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Risk Analysis, Vol. 26, No. 1, 2006 DOI: 10.1111/j.1539-6924.2006.00705.

Risk-Based Integrity and Inspection Modeling (RBIIM)


of Process Components/System

Faisal I. Khan,1 ∗ Mahmoud M. Haddara,1 and Subrata K. Bhattacharya1,2

Process plants deal with hazardous (highly flammable and toxic) chemicals at extreme con-
ditions of temperature and pressure. Proper inspection and maintenance of these facilities
is paramount for the maintenance of safe and continuous operation. This article proposes a
risk-based methodology for integrity and inspection modeling (RBIIM) to ensure safe and
fault-free operation of the facility. This methodology uses a gamma distribution to model the
material degradation and a Bayesian updating method to improve the distribution based on
actual inspection results. The method deals with the two cases of perfect and imperfect inspec-
tions. The measurement error resulting from imperfect inspections is modeled as a zero-mean,
normally distributed random process. The risk is calculated using the probability of failure and
the consequence is assessed in terms of cost as a function of time. The risk function is used
to determine an optimal inspection and replacement interval. The calculated inspection and
replacement interval is subsequently used in the design of an integrity inspection plan. Two
case studies are presented: the maintenance of an autoclave and the maintenance of a pipeline
segment. For the autoclave, the interval between two successive inspections is found to be
19 years. For the pipeline, the next inspection is due after 5 years from now. Measurements
taken at inspections are used in estimating a new degradation rate that can then be used to
update the failure distribution function.

KEY WORDS: Failure modeling; integrity assessment and evaluation; quantitative risk assessment; risk-
based inspection; risk-based maintenance

1. INTRODUCTION nancial investment, and the environment against


the consequences of failures occurring to these sys-
Maintaining the integrity of a large number of
tems, an assessment of the condition of existing in-
aging process components is a subject of prime im-
frastructure (major process units, pipelines, etc.) is
portance to process companies all over the world. In
necessary. The condition assessment quantifies the
Canada, there are more than 250,000 km of pipelines
degradation of the material and provides a basis
carrying natural gas, crude oil, and petroleum prod-
for the decision-making process regarding preventive
ucts (Pandey, 1998). To protect the public, the fi-
maintenance and/or replacement. With limited main-
tenance resources, it is essential that the available
1 Faculty of Engineering & Applied Science, Memorial University funds be spent where they are most effective in re-
of Newfoundland, St John’s, NL, A1B 3X5, Canada. ducing potential risks (Concord, 1993; Pandey, 1998).
2 Department of Ocean Engineering, Indian Institute of Technol-
The traditional methods of assessing the condi-
ogy, Chennai, 600 036, India.
∗ Address correspondence to Faisal I. Khan, Faculty of Engineering tion of process systems are based on a deterministic
& Applied Science, Memorial University of Newfoundland, St load-resistance methodology in which the integrity
John’s, NL, A1B 3X5, Canada; fkhan@engr.mun.ca. of the components is evaluated by comparing the

203 0272-4332/06/0100-0203$22.00/1 
C 2006 Society for Risk Analysis
204 Khan, Haddara, and Bhattacharya

current operating conditions with a design-limit state 2. AVAILABLE RISK-BASED APPROACHES


beyond which the component cannot operate safely.
Since the late 1980s, numerous quantitative, semi-
Load-resistance methods have the disadvantage that
quantitative, and qualitative models have been devel-
they often yield somewhat conservative results, lead-
oped to aid plant engineers with the prioritization of
ing to potentially unnecessary repairs and inspections
components inspections. In the following sections, we
that result in an overall increase in maintenance costs.
outline briefly these methods.
Use of deterministic methods does not provide in-
formation about potential risk that results in the
unrealistic maintenance planning for process plants 2.1. Qualitative Approaches
(Desjardins, 2002).
Risk is defined as multiplication of the probabil- Qualitative risk index approaches assign subjec-
ity of failure and its likely consequence. Risk-based tive scores to the different factors that are thought to
methods aim at identifying, characterizing, quantify- influence the probability and consequences of failure
ing, and evaluating the likelihood of the loss caused (Muhlbauer, 1992; Cagno et al., 2000; Dey & Gupta,
as a result of the occurrence of a specific event. The 2001). These scores are then combined using simple
use of risk-based methods for the management of the formulas to give an index representing the level of
process components provides reliable quantification risk. Risk index approaches provide a ranking of the
of potential risks. This provides an alternative strat- different process components based on the perceived
egy for the maintenance of assets instead of the use of level of risk estimated. The ranking obtained by us-
simple ranking (prioritizing) based on reported fail- ing these methods is highly subjective. In addition,
ure occurrences. these approaches do not provide any indication of
This approach also provides a means for quan- whether the risk associated with a component is un-
titatively establishing future reliability levels for the acceptable and consequently no guidance is provided
components. These levels can be used as a basis for regarding whether any risk reduction action is nec-
optimizing reinspection intervals. The uncertainties essary. The index system scoring format suggested
associated with the design and operation of process by Muhlbauer (1992) accounts for the use of in-line
components have led to an increasing use of risk- inspection tools to locate metal loss corrosion by
based approaches in making decisions regarding asset awarding up to 8 points out of a maximum of
integrity management. 400 points representing resistance to failure (i.e., 2%).
In risk-based inspection (RBI) strategy risk is This underestimates the benefits of high-resolution
used as a criterion to prioritize inspection tasks for the pigging, which is known to result in significant re-
components in a process plant. This provides many ductions to the large percentage of failures that are
advantages, which include (1) an increase in plant attributable to corrosion (20–40% of all failures).
availability, (2) a decrease in the number of failure Therefore, index systems provide at best an ap-
occurrences, (3) a reduction in the level of risk due proximate risk-based ranking of process components,
to failure, and (4) a reduction in the direct inspec- which has serious limitations when being used as a
tion cost of the plant. Operational safety of a pro- basis for integrity management decision making.
cess plant increases as a result of decreasing the num-
ber of failure occurrences and the potential risk due
2.2. Quantitative Approaches
to failure. This makes RBI a useful strategy to meet
the rising societal expectations regarding operational These approaches determine the level of risk
safety of complex onshore and offshore process fa- based on direct estimates of the probability and/or
cilities. These expectations resulted in a number of consequences of failure. Current quantitative risk as-
regulations that the oil and gas industry has to meet. sessment approaches focus on a single aspect of the
The last two decades saw a number of studies that at- consequence associated with failure. Published stud-
tempted to address the subject. Different methodolo- ies deal with either loss of life risk or economic risk
gies were suggested to meet maintenance planning re- (Hill, 1992; Concord, 1993; Nessim & Stephens, 1995;
quirements. These methodologies range from the fully Pandey, 1998; Nessim et al., 2000).
qualitative to the fully quantitative. A brief summary Integration of environmental damage, life safety,
of these approaches is presented in the subsequent and economic risks has not been addressed ad-
section. equately. Another limitation of quantitative risk
Risk-Based Integrity and Inspection Modeling 205

assessment approaches is that they typically base the probability of failure, and it determines the risk to
failure probability estimates on historical failure rates. be used in inspection and maintenance planning. De-
Publicly available databases do not usually allow sub- pending on the level of risk for each mode and pattern
division of the failure data according to the attributes of failure, the required analysis, inspection, mainte-
of a specific process component and where adequate nance, and repair tasks are selected. For example, a
subdivision is possible, the amount of data associ- review of historical failure databases indicates that
ated with a particular attribute set is very limited be- the major failure modes in a pipeline are internal cor-
cause of the rarity of the failures. Failure probabilities rosion and external impact. Thus, the main efforts (in
estimated from public data are, therefore, not suffi- terms of design, structural modeling, inspections, etc.)
ciently specific to represent a given failure in a specific should be focused on these failure modes. Of course,
process component. this is a simple example of risk-based inspection and
Another approach to calculate failure probabil- maintenance. In practice, more specific details about
ity is based on the concept of structural reliability the specific pipeline need to be considered.
that includes Markovian models and hot spots on a Guidelines to help hydrocarbon and process
component-by-component basis (a number of inter- chemical industries in establishing risk-based inspec-
esting articles may be seen in Journal of Infrastruc- tion programs on fixed equipment and piping were
ture Systems). The effect of the correlation from one issued by the American Petroleum Institute (API,
hot spot to another has been investigated by Lotsberg 2002). This document describes a recommended
et al. (1998), Faber and Sorensen (1999), Brown and practice for developing risk-based maintenance pro-
May (2000), and Montgomery and Serratella (2002). grams. The document does not preclude the use of any
Faber et al. (2000, 2003) proposed an informal decision of the three methodologies mentioned above, but out-
analysis where the number of considered elements is lines the limitations of each methodology. This docu-
reduced in a consistent and systematic way. However, ment explains the basic elements for developing and
due to the numerical effort required and the stabil- implementing a risk-based inspection program.
ity of the method such an approach did not prove to
be practical. Straub and Faber (2000) indicated that
2.4. Maintenance Optimization
an integrated approach to the decision problem that
is suitable for industrial purposes has not yet been A large number of articles were published on the
developed. subject of optimizing maintenance through the use
of mathematical models (Montgomery & Serratella,
2000; Khan & Haddara, 2003a, 2003b; Willcocks &
2.3. Semi-Quantitative Approaches
Bai, 2003; Dey, 2004). Most maintenance optimiza-
Semi-quantitative approaches were developed to tion models are based on lifetime distributions or
provide a practical and easy tool to be used for de- Markovian deterioration models. It is often difficult to
signing maintenance programs that optimize the use collect enough data for estimating the parameters of
of resources and in the meantime ensure effective and a lifetime distribution or the transition probabilities
efficient asset management. These approaches use of a Markov chain. This presents an obstacle in the
semi-quantitative models for consequence estimation way of using these models to design practical mainte-
as well as failure probability calculations. Examples of nance programs. The combined use of the reliability
these approaches can be found in Khan and Haddara index methods and the limit state approach may prove
(2003a, 2003b), Khan and Haddara (2004), and Khan helpful in removing this drawback.
et al. (2004). It is easily employed in process plants and Typically, structural reliability methods are used
to components like pipelines or pressure components. to estimate the probability of failure of components
These approaches provide a tool to ascertain that the or structures. In these methods, the condition of the
estimated risk of failure satisfies a predetermined ac- material is described by a state function g. The state
ceptance criterion (Khan et al., 2004; Willcocks & Bai, function represents the strength margin that the ma-
2000; Dey, 2004). terial has over the applied load. Thus, the limit-state
The risk-based inspection and maintenance ap- function, gt is defined as
proach discussed by Willcocks and Bai (2003) uses
gt = R − L, (1)
a failure modes effect analysis to identify the failure
modes of system components and their consequences. where R is the strength of the material and L is the
It then uses failure patterns and rates to calculate the applied stress.
206 Khan, Haddara, and Bhattacharya

As degradation of material occurs and operat- mination of an optimal inspection policy (interval) for
ing conditions change, material strength and applied each component, and development of a comprehen-
stress become random functions of time. Thus, the sive policy for the plant integrity assessment.
limit-state function becomes a stochastic process. A
failure model can be developed based on the limit- 3.1. Material Degradation Mechanisms
state function approach and allowing for material
Material degradation is a common cause of pro-
degradation variability, operating conditions variabil-
cess components failure. Material degradation can be
ity, and measurement errors. Data collected during in-
caused by one or more mechanisms. These include:
spections provide a means to update the failure model
internal and external thinning due to corrosion; stress
through the use of Bayes’s theorem.
corrosion cracking; brittle fracture; and fatigue due to
Risk-based maintenance takes into consideration
vibration. These mechanisms cause material deterio-
the consequence of failure as well as the probability
ration and thus affect the ability of the component to
of failure. In this article, the consequence is measured
withstand the applied load.
in terms of the cost of failure in addition to the cost
Two basic models will be used in this work to
of the inspection/maintenance program.
describe material degradation mechanisms: a thin-
ning model and a crack model. The thinning model
3. QUANTITATIVE RISK-BASED INTEGRITY is used to describe the reduction in the thickness of
AND INSPECTION MODELING (RBIIM) the component’s material as a result of internal or
external corrosion. The crack model is used to de-
RBIIM aims at modeling inspection tasks to scribe the reduction of the load-carrying capacity of
achieve safe operating conditions at minimum cost. the component as a result of cracks. Cracks may result
Determining the relationship between inspections from stress corrosion, brittle fracture, or fatigue (see
periodicity on one side and the level of safety and Kallen, 2002).
maintenance costs on the other, provides an insight
into the application of the as low as reasonable prac- 3.1.1. Thinning Model
ticable (ALARP) principle. In order to implement
an integrated RBIIM approach, it is necessary first Corrosion wear failure is a complex failure mode
to formulate acceptance criteria for each function in which a component is affected by a combination of
of the plant facility. Thereafter, the relationship be- corrosion and wear. Continuous wear results in mate-
tween each function and the performance of the rial thinning, which may be localized or can spread
various components responsible for achieving this over a large surface area. In the former, material
function is established. To simplify the implemen- degradation is seen in the form of pitting, while in the
tation, the acceptance criteria for each function of latter, a general thickness loss occurs. Carbon steel or
the facility are transformed into acceptance criteria copper are usually more susceptible to general thin-
for the individual components. Subsequently, risk as- ning, while stainless steels and higher alloy materi-
sessment is performed relating the event of compo- als are usually more prone to localized thinning and
nent failure to the consequences in terms of monetary pitting.
losses. The main objectives of RBIIM are: The state function in this case, gt , is defined as
   
C × t P×D
1. To identify critical equipment in a process gt = R − St = S 1 − − , (2)
d 2×d
plant. These are pieces of equipment that have
a high level of risk. where R is material resistance, St is the applied stress,
2. To develop an optimum inspection and main- S is material strength, C is corrosion rate, P is operat-
tenance strategy for the equipment that will ing pressure, D is the diameter of the component, d is
guarantee the integrity of the plant. the material thickness, and t is a time increment.
Corrosion can occur on the internal or external
Fig. 1 depicts the overall framework designed to surface of the component. The same thinning model
achieve these objectives. The framework comprises can be used for both cases; however, the corrosion
five stages. These are: identification of equipment rate may differ from one case to the other.
to be analyzed, identification of degradation mech- The state function gt , is a measure of the ability
anisms for each component, calculation of the risk of the material to resist failure. Failure will occur only
associated with the failure of each component, deter- if the magnitude of the function gt reaches zero.
Risk-Based Integrity and Inspection Modeling 207

Divide the system into independent


(process) components, e.g., vessel, pipeline
segments, reactors, etc.

Select one component at a time and


identify possible degradation mechanisms

Model component
failure using a gamma
stochastic process
Estimate the
consequence using cost
Develop a prior for each data for inspection,
degradation mechanism failure, and replacement

Obtain past
inspection Determine failure
Fig. 1. Framework of risk-based integrity results for the probability using a
and inspection modeling methodology. unit under posterior and past
investigation inspection results

Risk calculations

Estimate optimal inspection and


replacement intervals

Have all
components been
considered?

Develop inspection plan for the


integrity of the process system

Equation (2) can be used to define a margin of PD


mt = d − . (4)
safety in terms of material thickness. Assuming a lin- 2S
ear degradation model, the incremental wall thickness
loss (x) during an element of time t, is given by 3.1.2. Stress Corrosion Cracking Model
 
PD Stress corrosion cracking (SCC) failure occurs
x = Ct = 1 − d. (3)
2dS when the applied stresses on a component in a corro-
sive environment generate a field of localized surface
The margin of safety in terms of the minimum re- cracks, usually along grain boundaries, which renders
quired material thickness, mt , is then obtained as the component incapable of performing its function.
208 Khan, Haddara, and Bhattacharya

There are many material/environmental combina- below the transition temperature and as a result are
tions within which SCC can occur. They include caus- susceptible to brittle fracture. Furthermore, vibration
tic cracking, amine cracking, carbonate cracking, sul- may cause components to fail prematurely. Improp-
fide stress cracking, hydrogen-induced cracking, and erly supported piping near vibration sources is prone
polythionic acid cracking, and chloride cracking for to fatigue. In contrast to the other degradation mech-
stainless steels (Kallen, 2002). anisms discussed above, this mechanism is modeled
The SCC state function uses a resistance minus using a simple indexing methodology (Kallen, 2002).
stress model based on Paris’s crack growth law used
in linear elastic fracture mechanics,
 
PD √ 3.2. Material Degradation Model
gc = KIC − Y +S π A, (5)
2d
In the previous section, we reviewed the differ-
where KIC is the material fracture toughness, Y is a ent mechanisms that control material degradation.
dimensionless geometric factor, S is residual stress, The net degradation of the material is the total sum
and A is the crack depth. of degradations that take place as a result of one or
The crack depth, A, is determined by more of the above-mentioned mechanisms. Although
lcr = Ccr t n , the above-mentioned mechanisms are deterministic,
there is a level of uncertainty associated with some of
lcr (6)
A= , their variables. For instance, the strength S, the cor-
Rl/a rosion rate C, and the operating pressure, P in the
where lcr , Ccr , and Rl/a are the characteristic crack thinning model, and KIC , Y, P, S, and A in the stress
length, the crack growth rate, and the crack to length- corrosion cracking mechanism, have uncertainty as-
to-depth (thickness) ratio, respectively. The value sociated with their values. Therefore, these variables
of KIC , material fracture toughness, is taken to be have to be considered random and the material degra-
300 ksi(in)1/2 (10,425 MPa (mm)1/2 ) for stainless steel. dation process is expected to be a stochastic process.
The material fracture toughness for carbon and low Let us define the accumulated material degrada-
alloy steel may be calculated using the following for- tion measured at a certain point in time t, to be the
mula (Kallen, 2002): sum of the incremental degradations that occurred
from the start of service till time t. Let us also as-
KIC
  √ sume that the incremental material degradations are
= Minimum 33.2 + 2.806e(0.02(T+100)) , 200 ksi in. independent, exponentially distributed random vari-
Equation (6) can be used to derive an expression for ables. Then, the cumulative degradation from the start
the incremental increase in crack depth as of service till time t, X(t), is a gamma-distributed
⎡ ⎤2 stochastic process with stationary increments. The
gamma-distributed stochastic process has many ad-
Rl/a ⎢ ⎥
⎢ KIC
⎥ . vantages: it has a nonnegative distribution and it is
x = Ccr t = ⎣ ⎦ (7)
π PD easy to manipulate.
Y +S
2d A gamma density function with a shape parame-
ter α, and a scale parameter β, where α and β > 0, is
The safety margin for wall thickness, mc , becomes
given by
mc = d − Ccr t. (8)
βα
f (x) = (x)α−1 e−βx for x > 0. (9)
3.1.3. Brittle Fracture and Fatigue (α)
At low temperatures carbon steels may suffer
a brittle fracture at loads significantly below the in- For the thinning model, the cumulative degradation is
tended design loads. This is because carbon steels lose assumed to be linear in time. Thus, the shape param-
their ductility as the temperature is lowered. The tem- eter, α, will be replaced by a linear function of time
perature at which ductility is lost is called the transient α = α o t.
temperature. While most materials are designed to The probability density function describing the
operate well above the transition temperature, some cumulative wall thickness degradation, X(t), is de-
materials in older plants may still operate near or scribed by Equation (10):
Risk-Based Integrity and Inspection Modeling 209

β αo t The parameters of the gamma process, X(t), are cal-


f X(t) (x) = (x)αot−1 e−βx for x > 0. (10)
(αot) culated as
 μ 2 μ
This distribution will be used to describe cumulative αo = and β = 2 . (17)
material degradation caused by each individual degra- σ σ
dation mechanism described above. Substituting for the parameters of the density func-
Thus, the mean and variance of the cumulative tion, one gets
degradation in the wall thickness, X(t), are given by  tn
α0 1 ν2
μ X(t) = E[X(t)] = t = μt,
β μν 2 tn − x
f X(t) (x) =  n  (x)ν 2 −1 e ν 2 μ
αo t
σ X(t) = Var[X(t)] = 2 t 2 = σ 2 t.
2 (11) 
β ν2


The parameters of the gamma process, X(t), are cal- 1 n 1



= Ga x  2 t , .
culated as ν μν 2 (18)
 μ 2 μ
αo = and β = 2 . (12) Similarly, the above equation can be represented in
σ σ terms of a single variable conditional gamma function
It is common practice to express the standard devia- G as
tion (σ ) in terms of the mean (μ) through the use of 

1 1
a coefficient of variance (υ): σ = υ μ. Using this re- G x  2 t n ,
ν μν 2
lationship, the gamma density function for corrosion
 tn
can be rewritten as 1 ν2
 t
1 ν2 μν 2 tn − x
= f X(t) (x) =  n  (x)ν 2 −1 e ν 2 μ . (19)
μν 2 − x t
  (x)ν 2 −1 e ν 2 μ . 
t
f X(t) (x) = (13)
t ν2

ν2 These gamma density functions are subsequently used
In this expression the average corrosion rate (μ) is the in the inspection updating for the cases of perfect and
only uncertain parameter that would vary with time. imperfect inspections.
Considering this, the above expression can be repre-
sented in terms of single-variable Bayesian gamma 3.3. Inspection Updating Modeling
conditional function G as


1 1 The results of inspection can be effectively used in


G x  2 t, updating the prior knowledge of the average degrada-
ν μν 2
 t tion rate (μ). This updating could be best done using
1 ν2 Bayesian updating. Bayes’s theorem provides a for-
μν 2 − x mal and structured approach that can be used to up-
  (x)ν 2 −1 e ν 2 μ = f X(t) (x).
t
= (14) date the prior based on component data gained from
t
 actual inspections. Inspection updating modeling in-
ν2
volves two main steps: (1) selection of an appropriate
For stress corrosion cracking, the cumulative crack prior, and (2) Bayesian updating of the prior using
depth is assumed to be a function of tn . Thus, in this new inspection data. Bayesian updating can be ap-
case α = α ot n and the density function becomes plied for the two cases: perfect or imperfect inspection
β αo t data. Bayesian updating is widely discussed in the lit-
 (x)αot −1 e−βx
n
f X(t) (x) =  for x > 0. (15) erature; excellent reviews are given by Kallen (2002)
 αo t n
and Kallen and Noortwijk (2003).
The mean and variance for the cumulative wall thick-
ness degradation become
αo 3.3.1. Step I—Selection of a Prior
μ X(t) = E[X(t)] = t n = μt n ,
β Bayes’s theorem indicates that a posterior proba-
αo bility can be obtained from an assumed prior prob-
σ X(t) = Var[X(t)] = 2 t n = σ 2 t n .
2 (16)
β ability when modified based on new knowledge
210 Khan, Haddara, and Bhattacharya

(information). A number of probability distributions 3.3.2. Step II(i)—Posterior: Perfect


have the special property that if used in Bayes’s the- Inspection Updating
orem as a prior distribution and the new informa-
The conditional prior density function for the de-
tion is used in the form of a random variable with
crease in the thickness of the material, X(t), can be
a certain distribution, the posterior distribution has
expressed as
the same distribution as the prior. These pairs of
distributions are called conjugate distributions, ex- l(x | μ)π (μ)
amples of which are normal-normal-normal, normal- π (μ | x) =  ∞ , (21)
lognormal-normal, and gamma-exponential-gamma l(x | μ)π (μ) dμ
0
distributions (see Harr, 1987).
Following the suggestions made by van Noortwijk where π (μ) is the prior density for μ, and l(x | μ)
and van Gelder (1996), Kallen (2002), and Kallen and is the likelihood of a measurement x given μ.
van Noortwijk (2003), the inverted gamma distribu- Kallen (2002) used Equation (21) to obtain a
tion is used here as a prior distribution. The inverted posterior density function for the loss in the mate-
gamma density is given as rial thickness for the perfect inspection case, π (μ | x),
given by
 a+1     
ba 1 b  t x
IX(t) (x) = exp − for x ≥ 0. 
π (μ | x) = IX(t) μ  2 + α, 2 + β , (22)
(a) x x υ υ
(20)
where α and β are the parameters of the prior density.
An inverted gamma density fits very well as a prior Consider the case when the inspection is repeated
density function for the material degradation caused n times, thus, n measurements x1 at time t1 , x2 at
by corrosion and stress corrosion cracking. The den- t2 , . . . , xn at tn are carried out. The posterior for the
sity is nonnegative and has a longer tail, which repre- loss in the material thickness can be written as
sents uncertainty over higher degradation rates. Fig. 2 π (μ | x1 , . . . , xn )
depicts the simple discrete prior density and also the   
 n
ti − ti−1 n
xi − xi−1
continuous version of this density function. The in- 
= IX(t) μ  + α, +β .
verted gamma density function has been fitted to  i=1 υ2 i=1
υ2
the discrete prior given in Fig. 2, through the use of
simulation. (23)

80

70

60

50 Discrete prior (based on expert opinion)


Density (%age)

Inverted gama prior

40 Fig. 2. Discrete prior based on available


information and inverted gamma prior
fitted to these data.
30

20

10

0
0.00 0.06 0.11 0.17 0.22 0.28 0.34 0.39 0.45 0.50 0.56 0.60 0.70
Degradation rate (mm/year)
Risk-Based Integrity and Inspection Modeling 211

 ∞
If one considers that xo = 0 at to = 0, then the posterior
l(y | μ)π (μ) dμ
actually depends only on the last inspection, because 0
the standard deviation (σ ) is expressed in terms of the  ∞ ∞    
1 1
mean (μ). Therefore, the above expression reduces to = G y − ε  2 t n , fε (ε) dε π (μ) dμ.
0 ε=0 υ μυ 2
π (μ | x1 , . . . , xn )
   (28)
 n n
 tn xn This integral can also be approximated by the follow-
= π (μ | xn ) = IX(t) μ  + α, +β .
 i=1 υ 2 υ2 ing summation:
i=1  ∞
(24) l(y | μ)π (μ) dμ
0
Perfect inspections do not usually happen in real life;     

n 
k 1 n 1
it is thus important to model imperfect inspections as ≈ G y − ε  2 t , p(ε j ) p(μi ),
well. i=1 j=1
υ μυ 2
(29)
3.3.3. Step II(ii)—Posterior: Imperfect where p(μi ) = Pr{μ = μi } is the discrete density of
Inspection Model μ. Using these results, the posterior is approximated
as
This model is based on the approach discussed
p(μi | y)
by Newby and Dagg (2002), and Kallen and van  
   
Noortwijk (2003). Let us consider a stochastic pro- k 1 n 1
p(μi ) 
G y− ε 2t , p(ε j )
cess Y(t) given by υ μυ 2
j=1
Y(t) = X(t) + ε, (25) = n     ;
  k 1 n 1
p(μi ) G y − ε  2 t , p(ε j )
where ε is the error in the measurement. The error, ε, υ μυ 2
i=1 j=1
is considered to be a zero mean normal process with
a standard deviation σ ε . Y(t) is the degradation mea- for i = 1, . . . , n.
(30)
sured (material lost) during an inspection at time t. In case of multiple imperfect inspections, we need the
A brief description of the posterior density for- product of the individual likelihoods for the measured
mulation and solution algorithm is presented here; increments
for more details see, Kallen (2002) and Kallen and 
van Noortwijk (2003). The likelihood of a measure- l(y1 , . . . , yk | μ) = lY(tk)−Y(tk−1 ) (yk − yk−1 | μ).
k
ment y given the degradation rate μ is (31)
l(y | μ) = fY(t) (y) Using the convolution integral as before, the above
 ∞ likelihood can be rewritten as
= f X(t)+ε (x) = f X(t) (y − ε) fε (ε) dε, l(y1 , . . . , yk | μ)
−∞
(26)  ∞  ∞
= ... f X(tk)−X(tk−1 ) (yk − yk−1 − δk)
where f X (t) (y − ε) is the likelihood of the gamma in- −∞ −∞ k
crement, X(t), having parameters α and β. To solve
the above integral, we replace the integral in Equa- × f (δ1 , . . . , δk) dδ1 , . . . , dδk, (32)
tion (26) by a summation where δ k = ε k − ε k−1 . Because the δs are not indepen-

n
   dent, the likelihood can be approximated as
fY(t) (y) ≈ G y − εi  αot n , β p(εi );  
i=1

l(y1 , . . . , yk | μ) = E f Dk(dk − δk)
where p(εi ) = 1. (27) k

Equation (27) was developed for a nonlinear material 1 N


 j
degradation model: a linear model can be obtained by ≈ f Dk dk − δk as N → ∞, (33)
N j=1
substituting n = 1.
Using the parameters of the gamma density func- where Dk = X(t k ) − X(t k−1 ) and dk = yk − yk−1 . In
tion, the denominator in Equation (21) becomes the last step we used the strong law of large numbers
212 Khan, Haddara, and Bhattacharya

to approximate the expectation of a function through risk. We will adopt an optimization criterion that has
the use of simulation (see Kallen, 2002). been suggested by Wagner (1975). This criterion is re-
For each k, we sample ε k (j = 1, . . . , N) and calcu- ferred to as “the average cost over unbound region.”
j j j
late δ k = ε k − ε k−1 . Because the gamma distribution This criterion is derived using renewal theory and uses
f Dk = G(x | α[t k − t k−1 ], β) is not defined for x < 0, the concept of a component’s lifecycle. The length of
j
we need to make sure that the condition (dk − δ k ) ≥ this cycle spans the time from the start of the service
0 is satisfied. until a renewal is affected. Renewal consists of either
l(y1 , . . . , yk | μ) a preventive or a corrective replacement. The risk fac-
 tor is calculated as the ratio of the expected costs per
 
1  N 
 j  tk − tk−1 1
 cycle over the expected cycle length. A brief formu-
≈ Ga dk − min δk , dk  , .
N j=1 k υ2 μυ 2 lation of this criterion is presented below (for details,
(34) see van Noortwijk, 2000, 2003).
We will model the maintenance tasks as a dis-
The posterior for multiple imperfect inspections can crete renewal process. In this case, the component
now be obtained as returns to the as-good-as-new condition after each
p(μi | y) replacement. A discrete renewal process {N(n), n =
   1, 2, 3, . . . } is a nonnegative integer-valued stochas-
1 N     t 1
j 
p(μi ) Ga dk − min δk , dk  2 , tic process that registers the successive renewals in
N j=1 k  υ μυ 2
= n   ,
the time interval (0, n). Let the renewal times T 1 , T 2 ,
 1 N     t 1 T 3 , . . . , be nonnegative, independent, identically dis-
j 
p(μi ) Ga dk − min δk , dk  2 , tributed, random quantities having a discrete proba-
i=1
N j=1 k  υ μυ 2
bility function
(35)
Pr {Tk = i} = pi , where i = 1, 2, . . . ,
for i = 1, . . . , n and t k = t k − t k−1 .


We now have a Bayesian updating model that ac- and pi = 1, (36)
cepts the results of multiple imperfect inspections. The i=1
advantage of using the simulation technique to calcu-
where pi represents the probability of a renewal at
late the posterior density as a function of the degra-
time i. The cost (consequence) associated with a re-
dation rate is that one can use different levels for the
newal at time i is denoted by ci , i = 1, 2, 3, . . . . The
magnitude of the error in each inspection.
risk factors (expected average costs per unit time)
are determined by simply averaging the risk factor
3.4. Risk-Based Optimal Inspection
over an unbounded horizon. The expected risk over a
Interval Calculation
bounded horizon (0, n), denoted by R(φ, τ ), is given
Determining an optimal integrity inspection by
and/or maintenance action is a problem of optimiza- n
 
tion under uncertainty. The most comprehensive ap- R(φ, τ ) = pi ci + E(τ (n − i)) ,
proach for solving such a problem is through the use i=1

of decision theory, which provides a systematic and for n = 1, 2, 3, . . . , and τ (0) ≡ 0. (37)
consistent way to evaluate the alternatives and iden-
tify an optimal choice (see Nessim & Stephens, 1995; The cost associated with the occurrence of the event
Nessim et al., 2000; Goyet et al., 2002). T i = i is ci plus the additional expected cost during the
In the previous steps, we have developed a model interval (i, n), i = 1, . . . , n. Using the discrete renewal
to calculate the probability of failure of a process com- theorem, the risk factor (expected average costs per
ponent as a function of time. In order to calculate the unit time) is expressed as
risk, we have to calculate the consequences associated E(cycle risk)
with that failure. In the present study, we estimate the R(φ, τ ) =
E(cycle length)
consequence in terms of the cost incurred as a result
of failure. Having estimated the risk, we will use it ∞
ci (φ, τ ) pi (φ, τ )
to decide when to inspect and when to replace the E(Ci ) i=1
component. In other words, we intend to determine = = , (38)
E(I) ∞
the maximum length of time between two consecutive i pi (φ, τ )
inspections that would result in a minimum accepted i=1
Risk-Based Integrity and Inspection Modeling 213

where ci and pi are the cost incurred during a unit 4. CASE STUDIES
of time i and the probability of renewal during this
4.1. An Autoclave
time, respectively. φ{m, ρ} represents the replace-
ment level, which is the ratio of the material degrada- Geary (2002) presented a review of risk-based
tion to the critical safety margin. It is calculated for inspection approaches practiced in the United King-
each time interval τ . The random variable I is the cy- dom. Four different case studies were performed by
cle length with a cycle cost of cI . Considering replace- seven different agencies. In the present article, we
ment cycle as the time period between two renewals, will apply the methodology outlined above to the
the numerator of Equation (38) represents expected case study no. 3 of Geary’s report: an autoclave. We
cycle risk and the denominator is the expected cycle will determine the optimal inspection interval for this
length (mean lifetime). Equation (38) can be rewrit- component. A brief description of the autoclave is
ten as presented here and the input data used in the study is
given in Table I.
R(φ, τ )
  4.1.1. Process Details

n 

ci (φ, τ ) pi (φ, τ, μ | P, S . . .) p (μ j |
y) The autoclave reactor is filled with water at 75◦ C
j=1 i=1
=   , and pressurized to 10 Barg. The pressure is subse-

n 

quently released and water is then agitated and a vac-
i pi (φ, τ, μ | P, S . . .) p (μ j |
y)
uum is applied to evacuate air from the empty space.
j=1 i=1
(39) Subsequently, an ammonium sulfate solution (as a
catalyst) is introduced along with tetrafluoroethylene
(TFE) (in a gaseous state). TFE is immediately poly-
where π (μ | y) is the posterior density, (p(μj | y)) is the merized by the water. The temperature of the exother-
discrete version of the posterior density over a given mic reaction is controlled by cooling the water jacket
number of the measurements, y = y1 , y2 , . . . , yk . (circulating water at 15◦ C). The process operates in
In order to include the uncertainty over the var- batches, 3 cycles per day for 48 weeks in a year.
ious material and operating characteristics such as The vessel has been inspected three times and the
pressure (P) and material strength (S), we can sam- results of the inspections are given in Table I. This unit
ple these variables from their respective probability has been studied using the methodology outlined in
distribution functions. It is better to include the un- the previous sections and results are briefly discussed
certainty over the degradation rate in the simulation, below.
instead of using a discrete solution. The advantage of
using a simulation technique is that the degradation
rate, μ, can be sampled before we go into the loops to 5. RESULTS AND DISCUSSIONS
calculate the expected average risk. Also, there will be The prior and posterior density functions for thin-
no extra loop needed if we assume that other param- ning and cracking in the autoclave’s material are
eters such as the pressure, P, and material strength, shown in Figs. 3 and 4, respectively. It may be observed
S, are also uncertain. The solution in this case is given from Fig. 3 that the posterior supports the prior. The
by posterior for perfect inspections shows a tall peak at
a corrosion rate of 0.185 mm/year, which is compara-
tively higher than the prior peak. Peaks for the pos-
E|R(φ, τ )|
  terior (imperfect inspections) and the prior occur at
1 N ∞
  almost the same location (0.11 mm/year). This indi-
ci (φ, τ ) pi φ, τ | μ , P , S . . .
j j j
cates that the results of the inspection (with possible
N j=1 i=1
=   , errors in the measurements) confirm the suitability of
I n 

  the originally assumed thinning rate.
i pi φ, τ | μ , P , S . . .
j j j
In case of crack growth, the peak of the poste-
N j=1 i=1
rior (perfect inspections) function occurs at a degra-
(40) dation rate of 0.2 mm/year, which is much higher than
where E|R(φ, τ )| denotes expected average risk and that for the prior given as 0.012 mm/year and the
is measured as dollar per unit time. posterior for the imperfect inspections occurring at
214 Khan, Haddara, and Bhattacharya

Background information Vessel manufactured in 1980


Design temperature 100◦ C and pressure 25 Barg
Operating temperature 8–95◦ C and pressure 10 Barg
Autoclave dimensions 5 ft diameter; 11 diameter, 1 in. wall thickness
Material of construction Stainless steel 321, carbon steel jacket
Active damage mechanism Stress corrosion cracking
Internal thinning
Inspection history Three inspections
Material loss (thinning): mean 0.7 mm 0.9 mm 1.5mm,
CoV 0.50
Crack growth: mean: 0.06 mm 0.3 mm 0.6 mm, CoV 0.20
Other Parameters Values Table I. Input Details for Autoclave
Tensile strength Mean 515 MPa, coefficient of variance (CoV) 0.20
Operating pressure Mean 3.2 MPa, CoV 0.05
Corrosion rate Mean 0.1 mm/year; CoV 0.25
Crack growth rate Mean 0.01 mm/year; CoV 0.25
Corrosion allowance 4.5 mm
n (power function for crack 0.50
growth rate)
Crack length to depth ratio 6
Inspection cost $15,000
Preventive replacement cost $30,000
Failure cost $3,000,000

a rate of 0.04 mm/year. This indicates that the poste- Calculations for the life cost were made using the
rior function for the perfect inspections represents an imperfect inspections assumption and considering all
idealized condition and does not represent the actual possible variations in the operating parameters. The
degradation mechanism in this case. Furthermore, the results are shown in Figs. 5 and 6 for the thinning and
prior and posterior functions for the imperfect in- cracking mechanisms, respectively. It can be seen from
spections are fairly close together, which indicates Fig. 5 that the replacement time is 43 years and that the
that they give a better representation of the actual failure time is about 212 years. There are two minima
situation. observed in the plot. The first is at 43 years (which

30

25
prior
postprior
post_imp_prior
20
post_imp_prior_CDF
Density

15 Fig. 3. Prior and posterior density


distribution for corrosion degradation
mechanism.
10

0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8
Corrosion rate (mm/year)
Risk-Based Integrity and Inspection Modeling 215

70 1.2

60
1

50

Cummulative density function


0.8

40 prior

Density
postprior
0.6
Fig. 4. Prior and posterior density post_imp_prior
distribution for crack growth. 30 post_imp_prior_CDF

0.4
20

0.2
10

0 0
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45
Crack growth rate (mm/year)

coincides with the replacement interval length) and whereas the failure time is calculated to be 554 years.
the second is at 203 years. The second minimum is This plot has also two minima: one at 85 years and the
a mathematical result that has little meaning in real other at 535 years. The second minimum is imprac-
life. The first minimum, which occurs at 43 years, is tical. Now, as the autoclave has already survived for
the one of interest. Considering that the component 24 years, the next inspection should be done within
has already survived for 24 years, the next inspection the next 50 years, assuming SCC to be the only degra-
should be within 19 years. dation mechanism. These results were obtained by
It is evident from Fig. 6 (crack growth) that pre- considering the effects of only one degradation mech-
ventive replacement time is estimated at 91 years anism at a time. This is partially responsible for the

18000

16000

14000
Average cycle cost ($/year)

12000

10000
Average cycle cost
Replacement time
Fig. 5. Average inspection cost/year for
8000 Failure time
corrosion degradation mechanism.

6000

4000

2000

0
0 50 100 150 200 250
Inspection interval (years)
216 Khan, Haddara, and Bhattacharya

6000

5000
Average cycle cost ($/year)

4000

Average cycle cost


3000 Replacement time
Failure time Fig. 6. Average cycle cost ($/year) for
cracking degradation mechanism.

2000

1000

0
0 100 200 300 400 500 600
Inspection interval (years)

rather long inspection interval. The second reason for As may be seen from Fig. 7 (for thinning), the peaks
the long inspection interval is the fact that we have of the prior and the posterior functions are very much
used a relatively slow crack growth rate. separated from each other. The prior is more spread as
Considering both degradation mechanisms to be compared to the posterior (perfect and imperfect in-
acting at the same time, it is evident that the autoclave spections). The posterior distribution for imperfect in-
should be inspected at a maximum of 19 years from spections shows the least spread. The results for crack
now. The analysis suggested here can be used repeat- growth rate are shown in Fig. 8. In this case the peaks
edly to modify the inspection interval based on newer of the posterior functions occur at degradation rates
inspection data. of 0.2 and 0.195 mm/year for imperfect and prefect
inspections, respectively. These peaks are away from
6. A PIPELINE the prior peak, which occured at a degradation rate
of 0.12 mm/year.
Pandey (1998) studied the probabilistic models
A detailed cost analysis is conducted for both
for the assessment of the condition of a pipeline us-
degradation mechanisms based on the posterior for
ing in-line inspection data. He used a segment of
imperfect inspections. The results are shown in Figs. 9
an oil and gas pipeline of 914 mm diameter and
and 10. When corrosion is the dominant degradation
8.74 mm wall thickness to illustrate his approach. We
mechanism, it was found that the preventive replace-
will consider the same case considered by Pandey
ment time is 14 years and the failure time is 26 years
(1998) to illustrate the approach developed in the
(see Fig. 9). The results considering SCC to be the
present work. Input data used in this example are
dominant mechanism are 23 years for the replacement
given in Table II. Pandey (1998) showed that the
and 62 years for failure (see Fig. 10). It is evident that
time of inspection should be between 5 and 20 years
the thinning degradation mechanism is fast and thus
depending upon the repair criteria (considering corro-
must be used as the basis in inspection planning. The
sion to be the only degradation mechanism). He also
cost curve has two minima, one at 10 years and the
concluded that a single inspection after 10 years with
other at 22 years. The first minimum occurring at an
a repair criterion of 1.4 would minimize the pipeline
interval of 10 years (though not the global minimum)
failure probability to 0.01 per km over 25 years.
is a more conservative basis for inspection. Since the
pipeline has already been in operation for 5 years,
7. RESULTS AND DISCUSSIONS
the next inspection is due in 5 years. The measure-
This is a comparatively new segment of the oil ments obtained from the next inspection can then be
and gas pipeline and had only one regular inspection. used to update the distribution and to predict a better
Risk-Based Integrity and Inspection Modeling 217

Background information 5 years of operation


Design temperature 120◦ C and pressure 7.0 MPa
Operating temperature 40◦ C and pressure 5.7 Barg
Pipe dimensions 914 mm diameter; 1 km length, 8.74 mm wall thickness
Material of construction Steel grade × 60
Active damage mechanism Stress corrosion cracking
Internal thinning
Inspection history One inspection, defect of depth (mean) 0.5 mm, CoV 0.20
Other Parameters Values
Table II. Input Details for Segment of Yield strength Mean 461 MPa, coefficient of variance (CoV) 0.20
Oil and Gas Pipeline Operating pressure Mean 5.7 MPa, CoV 0.05
Corrosion rate Mean 0.15 mm/year; CoV 0.25
SCC rate Mean 0.1 mm/year; CoV 0.25
Corrosion allowance 2.5 mm
n (power function for crack 0.50
growth rate)
Crack length-to-depth ratio 6
Inspection cost $5,000
Preventive replacement cost $10,000
Failure cost $100,000

estimate for the following inspection time. If data ob- on SCC degradation mechanism, as 20 and 55 years.
tained from the next inspection support the current Because corrosion effects are more dominant in the
posterior then the following inspection will coincide case of a pipeline, the SSC-based inspection interval
with the preventive replacement of this pipeline. The is not of importance. However, in the next inspection
optimum inspection intervals are calculated, based (5 years from now) inspection for crack growth should

50

45

40
prior
35 postprior
post_imp_prior
post_imp_prior_CDF
30
Density

25
Fig. 7. Prior and posterior distribution
for corrosion degradation mechanism.
20

15

10

0
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45
Corrosion rate (mm/year)
218 Khan, Haddara, and Bhattacharya

14 1.2

12
1

10

Cumulative density function


0.8

8
prior
Density

postprior 0.6 Fig. 8. Prior and posterior density


post_imp_prior distribution for cracking growth in
6 post_imp_prior_CDF
pipeline.
0.4
4

0.2
2

0 0
0 0.5 1 1.5 2 2.5
Crack growth rate (mm/year)

also be conducted to verify the posterior and subse- cess components. The material degradation rate can
quent analysis. be linear or nonlinear. The method allows the up-
dating of the probability density function for the ma-
terial degradation, using a Bayesian approach. Thus,
the failure rate can be adjusted based on actual mea-
8. CONCLUSIONS
surements made during inspections. The updated fail-
In this work, we have presented a method for the ure rate obtained reflects the changes in operating
determination of optimal maintenance intervals for and environmental conditions. The inspection inter-
process components. The method takes into account vals obtained are more reliable because they are
the random nature of material degradation of pro- based on actual measurements. The method takes into

7000

6000

5000
Average cycle cost ($/year)

4000 Average cycle cost


Replacement time
Failure time Fig. 9. Average inspection (cost/year) for
3000 corrosion degradation on pipeline.

2000

1000

0
0 5 10 15 20 25 30
Inspection interval (years)
Risk-Based Integrity and Inspection Modeling 219

1800

1600

1400

Average cost per cycle ($/year)


1200

Average cycle cost


1000 Replacement time
Fig. 10. Average inspection cost ($/year) Repair time

for crack degradation mechanism in 800


pipeline.
600

400

200

0
0 10 20 30 40 50 60 70 80 90
Inspection interval (years)

consideration the random error that may be as- pipeline case study, it took about 5 hours of computa-
sociated with the measurements obtained during tion time on a personal computer with an Intel Pen-
inspection. tium 4 (clocks at 1.81GHz) and 256 MB RAM.
The method optimizes maintenance intervals However, the method can be easily programmed
based on the risk associated with component failure. and the data required can be easily obtained from
The optimization criterion is based on a level of risk operational records and original design documents.
that satisfies the acceptable risk criteria. Using risk
as an optimization criterion allows the maintenance
ACKNOWLEDGMENTS
interval to be a function of both the probability of fail-
ure as well as the consequences of this failure. Proper The authors gratefully acknowledge the finan-
attention can then be devoted to the maintenance of cial support of Natural Science and Engineering Re-
critical equipment. search Council (NSERC) under a discovery grant and
The gamma distribution seems to describe the Canada Foundation of Innovation (CFI) new oppor-
material degradation process well. Results obtained tunity award.
using the assumption that measurements obtained
during inspections are imperfect are more realistic
NOMENCLATURE
than those assuming perfect measurements.
The method has been applied to two case studies: A Crack depth, mm
an autoclave and a pipeline. The results obtained for D Diameter of the component (vessel,
these two case studies are in general agreement with pipe, etc.), mm
results discussed in the literature. Results of the case C Corrosion rate, mm/year
studies presented above show that the method pro- Ccr Crack growth rate, mm/year
duces reliable estimates for the inspection intervals. cmax Corrosion allowance, mm
The optimal inspection intervals given by the model ci (ρ, k) Costs incurred during unit time (i −
for the case studies considered are reasonable and in 1, i) as a function of replacement
general agreement with results obtained using differ- percentage and inspectional inter-
ent approaches. val, $
The main disadvantage of the method is that C(ρ, k) Expected average costs per unit
it is computationally intensive. For the autoclave time as function of replacement
case study, the simulation using 200 samples (coded percentage and inspection interval,
in MATLAB) took about 8 hours, whereas for the $/year
220 Khan, Haddara, and Bhattacharya

E(X) Expectation of the random variable δ k Difference of error between two suc-
X cessive inspections, ε k and ε k−1
f X (X) Probability density function of the μ Mean of the uncertain gamma density
random variable X (random variable X)
G State function, dimensionless σ Standard deviation of the random vari-
Ga(x | α, β) Gamma density of X as a function able X
of x with the shape parameter α and υ Coefficient of variance
the scale parameter β ρ Replacement stage, percentage of
Ig(x | α, β) Inverted gamma density of X as a safety margin at which the component
function of x with the shape param- should be replaced
eter α and the scale parameter β φ{m, ρ} Ratio of replacement to failure level
KIC Material fracture toughness, and calculated for each time interval τ
MPa(mm)1/2 τ Time interval
lcr Characteristic crack length, mm  (a) Gamma function
L(μ | x) Likelihood of the variable μ given (a, x) Incomplete gamma function
the measurement x π (μ) Prior density of the variable μ
m Safety margin, the amount of degra- tk Time interval between two inspections
dation at which the component is as-
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