J Mater Sci (2012) 47:2770–2781
DOI 10.1007/s10853-011-6106-3
A new statistical framework for the determination of safe creep
life using the theta projection technique
M. Evans
Received: 30 August 2011 / Accepted: 2 November 2011 / Published online: 18 November 2011
Ó Springer Science+Business Media, LLC 2011
Abstract In this article a new estimation framework is
put forward for the well-known theta projection technique
which enables, for the first time, levels of confidence to be
associated with the creep property predictions made using
this technique. The predictions made from the resulting
model are in the form of distributions, which is a sub-
stantial advance on existing life assessment methodologies
used in high-temperature applications such as the disks and
blades used in aero engines. This additional information
should prove invaluable for questions related to the issues
of possible life extension. When applied to data on
Ti.6.2.4.6, accurate interpolations and extrapolations could
be made of the actual distribution of the minimum creep
rate, which in combination with the Monkman–Grant
relation, also enabled accurate predictions to be made for
the time to failure. For example, when extrapolating to a
stress of 480 MPa, the time to failure was predicted to
follow a non-normal distribution with a median time of
3450 h and a 95% confidence interval of 3250–3800 h. The
single experimental data point available at this stress was
consistent with such an extrapolation.
Introduction
When designing materials for high-temperature service the
design criteria for long-term operation must guarantee that
creep deformation should not cause excessive distortion
over the planned service life and that creep failure should
not occur within such a required operating life. Such creep
M. Evans (&)
Materials Research Centre, College of Engineering,
Swansea University, Swansea SA2 8PP, UK
e-mail: m.evans@swansea.ac.uk
123
rupture represents an obvious life limiting design consid-
eration as fracture of blades used in aero engines could
prove catastrophic. For this reason, studying the ability to
predict the time to rupture strain has been the major criteria
used to assess creep extrapolation techniques. However,
substantial problems can also be encountered due to
excessive creep distortion. There are numerous examples
of such deformation limits within the power generation and
aero engine industries. For example, the blades of a steam
turbine cannot be allowed to extend until they foul the
surrounding casting. Similar requirements exist for the
blades used within a gas turbine engine.
Any realistic creep property projection technique needs
to contain the following features. First, there needs to be an
experimental stage where constant stress creep curves are
measured over a range of accelerated stresses and tem-
peratures. Second, the resulting experimental creep curves
need to be modelled in such a way that they can be pro-
jected to other stresses and temperatures—either within
(i.e., interpolation) or outside (i.e., extrapolation to the
service conditions) the original range of test conditions.
Finally, it must be possible to ‘‘read off’’, in some way, the
required creep properties (such as the minimum creep rate
or the time to x% strain) from the projected creep curve.
In contrast to traditional parametric procedures, (such as
the Larson–Miller technique [1]), the H projection tech-
nique allows the whole creep curve to be extrapolated to
design (low) stresses from accelerated stresses. The tradi-
tional theta projection technique, as developed by Evans
and Wilshire [2], achieves this in the following way.
Extensive research on this technique has shown that
e ¼ H1 ð1  eH2 t Þ þ H3 ðeH4 t  1Þ ð1aÞ
gives a good representation (at least for large strains) of
experimental creep curves for many steel alloys [3, 4],
J Mater Sci (2012) 47:2770–2781
nickel-based super alloys [5], and other aerospace materials
[6]. In Eq. 1a, e is the recorded creep strain at time t and Hh
are unknown parameters. H1 and H3 scale the primary and
tertiary components of creep, respectively, whilst H2 and
H4 are the corresponding rate constants governing these
two components of creep. Their values depend upon the
test conditions under which the experimental creep curves
were obtained. Again Evans and Wilshire proposed that
this test dependency could be represented by
ln(Hh Þ ¼ bh1 þ bh2 s þ bh3 T þ bh4 sT; ð1bÞ
where s is stress, T temperature and bh1 to bh4 further
unknown parameters. At very small strains, the fit of Eq. 1a
to the experimental data is sometimes quite poor. This
misspecification has lead to considerable errors in the
calculation of times to small strains and to initial and
minimum creep rates in various titanium [7] and aluminium
alloys [8]. In such circumstances, the following
generalisation of Eq. 1a was put forward by Evans [9]
e ¼ H1 ð1  eH2 t Þ þ H3 ðeHt  1Þ þ H5 ð1  eH6 t Þ ð1cÞ
where the first two terms on the right hand side have the
same physical meaning as in Eq. 1a. The first term on the
right hand side of this equation describes normal primary
creep and the second term normal tertiary creep. The third
term describes early primary behaviour.
Evans [10] has described the detailed numerical and
statistical techniques required to estimate all the unknown
parameters contained within the above equations. He
developed a sophisticated two step procedure for applying
the theta projection technique. First, values for the Hh
parameters are estimated by applying a non linear least
squares algorithm to Eq. 1a. Then, and using these esti-
mates, a weighted least squares procedure is used to esti-
mate the values for bh1 to bh4 in Eq. 1b. Weighted, rather
than straightforward linear least squares, is required
because the Hh values are estimated from the experimental
data, i.e. they are measured with error. Consequently, the
weights used should be equal to the inverse of the variances
for Hh. Estimating these variances is further complicated
by the fact that the scatter of experimental date points
around fits given by Eq. 1a often appear to follow a random
walk. Failure to take this into account results in a sub-
stantial under estimate of these variances.
The use of such a two step procedure makes it very
difficult to obtain creep property predictions with confi-
dence limits attached to them. That is, whilst this two step
procedure is capable of producing a point prediction for
properties such as the time to failure or the minimum creep
rate, it cannot easily produce estimates of the distributions
for these properties. Yet, such distributions are critical for
determining how long a material should stay in service
such that the chances of failure are minimal (e.g., less than
2771
0.1%) before a planned replacement date. This article aims
to overcome this limitation by updating the theta prediction
technique in the light of the latest developments in the
statistics of parameter estimation in engineering applica-
tions. In particular, the two step procedure is replaced by a
unified single step approach where predictions are naturally
in the form of a distribution of values for a creep property
rather than a single value. To illustrate this new statistical
framework for the theta projection technique, data on
Titanium 6.2.4.6 is used.
To achieve this objective the article is structured as
follows. The next section briefly reviews the data set to be
used in illustrating this new statistical framework. This is
followed by a section outlining the new statistical model,
together with some of the salient stochastic features of creep
that is must have built into it. Details of how to estimate this
model are left to an attached Appendix. Section 4 applies
the unified estimation methodology to the data on Ti.
6.2.4.6 and then conclusions are drawn in a final section.
Experimental procedures and the test matrix
The material used to illustrate the new unified estimation
methodology is the Titanium alloy Ti-6.2.4.6 prepared as an
ingot forged in the b-phase at approximately 1238 K (the b
transus is approximately 1223 K). The chemical composi-
tion of this material (in wt%) was determined as 5.79Al,
1.99Sn, 3.94Zr, 6.03Mo, 0.06Fe, 0.02C, 0.1O, 0.0035Si and
Balance *82Ti. The initial heat treatment schedule used
was 1173 K for 2 h, followed by air quenching. It was then
reheated to 868 K, held for 8 h, and finally air quenched. A
second re-age for 2 h at 913 K, in air, was employed, which
is a simulated post weld heat treatment.
Twenty one conventional creep specimens, from mate-
rial supplied by TIMET U.K. Ltd., of 3.8 mm diameter,
25.4 mm gauge length, and 3/8 inch BSF thread were
machined from the heat treated material and tested in ten-
sion over a range of stresses at 773 K using seven high-
precision uniaxial constant-stress machines fitted with three
zone furnaces. All machines had been calibrated to British
Standards BSEN10002 (parts 1–5). Details of such testing
machines can be found in most texts on creep [11]. Tem-
perature was maintained along the gauge length and with
respect to time to better than ±0.5 K and the extensometers
were capable of establishing creep strains to better than
10-5 and the creep strain-time curves contained up to 400
points. Digital data collection was used in all cases.
The test matrix used is summarised in Table 1. Thirteen
of the twenty one specimens were placed on test at 773 K
and at a stress of 580 MPa, with the remaining eight
specimens being tested at 773 K and over the stress range
900–480 MPa—excluding 580 MPa. The creep properties
123
2772
Table 1 Isothermal (773 K) testing matrix showing the number of
specimens tested on various test rigs and at different stresses
Stress Test rig number
(MPa)
1 2 3 4 5 6 7
900 1
800 1
700 1 0.05
620 1
600 1
580 2 3 3 3 2 0.0E+00
560 1 Time, t (s)
535 1 Fig. 1 Uniaxial creep curves obtained at 773 K:580 MPa and at
480 1 773 K:535 MPa
contained in this Table have been reported (in part) else-
where and more details on this data can be found in Evans
and Ward [12].
A new statistical framework for the theta projection
technique
Salient features
Between variation
By this it is meant that specimens put on test under the same
uniaxial conditions for stress and temperature will produce
different shaped creep curves and therefore different mini-
mum creep rates and times to failure. The source of this
variation depends on the creep database being used. In the
test program described in Sect. 2 above it reflects differing
test rigs as all specimens were cut from the same batch of
material. In the larger ECCC and NIMS databases [13, 14],
the between variation comes from different test rigs, dif-
ferent batches of material, different heat treatments, and
sometimes different laboratories. The first salient feature
therefore that needs to be captured by any suitable statistical
framework is that the parameters of the equation chosen to
model the experimental creep curve obtained at a given test
condition must come from some type of joint distribution.
Figure 1 shows the 13 experimental creep curves obtained
at 580 MPa and 773 K for Ti-6.2.4.6 and as can be seen there
is substantial variation between the results obtained on each
of the test rigs. Even at the same test condition the rupture
strain and the time at which each specimen failed were very
different—for example the rupture strain varied over the
range 7–15%. These observed variations in the experimental
creep curves shown in Fig. 1 must by definition be random in
nature. It follows from this that the theta values in Eq. 1a
must therefore also be random variables.
123
J Mater Sci (2012) 47:2770–2781
0.2
Tests carried out at 580 MPa
Test carried out at 535 MPa
0.15
Strain, ε (%/100)
0.1
0
1.0E+06 2.0E+06 3.0E+06 4.0E+06 5.0E+06 6.0E+06
The creep of Ti. 6.2.4.6 is therefore a highly stochastic
process. Indeed, this stochastic component of creep is just
as important, if not more important, than the deterministic
element which describes how the shape of the creep curve
varies with the test conditions. This is again visualised in
Fig. 1 where the creep curve obtains at 535 MPa (a change
of nearly 50 MPa) is within the scatter band of the creep
curves obtained at 580 MPa! Yet this stochastic element of
creep receives only scant attention in the academic litera-
ture. It is therefore very important to have a suitable sta-
tistical framework for dealing with such a large variability
in repeat measurements.
Within variation
By this it is meant that the strain time readings made on any
one specimen are measured with error so that the experi-
mental creep curve will be scattered about the curve defined
by any equation chosen to model creep strain. To look at
this second salient feature in more detail, it is necessary to
generalise Eq. 1a by adding to it a random variable, v, to
pick up this within variation (or indeed to Eq. 1c, although
this article will limit its scope to a four theta analysis)
   
eij ¼ H1 1  eH2 tij þ H3 eH4 tij  1 þ vij ð2Þ
where eij is the actual strain measurement made on speci-
men i at time tij (so the times need not be the same for all
test specimens) and vij is the residual variation for speci-
men i at time tj. The total number of inspections on spec-
imen i is denoted by ni. The specimens tested at 580 MPa
were labelled i = 1–13 for this paper. The variable v, being
a random variable, will follow some type of distribution to
be discussed further below.
The second salient feature that needs to be captured in
any suitable statistical framework is that the random vari-
able vij follows a random walk. To visualise this, consider a
single specimen and a single test condition, e.g., specimen
i = 1. (In Table 1 this corresponds to the first specimen
J Mater Sci (2012) 47:2770–2781 2773

0.025
0.02 (a)
0.015
0.01
0.005
v1j

0
-0.005
-0.01
-0.015
-0.02
-0.025
1
6
11
16
21
26
31
36
41
46
51
56
61
66
71
76
81
86
91
96
101
106
111
116
121
126
131
136
141
146
151
156
161
166
171
176
181
186
191
196
201
206
211
216
221
226
231
236
241
246
251
256
261
266
271
276
281
286
j
0.025

v1j
(b) 0.02
0.015
0.01
0.005
0
-0.025 -0.02 -0.015 -0.01 -0.005 0 0.005 0.01 0.015 0.02 0.025
-0.005
v1j-1
v1j= 1.002v1j-1 -0.01
R² = 98.2%
-0.015
-0.02
-0.025

Fig. 2 Variation of v1j with a the observation number and b it immediate previous value

placed on test on test rig 1 at 580 MPa and 773 K). Some
n1 = 284 strain–time recording were made on this speci-
men during the test. If H1 to H4 in Eq. 2 are then chosen to
P 1 ¼284 2
minimise nj¼1 v1j the following result is obtained
   
e1j ¼ 0:0157 1  e3:004E05t1j þ 0:1138 e2:324E07t1j  1
þ v1j ð3Þ
Figure 2 plots the values for v1j as calculated from
Eq. 3. It is clear from this figure, that v1j and v1j-1 for all j
are highly dependent. When v1j is plotted out against j, as
in Fig. 2a, a low frequency wave pattern is observed. Then
when v1j is plotted against its immediate previously
recorded value, the correlation coefficient is q = 1.002
as shown in Fig. 2b. When this correlation coefficient
equals one, the strain series is then said to follow a random
walk—i.e., the first difference of v1j are then completely
random in nature. This random walk phenomenon is not
specific to this test specimen but can be observed in all test
specimens (no matter what the test condition is) when
Eq. 1a is fitted to the experimental data associated with
that test condition (it is also true for other materials as
well). This phenomenon was first identified by Evans [10]
in his article discussing some of the statistical aspects of
the theta projection technique. Given that this correlation
coefficient is approximately 1 in value, a solution to this
problem is found by working in first differences. Writing
Eq. 3 to allow for this type of first order autocorrelation
gives,
eij ¼ H1 ð1  eH2 tij Þ þ H3 ðeH4 tij  1Þ þ qvij1 þ uij ð4aÞ
where q = 1 and uij is a new random variable free from
this autocorrelation. Rearranging Eq. 2 for vij and
substituting into Eq. 4a gives
eij  qeij1 ¼ H1 ðPij  qPij1 Þ þ H3 ðTij  qTij1 Þ þ uij
ð4bÞ
where Pij and Tij stand for the primary and tertiary com-
ponents of creep, respectively, i.e., Pij ¼ ð1  eH2 tij Þ; Pij1
¼ ð1  eH2 tij1 Þ; Tij ¼ ðeH4 tij  1Þ; Tij1 ¼ ðeH4 tij1  1Þ.
Figure 3a shows the u1j values for the same test specimen
as in Fig. 2 (again using non-linear least squares estimates
of the theta values shown in Eq. 3 and when q = 1). As
can be seen the signature tune for first order autocorrelated
errors is no longer present (the data points now appear
random with no cyclical or alternating variation).
Heteroscedasticity
By this it is meant that scatter present in the measurement
errors associated with the experimental creep curves for each
specimen are not the same. The third salient feature that
needs to be captured in any suitable statistical framework is
that the variability in the random variable u in Eq. 4b varies
between the experimental creep curves. This is visualised in
Fig. 3b where the uij values associated with all i = 1, 13
specimens tested at 580 MPa (again using non-linear least

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2774 J Mater Sci (2012) 47:2770–2781

Fig. 3 a The variation of u1j 0.006

with the observation number
(a)
0.004
and b the spread in values for uij
with specimen number, with all 0.002
specimens tested at 580 MPa

u1j
0
and 773 K
-0.002

-0.004

-0.006

1
8
15
22
29
36
43
50
57
64
71
78
85
92
99
106
113
120
127
134
141
148
155
162
169
176
183
190
197
204
211
218
225
232
239
246
253
260
267
274
281
j
0.015
(b)
0.01

0.005
uij

-0.005

-0.01

-0.015
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14
Specimen i

squares to estimate the theta values for each specimen and 1

Normal distribution (mean = 0,
using q = 1) are displayed. What is clear from this figure is 0.9 standard deviation = 0.0012)
Empirical distribution
that the scatter present in the random variable u is not con- 0.8

stant between the test specimens. 0.7

Probability

0.6

Distributions 0.5

0.4

The final salient feature that needs to be captured in any 0.3

suitable statistical framework is that the random variable u 0.2
in Eq. 4b will follow a distribution and there is no a prior 0.1
reason for assuming this to be the normal distribution. This 0
-0.006 -0.004 -0.002 0 0.002 0.004 0.006
is visualised in Fig. 4 where the empirical cumulative
u1j
density function for the u1j values for the same test spec-
imen as that shown in Fig. 2 is given. This empirical Fig. 4 The empirical cumulative distribution for u1j, together with
density function is found by sorting all the u1j from lowest the cumulative normal distribution for a zero mean variable with a
to highest to form the sorted series u1j(k), where k is the standard deviation of 0.0012
position of u1j in the sorted list. Each value for u1j(k) is then
given an empirical cumulative probability equal to (k-
0.5)/n1, where n1 is the number of observations on u1j. Also eij  qeij1 ¼ H1i ðPij  qPij1 Þ þ H3i ðTij  qTij1 Þ þ gi uij

shown in this figure is the normal cumulative density with uij ¼ uij gi
function drawn for a standard deviation of 0.0012 (which is ð5aÞ
the sample standard deviation for u1j). It is immediately
apparent that there is a difference between the actual with q = 1 and with
empirical distribution and the normal distribution so that it vij ¼ qvij1 þ uij ; Pij ¼ ð1  eH2i tij Þ;
is important to build into the model the possibility of non-
Pij1 ¼ ð1  eH2i tij1 Þ; Tij ¼ ðeH4i tij  1Þ;
normally distributed errors so that any divergence from a
normal distribution can at least be tested for. Tij1 ¼ ðeH4i tij1  1Þ

The first salient feature described in sub Sect. 3.1 is

The statistical model
The starting point is Eq. 4b, but with the random error
termed scaled by a further parameter gi, and with all the
theta parameters varying with each specimen tested
captured in Eq. 5a by allowing H1–H4 to be different for
each of the i specimens put on test. The third salient feature
is captured by allowing g to be different for each of the i
specimen tested. This is so because, and as shown below,
the value of this scale parameter is determined by the

123
J Mater Sci (2012) 47:2770–2781
scatter present in the strain measurements around each
fitted creep curve. This randomness in the theta and scaling
values can be further modelled by specifying a joint
distribution for them—which in this article is taken to be
the joint normal distribution. This appears quite a
reasonable assumption to make because if maximum
likelihood techniques are used to estimate these
parameters, the resulting estimates are asymptotically
normal anyway. Some restrictions on this joint normal
distributions seem appropriate, however. As the scatter in
H1i–H4i picks up the between test rig variability in this
article, whilst the scatter in the gi values pick up the within
machine variability in the strain measurements, it seems
appropriate to assume these two sources of variation are
independent of each other. The mean vector and covariance
matrix of this restricted joint normal distribution are then
given by l and R, respectively, where
2 3
lH1
6 lH2 7
6 7
l¼6 7
6 lH3 7 and
4 lH4 5
lg
2 2 3 ð5bÞ
rH1 rH12 rH13 rH14 0
6 rH12 rH2 rH23 rH24 0 7
2
6 7
R¼6 2
6 rH13 rH23 rH3 rH34 07 7
4 rH14 rH24 rH34 r2H4 0 5
0 0 0 0 r2g
where lH1 is the average of all the H1i values (i.e., averaged
over all specimens tested), lH2 is the average of all the H2i
values and so on up to lg which is the mean value for all the
gi values. r2H1 is the variance of H1, r2H2 is the variance of
H2 and so on up to r2g which is the variance of g. rH12 is the
covariance between the H1 and H2 values and rH13 is the
covariance between H1i and H3i and so on. A more compact
way of stating this is through the expression
li ¼ l þ zi ð5cÞ
where the new vector variable zi follows a joint normal
distribution with a mean vector of zero and the same
covariance matrix as in Eq. 5b. At this stage it is useful to
realise that this type of model has a very wide sphere of
applicability and are therefore known by different names in
the academic literature. In the social sciences they are
known as multilevel models (see Goldstein [15] for a
review), in the statistical and econometrics literature as
random effect models (see for example Laird and Ware
[16] and Lindstrom and Bates [17] and Madalla et al. [18])
and in the lifetime data analysis literature as shared frailty
models (see Haggard [19] for an excellent review).
The second salient feature is accounted for by fixing
q = 1 in Eq. 5a. To account for the fourth salient feature,
u*ij is taken to follow a generalised gamma distribution (see
2775
Lawless [20] for a good review of this distribution). The
probability density function for u*ij is then given by
   
kk0:5 pffiffiffi uij þ D
f ðuij Þ ¼ exp kfuij þ Dg  kexp pffiffiffi
CðkÞ k
ð5dÞ
pffiffiffi
where D = k ½wðkÞ  ln(kÞ with w(k) being the di
gamma function [21], ensuring that u*ij has a mean of zero
at all values for k. k determines how u*ij is actually dis-
tributed. As k ? ?, u*ij tends to a normal distribution, but
when k = 1, u*ij has an extreme value distribution. The
exponential and gamma distributions are also special cases,
but for all other k values, u*ij follows the modified log
gamma distribution. The value for k is chosen so that the
modelled distribution is a best fit to the empirical distribu-
tion. To see how Eqs. 5a, 5d also deals with the third salient
feature described above, take some special cases. When
k = ?, gi is the standard deviation of u*ij, whilst when
k = 1, gi is 1.283 divided by this standard deviation. Hence
the scatter present in the strain measurements making up the
experimental creep curves, as measured by the standard
deviation, can be different for each test specimen.
For a programme of testing that just puts multiple
specimens on test at a single stress–temperature combina-
tion, the model defined by Eqs. 5a–5d is complete. How-
ever, when multiple specimens are put on test at a variety
of different conditions, some modification of the above
model is required to take into account the change in creep
curve shape that occurs when stress and temperature
change. Generally speaking, the primary component
diminishes with decreasing stresses and temperatures. This
additional variation can be taken into account using
acceleration factors ðAF h Þ as follows
eij  qeij1 ¼ AF 1 H1i ðPij  qPij1 Þ

þ AF 3 H3i ðTij  qTij1 Þ þ gi uij with uij ¼ uij gi
vij ¼ qvij1 þ uij ; Pij ¼ ð1  eAF 2 H2i tij Þ;
Pij1 ¼ ð1  eAF 2 H2i tij1 Þ; Tij ¼ ðeAF 4 H4i tij  1Þ;
Tij1 ¼ ðeAF 4 H4i tij1  1Þ ð6aÞ
where AF h (h = 1, 4) are the acceleration factor defined
such that AF = 1 when the stress corresponds to the stress
you wish to extrapolate to, but AF [ 1 at stresses above
these. Typically, this extrapolated stress would correspond
to the conditions under which the material normally oper-
ates at (in an aero engine for example). The advantage of
this representation is that the estimates of the Hh parame-
ters obtained using accelerated test data, should correspond
to those estimates that would be made if non accelerated
test data was available and used.
In this article, only one varying stress is present—the
load on the specimen—as temperature is held constant.
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2776 J Mater Sci (2012) 47:2770–2781

Typical applications of the theta projection technique have with each test specimen. This is done by simulating values
used the following functional form for AF h for Hh using the estimated values for l and R and
AF h ¼ exp½ch s  where s ¼ ð sU  sÞ ð6bÞ weighting them by the log likelihood of observing all the
strain time reading for specimen i given these simulated
and where sU, is the in use stress (or stress level you wish to vales for Hh. By repeating this process many times a
extrapolate too), whilst s, is an accelerated stress. ch are weighted average for the Hh values can be obtained, where
characteristic of the particular degradation process leading to simulated values for Hh that are inappropriate for specimen
eventual failure. The format of Eqs. 6a, 6b can easily be i (but may be more appropriate for another specimen)
adapted to incorporate programmes with changing receive a low weight. This weighted average for the Hh
temperatures as well. The ch parameters are treated as parameters then enables a predicted creep curve to be
common across all test specimens, as these are a constant drawn for specimen i. This weighted average technique
material property associated with the material under will be called a best predictor.
investigation. (For example, if s was a thermal stress, then c2
and c4 would be the activation energies associated with the rate
parameters H2 and H4—the activation energies for primary and Results
tertiary creep processes). Consequently, Eq. 5b is amended to
23 At a single test condition
lH1
6 lH2 7 To achieve numerical stability the strain v time data on
6 7
6 lH3 7 each specimen tested were rescaled to lie in the range of
6 7
6 lH4 7 zero through to unity, by diving the strain measurements by
6 7
l¼6 7
6 lg 7 and the rupture strain and the times by the failure time of that
6 lc1 7
6 7 specimen. All parameter estimates shown below are
6 lc2 7
6 7 therefore in these scaled units. SML techniques were used
4 lc3 5
to estimate the parameters of Eq. 5 using the scaled data
lc4
2 2 3 associated with those test specimens placed on test at
rH1 r2H12 r2H13 r2H14 0 0 0 0 0 580 MPa only (specimens i = 1 to 13). This was done for a
6 r2 r2H2 r2H23 r2H24 0 0 0 0 07
6 H12 7 variety of different k values in Eq. 5d and the maximised
6r 2
r2H23 r2H3 r2H34 0 0 0 0 07
6 H13 7 log likelihood was recorded in each instance. When k = 1,
6 r2 2
r2H34 r2H4 07
6 H14 rH24 0 0 0 0 7 the maximised log likelihood value was 19101, when
6
R¼6 0 0 0 0 r2g 0 0 0 077 k = 5 it was 19798, when k = 10 it was 19986, when
6 0 0 0 0 0 0 0 0 07
6 7 k = 20 it was 20104 and when k = 1000 it was 20280.
6 0 0 0 0 0 0 0 0 07
6 7 These results suggest that u* ij in Eq. 5a follows a standard
4 0 0 0 0 0 0 0 0 05
0 0 0 0 0 0 0 0 0 normal distribution. Thus the normal distribution for uij
was selected in all the subsequent analysis. The SML
ð6cÞ
estimates for the parameters in Eq. 5b, 5c, when k = ?,
The Appendix to this article explains how all the were found to be
parameters in this modified theta projection technique can 2 3
0:072
be estimated using simulated maximum likelihood 6 7
6 47:106 7
techniques (SML). Knowing the values for l and R 6 7
allows random drawings to be made for the values of H1– l¼6 7
6 0:502 7 and
6 7
H4 and from this simulated creep curves can be drawn for 4 1:044 5
any test condition (given also the estimates made for lch). 0:0013
By obtaining many such simulations a distribution of creep 2 3
3:3E - 05 0:0119 0:0002 0:0002 0
curves for any test condition can be derived, and from these 6 7
6 0:0119 33:798 0:0288 0:0417 0 7
simulated curves a distribution of other creep properties 6 7
R¼6 6 0:0002 0:0288 0:0050 0:0066 0 7
can be easily calculated, such as the minimum creep rate 7
6 7
distribution and times to a particular strain distribution. To 4 0:0002 0:0417 0:0066 0:0088 0 5
get a failure time distribution, a failure criteria must 0 0 0 0 0:0004
additionally be specified such as a critical rupture strain or
perhaps the Monkman–Grant relation [22]. The magnitude of r2g = 0.0004, suggests that the within
Whilst the Hh parameters are random variables, it is also variation is approximately constant between specimens, so
possible to obtain an estimate of the Hh values associated that there appears to be little or no heteroscedasticity for this

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J Mater Sci (2012) 47:2770–2781 2777

0.16 1
Empirical distribution at 580 MPa
0.14 0.9 Modelled distribution
0.8
0.12
Strain, ε (%/100)

0.7

Probability
0.1
0.6
0.08 0.5

0.06 0.4
0.3
0.04
0.2
0.02 Experimental creep curves at 580 MPa
Best predictor 0.1
0
0 1000000 2000000 3000000 4000000 5000000 6000000 0
-5 -4 -3 -2 -1 0 1 2 3
Time, t (s)
Standardised values for the natural log
Fig. 5 Uniaxial creep curves obtained at 773 K and 580 MPa, of the minimum creep rate (s -1)
together with the best predictor for each specimen
Fig. 6 The standardised empirical and predicted (log) minimum
Titanium alloy. Further, the magnitude of r2H2 = 33.798, creep rate distribution for specimens tested at 773 K and 580 MPa
suggests that rate parameter governing primary creep is by
far the most variable of all the theta parameter. More 1

informative, however, is the correlation matrix associated 0.9

with R. That matrix is equal to 0.8

2 3 0.7
1
6 0:36 7
Probability

6 1 7
0.6
6
R ¼ 6 0:37 0:07 1 7 0.5
7
4 0:37 0:08 0:99 1 5 0.4
0 0 0 0 1 0.3

0.2
It is clear from this correlation matrix that the theta Empirical distribution at 580 MPa
0.1
values of Eq. 5a are far from independent of each other— Modelled distribution

an implicit assumption made when estimating the theta 0

values in the traditional way using the method proposed by
Evans. There is moderate correlation between H1 and the
other three theta parameters, virtually no correlation
between H2 and H3 or between H2 and H4, but almost
perfect (and negative) correlation between H3 and H4.
Figure 5 again replicates the creep curves measured for
the 13 specimens put on test at 580 MPa, together with the
best predictors of these 13 specimens obtained in the way
described at the end of the previous sub section. It is clear
from this figure that the model predicts well the shape of
each specimens experimental curve, except perhaps at the
lower end of the range. But even here, the tertiary com-
ponent of creep is predicted quite well.
In Fig. 6 the dots trace out the actual or empirical
standardised distribution for the log of the minimum creep
rate. This empirical distribution is found by sorting all the
experimentally measured log minimum creep rates (of
which there are 13 at the 580 MPa test condition) from
lowest to highest to form the sorted series e_ m ðkÞ, where k is
the position of e_ m in the sorted list. Each value of e_ m ðkÞ is
then given an empirical cumulative probability equal to
(k-0.5)/13. These probabilities are then plotted against the
standardised value for experimentally measured minimum
creep rate (obtained by subtracting the mean of the 13 log
-3 -2 -1 0 1 2 3 4 5
Standardised values for the natural log of times to failure (s)
Fig. 7 The standardised empirical and predicted (log) failure time
distribution for specimens tested at 773 K and 580 MPa
minimum creep rates (-17.73) and the dividing the out-
come by the standard deviation (0.32) in the 13 measured
log minimum creep rates). Superimposed on this figure is
the predicted distribution obtained by calculating the
minimum creep rate from 2000 simulated creep curves,
where each simulation was obtained using the above values
for l and R. The predicted distribution appears to be a good
description of the actual distribution, and both are clearly
long tailed and non normal.
Figure 7 is derived in the same way as Fig. 6, but using
the 13 log failure times at 580 MPa. To get the predicted
failure time distribution using the above estimates, the
predicted log minimum creep rates in Fig. 6 were con-
verted into predicted log failure times using ln(tzf ) = -0.97
ln(_ezm ), where tzf are the experimentally derived failure times
standardised in the same way that the minimum creep rates
were standardised, and e_ zm are the experimentally derived
log minimum creep rates, again standardised as described
above. (0.97 comes from the linear regression of ln(tzf ) on
ln(_ezm ). The predicted distribution appears to be a good

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2778 J Mater Sci (2012) 47:2770–2781

description of the actual or empirical distribution and most AF 1 ¼ exp½0:0032s ; AF 2 ¼ exp½0:0041s ;

interestingly the model predicts the actual long tail
AF 3 ¼ exp½0:0022s ; AF 4
apparent at the highest failure time recorded at 580 MPa.
¼ exp½0:0017s ; if s  620 MPa
Multiple test conditions AF 1 ¼ exp½0:0049s ; AF 2 ¼ exp½0:0179s 
AF 3 ¼ exp½0:0005s  AF 4 ¼ exp½0:0004s 
Bourgeois et al. [23, 24] have studied in some detail the
otherwise
deformation and damage micro mechanisms of Ti. 6.2.4.6
in tension and uniaxial creep at 773 K. They found that The results at 480 MPa were excluded during this
creep behaviour could be divided into three domains gov- estimation process as the above parameter estimates are
erned by the applied stress, and two of these regimes cor- next used to extrapolate the various creep properties to this
responded to the test conditions studied in this article. At lower stress test condition.
medium stress levels the a grains that had been strained Based on these estimated values for ch, together with
were divided into low, high, and sub-boundary dislocation those for l and R shown above, Fig. 9 shows the models
arrangements. The authors proposed that in this stress predictions for the shape of the experimental creep curves
region there was competition between the formation and obtained at 700 and 535 MPa. It can be seen from this
annihilation of sub boundaries that lead to an extended figure that at the extremes of the data used to estimate the
period of time spent around the minimum creep rate. At the acceleration factors, the model predicts the shape of the
higher stress level there were hardly any non-strained a experimental creep curve very well. Whilst accurate
grains together with a small percentage of sub-boundary interpolations of this nature are useful inputs into finite
and low density dislocation formations. The authors were
0.12
then of the opinion that the high-stress levels caused 535 MPa 700 MPa Interpolations
0.11
instability in the sub-boundaries that led toward a 0.1
homogenous arrangement of high density dislocations. 0.09
Strain, ε (%/100)

This formation in turn lead to very short primary and ter- 0.08
tiary periods with no appreciable time spent around the 0.07

minimum creep rate. This general picture is confirmed in 0.06

Fig. 8, which contains the experimental creep curves 0.05

0.04
obtained at all the other stresses shown in Table 1 (other
0.03
than at 580 MPa).
0.02
The switch from one type of creep curve shape to the 0.01
other appears to be around the 620 MPa. This phenomenon 0
0.0E+0 1.0E+06 2.0E+06 3.0E+06 4.0E+06 5.0E+06
manifested itself in the shape of different values for the ch
Time, t (s)
values of Eq. 6b above and below this stress level. Using
all the creep data in Fig. 8, except the results obtained at Fig. 9 Uniaxial creep curves obtained at 773 K and at stresses of
480 MPa, resulted in the following estimates for the 700 MPa and 535 MPa, together with the models interpolations at
these stresses
parameters in Eq. 6b

0.2

0.15
Strain, ε (%/100)

0.1

0.05

0
0.0E+00 2.0E+06 4.0E+06 6.0E+06 8.0E+06 1.0E+07 1.2E+07 1.4E+07
Time, t (s)
Fig. 10 Uniaxial creep curve obtained at 773 K and 480 MPa,
Fig. 8 Uniaxial creep curves obtained at 773 K and at stresses from together with the models extrapolations—with confidence limits—to
900 to 480 MPa (excluding test carried out at 580 MPa) this stress

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J Mater Sci (2012) 47:2770–2781
element models of deformation, for estimating the life
expectancy of materials operating at high temperatures,
extrapolative accuracy is often more important.
In Fig. 10, the experimental creep curve obtained at
480 MPa is shown, together with the models predictions of
the shape of this creep curve. As this 480 MPa data was not
used in obtaining the ch values shown above these pre-
dictions are indeed extrapolations. The prediction shown in
this figure is in fact the median prediction obtained by
simulating the model under these conditions, but also
shown are the estimates made for the 0.05 and 99.5 per-
centiles. It is interesting to note how these limits expand as
creep progresses. It is clear from this figure that whilst the
early primary creep behaviour is not predicted very well,
the experimental data is within the confidence limits
around the minimum rate and for all tertiary creep. It would
therefore be beneficial, as part of a future research project,
to see whether using the 6-H methodology summarised in
Eq. 1c would better predict this primary stage of creep.
Whilst this is not so important for lifing materials it is
important for situations where times to small stains are an
important design factor.
The model should therefore be able to predict minimum
creep rates and time to failure at this condition quite well. This
is confirmed in Fig. 11, where for each property the experi-
mental data point is well within the limits of the predicted
cumulative probability distributions. Figure 11a suggests
that if more tests were carried out on this material at 480 MPa,
there is a 95% chance that the resulting minimum creep rates
would all be within the range 1.1E-12 s-1 to 1.3E-12 s-1.
Figure 11b suggests that if more tests were carried out on this
material at 480 MPa, there is a 95% chance that the resulting
failure times would all be within the range 3250–3800 h.
Fig. 11 Experimentally derived
values for a the time to failure
and b the minimum creep rate at
480 MPa, together with the
predicted distributions obtained
by the model
2779
However, the most likely time to failure, defined by the
median prediction is 3450 h—which in combination with the
above limits suggest the failure time distribution is non
symmetric. Confirmation of such predictions would also form
an interesting topic for future research.
Conclusions
A new estimation framework has been put forward for the
well-known theta projection technique which enables, for
the first time, levels of confidence to be associated with the
creep property predictions made using this technique. The
predictions made from the resulting model are in the form
of distributions which is a substantial advance on existing
life assessment methodologies used in high-temperature
applications such as the disks and blades used in aero
engines. These capabilities could also be applied to the
power generating industry if applied to suitable materials
and thereby contribute to the future security of supply.
When this new statistical approach was applied to
Ti.6.2.4.6 a number of observations could be drawn. First,
allowing the parameters describing the shape of the creep
curve to be random variables that follow a joint normal
distribution, enabled an accurate representation of creep
scatter at unchanging test conditions to be made. Second, it
also enabled accurate interpolations to be made of the
actual distribution for minimum creep rates to be made,
which in combination with the Monkman—Grant relation,
enabled accurate interpolations of the failure time distri-
bution to be made. Third, whilst extrapolation to stresses
lower than those used in estimation were unable to accu-
rately represent early primary creep, tertiary creep was
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2780 J Mater Sci (2012) 47:2770–2781

well-predicted and consequently so too were the times to The log likelihood for all i units is then
failure. More specifically, the extrapolations to 480 MPa X m
suggested the times to failure will follow a non normal lnðLÞ ¼ lnðLi jH1i  H4i ; c1  c4 ; gi Þ
distribution with a median time of is 3450 h and a 95% i¼1 8 9
X m X ni < ðk  0:5Þ lnðkÞ  ln CðkÞ  lnðgi Þ =
confidence limit of 3250–3800 h.
¼ pffiffiffi
 pffiffi
þ k uij þ D  keðDþuij Þ= k ;

Suggestions for future research could include a study to :
i¼1 j¼1
see how much better the model performs when using a six
parameter equation rather than a four parameter equation to ð10Þ
describe creep curve shape. More replicate creep curve where there are m test specimens. In principle this log
experimentation would also further improve the parameter likelihood could be maximised with respect to H1i–H4i, c1
estimates and testing to lower stresses would further to c4, and gi. However, there are two problems with this
quantify extrapolative capabilities. Finally, the statistics approach. First, the variance–covariance matrix R and the
associated with extending the model to cover more than mean matrix l are absent from this log likelihood and so
one source of between variation could be researched. cannot be estimated in this way. This problem can be
However, as there are currently few data sets in existence overcome by specifying the random nature of H1i to H4i
where complete creep curves are available for different and gi
batches of the same material, further experimentation
would be required to verify such extended models. H1i ¼ lH1 þ z1i ; H2i ¼ lH2 þ z2i ; H3i ¼ lH3 þ z3i ;
H4i ¼ lH4 þ z4i ; gi ¼ lg þ z5i
ð11Þ
Appendix
where lH1 is the average of all the H1i values through to
The modified theta projection method takes the form given lH4 which is the average of all the H4i values and lg is the
by Eq. 6a. average of all the gi values . Further, z1i to z5i are assumed
to follow a joint normal distribution with a mean vector of
eij  qeij1 ¼ AF 1 H1i ðPij  qPij1 Þ zero and variance–covariance matrix given by R, with the

þ AF 3 H3i ðTij  qTij1 Þ þ gi uij with uij ¼ uij gi restriction that the Hh and g are independent of each other.
vij ¼ qvij1 þ uij ; Pij ¼ ð1  eAF 2 H2i tij Þ; Further, z1i to z5i can calculated from standard normal
variates in the following way
Pij1 ¼ ð1  eH2i tij1 Þ; Tij ¼ ðeAF 4 H4i tij  1Þ;
z1i ¼ dH1 w1i ; z2i ¼ dH12 w1i þ dH2 w2i ;
Tij1 ¼ ðeH4i tij1  1Þ
z3i ¼ dH13 w1i þ dH23 w2i þ dH3 w3i
ð7Þ ð12Þ
z4i ¼ dH14 w1i þ dH24 w2i þ dH34 w3i þ dH4 w4i ;
with q fixed at unity and with the AF h defined by Eq. 6b. z5i ¼ dg w5i ði ¼ 1 to mÞ
The probability density function for the change in
consecutive strain measurements made on specimen i is where w1i to w5i are standard normal variates, i.e., variables
given by that follow independent normal distributions with means of
hpffiffiffin o zero and variances of 1. Further, these new delta values are
  kk0:5
f eij  qeij1 ¼ exp k uij þ D related to the variance–covariance matrix R as follows
gi CðkÞ 2 3
   ð8Þ dH1 0 0 0 0 0 0 0 0
uij þ D
kexp pffiffiffi 6 dH12 dH2 0 0 0 0 0 0 07
k 6 7
6 dH13 dH23 dH3 0 0 0 0 0 07
6 7
6d 7
where u*ij is defined by Eq. (7). This type of distribution 6 H14 dH24 dH34 dH4 0 0 0 0 0 7
K¼6 0 6 0 0 0 dg 0 0 0 0 7
was first put forward by Bartlett and Kendall [25] and re 7
6 0 0 0 0 0 0 0 0 07
parameterised by Prentice [26] to improve stability in 6 7
6 0 0 0 0 0 0 0 0 07
estimation. Given q = 1, the log likelihood for the ni 6 7
  4 0 0 0 0 0 0 0 0 05
values of f eij  qeij1 made on specimen i, conditional
0 0 0 0 0 0 0 0 0
on H1i–H4i and c1 to c4 is then given by
with KKT ¼ R
Xni n
lnðLi jHli  H4i ; c1  c4 ; gi Þ ¼ ðk  0:5Þ lnðkÞ ð13Þ
j¼1 ð9Þ
pffiffiffi
  pffiffi o The superscript T in Eq. 13 stands for transpose so that K is
 ln CðkÞ  lnðgi Þ þ k uij þ D  ke ðDþuij Þ= k
a Cholesky decomposition of R.

123
J Mater Sci (2012) 47:2770–2781
The basic steps involved in maximising this resulting
log likelihood have been summarised by Greene [27] as
follows:
1. Obtain at random 5 draws from the standard normal
distribution using the well known Box-Muller [28]
method. These values then quantify w1i to w5i in
Eq. 12, for i = 1.
2. Repeat steps one above m times to obtain values for
w12 to w52 through to w1m to w5m.
3. Choose, at random, starting values for all the param-
eters in K of Eq. 13.
4. Insert the values obtained in steps 2 to and 3 into
Eq. 12 to obtain values for z1i to z5i for i = 1 to m.
5. Choose, at random, starting values lH1 to lH4, lg and
all the c parameters in Eq. 6b. Insert these, together
with the z1i to z5i values obtained in step 4 above into
Eq. 11 to obtain values for H1i to H4i and gi (for i = 1,
m).
6. Insert the values obtained for H1i to H4i, gi and c1 to c4
from step 5 above into Eq. 7 to calculate values for u*ij
(using q = 1). Then insert all these u*ij values into
Eq. 10 to obtain a numeric value for the log likelihood
given a value for k.
7. Then run a standard numerical optimisation procedure
to maximise ln(L) with respect to lH1 to lH4, lg, c1 to
c4 and the parameters in K. (K can then be converted to
R using Eq. 13).
8. Finally, steps 1–7 are then repeated R times yielding R
values for lH1 to lH4, lg, c1 to c4 and the parameters in
K. The average of these R values can be taken as the
simulated maximum likelihood estimates for these
parameters, and the standard deviation in these R
values as an estimate of their standard error. The
maximised log likelihood is then given by the average
of the R maximised log likelihood values, lnðLÞ
This estimation procedure can be repeated using dif-
ferent values for k, and the value for k that maximises lnðLÞ
is chosen as the correct value for k. This is quite a
straightforward procedure in practice because obtaining
random draws from a standard normal distribution is easily
implemented within popular and commercially available
software packages such as Microsoft Excel [29]. In this
package the Normsinv (Rand()) function is used to obtain a
value at random from this distribution.
2781
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