Structural Safety, 3 (1986) 231-267

Elsevier Science Publishers B.V., Amsterdam - Printed in The Netherlands

231

STOCHASTIC FATIGUE, FRACTURE

AND DAMAGE ANALYSIS
J.T.P. Yao ~*, F. Kozin 2, Y.-K. Wen ~, J.-N- Yang 4, G.I. Schu~ller s and O. DiUevsen e
1Purdue University (U.S.A.) 2polytechnic Institute of New York (U.S.A.) 3University of Illinois (U. S.A.) 4The
George Washington University (U.S.A.) 5University of Innsbruck (Austria) 6Technical University of Denmark
(Denmark)

ABSTRACT

This paper reviews and summarizes the development and recent progress of methods of
stochastic fatigue, fracture and damage analysis. Topics covered include structural fatigue,
structural fracture, cumulative damage, maintainability and inspection and structural
damage. Several "'new" methods such as expert

systems and fuzzy sets and their applications to

damage analysis are briefly discussed It is
concluded that good methods are available for
the purpose of making analysis and design.
However, the fundamental mechanisms for fatigue, fracture and damage remain to be further
investigated

4.1 INTRODUCTION

to the analysis and design of fatigue-critical

components.
There exist many theorems on fatigue
damage as reviewed in a comprehensive
manner in a series of ASCE papers on fatigue
and fracture reliability (1982). Moreover, the
theory of fracture mechanics has been well
established. Nevertheless, the damage analysis of structural systems remains a challenging
task to-date.
The lifetime of a given structure may be
summarized schematically as shown in Fig.
4.1.1. At the beginning in the life of a structure, relevant information is collected from
the field for use in the design office. An
iterative design/analysis process is then followed to obtain the final design of the par-

Fatigue has been a problem in the design

of many structures in aeronautical engineering (e.g., aircraft structures, jet engines, etc.);
in civil engineering (e.g., highway and railway
bridges, offshore structures, nuclear power
plants, etc.); and in mechanical engineering
(e.g., turbine engines, propeller shafts, pressure vessels, pipings, etc.). Because of the
inherent variability in fatigue strength of
materials as well as the statistical nature of
the service loads experienced by the structures, the stochastical approach is important
* Chairman of Subcommittee on Stochastic Fatigue,
Fracture and Damage Analysis

232

ticular structure. During this process, a generalized mathematical model is used to represent the structural behavior (see report of
Chapter 1). The expected loading and environmental conditions are also represented
mathematically for the computation of structural response. In the case of random and
dynamic load, methods of stochastic structural dynamics are used (see report of Chapter
2). Once the design is implemented and the
structure is constructed, the structural behavior may differ from the analytical results using
the apriori and idealized mathematical model.
In such cases, dynamical measurements can
be made for updating the mathematical model
through the use of system identification techniques (see report of Chapter 5). In the case
of damaged structures, results of inspection

and other nondestruction evaluation mav also

be used for updating the mathematical model
as shown in Fig. 4.1.1.
Ideally, it is possible to use these mathematical models for the calculation of structural response. Through the use of fatigue
damage theorems, it is also possible to use the
calculated structural response to predict the
time and location of crack initiation, propagation, and the eventual collapse of the structure. At present, there are various stochastic
methods available for these calculations. An
attempt is made to review these methods in
this report. Nevertheless, it must be realized
that these methods, while useful for the purposes of analysis and design, do have practical limitations and may not yield realistic
results for the following reasons.

Time

Field Work

J Field

Data

[ Construction
Inspection

1 Workt

Office

Conception
Planning

Operation (Existing Structure)

Field

Desig
._n
Analvsis

Expected

r-

Test Data

I Normal
Repair Maintenance
~l
Demolition

Struciural Identification

r---

I
I
I
k.
"1

~Oamage J.~System
J
ssessment ~
IdentificotionJ

_J

Decision
Analysis

I Math.Nodel
J
Environ,Cond. l for Structure I Response._
L ......
-I
Updated r- - - - ~ ---1
Expeted ~Jpdaled Math.II

Safety Evaluation
D(t), R(t). L(t)
D Damage
R Residual Strength
L Reliability

Fig. 4.1.1. L i f e t i m e of a s t r u c t u r e ( Y a o , 1985).

I Hodel for

Env.Cond, .LSlructure

jII Respons..ee

Updated Solely Evaluation

Dlt). R(t), Lit)

Econon~c
Con~deration

233
Even with modern science and improved
knowledge, the fatigue phenomenon is not
completely understood. Frequently, it is still
necessary to rely on experimental data in the
case of new materials, new geometrical configuration, and new loading and environmental conditions. Furthermore, relatively large
scatter in test results is expected even for
"identical" laboratory specimens. Consequently, it is necessary and desirable to apply
statistical methods in fatigue studies. Meanwhile, there are cases where it is difficult to
obtain sufficient statistical data because of
the unique design, large size a n d / o r high cost
of the structure(s) involved (e.g., most civil
engineering structures).
During recent years, much progress has
been made in the application of fracture
mechanics to maintainability, lifecycle-cost
analysis and retirement-for-cause life management of aircraft and aerospace structures.
In this report, a comprehensive review of the
available literature is presented.
The failure paths and limit states of large
and complex structural systems are not well
understood, though many methods are now
available for the computation of system reliability (see report of Chapter 3). In recent
years, more experimental data have been obtained on the failure of large and full-scale
structures. However, there are sill discrepancies between mathematical modeling and actual behavior of complex structures (e.g., see
Okamoto et al., 1982). Therefore, there is a
need for further research to establish more
realistic limit states including those for fatigue and fracture damage of structural systems.
The objective of this report is to review and
summarize available stochastic methods of fatigue, fracture, and damage analysis. In addition, several "new" methods such as expert
systems and fuzzy sets and their applications
to damage analysis are briefly introduced and
discussed.

4.2 STRUCTURAL FATIGUE

a. Physical phenomena
The two important phases of the physical
process of fatigue are (a) crack initiation and
(b) crack propagation. For engineering purposes, crack initiation refers to the formation
of cracks which are easily detectable with the
use of available nondestructive evaluation
techniques. The problem of crack initiation is
quite complicated since it involves the crack
nucleation at the micro-scale level. There is
still a gap between the results of micromechanics and the direct engineering applications.
Where stress fluctuations are low at fatigue-critical locations, the crack initiation
period thus defined may consume a substantial percentage of the usable fatigue life in
high-cycle fatigue problems. When stress
fluctuations are high a n d / o r notches are present, the initiation of fatigue cracks may occur early and a large portion of the service
life of the component may be spent in propagating the crack to a critical size. In welds
and other structural details where some defects are practically unavoidable during the
fabrication process, the phase of crack initiation may be negligible.
The most commonly available approach to
fatigue is the S - N diagram which relates fatigue life in cycles to failure, N to constant
cyclic stress amplitude Sa (or cyclic stress
range S R or maximum stress Smax). Because
"failure" is usually assumed to be understood, this constant-amplitude S - N diagram
can be interpreted as a stage in the fatigue
cracking process (to either a pre-set level of
deformation or complete fracture). In some
papers, "fatigue life" may imply number of
cycles to crack initiation. The probabilistic
analysis as presented herein is equally applicable if N is defined as life to failure, which
may mean crack initiation, the exceedence of
a given deformation, or complete fracture.
There are many types of uncertainty in the

234
fatigue analysis process including the following items:
(a) The shape and size of detectable cracks
may not be clearly defined. Therefore, the
demarcation between crack initiation and
crack propagation may not be established in a
precise manner.
(b) Fatigue test data are subject to enormous statistical scatter with typical coefficients of variation for fatigue lives in many
cases being 30% or higher.
(c) The relationships used to describe fatigue behavior are approximate.
(d) There are m a n y kinds of defects and
discontinuities in welded joints making it difficult to predict initiation and propagation of
fatigue cracks (e.g., see Bowman, Munse, and
Will, 1984).
(e) Environmental and loading processes
causing fatigue behavior may not be well
defined because of incomplete and insufficient records.
(f) The force produced by a given environment or load may not be precisely known.
(g) The state and magnitude of stresses
causing fatigue failure at a joint contain uncertainties resulting from the methods of stress
analysis which are based upon idealized
mathematical models.
(h) Effects of temperature, corrosion, etc.
are not precisely known in most cases. Nevertheless, engineers must make decisions regarding the design and integrity of components to mitigate fatigue failures. Consequently, it is necessary to apply probabilistic
and statistical methods in structural fatigue
studies.
b. Fatigue models
During the defect growth stage, fracture
mechanics can be used to obtain additional
information. The fracture mechanics analysis
should be used in lieu of or in addition to the
S - N type of analysis whereas most available
fatigue data to-date are obtained from con-

stant amplitude tests. Service fatigue loads

due to rough roads, aerodynamic noise, winds.
ocean waves and earthquakes are random in
nature. There exist fatigue analytical models
for random stresses on the basis of constantamplitude data. Therefore, constant-amplitude models are reviewed briefly herein.
Most fatigue data are obtained by cycling
test specimens at constant-amplitude stress
(or strain) S until visible cracking occurs or a
preset level of deformation is exceeded. Such
tests are repeated several times at different
stress levels to establish the familiar S - N
curve correlating stress (or strain) to number
of cycles to failure, N. Several models which
characterize the S - N relationship for design
purposes are described as follows.
Classical model (Basquin, 1910)
NS"

= C

(4.2.1)

where S is stress amplitude Sa, or stress range

S R or maximum stress SmaX, and m and C are
empirical constants. Equation (4.2.1) is generally valid for the high-cycle range, say N >
10 4"
General strain-life model
For both low-cycle and high-cycle fatigue
tests, the following strain-life model has been
used (Fatigue Design Handbook, 1968).
A~ _ of' (2N)b + Uf( 2 N ) '
2
E

(4.2.2)

where A~ = strain range (specimens are cycled

with a given strain range), E = modulus of
elasticity, of' = fatigue strength coefficient, b
= fatigue strength exponent, ~'e = fatigue
ductility coefficient, and c = fatigue ductility
exponent.
In the case where mean stress S o is present,
the term of' may be replaced by (o 7 - S0).
The first term on the right-hand side, when
set equal to the elastic strain range is the
Basquin equation which dominates in the
high-cycle range. The second term, equal to

235
the plastic strain range dominates the expression in the high-strain lowcycle region. It was
proposed independently by Coffin (1954) and
Manson (1954). Results of extensive research
during the past two decades show that controlling strain is more meaningful than controlling stress where low-cycle fatigue (say
N < 10 4 cycles) is concerned (Langer 1962;
Yao and Munse 1962).

coalescence, etc., prior to the onset of cycleby-cycle growth. The fracture mechanics approach to fatigue are presented by Rolfe and
Barsom (1977), Hertzberg (1976), and Fuchs
and Stephens (1980).
The basic parameter of fracture analysis is
the stress intensity factor, k, given by the
following relationship.

The Langer model

A strain-range vs. cycles to failure model
proposed by Langer (1962) was used to develop design curves in the ASME Boiler and
Pressure Vessel Code (see Criteria, 1969). The
S - N curve is of the form

in which s = a p p l i e d stress, Y ( a ) = f i n i t e
geometry correction factor which may depend
on a, and a = crack depth for a surface flaw
or half-width for a penetration flaw. The stress
intensity factor depends on the crack size,
geometrical configuration, and applied
stresses.
Based on extensive experimental data, the
central region of crack growth rate d a / d n
and the stress intensity factor range AK may
be represented with the following equation
(Paris, 1964):

S = B N -1/2 -4- S e

(4.2.3)

where B and Se are empirical constants and

S = ( A, ) E/2

(4.2.4)

In the linear elastic range, S is the actual

stress amplitude.
In general, all the empirical constants in
these fatigue relationships depend on the
material, geometrical configuration, as well as
loading and environmental conditions. Consequently, new tests must be conducted
whenever there is a change in any one of
these factors.
Fracture mechanics approach to fatigue
Flaws are inherent in many components
because of the process with which they are
manufactured or fabricated. A common example is the structural weld where defects
exist prior to the application of any load due
to porosity, inclusion, or lack of penetration
and fusion. Other sources of initial cracks
include tool marks and forging laps. If the
flaws are planar (or nearly so) crack growth
may begin from practically the first load application. Nevertheless, there may still be
some initiation period during which the
material at the tin of the flaw undergoes
dislocation pile-up, microvoid formation and

K=

Y ( a ) sv/~d

da/dn

= C(AK) m

(4.2.5)

(4.2.6)

in which AK is obtained from eqn. (4.2.5) in

which C and m are experimental constants
which depend on such factors as the mean
cycling stress, the test environment and the
cycling frequency etc.
A simple method to take into account the
randomness of a load process in the fatigue
fracture analysis is to look for an equivalent
or characteristic stress intensity range factor,
A Keq , that can be introduced into a deterministic equation, say eqn. (4.2.6). The value of
A Keq , most frequently found in the literature
(e.g. Barsom (1973)), is assumed to be equal
to the root-mean-square (rms) value of AK,
i.e.
AKeq = AKrms = Y(a) ASrmsf~-

(4.2.7)

Good agreement was obtained from experimental results when compared. However, the
single parameter, ASrms, which is assumed to
describe the whole influence of the randomness of the load on the crack growth cannot

236
yield sufficient information about a stochastic
process. It is obvious that identical values of
ASrnl~ can be found for quite different characteristics of stochastic processes. It is difficult to expect that a structure would fail at
the same time when it is subjected to a narrow-band process as when it is subjected to a
wide-band process, even if both processes have
identical ASrms values. The application of this
simple approach requires careful experimental verification using the actual load spectrum. An appropriate choice of AKeq for
some given types of loading and for some
typical structural components can, however,
yield satisfactory assessments of the mean
life-time.
A convenient approximate form for cycles
to failure N can be derived by integrating
eqn. (4.2.6); from an initial crack length a 0 to
a critical crack length a c, and n from 0 to N.
Assuming that a c > > a 0, m > 2 and Y is a
constant, the result of the integration of eqn.
(4.2.6) is

N S m= 1/[a'~/2

'(m/2-

1)CY'~r m/2]
(4.2.8)

N o t e that eqn. (4.2.8) has a similar form to

the high-cycle fatigue model as given in eqn.

(4.2.1).
A simple model for accounting for mean
stress is the Forman Equation.
C(AK) m

da
dn

C(AK)"'
Kc- AK
(1 - R ) K c - A K

for R < 0

for R > 0
(4.2.9)

where R = Smin/Sma x (stress ratio), and Kc is

the fracture toughness.

c. Initial fatigue quality

The initial fatigue quality refers to the initial state of manufactured details or compo-

nents, which depends on many variables, such

as material, drilling technique, welding quality, manufacturing process, assembling of
structures, etc. Specifically, as already pointed
out above the initial fatigue quality can be
quantified either by the time to crack initiation (TTCI) or the equivalent initial flaw
size (EIFS), or combination of both.
T i m e to c r a c k initiation (TTCI)

The time to crack initiation involves a significant statistical variability. It has been considered as a random variable following either
the lognormal or the Weibull distribution (e.g.,
Yang and Chen (1983a, 1983b) Freudenthal
(1965, 1967, 1975), Freudenthal and SchuEller
(1973), Butler (1972), Shinozuka (1968, 1976,
1978), Whittaker and Saunders (1973a,
1973b), Yang (1978), Yang and Trapp (1974)).
The shape parameter ~ for the Weibull
distribution or the standard deviation o~nT for
the lognormal distribution is exclusively related to the coefficient of variation (dispersion) of the tTCI data, and it has been observed to be fairly constant. Thus, o~ and o~n r
are determined from the results of coupon
specimens under laboratory conditions for fatigue-critical components. The scale parameter fl for the Weibull distribution or the
median value of the lognormal distribution is
estimated from a few full scale test articles.
Attempt was also made to account for the
statistical variability of service loads in the
TTCI distribution. Another approach for the
prediction of TTCI is the application of Coff i n - M a n s o n equation in conjunction with the
Neuber's equation. The statistical method for
such an approach is to consider those parameters appearing in eqn. (4.2.2) as random variables as described by Wirsching (1981).

Equivalent initial flaw size (EIFS)

The time to crack initiation (TTCI) depends on many variables, in particular the
applied stress level and the loading spectra.
Some structures, such as lower wing skins of

237
airframes, may consist of thousands of
fastener holes in which the crack growth
damage accumulation in each hole has to be
estimated statistically [Yang, 1976]. Since the
applied stress level varies from one location
to another, it is economically impractical to
conduct laboratory tests to obtain the TTCI
distribution at each stress level and possible
load spectra. As a result, an alternate approach, referred to as the method of equivalent initial flaw size, has been suggested and
investigated (e.g., Rudd and Gray (1977),
Yang and Manning (1980), Shinozuka (1979),
Yang (1980), Rudd et al. (1982), Rudd et al.
(1982a, 1982b), Yang et al. (1985), Manning
et al. (1986)].
An equivalent initial flaw size (EIFS) is a
hypothetical crack size assumed to exist in a
structural detail prior to service. The equivalent initial flaw size is obtained by back-extrapolation of observable fractographic data
to time zero for each test specimen using a
suitable crack growth law in the small crack
size region. Such an EIFS would result in an
actual crack size at the actual point in time
when grown forward in service. Once the
distribution function of the equivalent initial
flaw size is established from one set of test
results under one maximum stress level of a
given loading spectrum, it can be grown forward under different stress levels and service
conditions. In other words, the fatigue process is represented by the crack propagation
from EIFS to the critical crack size. Another
advantage of such an approach is that it
allows for a comparison of the initial fatigue
quality for different materials, and manufacturing and assembling processes.
Combination of time to crack initiation and
initial flaw size

The EIFS approach works for materials

having large grain sizes, such as aluminum.
For superalloys, in particular the powder
metallurgy superalloys with fine grain sizes,
the applicability of the EIFS concept has not

been demonstrated, and hence the time to

crack initiation approach is employed. Recently, the nondestructive evaluation (NDE)
technique has been improved significantly
such that a small crack size can be detected
with confidence. Further, intensive research
efforts have been made to predict the crack
growth. As a result, the reference crack size,
a 0, at crack initiation can be defined to be
very small in order to increase the crack propagation life. Under such a circumstance, however, there are actual initial flaws that exceed
the reference crack size a 0 for time to crack
initiation (TTCI) and they start to propagate
immediately after the component is introduced into service, i.e., the TTCI is zero.
Consequently, the initial fatigue quality (IFQ)
should be represented by two populations,
the one defined by the distribution of time to
crack initiation for those initial cracks smaller
than a 0, and the other by the distribution of
the initial flaw size for those larger than a 0.
This approach has been employed recently
[Annis et al. (1981), Harris et al. (1980), Yang
and Chen (1985b)].
The initial fatigue quality described above
applies to critical locations of a structural
component. Depending on the particular type
of structures, there are other types of defects
existing at different locations, such as surface
flaws and volume flaws (inside the materials),
where crack growth damage may be accumulated. The distributions of these inherent
flaws should be referred to unit surface area
or unit volume, respectively, in order that
scaling can be accomplished for applications.
These distributions, however, are difficult to
obtain, in particular the tail portion of the
distribution. Further there is another type of
initial flaw in the larger crack size region
resulting from handling damage, referred to
as the rogue flaws. These flaws start to propagate immediately after the component is introduced into service. However, the issue of
rogue flows is difficult to address, because
not only is it difficult to establish is statistical

238
distribution, but also it is questionable to
what degree the rouge flaws are reproducible
in a distribution form.

d. Statistical models of fatigue life

The theory of structural reliability theory
began with a land-mark paper by A.M.
Freudenthal (1947). Later he and E.J. Gumbel
collaborated in the development of methods
of fatigue reliability focusing on statistical
modeling of S - N data (Freudenthal &
Gumbel, 1953; Freudenthal & Gumbel, 1956;
Gumbel, 1963). This early work also concentrated on the statistical analysis of the
time to failure of certain types of specimen,
ranging from small material samples up to
parts as large as full aircraft wings. A brief
summary of statistical methods of fatigue data
analyses is given as follows:
To make design decisions on the basis of a
set of observations of a design factor, it is
necessary to describe the distribution of that
factor. The random variable N denoting cycles
to failure is most frequently represented with
a two-parameter Weibull or lognormal model.
In this context it should be mentioned that
the concept of Time-to-First-Failure, which is
based on Weibull distributed fatigue life, has
been shown to be a useful tool (see Freudenthal (1967), Whittaker and Besuner (1969),
SchuEller and Freudenthal (1972)). for fatigue
reliability estimation of structures. The use of
the lognormal distribution has been suggested
on the basis of mathematical expediency.
Nevertheless, physical arguments favor the
Weibull for most material strength variables
because it is an asymptotic distribution of
minima of a sample (Gumbel 1958) though
not directly so for the Time-to-First-Failure.
Gumbel (1963) noted that the hazard function for the lognormal model decreases with
increasing values of N, which does not seem
reasonable in view of the progressive deterioration resulting from the fatigue process.
It seems, however, that the lognormal dis-

tribution is more commonly used in practice

perhaps because of the following reasons:
(a) The lognormal model generally has
been shown to provide a reasonable description for the distribution of a wide variety of
design variables:
(b) Statistical properties of the Iognormal
distribution are well defined mathematically:
(c) The lognormal distribution is well
known and easy to use; and
(d) Reliability formats using the lognormal
distribution can easily be used to accommodate design variables having relatively large
coefficients of variation.

4.3 STRUCTURAL FRACTURE

a. Physical phenomena
Fracture denotes a failure mechanism
which involves the instable propagation of a
crack in a structure. In the past, fracture of
structures in service has almost always been
produced by applied stresses, which were less
than the design stresses as specified by appropriate codes. Generally, fracture is initiated at locations containing stress concentrations which can be found at tips of
internal or surface cracks, including fatigue
cracks, notches, and flaws.
Studying the surface of cracked specimens,
fracture can be classified in several categories
such as cleavage or brittle fracture, ductile
fracture, fatigue cracking and mixed mode
fracture. There are three modes of fracture,
i.e. the tearing-, sliding- and opening-mode
respectively. The opening-mode, which is also
denoted as mode I, is of major interest in
structural engineering. As already pointed out
in the previous section, stable crack propagation under cyclic loading ultimately may
lead to fracture.

b. Elements of fracture mechanics

The theory of fracture mechanics provides
a framework to consider explicitly the ex-

239

istence of faults in a specimen. These imperfections may be represented by flaws of idealized (such as elliptical) shapes. Furthermore,
the fracture mechanical concept allows the
calculation of stresses or stress intensities
around a crack tip and the derivation of
fracture criteria for linear elastic or nonlinear
elastic-plastic behavior. Linear Elastic Fracture Mechanics (LEFM) is applicable when
the plastic region around the crack tip is
small in comparison with the crack length.
This is generally the case if the fracture occurs at stresses which are considerably lower
than the yield stress and at plane strain conditions. The application of LEFM is limited
to brittle materials. The stress intensity factor
K, as defined by eqn. (4.2.5), is the governing
parameter for crack growth and fracture. It is
well known that the latter occurs if K exceeds
a critical threshold level Kc, which is called
the fracture toughness. This material parameter is to be determined experimentally for
plane stress or plane strain conditions respectively. Its statistical properties will be discussed later.
Beyond the applicability of LEFM, i.e. for
cases where the size of the plastic region
around the crack tip becomes larger with
respect to the crack length, various methods
of the Elasto-Plastic Fracture Mechanics
(EPFM) are used, e.g. the Crack Opening
Displacement (COD) Method or the J-Integral Method, etc. These concepts are based
on a strain dependent crack opening 8 and by
an energy release defined by a closed contour
(J)-Integral. Again, fracture is assumed to occur if these parameters reach critical values,
i.e. 8 = 6c and J = J~ respectively. Although
these methods are already quite widely in use,
there is still insufficient statistical information on 8~ and J~ available. It is for this and
other practical reasons that for these types of
problems empirical elasto-plastic concepts are
used, e.g. a scheme suggested by Feddersen
(1970) and the so-called Two Criteria Approach (see Harrison et al. (1977)) are utilized.

-.

4.5 ~,,} Z

~3

e~ : e y ( 1 - ~-1

4, oy )2a]

'

il

Oc= Ke/nV/-'~'~

III

oc =

2 Kc

Fig. 4.3.1. Elasto-plastic fracture scheme (Feddersen,

1970).

The advantage of these concepts is the fact

that the entire region from LEFM to postyield fracture mechanics (see Latzko (1979))
may be treated consistently. For this purpose
only the fracture toughness and the yield and
rupture stress, respectively, are required. The
first concept provides a continuous evaluation
of the residual strength (in terms of a critical
stress ac) over all possible crack lengths and
states of plastification (see Fig. 4.3.1). The
residual strength at time t may then be
calculated by the following relations:

R(t) = Ro" ~t'(t)

(4.3.1)

~(t)=c(a(t))
oc(ao)

(4.3.2)

where R 0 and a 0 are the initial strength and

crack length, i.e. at t = 0, respectively and
a(t) the crack length at time t. Expected
crack propagation as function of the time
history of the loading will be discussed later.

240
The two-criteria approach allows also the
consideration of brittle-, plastic collapse- and
mixed-mode failure (see Fig. 4.3.2). The statistical properties of the parameters involved,
i.e. K~., a and Oy (or Or,ij ) cause a non-deterministic failure region as indicated in the
figure. There is a direct relation between these
two methods by simply expressing K r in terms
of f ( o ) a n d o = g ( a ) respectively (e.g., see
Oswald (1983)).
Repeated loads which are lower than those
critical for instable crack extension (fracture)
can cause a crack propagation. As shown in
section 4.2, LEFM, i.e. the stress intensity
factor K proves to be applicable for this case.
This holds also for the COD- and J-Integral
concept respectively for the inelastic region.
Based on the plastic strain A~p, the following
empirical relationship has been suggested by
Solomon (1972):

da/dn

Caa( AEp ) q

(4,3.3)

w.here C a and C 2 are parameters which depend on material constants and the geometry
at the location where the strain is measured.
Equation (4.3.3) shows a formal similarity
with the formulation in the linear case, as
given in eqn. (4.2.6) and also with the strain
dependent low-cycle fatigue formulation of
Coffin-Manson. A detailed discussion concerning the fracture and fatigue formulation
in the linear and nonlinear range is presented
by Oswald and Schu611er (1983). This shows
clearly that the use of the initial crack length
as an input parameter is an advantage of the
fracture concept.
Furthermore, for structures under environmental loading conditions the sequence effect
of the load cycles does not cause acceleration
or deceleration of crack growth in general.
However, it may be important for aircraft
structures, where periodic loading (during
starting and landing) are followed by infrequently occurring overloads such as gust loads
(e.g. Wheeler (1970), Willenborg et al. (1971)).
Theoretical models to consider corrosive el-

KZ
Kr=

Failure Assessment Poln]

with Coordinates (Kr,S r )

/
REGION OF
NO FAILURE

/
/

//
//

REGION OF
FAILURE

//
/.-/"

Sr =

O'failur e

Burdekin/Stone:

Sr

Kr =

J~In sec(-~-- S~)

2 Sr
Larsson/Bernard :

Kr =

1 +S r

'n( 1---y~r )
Folias:

Kr = ~ / 1 - S ~

Dugdale:

Kr = ~ c o s ( ~ ' "

Sr)

Fig. 4.3.2. Two-criteria approach--failure assessment

diagram (Harrison et al., 1977).

fects on crack propagation are sill under investigation, particularly the influence of the
respective stress (intensity) levels. To-date,
experimental evidence is mainly used. For
example, Oberparleiter and Schlitz (1981) report that structures under random cyclic loading exposed to salt water environment are
expected to have a reduced fatigue life by an
overall factor of 1.6. Therefore, eqn. (4.2.6)
can be expressed as

da/dn = CT(AK)"

(4.3.4)

where C v = C Ccorr. In other words~ the factor

C, which generally would be used, is multiplied by an additional factor (for example
Ccor~--1.6 for random load history). There
are also suggestions made to alter both

241

material parameters, i.e. C and m (see Lohne

(1979)).

modeled by the Poisson law, i.e.,

p ( n ) - (?~l)ne-X'

(4.3.7)

n!
c. Statistical properties of material parameters

where ~ is the average number of flaws per

unit length. Based on extreme value theory,
the distribution of the largest crack is given as

It has been noted above that initial cracks,

which are unavoidable even with stringent
quality control, play a major role in the fracture and fatigue analysis. The advantage of
the fracture approach is that the crack length
a n d / o r depth can be introduced in the analysis as input parameter explicitly. The length
and depth of these cracks are random, to be
represented by an exponential type of distribution (e.g. Becher and Pedersen (1974),
Marshall (1976), Lidiard (1977)). The crack
size probability density f(a) is proportional
to the product of the probability density of
the size of cracks which remain after fabrication, g(a), and the probability h(a) that defects of a particular size are not detected by
the crack detection method used, i.e.

f~m, (a) = Y'~ nF(a)n-lf(a)p(n)

f(a) = g(a)h(a)

(4.3.5)

Obviously, this equation must be renormalized. Since h(a) also reveals exponential
characteristics, eqn. (4.3.5) may be expressed
as follows:
f ( a ) = ce c(,-a.)

(4.3.6)

which is a shifted-exponential distribution,

where c is a constant to be determined from
data and a* is the non-detectable crack length.
From all these cracks the stress concentration reaches its maximum value at the largest
crack areax given that the stress field is homogeneous and all cracks have the same orientation. Hence crack growth and the possibility
of crack instability, i.e. fracture, are most
likely at this crack. The distribution of amax
depends on f(a) and the number of cracks
present. The number of cracks or flaws n in a
weld of length l may for reliability analysis
purposes with sufficient accuracy (1981a, b)

(4.3.8)

n=0

in which F(a) is the distribution function

corresponding to the density function f ( a ) .
Experimental evidence shows random characteristics of crack growth and instability,
which reflect on the parameters of the fracture and crack growth models. A Weibull or
lognormal distribution may be used to model
the fracture toughness K c.
d. ProbabilisUc crack propagation models
Based on the concepts described above,
various probabilistic models have been developed to predict crack growth and ultimately
the time to failure. Some of the concepts are
based on LEEM concepts, some on combined
LEFM and EPFM concepts. Particularly for
the design of aircraft structures, the so called
damage tolerance requirement is one of the
most important specifications in addition to
the durability requirements. It deals essentially with the crack size region. Probabilistic
damage tolerance analysis has been attempted by Palmberg et al. (1986), in which
several probabilistic crack propagation models have been reviewed. In addition extensive
literature dealing with stochastic propagation
models has been compiled, (e.g. Yang et al.
(1986), Yang (1981)).
In general terms, the physical models of
crack growth may be expressed by

da/dn = F( a,Smax,Smin)

(4.3.9)

where Sma~ and Smi, are the maximum and

minimum values of the far-field stress in the
n th load cycle respectively. Many suggestions

242
have been made for the function F(-), e.g.
eqn. (4.2.6). The differential form of the crack
propagation law, however, leads many authors
to apply the methods of stochastic differential
equations to the analysis of fatigue fracture.
In fact, eqn. (4.3.9) may be expressed in the
following form (e.g. Miller and Gallagher
(1981) and Hoeppner and Krupp (1974)):

totally uncorrelated at any two time instants.

referred to as the white noise process. At
another extreme, X(t) is totally correlated at
any two time instants, indicating that X(t) is
a random variable.
If the process X(t) is modeled as a random
pulse train (Lin (1983))

d a / d t = F[a(t),AK,Kma,R,S ] "

X(t)=

a(to) = A 0

(4.3.10)

in which F[-] is a non-negative function, AK

the stress intensity factor range, Kmax the
maximum stress intensity factor, R the stress
ratio, S the maximum stress level in the loading spectrum and a(t) the crack size at time
t. The change of the argument into t is made
under the assumption that the number of
load cycles within any time interval can be
defined as their mean number such that
da
dn

1 da
u+(t) dt

- -

(4.3.11)

where u+(t) is the mean rate of maxima

which is constant for a stationary process
S(t). The crack length a(t) could be considered a Markov process. It has been suggested
to "randomize" the deterministic crack propagation by a stochastic process X(t) (e.g. Lin
(1983), Lin and Yang (1983), Yang et al.
(1982, 1983), Yang and Donath (1983)).
da(t)_x(t)F(a,AK,Kma
dt

x R,S)

(4.3.12)

It is suggested to model the process X(t)

either by a lognormal stationary stochastic
process with a median value equal to unity or
by a random pulse train. Thus, the deterministic crack growth rate function given by eqn.
(4.3.10) represents the average crack growth
rate behavior and the random process X(t)
accounts for the statistical variability of the
crack growth rate.
Within the general class of lognormal random processes X(t), for example, there are
two extreme cases. At one extreme, X(t) is

N(t)

Y'. ZkW(t--rk)

(4.3.13)

where N(t) is a homogeneous Poisson counting process with an average rate ~, Z k the
random amplitude of the k th pulse, independent but identically distributed for different
k, the Markovian approximation yields analytical solutions for the statistical moments of
the random time until the crack reaches a
given size. The statistical parameters required
to define the process X(t) are obtained from
simple experiments. These results provide sufficient information to establish the necessary
parameters to solve more complicated problems.
In this context it should be mentioned that
extensive investigations have recently been
conducted for various derivatives of the
randomized crack growth rate equation given
by eqn. (4.3.12) recently (e.g. Lin and Yang
(1983, 1985), Yang and Donath (1984), Lin et
al. (1985), Yang and Chen (1985a, 1985b),
Palmberg et al. (1986), Yang et al (1986),
Yang et al. (1982), Yang and Chep (1985c)).
ONe advantage of such a model is that various statistical variabilities and uncertainties,
such as service loading spectra, crack geometry, stress intensity factor, etc., can be
accounted for in X(t) (Yang and Chen (1985a,
1985b, 1985c)).
The modeling of crack size as a Markov
process but discretely valued and discretely
parametered, namely, a Markov chain has
been proposed by Bogdanoff and Kozin (for
a detailed summary of the approach see
Bogdanoff and Kozin (1985a) and Section 4.4
of this report). The method describes the
damage accumulated during each duty cycle.

243
The transition probabilities of the various
crack states are estimated from experimental
data, i.e. a small number of samples of the
material and structural parts respectively for
which the crack sizes have to be calculated.
Based on the relation between the fatigue
concept (linear damage accumulation) and the
fracture mechanics approach, the damage
accumulation concept in context with the
Markov chain model has been modified and
introduced into the fracture mechanics concept by Oswald and SchuEller (1984). The
discretization of the crack length, Aa, is an
arbitrarily chosen fraction of the maximum
possible crack length, i.e. thickness of the
structural part under consideration. The duty
cycle (storm, earthquake, etc.) is defined as
part of a total load history. The transition
probabilities of a crack growing from one
state, i.e. crack interval length, to another
during a particular load event, i.e. duty cycle
may be defined by
<k-i

+aala(j-1)=iaa}

(4.3.14)

where Pi,k represents the transition probability from state i to state k, i.e. due to the load
event j and Zj the crack increment. It should
be pointed out that within this concept the
transition of a crack is allowed not only up to
the next but to any other state. Hence the
transition matrix is represented by an upper
triangular matrix. As the crack growth is a
random variable, eqn. (4.3.14) may be represented as follows
p(k--i+ l/2)Aa

p,,k=}, k i_,/2)aafz,(z[a(j-1) = iAa)dz

(4.3.15)
The density function fz, ( z [ a ) in eqn.
(4.3.15) is calculated by utilizing the appropriate crack propagation law in its randomized form. For this purpose the statistical
properties of the known material characteris-

tics as described earlier can be utilized. The

crack length distribution after the load event
j is then
k

Pk(J) = ~ Pi.kPi(J- 1)
i=1

(4.3.16)

which expresses the fact that a state k may be

reached from all lower states i, where Pi(O) is
the discretized distribution of the initial crack
length.
Another way of solving the fatigue fracture
problems is to utilize the central limit theorem of probability. In most crack propagation
laws the argument " a " and those arguments
containing the load process and possibly random material parameters are separable so that
eqn. (4.3.9) can be written as
da

Fl(a )

F2(Smax,Smin)dn

(4.3.17)

If q~(ao,ac) denotes the integral of the

lefthand side of eqn. (4.3.17) over the crack
length interval (ao,ac) , where a 0 and a are
the initial (at t = 0) and ultimate (at t = T
after N(T) load cycles) crack lengths respectively the solution of eqn. (4.3.17) takes the
form (e.g. Madsen (1983))
N(T)

4,(a0,ac) = ~

F2(gs,max,Si,min)

(4.3.18)

i=l

Under suitable conditions on the load process, the central limit theorem may be applied
to the right side of eqn. (4.3.18) conditional
on a given (i.e. non-random) value of N(T).
Thus the righthand side is asymptotically
Gaussian for large N(T). Since q~(ao,ac) is a
constant, eqn. (4.3.18) defines a first passage
problem which determines the asymptotic distribution of N(T). In the case of homogeneous cyclic loading the random variable
N(T) is distributed as the inverse Gaussian
distribution asymptotically for large ~b(a0, a~)
(e.g. see Ditlevsen, 1986).
The extensive data set obtained by Virkler
et al. (1978) for fatigue crack growth in 2024-

244
T3 aluminum alloy panels under homogeneous cyclic stressing has recently been the
object of several extensive statistical analyses
(Kozin and Bogdanoff, 1985 c, Ortiz and
Kiremidjian, 1985, Ditlevsen and Olesen,
1985). The sample consists of 163 cycle increment values per test specimen.
The statistical scatter of the experimental
data is in the last two references modeled as
made up of a random "between" specimen
variation and a random "within" specimen
variation, the former being of finite dimensional random vector type and the latter of
random process type.
Ditlevsen and Olesen (1985) suggested a
modified form of the Paris-Erdogan-law, eqn.
(4.2.6)
da
[ AK)"
d--~ = C - - ~

(4.3.19)

where ~ is a constant depending on the units

of AK. They showed that the statistical properties of C and the covariance of m and log C
depend on the choice of ~. In fact, ~ can be
chosen such that log C and rn in eqn. (4.3.19)
become uncorrelated. For the Virkler data set
the relevant values are ~ = 345, E[log C] =
- 9 . 3 9 , Var[log C] = 0.0040 (Vc = 6.3%),
E [ m ] = 2.87, V,,, = 6.3%. It should be mentioned that using N / m m 3/2 as unit of the
stress intensity factor instead of k i p / i n 3/2,
= 0.02877 since 1 N / m m 3/a = 0.02877
k i p / i n 3/2. For this particular value of ~ Vc =
41%. These estimates are obtained under consideration of the relatively small statistical
uncertainty due to the limited sample size on
which they are based. The joint distribution
of (log C , m ) is well modeled to be Gaussian.
The problem of numerical differentiation
of the (basically non-differentiable) experimental crack growth curves to obtain crack
growth rates is carefully discussed by Ortiz
and Kiremidjian (1985). Differentiation is
avoided in the model of Ditlevsen and Olesen
(1985). Instead it uses direct maximum likelihood estimation of the parameters in the

Paris- Erdogan equation.

The main results of the statistical analysis
in the last reference is (i) that a random
equation of Paris-Erodgan type that allows
for random material inhomogeneities fits very
well to the data, and (ii) that the distribution
type for the number of stress cycles needed to
grow a crack by a given length is convincingly
well described as being inverse Gaussian.
Within the stochastic model on which the
analysis is based this distribution type is
asymptotically correct for large cycle number
increments. Its parameters depend stochastically (though almost deterministically) on the
crack length and vary randomly from specimen to specimen according to the nature of
the "between" specimen scatter. Furthermore, (iii) the random vector variation between specimens is reasonably well described
by a joint normal-lognormal distribution.
Data on fatigue crack growth in metal
specimens under constant amplitude loading
with occasional overloads show great scatter.
The present lack of a clear physical mechanism for the crack growth retarding effects of
the overloads motivates attempts to formulate
stochastic process models of phenomenological type. A recent paper by Ditlevsen and
Sobczyk (1985) shows that birth processes
have features that make them applicable in
modeling fatigue crack growth processes. In
fact, this process type allows a time transformation that reduces the case of variable amplitude loading to the case of constant amplitude loading. The mean growth curve defined
as the mean time of growth to a given crack
length as function of this crack length may in
the constant load amplitude case be calibrated
to the Paris-Erdogan law. For the case of
occasional overloads it may be further
calibrated to the empirical results reported in
the form of the Wheeler model of crack retardation based on the concept of a
strengthening plastic zone at the crack tip
caused by' the overload (Wheeler, 1972).

245

e. Discussion

The methods presented here do not exhaust the subject of the stochastic approaches
to fracture and crack propagation. However,
they serve the purpose of indicating the main
trends concerning the random characteristics
of loading a n d / o r material properties of these
types of problems.
For stochastic analysis of non-linear, i.e.
elasto-plastic behavior, at present the application of the empirical Two-Criteria Approach
and the Elasto-Plastic Fracture Scheme are
preferred over the theoretical COD- and J-Integral concepts. This is mainly due to lack of
statistical information for the latter approaches.
The dominating role of the initial crack
distribution calls for the continuous need of a
stringent quality control and improved crack
detection methods. Moreover, additional statistical data on fracture toughness are needed.
Probabilistic models for crack propagation
have been developed along the following three
major lines,
(i) equivalent or characteristic loading to
substitute for stochastic amplitudes;
(ii) Markov model which describes the
crack propagation under stochastic loading
a n d / o r in presence of randomness of material
parameters;
(iii) Central limit theorem of probability
which utilizes the fact that the crack length
after n load cycles is a sum of random events.
The first approach and the Markov chain
model provide a good description of experimental results with necessary parameters determined from these results. The ability of
these approaches to predict crack propagation on the basis of experiments that were
made under other conditions still remains to
be investigated.
The Markov chain model may also be
utilized within the fracture concept. For this
purpose the parameter estimates as used in
the crack growth law are based on generic

experimental data and introduced as random

variables in the analysis. This approach-which may be used in a consistent reliability
concept (e.g. SchuEller (1985))--is also to be
verified experimentally.
In the central limit theorem approach, the
material parameters are determined from the
deterministic experiments and those for the
loading from statistical analysis of actual load
samples. Again, there is still insufficient experimental verification.

4.4 CUMULATIVE DAMAGE

a. General remarks

The Markov chain (MC) or Bogdanoff (B)

model is presented herein for the description
and analysis of cumulative damage for a large
number of data sets in fatigue life, fatigue
crack growth, and wear. The major sources of
variability encountered when testing material
components in these three areas of cumulative damage are considered in the MC-model.
The complete development of these models
with examples and applications can be found
in Bogdanoff and Kozin [(1985a).
Cumulative damage (CD) is the irreversible
accumulation of damage throughout the life
of a specimen which ultimately causes retirement or failure. There are many types of CD
in engineering including fatigue , corrosion,
fatigue crack growth, chemical degradation,
creep, erosion, and wear. In this section, the
emphasis is placed on fatigue failure, fatigue
crack growth, and wear.
The engineer must be able to predict behavior under CD for such reasons as structural safety, the planning of inspection times,
availability of spare parts, design criteria, and
* Parts of this section have appeared in a special session on "Random Fatigue Life Predictions", ASME 5th
National Congress on Pressure Vessel and Piping Technology, San Antonio, Texas, June 1984.

246
lifecycle costs. A mathematical model is
needed to describe and analyze data accurately, and predict behavior under conditions
not covered by such data. In addition, it is
desirable to have as few parameters as possible which require evaluation. The model
should also be easy to understand and use in
computations, and possibly be based upon
known physical laws.
The cumulative d a m a g e stems from
material behavior at the atomic or molecular
level. To-date, it appears that material behavior at this level needed in CD is not sufficiently well understood in engineering materials and under laboratory (let alone service)
conditions so that CD models can be based
upon fundamental physical laws. Further, in
view of the magnitude of the effort already
spent and the modest nature of the gains
made, it does not seem probable that much
progress will be achieved in this direction in
the foreseeable future. Therefore, current
models of CD must be phenomenological in
nature and based upon experimental data and
understanding of the phenomena at the macroscopic level. That is, models must be based
upon experimental data.
It is desirable to find the time to reach a
prescribed level of fatigue damage, crack
length, or material lost. From suitable data,
estimates of mean and variance of life time
and approximate confidence intervals can be
obtained using standard statistical methods.
If the coefficient of variation of the lifetime is
consistently very small and the minor fluctuations from the mean are of no consequence, a
deterministic model for mean behavior is appropriate. On the other hand, if the coefficient of variation is consistently large and the
fluctuations from mean behavior are significant, a probabilistic model is appropriate.
Carefully controlled laboratory experiments on life times in CD may produce a
high ( > 15) coefficient of variation in many
cases. In one carefully controlled laboratory
experiment (life of rolling elements of ball

bearings), the coefficient of variation of life

was approximately 1.2. Under service conditions, where careful control is not possible,
the coefficients of variation are significantly
higher than those obtained under carefully
controlled laboratory conditions. The fluctuations from mean life are so large that they
cannot be ignored in most cases without serious consequences. Thus, it is necessary to use
a phenomenological and probabilistic model
to represent the CD phenomena.
Many approaches to phenomenological and
probabilistic models of the CD process have
appeared in the literature and some of them
have become commonly used. (e.g., see Esary
et al. (1973), Miner (1945), Palmgren (1929),
Parzen (1959), Sweet and Kozin (1968), and
Weibull (1951)). Palmgren-Miner's rule is a
deterministic linear cumulative damage model
that predicts mean fatigue life time. It is
assumed that damage is accumulated during a
given duty cycle (DC). Furthermore, the following assumptions are made for Palmgren
Miner's rule:
(i) Damage accumulation in one DC of a
stationary excitation process is the reciprocal
of mean life, in DC's for that process;
(ii) Damage is linearly additive;
(iii) History independence, i.e., order of
DC's is negligible;
(iv.) Mean time to failure, in DC's, occurs
when total damage accumulation equals or
exceeds unity.
Palmgren Miner's rule is extensively used because of its simple concept and easy computational procedures in complex situations. Its
main shortcomings are lack of assessment of
variability, history independence and uncertain accuracy.
Weibull introduced into failure studies a
cumulative distribution function (cdf) of extreme value type (Weibull, 1951). Extensive
use has been made of this cdf since it frequently provides a reasonable fir to empirical
distribution functions (edf's) of life times that
have been obtained from fatigue tests or

247

service operation. Variance of life is obtained

directly from the distribution. The Weibull
model or fatigue life may be derived from a
nonstationary Poisson process where
Pj(t) = Prob( j events in [0,t] }
= e-{,/s) ( t / Bj!) ~j , j = 0,1,2...

(4.4.1)
At time zero assume damage is in state 0,
which corresponds to the satisfactory and
non-failed state. The Weibull distribution is
obtained by finding the distribution for one
event. Thus,
Fw(t ) = 1 - Po(t) = 1 - e -('/s), t > 0

(4.4.2)
The fact that there ar only two damage
states in the Weibull model, satisfactory and
failure, imposes severe limitations. Thus, one
cannot incorporate the properties of the initial damage state distribution, nor can we
trace the evolution of damage accumulation
via N D T methods which is extremely important for inspection and replacement requirements.
The shock model of Esary et al. (1973) is
also based upon a Poisson process approach
in the following manner. It is assumed that a
component is subjected to random shocks
which generate damage, and Pk = Prob
(survives k shocks}, then the failure time
distribution function is
Fw(t)=l-e

-at

k----~-' t = 0

(4.4.3)

k=0

where Pk = P ( w > t i N t = k ), assuming that

the number of shocks N~ in (0,t) occur
according to a Poisson Law.
In this approach, there are again only two
damage states: " n o t failed" or failed. However, since the ffk are parameters in the Esary
model, there are possibilities of choice not
possessed by the Weibull model. Thus, for

example, one can include entire distributions.

The problem, however, is that these parameters are involved in the model in a complex
manner. In addition, it is not clear that a
simple method can be found to estimate these
parameters from life data. It appears therefore that the Esary et al. approach includes
the major sources of variability that are present in the CD process, but its complexity
makes it difficult to use.
Sweet and Kozin (1968) extended an approach of Parzen (1959), based upon renewal
processes and their limit theorems, by associating the mean damage accumulated in a duty
cycle to the area of the stress-strain hysteresis loop formed during that duty cycle. In
this approach, the order of load application is
significant, and the attention was focused on
the mean time to failure. Failure distributions
were not a part of the structure of the model.
Prediction of mean life to failure under different, and mixed, load histories for sinusoidal
duty cycles were found to be greatly superior
to that obtained for example by PalmgrenMiner's approach. Variability, however, was
not incorporated in the model.
There are many other approaches that have
been developed by researchers in the general
area of phenomenological and probabilistic
CD models. The four discussed above present
some idea of the scope of approaches that
have been studied.
If the specimen's history is known, and if
accumulated damage such as crack growth,
material wear, and other easily observed factors, can be monitored by N D T techniques,
then a sample function can be obtained for
the evolution of the CD process in each specimen. In general, a sample function will start
at some initial damage level, increase with
time, depending upon the severity of usage,
and terminate at failure or be renewed at
replacement. Therefore, the significant features as well as the major sources of variability in cumulative damage are as follows:
(i) Initial damage state;

248
(ii) Severity and order of duty cycles:
(iii) State of damage at retirement or
failure:
(iv) Inspection and replacement standards.
Experimental data must be available so that
these parameters can be evaluated inspecific
applications. Therefore, the parameters that
define the model should be incorporated in a
fashion that will allow relatively simple estimation methods for the determination of their
magnitudes. The model should be coherent in
the sense that all parts of the model that
describe various facets of the C D process fit
together in a unified structure.
The purpose of this section is to describe a
phenomenological probabilistic model that is
comprehensive, coherent, and robust. Applications of the model to many sets of real
experimental data, with the excellent fits and
predictions as well as diagnostic results obtained, indicate that the model is useful for
the study of fatigue life, crack growth and
wear processes (See Bogdanoff et al. 1978,
1980, 1981 and 1985).

ment or failure (hereinafter referred to as

failure).
A discrete-state, discrete-time Markov process can be viewed as a Markov Chain (MC).
The DC severity is specified in terms of a
(b x b) probability transition matrix (ptm),
P. In a stationary model, the repetitive DC's
have the same severity; this means they have
the same ptm, P as follows:
P=

b. Stationary MC-model

Po = {Th,.-., % } , where

-Pl

ql

...

P2

q2

...

0
0

0
0

0
0

0
0

......
......

Pt, 1
0

q~- l
1

where pg+qj=l and pj>/0, q j > 0 . This (b

b) transition matrix has b - 1 state dependent transient states, one absorbing state, and
only unit-jumps in damage are permitted.
Let the initial state of damage D 0, a rand o m variable, be specified by the (1 b) row
vector

cr,=P{Do=j},
A duty cycle (DC) is a repetitive period of
operation in the life of a component, the
damage of which accumulates during this
period. The precise mechanism of the accumulation of this non-negative increment of
damage during a D C is not known. It is
assumed that the increment of damage at the
end of a D C depends in a probabilistic manner
only on the amount of damage present at the
start of the DC, on that D C itself, and is
independent of how damage was accumulated
up to the start of that DC. In other words, the
damage accumulation is treated as an imbedded Markov process where damage is considered only at the end of a DC. The time
x = 0,1,2 . . . . is measured in numbers of DC's
irrespective of their duration. Moreover,
damage is indexed by a discrete set of states
y = 1,2 . . . . . b, where state b denotes retire-

j=l

..... b
(4.4.5)

I2, j= 1
j= 1

We shall assume that no component starts in

the failed state. Thus, % = 0.
The random variable D~ denotes the
damage at time x; its probability mass function (pmf) is specified by the (1 x b) vector
P,. It follows from Markov chain theory that
~ = ~0 Px

(4.4.6)

The cdf Fw(x;b ) of time to failure is simply

given by

Fw(x;b ) = p x ( b )

(4.4.7)

with reliability and hazard functions defined

in the usual manner.
Let Fw(x;j,b ) denote the cdf of the time
Wj,b to reach b given in state j at x = 0. Then

249

we can write
b-1

F w ( x ; b ) = y" ~rjFw(x;j,b )

(4.4.8)

j=l

When ~h = 1, eqn. (4.4.8) becomes

Fw(x;b ) = Fw(x;1,b )

(4.4.9)

which is the cdf of 1411.b and is frequently

used. We readily find the moments of W~,b to
be
b--1

E{WI,b} = Y'~ (1 + r j ) - r n w

(4.4.10)

j=l

for the P given by eqn. (4.4.4) when the basic

process only has unit j u m p s and ~r1 = 1
(Bogdanoff, 1978; Bogdanoff and Kozin,
1985).
Obviously we can obtain formulas for time
to failure and the corresponding moments
when P0 with vrI 4:1 and ~ with Pb 4:1 are
assumed.
Let there be an inspection at time x 1. Let
~ = Prob{damage is detected ldamage in in
state j } . Assume that the c o m p o n e n t is replaced by a new one if damage is detected.
Then it can be shown that
b

b-I
2

P~')= ~ ~Px,(J)

Var Wl,b = E rg(1 + r j ) - o w

(4.4.13)

j=l

j= 1
b-1

is the fraction of components replaced at

inspection and the process starts again with
initial distribution of damage whose (1 x b)
vector has components

/t3(Wl,b) = E rg(1 + rj)(1 + 2rg)

j=l

p,4(Wl,b) = 3o 4
b-I

+ E rj(1 + rg)(1 + 2rj)(1 + 3rj)

p(ol)(j) __ (1 _,rj)Pxl(j ) + p(1,~j, j = 1 ..... b

(4.4.14)

j=l
b--1

+ E r/(1 +rg)
j=l
where rg =pj/qj. Moments of Wg,b are found
in a similar manner.
Failure may occur before state b is reached. Let the (1 b) row vector

P= {P,,...,Pb}

(4.4.11)

denote the p m f which defines failure. When

failure occurs only in state b, we have Pb = 1.
We assume 01 = 0 which means the lowest
state 1 cannot be a failed state. Assume for
simplicity '771 = 1, and let W1 denote the time
to failure. We then find that
b

Fw(x;1) = Y'~ OgFw(x;1,j)

(4.4.12)

j=2

where Fw(x;1,j) denotes the cdf of the time

to be absorbed in state j given in state 1 at
x - - 0 . This formula can be replaced on the
right hand side by px(b) if a new form is used

Further inspections are handled in a similar

manner. Other replacement policies can also
be considered.
The major sources of variability encountered in CD are: (a) initial defects due to
virgin material, manufacturing processes and
inspection, etc., (b) D C severity which depends on the loading and environment, (c)
specification of damage states for replacement or failure, and (d) the specification of
the quality of service inspection and replacement policy. Examination of the above presentation reveals that (a) is determined by Po;
(b) is determined by P; (c) is determined by
~; and (d) is determined by ~ plus replacement policy. Thus, the model assembles into a
single structure the major sources of variability encountered in CD.
It is now a straightforward matter to study
how each source of variability or any combination influences life behavior. By so doing, it
is possible to build up a catalog of behavior

25{)
including cdf's, where appropriate, which is
most useful in describing and analyzing life
d a t a ( B o g d a n o f f a n d Krieger. 1978;
Bogdanoff and Kozin, 1985).

c. Non-stationary MC-model
In the non-stationary case, let P~ define the
severity of the j t h DC; this includes variation
in loading, environmental changes, and
changes in material properties all as a function of time. Then we replace eqn. (4.4.6) with
X

~x = fi0~rPi

(4.4.15)

It is straightforward from the computational

point of view. However, the difficulty in using
it lies in how to select the Pj for a given set of
circumstances where a non-stationary chain is
appropriate.
One possible solution is to study time
transformations of the chains to introduce
non-stationarity. However, a difficulty may
arise as described in the following discussion.
From the definition of a Markov chain, any
integral power of a given transition matrix P,
say px, is also a transition matrix. That is, its
elements are non-negative and its row sums
are unity.
In the general case, it is not possible to
guarantee from a specific n-state MC-model
transition matrix P, that a suitable time
transformation of the form of eqn. (4.4.16)
will lead to a valid Markov chain model.
Fortunately, a transformation technique
can be used to obtain, with very small errors,
the desired non-stationary model. The method
depends upon a time transformation and a
condensation technique, which is powerful in
application to CD processes.
Consider a transformation
y = g(x)

(4.4.16)

which converts x-time to y-time, and assume

first that g ( . ) possesses a positive derivative,
g', for all values of the argument in the inter-

val (0,c); also assume first that g(0) = 0.

The condensation procedure enables us to
construct the ~ in v-time. The time-transformation enables us to do several things. First,
suppose we have an empirical distribution
function (EDF) F n of life data from a sample
of size n, and suppose we wish to determine if
the experiment had constant severity DCs
with % = 1 and ~b = 1. Estimate mean Fn and
standard deviation 8 from the data, and put a
smooth C D F F,, through the E D F F,,. Construct a stationary MC-model with m / a =
r h / & for any reasonable m, with v 1 = 1, and
&, = 1 and generate from it F w. If the timetransformation connecting F w and F,. essentially falls on a straight line through the origin.
we know the experiment can be described by
a stationary MC-model. If the time-transformation is not a straight line, we know that
there may be a non-stationary feature in the
experiment which may be due to changing
material properties a n d / o r environment
a n d / o r the experimental procedure, assuming
we know from other sources that % = 1 and
Ph= 1.
Second, suppose we have an F, which is
known to come from a non-stationary source,
and suppose we want to construct a non-stationary MC-model to generate an F~. to describe and analyze the physical process. Select
a suitable stationary MC-model and determine its associated F w. From the F w and
the given F n we can graphically determine the
time-transformation by which they are related. The time-transformation yields the appropriate condensation of the stationary P
matrices, thereby defining a non-stationary
MC-model that will generate F..
Moreover, the characteristics of the transformation tell us what might be occurring in
the physical process. In fact, different choices
of stationary MC-models will lead to different time-transformations. The common characteristics of these transformations offer definite clues to the physical process. A comprehensive study of non-stationary MC-models

251

and the condensation approach is described

by Bogdanoff and Kozin (1982; 1985a).
d. Applications to real data

In this section we are concerned with fitting MC-models to real fatigue, crack growth
and wear data. This require estimation of the
parameters of suitable MC-models. A detailed discussion of the parameter estimation
problems is beyond the scope of this report.
The reader should have sufficient experience
with many examples of fitting MC-models to
CD data so that a visual inspection of an edf
points to the general nature of the appropriate model. Then, the method of moments or least squares can be used to obtain

acceptable parameters.
A few examples are given to illustrate the
diagnostic, predictive and cdf fit capabilities
of the MC-model approach, with few parameters.
Saunders- Birnbaum Data (1969)
Figure 4.4.1 shows the edf (empirical distribution function) of the life data of 6061-T6
aluminum at zero mean stress with amplitude
of 31,000 psi. Inspection of the cdf either
visually or by means of the time-transformation technique reveals that a constant severity
DC model with ~r1 = 1 and Pb = 1 will produce an acceptable cdf. The probability transition matrix P has only unit steps with p j =
constant. We take one DC to represent 103

1.000
.g00
.800

.700
.600

/~

FIT

.500
.400

EDF
.300

BIRNBAUM SAUNDERS

.200

WEIBULL
FIT ~

DATA
/

.100
0.000

0.0

Fig, 4.4.1.

21'.2

42.2

63.6

84.5

105.0

127.2

145.4 '18cJ.6 1g().8 212.'0 Xl0 3

252

cycles; this gives the estimates & = 134 and

8 2 = 502. The method of moments gives for
the rank of P the value b = 29, with p / q =
3.79. The cdf generated by the model is shown
in Fig. 4.4.1 as the solid curve.
The corresponding Weibull cdf with
parameters estimated from the data by maxim u m likelihood is shown as the dashed curve.
Wear data for high-speed steel cutting tool
No. 3 (Wager, 1967)
DC's are measured, in this case, in terms of
the number of revolutions of the piece being
cut. The feed of the cutting tool is constant.
Wear-out occurs when the finish of the piece
being cut falls below a specified standard.
Thirty-two locations were used on the four
edges of the tool in this test. The edf of the
life data is shown in Fig. 4.4.2.
Visual inspection of the edf and previous
experience with MC-models suggest the use
of ~]4:1 and P b = l - The ordinate of the
plateau of the bump suggests that ~1 = 0.156.
The location of the first and second rises and
the use of the time-transformation technique
suggest that a constant severity DC process is
appropriate. The method of moments based

1.0

B--MODEL
FIT

0.0
0
Fig. 4.4.2.

90

upon estimated means and variances ['or the

two sections of the edf then yields h = 14
with p j / q j = 3 . 7 7 6
for j = I . . . . . 7, p l / q j =
1.533 for j = 8 . . . . . 13, and ~r8=0.844. The
cdf generated by the corresponding MCmodel is shown as the solid curve.
This example is interesting because ~r1 =
0.156 and ~rs = 0.844. These numerical results
indicate the variable hardness of high-speed
cutting tools. By this example, not only can
these models provide accurate descriptions of
life data but they also possess diagnostic capability.
Parker, Zaretsky, and Dietrich Data (1971)
The edf of the life data of the 29 specimens
tested to failure is shown in Fig. 4.4.3. A DC
of 105 cycles was used. This edf is interesting
since it has a shape which is different from
those usually encountered in fatigue, wear
and fatigue crack growth. We note the rapid
rise in the toe starting from the origin and the
slow roll-off to the asymptote. Compare this
form with the usual form shown, for example,
in Fig. 4.4.1.
Two MC-models were developed. One
model was nonstationary, with ~r1 = 1 and
Ph = 1; the other was a stationary model with
~1 4:1 and Pb= 1. These models did more
than just accurately describe the edf; they
provided important diagnostic capability.
The first model is nonstationary. The experiment maintains constant values of load,
speed temperature, and lubrication; moreover, the experiment was carefully controlled.
The only source of nonstationary behavior is
changing material properties. Thus, the first
model says that the material is work hardening.
The second model is stationary with ~1 4: 1.
We know that when ~r1 :# 1 there is an appreciable spread in the initial quality of the
specimens. All balls with surface defects are
eliminated by inspection. Thus, the only
source of a spread in initial quality is subsurface defects.

253

/Fv-

Fw

NONSTATIONARY
B--MODELFIT

/~'x

can be found in Bogdanoff and Kozin (1984b,

1985a) and Kozin and Bogdanoff (1981a,
1983a, 1983b). More recent applications are
updating of cumulative damage models, cumulative damage in composites (Kozin and
Bogdanoff 1985b) time transformation methods in fatigue crack growth (Bogdanoff and
Kozin 1984a) as well as to fatigue life prediction of long chains (Kozin and Bogdanoff
1986).

/'-"~ EDFDATA
.5

4.5 MAINTAINABILITY AND INSPECTION

t-

a. General remarks

ic

./
x

J
400

800

Fig. 4.4.3.
Each of these possible explanations or a
combination of them occurs. The time-transformation-condensation technique was developed later. The cdf shown in Fig. 4.4.3 was
obtained from a nonstationary model using
this technique. Seven parameters are required
with ~r1 = 1 and Pb 1; four parameters describe the stationary model which produces
F w , and three parameters describe the time
transformation
=

y = x + 1.12x 2 + 67.18x 4

(4.4.17)

The fit of this cdf to the edf is excellent and

somewhat better than the fits shown by
Bogdanoff and Krieger (1978).
Further applications to spectrum loading,
accelerated testing and fatigue crack growth

The purpose of this section is to review

recent progress in fatigue reliability, maintainability, life-cycle-cost analysis and retirement-for-cause life management. The emphasis is placed exclusively on the application of
fracture mechanics rather than on the concept
of cumulative damage. Various segments of
the statistical fatigue analysis for the subject
problems will be reviewed. While the concept
of retirement-for-cause has been applied to
gas turbine engine components, and it has
received considerable attention in some other
areas of applications, (e.g., Annis et al. (1981),
King (1983), Yang and Chen (1985a, 1985b))
it may be helpful to describe such a concept
briefly in the following, using the jet engine
disks as an example.
Traditionally, the design life of most rotor
disks of gas turbine engines, which are limited
by low-cycle fatigue (LCF) life, is determined
from the crack initiation life at an occurrence
rate of one in 1,000 disks. It is at this design
life that all LCF limited disks are retired from
service. This procedure has been very successful in preventing catastrophic failure in
service. However, in retiring 1,000 disks because one may fail, the remaining 999 unfailed disks are not utilized. Recently, the
concept of retirement-for-cause (RFC) has
been proposed [Annis et al. (1981), King

254
(1983)] for screening one bad part and certifying the remaining 99.9% for additional safe
utilizations of the life capacities of engine
disks.
The retirement-for-cause (RFC) life management is based on the applications of fracture mechanics and nondestructive evaluation
(NDE), under which each rotor disk is inspected periodically. When a crack is detected
during inspection, the disk is retired; otherwise, it is returned to service until the next
inspection maintenance. This procedure could
be repeated until the disk has incurred detectable damage (crack), at which time it is
retired for that reason (cause). Retirementfor-cause (RFC) is, then, a methodology under which an engine disk would be retired
from service when it has incurred quantifiable
damage, rather than because an analytically
determined minimum design life had been
exceeded.
To execute the retirement-for-cause procedvre, an optimal inspection interval should be
determined such that the life-cycle-cost of
engine components is minimum and a high
level of the component reliability should be
maintained. Hence the RFC analysis methodology should be capable of estimating the
probability of component failure, the percentage of replacement during each inspection maintenance, the percentage of components to be inspected by different NDE systems and the life-cycle-cost model as well as
various costs associated with it.
Various segments in the fatigue reliability
analysis including maintainability, such as
scheduled inspection and repair/replacement
maintenances or scheduled proof test maintenance for practical applications are reviewed
in the following.
b. Failure criteria
As the crack size increases in service, the
residual strength of the cracked component
reduces. For non-redundant components, it

suffices to determine the crack size distribution in service, and failure occurs as the crack
size exceeds the critical crack size. Theoretically, the critical crack size is a random variable. However, since the crack growth rate is
very high near the critical crack size, the
effect of the critical crack size variability on
the fatigue failure is rather small compared to
other random variables involved in the entire
design system. For the redundant structures,
such as fail-safe or multiple-load-path components, cracks may be arrested by crack
stoppers or other redundant members. In this
case, the distribution of the residual strength
should be computed from that of the crack
size. Then, failure occurs as the applied load
exceeds the residual strength [Yang (1974),
Shinozuka (1976)]. Relations between the
crack size and the residual strength of a component are available for some types of components based on fracture mechanics computations (see many references in Yang (1974,
1981), Oswald and SchuEller (1984)].
Nondestructive evaluation (NDE) system
Current nondestructive evaluation (NDE)
techniques are not capable of repeatedly producing correct indications when applied to
flaws of the same length. The chance of detecting a given crack length depends on many
factors, such as the location, orientation and
shape of the flaw, materials, inspectors, inspection environments, ect. As a result, the
probability of detection (POD) for all cracks
of a given length has been used in the literature to define the capability of a particular
NDE system in a given environment. Many
POD curves can be found, for instance, in
ASCE (1982), Packman et al. (1976), Yee et
al. (1976), Berens and Hovey (1981) Yang
and Donath (1982, 1983) and references
therein.
In practical applications, a nondestructive
inspection limit, aNDE, is usually specified,
which is a crack size corresponding to a high
detection probability and confidence level.

255
There are two possible errors that can occur
in any inspection system: failure to give a
positive indication in the presence of a crack
size greater than aNDE, referred to a Type I
error, and the giving of a positive indication
when the crack size is smaller than aNDE,
referred to as Type II error. It is possible to
reduce either Type I or Type II error using
multiple N D E systems, see Yang and Donath
(1982, 1983) and Yang and Chen (1985a,
1985b). Furthermore, various N D E systems
have been reviewed in ASCE (1982).
Scheduled maintenance procedures
Two types of scheduled maintenance procedures will be considered; (i) scheduled inspection and repair or replacement maintenance, and (ii) scheduled proof tests maintenance. For most of the fatigue-critical components, the scheduled maintenance is a necessity to assure their structural integrity [Barrois
(1973), Coffin and Tiffany (1976)]. The role
of maintenance becomes more important as
the service life of the component increases.
Currently, scheduled maintenance procedures
are determined from the deterministic calculation results, with the possible exception of
the retirement-for-cause for gas turbine engine components (e.g., Harris et al. (1980),
King (1983), Yang and Chen (1985a, 1985b)].
Scheduled inspection and repair or replacement maintenance The purpose of
nondestructive inspection is to detect the
crack if it exists. When a detectable crack
exists at a critical location, the residual fatigue life is significantly reduced. If a crack is
detected in a detail, either during production
or service inspection, the cracked detail may
be repaired, if the crack size is small enough
to be repairable; otherwise other repair procedures, such as retrofit or other procedures
may be needed. For some fatigue-critical
components, however, the repair is not feasible so that the entire component should be
replaced. For instance, a gas turbine engine
disk consists of many critical locations, such

as bolt holes, rim holes, web holes, cooling air

holes, etc. in which crack growth damage may
be accumulated. When a crack is detected in
any hole, the entire disk should be replaced.
After a component is replaced, its residual
strength and fatigue strength are renewed. If
a cracked detail is repaired, its fatigue strength
may be renewed or even greater than in the
new detail, depending on the repair procedures employed. For example, a cracked
fastener hole may be cleaned up along with a
cold work or interference fit. The reliability
analysis of structural components under
scheduled inspection and repair or replacement maintenance has been studied by many
investigators (e.g., Eggwertz (1972), Yang and
Trapp (1974), Varansa; and Whittaker (1976),
Davidson (1975)).
Scheduled proof test maintenance In addition to inspections, proof testing is another
quality assurance technique, which can be
performed prior to service in order to screen
out weak components. Proof testing for pressure vessels is an example. The reliability
analysis of structural components taking into
account the initial proof test were investigated (e.g., Barnett and Herman (1965), Tiffany (1970, 1972), Evans and Wiederhorn
(1974), Shinozuka and Yang (1969), Shinozuka et al. (1969), Heer and Yang (1971),
Fujino and Lind (1977), Veneziano et al.
(1978), Yang and Liu (1977), Yang and Sun
(1980)). Frequently, portions of structures are
not accessible for inspection and must go
uninspected. Some locations or details may
be inspectable only at the tear-down maintenance level that may be too expensive. Under
these circumstances, repetitive proof tests at
scheduled service intervals become an alternate maintenance procedure. In fact, scheduled proof tests have been conducted for some
types of air-frame structures. Likewise, cryogenic proof tests for some gas turbine engine
components have also been performed. Unfortunately, the reliability analysis of fatiguecritical components under scheduled proof

256

test maintenance in service has not received

much attention [Yang and Liu (1977), Yang
(1976a, 1977)].
Under the scheduled inspection and repair
or replacement maintenance, the reliability of
a component can be improved significantly:
the extent of improvement depends on the
detection capability of the NDE systems employed and the inspection interval. Under
scheduled proof test maintenance in service,
the fatigue reliability of the structures can
also be improved substantially; the extent of
the fatigue reliability improvement depends
on the proof load level and the proof test
service interval.

competitive damage modes, such as fiber

breakage, matrix cracking, debounding, delamination, etc. Statistical approaches for fatigue life prediction of composite laminates
have been based on the residual strength degradation (e.g., Whitney (1981), Sendeckyj
(1981), Yang (1978), Yang and Jones (1978,
1980, 1982), Yang and Cole (1983), Yang and
Du (1983)). This is, however, a subject of
continuing research.

Life-cycle-cost optimization
While the maintenance programs have been
demonstrated to improve the structural reliability in service, they may be expensive. Although in some situations the maintenance
program is a necessity, the cost should be
balanced by its benefit [Yang (1976b)]. Hence
the economical consideration for maintenance procedures is important, and it can be
handled more appropriately by the statistical
approach. In this connection, the life-cyclecost optimization using the return-of-investment (ROI) as an objective function should
be mentioned. Any objective function used
for the optimization purpose should take into
account the cost of failure, the cost of repair
or replacement, the cost of inspections and
the associated cost of maintaining the N D E
systems, the initial cost, the cost of down
time, etc. While preliminary investigations in
this regard have been attempted, further research is needed,
Finally, the subject problems reviewed
above apply essentially to metal fatigue. For
composite materials that have become very
important in industrial applications, the applicability of fracture mechanics has not been
proven to be promising. This is because the
materials are inhomogeneous and anisotropic,
and the fatigue damage includes different

Structures deform under the action of loadings. When the loading conditions are severe
the deformation may be permanent and,
hence, damage occurs. The extent and nature
of structural damage necessarily depends on
(1) the material used (steel, reinforced concrete, masonry or wood); (2) structural configuration and construction (frame, shear wall,
etc.); and (3) loading environments (static,
dynamic). As many buildings and structures
are uniquely constructed and most loadings
are variable and stochastic in nature, it is not
surprising that there is no simple commonly
accepted procedure to describe structural
damage. While fatigue and fracture are generally referring to the process of damage at a
particular location of structural components,
the damage of nonstructural components such
as claddings, partitions, and contents of the
structure can be also very important. Therefore, in general, local as well as global measures of the state of the structure are required
in describing structural damage.
Until recently, definitions of structural
damage have been mostly descriptive; the
Modified Mercalli Intensity scale which corresponds to various degrees of damage caused
by earthquake is a good example. Other
gradations of structural damage state such as
minor, moderate, severe, major and partial

4.6 STRUCTURAL DAMAGE

a. Physical phenomena

257

collapse, etc. have been proposed (e.g.,

Housner and Jennings, 1977; Whitman et al.
1975, 1976). A point system with different
numbers of potential damage points allocated
to different parts of the structure (framing of
wall, bracing, partitions, etc.) has also been
suggested (Wiggins and Moran, 1971).
To obtain more quantitative measures of
structural damage, the responses of the structure have to be used. As structural damage is
primarily caused by high stress excursion as
well as repeated stress reversals, most damage
measures recently proposed depend on one or
both of these response variables. As suggested
in several studies (Blejwas and Bresler, 1979;
Culver et. al 1975; URS, 1975) structural
damage may be defined as a ratio of the
"demand," i.e., response, to the ultimate
structural "capacity." Extensive studies of the
demand have been carried out in the past,
mostly time history response analyses. The
determination of the capacity is comparatively much more limited in spite of its importance in damage assessment. In the case of
relatively ductile systems such as steel frame
structures, the structural damage has been
found to correlate well with the cumulative
inelastic deformation (Kasiraj et. al, 1969;
Krawinkler et al., 1983), or absorbed hysteretic energy (Akiyama, 1985). Meanwhile, in
the case of brittle systems such as masonry
buildings of shear failure type, the damage
can be expressed in terms of the maximum
deformation (Mayes and Clough, 1975;
Schneider and Dickey). For intermediate systems such as reinforced concrete structures,
both types of response are important in the
assessment of damage.
As structural properties and capacity
against damage vary and excitations are generally stochastic in nature, not only proper
definition of structural damage but also the
quantification of uncertainty and reliability
prediction are important issues. Some of the
recent developments are summarized in the
following.

b. Damage model, uncertainty and reliability

Perhaps the damage measures most widely
used by the profession are those based on the
maximum lateral displacements of the structures. The maximum interstory drift (Sozen,
1981) has been shown to be a good measure
of the extent of nonstructural damage (cladding, partition, etc.). The ratio of the maximum displacement to the yield displacement
(Newmark and Rosenblueth, 1971), generally
referred to as the ductility ratio, on the other
hand, reflects the extent of inelastic deformation in the structure. Other similar measures
of damage which are functions of the maximum displacement have also been introduced
(Oliveria, 1975; Shibata and Sozen, 1976). As
these measure are extremes or functions of
extremes of the response, their statistics for
given excitation can be evaluated using known
analytical procedures such as those based on
the random vibration method or determined
empirically using response time histories or
response spectra.
That the above measures do not consider
the effect of cumulative damage indicates that
application would be limited to situations
where such effects are unimportant. Recent
models mostly aim at including this cumulative effects. Bertero and Bresler (1971) presented a cumulative damageability index

1 [~. oairliS i
8c = ~

[~

i=1

xiri

(4.6.1)

in which wi = importance factor (consideration such as life hazard and cost), ~/, = service
history influence coefficient for demand, S, =
response (demand) in i th element, x i = service
history influence coefficient for capacity, and
r, = resistance (capacity) in i th element. The
cumulative effect of the load and degradation
of resistance are included through the two
influence coefficients. However, determination of ~, 71 and x is not elementary and
remains to be studied.

258
Based on the linear cumulative damage
function to predict low cycle fatigue failure in
metal specimen by Yao and Munse (1962),
Kasiraj and Yao (1969) evaluated the seismic
damage of a simple structure for deterministic
loading conditions. Tang and Yao (1972) extended the work for random ground excitations. Recently, Stephens and Yao (1985) proposed a similar damage function as follows:
ASp,

i=l

"'I
)

(4.6.2)

in which Ym= 1 - 0.86r, r = relative deflection ratio, i.e., the ratio of the compression
change to tension change in plastic deflection
in cycle i, ASpt= tension change, ASpf-tension change in a one cycle test to failure
conducted at the relative deformation ratio of
cycle i. D will range from 0 (no damage) to
1.0 (critically damaged). This model has been
used to assess the damage of several reinforced concrete structures, including models
tested in laboratory and real structures
damaged during actual earthquakes.
It is pointed out that the determination of
the foregoing damage functions requires time
histories of the structural response, therefore,
it is more suitable to assess damage of structures for which such records are available. To
assess uncertainties and predict reliability,
obviously a large number of such responses
are required or analytical methods based on
random vibration need to be developed.
For structures that suffer cumulative
damage, a good measure of the degree of such
damage is the total hysteretic energy dissipation, since it depends on the inelastic response amplitude as well as the number of
cycles of stress reversals. Measuring of damage
based on such energy consideration has been
advocated by Akiyama (1985) based on studies of a large number of steel buildings under
earthquake excitation. Whereas Banon and
Veneziano (1982) studied laboratory test results of reinforced concrete members and

concluded that damage depends primarily on

maximum displacement and hysteretic energy
dissipation and suggested that damage be
made a function of these two variables.
Analyzing reinforced concrete frame structures Roufaiel and Meyer (1981) developed a
sophisticated model for frame members subjected to strong cyclic loading. The definition
of a global and local damage parameter, which
correlates well with the structures residual
strength and stiffness, seems to be suitable for
an extension to structural reliability analysis.
As local damage parameter the ratio between
secant stiffness at the onset of failure and the
smallest secant stiffness is proposed. For the
global damage parameter the maximum roof
displacement and first-mode amplitude at
which the first member in the frame reaches
the yield moment is normalized by an overall
drift of 6%. This is assumed to be most likely
near or beyond the point of collapse. The
proposed damage parameters are also suitable
for analysis of damaged structures.
An energy related damage model which is
relatively complete in terms of consideration
of uncertainty and reliability prediction has
been recently developed by Park and Ang
(1985) and Park, Ang and Wen (1985). The
damage is measured by an index which is a
simple linear combination of the maximum
displacement and the total hysteretic energy
dissipation
D=

(~max
8~ + ~

f dE

(4.6.3)

in which 8 m a x = maximum deformation, 3u =

ultimate deformation (capacity) under static
load, fl = non-negative constant, Qy = yield
strength, and fdE= total hysteretic energy
dissipation. The positive value represents different degrees of damage and D >/1.0 represents collapse. The capacity of c~ structural
member against damage can be also expressed in terms of the index, i.e., Dc. From
analysis o data of a large number of R.C.
members tested in the U.S. and Japan, it was

259
found that the variability of the member
capacity in terms of limiting value (collapse)
of D c can be approximately described by a
lognormal variate with a mean of 1.0 and
standard deviation of 0.54. An index based
on a nonlinear function of these two response
parameters does not show significant improvement in terms of reduction of uncertainty. To predict damage of structures under
future loadings, a recently developed hysteretic restoring force model and random vibration method (Pires, et al. 1983; Wen, 1980)
can be used to calculate the statistics of 6ma~
and f d E given the intensity and power spectral density function of the excitation. As a
result, the statistics of the damage index due
to future excitation, D 1, can be easily
evaluated. The risk of the limiting value of
damage being reached can be expressed as
P [ D I l D c > 1] in which the uncertainties in
both loading and resistance have been incorporated. A method for synthesis of member
damages to obtain the damage index of the
structure has been proposed. The calibration
of the proposed damage index with damage
observed in a member of R.C. buildings during several recent earthquakes in the U.S. and
Japan indicated that a value of less than 0.4
corresponds to reparable damage and a value
of more than 1.0 corresponds to collapse
(Park, Ang, and Wen, 1985).
c. Other approaches
It is important for structural engineers to
estimate the damage state at the time of inspection as well as the up-date reliability of
an existing structure. Yao (1979), and Liu and
Yao (1978) reviewed several damage functions and discussed the general problem of
structural identification. Nevertheless, it is
difficult to clearly define the degree of damage
of a complex structural system in the real
world. The theory of fuzzy sets (Zadeh, 1965,
1973) may be useful in the solution of such a
problem.

The theory and applications of fuzzy sets

are given in a number of textbooks (e.g.,
Dubois and Prade 1980; Blockley 1980). Its
application to solve civil engineering problems began by Brown and Leonard (1971),
Brown (1979, 1980) and Blockley (1975, 1979,
1980), whose works have lead to potential
applications in structural safety, fatigue, solid
waste, reinforced concrete design, earthquake
engineering, geotechnical engineering and
transportation (Brown et al., 1982, 1983,
1984).
In the real world, it is difficult to obtain
complete and exact information even for a
simple axially-loaded structural member. As
an example, the fatigue behavior of butt welds
with slag inclusions has been studied experimentally in great detail by Bowman et al.
(1984). However, the behavior of actual
welded joints depends on many kinds of defects, the effects of which may not be known
(Bowman et al. 1983). In such cases where the
information is incomplete and imprecise, the
limit states may be considered as being fuzzy
(Yao, 1982; Yao and Furuta, 1986).
Fu and Yao (1979) formulated the problem
of damage assessment in the context of pattern recognition. The theory of pattern recognition is the study of mathematical techniques to build machines to aid human experience. Later, Ishizuka, Fu, and Yao (1983)
suggested the use of expert systems and
introduced a rule-based damage assessment
system called SPERIL-I. A modified version
SPERIL-II was given by Ogawa et al. (1983).
Although the current versions of SPERIL is
not yet sufficient for practical applications, it
serves the purpose of demonstrating the feasibility of a systematic approach for the computer-based damage assessment system.
As one or more inputs to such expert systems, the damage functions of Park et al.
(1985) and Stephens et al. (1985) may be used
if dynamic response records are available. In
any event, results of damage calculations are
found to be highly dependent upon data

260
processing techniques, the selection of which
may require subjective evaluation of certain
experts (Stephens and Yao, 1985).
As another alternative, Toussi and Yao
(1982-83) applied the theory of evidence to
make an analysis of damage. The proposed
algorithm was applied to assess the damage
state of the scaled laboratory model of a
10-story reinforced concrete frame subjected
to repeated earthquake-like excitations.
Moses and Yao (1984) suggested the use of
the following reliability function:

L~(t)= LT(t~) exp[- f'h~'(t)dt],

(4.6.4)

where t i denotes the time for i th inspection,

LT(t~) represent the safety state at time
represent the risk of the structure as a
function of the expected structural resistance
and loading conditions during the time interval (t~, t]. An expert system such as SPERIL
may be developed to obtain
and
as shown schematically in Fig. 4.6.1.

tr

h~)(t)

Lv(t~)

h~)(t)

4.7 SUMMARY AND CONCLUSION

In this report, recent progress in stochastic
fatigue, fracture, and damage analysis has
been summarized and reviewed. Topics
covered include structural fatigue, structural
fracture, cumulative damage, fracture mechanics approach to maintainability, and structural damage.
Many sophisticated and useful methods are
reviewed herein with references. However, it
is difficult to give a complete and exhaustive
bibliography on these subject matters which
are undergoing rapid development all over
the world. Readers are encouraged to make
additional contributions in the form of written discussions.
While good methods are available for the
purposes of making analysis and design, the
fundamental mechanisms for fatigue, fracture, and damage remain to be further investigated. In addition, such phenomena in
large and existing structural systems pose

Design Information
Statistical Data
Expected Loading and Enviromental Condition

J Classical Th.of
Structurat
Reliability

Objective
Safet 7 Measure. Bayesian Statistics
System Identification
Fuzzy Sets
Rule--Based System

LT (t i)

y
es

\
J

Random Processes
First Passage
Probability
Random Vibration

Possible
Forms
.of Hazard
Functions

hT

/
/

(t)
No

Take
Apropiote
Action

Inspection Resdts & Test Data

Input from Practicing Engineers

T
Fig. 4.6.1.A suggestedprocess for safetyevaluation of existing structures (after Mosesand Yao (1984)).

261

challenging questions to the research community in this subject area.

ACKNOWLEDGEMENT
Support in part by the National Science
Foundation through Grant No. CE8412569 is
deeply appreciated.
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