Special Issue Article

J Strain Analysis
1–8
Ó IMechE 2018
Structural reliability of corroded Reprints and permissions:
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pipeline using the so-called Separable DOI: 10.1177/0309324718782632
journals.sagepub.com/home/sdj

Monte Carlo method

Mohamed el Amine Ben Seghier1, Mourad Bettayeb1,

José Correia2, Abı́lio De Jesus2 and Rui Calc
xada2

Abstract
The evaluation of the failure probability of corroded pipelines is an important calculation to quantify the risk assessment
and integrity of pipelines. Traditional Monte Carlo simulation method has been widely used to solve this type of prob-
lems, where it generates a very large number of simulations and takes longer time in computing. In this study, enhanced
computational method called Separable Monte Carlo is employed to evaluate the time-dependent reliability of pipeline
segments containing active corrosion defects, where a practical example was used. The results show that the Separable
Monte Carlo simulation method not only minimizes the computational cost strongly but also improves the calculation
precision.

Keywords
Pipeline, probability of failure, corrosion defects, Crude Monte Carlo, Separable Monte Carlo

Date received: 12 March 2018; accepted: 3 May 2018

Introduction recommendations and guidance to the best practices

The role of failure probability estimation in oil and gas
pipelines has received increased attention across a num-
ber of disciplines in recent years. Pipes carrying hazar-
dous products such as oil and gas are subjected to
corrosion phenomenon, where the corrosion defects
growing with time are very important issues, especially
for the oil and gas industry.1 Catastrophically environ-
mental and economic consequences can result from the
failures of these pipelines (see Figure 1).2 Generally, the
corrosion phenomenon affects most hydrocarbon trans-
mission pipelines for various reasons, such as pipelines
aging and failure and/or imperfection in the pipeline
protection system. The latter is represented by two
layers: the coating layer and cathodic protection system
layer. Moreover, the contact of underground pipelines
with different soil textures may accelerate the corrosion
growth.3
Various approaches have been used to assess the fail-
ure probability of corroded pipes over the years. Each
has its advantages and drawbacks. These approaches
can be regrouped into two main categories: semi-deter-
ministic (semi-empirical) and probabilistic approaches.
The semi-deterministic approach or better known
by Pipeline Defect Assessment Manual4 containing
for the available methodologies to assess pipelines
defects.5 The advantage of this category is the use of a
simplified approach. The approach consist to utilize
different types of international codes and standards,
such as B31G,6 modified B31 G,7 DNV RP F101,8
Shell-92,9 Netto-Teixeira,10 Choi et al.,11 among others
(for the best knowledge of these models, see Keshtegara
and Ben Seghier3). These later introduce the inspection
data of corroded (e.g. defects geometry, design para-
meters, and proprieties of the pipe) as deterministic val-
ues to determine the severity of corrosion defects
individually. However, this approach is not good at
prediction of the failure pressure for several reasons,
such as temporal variations in loads (stresses) and
mechanical characteristics of the pipeline, ignorance of
uncertainties related to inspection data (depths and
1
Laboratory of Petroleum Equipment’s Reliability and Materials, M’hamed
Bougara University of Boumerdes, Boumerdes, Algeria
2
INEGI, Faculty of Engineering, University of Porto, Porto, Portugal
Corresponding author:
Mohamed el Amine Ben Seghier, Laboratory of Petroleum Equipment’s
Reliability and Materials, M’hamed Bougara University of Boumerdes,
Independence Street, 35000 Boumerdes, Algeria.
Email: benseghier.ma@univ-boumerdes.dz
2 Journal of Strain Analysis 00(0)
Figure 1. (a) Failure of gas pipeline and (b) environmental damage caused by pipeline failure.2
lengths of defects), and errors related to the manufac-
ture of the pipes.
The probabilistic approach is based on a limit state
function (LSF) represented by the difference between
the burst pressure of corroded pipes and operating
pressure, where the LSF represents the safe region of
applications if it has positive value (LSF . 0) and the
failure region for negative values (LSF 4 0).12 This
approach takes into consideration the uncertainties of
the inspection tools, human errors, and design manu-
facturing. Therefore, corroded pipeline data are taken
in a probabilistic way as random variables that follow
specific distributions. Two main types of methods can
be cited in this category. First analytical methods, the
first-order reliability method (FORM) and second-
order reliability method (SORM) are used several times
to solve reliability problems of corroded pipelines.10,13
These methods are based on the calculation of the relia-
bility index, where the LSF is used. Given the difficul-
ties of modeling of the latter, the presence of non-
Gaussian variables pose a great problem that makes
this type of methods less used. Second, the simulation
methods represented by the Monte Carlo simulation
(MCS; classical) method,12,14–16 which is based on the
generation of a large number of random values accord-
ing to different types of distributions (normal, log-nor-
mal, Gumbel, etc.) for estimating the failure probability
of corroded pipelines. The MCS method is character-
ized by its flexibility, widely used for the calculation of
the Pf of corroded pipelines.17 The main disadvantage
of this technique is that it is very expensive in time,
especially when failure probability is greater than 1026.
The purpose of this article is to apply new method
so-called Separable Monte Carlo (SMC) for the estima-
tion of failure probability of corroded pipelines, which
minimize both the number of simulations and the com-
putational cost, and maximize the calculation precision.
In this study, inspection results carried out in a pipeline
built with API 5L X52 steel were used.12,15,18 Data col-
lected as the properties of the material, pipeline design
parameters, and the defects geometries found were
taken into account in this analysis. The results obtained
by the SMC are compared with those obtained with the
traditional method (MCS).
Reliability of a corroded pipeline
The residual life of a pipeline with corrosion defects can
be evaluated using an LSF. This later defines the safe
region (LSF . 0) and the failure region (LSF 4 0).
Two types of failure modes can result from an active
corrosion defect: the leak or the rupture failure
modes.14,19 In this work, the studied failure mode is the
burst (rupture). These failures modes can be expressed
using equations (1a) for the leak and equation (1b) for
the rupture
LSF = d  k  t ð1aÞ
LSF = PBurst  POp ð1bÞ
where d is the corrosion depth, t is the pipe wall-thick-
ness, k is multiplying factor to indicate the safety limits
and can take the value of 0.8 (meaning 80% of pipe
wall-thickness) in equation (1b), PBurst is the failure
pressure calculated by one of the known international
standards (e.g. ASME B31G, modified B31G, DNV
RP F101, and Shell-92), and POp is the operating pres-
sure. Therefore, the LSF depends on the same para-
meters as the failure pressure model, the operating
pressure, POp , and the evolution of corrosion defect
dimensions. Thus, the LSF is function of the following
parameters
 
LSFðTÞ = f D, t, sy , su , dðTÞ, LðTÞ, Pop ð2Þ
where D is the pipeline outer diameter, sy and su are
the yield and ultimate tensile strength, respectively, and
d(T) and L(T) are the depth and the length of the cor-
rosion defect at time T, respectively. Based on this
assumption, the initial value of the length and the depth
can be indicated by L0 and d0 , respectively. Therefore,
the steady growth prediction equation of corroded
pipeline at T moment is given by
Ben Seghier et al. 3

dðTÞ = d0 + Vd ðT  T0 Þ ð3Þ

LðTÞ = L0 + VL ðT  T0 Þ ð4Þ

where Vd and VL are the radial and axial corrosion

rates, respectively. In this study, the well-known modi-
fied B31G model was deployed in the reliability analy-
sis; hence, the LSF can be written as
  " #
2 sy + 68:95 t 1  0:85 dðtTÞ
LSFðTÞ =  Pop ð5Þ
D 1  0:85 dðTÞ tM

where M is the Folias factor, expressed as

sffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi Figure 2. Monte Carlo approach algorithm steps.
LðTÞ2 LðTÞ4
M = 1 + 0:6275  0:003375 2 2
Dt D t ð6Þ
where I is an indicator equal to 1 if the condition is true,
ðL0 + VL ðT  T0 ÞÞ2 and the criteria of stopping is that the coefficient of var-
For 450
Dt iation (CoV) should not exceed 5%
LðTÞ2 LðTÞ2 vffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
M = 0:032 + 3:3 For . 50 ð7Þ u 
Dt Dt u 1c P f
t
CoV = 40:05 ð11Þ
c
Pf ðN  1Þ
The probability of failure for a corrosion defect is
given by However, there are certain drawbacks associated
Pf defect = ProbðLSF40Þ ð8Þ with the use of MCS, such as the number of simulations
N that can reach very high value causing a large com-
The complexity of the equation (8) needs introducing putational cost. Figure 2 represents the MCS approach
simulation methods to evaluate the failure probability algorithm.
at a specific defect that be the described in the coming SMC is an enhanced Monte Carlo method developed
after section. by Smarslok and colleagues in 2010.20,21 Contrary to
Corrosion defects in pipes are considered as a series the MCS principle, the random variables representing
system. According to equation (8), with aims to calcu- the resistance (PBrust ) and the stress (POp ) are generated
late the failure probability of the pipeline with multiple separately. It can be therefore summarize the steps of
defect, equation (9) is used and represents pipes as a the SMC method in four steps: (1) generated N samples
series system, where Pfi is the failure probability of ith for PBrust based on the random variables included in the
defect and Pf is pipe failure probability models (e.g. D, t, sy , su , d(T), L(T)); (2) similarly, gener-
ate M samples for POp ; (3) each sample of the N popu-
Y
n lation (N samples of PBrust values) is compared to all M
PfðTÞ = 1  ð1  Pfi ðTÞÞ ð9Þ samples, If PBurst \ POp , then I is equal to 1; otherwise,
i=1
the value of I is equal to zero; (4) evaluate the failure
probability using the following expression

SMC simulation c 1 1 XN X M   
Pf = I G PBurst 4POp ð12Þ
N M i=1 i=1
Traditionally, Monte Carlo method has been one of
the most successful methods proposed to calculate the Figure 3 shows a comparison between the MCS and
failure probability represented by equation (8). A major SMC principles, while Figure 4 shows the algorithm
advantage of using MCS method is that it is the sim- steps of the SMC approach.
plest and the straightforward calculation method, the According to Smarslok and colleagues,20,21 the CoV
most commonly used, and it proceeds in three steps: (1) is calculated using the following expressions
randomly sampling the sets of the input parameters of
h i 1 1 ð N  1Þ 1
the LSF according to underlying distributions; (2) Var Pd
SMC = g +u + g
repeated step (1) N times for all samples; and (3) post- N M R, R N M R1 , R2
calculating the failure probability. Then, equation (8) ð13Þ
can be approximated by
where
1  X
N  h i
c
Pf = I G PBurst 4POp ð10Þ u = E FPOp ðPBurst Þ2  P2f ð14Þ
N i=1
4 Journal of Strain Analysis 00(0)

Figure 3. Illustration of the simulation procedure mechanism of the (a) Monte Carlo simulation and (b) Separable Monte Carlo
simulation.

Figure 4. Separable Monte Carlo approach algorithm steps.

h i
gR, R = Pf  E Fc ðPBurst Þ2
h i
gR1 , R2 = E FPOp (minðPBurst1 , PBurst2 Þ2  P2f
Illustrative example
In order to implement the SMC simulation for the esti-
mation of the failure probability of corroded pipeline
ð15Þ using the above methodology, a set of pipeline para-
meters were applied. These later were gathered from
ð16Þ Caleyo et al.,12 Qian et al.,15 and Zhou.18 Moreover,
these parameters were detected based on inspection
operation. The LSF is represented by equation (5) and
used in the calculation determined by material property
(yield and ultimate tensile strength), pipe design para-
meters (diameter, D; wall thickness t), defects geome-
tries (depth and length of defects), operation pressure,
Ben Seghier et al. 5

Table 1. Random variables used in the study.

Random variables Description Mean Standard deviation Distribution

D Outer diameter of the pipe (mm) 914.4 18.28 Normal

t Wall thickness of the pipe (mm) 20.6 0.412 Normal
sy Yield stress (MPa) 358 25.06 Normal
su Ultimate tensile strength (MPa) 455 31.85 Log-normal
P0 Pipeline operating pressure (MPa) 7.8 1.56 Log-normal
d0 Depth of the defect at time T0 (mm) 8.24 0.824 Normal
L0 Length of the defect at time T0 (mm) 200 20 Normal
Vd Corrosion defect growth rate (mm/year) 0.15 0.2 Normal
VL Corrosion defect growth rate (mm/year) 20 0.26 Normal

Pop, and corrosion rates, Vd and VL. Each random vari-

able, under consideration, is chosen to be mechanisti-
cally and statistically independent. Although some
correlation may exist between variables such as defect
depth, d0, and length, L0,22 in practice, in the case under
consideration, the correlation will not be considered for
simplicity.
Table 1 summarizes the random variable distribu-
tions used in numerical computations, and their values
are represented by the mean (m) and standard deviation
(s), respectively. Based on the suggestions in Zhou,22
Vinod et al.,23 and De Leon and Macı́as,24 a normal
distribution was connected to the outer diameter (D),
wall-thickness (t), and yield stress (sy ) with means
equal to the nominal values and CoV (CoV = m=s) of
0.02, 0.02, and 0.07, respectively. From Teixeira et al.10
and Hasan et al.,25 a log-normal distribution charac-
terizes ultimate tensile strength with CoV of 0.7 and
operation pressure with CoV of 0.2. The defects geome-
tries (depth and length) are modeled using normal dis-
tributions with mean values equal to 0.4 t and 200 mm,
respectively, based on the inspected data in Caleyo et
al.12 and Zhou et al.26 while the CoV value for both is
0.1. Based on the information summarized in Sahraoui
et al.13 and Keshtegara and Miri,27 the mean corrosion
rates were assumed to be 0.15 mm/year for the depth
and 20 mm/year for the length of defects. Figure 5
shows a pipeline with defect geometries.
Results and discussion
In order to demonstrate the applicability of the pro-
posed method, first, the failure probability of pipeline
with single corrosion defect was estimated using the
data in Table 1 and based on different number of simu-
lations (Ns) for both methods (Crude Monte Carlo
(CMC) and SMC). The CoV and computational cost
(CPU) were also calculated in order to make the com-
parison between both methods. For the Crude Carlo
method, the number of simulations was varied between
104 and 107 (N 2 (104,107)). In other words, for both
PBurst and POp are generated equally based on the N.
For the SMC Method, N refers to the number of gen-
erations of PBurst while M is for POp. In the beginning,
Figure 5. Illustrations for a pipeline with corrosion defect
geometries.
N was fixed at 100 simulations and M had two cases
which are 100 and 1000 simulations. Next N augmen-
ted to 1000 simulations and M between 1000 and
10,000 simulations. The results of the failures prob-
abilities based on the above methodology are pre-
sented in Table 2.
In Table 2, it can be clearly seen that the CMC
method reaches accurate failure probabilities
(Pf ’0:0018) when the number of simulation N 5 106,
where the CoV satisfied the relation presented by equa-
tion (11) (CoV = 0.0231 \ 0.05) with a computational
cost equal to 34.91 s for one defect. However, the pro-
posed method (SMC) gives more stable results for less
number of simulations. An accurate failure probability
using SMC is reached only for N= 100 simulations for
the PBrust and M= 1000 for the POp with CoV =
0.0242 \ 0.05. Based on analysis, it is observed that
the computational cost is relatively small comparing to
the one with the CMC (2.27 s).
Figure 6 illustrates the time-dependent failure prob-
abilities of the pipelines calculated using the proposed
SMC method for single and multiple defects cases,
where first assumed that the pipe has only 1 defect then
2, 5, and 10 defects, respectively. From Figure 6, it is
clear that failure probabilities increase with the increase
in the defect number or the increase in the time. The
increase in the failure probabilities for all cases (1, 2, 5,
and 10 defects cases) with time is due to corrosion
growth, where the more defect geometries increase, the
6 Journal of Strain Analysis 00(0)
Table 2. The results of failure probabilities using CMC and SMC methods for various number of simulations.
Method Simulations number
CMC N = 104
N = 105
N = 106
N = 107
SMC N = 100, M = 100
N = 100, M = 1000
N = 1000, M = 1000
N = 1000, M = 10,000
CMC: Crude Monte Carlo; SMC: Separable Monte Carlo; CoV: coefficient of variation.
Note: The bold numbers represent the minimum simulation number to satisfy the condition of COV \ 0.05.
Figure 6. The time-dependent failure probability of pipeline
with single and multiple corrosion defects (1, 2, 5, and 10
defects cases).
more the failure pressure gets reduced. However, the
increase in the Pf with the augmentation of defect num-
ber returns to the hypothesis made in equation (9).
This later considers a pipe with multiple defects as a
series system, in which the Pf pipe is higher than the
probability of the highest Pf defect; therefore, the Pf 10
defects . Pf 5 defects . Pf 2 defects . Pf 1 defect.
In the second part, the effect of the CoV of random
variable represents the stress, which is the operation
pressure Pop, on the time-dependent reliability of the
pipeline represented with random variables, tabulated
in Table 1, is investigated. The same cases of single and
multiple active corrosion defects (1, 2, 5, and 10
defects) were considered, where the calculations are
conducted using the SMC method. The results of fail-
ure probabilities at different elapsed times for various
CoV of the random variable (ratio of standard devia-
tion to mean of a random variable, s=m), operational
pressure, Pop, are plotted in Figure 5. In this work, the
linear growth was considered for both the depth and
the length of corrosion defects (equations (3) and (4)).
First, for the statistical parameters, the operational
pressure was taken as 7.8 MPa for the mean, m and
standard deviation (s) of 1.56, that means CoV = 0.2.
The failure probability was estimated for each defect
Pf defect CoV CPU-second
0.002 0.2233 0.4006
0.00219 0.0775 3.7881
0.00186 0.0231 34.91656
0.00185 0.0073 361.7920
0.0019 0.0548 0.2811
0.00188 0.0242 2.2718
0.00184 0.0170 21.9654
0.00186 0.0011 210.9521
using equation (8). The failure probability of the pipe-
line was calculated using equation (9). After that, the
same calculation was estimated for different CoV as
equal to 0.15, 0.3 and 0.4.
Figure 7 illustrates the failure probabilities of the
pipeline with single and multiple defect cases with dif-
ferent CoV of operation pressure (CoV(POp)). From
the presented results, it can be seen that the failure
probabilities increase with the increasing CoV(POp)
for all cases. As an example, the failure probabilities at
T = 0 with is CoV(POp) = 0.15 are Pf = 0:000142,
0:000150, 0:000260, and 0:000777 for 1, 2, 5, and 10
defects, respectively. Where for the same time (T = 0)
and for CoV(POp) = 0.4, the results are
Pf = 0:04506, 0:06796, 0:15779, and 0:31302 for the
same cases, respectively. Another remark that can be
extracted from Figure 7 is about the sensitivity of the
failure probabilities to the CoV(POp), where Pf is more
sensitive when the CoV(POp) is less than 0.2 (that
means for CoV = 0.15 and 0.2 cases) and became less
sensitive for CoV(POp) more than 0.4. Noting that the
sensitivity of the failure pressure to the CoV(POp) is
insensitive when the elapse time exceeds 12 years, which
is confirmed by other works.16,27
Conclusion
In this article, a new simulation method was applied to
estimate the failure probability of corroded pipeline
with single and multiple corrosion defects. Based on
the results of this study, it is shown that this method,
so-called SMC simulation, reduces the calculation time
significantly and maximizes the accuracy of the failures
probabilities comparing to the results of the classical
method—MCS. The time-dependent reliability of cor-
roded pipeline with single and multiple (2, 5, and 10)
defects was also carried out. Thus, it was found that
corroded pipeline failure probabilities increase with the
increase in defect number and with elapsed time. The
effect of the CoV(Pop) was studied, showing that an
increase in the CoV(Pop) led to an increase in the failure
probability, if the CoV and the elapsed time are less
than 0.2 and 12 years, respectively.
Ben Seghier et al.
Figure 7. The failure probability of pipeline with single and
multiple corrosion defects (cases: (a) 1, (b) 2, (c) 5, and (d) 10
defects) for different operation pressures CoV using SMC
simulation method.
Declaration of conflicting interests
The author(s) declared no potential conflicts of interest
with respect to the research, authorship, and/or publi-
cation of this article.
Funding
The author(s) received no financial support for the
research, authorship, and/or publication of this article.
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