Probalistic Fatigue Statistics

  • Upload
    apmapm

  • View
    215

  • Download
    0

Embed Size (px)

Citation preview

  • 8/15/2019 Probalistic Fatigue Statistics

    1/110

    Professor Darrell F. Socie

    © 2003-2014 Darrell Socie, All Rights Reserved

    Probabilistic Aspects of Fatigue

  • 8/15/2019 Probalistic Fatigue Statistics

    2/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 1 of 108

    Probabilistic Aspects of Fatigue

    Introduction

    Statistical Techniques

    Sources of Variability

  • 8/15/2019 Probalistic Fatigue Statistics

    3/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 2 of 108

    Probabilistic Models

    Probabilistic models are no better than theunderlying deterministic models

    They require more work to implement

    Why use them?

  • 8/15/2019 Probalistic Fatigue Statistics

    4/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 3 of 108

    Quality and Cost

    Taguchi

    Identify factors that influence performance

    Robust design – reduce sensitivity to noise

     Assess economic impact of variation

    Risk / Reliability

    What is the increased risk from reduced testing ?

  • 8/15/2019 Probalistic Fatigue Statistics

    5/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 4 of 108

    Risk

    10-9

    10-8

    10-7

    10-6

    10-5

    10-4

    10-3

         R     i    s     k

    Time, Flights etc

     Acceptable risk

  • 8/15/2019 Probalistic Fatigue Statistics

    6/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 5 of 108

    Reliability

    99 %

    80 %

    50 %

    10 %

    1 %

    0.1 %

         E    x    p    e    c     t    e     d     F    a

         i     l    u    r    e    s

    106

    Fatigue Life

    105104103

  • 8/15/2019 Probalistic Fatigue Statistics

    7/110Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 6 of 108

    Risk Contribution Factors

    OperatingTemperature

     Analysis Uncertainty

    Speed

    MaterialProperties

    Manufacturing

    Flaws

  • 8/15/2019 Probalistic Fatigue Statistics

    8/110Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 7 of 108

    Uncertainty and Variability

    customers

    materials manufacturing

    usage

    107

    Fatigue Life, 2Nf 

    1

    10 102 103 104 105 106

    0.1

    10-2

    1

    10-3

    10-4     S     t    r    a     i    n     A    m    p     l     i     t    u     d    e time

    50%

    100 %

         F    a     i     l    u    r    e

        s

    Strength

    Stress

  • 8/15/2019 Probalistic Fatigue Statistics

    9/110Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 8 of 108

    Deterministic versus Random

    Deterministic – from past measurements the future positionof a satellite can be predicted with reasonable accuracy

    Random – from past measurements the future position of a car can only be described in terms of probability andstatistical averages

  • 8/15/2019 Probalistic Fatigue Statistics

    10/110Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 9 of 108

    Deterministic Design

    Stress Strength

    SafetyFactor 

    Variability and uncertainty is accommodated by introducingsafety factors. Larger safety factors are better, but how much

    better and at what cost?

  • 8/15/2019 Probalistic Fatigue Statistics

    11/110Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 10 of 108

    Probabilistic Design

    Stress Strength

    Reliability = 1 – P( Stress > Strength )

  • 8/15/2019 Probalistic Fatigue Statistics

    12/110Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 11 of 108

    3 Approach

    3 contains 99.87% of the data

    If we use 3 on both stress and strength

    The probability of the part with the lowest strength

    having the highest stress is very small

    P( s < S ) = 2.3 10-3

      5.4103.5)Sss(P)failure(P   6

    For 3 variables, each at 3 :

      7.5102.1)failure(P   8

  • 8/15/2019 Probalistic Fatigue Statistics

    13/110Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 12 of 108

    Benefits

    Reduces conservatism (cost) compared toassuming the “worst case” for every designvariable

    Quantifies life drivers – what are the mostimportant variables and how well are theyknown or controlled ?

    Quantifies risk

  • 8/15/2019 Probalistic Fatigue Statistics

    14/110Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 13 of 108

    Reliability Analysis

    1 32

    0.2

    0.4

    0.6

    0.8

         P    r    o     b    a     b     i     l     i     t    y     D    e    n    s     i     t    y

    0.2

    0.4

    0.6

    0.8

         P    r    o     b    a     b     i     l     i     t    y     D    e    n    s     i     t    y

    1 32

    0.1

    0.2

    0.3

    0.4

    -3 -2 -1 0 1 2 3

         P

        r    o     b    a     b     i     l     i     t    y     D    e    n    s     i     t    y

    Stressing Variables

    Strength Variables0.2

    0.4

    0.6

    0.8

         P    r    o     b    a     b     i     l     i     t    y     D    e    n    s     i     t    y

    1 32

    P( Failure )

     Analysis

    ?

  • 8/15/2019 Probalistic Fatigue Statistics

    15/110Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 14 of 108

    Probabilistic Analysis Methods

    Monte Carlo

    Simple

    Hypercube sampling

    Importance sampling Analytical

    First order reliability method FORM

    Second order reliability method SORM

  • 8/15/2019 Probalistic Fatigue Statistics

    16/110Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 15 of 108

    Statistical Techniques

    Normal Distributions

    LogNormal Distributions

    Monte Carlo

    Distribution Fitting

  • 8/15/2019 Probalistic Fatigue Statistics

    17/110Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 16 of 108

    Failure Probability

    )Sss(P    

    Let  be the stress and S the fatigue strength

    Given the distributions of   and S find theprobability of failure

    Stress,  Strength, S

    s

  • 8/15/2019 Probalistic Fatigue Statistics

    18/110Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 17 of 108

    Normal Variables

    Linear Response Function

    n

    1i

    iio   XaaZ

    Xi ~ N( i , Ci )

    n

    1i

    iioz   aa

    n

    1i

    2

    i

    2

    iz   a

  • 8/15/2019 Probalistic Fatigue Statistics

    19/110Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 18 of 108

    Calculations

    Z = S - 

    z = S - 

    22

    Sz  

    ~ N( 100 , 0.2 )  = 20z = 200 -100 = 100

    S ~ N( 200 , 0.1 ) S = 20

    Stress,  Strength, S

    Safety factor of 2

    2.282020   22z  

    Let Z be a random variable:

  • 8/15/2019 Probalistic Fatigue Statistics

    20/110Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 19 of 108

    Failure Probability

    Failure will occur whenever Z

  • 8/15/2019 Probalistic Fatigue Statistics

    21/110Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 20 of 108

    Failure Distribution

    Stress,  Strength, S

    What is the expected distribution in fatigue lives?

  • 8/15/2019 Probalistic Fatigue Statistics

    22/110Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 21 of 108

    Fatigue Data

    b

    '

    f )N2(2

    S

    102 103 104 105 106 107Fatigue Life

    101

    1000

    100

    10

    1

         S     t    r    e    s    s

         A    m    p     l     i     t    u     d    e

    '

    b

    1

    '

    f 2

    SN2

     

      

     

    b

    1

  • 8/15/2019 Probalistic Fatigue Statistics

    23/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 22 of 108

    LogNormal Variables

    n

    1i

    a

    ioiXaZ

    a’s are constant and Xi ~ LN( xi , Ci )

    n

    1i

    a

    ioiXaZmedian

    n

    1i

    a2

    XZ   1C1CCOV

    2i

    i

  • 8/15/2019 Probalistic Fatigue Statistics

    24/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 23 of 108

    Calculations

    Stress,  Strength, S

    ~ LN( 250 , 0.2 )  = 50

    ~ LN( 1000 , 0.1 )  = 100

    b1

    '

    f 2

    SN2

     

      

     

    '

    b = -0.125

    2S

      8'

    8

    f 2

    S

    N2Z    

      

     

    8'

    8

    f 2

    SN2Z  

     

      

     

      1COV1COV1COV2

    2 8282

    SZ    

  • 8/15/2019 Probalistic Fatigue Statistics

    25/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 24 of 108

    Results

    '

    f S/2   2Nf    Percenti l e Li fe

    x   250 1000 355,368 99.9 17,706,069

    COVx   0.2 0.1 4.72 99 4,566,613

    95 1,363,200

    lnx   5.50 6.90 11.21 90 715,589X 245 995 73,676 50 73,676

    x   50 100 1,676,831 10 7,586

    lnx   0.198 0.100 1.774 5 3,982

    1 1,189

    b = -0.125 0.1 307

  • 8/15/2019 Probalistic Fatigue Statistics

    26/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 25 of 108

    Monte Carlo Methods

     

     

     

     

      cbf 

    '

    '

    b2

    2'

    f f  N2N2E

    E2

    SK

    Given random variables for Kf , S,Find the distribution of 2Nf 

    '

    '

    f  and 

    Z = 2Nf = ?

  • 8/15/2019 Probalistic Fatigue Statistics

    27/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 26 of 108

    Simple Example

    Probability of rolling a 3 on a die

    1 2 3 4 5 6

    f x(x) 1/6

    Uniform discrete distribution

  • 8/15/2019 Probalistic Fatigue Statistics

    28/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 27 of 108

    Computer Simulation

    1. Generate n random numbers between 1 and 6,all integers

    2. Count the number of 3’sLet Xi = 1 if 3

    0 otherwise

      n

    1i

    iXn13P

  • 8/15/2019 Probalistic Fatigue Statistics

    29/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 28 of 108

    EXCEL

    =ROUNDUP( 6 * RAND() , 0 )

    =IF( A1 = 3 , 1 , 0 )

    =SUM($B$1:B1)/ROW(B1)

    5 0 0

    3 1 0.5

    4 0 0.333333

    4 0 0.25

    5 0 0.2

    6 0 0.166667

    1 0 0.142857

    3 1 0.25

    3 1 0.333333

    6 0 0.3

  • 8/15/2019 Probalistic Fatigue Statistics

    30/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 29 of 108

    Results

    0.1

    0.2

    0.3

    0.4

    1 100 200 300 400 500

    trials

        p    r    o     b    a

         b     i     l     i     t    y

  • 8/15/2019 Probalistic Fatigue Statistics

    31/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 30 of 108

    Evaluate 

    x

    yP( inside circle )

    4

    r P

    2

    = 4 P

    x = 2 * RAND() - 1

    y = 2 * RAND() - 1IF( x2 + y2 < 1 , 1 , 0 )

    1

    -1

    1

    -1

  • 8/15/2019 Probalistic Fatigue Statistics

    32/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 31 of 108

    0

    1

    2

    3

    4

    1 100 200 300 400 500

    trials

  • 8/15/2019 Probalistic Fatigue Statistics

    33/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 32 of 108

    Monte Carlo Simulation

    Stress,  Strength, S

    ~ LN( 250 , 0.2 )  = 50

    ~ LN( 1000 , 0.1 )  = 100'f 

    b = -0.125

    2S

    b1

    '

    f 2

    SN2

     

      

     

    Randomly choose values of S andfrom their distributions'

    Repeat many times

  • 8/15/2019 Probalistic Fatigue Statistics

    34/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 33 of 108

    Generating Distributions

    0

    1

    x

    Fx(X)

    Randomly choose a value between 0 and 1

    x = Fx-1( RAND )

    RAND

  • 8/15/2019 Probalistic Fatigue Statistics

    35/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 34 of 108

    Generating Distributions in EXCEL

    =LOGINV(RAND(),ln,ln)

    =NORMINV(RAND(),,)

    Normal

    Log Normal

  • 8/15/2019 Probalistic Fatigue Statistics

    36/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 35 of 108

    EXCEL

    893 204 134,677

    1102 301 32,180

    852 285 6,355

    963 173 929,249

    1050 283 35,565

    1080 265 77,057

    965 313 8,227

    1073 213 420,456

    1052 226 224,000

    954 322 5,878965 240 68,671

    993 207 277,192

    1191 368 11,967

    831 210 59,473

    'f  2S

    2Nf 

  • 8/15/2019 Probalistic Fatigue Statistics

    37/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 36 of 108

    Simulation Results

    103

    99.9 %

    99 %

    90 %

    50 %

    10 %

    1 %

    0.1 %

    104 105 106 107 108

    Monte Carlo AnalyticalMean 11.25 11.21

    Std 1.79 1.77

         C    u

        m    u     l    a     t     i    v    e     P    r    o     b    a     b     i     l     i     t    y

    Life

  • 8/15/2019 Probalistic Fatigue Statistics

    38/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 37 of 108

    Summary

    Simulation is relatively straightforward and simple

    Obtaining the necessary input data and distributionsis difficult

  • 8/15/2019 Probalistic Fatigue Statistics

    39/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 38 of 108

    Maximum Load Data

    99.9 %

    99 %

    90 %

    50 %

    10 %

    1 %

    0.1 %

    100 1000

    Median 431

    COV 0.34

    200 500

    Maximum force from 42 drivers

         C    u    m    u     l    a     t     i    v    e     P    r    o     b

        a     b     i     l     i     t    y

    90% confidence COV 0.41

  • 8/15/2019 Probalistic Fatigue Statistics

    40/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 39 of 108

    Maximum Load Data

    Maximum Load

    0 200 400 600 800 1000 1200

    0.001

    0.002

    0.003

    0.004

         P    r    o     b    a     b

         i     l     i     t    y     D    e    n    s     i     t    y

    Normal COV = 0.34

    LogNormal

    Normal COV = 0.41

    Uncertainty in Variance is just as important,perhaps more important than the choice of the distribution

  • 8/15/2019 Probalistic Fatigue Statistics

    41/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 40 of 108

    Choose the “Best” Distribution

    0 200 400 600 800 1000

    Maximum Load

    Normal

    LogNormal

    Gumble

    Weibull

    0.001

    0.002

    0.003

         P    r    o     b    a     b     i     l     i     t    y     D    e

        n    s     i     t    y

    15 samples from a Normal Distribution

  • 8/15/2019 Probalistic Fatigue Statistics

    42/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 41 of 108

    Distributions

    Normal Strength

    Dimensions

    LogNormal

    Fatigue Lives Large variance in properties or loads

    Gumble Maximums in a population

    Weibull Fatigue Lives

  • 8/15/2019 Probalistic Fatigue Statistics

    43/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 42 of 108

    Central Limit Theorem

    as n  is the standard normal distribution

    If X1, X2, X3 ….. Xn is a random sample from the population,with sample mean X, then the limiting form of 

    n/

    XZ   X

  • 8/15/2019 Probalistic Fatigue Statistics

    44/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 43 of 108

    Translation

    When there are many variables affecting the outcome,The final result will be normally distributed even if theindividual variable distributions are not.

     As a result, normal distributions are frequentlyassumed for all of the input variables

  • 8/15/2019 Probalistic Fatigue Statistics

    45/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 44 of 108

    Example

    Probability of rolling a die

    1 2 3 4 5 6

    f x(x) 1/6

    Uniform discrete distribution

    Let Z be the summation of six dice

    Z = X1 + X2 + X3 + X4 + X5 + X6

  • 8/15/2019 Probalistic Fatigue Statistics

    46/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 45 of 108

    Results

    0

    10

    20

    30

    40

    50

    60

    6 12 18 24 30 36

    Z

         F    r    e    q    u    e

        n    c    y

    Central limit theorem states that the result should benormal for large n

    500 trials

    CZ = 0.20

    XZ = 21.12

  • 8/15/2019 Probalistic Fatigue Statistics

    47/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 46 of 108

    Central Limit Theorem

    Sums: Z = X1  X2  X3  X4  ….. Xn

    Z  Normal as n increases

    Products: Z = X1 • X2 • X3 • X4 • ….. Xn

    Z  LogNormal as n increases

    Normal and LogNormal distributions are often employedfor analysis even though the underlying populationdistribution is unknown.

  • 8/15/2019 Probalistic Fatigue Statistics

    48/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 47 of 108

    Key Points

     All variables are random and can be characterizedby a statistical distribution with a mean and variance.

    The final result will be normally distributed even if 

    the individual variable distributions are not.

  • 8/15/2019 Probalistic Fatigue Statistics

    49/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 48 of 108

    Sources of Variability

    customers

    materials manufacturing

    usage

    107

    Fatigue Life, 2Nf 

    1

    10 102 103 104 105 106

    0.1

    10-2

    1

    10-3

    10-4     S     t    r    a     i    n     A    m    p     l     i     t    u     d

        e

    Strength

    Stress

    Stress,  Strength, S

  • 8/15/2019 Probalistic Fatigue Statistics

    50/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 49 of 108

    Variability and Uncertainty

    Variability: Every apple on a tree has a different mass.

    Uncertainty: The variety of the apple is unknown.

    Variability: Fracture toughness of a material

    Uncertainty: The correct stress intensity factor solution

  • 8/15/2019 Probalistic Fatigue Statistics

    51/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 50 of 108

    Sources of Variability

    Stress Variables

    Loading

    Customer Usage

    Environment

    Strength Variables

    Material

    Processing

    Manufacturing Tolerance

    Environment

  • 8/15/2019 Probalistic Fatigue Statistics

    52/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 51 of 108

    Sources of Uncertainty

    Statistical Uncertainty

    Incomplete data (small sample sizes)

    Modeling Error 

     Analysis assumptions Human Error 

    Calculation errors

    Judgment errors

  • 8/15/2019 Probalistic Fatigue Statistics

    53/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 52 of 108

    Modeling Variability

    Products: Z = X1 • X2 • X3 • X4 • ….. Xn

    Z  LogNormal as n increases

    Central Limit Theorem:

    COVX

    0 0.5 1.0 1.5 2.0

    0.5

    1.0

    1.5

             l    n     X lnX ~ COVX

    COVX

    is a good measure of variability

  • 8/15/2019 Probalistic Fatigue Statistics

    54/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 53 of 108

    Standard Deviation, lnx

    COVX1 2 3

    68.3% 95.4% 99.7%

    0.05

    0.1

    0.25

    0.5

    1

    1.05

    1.10

    1.28

    1.60

    2.30

    1.11

    1.23

    1.66

    2.64

    5.53

    1.16

    1.33

    2.04

    3.92

    11.1

    99.7% of the data is within a factor of   1.33 of the mean for a COV = 0.1

    COV and LogNormal Distributions

  • 8/15/2019 Probalistic Fatigue Statistics

    55/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 54 of 108

    Variability in Service Loading

    Quantifying Loading Variability

    Maximum Load

    Load Range

    Equivalent Stress

  • 8/15/2019 Probalistic Fatigue Statistics

    56/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 55 of 108

    Maximum Force

    99.9 %

    99 %

    90 %

    50 %

    10 %

    1 %

    0.1 %

    100 1000

    Median 431

    COV 0.34

    200 500

    Maximum force from 42 automobile drivers99.9 %

    99 %

    90 %

    50 %

    10 %

    1 %

    0.1 %

    99.9 %

    99 %

    90 %

    50 %

    10 %

    1 %

    0.1 %

    100 1000200 500

         C    u

        m    u     l    a     t     i    v    e     P    r    o     b    a     b     i     l     i     t    y

    Force

  • 8/15/2019 Probalistic Fatigue Statistics

    57/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 56 of 108

    Maximum Load Correlation

    0 200 400 600 800 1000

    108

    107

    106

    105

    104

    103

    Maximum Load

         F    a     t     i    g    u    e     L     i    v    e    s

  • 8/15/2019 Probalistic Fatigue Statistics

    58/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 57 of 108

    Loading Variability

    1 10 102 103 104 105

    Cumulative Cycles

    0

    16

    32

    48

         L    o    a     d     R    a

        n    g    e

    54 Tractors / Drivers

  • 8/15/2019 Probalistic Fatigue Statistics

    59/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 58 of 108

    Variability in Loading

    1 10

    54 Tractors/Drivers

    COV 0.53

    99.9 %

    99 %

    90 %

    50 %

    10 %

    1 %

    0.1 %

    n   neq   SS  

    Equivalent Load     C    u    m    u     l    a     t     i    v    e     P    r    o     b    a     b     i     l     i     t    y

  • 8/15/2019 Probalistic Fatigue Statistics

    60/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 59 of 108

    Mechanisms and Slopes

    100

    103

    104

         S     t    r    e    s    s     A    m    p     l     i     t    u     d    e ,

         M     P    a

    100Cycles

    101 102 103 104 105 106 107

    1

    10

    10-1210-1110-1010-910-810-710-6

    Crack Growth Rate, m/cycle

    1

    10

    100

        m

         M     P    a

     ,     K      

    1

    3

    Crack Nucleation

    Crack Growth

    10

    100

    103 104 105 106 107 108

    Total Fatigue Life, Cycles

    1

    51

         E    q    u     i    v    a     l    e    n     t     L    o    a     d ,

         k     N

    Structures

     A combination of nucleation and growth

    n = 3

    n = 5

    n = 10

  • 8/15/2019 Probalistic Fatigue Statistics

    61/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 60 of 108

    Effect of Slope on Variability

    99.9 %

    99 %

    90 %

    50 %

    10 %

    1 %

    0.1 %

         C    u    m    u     l    a     t     i    v    e     P    r    o     b    a     b     i     l     i     t    y

    n = 10 5 3

    Equivalent Load

    0.1 1 100.1 1 10

    n COV

    3 0.53

    5 0.43

    10 0.38

  • 8/15/2019 Probalistic Fatigue Statistics

    62/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 61 of 108

    Loading History Variability

    Test Track

    Customer Service

  • 8/15/2019 Probalistic Fatigue Statistics

    63/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 62 of 108

    Test Track Variability

    0.1 1 10

    COV 0.12

    40 test track laps of a motorhome99.9 %

    99 %

    90 %

    50 %

    10 %

    1 %

    0.1 %

         C

        u    m    u     l    a     t     i    v    e     P    r    o

         b    a     b     i     l     i     t    y

    Equivalent Load

  • 8/15/2019 Probalistic Fatigue Statistics

    64/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 63 of 108

    Customer Usage Variability

    0.1 1 10

    COV 0.32

    42 drivers / cars99.9 %

    99 %

    90 %

    50 %

    10 %

    1 %

    0.1 %

         C

        u    m    u     l    a     t     i    v    e     P    r    o

         b    a     b     i     l     i     t    y

    Equivalent Load

  • 8/15/2019 Probalistic Fatigue Statistics

    65/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 64 of 108

    Variability in Environment

    Inclusions

    Pit depth

  • 8/15/2019 Probalistic Fatigue Statistics

    66/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 65 of 108

    Inclusions That Initiated Cracks

    Barter, S. A., Sharp, P. K., Holden, G. & Clark, G. “Initiation and early growth of fatigue cracks in an aerospacealuminium alloy”, Fatigue & Fracture of Engineering Materials & Structures 25 (2), 111-125.

    COV = 0.27

  • 8/15/2019 Probalistic Fatigue Statistics

    67/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 66 of 108

    Pits That Initiated Cracks

    7010-T7651

    Pre-corroded specimens

    300 specimens

    246 failed from pits

    Crawford et.al.”The EIFS Distribution for Anodized and Pre-corroded 7010-T7651 under Constant Amplitude Loading”Fatigue and Fracture of Engineering Materials and Structures, Vol. 28, No. 9 2005, 795-808

  • 8/15/2019 Probalistic Fatigue Statistics

    68/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 67 of 108

    Pit Size Distribution

    40

    30

    20

    10

    100 200 400 500300

         F    r    e    q    u    e    n    c    y

    area   m

    Mean = 230COV = 0.32

  • 8/15/2019 Probalistic Fatigue Statistics

    69/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 68 of 108

    Pit Depth Variability

    Pits12 Data PointsMedian 24.37

    100

    COV 0.33

    99.9 %

    99 %

    90 %

    50 %

    10 %

    1 %

    0.1 %

    10Pit Depth, m

    Dolly, Lee, Wei, “The Effect of Pitting Corrosion on Fatigue Life”Fatigue and Fracture of Engineering Materials and Structures, Vol. 23, 2000, 555-560

         C    u    m    u     l    a     t     i    v    e     P    r    o     b    a     b     i     l     i     t    y

  • 8/15/2019 Probalistic Fatigue Statistics

    70/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 69 of 108

    Variability in Materials

    Tensile Strength

    Fracture Toughness

    Fatigue

    Fatigue Strength Fatigue Life

    Strain-Life

    Crack Growth

  • 8/15/2019 Probalistic Fatigue Statistics

    71/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 70 of 108

    Tensile Strength - 1035 Steel

    25

    50

    75

    100

    500 550 600 650 700

         N    u    m     b    e    r    o     f     h    e    a     t    s

    Tensile Strength, MPa

    Metals Handbook, 8th Edition, Vol. 1, p64

    Mean = 602COV = 0.045

  • 8/15/2019 Probalistic Fatigue Statistics

    72/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 71 of 108

    Fracture Toughness

    100

    99.9 %

    99 %

    90 %

    50 %

    10 %

    1 %

    0.1 %

    Median 76.7

    COV 0.06

    60 70 9080

    26 Data Points

         C    u    m    u     l    a     t     i    v    e     P

        r    o     b    a     b     i     l     i     t    y

    KIc, Ksiin

    Kies, J.A., Smith, H.L., Romine, H.E. and Bernstein, H, “Fracture Testing of Weldments”, ASTM STP 381, 1965, 328-356

    Mar-M 250 Steel

  • 8/15/2019 Probalistic Fatigue Statistics

    73/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 72 of 108

    Fatigue Variability

    102 103 104 105 106 107

    Fatigue Life101

    1000

    100

    10

    1

         S     t    r    e    s    s     A    m    p     l     i     t    u     d    e

    Fatigue life

         F    a     t     i    g    u    e    s     t    r

        e    n    g     t     h

  • 8/15/2019 Probalistic Fatigue Statistics

    74/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 73 of 108

    Fatigue Life Variability

    50 100 150 200 250

    10

    20

    30

    40

    10

    20

         N    u    m     b    e    r    o     f     T    e

        s     t    s

    Life x10 350 100 150 200 250

    10

    20

    30

    40

    10

    20

         N    u    m     b    e    r    o     f     T    e

        s     t    s

    Life x10 3

    Production torsion bars5160H steelOne lot, 71 parts

    25 lots, 300 parts

    Metals Handbook, 8th Edition, Vol. 1, p219

    x = 123,000 cyclesCOV = 0.25

    x = 134,000 cyclesCOV = 0.27

  • 8/15/2019 Probalistic Fatigue Statistics

    75/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 74 of 108

    Statistical Variability of Fatigue Life

    50

    10

    2

    90

    98

    104 105 106 107 108

    Cycles to Failure

         P    e    r    c    e    n     t     S    u

        r    v     i    v    a     l

    s=210s=245s=315s=280s=440

    Sinclair and Dolan, “Effect of Stress Amplitude on the Variability in Fatigue Life of 7075-T6 Aluminum Alloy”

    Transactions ASME, 1953

    7075-T6 Specimens

  • 8/15/2019 Probalistic Fatigue Statistics

    76/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 75 of 108

    COV vs Fatigue Life

    440 14,000 0.12

    315 25,000 0.38

    280 220,000 0.70245 1,200,000 0.67

    210 12,000,000 1.39

    S COVX

  • 8/15/2019 Probalistic Fatigue Statistics

    77/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 76 of 108

    Variability in Fatigue Strength

    n

    1i

    a2

    X   1C1CCOV

    2i

    i

    085.0b)N(S2S   b

    '

    f   

      088.0139.11C2

    'f 

    )085.(2

     

  • 8/15/2019 Probalistic Fatigue Statistics

    78/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 77 of 108

    Strain Life Data for 950X Steel

    102 103 104 105 106 107

    Fatigue Life101

    1

    0.1

    10-2

    10-3

    10-4

         S     t    r    a     i    n     A    m    p

         l     i     t    u     d    e

    378 Fatigue Tests

    29 Data Sets

  • 8/15/2019 Probalistic Fatigue Statistics

    79/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 78 of 108

    29 Individual Data Sets

    '

    f Median 820

    300 1000

    COV 0.25

    2000

    99.9 %

    99 %

    90 %

    50 %

    10 %

    1 %

    0.1 %

         C    u    m    u     l    a     t     i    v    e     P    r    o

         b    a     b     i     l     i     t    y

    b

    -0.12 -0.08 -0.04

    Mean -0.09

    COV 0.2599.9 %

    99 %

    90 %

    50 %

    10 %

    1 %

    0.1 %

         C    u    m    u     l    a     t     i    v    e     P    r    o

         b    a     b     i     l     i     t    y

  • 8/15/2019 Probalistic Fatigue Statistics

    80/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 79 of 108

    29 Individual Data Sets (continued)

    0.1 1 10

    Median 0.57

    COV 1.1599.9 %

    99 %

    90 %

    50 %

    10 %

    1 %

    0.1 %

         C    u    m    u     l    a     t     i    v    e     P    r    o

         b    a     b     i     l     i     t    y

    '

    -0.8 -0.6 -0.4 -0.2

    c

    Mean -0.62

    COV 0.23

    99.9 %

    99 %

    90 %

    50 %

    10 %

    1 %

    0.1 %

         C    u    m    u     l    a     t     i    v    e     P    r    o

         b    a     b     i     l     i     t    y

  • 8/15/2019 Probalistic Fatigue Statistics

    81/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 80 of 108

    Input Data Simulation

        bb

    f f 

    bbf f    ,,Nc

    '

    ,,Nb

    '

    f N2,,LN2

    E

    ,,L

    2

  • 8/15/2019 Probalistic Fatigue Statistics

    82/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 81 of 108

    Simulation Results

    0.0001

    0.001

    0.01

    0.1

    1

    10

    100

    1 10 100 103 104 105 106 107

         S     t    r    a     i    n     A    m    p     l     i     t    u     d    e

    Fatigue Life

  • 8/15/2019 Probalistic Fatigue Statistics

    83/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 82 of 108

    Correlation

    0

    0.25

    0.5

    0.75

    1.0

    0.01 0.1 1 10'

    c

    0

    0.05

    0.1

    0.15

    0.2

    102 103 104'

    b

    = -0.828   = -0.976

  • 8/15/2019 Probalistic Fatigue Statistics

    84/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 83 of 108

    Generating Correlated Data

    z1 = ( rand() )

    z2 = ( rand() )2

    213   1zzz  

    )zexp( 1lnln'

    f    'f 

    'f     

    3bb   zb  

    z1= N(0,1)

  • 8/15/2019 Probalistic Fatigue Statistics

    85/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 84 of 108

    Correlated Properties

    0.0001

    0.001

    0.01

    0.1

    1

    10

    100

    1 10 100 103 104 105 106 107

    Fatigue Life

         S     t    r    a     i    n     A    m

        p     l     i     t    u     d    e

  • 8/15/2019 Probalistic Fatigue Statistics

    86/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 85 of 108

    Curve Fitting

    102 103 104 105 106 107

    Fatigue Life101

    1

    0.1

    10-2

    10-3

    10-4

         S     t    r    a     i    n     A    m    p

         l     i     t    u     d    e

    c

    '

    b

    'f  )N2()N2(

    E2

     Assume a constant slope to geta distribution of properties

    '

  • 8/15/2019 Probalistic Fatigue Statistics

    87/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 86 of 108

    Property Distribution

    0.1 1

    99.9 %

    99 %

    90 %

    50 %

    10 %

    1 %

    0.1 %

         C    u    m    u     l    a     t     i    v    e     P

        r    o     b    a     b     i     l     i     t    y

    365 Data Points

    Median 0.26

    COV 0.42

    '

    f 378 Data PointsMedian 802 MPa

    COV 0.12

    '

    100 1000

    99.9 %

    99 %

    90 %

    50 %

    10 %

    1 %

    0.1 %

         C    u    m    u     l    a     t     i    v    e     P

        r    o     b    a     b     i     l     i     t    y

    b = -0.086 c = -0.51

    C

  • 8/15/2019 Probalistic Fatigue Statistics

    88/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 87 of 108

    Correlation

    0

    500

    1000

    1500

    0 0.1 0.2 0.3 0.4 0.5 0.6 0.7'

    '

    Si l i

  • 8/15/2019 Probalistic Fatigue Statistics

    89/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 88 of 108

    Simulation

    0.001

    0.01

    0.1

    1

    10

    0.00011 10 100 103 104 105 106 107

         S     t    r    a     i    n     A    m

        p     l     i     t    u     d    e

    Fatigue Life

    St th C ffi i t

  • 8/15/2019 Probalistic Fatigue Statistics

    90/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 89 of 108

    Strength Coefficient

    5000

    99.9 %

    99 %

    90 %

    50 %

    10 %

    1 %

    0.1 %

         C    u    m    u     l    a     t     i    v    e     P    r    o     b    a     b     i     l     i     t    y

    500

    0

    500

    1000

    1500

    0 500 1000 1500 2000 2500

    365 Data Points

    Median 1002 MPa

    COV 0.14

    '

    f 'K

    'K

    = 0.863

    C k G th D t

  • 8/15/2019 Probalistic Fatigue Statistics

    91/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 90 of 108

    Crack Growth Data

    0

    10

    20

    30

    40

    50

         C    r    a    c     k     L    e    n

        g     t     h ,    m    m

    0 50 100 150 200 250 300 350

    Cycles x103

    Virkler, Hillberry and Goel, “The Statistical Nature of Fatigue Crack Propagation”, Journal of Engineering Materials

    and Technology, Vol. 101, 1979, 148-153

    C k G th R t D t

  • 8/15/2019 Probalistic Fatigue Statistics

    92/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 91 of 108

    Crack Growth Rate Data

    300,000

    68 Data Points

    Median 257,000

    COV 0.07

    99.9 %

    99 %

    90 %

    50 %

    10 %

    1 %

    0.1 %

         C    u    m    u     l    a     t     i    v    e     P

        r    o     b    a     b     i     l     i     t    y

    Fatigue Lives Crack Growth Rate

    5 10 5010-5

    10-4

    10-3

    10-2

         C    r    a    c     k    g    r    o    w     t     h    r    a

         t    e ,    m    m     /    c    y    c     l    e

    Stress intensity, MPam

    C k G th P ti

  • 8/15/2019 Probalistic Fatigue Statistics

    93/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 92 of 108

    Crack Growth Properties

    Median 5 x 10-8

    COV 0.44

    10-7

    99.9 %

    99 %

    90 %

    50 %

    10 %

    1 %0.1 %

         C    u    m    u     l    a     t     i    v    e     P    r    o     b    a     b     i     l     i     t    y

    10-6

    Median 3.13

    COV 0.06

    99.9 %

    99 %

    90 %

    50 %

    10 %

    1 %0.1 %

         C    u    m    u     l    a     t     i    v    e     P    r

        o     b    a     b     i     l     i     t    y

    2 54

    mKC

    dN

    da

    C m

    Si l t d D t

  • 8/15/2019 Probalistic Fatigue Statistics

    94/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 93 of 108

    Simulated Data

    0.1 %0.1 %

    99.9 %

    99 %

    90 %

    50 %

    10 %

    1 %

         C    u    m    u     l    a     t     i    v    e     P

        r    o     b    a     b     i     l     i     t    y

    99.9 %

    99 %

    90 %

    50 %

    10 %

    1 %

         C    u    m    u     l    a     t     i    v    e     P

        r    o     b    a     b     i     l     i     t    y

    105 107106

    data

    simulation

    B f C l t d V i bl

  • 8/15/2019 Probalistic Fatigue Statistics

    95/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 94 of 108

    Beware of Correlated Variables

    2/m1SC

    aaN

    2

    m

    m

    2/m1i

    2/m1f 

    Nf and C are linearly related and should havethe same variability, but

    07.0COVf N 

    44.0COVC  

    because C and m are correlated.

    C l ti

  • 8/15/2019 Probalistic Fatigue Statistics

    96/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 95 of 108

    Correlation

    2.0

    2.5

    3.0

    3.5

    4.0

    10-8 10-610-7

    C

    m

     = -0.99

    C l l t d Li

  • 8/15/2019 Probalistic Fatigue Statistics

    97/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 96 of 108

    Calculated Lives

    105 106

    Computed fromC and m pairs experimental

    105 106

    0.1 %0.1 %

    99.9 %

    99 %

    90 %

    50 %

    10 %

    1 %

         C    u    m    u     l    a     t     i    v    e     P    r    o

         b    a     b     i     l     i     t    y

    99.9 %

    99 %

    90 %

    50 %

    10 %

    1 %

         C    u    m    u     l    a     t     i    v    e     P    r    o

         b    a     b     i     l     i     t    y

    experimental

    o

    a

    amf  KC

    daN

    Manufacturing/Processing Variability

  • 8/15/2019 Probalistic Fatigue Statistics

    98/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 97 of 108

    Manufacturing/Processing Variability

    Bolt Forces Surface Finish

    Drilled Holes

    Variability in Bolt Force

  • 8/15/2019 Probalistic Fatigue Statistics

    99/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 98 of 108

    Variability in Bolt Force

    100 1000

    Force200 Data Points

    Median 130

    COV 0.14

    99.9 %

    99 %

    90 %

    50 %

    10 %

    1 %

    0.1 %

    Bolt Force, kN

    Preload force in bolts tightened to 350 Nm

         C    u    m    u     l    a     t     i    v    e     P

        r    o     b    a     b     i     l     i     t    y

    Surface Roughness Variability

  • 8/15/2019 Probalistic Fatigue Statistics

    100/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 99 of 108

    Surface Roughness Variability

    100

    125 Data Points

    Median 43

    COV 0.10

    Machined aluminum casting

    10Surface Finish, in

    99.9 %

    99 %

    90 %

    50 %

    10 %

    1 %

    0.1 %

         C    u    m    u     l    a     t     i    v    e     P

        r    o     b    a     b     i     l     i     t    y

    Surface Finish

    Drilled Holes

  • 8/15/2019 Probalistic Fatigue Statistics

    101/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 100 of 108

    Drilled Holes

    Fighter Spectrum

    154 Data Points

    Median 126,750

    COV 0.22 in life

    99.9 %

    99 %

    90 %

    50 %

    10 %

    1 %

    0.1 %

         C

        u    m    u     l    a     t     i    v    e     P    r    o

         b    a     b     i     l     i     t    y

    105 Cycles

    From: J.P. Butler and D.A. Rees, "Development of Statistical Fatigue Failure Characteristics of 0.125-inch2024-T3 Aluminum Under Simulated Flight-by-Flight Loading," ADA-002310 (NTIS no.), July 1974.

    180 drilled holes in a single plate

    COV 0.07 in strength

    Analysis Uncertainty

  • 8/15/2019 Probalistic Fatigue Statistics

    102/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 101 of 108

     Analysis Uncertainty

    Miners Linear Damage rule Strain Life Analysis

    Miners Rule

  • 8/15/2019 Probalistic Fatigue Statistics

    103/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 102 of 108

    50

    90

    99.9

    99

    10

    1

    0.01

    0.01 0.1 1 10 100

    Computed Life / Experimental

         C    u

        m    u     l    a     t     i    v    e     P    r    o     b    a     b     i     l     i     t    y    o     f     F    a     i     l    u    r

        e 964 Tests

    COV = 1.02

    Miners Rule

    From Erwin Haibach “Betriebsfestigkeit”, Springer-Verlag, 2002

     A safety factor of 10 in life would result in a 10% chance of failure

    SAE Specimen

  • 8/15/2019 Probalistic Fatigue Statistics

    104/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 103 of 108

    SAE Specimen

    Suspension

    Transmission

    Bracket

    Fatigue Under Complex Loading: Analysis and Experiments, SAE AE6, 1977

    Analysis Results

  • 8/15/2019 Probalistic Fatigue Statistics

    105/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 104 of 108

     Analysis Results

    1 10 100

    48 Data Points

    COV 1.27

    99.9 %

    99 %

    90 %

    50 %

    10 %

    1 %

    0.1 %

         C

        u    m    u     l    a     t     i    v    e     P    r    o     b    a     b     i     l     i     t    y

     Analytical Life / Experimental Life

    Strain-Life analysis of all test data

    Material Variability

  • 8/15/2019 Probalistic Fatigue Statistics

    106/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 105 of 108

    Material Variability

    1 10 100

    99.9 %

    99 %

    90 %

    50 %

    10 %

    1 %

    0.1 %

         C

        u    m    u     l    a     t     i    v    e     P    r    o

         b    a     b     i     l     i     t    y

     Analytical Life / Experimental Life

    Material Analysis

    Strain-Life back calculation of specimen lives

    Modeling Uncertainty

  • 8/15/2019 Probalistic Fatigue Statistics

    107/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 106 of 108

    Modeling Uncertainty

    n

    1i

    a2

    X   1C1CCOV

    2i

    i

    CU = 1.09

     Analysis Uncertainty CU = ?The variability in reproducing the original strain life datafrom the material constants is CM ~ 0.44

    2

    M

    2

    N2

    UC1

    C1C1   f 

    90% of the time the analysis is within a factor of 3 !99% of the time the analysis is within a factor of 10 !

    Variability from Multiple Sources

  • 8/15/2019 Probalistic Fatigue Statistics

    108/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 107 of 108

    Variability from Multiple Sources

    n

    1i

    a2

    X   1C1CCOV2i

    i

    Suppose we have 4 variables each with a COV = 0.1

    The combined variability is COV = 0.29

    Suppose we reduce the variability of one of the variables to 0.05

    The combined variability is now COV = 0.27

    If all of the COV’s are the same, it doesn’t do any good toreduce only one of them, you must reduce all of them !

    Variability from Multiple Sources

  • 8/15/2019 Probalistic Fatigue Statistics

    109/110

    Probabilistic Fatigue © 2003-2014 Darrell Socie, All Rights Reserved 108 of 108

    Variability from Multiple Sources

    n

    1i

    a2

    X   1C1CCOV2i

    i

    Suppose we have 3 variables each with a COV = 0.1and one with COV = 0.4

    The combined variability is COV = 0.65

    Suppose we reduce the variability of these variables to 0.05

    The combined variability is now COV = 0.60

    If one of the COV’s is large, it doesn’t do any good toreduce the others, you must reduce the largest one !

  • 8/15/2019 Probalistic Fatigue Statistics

    110/110

    Probabilistic Aspects of Fatigue