Domino Effect Analysis
Domino Effect Analysis
2, 2013
DOI: 10.1111/j.1539-6924.2012.01854.x
A new methodology is introduced based on Bayesian network both to model domino effect
propagation patterns and to estimate the domino effect probability at different levels. The
flexible structure and the unique modeling techniques offered by Bayesian network make it
possible to analyze domino effects through a probabilistic framework, considering synergistic effects, noisy probabilities, and common cause failures. Further, the uncertainties and the
complex interactions among the domino effect components are captured using Bayesian network. The probabilities of events are updated in the light of new information, and the most
probable path of the domino effect is determined on the basis of the new data gathered. This
study shows how probability updating helps to update the domino effect model either qualitatively or quantitatively. The methodology is applied to a hypothetical example and also to an
earlier-studied case study. These examples accentuate the effectiveness of Bayesian network
in modeling domino effects in processing facility.
KEY WORDS: Bayesian network; domino effect; risk analysis
1. INTRODUCTION
sequence of secondary accidents as nearby equipment items or units are involved in the accident by
means of heat, overpressure, and/or by the impact of
explosion-induced airborne fragments.
Although a remarkable progress in the risk and
safety analysis of individual accident scenarios limited to a single unit has been achieved in recent years,
domino accidents have gained less attention in the
context of quantitative risk assessment (QRA) both
because of their lower probability and higher complexity. However, frequent violent domino accidents
took place in the last decade(2,3) such as that occurred
in the BP Texas City refinery, where a vapor cloud
explosion (VCE) was followed by several other fires
and explosions.(4) These severe events have urgently
raised the demand for consideration of domino scenarios in quantitative risk analysis and safety reports.
Accordingly, the study of domino effects in the
literature has primarily been focused either on damage probability or on domino effect frequency estimation. Damage probability, alternatively known
as escalation probability, has been estimated using
distance-based models,(5) threshold values,(6) probit models,(79) combination of threshold values and
292
293
It is worth noting that knowing the likely pattern
and time line of accident propagation not only results
in a more realistic and accurate probability calculation, but it also helps the analyst choose the most efficient placement of safety barriers, whether passive
or active, to impede the progress of an accident or
cease it in the early stages.
Bayesian network (BN) is a probabilistic graphical method for reasoning under uncertainty(22) that
has recently started to be used as a promising substitute for the majority of conventional methods in
risk analysis and reliability engineering. A comprehensive statistical review of BN application can be
found in Ref. 23, where the growing appeal of BN
in various areas of reliability, risk, and maintenance
engineering has been shown over the last decade.
The reason for the popularity of BN among analysts lies in the fact that it benefits from both qualitative and quantitative modeling techniques. On the
one hand, BN takes advantage of its highly flexible
graphical structure to show the causal relationships
among the nodes of the network. And, on the other
hand, it determines the strength of such causal relationships through conditional probabilities assigned
to the nodes. If the system under study (e.g., a chemical process plant comprising several units) could be
considered as a set of variables (i.e., each variable
stands for a unit or an equipment item, depending
on the level of detail of the analysis), BN would be
used to factorize the joint probability distribution of
variables using the chain rule and d-separation rule,
significantly reducing the system complexity.
This article introduces a new methodology based
on BN for probability estimation and propagation
path determination of domino effects. After the
propagation network is developed based on escalation vectors and threshold values, it is modified to estimate the probability of domino effect in different
levels. The study also takes into account the possible synergistic effects of the primary event and secondary events to examine the possibility of domino
effect escalation to higher-order events such as tertiary events and so forth.
As the main purpose of this work is to establish a methodology for modeling and risk assessment
of domino effects, it does not focus in detail on the
methods used either to estimate escalation probabilities or to calculate physical effects such as heat radiation or explosion overpressure needed for escalation probability estimation. The article benefits from
generic data available in the literature or applies
294
simple methods to obtain those data lacking in the
literature.
Because the domino effect definition, characteristics, components, and relevant case studies have
been comprehensively discussed in the literature,
only the terminology and main concepts used in this
article are recapitulated in Section 2. After a brief
review of the fundamentals of BN in Section 3, the
modeling framework of domino effect is presented
in Section 4, in which both propagation path and
probability estimation are modeled. In Section 5, a
practical application of the methodology is presented
whereas the conclusions from this work are discussed
in Section 6.
Khakzad et al.
X1
X2
X5
X4
X6
X3
Fig. 1. Domino effect where an accident in X 1 can trigger secondary accidents in X 2 , X 3 , and X 4 . According to threshold values, X 5 and X 6 are not impacted by X 1 .
tribute to the domino effect. The inclusion of secondary units in the domino effect not only intensifies the accident, causing more severe consequences,
but also helps the domino effect escalate to the next
level by impacting tertiary units. The escalation vectors originating from secondary events in turn trigger
other accidents in tertiary units either by themselves
or through synergistic effects.
Generally speaking, through synergistic effects,
the escalation vectors of newly engaged units (of order i) cooperate with those of already engaged units
(of order i 1) to impact the units of higher order
(of order i + 1) that had not passed the threshold
criteria in previous levels. For example, according to
Fig. 1, units X 5 and X 6 are more likely to be involved
in the domino effect as the escalation vectors of the
secondary units X 2 , X 3 , and X 4 are added to that
of the primary unit X 1 , promoting the domino effect
from the first level to the second level.
2.2. Escalation Probability
As mentioned earlier, the initial selection of
potentially vulnerable units in each level of domino
effect is performed based on a comparison between
escalation vectors and threshold values. By this procedure, although a qualitative propagation pattern of
the domino effect would be schematized, the model
cannot be quantitatively analyzed unless the escalation probabilities of vulnerable units are determined.
Among methods proposed in the literature,
probit methods(79,16,17) have been widely used to
estimate the escalation probability of equipment
295
because of simplicity and flexibility, enabling application to a wide variety of equipment.(9) Probit methods may consider both the type of equipment (e.g.,
atmospheric or pressurized) and the type of escalation vector the equipment receives (e.g., heat radiation or explosion overpressure) to calculate the
probit value Y.(16)
Generally, Y can be obtained using Equation (1):
Y = a + b ln(V),
(1)
where a and b are probit coefficients determined using experimental data and regression methods, and
V is either the escalation vector (e.g., static overpressure P [kPa] in the case of explosion) or an
escalation-related parameter (e.g., time to failure
of the vulnerable equipment, ttf (s), in the case of
heat radiation). After Y is determined, the escalation
probability, PEscalation , could be calculated as:
PEscalation = (Y 5),
(2)
where is the cumulative density function of standard normal distribution. In this study, the probit
methods proposed by Cozzani et al.(16) are used to
obtain the probit values for overpressure and heat radiation.
Single-hit dose-response models such as probit
models express the escalation probabilities as a function of escalation vectors. However, significant uncertainty arising from the lack of information or the
extrapolation of escalation vectors has caused the
probit models to lead to different results.(27) Therefore, multi-hit dose-response models have been proposed to overcome such limitations with a promising
potential of application in domino effect modeling.
However, as the main aim of this work is to introduce
a new methodology based on BN, it does not further
discuss such models, which are an important area of
future exploration.
3. BAYESIAN NETWORKS
BN is a directed acyclic graph for reasoning under uncertainty in which the nodes represent variables and are connected by means of directed arcs.
The arcs denote dependencies or causal relationships
between the linked nodes, whereas the conditional
probability tables (CPTs) assigned to the nodes determine the type and strength of such dependencies.
In BN, nodes from which arcs are directed are called
parent nodes whereas nodes to which arcs are directed are called child nodes. In fact, a node can simultaneously be the child of a node and the parent
n
(3)
i=1
P(U, E)
P(U, E)
=
.
P(E)
P(U, E)
(4)
In addition to its capability for probability updating, the flexible structure and modeling techniques
of BN, which allow incorporating conditional probabilities, multistate variables, and common cause failures, have helped it emerge as a reliable alternative
to most conventional methods. Accordingly, it has
been applied as a substitute for reliability block diagrams,(28) fault trees,(29,30) event trees,(31) and bowties(32) in the context of risk assessment and safety
analysis.
However, the capability of BN in the modeling of
domino effects, where complex interactions of variables cannot be neglected, has not yet been examined. So, the next section is aimed at showing how
BN can be employed for either qualitative or quantitative investigation of domino effects.
4. DOMINO MODELING
4.1. Propagation Pattern
To model the likely propagation path of domino
effect, the following steps are taken:
Step 1: According to the layout of the process
plant of concern, a node is assigned to each process
unit. These units are either susceptible to the accident or capable of escalating the accident, including
296
Khakzad et al.
(3)
X2
(1)
X1
(4)
X5
(2)
X3
(4)
(3)
X4
X6
297
Step 1
Specification of
primary unit
Step 5
Identification of
accident scenarios
Step 3
Calculation of
escalation vectors
Step 4.1
Propagation of domino
effect to the next level
Comparison with
threshold values
Step 4.2
Calculation of probit
values
Step 4.3
Estimation of escalation
probabilities
Step 4.4
Identification of
secondary units
(5)
It should be noted that choosing another starting point rather than X 1 would result in a BN different from that developed in Fig. 2 and consequently
a joint probability distribution different from that
shown in Equation (5). However, assuming X 1 as
the primary unit and according to Fig. 2 and Equation (5), the likely timeline or sequential order of the
events would be as X1 X3 X2 / X4 X5 / X6 .
4.2. Domino Probability
Knowing the propagation pattern of the domino
effect, the occurrence probability of the domino effect at different levels can be estimated. Generally,
the probability of the domino effect (PDomino ) is calculated as the multiplication of the probability of the
primary event (PPrimary ) and the escalation probability of the impacted units (PEscalation ):
PDomino = PPrimary PEscalation .
Identification of potential
secondary units
Step 6
calculated as:
P(U) = P(X1 )P(X3 |X1 )P(X2 |X1 , X3 )P(X4 |X1 , X3 )
Identification of
credible units
(6)
(7)
Yes
To account for the union of X 2 and X 4 represented in Equation (8), Fig. 2 can be modified by
adding the auxiliary node L1 such that L1 = X2 X4
(Fig. 4). So, X 2 and X 4 are connected to L1 using
OR-gate causal arcs,(29,30) resulting in the CPT shown
in Table I for the node L1 . It should be noted that
the probability of L1 equals the propagation probability of the domino effect to the second level, i.e.,
the probability that at least one of the tertiary units
X 2 and X 4 is involved in the accident.
Similarly, for the domino effect to proceed to the
third level, it is necessary that the accident in the
298
Khakzad et al.
X2
X1
X3
X5
L1
L2
X4
X6
X4
Accident
Safe
Accident
Safe
Accident
Safe
1
1
1
0
0
0
0
1
X3
Accident
Safe
Accident
Safe
Accident
Safe
1
0
0
0
0
1
1
1
tertiary units propagate into at least one of the quaternary units. For example, according to Fig. 2, either X 5 or X 6 has to be impacted by the second-level
domino effect to have a third-level domino effect. In
this way, the probability of the third-level domino effect is:
PThird level = P(X1 )P(X3 |X1 )P(X2 X4 |X1 , X3 )
(9)
P(X5 X6 |X2 , X3 , X4 ).
As for X 2 and X 4 , the union of X 5 and X 6 could
be accounted for by adding another auxiliary node
L2 to the BN (Fig. 4) such that L2 = X5 X6 .
299
DL1
DL2
DL3
X2
X5
X1
X3
L1
L2
X4
X1
X6
(11)
X3
(1 Pi ),
iPa(X)
(1 Pi ). (12)
iPa(X)
X1
Accident
Safe
Accident
Safe
P13
0
1 P13
1
300
Khakzad et al.
DL1
X3
X1
Accident
Safe
Accident
Safe
T1
T2
DL2
50 m
T2
T1
T3
60 m
75 m
T3
4.3. An Example
For the sake of clarity, the application of the
methodology developed in the previous sections is
shown using a simple example. Fig. 6 depicts a tank
farm consisting of three atmospheric storage tanks
(Step 1). The characteristics of the tanks are listed
in Table V.
Because of the illustrative purpose, only one accident scenario (i.e., pool fire [PF]) and escalation
vector (i.e., heat radiation) are assumed for the units.
Because the primary probabilities are identical for all
three units, T 1 is selected as the primary unit (Step 2)
because it can produce stronger escalation vectors
(because of the larger inventory of hazardous substance). Also, the threshold value for radiation ef-
Type
Substance
Content (t)
Accident Scenario
Primary Probability
Escalation Vector
Atmospheric
Atmospheric
Atmospheric
Gasoline
Xylene
Gasoline
500
200
200
Pool fire
Pool fire
Pool fire
1.0E-05
1.0E-05
1.0E-05
Heat radiation
Heat radiation
Heat radiation
301
D4
D1
D2
D5
D3
D6
D7
D8
D1
D2
D3
D4
D5
D6
D7
D8
D1
D2
D3
D4
D5
D6
D7
D8
50
100
50
71
112
100
112
50
50
71
50
71
112
100
100
50
112
71
50
142
112
50
71
112
50
100
50
71
71
50
71
50
50
71
50
112
71
50
100
50
112
71
100
112
142
50
71
112
50
112
100
112
71
50
71
50
302
Khakzad et al.
Table VII. Overpressure Escalation Vectors (kPa)(37)
D1
D2
D3
D4
D5
D6
D7
D8
D1
D2
D3
D4
D5
D6
D7
D8
10
4
10
8
4
4
4
10
10
8
10
8
4
4
4
10
4
8
10
2
4
10
8
4
10
4
10
8
8
10
8
10
10
8
10
4
8
10
4
10
4
8
4
4
2
10
8
4
10
4
4
4
8
10
8
10
D1
D2
D3
D4
D5
D6
D7
D8
D1
D2
D3
D4
D5
D6
D7
D8
19.3
4.6
19.3
9.3
3.6
4.6
3.6
19.3
19.3
9.3
19.3
9.3
3.6
4.6
4.6
19.3
3.6
9.3
19.3
2.2
3.6
19.3
9.3
3.6
19.3
4.6
19.3
9.3
9.3
19.3
9.3
19.3
19.3
9.3
19.3
3.6
9.3
19.3
4.6
19.3
3.6
9.3
4.6
3.6
2.2
19.3
9.3
3.6
19.3
3.6
4.6
3.6
9.3
19.3
9.3
19.3
comparison among the threshold values and the escalation vectors in Tables VII and VIII, D1 can impact
D2 and D4 by either heat radiation or overpressure
although it affects D5 only by overpressure. Thus, D2
and D4 are selected as the secondary units because
of their higher escalation probabilities, which in turn
can result in PF or VCE (with equal probabilities).
In this regard, causal arcs are directed from D1 to
the aforementioned nodes in the corresponding BN
in Fig. 9.
Similarly, the secondary units are likely to
trigger other accidents in the tertiary or quaternary
units. In this case study, regardless of the type of
accidents in D2 and D4 , units D3 , D5 , and D7 can be
involved in the domino effect as tertiary units. It is
worth noting that among the tertiary units, only D5
is impacted by the synergistic effect of the primary
and the secondary units. Similarly, units D6 and
D8 are impacted as quaternary units in the domino
effect. Drawing causal arcs from the parent units to
the associated children units, the likely propagation
pattern of the domino effect in the tank farm would
be as shown in Fig. 9.
To calculate the probability of the domino effect,
the escalation probabilities of units D2 to D8 for every state combination of their parents are calculated
using the probit models suggested in Ref. 16, considering synergistic effect and noisy gates. For example, the escalation probability of D5 given VCE in
D1 , PF in D2 , and also VCE in D4 , i.e., P(D5 |D1 =
VCE, D2 = PF, D4 = VCE), can be calculated using
the noisy-OR gate probability as follows.
P(D5 |D2 =
If
P(D5 |D1 = VCE) = 0.0211,
PF) = 5.43 106 , and P(D5 |D4 = VCE) = 0.0685,
then P(D5 |D1 = VCE, D2 = PF, D4 = VCE) = 1
(1 0.0211)(1 5.43 106 )(1 0.0685), of which
there is a 50% probability to have either a PF or
VCE, i.e., 4.408E 02.
To calculate the domino effect probabilities,
nodes L1 , L2 , L3 , DL1 , DL2 , and DL3 are added to
the BN (Fig. 10). After the CPTs are assigned to the
nodes, the BN is analyzed using HUGIN software.(36)
The accident probabilities and the probability of
the domino effect at sequential levels are listed in
Table IX (columns 2 and 3). It should be remarked
that in Table IX, the values listed for DL0 , DL1, DL2 ,
and DL3 include both the probabilities of PF and
VCE. It should be noted that the probability of the
zero-level domino effect, P(DL0 ), equals the probability of the primary event, P(D1 ).
According to the prior probabilities in columns
2 and 3 of Table IX, among the tertiary events, i.e.,
D3 , D5 , and D7 , the probability of D5 is an order of
303
Comparing the domino effect probabilities at different levels, it is also noted that except for P(DL0 )
and P(DL1 ), which differ in amount by two orders of magnitude, the difference between sequential domino levels is one order of magnitude. This
implies that even though the probability of the firstlevel domino effect given the primary event is not
very high, its propagation from the first level to
the second level and from the second level to the
third level is significant and cannot be neglected.
Consequently, in the allocation of safety measures,
multi-level domino effects should be taken into
consideration.
304
Khakzad et al.
Table IX. Domino Effect Probabilities
First Modeling
Second Modeling
Posteriors given D6 = PF
Priors
Posteriors given D6 = PF
Priors
Unit
PF
VCE
PF
VCE
PF
VCE
PF
VCE
D1
D2
D3
D4
D5
D6
D7
D8
DL0
DL1
DL2
DL3
1.00E-05
6.86E-08
2.35E-09
6.86E-08
2.62E-08
1.72E-09
2.35E-09
1.72E-09
1.20E-05
2.65E-07
2.42E-08
1.92E-09
2.00E-06
6.86E-08
2.35E-09
6.86E-08
2.62E-08
1.72E-09
2.35E-09
1.72E-09
2.00E-04
1.60E-02
1.68E-02
3.23E-02
2.46E-02
1.00E+00
3.10E-03
2.07E-02
1.00E+00
6.36E-01
2.87E-01
2.87E-01
9.99E-01
5.51E-01
7.80E-02
9.04E-02
5.59E-01
0.00E+00
3.10E-03
2.07E-02
1.00E-05
6.86E-08
2.71E-09
6.86E-08
2.11E-08
1.59E-09
2.71E-09
1.59E-09
1.20E-05
3.02E-07
1.63E-08
2.00E-06
6.86E-08
2.71E-09
6.86E-08
2.11E-08
1.59E-09
2.71E-09
1.59E-09
2.00E-04
1.57E-02
4.62E-02
3.43E-02
4.90E-03
1.00E+00
1.06E-02
2.28E-02
1.00E+00
1.00E+00
1.00E+00
9.99E-01
5.60E-01
4.62E-02
3.43E-02
5.49E-01
0.00E+00
1.06E-02
2.28E-02
The
probability of the zero-level domino effect, P(DL0 ), equals the sum of the probability of the different accident scenarios (PF and
VCE) of the primary event, i.e., P(D1 = PF) + P(D1 = VCE).
As previously mentioned, the BN takes new information into account to update the prior probabilities (see Equation (4)). This way, the posterior
probability of events given an item of evidence (e.g.,
the knowledge about the state of a node), and
also the most probable configuration of events leading to the evidence, are often of significant importance.(29,30,32)
To perform probability updating in this case
study, the updated probabilities of events (posteriors) are calculated given that a PF has been observed
in D6 , i.e., P(Di |D6 = PF) in which i = 6. The posteriors are listed in Table IX (columns 4 and 5). Also,
the most probable configuration of events leading to
the PF in D6 is determined as (D1 = VCE) (D5 =
VCE) (D6 = PF) whereas the other units are in
the safe state.
Considering the most probable configuration, it
can be seen that the domino effect has proceeded
to the second level, escalating D5 , without passing
through the first level, resulting in no escalation of
D2 or D4 . This is also evident from the posterior
probabilities of the sequential levels of the domino
effect (the last four numbers in column 3 of Table
IX); despite the observation of a PF in D6 , which implies that the domino effect must be in its third level
(i.e., P(DL3 ) = 1.0), the probability of the third-level
domino effect is noticeably below 1.0, i.e., P(DL3 ) =
2.871 101 . Furthermore, being in the third level
necessitates the domino effect having already passed
the first and second levels, i.e., P(DL1 ) = P(DL2 ) =
1.0. However, according to Table IX, these values
also differ from what is expected.
305
6. CONCLUSION
ACKNOWLEDGMENTS
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