Int J Fatigue 14 No 2 (1992) pp 121-135

On the probability density function of

rainflow stress range for stationary
Gaussian processes
W a n g w e n Zhao and Michael J. Baker

The prediction of fatigue damage under random loading is usually based on Miner's
rule combined with the rainflow cycle counting method. However, the process of
counting cycles is extremely time consuming and requires a reasonably long time
history to be analysed for the results to be reliable. This paper describes a model
for the probability distribution of the rainflow stress range based on a mixed-
distribution Weibull model whose parameters can be evaluated from only two
spectral properties, namely the irregularity factor I and a bandwidth parameter 13o.7s.
Comparison of the probability distribution function (PDF) of the stress range
based on the model with results from simulation and rainflow counting shows very
good agreement over a wide range of stress spectra. In addition, comparisons have
been made in terms of the damage correction factor. These show that the model
gives a better assessment of damage than any previous model within the practical
range of the Paris' parameter m for steel. This model may therefore be used in place
of rainflow counting and hence provides an efficient and accurate tool for the
prediction of fatigue under random loading.

Key words: rainflow counting; Gaussian processes

An important aspect of fatigue analysis under random loading
is the prediction of the stress ranges applied to the structural
component. Ideally, the analysis should be based on a cycle-
by-cycle approach because of the nature of fatigue damage
accumulation. However, the load sequence effect is such a
complicated phenomenon that its physical basis has yet to be
completely understood and mathematically modelled. 1 In
addition, it is very expensive to carry out a cycle-by-cycle
analysis and thus such an approach is not suitable either for
a routine fatigue assessment or in a reliability analysis.
Fortunately, for a large number of structural materials--
welded steel joints under offshore random loading are a good
example--the stress interaction effects are negligible in terms
of the effective number of rainflow cycles? In such cases the
fatigue damage caused by variable-amplitude loading can be
assessed from test results based on constant-amplitude loading
(or equivalent stress range loading), by using Miner's rule
combined with the rainflow counting method.
In order to predict stress ranges the random loading time
history needs to be characterized. This is now commonly
achieved by spectral analysis. In this approach, the long-term
loading process (eg, waves on offshore structures, wind on
offshore flare booms, towers and high-rise buildings, traffic
on bridges, mechanical vibrations of aircraft or cars) is divided
into a series of stationary processes. The assumption of
stationarity leads to the use of a power spectral density in
the frequency domain, for example, the Pierson-Moskowitz
spectra for random wave loading2 The fluctuating stress
processes on the structural components, for instance at hot
spots in an offshore tubular joint, can then be modelled as a
corresponding series of stationary processes by a standard
dynamic analysis. 4
From each stress spectrum a sample stress-time history
can be simulated s and then a cycle identification technique is
employed and a damage accumulation model can be used to
obtain the structural fatigue life. For fatigue analysis there
are a number of definitions of stress range under random
loading and a corresponding number of cycle counting
methods. Among them, the rainflow method, which defines
stress cycles as a series of closed stress-strain hysteresis loops,
has provided the closest results to experiments when using
Miner's rule. 6
However, except for narrow-band spectra, to obtain the
distribution of the rainflow stress range one has to simulate
the stress process and count the number of cycles. 7 This is
computationally a very time consuming procedure, especially
for the low-amplitude and high-frequency stochastic loading
that is often experienced by steel structures. To obtain the
probability distribution of rainflow stress range from the
theoretical derivations of Ford s and Rychlik 9 needs substantial
statistical information and numerical effort, with the result
that such approaches are not practical.
The whole analytical procedure is illustrated on the left-
hand side of Fig. 1 for an offshore structural component
under wave loading. The present paper describes an efficient
alternative approach leading to a simple model for the
stress range PDF that avoids the cumbersome procedure of
simulation and cycle counting. It is demonstrated that the
stress range PDF under stationary loading can be approximated
by a linear combination of a Weibull PDF and a Rayleigh
PDF with the parameters being functions of the properties
of the stress spectrum. It is a further dey,elopment from a
previous paper 1° that used the same structure for the PDF
but where the parameters were related to only the spectral
irregularity factor. The model in this paper is of more general
application.

0142-1123/92/020121-15 © 1992 Butterworth-Heinemann Ltd

Int J Fatigue March 1992 .,121
 60 000
Seastate spectrum ]

50 000
Transfer function I

stress range PDF model IN 40 000

Response spectrum ] Simple ,w

I Calculate I 30 000
Simulation spectral properties
C
l
t Estimate parameters I x 20 o0o
U3
I Rainflow counting of stress range PDF
I 10 000
I
Stress range I.
distribution I-
I
0.1 0,2 0.3 0.4
[ Fatigue prediction ]
f (Hz)
Fig. 1 Analytical procedure for fatigue damage prediction Fig. 2 A typical wide-band response spectrum

The model has been validated by comparing the PDF

obtained from the model with that obtained by simulation
flu') = ~
i( e exp(-u'2/2e 2)
and rainflow counting for a wide range of stress spectra.
Comparisons have also been made in terms of the damage + Iu' exp(-u'2/2) f"U
' ~exp(-z2/2)dz)_= (1)
correction factor given by this model, simulations and a
number of previous models. The spectra used in the comp- where g' = UArx is the normalized peak amplitude, with u
arisons include the Wirsching double-peak spectra, n the peak amplitude, and
Pierson-Moskowitz spectra, 3 the uniform spectrum and five
different spectra used by Sarkani. 12 The comparisons have O'X= V ~ m0
shown that the proposed model gives a better damage I is the irregularity factor given by
summation assessment than any previous model. The damage
assessment for the non-Paris-law regime can also be carried I = m2/V'-~mom4
out easily using this model. with

Crack growth prediction under random

loading
m, = [=fiSxx ( f ) #
Jo

Random loading process

200
In general, the live loading on many structures, (eg, offshore
structures, aircraft, bridges, etc) is erratic and varies with
time but may be modelled as a non-stationary stochastic
process. For short-term stationary loading, the stress history
in the time domain can be transferred to a stress spectrum in
the frequency domain as a power spectral density function,
either in the form of an analytical expression or numerically.
These power spectral densities characterize the stationary 0.
process. Whatever the form, samples of the stress process in
o
the time domain can be recreated from those spectra by
simulation (see Appendix 2). Figure 2 shows a typical offshore
response spectrum and Fig. 3 shows a typical time history o3

obtained by simulation.
An important feature of any random-load process is the -100
distribution of the extremes, as described by Rice. '3 Rice was
able to show that for a stationary Gaussian process the
probability density function of the peaks is a combination of
a normal distribution and a Rayleigh distribution with the
-200
parameters being functions of the irregularity factor I. For a 0 100 200 300 400 500 600 700
stationary Gaussian process X(t) with zero mean and spectral
density function Sxx (f), the probability density function of Time interval
the normalized peaks u' is given by Fig. 3 Stress-time history for spectrum of Fig. 2

122. Int J Fatigue March 1992

for i ~> O. The bandwidth parameter e is then given by Construction of stress range PDF model
e=V1 -P General remarks

Fatigue analysis
Typically, a random loading process produces a large number
of stress reversals and these in turn cause some fatigue damage.
The magnitude of the stress ranges and the corresponding
number of cycles are of critical importance in determining
the fatigue damage. Usually they are determined using the
rainflow counting method.
The details of the rainflow algorithm have been described
by Wirsching and Shehata. z In brief, for each local peak u in
a sample time history x(t), the rainflow algorithm will find a
local trough v to form a hysteresis loop, so that the stress
range is
S = u- v (2)
and the number of cycles will be equal to the number of
peaks. Under stationary random loading, the expected number
of cycles in time t is given by
In Equation (8) the only unknown quantities related to the
stress process are the values of the rainflow stress range
distribution f(s). The aim of this paper is to show that f(s)
can be related to the properties of the underlying spectrum.
A model of the stress range PDF based on only two spectral
properties is developed in this section. The model comprises
a linear combination of a two-parameter Weibull distribution
and a Rayleigh distribution.
The procedure for determining the parameters of the
PDF is based on the requirements that
(i) the shape of the PDF should agree with the shape
of the histogram obtained by simulation.
(ii) the moments of the stress range PDF should be as
close as possible to the moments of the stress range
frequency distributions obtained from simulation.
The second requirement can be interpreted in terms of
the damage correction factor h, which is given by

E[N(t)] = vpt (3) X = D/DRayleig h (9)

where N(t) is the total number of cycles in time t and Vp is
the peak rate given by where D is given by Equation (8) and DRayleighis the value
of D from Equation (8) calculated from the assumption that
Vp = mX/~4/~ s is Rayleigh distributed and where the number of cycles is
equal to the mean level up-crossing rate, v0.
For the purpose of analysis, the normalized stress range The parameters of the model can thus be obtained by
is defined as satisfying the requirement that ~kmodeI is equal to ~.simulation
over a suitable range of the Paris parameter m. The value of
s = S/2~x (4)
hmodel is given by
and from the Paris law
kmode I = Dmodel/DRayleig h
da
- ~ = C ( ~ , : )"~
_ ~,pt(2~x)"I::f(s) ds
= C(rX/~CaS) ~ (5)
Vot( 2crx ) " ( W 2 ) m I"(1 +½m)
where C, m are the material properties, Y is a geometric
factor, a is the crack size and N is the number of cycles.
Equation (5) can then be rearranged so that the right- 1 J:$mf(s) ds
hand side of the equation contains only loading parameters (lO)
I(x/~)m r(l+½m)
da
- s,,, d N (6) From Equation (7)
C( Y X/-~a ) m

By neglecting stress interaction effects, and using S based N(t) N(t)

on the rainflow counting method, the crack growth over time Osim-lation = E Sm= E (20"x)m sm
t can be calculated from the damage indicator D given by i=l i=l

while ksimulationis given by

D = aO+Aa da - f: Sm dN (7) Dsimulation
•, , * o C(Y'V'-~a~a) m ~sirnulation -- DRaleig h

where a0 is the initial crack size, and N(t)

d N = E[N(t)]f(s) ds -- i=1
(11)
where fls) is the PDF of the normalized stress range s. Vot(2~g) m (V~) m r(1 +½m)
The right-hand side of Equation (7) can finally be
expressed as
For m = 1 there is an exact analytical solution, derived by
Lutes et al, TMfor the damage correction factor. Therefore one
D = E[N(t)] (2crx)" s'f(s) ds (8) equality can be set up that can be used in deriving the
parameters of the model.

Int J Fatigue March 1992 123

 The structure of the PDF model
E[sm] = f:smf(s) ds
The process of rainflow stress cycles S, and hence s, is very
erratic and is not the same as the peak process. As a result,
the PDF of the peaks f(u') cannot be used to model the = f:sm[wot13S13--'exp(-as~)
normalized stress range PDFf(s). Using simulation, Wirsching
and Shehata z have also shown that a single Weibull distribution
+ (1 -w)s e x p ( - 0 . 5 F ) ] ds
is unsuitable for modelling f(s) other than for narrow-band
spectra, for which the Rayleigh distribution is appropriate. = w F(1 + 13-1m)ot-'/~
In this study the structure of the PDF of the rainflow stress
range is assumed to consist of a linear combination of two + (1-w)r(1 +bn)2 m'2 (13)
Weibull PDF, one corresponding mainly to small stress ranges Also, for a sample size N(t) sufficiently large,
and the other to large stress ranges. For the latter, the
N(t)
Rayleigh distribution, a special case of the Weibull, is used. e[s"] = ~, (s')m
The stress range PDF is therefore taken to be (14)
i=, N(t)
f(s) = wa13 s ~ - ' e x p ( - ~ s ~) where sl are from simulations.
+ (1 --W)S exp( --0.5s 2) (12)
Determination o f w
where w is a weighting factor, and a, 13 are the Weibull
parameters, with a > 0, 13 > 0. The structure of this model Lutes et alTM have shown that for any stationary Gaussian
is shown in Fig. 4. process the average normalized stress range can be given as
Other combinations of two Weibull distributions, instead
of one Weibull and one Rayleigh as used here, have also been
E[s] = V ~ I (15)
investigated by Zhao. is For any given spectrum, and the Hence substituting Equation (15) for m = 1 into Equation
corresponding stress range histogram obtained from simul- (14) gives
ation, the parameters in the model may be determined by
1-I
obtaining the best fit to the histogram, for example, by w = (16)
minimization of X2. However, for the model to be of general
use, it is necessary to obtain the parameters directly without
the need for simulation. A suitable method is discussed in
the following section.
Determination o f fl

Parameter evaluation
The parameters of the new stress range PDF model to be
determined are w, a and 13, which should all be functions of
the spectral properties of the response process X(t).
With the PDF given in Equation (12), the moments of
stress range PDF can be expressed as
In order to determine a suitable value for the parameter 13,
use is made of experience gained in extensive simulation
studies concerning the value of the mode of the simulated
histograms of the normalized stress range.
For a two-parameter Weibull distribution, the mode ~ is
given by

g = (~-~)'/~ (17)

1.5 The simulation results for a broad range of spectra have

Tota! shown l° that the value of the mode is close to zero for wide-
. . . . F i r s t term band loading, and is close to unity for the narrow-band case.
- ~ Second term It is known, however, that when 13 = 2, the two-parameter
Weibull distribution becomes a Rayleigh distribution, and
when 13 = 1, it is an exponential distribution. Therefore it
1.0 can be assumed that
1~13~<2
It was found in the study described in Ref. 10 that, by taking
13 to be a constant and solving for a using Equations (13)
and (14) over a range of spectra with I in the range of 0-0.9,
,, the minimum amount of scatter in a occurred for 13 = 1.1.
Using the result, and with the knowledge that for a narrow-
band spectrum (ie I = 1.0) 13 = 2, the following relationship
between I and 13 is proposed:
13 = 1.1 (lSa)
/
for/< 0.9
0 1 2 3
$ 13= 1.1 + 9 . 0 ( • - 0 . 9 ) (18b)
Fig. 4. T h e s t r u c t u r e o f t h e n e w stress r a n g e PDF m o d e l for/> 0.9

124 Int J Fatigue March 1992

 1.0
Determination of
• Uniform spectra
The value of a chosen should be such that as far as possible,
• Wirsching spectra
given I and w, the damage calculated using the model should
• PM spectra
be the same as the damage computed from the simulation and i• O
rainflow counting. Previous work by Wirsching and Light 16 0=
has shown that there is a strong correlation between the 0.9
damage correction factor k and spectral irregularity factor I,
and assuming that a is dependent only on I, Zhao and Baker 1°
have given a simple expression for a, which is applicable to
a wide range of stress spectra, namely 0==

o~ = 8.0 - 7.0 1 (19)

0.8
The damage predicted using the model, with parameters
evaluated from Equations (16), (18) and (19), Dmodeh has
been shown to predict the damage assessed by simulation and
rainflow counting, Dsimulation, with considerable accuracy and
better than any previously suggested models. Furthermore,
the model has an additional advantage over other models in 0.; = 1 I
that it leads to a specific stress range PDF, so that damage 0.8 0.9 1.0
in the non-Paris crack growth regime can also be calculated
80.75
easily• Fig. 6 Correlation between damage correction factor and 13o>s
Lutes et al TM have found, however, that the damage for m = 3
correction factor is more strongly correlated with other
spectral properties than with I. When rn is small (eg rn = 3),
the damage correction factor k, given by Equation (9), has
been shown TM to be correlated more strongly with another
spectral property [30.7s, given by
carried out by a linear regression of data points from
Po.7, = mo.Tsl m~om~.s (20) simulation, as listed in Table 1. The results are shown in
Indeed, from the simulation results obtained in the present Fig. 7 together with the regression line
study, the damage correction factor has shown better corre-
lation with 130.7sthan with I (when m = 3) as shown in Figs 5 klm= 3 = --0.4154 + 1.392 ~0.7S (21)
and 6.
Therefore for the application of the proposed stress range for ~0.Ts > 0.5.
model to any given response spectrum, it can be concluded It is not possible to extrapolate the above formula for
from above, and from the fact that the damage correction the whole range of f30.Tsowing to the lack of data points for
factor is implicitly related to I (see Equation (10)), that the small ~0.Ts. However, only in very few cases is f30.Tssmaller
parameter a should depend on both spectral properties, I and than 0.5. Therefore, for 13o.7s< 0.5, k is assumed to be a
130.75. The procedure to determine a starts with the construc- constant for ~0.Ts = 0.5, and is very small (k = 0.28).
tion of the relationship between k and 130.7s, which has been If the damage correction factor can be determined from
~0.Ts, ol can then be obtained from Equation (14). The
derivation of the formula for a is as follows.
From Equation (13), when m = 3,
1.0[ • •
E[s~] = w r(1 +3/[~)ot -3/~ + (1 - w ) r(1 +~)(x/2) ~
(22)

and

0.9 l- • 1 w F(1+3/[~) o(-3/~ + ( l - w ) F(3)(V2) 3

~.=-- (23)
,~ [ • • I (V~) ~ r(1 +3)

For a given value of m and a set of given spectral properties

I and 130.75 it can be seen that the only remaining unknown
• I• • Uniform spectra parameter in the equation is a. This leads to a solution for
as follows.
• Wirsching spectra
Setting B = a -1/~ and substituting into Equation (16)
, , • PM, spectra , then gives

1-I
0°' 7 ~ u, = (24)
0.5 0.6 0.7 0.8 0•9 1•0
I
5 Correlation between damage
Fig. correlation factor and I f o r
m=3 Substituting for w in Equation (23) gives

Int J F a t i g u e M a r c h 1992 125

Table 1. Sources of simulation results of damage correction factor for m = 3

Number of Total number of

Range of frequency cyclesper Average number of
Investigators Spectra Range of I 1%.75 intervals simulation points per cycle
Zhao and 3 PM spectra, 0.61-0.89 0.96-0.98
Baker unimodal
2 uniform spectra, 0.75-0.85 0.90-0.97 200 11000-14000 10-15
unimodal,
rectangular
11 Wirsching 0.51-0.99 0.87-0.99
stress response
spectra, bimodal
Lutes et al 30 unimodal spectra 0.78-0.98
(Ref. 14 (13 rectangular,
from 17 smooth)
simulation 32 bimodal spectra 0.50-0.93 0.84-0.99 400-1000 3700-12000 10-16
by Corrazao) (16 rectangular,
16 triangular)
21 trimodal spectra 0.51-0.92
(rectangular)

giving
It= /-' {(1-1) F(I+~) 83
83+p8+q=0 (27)
where
+ [ / - F ( I + ~ ) ~d~ 8] F(I+~) ('v/2)' /
p = 3 F(1+13-') (X/-1)
× {(~/'2)' F ( I + ; ) [ 1 - F (1+~)~/~ ~])-' (25) r(1+3~-,) (i-I)
and
which simplifies to
3 V~I(1-it)
q=
F(l+~)(1-/)8'+3F(1+~)(hi-l)8 r(1+313-') (l-I)
This may be solved as follows.
+ 3 ff;I(1-it) = 0 (26) (a) If q2 + 4t)3/27 >~ 0 the real root of Equation (27) is
8 = K - p/3K (28)
where K is a dummy parameter calculated from
1.0 I p3'~'~1i213i2
• Uniform spectra 5 j
• Wirsching spectra r~Mb~
• PM spectra . ~-- (b) If q2+ 4p3/27 < O, 8 can be obtained iteratively
O Lutes et ol spectra r~ r ~ n m 13 from
713- 8,+, = [(8,) 3 + q ] l ( - p ) (29)
0.9
m=3 / 1 3 From Equation (27) the solution of (x is reached as

o~ = 8-~ (30)
Finally, to summarize, for a stress process modelled as
=P~ _o
13- 13 a stationary Gaussian process, if only I and ~0.Ts are known,
0.8 the rainflow stress range PDF can be approximated in the
form of Equation (12) with
13=1.1
for/< 0.9
13 = 1.1 + 9.0 (I - 0.9)
0.7 i ] m
0.8 0.9 1.0
for/> 0.9
fl0.75 ix = 8-13
Fig. 7 Linear regression of data points from simulation results
in Table 1 8 is obtained by a solution of

126 Int J Fatigue March 1992

 larger values of m, the value of ), becomes sensitive to the
F 1+~ (1-I)B3+3F 1+ (XI-1)B uncertainties brought about by the limited sample size
(statistical uncertainty) in the simulation procedure, and also
r - -
by the fact that the rare occurrence of ultralarge stress range
+ 3 ~/;I(1-k) = 0 has been clipped to the maximum stress range level. This clip
ratio effect would increase logarithmically with the increase
with ~, as the damage correction factor for m = 3, that is in m. To obtain an even better fit with the model at high
with values of m, the factors in the equations for determining the
model parameter could be re-evaluated by conducting the
k = -0.4154 + 1.392 IB0.Ts
regression analysis at larger values of m. However, as discussed
for 130.zsI> 0.5 and below, the characteristics of the model are in general very
satisfactory.
k = 0.28
for 13o.7s< 0.5. Comparison of POF model with simulation
results
Example Figure 9 shows, respectively, the comparisons between the
PDF model and the stress range histogram simulated for a
For a given stress spectrum, the normal procedure for set of Wirsching spectra. This set of Wirsching spectra are
determining the stress range PDF would be by simulation the stress response spectra in a hot spot for a deep-water
and cycle counting, as illustrated in Fig. 1. Using the new platform subject to random wave loading. The scatter diagram
model described above for a spectrum with the following parameters vary for different times of the year, which leads
properties to a range of stress response spectra from the wide-band to
I = 0.5097 13o.75= 0.8689 the narrow-band cases. Very good agreements have been
found between the PDF model and the stress range histogram
the parameters in the stress range PDF model are from simulation.
oL=4.66 13=1.1 w=0.61 For an offshore platform, some stress response spectra
do not have the double peaks exhibited by the Wirsching
and this gives spectra. Their spectral properties tend to agree more with the
input sea state spectra, eg, PM (Pierson-Moskowitz) spectra.
f(s) = 3.127 s°"exp(-4.66 s ' " ) + 0.39 s exp(-½s 2) The PM spectra have dramatically different spectral properties
Figure 8 shows the comparison between this PDF model and for different cut-off frequencies. Therefore three PM spectra
the stress range histogram from simulations. Good agreement with cut-off frequencies of two, four and ten times the
is observed. dominant frequency, respectively, have been used for the
simulations to obtain the stress range histograms. From
Fig. 10, it can be seen that the PDF model shows good
Comparisons agreement with the stress range histogram. In particular it is
Verification of the stress range PDF model presented in the noted that the PDF model curve has a minimum in the lower
last section has been carried out for a variety of spectra. In range to correspond to the minimum in the lower range for
each case comparisons have been made both in terms of the the simulated histograms.
similarity between the shape of the model stress range PDF In addition to the above comparisons, a set of uniform
and the corresponding stress range histogram from simulation, spectra have also been simulated and counted to obtain the
and in terms of the values of the damage correction factor X. stress range histogram. For a unimodal spectrum with constant
Damage correction factors have been compared for values amplitude, the most wide-band spectrum is white noise, the
of the Paris exponent m in the range of m = 1 to 6. For the others being relatively very narrow band. Therefore only two
spectra in the uniform spectra family are selected to reflect
the main trend of variation for the stress range histogram to
2.0 the changing spectral properties. Again from Fig. 11 it can
be seen that very good agreements have been found between
the PDF model and the stress range histogram obtained by
simulation.
1.5
Comparison of damage prediction with
simulation results
1.0 Several approximate methods have previously been developed
for the calculation of fatigue damage D including:
(i) the Rayleigh approximation, which uses an equival-
0.5 ~ ent narrow-band spectrum to assess the overall
damage D,
(ii) Wirsching's damage correction factor approxi-
mation, which gives a correction to D calculated
o 1 2
from the Rayleigh approximation based on simul-
ation results,
Normalizedstress range,s (iii) equivalent stress range approximations, which
Fig. 8 Comparisonbetweenthe PDF model and stress range approximate the term of the integration of the ruth-
histogramsimulatedfrom the responsespectrumin Fig.2 power stress range based on the peak distribution.

Int J Fatigue March 1992 127

 2.0
qo 000

1.5
30 000

vt
O.
20 000 1.0
=E

10 000 0.5

0.1 0.2 0.3 o.q 1 2 3

a Frequency,f d Normalized stress r a n g e , s

G000 2.0

5000
!
1.5
eq q000
O.
:E
3000 1.0 -

2000

1000

0.1 0.2 0.3 O.q 1 2 3

b Frequency, f e Normalized stress range, s

800 2.0

IN G00 1.5
"I-

O.
=E
q00 1.0
A

200 0.5

0 0.1 0.2 0.3 0.4 0 1 2 3 q

C Frequency,r f Normalized stress r a n g e , s

Fig. 9 C o m p a r i s o n s between the PDF model and stress range histograms (d, e, f) simulated f o r the set o f Wirsching spectra (a, b,
c)

Details of these damage assessment methods can be seen in
Appendix 1.
Comparisons in terms of the damage correction factor
have been made between the results from the new stress range
PDF model and other approximation methods for the three
groups of spectra simulated by the authors as shown in
Figs 12-14. A few comments on these comparisons are given
here.
(a)
The comparisons start with m = 2 since when rn = 1,
the PDF model gives exact results while other models
will either underestimate or overestimate the damage.
(b) For 1 < m < 4, the PDF model gives closer results
than the previous models from Kam and Dover or
Wirsching.
(c) For m > 4, the results from the PDF model are
conservative and follow the trends of the simulation
results, but discrepancies become larger with increas-
ing m. This is also partly because of the uncertainties
from simulation, which are exaggerated by larger
values of m.
Overall the new model gives better and more consistent results
than the other two models. The discrepancy for larger m may

128 Int J Fatigue March 1992

 2.0
60 000

Cut-off frequency, 2f D
SO 000
1.5

40 000

1.0
30 000

2o ooo
0.S
10 000

1 i
0.02 0.0q 0.06 0.08 0.10 0.12 0.14 0 1 2 3 q

a Frequency.f d Normalized stress r a n g e , s

60 000 2.0

C u t - o f f f r e q u e n c y , qfD
SO 000 -
1.S
"I-
q0 000 -
O.

30 000 1.0
C
20 000
X
0.5
10000

J I
0.1 0.2 0.3 1 2 3

b Frequency, f e Normalized stress range, s

2.0
60 000

" Cut-off frequency,10fD

50 000
1.S
N
"r"

r~t
40 000
(3.
30 000 '~ 1.0

20 000
X
0.5
t~
10 000

0 0.1 0.2 0.3 0.q 0.5 0.6 0.7 0 1 2 3 q

C Frequency, f f Normalized stress r a n g e , s

Fig. 10 C o m p a r i s o n s between the PDF model and stress range h i s t o g r a m s (d, e, f) simulated f o r the set of PM spectra

arise because when m is large the damage correction factor
tends to be smaller than the real damage correction factor
owing to statistical uncertainty and the clip ratio effect, which
are both exaggerated by higher powers. However, the
inaccuracy from the PDF model for large values of m could
be reduced by using more spectral properties, and constructing
the relationship between the spectral properties and the
damage correction factor by regression analysis.
To verify the validity of this model further for general
cases, the results of simulations from five different spectra
published by Sarkani have been used for comparison as shown
in Fig. 15. These comparisons indicate that the PDF model
provides the best available prediction for fatigue under random
loading. Therefore the PDF model can be considered to be
of general applicability.
Conclusions
For fast and effective fatigue prediction under random loading,
the rainflow stress ranges need to be known. This paper
has addressed the problem of determining the probability
distribution of the stress range for any given stress spectrum.
From theoretical studies of peak distributions and data from
simulations from a variety of spectra, this paper introduces a

Int J Fatigue March 1992 129

 2.0

1.5

~lto
n
:E 1.0
C
X
0 . 5 ~

I I I

0.1 0.2 0.3 0.4 0.

0 1 2 3 4
Frequency, f
Normalized stress range,s
a C

2.0

1.5
,.-,
IN
-t"
f~ll,0 u~ 1.0

C
0.5
u-i)<
I I I I i
0 I 2 3 4
2 3
Frequency, f
b d Normalized stress range,s
Fig. 11 Comparisons between the PDF model and stress range histograms (c, d) simulated for the set of uniform spectra

new model for the stress range PDF, being a mixed-
distribution model comprising a linear combination of a
Weibull PDF and a Rayleigh PDF. The parameters can be
determined directly as functions of the spectral irregularity
factor and the bandwidth parameter.
The model has been shown to be capable of fitting the
stress range PDF for a wide range of spectra. Comparisons
of the model with the stress range frequency distributions
obtained from simulations has confirmed its validity.
The main advantage of the proposed model is that it
provides a direct relationship between the spectral properties
and the stress range PDF, without the need for cumbersome
simulation and rainflow cycle counting. Hence, it provides
an efficient and accurate tool for fatigue analysis under random
loading. Compared with a previous model with only the
spectral irregularity factor as its parameter in the PDF model,
the new model with two spectral properties as its parameters
can be used for a much wider range of spectra. This feature
has been demonstrated in the comparison of damage rates
simulated by Sarkani for five different types of spectra.
From the comparisons of damage correction factors, it
can be seen that the proposed model gives a better assessment
of fatigue damage than any previous models within the
practical range of the Paris parameter m for steels used in
offshore structures. For a higher order of m, it gives
conservative results and is consistent with the results of
simulations. Furthermore, it is straightforward to derive
equivalent block loadings, and if the fatigue damage growth
rate has a non-Paris-law relationship (eg crack nucleation,
corrosion effects, or stress interaction effects) the total damage
accumulation could be based on individual cycles.
Finally, the model provides a powerful tool for use in
structural reliability fatigue analysis where simulation and
cycle counting need to be avoided for reasons of computational
efficiency.
Acknowledgement
The work described was carried out at the Imperial College
of Science, Technology and Medicine, London, UK, and
forms part of the work supported by the Marine Technology
Directorate Ltd under its defect assessment programme.
Appendix 1: d a m a g e approximation
methods
The Rayleigh approximation
When the stress process is of the narrow-band type, the peak
PDF is a Rayleigh distribution. For a narrow-band spectrum,

130 Int J Fatigue March 1992

 1.1 1.1
• Simulation
PDF model
----~ Kam and Dover
1.0
I "0 I " I Wirsching t ~" ~ ' ~ //

0.9 - - y ~ b~ 0.9

m=2 m=5
0.8 , I J I ~ I n I 0.8
0.5 0.6 0.7 0.8 0.9 1.0 0.5 0.6 0.7 0.8 0.9 1.0
I
1.1 ~ 1.1
m
1.0 ~-- f" ~/~ 1.0

~< 0.9 ~ 0.9

- A A 7
0.8 0.8

I ~=3
;3
0.7 I I I 0.7
0.5 0.6 0.7 0.8 0.9 1.0 0.5 0.6 0.7 0.8 0.9 1.0

1' I
1.0 / ~ ~

• /
0.8 ~ f b a ~ ~ "--

0.7 r n I ~ I n I i I ~ --4
0.5 0.6 0.7 0.8 0.9 1.0

x
Fig. 12 Comparisons of damage correction factors for a set of Wirsching spectra

y is approximately equal to - x and so S = 2x and then s = x'. The d a m a g e correction factor approximation
The normalized stress range distribution f(s) can be obtained
From the results of simulation Wirsching and Light 16 found
by a direct transformation from the peak PDF fix').
that there is a strong correlation between the damage correction
In the Rayleigh approximation it is assumed that the
factor k and the spectral irregularity factor I. By regression
damage caused by a wide-band spectrum is equivalent to the
analysis, they derived an empirical factor for ~.,
damage caused by an equivalent narrow-band spectrum with
the same standard deviation ~x and with a peak rate equal = g + (l-g) (l-e?
to the zero crossing rate. The Rayleigh approximation
overestimates damage to a large extent in the case of wide- where
band spectra and for high values of m, g -- 0.962 - 0.033 m (A.2a)
b -- 1.587 rn - 2.323 (A.2b)
f(s) = fRayleigh($) (A. la)
E[N(t)] = rot (A. lb) This equation applies only to values of m above two and can
be rearranged to give an approximation of a weighted average
Dgayleig h = Vot(2~x)m (X/~)m F(1 + ½m) (A. lc) stress range, that is the approximation of

Int J Fatigue March 1999 131

 1.1 1.1

1,0 1.0
• /

0.9 0.9 - -

• Simulation
• / /4 _ . J
0.8 PDF model 0.8 • f=' ~ .

Kam and Dover

- - . - Wirsching m=2 /71= 5
0.7 , I n I i I i 1 J 0.7 I I i I l I i l i
0.5 0.6 0.7 0.8 0.9 1 .o 0.5 0.6 o.7 0.8 0.9 ~.o
I
1.1 1.1

1.0
f..~,=.mm 1.0
f /
m
/
0.9 0.9
j/_..._.. I
m

0.8 0.8
/ .J"
m=3 • m=,
0.7 I i I i I i I i 0.7 i I , I = I t I n
0.5 0.6 0.7 0.8 0.9 1.0 0.5 0.6 0.7 0.8 0.9 .0
1.1

1.0 m
/
J ~

o.9 - __.__~,.~~~ / /

0.8 --"'- • ------"

m=q
0.7 i I , I i I i I i
0.5 0.6 0.7 0.8 0.9 I .o
Z
Fig. 13 C o m p a r i s o n s o f d a m a g e c o r r e c t i o n f a c t o r s f o r a set o f PM spectra

/ f= \1/,. This leads to

= + im)]'" (A.6)
The transformation from X to s., can be shown below
The moment approximation
D = E [ N ( t ) ] (2Crx) m (sin) m
Kam and Dover 2 reach the moment approximation by two
= Vpt(2Orx)m(sm)" (A.4) steps
D _ vF(2,~x)"(s,.)" (1) f(s) = f i x ' ) for s > 0, x' > 0.
k - - - (2) The value of the error function in the Rice formula
DRayleigh v o t ( 2 V 2 c r x ) m r(1 + ½m) for f i x ' ) is approximated by the solution from an
iterative procedure o f equalizing the expected stress
1 (s.,)"
(A.s) range to the expected ~peak value of peaks above the
I ( V ~ ) " F(1 + ½m) mean level.

132 Int J Fatigue March 1992

 i.1 1.1
• Simulation
PDF model
----D Kam and Dover" 1.0
1.0
/
~.D Wirsching / / /
/ .~-" /
~< 0.9 -

/
//
/ ,,
/
0.9
0.8
f
.I" // ...--- J
m=2 A
m =

o.8 i I n I , I v I n 0.7 I I 1 t i t I i
0.5 O.G 0.7 0.8 0.9 1.0 0.5 0.6 0.7 0.8 0.9 .0

1.1 1.1

1.0
/
1.0 /
/ /
/ / .< 0.9

//
0.9 /
0.8 / /
d '~*,
• m=3 m=6
0.8 , I i I n I n I i 0.7 i [ , I A, I n I I
0.5 0.6 '" 0.7 0.8 O.9 .0 O. 0.6 0.7 0.8 0.9 1.0

1.1

1.0 --
f
/
"< 0.9 m
/~,'/• ./
/ / ____._..---~
0.8 "~'---...-- ..---- J

m=q
0.7 I I , I I I l I ,
0.5 0.6 0.7 o.8 0.9 1.0

I
Fig. 14 C o m p a r i s o n s o f d a m a g e c o r r e c t i o n f a c t o r s f o r a set o f u n i f o r m spectra

The first step is the assumption of the peak counting for 0.1 < I < 0.96 and
method, which overestimates the damage. The second step erf(I,m) = 1 (A.7b)
underestimates the damage. So their final results fall in the
range of the results of simulations. Their approximation of for 0.96 ~< I.
the weighted average stress range is expressed as

Appendix 2: Simulation

For a given spectrum, Sxx(f), a discretized time history of

the stress can be generated by a summation s
]
where the term of erf(I,m) is approximated by X(t) = ~, [2$xx (fk) Ark] °'s
k=]
erf(I,m) = 0.3012 1 + 0.4916 12 + 0.9181 13
x cos [2"rr (f,t + qbk)] (A.8)
- 2.3534 14 - 3.330715
where t = iAt, i = 1, 2 ..... 140 000, At = 1/Sfm,x, fm~ =
+ 15.6524 16 - 10.7846 1z (A.7a) 0.45, which is the maximum frequency, J = 200 for the

Int J Fatigue March 1992 133

 17 Sarkani simulation

PDF model

q ~ ..... ._T=0.26
E; Kam and Dover

Wirsching
E

O.

"2 I= 0.85

$.

2
~
i 0.5188
1.155
I= 0.52

0.q39

1 ~ ' ]'= 0.89

0.8593
m I I I I 1 L I i
0.q 0.6 0.8 1.0 1.2 1.q

Fig. 15 Comparisons of damage correction factors for five different spectra that have been published by sarkani 12

number of frequency intervals, Ark is the frequency interval 6. Dowling, N.E. 'Fatigue failure prediction for complicated
chosen randomly to avoid periodic effects, stress-strain histories' JMater, JMASA7 (1972) pp 71-87
k
7. Wirsohing, P.H. and Shehete, A.M. 'Fatigue under wide
band random stresses using the rain-flow method' J Eng
Mater Technol, Trans ASME 99 (1977) pp 205-211
i=1
8. Ford, D.G. 'Range-mean-pair exceedances in stationary
and ~bk is the random phase angle with a uniform probability Gaussian processes' in Reliability and Optimization of
density in the range [0,1]. Structural Systems Ed. P. Thoft-Christensen (Springer,
Berlin, 1987) pp 119-139
For a full explanation of the simulation procedure, see
Ref. 10. 9. Rychlik, L. 'A new definition of the rainflow cycle counting
method' Int J Fatigue g (1987) pp 119-121
10. Zhao, W. and Baker, M.J. 'A new stress range distribution
References model for fatigue analysis under wave loading' in
Environmental Forces on Offshore Structures and their
1. Chang, J.B. (Ed.) Part-through Fatigue Life Prediction, Prediction (Society for Underwater Technology, London,
ASTM STP 687 (American Society for Testing and 1990) Vol 26
Materials, 1979)
11. Wirsching, P.H. and Presthofer, P.H. 'Preliminary dynamic
2. Kam, J.C.P. and Dover, W.D. 'Fast fatigue assessment assessment of deep wave platforms' J Struct Eng, ASCE
procedure for offshore structures under random stress 102 (1976) pp 1447-1462
history' Proc ICE Part 2 85 (1988) pp 689-700
12. Sarkeni, S. 'Influence of high-frequency components on
3. Pierson, W.J. and Moakowitz, L. 'A proposed spectral fatigue of welded joints' Int J Fatigue 12 2 (1990)
form of fully developed wide seas based on the similarity pp 115-120
theory of S.A. Kitaigordskii' J Geophys Res 69 24
13. Rice, S.O. 'Mathematical analysis of random noise' in
(December 1964)
Selected Papers on Noise and Stochastic Processes Ed.
4. Lin, Y. K. Probabilistic Theory of Structural Dynamics N. Wax (Dover, New York, 1955)
(McGraw-Hill, New York, 1976)
14. Lutes, D.J., Correzao, M., Hu, S.J. and Zlmmerman, J.
5. Yang, J.N. 'Simulation of the random envelope processes' 'Stochastic fatigue damage accumulation' J Struct Eng,
J Sound Vib 21 (1972) pp 73-86 ASCE 110 (1984) pp 2595-2601

134 Int J Fatigue March 1992

15. Zhao, W. 'Reliability analysis of fatigue and fracture
under random loading' PhD Thesis ( University of London,
UK, 1989)
16. Wir$ching, P.H. and Light, M.C. 'Fatigue under wide
band random stresses' J Struct Eng, ASCE 106 (1980)
pp 1593-1607
Authors
Wangwen Zhao is with Matthew Hall Engineering Ltd,
AMEC, Tottenham Court Road, London, UK. M.J. Baker is
with the Department of Engineering, University of Aberdeen,
Aberdeen, UK. Received 21 May 1991; revised 8 October
1991; accepted 10 October 1991.

Int J Fatigue M a r c h 1992 135