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Management and Production Engineering Review

Volume 8 • Number 1 • March 2017 • pp. 46–59


DOI: 10.1515/mper-2017-0006

OPTIMIZATION OF SAFETY INSTRUMENTED SYSTEM DESIGN


AND MAINTENANCE FREQUENCY FOR OIL
AND GAS INDUSTRY PROCESSES
Yury Redutskiy
Molde University College, Faculty of Logistics, Norway

Corresponding author:
Yury Redutskiy
Molde University College
P.O. Box 2110, NO-6402 Molde, Norway
phone: (+47) 71-19-57-94
e-mail: Yury.Redutskiy@HiMolde.no

Received: 11 October 2016 Abstract


Accepted: 26 January 2017 Oil and gas industry processes are associated with significant expenditures and risks. Ade-
quacy of the decisions on safety measures made during early stages of planning the facilities
and processes contributes to avoiding technological incidents and corresponding losses. For-
mulating straightforward requirements for safety instrumented systems that are followed
further during the detailed engineering design and operations is proposed, and a mathemat-
ical model for safety system design is introduced in a generalized form. The model aims
to reflect the divergent perspectives of the main parties involved in oil and gas projects,
and, therefore, it is formulated as a multi-objective problem. Application of black box op-
timization is suggested for solving real-life problem instances. A Markov model is applied
to account for device failures, technological incidents, continuous restorations and periodic
maintenance for a given process and safety system configuration. This research is relevant
to engineering departments and contractors, who specialize in planning and designing the
technological solution.
Keywords
emergency shutdown system, Markov models, multiple-criterion optimization, safety instru-
mented system, systems design, risk management.

Introduction The international standard IEC 61511 [1] intro-


duces the term safety instrumented system (SIS) and
The technology of oil and gas production and defines this concept as a system that consists of sen-
processing is associated with considerable hazards. sors, logic solvers and final control elements (Fig. 1a),
The mixture of petroleum and impurities is deliv- and implements one or several safety functions, e.g.,
ered from the reservoir through the wellheads and protection of facility personnel and assets, gener-
the gathering infrastructure to the processing facili- al public, environment, etc. Several SIS are usually
ties, where oil and gas are separated and prepared for put in place. The systems work as layers or “barri-
further transportation to storage depots, refineries, ers” aimed at reducing the risk, to which the haz-
and export to the end users. These processes are car- ardous facility is exposed [2]. Distributed control sys-
ried out on hazardous industrial facilities, where the tems (DCS) run and control the technology and addi-
occurrence of an incident may lead to significant eco- tionally play the role of preliminary safety measures.
nomic losses, harm to personnel, environmental dam- The next barrier is emergency shutdown (ESD) sys-
age and other negative socio-political consequences. tems, which bring the facility to a full stop in case of
Proper design of processes and industrial instrumen- a hazard. DCS and ESD aim at preventing the haz-
tation contributes significantly to the safety of oper- ardous situations from occurrence. Further measures
ations on such hazardous facilities. are put in place to mitigate the consequences of haz-

46

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ards. Such measures include SIS, e.g., Fire & Gas neering design and operations. According to HSE [4],
(F&G) detection systems, fire suppression systems insufficient specificity of such requirements to SIS
and potentially others, as well as barriers of a dif- often results in the development of a solution that
ferent nature, e.g., emergency response of the facility marginally ensures the required level of safety. Had
personnel and local community. Among the SIS, typ- the detailed analysis been conducted, it would have
ical for process industries, such as oil and gas sector, revealed that far better options could have been cho-
the most significant risk reduction is ensured by ESD sen from among the alternatives of equipment used
systems, which respond to highly critical situations by the engineering contractor and the available safe-
that can quickly escalate to hazards with significant ty measures often chosen by companies.
consequences [3]. Thus, it is imperative to ascertain The objective of this work is to address the prob-
that the safety systems, especially the ESD system, lem of optimizing the set of safety measures inherent
are properly designed in order to perform their func- in SIS for the purpose of formulating straightforward
tions correctly. requirements that could be a starting point for the
Infrastructures for petroleum production and detailed engineering design.
processing are built while implementing an engineer-
ing project, which undergoes particular stages. The Overview of the research area
project is initiated by an exploration and production
(E&P) operator, and it begins with a conceptual de-
sign stage when general information about the appro- Extensive research in modelling and optimiz-
priate technology, facilities, and solutions is studied ing SIS has already been conducted by many sci-
and evaluated. It is a common practice for E&P op- entists and institutions. Modelling the systems is
erators to delegate further work on the engineering based primarily on reliability theory. The standards
design to contractors. The E&P operator formulates IEC 61508 [5] and 61511 [1] propose methods of safe-
the requirements specification, a document contain- ty quantification with the help of simplified equa-
ing a set of requirements to be fulfilled further by the tions based on Reliability Block Diagrams (RBD)
contractors. The general requirements for different and Fault Tree Analysis (FTA). The two approaches
systems, including the safety-related systems, and are rather simple and visual, they work with stat-
their functions are developed at this stage. Those ic methods and mean values. Other researchers [6,
requirements are sought to be followed during the 7] use Markov Analysis (MA), a more complex ap-
detailed engineering design stage when a particular proach that works with dynamic models. A signifi-
technological solution is developed. Later, the facil- cant contribution to the domain was made by Nor-
ities are commissioned, tested and prepared for the wegian researchers who have been developing the
operations. The engineering contractor provides fur- PDS method [8]. Several comparative studies were
ther service and support according to the warranty. conducted on the issue of applying these methods
Statistics1 demonstrate that dozens of incidents (RBD, FTA, MA and others). The works [9, 10] con-
occur in the petroleum sector yearly. In 2003, the clude that the best two methods are FTA and MA;
British agency Health and Safety Executive conduct- however, MA provides more flexibility for incorpo-
ed a careful analysis of a sample of incidents and their rating many failure modes and analysing their inter-
circumstances. The analysis revealed that in almost actions.
half of the cases, the cause of hazards was the in- The problems of optimizing the SIS design fall in-
adequacy of requirement specification leading to the to categories of reliability allocation, redundancy al-
inadequate safety level of the designed control sys- location, or simultaneous reliability and redundancy
tems responsible for the safety of operations [4]. allocation. Most of the current research is focused on
The design of SIS for industrial facilities is asso- the latter category. Many models [11, 12] also address
ciated with the choice of certain apparatus among the issues of optimizing the proof testing policies. An
the options available on the market, choice of cer- interested reader can find a detailed overview of reli-
tain instrumentation architectures, decisions on in- ability modelling techniques and design optimization
troducing additional safety measures, and planning in the books [13] and [14]. The latter source also pro-
the maintenance of facilities and instrumentation vides an insight into algorithmic perspective for the
systems. During the early phase of planning, gen- SIS design problems. The author points out that clas-
eral requirements are formulated and later they are sical discrete optimization methods, such as dynamic
followed through during the stage of detailed engi- programming or implicit enumeration, have rather
1 Statistical data on incidents in the petroleum industry are provided in the databases of governmental agencies, such as

http://www.hse.gov.uk, http://www.atsdr.cdc.gov, http://en.gosnadzor.ru, and other resources.

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limited application to real-life instances. It is com- resented as a series structure of several subsystems
mon for the reliability-redundancy allocation prob- (Fig. 1d).
lems that the functions brought to use are defined in When the SIS is designed, particular device mod-
the form of tables, or obtained as a result of complex els of transmitters, PLCs and actuators are chosen
modelling. Because of this, the black box optimiza- out of a set of functionally analogous alternatives
tion algorithms are often applied. It is worth noting available on the market. Additional measures are
that several researchers suggest multi-objective opti- introduced to ensure a certain level of safety. One
mization of the SIS design [15, 16]. of such measures is redundancy. Each block repre-
In the research mentioned above, the authors senting instrumentation on the diagram in Fig. 1a
study the positive and negative impact of deploy- consists of one or more identical devices perform-
ing a SIS: the instrumentation reduces the possibil- ing the prescribed function. This is why the blocks
ity of incidents and hazardous consequences, but at are often referred to as subsystems represented by
the same time, SIS triggers unwanted disruptions and their M -out-of-N (M ooN ) redundancy architectures
shutdowns, which lead to production losses. Most re- (Fig. 1b), where N is the total number of identical
search focuses entirely on those two mechanisms of devices in the subsystem, and M is the number of de-
SIS performance, which leads to the lack of represen- vices needed to be in operating condition so that the
tation of technological incidents in the models. Few subsystem’s intended function could be performed.
works [6, 17, 18] attempt to incorporate occurrence
of incidents into a Markov model. However, in most
cases, the authors stick to aggregated models, where
the multiple modes of SIS failure or multiple func-
tions of SIS are represented with generalized states
of the model.
In this paper, the problem of SIS design will
be addressed within the multi-objective optimization
setting. Markov analysis will be applied for modelling
the performance of SIS to account for device fail-
ures occurrence and repairs, as well as the occurrence
of technological incidents and execution of facility
maintenance work over the lifecycle of a hazardous
facility.

SIS design Fig. 1. a) Structure of one control loop of SIS, based on


[1]; b) subsystem of SIS, based on [1]; c) structure of real-
Problem setting life SIS; d) reliability block diagram of a real-life SIS.
The structure of any SIS can be represented by
a control loop, as shown in Fig. 1a. Process value Another measure considered during the SIS de-
transmitters are sensors monitoring process values sign is the introduction of additional electrical and
of the technological parameters. The logic solver is physical separation of the devices in each subsys-
a programmable logic controller (PLC), which re- tem. This is done to mitigate the phenomenon of
ceives the signals from the transmitters and, in its common-cause failure (CCF) when all the compo-
turn generates an output control signals according nents of a subsystem (Fig. 1b) fail simultaneously.
to the programmed algorithm. The signals go to ac- Instrumentation maintenance is another impor-
tuators or final control elements, which directly affect tant aspect of planning SIS. The maintenance of
the process by assigning the operating modes to the equipment is executed in two forms: continuously
production units, open or close valves, start or stop during the process, and periodically in the form of
pumps and compressors, etc. proof tests. When a detected failure of a device takes
In practice, SIS monitors several process parame- place, the device is repaired or replaced within a pre-
ters, and at the same time process control involves defined time limit. For the purpose of fixing all the
several actions to be performed, e.g. facility shut- undetected failures, proof tests are conducted with
down requires some valves to close and others to an interval TI. These tests are associated with costs
open, pumps and compressors need to be stopped, of labour and tools as well as losses due to facili-
etc. This can be represented by Fig. 1c. In terms of ty downtime for the duration of the tests. Expen-
the reliability block diagram, this design can be rep- sive and highly reliable instrumentation with elab-

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orate redundancy structures usually requires infre- • risk-reduction requirements are provided in the
quent proof testing, and, conversely, cheaper devices form of value range for average probability of fail-
and simpler redundancies need to be examined and ure on demand (PFDavg , i.e. the probability of SIS
maintained often. Thus, both design and mainte- failure when there is actual demand for its func-
nance planning are associated with expenditures in tion),
the long run, and so a trade-off between the costs • fault tolerance requirements, which are presented
and losses needs to be explored. as a combination of two parameters: fault toler-
Thereby, the problem of SIS design and main- ance (FT, the number of components in a M ooN
tenance frequency optimization should include the subsystem that are allowed to fail) and safe fail-
following decision variables: ure fraction (SFF, the percentage of all safe and
• particular device models of transmitters, logic detected failures for a subsystem).
solvers, and final control elements from the data- The international standards are adopted in most
bases of alternatives, countries and affirmed as governmental regulations
• redundancy scheme (M ooN ) for each subsystem; specifying the necessary SIL for the processes in par-
• additional separation of electric circuits for miti- ticular branches of industries3 . Since the petroleum
gating common-cause failures; industry deals with hydrocarbons and other flam-
• test interval, corresponding to the periodic main- mable and toxic substances, the facilities performing
tenance frequency. the primary functions require safety systems ensur-
To formulate the optimization problem, the ob- ing SIL 3.
jectives and priorities of parties involved in oil and Another perspective necessary to consider for pe-
gas sector projects should be accounted for. The troleum industry projects is the perspective of E&P
role of international standards IEC 61508 [5] and operators, companies investing in the development of
61511 [1] is evident for hazardous facilities requiring new industrial facilities and infrastructures and their
certain safety measures. The standards propose eco- operation. The E&P operator’s goal is profit in the
nomic consideration of introducing any safety mea- long run, and thus the company is concerned about
sure called the ALARP principle of risk-reduction. two things: first, capital expenditures for building
The acronym is used to formalize driving the target the facilities and setting up the process safety sys-
level of risk to a certain solution to be “as low as tems, and second, revenues from the operations dur-
reasonably practicable”, i.e. a safety measure should ing the lifecycle of their projects, which means that
only be introduced if the benefits of employing the they strive for smooth production operations, or in
measure prove to be greater than the cost of the other words, they wish to minimize facility down-
risk reduction measure. In addition to this suggestion time.
of economically substantiated design, the standards The contractors who develop the engineering so-
provide the framework for quantification of require- lutions including the necessary safety systems have
ments to the system’s safety integrity level (SIL). their own angle in the engineering design context.
For the safety systems operating in “low-demand Since the contractors are participating in bidding
mode”2 , such as the ESD system, the standards pro- competitions to be hired for their services, their goal
vide the following requirements (Table 1): is cheap solutions.

Table 1
Requirements for safety integrity level, suggested by IEC 61508 [5] and 61511 [1].
Risk reduction Fault tolerance requirement for logic solvers Fault tolerance
SIL
Risk reduction requirement for sensors
PFDavg with SFF < 60% with 60% ≤ SFF < 90% with SFF ≥90% and actuators
factor (RRF)
1 [10−2 , 10−1 ) (10, 102 ] 1 0 0 0
2 [10−3 , 10−2 ) (102 , 103 ] 2 1 0 1
3 [10−4 , 10−3 ) (103 , 104 ] 3 2 1 2
4 [10−5 , 10−4 ) (104 , 105 ] special requirements

2 The system “where the frequency of demands for operation made on a safety-related system is no greater than one per year

and no greater than twice the proof test frequency”, IEC61508 [5].
3 Examples of governmental regulations on SIL in the petroleum industry: in Norwegian legislation [19], in Russian legisla-

tion [20].

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Keeping in mind these priorities of the parties Here, the first three arguments in the parenthe-
involved in oil and gas projects, the following objec- sis are matrices and a vector of corresponding design
tives will further be considered in this work: binaries, as explained in (2).
• average probability of failure on demand repre- X inst = xinst

, X red = xred

,
lq rq
sents the mechanisms of failures and incidents oc- (2)
currence, X sep = xsep

q .
• mean downtime of the technological facility
The optimization problem solutions are stipulat-
presents the expected value of the technological
ed to achieve the necessary target SIL∗ , prescribed
facility being in the shutdown state; instrumenta-
by governmental regulations on safety. The require-
tion failures and spurious trips contribute to the
ments stated in Table 1 can be rewritten in the form
downtime, and so do the technological incidents,
of constraints (3) and (4).
• lifecycle cost of a facility functioning with an ESD
SILRR X inst , X red , X sep , T I = SIL∗ ,

system. (3)
The generalized mathematical representation of SIL FT inst red sep
X , X , X , T I = SIL .
 ∗
(4)
the optimization problem is presented below. The
necessary notations are provided in Table 2. The ob- Logical constraints need to be imposed on the bi-
jective functions are given in (1). nary design decision variables: for a particular sub-
system, only one device model should be chosen (5),
min PFDavg X inst , X red, X sep , T I ,

as well as only one redundancy option (6).
X
min DT X inst , X red, X sep , T I

(1) xinst
lq = 1, ∀q, (5)
l∈Sqinst
min Clifecycle X inst , X red, X sep , T I .
 X
xred
rq = 1, ∀q. (6)
r∈Sqred
Table 2 Thus, expressions (1) and (3)–(6) represent the
Notations for the SIS design optimization problem.
multi-objective optimization problem of the ESD
Notation Description system design and its maintenance frequency.
Indices and sets
q index of subsystems, q = 1 corresponds to
Modelling assumptions
process value transmitters, q = 2 corresponds
to logic solvers, q = 3 corresponds to final con- The occurrence of device failures, incidents and
trol elements
repairs is considered to be stochastic and modelled
l index of device models
in the framework of reliability theory. Equation (7)
r index of redundancy schemes
demonstrates the exponential distribution for the
Sqinst set of device model alternatives for instrumen-
tation subsystem q
probability of failure occurrence, which corresponds
Sqred set of redundancy alternatives for instrumen-
to constant failure rate. This is a valid assumption
tation subsystem q for complex systems with electronic components [10]
Decision variables p(t) = 1 − e−λ·t . (7)
xinst binary decision variable: equals 1, if device
lq
model l is chosen for subsystem q; 0, otherwise
Further, the notations provided in Table 3 will be
xred binary decision variable: equals 1, if redundan-
applied to indicate different failure modes for mod-
rq
cy option r is chosen for subsystem q; 0, oth- elling devices and instrumentation subsystems.
erwise From the most general perspective, the failures
xsep
q binary decision variable: equals 1, if additional can be divided into random and systematic [8]. The
electrical/physical separation is introduced for former ones are caused by the components degrada-
subsystem q; 0, otherwise
tion with time and are unforeseen, whereas the latter
TI integer decision variable: time between two
consecutive proof tests, [month]
can be easily connected to mistakes in design and im-
Functions
plementation, and thus mitigated.
PFDavg average probability of failure on demand
The random failures of the ESD can be either
dangerous failures or safe failures. IEC 61508 [5] gives
DT facility downtime
the following definition of dangerous failures: they
Clifecycle lifecycle cost of the solution
are failures that put SIS “in a hazardous or fail-
SILRR risk reduction requirement for achieving a cer-
tain safety integrity level defined in Table 1 to-function state”. In other words, dangerous fail-
SILF T fault tolerance requirement for achieving a cer- ures prevent the safety system from implementing its
tain safety integrity level defined in Table 1 function when it is required to do so. Safe failures,

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on the other hand, do not threaten the SIS’s capa- Failures and repairs in a subsystem
bilities to perform when needed. The occurrence of
such failures (spurious trips) is represented by the The dangerous and safe failures of components
SIS taking action without any actual demand. of any subsystem are modelled for the time inter-
val between two consecutive proof tests: [0, TI].
Markov processes describing the independent fail-
Table 3
Common notations used for failure classification, used in ures in a subsystem with M ooN architecture include
numerous sources, e.g., in [10, 16]. (N − M + 2) states (Fig. 2). State 1 represents the
Notation Description operating state for all N components. State 2 corre-
Superscript notations
sponds to the failure of one component. Each further
DF dangerous failure
state represents the failure of one more component.
DD dangerous detected failure
The entire subsystem fails to perform the prescribed
DU dangerous undetected failure
instrumented function when (N − M + 1) compo-
nents fail, which corresponds to the last state on the
RF random hardware failure
graph. Independent failures are depicted by left-to-
ST spurious trips
right transitions on the graph. Common cause fail-
Applicability of the notations
ures are depicted by the direct transition from any
λ failure rate
state to the last state on the graph. Repairs are de-
p probability of failure
picted by right-to-left transitions. The last state is
the absorbing state: if the process moves to this state,
Repairs of the devices and technology restora- the facility is shut down, and a major overhaul is to
tions will also be modelled as exponentially distrib- be performed.
uted events with the constant failure rate. In the pa-
Table 4
per [6], the author concludes that the assumption
Notations used for the subsystem modelling.
of constant repair rate produced as the reciprocal of
the average device repair time is an optimistic one. Notation Description
In this work, the models will be fit out for more pes- Indices, parameters, and functions
simistic results by producing the repair rates as recip- i, j indices of Markov model states
rocals of the maximum allowed repair time. TI test interval, the time period between proof
tests, [h]
Markov models of failure and incident occurrence N total number of components in M ooN archi-
will be further described. The approach to modelling tecture
is largely based on the ideas presented in [17] and pDU
j (t) the probability of (j − 1) dangerous undetect-
[18], meanwhile the necessary adaptations are made ed failures in a subsystem
for the purpose of further calculation of costs and pDD
j (t) the probability of (j − 1) dangerous detected
other specifics considered in this work. The model of failures in a subsystem
lifecycle cost follows the logic of [10] and its adap- pST
j (t) the probability of (j − 1) spurious trips in a
subsystem
tation in [16], with additional modifications for the
Output of the model
necessity of this research.
λDU the dangerous undetected failure rate for the
Further considerations concern mathematical subsystem
modelling of failure and incident occurrence as well λDD the dangerous detected failure rate for the
as restoration processes taking place. A summary of subsystem
the assumptions made is provided below: λST spurious tripping rate for the subsystem
• only random hardware failures are considered; t time, [h]
• failure classification presented in Table 3 is used; M the necessary number of operating devices in
with this approach, we assume that all safe fail- M ooN redundancy scheme
ures are detected because a spurious trip leads to λDU
ij transition rate (from state i to state j) for the
model of dangerous undetected failure occur-
the shutdown of the technology;
rence
• technology is shut down for an overhaul in case
λDD
ij transition rates for the model of dangerous
a detected failure (DD or ST) occurs; detected failure occurrence
• the occurrence of failures, incidents, repairs, and λST transition rates for the model of spurious trips
ij
restorations is described by the exponential distri- β common cause failure factor, a fraction
bution; λ the dangerous failure rate for one component,
• periodically conducted proof tests are considered [h−1 ]
perfect, i.e. all undetectably failed devices are re- ε diagnostic coverage, a fraction
stored. µ repair rate for one component, [h−1 ]

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Markov model of spurious trips in a subsystem:


N −M+2
dpST
j (t)
X
= pST ST
i (t) · λi,j ,
dt i=1
(16)
Fig. 2. Markov process of failures and repairs in a sub-
system with M ooN architecture. j ∈ {1, . . . , (N − M + 2)},

λST S
1,1 = −λ · [N · (1 − β) − β],
Markov model equations are presented further
separately for the three modelled failure modes: (8)– λST S
1,2 = N · (1 − β) · λ ,
(11) for DU failures, (12)–(15) for DD failures and λST
1,(N −M+2) = β · λ,
(16)–(19) for ST.
Markov model of dangerous undetected failures λST
i,(i−1) = (i − 1) · µ,
in a subsystem: λST S
i,i = −λ · [(N − i + 1) · (1 − β) + β] (17)
dpDU
j (t) N −M+2
X − (i − 1) · µ,
= pDU (t) · λDU
i,j ,
dt i
(8) λST
i,(i+1) = (N − i + 1) · (1 − β) · λS ,
i=1
j ∈ {1, . . . , (N − M + 2)}, λST S
i,(N −M+2) = β · λ ,

i ∈ {2, . . . , (N − M + 2)},
λDU
i,i = −λ · (1 − ε) · [(N − i + 1) · (1 − β) + β] ,

λDU
i,(i+1) = (N − i + 1) · (1 − ε) · (1 − β) · λ, pST
1 (0) = 1, pST
i (0) = 0,
(9) (18)
λDU i ∈ {2, . . . , (N − M + 2)},
i,(N −M+2) = (1 − ε) · β · λ,

i ∈ {1, . . . , (N − M + 2)}, log 1 − pST



ST N −M+2 (TI)
λ =− . (19)
pDU pDU TI
1 (0) = 1, i (0) = 0,
(10) The provided equations are relevant for every
i ∈ {2, . . . , (N − M + 2)},
subsystem of the considered safety system. The sub-
log 1 − pDU

DU N −M+2 (TI) system index q is omitted from the notations for the
λ =− . (11) sake of simplicity.
TI
For any failure mode, the probability of the sub-
Markov model of dangerous detected failures in a
system being in a particular Markov model state is
subsystem:
described by a set of ordinary differential equations
dpDD
j (t) N −M+2
X (8), (12) and (16), known as Kolmogorov forward
= pDD
i (t) · λDD
i,j , equations.
dt i=1
(12)
For the transitions depicted on the graph in
j ∈ {1, . . . , (N − M + 2)}, Fig. 2, the non-zero transition rates are given in (9),
(13) and (17) for the three failure modes, respective-
λDD
1,1 = −ε · λ · [N · (1 − β) − β] , ly. All the rest transition rates are zeroes. The start-
λDD
1,2 = N · ε · (1 − β) · λ, ing point of the stochastic process is state 1, which
λDD corresponds to the initial distribution of probabilities
1,(N −M+2) = ε · β · λ,
in (10), (14) and (18).
λDD
i,(i−1) = (i − 1) · µ, The probability of the DU, DD and ST failures
λDD (13) for the modelled subsystem is the probability of the
i,i = −ε · λ · [(N − i + 1) · (1 − β) + β]
stochastic process being in the state (N −M +2). Giv-
− (i − 1) · µ, en the exponential distribution of failures, the corre-
λDD
i,(i+1) = (N − i + 1) · ε · (1 − β) · λ, sponding failure rates are obtained in the expressions
(11), (15) and (19) for the three failure modes, re-
λDD
i,(N −M+2) = ε · β · λ,
spectively.
i ∈ {2, . . . , (N − M + 2)},
Lifecycle modelling
pDD
1 (0) = 1, pDD
i (0) = 0, from the safety perspective
(14)
i ∈ {2, . . . , (N − M + 2)},
For each subsystem of the ESD system, the fol-
log 1 − pDD
 lowing possible states are considered:
DD N −M+2 (TI)
λ =− . (15) • the subsystem is performing its function,
TI

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• the subsystem is under overhaul due to a DD fail- Incidents, failures, and repairs are modelled dur-
ure, ing the entire lifecycle of the technological unit with
• the subsystem is under overhaul due to an ST, the deployed safety system. The lifecycle is divided
• the subsystem is in the DU failure mode. into K (Fig. 4) periods (20).
For the technology, the following states are con-
sidered:
• technology is running on the facility,
• technology is in the shutdown state,
• the technological incident has occurred.
The occurrence of failures in the three subsystems
and technological incidents is described in Table 5. Fig. 4. Time horizon for lifecycle modelling.
The transitions between the states are represented
by the graph in Fig. 3. Table 6
Notations used for lifecycle modelling from the safety
perspective.
Table 5
Notation Description
Markov model for the lifecycle.
Indices, parameters, and functions
# PVT LS FCE Tech Comments
i, j indices of states for Markov model
1 up up up up normal course
of the process q index of ESD subsystems
safety function k index of time periods between the proof tests
2 up up up down
performed t time, [h]
3 O/S up up down pj (t) the probability of the process being in the j-th
overhaul after
4 up O/S up down a spurious trip state
5 up up O/S down λi,j transition rate from state i to state j, [h−1 ]
6 O/D up up down overhaul after Output of the model
7 up O/D up down a dangerous PFDavg average probability of failure on demand
8 up up O/D down detected failure
DT mean down time of the process, hours
9 failure up up up undetected t time, [h]
10 up failure up up failure LCh duration of the lifecycle, [h]
11 up up failure up has occurred
r incidents occurrence rate, [h−1 ]
12 ESD is down, failure µt restoration rate for the technology, [h−1 ]
the incident has occurred on demand state
µ repair rate for one component, [h−1 ]
λDU
q DU failure rate for the q-th subsystem, [h−1 ]
λDD
q DD failure rate for the q-th subsystem, [h−1 ]
λST
q ST rate for the q-th subsystem, [h−1 ]
πjk initial condition for the k-th time period

 
LCh
K= , (20)
TI
t ∈ [0; TI] ∪ [TI + TSU ; 2 · TI]
∪ [2 · TI + TSU ; 3 · TI] ∪ . . . (21)
∪ [(K − 1) · TI + TSU ; K · TI],
12
dpj (t) X
= pj (t) · λi,j ,
dt i=1
(22)
j ∈ {1, . . . , 12},

Fig. 3. Markov process of failures, incidents, and restora-


tions over the system lifecycle.

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 
! 8
X ZTI K
X
k·TI
Z
DT =  pj (t) dt + pj (t) dt.
X X X  
λ1,1 = − λDU
q + λDD
q + λST
q +r , j=2 k=2(k−1)·TI+T
0 SU
q q q
(27)
λ1,2 = r, λ1,3 = λST
1 , During each k-th time period of the modelling
λ1,4 = λST
2 , λ1,5 = λST
3 , time horizon (21), the behaviour of the given con-
λ1,6 = λDD λ1,7 = λDD figuration of SIS and the technology is described by
1 , 2 ,
ordinary differential equations (22) for the probabili-
λ1,8 = λDD
3 , λ1,9 = λDU
1 , ties of the Markov process being in each state j. The
λ1,10 = λDU
2 , λ1,11 = λDU
3 , non-zero transition rates (23) correspond to the tran-
λ2,1 = µt , λ2,2 = −µt , sitions depicted in Fig. 3 as well as rates of remaining
in the current state.
λ3,1 = µ, λ3,3 = −µ,
The initial distribution of probabilities is defined
λ4,1 = µ, λ4,4 = −µ, at the beginning of every time interval k (21). At
λ5,1 = µ, λ5,5 = −µ, the very beginning of the lifecycle (i.e. k = 1), the
λ6,1 = µ, λ6,6 = −µ, process is in the state 1 (24).
λ7,1 = µ, λ7,7 = −µ, For the following periods k = 2, 3, . . ., K, the ini-
(23) tial distribution is defined in (25) under the assump-
λ8,1 = µ, λ8,8 = −µ,
tion of perfect proof tests, i.e. all previously unde-
λ9,4 = λST
2 , λ9,5 = λST
3 , tected failures become resolved. One can observe that
λ9,7 = λDD λ9,8 = λDD the probabilities of being in states 2–8 are monotonic
2 , 3 ,
over the entire lifecycle of the system; however, the
λ9,9 = − λST ST DD
+ λDD

2 + λ3 + λ2 3 +r , remaining probabilities fail to be well-behaved at the
λ9,12 = r, λ10,3 = λST
1 , points of time when proof tests are conducted.
λ10,5 = λST λ10,6 = λDD As a result of this modelling (22)–(25), we obtain
3 , 1 ,
the values of p1 (t) . . . p12 (t) over the entire lifecycle
λ10,8 = λDD
3 , of the technological unit working with a particular
λ10,10 = − λST ST DD
+ λDD

1 + λ3 + λ1 3 +r , configuration of SIS. Those are used to evaluate the
λ10,12 = r, λ11,3 = λST necessary safety indicators: the average probability
1 ,
of failure on demand is obtained in (26) as the mean
λ11,4 = λST
2 , λ11,6 = λDD
1 , value of p12 (t). Facility downtime of the process is
λ11,7 = λDD
2 ,
obtained in (27) from the probability of the Markov
process being in states 2–8.
λ11,11 = − λST ST DD
+ λDD

1 + λ2 + λ1 2 +r ,
λ11,12 = r, Lifecycle modelling
from the economic perspective
π11 = 1, π21 = 0, . . . π12
1
= 0, (24)
Design, operations, and maintenance of SIS de-
π1k = p1 ((k − 1) · TI) + p9 ((k − 1) · TI) ployed for hazardous technological processes are as-
+p10 ((k − 1) · TI) + p11 ((k − 1) · TI) sociated with certain expenditures throughout the
entire lifecycle of the system. Three main items of
+p12 ((k − 1) · TI),
(25) these expenditures are procurement, operation and
πjk = pj ((k − 1) · TI) , risk costs. The notations that will be used further
j ∈ {2, . . . , 8} , πjk = 0, for estimating these costs are given in Table 7.
The present value of the lifecycle cost is shown in
j ∈ {9, . . . , 12}, k ∈ {2, . . . , K},
(28). The procurement cost (29) includes start-up ex-
LC
Z h ZTI penses associated with the project initiation and en-
1 1 gineering design, i.e. preparing the documentation,
PFDavg = · PFD (t) dt = · p12 (t) dt
LCh TI construction work, software development, commis-
0 0 sioning, etc., and the cost of purchasing the equip-
k·TI
K
X 1
Z ment.
+ · p12 (t) dt, The cost of operations is calculated for every year
(TI − TSU )
k=2 (k−1)·TI+TSU in (30). Here, the first term corresponds to yearly
(26) electricity consumption by the chosen devices. The

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second and the third terms describe the costs and


losses associated with proof testing for the chosen LCy
maintenance frequency. The fourth term corresponds
X
Clifecycle = Cproc + Coper + Crisk

τ τ
to production losses and spare parts replenishment τ =1 (28)
due to dangerous failures. The last term corresponds 1
to the yearly cost of facility maintenance. The cost · τ −1 ,
(1 + δ)
of spare parts replenishment for each subsystem is
set as a certain percentage of the corresponding pro-
X X
Cproc = Cdesign · β design +
curement cost (31). The dangerous detected failure q l∈Sqinst
rate for the considered ESD system configuration is (29)
Cpurch
X
obtained in 32) from the model in the previous sub- lq · xinst
lq · β
purch
· Nrq · xred
rq ,
section (states 6–8 of the lifecycle Markov model) r∈Sqred
and the assumption of an exponential distribution X X X
of failures. Equations (33) show the impact of intro- Coper
τ = Ccons
lq · xinst
lq
ducing electrical separation on the solution cost by q l∈Sqinst r∈Sqred

choosing corresponding values of the cost modifiers 365 · 24


for each subsystem. ·β cons · Nrq · xred
rq +
X X X TI
· Ctest
lq · xinst red
lq · Nrq · xrq
Table 7
q l∈Sqinst r∈Sqred
Notations used for lifecycle modelling from the economic
perspective. 365 · 24 (30)
+ · CPL · T SU
Notation Description
 TI
q index of subsystems
Crep
X X X
τ time, [y] + CPL · T SU + inst
lq · xlq
LCy lifecycle, [y] q l∈Sqinst r∈Sqred
Clifecycle lifecycle cost [currency units (CU)] !
X
Cproc procurement cost [CU] ·Nrq · xred
rq + CSP
q · DDRy + CFM ,
Coper
τ the yearly operation cost [CU] q
Crisk
τ the yearly risk cost [CU]
Cpurch
X X X
Cdesign the design cost [CU] CSP
q =σ· lq
Cpurch the cost of purchasing one device chosen for q l∈Sqinst r∈Sqred (31)
lq
subsystem q [CU]
·xinst
lq ·β purch
· Nrq · xred
rq ,
Ccons
lq yearly electricity consumption by one device in
subsystem q [CU] DDRy = −365 · 24
Ctest
lq the cost of conducting one proof test for one !
component of subsystem q [CU] 8
(32)
P
CPL hourly losses of production [CU/h]
log 1 − pj (LCh )|X inst ,X red ,X sep ,TI
j=6
Crep
lq the cost of repairing one component of subsys- · ,
tem q [CU] LCh
CSP
q the cost of spare parts replenishment for sub-
β design = β1design · xsep design
· 1 − xsep

system q [CU] q + β2 q ,
CFM the yearly cost of facility maintenance [CU] purch purch sep purch sep

β = β1 · xq + β2 · 1 − xq ∀q, (33)
Cinc the cost of an incident and hazardous conse-
cons cons sep cons sep

quences [CU] β = β1 · xq + β2 · 1 − xq ,
β purch purchase cost modifier corresponding to the
chosen circuitry configuration X X X
β design design cost modifier corresponding to the cho-
Crisk
τ = CPL · T SU + Crep
lq
sen circuitry configuration q l∈Sqinst r∈Sqred
(34)
β cons consumption cost modifier corresponding to
!
inc
the chosen circuitry configuration ·xinst
lq · Nrq · xred
rq · ST Ry + C · r · PFDavg
σ spare part cost fraction
TSU start-up time after the shutdown necessary for
maintenance before the facility can be restart- STRy = −365 · 24
ed, [h] 5
!
(35)
P
DDRy dangerous detected failure rate for the given log 1 − pj (LCh )|X inst ,X red ,X sep ,TI
ESD, [y−1 ] j=3
STRy spurious tripping rate for the given ESD, [y−1 ]
· .
LCh

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Risk cost calculated for every year outlines the ing facility is exceeded, or in the case of an emergency
negative impact of the deployed SIS. It includes the at the facility.
losses of production and the costs of overhaul initi- The critical situations that can quickly escalate
ated by spurious trips as well as estimated losses due into hazards were identified, and the measures for
to the potential dangerous consequences in the event the shutdown were developed (Table 8).
of a hazard, calculated for a particular ESD design The Markov model for the lifecycle has been
as shown in (34). Spurious tripping rate (35) of the adapted for this example following the logic in
process is obtained from the states 3–5 of the Markov Fig. 1d. The ESD corresponding to the description in
model in the previous subsection. Table 8 will consist of 6 subsystems linked in series.
The modified lifecycle safety model has 21 states.
Multi-objective optimization The optimization model has 54 binary design deci-
The mathematical models presented in the pre- sion variables and 1 integer decision variable.
ceding subsections of this paper allow assessing the The following settings for multi-objective genet-
safety and economic characteristics of a particular ic algorithm were applied: population size: 300; ini-
SIS configuration. Mathematical and programming tial population created with the uniform distribu-
capabilities of Mathworks Matlab software were em- tion applying a customized population creating func-
ployed to run the presented models. Markov analysis tion adapted for integer variables; selection func-
of system safety and the lifecycle cost evaluation were tion: tournament; generational gap: 0.8 (or 80%);
implemented in the form of Matlab script functions. crossover and mutation functions: custom functions
The inputs of the functions are the design variables for integer values of decision variables.
representing a particular SIS configuration and the The optimization problem was first solved with
time interval for the planned maintenance (2). The the target SIL constraints (3) and (4) dropped from
outputs of the programmed functions provide the the formulation, i.e. only the three objective function
values of the three mentioned indicators. Thus, the values (average probability of failure on demand, fa-
scripts represent the objectives for the multi-criteria cility downtime, and lifecycle cost) were desired to
optimization problem, i.e. the functions manifested be minimized with only logical constraints (5) and
in (1). (6) applied. The obtained 105 solutions, Pareto so-
To make the presented SIS design optimization lutions are demonstrated in Fig. 5. Afterwards, the
problem (1)–(6) tractable, a black box optimization constraints (3) and (4) defined by the standards (Ta-
algorithm needs to be employed. Matlab’s optimiza- ble 1) specifying the target SIL 3 were enforced,
tion toolbox provides gamultobj solver, which im- which resulted in 9 solutions demonstrated in Ta-
plements the multi-objective controlled elitist genet- ble 10.
ic algorithm (a variant of NSGA-II). For the details
Discussion of the results
of the applied heuristic algorithm, Mathworks refers
the users to [21]. Several observations can be made from the
Pareto-front plots with the pairs of the objectives,
Computational experiment demonstrated in Fig. 5:
• PFDavg and DT do not demonstrate conflicting
behaviour. This is reasonable because the failures
Case data
of the devices and the subsystems directly con-
The suggested methodology is applied to a case tribute to both indicators.
provided by a Russian company: an oil terminal with • The reliability indicators prove to be conflict-
a storage tank. ing with lifecycle cost (PFDavg vs. Clifecycle, and
The storage facility is used for temporary storage DT vs. Clifecycle), which consistent with the SIS
of crude and substandard oil and for the duration of design problem pursuing the trade-off between the
several days in case the throughput of the oil process- safety and the cost of the solution.

Table 8
Shutdown procedure description.
Critical process parameters Shutdown actions
# Parameter Event Frequency, [y−1 ] # Final control element Action
1 Liquid level in the tank Level ≥ HH 0.075 1 Safety Valve 1 on the fill line close
2 Safety Valve 2 on the output line close
2 Fire in the storage tank Fire detected 0.03
3 Pump delivering crude hydrocarbons to the tank shutdown

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Table 9
Equipment database and process parameters.
Instrumentation alternatives
Level transmitter Fire detector PLC Safety valve Pump drive
Alternative LT1 LT2 LT3 LT4 LT5 FD1 FD2 FD3 PLC1 PLC2 PLC3 SV1 SV2 SV3 PD1 PD2
Vendor V1 V1 V2 V3 V3 V4 V4 V5 V6 V1 V3 V7 V1 V8 V3 V1
Failure rate, ×10−6 [h−1 ]
Dangerous failures 2 0.58 20 3 7.1 20 6 1.2 0.9 1.3 5.9 67 40 90 27 17
Spurious trips 1 4 15 1.2 3 10 4 2.28 0.8 1.1 5.5 33 33 30 13 9
Diagnostic coverage [%] 67 40 67 70 50 0 35 40 90 98 97 20 30 10 20 30
Costs
Purchase [CU] 1400 1750 850 1100 1250 40 57.5 85 22500 12500 7500 1300 1750 1400 750 1250
Design [CU] 5 5 6 5 8.5 5 5 5 2000 1000 600 650 900 900 100 100
Consumption [CU/y] 1.5 0.5 1 0.5 3 0.5 0.5 0.5 500 500 400 250 200 100 50 75
Repair [CU/h] 5 2.5 2 2.5 6 2 2 2 5 5 5 45 40 25 50 40
Test [CU/event] 5 4 5 6 8 3 3 3 1000 1000 750 500 500 500 75 100
1oo1, 1oo2, 1oo3, 1oo4, 2oo2, 2oo3, 2oo4, 1oo1, 1oo2, 1oo3, 1oo1, 1oo2, 1oo3, 1oo1, 1oo2,
Redundancy alternatives 2oo5, 2oo6, 2oo7,
2oo2, 2oo3 2oo8 1oo4, 2oo3 1oo4 1oo3
Common cause failure
CCF factor for all subsystems Cost modifier Baseline solution Electrical separation
Purchase cost 1 1,35
Baseline solution (standard circuits) 0.035
Design cost 1 1,1
Additional electrical separation 0.02 Consumption cost 1 1,35
Other parameters
Subsystem repair rate: µ = 0.125 [h−1 ] Cost of hazard: 500 000 [CU]
Facility restoration rate: µt = 0.0625 [h−1 ] Start-up cost: 500 000 [CU]
Lifecycle: LCy = 15 [y] Production loss: 500 000 [CU/h]
TI is chosen from a set of values from 1 month to 24 months with a 1 month step Discount rate: δ = 5%

Fig. 5. Results of ESD system design optimization. Pareto front and its pairwise display with respect to the objectives.
Table 10
Optimization results. Problem solutions 1–9 achieved SIL 3, PS – project solution, implemented by the company
Here, “b” stands for baseline solution, whereas “e” stands for additional electrical separation.
Specification Modelling results
# Level Fire Safety Safety Pump TI PFDavg DT Clifecycle
PLC
transmitter detector valve 1 valve 2 drive [month] ×10−5 [h] ×105 [CU]
1 LT4/1oo2/e FD2/2oo8/e PLC2/1oo2/e SV2/1oo3/e SV2/1oo3/e PD2/1oo3/b 2 1.4136 320 6.9517
2 LT4/1oo2/b FD2/2oo8/e PLC2/1oo2/e SV2/1oo3/e SV2/1oo3/e PD1/1oo2/e 1 1.7773 369 6.6075
3 LT4/1oo2/e FD2/2oo8/e PLC3/1oo2/e SV2/1oo3/e SV2/1oo3/e PD2/1oo3/e 2 1.4895 323 6.7679
4 LT4/1oo2/e FD2/2oo8/e PLC3/1oo2/e SV2/1oo3/e SV2/1oo3/e PD2/1oo2/e 2 1.9521 329 6.6943
5 LT5/1oo3/e FD2/2oo8/e PLC2/1oo3/e SV2/1oo3/e SV2/1oo4/e PD2/1oo3/b 2 1.3974 320 7.3049
6 LT5/1oo3/e FD2/2oo8/e PLC3/1oo2/e SV2/1oo3/e SV2/1oo4/e PD2/1oo3/e 2 1.4734 323 6.8414
7 LT5/1oo3/b FD2/2oo8/e PLC2/1oo2/e SV2/1oo3/e SV2/1oo4/e PD2/1oo3/e 2 1.3975 320 7.0253
8 LT5/1oo3/e FD2/2oo8/e PLC3/1oo2/e SV2/1oo4/e SV2/1oo3/e PD2/1oo3/b 2 1.4734 323 6.8414
9 LT5/1oo3/e FD2/2oo8/e PLC3/1oo3/e SV2/1oo3/e SV2/1oo4/e PD2/1oo3/e 2 1.3976 320 7.3049
PS LT1/1oo3/e FD2/2oo4/e PLC2/1oo3/e SV3/1oo3/e SV3/1oo4/e PD1/1oo3/e 3 9.2834 445 7.1463

• In the middle of the pairwise representations could be explained by addressing the nature of
of the Pareto-front (approximately at the range the failure modes considered by the safety indi-
PFDavg < 2 ·10−4 ) the relations between the pairs cators. PFDavg encompasses only the dangerous
of objectives become to some extent erratic. This failures, while DT is attributed to both dangerous

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and safe failures. Since the reliability characteris- er, one can observe that seven solutions of the op-
tics of the device options that the companies use timization algorithm dominate the chosen project
do not change monotonically from one device to solution.
another, the roles of the two failure modes change
when different device options are considered. This Conclusions
leads to the abrupt growth of spurious trips con-
tribution to certain SIS design solutions. This research addressed the problem of safety in-
The acquired optimization results may be of use strumented system design in the context of the engi-
for laying out certain preferences on the early stages neering project stages. The presented multi-objective
of the project by formulating certain requirements to optimization of the system design and maintenance
the SIS specification that are followed further during frequency addressed both safety and economic indi-
the detailed design of the ESD system for the given cators of the safety system performance. The prob-
project. Below, several observations that can assist lem aimed at reflecting the perspectives of the three
in formulating the requirements are presented while main parties involved in petroleum sector projects,
analysing the results in Table 10: namely E&P operator, engineering design contrac-
• For the given problem setting, the optimization tor, and government with its regulations on safety.
algorithm mostly prefers the field devices (sensors Modelling and design have been conducted for
and actuators) with better reliability characteris- the example of emergency shutdown systems. The
tics despite potentially higher purchase costs. Markov analysis was applied for quantification of
• Adding electrical separation to the circuit config- safety indicators of a particular alternative of the
uration for mitigating the common cause failure system configuration. The employed Markov model
possibility is also preferred over the alternative. addressed the occurrence of the following events: de-
• For the subsystem of level transmitters, the de- vice failures and repairs, technological incidents and
vices supplied by vendor V3 are preferred; howev- restorations, and periodic system maintenance.
er, the architecture 1oo2 is chosen for one device The proposed modelling and design approach is
model (LT4) of the sensor offered by the vendor, relevant for the planning and design stage of petro-
and 1oo3 – for the other model (LT5). leum facilities infrastructure when the requirements
• For the subsystem of fire detectors, the highest specification for the safety system is developed. The
redundancy architecture (2oo8) is preferred. This suggested model can facilitate the E&P companies
can be attributed to the low cost of the fire de- with formulating straightforward requirements for
tectors in comparison to the devices in other sub- the safety system. The analysis of the computational
systems. Among the alternatives, one particular experiment outcome reveals that the proposed de-
model FD2 offered by V4 is preferred. sign optimization approach can suggest advisable re-
• For the subsystem of logic solvers, the algorithm dundancy schemes for the subsystems and to narrow
suggests the controllers manufactured by V1 and down the vendors for the necessary system compo-
V3, and the redundancy options 1oo2 and 1oo3. nents. The application of the proposed model is not
No obvious correlations between the preferred de- limited to only formulating the requirements. It can
vice models and architectures are revealed, and so also be applied as a starting point for detailed en-
the particular configuration choices for this sub- gineering design or for the purposes of research for
system during the detailed design phase must be reasonable engineering solutions.
accompanied with careful substantiations. The limitations of the presented research are
• For the subsystems of final control elements, two recognized by the author. One of the directions of
types of redundancy architectures are generally elaborating the proposed models is to incorporate
preferred: 1oo3 and 1oo4. The device models se- the diverse redundancy, i.e. allowing different device
lected by the optimization algorithm are SV2 for models to be included in one subsystem. Another
the two subsystems of safety valves and PD2 for direction of improving the models is a detailed con-
the pumps. The chosen device models are supplied sideration of proof testing. In practical instances, the
by V1. proof tests are not perfect, and moreover, they can
• The last row in Table 10 represents the deci- become the cause of failure occurrence. Additional-
sions made in the actual project, whose data was ly, different testing policies, i.e. parallel, sequential,
analysed for the computational example in this re- and other proof testing schemes, can be introduced.
search. The solution, developed by the engineering Such modelling could be used for strategic and tacti-
contractor corresponds to SIL 3 by both risk re- cal maintenance planning decisions, e.g., establishing
duction and fault tolerance requirements. Howev- the staffing size and determining the crew schedules.

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This could be a research direction especially relevant International System Safety Conference (ISSC),
for the companies operating in remote regions, where 2000.
the personnel usually work shifts. The transportation
[10] Goble W.M., Control Systems Safety Evaluation &
costs will play a considerable role in the design de-
Reliability, 3rd ed., Research Triangle Park: ISA,
cisions since it could be expensive to transport the 2010.
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veillance testing, Reliability Engineering & System
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analysis applied to various design complexities, 18th 2001.

Volume 8 • Number 1 • March 2017 59

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Download Date | 4/18/17 8:17 AM

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