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Professor Darrell F.

Socie
Department of Mechanical Science and Engineering
University of Illinois at Urbana-Champaign

Frequency Based Fatigue
Deterministic versus Random
Deterministic – from past measurements the future position
of a satellite can be predicted with reasonable accuracy
Random – from past measurements the future position of
a car can only be described in terms of probability and
statistical averages
Time Domain
Time (Secs)
S
t
r
a
i
n

(
u
s
t
r
a
i
n
)

Bracket.sif-Strain_c56
-750
750
Frequency Domain
Frequency (Hz)
0 20 40 60 80 100 120 140
10
2
S
t
r
a
i
n

(
u
s
t
r
a
i
n
)

ap_000.sif-Strain_b43
10
1
10
0
10
-1
Histogram Domain
1500
-750
750
0
750
C
o
u
n
t
s

rf_000.sif-Strain_b43
Outline
Statistics of Time Histories
Time Domain Nomenclature
Frequency Analysis
PSD Based Fatigue Analysis
Statistics of Time Histories
Mean or Expected Value
Variance / Standard Deviation
Root Mean Square
Kurtosis
Skewness
Crest Factor
Irregularity Factor
Mean or Expected Value
Central tendency of the data
( )
N
x
X E x Mean
N
1 i
i
x

=
= = = µ =
Variance / Standard Deviation
Dispersion of the data
( )
N
) x x (
X Var
N
1 i
2
i ∑
=

=
) X ( Var
x
= σ
Standard deviation
Root Mean Square
N
x
RMS
N
1 i
2
i ∑
=
=
The rms is equal to the standard deviation
when the mean is 0
Skewness
Skewness is a measure of the asymmetry of the data
around the sample mean. If skewness is negative, the
data are spread out more to the left of the mean than
to the right. If skewness is positive, the data are spread
out more to the right. The skewness of the normal
distribution (or any perfectly symmetric distribution) is zero.

( )
3
N
1 i
3
i
N
) x x (
X Skewness
σ

=

=
Kurtosis
Kurtosis is a measure of how outlier-prone a distribution is.
The kurtosis of the normal distribution is 3. Distributions that
are more outlier-prone than the normal distribution have
kurtosis greater than 3; distributions that are less
outlier-prone have kurtosis less than 3.

( )
4
N
1 i
4
i
N
) x x (
X Kurtosis
σ

=

=
Crest Factor
The crest factor is the ration of the peak (maximum) value
to the root-mean-square (RMS) value. A sine wave has a
crest factor of 1.414.

Irregularity Factor
Positive zero crossing
Peak
7
4
) P ( E
) 0 ( E
IF = =
+
IF → 1 is narrow band signal
IF → 0 is wide band signal
Time Domain Nomenclature
Random
Stochastic
Stationary
Non-stationary
Gaussian
Narrow-band
Wide-band

Random
The instantaneous value can not be predicted at any
future time.
Stochastic
Stochastic processes provide suitable models for
physical systems where the phenomena is governed
by probabilities.
Stationary
The properties computed over short time intervals, t + ∆t,
do not significantly vary from each other
∆t
Non-stationary
Gaussian
Normally distributed around the mean
Narrow-band
Wide-band
Frequency Domain Analysis
Fourier
FFT
Inverse FFT
Autospectral density
Transfer Function

Fourier 1768 - 1830
Fourier studied the
mathematical theory of heat
conduction.
He established the partial
differential equation
governing heat diffusion and
solved it by using infinite
series of trigonometric
functions.

Fourier Series

=
ω + ω + =
1 k
o k o k o
) t k cos( b ) t k sin( a a ) t ( X

=
θ + ω + =
1 k
k o k o
) t k cos( c c ) t ( X

∞ − =
ω
=
k
t jk
S
o
e ] k [ X ) t ( X
a
k
, b
k
, c
k
, X
S
[k] are Fourier coefficients
frequency, magnitude, and phase are all described
by the coefficients
Fourier Transform
Time
M
a
g
n
i
t
u
d
e

F
F
T

M
a
g
n
i
t
u
d
e

Frequency
The area under each spike represents the magnitude
of the sine wave at that frequency.
∆f
The magnitude of the FFT depends on the frequency window ∆f.
Fast Fourier Transform - FFT
Frequency (Hz)
0 20 40 60 80 100 120 140
16
14
12
10
8
6
4
2
0

|
F
F
T

|

S
t
r
a
i
n

(
u
s
t
r
a
i
n
)

=
θ + ω + =
2 / N
1 k
k o k o
) t k cos( c c ) t ( X
Fast Fourier Transform - FFT
Frequency (Hz)
0 20 40 60 80 100 120 140
150
100
50
0
-50
-100
-150

P
h
a
s
e

(
D
e
g
r
e
e
s
)

=
θ + ω + =
2 / N
1 k
k o k o
) t k cos( c c ) t ( X
Inverse FFT

=
θ + ω + =
2 / N
1 k
k o k o
) t k cos( c c ) t ( X
c
k
, θ
k
, and kω
o
are all known
Time (Secs)
S
t
r
a
i
n

(
u
s
t
r
a
i
n
)

-750
750
Autospectral Density
Function Units
Time History EU X(n)
Linear Spectrum EU S(n) = DFT(X(n))
AutoPower EU^2
AP(n) = S(n)
·
S(n)
PSD (EU^2)/Hz
PSD(n) = AP(n) / ( W
f
· ∆ f )
ESD (EU^2*sec)/Hz ESD(n) = AP(n) ·
T / ( W
f
· ∆ f )
Calculating Autospectral Density
T 2T 3T n
D
T
N
D
( ) ( )

=

=
D
n
1 i
2
k
D D
k
f X
t N n
1
f S
N
D
Block size
Magnitude only no phase information
Power Spectral Density - PSD
Frequency (Hz)
S
t
r
a
i
n

(
u
s
t
r
a
i
n
^
2
)
/
H
z

Log Magnitude-Power-Strain_c56
10
0
10
1
10
2
10
5
10
4
10
3
10
2
10
1
10
0
Average power associated with a 1 Hz frequency window
centered at each frequency, f .
Phase information is lost.
Linear Spectrum
Frequency (Hz)
10
2
S
t
r
a
i
n

(
u
s
t
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n
)

Log Magnitude-Linear-Strain_c56
10
0
10
1
10
0
10
1
10
2
Sometimes called Amplitude Spectral Density
Comparison
Frequency (Hz)
S
t
r
a
i
n

(
u
s
t
r
a
i
n
^
2
)

10
0
10
1
10
2
10
5
10
4
10
3
10
2
10
1
10
0
10
-1
PSD
Linear Spectrum
Frequency Domain Limitations
Time (Secs)
800
600
400
200
0
-200
-400
S
t
r
a
i
n

(
u
s
t
r
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n
)

EASE1.EDT-Strain_c56
Non-stationary signals
Linear Spectrum
Frequency (Hz)
0 20 40 60 80 100 120 140
10
3
10
2
10
1
10
0
10
-1
S
t
r
a
i
n

(
u
s
t
r
a
i
n
)

Transfer Function
m
input
output
Frequency (Hz)
10
0
10
1
10
2
10
4
10
3
10
2
input
output
Frequency Based Fatigue
 Wind
 Sea State
 Vibration

Assumptions
Random
Gaussian
Stationary
Fatigue Analysis
Structural
model
Stress
time
history
Rainflow
Miner
linear
damage
Durability
time
history
Acceleration
PSD
Transfer
function
Stress
PSD
?
Time Domain
Frequency Domain
Dynamics Model
y(t)
m
k
c
x(t)
F(t)
2
2
2
2
dt
x d
m ) t ( F z k
dt
dz
c
dt
z d
m − = + +
z(t) = y(t) – x(t)
2
2
2
n n
2
2
dt
x d
z
dt
dz
2
dt
z d
− = ω + ζω +
m
F(t)
y(t)
) t ( F
dt
y d
m
2
2
=
Nondimensional Amplitude
2
n
2
2
n
o
2 1
1
F
Xk
(
¸
(

¸

ω
ω
ζ +
(
(
¸
(

¸

|
|
.
|

\
|
ω
ω

=
0
1
2
3
4
5
0 1 2 3 4
o
F
Xk
n
ω
ω
ζ = 1
ζ = 0.5
ζ = 0.25
ζ = 0.15
PSD Moments
frequency
M
a
g
n
i
t
u
d
e
2
/
H
z

G
k
( f )
f
k
δf

=
δ =
N
1 k
k k
n
k n
f ) f ( G f m
Expected Values
0
2
m
m
) 0 ( E =
2
4
m
m
) P ( E =
4 0
2
2
m m
m
) P ( E
) 0 ( E
IF = =
zero crossings
peaks
Irregularity factor
Probability Density Function
p( ∆S
i
)
∆S
i
δS
P
r
o
b
a
b
i
l
i
t
y

d
e
n
s
i
t
y

Stress range
The probability P( ∆S
i
) of a stress range occurring between
S ) S ( p ) S ( P is
2
S
S and
2
S
S
i i i i
δ ∆ = ∆
δ
+ ∆
δ
− ∆
Fatigue Damage
Cycles at level i n
i
= p( ∆S
i
) δS N
T
Total cycles N
T
= E( P ) T
Total time
b
1
'
f
i
i f
S 2
S
) S ( N
|
|
.
|

\
|

= ∆ Fatigue life
Fatigue Damage
( )
∑ ∑
= =

δ =

=
N
1 i
b
1
i
i
b
1
'
f
N
1 i
i f
i
S
) S ( p
) S 2 ( S T ) P ( E
) S ( N
n
D
Fatigue damage is determined by p( ∆S
i
)
Narrow Band Solution
(
¸
(

¸

= ∆
0
2
0
m 8
S
exp
m 4
S
) S ( p
Rayleigh distribution
This wide band signal has
the same peak distribution
as this narrow band signal
IF → 1 is narrow band signal
IF → 0 is wide band signal
Dirlik Solution
0
2
3
2
2
2
2 1
m 2
2
Z
exp Z D
R
Z
exp
R
D
Q
Z
exp
Q
D
) S ( p
|
|
.
|

\
|
− +
|
|
.
|

\
|
− +
|
.
|

\
|

= ∆
0
m 2
S
Z

=
4 0
2
m m
m
IF=
4
2
0
1
m
m
m
m
m
X =
( )
2
2
m
1
IF 1
IF X 2
D
+

=
R 1
D D IF 1
D
2
1 1
2

+ − −
=
2
1 1
2
1 m
D D IF 1
D X IF
R
+ − −
− −
=
( )
1
2 1
D 4
R D D IF 5
Q
− −
=
2 1 3
D D 1 D − − =
p( ∆S ) = f ( m
0
, m
1
, m
2
, m
4
)
Frequency (Hz)
0 20 40 60 80 100 120 140
10
2
S
t
r
a
i
n

(
u
s
t
r
a
i
n
)
10
1
10
0
10
-1
Frequency (Hz)
0 20 40 60 80 100 120 140
10
2
S
t
r
a
i
n

(
u
s
t
r
a
i
n
)
10
1
10
0
10
-1
Time (Secs)
S
t
r
a
i
n

(
u
s
t
r
a
i
n
)
-750
750
Time (Secs)
S
t
r
a
i
n

(
u
s
t
r
a
i
n
)
-750
750
Rainflow Ranges
0.01
0.1
1
10
100
1000
10000
0 250 500 750 1000
PSD
Time History
Stress Range
N
u
m
b
e
r

o
f

C
y
c
l
e
s

Relative Fatigue Estimates
SN Slope
TH
PSD
N
N
10 371
5 6.6
3 1.8
TH
PSD
N
N
109
1.9
0.5
Dirlik Rayleigh
Fatigue Data
1
10
100
A
m
p
l
i
t
u
d
e

10
0
Cycles
10
1
10
2
10
3
10
4
10
5
10
6
10
7
1000
n = 10
n = 5
n = 3
n
S Damage ∆ ∝
Time (Secs)
50 100 150 200 250 300
750
500
250
0
-250
-500
-750
S
t
r
a
i
n

G
a
g
e

(
u
s
t
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i
n
)

Bracket.sif-Strain_b43
0
1500
-750
750
0
750
C
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s

rf_000.sif-Strain_b43
Slope = 3
0
1500
-750
750
3.15
%

d
a
m
a
g
e

Damage
Slope = 5
0
1500
-750
750
5.14
%

d
a
m
a
g
e

Damage
Slope = 10
0
1500
-750
750
20.78
%

d
a
m
a
g
e

Damage
Frequency Based Fatigue