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Johannesson 2005 A1 SNVA Methodology IntJFatigue Vol27 p954 965
Johannesson 2005 A1 SNVA Methodology IntJFatigue Vol27 p954 965
www.elsevier.com/locate/ijfatigue
Abstract
The reliability of mechanical systems depends in part on the fatigue strength of the material, whose properties need to be determined
by experiments. In a standard fatigue test a Wöhler curve is established, i.e. the relation between the life in the number of cycles and the
load amplitude. Based on a damage accumulation rule, the life can be predicted for service loads. However, most service loads are far
from constant amplitude loads, often resulting in large systematic errors in life predictions. The method in this paper is based on an
estimation of the Wöhler curve directly from variable amplitude tests. Consequently, both the life prediction and estimation are
performed at similar load situations. In the Wöhler curve the constant amplitude is replaced by an equivalent amplitude given by the load
spectrum. An important part of this paper is the analysis of the statistical uncertainties in life estimation and prediction. The features and
usefulness of our method are demonstrated by data from Agerskov. Our method can be seen as an extension of the Gassner line and the
relative Miner rule.
q 2005 Elsevier Ltd. All rights reserved.
Keywords: Life prediction; Load spectrum; Service loads; Wöhler curve; Palmgren-Miner hypothesis
These effects may be interpreted as model errors which and fn^k ; S^k ; kZ 1; 2; .g is the spectrum of the component
are the result of the extrapolation from an extreme load whose life we want to predict. The advantage of this
situation (constant amplitude) to the service load situation proposal compared to the traditional method is that the
with a mixture of different load cycles. One possible way to reference tests can be made with load spectra closer to the
diminish the influence of these effects is to perform the ones that need to be predicted. Consequently, the above
laboratory material tests at a situation more close to the mentioned model errors are expected to be reduced, and the
service, but still use the simple Palmgren-Miner hypothesis. Palmgren-Miner rule should agree better.
This idea has been evaluated in different ways, e.g. the
Gassner line [6], where the maximum load is ploted versus
the life, and the relative Miner rule [18,16] that modifies the
damage value at failure. In this paper we propose a general 3. Estimating the SN-curve from variable
formulation of the idea and compare it with the similar amplitude tests
methods, which can all be seen as special cases of the
proposed method. To model the scatter in observed lives, an multiplicative
The proposed method for life prediction based on error is introduced in the SN-curve of Eq. (4), giving for the
variable amplitude tests is presented in Sections 2 and 3, ith test with spectrum {ni,k,Si,k;kZ1,2, .}
where the statistical details are found in Appendix A. In
eq;i ei ;
Ni Z aSKb i Z 1; .; n (6)
Section 4 the methodology is applied to a data set
from literature. Similar proposals are reviewed in where n is the number of tests, and ei is modelled as
Section 5, and possible extensions of our method are independent log-normally distributed errors. For the stat-
discussed in Section 6, which is followed by the istical analysis it is convenient to rewrite the model Eq. (6)
conclusions in Section 7. by taking logs and subtracting the mean of ln Seq,i, arriving
956 P. Johannesson et al. / International Journal of Fatigue 27 (2005) 954–965
at the non-linear regression model It should be noted that a constant amplitude load is in fact
a degenerate case of a variable amplitude load, with only
yi Z a K bðln Seq;i K ln Seq Þ C ei Z mi ða; bÞ C ei ;
one amplitude, say S, and consequently the equivalent
1X n
amplitude becomes SeqZS, and ciZln S. This transforms
ln Seq Z ln Seq;j ð7Þ
n jZ1 the derived formulas (6)–(16) exactly into those that are
known for the constant amplitude case.
where yiZln Ni, and eiZln ei is N(0, s2). The parameter a of
the SN-curve is thus obtained as 3.1. Life prediction and its uncertainty
a Z expða C bln Seq Þ: (8)
The life prediction for a new load spectrum fv^k ; S^k ; kZ
The estimates of the parameters a and b are defined using 1; 2; .g is calculated as
the maximum likelihood method. Here we will only present ^
Kb
the results, but full details on the derivation is found in N^ Z a^ S^ eq : (17)
Appendix A. It turns out that the maximum likelihood
The 1Kp confidence interval for the median life is
estimates a^ and b^ coincides with the least-squares estimates. 0 0 sffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi11
The estimate of a is the mean of the log lives
^ 1Kp=2 ðn K 2Þ$s 1 C ðc^ K cÞ 2 AA
IN^ Z @exp@ln NGt
1X n
n q
a^ Z y (9)
n iZ1 i
(18)
and the estimate b^ of b is found by minimising the function and the 1Kp prediction interval for a new fatigue test is
X
n 0 0 sffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi11
gðbÞ Z ^ bÞÞ2 :
ðyi K mi ða; (10) ^ 1Kp=2 ðn K 2Þ$s 1 C ðc^ K cÞ 2
iZ1
I N~ Z @exp@lnNGt C 1A A
n q
The estimate of s2 is
(19)
1 X n
^ 2: with
s2 Z ðy K mi ða;
^ bÞÞ (11)
n K 2 iZ1 i P ^
^b ^
k n^k Sk ln Sk
The estimates are (at least asymptotically) independent and c^ Z P ^
: (20)
^b
k n^k Sk
distributed as
a^ 2Nða; s2 =nÞ; b^ 2Nðb; s2 =qÞ; ðn K 2Þs2 =s2 2c2 ðn K 2Þ
(12)
with 4. The Agerskov data
P b
X
n
k ni;k Si;k ln Si;k 1X n
qZ 2;
ðci K cÞ ci Z P ; c Z c: Our suggested methodology will be studied using data
iZ1
b
k ni;k Si;k n iZ1 i from literature, see Agerskov and Ibsø [2] and Agerskov [1].
(13) They tested welded steel plate specimens with longitudinal
attachments under both constant amplitude loading and
The 1Kp confidence intervals for the parameters a, b, variable amplitude loads. Three offshore load spectra were
and s are then used, Broad, a broad band spectrum, Narrow, a narrow band
pffiffiffi pffiffiffi
Ia Z ða^ K t1Kp=2 ðn K 2Þ$s= n; a^ C t1Kp=2 ðn K 2Þ$s= nÞ; spectrum, PM mod, a modified Pierson-Moscowitz wave
elevation spectrum with broad band character.
(14)
pffiffiffi pffiffiffi 4.1. Life prediction based on constant amplitude tests
Ib Z ðb^ K t1Kp=2 ðn K 2Þ$s= q; b^ C t1Kp=2 ðn K 2Þ$s= qÞ;
(15) The results from SN-tests are often presented only as the
sffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi sffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi! estimated curve, and sometimes also the scatter bands are
n K2 n K2 shown, like in Fig. 1 for constant amplitude, where the G2
Is Z s ; s (16)
2
c1Kp=2 ðn K 2Þ 2
cp=2 ðn K 2Þ standard deviations scatter bands are given. The interpret-
ation of the scatter bands can be based on the normal
where t 1Kp/2(nK2) is the 1Kp/2 quantile of the distribution, which translates them into the statement that, in
Student’s t-distribution, and c21Kp=2 ðnK 2Þ is the 1Kp/2 the long run, 95% of the future tests should fall within the
quantile of the c2-distribution, both with nK2 degrees of scatter bands. However, the error of the former statement is
freedom. that our lack of knowledge about the true SN-curve is not
P. Johannesson et al. / International Journal of Fatigue 27 (2005) 954–965 957
Fig. 2. SN-curve estimated from constant amplitude tests, with prediction Fig. 3. SN-curve estimated from constant amplitude tests, with prediction
and confidence bands for constant amplitude loads. The lives for the Broad, and confidence bands for Broad spectrum.
Narrow, and PM mod spectra tests are plotted versus the equivalent loads
calculated using the estimated b.
later. Now we will examine the relative error in life
included in the scatter bands, only the uncertainty around prediction, NrelZN/Npred, which is estimated as the
the true SN-curve is included. At the midpoint of our geometric mean of the observed lives over the predicted
observations the scatter bands will often give a good lives, N~ j =N^ j , see Eqs. (A.64)–(A.65) in Appendix A. In the
approximation, but when we move further out on the relative Miner rule it is used as the Miner sum at failure,
SN-curve the uncertainty in the predicted life can be which is the same as adjusting the parameter a. The relative
severely underestimated if it is based on scatter bands. The prediction error is estimated at 0.38, and a 95% confidence
correct prediction intervals (see Eq. (19) and Fig. 2) take interval is 0.31!N/Npred!0.47, which shows a statistically
into account the intrinsic uncertainty around the SN-curve, significant difference from one, and consequntly there exists
as well as the uncertainty in the estimated SN-curve. The a systematic error in the life prediction for Broad, when the
difference between the scatter bands and the prediction SN-curve is based on constant amplitude tests.
intervals is seen by comparing Figs. 1 and 2.
The observed lives from the variable amplitude tests are
4.2. Life prediction based on variable amplitude tests
shown in Figs. 1 and 2, all being non-conservatively
predicted. Next we will discuss this systematic prediction
Our method aims at avoiding the systematic life
error, and prediction for spectrum loads. The confidence and
prediction error by estimating the SN-curve directly from
prediction intervals for variable amplitude depend on the
variable amplitude tests. Based on the test results with
load spectrum. The reason for this is that the equivalent
Broad spectrum, the SN-curve in Fig. 4 has been obtained,
amplitude depends on both the load spectrum and the
which gives a good fit to the observed lives. However, when
damage exponent that were estimated. Consequently, there
is an uncertainty in Seq which has to be taken into account. using this SN-curve, the life predictions for constant
The prediction intervals for the Broad spectrum are amplitude is conservative by a factor 2.57, with 95%
presented in Fig. 3, where we observe only a minor change confidence interval of 1.82!N/Npred!3.63. Again, the
compared to Fig. 2. systematic error in life prediction between Broad and CA is
From Fig. 3 we would like to draw the conclusion that for observed.
this specimen, an SN-curve based on CA gives non- The predictions for the Narrow spectrum using the
conservative life predictions, since all observations from SN-curve based on the Broad spectrum tests is shown in
Broad are below the estimated SN-curve, and about half of Fig. 5. The relative life prediction error is estimated at 1.42,
the observations fall outside their prediction intervals, when with a 95% confidence interval 0.98!N/Npred!2.05, which
only about 5% should. However, this observed systematic covers unity. The goal was that the systematic model errors
error in the predicted life could be an effect of the would diminish when using variable amplitude loads both
uncertainty in the estimated SN-curve. To make a more for estimation and prediction. Even though the spectra here
precise statement on the presence of a systematic error, we have quite different shapes, no systematic error in the life
can either compare the estimates from CA with estimates predictions can be statistically ensured. If the life predic-
based on variable amplitude tests, or we can examine the tions for the Narrow spectrum is based on constant
mean of the prediction errors. The former will be discussed amplitude tests, the life predictions will be underestimated
958 P. Johannesson et al. / International Journal of Fatigue 27 (2005) 954–965
Fig. 4. SN-curve estimated from Broad spectrum tests, with prediction and Fig. 6. SN-curve estimated from all variable amplitude tests, with prediction
confidence bands for constant amplitude. and confidence bands for constant amplitude.
by a factor 0.53 (95% interval 0.41!N/Npred!0.69), the parameters a, b, and s2 in Eq. (7) are (asymptotically)
showing a statistically significant error. independent. However, the parameter a is a function of both
An important feature of our method is that many different a and b, and its estimate is strongly dependent on the
types of spectra can be used in the estimation of the estimate of b. Therefore, we have instead chosen to present
SN-curve. In our present example the test results from the estimated life for a typical constant amplitude, N200,
Broad, Narrow, and PM-mod are combined, resulting in which is almost independent of b. As was observed before,
the SN-curve presented in Fig. 6. The constant amplitude constant amplitude tests predict longer lives than do VA
tests are off by a factor 2.11 (95% confidence interval tests. For welded structures a slope of bZ3 is often used,
1.69!N/Npred!2.64). and we observe that this value is covered by all confidence
intervals. There is a tendency that the Narrow spectrum
4.3. Comparison of SN-curves based on CA and VA tests gives longer lives and smaller scatter than the two broad
band spectra, but this is not statistically significant.
Next we will concentrate on comparing the estimates In Table 2 the estimates from the different VA tests are
from constant and variable amplitude tests, in order to compared with the CA test, showing no significant
examine which parameters are different. differences, neither in the slope b, nor in the variance s2
The first thing is to examine the estimates of the of observed log lives. The difference in N200 is statistically
parameters of the SN-curve, see Table 1. The estimates of significant for all spectra, showing that the parameter a is
different in the case of variable amplitude compared to
constant amplitude.
Data Parameters
N200 b s
CA 610 (509, 732) 3.07 (2.64,3.51) 0.25 (0.15,0.35)
Broad 230 (180, 294) 2.96 (2.32,3.60) 0.40 (0.24,0.57)
Narrow 330 (288, 378) 2.87 (2.60,3.15) 0.21 (0.11,0.30)
PM mod 281 (234, 336) 2.56 (2.11,3.01) 0.28 (0.15,0.41)
All VA 274 (244, 307) 2.87 (2.60,3.14) 0.34 (0.26,0.42)
Fig. 5. SN-curve estimated from Broad spectrum tests, with prediction and
confidence bands for Narrow spectrum. The life N200 at constant amplitude 200 MPa is presented instead of a
P. Johannesson et al. / International Journal of Fatigue 27 (2005) 954–965 959
[12]. Here the parameter estimation was performed in two where M is the so-called mean-stress-sensibility of the
steps; first the exponent b was estimated based on the material, Schütz [17]. It has, for example, been suggested
maximum ranges in the spectra using Eq. (21). The result for spot welds, Rupp et al. [14], where the parameter M is
could then be used to calculate a property, using the found from experiments. However, it is possible to include
Palmgren-Miner hypothesis, that is the same as the the parameter M in our model and define the equivalent
equivalent load amplitude, Eq. (3), and then the parameter amplitude as a function of both b and M
a is estimated using Eq. (4). This procedure was done for sffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
X sffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
X ffi
two different reference spectra and resulted in two different Seq Z b nj hðsa;j ; sm;j Þb Z b nj ðsa;j C Msm;j Þb (27)
pairs of parameter estimates. The approach does not allow j j
simultaneous estimation based on tests with different types
of spectra. Further, the statistical uncertainties in the and estimate M together with the parameters in the
estimation and prediction are not considered. SN-curve. The estimation is done by also including M in
The proposed method is based on the Palmgren-Miner the minimization of Eq. (10).
hypothesis, and estimates both the parameters a and b of the
SN-curve from the laboratory reference spectrum tests, and
6.2. Crack closure models
allows the use of different types of reference spectra. Both
uncertainties in parameter estimation and life prediction are
Crack closure models assume knowledge about the load
addressed.
sequence, in order to calculate an individual closure level
The Gassner method has the advantage that it includes a
for each cycle, see e.g. Kahlil et al. [8]. The effective cycle
minimum of model assumptions, which unfortunately also
range is the difference between the cycle maximum and the
results in a corresponding lack of generality. The Gassner,
closure level. A simplified approach for variable amplitude
the Omerspahic and the proposed method all need scaled
loads is to assume a constant closure level, see e.g. Svensson
spectrum tests in order to be able to estimate the parameters.
[15], that depends on the properties of the global maximum
This makes it important with a careful choice of scaled
and minimum of the load. With knowledge about the cycle
spectra, since the hypothetical linear part of the Wöhler
minima and maxima we can define an effective load
diagram is limited both at high and at low loads. The other
spectrum with frequencies nj of effective ranges
methods do not need scaled spectra. The relative Miner rule
(
avoids this problem by using constant amplitude tests for Smax;j K Scl ; if Smin;j ! Scl
estimation of the slope, and the Jarfall and Olsson methods Sj Z Seff;j Z (28)
avoid it by assuming a slope based on experience. Smax;j K Smin;j ; if Smin;j R Scl
where the closure level Scl depends on the spectrum. The use
of an effective spectrum for estimation would result in an
6. Discussion on extensions of the methodology effective SN-curve. By defining a model for the closure
level, it is also possible to estimate the crack closure
It is possible to extend our model to include mean stress parameters directly from our spectrum tests.
corrections, or crack closure models. These models require a
more detailed description of the load than just the load
spectrum. 6.3. Combining results from CA and VA tests
6.1. Mean stress correction There is also the possibility to extend our methodology
by using a combination of test results from both constant
Several methods for mean stress correction are found in and variable amplitude. If we assume that the slope b of the
literature, where each cycle with amplitude sa and mean sm SN-curves for CA and VA is the same, it would be possible
is transformed into a damage equivalent cycle with to combine the test results to get a better estimate of b.
amplitude sa0 Z hðsa ; sm Þ at mean zero. Hence, both the One possibility is to estimate the SN-curves for CA and
mean and the amplitude of the cycles are needed. Given that VA, both at the same time. The extended model then
the mean stress correction is known, we can construct a load contains two SN-curves, one for CA and one for VA, where
spectrum corrected for the mean stress effect by defining a the slope b is the same, but the strength a in the SN-curve is
spectrum with amplitudes Sj Z sa;j 0
Z hðsa;j ; sm;j Þ with fre- different, giving two parameters aCA and aVA. This will
quencies nj according to the frequency of the cycle (sa,j, give a model with four parameters (aCA, aVA, b, s2). If also
sm,j). Our modified load spectrum can then be used for the uncertainty s2 around the SN-curve is different for CA
estimation or prediction. and VA, it will introduce an extra parameter, giving five
A simple empirical correction is a linear curve in the parameters (aCA, aVA, b, s2CA , s2VA ). The maximum
Haigh diagram likelihood estimation for the extended models need to be
derived, using the same technique as for the case of only
sa0 Z hðsa ; sm Þ Z sa C Msm (26) three parameters (a, b, s2). This idea can also be generalised
P. Johannesson et al. / International Journal of Fatigue 27 (2005) 954–965 961
7. Conclusions
Appendix A. Maximum likelihood estimation of
It is well known that fatigue life predictions, based on a
parameters of SN-curve from variable amplitude tests
Wöhler curve from tests at constant amplitude, often give
large systematic prediction errors for service loads at
variable amplitude. Berger et al. [4] found that the Miner A.1. Model
sum at failure was in the range of 0.01–10. Many
refinements of the fatigue damage calculations have been We assume a SN-curve model with multiplicative
suggested, especially mean stress corrections, and also independent log-normal errors ei
crack closure models. Another solution is to modify the load
eq;i ei ;
Ni Z aSKb i Z 1; .; n (A.1)
of the experiment, e.g. test at an optimal R-value, test with a
specific service load (Gassner line), or calibrate the where n is the number of tests. Taking logs yield the linear
predictions with a few variable amplitude tests (relative model
Miner rule). Our proposal lies in the second category, and
ln Ni Z ln a K b ln Seq;i C ln ei (A.2)
the method is to test at different variable amplitude loads
that are representative for the service. These tests are then where the errors eiZln ei are N(0,s2) and independent. To
the base for the predictions. The main contribution of this avoid numerical problems when estimating the uncertainty
paper is the method for estimating the SN-curve from of the estimates we rewrite the model by subtracting the
different variable amplitude load spectra, where also the mean of ln Seq,i
statistical uncertainties of the estimated parameters and in
ln Ni Z ln a K bln Seq K bðln Seq;i K ln Seq Þ C ei ;
the predicted lives are treated in detail. The statistical
analysis makes it possible to distinguish a systematic model 1X n
ln Seq Z ln Seq;j : (A3)
error from a possible random error. n jZ1
In the example of welded specimens of Agerskov [1],
it was found that when using constant amplitude tests for A reparametrisation
predicting variable amplitude loads, it gives non-con-
a Z ln a K bln Seq ; b Zb (A.4)
servative predictions with about a factor of two for the
three different load spectra investigated. When comparing and setting yiZln Ni gives
the test results, no difference could be found in the
Wöhler exponent, while the position of the Wöhler curve yi Z a K bðln Seq;i K ln Seq Þ C ei (A.5)
was found to be different for constant and variable
amplitude loads. When prediction life for a spectrum which we recognise as a regression model, however non-
load based on test from other types of spectra, no linear since ln Seq,i and ln Seq depend on b.
systematic prediction errors could be detected. This The equivalent load Seq,i is defined in Eq. (3), however it
indicates that the Palmgren-Miner hypothesis in fact should be noted that Sbeq;i is the mean of the amplitudes to the
works well. The discrepancy often observed is that the power of b, i.e.
damage caused by a cycle with a given amplitude is X
Sbeq;i Z ni;k Sbi;k Z E½Sbi : (A.6)
different for the cases of constant and variable amplitude
k
loads.
It is our belief that the proposed method will lead to more Concequently, the model can now be written as
accurate predictions, compared to constant amplitude tests, 1X n
for a wide range of materials and applications, mainly by yi Z a K ln E½Sbi C ln E½Sbj C ei Z mi ða; bÞ C ei :
n jZ1
reducing or eliminating the systematic error in the life
predictions for variable amplitude loads. (A.7)
962 P. Johannesson et al. / International Journal of Fatigue 27 (2005) 954–965
We conclude that yi exhibits a normal distribution with a that l(a, b, s;y1,.,yn) is maximised with respect to a and b
mean function when aZ aZ ^ y and
mi ða; bÞ Z a K bðln Seq;i K ln Seq Þ X
n
gðbÞ Z ^ bÞÞ2
ðyi K mi ða; (A.18)
1X n iZ1
Z a K ln E½Sbi C ln E½Sbj (A.8)
n jZ1 is minimised. This minimisation problem is easily solved by
quasi-Newton methods, or by non-linear least squares
and variance s2. methods. Such methods are found in most numerical
The parameters a and b of the SN-curve Eq. (A.1) are optimization packages, e.g. in the optimization toolbox in
obtained as Matlab.
Once the estimates ða; ^ of (a, b) are computed they are
^ bÞ
1X n
a Z expða C bln Seq Þ Z expða C ln E½Sbj Þ (A.9) plugged into Eq. (A.16) to get the maximum likelihood
n jZ1
estimate of s2
b Z b: (A.10) 1X n
^ 2:
s2ML Z ðy K mi ða;
^ bÞÞ (A.19)
n iZ1 i
A.2. Maximum likelihood estimation
However, this estimate is biased, and the bias corrected
2 estimate of s2 is
The observations yi are independent and N(mi(a, b),s ).
The estimates are obtained by maximising the likelihood 1 X n
^ 2:
function s2 Z ðy K mi ða;
^ bÞÞ (A.20)
n K 2 iZ1 i
Yn
1 ðy K mi ða; bÞÞ2
Lða; b; s; y1 ; .; yn Þ Z pffiffiffiffiffiffi exp K i The next issue is to find the distribution of the estimates.
iZ1 2ps
2s2 The information
h matrix i I(q) with qZ(a, b, s) is defined
2
(A.11) as Iij ðqÞZ Eq K vqvi vql j . It is a well-known property of
maximum likelihood estimation (see e.g. Lehmann [10,
or equivalently by maximising the log-likelihood
Chapter 6]) that, under some regularity conditions, the
lða; b; s; y1 ; .; yn Þ Z ln Lða; b; s; y1 ; .; yn Þ (A.12) estimates are asymptotically normally distributed with
variance matrix equal to the inverse of the information
lða; b; s; y1 ; .; yn Þ ZK n lnð2pÞ=2 K n ln s ^
matrix, V½q Z IðqÞK1 . The second derivatives of the log-
1 X n likelihood function is
K 2 ðyi K mi ða; bÞÞ2 (A.13)
2s iZ1 v2 l n
K Z (A.21)
By differentiating with respect to a, b, and s, and solving the va2 s2
derivatives equal zero, we get 2
v2 l 1 X
n
vmi v2 m i
1X n K
vb 2
Z 2
s iZ1 vb
ða;bÞ K
vb2
ða;bÞðyi Km i ða; bÞÞ
aZ
y Z y; (A.14)
n iZ1 i
(A.22)
Xn
vm Pn
0Z ðyi K mi ða; bÞÞ i ða; bÞ; (A.15) v2 l 3 2
iZ1 ðyi Kmi ða; bÞÞ Kns
2
iZ1
vb K 2Z (A.23)
vs s4
1X n
s2 Z ðy K mi ða; bÞÞ2 (A.16) v2 l
n iZ1 i K Z0 (A.24)
vavb
where
v2 l 2 X
n
vmi E½Sbi ln Si 1 X n
E½Sbj ln Sj K Z 3 ðy Kmi ða; bÞÞ (A.25)
ða; bÞ Z K C : (A.17) vavs s iZ1 i
vb E½Sbi n jZ1 E½Sbj
0 1
n 0 0 Taking logs give
1B C
IðqÞ Z 2 @ 0 q 0 A (A.27) b ^
s ln N^ Z ln a^ K ln E½S^ (A.36)
0 0 2n
where and rewriting using the estimates a^ and b^ yields
n
X 2 X
n
vmi 1 X
n
qZ ða; bÞ Z ðci K cÞ2 ; b
y^ Z a^ K ln E½S^ C
^ ^
^
ln E½Sbi Z a^ K hðbÞ: (A.37)
iZ1
vb iZ1 n iZ1
(A.28)
E½Sbi ln Si 1X n
ci Z ; c Z c: The variance of the estimated median life can be
b
E½Si n iZ1 i computed approximately using Gauss approximation for-
mula
Inverting the information matrix gives the asymptotic
^
variance matrix for qZð ^ sÞ
^ b;
a; ^
^ Z V½a
V½y ^ zV½a
^ C V½hðbÞ ^
^ C c2b^ V½b (A.38)
0 1
1 0 0
2
s
^ Z @ 0 n=q 0 C
B
V½q A: (A.29) with
n
0 0 1=2 b^ ^
dh ^ E½S^ ln S ^ 1X n
E½Sbi ln Si
2
For s we can derive a more exact result. Since cb^ Z ðbÞ Z K Z c^ K c:
db b^ n iZ1 E½Sbi^
Eq. (A.19) is a sum of residuals that are normally distributed E½S^
(at least asymptotically) we get a c2-distribution (A.39)
n c~ Z ðc^k K cÞð
c^l K cÞ:
(A.62)
iZ1 r 2 kZ1 lZ1
Since all predictions are based on the same estimate of For the special case where all predictions are made for
the SN-curve, the prediction errors are correlated, and the the same spectrum, we have cZ^ c^k Z c^l , giving
variance of d is 2
1 ðc^ K cÞ 1
1 Xr X r V½d Z s2 C C (A.63)
V½d Z C½Dk ; Dl (A.48) n q r
2
r kZ1 lZ1
where we clearly can see, by comparing Eq. (A.42), that the
where C[Dk, Dl] can be approximated as uncertainty due to the estimation remains unchanged while
kZl
the uncertainty due to the inherent errors e~k decreases with
C½Dk ; Dl Z V½Dk Z V½a ^ C V½e~k
^ C V½hk ðbÞ (A.49) the number of predictions, from s2 to s2/r.
The systematic model error is best studied using the
zV½a 2 V½b
^ C ðc^k K cÞ ^ C V½e~k ; (A.50) relative prediction error
!1=r !
2
1 ðc^k K cÞ Yr ~
N k 1 X r
Z s2 C C1 (A.51) N^ rel Z Z exp ln N~ k K ln N^ k Z ed
^ r kZ1
n q kZ1 N k
(A.64)
ksl
C½Dk ; Dl Z C½a^ C hk ðbÞ
^ C e~k ; a^ C hl ðbÞ
^ C e~l (A.52) based on the geometric mean of r relative prediction errors,
N~ k being the observed life and N^ k the prediction. Its 1Kp
^ hl ðbÞ
^ C C½hk ðbÞ;
Z V½a ^ (A.53) confidence interval is
sffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi!
^ C C½ðc^k K cÞ
zV½a ^ ðc^l K cÞ
b; ^
b (A.54) 1 c~ 1
INrel Z exp ln N^ rel Gt1Kp=2 ðn K 2Þ$s C C :
n q r
^ C ðc^k K cÞð
Z V½a c^l K cÞV½
b ^ (A.55)
(A.65)
1 ðc^k K cÞð
c^l K cÞ
Z s2 C (A.56)
n q
^
where we used the Taylor expansion of hk ðbÞ
References
hk ðbÞ ^ C dhk
^ zhk ðE½b Þ ðb^ K E½b Þ
^ (A.57)
db bZE½
^ ^ ^
b
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where the derivative defines the coefficients c^k J Construct Steel Res 2000;53:283–305.
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b^
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db^ E½S^k
b^
West Midlands, UK: EMAS Publishers; 1993. p. 41–60.
[3] Basquin OH. The exponential law of endurance tests. Am Soc Testing
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ðc^k K cÞð
c^l K cÞ
et al. Betriebsfestigkeit in Germany—an overview. Int J Fatigue 2002;
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r n kZ1 lZ1 q
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c^l K cÞ
1 Konstruktion 1954;6(3):97–104.
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