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Professor Darrell F.

Socie
Mechanical Engineering
University of Illinois at Urbana-Champaign
2001 Darrell Socie, All Rights Reserved
Frequency Based Fatigue
AAR Seminar 2001 Darrell Socie, All Rights Reserved 1 of 57
Deterministic versus Random
Deterministic from past measurements the future position
of a satellite can be predicted with reasonable accuracy
Random from past measurements the future position of
a car can only be described in terms of probability and
statistical averages
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Time Domain
Time (Secs)
S
t
r
a
i
n
(
u
s
t
r
a
i
n
)
Bracket.sif-Strain_c56
-750
750
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Frequency Domain
Frequency (Hz)
0 20 40 60 80 100 120 140
10
2
S
t
r
a
i
n
(
u
s
t
r
a
i
n
)
ap_000.sif-Strain_b43
10
1
10
0
10
-1
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Statistics of Time Histories
!Mean or Expected Value
!Variance / Standard Deviation
!Coefficient of Variation
!Root Mean Square
!Kurtosis
!Skewness
!Crest Factor
!Irregularity Factor
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Mean or Expected Value
Central tendency of the data
( )
N
x
X E x Mean
N
1 i
i
x
!
=
= = = =
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Variance / Standard Deviation
Dispersion of the data
( )
N
) x x (
X Var
N
1 i
2
i !
=

=
) X ( Var
x
=
Standard deviation
AAR Seminar 2001 Darrell Socie, All Rights Reserved 7 of 57
Coefficient of Variation
x
x
COV

=
Useful to compare different dispersions
= 10
= 1
COV = 0.1
= 100
= 10
COV = 0.1
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Root Mean Square
N
x
RMS
N
1 i
2
i !
=
=
The rms is equal to the standard deviation
when the mean is 0
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Skewness
Skewness is a measure of the asymmetry of the data
around the sample mean. If skewness is negative, the
data are spread out more to the left of the mean than
to the right. If skewness is positive, the data are spread
out more to the right. The skewness of the normal
distribution (or any perfectly symmetric distribution) is zero.
( )
3
N
1 i
3
i
N
) x x (
X Skewness

=
!
=
AAR Seminar 2001 Darrell Socie, All Rights Reserved 10 of 57
Kurtosis
Kurtosis is a measure of how outlier-prone a distribution is.
The kurtosis of the normal distribution is 3. Distributions that
are more outlier-prone than the normal distribution have
kurtosis greater than 3; distributions that are less
outlier-prone have kurtosis less than 3.
( )
4
N
1 i
4
i
N
) x x (
X Kurtosis

=
!
=
AAR Seminar 2001 Darrell Socie, All Rights Reserved 11 of 57
Crest Factor
The crest factor is the ration of the peak (maximum) value
to the root-mean-square (RMS) value. A sine wave has a
crest factor of 1.414.
AAR Seminar 2001 Darrell Socie, All Rights Reserved 12 of 57
Irregularity Factor
Positive zero crossing
Peak
7
4
) P ( E
) 0 ( E
IF = =
+
IF 1 is narrow band signal
IF 0 is wide band signal
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Time Domain Nomenclature
!Random
!Stochastic
!Stationary
!Non-stationary
!Gaussian
!Narrow-band
!Wide-band
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Random
The instantaneous value can not be predicted at any
future time.
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Stochastic
Stochastic processes provide suitable models for
physical systems where the phenomena is governed
by probabilities.
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Stationary
The properties computed over short time intervals, t + t,
do not significantly vary from each other
t
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Non-stationary
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Gaussian
Normally distributed around the mean
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Narrow-band
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Wide-band
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Frequency Domain Nomenclature
Fourier
Nyquist frequency
Aliasing
Anit-aliasing filter
FFT
Inverse FFT
Autospectral density
Transfer Function
AAR Seminar 2001 Darrell Socie, All Rights Reserved 22 of 57
Fourier 1768 - 1830
Fourier studied the
mathematical theory of heat
conduction.
He established the partial
differential equation
governing heat diffusion and
solved it by using infinite
series of trigonometric
functions.
AAR Seminar 2001 Darrell Socie, All Rights Reserved 23 of 57
Fourier Series
!

=
+ + =
1 k
o k o k o
) t k cos( b ) t k sin( a a ) t ( X
!

=
+ + =
1 k
k o k o
) t k cos( c c ) t ( X
!

=
k
t jk
S
o
e ] k [ X ) t ( X
a
k
, b
k
, c
k
, X
S
[k] are Fourier coefficients
frequency, magnitude, and phase are all described
by the coefficients
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Digital Sampling
t
What t should be used for sampling the data?
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Aliasing
Both signals have the same digital samples.
f
2f
2 signals that differ in frequency by a factor of 2
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Nyquist frequency
frequency
m
a
g
n
i
t
u
d
e
frequency
m
a
g
n
i
t
u
d
e
f
c
t 2
1
f
c

=
t 2
1
f
c

=
Real spectrum Aliased spectrum
Sample at 2 times the frequency of interest
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Anti-aliasing Filter
0
180
-180
P
h
a
s
e
0
-20
-40
-60
-80
-100
M
a
g
n
i
t
u
d
e
,
d
B
0 50 100 150
frequency
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Fourier Transform
Time
M
a
g
n
i
t
u
d
e
F
F
T
M
a
g
n
i
t
u
d
e
Frequency
The area under each spike represents the magnitude
of the sine wave at that frequency.
f
The magnitude of the FFT depends on the frequency window f.
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Fast Fourier Transform - FFT
Frequency (Hz)
0 20 40 60 80 100 120 140
16
14
12
10
8
6
4
2
0

F
F
T

S
t
r
a
i
n
(
u
s
t
r
a
i
n
)
!
=
+ + =
2 / N
1 k
k o k o
) t k cos( c c ) t ( X
AAR Seminar 2001 Darrell Socie, All Rights Reserved 30 of 57
Fast Fourier Transform - FFT
Frequency (Hz)
0 20 40 60 80 100 120 140
150
100
50
0
-50
-100
-150
P
h
a
s
e
(
D
e
g
r
e
e
s
)
!
=
+ + =
2 / N
1 k
k o k o
) t k cos( c c ) t ( X
AAR Seminar 2001 Darrell Socie, All Rights Reserved 31 of 57
Inverse FFT
!
=
+ + =
2 / N
1 k
k o k o
) t k cos( c c ) t ( X
c
k
,
k
, and k
o
are all known
Time (Secs)
S
t
r
a
i
n
(
u
s
t
r
a
i
n
)
-750
750
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Autospectral Density
Function Units
Time History EU X(n)
Linear Spectrum EU S(n) = DFT(X(n))
AutoPower EU^2
AP(n) = S(n)

S(n)
PSD (EU^2)/Hz
PSD(n) = AP(n) / ( W
f
f )
ESD (EU^2*sec)/Hz ESD(n) = AP(n)
T / ( W
f
f )
AAR Seminar 2001 Darrell Socie, All Rights Reserved 33 of 57
Calculating Autospectral Density
T 2T 3T n
D
T
N
D
( ) ( )
!
=

=
D
n
1 i
2
k
D D
k
f X
t N n
1
f S
N
D
Block size
Magnitude only no phase information
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Power Spectral Density - PSD
Frequency (Hz)
S
t
r
a
i
n
(
u
s
t
r
a
i
n
^
2
)
/
H
z
Log Magnitude-Power-Strain_c56
10
0
10
1
10
2
10
5
10
4
10
3
10
2
10
1
10
0
Average power associated with a 1 Hz frequency window
centered at each frequency, f .
Phase information is lost.
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Linear Spectrum
Frequency (Hz)
10
2
S
t
r
a
i
n
(
u
s
t
r
a
i
n
)
Log Magnitude-Linear-Strain_c56
10
0
10
1
10
0
10
1
10
2
Sometimes called Amplitude Spectral Density
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Comparison
Frequency (Hz)
S
t
r
a
i
n
(
u
s
t
r
a
i
n
^
2
)
10
0
10
1
10
2
10
5
10
4
10
3
10
2
10
1
10
0
10
-1
PSD
Linear Spectrum
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Frequency Domain Limitations
Time (Secs)
800
600
400
200
0
-200
-400
S
t
r
a
i
n
(
u
s
t
r
a
i
n
)
EASE1.EDT-Strain_c56
Non-stationary signals
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Linear Spectrum
Frequency (Hz)
0 20 40 60 80 100 120 140
10
3
10
2
10
1
10
0
10
-1
S
t
r
a
i
n
(
u
s
t
r
a
i
n
)
AAR Seminar 2001 Darrell Socie, All Rights Reserved 39 of 57
Transfer Function
m
input
output
Frequency (Hz)
10
0
10
1
10
2
10
4
10
3
10
2
input
output
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Frequency Based Fatigue
! Stationary Loading
! Wind
! Sea State
! Vibration
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Assumptions
Random
Gaussian
Stationary
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Fatigue Analysis
Structural
model
Stress
time
history
Rainflow
Miner
linear
damage
Durability
Load
time
history
Acceleration
PSD
Transfer
function
Stress
PSD
?
Time Domain
Frequency Domain
AAR Seminar 2001 Darrell Socie, All Rights Reserved 43 of 57
Dynamics Model
y(t)
m
k
c
x(t)
F(t)
2
2
2
2
dt
x d
m ) t ( F z k
dt
dz
c
dt
z d
m = + +
z(t) = y(t) x(t)
2
2
2
n n
2
2
dt
x d
z
dt
dz
2
dt
z d
= + +
m
F(t)
y(t)
) t ( F
dt
y d
m
2
2
=
AAR Seminar 2001 Darrell Socie, All Rights Reserved 44 of 57
PSD Moments
frequency
M
a
g
n
i
t
u
d
e
2
/
H
z
G
k
( f )
f
k
f
!
=
=
N
1 k
k k
n
k n
f ) f ( G f m
AAR Seminar 2001 Darrell Socie, All Rights Reserved 45 of 57
Expected Values
0
2
m
m
) 0 ( E =
2
4
m
m
) P ( E =
4 0
2
2
m m
m
) P ( E
) 0 ( E
IF = =
zero crossings
peaks
Irregularity factor
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Probability Density Function
p( S
i
)
S
i
S
P
r
o
b
a
b
i
l
i
t
y
d
e
n
s
i
t
y
Stress range
The probability P( S
i
) of a stress range occurring between
S ) S ( p ) S ( P is
2
S
S and
2
S
S
i i i i
=


AAR Seminar 2001 Darrell Socie, All Rights Reserved 47 of 57
Fatigue Damage
Cycles at level i n
i
= p( S
i
) S N
T
Total cycles N
T
= E( P ) T
Total time
b
1
'
f
i
i f
S 2
S
) S ( N
"
"
#
$
%
%
&
'

=
Fatigue life
Fatigue Damage
( )
! !
= =

=
N
1 i
b
1
i
i
b
1
'
f
N
1 i
i f
i
S
) S ( p
) S 2 ( S T ) P ( E
) S ( N
n
D
Fatigue damage is determined by p( S
i
)
AAR Seminar 2001 Darrell Socie, All Rights Reserved 48 of 57
Narrow Band Solution
(
)
*
+
,
-

=
0
2
0
m 8
S
exp
m 4
S
) S ( p
Rayleigh distribution
This wide band signal has
the same peak distribution
as this narrow band signal
IF 1 is narrow band signal
IF 0 is wide band signal
AAR Seminar 2001 Darrell Socie, All Rights Reserved 49 of 57
Dirlik Solution
0
2
3
2
2
2
2 1
m 2
2
Z
exp Z D
R
Z
exp
R
D
Q
Z
exp
Q
D
) S ( p
"
"
#
$
%
%
&
'
+
"
"
#
$
%
%
&
'
+
"
#
$
%
&
'

=
0
m 2
S
Z

=
4 0
2
m m
m
IF=
4
2
0
1
m
m
m
m
m
X =
( )
2
2
m
1
IF 1
IF X 2
D
+

=
R 1
D D IF 1
D
2
1 1
2

+
=
2
1 1
2
1 m
D D IF 1
D X IF
R
+

=
( )
1
2 1
D 4
R D D IF 5
Q

=
2 1 3
D D 1 D =
p( S ) = f ( m
0
, m
1
, m
2
, m
4
)
AAR Seminar 2001 Darrell Socie, All Rights Reserved 50 of 57
Loading History
Frequency (Hz)
0 20 40 60 80 100 120 140
10
2
S
t
r
a
i
n
(
u
s
t
r
a
i
n
)
10
1
10
0
10
-1
Frequency (Hz)
0 20 40 60 80 100 120 140
10
2
S
t
r
a
i
n
(
u
s
t
r
a
i
n
)
10
1
10
0
10
-1
Time (Secs)
S
t
r
a
i
n
(
u
s
t
r
a
i
n
)
-750
750
Time (Secs)
S
t
r
a
i
n
(
u
s
t
r
a
i
n
)
-750
750
AAR Seminar 2001 Darrell Socie, All Rights Reserved 51 of 57
Rainflow Ranges
0.01
0.1
1
10
100
1000
10000
0 250 500 750 1000
PSD
Time History
Stress Range
N
u
m
b
e
r
o
f
C
y
c
l
e
s
AAR Seminar 2001 Darrell Socie, All Rights Reserved 52 of 57
Relative Fatigue Estimates
SN Slope
TH
PSD
N
N
10 371
5 6.6
3 1.8
TH
PSD
N
N
109
1.9
0.5
Dirlik Rayleigh
AAR Seminar 2001 Darrell Socie, All Rights Reserved 53 of 57
Fatigue Data
1
10
100
A
m
p
l
i
t
u
d
e
10
0
Cycles
10
1
10
2
10
3
10
4
10
5
10
6
10
7
1000
n = 10
n = 5
n = 3
n
S Damage
AAR Seminar 2001 Darrell Socie, All Rights Reserved 54 of 57
Loading History
Time (Secs)
50 100 150 200 250 300
750
500
250
0
-250
-500
-750
S
t
r
a
i
n
G
a
g
e
(
u
s
t
r
a
i
n
)
Bracket.sif-Strain_b43
0
1500
R
a
n
g
e
(u
s
tra
in
)
-750
750
M
e
a
n
(u
s
tra
in
)
0
750
C
o
u
n
t
s
rf_000.sif-Strain_b43
AAR Seminar 2001 Darrell Socie, All Rights Reserved 55 of 57
Slope = 3
0
1500
r
a
n
g
e
(
u
s
t
r
a
i
n
)
-750
750
m
e
a
n
(
u
s
t
r
a
i
n
)
3.15
%
d
a
m
a
g
e
Damage
AAR Seminar 2001 Darrell Socie, All Rights Reserved 56 of 57
Slope = 5
0
1500
r
a
n
g
e
(
u
s
t
r
a
i
n
)
-750
750
m
e
a
n
(
u
s
t
r
a
i
n
)
5.14
%
d
a
m
a
g
e
Damage
AAR Seminar 2001 Darrell Socie, All Rights Reserved 57 of 57
Slope = 10
0
1500
r
a
n
g
e
(
u
s
t
r
a
in
)
-750
750
m
e
a
n
(
u
s
t
r
a
i
n
)
20.78
%
d
a
m
a
g
e
Damage
Frequency Based Fatigue

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