Modelling Engineering Fatigue Problems

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Modelling Engineering Fatigue Problems
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International Conference on Mathematical and Statistical Modeling
in Honor of Enrique Castillo. June 28-30, 2006
Modelling Engineering Fatigue Problems

A. Fernández-Canteli, M. J. Lamela and M. López-Aenlle
Department of Construction and Manufacturing Engineering,
University of Oviedo, Spain
Abstract
Engineers with practical and experimental background are often faced with re-
search problems, which solution often requests assistance by experts in mathemat-
ical and/or statistical fields. A fatigue model developed by Castillo et al. and its
successive and significant improvements worked out among several Universities and
Research Centers are used to illustrate the beneficial effect of the collaboration of
groups of researchers from different activities. Relevant advances through the mod-
els developed have been achieved concerning strategic planning and evaluation of
fatigue programs and their application to the fatigue design and lifetime prediction
of mechanical elements and structural members.
Key Words: Fatigue design, S-N curves analysis, Weibull model, size effect,
normalization, censored data, length independence analysis, data evaluation, up-
and-down method, simulation, cumulative damage.
1 Introduction
In 1979 an extensive research project focussed on the fatigue design of

structural members was launched at the Institute of Structural Mechanics
of the ETH-Zurich under the supervision of Prof. Thürlimann, an inter-
nationally well-known pioneer in plastic design of civil engineering. The
goals of the project were satisfactory fulfilled and contributed to significant
advances in the fatigue design of bridges and prestressed structural mem-
bers, but some of the statistical problems remained unsolved. In November
1982, one of the authors of the University of Oviedo, former researcher
in Zurich, decided to continue the study of the still unsolved issues of the
ETH research program and made the most of the chance of consulting Prof.
Castillo at the University of Cantabria about those statistical questions.
The result of that meeting has been a highly satisfactory and durable col-
laboration between the research groups of both Universities, but also with
the ETH Zurich and the related Federal Swiss Material and Research Lab-
oratories (EMPA), that lasts until today. The benefits of this cooperation
∗
Correspondence to: Alfonso Fernández-Canteli. Department of Construction and
Manufacturing Engineering. University of Oviedo. Spain
2 A.F. Canteli, M.J. Lamela and M.L. Aenlle
for the group of the University of Oviedo, which activity at this time were
focussed on experimental research, was to learn a new way of modelling
predominantly based on mathematical and statistical background. Along
this collaboration lasting over twenty years, relevant proposals have been
made concerning development of regression models and its application on
fatigue testing including evaluation of fatigue results, development of op-
timal strategies, normalization, runouts consideration, on-line simulation,
sensitivity analysis, stress level effect, etc. Due to space limitations only
some of them will be treated here.
Certainly, it is not a rare event that engineers require of mathematical
assistance when solving complex problems (see Castillo et al. (1985, 1990,
1992, 1995, 1999, 2001, 2002, 2004a, 2004b, 2005)). In fact this is a very
normal and suitable procedure. But generally, the main point consists of
how waking the interest of mathematicians and attracting them to practi-
cal applications that allow them to complement their knowledge applying
mathematical procedures or techniques having potential interest. In our
case this was an easy task, due to the thirst of knowledge of Prof. Castillo.
2 The Model of Castillo et al.
2.1 Derivation of the Fatigue Model
It can be initially accepted that there are 5 variables initially involved in

the fatigue problem: P , N , N0 , ∆σ and ∆σ0 , where P is the probability
of fatigue failure of a piece when subjected to N cycles at a stress range
∆σ, N0 is the threshold value for N , the minimum lifetime for any ∆σ,
and ∆σ0 is the endurance limit below which fatigue failure does not occur.
This means that there exists a relation among the 5 initially independent
variables, of the form
r(N, N0 , ∆σ, ∆σ0 , P ) = 0, (2.1)
where r() is an initially unknown function. However, using the Π-Theorem

(see Buckingham (1914, 1915a, 1915b) and Castillo and Fernández-Canteli
(2001)) this initial number of variables can be reduced to 3 non-dimensional
variables: N/N0 , ∆σ/∆σ0 and P . This implies that (2.1) can be written
Engineering Fatigue Problems 3
in terms of only these three non-dimensional variables:

µ ¶
N ∆σ
r(N, N0 , ∆σ, ∆σ0 , P ) = 0 ⇐⇒ s , , P = 0, (2.2)
N0 ∆σ0
or, since we are interested in P ,

µ ¶
N ∆σ
P =q , , (2.3)
N0 ∆σ0
where s() and q() are functions to be determined. Consequently, only the
non-dimensional quotients N/N0 and ∆σ/∆σ0 exert influence on the prob-
ability of failure P , so that either N/N0 and ∆σ/∆σ0 , or some monotone
functions of them, such as h(N/N0 ) and g(∆σ/∆σ0 ) have to be consid-
ered. In this paper, and for historical reasons, we have selected the h and
g functions to be the logarithms of N/N0 and ∆σ/∆σ0 , respectively. For
simplicity of notation, in the following sections we denote
N ∗ = log(N/N0 ), ∆σ ∗ = log(∆σ/∆σ0 ), N ≥ N0 , ∆σ ≥ ∆σ0 . (2.4)
Castillo et al. (1985) proposed the following model for the S-N field,
which is of the form (2.3),
( · ¸ )
∗ ∗ N ∗ ∆σ ∗ − λ β
F (N ; ∆σ ) = 1 − exp − , N ∗ ∆σ ∗ ≥ λ, (2.5)
δ
where F is the cdf of N ∗ given ∆σ ∗ . The selection of this model is based

on the following considerations:
1. Weakest link principle: This principle establishes that the fatigue

lifetime of a longitudinal element is the minimum fatigue life of its
constituent pieces.
2. Stability: The selected distribution function type must hold (be valid)
for different specimen lengths.
3. Limit behavior: To include the extreme case of the size of the sup-
posed pieces constituting the element going to zero, or the number of
pieces going to infinity, it is convenient for the distribution function
family to be an asymptotic family (see Galambos (1987) and Castillo
(1988)).
4. Limited range: Experience shows that the selected non-dimensional

variables, N ∗ and ∆σ ∗ , have a finite lower end, which must coincide
with the theoretical lower end of the selected cdf.
5. Compatibility: In the S-N field, the cumulative distribution function,

G(N ∗ ; ∆σ ∗ ), of the lifetime given stress range should be compatible
with the cumulative distribution function of the stress range given
lifetime, F (∆σ ∗ ; N ∗ ). Though in standard tests ∆σ ∗ is fixed and the
associated random lifetime N ∗ is determined, here ∆σ ∗ is interpreted
as the random stress that need to be applied to produce failure at
N ∗.
Note that the only possible non-degenerate asymptotic families for ex-
treme values are the Frechet, Gumbel, and Weibull families, depending on
the tail behavior (see for example, Galambos (1987) and Castillo et al.
(2004)). In other words, no matter what distributional assumptions are
made about the data, the limiting distribution of the extreme values must
be one of these three distributions. The choice depends on the tail behavior.
That is, if the distribution has a finite lower end, then the only limiting dis-
tribution is the Weibull. If it has a finite upper end, then the only limiting
distribution is the Frechet. Otherwise, the limiting distribution is Gumbel.
Since in our case the random variable has a finite lower end (see the above
consideration number 4), then the Weibull family is the only viable option.
Consequently, it is the model we develop here.
Once the model has been established in non-dimensional terms (its sim-
plest form), one normally needs to recover the initial variables for it to be
used. So, model (2.5) can be written as:
( · ¸ )
(log N −B)(log ∆σ−C)−λ β
F (log N ; log ∆σ) = 1− exp − ,
δ
λ
log N ≥ B + , (2.6)
log ∆σ − C
where B = log N0 , C = log ∆σ0 , and λ, δ and β are the non-dimensional
model parameters. Their physical meanings (see Figure 1) are:
B: Threshold value of log-lifetime.
C: Endurance limit (logarithm of ∆σ).

p=0.99
p=0.90
p=0.5
∆σ∗ p=0.10
p=0
Ν∗
Figure 1: Percentiles curves representing the relationship between lifetime, N ∗ ,

and stress range, ∆σ ∗ , in the S-N field for the fatigue model (2.5).
λ: Parameter defining the position of the corresponding zero-percentile

hyperbola.
δ: Weibull scale factor.
β: Weibull shape parameter of the cumulative distribution function (cdf)

in the S-N field.
The percentile curves are shown in Figure 1. The zero-percentile curve

represents the minimum possible required number of cycles of fatigue failure
for different values of ∆σ. All of them happen to be the positive branches
of a hyperbola, that is,
N ∗ ∆σ ∗ = λ + δ [− log(1 − p)]1/β , (2.7)
where p ∈ [0, 1] defines the percentile. For such a curve, the minimum
number of cycles to fatigue failure decreases with increasing ∆σ, in agree-
ment with experimental results. The parameters λ, δ and β determine the
p percentile, and hence a unique curve on the plot.
Model (2.6) has been studied and successfully applied to different cases
of lifetime problems such as prestressing wires and strands with differ-
ent lengths, plain concrete, etc. (see Castillo et al. (1985) or Holmen
(1979)). Other applications as dielectric perforation could also be consid-

ered. It seems especially suitable for the study of the size effect, particu-
larly for evaluating of results for different lengths and extrapolation to long
lengths, provided the experimental program is carried out with specimens
long enough to ensure independence or weak dependence. It can be seen
from (2.5) or (2.6) that:
µ ¶
∗ ∗ ∗ λ δ
N ∆σ ∼ W (λ, δ, β) ⇔ N ∼ W , ,β , (2.8)
∆σ ∗ ∆σ ∗
for given ∆σ ∗ . It is interesting to note that (2.8) has a non-dimensional

form and reveals that the probability of failure of a piece subject to a stress
level ∆σ during N cycles, depends only on the product N ∗ ∆σ ∗ . Thus,
V = N ∗ ∆σ ∗ is useful for comparing fatigue strength at different stress
levels that are however maintained constant, and can be considered as a
normalizing variable.
2.2 Parameter Estimation
Let {(∆σi , Ni , Li )|i = 1, 2, . . . , n} be a set of triplets, where (∆σi , Li ) is the

deterministic stress level and length of specimen i, and Ni is the resulting
experimental random lifetime that is assumed to come from a parent dis-
tribution with cdf (2.6). Let L = {L1 , L2 , . . . , Lt } be the set of possible
lengths, then Li ∈ L, i = 1, 2, . . . , n. In addition, to take into account the
case of dependence, we assume that we actually have t different δ parame-
ters: {δ1 , δ2 , . . . , δt } one δi per length Li , and that they are not necessarily
related by the weakest link independence relation:
µ ¶−1/β
Li
δi = δj .
Lj
Accordingly, the model in (2.6) has t + 4 parameters. To estimate these

parameters, we propose a two-stage procedure. First the threshold pa-
rameters B and C are estimated using a constrained least squares method
(CLS). Then, the non-dimensional values N ∗ and ∆σ ∗ can be calculated
and the parameters of the Weibull model λ, β, and δj ; j = 1, 2, . . . , t can be
estimated using the maximum likelihood method.
2.2.1 Estimation of the Threshold Parameters
Since the mean of a W (λ, δ, β) distribution is µ = λ + δΓ(1 + 1/β), from

(2.6) we have:
K
E[log N |(log ∆σ − C)] = B + , (2.9)
(log ∆σ − C)
where
K = λ + δΓ[1 + 1/β].
Since there are t different δ-values, one for each specimen, there are also
t different K-values, which we denote by K1 , K2 , . . . , Kt . Equation (2.9)
suggests that the parameters B, C, K1 , K2 , . . . , Kt can be estimated by a
CLS method, which is formulated as:
n
X µ ¶2
Kti
Minimize QCLS = wi log Ni − B − (2.10)
B,C,K1 ,K2 ,...,Kt (log ∆σi − C)
i=1
where wi are the weights, subject to
C ≤ min(log ∆σi ), (2.11)

i
B ≤ min(log Ni ). (2.12)
i
Constraints (2.11) and (2.12) are included to guarantee that the values B
and C are valid threshold values for all data points. Since
µ ¶
λ δ
log Ni ∼ W B + , ,β ,
log ∆σi − C ∆σi − C
we can take, for example,
(log ∆σi − C)2

wi = · µ ¶ µ ¶¸ (2.13)
2
2 2
1
δ Γ 1+ −Γ 1+
β β
that is, the inverse of the associated variances. However, since δ and β
are not known at this stage, one needs to use iteration until convergence.
Initially, all weights can be identical and at each iteration they are updated
using (2.13).
Some initial estimates can be obtained by selecting three data points,

{i1 , i2 , i3 }, with the same associated length Li , and solving the system of
equations
K
log Nik = B+ ; k = 1, 2, 3. (2.14)
log ∆σik − C
These equations are linear in B, C and A = (K − BC), because they can

be rewritten as:
log ∆σik B + C log Nik + A = log ∆σik log Nik ; k = 1, 2, 3.
Once A, B, and C are known, K is obtained by K = A + BC. The

variance-covariance matrix of the B̂ and Ĉ estimates can be obtained using
the Bootstrap method.
If the sample contains run-outs, that is, right censored data points (see
Escobar and Meeker (1992)), associated with a certain given limit number
of cycles, their lifetimes are not known; thus, we must use an iterative
process to assign them.
To this end, and since the expected values of the rth order statistic of
an i.i.d. uniform U (0, 1) sample of size n is r/(n + 1), and the cdf of the
Weibull distribution conditioned on V ≥ vi0 is:
(µ ¶ µ ¶β )
v 0−λ β v − λ
F (v|V ≥ vi0 ) = 1 − exp i
− ; v ≥ vi0 , (2.15)
δi δi
it is justified to replace the run-out vi0 of level ∆σi by the solutions vi∗ of
(µ ¶β µ ∗ ¶ )
vi0 − λ vi − λ β r
1 − exp − = , (2.16)
δi δi mi + 1
where mi is the number of identical run-outs (same ∆σi and Ni ), for r =

1, 2, . . . , mi . The solutions of (2.16) are:
"µ ¶β µ ¶# β1
vi0 − λ r
vi∗ = λ + δi − log 1 − ; r = 1, 2, . . . , m.
δi mi + 1
We note that this replacement is done only for this step.

2.2.2 Estimation of the Weibull Parameters
Several methods have been proposed for estimating the parameters of the
Weibull distribution (see Castillo and Hadi (1994, 1995)) and the references
therein. Jenkinson (1969) uses the method of sextiles.
Once B and C have been estimated, all the data points can be pooled
together, in sets of equal lengths, by calculating
vi = (log Ni − B)(log ∆σi − C) = Ni∗ ∆σi∗ ,
to estimate λ, β and δ1 , . . . , δt , since they all follow a Weibull distribution

W (λ, δi , β) for i = 1, 2, . . . , t. The quantile estimates for any desired p are
then obtained by substituting the above parameter estimates.
Although the asymptotic variances of these estimates are unknown,
their variances (hence, confidence intervals for the corresponding param-
eter or quantile values) can be obtained using sampling based methods
such as jackknife and bootstrap (Efron (1979), Diaconis and Efron (1983),
Efron and Tibshirami (1993), Davison and Hinkley (1997), and Chernick
(1999)).
In this paper we use the constrained maximum likelihood method for
estimation purposes, which avoids some of the problems mentioned above.
Thus, we maximize the log-likelihood of the sample. Since the probability
density function (pdf) corresponding to model (2.5) is:
( · ¸ ) · ¸
v−λ β v − λ β−1 1
f (v) = exp − β , v ≥ λ, (2.17)
δ δ δ
where
v = N ∗ ∆σ ∗ ,
the log-likelihood for broken specimens, that without loss of generality can
be assumed to be the first n1 ≤ n specimens, becomes
· ¸ · ¸
v−λ β v−λ
log f (v) = − +log β +(β − 1) log −log δ, v ≥ λ, (2.18)
δ δ
and for the run-outs
· ¸β
v−λ
log(1 − F (v)) = − , v ≥ λ. (2.19)
δ
Then, we
n ·
X ¸ n1
X · ¸ Xn1
vi − λ β vi − λ
Max Q` = − +(β − 1) log +n1 log β− log δi
λ,β,δ1 ,...,δt δi δi
i=1 i=1 i=1
(2.20)
subject to
· ¸1/β
1
min vi ≥ λ + δi − log (1 − α) , (2.21)
i n
where α can be taken as 0.01. Constraint (2.21) is imposed to avoid the λ =
min vi solution of the maximization problem that leads to an unbounded
i
likelihood value. It states that the minimum value must be greater than
its corresponding α × 100 percentile value, that is,
" µ ¶ #
x−λ β
Fmin (x) = 1 − exp − ≥ α. (2.22)
δi n−1/β
2.2.3 The Proposed Iterative Process
In summary, we propose the following estimation process:
Step 1: The model parameters B and C are estimated with all data
points, where the run-outs are assigned its expected values (the thresh-
old values for the first iteration).
Step 2: The Weibull model parameters are estimated by maximum like-

lihood.
Step 3: If the differences between current and previous estimates are

smaller than a given tolerance value ², stop the process and return the
current estimates; otherwise, go to Step 1, and iterate the process.
3 Length effect in fatigue design
The fatigue characterization of structural members or mechanical com-

ponents using the S-N field implies limited information, due to the phe-
nomenological character associated with this methodology. When the real
Figure 2: The weakest link model.
elements or components cannot be tested directly and have to be replaced

by reduced specimens and tested under representative load cycles, the in-
formation obtained from the corresponding tests should be used cautiously,
since these results are strongly related to the material, the specimen size
and the test conditions. An extension of the test results to other conditions
or sizes must be carefully done.
A typical difficulty results from the material impossibility of carrying
out tests on specimens with long lengths. One way to overcome this dif-
ficulty consists of obtaining the fatigue resistance by testing short length
specimens and subsequently infer through extrapolation the fatigue resis-
tance of the real long elements. This is only possible if a suitable model
is available, which has to be based on the weakest link model, according
to which an element of length L = nL0 can be considered divided in a
series of sub-elements of small length L0 - the links - and the failure occurs
when the weakest subelement fails (see Figure 2). Thus, the importance
of performing a study for comparing the experimental results obtained for
different lengths and checking the assumptions of the model, particularly
the statistical independence assumption of the subelement strengths.
The weakest link model may be based on statistical independence,
asymptotic dependence, weak dependence or any other assumptions for
the flaw distribution among the different sub-elements. However, in cases
of not strong dependence the asymptotic independence assumption can be
accepted as sustained by extreme value theory. Its application only re-
quires the test length surpassing a threshold length to be experimentally
determined. In such a case the model used in the design can be notably
simplified. Due to this, in absence of a previous study, the use of long test
lengths is highly recommended with the aim of minimizing, as much as pos-
sible the risk of an inappropriate extrapolation, based on the independence

hypothesis.
Thus, the problem of dependence in the fatigue results is crucial and
represents a critical factor to be kept in mind in the fatigue design of
structural members. Frequently, all these aspects are ignored, that leads
to consider as absolute results, i.e., as length independent fatigue results
which are, generally, associated with short test lengths. Proceeding in
this way is a wrong decision that leads to a wrong design on the unsafe
side. Thus, accepting fatigue resistance results obtained for short specimen
lengths as valid for considerable longer real lengths for life prediction, as it
is the case of cable stay or suspension bridges, is erroneous. The reasons for
this worrying situation can be found, firstly, in the insufficient statistical
background of the designers, together with the lack of recognition of the
importance of the length effect on the safety of the structure and, secondly,
in the limited maximal length of the specimens that the standard dynamic
machines permit to test. It suffices to say that fatigue studies implying
lengths over 2 m are scarce in the literature.
It is interesting to notice that carrying out tests using larger specimen
lengths (see Castillo et al (1984a, 1984b, 2006a)) entails lower costs due to
the shorter test duration, and higher estimates reliability, due to a smaller
scatter (see Figure 3). This can be explained by the fact that the result
in number of cycles to failure of a specimen of length nL0 is equivalent to
the worst result, selected among n similar tests, performed with a length
L0 (weakest link principle)
On the contrary, to carry out these kind of tests it is necessary the use
of suitable, more expensive equipment, to utilize longer specimens, what
implies a slightly higher cost assuming the same number of test specimens
- what as will be shown is not necessary- and a lower test frequency, due
to the larger absolute oscillatory elongation between the grips in the case
of larger specimens. This illustrates that the optimal test associated with
cost and reliability corresponds to long specimens.
In all cases, including the cases of independence or asymptotic indepen-
dence hypotheses, the extrapolation up to real lengths, will always be more
reliable if performed from long specimens, as it can easily be seen from Fig-
ure 4, in which the range of the probabilities implied in the extrapolation
is considerably shorter.
Figure 3: S − N field for two different lengths, L0 and 100L0 .
Bear also in mind that extrapolation from short specimen lengths is

always problematic, since the theoretical results can not be fully experi-
mentally tested in the laboratory account given of the length of the real
structural members. Summarizing, we can conclude that the use of large
specimen lengths for testing implies considerable advantages for the de-
sign. In this paper the fatigue results carried out on prestressing wires and
strands with different lengths are analyzed by means of the model proposed
by Castillo et al. (1985, 2001), whereby the validity of the independence
hypothesis will be checked.
P L/L =1
0
L/L0=100
L/L =1000
0
L/L =∞
0
0
log N
Figure 4: Survival functions for different lengths 1, 100, 1000, ∞ and range of
probabilities implied in the extrapolation to very long lengths from different length
rates
3.1 Modelling the S − N field
As an extension of the model given by (2.6) (see Castillo et al. (2006b))

the following Equation can be used to define the S − N field for an element
of length Li subject to constant amplitude loading:
"µ ¶1/A #
L0
(log N − B)(log ∆σ − C) = D − log(1 − P ) −E (3.1)
Li
where N is the fatigue life measured in cycles, ∆σ is the stress range, P

is the probability of failure, L0 is the reference length, Li is the specimen
length and A, B, C, D and E are the same parameters to be estimated, as
in Equation 2.6.
The cdf of the fatigue life N at the stress range ∆σk becomes:
" µ ¶A #
Li (log N − B)(log ∆σk − C)
F (log n; ∆σk ) = 1−exp − +E (3.2)
L0 D
This expression permits to identify the Weibull parameters at the stress

range ∆σi with the model parameters A, B, C, D and E:

µ ¶1/A
ED D L0
λ(∆σk ) = B− , δ(∆σk ) = , β(∆σk ) = A.
log ∆σk − C log ∆σk − C Li
(3.3)
As can be observed, the location parameter λ(∆σk ), like the shape
parameter β(∆σk ), is not length dependent, for that reason the zero prob-
ability curve will be the same for all lengths. The scale δ(∆σk is the only
length dependent parameter. Considering two lengths L1 and L2 , for the
stress range ∆σk we get:
µ ¶1/A
D L0
µ ¶1/A
δ(L1 ) log ∆σk − C L1 L2
= µ ¶1/A = , (3.4)
δ(L2 ) D L0 L1
log ∆σk − C L2
that is,
µ ¶1/A
L2
δ(L1 ) = δ(L2 ) (3.5)
L1
an expression that establishes the relation that must exist between the scale
parameters if the condition of independence is to be fulfilled.
3.2 Parameter estimation
The model allows for the estimation of B and C, which are the asymptotes
of the model in a first step (see Figure 5). Thereafter, in a second step
estimates of the other parameters A, D and E can be done. Replacing the
mean value of the Weibull distribution
µ ¶
1
µ=λ+δ·Γ 1+ (3.6)
β
the following expression is obtained:

µ ¶ µ ¶1/A
1 L0
(µk − B)(log ∆σk − C) = −ED + D · Γ 1 + · (3.7)
A Li
or, alternatively,
(µk − B)(log ∆σk − C) = Ki (3.8)
P=0
P=0.05
log ∆σ
P=0.5
P=0.95
log N
Figure 5: S − N field with curves representing same probability of failure.
where Ki is a constant that is length dependent, and µk is the mean value of

log N at stress range ∆σk . This means that for every length the probability
curve associated with the mean value is also by a hyperbola. Expression
(3.8) suggests to estimate first B and C by minimizing the equation:
t X
X m µ
n X ¶2
ki
Q(B, C, K1 , . . . , Kt ) = log nikj − B − (3.9)
log ∆σk − C
i k j
With respect to B, C and K1 , K2 , . . . , Kt , where t is the number of different

lengths considered here, n is the number of stress ranges and m the number
of tests conducted at each stress range. Once the values of the parameters
B and C are known, the estimation of A, D and E reduces to the case of
standard estimation of a three-parameter Weibull distribution, thanks to
the fact that results for different stress ranges and lengths can be subject to
a statistical normalizing process. The process of statistical normalization
of the S − N field, allows us to pool all the data, i.e., those belonging
to Weibull distributions with the same shape parameter, β, but different
location, λ, and scale, δ, parameters, as it is the case of the fatigue results
resulting for different stress ranges, into a unique population (see Figure
6).
This procedure is based on the fact that the Weibull distributions re-
β1 λ1 δi1
log ∆σ
β λ δi V
βk λk δik
β1=βk=βn=β
βn λn δin
log N
Figure 6: S − N field showing schematically the cdfs of log N for different stress
ranges and their conversion to the normalized distribution.
mains stable with respect to location and scale transformations, that is, if
X is a variable following a Weibull distribution, W (β, δ, λ), what can be
written as X ∼ W (β, δ, λ), it will transformed into
X −a
Z= , (3.10)
b
µ ¶
λ−a δ
where a and b are real constants, Z ∼ W , , β . The normalizing
b b
process contributes to overcome the limitation of the scarce number of
results assigned to different levels (see Castillo et al. (2000)). Thus, in the
evaluation of the Weibull β parameter all the results are considered as a
whole and then, a better reliability of the evaluation is achieved.
If the former transformation is applied to the fatigue case, X can be
identified as the original variable, that is the number of cycles to failure,
and Z as the normalized variable. Different normalizations can be achieved,
simply, by assigning different values for the parameters a and b. One pos-
sible normalized variable, denoted as V, can be defined through the con-
version:
V = (log N − B)(log ∆σ − C) (3.11)
that allows us to pool the obtained results in sets showing the same proof
length (see Figure 6).
Provided that the variable log N for the length Li follows at the stress
range “k” a Weibull distribution W (λk , δk , βk ), the Weibull cdf for the new
variable V is given by:
" µ ¶ #
V −λ β
F (V ; λ, δi , β) = 1 − exp − (3.12)
δi
Where the parameters λ, δi and β can be expressed as a function of the

model parameters, as follows:
µ ¶1/A
L0
λ = −ED, δi = D · , β = A. (3.13)
Li
Thus, once δ, δ1 , δ2 , . . . , δt and β are known the model parameters A, D and

E can be calculated. It becomes apparent that the parameters D and E
depend of the reference length. The estimation of δ, δ1 , δ2 , . . . , δt and β may
succeed using the likelihood method (see Castillo et al. (1985, 1999, 2000)
and López-Aenlle (2000)). Since the pdf (probability density function) of
a Weibull distribution is given by (2.17), the logarithm o the pdf is (2.18),
and the value of the parameters λ, δ1 , δ2 , . . . , δt and β can be obtained by
minimizing (2.20) with respect to λ, δ1 , δ2 , . . . , δt and β.
The application of this procedure does not require the assumption (3.5),
that is the independence assumption. Nevertheless, once the parameters
are estimated the independence assumption has to be checked so that if
this condition is not fulfilled the analysis must be repeated by eliminating
the results pertaining to the lengths affected by the dependence hypothe-
sis. Other methods for the estimation of the model parameters have been
developed by Castillo et al. (1995, 1999).
3.3 The case of censored data (runouts)
Experimental programs in fatigue usually imply the presence of censored

data, i.e., tests interrupted before failure of the specimen occurs, due to
accidental causes or because the limit number of cycles has been reached.
These type of data are called censored data or runouts. In such cases it is
possible to resort to specific statistical techniques, as for instance the E-M
algorithm, based on an iterative process to deal with these censored data
in the statistical analysis. This technique consists of:
1. Estimate the model parameters considering only the results associ-

ated with failures.
2. Assign to the censored results their expected values.
3. Estimate the model parameters again but this time considering the
data associated with real failures plus the expected ones associated
with the runouts.
4. Repeat Steps 2 and 3 until convergence of the process.
Denoting the limit number of cycles as N0 , the normalized variable will

be:
V0 = (log N0 − B)(log ∆σ − C), (3.14)
Since the Weibull distribution conditioned on V ≥ V0 is:

" µ ¶ µ ¶ #
V0 − λ β V −λ β
F (V |v ≥ V0 ) = 1 − exp − − , V |v ≥ V0 (3.15)
δi δi
and the expected value of the rth order statistic of a sample of size n from
an uniform distribution U (0, 1) is r/(n + 1), the censored result V0 can be
replaced by the V ∗ solutions, obtained from:
" µ ¶ µ ¶ #
V0 − λ β V −λ β r
1 − exp − − = (3.16)
δi δi mi + 1
where mi is the number of runouts coinciding in the same stress range, ∆σ,
and the same limit number of cycles, N for r = 1, 2, . . . , mi . Thus:
"µ ¶ µ ¶#
∗ V0 − λ β r
V = λ + δi − log 1 − ; r = 1, 2, . . . , mi . (3.17)
δi mi + 1
This improvement in the evaluation of fatigue data was implemented in

the fatigue model proposed by Castillo et al. In fact the maximal number of
runouts to be accepted in the S-N evaluation was estimated by simulation
(see Ramos (2002)).
4 Influence of the stress level
4.1 Introduction
The experience shows that the stress level is (irrespective of the reference
σmin , σmax , σmean or R = σmax /σmin chosen), after the stress range ∆σ,
the most relevant factor to be taken into account when dealing with fatigue
modelling and design, specially when real stress histories with varying stress
level must be considered. In such cases it is not possible to apply exper-
imental S-N results, derived at a certain stress level, to other stress level
conditions.
Unfortunately, most of the existing laboratory test programs and fa-
tigue models are unable to predict the fatigue behavior for different stress
levels. Thus, though there exist some models taking into consideration
the mean stress effects (see Conway and Sjodahlo (1991) and Dowling and
Thangjitham (2000)), they solve the problem by transforming the stress
amplitude for a given actual mean stress into an equivalent stress ampli-
tude associated with a zero mean stress. This simplified process, based on
empirical rules, is far from being satisfactory.
Recently, Castillo and Fernández-Canteli (2006b, 2007) developed a
general model that allows predicting the fatigue behavior for any stress
range and stress level. Moreover, the required testing strategy, based on
two groups of test run at two different stress levels, is very simple.
4.2 Physical and compatibility considerations
If one considers the Wöhler curves for a group of tests run at constant
σmax , say σmax = 1.5 M P a, one obtains a set of percentiles, for example
{0.01, 0.05, 0.5, 0.95, 0.99}, which are shown on Figure 7(a). However, if the
tests are run at a lower constant σmax , say σmax = 1 M P a, the resulting
percentiles move to higher positions also shown on Figure 7(a).
Similarly, Figure 7(b) shows the Wöhler curves for a group of tests run
at constant σmin = 0.8 M P a and at constant σmin = 0.4 M P a. Note that
larger values of σmin lead to lower percentile curves.
It can be observed that the same percentile curves never intersect if
they are associated with two different reference stress level, σmax or σmin ,
1.4 1.4
1.2 1.2
1 1
Log r
Log r
0.8 0.8 s min =0.4
0.6 0.6
0.4 smax=1 0.4 s min =0.8
0.2 smax=1.5
0.2
-14 -12 -10 -8 -6 -4 -14 -12 -10 -8 -6 -4

Log N Log N
(a) (b)
Figure 7: Wöhler curves for percentiles {0.01, 0.05, 0.5, 0.95, 0.99}: (a) for constant
σmax = 1 M P a and σmax = 1.5 M P a, and (b) for constant σmin = 0.4 M P a and
σmin = 0.8 M P a.
but they intersect if the set of percentiles are associated one with constant
σmax and another with constant σmin , as it is shown in Figure 8, where
the four sets of percentiles have been plotted together. Dashed lines refer
to Wöhler curves for constant σmin , and continuous lines refer to Wöhler
curves for constant σmax .
Note that the line joining the intersections of associated percentiles for
one constant σmax and one constant σmin must be straight and horizontal
because both fields, i.e., the associated cumulative distribution functions,
must coincide.
Though Figure 8 refers to a particular case, two infinite set of families
of S-N curves exist, one for different constant values of σmax and one for
different constant values of σmin .
The regression model given by (3.2) is only valid if all tests are con-
ducted at the same stress level, in particular, for fixed values of σmax ≡ σM
or σmin ≡ σm . If two sample data do not coincide at either σM or σm , we
must consider two fatigue models of the type (3.2), i.e., two sets of parame-
ters Am , Bm , Cm , Dm , Em and AM , BM , CM , DM , EM , where the subindices
m and M have been used for the cases of constant σm and constant σM ,
respectively. However, the compatibility condition at the tress amplitude
1.4
smax=1
1.2
Log r(s)
0.8 smin=0.4
smin=0.8
0.6
0.4
smax=1.5
0.2
-14 -12 -10 -8 -6 -4

Log N
Figure 8: Wöhler curves for percentiles {0.01, 0.05, 0.5, 0.95, 0.99} for σmax =
1M P a and σmax = 1.5 M P a, and σmin = 0.4 M P a and σmin = 0.8 M P a.
and level where both σM and σm coincide implies:

· ¸A
(log N − Bm (σm ))(log ∆σ − Cm (σm )) − Em (σm ) m
(4.1)
Dm (σm )
· ¸A
(log N − BM (σM ))(log ∆σ − CM (σM ) − EM (σM M
= . (4.2)
DM (σM
For the functional equation (4.1) to be satisfied for any N , σm and σM ,

both models must have the same parameters. Writing the model in (4.1)
as
 · ¸ Am
Em (σm )
 log N − Bm (σm ) + log ∆σ − Cm (σm ) 
  (4.3)
 Dm (σm ) 
log ∆σ − Cm (σm )
 · ¸ AM
EM (σM )
 log N − BM (σM ) + log ∆σ − CM (σM ) 
=


 ; ∀N (4.4)
DM (σM )
log ∆σ − CM (σM )
and forcing the Weibull parameters to coincide one gets:
Am (σm ) = AM (σM ); ∀σm , σM (4.5)

Dm (σm ) log(σM − σm ) − Cm (σm )

= ; ∀σm , σM (4.6)
DM (σM ) log(σM − σm ) − CM (σM )
EM (σM ) Em (σm )
BM (σM ) = Bm (σm ) − + ;
log ∆σ − CM (σM ) log ∆σ − Cm (σm )
∀σm , σM .(4.7)
Equations (4.5) to (4.7) are not simple equalities, but they represent a
system of functional equations, see Castillo and Fernández-Canteli (2006a),
whose solution allows to discard the model 4.1 for extrapolation to other
test conditions, i.e. for different σm or σM .
4.3 The proposed fatigue model
To solve the above consistency problem, the following new model is pro-
posed as an alternative to that given by Equation 2.3 (see Castillo and
Fernández-Canteli (2006a)):
( · ¸ )
(log N −B)(log R(σ) − C)−E A
F (log N ; log R(σ)) = 1− exp − ,
D
E
log N ≥ B + , (4.8)
log R(σ) − C
σM
where R(σ) = (Note that we use R(σ) = σmax /σmin instead of the
σm
conventional R(σ) = σmin /σmax in order to get an increasing function in
σmax as when using ∆σ). Equations (4.5) to (4.7) now transform to
Am (σm ) = AM (σM ) (4.9)

Dm (σm ) log σM − log σm − Cm (σm )
= ; ∀σm , σM (4.10)
DM (σM ) log σM − log σm − CM (σM )
EM (σM )
BM (σM ) = Bm (σm ) −
log σM − log σm − CM (σM )
Em (σm )
+ ; ∀σm , σM . (4.11)
log σM − log σm − Cm (σm )
Formulas (4.9) to (4.11) considered as functions of σm , must be inde-

pendent of σM . This simple but powerful condition allows deriving the
structures of the functions Am (σm ), Dm (σm ), DM (σM ) and BM (σM ). The
complete derivation is presented in Castillo and Fernández-Canteli (2006a)

leading to the general model:
F (N ; σm , σM ) = 1 − exp {− [C0 + C1 log N + C2 log σm + C3 log σM

+C4 log N log σm + C5 log N log σM o
+C6 log σm log σM + C7 log N log σm log σM ]A .
Note that this model depends on 9 parameters A, C0 , C1 , C2 , C3 , C4 , C5 ,

C6 and C7 .
Some particular submodels of the general model are possible. In par-
ticular, the model of Castillo and Fernández-Canteli (2006) is a particular
case of this general model.
4.4 Testing strategies
In order to estimate the model parameters in (4.12), a testing strategy

consisting of two groups of tests one with constant σmax and one with
constant σmin , are necessary. One single group of tests with constant σmax
or one single group with constant σmin or two groups one with constant
σmax and one with constant σmin are not sufficient for this estimation,
because of the linear combination of the parameters they involve. However,
other many alternatives are possible combining different constant (more
than one) levels of σmax or constant σmin .
In particular, a very efficient testing strategy consists of selecting two
different values of σmax and two different values of σmin and combine them
to obtain 4 groups of tests, for which several specimens must be tested.
4.5 Estimating the model parameters from laboratory results
4.5.1 Maximum likelihood
To estimate the parameters of the model, one natural candidate is the

constrained maximum likelihood estimation method (CMLEM).
In this case the sample log-likelihood, taking into account the run-outs
is
X X
L = − h(Ni )A + n1 log A + (A − 1) log h(Ni )
i∈I i∈I1
X
+ log (C1 + C4 log σmi + C5 log σMi + C7 log σmi log σMi )
i∈I1
X
− log Ni , (4.12)
i∈I1
where I is the set of all data including run-outs, I1 is the set of non-run-outs,
n1 is the cardinal of I1 , and
h(Ni ) = C0 + C1 log Ni + C2 log σmi + C3 log σMi + C4 log Ni log σmi
+C5 log Ni log σMi + C6 log σmi log σMi + C7 log σmi log σMi .
(4.13)
To estimate the model, the log-likelihood (4.12) must be maximized

subject to the constraints of the model being used.
4.5.2 Two steps estimation method
Equation 4.12 can be written as

F (N ; σm , σM ) = 1 − exp {− [C0∗ + C2∗ log σm + C3∗ log σM
+C6∗ log σm log σM + log N (1 + C4∗ log σm
o
+C5∗ log σM + C7∗ log σm log σM )]A ,
(4.14)
with Ci∗ = Ci /C1 ; ∀i, and then the estimated value of log N is
µ ¶
1
C0 + C2 log σm + C3 log σM + C6 log σm log σM − Γ 1 +
A
E[log N ] = −
C1 + C4 log σm + C5 log σM + C7 log σm log σM
which suggests minimizing
 µ ¶ 2
1
Xn
 C 0 + C2 log σm +C 3 log σM +C6 log σm log σM −Γ 1+
log Ni − A  
 C1 +C4 log σm +C5 log σM +C7 log σm log σM 
i=1
4.6 Damage accumulation
Determining the damage accumulation in practical cases of fatigue design

and life prediction of mechanical and structural elements becomes now
much simpler using the proposed model 4.12, because the possibility of
considering the damage caused by each cycle at a certain stress range and
whichever stress level is now consubstantial of the model. A description of
the application of the new model to the damage accumulation is given in
Castillo and Fernández-Canteli (2006a) together with an illustrative exam-
ple.
5 The Normal and the Weibull up-and-down methods
5.1 Dealing with fatigue endurance limit
Once an specimen subject to a fatigue experiment at the stress range ∆σ

has failed it cannot be tested again at a lower stress range to see if failure
would occur at that range. Thus, the endurance limit, the stress level below
which the fatigue failure does not occur, is characterized by a continuous
variable that cannot be measured directly in practice. All we can do is to
select some stress level and determine whether the endurance limit is below
or above such a level.
This type of situation arises in many fields of actual research and there
are several common procedures to deal with the problem of estimation, as
for example the up-and-down method (see Dixon and Mood (1948)), which
consists of choosing several stress levels:
. . . , ∆σ2 , ∆σ1 , ∆σ0 , ∆σ−1 , ∆σ−2 , . . .
and start the test at level ∆σ0 . If the specimen fails, we move downward
to ∆σ−1 , and upwards to ∆σ1 , otherwise. Then, the process is repeated a
number of times t. The results of the experiment consist of the stress levels
∆σi and the binary values γi , where 1 means survival and 0, failure.
The result of such a experiment can be represented as in Figure 9,
where we have used data reported by Dixon and Mood (1948) and the
failures (asterisks) are followed by data points in an upper level, and the
survivals (squares) are followed by another data points in a lower level.
1 Runout
Failures
2
1.8
2 4 8 22 24 28 36 42 48 56
1.6
3 5 7 9 13 15 17 19 21 23 25 27 29 31 33 35 37 39 41 43 45 47 49 51 53 55 57
Ds
1.4
1.2
6 10 12 14 16 18 20 26 30 32 34 38 40 44 46 50 52 54 58 60
1
0.8
11 59
0 10 20 30 40 50 60
t
Figure 9: Illustration of the up-and-down method using the Dixon and Mood data
and showing the five stress levels.
This method, in spite of its limitations, is being currently applied in ex-

tensive fatigue programs. Here, a comparison between the results obtained
using the up-and-down method in two different versions, the standard Nor-
mal and the Weibull modified version, and the Castillo’s model is made.
This has practical interest for fatigue researchers to clarify the advantages
or shortcomings associated to each of them.
5.2 Up and Down method vs. Castillo’s model
The up-and-down method can be modelled by means of a Markov chain (see

Chao and Fuh (2001)). The states are the stress levels, and the transition
probabilities are the probabilities of moving between the adjacent stress
levels.
Let pit be the probability of the test number t to be conducted at
stress level i, i.e., we assume that t = 1, 2, . . . , n is the test number and

i = . . . , −2, −1, 0, 1, 2, . . . , refers to the selected initial stress levels for the
test with i = 0 being the initial stress level, and the level i has associated
stress ∆σi . Then, we have the following transition equation
    
.. · · · 1 − α2 0 0 0 0 ··· ..
 .   .
 p2,t+1  · · · 0 1 − α1 0 0 0 ··· 
  p2,t 

   · · · α2 0 1 − α 0 0 0 · · ·   
 p1,t+1     p1,t 
  · · · 0 α1 0 1 − α−1 0 ···   
 p0,t+1  =  p0,t 
  · · · 0 0 α0 0 
1 − α−2 · · ·   
 p−1,t+1   p 
   ···  −1,t 
 p−2,t+1  · · · 0 0 0 α−1 0   p−2,t 
  · · · 0 0 0 α−1 0 ···   
.. ..
. ··· 0 0 0 0 α
−2 ··· .
(5.1)
which in compact form can be written as
pt+1 = Tpt , (5.2)
where pt is a row matrix that gives the probability mass function associated
with the t step of the test, and T is the transition probability matrix.
Then, we have
pt = Tt p0 , (5.3)
where p0 is the initial probability, i.e., the probabilities associated with the
first test (if one decides in a deterministic manner to start at level t = 0, it
would be a matrix with all zeroes but a one in the t = 0 position).
Since the αi probabilities of very high and very low levels tends to one
and zero, respectively, Equation (5.1) for a given value of i = k can be
replaced by equation
    
pk,t+1 0 ··· 0 0 0 0 0 ··· 0 pk,t
 ..   1 ··· 0 0 0 0 0 ··· 0  .. 
    . 
 .  · · · · · · · · · ··· ··· ··· ··· ··· ···   
     
 p2,t+1   0 · · · 1 − α2 0 0 0 0 ··· 0  p2,t 
   0 ··· 0 1 − α 0 0 0 ··· 0  
  1  
 p1,t+1    0 · · · α 0 1 − α 0 0 ··· 0  p1,t 
   2 0
 
 p0,t+1  =  0 · · · 0 α1 0 1 − α−1 0 ··· 0  p0,t 
    
  0 ··· 0 0 α0 0 1 − α−2 · · · 0 
 
 p−1,t+1    p−1,t 
   0 ··· 0 0 0 α−1 0 ··· 0   
 p    p−2,t 
 −2,t+1    0 ··· 0 0 0 0 α−2 · · · 0   
  ··· ··· ···  .. 
 ..   ··· ··· ··· ··· ··· ···  
 .   0 ··· 0 0 0 0 0 ··· 1  . 
p−k,t+1 0 ··· 0 0 0 0 0 ··· 0 p−k,t
(5.4)
i.e., the infinite matrix T can be replaced by a finite matrix that represents
a modification of the model proposed by Chao and Fuh (2001):
    
pk,t+1 ε ··· 0 0 0 0 0 ··· 0 pk,t
 .  1 − ε· · · 0 0 0 0 0 ··· 0  .. 
 .    
 .   ··· ··· ··· · · · · · · · · · · · · · · · · · ·   . 
    
p 
 2,t+1   0 · · · 1 − α2 0 0 0 0 ··· 0   p2,t 

   0 · · · 0 1 − α1 0 0 0 ··· 0   
 p1,t+1   
  p1,t 
   0 · · · α 0 1 − α 0 0 · · · 0 
   2 0 
  p0,t 
 p0,t+1  =  0 · · · 0 α 0 1 − α 0 · · · 0 ,
  
1 −1
 
p   0 · · · 0 0 α 0 0 1 − α −2 · · · 0 
 p−1,t 
 −1,t+1   
   0 ··· 0 0 0 α−1 0 ··· 0  
p−2,t+1   0 ··· 0 0 0 0

α−2 · · · 0  p−2,t 
   
 .   ··· ··· ··· ··· ··· ··· ··· ··· ···   .. 
 ..    
   0 ··· 0 0 0 0 0 · · · 1 − ε  . 
p−k,t+1 0 ··· 0 0 0 0 0 ··· ε p−k,t
(5.5)
because ours keeps one of the characteristic features of the up-and-down
method consisting of the fact that some stress levels are not possible for
odd steps and some are not possible for even steps.
The expected values of the number of tests to be conducted at all levels
can be calculated as follows. Let Xt be a row matrix containing as elements,
xit , the number of tests conducted at stress level ∆σi after t steps of the
up-and-down method. Then, the expected value E(Xt ) of Xt , including
the initial step, is
¡ ¢
E(Xt ) = I + T + T2 + · · · + Tt p0 . (5.6)
Since the matrix T can be written as

T = CQC−1 , (5.7)
where Q is a diagonal matrix containing its eigenvalues and C is a matrix

containing its eigenvectors as columns, Equation (5.5) can be written as
¡ ¢
E(Xt ) = C I + Q + Q2 + · · · + Qt C−1 p0
= CUC−1 p0 , (5.8)
where U is a diagonal matrix whose elements are
 t+1
 λi − 1
uii = if λi 6= 1 (5.9)
 λi − 1
t+1 if λi = 1
where λi are the eigenvalues of T.
5.3 Parameter estimation
The up-and-down method in the standard version is analyzed assuming an

underlying normal distribution. This cannot be sustained in the fatigue-
life case in which the number of cycles to failure for a given stress range
follows a Weibull distribution, thus the possibility of considering any other
distribution must be considered. In this section we give some method for
estimating the parameters independently of the distribution assumed. A
very natural method of estimation is the maximum likelihood method in
which the likelihood of the observed path in the up-and-down experiments
is maximized with respect to the parameters to be estimated. The corre-
sponding likelihood is
Yt
L= αiri (1 − αi )si , (5.10)
i=1
where ri and si are the numbers of tests conducted at level ∆σi with broken
and surviving specimens, respectively. Since αi is a function of the param-
eter vector θ, the estimation problem is equivalent to the optimization
problem
t
X
Maximize log L = [ri log F∆σ (∆σi ; θ) + si log (1 − F∆σ (∆σi ; θ))]
θ i=1
(5.11)
where F∆σ (∆σi ; θ) is the cdf of ∆σ at the point ∆σi .

To illustrate the method, we apply it to the Dixon and Mood data in
Figure 9, assuming a normal distribution N (µ, σ) for the endurance limit.
Then, the optimization problem (5.11) becomes
t ·
X µ ¶ µ µ ¶¶¸
∆σi − µ ∆σi − µ
Maximize log L = ri log Φ + si log 1 − Φ
θ σ σ
i=1
(5.12)
where Φ(·) is the cdf of the standard N (0, 1) random variable, and the ri
and si , from Figure 9, are the elements of the following vectors
r = {1, 10, 19, 2, 0}; s = {0, 0, 8, 18, 2}
The solution of this problem is:
log L = 22.994; µ̂ = 1.31; σ̂ = 0.160,
which is practically the same solution given by Dixon and Mood (1948):
µ̂ = 1.32; σ̂ = 0.17.
5.4 Comparison
Figure 10 shows the cdf’s for a particular case of steel data obtained with
the Castillo’s model and the staircase method using two different underlying
distributions (Normal and three parameter Weibull). In this case all the
distributions have the same shape with a small difference between the cdf’s
from the up-and-down method -both underlying distributions- and the cdf
from the Castillo’s model.
Thus, we can summarize that the results of the three approaches are in
good agreement and the regression model appears as a good fatigue model
to analyze fatigue data and superior to the up-and-down method. To obtain
the endurance limit with low probabilities of failure the regression model
and the Weibull up-and-down models give good results. Nevertheless the
regression model proposed is notably superior to the two variants of the
up-and-down method both in what concerns the fatigue life information
supplied (see Figure 11), the cost and duration of the test program, and
the use of the results emanated.
Cdf’s adjusting the fatigue data with three differents models

1
0.8
0.6
P
0.4
0.2
Castillo’s model
Staircase (Normal)
Staircase (Weibull)
0
860 870 880 890 900 910 920 930 940 950
∆σ[MP]
Figure 10: Cdf’s adjusting the fatigue data with these models. 42CrMo4 material.
42CrMo4. Woehler Field

B=3.56 C=20.40 β=1.6131 δ=0.3785 λ=2.0743
1070
CI 95% of P=0.5
1050 P=0.95 Break
RunOut
Exp. Break
1030
1010 P=0.5
990
Stress.Max.Value [MPa]
970
950
930 P=0
910 P=0.05
890
870
850
830
1e+05 1e+06 1e+07
Number of cycles
Figure 11: The Wöhler field estimated from Castillo’s model for the 42CrMo4
material.
While the regression model leads to the probabilistic definition of the

whole S-N field, the information provided by both up-and-down variants
is restricted to the probabilistic distribution of the stress amplitude for a
fixed limit number of cycles, that, generally, is bounded up to 2 or 10 mil-
lions cycles due to cost limitation. Moreover, previous crucial information

necessary to ensure the reliability of the up-and-down method, as the initial
stress amplitude and the step width, has been just provided by the regres-
sion model. In any case both methods sustained by Weibull distributions,
the regression model and the proposed up-and-down method, supply more
suitable estimations for the low failure percentiles.
6 Conclusions
Some conclusions can be drawn from this paper:
• The collaboration among statisticians and structural engineers in the

fatigue modelling developed between researchers of the Universities
of Cantabria and Oviedo produced invaluable results that would not
be achieved without joining their objectives. The contribution of
the statisticians permitted to solve transcendental questions that had
obstructed the progress of the fatigue design for years. On its turn,
an experimental contrast of the theoretical models is an unavoidable
task if a recognition of the proposed models in practical applications
is intended.
• Some questions remains, nevertheless, unsolved and request the devel-

opment of new complementary models or improvements of the present
model. This is the case of the treatment of low cycle fatigue that de-
mands ∆ε − N approach parallel to the S − N one or the searched
bridge between the phenomenological and the crack growth fatigue
approaches.
• A new mathematical technique, that of the functional equations, were

applied for the derivation of the fatigue models. It proved to be
a powerful and efficient auxiliary mean to supply general solutions,
without resorting to arguable assumptions. Although this technique
is practically unknown in engineering modelling, its potentiality has
been sufficiently proved.
• Discovering the limitations of the model and applying non-conventional

mathematical procedures, besides simulation techniques, had led to
step by step improvements of the former models and has been an
efficient way to contribute to the knowledge advance. The model
proved to be a very general model capable of including size effect, ex-

trapolation to an infinite large number of cycles, which is equivalent
to define the endurance limit, runouts evaluation and consideration
of the mean stress.
• The proposed model together with the evaluation procedure based on

the normalization principle has contributed to establish an optimized
test strategy, implying a significant reduction of the number of data
needed together with an increasing reliability. The normalization
principle has also allowed the development of a cumulative damage
model, which utility becomes even more interesting for practical vary-
ing loading cases after the recent implementation of the mean stress
effect.
• An novel method for estimating the parameters of a general fatigue

model based on samples from any possible stress level and ranges is
presented. The derivations of the results and the applications to sim-
ulated fatigue data allows to extrapolate laboratory results obtained
from any combination of values of σmin or σmax to any possible com-
bination of values of σmin or σmax arising in a real case.Testing strate-
gies (test designs) have been suggested for producing enough data to
make the above extrapolation possible. This implies a substantial
reduction with respect to the traditional testing procedures. In fact,
4 levels are normally used in standard tests of constant σmin or σmax .
7 Acknowledgements
The authors are indebted to the Spanish Ministry of Education and Science
for partial support (Project BIA 2005-07802).
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Modelling Engineering Fatigue Problems

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Modelling Engineering Fatigue Problems

Conference Paper · January 2006

Alfonso Fernández-Canteli M.J. Lamela

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Manuel Aenlle López

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Modelling Engineering Fatigue Problems

In 1979 an extensive research project focussed on the fatigue design of

2 The Model of Castillo et al.

2.1 Derivation of the Fatigue Model

It can be initially accepted that there are 5 variables initially involved in

r(N, N0 , ∆σ, ∆σ0 , P ) = 0, (2.1)

where r() is an initially unknown function. However, using the Π-Theorem

in terms of only these three non-dimensional variables:

or, since we are interested in P ,

N ∗ = log(N/N0 ), ∆σ ∗ = log(∆σ/∆σ0 ), N ≥ N0 , ∆σ ≥ ∆σ0 . (2.4)

where F is the cdf of N ∗ given ∆σ ∗ . The selection of this model is based

1. Weakest link principle: This principle establishes that the fatigue

4. Limited range: Experience shows that the selected non-dimensional

5. Compatibility: In the S-N field, the cumulative distribution function,

B: Threshold value of log-lifetime.

C: Endurance limit (logarithm of ∆σ).

Figure 1: Percentiles curves representing the relationship between lifetime, N ∗ ,

λ: Parameter defining the position of the corresponding zero-percentile

δ: Weibull scale factor.

β: Weibull shape parameter of the cumulative distribution function (cdf)

The percentile curves are shown in Figure 1. The zero-percentile curve

N ∗ ∆σ ∗ = λ + δ [− log(1 − p)]1/β , (2.7)

(1979)). Other applications as dielectric perforation could also be consid-

for given ∆σ ∗ . It is interesting to note that (2.8) has a non-dimensional

2.2 Parameter Estimation

Let {(∆σi , Ni , Li )|i = 1, 2, . . . , n} be a set of triplets, where (∆σi , Li ) is the

Accordingly, the model in (2.6) has t + 4 parameters. To estimate these

2.2.1 Estimation of the Threshold Parameters

Since the mean of a W (λ, δ, β) distribution is µ = λ + δΓ(1 + 1/β), from

where wi are the weights, subject to

C ≤ min(log ∆σi ), (2.11)

we can take, for example,

(log ∆σi − C)2

Some initial estimates can be obtained by selecting three data points,

These equations are linear in B, C and A = (K − BC), because they can

log ∆σik B + C log Nik + A = log ∆σik log Nik ; k = 1, 2, 3.

Once A, B, and C are known, K is obtained by K = A + BC. The

where mi is the number of identical run-outs (same ∆σi and Ni ), for r =

We note that this replacement is done only for this step.

2.2.2 Estimation of the Weibull Parameters

vi = (log Ni − B)(log ∆σi − C) = Ni∗ ∆σi∗ ,

to estimate λ, β and δ1 , . . . , δt , since they all follow a Weibull distribution

2.2.3 The Proposed Iterative Process

In summary, we propose the following estimation process:

Step 2: The Weibull model parameters are estimated by maximum like-

Step 3: If the differences between current and previous estimates are

3 Length effect in fatigue design

The fatigue characterization of structural members or mechanical com-

Figure 2: The weakest link model.

elements or components cannot be tested directly and have to be replaced

sible the risk of an inappropriate extrapolation, based on the independence

Figure 3: S − N field for two different lengths, L0 and 100L0 .

Bear also in mind that extrapolation from short specimen lengths is