Structural Health Monitoring and Damage

Prognosis in Fatigue

S. S. Kulkarni and J. D. Achenbach*

Center for Quality Engineering and Failure Prevention, Northwestern University

Evanston, IL 60208, USA

A conceptual structural health monitoring (SHM) system to monitor fatigue damage is discussed in this
study. The first part of the study is concerned with damage prognosis. A methodology to use the data
from a pre-crack damage monitoring system to predict the number of cycles to macrocrack-initiation in
a probabilistic sense, is presented. Issues related to quantifying damage, a damage evolution law, and
numerical evaluation of the probability of macrocrack initiation are discussed. The second part of the
study deals with quantifying the effects of imperfect inspections during the growth of a macrocrack.
The probability that there exists an undetected critical crack is the quantity of interest. An analytical
expression for this quantity is derived for the case of a two-dimensional crack. A Monte Carlo
simulation method to quantify the effects of imperfect inspections is also presented. Numerical results
are presented for two examples of surface-breaking cracks with different geometries.

Keywords fatigue crack
initiation
growth
inspections

1 Introduction life (see [1]). The underlying concept is based on

The purpose of a structural health monitoring
(SHM) system is to provide continuous (or on-
demand) information about the state of a struc-
ture so that assessment of the structural integrity
can be made at any time, and timely remedial
actions may be taken as necessary. A SHM
system typically consists of an array of sensors
for periodic inspections of the structure. Features
of interests are first extracted from the data
provided by the sensors and then analyzed to
determine the current state of the structure.
Optimum use of the data acquired from the
SHM can be made by using it for the purpose of
damage prognosis. Damage prognosis is defined
as an estimate of a structure’s remaining useful
detecting and characterizing current damage
level as determined from the SHM system and
evaluating it in terms of failure mechanics and a
damage growth law. The aim is to determine
whether damage in a structure is sufficiently
small that failure can be precluded with a high
degree of certainty within a preset interval. If so,
the structural system can be allowed to function
for that interval; otherwise, the structure must be
taken off-line for further inspection, repair, or
replacement.
The current study discusses two aspects of a
conceptual local SHM system for monitoring
damage evolution during fatigue, namely,
pre-macrocrack damage (Stage I) followed by
subsequent crack growth (Stage II). In the first

Copyright ß SAGE Publications 2008

Los Angeles, London, New Delhi and Singapore
*Author to whom correspondence should be addressed. Vol 7(1): 0037–13
E-mail: achenbach@northwestern.edu [1475-9217 (200803) 7:1;37–13 10.1177/1475921707081973]

37

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38 Structural Health Monitoring 7(1)
part, a damage prognosis procedure to predict
macrocrack initiation is briefly described.
The procedure is based on a local ultrasonic
measurement system which monitors pre-crack
damage. This approach has been discussed in
considerable detail in a recent study by Kulkarni
et al. [2]. In the second part, the growth of the
macrocrack is considered whose initiation was
predicted in the first part. It specifically addresses
the issue of quantifying the effects of inspections
on the probability of detecting the growing crack
when it becomes greater than a critical size.
Since the growth of a crack is a stochastic
phenomenon, various approaches have been
proposed in literature to model this behavior.
Bogdanoff and Kozin [3] have accounted for the
random nature of fatigue crack using the Markov
process while Yang and Manning [4] and Yang
et al. [5] have modeled the stochastic nature of
the crack growth using a lognormal process.
A comprehensive review of the different
approaches appears in Sobczyk and Spencer [6].
Like Sobczyk and Spencer, the authors assume
that the growth rate of the detected macrocrack
can be represented by Paris law and introduce
randomness by considering the size of the initia-
ted macrocrack to be a random variable with
known probability distribution. Two cases are con-
sidered: (i) a two-dimensional surface-breaking
crack in a tensile field and (ii) a semi-elliptical
surface-breaking crack in a tensile field. A
methodology is described to account for imper-
fect inspections at different cycle numbers and is
followed by representative numerical results.
2 Part I: Monitoring of Fatigue
Damage Leading to Macrocrack
Formation
The nucleation and growth of a fatigue crack
in a metal is generally preceded by a process of
damage accumulation on the microstructure level.
As the number of fatigue cycles increases, the
damage accumulation involves the formation of
dislocation monopoles, followed by dislocation
loops and dipoles, and subsequent dislocation
veins and persistent slip bands. Microcracks are
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nucleated as the damage accumulation further
proceeds (see [7,8]). In the next stage, the
microcracks grow and eventually coalesce to
form a macrocrack. Once a macrocrack of
detectable size has been formed, further crack
growth under continuing cyclic loading to a
critical size, may take a number of loading cycles
that is relatively small as compared to the
number of cycles leading to the formation of a
detectable macrocrack. For high strength
materials it is, therefore, important that a
probabilistic prediction of the time to macrocrack
formation can be established, since this prediction
may well be the most realistic estimate of fatigue
safety in a damage-tolerant approach of such
materials.
To quantify the damage accumulation in a
component undergoing fatigue, it is first neces-
sary to relate the accumulated damage to an
observable variable. This can be achieved as
follows. The accumulated damage which is
caused by changes in the microstructure of the
component in turn introduces material nonlinear-
ity in the specimen. To characterize the material
nonlinearity, a single frequency ultrasonic
wave generated by a transducer (generator) is
transmitted through the specimen and the signal
received by the receiving transducer is analyzed.
The material nonlinearity distorts the single
frequency wave and leads to the generation of a
wave which not only consists of a component
at the fundamental frequency but also
components at higher frequencies (integer multi-
ples of the fundamental frequency) (see e.g., [9]).
The components at the higher frequencies are
collectively referred to as higher harmonics and
the individual components at twice the funda-
mental frequency, thrice the fundamental fre-
quency, etc., are referred to second harmonic,
third harmonic, and so on. Owing to the material
nonlinearity, the signal received at the receiver
not only consists of a component at the transmit-
ting (fundamental) frequency, but also second
and higher harmonics whose amplitudes increase
as the material nonlinearity increases. Hence, the
material nonlinearity in a specimen can be
quantified in terms of the amplitude of the
fundamental, A1, and the second harmonic, A2,
 Kulkarni & Achenbach SHM and Damage Prognosis in Fatigue 39

generated by propagating a single frequency damage with the number of cycles. A suitable
ultrasonic wave. This phenomenon of generation model that has been proposed is:
of higher harmonics due to material nonlinearity 8

is generally referred to as acoustic nonlinearity. >
<  m
1

=2  rc ð
Þ 1


dD 
n if 2 > rc ð
Þ
The acoustic nonlinearity is usually characterized ¼ N c

=2 ð1  DÞ
by a nonlinearity parameter, which quantifies the dN > :
0 if


2 < rc ð
Þ
amount by which an ultrasonic wave is distorted
as it travels through the body. Measurements of ð1Þ
the second harmonic amplitude for a commercial
steel containing 0.25 and 0.35 mass percent Here Nc is a normalizing constant,

is the
carbon were presented by Ogi et al. [10].  is the endurance limit
stress range in a cycle, rc ð
Þ
Their data are laboratory measurements on when the mean stress in a cycle is
,  and m > 0
fatigue samples, which indicate an essentially and n > 0 are parameters which depend on the
monotonic increase of the measured second material and the loading conditions. For a
harmonic amplitude with number of fatigue constant loading amplitude, Equation (1) can be
cycles up to the point of macrocrack initiation. solved to obtain
Subsequent to the formation of the macrocrack, 
there is a rapid decrease in the nonlinearity, N  N0
DðNÞ ¼ 1  ð1  D0 Þnþ1 
possibly caused by escape of dislocations as a Nc
macrocrack is formed. Based on these observa-
m 1=ðnþ1Þ



=2  rc ð
Þ
tions, the second harmonic amplitude has been  ðn þ 1Þ ð2Þ


=2
chosen to monitor the pre-macrocrack damage
accumulation process during fatigue.
Here D0 is the damage at cycle N0. The cycle at
The sensors that are part of an SHM system
which a macrocrack appears, Nini follows by
can only provide information about the current
substituting D ¼ 1 in Equation (1) and solving for
state of a structure. If damage develops in the
N. The result is
structure either as discrete flaws, or as
distributed material degradation, it is necessary
m
Nc nþ1

=2
to incorporate damage growth models to assess Nini ¼ N0 þ ð1  D 0 Þ
the structural integrity of the structure. nþ1 


=2  rc ð
Þ
For discrete macrocracks, Paris law type models ð3Þ
may be applicable where the size of the flaw,
the load level, and material properties are used as In a purely deterministic setting, all the quantities
input to gauge the growth rate of the flaw at appearing in Equation (2) are assumed to be
any given point in the life cycle of the known exactly and hence one can calculate the
component. These models are well established exact number of cycles required for crack
and will not be described here. For distributed initiation using Equation (3). But it is well known
damage heuristic approaches can be used as that the crack initiation process is stochastic in
discussed in [2]. nature and to account for this, some of the
Consider the case of the pre-macrocrack quantities appearing in Equation (2) are taken as
initiation phase of fatigue damage in a metal. random variables with known probability
Let the state of damage in the specimen at a densities. The probability of macrocrack initiation
particular cycle during fatigue be represented by Pma, which is defined as the probability that the
a scalar damage function D(N), where N is the number of cycles to macrocrack initiation, will be
number of cycles. The state D ¼ 0 corresponds to less than a specified number of cycles Ns, is then
no damage, and D ¼ 1 corresponds to the appear- given by
ance of the first macrocrack. A phenomenological
model is needed to represent the evolution of the Pma ¼ PrðNini < Ns Þ ð4Þ

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40 Structural Health Monitoring 7(1)
The technique which had been employed in
[2] to compute Pma is now summarized. First a
limit state surface gðXÞ ¼ Ns  Nini ðXÞ is defined
where X denotes the random variables in
Equation (3). Observe that the region gðXÞ  0
corresponds to the region of macrocrack forma-
tion. The probability of macrocrack initiation,
which is the integral of the joint probability
density function fX ðxÞ of the random variables
over the region gðXÞ  0, can therefore be
written as
Z The previous section has now provided the
Pma ¼ PrðNini < Ns Þ ¼ fX ðxÞdx ð5Þ
gðXÞ0
In general, it is difficult to evaluate the integral
in Equation (5) analytically and hence it is
usually estimated by various different techniques
like Monte Carlo integration, Monte Carlo inte-
gration with importance sampling, and the first
order reliability method (see for e.g. [11–13]).
Equation (5) is chosen to be evaluated using
Monte Carlo integration with importance sam-
pling. In this method, the sampling density is
centered in the region of interest so as to improve
the efficiency of the simple Monte Carlo method.
In this case the sampling density has been centered
at the most probable point (MPP) in the trans-
formed (u) space. This choice of the sampling
center ensures that approximately half the samples
will be in the failure region and also that they are
concentrated about the point which has the highest
probability of failure. This lets one use a smaller
number of simulation points when compared to
the direct Monte Carlo integration for which the
sampling density is centered at the origin in the
transformed (u) space. Following the procedure
needed for FORM, the random variables X are
first transformed into uncorrelated standard
normal variables u. The modified Hasofer-Lind,
Rackwitz-Fiessler (HL–RF) algorithm described
in Kiureghian and Liu [14] is then used to obtain
the point closest to the origin u* on the surface
g(u) ¼ 0. Finally the integral (see e.g., [11])
Z
Pma ¼ PrðNini < Ns Þ ¼ fX ðxÞ dx
gðXÞ0
Z Z
fU ðvÞ
¼ fU ðuÞ du ¼ hV ðvÞdv
gðUÞ0 gðVÞ0 hV ðvÞ
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is evaluated by sampling from the density hV ðvÞ
centered at u*. In this case, hV ðvÞ is the joint
normal density with mean u* and standard
deviations equal to one. Results for a specific
example are given in [2].
3 Part 2: Fatigue Crack Growth and
the Effect of Multiple Inspections
on Fatigue Crack Detection
probability of the formation of a macrocrack.
The size of the macrocrack has not been speci-
fied, but it may be assumed that the size of the
macrocrack that appears at the conclusion of the
pre-crack damage phase may be described by a
probability density function. Of course it is also
conceivable that such a density may be deduced
from other considerations than presented in the
previous section. Attention is now focused on the
growth of a macrocrack with a known density
function, and particularly on quantifying the
effects of inspections on the detection of a crack
that has grown under continued cyclic loading.
The authors are especially interested in finding
the probability that a crack with a critical
dimension greater than a predefined magnitude
exists in the component in the presence of
successive inspections at increasing cycle
numbers.
To proceed, one needs to assume a suitable
model for the crack growth which accounts for
the variabilities observed in fatigue crack growth.
Various such models are available in literature
(see e.g., [6]). In the present case, for simplicity,
the authors have represented the crack growth
by a nonlinear differential equation with fixed
parameters and have introduced the variabilities
only through the random size of the macrocrack
which appears at the end of the initiation stage.
The capability of a specified monitoring techni-
que has been modeled using the probability of
detection (POD) concept. A POD is a statistical
representation of the probability that a given
monitoring technique is able to detect a specific
flaw in a given material or structure. Note that
the general approach described to account for the
inspections is similar to the one presented in [15].
 Kulkarni & Achenbach SHM and Damage Prognosis in Fatigue 41

In [15], the authors presented expressions for the a

σ σ
crack size distribution after inspections
assuming that a crack detected in an inspection is
repaired. In contrast to the present case where
the parameters in the crack growth rate can be Figure 1 Surface-breaking crack in a tensile field.
randomized, they started with a power crack
growth rate which is randomized by a stochastic
process with a lognormal distribution. from the damage evolution and macrocrack
initiation process described in the preceding
section.
3.1 Two-dimensional Surface- The crack length after N cycles, aN, is given
Breaking Crack by Equation (8) which can be rewritten as:
First the case of a two-dimensional  1=
surface-breaking crack with depth a in a layer of aN ¼ a0 þ NC ð9Þ
thickness much larger than the crack depth,
subject to a uniform tensile field (see Figure 1)
where
is considered. This case is equivalent to a
surface-breaking crack in a half-space whose  pffiffiffi m
C ¼ A 1:12

 ,
stress-intensity factor may be written as:
1
pffiffiffiffiffiffi  ¼ ð2  mÞ
K ¼ 1:12
a ð6Þ 2

From Equation (9), one derives

For cyclic loading, the commonly used crack
growth law is Paris law (see [16]), which is  1=
written as: a0 ¼ aN  NC  hðaN Þ ð10Þ

da The probability density function of aN is given by

¼ Að
KÞm ð7Þ
dN (see [17])

where N is the number of cycles, da/dN is the

da0

fN ðaN Þ ¼ f0 ½hðaN Þ

ð11Þ
rate of crack growth, A and m are material daN

parameters, and
K is the amplitude of the

stress-intensity factor. For constant amplitude which may be written as:
loading and substitution of Equation (6), one can
integrate Equation (7) (m 6¼ 2) to get  1= 

 ð1Þ=

fN ðaN Þ ¼ f0 aN  NC
a1 a  NC


N N

m pffiffiffi m
a1m=2
N ¼ a1m=2
0 þ NA 1  1:12

 ð8Þ ð12Þ
2

where a0 and aN are the crack lengths at cycles Note that the probability that there exists a crack
N ¼ 0 and N, respectively. To account for the with length a > acr is given by:
inherent uncertainty in the fatigue behavior, some Z 1
of the quantities appearing in Equation (8) can Prða > acr ; NÞ ¼ fN ðaN ÞdaN ð13Þ
be taken to be random with known probability acr
density functions. For simplicity, the study is
restricted to the case in which the only random The effect of inspections on the probability that
quantity is the initial crack length a0 with density there exists an undetected crack with a > acr is
given by f0 ða0 Þ. This follows naturally since the now discussed. It is assumed that the POD
initial crack length is assumed to have come forth curve of the inspection technique is known.

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42 Structural Health Monitoring 7(1)

1
It should be noted that Pr(N1) is the probability
0.9 that there exists an undetected crack after N1
0.8 cycles.
Probability of detection --->

A B C
0.7 To determine the crack length density at
0.6 N > N1, but before the second inspection at N2
cycles, i.e., N > N2, the same steps are followed
0.5
as the ones leading to Equation (15). From
0.4
Equations (8) and (9), one has
0.3
0.2 a ag h i1=
POD(a) = aN ¼ aN1 þ ðN  N1 ÞC ð18Þ
0.1 1+a ag
0
0 2 4 6 8 10
Crack length (a) in mm --->
which can be solved for aN1 as:

 1=
Figure 2 POD curves. A:  ¼ 1.00 mm ,  ¼ 3.0; B:
aN1 ¼ aN  ðN  N1 ÞC  h1 ðaN Þ ð19Þ
 ¼ 0.05 mm ,  ¼ 3.0; C:  ¼ 0.005 mm ,  ¼ 3.00.

The crack length density of an undetected crack

Typical POD curves are shown in Figure 2 where at cycle N > N1 with N < N2 is then given by:
the letters ‘A’, ‘B’, and ‘C’ denote three different
inspection techniques. A convenient expression
for the POD curves is shown in the insert of fN ðaN ; N > N1 Þ
fN ðaN ; N > N1 Þ ¼ ð20Þ
Figure 2 (see [15]). The probability that the crack PrðN1 Þ
is not detected is then given by:
where,
 a 1
PNDðaÞ ¼ 1  ¼ ð14Þ

1 þ  a 1 þ  a
daN1

fN ðaN ; N > N1 Þ ¼ fþ ½ h ða Þ; N 
1

ð21Þ
Now the case of a first inspection at cycle N1 is
N1 1 N
daN

considered. Just prior to the inspection,

 the crack
length density is given by fN1 aN1 , which follows Using
from Equation (12) by replacing all Ns with N1s.
Just after the inspection, the crack length density daN1 h  ið1Þ=
1
of the undetected crack is ¼ aN  ðN  N1 ÞC aN
daN ð22Þ
 ¼ ½h1 ðaN Þ1 a1
 fþ
N1 aN1 ; N1
N
fþ
N1 aN1 ; N1 ¼ ð15Þ
PrðN1 Þ
Equation (21) is simplified to
where
   fN ðaN ;N > N1 Þ ¼ PND½h1 ðaN Þ
fþ
N1 aN1 ; N1 ¼ PND aN1 fN1 aN1 ð16Þ n 1= o
 f0 h1 ðaN Þ N1 C

In Equation (16), PND aN1 follows from

 ð1Þ=

Equation (14), and 

h1 ðaN Þ1 h1 ðaN Þ N1 C

1  

PrðN1 Þ ¼ PND aN1 fN1 aN1 daN1 ð17Þ 

h1 ðaN Þ1 a1
N
ð23Þ
0

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 Kulkarni & Achenbach SHM and Damage Prognosis in Fatigue 43

which can be further simplified to Note that PrðN2 Þ is the probability that there
exists an undetected crack after the inspection at
fN ðaN ; N > N1 Þ ¼ PND½h1 ðaN Þ cycle N2 given that it was not detected during
 1=  the inspection at cycle N1. Substitution of
 f0 aN  NC Equation (24) yields

 ð1Þ=


    


aN  NC aN

1
ð24Þ fþ
N2 aN2 ; N2 ¼ PND aN2 PND h1 aN2
 1= 
 f0 aN2  N2 C
The probability that there exists a crack with
aN > acr at cycle N, which was undetected at the
 ð1Þ=

inspection at cycle N1 can then be written as:


aN2  N2 C 1

aN2
ð30Þ

PrðaN > acr , N  N1 ; NDÞ

Z1 For N > N2 , one needs to go once more through
¼ PrðN1 Þ fN ðaN ; N  N1 ÞdaN the same steps. Then
acr
Z 1  1= 
h i1=
¼ PND½h1 ðaN Þf0 aN  NC
acr aN ¼ aN2 þ ðN  N2 ÞC ð31Þ

 ð1Þ=


aN  NC 1

aN
daN ð25Þ
and

The next inspection is at N2 cycles. Just prior  1=

to the inspection at N2, the crack length density aN2 ¼ aN  ðN  N2 ÞC  h2 ðaN Þ ð32Þ
follows from Equation (20) as
 In addition,
 fN2 aN2 ; N2 > N1
fN2 aN2 ; N2 > N1 ¼ ð26Þ
PrðN1 Þ
daN2 1
 ¼ ½h2 ðaN Þ1 aN ð33Þ
where fN2 aN2 ; N2 > N1 follows from Equation daN
(24) by replacing N by N2. Just after the inspec-
tion, the crack length density of the undetected Analogous to Equations (20) one finds using
crack is Equation (30)

fNþ2 ðaN2 ; N2 Þ fN ðaN ; N > N2 Þ

fþ
N2 ðaN2 ; N2 Þ ¼ ð27Þ fN ðaN ; N > N2 Þ ¼ ð34Þ
PrðN1 Þ PrðN2 Þ PrðN1 Þ PrðN2 Þ

where
where
  
fþ
N2 aN2 ; N2 ¼ PND aN2 fN2 aN2 ; N2 > N1 ð28Þ
fN ðaN ; N > N2 Þ ¼ PND½h1 ðaN ÞPND½h2 ðaN Þ
 1= 
and 
 f0 aN  NC
Z 1  


PrðN2 Þ ¼ PND aN2 fN2 aN2 ; N2 > N1 daN2

ð1Þ=

0 

aN  NC a1
N

ð35Þ
ð29Þ

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44 Structural Health Monitoring 7(1)

Also, 190,000 using the three monitoring techniques

with PODs labeled ‘A’, ‘B’, and ‘C’ (see
PrðaN > acr , N  N2 ; NDÞ ¼ PrðN1 Þ PrðN2 Þ Figure 2). The probability of interest is given by
Z1 Equation (37) and is evaluated using numerical
 fN ðaN ; N  N2 ÞdaN integration. The integral defined over the infinite
acr
Z1 h i interval ðacr , 1Þis first transformed to a finite
¼ PND½h1 ðaN ÞPND½h2 ðaN Þ f0 ðaN  NCÞ1= interval (0,1) using the transformation
acr


x ¼ eðaacr Þ and then the adaptive quadrature

 ð1Þ=

1
routines described in Espelid [19] are used to

aN  NC aN
daN
evaluate the integral. The results are shown in
ð36Þ Figure 3.
The solid lines in Figure 3 represent the
Note that the terms PrðN1 Þ and PrðN2 Þcancel out probability that a crack with length a > acr exists
since they appear both in the numerator and the in the component at cycle N, and is calculated
denominator. It is now straightforward to gener- using Equation (13). The dotted lines represent
alize the result given by Equation (36) to n the probability that a crack with length a > acr
inspections at cycles N1 , . . . , Nn : which is undetected in all the previous inspections
exists at cycle N. As expected, at any given cycle,
the probability is smallest for the inspection
PrðaN > acr , N  Nn ; NDÞ
Z 1  1= 

 ð1Þ=
technique with the best POD, which is labeled ‘A’

¼ f0 aN  NC
a  NC a1
in Figure 2. It can also be seen from the figure

N N

acr that immediately following an inspection, this

Y
n probability drops and then increases till the next
 PND½hi ðaN ÞdaN
i¼1
This expression denotes the probability that a
crack with length a > acr exists at cycle N with
N > Nn and was undetected by all the inspections
at Ni , i ¼ 1 . . . n.
An example of a surface-breaking crack and
a Paris law defined by (see Moran et al. [18])
m ¼ 2:67, A ¼ 5:069  1012 ,

¼ 280 MPa,
and R ¼ 0 is now considered. It is also assumed
that the initial crack length a0 has a lognormal
distribution with density
 
1 1
f0 ða0 Þ ¼ pffiffiffiffiffiffi exp  2 ðlnða0 Þ  Þ2
a0
2 2

Here m and
are the mean and the standard
deviation of the random variable y ¼ lnða0 Þ. It is
assumed that the initial crack length a0 has mean
0.250 mm, since this was the macrocrack size
initiated in the experiments reported by Ogi et al.
[10]. The standard deviation was taken to be
0.1 mm. In this example acr was chosen as
acr ¼ 3 mm. The inspections are carried out at
cycles 50,000, 100,000, 130,000, 160,000, and
ð37Þ inspection is carried out. This is again to be
expected as the crack continues to grow
in-between inspections. It is noted that poor
inspection procedure with low POD, such as C,
has very little effect on the probability of an
undetected critical crack. It is important to
point out that inspections do not change the
probability that there exists a crack with a > acr .
This probability will change only if a repair is
carried out based on the inspections. The inspec-
tions only affect the probability that there exists
an undetected crack with dimension greater than
a predefined magnitude.
For cases where a closed form solution to
the growth law does not exists (e.g., Forman
equation), or if one is dealing with a large set
of dependent random variables, it might be
necessary to study the effect of inspections using
Monte Carlo simulation. A brief description of
the Monte Carlo simulation applied to the
problem presented earlier follows. This starts
with a large sample of crack lengths which are
distributed according to the density function
f0 ða0 Þ. For 0 < N < N1 , each of these samples is
evolved according to Paris law and the length at
cycle N is calculated. Then the probability of

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 Kulkarni & Achenbach SHM and Damage Prognosis in Fatigue 45

100

10−5

10−10
POD A

10−15
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
× 105
100

10−5

10−10 POD B

10−15
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
× 105
100

10−10
POD C

10−20
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
× 105
N --->

Figure 3 Probability of an undetected crack with length a > acr, as N increases.

interest, Prða > acr ; N, NDÞ, which is identical to
Prða > acr ; NÞ up to the first inspection, is given
by the ratio of the number of samples with
a > acr to the total sample size. This procedure is
followed right up to the first inspection at N1.
At N1, each of the samples is subjected to an
inspection. This is done as follows (see e.g., Hahn
and Shapiro [17]). First the probability of
detecting a crack of length aN1 is found from the
formula given in the insert in Figure 2.
This probability is denoted by P1. A uniform
variate, u, is then picked over the interval (0, 1).
The probability that u is in the interval (0, P1) is
P1 and the probability that it is in the interval
ðP1 , 1Þ is 1  P1 . Therefore, it is considered that
the crack is detected if u  P1 and ‘not-detected’
otherwise. Depending on the result of the inspec-
tion, it is placed either in the ‘detected’ or ‘not
detected’ group of samples. Prða > acr ; N, NDÞ
immediately following the first inspection is given
by the ratio of the number of samples with
a > acr in the ‘not detected group’ to the total
sample size. Since the authors are interested in
calculating the probability of an undetected crack
exceeding the critical length, they consider only
the ‘not detected’ group for future calculations.
They then essentially follow the procedure
described previously except that they now start
with the ‘not detected group’. Though this
method of studying the effects of inspections
using Monte Carlo simulation is straightforward,
it does however suffer from a drawback – a large
number of samples are needed to get an accurate
estimate of the probability and the smaller the
probability to be estimated, the larger the
required sample size.
Table 1 displays the results obtained by
solving the example described earlier by numeri-
cally integrating Equation (37) and by using
Monte Carlo simulation. The Monte Carlo simu-
lation was performed by using 109 samples.
The () sign in the superscript denotes that the
result was calculated just prior to an inspection
while the (þ) sign denotes that the result was

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46 Structural Health Monitoring 7(1)

Table 1 Comparison of the Monte Carlo simulation with numerical integration of Equation (37).

POD A POD C
N Equation (37) Monte Carlo % Error Equation (37) Monte Carlo % Error

50,000 5.8789e007 6.2100e007 5.6320 5.8789e007 6.2100e007 5.6320
50,000þ 1.6490e008 2.0000e008 21.286 4.9681e007 5.0800e007 2.2524
100,000 5.6190e005 5.6374e005 0.3275 3.1510e004 3.1561e004 0.1622
100,000þ 1.4880e006 1.4470e006 2.7554 2.5733e004 2.5766e004 0.1279
130,000 1.2071e004 1.2087e004 0.1334 3.6497e003 3.6481e003 0.0433
130,000þ 3.1930e006 3.2560e006 1.9731 2.8931e003 2.8927e003 0.0127
160,000 2.4465e004 2.4529e004 2.5996 2.1788e002 2.1786e002 0.0071
160,000þ 6.4392e006 6.3870e006 0.8107 1.6561e002 1.6558e002 0.0153
190,000 4.3600e004 4.3620e004 0.0454 7.6804e002 7.6780e002 0.0313
190,000þ 1.1364e005 1.1220e005 1.2672 5.5199e002 5.5178e002 0.0384
200,000 5.1549e005 5.1381e005 0.3259 8.7212e002 8.7189e002 0.0267

calculated just after the inspection. It can be seen
from the table that for the example considered,
acceptable accuracy is obtained with the Monte
Carlo simulation when the probability to be
estimated is greater than 106. The estimate of
the Monte Carlo simulation can be improved by
increasing the sample size.
If the mean of the initial crack size
increases, then for the same loading, Paris law
parameters and POD, the same inspection cycles
and the same standard deviation, the probability
that there exists an undetected crack in the
presence of inspections will decrease. If the
standard deviation of the initial crack size
increases, then for the same loading, Paris law
parameters, POD, same inspections cycles and
the same mean, the probability that there exists
an undetected crack in the presence of inspec-
tions will increase.
3.2 Semi-elliptical Surface-
breaking Crack
The discussion can be extended in a straight
forward manner to a semi-elliptical surface-
breaking crack to describe the effect of inspec-
tions on the probability that there exists an
undetected critical crack. The only point of
difference is that one now has to evolve the
semi-elliptical surface as opposed to the crack
depth. In the literature (see e.g., [20,21]), the
evolution of a semi-elliptical surface-breaking
crack in a rectangular plate is typically modeled
using the empirical stress intensity factor
developed by Newman and Raju [20] which is
also employed in this study.
Consider a plate with a semi-elliptical crack
under tension fatigue loads as shown in Figure 4.
The initial depth and the half length of the
crack are denoted by a0 and c0, respectively.
The crack is assumed to growth but remain
semi-elliptical with semiaxes a and c. The fatigue
crack growth rates at points A and B on the
crack front (see Figure 4) are assumed to
independently obey the Paris relations,
da
¼ CA ð
KA Þn
dN
dc
¼ CB ð
KB Þn ð38Þ
dN
where
K is the stress-intensity range at point A
or B. The Paris exponent is assumed to be
the same for growth in the depth and surface
directions. The variation in fatigue resistance
along the crack front due to variation in stress
field triaxiality is accounted for by the different
coefficients CA and CB, specifically
CA ¼ 1:1n CB
The empirical equation developed by Newman
and Raju [20] for the stress-intensity factor for a
semi-elliptical surface crack in a finite plate
subjected to tension and bending is given by
rffiffiffiffiffiffiffiffi 
a a a c 
KI ¼ P  F , , , 
Q t c b

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 Kulkarni & Achenbach SHM and Damage Prognosis in Fatigue 47

2b
A t

φ a
2h O B
2c
2c
Z
Y

Figure 4 Semi-elliptical surface-breaking crack load under tension fatigue load.

where 0 < a=c  1:0, 0  a=t < 1:0, c=b < 0:5, and inherent uncertainty in the initial depth and
0    . Here Q is given by length, some of the quantities in Equation (38)
a1:65 are considered to be random. Again, for simpli-
Q ¼ 1 þ 1:464 a=c  1:0 city, the authors restrict to the case in which
c the only random quantities are the initial crack
The function F is taken to be depth a0 and the initial crack length c0 with the
 joint density given by f0 ða0 , c0 Þ. In the case of
a2 a4  semi-elliptical cracks one can either use the
F ¼ M1 þ M2 þM3 f g fw
t t length or the depth, or the area of the crack as
a governing criterion to calculate the desired
where, probabilities. It is more important to detect deep
a cracks during inspections and hence the depth
M1 ¼ 1:13  0:09 of the crack is used to define the governing
c criteria to calculate the probabilities. Since
0:89
M2 ¼ 0:54 þ explicit solutions to the crack depth and crack
0:2 þ ða=cÞ length are not available, the authors resort to
1:0  a24
M3 ¼ 0:5  þ 14 1:0  Monte Carlo simulation to study the effects of
0:65 þ ða=cÞ c inspections.
  1=4
a 2 2 Now a specific example of a semi-elliptical
f ¼ cos  þ sin2  surface-breaking crack with Paris law defined
c
 a2  by

¼ 280 MPa, R ¼ 1, n ¼ 3.0, t ¼ 5 mm,
g ¼ 1 þ 0:1 þ 0:35 ð1  sin Þ2 b ¼ 20 mm, h ¼ 20 mm, CB ¼ 2:5  1011 ,
t

rffiffiffi1=2 a0 =c0 ¼ 0:25, and acr ¼ 1 mm is considered. The
c a initial crack depth a0 is assumed to have a
fw ¼ sec
2b t lognormal distribution with mean 0.25 mm and
standard deviation 0.1 mm. The inspections are
The growth of the semi-elliptical crack surface is carried out at cycles 5000, 10,000, 15,000, 20,000,
then evolved by numerically solving the coupled 25,000, and 30,000 using the three monitoring
differential equations given by Equation (38) techniques with PODs labeled ‘A’, ‘B’, and ‘C’
subject to the initial conditions given by (see Figure 2). The results of the Monte Carlo
að0Þ ¼ a0 and cð0Þ ¼ c0 . To account for the simulation are shown in Figure 5.

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48 Structural Health Monitoring 7(1)

0.06

POD A
0.04

0.02

0
0 0.5 1 1.5 2 2.5 3 3.5 4
× 104
0.06

POD B
0.04

0.02

0
0 0.5 1 1.5 2 2.5 3 3.5 4
× 104
0.06

POD C
0.04

0.02

0
0 0.5 1 1.5 2 2.5 3 3.5 4
N ---> × 104

Figure 5 Probability of an undetected crack with depth a > acr, as N increases.

The solid lines in Figure 5 represent the
probability that a crack with depth a > acr exists
in the component as a function of number of
cycles. The dotted lines represent the probability
that a crack with depth a > acr which is
undetected in all the previous inspections exists at
cycle N. As expected, at any given cycle,
this probability is smallest for the inspection
technique with the best POD, which is labeled ‘A’
in Figure 2.
4 Conclusions
In this study, two critical aspects of a typical
SHM system used for monitoring a fatigue crack
have been discussed: (i) a procedure to predict
macrocrack initiation and (ii) a technique to
quantify the effect of imperfect inspections.
The procedure to predict macrocrack
initiation is based on monitoring the acoustic
nonlinearity in the material during the damage
accumulation process. A candidate damage
evolution law which can be suitably adapted to
account for the stochastic nature of macrocrack
initiation process is presented. An expression for
the probability of macrocrack initiation along
with a numerical procedure to evaluate it is also
presented.
The technique to quantify the effect of
imperfect inspections takes into account the
probability of detection (POD) curve of the
specified monitoring method. The probability
that there exists an undetected critical crack is
considered to be the quantity of interest. Explicit
expression for this probability is obtained for
the case of a two-dimensional surface-breaking
crack. A method based on Monte Carlo simula-
tion to evaluate this probability is also presented.
It has been applied to the problem of a semi-
elliptical surface breaking crack. Crack growth
laws based on the Paris law are used for both
the cases. Results obtained for sample problems
have been presented. The effect of the different
PODs on the probability of interest is also
presented.

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 Kulkarni & Achenbach
Work which extends the present study and
which deals with optimizing the inspection cycle
numbers so as to reduce the cost function
associated with a undetected critical crack is
currently in progress.
Acknowledgments
The work presented in this study was carried out in the
course of research funded by the Federal Aviation
Administration on Grant 01-C-AW-NWU/A010, moni-
tored by Jim White. Although the FAA has sponsored this
project, it neither endorses nor rejects the findings of this
research. The presentation of this information is in
the interest of invoking technical community comment
on the results and conclusions of the research.
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