PROBABILISTIC ASSESSMENT OF WELDED JOINTS VERSUS

FATIGUE AND FRACTURE

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 traffic load data must be related to component stresses

at locations expected to be vulnerable to fatigue damage. Ex-
The phenomenon of fatigue is a slow process that introduces
amples of such sections for a steel girder include girders with
numerous uncertainties. In welded joints, cracks are often lo-
cover plates, girder joints and splices, and section disconti-
calized at the weld. Welding induces some defects that help
nuities.
small cracks to appear. They can grow under loading and lead
The proposed approach consists of assessing the reliability
to joint failure. The conditions governing crack growth are
of welded joints based on the principles of fracture mechanics.
structural geometry, initiation site, material characteristics, and
The originality of this paper is the combination of the crack
loadings. In general, these conditions are random. Therefore,
growth model expressed by the Paris law with the criteria of
an appropriate analysis of fatigue phenomena consists of treat-
fracture toughness and plastic yield, which allows one to eval-
ing the problem in a probabilistic manner. Although fatigue
uate the risk of fatigue damage on a better estimation of the
analysis of bridges is well established [e.g., Ponts (1996)],
critical crack depth. This paper also attempts to highlight the
the use of probabilistic methods has only been considered in
effect of the different variables introduced by the model on
recent years (Byers et al. 1997). The standard probabilistic
the reliability assessment. The total number of variables can
method of fatigue analysis for highway bridges consists of the
be large enough to try to reduce this number by a sensitivity
development of stress-range distributions from field data or
study. This analysis is performed on a transverse-stiffener-to-
simulation, use of the Palmgren-Miner damage rule for fatigue
bottom-flange welded joint of a typical steel bridge.
damage analysis along with an appropriate S-N relationship
for the critical structural details, and use of a probability func-
tion to describe the reliability of a critical component and its CRACK GROWTH
corresponding fatigue life. Methods based on crack growth and
The model used in this paper is the commonly adopted Paris
fracture mechanics have also been used but to a more limited
law (Paris and Erdogan 1963) corresponding to the opening
extent [e.g., Zhao and Halder (1996)]. For highway bridges,
of a semielliptical crack in the flange of a transverse-stiffener-
the techniques of fatigue and fracture reliability have been
to-bottom-flange welded joint (Fig. 1)
applied mainly to
da
Condition assessment and estimation of the remaining = CK mI (1)
dN
lifetime of bridges (Cremona 1996), where probabilistic
methods can be used to obtain estimates of the adequacy where a = crack depth; N = number of loading cycles; KI =
of the existing structure, need for increased inspection in stress intensity factor range [Mode I (tension) crack growth];
the future to prevent failure, and approximate remaining and C and m = two material parameters. The Paris law is based
fatigue lifetime based on projections of the future loads on the elasticity theory and omits plasticity inside the crack.
Development of probability-based design stress ranges for In logarithmic coordinates, the Paris law is represented by a
fatigue-critical bridge components (Kretz and Jacob line, which is not merely the reality. Eq. (1) overestimates the
1991), where accurate traffic load data can be acquired crack growth in the vicinity of KIth and underestimates it in
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, Do-
maine 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. FIG. 1. Transverse-Stiffener-to-Bottom-Flange Welded Joint

JOURNAL OF STRUCTURAL ENGINEERING / FEBRUARY 2001 / 211

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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 in-
tensity 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
Mk (a) = stress concentration factor, depending not only
on the crack depth a but also on other geometric param-
eters, such as flange thickness b, weld height h, and weld
angle . The stress concentration factor represents the
magnification factor to take account of stress concentra-
tions due to specific structural detail. The classical solu-
tion (Sedlacek et al. 1997) is adopted for this factor

KIth is taken equal to zero (all cycles are damaging). Details w
regarding the release of that hypothesis can be found, for ex- a
Mk = v
ample, in Lukic (1999). b
The stress intensity factor range can be expressed by
where the parameters v and w are calculated according to
KI = Y(a)Mk (a)S a Hobbacher (1993)

2
where h h h
v = 0.8068 0.1554 0.0429 0.0784 tg
b b b

Y(a) = stress intensity correction factor, a function of the 2
crack depth a as well as of other geometric parameters h h
concerning the welded joint, such as the crack half-length w = 0.1993 0.1839 0.0495
b b

c, flange thickness b, and flange width d. The solution
adopted in this paper is from Newman and Raju (1983), h
0.0815 tg
where the cracked bottom flange is represented by a plate b
with a semielliptical surface crack

2 4
S = stress range at the hot spot for the uncracked section
1 a a (effective stress range).
Y(a) = M1 M2 M3 fw
1 1.464(a/c)1.65 b b
With these developments, the initial form of the Paris law
with [(1)] is transformed into the following:
M1 = 1.13 0.09a/c
da
= C(Y(a)Mk (a) a)mS m (2)
0.89 dN
M2 = 0.54
0.2 a/c
MODEL VALIDATION
1
M3 = 0.5 14(1 a/c)24
0.65 a/c To validate the crack growth model adopted, a set of fatigue
tests performed at the Rheinische-Westfael Technische Hochs-
1 chule, Aachen, Germany, was used (Bleck et al. 1998). In these

fw =
1 a 3 tests, the design concept to avoid brittle fracture (Eurocode 3)
cos was checked by means of experimental investigations of thick
d/b a/c b
plates from fine-grained thermomechanically rolled steels. Two
steel grades, S355M and S460M (EN 10025), at 80-mm thick-
TABLE 1. Material and Geometrical Characteristics of Spec-
imens ness, were chosen for small-scale tests and component-like
large-scale tests as well. Test datainputs and outputsare
Variable S35D21 S35D23 S46D22 S46D24 given in Tables 1 and 2. The effect of the structural details
(1) (2) (3) (4) (5) was covered by a multiplication factor from a finite-element
d (mm) 198.0 198.5 198.0 198.2 analysis carried out at the Institute of Steel Construction of
h (mm) 28.28 28.28 28.28 28.28 the Rheinische-Westfael Technische Hochschule.
(degrees)

45.00 45.00 45.00 45.00 0.076
m 3.250 1.730 2.460 2.430 a
C[1013 mm/cycles(N/mm3/2)m ] 0.650 3,820 45.10 63.60 Mk = 0.7919
a/c 0.715 0.675 0.515 0.602
b
b (mm) 81.46 81.42 81.50 81.60
a0 (mm) 3.430 4.320 4.600 3.300
The results are presented in Fig. 2. A fair agreement between
tests results and the crack growth model can be noticed.

TABLE 2. Loading Characteristics of Specimens

S35D21 S35D23 S46D22 S46D24
Si Ni Si Ni Si Ni Si Ni
(MPa) (cycles) (MPa) (cycles) (MPa) (cycles) (MPa) (cycles)
(1) (2) (3) (4) (5) (6) (7) (8)
71.00 512,000 72.00 508,600 70.00 503,000 68.00 500,600
48.00 634,000 50.00 658,200 52.00 648,800 50.00 722,500
71.00 1,074,000 72.00 1,084,800 70.00 1,100,400 68.00 1,798,700
48.00 1,125,000 50.00 1,209,800 52.00 1,244,900 50.00 1,895,600
71.00 1,490,400 72.00 1,649,600 70.00 1,691,400 68.00 2,496,000
48.00 1,622,400 50.00 1,792,300 52.00 1,839,400 50.00 2,598,100
71.00 1,890,400 72.00 2,317,100 70.00 2,266,000 68.00 3,119,600
48.00 1,989,900 50.00 3,198,600
71.00 2,258,400 68.00 3,427,100
48.00 2,435,400
71.00 2,526,400

212 / JOURNAL OF STRUCTURAL ENGINEERING / FEBRUARY 2001

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FIG. 2. Comparison between Test Results and Crack Growth
Model
SAFETY MARGIN
A limit state defines the frontier between damage and non-
damage. 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)
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 var-
iables 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 sta-
tistics 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)
af
dx N0
M= Ct 1 (E [S] (E [S])) m
a0 (Y(x)Mk (x) x)m t
(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]) = uncer-
tainty 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
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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 com-
ponents of the analysis are separated in a way that aids cal-
culation, facilitates a sensitivity analysis, and provides an in-
sight 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
KI
Kr = 1 (4)
KIC
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
P
Lr = L max
r (5)
PL
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)
1
g (Lr , Kr ) = Kr , Lr 1 (6a)
1 0.5L r2
g (Lr , Kr ) = 0, Lr > 1 (6b)
Measure of Proximity to Plastic Yield Lr
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
sG sQ bd
Lr =
fy 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, how-
ever, 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 meth-
ods of estimating fracture toughness may be used provided
JOURNAL OF STRUCTURAL ENGINEERING / FEBRUARY 2001 / 213
these have been validated for the material in question. Such TABLE 3. Variables Used from Existing Joint
methods include, among others, the use of appropriate data- Distribution VX
bases and material specifications. The fracture toughness can Variable X type X X (%)
thus be expressed as a function of the Charpy-V transition (1) (2) (3) (4) (5)
temperature (Wallin 1995)
a0 (mm) Lognormal 0.125 0.045 36.0
KIC [MPAm] = 20 (KIC ) a/c Lognormal 0.390 0.160 41.0

b (mm) Normal 30.00 3.000 10.0
1/4
25 d (mm) Normal 800.0 8.000 1.00
{11 77 exp[0.019(Te TK 28 18)]} ma Normal 3.000 0.030 1.00
2a C a [1013 mm/cycles(N/mm3/ 2)m ]
2 Lognormal 2.503 0.923 36.9
a/c h (mm) Normal 8.400 0.700 8.33
(degrees) Normal 35.00 2.000 5.71
where (KIC ) represents the fracture toughness uncertainty fac- Te [C] Gumbel 9.658 3.995 41.4
tor (Nussbaumer 1997); Te = material temperature; and TK28 = minimum
test temperature for 28-J minimum average Charpy V-notch TK 28 [C] Normal 20.0 2.000 10.0
impact energy. The value of af , such that the fracture safety (KIC) Weibull 0.906 0.254 28.0
fy (MPa) Lognormal 345.0 34.50 10.0
margin [(6)] becomes the fracture limit state, g(Lr , Kr ) = 0, is sG (MPa) Lognormal 172.5 17.25 10.0
introduced into the fatigue safety margin [(3)]. sQ (MPa) Gumbel 40.75 1.221 3.00
maximum
PROBABILITY OF FAILURE sS (MPa) Lognormal 355.0 35.50 10.0
E [S] (MPa) Deterministic 7.800 0.000 0.00
The probability of failure of the structural element is iden- (E [S]) Normal 1.000 0.100 10.0
tical to the probability of the limit-state violation and can be (106 cycles/year) Normal 3.882 0.388 10.0
stated N0 (cycles) Deterministic 0.000 0.000 0.00

Pf = P(a(t)) > af ) = P(M < 0)

a
Correlation: (m, ln C) = 0.99.

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 nor-
mal distribution.
STUDY OF PARTICULAR WELDED JOINT
A particular welded joint, Transverse Stiffener to Bottom
Flange, from an existing motorway composite steel and con-
crete 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 in-
tensity factor KIth is not considered in this example. Basic
variables to be taken into account are obtained from three dif-
ferent 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 (Mc-
Dowell 1996). The crack growth can be calculated starting
from two different types of initial crack depth: smallest mea-
sured 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 pos-
sible 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 cor-
responding drawings. If neither of the two is possible, similar
214 / JOURNAL OF STRUCTURAL ENGINEERING / FEBRUARY 2001
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 least-
nominal 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 con-
stant. It is supposed to be equal to half the yield strength,
which is considered to be the uppermost limit of the real dead-
load 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 mac-
roscopical. 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-de-
pendent 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 S355J2-
quality steel nominal value for the nominal plate thickness
between 10 and 150 mm (EN 10025 1993).
Material Temperature Te . It is necessary to know statis-
tically the extreme values that can be reached during the joint
lifetime. For every random variable described by a distribu-
tion, 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 fol-
lows one of the extreme value distributions. That is taken into
account in the resilience-toughness equation with the intro-
duction of the fracture toughness uncertainty factor. This ex-
pression 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 distri-
bution (Wallin 1995).
Material Parameter m. Different theories exist in quali-
fying the two material parameters. Some consider them as ran-
dom variables, with or without correlation between them. Oth-
ers consider the parameter m as a material dependant constant.
The approach adopted in this paper is to consider it as a nor-
mally distributed random variable, the value of which is de-
termined 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 consid-
ered as random. To obtain the most precise values of its dis-
tribution, the same test that served in the determination of the
material parameter m served for this one. The natural loga-
rithm ln C was supposed normally distributed between its ex-
treme 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. Reliability Index and Failure Probability versus Time
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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 anal-
ysis. Both may need advanced data acquisition systems allow-
ing 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 measure-
ments 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 struc-
tural lifetime. If the traffic recordingsone week in general
are available, the target consists of extrapolating the ex-
treme 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 (Cre-
mona 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
2 2
1
1 x 1 x
(x) = exp = 0 exp
2 2 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 .
JOURNAL OF STRUCTURAL ENGINEERING / FEBRUARY 2001 / 215
TABLE 4. Proposal about Whether Variables from Existing
Joint SHould Be Probabilistic or Deterministic

Mean Standard deviation

Variable influence influence Proposal
(1) (2) (3) (4)
b Deterministic
d Deterministic
h Deterministic
Deterministic
fy Deterministic
sG Deterministic
sQ Deterministic
sS Deterministic
Te Deterministic
TK 28 Deterministic
a0 Probabilistic
a/c Probabilistic
Probabilistic
m Probabilistic
(KIC ) Probabilistic
(E[S]) Probabilistic
ln C 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 extrap-
olated values effects for different return periods is ob-
tained for different values of from corresponding values
of x .

Effective Stress Range Mean E[S]. This variable repre-

sents 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
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 ap-
proach including fracture mechanics criteria. In this latter case,
note that a 3.8 reliability index (minimal value usually re-
quired for design in bridge engineering in Eurocodes) is ob-
tained for a 35-year crack propagation period. According to
FIG. 4. Lifetime in Function of Weld Height h 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
The extrapolated value x , being a probability to be probability function. The important values can be deduced: the
exceeded, is given by mean lifetime is 280 years, median lifetime is 235 years, and

lifetime with 5% probability of failure is 100 years. Sensitivity
0 ts analysis in relation to the lifetime of the joint was performed
x = 2 ln(0 tr) 2 ln
ln(1 ) for the whole set of variables, initially taken as random. This
216 / JOURNAL OF STRUCTURAL ENGINEERING / FEBRUARY 2001

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FIG. 6. Lifetime in Function of Material Parameter m
analysis showed that some variables can be taken as deter-
ministic, if necessary. An omission factor i for the i th variable
Xi is defined as the ratio between the reliability index calcu-
lated 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) xi
i (t) =
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 in-
formation 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 ob-
vious 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 cy-
clesmust be taken as probabilistic. Concerning the variables
connected to the fracture, only the fracture toughness uncer-
tainty factor must be treated as probabilistic, whereas others
have a rather small influence and may be considered as deter-
ministic. Finally, among the variables that influence both the
fatigue crack growth and the fracture, only crack shape should
be taken as probabilistic.
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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 pro-
vides fair predictions of the crack growth. The model pre-
sented 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 nondamag-
ing cycles [e.g., Lukic (1999)]. The model used in the relia-
bility 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 crit-
ical 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 com-
pound model for assessing failure by fatigue and fracture col-
lapse. That model has been applied to a typical transverse-
stiffener-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 vari-
ables, only 7 have to be taken as random because of the strong
influence of their coefficient of variation on the reliability anal-
ysis. 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.
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JOURNAL OF STRUCTURAL ENGINEERING / FEBRUARY 2001 / 217
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Ponts metalliques
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53(5), 775788. range S;
KI th = threshold value of KI ;
APPENDIX II. NOTATION () = uncertainty factor;
The following symbols are used in this paper: = angle between weld and vertical axis;
X = mean of random variable X;
a = crack depth; = annual number of cycles;
af = crack depth at failure; () = density function for level crossing;
a0 = initial crack depth; (X, Y) = correlation between random variables X and Y; and
b = flange thickness; X = standard deviation of random variable X.

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