Probalistic Fatigue Statistics

Probabilistic Aspects of Fatigue
Professor Darrell F. Socie

2003-2014 Darrell Socie, All Rights Reserved

Introduction
Statistical Techniques
Sources of Variability
Probabilistic Fatigue
1 of 108
Probabilistic Models
Probabilistic models are no better than the
underlying deterministic models
They require more work to implement
Why use them?
2 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 ?
3 of 108
Risk
10-3
10-4
Risk
10-5
Acceptable risk
10-6
10-7
10-8
10-9
Time, Flights etc

4 of 108
Reliability
99 %
Expected Failures
80 %
50 %
103
10 %
104
105
106
Fatigue Life
1%
0.1 %
5 of 108
Risk Contribution Factors

Analysis Uncertainty
Manufacturing
Flaws
Speed
Material
Properties
Operating
Temperature
6 of 108
Uncertainty and Variability

customers
Stress
usage
Failures
100 %
50%
Strain Amplitude
time
0.1
10-2
10-3
10-4
1 10
102
103
104
105
106
107
Fatigue Life, 2Nf
materials
Strength
manufacturing
7 of 108
Deterministic versus Random

Deterministic from past measurements the future position
of 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 and
statistical averages
8 of 108
Deterministic Design
Safety
Factor
Stress
Strength
Variability and uncertainty is accommodated by introducing

safety factors. Larger safety factors are better, but how much
better and at what cost?
9 of 108
Probabilistic Design
Stress
Strength
Reliability = 1 P( Stress > Strength )
10 of 108
3 Approach
3 contains 99.87% of the data
P( s < S ) = 2.3 10-3
If we use 3 on both stress and strength
P( failure)
P(
S ) 5.3 10
4 .5
The probability of the part with the lowest strength

having the highest stress is very small
For 3 variables, each at 3 :
P( failure)
1.2 10
5 .7
11 of 108
Benefits
Reduces conservatism (cost) compared to
assuming the worst case for every design
variable
Quantifies life drivers what are the most
important variables and how well are they
known or controlled ?
Quantifies risk
12 of 108
Reliability Analysis
0.4
0.3
P( Failure )
0.2
0.1
-3
-2
-1
Analysis
Probability Density
Strength Variables
0.8
Probability Density
Probability Density
Stressing Variables
0.8
0.6
0.4
0.2
1
0.6
0.4
0.2
1
13 of 108
Probabilistic Analysis Methods

Monte Carlo
Simple
Hypercube sampling
Importance sampling
Analytical
First order reliability method FORM
Second order reliability method SORM
14 of 108
Statistical Techniques
Normal Distributions
LogNormal Distributions
Monte Carlo
Distribution Fitting
15 of 108
Failure Probability
Stress,
Strength, S
s
Let
be the stress and S the fatigue strength
Given the distributions of

probability of failure
P(
and S find the
S)
16 of 108
Normal Variables
Linear Response Function
n
Z ao
ai Xi
i 1
Xi ~ N(
, Ci )
n
z
ao
ai
i 1
n
ai
2
i
i 1
17 of 108
Calculations
Stress,
Strength, S
Let Z be a random variable:

Z=S-
S ~ N( 200 , 0.1 )
~ N( 100 , 0.2 )
= 20
z
= 20
z
Safety factor of 2
= 200 -100 = 100

2
z
20 2 20 2
28.2
18 of 108
Failure Probability
Z=SFailure will occur whenever Z <= 0
Z=
z
Z
Z
=0
100
28.2
z = 3.54 standard deviations

P(failure) = 2 x 10-4
For this case only, a safety factor of 2 means a probability
of failure of 2 x 10-4. Other situations will require different
safety factors to achieve the same reliability.
19 of 108
Failure Distribution
Stress,
Strength, S
What is the expected distribution in fatigue lives?
20 of 108
Fatigue Data
Stress Amplitude
1000
'
f
100
b
1
10
1
1
10
102
103
104
105
106
107
Fatigue Life
'
f
S
2 (2Nf )b
2Nf
S
2
1
b
'
f
21 of 108
LogNormal Variables
n
Z ao
Xi
ai
i 1
as are constant and Xi ~ LN( xi , Ci )

n
median Z
ao
Xi
ai
i 1
COV C Z
1 C Xi
2
2 ai
i 1
22 of 108
Calculations
Stress,
Strength, S
2Nf
'
f
~ LN( 1000 , 0.1 )
S
~ LN( 250 , 0.2 )
2
S
2
Z 2Nf
= 50
b = -0.125
S
2
Z 2Nf
COVZ
1 COV
'
f
= 100
2
S
1
b
82
8
'8
f
8
'8
f
1 COV
2
2 8
f
23 of 108
Results
S/2
'
f
2Nf
Percentile
Life
250
1000
355,368
99.9
17,706,069
COVx
0.2
0.1
4.72
5.50
245
50
6.90
995
100
11.21
73,676
1,676,831
99
95
90
50
10
4,566,613
1,363,200
715,589
73,676
7,586
lnx
0.198
0.100
1.774
b=
-0.125
5
1
0.1
3,982
1,189
307
lnx
X
x
24 of 108
Monte Carlo Methods

Kf S
2
'2
f
2Nf
2b
' '
f f
Given random variables for Kf, S,

Find the distribution of 2Nf
2Nf
'
f
b c
and
'
f
Z = 2Nf = ?
25 of 108
Simple Example
Probability of rolling a 3 on a die
1/6
fx(x)
1
Uniform discrete distribution
26 of 108
Computer Simulation
1. Generate n random numbers between 1 and 6,
all integers
2. Count the number of 3s
Let Xi = 1 if 3
0 otherwise
P3
1 n
Xi
ni1
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EXCEL
=ROUNDUP( 6 * RAND() , 0 )
=IF( A1 = 3 , 1 , 0 )
=SUM($B$1:B1)/ROW(B1)
5
3
4
4
5
6
1
3
3
6
0
1
0
0
0
0
0
1
1
0
0
0.5
0.333333
0.25
0.2
0.166667
0.142857
0.25
0.333333
0.3
28 of 108
Results
probability
0.4
0.3
0.2
0.1
100
200
300
400
500
trials
29 of 108
Evaluate
y
P( inside circle )
-1
r2
4
=4P
-1
x = 2 * RAND() - 1
y = 2 * RAND() - 1
IF( x2 + y2 < 1 , 1 , 0 )
30 of 108
4
3
2
1
0
1
100
200
300
400
500
trials
31 of 108
Monte Carlo Simulation

Stress,
Strength, S
2Nf
'
f
~ LN( 1000 , 0.1 )
S
~ LN( 250 , 0.2 )
2
b = -0.125
S
2
1
b
'
f
= 100
= 50
Randomly choose values of S and

'
f from their distributions
Repeat many times
32 of 108
Generating Distributions
Fx(X)
1
RAND
0
x
Randomly choose a value between 0 and 1
x = Fx-1( RAND )
33 of 108
Generating Distributions in EXCEL

Normal
=NORMINV(RAND(), , )
Log Normal
=LOGINV(RAND(),ln ,ln )
34 of 108
EXCEL
'
f
S
2
893
1102
852
963
1050
1080
965
1073
1052
954
965
993
1191
831
204
301
285
173
283
265
313
213
226
322
240
207
368
210
2Nf
134,677
32,180
6,355
929,249
35,565
77,057
8,227
420,456
224,000
5,878
68,671
277,192
11,967
59,473
35 of 108
Simulation Results
99.9 %
Cumulative Probability
99 %
Monte Carlo Analytical

Mean
11.25
11.21
Std
1.79
1.77
90 %
50 %
103
104
105
106
107
108
Life
10 %
1%
0.1 %
36 of 108
Summary
Simulation is relatively straightforward and simple
Obtaining the necessary input data and distributions
is difficult
37 of 108
Maximum Load Data

Maximum force from 42 drivers
99.9 %
99 %
Median 431
COV 0.34
90% confidence COV 0.41
90 %
50 %
100
200
500
1000
10 %
1%
0.1 %
38 of 108
Maximum Load Data

Probability Density
0.004
LogNormal
0.003
Normal COV = 0.34

Normal COV = 0.41
0.002
0.001
200
400
600
800
1000
1200
Maximum Load
Uncertainty in Variance is just as important,
perhaps more important than the choice of the distribution
39 of 108
Choose the Best Distribution

15 samples from a Normal Distribution
Probability Density
0.003
LogNormal
Weibull
Gumble
0.002
Normal
0.001
200
400
600
800
1000
Maximum Load
40 of 108
Distributions
Normal
Strength
Dimensions
LogNormal
Fatigue Lives
Large variance in properties or loads
Gumble
Maximums in a population
Weibull
Fatigue Lives
41 of 108
Central Limit Theorem

If X1, X2, X3 .. Xn is a random sample from the population,
with sample mean X, then the limiting form of
as n
/ n
is the standard normal distribution
42 of 108
Translation
When there are many variables affecting the outcome,
The final result will be normally distributed even if the
individual variable distributions are not.
As a result, normal distributions are frequently

assumed for all of the input variables
43 of 108
Example
Probability of rolling a die
1/6
fx(x)
1
Uniform discrete distribution

Let Z be the summation of six dice
Z = X1 + X2 + X3 + X4 + X5 + X6
44 of 108
Results
Frequency
500 trials
60
XZ = 21.12
50
CZ = 0.20
40
30
20
10
0
6
12
18
24
30
36
Central limit theorem states that the result should be

normal for large n
45 of 108
Central Limit Theorem

Sums: Z = X1
Z
X2
X3
X4
.. Xn
Normal as n increases
Products: Z = X1 X2 X3 X4 .. Xn
Z
LogNormal as n increases
Normal and LogNormal distributions are often employed

for analysis even though the underlying population
distribution is unknown.
46 of 108
Key Points
All variables are random and can be characterized
by a statistical distribution with a mean and variance.
The final result will be normally distributed even if
the individual variable distributions are not.
47 of 108
Stress
customers
Stress,
usage
Strength, S
Strain Amplitude
1
0.1
10-2
10-3
10-4
1 10
102
103
104
105
106
107
Fatigue Life, 2Nf
materials
Strength
manufacturing
48 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
49 of 108
Stress Variables
Loading
Customer Usage
Environment
Strength Variables
Material
Processing
Manufacturing Tolerance
Environment
50 of 108
Sources of Uncertainty
Statistical Uncertainty
Incomplete data (small sample sizes)
Modeling Error
Analysis assumptions
Human Error
Calculation errors
Judgment errors
51 of 108
Modeling Variability
Central Limit Theorem:
Products: Z = X1 X2 X3 X4 .. Xn
Z
LogNormal as n increases
lnX
1.5
1.0
lnX
~ COVX
0.5
0.5
1.0
COVX
1.5
2.0
COVX is a good measure of variability

52 of 108
COV and LogNormal Distributions

Standard Deviation, lnx
1
68.3%
95.4%
99.7%
0.05
1.05
1.11
1.16
0.1
1.10
1.23
1.33
0.25
1.28
1.66
2.04
0.5
1.60
2.64
3.92
2.30
5.53
11.1
COVX
99.7% of the data is within a factor of
1.33 of the mean for a COV = 0.1
53 of 108
Variability in Service Loading

Quantifying Loading Variability
Maximum Load
Load Range
Equivalent Stress
54 of 108
Maximum Force
Maximum force from 42 automobile drivers
99.9 %
99 %
Median 431
COV 0.34
90 %
50 %
100
200
500
1000
Force
10 %
1%
0.1 %
55 of 108
Maximum Load Correlation

108
Fatigue Lives
107
106
105
104
103
0
200
400
600
800
1000
Maximum Load
56 of 108
Loading Variability
54 Tractors / Drivers
Load Range
48
32
16
10
102
103
104
105
Cumulative Cycles
57 of 108
Variability in Loading
99.9 %
99 %
54 Tractors/Drivers
COV 0.53
90 %
50 %
1
10
Equivalent Load
10 %
S eq
1%
Sn
0.1 %
58 of 108
Structures
100
n=5
10
Crack Nucleation
104
n = 10
103
1
10
100
100
101
102
103 104
Cycles
105
Crack Growth
106
107
100
n=3
1
103
104
105
106
107
Total Fatigue Life, Cycles
108
10
K,MPa m
Equivalent Load, kN
Stress Amplitude, MPa
Mechanisms and Slopes
A combination of nucleation and growth

10-6
1
10-7 10-8 10-9 10-10 10-11 10-12
Crack Growth Rate, m/cycle
59 of 108
Effect of Slope on Variability

99.9 %
n = 10 5
99 %
n
3
5
10
COV
0.53
0.43
0.38
90 %
50 %
0.1
10
Equivalent Load
10 %
1%
0.1 %
60 of 108
Loading History Variability

Test Track
Customer Service
61 of 108
Test Track Variability

40 test track laps of a motorhome
99.9 %
COV 0.12
99 %
90 %
50 %
0.1
10
Equivalent Load
10 %
1%
0.1 %
62 of 108
Customer Usage Variability

42 drivers / cars
99.9 %
COV 0.32
99 %
90 %
50 %
0.1
10
Equivalent Load
10 %
1%
0.1 %
63 of 108
Variability in Environment
Inclusions
Pit depth
64 of 108
Inclusions That Initiated Cracks

COV = 0.27
Barter, S. A., Sharp, P. K., Holden, G. & Clark, G. Initiation and early growth of fatigue cracks in an aerospace
aluminium alloy, Fatigue & Fracture of Engineering Materials & Structures 25 (2), 111-125.
65 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
66 of 108
Pit Size Distribution
Frequency
40
Mean = 230
COV = 0.32
30
20
10
100
200
300
area
400
500
67 of 108
Pit Depth Variability

99.9 %
Pits
12 Data Points
Median 24.37
COV 0.33
99 %
90 %
50 %
10
Pit Depth, m
100
10 %
1%
0.1 %
Dolly, Lee, Wei, The Effect of Pitting Corrosion on Fatigue Life

Fatigue and Fracture of Engineering Materials and Structures, Vol. 23, 2000, 555-560
68 of 108
Variability in Materials
Tensile Strength
Fracture Toughness
Fatigue
Fatigue Strength
Fatigue Life
Strain-Life
Crack Growth
69 of 108
Tensile Strength - 1035 Steel

Mean = 602
COV = 0.045
Number of heats
100
75
50
25
500
550
600
650
700
Tensile Strength, MPa
Metals Handbook, 8th Edition, Vol. 1, p64

70 of 108
Fracture Toughness
99.9 %
99 %
Mar-M 250 Steel

26 Data Points
Median 76.7
COV 0.06
90 %
50 %
60
10 %
70
80
90
100
KIc, Ksi in
1%
0.1 %
Kies, J.A., Smith, H.L., Romine, H.E. and Bernstein, H, Fracture Testing of Weldments, ASTM STP 381, 1965, 328-356
71 of 108
Fatigue Variability
Fatigue life
Fatigue strength
Stress Amplitude
1000
100
10
1
1
10
102
103
104
105
106
107
Fatigue Life
72 of 108
Fatigue Life Variability

20
One lot, 71 parts
= 123,000 cycles
COV = 0.25
10
Number of Tests
Production torsion bars

5160H steel
x
40
25 lots, 300 parts

30
= 134,000 cycles
COV = 0.27
x
20
10
50
100
150
Life x 10
200
250
Metals Handbook, 8th Edition, Vol. 1, p219

73 of 108
Statistical Variability of Fatigue Life

7075-T6 Specimens
s=440
Percent Survival
98
s=280
s=315
s=245
s=210
90
50
10
2
104
105
106
107
108
Cycles to Failure
Sinclair and Dolan, Effect of Stress Amplitude on the Variability in Fatigue Life of 7075-T6 Aluminum Alloy
Transactions ASME, 1953
74 of 108
COV vs Fatigue Life
COV
440
315
280
245
210
14,000
25,000
220,000
1,200,000
12,000,000
0.12
0.38
0.70
0.67
1.39
75 of 108
Variability in Fatigue Strength

S
2
S'f ( Nf )b b
n
COV C
1 C Xi
0.085
2 ai
i 1
CS'
1 1.39
2
2 ( .085 )
0.088
76 of 108
Strain Life Data for 950X Steel

1
Strain Amplitude
378 Fatigue Tests

0.1
29 Data Sets
10-2
10-3
10-4
1
10
102
103
104
105
106
107
Fatigue Life
77 of 108
29 Individual Data Sets

'
f
Median 820
COV 0.25
99 %
90 %
50 %
10 %
300
1000 2000
99.9 %
99.9 %
99 %
90 %
50 %
-0.12
-0.08
-0.04
10 %
1%
1%
0.1 %
0.1 %
Mean -0.09
COV 0.25
78 of 108
29 Individual Data Sets (continued)

'
f
Median 0.57
COV 1.15
99.9 %
99 %
90 %
50 %
0.1
10 %
10
99.9 %
99 %
90 %
50 %
-0.8
-0.6
-0.4
-0.2
10 %
1%
1%
0.1 %
0.1 %
Mean -0.62
COV 0.23
79 of 108
Input Data Simulation

'
f
L,
2N f
b N,
b, b
'
f
L,
2Nf
c N,
b, b
80 of 108
Simulation Results
Strain Amplitude
100
10
1
0.1
0.01
0.001
0.0001
10
100
103
104
105
106
107
Fatigue Life
81 of 108
Correlation
0.2
1.0
0.15
0.75
0.1
0.25
0.05
0
0.5
102
103
104
0.01
'
f
= -0.828
0.1
10
'
f
= -0.976
82 of 108
Generating Correlated Data

z1 =
( rand() )
z2 =
( rand() )
z3
'
f
z1
exp(
b
z1= N(0,1)
z2 1
ln
'
f
ln
'
f
z1 )
z3
83 of 108
Correlated Properties
Strain Amplitude
100
10
1
0.1
0.01
0.001
0.0001
10
100
103
104
105
106
107
Fatigue Life
84 of 108
Curve Fitting
1
'
f
Strain Amplitude
'
f
0.1
(2Nf )b
'
f
(2Nf )c
Assume a constant slope to get

a distribution of properties
10-2
10-3
10-4
1
10
102
103
104
105
106
107
Fatigue Life
85 of 108
Property Distribution
'
f
378 Data Points
99.9 %
Median 802 MPa
99 %
COV 0.12
b = -0.086
90 %
50 %
100
10 %
1000
99.9 %
'
f
99 %
Median 0.26
COV 0.42
90 %
c = -0.51
50 %
0.1
10 %
1%
1%
0.1 %
0.1 %
365 Data Points
86 of 108
Correlation
1500
1000
'
f
500
0
0
0.1
0.2
0.3
'
f
0.4
0.5
0.6
0.7
87 of 108
Simulation
10
Strain Amplitude
0.1
0.01
0.001
0.0001
1
10
100
103
104
105
106
107
Fatigue Life
88 of 108
Strength Coefficient
99.9 %
99 %
1500
90 %
1000
50 %
500
10 %
5000
K'
500
365 Data Points

Median 1002 MPa
1%
'
f
COV 0.14
500
1000
1500
2000
2500
K'
0.1 %
= 0.863
89 of 108
Crack Growth Data
Crack Length, mm
50
40
30
20
10
0
0
50
100
150
200
Cycles x103
250
300
350
Virkler, Hillberry and Goel, The Statistical Nature of Fatigue Crack Propagation, Journal of Engineering Materials
and Technology, Vol. 101, 1979, 148-153
90 of 108
Crack Growth Rate Data
99.9 %
99 %
90 %
50 %
300,000
10 %
68 Data Points
1%
0.1 %
Median 257,000
COV 0.07
Fatigue Lives
Crack growth rate, mm/cycle
10-2
10-3
10-4
10-5
5
10
50
Stress intensity, MPa m
Crack Growth Rate
91 of 108
Crack Growth Properties
99.9 %
99 %
C Km
Median 5 x 10-8
COV 0.44
99.9 %
90 %
50 %
10-7
10 %
10-6
da
dN
99 %
90 %
50 %
1%
0.1 %
0.1 %
10 %
1%
Median 3.13
COV 0.06
92 of 108
Simulated Data
99.9 %
99 %
data
simulation
90 %
50 %
105
106
107
10 %
1%
0.1 %
93 of 108
Beware of Correlated Variables

Nf
af
1 m/2
C Sm
a
m
2
1 m/2
i
1 m/2
Nf and C are linearly related and should have

the same variability, but
COVNf
0.07
COVC
0.44
because C and m are correlated.
94 of 108
Correlation
4.0
3.5
= -0.99
3.0
2.5
2.0 -8
10
10-7
10-6
C
95 of 108
Calculated Lives
99.9 %
Computed from
C and m pairs
99 %
experimental
90 %
50 %
105
106
af
10 %
Nf
ao
da
C
1%
0.1 %
96 of 108
Manufacturing/Processing Variability
Bolt Forces
Surface Finish
Drilled Holes
97 of 108
Variability in Bolt Force

99.9 %
99 %
90 %
50 %
Force
200 Data Points
Median 130
COV 0.14
100
1000
Bolt Force, kN
10 %
1%
0.1 %
Preload force in bolts tightened to 350 Nm

98 of 108
Surface Roughness Variability

99.9 %
99 %
90 %
Surface Finish
125 Data Points
Median 43
COV 0.10
50 %
10
Surface Finish, in
100
10 %
1%
0.1 %
Machined aluminum casting
99 of 108
Drilled Holes
Fighter Spectrum
99.9 %
154 Data Points
99 %
Median 126,750
90 %
COV 0.22 in life

COV 0.07 in strength
50 %
105
Cycles
10 %
180 drilled holes in a single plate
1%
0.1 %
From: J.P. Butler and D.A. Rees, "Development of Statistical Fatigue Failure Characteristics of 0.125-inch
2024-T3 Aluminum Under Simulated Flight-by-Flight Loading," ADA-002310 (NTIS no.), July 1974.
100 of 108
Analysis Uncertainty
Miners Linear Damage rule
Strain Life Analysis
101 of 108
Cumulative Probability of Failure
Miners Rule
99.9
964 Tests
99
COV = 1.02
90
50
0.01
0.1
10
100
Computed Life / Experimental
10
1
0.01
A safety factor of 10 in life would result in a 10% chance of failure

From Erwin Haibach Betriebsfestigkeit, Springer-Verlag, 2002
102 of 108
SAE Specimen
Bracket
Suspension
Transmission
Fatigue Under Complex Loading: Analysis and Experiments, SAE AE6, 1977
103 of 108
Analysis Results
Strain-Life analysis of all test data
99.9 %
99 %
48 Data Points
COV 1.27
90 %
50 %
1
10
100
Analytical Life / Experimental Life

10 %
1%
0.1 %
104 of 108
Material Variability
Material
Analysis
99.9 %
99 %
90 %
50 %
1
10
100
Analytical Life / Experimental Life

10 %
1%
0.1 %
Strain-Life back calculation of specimen lives

105 of 108
Modeling Uncertainty
Analysis Uncertainty CU = ?
The variability in reproducing the original strain life data
from the material constants is CM ~ 0.44
n
COV C
1 C Xi
2
2 ai
i 1
1 CU
1 CNf
1 CM
CU = 1.09
90% of the time the analysis is within a factor of 3 !
99% of the time the analysis is within a factor of 10 !
106 of 108
Variability from Multiple Sources

n
COV C
1 C Xi
2
2 ai
i 1
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 COVs are the same, it doesnt do any good to
reduce only one of them, you must reduce all of them !
107 of 108
Variability from Multiple Sources

n
COV C
1 C Xi
2
2 ai
i 1
Suppose we have 3 variables each with a COV = 0.1

and 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 COVs is large, it doesnt do any good to
reduce the others, you must reduce the largest one !
108 of 108

Probalistic Fatigue Statistics

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Probabilistic Aspects of Fatigue

Professor Darrell F. Socie

Probabilistic Aspects of Fatigue

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Quality and Cost

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Time, Flights etc

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Risk Contribution Factors

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Uncertainty and Variability

Fatigue Life, 2Nf

Deterministic versus Random

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Variability and uncertainty is accommodated by introducing

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Reliability = 1 P( Stress > Strength )

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The probability of the part with the lowest strength

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Probabilistic Analysis Methods

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be the stress and S the fatigue strength

Given the distributions of

and S find the

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Let Z be a random variable:

= 200 -100 = 100

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z = 3.54 standard deviations

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What is the expected distribution in fatigue lives?

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as are constant and Xi ~ LN( xi , Ci )

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~ LN( 1000 , 0.1 )

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Monte Carlo Methods

Given random variables for Kf, S,

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Uniform discrete distribution

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Monte Carlo Simulation

~ LN( 1000 , 0.1 )

Randomly choose values of S and

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Generating Distributions in EXCEL

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Monte Carlo Analytical

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