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v Ptrrr /I 27A ( 1996) 485 40 I

Copyright , 1996 Elsevier Science Limited
Printed in Great Britain. All rights reserved
1359-835X(95)00068-2 1359~835><.96,‘$15.0(~

Estimation of fatigue curves for design of

composite laminates

Knut 0. Ronold” and Andreas T. Echtermeyer

Det Norske Veritas, PO Box 300, N- 1322 Hsvik, Norway
(Received 20 June 1995; revised 24 November 1995)

A statistical method for estimation of tolerance bounds for uncertain variables is presented. The method is
used in conjunction with regression analysis results to estimate tolerance bounds for fatigue relations, such
as F--N and S-N curves, for prediction of the fatigue life of composite laminates in design. In general, this is
not a very user-friendly method. A simplification based on fulfilment of a certain assumption about the
available test data is introduced, and a graphical representation of the results by the so-simplified method is
presented that provides easy-to-use results for practical purposes, such as for design. Applications are
demonstrated by examples.

(Keywords: composite laminates; design; fatigue curves)

INTRODUCTION material strength in terms of the number of load cycles N

to failure. However, for e-N curves, logIoN, which is what
Characteristic values of strengths are small but measur- is usually estimated and represented by a characteristic
able quantiles such as the 2nd, 5th or 10th percentile, or value, is not an unconditioned variable. It is dependent on
the manufacturer’s ‘guaranteed’ strength’. The charac- the strain t. This implies that, strictly speaking, the
teristic value of a strength serves as a quality control proc:dure described in DIN55303’ is not applicable to
parameter and is used as a basis for design. The establish characteristic e-N curves and may, in particular
characteristic value for a strength variable Y with when the available data base for the estimation is limited,
mean value I_Land standard deviation c is often taken lead to non-conservative results, i.e. characteristic values
as I_L- 2a. For a normally distributed strength with for logIoN which do not meet the specified exceedance
known p and g, this implies that 97.7% of all outcomes proportions and/or confidence levels.
of Y will fall above the characteristic value. With I_Land 0 In the following, the theoretical basis is given for a
unknown and estimated with statistical uncertainty from means to establish characteristic values from tolerance
a limited number of data, a corresponding characteristic bounds for unconditioned as well as conditioned
value will need to be further away from 1-1than 2a in variables. An introduction to linear regression for E-N
order to maintain the same high exceedance proportion relations is given, and it is demonstrated by an example
of 97.7%. The associated factor on 0 will thus be higher how the tolerance bound for a conditioned variable is
than 2 and will depend on the number of data, i.e. the used to yield the characteristic t-N curve for a composite
number of observations of Y, and on a required laminate. A simplifying generalization of the procedure
confidence level. The value of the factor on (T can be is made under an assumption about the distribution of
estimated consistently by means of statistical theory for the available E-N data over the F axis. The results of this
tolerance bounds. generalization are presented graphically such that they
A procedure for such estimation is described in are easily accessible for practical use by designers and
DIN55303* for unconditioned variables. This procedure engineers, and an example of application is given.
is often used for definition of characteristic fatigue curves
for composite laminates. Composite fatigue data will be
presented here as t-N curves, i.e. curves of strain versus THEORY OF TOLERANCE BOUNDS FOR
number of cycles to failure. The procedure applies RANDOM VARIABLES
equally well to S-N curves, which are also frequently Generul
used. The fatigue curves are curves that express the
A tolerance interval for a random variable Y is a
*To whom correspondence should be addressed range of values (I,. I?) designed to capture a given

485
Estimation of fatigue curves for design: K. 0. Ronold
proportion y or more of all outcomes of Y with
reasonably high probability or confidence 1 - N. The
bounds 11and 12are constructed from data, i.e. observed
values of Y, and the equation to be satisfied is
P[P[/, < Y < j2]n observations of Y > r] = 1 - o (1)
If I2 = cxj is prescribed, a one-sided lower tolerance
bound 1, will result, and if I, = -cc is prescribed, a one-
sided upper tolerance bound I2 will result. For theory of
tolerance intervals, reference is made to Guttman3 and
Zacks4.
A lower statistical tolerance bound for a random
normal variable Y is constructed from data with
confidence 1 - cy as follows
YI-~,~ = mr - CI-~~.~J (2)
where my is the estimated mean and s is the estimated
standard deviation of Y based on IZobservations of Y,
i.e. my is the estimated value of the unknown mean 1-1,
and s is the estimated value of the unknown standard
deviation o. The coefficient clPn,y is solved from the
probability equation5
P[P[My - c,-@,yS < Y] > r] = 1 - cr (3)
where P denotes probability, and MY and S are the
statistically uncertain estimates of the mean and stan-
dard deviation of Y, respectively. Note in this context,
according to standard practice in statistics, that the
capital symbols MY and S refer to random variables,
while the miniscules my and s refer to specific realiza-
tions of these variables. With reference to the probability
equation, the interpretation of the lower tolerance bound
yI_n,y is that (at least) a proportion y of all future
realizations of Y will exceed yl_ol,y with confidence
1 - a. For example, for 95% confidence, cy = 0.05. As
MY and S are uncertain estimates clPa,? becomes the
1 - Q quantile in a non-central t distribution and
depends on the number of observations n of Y. Note
that the details for calculating clPa,y can lead to tedious
algebra and computation, but it is important to
appreciate that the principle is straightforward.
Two standard cases are dealt with in the following.
These are:
?? Y is an unconditioned variable;
?? Y is conditioned on some other variable X.
Unconditioned variables
For an unconditioned random Gaussian variable Y
with unknown mean p and standard deviation 0,
Madsen et al.’ reformulate the probability equation to
r 1
486
and A. T. Echtermeyer
where uIP7, = @-I(1 - y) is the 1 - y quantile of the
standard normal distribution, Q is the cumulative
distribution function for a standard normally distributed
variable, MY is the uncertain mean estimate, and S is the
uncertain standard deviation estimate. The quantile
clPrr,? can be read off from tables; see, for example refs
6-8. Alternatively, by recognition of a standard nor-
mally distributed term and a chi-squared distributed
term in the reformulated probability equation, c~~~,,~can
be determined as the 1 - Q quantile of the distribution of
the variable
by simulating its underlying two mutually independent
random variables U and W, where U is standard
normally distributed and W is chi-squared distributed
with n - 1 degrees of freedom. This can be done by
Monte-Carlo simulation. Note that this determination
of the quantile c~,~,? leads to construction of lower
tolerance bounds identical to those defined according to
the method of DIN553032. This method can be well
applied to determine the characteristic static strength of
a composite laminate, The so-called ‘A’ basis and ‘B’
basis design allowables according to MIL-HDBK-5B9
are based on this method.
Conditioned variables
Consider now a dependent variable Y, which is
Gaussian conditioned on an independent variable X,
and whose mean p has a linear variation with X. By a
derivation in analogy with that for unconditioned
variables above, and by capitalization on results from a
linear regression of the linear relationship between p and
X, the probability equation can be reformulated to
p MY(XO)
- P(Xo)
h,a
(6)
in which
(x - xo)2
h, = I+ (7)
n 2(x; -q2
\ i=l
where x0 is the particular value of the independent
variable X for which the tolerance bound for Y is to be
calculated, xi is the value of X for which the ith Y value is
observed, and x is the mean value of the n xi values.
Further, p(xo) is the mean value of Y for X = x0, c is the
standard deviation of the residuals of Y about the fitted
linear relationship between Y and X, and My(xO) and S
are the corresponding uncertain estimators. Note that Y
is assumed to be homoscedastic, i.e. the standard
 Estimation of fatigue curves for design: K. 0. Ronold and A. T. Echtermeyer

deviation C-Iis assumed to be a constant, independent of

the value of X. The quantile cl __i,,;,,which is obtained as
Test data for a total of 10 different laminates are
the solution to the probability equation, is thus a
available with a total of n = 111 pairs (F, N)‘“.14. The
function not only of the confidence level 1 - Q, the
data are shown in F&we 1. Under the assumption that
tolerance proportion fi/, and the number of observations
the different laminates all adhere to the same material
n, but also of the particular values of X for which Y is
model with the same coefficients log,,, K and m. i.e. all
observed, and of the value .yo of X for which the lower
111 data pairs belong to the same population. a
tolerance bound for Y is sought. Thus it appears that the
regression can be carried out as described based on
tolerance bound is much dependent on whether the
these data. Although it may be argued that test data for
observations of Y are clumped together within a narrow
different laminates do not belong to the same popula-
range for X or if they are distributed over a wide range,
tion, the hypothesis that they do may be hard to reject.
and whether the current choice for .x0 is some central
The assumption that all 111 data pairs belong to the
value within this range or some value outside the range.
same population is assumed here merely for demonstra-
By recognition of a standard normally distributed term
tion of calculations for a fair-sized data base. Use of the
and a chi-squared distributed term in the reformulated
pooled data for a standard fatigue curve was proposed
probability equation, the quantile c~__~~,,can be deter-
by Echtermeyer and co-workers”-” and, for a different
mined as the 1 - 0 quantile of the distribution of the
set of data, by Joosse ef al.“.
variable
It follows that when the data adhere to the model
log,,,N, =log,,,K-tnloglot,+~j i= 1.2 ,... n (12)
then this model implies that X = log,, t and Y = log,, h
by simulating the underlying two mutually independent with reference to the notation used above. The regression
variables U and W, where U is standard normally analysis leads to the following estimates for the
distributed and W is chi-squared distributed with n - 2 coefficients
degrees of freedom. As for unconditioned variables, this log,,, K = 3.552 and /+I = 7.838 (13)
can be done by Monte-Carlo simulation. This capita-
lizes on the fact that the probability equation and an estimate for the standard deviation of the
P[T < C] = 1 - Q implies that the threshold c is the residuals
1 - (1 quantile of the distribution of T. s = 0.438 (14)
The mean of the 111 log,, E values is
.u = -0.0697 (15)
LINEAR REGRESSION FOR F-N RELATIONS
and their sum of squared deviations from this mean is
General

The E-N curve for a composite laminate expresses the

~(.~i - .U)’ _ 3.354 (16)
!=I
relationship between strain amplitude t and number of
Tuble 1 gives predicted values for Y = logi N, values for
cycles to failure N. A model of the form

N = KC” (9)
3 1

is commonly used to represent this relationship, with N

being the dependent variable and E the independent, and
K and m are material coefficients’.“.“. This model
implies the following relation

loglo N = log,, K - in loglo E (10)

This defines a linear model as

logloNj=logloK-mlogloti+ei i= 1,2,...n (11)

where ei is an error term (or residual) and n is the total

number of observations of pairs (E, N). 3 \
regressionline
Linear regression analysis of data pairs (t, N) by this 3 ~’
95% toleranca bound
model will lead to least-squares estimates of the intercept I with 95% mnfidence

log,, K and the slope m. An estimate s of the standard

2 1 TrTml-‘Tm~rTm-
,E 31-rr7 “T-T-m--“~~‘Tr
deviation c of the residuals will result as a byproduct of
1 lE+l lE+2 + 1E+4 lE+5 1 E+6 lE+7 1E+B
the regression. Fatigue cycles
For formulas and execution of linear regression
Figure 1 Regressed F-N curve and lower 95% tolerance bound with
analyses, reference is made to Neter et a1.12. 95% confidence

487
Estimation of fatigue curves for design: K. 0. Ronold and A. T. Echtermeyer

Table 1 Predicted values and tolerance bounds for logarithm of number of cycles to failure

Prediction,
Independent variable, mr=logloN 1 - a quantile of non-central t. Tolerance bound
xs = log,0 E = loglo K - rfixo Cl_-(I.? mv - Cl_,,S

-0.4 6.687 2.044 5.192

-0.2 5.120 1.939 4.271
0.0 3.552 1.902 2.719
0.2 1.984 2.022 1.099

the 1 - Q quantile of the non-central t distribution that
pertains to the data, and corresponding tolerance bounds
for Y for a selected range of values x0 of the independent
variable X. A confidence level 1 - a = 95% and a
tolerance proportion y = 95% are used as an example.
These are the values required for the design of wind
turbine generators according to the standard CEIi6. The
predictions in Table 1 are based on the assumption that
loglo N conditioned on loglo E follows a normal distribu-
tion, i.e. the residuals ei are normally distributed. This
assumption can be justified by a visual inspection of
Figure 2, which gives a plot of the residuals versus their
expected values under the normality assumption. When a
‘straight line results in this plot, which is pretty much the
case here, the normality assumption is fulfilled.
Figure 1 gives the regression line which represents the
best fit to the data. The one-sided lower 95% tolerance
bound with 95% confidence, constructed as described
above, is also shown. The interpretation of this bound is
that 95% of all future outcomes of loglo N, given eo, will
fall to the right of this bound with 95% confidence.
Commentary
The derivation of tolerance bounds for a random
normal variable in the theory section of this paper, and
not bounds for the mean or the median of such a
variable, reflects the actual needs when design of
composite laminates against fatigue is considered. This
is so because it is usually a local value of the fatigue life
that governs such a design. This local value is described
by the distribution of loglo N which is a random normal
variable conditioned on the strain E as outlined above,
and a lower-tail quantile of this distribution must then be
used as a characteristic value for design. To illustrate that
fatigue design is usually governed by a local value of the
fatigue life, a wind-turbine rotor blade in flapwise
bending, for which the critical location with respect to
fatigue damage is a point on the surface of the blade near
the blade root, can be given as an example. Reference is
made to Ronold et ~71.‘~.
On this background, it is important to note that it
would not be representative, and would actually be non-
conservative, to use confidence bounds for the mean or
the median of the fatigue life distribution, such as those
described by ASTM”, for design. The two-sided
confidence bounds given by ASTM18 are useful to
make statements about the median of the E-N curve,
but they are not representative as characteristic values of
the local random fatigue life for use in design.
SIMPLIFICATION OF SOLUTION OF
QUANTILES FOR TOLERANCE BOUNDS OF
CONDITIONED VARIABLES
Generalized graphical representation
The solution of the quantile C~_~,~by simulation of
the distribution of the random variable in equation (8) is
not very user-friendly for the practising designer dealing
with conditioned variables.
For the common choices 1 - (Y= 0.95 and y = 0.95,

I I I I I ?I=8
3 ’

FIO

II=12

x=15

n=20

IF.50

n=lOO

Figure 3 Quantile c,_~,~ versus ratio Ax/L, for various numbers of

Figure 2 Plot of ordered residuals versus their expected values observation n: 1 - a: = 0.95; y = 0.95

488
 Estimation of fatigue curves for design: K. 0. Ronold and A. T. Echtermeyer

the required simulation has been carried out once and for follows:
all, and the result is presented in graphical form in Figure 3.
?? central value of strain with respect to the data
This is based on the major assumption that the n X values
(t = 0.79%)
pertaining to the data set of n observations of Y are
uniformly distributed over an interval of length L,. This
log,, F = -0.1 =+ AX = 1loglo t - log,,, F/
assumption can be fulfilled by appropriate test planning (171
and is fulfilled for many fatigue curves measured for
composites in the range of lo2 to lo6 load cycles. By Figure
3, the quantile c~_~~,?is given as a function of the ratio ?? peripheral value of strain with respect to the data
Ax/L,, where Ax measures the positive or negative (E = 1.26%)
deviation of the current value x0 of X from the mean x of
X over all test data, i.e. the deviation from the centre of the loglo t = 0.1 =+ AX = / loglo t - loglo ~1
interval of length L,. For further explanation, reference is
made to Figure 4. For application to E-N curves, (1V
= 0.2 =+ g = 0.5 =+ (‘1 rr,? = 3.39
X = loglo F and Y = log,, N are used. .I

?? external value of strain with respect to the data

Example of application (F = 0.20%; lo9 cycles)
Assume that there are n = 10 observations of pairs
(6, N) from laboratory tests of a particular composite loglo c = -0.7 =+ AX = 1log,, F - loglo ~1
laminate. This is a typical minimum number of test
119)
results for one particular such material, tested roughly 7- 0.6 =+ g = 1.5 =3 c, ,,,_, = 5.25
between lo2 and lo6 cycles. The observed pairs are \
obtained for test strains t within a range (0.50, 1.26) with
(see next section for the validity of extrapolation from
t in %. This gives a range for loglo E equal to (-0.3, 0. l),
and the log,,e values for the 10 tests are assumed to be data).
uniformly distributed over this range with mean These numbers, read off from Figure 3 for n = 10 and the
log,, F = -0.1. The length of the interval is L, = 0.4. respective values of the ratio Ax/L,, demonstrate that
The factor ~~~~~~on 0, to get from the mean I_Lto the there is a significantdifference between the factor on s for
characteristic value p - cI_n.y CI of log,, N, is sought. a characteristic value to be assessed for a strain value ‘in
For the present case with unknown p and [T,this is rather the middle’ of the available data and for a characteristic
a factor on the estimate S, to get from the estimated mean value to be assessed for a strain value which is peripheral
loglo N to the characteristic value log,, N - clPa,_,~. A or even external with respect to these data. It is noted
tolerance proportion y = 0.95 is required together with a that the numbers are significantly higher than the factor
confidence 1 - cy = 0.95, so Figure 3 can be used. Three of 2 often used for unconditioned variables with a well-
cases are considered, with assumptions and results as determined normal distribution. It is also noted that
Table 3 of DIN553032 gives a factor of 2.91 for the
present example regardless of conditional strain level,
provided that one ignores that the data are conditioned
on loglo E.This indicates that use of the procedure behind
the table in DIN553032, which (strictly speaking) is not
valid for the present conditional type of data, may well
give results close to the statistically correct values ‘in the
middle’ of the data, while it certainly gives non-
conservative results when applied elsewhere. In particu-
lar, it will be dangerous to extrapolate results to lo9
cycles by this procedure.
No statement about the value of the standard
deviation estimate s has been made in this small-sized
example of only 10 data pairs (F, N). For comparison
with the results for the fair-sized example presented
above, based on 111 data pairs (E:N). it is assumed that
the standard deviation estimate is the same as in this
example, s = 0.438, and the mean regression line is taken
as the same as well. The 95% tolerance bounds with 95%
confidence for the two examples are drawn together with
this regression line in Figure 5. It clearly appears from
this figure that there is some value to doing more than
Figure 4 Explanation for use of Figurr 3 just 10 tests on a specific material.

489
Estimation of fatigue curves for design: K. 0. Ronold and A. T. Echtermeyer

31 this expression are restricted to the particular case

y = 0.95 and 1 - a = 0.95 considered throughout this
24 ‘,
paper. Other values of the coefficients apply when other
\
proportions y and other confidence levels 1 - cr are
, \ considered.

1.00
ig 9i

.c 8 CONCLUSIONS
g 7
cn

-
6
i
A statistical method for estimation of characteristic
5 values of uncertain variables has been presented. The
I
41 method is based on statistical theory for tolerance
bounds of random variables. The method has been
3
95% tolerance bound 95% tolerance bound applied in conjunction with regression analysis results to
with 95% confidence with 95% mnf&nce
for n-1 0 data points for ~111 data points establish characteristic values for the fatigue life of
2 , ,,,,,,, , ,,,,,,, , ,” ,,,, ,,/, ,m,,, , ,m ,,, composite laminates for use in design. The method takes
1 lE+l lE+2 1E+3 lE+4 lE+5 1E+6 lE+7 1E+8 into account that the fatigue life of a composite laminate
Fatigue cycles is a function of the applied strain amplitude.
Figure 5 Comparison of 95% tolerance bounds for data set of 10 and Under certain assumptions about the available test
data set of 111 data pairs
data that are required in order to apply the method, the
results by the method have been presented in terms of an
easy-to-use chart. Two examples of application have
Extrapolation of tolerance bound results been given, the one based on a fair-sized amount of test
data, the other based on a rather limited amount of such
The linear model data. A comparison between the characteristic fatigue
loglo N = loglo K - m log,, E (20) lives interpreted for these two examples has demon-
strated the value of having a sufficient amount of test
is inferred from visual inspection of test data usually
data available. A comparison with results by a method
obtained in the range 102-lo6 cycles to failure. This quoted in DIN553032, which does not account for the
model may not necessarily be valid outside the range dependency of the fatigue life on the applied strain level,
covered by the data, e.g. for physical reasons. Extra- has demonstrated that the latter, more simple method
polation beyond this range, such as to make inferences may be non-conservative, in particular if extrapolation
about the material behaviour at low-amplitude strain beyond the strain range covered by the available data is
cycles with long fatigue life values, may therefore not attempted.
always be advisable. By such extrapolation, one will in
general become penalized by the statistics as demon-
strated by the small-sized example, but one will also run ACKNOWLEDGEMENTS
the risk that this extrapolation might not at all be the The authors wish to acknowledge the support of this
right thing to do, e.g. owing to a change in the physics of work by the Research Council of Norway. The work was
the failure mechanism. carried out as part of the EU-JOULE project ‘Develop-
Extrapolation beyond the range of the test data ment of Advanced Blades for Integration into Wind
corresponds to reading off quantiles cl _u,y from Figure 3 Turbine Systems’.
for Ax/L, values in excess of 0.5. Provided that such
extrapolation is commendable, so that Figure 3 can be
used with confidence, the following simple expression for REFERENCES
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490
 Estimation of fatigue curves for design: K. 0. Ronold and A. T. Echtermeyer

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