Probabilistic Engineering Mechanics 16 (2001) 61–71

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Fatigue lifetime of welded joints under random loading: rainflow cycle vs.
cycle sequence method
P. Colombi a,*, K. Doliñski b
a
Department of Structural Engineering, Milan Technical University, Piazza L. da Vinci 32, 20133 Milan, Italy
b
Institute of Fundamental Technological Research, Polish Academy of Sciences, ul. Swietokrzyska, 21 00-049 Warsaw, Poland
Received 1 March 1999; received in revised form 1 December 1999; accepted 1 February 2000

Abstract
The evaluation of fatigue lifetime is a complex problem due to the loading cycle sequence effect influencing the fatigue damage process. In
the literature two different approaches are usually adopted to solve the fatigue crack growth under time varying loading: the rainflow cycle
(RFC) and the cycle sequence (CSQ) model. In this paper the performance of the recently proposed stochastic version of these methods is
compared and applied to the evaluation of the fatigue lifetime of the welded cruciform tested in the literature. Non-Gaussianity and
bandwidth effect are correctly captured by both methods but only the CSQ model enables us to examine the influence of the load sequence
effect on the fatigue lifetime. Numerical results show that the retardation effect can be neglected for Gaussian and non-Gaussian loading as
the bandwidth increases. Finally, this work shows the greater performance and flexibility of the CSQ model compared to the RFC model.
䉷 2000 Elsevier Science Ltd. All rights reserved.
Keywords: Stochastic fatigue; Random loading; Cycle counting methods; Fatigue retardation; Fatigue reliability

1. Introduction fatigue crack closure, crack branching and micro-roughness

For many engineering structures the primary mode of
failure can be attributed to fatigue damage resulting from
the application of time varying loading. The most loadings
to which the structures are exposed are random in their
nature. The problem appears even more complex due to
the loading cycle sequence effect influencing the fatigue
damage process. For fatigue crack growth it is experimen-
tally well documented, [31], that a loading with single
multiple peak tensile overloadings results in the retardation
of fatigue crack growth or even in the crack arrest. The
transient diminution of the crack propagation rate, the dura-
tion of the retardation phase and the magnitude of the retar-
dation effect depend on many factors including specimen
geometry, environmental effects, material properties, the
magnitude of the overloading and of subsequent extremes.
From the physical point of view various mechanisms [31], it
has been suggested to rationalise: crack tip blunting, crack
tip strain hardening and the generation of a favourable resi-
dual stress field ahead of the crack tip, plasticity induced
* Corresponding author. Tel.: ⫹ 39-02-2399-4280; fax: ⫹ 39-02-2399-
4369.
E-mail address: colombi@stru.polimi.it (P. Colombi).
0266-8920/01/$ - see front matter 䉷 2000 Elsevier Science Ltd. All rights reserved.
PII: S0266-892 0(00)00009-6
of crack surfaces. All mechanisms are present and observed
in fatigue experiments to affect the post overloading
fatigue crack growth. The plasticity induced fatigue
crack growth closure is, however, generally considered
as a dominant cause of the retardation in Mode I of
fatigue crack growth [11,12]. Such an assumption was
also made [10] in the modelling of the fatigue crack
growth under stochastic loading. Accounting for the
effect of previous cycles the fatigue damage process is
no longer a memoryless process but becomes a load
history dependent one. The complexity of the load
sequence effect of the fatigue phenomena makes any
analytical approach hardly possible. On the other hand
the numerical simulation alone is greatly time consum-
ing and often appears to be impractical. A great number
of loading cycles to failure requires many long samples
of stochastic loading to be simulated and used in fatigue
calculation. It also makes the approach inefficient in the
eventual reliability analysis of a structure [6,8].
In the deterministic analysis two different load cycle
counting techniques are usually employed in the evaluation
of the fatigue lifetime under time varying loading: the rain-
flow cycle (RFC) and cycle sequence (CSQ) counting. In the
RFC model the sequence effect is implicitly taken into
62 P. Colombi, K. Doliñski / Probabilistic Engineering Mechanics 16 (2001) 61–71

account through the rainflow cycle algorithm itself. In the stress range is a crucial step in the fatigue lifetime evalua-
CSQ model the sequence effect can be considered explicitly tion. Among possible techniques to identify DSi [26], the
in fatigue crack propagation model. rainflow counting method is more often used in the literature
In a simplified analysis of the structure subjected to [4]. The damage in a single cycle can then be summed up by
stochastic loading only the mean value of the fatigue life- the Miner’s rule [5] over the total number of cycles N to
time is often evaluated while the external loading is evaluate the total damage D:
assumed to be Gaussian and narrow-banded. Due to the
X
N XN
DS m
i
non-linear behaviour of the structure and non-normal char- Dˆ Di ˆ …3†
acter of the external loading the structural response may be iˆ1 iˆ1
K
highly non-normal and the frequency content of the
and the failure takes place when D ˆ 1: Under random
response power density function (PSD) not necessarily
loading the damage parameter D is a random variable and
narrow-banded. Recently Rychlik [24] and Frendahl et al.
is often approximated as a sum of the independent random
[18] have shown on a very wide numerical simulation basis
variables having the same probability distributions. The fail-
that a homogeneous Markov chain is a very good approx-
ure probability PF is then defined as:
imation of the random sequence of extremes of the station-
"N #
ary Gaussian and non-Gaussian processes with various XF DS m
i
bandwidth properties. The approximation of the random PF ˆ P ⬎1 …4†
iˆ1
K
sequence of extremes of the loading by a homogeneous
Markov chain was the starting point for the development where N F is the random number of cycles to failure. It is
of two stochastic methods for the estimation of fatigue life- well known that the mean value E[NF] is given by:
time under random loading. Under the Markov chain 1 K
approximation of extremes of the external loading the prob- E‰N F Š ˆ   ˆ …5†
DS m
i E‰DS mŠ
i
ability distribution of the rainflow cycles is evaluated in E
Refs. [2,9,24]. The Miner’s rule [5] is then used to compute K
the mean value of the fatigue lifetime. The CSQ method to and, for a great N F ˆ E‰N F Š value, the probability distribu-
compute the fatigue lifetime was employed in a mixed, tion of the random number of independent random variables
partially analytical, partially numerical approach originally in such a sum can be approximated by the inverse Gaussian
suggested in Ref. [7] and modified and improved in Refs. probability distribution [13–15].
[13–15]. The approach eventually leads to the analytical For narrow-band Gaussian processes the stress range
form of probability distribution of the fatigue lifetime and follows the Rayleigh probability distribution and then the
can be extended to compute the fatigue reliability under close form solution is available for E[NF] in Eq. (5):
random material properties and crack size and geometry [6,8].
K
The goal of this paper is to compare the fatigue lifetime E‰N F Š ˆ   …6†
p m
evaluation methods sketched above with reference to the …2 2·s s † m · !
fatigue experiment results presented in Refs. [29,30]. The 2
capability and the performance of the two methods to where s s is the mean square root of the loading process, cf.
capture the non-Gaussianity, bandwidth parameter and Rychlik [25]. If the loading is not narrow-banded a coeffi-
retardation effects on the fatigue lifetime are finally illu- cient d is usually introduced:
strated and discussed. E‰N F Š wide-band loading
dˆ …7†
E‰N F Š narrow-band loading
2. The RFC method
The neglecting of the bandwidth effect produces conserva-
2.1. Fatigue lifetime evaluation tive results, i.e. d ⬎ 1 [20].
An additional coefficient g must be applied in the case
Under constant amplitude loading the fatigue results are when the process in non-Gaussian, namely:
usually represented by a S–N curve [5]:
E‰N F Š Gaussian loading
N ˆ K·DS⫺m …1† gˆ …8†
E‰N F Š non-Gaussian loading
where DS is the stress range while K and m are material The neglecting the non-Gaussianity produces conservative
constants. Under variable amplitude loading the expected results, i.e. g ⬍ 1; if the kurtosis of the loading process is
fatigue damage per cycle, Di, corresponding to a stress less than 3 and non-conservative results, i.e. g ⬎ 1; if the
range, DSi, can be determined as [5]: kurtosis of the loading process is greater than 3. The final
1 DS m expression for the estimation of the fatigue lifetime under a
i
Di ˆ ˆ …2† wide-band non-Gaussian process is then obtained by multi-
Ni K
plying Eq. (6) by d=g: In the literature several methods were
Under variable amplitude loading the identification of the proposed to estimate the coefficients d and g [4,6]. They
 P. Colombi, K. Doliñski / Probabilistic Engineering Mechanics 16 (2001) 61–71
Fig. 1. Definition of rainflow cycle amplitude.
include some complicated expressions involving the irregu-
larity factor and the central or Hermite moments of the
loading process and the fatigue material parameters. The
proposed stochastic RFC method gives directly the fatigue
lifetime without the need of any correction coefficient.
2.2. Distribution of the rainflow cycle stress range
In a general situation, cf. Eq. (5), the evaluation of
E‰DS im Š is crucial. In Ref. [23] a new definition of the
classical rainflow counting algorithm was presented. From
Fig. 1 it is seen that the rainflow cycle range DS(t), with
reference to a maxima S…t† ˆ M0 ˆ u; is given by:
DS…t† ˆ min‰DH ⫹ …t†; DH ⫺ …t†Š …
In Fig. 1 t ⫺ and t ⫹ are the times of the last and first down-
and up-crossing of the level u before and after t and
M⫺1 ; M1 … are the adjacent local minima as well as
M⫺2 ; M2 … are the adjacent local maxima.
The definition given in Eq. (9) and Fig. 1 is very conve-
nient [3,24] for the evaluation of the conditional probability
distribution PDS 兩 M0 …h兩u† of the RFC range DS given M0 ˆ u:
Such a conditional distribution is in fact the solution of the
following first passage problem of the sequence of local
maxima and minima Mk:
PDS 兩 M0 …h兩u† ˆ 1 ⫺ P…M k crosses u ⫺ h before it crosses u as k
! ^∞兩M0 ˆ u† (10)
The solution of this problem is very difficult in general.
The computation of PDS 兩 M0 …h兩u† involves the knowledge of
all finite dimensional distribution of the sequence of
extremes. In Ref. [24] a Markov chain approximation for
the sequence was introduced. This makes the problem more
tractable from the mathematical point of view. The knowl-
edge of the relevant transition matrix of the Markov chain is
only required to evaluate the conditional distribution func-
tion of the RFC range as the solution of a linear equation
system [2,9,24]. In addition the class of stochastic processes
for which the Markov chain approximation of their extremes
can be assumed is very wide and covers many types of real
loading processes. After discretization of the range of
extremes into a given number of classes ⫺∞ ⬍ u1 ⬍ u2 ⬍
63
… ⬍ un⫺1 ⬍ un ⬍ ⫹∞ one can define the discrete
sequence of the extremes M dk as:
Mkd ˆ ui if ui ⱖ Mkd ⬎ ui⫹1 …11†
Assuming that M dk
is a one step Markov chain defined by
the marginal distribution of a maximum M d0 ; P…M0d ˆ um †;
and the two transition probabilities matrices, the first one
from the maxima to the following minima P⫹ …k; m† and the
second one from the minima to the next maxima P⫺ …k; m†;
respectively:
P⫹ …k; m† ˆ P…M1d ˆ um 兩M0d ˆ uk † …12†
9† P⫺ …k; m† ˆ P…M2d ˆ um 兩M1d ˆ uk †
the conditional probability distribution of the discrete rain-
flow cycle range is:
PDSd 兩 M d0 …ui ⫺ uj 兩ui † ˆ 1 ⫺ p2 …ui ; uj 兩ui † …13†
Details on the evaluation of p…ui ; uj 兩um† are given in Refs.
[2,9,24]. As the conditional distribution PDSd 兩 M d0 …h兩u† is
computed the unconditional distribution PDS …h† of the
RFC range is calculated as follows:
X
n
PDS d …h† ˆ PDS d 兩 M d …h兩ui †P…M0d ˆ ui † …14†
0
iˆ0
PDS d …h† allows us to compute E‰DSm
i Š and then to evaluate
the fatigue lifetime from Eq. (5).
3. The CSQ method
3.1. Retarded fatigue crack growth
Assuming the Paris–Erdogan equation for description of
the fatigue crack growth and taking into account [31] the
concept of effective stress range, DSeff ˆ S⫹ ⫺ S⫺eff ; the
crack length increment, Da, due to a given loading cycle
can be written as [11,12]:
m p m
Da ˆ g…a†DSm eff ˆ C·Y…a† … p·a† DSeff
m
…15†
with the coefficient C and the exponent m being some
parameters that generally depend on material and loading
64 P. Colombi, K. Doliñski / Probabilistic Engineering Mechanics 16 (2001) 61–71
Fig. 2. The overloading-induced plastic zone range, rY …aol ; Sol †; the current
one, rY …a; S⫹ †; and the one corresponding to the reset stress, rY …aol ; Sr †:
conditions. The dimensionless function Y(a) depends on the
crack and specimen geometry. The effective stress range is
assumed to account for the crack closure and the opening
effect resulting from the crack tip plasticity. In fatigue
experiments under constant amplitude loading with a single
overloading, Sol, it is, moreover, observed that the crack
opening stress, Sop, increases transitorily after the overload
application and then returns to its pre-overloading value. As
a consequence it lessens the effective stress range, DSeff, and
eventually the fatigue crack growth rate. In some retardation
models the retarded growth of the fatigue crack after an
overloading is assumed to continue as long as the current
plastic zones, rY (a,S ⫹), due to the maxima, S ⫹, following an
overloading, Sol, are contained in the plastic zone, rY (aol,Sol),
created by the overloading at a ˆ aol ; cf. Fig. 2.
In the Willenborg’s model [5], the reduction of the fatigue
crack growth rate after an overloading is associated with the
stress, sr, called the reset stress, necessary to create a plastic
zone, rY (a,Sr), that would reach the boundary of the over-
loading-induced plastic zone, rY (aol,Sol). The reset stress is
calculated from the equality aol ⫹ rY …aol ; Sol † ˆ
Fig. 3. Block structure of stochastic loading for retarded fatigue crack
growth.
a ⫹ rY …a; Sr †; where a is the current crack length [7,13–
15]. In order to specify the retardation intensity several
models assume that the opening stress is related to the
reset stress by Sop ˆ q·Sr [22,32] leading to the following
form of the effective minimum S⫺ eff :
8 ⫹ ⫹
>
> q·S if S ⬎ Sr and S⫺ ⬍ q·S⫹
>
>
>
>
>
> S⫺ if S⫹ ⬎ Sr and S⫺ ⬎ q·S⫹
<
S⫺
eff ˆ q·Sr if Sr ⬎ S⫹ ⬎ q·Sr and S⫺ ⬍ q·Sr
>
>
>
>
>
> S⫺ if Sr ⬎ S⫹ ⬎ q·Sr and S⫺ ⬎ q·Sr
>
>
: ⫹
S if S⫹ ⬍ q·Sr
…16†
Introducing the reset stress Sr as the variable governing
the retardation effect the crack length increment Dai due to
the ith loading cycle becomes depending on the crack, a0,
and load, Sol, history as follows, cf. Eq. (15):
Da ˆ g…ai †DSi;eff …S⫹ ⫺
i ; Si ; Sr …ai 兩aol ; Sol †† …17†
Note that due to this modification a very convenient form of
the crack growth equation with separable variables, crack
length, a, and loading characteristics, DSeff, is lost, cf. Eq.
(15). A memory effect is introduced. It excludes the usual
approach to be applied where a damage parameter, G ,
depending on the loading process alone and satisfying the
Miner’s hypothesis on linear damage accumulation is
assumed.
3.2. Stochastic loading and retardation
For stochastic loading every maximum can likely be an
overloading. In previous papers [7,13–15] some conditions
were formulated for a maximum to be an overloading,
S ⫹ …k† ˆ S ol ; for the subsequent maxima to be admissible
to retain the crack to propagate in a retardation and then in a
post-retardation phase, cf. Fig. 3. It appears that the whole
fatigue crack propagation process alternately consists of
retardation and post-retardation phases. The couples of
these successive phases are considered as blocks starting
and terminating with an overloading. The stress extremes
are the only loading parameters involved in the fatigue crack
growth equation. Assume again that the homogeneous
Markov chain is a good approximation of the random
sequence of extremes of the loading process.
In Refs. [7,13–15] a numerical procedure was proposed
to evaluate the probability distribution PB;N B …bi ; n兩aol † ˆ
P‰B…aol † ˆ bi ∧ NB …aol † ˆ nŠ of the length, B(aol), of the
retardation ⫹ post-retardation block, which has started at
a ˆ aol ; and the number of cycles, NB(aol), within the
block whereas bi ˆ i·da and d a denotes a crack length
increment used in the discrete numerical simulation scheme.
The calculations show the properties ncorr p NB p NF,
whereas NF denotes the fatigue lifetime, and B(aol) p aol.
This allows us to consider the sequence of retardation ⫹
post-retardation phases as a sequence of random,
 P. Colombi, K. Doliñski / Probabilistic Engineering Mechanics 16 (2001) 61–71 65

approximately statistically independent, crack length incre- the same probability distribution:
ments. Considering only one retardation block with the
X
MF
crack length increment, B(aol), and with a number of stress NF ˆ N Bi …22†
cycles, NB(aol), the increment of the fatigue damage para- iˆ1
meter, G B(aol), within a retardation block can be written, cf.
The number of blocks to failure, M F ; is usually suffi-
Eq. (17), as follows:
ciently great to apply the central limit theorem modified
Zaol B…aol † da NBX
…aol † for a sum of a random number of random variables [13–
G B …aol † ˆ ˆ DG…S n⫺ ; S⫹
n ; an 兩aol † …18† 15]. Thus, the probability distribution of the number of
aol g…a† nˆ1
cycles to failure N F ; can be approximated by the Gaussian
As mentioned before the strong inequalities B(aol) p aol probability distribution:
appears to be satisfied for any aol from a crack length inter- " #
n ⫺ M F ·N B
val [a0,aF] where a0 and aF denote the initial and admissible FN F …n† ˆ P‰N F ⱕ nŠ ⬇ F …23†
ultimate crack lengths, respectively. Referring to the reset sN F
stress definition it is easily seen that the effect of the reset with mean value and variance:
stress depends on the ratio aol/a with aol ⱕ a ⱕ aol ⫹ B…aol †;
rather than on the location, aol, of the block within the inter- E‰N F Š ˆ M F ·N B …24†
val [a0,aF] alone. Then, the number of cycles, NB, and the
gF
damage parameter increment, G B, in a retardation block can s N2 F ˆ M F ·s N2 B ⫹ s M2 F ·N B 2 ˆ ·…s N2 B ⫹ n G2B ·N B 2 †
be considered as independent of aol and P B;N B …bi ; n兩aol † ˆ GB
PB;N B …bi ; n†: Moreover, by making use of Eq. (18) it is possi- Additional calculation of the mean and standard deviation
ble to transform the joint probability distribution of (B, NB) of the time to failure are given in [13–15]. Moreover, the
into the joint probability distribution of (G B, NB). Statistical stochastic CSQ model was extended to the case when a
moments G Bk and N kB of the kth order of the damage para- sequence of loading trains of quite different statistical char-
meter, G B ; and of the number of cycles, N B ; within a single acteristics is applied to the structure [16]. It corresponds to
retardation block, B, are then easily calculated: the situations often met in application when a structure
X
∞ X
∞ subjected to stochastic loading has to sustain transient over-
G Bk ˆ g ki PG B ;N B …gi ; n† loading periods of random duration and occurring occasion-
iˆ1 nˆ1 ally (storm for offshore structures, strong winds for high
…19† buildings, slender columns or masts, take-off and landing
X
∞ X
∞
N Bk ˆ n k
PG B ;N B …gi ; n† of aeroplanes, changing of operation modes of machinery
nˆ1 iˆ1 and so on).
The evaluation of the fatigue lifetime distribution given
The fatigue damage parameter, G…M† after M blocks is
by Eq. (23) must be carried out for a given realisation of the
then the sum of the M independent random variables having
random vector of additional parameters x (material proper-
the same probability distribution. Until the fatigue failure,
ties, crack and structural detail geometry and so on). The
the fatigue damage parameter should be less than a critical
unconditional probability distribution of the lifetime, FNF ;
value, i.e. G F …M F † ⬍ gF ; corresponding with the critical
can be calculated by a direct integration:
crack length, aF:
ZaF da Z
gF ˆ …20† FN F ˆ FN F …n兩x†·fx …x† dx …25†
a0 g…a†

where a0 is the initial crack length. Thus, the probability of where fx …x† is the probability density function of the para-
failure is defined as: meters vector x or by using some approximation methods of
"M # reliability analysis [6,8].
XF
PF ˆ P‰G F …M F † ⬎ gF Š ˆ P G Bi ⬎ gF …21†
iˆ1
4. Numerical example
where M F denotes the random number of blocks to failure.
For a great value of MF ˆ E‰M F Š; the probability distribu- The cruciform joint, cf. Fig. 4, realised by a vertical leg
tion of the random number of independent random variables and two horizontal stems attached to the mid section by full
in such a sum can be approximated by the inverse Gaussian penetration fillet welds was extensively tested in [27–30]
probability distribution [13–15] with the mean M F ˆ gF =G B under both Gaussian and non-Gaussian stochastic loading.
and variance s M 2
F
ˆ s G2 B ·gF =G B3 ˆ nG2B ·M F : The total The specimen was excited axially in the vertical direction
number of cycles to failure, N F ; is then given as the sum and the experiments were ended when the current stiffness
of a random number M F of random variables N Bi (the of the specimen was one half of the original one. Each test
random number of cycles within a retardation block) having was repeated up to 5 times and the geometric mean was
66 P. Colombi, K. Doliñski / Probabilistic Engineering Mechanics 16 (2001) 61–71

Fig. 6. Welded geometry under consideration.

were performed in order to evaluate the S–N curve of the

structural detail. The constant amplitude experimental
results are reported in Fig. 5 (cross) together with the S–N
curve (dashed line) originally proposed in Refs. [29,30], in
the following form (MPa units):
N ˆ 1:7811 × 1012 ·S⫺3:21
max …26†
This relationship will be used in connection with the
stochastic RFC method to estimate the fatigue lifetime of
the welded detail under investigation.
In order to compute the fatigue lifetime by the stochastic
CSQ method a geometry function Y(a) for the stress inten-
sity factor has to be assumed. The form given in Ref. [22] is
applied, cf. Eq. (15):

Fig. 4. Cruciform joint under consideration.

Y…a† ˆ Yc …a†·Yf …a† …27†
where Yc(a) and Yf (a) take into account the stress concen-
evaluated. Due to the small size of the ensemble, no reliable tration due to weld and crack shape, respectively. For the
second moment information is available. Results were used specimen geometry under investigation, cf. Fig. 6, the stress
to experimentally investigate the effect of loading non- concentration factor can be assumed as follows [19]:
Gaussianity and frequency bandwidth. No attempts were  k
performed to investigate the PSD shape effect on the fatigue a
Yc …a† ˆ B· …28†
lifetime. T
In Refs. [29,30] constant amplitude fatigue experiments where B and k are the functions of the specimen and weld
dimensions, respectively, and a denotes the crack depth.
A semi-elliptical crack shape was assumed and the rela-
tion between the two semi-axes (c is the major one and a, the
crack depth, is the minor one) comes from the experimental
results [22], as:
9:3209…a†0:4 ⫺ 1:9954…a†0:8 ⫹ 0:86135…a†1:2
c…a† ˆ …29†
2
The crack shape function Yf (a) can be found in Ref. [5]
as:
s
1
Yf …a† ˆ F1 …a† …30†
Q…a†
where F1(a) and Q(a) are functions of the crack shape. The
plot of the geometry function Y(a) is shown in Fig. 7.
Fig. 5. Fitting of the constant amplitude experimental data: proposed fati- As the stress concentration in the region of crack propa-
gue crack growth equation (thick line), S–N curve proposed in Ref. [27] gation was very high due to the weld, the nucleation part of
(dashed line) and experimental data (cross). the fatigue lifetime was neglected and a semi-elliptical
 P. Colombi, K. Doliñski / Probabilistic Engineering Mechanics 16 (2001) 61–71
Fig. 7. Geometry function Y(a) for the cruciform joint under consideration.
crack was assumed to be present at the beginning of the
numerical simulation with an initial crack depth a0 equal
to 0.1 mm. Moreover, since the complete failure of the
specimen was not reached in the experiments a critical
crack length at failure, af, has to be assumed in the numer-
ical fatigue analysis. In what follows af ˆ 8 mm is assumed.
From the Paris–Erdogan Eq. (15) the number of cycles to
failure Nf under constant amplitude stress cycles results as:
1 Z af da
Nf ˆ …31†
C…DSeff † m
a0 …pa†
m=2
…Y…a††m
where DSeff ˆ Smax ⫺ Sop ˆ Smax …1 ⫺ q† and Smax is the
effective stress maxima. The opening stress, Sop, was eval-
uated in Ref. [22] as follows:
 
1 12
Sop ˆ q·Sr ˆ max R; …1 ⫹ R·Rys † Sr …32†
1 ⫹ pcf
where R ˆ Smin =Smax is the stress ratio, Rys ˆ Smax =s ys with
s ys denoting the yielding stress and pcf is the plastic
constraint factor. The plastic constraint factor takes into
Fig. 8. (a) Unimodal PSD function; (b) bimodal PSD function.
67
account the stress state at the crack tip (plane stress or
plane strain) due to thickness effect. Note that the effective
yielding stress is equal to pcf·s ys and according to the von
Mises criterion pcf ˆ 1 under plane stress condition and
pcf ˆ 3 under plane strain condition. Because most crack
growth life is generated at small crack lengths and low stress
levels (plastic zone is small compared to sheet thickness),
nearly plane strain conditions …pcf ˆ 2:5† was assumed in
the calculation. Moreover, the yield stress s ys ˆ 638 MPa
was assumed as indicated in Refs. [29,30]. The residual
stress effect was neglected because it is very difficult to
estimate the residual stress distribution along the crack
path and no information was available in Refs. [29,30]. A
calibration of the proposed fatigue crack propagation law on
the available experimental data resulted in C ˆ 1:1 × 10 12
and m ˆ 3:1: The fatigue failure curve resulting from the
crack growth model is plotted in Fig. 5 with the thick line.
Experimental tests under Gaussian, X…t†; and non-Gaus-
sian, Z…t†; external loading were described in Refs. [29,30].
Both narrow-band and wide-band PSD functions of the
applied loading were considered. The stochastic load
processes were simulated according to the standard
frequency domain simulation technique [1]. The following
unimodal and bimodal PSD functions were assumed for the
Gaussian loading, cf. Fig. 8.
Unimodal spectrum
12 ⫺2:5
S…w† ˆ a 7 exp 0:75 ⱕ w ⱕ 3:0 …33†
w w3
Bimodal spectrum
⫺2:5
S…w† ˆ a exp 0:75 ⱕ w ⱕ 3:0 …34†
w7
w3
1:2 ⫺2:5
S…w† ˆ a exp 6:75 ⱕ w ⱕ 8
…w ⫺ 6†7 …w ⫺ 6†3
68 P. Colombi, K. Doliñski / Probabilistic Engineering Mechanics 16 (2001) 61–71

Table 1 Table 3
Fatigue lifetime for gaussian wide-band process (unretarded solutions are in Fatigue lifetime for non-gaussian wide-band process …k ˆ 5† (unretarded
brackets) solutions are in brackets)

Wide-band gaussian process Wide-band non-Gaussian process …k ˆ 5†

RFC method CSQ method Experiments RFC method CSQ method Experiments

Unimodal spectrum (MPa) Unimodal spectrum (MPa)

RMS 51.75 1:5210 × 106
RMS 69 6:0405 × 105
RMS 103.5 1:6440 × 105
Bimodal spectrum (MPa)
RMS 51.75 4:3330 × 106
RMS 69 1:8880 × 106
RMS 103.5 4:6830 × 105
1:3753 × 106 …1:1753 × 106 † 1:4105 × 105 RMS 51.75 9.4600 × 10 5 8:8027 × 105 …7:0687 × 105 † 8:5360 × 105
5:5581 × 105 …4:9577 × 105 † 5:1510 × 105 RMS 69 3:7594 × 105 3:3505 × 105 …2:6521 × 105 † 3:1640 × 105
1:3885 × 105 …1:2532 × 105 † 1:8870 × 105 RMS 103.5 1:0230 × 105 8:1206 × 104 …6:2637 × 104 † 4:4200 × 104
Bimodal spectrum (MPa)
3:7455 × 106 …3:5259 × 106 † 3:9328 × 106 RMS 51.75 2:7801 × 106 2:3764 × 106 …2:2916 × 106 † 2:6105 × 106
1:4973 × 106 …1:4146 × 106 † 2:0277 × 106 RMS 69 1:1041 × 106 9:5137 × 105 …9:1817 × 105 † 8:1550 × 105
4:0590 × 106 …3:8509 × 106 † 3:8670 × 105 RMS 103.5 3:0044 × 105 2:5877 × 105 …2:5151 × 105 † 8:9400 × 104

where a is the scaling factor. These loading processes had
upward zero crossing rates of 0.20 and 0.39 occurrences/s
and a peak rate of 0.24 and 1, respectively. Different levels
of root mean square (RMS) of the loading were used in
order to investigate the effect of the load intensity on the
resulting fatigue lifetime.
The non-Gaussian loading histories, Z…t†; were obtained
by the following non-linear transformation of the corre-
sponding Gaussian loading histories X…t† :
k ˆ 2: All fatigue lifetime assessments (in duty cycles)
for the welded cruciform joint, cf. Fig. 4, are shown in
Tables 1–6 below. The reference experimental results in
form of the geometric means of the sample lifetimes are
quoted from Refs. [29,30] in the last column of each
table.
4.1. The RFC method results

b…sgn…X††…兩X兩n † The fatigue lifetimes obtained from the RFC method are
Z…t† ˆ G…X…t†† ˆ X ⫹ …35† given in the second column of each table. As the cycle
C
sequence effect cannot be taken into account explicitly in
where b and n are the appropriate transformation para- this method, no comparative information on the unretarded
meters and C is introduced to force the condition s x ˆ s z : fatigue lifetime is available.
The kurtosis: The RFC results seem to agree quite well with the experi-
mental ones. Under wide-band Gaussian loading the
E‰…Z ⫺ mz † 4 Š maximum deviation is less than 20%. In the wide-band
kz ˆ …36†
s z4 non-Gaussian cases the error is less than 35%. For the
narrow-band loading the deviation between the numerical
is a measure of the non-Gaussianity of the loading (for a and experimental results appears to be less than 15% for the
Gaussian process it is exactly equal to 3). Gaussian and non-Gaussian stochastic processes. Only the
The following sets of parameters (b , n, C) were adopted case with Gaussian loading and RMS ˆ 69 MPa produces a
in order to obtain two different values of the kurtosis k : larger error. The large disagreement between the experi-
(0.342, 2., 1.563) for k ˆ 5 and (1.735, 0.5, 2.257) for mental and numerical results for the non-Gaussian process
with RMS ˆ 103:5 MPa may be attributed to a fatigue rate
acceleration effect of large amplitude cycles occurring in
Table 2 that case of the loading when the stress maxima approach
Fatigue lifetime for non-gaussian wide-band process …k ˆ 2† (unretarded
solutions are in brackets)
the yield strength of the material.

Wide-band non-Gaussian process (k ˆ 2) 4.2. The CSQ method results

RFC method
Unimodal spectrum (MPa)
RMS 51.75 2:2175 × 106
RMS 69 8:5246 × 105
RMS 103.5 2:3251 × 105
Bimodal spectrum (MPa)
RMS 51.75 6:7788 × 106
RMS 69 2:6902 × 106
RMS 103.5 7:1318 × 105
CSQ method
2:1719 × 106 …1:6424 × 106 †
8:2161 × 105 …6:0225 × 105 †
2:0451 × 105 …1:4933 × 105 †
5:4314 × 106 …4:9658 × 106 †
2:1723 × 106 …1:9985 × 106 †
5:8943 × 105 …5:4439 × 105 †
Experiments
The fatigue lifetimes obtained from the CSQ method are
given in the third column of each table. Since the cycle
2:4319 × 106 sequence effect can be easily considered in this method
8:880 × 105 the unretarded fatigue lifetimes were calculated and are
3:2535 × 105
given in brackets as well.
The CSQ method results show generally the same trend as
6:7801 × 106 those from the RFC method but they seem to agree better to
3:496 × 106
the experimental data. Under the wide-band Gaussian load-
6:6670 × 105
ing the error was less than 10% except the bimodal spectrum
 P. Colombi, K. Doliñski / Probabilistic Engineering Mechanics 16 (2001) 61–71 69

Table 4
Fatigue lifetime for gaussian narrow-band process (unretarded solutions are in brackets)

Narrow-band gaussian process

RFC method CSQ method Experiments

RMS 34.5 (MPa) 5:4739 × 106 4:7680 × 106 …3:0177 × 106 † 4:7097 × 106
RMS 51.75 (MPa) 1:2904 × 106 1:2546 × 106 …7:7788 × 105 † 1:2441 × 106
RMS 69 (MPa) 4:6284 × 105 4:8026 × 105 …3:0837 × 105 † 6:1160 × 105
RMS 103.5 (MPa) 1:0910 × 105 1:1820 × 105 …7:1395 × 104 † 1:1750 × 105
RMS 155.25 (MPa) 2:5710 × 104 2:5908 × 104 …1:7004 × 104 † 1:4400 × 104

case and the RMS level equal to 69 MPa. For the wide-band
non-Gaussian loading the error was less than 15% except the
bimodal spectrum case and the kurtosis k ˆ 2: For the
narrow-band loading a very good agreement with experi-
mental results with an error less than 5% is observed for the
Gaussian and non-Gaussian processes. Only the case with
non-Gaussian loading and a RMS ˆ 69 MPa produces a
larger error. Again the large disagreement between the experi-
mental and numerical results for the non-Gaussian process
with RMS ˆ 103:5 MPa may be attributed to a fatigue rate
acceleration effect of large amplitude cycles in this case.
It is very interesting to compare the unretarded fatigue
lifetimes with the unretarded ones. As the bandwidth of
loading becomes wider the retardation effect appears to
become less significant. It is valid for both Gaussian and
non-Gaussian loading and results from a reduction of the
mean length of the retardation block. As an example the
increment of the fatigue lifetime due to the retardation effect
is less than 9% for both Gaussian and non-Gaussian bimodal
wide-band loading. For the narrow-band loading where the
cluster effect produces large retardation blocks the differ-
ence between the retarded and unretarded lifetime values
exceeds by 75% for the non-Gaussian loading with the
kurtosis k ˆ 5: Note that neglecting the retardation effect
makes the fatigue crack propagation a memoryless
process. It makes also the whole analysis of the fatigue
process and the evaluation of the fatigue lifetime much
more simple [10].
5. Concluding remarks
The examination of the numerical results indicate that the
fatigue lifetimes produced by the Gaussian loading are
longer than for the non-Gaussian loading with the same
RMS level and the kurtosis k ˆ 5: The reverse is true for
non-Gaussian loading with the kurtosis k ˆ 2: It implies
that a special attention must be always paid when evaluating
the fatigue lifetime of a structure under non-Gaussian
loading. In fact, some traditional fatigue analysis techniques
such as the Rayleigh approximation do not include this
non-normality effect [4]. It produces a non-conservative
fatigue lifetime estimation when the loading kurtosis is
greater than 3. The results also reveal that with an increasing
bandwidth of the loading the fatigue lifetime increases as
well. Note that a simple dividing of the number of cycles to
failure by the peak rate drastically reduces the time to failure
as the bandwidth increases for both the Gaussian and non-
Gaussian loading [30]. It means that the high frequency
components are important because they accelerate the rate
of fatigue damage accumulation. Moreover, this support the
hypothesis [21], that an endurance fatigue strength limit
observed under constant amplitude loading does not exist
(or at least is suppressed to a lower level) under variable
amplitude loading.
Two different approaches to the problem of fatigue
crack growth under random loading have been presented
and discussed in this paper. The stochastic RFC method
makes a use of the well-known rainflow cycle algorithm
to identify the stress cycles from the loading history. The
Markov chain assumption for the sequence of extreme of
the random loading allows one to compute the probability
distribution of the rainflow stress range. Miner’s rule is
then used to evaluate the damage accumulation and
finally the fatigue lifetime. In this approach the sequence
effect is only implicitly taken into account through the

Table 5
Fatigue lifetime for non-gaussian narrow-band process …k ˆ 2† (unretarded solutions are in bracket)

Narrow-band non-Gaussian process …k ˆ 2†

RFC method CSQ method Experiments

RMS 51.75 (MPa) 2:116 × 10 6

2:0716 × 10 …1:3639 × 10 †
6 6
2:195 × 106
RMS 69 (MPa) 7:5898 × 105 7:0546 × 105 …4:5459 × 105 † 7:758 × 105
RMS 103.5 (MPa) 1:7891 × 105 1:7589 × 105 …1:2531 × 105 † 1:669 × 105
RMS 155.25 (MPa) 4:2174 × 104 4:2896 × 104 …2:9473 × 104 † 3:37 × 104
70 P. Colombi, K. Doliñski / Probabilistic Engineering Mechanics 16 (2001) 61–71
Table 6
Fatigue lifetime for non-gaussian narrow-band process …k ˆ 5† (unretarded solutions are in bracket)
Narrow-band non-Gaussian process …k ˆ 5†
RFC method CSQ method
RMS 34.5 (MPa) 3:4922 × 106 3:3197 × 106 …1:8837 × 106 †
RMS 51.75 (MPa) 8:7448 × 105 8:8040 × 105 …5:0434 × 105 †
RMS 69 (MPa) 3:1366 × 105 3:1764 × 105 …1:6853 × 105 †
RMS 103.5 (MPa) 7:3939 × 104 7:1242 × 104 …4:0547 × 104 †
cycle counting algorithm and then no information are
available on the unretarded fatigue crack growth. The
stochastic CSQ method makes use of fracture mechanics
concept to formulate a fatigue crack growth model that
takes into account explicitly the sequence effect. Again
the Markov chain assumption for the sequence of
extremes of the random loading allows one to follows
the probabilistic structure of the damage accumulation
process and leads to analytical form of probability
distribution of the fatigue lifetime.
The unretarded fatigue lifetimes evaluated by the CSQ
method were compared with the retarded ones in order to
quantify the retardation effect. Numerical results illustrate
that under wide-band Gaussian loading the retardation effect
was less than 15% for the unimodal PSD and less than 6%
under bimodal PSD. The retardation effect increases under
non-Gaussian loading quite independently from the kurtosis
value. With unimodal PSD the underestimation of the fati-
gue lifetime was less than 35% and decreases to less than
9% with bimodal PSD. Retardation effect appears to be very
important in the fatigue lifetime evaluation for both Gaus-
sian and non-Gaussian narrow-band loading. In these cases
the neglecting of retardation effects produces an overestima-
tion of the fatigue lifetime by more than 75%. For the load-
ing cases and PSD functions considered in the paper the
retardation effect can be neglected for the Gaussian wide-
band loading for both unimodal and bimodal PSD function.
For the non-Gaussian loading the retardation effect can be
neglected only as the process bandwidth becomes wider
and, in particular, for the bimodal PSD function. A
narrow-band loading requires the retardation effect to be
taken into account in order to assure the fatigue lifetime
assessment to be credible.
Referring to the example presented in the paper and
obtained results it can be concluded that the CSQ
method performs well. However, the CSQ method
enables us to consider and estimate explicitly the retar-
dation effect. Moreover, it has been extended to account
for acceleration effects resulting from very high maxima
of stochastic loading [17]. The CSQ method is, in
general, very flexible. As shown in the authors earlier
papers [6,8] some other sources of uncertainty (such as
material parameters, specimen and crack geometry etc.)
can be quite straightforwardly included in the model as
well.
Experiments
3:1699 × 106
8:7450 × 105
3:030 × 105
2:930 × 104
Acknowledgements
The first author is grateful for support from the Milan
Technical University
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