Probabilistic analys' processes of fatigue due to Gaussian load G. Jiao Division of Structural Engineering, SINTEF, N-7034 Trondheim, Norway T. Moan Division of Marine Structures, The Norwegian Institute of Technology, N-7034 Trondheim, Norway ‘Theoretical models are presented for estimating fatigue damage under stationary Gaussian processes with well-separated bimodal spectral density functions, which are the combinations of a Jow frequency Gaussian component and a high frequency one, and non-stationary Gaussian processes which are the combinations of a low frequency stationary Gaussian process and high Frequency transient processes. The fatigue damage is determined by using the Miner-Palmgren rulein connection with the rainflow counting method. The theoretical developments are compared ‘with results from extensive Monte Carlo simulations and cycle counting by the rainflow counting, method. The agreement is satisfactory. Key Words: fatigue damage, Gaussian processes, transient processes, load combination, rainflow counting, 1, INTRODUCTION Metal fatigue is a principle mode of failure in structural ‘and mechanical systems, Structural fatigue damage is due to cyclic load effects. Gaussian load processes are most commonly encountered in structural and mechanical components. Considerable uncertainty is involved in estimating the actual stress ellects, and therefore, effort should be made to investigate the fatigue damage under random loading by a probabilistic approach. The existing theoretical model for estimating the mean fatigue damage under Gaussian processes is based on a narrow-banded assumption. This model, however, is conservative with respect to rainflow counted damage estimates when the spectral density function of a Gaussian process is wide-banded and the SN exponent, m, is larger than ‘one!?, Alternatively, the fatigue damage may be obtained by counting the stress cycles in the actual or simulated stress time histories by eg., the rainflow counting (RFC) method which is regarded as the best method, see e.g., Refs 5, 6. The results obiained by RFC, however, are valid only for the histories counted and may not be generally representative. Hence, it may be practically difficult to obtain the probabilistic model of the ensemble of all possible load histories. Tn attempting to reduce the conservatism due to the narrow-banded assumption, without simulating and counting time series, empirical fits have been pursued, eg. by Wirsching and Light* and Lutes et a.*, Their fits are aimed at matching ‘average’ behaviour over a number of spectra, but may give relatively large, uncertainties when applied to, eg., bimodal spectra, Alternative Paper acceped January 1990, Disussion closes November 1990 © 1990 Computational Mechanics Publications 16 Probabilistic Engineering Mechanics, 1990, Vol. 5, No. 2 efforts have been made to describe the statistics of the stress effect for wide-banded Gaussian processes by Yang'*"?, and to caleulate corrections using a simulation approach by Shinozuka’®, ‘Analytical results are fewer than empirical fits. Some analytical approximations to the rainflow range evalu- ation have previously been proposed by Rychlik aud Lindgren®, and Krenk and Gluver’. The methods, however, might be quite cumbersome to apply. Further, it remains to see the accuracy of the methods together with examples. Hence, analytical studies using alternative approaches are of practical interest It seems to be very difficult to develop feasible theoretical models which are generally applicable for Gaussian processes with various spectra. Satisfactory analytical solutions to the fatigue damage estimates, however, may be obtained for the following two important types of Gaussian processes: (1) Gaussian processes with well-separated bimodal spectra, that is, Gaussian processes which are the combinations of a low frequency (LF) and a high frequency (HF) Gaussian components. Such type of problems can be found, for example, in offshore platforms under two simultaneous dynamic loads of different origins and with highly different frequency domains, where the response spectra exhibit two modes for the different loads, Non-stationary Gaussian processes which are the ‘combinations of a stationary LF Gaussian process, and HF transient componenis. A typical example of this situation is the combination of a wave-induced stress process and a slamming-induced whipping stress process in a ship bull girder. 2Probabilistic analysis of fatigue due to Gaussian load processes: G. Jiao and T. Moan Hence, this work is aimed at providing theoretical solutions to the above mentioned problems. They are also verified by results from extensive Monte Carlo simulations 2, BASIC PRINCIPLES In the analysis of the fatigue damage under random loadings, the material resistance to fatigue is represented by a S-N cure, that is N= som w where NV is the cycle number to failure under constant stress range, 5, K and mare SN-curve parameters. ‘The fatigue damage accumulation is described by Miner's law @ where 5; is the stress range at stress cycle number i ‘The expected damage Dis then LL & ge] Ne el] & sp [Ne z [z s | a e) where No is the mean number of stress cycles, and 3 is defined as @ -f Sr¥(S) 45 where Je(S) is the stress range distribution if the stress process is stationary. ‘According to the central limit theorem, it is known from equation (4) that S* isa normal variable, its mean value is given by 1 X sr]=215") 6 If the stress ranges are not fully correlated, the coefficient of variation of S® tends to, zero when the number of stress cycles Ng becomes large”. Hence, S* may be treated as a ‘deterministic’ value for a very long stationary ergodic stress process. The exact stress range distribution f(S) for a random loading process is generally unknown. For 2 narrow- banded Gaussian stress process X(¢), however, its stress amplitude R is known to follow a Rayleigh distribution © The stress range S is then exactly 2R and Sart (S 1) o ‘The expected fatigue damage due to X(t) with mean zero-uperossing rate vp. ina time period T can be ™ f enna calculated exactly as aoa @ /ag,or(™ Byg=2E— O/20,T(F41 When a Gaussian process is wide-banded, however, the Rayleigh stress range distribution assigns larger probabil- ities to larger stress ranges. Although some small reversals are ignored, equation (8) still predicts conservative estimation of the mean damage for mz 1"* To find the actual fatigue damage dueto a wide-banded process, the damage based on the narrow-banded assumption can be estimated first, and correction is then made correspondingly. The problem is then to find the correction factor p which is defined so that 8) Dun=PDyo (9) or equivalently Sya= 08 (10) Statistics of 5 for wide-banded Gaussian processes were investigated by Yang'®"®, and corrections using simulation approach were given by Shinozuka’®. When the spectral density function G(J) is known, a wide-banded Gaussian process X (0) can be characterized by its spectral moments defined as (it) f saa ‘The variance of the process X(t) is obtained when n=0: A [ornaees (2) The rate of local maxima vy and the rate of mean vero-uperossing vq are related fo the spectral moments and given by® Ps no fi (13) Vz (a) The regularity a is defined as the ratio of mean zero-uperossings to local maxima, i. (1s) and Vanmarcke’s bandwidth parameter is defined as!? i (16) Based on these basic properties of a Gaussian process, the correction factor p may be obtained analytically for processes which are combinations of narrow-banded Gaussian components. Probabilistic Engineering Mechanics, 1990, Vol. 5, No.2. 77Probabilistic analysis of fatigue due 10 Gaussian load processes: G. Jiao and T. Moan 3, COMBINATION OF NARROW-BANDED. ‘GAUSSIAN PROCESSES. Let Y(t) be the sum of two independent narrow-banded Gaussian processes X(t) (LF) and (0) (HF); YO=X,0+X20 an Y(0) is then also a Gaussian process, and its spectral density function has two well-separated modes from its ‘component processes G(N=GN+G) ‘The spectral moments of ¥(¢) can then be expressed by its component moments as (ag) har [POH Artie 09) where the moments for a narrow-banded component process can be calculated as (20) f LGN Without loss of generality, the variance of ¥(¢) is assumed as unit: at) where a= doa thor ia) is the normalized variance of component X;(). Equation (19) can then be expressed approximately as pV MEV ad @) The mean zero-upcrossing rate of Y(t) is te Ji ta 4 5) ! ke Fig. 1. A typical Gaussian process with well-separated bimodal spectra 78. Probabilistic Engineering Mechanics, 1990, Vol. 5, No. 2 ‘The fatigue damage due to Y(t) is assumed from two individual contributions. One is from the envelope of Y(t), which includes all the large stress cycles, in particular, the largest stress range counted by RFC. The others from the envelope of the HF component X,(t), which includes all the smaller stress reversals. Hence. the simple addition of these two contributions may lead to an upper bound of the damage estimation, as mentioned in Ref. 5. ‘The envelope of ¥(¢), (0), can be approximated as the sum of the slow process X(t) and C-L envelope (Cramer and Leadbetter) R,(t) of the faster one X,(0)"2 PO)=X,0+ R20) 26) For a narrow-banded Gaussian process, X,(t) and R,(0) follow Gaussian and Rayleigh distribution, respectively, fabs exe en Salt ibexe( Zi) 28) The distribution of P(@) is the convolution of processes (0 and Rj) Soom f * fal-riinr drs The time derivative P(e) is Gaussian and independent of P(@) with zero mean and variance equal to! oh A, +02, 2= 4 UNE, +2NG.262) GO) ‘The mean uperossing rate of P(t) is vel?) BL ‘The mean zero up-crossing rate of P(t) is simply rrmnlond)nitn, fis (26) on In order to predict the fatigue damage due to P(t), its amplitude process Q(t) must be available. According to Veneziano", Q(y) is defined as = RO Ral) and its distribution yields (33) Jola)=1ta on(—E)+isne0 ( + AG —1)ex0( — od]Probabilistic analysis of fatigue due to Gaussian load processes: G. Jiao and T. Moan When Af is large, Af=1—2§ is small and vp,» will be small according to equation (32). In such a case, the contribution from P(_) is small. [tis necessary to consider the envelope contribution only when the LF process becomes important (27 is large). Therefore, equation (34) can be approximated as, @ z) + VIREO? exo falav~Atq exo( @5) The normal distribution function {() may be well approximated by* Equation (35) can then be further approximated as ¢ fold — DA evo( + VE NNeo( 67 ‘When the amplitude distribution fo(q) is available, the stress range S, of the envelope P(j) is assumed as Sp—20, and se-aar=0/2rr(3+1) wt x ae(i- Fa) mente) r+) ‘The mean damage due to P(t} ina time period T is then ovarr($+1) _(m ($e) r(x) The mean damage due to the narrow-banded HF process X3(0) is Burm 92" a arisir ($+) ‘The mean damage due to Y(t) based on the ‘narrow-banded assumption is sel a pr (t Paine a1) G8) patos T SE _ Yoo? Jai @9) (40) ay ‘The correction factor for ¥(¢), p, can then be obtained as follows: mo ($+ 2») ts) (42) + Jaane Wissen that pia function ofthe relative coatributions from the two components (Lf, 24, yy. Yo.) as Well as the SN-cutve parameter m. Asymptotically p= when 21 or 23=1, which is the exact solution for a unimodal narrow-banded spectrum. Th order to verily equation (42), extensive time histories of YO=Xy0+XA0). are simulated Tor different combinations of LF'and HF components, The uniform spectral density function is used for each component. The value of is fixed to be0,1s0 that each component can be regarded as narrow-banded. The discretization interval is chosen so that a smooth curve is ited to the generated time series, which is normally 16 points per eyele. The computer prograim STARTIMES' is applied to generat- ing and counting the time series “The correction factor pfor both RFC and equation (42) predictions are shown in Table 1. RFC results are the mean correction values corresponding, to around 6000 cycles counted for cach simulated time series. For such Tong time histories, the variation in each mean value is simall, Hence, RFC. results can be accepted as deterministic values independent of the total aumber of cycles counted. Tes seen that p decreases with an increase inthe gap between the LF and HFA significant reduction inp is observed when Yp/re, increases from 4 to 10. The Telative magnitude’ of' the two components has Significant elect, especially for cases where the HF mode issmaller than the LF mode (2? 205). In such cases, the regularity « becomes small according to equation (25). ‘The sensitiviy of p to mis also obvious. The factor pis reduced by 10 (0 15% when m changes from 310 4, when neither LF aor HF component is dominant. ‘The theoretical results compare well with empirical rests. For n= 3, the theoretical prediction is always an tipper bound. For m=4, some theoretical estimates are seen fo be smaller, implying that some approximations made to simplify the expression of f(a) may bave led to some errors. Fortunately, the difference between the analytical and simulated estimates is very small Therefore, equation (42) can be accepted as a good approximation to the correction factor p. Tt should be noted, however, that the considered situation is for well-separated bimodal spectra. When Gaussian processes with closely-spaced bimodal spectra are of concer, Le» for smaller Yp/¥o, values, the analytical model presented heremay lead top> | fr large 2f values, Tn such eases, the assumption that the fatigue damage due to Y@) is the simple addition of the conttibutons from the envelope process (0) and the faster process X(t) may be (00 conservative, An alternative approuch may then be preferable. Probabilistic Engineering Mechanies, 1990, Vol. 5, No.2 79Probabilistic analysis of fatigue due to Gaussian load processes: G. Jiao and T. Moan Table 1, Comparison of theoretical and empirical correction fector 9 of the camulatce damage de to bimodal processes m=3 mad m=6 m8 B=10 Xi_| AB |] Ba. 42 | RFC | Eq. 42 | RFC || Eq. 42 | RFC | Bq. 42 | RFC 0.1/0.9 | 0.95 | 0.91 | 0.94 | 0.90 || 0.94 | 0.90 | 0.94 | 0.90 fo2/os! os |oss| oso | ose | oss | oss | oss | ose 0.3/0.7} 0.88 | 0.85 | 0.84 | 0.82 | 0.83 | 0.79 | 0.82 | 0.78 0.4/0.6 | 0.86 | 0.83 | 0.80 | 0.78 | 0.77 | 0.74 | 0.76 | 0.73 0.5/0.5 || 0.86 | 0.82 | 0.76 | 0.74 |] 0.72 | 0.69 | 0.70 | 0.67 0.6 [0.4 || 0.86 | 0.81 | 0.74 | 0.71 | 0.67 | 0.65 | 0.64 | 0.62 0.7/0.3 | 0.88 | 0.81 | 0.72 | 0.69 || 0.64 | 0.01 | 0.59 | 0.57 0.8/0.2] 0.92 | 0.83 | 0.73 | 0.69 | 0.62 | 0.60 | 0.56 | 0.55 0.9} 0.1 | 1.00 | 0.89 | 0.81 | 0.74 | 0.67 | 0.63 | 0.87 | 0.57 m=4 4 Beas a2 = 10 Xi | AS | Bq. 42 | RFC | Eq. 42 | RFC | Bq. 42 | RFC | Bq. 42 | RFC 0.1} 09] 0.91 | 0.88 | 0.90 | 087 | 0.90 | 087 | 0.90 | 087 0.2/0.8 | 0.84 | 0.85 | 0.82 | 0.82] 081 | 0,80} 081 | 0.30 0.3 {0.7 | 0.80 | 0.82} 0.76 | 0.77 | 0.74 | 074 | 073 | 0.73 0.4/0.6 || 0.78 | 0.81 | 0.70 | 0.73 | 0.67 | 0.68 | 0.65 | 0.67 0505) 078 [080] 067 | 0.70 | 062 | 004 | 059 | 0.02 0.6/0.4 | 0.80 | 0.80 | 0.65 | 0.68 || 0.58 | 0.61 | 0.54 | 0.58 0.7/0.3] 0.85 | 0.82 | 0.66 | 0.68 0.50 | 0.55 0.8 | 0.2} 0.93 | 0.85 | 0.70 | 0.70 | 0.68 | 0.59 | 0.50 | 0.55 0.9} 0.1} 1.00 | 0.91 | 0.83 | 0.76 | 0.67 | 0.65 | 0.56 | 0.60 4. COMBINATION OF STATIONARY AND 7 TRANSIENT PROCESSES . ‘Assume that X,(0) is a stationary, narrow-banded, LF i Gaussian process with zero mean and variance of,anda mean zero-upcrossing rate of vp. Xa(@) is @ time- decaying transient process arriving with a constant mean period Ty. X,(0) and X,(0) are assumed to be independent. If the initial amplitude of each arrival X (0) is a random variable R3, which follows a Rayleigh distribution as (3) 80 Probabilistic Engineering Mechanics, 1990, Vol. 5, No. 2 Fig. 2. A typical combination of a LE stationary Gaussian process and HF transient processesthe envelope x(t) of X(0) is decaying with time ¢ and given by! Ral) Ry exp(—K030) (44) where gis the damping ratio, isthe natural vibration frequency. In view of equation (43) and equation (44) it is seen that Ra(o is time-dependent Rayleigh distribution ‘with parameter 6(0= 6 exp(—£a,1) 5) The transient process X(t) can therefore be treated as a narrow-banded Gaussian process with time-dependent variance of(f) and mean 22ro-upcrossing rate equal to Or On 46) The combination of X(t) and X(t) then becomes the sum ofa stationary Gaussian provess and a transient one. The procedure is therefore similar to that of the combination of two stationary Gaussian processes. It should be noted that transient (nonstationary) envelope process without a narrow-banded restriction is discussed in Refs 16, 17, which may be applied to extending this work The stress range S;., of X(t) at eycle number m is? Saye 2Rs expl —2n(n—1}6] a7) ‘The Miner's damage due to X,(t) can be exactly computed as ORs)" “Kisepi-anm =“) Considering that R, follows a Rayleigh distribution given by equation (43), the mean damage of Dy is then 1 ORF Kimep(-2bi)K see —exp(—2ném) (9) ovarr(S :) To obtain the contribution from the envelope of X,(Q+XCO, variances of X(t) and X4(0) are first normalized: Seat 1 tO- Fat Te exp(—ao,) ©) eu ot & exp(—2a,t) MMO FR T+ expl- 2ew,) ©!) where Ga (52) The average damage due to the envelope P(t) within a time interval dt is then Yo,p dt dO) = [oh oer 63) Probabilistic analysis of fatigue due to Gaussian load processes: G. Jiao and T, Moan where vo,» is according to equation (32) Vo,p=At¥o,. (52=0) (34) and Qg)* is calculated by equation (38) for the unit-varianee ease. Integrating d(Dp) in the time interval (0, To] with the substitution of equation (50), equation (51), equation (54) and equation (32), the mean damage D, in the time length Ty is obtained as l where “ao, ~"4 aviere(S+1) nT 65) Lim 1—Gexp(—Eont} roJo [1+0? exp(—2bw,0)) vione (+3) [1 +6? exp(—2f0,1)] 7 de (To) dt * exp(—fo1) + (58) If we define Dysa_Dy+Dy B,D; 7 67) the contribution of X,(0) to the damage is reflected by 7. According to equation (49) and equation (8) . veomTol+\ Ffimexp(—aatmyy 8 ‘To veify he above theoretical mode, the time histories of Xy(0) and (0) are simulated for silent and Ty values. A uniform spectral density function with fixed 5=0.1 is taken for X (0). The initial amplitude of X,(0) is ‘generated from the Rayleigh distribution. Both analytical and empirical results are shown in Tabie 2. The RFC predictions are the mean values obtained from approximately 500 transient processes for each situation, ich conespord to a wey Tage number of cycles counted The influence of @ and T> on 7 is significant. The damage due to the transient process X(t) is not negligible unless @ is smaller or the interartival time period Ty of the Cee gee eee ee period of the stationary process. The estimates given by the analytical and empirical approaches are seen to be very close. The theoretical prediction is always an upper ound as expected. I follows that equation (3) gives & ‘ery good solution to the problem. 5. CONCLUSIONS ‘This work deals with the fatigue damage due to combined Gaussian load processes. Theoretical models are presented for estimating fatigue damage unéer stationary Gaussian processes which are the combinations of a low frequency Gaussian component and a high frequency one, Probabilistic Engineering Mechanics, 1990, Vol. 5, No.2 8182 Probabilistic Engineering Mechanics, 1990, Vol. Probabilistic analysis of fatigue due to Gaussian load processes: G. Jiao and T. Moan Table 2. Comparison ofshoretical al enpircal relative curative damage 7 of the transient proceses for £0.04, Yar=O- and req 2.0 combinations of @ low frequency stationary Gaussian process and high frequency transient processes. The conclusions are as follows: A narrow-banded approximation to a Gaussian processes with bimodal spectra, each mode repre- sents a narrow-banded process, results. in very conservative fatigue estimates, especially when the frequency gap between the two modes becomes significant ‘© The contribution of the HF components to the total fatigue damage under the combined LF stationary Gaussian and HEF transient processes isnot negligible. This contribution can be dominant when the initial magnitude and arrival rate of the transient process is high and the damping ratio is small ‘¢ The predictions by the proposed analytical probabil- istic models are in good agroement with the results from extensive Monte Carlo simulations and cycle counting by the rainflow counting method REFERENCES 1 Hoa, C. tal, STARTIMES ~ 9 computer program system for slochasticanalyssoftime series, Peoretical and Uter' Male, SINTEF, Trondheim, 1987 No.2 Ty = 48 sec. Ty = 72 sec. m=3 m=4 m=3 m=4 @ | Eq. 58 | REC | Bq. 58 | RFC | Bq. 58 | RFC || Bo. 58 | RFC 0.50] 1.15 | 1.13 | 116 [116 | 110 | 1.09) 111 | 1.10 075) 131 [127] 131 | 131] 121 | 118 fp 121 | 1a 1.00 | 1.68 | 148 | 161 | 158} 138 | 132 | 1.41 | 1.39 [1.25 | 1.09 [ 1s: || 2a6 | 203 | 106 | 184 | 17s | 1.08 1.50], 2.58 | 2.27 | 3.11 | 2.74) 2.05 | 1.84 |] 240 | 216 : Tp = 192 sec. m=4 =3 m 6 REG | Eq. 58 | RFC || Bq. 58 | RFC 0.50} 1.08 | 1.06 | 1.08 | 1.08 | 1.04 | 1.03} 1.04 |.1.04 0.75) 1.15 | 113} 116 | 1.16 | 1.08 | 1.07 |} 1.08 | 1.08 100] 1.20 | 124] 130 | 1.29) 144 [12] 115 | 114 125] 149 | 140] 188 | 151] 125 [120 |) 1.29 | 126 1.50} 1.79 | 163 | 2.05 | 187) 140 | 132 | 153 | 1.43 and non-stationary Gaussian processes which are the 2 sino, G. Rlnbilty analysis of crack growth under random loading eansidering model updating, Marine Struetores, The Norwegian Institute of Technology, ‘Trondheim, November 1989 Krenk, 5. nd Gluvor, H. 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