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Statistical Evaluation of Fatigue Tests Using Maximum Likelihood
Statistical Evaluation of Fatigue Tests Using Maximum Likelihood
Load-controlled fatigue tests are usually • normal distribution straight line in a double-logarithmic repre-
performed to identify the fatigue behavior • logarithmic normal distribution sentation with a slope of k and to use the
of specimens and components. Typically, • linear exponential distribution logarithmic normal distribution to describe
test objects are cyclically loaded with a • Weibull distribution (two/three-parametric) the scatter. Since the S-N curve after the
constant load amplitude at a constant fre- • sin-distribution (arcsin√ •P-transformation) knee point generally has no horizontal
quency up to a defined failure criterion, for • logit distribution. course [18], the course in the long life fa-
example, up to the first technical crack or Other methods are proposed for the experi- tigue regime can also be represented as a
rupture. Specimens that reach a previously mental procedure and the evaluation of fa- straight line in a double-logarithmic repre-
defined limit number of cycles NG without tigue test results to determine the long-life sentation with finite slope k* (see Figure 1).
failure are referred to as runouts. From the fatigue regime [6]: Even though this representation leads to a
results of several tests at different load am- • Probit method [7] sharp kink in the S-N curve at the knee point
plitude magnitudes, the parameters of an • delimitation method [8] that can be doubted from a physical point of
S-N curve (Wöhler curve) can be derived. • staircase method (SCM) of Dixon and Mood view, this description is commonly used due
The S-N curve is the basis for the fatigue [9], as well as the modifications and exten- to its easy application and the typically good
life estimation of cyclically loaded compo- sions described in [10-14]. representation of actual fatigue data.
nents, so that a mathematical formulation In order to apply one of these evaluation The S-N curve equation thus consists of
is necessary. In the literature, various de- methods, tests should be carried out in the two parts. The description in the high cycle
scriptions for S-N curves can be found. specified manner. fatigue regime, i. e., for cycles below the
Some of these are straight lines in double- In the high cycle fatigue regime, the test knee point Nk up to the low cycle fatigue
logarithmic grid [1], curves with asymp- procedure is typically differentiated be- regime (up to approx. N = 104), is given by
totic transition into the long life fatigue re- tween the load level (LLM) and the pearl Equations (1a) resp. (1b)
gime (N > Nk) [2] or S-shaped curves [3]. In string method (PSM). While in the load −k
⎛ S ⎞
Castillo et al. [4], various models for S-N level method several fatigue tests are car- N = Nk × ⎜ a ⎟ (1a)
curves are discussed. ried out at a few selected load levels, in the ⎜⎝ S ⎟⎠
a,k
The results of fatigue tests show a scat- pearl string method, usually only one test 1/k
⎛N ⎞
ter. This is caused by scattering in the ma- is carried out at a relatively large number Sa = Sa,k × ⎜ k ⎟ (1b)
terial, the specimen geometry as well as in of different load levels. ⎝ N⎠
the execution of the test due to slightly In practical application, it is common
varying clamping or loading conditions. praxis [15-17] to present the fatigue strength and the description in the long life fatigue
Various distribution laws are used in the results of a test series with constant ampli- regime, i. e., for numbers of cycles above the
literature to describe the scatter [5]: tudes in the high cycle fatigue regime as a knee point Nk, using Equation (2a) resp. (2b)
⎛ S ⎞
−k* Statistical evaluation of vanced IABG method” [20, 21] which is an
N = Nk × ⎜ a ⎟ (2a) fatigue strength tests improvement of the “Hück staircase
⎜⎝ S ⎟⎠ method” [11]. This results in the endurable
a,k
1/k* Evaluation according to DIN 50100. stress amplitude at the given limit number
⎛N ⎞
Sa = Sa,k × ⎜ k ⎟ (2b) DIN 50100 distinguishes between the areas of cycles Sa,NG for the probability of survival
⎝ N⎠ of the high cycle fatigue regime and the long Ps = 50 % and the standard deviation of the
life fatigue regime, both in the test proce- logarithmic stress amplitudes sS,NG.
The parameters of the “bilinear” S-N curve dure and in the evaluation. In the high cycle The endurable load amplitude Sa,NG, de-
are therefore: fatigue regime, a straight line in the double termined by the staircase method, is used
• k: the slope k before the knee point logarithmic grid represents the S-N curve. to calculate the number of cycles at the
• Sa,k: the load or stress amplitude at the The tests are carried out using the pearl knee point Nk of the 50 % S-N curve from
knee point string or load level method (on two levels) the S-N curve in the high cycle fatigue re-
• Nk: the number of cycles at the knee point until the failure criterion is reached. gime according to Equation (5)
• k*: the slope after the knee point If the tests were carried out using the k
⎛ S ⎞
• sS: the scatter, described by the standard pearl string method (or on more than two Nk = NB × ⎜ B ⎟ (5)
deviation in the S-direction of the loga- ⎜⎝ S ⎟
load levels), the S-N curve in the high cycle a,NG ⎠
rithmic load or stress amplitude fatigue regime for the probability of sur-
For the logarithmic magnitude of the stress vival, Ps = 50 % would be determined by lin- with the reference point (SB, NB) in the high
amplitude or the number of cycles of a S-N ear regression of the logarithmic numbers of cycle fatigue regime.
curve, the value 1/T, defined as the ratio of the cycles and load or stress amplitudes Sa. The In a corresponding manner, the numbers
respective magnitude at a probability of sur- linear regression is performed by minimiz- of cycles at the knee points of the S-N
vival Ps = 10 % to that at a probability of sur- ing the distances in the direction of cycles curves for other probabilities of survival Ps
vival Ps = 90 %, is frequently used in practical (dependent magnitude). The parameters of are derived.
application as a scattering measure. If the re- this line are slope k and reference point SB, DIN 50100 distinguishes between two
sults are logarithmically normally distributed, NB. In order to calculate the (logarithmic) S-N curve types:
1/T can be derived from the standard devia- standard deviation sN, the test points are Type I: Horizontal course in the long-life
tion according to Equations (3a) or (3b). shifted parallel to the S-N curve in the high fatigue regime and
cycle fatigue regime to a predefined loading Type II: Further decrease of the S-N curve in
1 Sa,Ps =10% 2.564×sS
level. Through this procedure, the test scat- the long life fatigue regime with a
= = 10 (3a)
TS Sa,P =90% ter (standard deviation) is defined as being slope k* = 45 (for steel materials).
s
identical for all load levels. Evaluation using the maximum likelihood
1 NPs =10% 2.564×sN
If tests in the high cycle fatigue regime method. Spindel and Haibach [22] intro-
= = 10 (3b)
TN NP =90% are only available at two levels (load level duced the concept of maximum likelihood
s
method), the logarithmic mean value and estimation for the analysis of fatigue data
The scatter in direction of load and number of the standard deviation of the logarithms of as a means of handling runout data from
cycles are related by the slope of the S-N curve the number of cycles are calculated for each S-N tests. Using the maximum likelihood
1/k load level. The S-N curve in the high cycle method, an S-N curve is determined by op-
1 ⎛ 1⎞ fatigue regime for the probability of survival timization such that the test points i (Sa,i; Ni)
=⎜ ⎟ (4)
TS ⎜⎝ TN ⎟⎠ Ps = 50 % with parameters k, SB and NB re- have the highest probability P of occur-
sults as a connecting line of the mean values rence, as shown in Equation (6).
Both in DIN 50100 [5] (DIN) and for the for both load levels. Using this evaluation,
Ptot,max = Max ⎛∏ i=1 Pi ⎞ (6)
n
later described evaluation based on the the scatter is described as a (logarithmic)
⎝ ⎠
maximum likelihood method (ML), a “bilin- linear dependence on the load level.
ear” S-N curve representation with loga- For the long life fatigue regime, with Pi = Pi,fail or Pi = Pi,runout, see Figure 2.
rithmic normal distribution is used to de- DIN 50100 prescribes the test procedure On the basis of Nelson’s work, [23, 24],
scribe the scatter [19]. and test evaluation according to the “ad- Pascual and Meeker [25] developed a like-
lihood-based analysis method, the random failure of a specimen and for a runout are Max(sup1 + sup2 + supB) (8)
fatigue limit (RFL) model. This model ac- shown in Figure 2.
counts for an increase in fatigue life scatter With a constant standard deviation sS is thus composed, as follows, for a bilinear
as the stress level is decreased and a curva- over the entire range of numbers of cycles, S-N curve with consideration of the runouts:
ture of the S-N curve associated with the as assumed here, the scatter bands are di- • The n1 test results in the specimens
fatigue limit. rectly related in stress direction and in the where failure at Ni < Nk occurred. For
As outlined by Pollak [26], a maximum direction of fatigue life via the slope of the these points, the distances to the S-N
likelihood based method for the evaluation S-N curve (Equation (4)). In the following, curve in the high cycle fatigue regime
of fatigue data as a bilinear S-N curve with the maximum likelihood method is formu- are evaluated with slope k according to
constant scattering over a number of cycles lated, evaluating the scatter in stress direc- Equation (9).
is described. Therefore, log-Weibull distri- tion. This is useful in order to evaluate test
bution is used whereby the distances be- points in the HCF and LLF differently via see Equation 9 (9)
tween the test points and the S-N curve in the respective slopes, assuming a kink in
the S-direction are evaluated. A horizontal the survival probability lines with Ps ≠ 50 % The last two summands are constants
course of the S-N curve is assumed in the at the knee point. and can therefore be ignored in the
long life fatigue regime. The scatter of the logarithmic quantity in search for the maximum. As explained
In the following, the maximum likeli- the S direction sS (only in relation to the above, an evaluation of the distances be-
hood method is described with which the current sample) is calculated according to tween the test points and the S-N curve in
parameters (slopes k and k*, knee point Equation (7) the N-direction is meaningful. So, to look
Sa,k, Nk and scatter sS) of the “bilinear” S-N at the N-distances (log(Ni) – log(N(Sa,i)))
Σ n (log(Sa,i ) − log(Sa (Ni )))2
curve described in chapter “Introduction” s2S = (7) instead of the S-distances (log(Sa,i) –
can be reliably derived from data of S-N n log(Sa(Ni))) and to keep sS as a measure
tests. Since for S-N curves the load ampli- for the scatter in S-direction, both the
tude is typically the independent value and where Sa(Ni) is calculated for test points distance (log(Sa,i) – log(Sa(Ni))) and the
the number of cycles N is the dependent with N < Nk via the S-N curve in the high standard deviation sS must be multiplied
value, here the distances between the test cycle fatigue regime with slope k, Equation by slope k (or k*). The support is thus
points and the S-N curve in the N-direction (1b), and for tests with N ≥ Nk via the S-N given by Equation (9a).
are evaluated. curve in the high cycle fatigue regime with
In the maximum likelihood algorithm slope k*, Equation (2b). see Equation 9a (9a)
described, logarithmic normal distribution The total probability Ptot for the occur- 1/k
is used to describe the scatter of the S-N rence of n test results is the product of the ⎛N ⎞
with Sa (Ni ) = Sa,k × ⎜ k ⎟
curves, and it is assumed that the scatter is individual probabilities of occurrence Pi ⎝ Ni ⎠
independent of the number of cycles, i. e., distinguishing between failure, Pfailure eval-
the width of the scatter band is the same uated from the probability density, and • The n2 test results in the specimens
for all number of cycles along the entire runouts, Prunout corresponds to the probabil- where failure at Ni ≥ Nk occurred. For
S-N curve. ity of survival, see Equation (6). However, these points, the distances to the long
Furthermore, the algorithm described is the function to be optimized is not directly life fatigue line of the S-N curve are eval-
based on the assumption that the lines of the total probability but its natural loga- uated with slope k* according to Equa-
the same probability of survival from the rithm, which is called support (sup) [22]. tion (9b).
high cycle and long life fatigue regime The individual support functions supi are
meet at the knee point Nk at a constant therefore to be added. The functional to be see Equation 9b (9b)
number of cycle (see Figure 1). For n test maximized, which is called the support 1/k*
results, the probabilities of occurrence for function (Equation (8)) ⎛N ⎞
with Sa (Ni ) = Sa,k × ⎜ k ⎟
⎝ Ni ⎠
The parameters to be optimized are k, k*, for the support function is calculated, is as- A “virtual” test point of the sample is
Sa,k, Nk and sS. However, individual param- sumed to be the most probable knee point generated as follows:
eters can also be specified as known. The Nk,opt for the test points. • selecting the stress/load level of the test
parameters Nk and k* are often specified as point
constants, since in the majority of cases too Reliability studies • (pseudo-) random number RND draw be-
few test results are available in the long life tween 0 < RND < 1 – this is interpreted
fatigue regime to determine them mean- The reliability of the maximum likelihood as probability of survival Ps
ingfully. method described above (in the following • from the given S-N curve of the popula-
The maximum likelihood formulation calculations all S-N curve parameters, k, tion (for the “drawn” probability of sur-
shown corresponds to a linear regression k*, Sa,k, Nk and sS (1/Ts), are always opti- vival) the number of cycles for failure of
with a minimization of the distances in the mized) is subsequently evaluated using “test this test point resulting. If this number
direction of the number of cycles accord- results” simulated using the Monte-Carlo- of cycles is greater than a defined limit
ing, (Equation (10) ), for the case that only method. Monte-Carlo-methods are generally number of cycles NG, this test point is
data in the high cycle fatigue regime (no numerical methods that use random num- marked as a runout.
runouts) are available (n2 = nB = 0). bers to simulate different processes. Figure 3 shows an example of a “virtual”
In the investigations carried out here, test series generated by Monte-Carlo-simu-
Min ⎡ Σ n1(log(Ni ) − log(N(Sa,i )))2 ⎤ (10) “virtual” results of fatigue tests are gener- lation, with the S-N curve derived accord-
⎣ ⎦
ated on the computer with the aid of ing to the maximum likelihood method.
For numerical reasons, the number of cycles (pseudo) random numbers (Monte-Carlo- For the reliability investigations, identical
at the knee point Nk cannot be continuously method). To this purpose, the statistical pa- to the investigations in [28], 10 000 “vir-
optimized since there is a discontinuity at rameters of the S-N curve of the population tual” test series are generated and evalu-
each test point (a test point is either in the are given and random samples are taken by ated. The scatter results from these 10 000
high cycle fatigue regime with slope k, or in means of (pseudo-) random numbers. “virtual” test series are displayed as “box
the long life fatigue regime with slope k*). For the numerical investigations, calcu- plots” for each parameter, Figure 4:
Therefore, an optimization of the remaining lation tools were created by the program- • rectangle between the 25 % and 75 %
parameters is performed for different speci- ming language Python. Python uses the quantiles of all determined values with a
fied numbers of cycles Nk (e. g. 5 ≤ log(Nk) ≤ 7, Mersenne Twister [27] as a random gener- vertical line at the median.
increment Δ = 0.1). The number of cycles at ator. It produces 53-bit precision floats and • a bar between the 1 % and 99 % quantiles
the knee point Nk, at which the largest value has a period of 219937-1. of all determined values.
In a first step, the maximum likelihood
method described above is applied to the
Pearl string method (PSM) Load level method (LLM)
in high cycle regime in high cycle regime examples described in [5]. The S-N curve
parameters of the examples in [5] are
Slope k Nk Sa,k Slope k Nk Sa,k
shown in Table 1 (in the high cycle fatigue
Ps = 50 % 6.66 1 798 877 271.6 6.51 1 730 650 271.6
regime pearl string method in comparison
Ps = 10 % 6.66 1 671 185 253.5 5.86 1 314 650 253.5 to the load level method, in the long life fa-
Ps = 90 % 6.66 1 935 982 291.0 7.17 2 080 937 291.0 tigue regime staircase tests).
Scatter The fatigue strength tests in the high cy-
cle fatigue regime, evaluated via the maxi-
Sa = 330 (* 1/TN = 2.90 1/TN = 3.01
mum likelihood method, result in the same
Sa = 470 (* 1/TN = 2.90 1/TN = 1.89 parameters as in the linear regression rec-
N= 107 (* 1/TS = 1.15 1/TS = 1.15 ommended according to [5]. The reason for
Typ I: k* = ∞, Typ II: k* = 45 this is that, as described above, the maxi-
(*: from corrected standard deviation, scorr = s × (n – 1.74)/(n - 2) for PSM, scorr = s × (n – 0.74)/(n - 1) mum likelihood method can be traced back
for LLM, due to the use of small random samples n
to a linear regression with a minimization
Table 1: Parameters of the S-N curves in DIN 50100 of the x-distances in the event that only
Table 2: S-N curve parameters High cycle fatigue regime k Nk Sa,k k* 1/TS Quantile
for the examples in Pearl string method 6.3 1.26E+06 279.0 81.0 1.23 k Median 99 % 75 % 25 % 1 %
DIN 50100 evaluated via the
maximum likelihood method Load level method 6.2 1.26E+06 278.2 84.6 1.22 ML 4.97 5.76 5.19 4.75 4.23
DIN 5.01 6.22 5.35 4.67 3.84
Acknowledgement
References
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Strength Assessment of Components, Nomenclature © 2021 Walter de Gruyter GmbH,
Frankfurt a. M., Germany 2013 Berlin/Boston, Germany
16 A. F. Hobbacher: Recommendations for Fatigue Δ increment ISSN 0025-5300, e-ISSN 2195-8572
Design of Welded Joints and Components, IIW, 1/T scatter of a S-N curve
Springer, Heidelberg, Germany (2016) cdf cumulative density function The authors of this contribution:
17 DIN EN 1993-1-9: Design of Steel Structures – DIN DIN 50100
Part 1 – 9: General Rules and Rules for Build- H load level for fatigue tests Dipl.-Ing. Klaus Störzel, born in 1959, studied
ings, Beuth, Berlin, Germany (2010) H1 load level of the first staircase test General Mechanical Engineering at the Technical
18 C. M. Sonsino: Course of SN-curves especially HCF high cycle fatigue regime (N<Nk) University of Darmstadt, graduating as Dipl.-Ing.
in the high-cycle fatigue regime with regard to Ho highest load level for fatigue tests in 1986. Since 1987 he has been a Research
component design and safety, International Hu lowest load level for fatigue tests Associate at the Fraunhofer Institute for Structural
Journal of Fatigue 29 (2007), No. 12, k slope of the S-N curve in the high cycle Durability and System Reliability LBF in Darmstadt.
pp. 2246-2258 fatigue regime (N<Nk) He currently works in the Materials and Components
DOI:10.1016/j.ijfatigue.2006.11.015 k* slope of the S-N curve in the long life department in the area of numerical methods and
19 C. Müller, M. Wächter, R. Masendorf, A. Esderts: fatigue regime (N³Nk) component design.
Distribution functions for the linear region of LLF long life fatigue regime (N³Nk) Dr.-Ing. Jörg Baumgartner, born in 1978,
the S-N curve, Materials Testing 59 (2017), LLM load level method studied General Mechanical Engineering at the
No. 7-8, pp. 625-629 ML maximum likelihood Technical University of Darmstadt, graduating as
DOI:/10.3139/120.111053 N number of cycles Dipl.-Ing. in 2005. Following his studies, he started
20 C. Müller: Zur statistischen Auswertung n number of test results at Technical University of Darmstadt as Research
experimenteller Wöhlerlinien (Engl.: On the n1 number of test results where failure at Associate and later joined the Fraunhofer Institute
statistical evaluation of experimental S-N Ni < Nk occurred for Structural Durability and System Reliability
curves), PhD-Thesis, TU Clausthal, Clausthal- n2 number of test results where failure at LBF. He finished his PhD-thesis in 2013 on the
Zellerfeld, Germany (2015) Ni ≥ Nk occurred influence of the residual stress of welded joints
21 C. Müller, M. Wächter, R. Masendorf, nB number of test results were no failure on fatigue life. Currently, he heads the group “
A. Esderts: Accuracy of fatigue limits estimated has occurred (runouts) numerical methods and component design” at
by the staircase method using different NG limit number of cycles (end of test) Fraunhofer LBF and the Working Group 3 “Stress
evaluation techniques, International Journal of nH number of levels for fatigue tests Analysis” at the International Institute of Welding.