See discussions, stats, and author profiles for this publication at: https://www.researchgate.

net/publication/248209444

Markov chain modelling of pitting corrosion in underground pipelines

Article  in  Corrosion Science · September 2009

DOI: 10.1016/j.corsci.2009.06.014

CITATIONS READS

69 436

4 authors, including:

F. Caleyo Julio César Velázquez

ESIQIE, Instituto Politécnico Nacional Instituto Politécnico Nacional
83 PUBLICATIONS   1,199 CITATIONS    38 PUBLICATIONS   388 CITATIONS   

SEE PROFILE SEE PROFILE

Alma Valor
Instituto Politécnico Nacional
44 PUBLICATIONS   676 CITATIONS   

SEE PROFILE

Some of the authors of this publication are also working on these related projects:

Magnetic anisotropy from crystallographic texture and Barkhausen noise measurements in pipeline steels - 425102817 View project

Analysis of the elastic-plastic behavior of pressurized internal cracks in welded joints of low carbon steel pipes View project

All content following this page was uploaded by Julio César Velázquez on 29 August 2018.

The user has requested enhancement of the downloaded file.

This article appeared in a journal published by Elsevier. The attached
copy is furnished to the author for internal non-commercial research
and education use, including for instruction at the authors institution
and sharing with colleagues.
Other uses, including reproduction and distribution, or selling or
licensing copies, or posting to personal, institutional or third party
websites are prohibited.
In most cases authors are permitted to post their version of the
article (e.g. in Word or Tex form) to their personal website or
institutional repository. Authors requiring further information
regarding Elsevier’s archiving and manuscript policies are
encouraged to visit:
http://www.elsevier.com/copyright
 Author's personal copy

Corrosion Science 51 (2009) 2197–2207

Contents lists available at ScienceDirect

Corrosion Science
journal homepage: www.elsevier.com/locate/corsci

Markov chain modelling of pitting corrosion in underground pipelines

F. Caleyo a,*, J.C. Velázquez a, A. Valor b, J.M. Hallen a
a
Departamento de Ingenierı́a Metalúrgica, ESIQIE, IPN, UPALM Edif. 7, Zacatenco, México D. F. 07738, Mexico
b
Facultad de Física, Universidad de La Habana, San Lázaro y L, Vedado, 10400 La Habana, Cuba

a r t i c l e i n f o a b s t r a c t

Article history: A continuous-time, non-homogenous linear growth (pure birth) Markov process has been used to model
Received 14 April 2009 external pitting corrosion in underground pipelines. The closed form solution of Kolmogorov’s forward
Accepted 7 June 2009 equations for this type of Markov process is used to describe the transition probability function in a dis-
Available online 14 June 2009
crete pit depth space. The identification of the transition probability function can be achieved by corre-
lating the stochastic pit depth mean with the deterministic mean obtained experimentally. Monte-Carlo
Keywords: simulations previously reported have been used to predict the time evolution of the mean value of the pit
A: Steel
depth distribution for different soil textural classes. The simulated distributions have been used to create
B: Modelling studies
C: Pitting corrosion
an empirical Markov chain-based stochastic model for predicting the evolution of pitting corrosion depth
and rate distributions from the observed properties of the soil. The proposed model has also been applied
to pitting corrosion data from pipeline repeated in-line inspections and laboratory immersion
experiments.
Ó 2009 Elsevier Ltd. All rights reserved.

1. Introduction cess. He investigated the effect of corrosion defect size on the

The stochastic nature of pitting corrosion has been recognised
since the mid-1930s [1,2]. One of the assumptions that can be
made about this damage is that it retains no memory of the past,
so only the current state of the damage influences its future devel-
opment. This important characteristic allows pitting corrosion to
be categorised as a Markov process [3]. The discretisation of the
pit depth space in a finite or countable set of non-overlapping
states makes pitting corrosion a good candidate for Markov chain
modelling [3].
Provan and Rodriguez [4] used a non-homogenous Markov pro-
cess to model pit depth growth for the first time. The strengths and
limitations of the Provan and Rodriguez’s approach are discussed
in [5]. Later, Morrison and Worthingham [6] used a continuous
time birth process with linear intensity k for determining the reli-
ability of high pressure corroding pipelines. These authors divided
the space of the load-resistance ratio into discrete states and
solved numerically the Kolmogorov equations to find the intensi-
ties of transition between damage states. They showed that the
estimated probability distribution function of the load-resistance
ratio closely reproduced the distribution obtained from field mea-
surements. Hong [7] refined the Morrison and Worthingham’s
model by using the analytical solution of the Kolmogorov equa-
tions for the same homogeneous continuous type of Markov pro-
* Corresponding author. Tel.: +52 55 57296000x54205;
57296000x55270.
E-mail address: fcaleyo@gmail.com (F. Caleyo).
load-resistance ratio and obtained the probability transition matrix
of the process to estimate the probability of failure of the pipeline.
In recent years, important advances have been made in model-
ling pitting corrosion through Markov chains [5,8–10]. Bolzoni
et al. [8] used a continuous-time, three-state Markov process to
model the first stages of localised corrosion considering three pos-
sible states of the metal surface: passivity, metastability and local-
ised corrosion. Valor et al. [5] proposed a new stochastic model in
which pit initiation is modelled as a Weibull process, while pit
growth is modelled using a non-homogenous, linear growth Mar-
kov process. The theory of extremes was used to combine both pro-
cesses and to adequately reproduce the experimental observations
of pitting corrosion for a range of materials and environments. La-
ter, Zhang et al. [9] used this stochastic model to investigate the
pitting corrosion susceptibility of pure Mg and Mg alloys.
Particularly pertinent to the focus of the present study is the
model developed by Timashev et al. [10] to assess the conditional
probability of pipeline failure and to optimise the maintenance of
operating pipelines. This model is based on the use of a continu-
ous-time, discrete state pure birth homogenous Markov process for
stochastically describing the growth of corrosion-caused metal loss.
The initial conditions are determined by the (measured or assumed)
corrosion depth distribution at t = 0. The probability pi(t) that the
defect depth is in the i-th state at a given moment in time t is deter-
mined by the (measured or assumed) depth distribution at t. Using
standard methods, the intensity or rate (ki) of the unknown, time-
fax: +52 55
independent transition probabilities are calculated by iteratively
solving the system of Kolmogorov’s forward equations:

0010-938X/$ - see front matter Ó 2009 Elsevier Ltd. All rights reserved.
doi:10.1016/j.corsci.2009.06.014
 Author's personal copy

2198 F. Caleyo et al. / Corrosion Science 51 (2009) 2197–2207

8
< dp1 ¼ k1 p1 ðtÞ tion of soil properties. Thus, with a knowledge of the pit depth dis-
dt
ð1Þ tribution at a given point in time and the measured values of the
: dpi ¼ k p ðtÞ  k p ðtÞ
dt i1 i1 i i soil characteristics, the proposed Markov framework can be used
to predict the time evolution of the pitting depth and rate distribu-
The referenced authors illustrated that by estimating ki, the cor- tions. Real-life case studies, involving simulated and experimental
rosion depth and rate distributions can be estimated for any time pit depth distributions, are presented to illustrate the proposed
point. From that, the conditional probability of pipeline failure Markov chain modelling framework.
can be estimated, and repair and maintenance actions can be
scheduled. 2. Model development
The Markov chain approach to corrosion growth proposed by
Timashev and co-workers has many merits and strengths, but 2.1. Markov chain representation of pitting corrosion damage
some of its limitations are worthy of consideration. First, the rela-
tive complexity of the iterative method used to determine the tran- The reader is referred to [3] and [15] for a formalism of the the-
sition intensities ki requires that the pipe wall thickness be divided ory of Markov processes. In this section, only the definitions rele-
into a relatively small number of Markov states. Second, the use of vant to the focus of the present study are presented. As a matter
time-independent transition rates ki (time homogeneity condition) of general definition, it is assumed that the pipe wall thickness
implies that their estimated values actually represent the average has been divided in N discrete states and that the corrosion dam-
of the time-dependent intensities ki(t) over the selected period of age (pit) depth, at any point in time t, can be represented by a dis-
time. The time homogeneity condition entails that the staying time crete random variable D(t) with P{D(t) = i} = pi(t), i = 1, 2 . . . N.
of the corrosion penetration front in a given damage state is expo- Furthermore, it is assumed that the probability that the damage
nentially distributed. It also implies that the corrosion growth rate at the i-th state advances one state during a very short interval
is treated implicitly as a constant, while the corrosion depth is of time dt can be written as ki(t)d t + o(dt). For a continuous-time,
treated as a linear function of the exposure time. Due to the non- non-homogenous linear growth Markov process with intensities
linearity of the pit growth process, these assumptions hold true ki(t) = ik(t), the probability that the process presently in state i will
only if the estimations are made for long exposure times over rel- be in state j (j P i) at some later time obeys the following system of
atively short time spans. Finally, the solution to the Kolmogorov Kolmogorov’s forward equations (note the differences with respect
equations applies only for the particular conditions of a pipeline to Eq. (1)):
undergoing repeated in-line inspections. (
One important aspect that remains unsolved in the area of reli- dpi;j ðtÞ kj1 ðtÞpi;j1 ðtÞ  kj ðtÞpi;j ðtÞ; jPiþ1
ability-based pipeline integrity management is the accurate esti- ¼ ð2Þ
dt ki ðtÞpi;i ðtÞ
mation of future pit depth and growth rate distributions from a
(single) measured or assumed pit depth distribution. Obviously, For a Markov process defined by the system of equations (2),
such estimation can be carried out only if oversimplifications are the conditional probability of transition from the m-th state to
made (see, for example, Morrison and Desjardins’ discussion in the n-th state (n P m) in the interval (t0,t), that is,
Ref. [11]) or if additional information is available besides the pit pm,n(t0,t) = P{D(t) = njD(t0) = m}, can be obtained in closed form
depth distribution. For example, Alamilla and Sosa [12] recently (see page 304 in [15]):
developed a stochastic model to estimate the corrosion damage
 
velocity in operating pipelines. In their model, the results of the n1
in-line inspection are used not only to provide the corrosion depth pm;n ðt 0 ; tÞ ¼ efqðtÞqðt0 Þgm ð1  efqðtÞqðt0 Þg Þnm ð3Þ
nm
distribution at the time of the inspection but also to make infer-
ences about the intensity of the homogenous Poisson process used where:
to simulate the generation of corrosion defects. Z t
In the case of external pitting corrosion in underground pipe- qðtÞ ¼ kðt0 Þdt
0
ð4Þ
lines, it seems reasonable to postulate that the available predictive 0
models for pit growth as a function of the soil characteristics
[13,14] could provide the additional information necessary to pre- In words, Eq. (3) means that the pitting corrosion damage in-
dict, with a reasonable accuracy, the time evolution of the pitting crease in an interval of length t  t0 follows a negative binomial
depth and rate distributions. distribution NegBin(r,p) with parameters r=m and
In this work, a non-homogenous linear growth pure birth Mar- p ¼ ps ¼ efqðtÞqðt0 Þg . From pm,n(t0,t), it is possible to estimate the
kov process, with discrete states in continuous time, is used to probability distribution function f(t) of the damage rate t associ-
model external pitting corrosion in underground pipelines. A mod- ated with the damage process over the interval of length
el for pit growth recently developed by the authors [14] has been Dt = t  t0, when the damage depth is at the m-th state:
used to perform Monte Carlo simulations aimed at predicting the f ðt; m; t 0 ; tÞ ¼ pm ðt 0 Þpm;mþtDt ðt0 ; tÞDt ð5Þ
distribution of maximum pit depths as a function of the pipeline
age and the physicochemical characteristics of the soil. The bino- Now, from f(t;m,t0,t), it is straightforward to derive the pitting
mial closed form solution of the forward Kolmogorov equations rate probability distribution associated with the entire pit popula-
is adopted to express the probability of transition between pit tion using:
depth (Markov) states in a given interval of time. In so doing, the X
N
Markov-derived stochastic mean of the pit depth distribution is f ðt; t0 ; tÞ ¼ f ðt; m; t0 ; tÞ ð6Þ
supposed to be equal to the deterministic mean of the distribution m¼1

obtained through Monte-Carlo simulations. This supposition has
been made for different exposure times and different soil classes
defined according to soil physicochemical characteristics that are
easy to measure in the field. A multivariate regression analysis
has been used to obtain a predictive model for pit growth [14],
which was employed to specify the transition probability as a func-
Critical to the goal of this study is the fact that if the initial dam-
age state at t = ti is ni, so that D(ti) = ni, then the time-dependent,
stochastic mean M(t) = E[D(t)] of the linear growth Markov process
can be expressed as [3]:
MðtÞ ¼ ni eqðtti Þ ð7Þ
 Author's personal copy

F. Caleyo et al. / Corrosion Science 51 (2009) 2197–2207 2199

Under certain simple assumptions1, the stochastic mean of the pro- Let E[n  m]/Dt be the average damage rate in the time interval
cess can be assumed to be equal to the deterministic mean DðtÞ of a (t0, t0 + Dt) for a pit with depth in the m-th state at t0. In the Appen-
damage process for which the increment in the time interval Dt is: dix to this paper it is shown that the instantaneous rate of damage

 
 
 predicted by the stochastic model for this case is:
D DðtÞ ¼ kðtÞ DðtÞDt ð8Þ

 E½n  m m
where k can be interpreted as the deterministic intensity of the tðm; t0 Þ ¼ ! m ð15Þ
Dt Dt!0 t 0
damage
process.
If DðtÞ represents the deterministic mean pit depth at time t, Thus, the stochastically-predicted instantaneous damage rate
and if the power law model is considered to be an accurate deter- agrees with the rate predicted in Eq. (10) by the deterministic
ministic representation of the pit growth process, then one can model. The agreement of the stochastic and deterministic rates of
write [14]: damage supports the adequacy of the proposed in this work-Mar-

kov chain approach for pitting corrosion modelling.
DðtÞ ¼ jðt  t sd Þm ð9Þ Let us assume that the probability distribution of the corrosion
depth at t0 is known, that is P{D(t0)) = m} = pm(t0). For example, this
where j and m are the pitting proportionality and exponent param- can be obtained if the corrosion damage in the pipeline is moni-
eters, respectively; and tsd is the starting time of the pitting corro- tored using in-line inspection. In this case, t0 would be the time
sion damage. In systems where passivity breakdown and/or of the inspection and the value of the probabilities pm would be
inclusion dissolution are the prevalent mechanisms for pit initia- estimated from the ratio of the number of corrosion pits with
tion, tsd would represent the initiation time of stable pit growth. depths in the m-th state to the total number of pits observed. If
In the case of underground pipelines, this parameter would repre- the transition probability function pm,n(t0, t) is known, then the
sent the total elapsed time from pipeline commissioning to coating pit depth distribution at any future moment in time can be esti-
damage plus the time period in which the cathodic protection is mated using [3,15]:
effective in preventing or attenuating external pitting corrosion
after coating damage. X
n
pn ðtÞ ¼ pm ðt 0 Þpm;n ðt0 ; tÞ ð16Þ
It is easy to show

that the pitting rate, obtained by taking the m¼1
time


derivative of DðtÞ, obeys the functional form of Eq. (8) with
k ¼ m=s and s = t  tsd: Based on the foregoing discussion, it is postulated that the pit-


ting corrosion damage evolution in underground pipelines can be
d DðtÞ m  undertaken as follows. The measured or assumed pit depth proba-
¼ DðsÞ ð10Þ
dt s bility distribution at t0 is used as the initial corrosion damage dis-
tribution pm(t0). The transition probability function pm,n(t0, t),
Valor et al. [5] showed that, when Markov processes are used to
which is completely identified if the function q(t) is known, would
model pitting corrosion, a direct physical meaning can be given to
be obtainable if a predictive model were available for relating the
the functions k(t) and q(t), being related to the pit growth rate and
parameters tsd and m in Eq. (12) to the physicochemical conditions
pit depth, respectively. In the present work, k(t) and q(t) are also
of the soil [14]. From the results of the in-line inspection and the
related to the pitting rate and depth, respectively, though in a
knowledge of the local soil characteristics pertinent to such a pre-
slightly different manner than in [5]. It isassumed that the exper-
dictive model, it would be possible to estimate the pitting corro-
imentally observed deterministic mean DðtÞ of the pitting corro-
sion damage evolution. The next section presents the prediction
sion depth is equal to the Markov-derived stochastic mean pit
model developed to identify pm,n(t0, t) from in-field measured soil
depth M(t):
characteristics.


MðtÞ ¼ DðtÞ ð11Þ
2.2. Predictive model for the intensity of transition probabilities
Let dt1 represent the sojourn time of the corrosion damage in the
first state of the chain. In this case ni = 1 between tsd and tsd + dt1. The prediction of the function q(t) from the soil characteristics
If dt1 is significantly less than the simulation time span, it is easy relies upon the assumptions expressed by Eqs. (11) and (12). The
to show from Eqs. (7), (9) and (11) that the value of the function estimation of DðtÞ is carried out using a predictive model based
q(t) can be approximated as: on Eq. (9), which was developed by the authors for predicting max-
qðtÞ ¼ lnðjðt  tsd Þm Þ ð12Þ imum pitting damage in underground pipelines [14]. The experi-
mental details and corrosion data used to produce this model can
Furthermore, from Eq. (4), it follows that: be found elsewhere [14,16]. The soil classes considered in [14]

m are also used in this work. If DðtÞ represents the maximum pit
kðtÞ ¼ ð13Þ depth to be predicted and if the soil and pipe characteristics given
t  tsd
in Table 1 are treated as independent variables, then the pitting
This means that the intensity of the Markov process k(t) is in-
parameters in Eq. (9) can be estimated as follows [14]:
versely proportional to the exposure time, just like the determinis-
tic intensity of the damage process in Eq. (10). j ¼ j0 þ jph ph þ jcc cc þ jrp rp þ jre re þ jbc bc þ jsc sc ð17Þ
Now, it is relatively easy to show that the probability parameter m ¼ m0 þ mpp pp þ mwc wc þ mbd bd þ mct ct ð18Þ
ps ¼ efqðtÞqðt0 Þg in Eq. (3) can be expressed as:
 m The reader is referred to the original paper [14] for details of the
t 0  tsd
ps ¼ ; t P t0 P t sd ð14Þ derivation of Eqs. (17) and (18). There, an in-depth discussion on
t  t sd the relation between the model parameters and the environmental
variables can be found. It is worth noting that, in Eq. (18), the var-
iable ct is treated as a discreet ordinal variable, whose value is as-
1
signed according to a scoring model described in detail in Ref. [14]
A sufficient condition for the equality of the stochastic and deterministic means is
and summarized in a footnote to Table 1.
that for any positive integer q, the structure of the process starting from qm
individuals (states) is identical to that of the sum of q separated systems each starting Once the soil class has been identified and the values of the
from m (see page 159 in [3]). predictor variables have been measured, Eq. (18) can be used to
 Author's personal copy

2200 F. Caleyo et al. / Corrosion Science 51 (2009) 2197–2207

Table 1
Variables and coefficients of the predictive model for pitting corrosion [14].

Variable or parameter Symbol (units) Coefficient name Coefficient or parameter value by soil class
Clay Clay loam Sandy clay loam All
Maximum pit depth dm(mm) – – – – –
Pipeline age t(years) – – – – –
Redox potentiala rp(mV) jrp 9.0  105 1.1  104 1.8  104 1.8  104
pH ph jph 5.9  102 1.2  101 6.4  102 6.5  102
Pipe/soil potentialb pp(V) mpp 4.9  101 4.6  101 5.1  101 5.2  101
Resistivity re(X–m) jre 2.2  104 3.0  104 2.1  104 2.6  104
Water content wc(%) mwc 3.7  103 1.7  102 4.5  104 4.6  104
Bulk density bd(g/ml) mbd 1.0  101 9.9  102 1.6  101 9.9  102
Chloride content cc(ppm) jcc 8.4  104 1.8  103 8.6  104 8.7  104
Bicarbonate content bc(ppm) jbc 1.3  103 4.9  104 6.8  104 6.4  104
Sulphate content sc(ppm) jsc 5.3  105 2.1  104 1.1  104 1.2  104
Coating typec ct mct 4. 7  101 57  101 4.3  101 4.3  101
Pitting starting time tsd(years) – 3.0 3.1 2.6 2.9
Constant prop. term j0(mm/yrm_0) – 5.5  101 9.8  101 6.0  101 6.1  101
Constant exponent term m0 – 8.8  101 2.8  101 9.6  101 8.9  101
Typical prop. factor jt(mm/yrm_t) – 0.178 0.163 0.144 0.164
Typical exponent factor mt – 0.829 0.793 0.734 0.780
a
Relative to the standard hydrogen electrode.
b
Relative to a Cu/CuSO4(sat.) reference electrode.
c
The pipeline coating conditions described by the ct variable and the assigned scores (in parenthesis) are: non-coated (1.0), asphalt-enamel-coated (0.9), wrap-tape-coated
(0.8), coal-tar-coated (0.7) and fusion-bonded-epoxy-coated (0.3) [14].

determine m and thereby identify q(t). The identification of q(t) al-
lows the transition probability function pm,n(t0, t) to be determined
for the soil and pipe characteristics in case.
It will be shown later that the proposed model can be used to
predict the progression of other pitting processes. For this to be
done, the values of the pitting exponent and starting time must
be known for the process. These can be obtained, for example, from
the analysis of repeated in-line inspections of the pipeline, from
the study of corrosion coupons or from the analysis of laboratory
tests.
3. Results and discussion
3.1. Modelling pitting corrosion in soils
In a previous work [16], the authors used a Monte-Carlo simu-
lation framework based on Eqs. (9), (17) and (18) to predict the
time evolution of the probability distribution of maximum pit
depth caused by external corrosion in underground pipelines.
The observed distributions of the independent variables consid-
ered in Table 1 were used as inputs in Monte-Carlo simulations
of the pitting process for each soil category. The reader is directed
to reference [16] for details of the used distributions and the
Monte-Carlo simulation framework. Random values drawn from
these distributions were used to evaluate Eqs. (9), (17) and (18)
5000 times for different exposure times. The regression coefficients
used in the simulations are those given in Table 1.
For each soil category and exposure time considered, the simu-
lated pit depth distribution was fitted to the generalized extreme
value (GEV) distribution [17]:
 h z  li1=f 
GðzÞ ¼ exp  1 þ f
r soils. The pipe wall thickness was divided in 0.1-mm-thick states
where f, r and l are the shape, scale and location parameters,
respectively.
Fig. 1 shows the time evolution of the shape (Fig. 1a), scale
(Fig. 1b) and location (Fig. 1c) parameters of the fitted GEV func-
tions. In order to estimate the pitting proportionality and exponent
factors associated with the typical (average) values of the predictor
variables in each soil category, the time evolution of the mean of
the simulated maximum pit depth distributions was fitted to Eq.
(9) using the corresponding value of tsd given in Table 1. The model
parameters obtained by this method are shown in the last two
rows of Table 1. They are assumed to be unbiased estimates of j
and m for typical conditions for each soil category [14,16]. The mod-
el output for the typical values of the predictor variables in a given
soil category can be interpreted as the typical or average response
of the model in that soil.
Fig. 2 shows the time evolution of q(t) (Fig. 2a) and ps (Fig. 2b)
predicted from the exponent associated with the pitting damage
process for each soil category (mt in Table 1). Given that q(t) is com-
pletely determined by the extent of the damage (Eqs. (9) and (12)),
its value is unique for each soil category, being larger for higher soil
corrosivities. In addition, the probability ps is unique for each soil
type. Its value at a given moment in time t P t0 increases with
increasing t0 and decreases when the soil corrosivity and the
length of the interval (t0, t) increases.
The results shown in Fig. 2 determine the stochastic behaviour
of the pitting corrosion rate. Based on the properties of the Neg-
Bin(m, ps) distribution, it follows that a reduction in the value of
ps with soil corrosivity entails larger mean and variance values of
the pitting rate in highly corrosive soils. The increase in ps with
t0 indicates that the mean and variance of the pitting rate decrease
as the lifetime of the pitting damage increases. Finally, the form of
q(t) in Fig. 2a suggests that, for pits with equal lifetimes, the deeper
the pit, the smaller the value of ps and, therefore, the larger the
mean and variance of the pitting rate.
The properties of the stochastically predicted pitting rate are
illustrated in Fig. 3 for the case in which the pitting damage occurs
in clay soils. To produce this figure, it was assumed that pm(t0) = 1
for every m considered. Eqs. (3), (5) and (14) were used to compute
f(t; m, t0, t) using the values of mt and tsd given in Table 1 for clay
ð19Þ
so that the pitting damage is represented through Markov chains
with states ranging from m = 1 to m = N = 100. Unless otherwise
specified, this scheme of discretisation of the pipe wall thickness
is used hereafter to represent the pitting damage penetration.
The results shown in Fig. 3 fully agree with the behaviour pre-
dicted in the foregoing paragraphs for the damage rate as well as
with the general body of knowledge about pitting corrosion rate.
The mean and variance of the pitting rate distribution decrease
 Author's personal copy
F. Caleyo et al. / Corrosion Science 51 (2009) 2197–2207
Fig. 1. Time evolution of (a) the shape, (b) the scale and (c) the location parameters
of the GEV distribution fitted to the Monte-Carlo-simulated pit depth distribution
for each soil category.
with increased pit lifetime. In Fig. 3, the distributions for the 15–20
year period (first two distributions from the left) have lower mean
and variance values than those predicted for the 5–10 year period
(the two distributions on the right of Fig. 3). For pits with similar
lifetimes, the pitting rate distribution mean and variance increase
with increasing pit depth; the deeper the pit (larger m) the larger
2201
Fig. 2. Time evolution of (a) q(t) and (b) ps predicted from the exponent mt (Table 1)
associated with the pitting damage process for each soil category.
Fig. 3. Dependence of the pitting rate distribution f ðm; m; t0 ; t) on pit depth and
lifetime.
the pitting rate mean and variance. Fig. 3 also reveals one of the
advantages of the proposed Markov chain approach, that is, that
a unique probability distribution of pitting rate can be correlated
to the damage according to its depth and lifetime.
 Author's personal copy
2202 F. Caleyo et al. / Corrosion Science 51 (2009) 2197–2207
The 10-year pit depth distribution predicted for each soil cate-
gory using the Monte-Carlo framework was used as the initial
damage distribution pm(t0 = 10) from which the damage distribu-
tion pn(t) was predicted for different times using the proposed
Markov chain model. Fig. 4 shows the GEV distribution fitted to
pm(10) for each soil category.
Fig. 5 shows the results of the Markov chain modelling of pitting
corrosion in the least corrosive (sandy clay loam, Fig. 5b) and most
corrosive (clay, Fig. 5a) soils. The pitting exponent and starting
time used to carry out the predictions for each soil category were
those given in Table 1. The Monte-Carlo-simulated pit depth distri-
butions are represented by grey shaded histograms, while the con-
tinuous lines represent the Markov chain-predicted distributions
pn(t).
The goodness-of-fit of the results shown in Fig. 5, and of those
not shown here for the other soil classes, was assessed using the
Kolmogorov–Smirnov test. For the sake of simplicity, the one-sam-
ple test was conducted based on the null hypothesis that each
Monte-Carlo-estimated distribution (empirical sample) comes
from the corresponding Markov chain-modelled distribution
(underlying reference distribution). In all the analyzed cases (a to-
tal of 20, five exposure times for each one of the four soil classes), it
was not possible to reject the proposed null hypothesis at 5% sig-
nificance level. This could be interpreted as evidence that there is
no reason to reject the assertion that the Monte-Carlo-estimated
and Markov chain-modelled distributions are close enough to con-
sider the proposed Markov model accurate.
The proposed Markov chain model is capable of reproducing the
time evolution of the pit depth distribution accurately. The quality
of the fitting in the clay loam and in all soil categories was very
similar to that observed in Fig. 5. This can be corroborated by the
results shown in Fig. 6, which shows the time evolution of the
mean (Fig. 6a) and standard deviation (Fig. 6b) of the Monte-Car-
lo-simulated and Markov-modelled pit depth distributions for
the soils of interest.
In addition to the qualitative (Fig. 5) and quantitative (Fig. 6)
accuracy of the Markov chain predictions, the most striking feature
of these results is that the model is able to reproduce the changes
observed in the shape of the pitting depth distribution with
increasing exposure time for all soil categories. Fig. 1a shows that,
depending on the exposure time, any of the three maximal ex-
treme value distributions, i.e., Weibull, Fréchet or Gumbel, arises
as the best fit to the pitting depth data in the investigated soils.
Fig. 4. GEV distribution fitted to the 10-year Monte-Carlo-simulated pit depth
distributions, used as the initial pit depth distribution for the Markov chain
modelling for each soil category. The Markov chain states are 0.1-mm-thick.
At the same time, Fig. 4 reveals that the starting distributions are
unique for each soil class. The variation in the shape of the
Monte-Carlo-simulated pit depth distributions is adequately
reproduced by the proposed Markov chain model for all soil types,
from the beginning of the damage process and over the entire
modelling time span considered, as can be seen from Figs. 5 and 6.
Fig. 7 shows the 30-year pitting rate distribution for the All soil
category estimated using Eqs. (5) and (6) with t0 = 30 and t = 50
years. It is worth noting that the application of Eq. (5) involves a
careful selection of the estimation interval Dt. On one hand, a
too-short (<5 years) estimation interval might result in a large
uncertainty in the estimation of the pitting rate distribution. On
the other hand, too-long estimation intervals would lead to exces-
sively averaged estimates of the pitting rate distribution over the
selected time span. A 20-year estimation interval was selected in
order to predict the long-term distribution of the pitting rate in
this category and to compare it with the long-term rate recently re-
ported by the authors in [16]. The adequacy of the Markov chain
approach for estimating the pitting corrosion rate by means of
Eqs. (5) and (6) is supported by the good agreement between the
two predictions shown in Fig. 7.
3.2. Modelling pitting corrosion from repeated in-line inspections
Another application example of the proposed Markov chain
model is shown in Fig. 8. An 82-km-long operating pipeline, used
to transport sweet gas since its commissioning in 1981, was in-
spected in 2002 and 2007 using magnetic flux leakage in-line
inspection (ILI). The pipeline in case is coal-tar coated with a wall
thickness of 9.52 mm (0.37500 ). The distributions shown in Fig. 8a
were obtained by calibrating the ILI tools using a methodology de-
scribed elsewhere [18]. The use of calibrated pit depth distribu-
tions allows minimizing the negative impact on the results of the
analysis of the measurement errors associated with the inspection
tools. The cross-hatched histogram in Fig. 8a shows the depth dis-
tribution of NT02 = 3577 pits2 located and measured by ILI at the
beginning of 2002. The grey shaded histogram shows the depth dis-
tribution of NT07 = 3851 pits located and measured by ILI in mid-
2007.
In order to apply the proposed model, the empirical depth dis-
tribution observed in 2002 was used as the initial distribution so
that t0 = 21 years, Dt = 5.5 years and pm(t0 = 21) = Nm/NT02, with
Nm being the number of pits with measured depth in the m-th
state. The soil characteristics along the pipeline were assumed to
be those of the All category. Therefore, the values of tsd and m were
taken as 2.9 years and 0.780, respectively (Table 1). The application
of Eqs. (3), (14) and (16) produced the Markov chain-predicted pit-
ting depth distribution in Fig. 8a, shown with the thick line.
The good agreement between the empirical pit depth distribu-
tion observed in 2007 and the Markov chain-modelled distribution
also points to the accuracy of the proposed model. The validation of
its capability to correctly predict the evolution of the pit depth dis-
tribution in this pipeline points to the fact that the proposed model
can be used to predict its reliability over a given time span. For
example, the corrosion rate distribution f(t;t0, t) associated with
the entire population of pit defects in the 2002–2012 period can
be predicted using Eqs. (5) and (6), and then, it can be used to esti-
mate the evolution of the pitting damage starting from any year in
this period. Fig. 8b shows the pitting rate distribution predicted for
the entire population of pits in the pipeline using this approach
with: t0 = 21 years, t = 31 years, m = 0.780 and tsd = 2.9 years. The
obtained pitting rate distribution is very close to a GEV distribution
2
In both ILI reports, pits were identified as corrosion-caused metal losses with a
diameter equal to or less than two times the pipe wall thickness.
 Author's personal copy

F. Caleyo et al. / Corrosion Science 51 (2009) 2197–2207 2203

Fig. 5. Results of the Markov chain modelling of pitting corrosion compared to the Monte-Carlo-simulated distribution in (a) clay and (b) sandy clay loam soils. The Markov
chain states are 0.1-mm-thick.

(Eq. (19)) with the shape parameter f being negative, although it is ilies of the GEV distribution seem to be appropriate for describing
very close to zero. Therefore, the Weibull and the Gumbel subfam- the pitting rate in the pipeline over the selected estimation period.
 Author's personal copy
2204 F. Caleyo et al. / Corrosion Science 51 (2009) 2197–2207
Fig. 6. Comparison of the time evolutions of (a) the mean and (b) standard
deviation of the Markov chain-modelled and Monte-Carlo-simulated pit depth
distributions for all soils. The Markov chain states are 0.1-mm-thick.
Fig. 7. Comparison of the Monte-Carlo-simulated [16] and Markov chain-predicted
long-term pitting corrosion distributions in the All soil category. The Markov chain
states are 0.1-mm-thick.
Fig. 8. Results of the Markov chain modelling of pitting damage evolution from
repeated in-line inspections. (a) Measured and modelled pit depth distributions. (b)
Predicted pitting corrosion rate for the 2002–2012 period. The Markov chain states
are 0.1-mm-thick.
3.3. Modelling pitting corrosion in immersion test coupons
With the purpose of illustrating the versatility of the proposed
model, the final application example involves the modelling of
laboratory-induced pitting corrosion in coupons of 1  1 cm2
from API-5L X52 pipeline steel immersed for different periods
of time in a solution with characteristics close to those found in
soils. The experimental details and the results of these pitting
experiments were reported recently by Rivas et al. [19]. The grey
shaded histograms shown in Fig. 9a represent the pit depth distri-
butions of the stable pits induced in the investigated coupons for
the selected immersion times (1, 3, 7, 15, 21 and 30 days). The
observed time evolution of the mean pit depth is shown in
Fig. 9b. It was fitted to a power law function with a pitting expo-
nent m = 0.4175, while the pitting starting time was assumed to
be negligible (tsd = 0) with respect to the duration of the immer-
sion tests.
The coupon thickness was divided in non-overlapping 1-lm-
thick discrete states to represent the pitting damage through Mar-
kov chains with states ranging from m = 1 to m = N = 150. The
empirical pit depth distribution for a 1-day exposure was used as
pm(t0). The total number of pits in the 1-day coupons was
NT1 = 1019, and the non-parametric mean and standard deviation
of this distribution were found to be 17.6 and 5.5 lm, respectively
 Author's personal copy
F. Caleyo et al. / Corrosion Science 51 (2009) 2197–2207
Fig. 9. Empirical and Markov chain-modelled distributions for immersion pitting corrosion tests in pipeline steel. (a) Pit depth distributions. (b) Time evolution of the means.
(c) Time evolution of the standard deviations. The Markov chain states are 1-lm-thick.
(see Table 3 in [19]). From pm(t0 = 1) = Nm/NT1, where Nm is the
number of pits with depth in the m-th state, the damage distribu-
tion pn(t) was predicted for the immersion times at which the
empirical depth distribution had been obtained.
The pit depth probability distributions predicted for the immer-
sion times greater than 1 day using the proposed Markov chain
model are shown in continuous thick lines in Fig. 9a. Qualitatively,
the agreement between the observed and Markov chain-predicted
pit depth distributions is reasonably good, even when some of the
experimental depth distributions (t P 15 days) are not strictly uni-
modal. The bimodal character of these distributions was explained
by Rivas et al. [19] on the basis of the physicochemical dependence
among the growing pits in the test coupons. However, this fact
does not seem to impair the suitability of the proposed Markov
chain framework for modelling the results of these immersion
tests.
2205
The relatively good quality of the Markov chain estimations is
further corroborated in Fig. 9b and c, where the time evolutions
of the mean and standard deviation of the Markov chain-predicted
pit depth distributions are compared with the empirical values. It
can be seen that, for all immersion times, the predicted mean
and standard deviation are within the 95% prediction bands of
the power law model fitted to the experimental data. It is impor-
tant to underline that the largest disagreement is observed
between the experimental and modelled mean values for the
15- and 21-day pit depth distributions (Fig. 9b). This disagreement
is most likely related to the fact that the empirical distributions for
these exposure times are associated with a noticeably bimodal
character due to the pit interdependence [19]. Nonetheless, the re-
sults shown in Fig. 9 are interpreted by the authors as a confirma-
tion of the accuracy and adaptability of the proposed Markov chain
modelling framework.
 Author's personal copy

2206 F. Caleyo et al. / Corrosion Science 51 (2009) 2197–2207

4. Concluding remarks pretation, when Markov chains are used for modelling pitting cor-
rosion, is the aim of ongoing research by the authors.
A new Markov chain model for pitting corrosion has been devel-
oped and validated using both synthetic and experimental pitting Acknowledgement
corrosion data. The use of a continuous-time, non-homogenous lin-
ear growth (pure birth) Markov process for modelling pitting cor- This work was performed during a stay of A. Valor at the Na-
rosion is particularly attractive due to the existence of a closed tional Polytechnic Institute (ESIQIE-IPN), Mexico, under research
form solution (Eq. (3)) to the system of Kolmogorov’s forward project No. 428817805. The comments provided by the reviewers
equations that describe this type of Markov process. The use of this are greatly appreciated.
solution avoids a reduction of the number of states for the sake of
mathematical simplicity or the requirement of assumptions about Appendix A
the staying time of the pitting damage in a given state.
Critical to the development of the proposed model is the The stochastic expression for the instantaneous corrosion rate
assumption that the Markov chain-derived stochastic mean of can be obtained based on the properties of the negative binomial
the pitting damage equals the deterministic, empirical mean of distribution [20] and the expression for the probability ps.
the process. Such an assumption allows the transition probability Let us assume that the pit depth is in the m-th state at t0. In this
function to be identified only from the pitting starting time and case, the average value of the damage rate over an interval Dt,
the pitting exponent (Eq. (14)). Furthermore, at least for the situa- starting at t0, can be approximated by:
tions in which the power law model accurately describes the pit-
E½n  m
ting process, this assumption requires that the functional form of tðm; t0 ; DtÞ ¼ ðA-1Þ
the stochastic and deterministic instantaneous pitting rates also
Dt
agree. This supports the idea that the intensities of the transitions According to Eq. (3), pm,n(t0, t0 + Dt) has a negative binomial dis-
in the Markov process are closely related to the pitting damage tribution NegBin(r, p) with parameters r = m and p = ps. Therefore,
rate. its expected value over Dt is given by [20]:
The fact that the transition probability function depends only E½n  m ¼ mð1  ps Þ=ps ðA-2Þ
on the pitting starting time tsd and the pitting exponent m can be
explained by considering this function to be directly related to For the conditions considered in this deduction, the expression
the corrosion rate (see Eqs. (5), (14) and (15)). The pitting propor- for ps is:
tionality coefficient j in the power law model for pit depth appears
ps ¼ efqðt0 þDtÞqðt0 Þg ðA-3Þ
implicitly in the model when the initial distribution pm(t0) is mea-
sured or assumed. One of the advantages of the Markov chain ap- If expressions (A-2) and (A-3) are substituted into (A-1), the
proach over deterministic [14] and other stochastic models [12] for average damage rate over Dt becomes:
pitting corrosion is that the Markov chain model is able to capture
ðefqðt0 þDtÞqðt0 Þg  1Þ
the dependence of the pitting rate on the pit depth and lifetime. tðm; t0 ; DtÞ ¼ m ðA-4Þ
Dt
Therefore, it allows for an estimation of not only the probability
distribution of the pitting rate associated with the entire pit popu- Based on the expression for q(t) (Eq. (12)) and using the fact
lation but also such a distribution for a subpopulation within spe- that, for sufficiently small values of x, the exponential function ex
cific lifetime and depth ranges. can be approximated by 1 + x, it can be shown that:
A knowledge of the dependence of the pitting starting time and  
mm Dt
exponent on the environmental characteristics determining the tðm; t0 ; DtÞ ! ln 1 þ ðA-5Þ
Dt!0 Dt t0
pitting damage allows for a generalisation of the model for a range
of pitting environments. This was illustrated in the present study This expression can be further simplified by taking into account
by modelling external pitting corrosion in underground pipelines that, for sufficiently small values of x, the function ln(1 + x) can be
in a range of soils. Importantly, this approach could be extended approximated by x. Therefore:
to investigate pitting corrosion in laboratory conditions. For exam- m
ple, the effects of chloride concentration and pH on pitting corro- tðm; t0 Þ ! m ðA-6Þ
Dt!0 t0
sion evolution in low carbon steels and aluminium are currently
being investigated by the authors using the proposed Markov chain This expression represents the stochastically-derived instanta-
model. neous corrosion rate for a pitting damage, whose depth is in the
Two questions that were not answered in this study are of par- m-th state at the moment in time t0.
amount significance for future work: How can the validity of the
assumption about the equality of the stochastic and deterministic References
pit depth means be assessed? What kind of pit populations can be
[1] T. Shibata, Statistical and stochastic approaches to localized corrosion,
described by means of the proposed Markov chain model? Corrosion 52 (1996) 813–830.
In the theory of stochastic processes, the answer to the first of [2] P.M. Aziz, Application of the statistical theory of extreme values to the analysis
these questions is known for situations in which counting pro- of maximum pit depth data for aluminium, Corrosion 13 (1956) 495–506.
[3] D.R. Cox, H.D. Miller, The Theory of Stochastic Processes, first ed., Chapman &
cesses are considered (see page 189 in [3]). In the case of pitting Hall, CRC, Boca Raton Florida, 1965.
corrosion, the prediction and interpretation of the equality of the [4] J.W. Provan, E.S. Rodrı́guez III, Part I: Development of Markov description of
stochastic and deterministic pit depth means are not straightfor- pitting corrosion, Corrosion 45 (1989) 178–192.
[5] A. Valor, F. Caleyo, L. Alfonso, D. Rivas, J.M. Hallen, Stochastic modelling of
ward. Still, the equality of the means seems to hold true for all pitting corrosion: a new model for initiation and growth of multiple corrosion
the cases studied in this work. The second question seems to be re- pits, Corros. Sci. 49 (2007) 559–579.
lated to the existence and type of the limiting distribution of the [6] T.B. Morrison, R.G. Worthingham, Reliability of high pressure line pipe under
external corrosion, in: Proc. 11th ASME Int. Conf. Offshore Mechanics and Artic
state occupation probabilities after a sufficiently long period of Eng., vol. V, Part B, Book No. H0746B, Calgary, Canada, June 7–12, 1992, pp.
time [3]. Both aspects are of a fundamental nature, and their inter- 401–408.
 Author's personal copy
F. Caleyo et al. / Corrosion Science 51 (2009) 2197–2207
[7] H.P. Hong, Inspection and maintenance planning of pipeline under external
corrosion considering generation of new defects, Structural Safety 21 (1999)
203–222.
[8] F. Bolzoni, P. Fassina, G. Fumagalli, L. Lazzari, E. Mazzola, Application of
probabilistic models to localized corrosion study, Metallurgia Italiana 98
(2006) 9–15.
[9] T. Zhang, L. Xiaolan, S. Yawei, M. Guozhe, W. Fuhui, Electrochemical noise
analysis on the pit corrosion susceptibility of Mg–10Gd–2Y–0.5Zr, AZ91D alloy
and pure magnesium using stochastic model, Corros. Sci. 50 (2008) 3500–
3507.
[10] S.A. Timashev, M.G. Malyukova, L.V. Poluian, A.V, Bushiskaya, Markov
description of corrosion defects growth and its application to reliability
based inspection and maintenance of pipelines, in: Proc. 7th ASME Int. Pipeline
Conf. IPC2008, Calgary, Canada, Paper IPC2008-64546, September 26–29,
2008.
[11] T.B. Morrison, G. Desjardin, Determination of corrosion rates from single in-
line inspection of a pipeline, NACE One day seminar, Houston, TX, December 1,
1998.
[12] J.L. Alamilla, E. Sosa, Stochastic modelling of corrosion damage propagation in
active sites from field inspection data, Corros. Sci. 50 (2008) 1811–1819.
View publication stats
2207
[13] Y. Katano, K. Miyata, H. Shimizu, T. Isogai, Predictive model for pit growth on
underground pipes, Corrosion 59 (2003) 155–161.
[14] J.C. Velazquez, F. Caleyo, A. Valor, J.M. Hallen, Predictive model for pitting
corrosion in buried il and gas pipelines, Corrosion 65 (2009) 332–342.
[15] E. Parzen, Stochastic Processes, Classics in Applied Mathematics, Society for
Industrial and Applied Mathematics (SIAM), PA, 1999.
[16] F. Caleyo, J.C. Velazquez, A. Valor, J.M. Hallen, Probability distribution of pitting
corrosion depth and rate in underground pipelines: a Monte Carlo study,
Corros. Sci. (2009), doi:10.1016/j.corsci.2009.05.019.
[17] S. Coles, An Introduction to Statistical Modelling of Extreme Values, Springer
Series in Statistics, Springer-Verlag, London, 2001.
[18] F. Caleyo, L. Alfonso, J.H. Espina, J.M. Hallen, Criteria for performance
assessment and calibration of in-line inspections of oil and gas pipelines,
Meas. Sci. Technol. 18 (2007) 1787–1799.
[19] D. Rivas, F. Caleyo, A. Valor, J.M. Hallen, Extreme value analysis applied to
pitting corrosion experiments in low carbon steel: comparison of block
maxima and peak over threshold approaches, Corros. Sci. 50 (2008) 3193–
3204.
[20] E. Parzen, Modern Probability Theory and its Applications, John Wiley and
Sons, Inc., Wiley Classics Library Edition, New York, 1992.