PROBABILISTIC ASSESSMENT OF WELDED JOINTS

FATIGUE AND FRACTURE

VERSUS

By Mladen Lukic1 and Christian Cremona2

ABSTRACT: This paper presents a probabilistic reliability assessment procedure for steel components damaged
by fatigue. The crack growth model is based on the principles of fracture mechanics theory. It is compared to
experimental results and gives a good prediction. The fatigue safety margin includes the crack growth from an
initial crack depth to a final crack depth determined according to the fracture mechanics theory: brittle and
ductile fractures. The reliability calculus is performed using a first-order reliability method. The sensitivity
analysis of different parameters shows that some variables can be taken as deterministic. Applications are made
on a transverse-stiffener-to-bottom-flange welded joint of a typical steel bridge.

INTRODUCTION
The phenomenon of fatigue is a slow process that introduces
numerous uncertainties. In welded joints, cracks are often localized at the weld. Welding induces some defects that help
small cracks to appear. They can grow under loading and lead
to joint failure. The conditions governing crack growth are
structural geometry, initiation site, material characteristics, and
loadings. In general, these conditions are random. Therefore,
an appropriate analysis of fatigue phenomena consists of treating the problem in a probabilistic manner. Although fatigue
analysis of bridges is well established [e.g., Ponts (1996)],
the use of probabilistic methods has only been considered in
recent years (Byers et al. 1997). The standard probabilistic
method of fatigue analysis for highway bridges consists of the
development of stress-range distributions from field data or
simulation, use of the Palmgren-Miner damage rule for fatigue
damage analysis along with an appropriate S-N relationship
for the critical structural details, and use of a probability function to describe the reliability of a critical component and its
corresponding fatigue life. Methods based on crack growth and
fracture mechanics have also been used but to a more limited
extent [e.g., Zhao and Halder (1996)]. For highway bridges,
the techniques of fatigue and fracture reliability have been
applied mainly to
Condition assessment and estimation of the remaining
lifetime of bridges (Cremona 1996), where probabilistic
methods can be used to obtain estimates of the adequacy
of the existing structure, need for increased inspection in
the future to prevent failure, and approximate remaining
fatigue lifetime based on projections of the future loads
Development of probability-based design stress ranges for
fatigue-critical bridge components (Kretz and Jacob
1991), where accurate traffic load data can be acquired
through weight-in-motion systems (an extensive amount
of such data is available showing distribution of load by
its time of appearance, transversal position, speed, number
of axles, gross weight of axles, and distance between
axles)
1
Res. Engr., Ctr. Technique Industriel de la Constr. Metallique, Domaine de Saint-Paul, 78470 Saint-Remy le`s Chevreuse, France; formerly,
Laboratoire Central des Ponts et Chaussees, Sect. Durabilite des Ouvrages
dArt, 58, Blvd. Lefebvre, 75732 Paris CEDEX 15, France.
2
Res. Engr., Laboratoire Central des Ponts et Chaussees, Section
Durabilite des Ouvrages dArt, 58, Blvd. Lefebvre, 75732 Paris CEDEX
15, France.
Note. Associate Editor: Jamshid Mohammadi. Discussion open until
July 1, 2001. To extend the closing date one month, a written request
must be filed with the ASCE Manager of Journals. The manuscript for
this paper was submitted for review and possible publication on May 21,
1999. This paper is part of the Journal of Structural Engineering, Vol.
127, No. 2, February, 2001. ASCE, ISSN 0733-9445/01/0002-0211
0218/$8.00 $.50 per page. Paper No. 21024.

The traffic load data must be related to component stresses

at locations expected to be vulnerable to fatigue damage. Examples of such sections for a steel girder include girders with
cover plates, girder joints and splices, and section discontinuities.
The proposed approach consists of assessing the reliability
of welded joints based on the principles of fracture mechanics.
The originality of this paper is the combination of the crack
growth model expressed by the Paris law with the criteria of
fracture toughness and plastic yield, which allows one to evaluate the risk of fatigue damage on a better estimation of the
critical crack depth. This paper also attempts to highlight the
effect of the different variables introduced by the model on
the reliability assessment. The total number of variables can
be large enough to try to reduce this number by a sensitivity
study. This analysis is performed on a transverse-stiffener-tobottom-flange welded joint of a typical steel bridge.
CRACK GROWTH
The model used in this paper is the commonly adopted Paris
law (Paris and Erdogan 1963) corresponding to the opening
of a semielliptical crack in the flange of a transverse-stiffenerto-bottom-flange welded joint (Fig. 1)
da
= CK mI
dN

(1)

where a = crack depth; N = number of loading cycles; KI =

stress intensity factor range [Mode I (tension) crack growth];
and C and m = two material parameters. The Paris law is based
on the elasticity theory and omits plasticity inside the crack.
In logarithmic coordinates, the Paris law is represented by a
line, which is not merely the reality. Eq. (1) overestimates the
crack growth in the vicinity of KIth and underestimates it in

FIG. 1.

Transverse-Stiffener-to-Bottom-Flange Welded Joint

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the vicinity of KIf . Therefore, this equation is only valid for

stress intensity factor ranges greater than the threshold stress
intensity range KIth and smaller than the fracture stress intensity range KIf . The model keeps its linearity for KI far
from KIth. This threshold value can be taken into account for
discriminating between damaging and nondamaging cycles. In
the present study, the stress intensity factor range threshold
KIth is taken equal to zero (all cycles are damaging). Details
regarding the release of that hypothesis can be found, for example, in Lukic (1999).
The stress intensity factor range can be expressed by
KI = Y(a)Mk (a)S a

where
Y(a) = stress intensity correction factor, a function of the
crack depth a as well as of other geometric parameters
concerning the welded joint, such as the crack half-length
c, flange thickness b, and flange width d. The solution
adopted in this paper is from Newman and Raju (1983),
where the cracked bottom flange is represented by a plate
with a semielliptical surface crack
Y(a) =

1 1.464(a/c)1.65

M1 M2

a
b

M3

a
b

fw

with

Mk (a) = stress concentration factor, depending not only

on the crack depth a but also on other geometric parameters, such as flange thickness b, weld height h, and weld
angle . The stress concentration factor represents the
magnification factor to take account of stress concentrations due to specific structural detail. The classical solution (Sedlacek et al. 1997) is adopted for this factor
Mk = v

where the parameters v and w are calculated according to

Hobbacher (1993)

w = 0.1993 0.1839
0.0815

cos

TABLE 1.
imens

1
d/b a/c

Material and Geometrical Characteristics of Spec-

Variable
(1)

S35D21
(2)

S35D23
(3)

S46D22 S46D24
(4)
(5)

d (mm)
198.0
198.5
h (mm)
28.28
28.28
(degrees)
45.00
45.00
m
3.250
1.730
C[1013 mm/cycles(N/mm3/2)m ]
0.650 3,820
a/c
0.715
0.675
b (mm)
81.46
81.42
a0 (mm)
3.430
4.320

198.0
198.2
28.28
28.28
45.00
45.00
2.460
2.430
45.10
63.60
0.515
0.602
81.50
81.60
4.600
3.300

TABLE 2.

h
tg
b

h
tg
b

With these developments, the initial form of the Paris law

[(1)] is transformed into the following:
(2)

To validate the crack growth model adopted, a set of fatigue

tests performed at the Rheinische-Westfael Technische Hochschule, Aachen, Germany, was used (Bleck et al. 1998). In these
tests, the design concept to avoid brittle fracture (Eurocode 3)
was checked by means of experimental investigations of thick
plates from fine-grained thermomechanically rolled steels. Two
steel grades, S355M and S460M (EN 10025), at 80-mm thickness, were chosen for small-scale tests and component-like
large-scale tests as well. Test datainputs and outputsare
given in Tables 1 and 2. The effect of the structural details
was covered by a multiplication factor from a finite-element
analysis carried out at the Institute of Steel Construction of
the Rheinische-Westfael Technische Hochschule.
Mk = 0.7919

a
b

0.076

The results are presented in Fig. 2. A fair agreement between

tests results and the crack growth model can be noticed.

Loading Characteristics of Specimens

S35D23

S35D21

h
h
0.0495
b
b

MODEL VALIDATION

a
b

0.0784

da
= C(Y(a)Mk (a) a)mS m
dN

1
14(1 a/c)24
0.65 a/c
1

S = stress range at the hot spot for the uncracked section

(effective stress range).

0.89
M2 =
0.54
0.2 a/c

fw =

h
h
v = 0.8068 0.1554
0.0429
b
b

M1 = 1.13 0.09a/c

M3 = 0.5

a
b

S46D22

S46D24

Si
(MPa)
(1)

Ni
(cycles)
(2)

Si
(MPa)
(3)

Ni
(cycles)
(4)

Si
(MPa)
(5)

Ni
(cycles)
(6)

Si
(MPa)
(7)

Ni
(cycles)
(8)

71.00
48.00
71.00
48.00
71.00
48.00
71.00
48.00
71.00
48.00
71.00

512,000
634,000
1,074,000
1,125,000
1,490,400
1,622,400
1,890,400
1,989,900
2,258,400
2,435,400
2,526,400

72.00
50.00
72.00
50.00
72.00
50.00
72.00

508,600
658,200
1,084,800
1,209,800
1,649,600
1,792,300
2,317,100

70.00
52.00
70.00
52.00
70.00
52.00
70.00

503,000
648,800
1,100,400
1,244,900
1,691,400
1,839,400
2,266,000

68.00
50.00
68.00
50.00
68.00
50.00
68.00
50.00
68.00

500,600
722,500
1,798,700
1,895,600
2,496,000
2,598,100
3,119,600
3,198,600
3,427,100

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adopted in this paper is therefore to perform an analysis based

on the R6 rule (Milne et al. 1986) to obtain the critical crack
depth.
Two criteriafracture and plastic collapselimit the load
capacity of a cracked structure. The elastic and plastic components of the analysis are separated in a way that aids calculation, facilitates a sensitivity analysis, and provides an insight into the way in which a structure will perform. First, the
stress intensity factor should not exceed the fracture toughness.
Second, the applied load should not exceed the plastic yield
load. These criteria are defined as follows.
The value of Kr represents the measure of the proximity to
linear elastic fracture mechanics failure
Kr =

KI
1
KIC

(4)

where KI = Mode I (tension) stress intensity factor; and KIC =

fracture toughness.
The value of Lr represents the measure of the proximity to
plastic yield
FIG. 2.
Model

Comparison between Test Results and Crack Growth

SAFETY MARGIN
A limit state defines the frontier between damage and nondamage. On the other hand, a safety margin expresses
the distance between the actual performance of the structure
and the corresponding limit state. For fatigue reliability
assessment, a straightforward safety margin can be defined
by
M = af a(t)

af

a0

dx
(Y(x)Mk (x) x)m

Ct

P
L max
r
PL

(5)

where P and PL = applied and plastic yield loads, respectively.

Furthermore, certain interactions exist between these two
modes of failure and the R6 rule treats their safety margin as
a function g (Lr , Kr ) (Sedlacek et al. 1997)
g (Lr , Kr ) =

1 0.5L r2

g (Lr , Kr ) = 0,

Kr ,

Lr 1

Lr > 1

(6a)
(6b)

Measure of Proximity to Plastic Yield Lr

where af = final or failure crack depth, which can be chosen

equal to some conventional value or calculated according to
fracture mechanics criteria; and a(t) = crack depth in time t
from the beginning of crack growth.
The crack depth a(t) is difficult to obtain, and another form
of the safety margin can be obtained from (2), where the variables a and N are separated and the equation integrated from
the beginning of crack growth to time t. Welded joints such
as those in steel bridges, are generally submitted to variable
amplitude stresses. It is therefore important to define the statistics of the stochastic process S. Two possibilities are given
for studying the fatigue phenomenon under variable amplitude
loading: range counting or equivalent stress range approach.
If each cycle is assumed not to depend on its preceding one,
the equivalent stress range approach can be used (Madsen et
al. 1988)
M=

Lr =

N0
t

(E [S] (E [S])) m
(3)

where a0 = initial crack depth; = annual number of cycles;

t = time elapsed from the joint commissioning; N0 = number
of cycles related to the initiation phase; and (E [S]) = uncertainty factor for the expected value E [S] of the stress range S.
CRITICAL CRACK DEPTH DETERMINATION
Up to now different possibilities have been proposed, of
which the two most frequently used have been to choose the
critical crack depth equal to the half-thickness b/2 (Cremona
1996) or the full-thickness b (Zhao and Haldar 1996) of the
bottom flange (Fig. 1). Such choices can provide optimistic
values (Lukic 1999) in comparison to the critical crack depth
determined using fracture mechanics criteria. The approach

This is a measure of how close the structure containing the

flaw is to the plastic yield. The applied loads to be used in
evaluating Lr [(5)] are those contributing to plastic collapse.
The yield load for part-through cracks is the load needed
to cause plasticity to spread across the remaining ligament,
calculated for an elastic perfectly plastic material. The effect
of the flaw must be included in evaluating the plastic yield
load
Lr =

sG sQ
fy

bd
a 2
bd
2a/c

where sG , sQ , and fy represent the dead load stress, peak traffic

load stress, and yield strength, respectively.
Measure of Proximity to Linear Elastic Fracture
Mechanics Failure, Kr
A common input for any evaluation of this measure [(4)] is
the linear elastic stress intensity factor KI , which is evaluated
from the elastically calculated stress field in the uncracked
body at the location of the crack. Code methods are quick and
easy and are applicable o semielliptical flaws. They may, however, be overly pessimistic for very steep stress gradients, but
that is not the case. Therefore, for the crack tip (Sedlacek et
al. 1997)
KI = Y(a) (Mk (a)(sG sQ ) sS ) a

where sS represents the residual stress.

The fracture toughness KIC of the material containing the
flaw should preferably be obtained by direct testing. If the
fracture toughness cannot be measured directly, indirect methods of estimating fracture toughness may be used provided
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these have been validated for the material in question. Such

methods include, among others, the use of appropriate databases and material specifications. The fracture toughness can
thus be expressed as a function of the Charpy-V transition
temperature (Wallin 1995)
KIC [MPAm] = 20 (KIC )
{11 77 exp[0.019(Te TK 28 18)]}

25
2a
2
a/c

1/4

where (KIC ) represents the fracture toughness uncertainty factor (Nussbaumer 1997); Te = material temperature; and TK28 =
test temperature for 28-J minimum average Charpy V-notch
impact energy. The value of af , such that the fracture safety
margin [(6)] becomes the fracture limit state, g(Lr , Kr ) = 0, is
introduced into the fatigue safety margin [(3)].
PROBABILITY OF FAILURE
The probability of failure of the structural element is identical to the probability of the limit-state violation and can be
stated
Pf = P(a(t)) > af ) = P(M < 0)

The technique that has been considered is the first-order

reliability method. This method easily expresses the failure
probability in terms of a reliability index
Pf ()

where = cumulative probability function of a standard normal distribution.

STUDY OF PARTICULAR WELDED JOINT
A particular welded joint, Transverse Stiffener to Bottom
Flange, from an existing motorway composite steel and concrete bridge has been considered (Lukic 1999).
Basic Variables
Table 3 synthesizes characteristics of all variables used.
Note that the threshold value of the growth of the stress intensity factor KIth is not considered in this example. Basic
variables to be taken into account are obtained from three different sources: literature, bridge drawings, and measures and
subsequent calculi.
Variables from Literature
Initial Crack Depth a 0 . Fatigue crack nucleation and
growth occurs along a progression of length scales ranging
from the order of 1 m to the scale of individual grains (McDowell 1996). The crack growth can be calculated starting
from two different types of initial crack depth: smallest measured or virtual calculated. In many cases measures of existing
flaws have been made and the initial crack depth is considered
as the smallest crack depth measured (Engesvik and Torgeir
1983).
Crack Shape a/c. In the case of welded joints, it is possible to say that the crack shape is found between 0 and 1.
The crack shape depends not only on the structural detail but
also on local geometry, crack depth, coalescence phenomena,
and type and range of applied stress. For the sake of simplicity,
it is preferable to choose the distribution laws in the function
of the structural detail type only. For fillet welds, a lognormal
distribution can be adopted (Yamada et al. 1989). Furthermore,
this shape is not supposed to change during crack growth.
Weld Height h and Weld Angle . This variable should
be either directly measured on the site or taken from the corresponding drawings. If neither of the two is possible, similar

TABLE 3.

Variables Used from Existing Joint

Variable X
(1)
a0 (mm)
a/c
b (mm)
d (mm)
ma
C a [1013 mm/cycles(N/mm3/ 2)m ]
h (mm)
(degrees)
Te [C]
TK 28 [C]
(KIC)
fy (MPa)
sG (MPa)
sQ (MPa)
sS (MPa)
E [S] (MPa)
(E [S])
(106 cycles/year)
N0 (cycles)
a

Distribution
type
(2)

X
(3)

Lognormal
0.125
Lognormal
0.390
Normal
30.00
Normal
800.0
Normal
3.000
Lognormal
2.503
Normal
8.400
Normal
35.00
Gumbel
9.658
minimum
Normal
20.0
Weibull
0.906
Lognormal
345.0
Lognormal
172.5
Gumbel
40.75
maximum
Lognormal
355.0
Deterministic
7.800
Normal
1.000
Normal
3.882
Deterministic
0.000

X
(4)

VX
(%)
(5)

0.045
0.160
3.000
8.000
0.030
0.923
0.700
2.000
3.995

36.0
41.0
10.0
1.00
1.00
36.9
8.33
5.71
41.4

2.000
0.254
34.50
17.25
1.221

10.0
28.0
10.0
10.0
3.00

35.50
0.000
0.100
0.388
0.000

10.0
0.00
10.0
10.0
0.00

Correlation: (m, ln C) = 0.99.

studies can serve. A European project (Carracilli et al. 1995)

to determine the fatigue resistance of welded joints was used.
The dimensions and type of the welded joint tested in the study
were similar to the one analyzed in this paper.
Initiation Number of Cycles N0 . The number of cycles
to crack initiation typically relates to the formation of small
detectable cracks. It includes processes of nucleation as well
as the propagation of small cracks. In the design for damage
tolerance, the presence of an initial defect is assumed a priori
and inspection intervals are set according to the application of
propagation mechanics. Crack initiation mechanics is of little
use for this purpose (McDowell 1996).
Yield Strength fy . Because the exact material properties
are not available, the European standards are used (Eurocode
3 1992). Yield strength is taken as the S355-quality steel leastnominal value for the nominal plate thickness between 16 and
40 mm (EN 10025 1993).
Dead-Load Stress sG . The hypothesis is adopted that the
dead-load stress in the bottom flange of the joint remains constant. It is supposed to be equal to half the yield strength,
which is considered to be the uppermost limit of the real deadload stress and is therefore kept as conservative (Sedlacek et
al. 1997).
Residual Stress sS . The propagation of a fatigue crack is
influenced by local strains in the surroundings of the crack
resulting from two effects, applied loads and residual stresses.
The latter are generally divided into microscopical and macroscopical. From the linear elastic fracture mechanics point of
view, only the macroscopical ones can be taken into account.
They are supposed to be equal, not to the least thickness-dependent nominal-yield stress, but to the real one (Nussbaumer
1997).
Test Temperature for 28-J Minimum Average Charpy
V-Notch Impact Energy TK28 . Because the exact material
properties are not available, the European standards are used
(Eurocode 3 1992). The test temperature for 28-J minimum
average Charpy V-notch impact energy is taken as the S355J2quality steel nominal value for the nominal plate thickness
between 10 and 150 mm (EN 10025 1993).
Material Temperature Te . It is necessary to know statistically the extreme values that can be reached during the joint
lifetime. For every random variable described by a distribution, its extreme values also correspond to a random variable,

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so the air shadow minimal temperature follows one of these

distributions. Its parameters are adjusted on the English data
as the comparison of minimal temperatures shows that the
French and the English air temperatures are similar. For the
composite bridges, the material temperature may be considered
equal to the air shade temperature (Nussbaumer 1997).
Fracture Toughness Uncertainty Factor (KIC ). In the
brittle fracture or transition zone, the material toughness follows one of the extreme value distributions. That is taken into
account in the resilience-toughness equation with the introduction of the fracture toughness uncertainty factor. This expression is applicable to quasi-static loads only. In the case of
road bridges, the loads may be considered as quasi-static and
the fracture toughness is supposed to follow a Weibull distribution (Wallin 1995).
Material Parameter m. Different theories exist in qualifying the two material parameters. Some consider them as random variables, with or without correlation between them. Others consider the parameter m as a material dependant constant.
The approach adopted in this paper is to consider it as a normally distributed random variable, the value of which is determined from the tests on structural steel (Bremen 1989) and
to correlate it with the other material parameter C.
Material Parameter C. As can be shown, this variable is
the most influential variable in the model adopted. Therefore,
special attention must be paid in the determination of its value.
Contrary to the parameter m, this parameter is always considered as random. To obtain the most precise values of its distribution, the same test that served in the determination of the
material parameter m served for this one. The natural logarithm ln C was supposed normally distributed between its extreme values in the tests, namely, 29.78 and 28.38, with
95% confidence level (Bremen 1989), which gives it the mean
of 29.01 and standard deviation of 0.3571. The values of
this material parameter are shown in Table 3.
Correlation between Material Parameters (m, ln C).
Many studies have shown not only that the material parameters
follow the normal distributions but also that there exists a
strong negative correlation between them. That correlation is
not linked to a physical property of the material but comes
rather from the mathematical expression of the Paris law.
Variables from Drawings
Bottom flange thickness b and bottom flange width d are
the only variables taken from the appropriate drawings.

FIG. 3.

Variables from Measures and Subsequent Calculi

The relationship between traffic loads and member stresses
can be obtained by direct stress measurements using strain
gauges or by traffic measures and subsequent structural analysis. Both may need advanced data acquisition systems allowing on-site data reduction and processing. The duration of field
data collection for highway bridges is often limited to a few
days. For most bridges this is adequate to obtain a reasonable
estimate of stress or load ranges experienced by a bridge. Such
field data would probably not detect the high stress levels that
occur when overloaded vehicles are allowed to use the bridge
by special permit. The field data described can be represented
with theoretical stress-range distribution models.
The calculated variables are issued from traffic measurements and influence lines of the bridge. This procedure gives
histograms of certain phenomena. The histograms used in this
work are level crossings and rain-flow histograms.
Peak Traffic Load Stress sQ. To verify the reliability of
a bridge, it is necessary to know the extreme values of the
effects due to traffic load that can be reached during the structural lifetime. If the traffic recordingsone week in general
are available, the target consists of extrapolating the extreme values from the recording period to the structural
lifetime. When the extreme values are statistically studied, it
is often the case that the particular, extreme value distributions
are used. The Gumbel distribution is the most appropriate for
traffic load effects and is used for this variable in this study.
The peak traffic load stress is obtained in two phases (Cremona and Carracilli 1998):
Fitting the Rices formula on the queue of the level
crossing histogram is based on the hypothesis that the
effect is a stationary Gaussian process. The Rices formula
permits the expression of the density function for level
crossings
(x) =

1
1 x
exp
2
2

1 x
= 0 exp
2

where = mean of the Gaussian stationary process for

high values of x; = process standard deviation; and
= standard deviation derivative. The fitting procedure
consists, therefore, in identifying these three parameters.
When this identification is brought to its end, it is possible
to extrapolate the extreme values for any return period tr .

Reliability Index and Failure Probability versus Time

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TABLE 4. Proposal about Whether Variables from Existing

Joint SHould Be Probabilistic or Deterministic
Variable
(1)

Mean
influence
(2)

b
d
h

fy
sG
sQ
sS
Te
TK 28
a0
a/c

m
(KIC )
(E[S])
ln C

Standard deviation
influence
(3)

Proposal
(4)

Deterministic
Deterministic
Deterministic
Deterministic
Deterministic
Deterministic
Deterministic
Deterministic
Deterministic
Deterministic
Probabilistic
Probabilistic
Probabilistic
Probabilistic
Probabilistic
Probabilistic
Probabilistic

Note: = growing mean or standard deviation implies longer life;

= growing mean or standard deviation implies no significant change; and
= growing mean or standard deviation implies shorter life.

FIG. 5.

Lifetime in Function of Initial Crack Depth a 0

where ts = reference period, usually 50 or 100 years.

Fitting the Gumbel distribution parameters on the extrapolated values effects for different return periods is obtained for different values of from corresponding values
of x .
Effective Stress Range Mean E[S]. This variable represents the mean of the corresponding rain-flow histogram.
Annual Number of Cycles . This variable is the number
of effective stress ranges obtained from the corresponding
rain-flow histogram.
Analysis

FIG. 4.

Lifetime in Function of Weld Height h

The extrapolated value x , being a probability to be

exceeded, is given by

x = 2 ln(0 tr)

2 ln

0 ts
ln(1 )

The results of the procedure are shown in Fig. 3, where the

evolution of the reliability index as well as the evolution of
the failure probability with time are given. It is obvious that
the use of a conventional crack depth at failure (b or b/2) gives
overestimated reliability indexes in comparison with the approach including fracture mechanics criteria. In this latter case,
note that a 3.8 reliability index (minimal value usually required for design in bridge engineering in Eurocodes) is obtained for a 35-year crack propagation period. According to
this example, the reliability index after 100 years is about 1.7,
which corresponds to the failure probability of about 5%.
The probability of failure also corresponds to the lifetime
probability function. The important values can be deduced: the
mean lifetime is 280 years, median lifetime is 235 years, and
lifetime with 5% probability of failure is 100 years. Sensitivity
analysis in relation to the lifetime of the joint was performed
for the whole set of variables, initially taken as random. This

216 / JOURNAL OF STRUCTURAL ENGINEERING / FEBRUARY 2001

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CONCLUSIONS
A probabilistic model for assessing fatigue damage has been
proposed in this paper. The crack growth model is the classical
Paris law including appropriate stress concentration and stress
intensity correction factors. Compared to test results, it provides fair predictions of the crack growth. The model presented in the paper does not include the threshold value
Kth . A more general approach can nevertheless be developed
allowing one to distinguish between damaging and nondamaging cycles [e.g., Lukic (1999)]. The model used in the reliability analysis is not the kinetic expression of the Paris law
but an integral form more amenable to computations. That
integral model avoids the step-by-step calculation of crack
growth. It requires one to determine a critical size that can be
assessed in different ways. To be physically realistic, the critical crack size is calculated from a model (called the R6 rule)
that takes into account the risk of fracture and plastic collapse.
The integral Paris law and the R6 rule then constitute a compound model for assessing failure by fatigue and fracture collapse. That model has been applied to a typical transversestiffener-to-bottom-flange welded joint used in steel bridges.
The results show that its use leads to improved safety, as it is
more pessimistic than models classically used. Sensitivity
analysis has shown that only a limited number of variables
must be taken into account in the probabilistic manner. Any
other variable may be treated deterministically. That provides
a gain in computation as well as in precision. From 17 variables, only 7 have to be taken as random because of the strong
influence of their coefficient of variation on the reliability analysis. Note that a probabilistic model as presented in this paper
helps to easily calculate updated failure probabilities by means
of conditional probabilities (Bayesian analysis) as soon as new
inspection results on data are available.
FIG. 6.

Lifetime in Function of Material Parameter m

analysis showed that some variables can be taken as deterministic, if necessary. An omission factor i for the i th variable
Xi is defined as the ratio between the reliability index calculated with all random variables minus the variable Xi taken as
deterministic and equal to a specific value and the reliability
index calculated with all variables
i (t) =

i (t) xi
i (t)

An omission factor in the vicinity of 1 leads one to consider

the variable Xi as deterministic and equal to the specific value.
It is nevertheless essential to dispose of precise statistical information for all other variables. The proposal to distinguish
those variables that can be taken as deterministic from the
others that must be taken as probabilistic is given in Table 4.
The analysis has been performed on the basis of an omission
factor study for each variable (specific value chosen equal to
the mean value). Some examples of this analysis are shown in
Figs. 46 for a variable h that can be taken as deterministic,
variable a0 that leads to slightly sensitive results, and variable
m that gives results highly sensitive to uncertainties. It is obvious that the most important variables are those connected to
the fatigue crack growth only. Four of themboth material
parameters, effective stress range, and annual number of cyclesmust be taken as probabilistic. Concerning the variables
connected to the fracture, only the fracture toughness uncertainty factor must be treated as probabilistic, whereas others
have a rather small influence and may be considered as deterministic. Finally, among the variables that influence both the
fatigue crack growth and the fracture, only crack shape should
be taken as probabilistic.

APPENDIX I.

REFERENCES

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Bremen, U. (1989). Amelioration du comportement a` la fatigue

dassemblages soudes: Etude

et modelisation de leffet de contraintes
residuelles [Improvement of the fatigue behavior of welded joints:
Study and modeling of residual stresses]. PhD thesis, EPFL, Lausanne, France (in French).
Byers, W. G., Marley, M. J., Mohammadi, J., Nielsen, R. J., and Sarkani,
S. (1997). Fatigue reliability reassessment applications: State-of-theart paper. J. Struct. Engrg., ASCE, 123(3), 277285.
Carracilli, J., Le Pautremat, E., Jacob, B., and Galtier, A. (1995). Comportement en fatigue des poutres metalliques de ponts [Fatigue behavior of bridge steel girders]. ECCS Proj. 7210/SA/311, Draft, Final
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Cremona, C. (1996). Reliability updating of welded joints damaged by
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Lukic , M. (1999). Evaluation

et maintenance probabilistes des assem`
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de la fatigue et de la rupture. Application aux
ponts mixtes [Probabilistic assessment and maintenance of welded
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PhD thesis, ENPC, Paris (in French).
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APPENDIX II.

NOTATION

The following symbols are used in this paper:

a
af
a0
b

=
=
=
=

crack depth;
crack depth at failure;
initial crack depth;
flange thickness;

C
c
d
E[]
fy
h
KI
KI C
Kr

=
=
=
=
=
=
=
=
=

Lr
M
Mk
m
N
N0
Pf
S
s
Te
TK 28

=
=
=
=
=
=
=
=
=
=
=

t
tr
ts
VX
Y

KI

=
=
=
=
=
=
=

KI th
()

()
(X, Y)
X

=
=
=
=
=
=
=
=

material parameter;
crack half-length;
flange width;
expected value;
yield strength;
weld height;
Mode I (opening) stress intensity factor;
fracture toughness;
measure of proximity to linear elastic fracture mechanic failure;
measure of proximity to plastic yield;
safety margin;
stress concentration factor;
material parameter;
number of cycles;
initiation number of cycles;
failure probability;
effective stress range;
stress;
material temperature;
test temperature for 28-J minimum energy Charpy
V-notch impact energy;
time;
return period;
reference period;
coefficient of variation of random variable X;
stress intensity correction factor;
reliability index;
growth of stress intensity factor caused by stress
range S;
threshold value of KI ;
uncertainty factor;
angle between weld and vertical axis;
mean of random variable X;
annual number of cycles;
density function for level crossing;
correlation between random variables X and Y; and
standard deviation of random variable X.

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