Journal Pre-proofs

Digital twin approach for damage-tolerant mission planning under uncertainty

Pranav M. Karve, Yulin Guo, Berkcan Kapusuzoglu, Sankaran Mahadevan,

Mulugeta A. Haile

PII: S0013-7944(19)30649-6
DOI: https://doi.org/10.1016/j.engfracmech.2019.106766
Reference: EFM 106766

To appear in: Engineering Fracture Mechanics

Received Date: 18 May 2019

Revised Date: 30 October 2019
Accepted Date: 5 November 2019

Please cite this article as: Karve, P.M., Guo, Y., Kapusuzoglu, B., Mahadevan, S., Haile, M.A., Digital twin
approach for damage-tolerant mission planning under uncertainty, Engineering Fracture Mechanics (2019), doi:
https://doi.org/10.1016/j.engfracmech.2019.106766

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 Digital twin approach for damage-tolerant mission planning under
uncertainty

Pranav M. Karve, Yulin Guo, Berkcan Kapusuzoglu, Sankaran Mahadevan1

Department of Civil and Environmental Engineering, Vanderbilt University, Nashville, TN, USA

Mulugeta A. Haile
U.S. Army Research Laboratory, Aberdeen, MD, USA

Abstract

The digital twin paradigm that integrates the information obtained from sensor data, physics models,
and operational and inspection/maintenance/repair history of the system or component of interest, can po-
tentially be used to optimize operational parameters of a system or mission in order to achieve a desired
performance or reliability goal. In this article, we develop a methodology for intelligent mission planning
using the digital twin approach, with the objective of performing the required work while meeting the damage
tolerance requirement. The proposed approach has three components: damage diagnosis, damage prognosis,
and mission optimization. All three components are affected by uncertainty regarding system properties, op-
erational parameters, loading and environment, as well as uncertainties in sensor data and prediction models.
Therefore the proposed methodology includes the quantification of the uncertainty in diagnosis, prognosis,
and optimization, considering both aleatory and epistemic uncertainty sources. We discuss an illustrative
fatigue crack growth experiment to demonstrate the methodology for a simple mechanical component, and
build a digital twin for the component. Using a laboratory experiment that utilizes the digital twin, we show
how the trio of probabilistic diagnosis, prognosis, and mission planning can be used in conjunction with the
digital twin of the component of interest to optimize the crack growth over single or multiple missions of
fatigue loading, thus optimizing the interval between successive inspection, maintenance, and repair actions.
Keywords: fatigue crack growth, digital twin, diagnosis, prognosis, Bayesian estimation, information
fusion, optimization, uncertainty quantification.

Nomenclature

θ Vector of model parameters

∆K Range of stress intensity factor

m Measurement error

x Vector of deterministic decision variables

xlb Lower bounds for the deterministic decision variables

1 Corresponding author, Email: sankaran.mahadevan@vanderbilt.edu

Preprint submitted to Engineering fracture mechanics (Special issue on Digital Twin) October 30, 2019
xub Upper bounds for the deterministic decision variables

σm Standard deviation of measurement error

a Crack length

aN Crack length after N fatigue loading cycles

acrit Critical crack length

amean Mean of fatigue crack length

atrue True crack length (obtained using high-resolution imaging)

af Final crack length

C, m Forman’s equation parameters

da/dN Crack growth rate

DI Damage index used for probabilistic diagnosis

DI corr Damage index corrected using data from pitch-catch tests

DI fem Damage index obtained using finite element simulations

F Total applied load in finite element analysis

Fi Fatigue block load amplitude for the i-th maneuver

Kc Fracture toughness

N Number of loading cycles

Ni Number of loading cycles for the i-th maneuver

NMC Number of Monte Carlo samples

Nnodes Number of loaded nodes in the finite element model

Ntotal Total number of loading cycles for each mission

PfT True probability of failure

Pf Probability of failure

plhd Likelihood function

ppost Posterior distribution

pprior Prior distribution

R Stress Ratio

ui Displacement at i-th loaded node in finite element model

W Work performed for a given load and crack length

2
 Wcycle The work done in a fatigue loading cycle

WGP Gaussian process surrogate model that estimates the work done in the loading phase of a cycle

Wmin Minimum amount of work that needs to be performed in each mission

ydata Diagnostic data obtained from pitch-catch tests

νa Poisson’s ratio of adhesive

νp Poisson’s ratio of Aluminum 7075-T6 plate

νxy , νyz , νxz Poisson’s ratios of orthotropic piezoelectric transducers

ρa Density of adhesive

ρp Density of Aluminum 7075-T6 plate

ρpzt Density of orthotropic piezoelectric transducers

dij Dielectric coefficients of piezoelectric transducers

Ea Young’s modulus of adhesive

Ep Young’s modulus of Aluminum 7075-T6 plate

eij Dielectric permittivity of piezoelectric transducers

Exx , Eyy , Ezz Young’s moduli of orthotropic piezoelectric transducers

S0e Scatter energy in S0 mode wave packet for a given crack length

S0o Scatter energy in S0 mode wave packet for for the initial flaw

T Nodal force in finite element model

1. Introduction

Modern aerospace systems often work in dynamic environments with significant variability in loads,
operational requirements, and environmental conditions. Additionally, they need to cope with degradation
and failures of the physical components due to aging, operational stress, and environmental conditions. There
5 is sometimes a need for aerospace vehicles and equipment to operate for long periods of time without the
opportunity for maintenance or repair, for example, during extended missions; thus strategies for extending
the maintenance-free operation window become important. These may include mission planning before a
mission, or adaptive actions during the mission (such as changing the maneuver of the vehicle to reduce
or redistribute the stress) in order to slow down the damage progression. The execution of such strategies
10 depends on the diagnosis of the current health state of the system, and the prediction of how the damage will
grow during a desired mission. In this work, we investigate a new risk management paradigm for achieving
robust and reliable system operation, through the investigation and integration of several ideas: information
fusion, probabilistic damage diagnosis, probabilistic damage prognosis, and mission planning optimization.
To this end, we tackle three key aspects of the problem of interest: a) fusion of heterogeneous information from

3
15 sensors, models, and other sources in order to achieve efficient probabilistic diagnosis and evaluate current
system health; b) development of efficient probabilistic prognosis and uncertainty quantification algorithms
to predict future health, capability, and reliability; and c) investigation of decision-making algorithms for
mission planning, in order to ensure reliability and safety in the completion of a future mission.

Figure 1: Components of the proposed digital twin approach

The digital twin paradigm is well-suited for performing the aforementioned tasks (Figure 1). As defined by
20 Glaessen and Stargel [1], “a digital twin is an integrated multi-physics, multi-scale, probabilistic simulation of
an as-built vehicle or system that uses the best available physical models, sensor updates, fleet history, etc., to
mirror the life of its corresponding flying twin”. Continuous learning from sensor data obtained from the flying
twin that enables decision making with up-to-date information is a key advantage afforded by this paradigm.
The digital twin concept has previously been studied for manufacturing, intelligent system maintenance, and
25 asset sustainment [2, 3, 4, 5, 6, 7, 8, 9, 10]. We seek to utilize the digital twin of a mechanical component to
perform intelligent operational planning that ensures reliable operation of the system and/or the component.
The fusion of information gained from multi-physics, multi-fidelity, stochastic computational models as well
as sensor data is critical for performing accurate, efficient health diagnosis as well as reliable damage growth
predictions. Computationally efficient and accurate digital replicas of real-world mechanical systems and
30 components are necessary to tackle optimization problems concerned with mission planning. Furthermore,
the quantification of uncertainty in the current estimate of the system state and in the prediction of system
health and performance in a future mission, and treatment of the quantified uncertainty in the mission
planning/optimization algorithm are crucial for ensuring reliable system performance in the future mission.
In this article, we develop the digital twin paradigm that addresses the above needs, and perform experiments
35 that illustrate how probabilistic damage diagnosis, damage prognosis, and mission planning under uncertainty
can be integrated to increase the maintenance-free operation period of mechanical components. We provide
a brief overview of these three aspects of the problem in what follows.

4
 1.1. Probabilistic damage diagnosis
Intelligent operational planning for the mechanical component of interest to achieve a performance goal
40 (for example, extension of maintenance-free operation period, or enhancing the resilience in completing a
mission) requires quantification of the current state of damage. The digital twin approach relies on the
system health assessment history to provide up-to-date information for effective decision making. To this
end, both the severity of damage and the (aleatory and epistemic) uncertainty in the diagnosis need to be
quantified throughout the life of a system or a component. Damage diagnosis is an inverse problem that can be
45 tackled using data-based, physics-based, or hybrid approaches. These approaches rely on a forward prediction
model (either mechanistic or empirical), that predicts a damage-sensitive response quantity of the system to a
known mechanical, electromagnetic, optical or other type of excitation. The inverse problem seeks to identify
the damage presence/location/severity, using the model of choice, and the measured, damage-sensitive system
response (data) to a known excitation of choice. Thus, variability of inputs and parameters used in the model,
50 noisy and erroneous data from faulty or damaged sensors, as well as the epistemic uncertainty regarding the
model are the key sources of uncertainty in damage diagnosis.
The probabilistic damage diagnosis algorithm needs to have the capability to quantify the uncertainty
in the estimate of the damage resulting from the aforementioned uncertainty sources. The physics model-
based, Bayesian damage diagnosis approach proposed in this article naturally quantifies the uncertainty
55 in diagnosis [11], and can leverage reliability analysis methods well developed in the literature. In the
consideration of sensor data, it can include the following cases: a) damage not detected, b) damage detected
but not measured, and c) damage detected and measured [12]. In the case of on-board sensing, the Bayesian
methodology can also include different scenarios of data availability and missing data. Information from
inspection, previous mission records, and structural repairs is likely to be heterogeneous, available in different
60 formats and different levels of fidelity. The Bayesian methodology is well suited to fuse the information from
such heterogeneous sources of data.
In this work, we perform damage diagnosis by fusing homogeneous sources of data, that is, data obtained
from multiple combinations of actuators and sensors in pitch-catch sensing. The same approach can be
used with heterogeneous sensing data, i.e., when different types of sensors are used. However, we use two
65 different sources of information in this work, where the physics-based model is first corrected using preliminary
diagnostic experiments to obtain the final model that is to be used in the Bayesian damage diagnosis. To this
end, we first build a high-fidelity numerical model of the governing physics for the component in question.
We obtain the mean values of damage sensitive features corresponding to known damage severity using this
model. We conduct preliminary diagnostic experiments on components similar to the one used to demonstrate
70 the methodology. The training data obtained from these preliminary tests consists of the values of damage
sensitive data features for known damage severity. We used this data to update the physics-based diagnostic
model. This updated model is used in Bayesian damage diagnosis and information fusion.

1.2. Probabilistic damage prognosis

Once the state of damage in a component of interest is diagnosed (along with an estimate of the diagnosis
75 uncertainty), intelligent mission planning can be performed if the propagation of damage under various
candidate mission profiles can be estimated. This can be achieved by means of probabilistic damage prognosis.
Typically, models of different level of fidelity are available for performing damage prognosis. For example,
if sub-critical fatigue crack growth is the damage type of interest, then various models that employ either
a global fracture criterion (linear elastic fracture mechanics or elastic-plastic fracture mechanics), or local

5
 80 fracture criterion are available. These models involve inputs and parameters that are uncertain due to
natural variability; experimentally obtained parameters that suffer from data uncertainty; and model errors.
Thus, the sources of uncertainty that need to be considered for probabilistic damage prognosis are: a)
uncertainty in the estimate of the current state of damage (diagnosis uncertainty), b) natural variability in
model inputs (loads, etc.) and model parameters, c) epistemic uncertainty in model parameters calibrated
85 using experimental data, and d) epistemic uncertainty due to model errors (model form error, numerical
discretization error, surrogate model error, etc.).
Methodologies for probabilistic fatigue damage prognosis have been studied for several decades. However,
these methods have mostly considered aleatory uncertainty (natural variability) but not epistemic uncertainty
(lack of knowledge due to data and modeling inadequacies). Here, the Bayesian approach will be used to
90 fuse both aleatory and epistemic uncertainty from various sources to quantify the overall uncertainty in
prognosis. We use a linear elastic fracture mechanics-based model to perform fatigue damage prognosis. The
model requires stress intensity factors (SIFs) for various loads and damage severity levels as an input. For non-
trivial loading conditions and component geometry, SIFs need to be obtained by performing computationally
expensive finite element analysis. Here, we build a surrogate model that outputs the SIF given the load and
95 damage severity as inputs to alleviate the computational burden. Furthermore, we calibrate the key model
parameters using laboratory test data. Thus, in the proposed probabilistic damage prognosis methodology, we
consider: a) (epistemic) diagnosis uncertainty, b) (epistemic) model uncertainty, and c) (aleatory) uncertainty
in model parameters.

1.3. Load profile optimization under uncertainty

100 Contemporary aerospace systems often undergo calendar-based maintenance, which relies on a predeter-
mined schedule, and may result in increased costs and unknown risk. Condition-based maintenance (CBM)
is an efficient, cost-effective maintenance paradigm that ensures safe operation of aerospace systems. Various
aspects of the CBM philosophy can be effectively realized, and even enhanced, using the digital twin concept.
For example, the CBM philosophy can be extended by pursuing condition-based operations of the mechanical
105 system, i.e., making operational decisions (such as mission profile) based on the current condition of the
system. If successfully implemented in practice, this approach can further improve the cost-effectiveness. If
the damage severity (and the associated uncertainty) is known, and a well-calibrated model for probabilistic
damage prognosis is available, then mission planning or system reconfiguration can be performed to extend
the maintenance-free operation window. In this case, an optimization problem can be formulated, wherein
110 mission parameters that optimize a suitable metric of system performance or damage growth are sought
while ensuring that some constraints regarding system performance, safety, and operation time are satisfied.
The probabilistic diagnosis can be performed offline (after the completion of a mission) or online (during
the mission). The optimization problem needs to consider the following important sources of uncertainty:
a) uncertainty in the current state of damage (available from probabilistic diagnosis), and b) aleatory and
115 epistemic uncertainty in the probabilistic damage prognosis.
For the proposed intelligent operational planning, we consider a damage growth minimization problem,
and set the loading history parameters applied to the mechanical component of interest as the decision
variables. The optimization problem is solved subject to a minimum mechanical work requirement and
maximum allowable duration to complete the task. At least two strategies for defining the objective function
120 for load profile optimization under uncertainty are available: a) minimization of the expected damage growth,
and b) a reliability-based approach where the probability of damage growth exceeding a critical size is
minimized (minimization of the probability of need for maintenance). The first approach is similar to robust

6
 design optimization [13, 14]; whereas the second approach can be described as reliability-based design
optimization [15, 16, 17]. We consider both approaches depending on their suitability at different stages of
125 life of the component.
The the key characteristics of the work discussed in this article are summarized below:

• Development of a probabilistic damage diagnosis methodology that is capable of tackling physical vari-
ability, data uncertainty, and physics model uncertainty. The methodology utilizes Bayesian estimation
to perform information fusion, and quantifies the damage severity as well as the associated (diagnosis)
130 uncertainty.

• Development of a probabilistic damage prognosis methodology that considers various important sources
of epistemic and aleatory uncertainty in the damage growth prediction, and quantifies the uncertainty
in damage prognosis.

• Development of a digital twin that fuses the information gained from probabilistic damage diagnosis
135 and prognosis. The digital twin thus supports intelligent decision making (mission planning) using
up-to-date information, and quantified uncertainty.

• Formulation and solution of the (probabilistic) optimization problems concerned with intelligent mission
planning.

The remainder of this article is organized as follows. In Section 2, we develop the methodological as-
140 pects of the three main tasks: probabilistic damage diagnosis (Section 2.1), probabilistic damage prognosis
(Section 2.2), and load profile optimization (Section 2.3). In Section 3, we discuss how we build a digital
twin for damage diagnosis, prognosis, and load profile optimization for the illustrative example. These in-
volve discussions on numerical models, model calibration, surrogate model building, and formulation of the
optimization problems. In Section 4, we first discuss results pertaining to the preliminary steps required for
145 building the digital twin for the component of interest. We then discuss results of laboratory experiments
that use the digital twin to optimize the cyclic load profile (Section 4.4). Lastly, in Section 5, we provide
concluding remarks and discuss future work for achieving extended maintenance-free operation of mechanical
components and systems.

2. Methodology

150 This section develops the digital twin approach for fatigue crack growth diagnosis, prognosis, and load
profile optimization in order to achieve damage-tolerant fatigue crack growth in the component of interest
while meeting required system performance over single or multiple missions.

2.1. Probabilistic damage diagnosis

Various methodologies based on visual inspection, passive sensing of mechanical waves, active sensing of
155 mechanical waves, nonlinear ultrasonic wave modulation, time reversal, etc. have been investigated for the
diagnosis of cracks in mechanical components [18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30]. In this work, we
utilize two methods: a) high-resolution imaging, and b) ultrasonic-guided-wave-pitch-catch-based approach,
for monitoring the fatigue crack growth in a thin metallic component [22, 23, 24, 25, 26, 27, 20, 28, 29, 30].
High-resolution imaging is used to obtain the true value of the crack length, whereas the ultrasonic pith-catch
160 method is used for probabilistic damage diagnosis. To perform the guided-wave pitch-catch, we use a network
of monolithic PZT (Pb(Zr − Ti)O3 ) sensors and actuators in the neighborhood of the crack.

7
 2.1.1. Bayesian estimation and information fusion for damage diagnosis
A metallic component and the actuator-sensor network are depicted in Figure 2. The goal of the proba-

Figure 2: A thin metallic component and actuator-sensor network

bilistic diagnosis is to estimate the crack length using a physics-based, damage-sensitive feature of the sensed
(voltage) signal. The methodology needs to be able to quantify the uncertainty in diagnosis due to various
sources such as: physical variability, data uncertainty, and model uncertainty. Since Bayesian estimation
methodology is well-suited for this purpose, we cast the problem of probabilistic diagnosis as a problem of
Bayesian estimation of crack length. We express the uncertainty in our knowledge of the crack length by
means of a probability distribution function. We assume a prior distribution (pprior ) of the crack length based
on intuition, experience, model prediction, etc., and update the knowledge using the data by computing the
likelihood function (plhd ) as:

ppost (a|ydata ) ∝ plhd (ydata |a) ∗ pprior (a), (1)

where a denotes the crack length, and ydata is the scalar, physics-based damage metric obtained from analyzing
the sensed signal. In general, the data used for Bayesian estimation can come from different types and number
165 of sensors. Different types of sensors involve measurement of different physical quantities as well as damage-
sensitive data features (heterogeneous sources data), whereas multiple sensors of the same type involve
measurement of the same physical quantity at different locations, or at different times (homogeneous sources
of data). We fuse the information obtained from these data sources using sequential Bayesian updates
for different sensors, where the posterior of (say) damage severity obtained from all sensors used for the
170 previous update is taken as the prior for the current update (using the measurements from the current
sensor). Thus, the estimate of the current state of damage is obtained by fusing the information from
multiple homogeneous data sources, and provides an estimate of the diagnosis uncertainty. We remark that
the proposed methodology can be used to fuse information from heterogeneous sources of data as well, using
the same Bayesian computational technique. We compute the posterior distribution of the crack length using
175 a Markov chain Monte Carlo method (Metropolis-Hastings algorithm [31]). This method requires many
evaluations of the likelihood function. Since the underlying actuation-wave propagation-sensing problem is
a multi-physics problem, whose computational model consists of a large number of inputs and parameters,
repeated evaluations of the likelihood function using high-fidelity physics models become computationally
unaffordable. Next we first describe the computational model of the governing physics for damage diagnosis
180 using Lamb wave pitch-catch sensing.

8
 2.1.2. Numerical model of the governing physics
The governing physics for the problem of interest involves piezoelectric effect (Gauss’ law for electric-
ity) and elastic wave propagation in isotropic, thin metallic components (balance of momentum). Multiple
high-fidelity physics model runs to compute the likelihood remain time consuming for the proposed Bayesian
diagnosis methodology. We thus replace them with inexpensive surrogate models to facilitate rapid computa-
tion. A variety of techniques (e.g., neural networks, chaos polynomials, Gaussian process regression, etc.) are
available to train a parametric relationship between the inputs and the output using a basic mathematical
form (neural network, polynomials, random processes) and a set of outputs corresponding to known inputs
(training data). Here, we use a Gaussian process (GP) surrogate model [32]. In order to generate training
data for the GP model, we, first build a finite element model for the governing physics using a commercial
finite element program (Abaqus [33]). We simulate piezoelectric actuation, Lamb wave propagation and
piezoelectric sensing in an Aluminum plate. The plate contains a hole in the center to represent the initial
damage, and the Lamb wave pitch-catch simulations are performed for all actuator-sensor paths for multiple
cracks radiating outward from the hole. We record the electric potential (voltage) signal for all sensor loca-
tions. We compute the spectrogram of the recorded signals and extract the variation of the spectrogram in
time for a few (central) frequencies. Using dispersion analysis for the Lamb wave propagation in the plate,
we identify the part of the spectrogram corresponding to the first symmetric (S0) mode wave packet. We
choose the ratio of the (scatter) energy for the first symmetric (S0) mode wavelet in the sensed signal as the
damage index (DI). That is,

S0e (a)
DI(a) = , (2)
S0o

where S0e is the scatter energy in S0 mode for a given crack length (a), and S0o is the scatter energy in
S0 mode for the initial flaw (hole). The values of the damage index for different crack lengths (DI fem (a)),
for all actuator-sensor paths are computed using the finite element model and mean values of the model
185 parameters. These do not include the effects of model parameter variability, (physics) model form error, and
measurement noise. The mean estimates are then corrected by collecting experimental data that yields an
estimate of the overall model error.

2.1.3. Estimation of model errors

To estimate the overall model errors (described above), we conduct two tests where an aluminum plate
seeded with damage (a hole in the center) is subjected to cyclic loading at a constant stress ratio. After
a fixed number of loading cycles, a high-resolution photograph of the region around the hole is taken to
estimate the crack length, and a Lamb-wave pitch-catch test is performed for all actuator-sensor paths. The
data obtained from the pitch-catch tests is processed to obtain measured damage index values for different
frequencies and known crack lengths. The difference between the mean value of damage index predicted
using the finite element model and its value measured in a laboratory test provides an estimate of the model
error for a given crack length and the given actuator-sensor path. The model error for each of the above
cases (crack lengths, actuator-sensor paths) is computed, and a GP surrogate model is built to express the
corr
dependence of the model error on the crack length a. This GP surrogate model (fGP (a)), trained using
data obtained from the two preliminary laboratory tests, now includes the correction for the combined effect
of model parameter variability, model form error, and measurement noise. It is able to predict the value of
the damage sensitive metric (DI corr (a)) and the associated uncertainty for a given value of damage (crack

9
 length, a), that is,

DI corr (a) = DI fem (a) + fGP

corr
(a), (3)

for each actuator-sensor path, and all (central) frequencies of interest. This model (DI corr (a)) is used in
190 Bayesian parameter estimation (to estimate crack length, a), and to fuse the diagnostic information obtained
from multiple actuator-sensor paths.

2.2. Probabilistic damage prognosis

The damage evolution phenomenon of interest is fatigue crack growth under uni-axial, cyclic loading.
We use an analytical damage evolution model based on the assumptions of linear elastic fracture mechanics
195 (LEFM) with small-scale plasticity, where the sub-critical fatigue crack growth due to the applied cyclic
loading is estimated by calculating the crack growth rate as a function of stress-intensity factors (SIFs), and
other model parameters.

2.2.1. Crack growth model

Many empirical formulas for fatigue crack growth prediction are proposed in the context of LEFM with
small-scale plasticity, for example, Paris’ law [34], modified Paris’ law [35], Forman’s equation [36], the
NASGRO model [37], etc. These models predict crack growth rate (da/dN ) as a function of the stress
intensity factor range (∆K) and other model parameters. In this work, we use the Forman’s equation, which
takes into the consideration the effects of the stress ratio (R) and the fracture toughness (Kc ) on the crack
growth rate. Thus, we model the crack growth rate using:
m
da C · (∆K)
= , (4)
dN (1 − R) · Kc − ∆K

where m and C are the model parameters that can be calibrated using data from experiments, and Kc can
200 be obtained from the experimental data reported in the literature.

2.2.2. Sources of uncertainty

The probabilistic prognosis methodology needs to incorporate the effect of following sources of uncertainty:
a) natural variability in loads, material properties, etc., b) measurement error in experimental data (used for
the calibration of parameters C, m), c) diagnosis uncertainty in current crack size, and d) model uncertainty
205 in fatigue crack propagation law, in SIF computation, discretization error in the finite element model, and
surrogate model error (Figure 3). Note that, in the work discussed in this article, the natural variability in
material properties, measurement error, crack length diagnosis uncertainty, as well as the surrogate model
uncertainty in SIF computation are considered.

2.2.3. Physics model and surrogate model building

210 The underlying physics for damage evolution requires modeling the static equilibrium and stress concen-
tration in a cracked mechanical component. We first build a finite element model of the component of interest
with known initial flaw. Information regarding damage evolution, as well as mechanical work done by the
applied cyclic loading can be extracted from this model. We use the finite element model to compute a) the
SIFs corresponding to different load levels and different amounts of damage (i.e., crack size), and b) the work
215 done by the applied loading history. We use the data to build GP surrogate models that estimate a) stress

10
 Figure 3: Sources of uncertainty in probabilistic fatigue crack prognosis

intensity factors, and b) work done for a given combination of load and crack size. The output of the GP
models feed into the probabilistic damage prognosis and system optimization calculations, and ensure that
sampling-based probabilistic analyses are performed in a computationally efficient manner. We remark that
before performing probabilistic damage prognosis, we also use the GP surrogate model and laboratory test
220 data to calibrate the parameters for the LEFM-based fatigue crack growth model. We utilize the calibrated
model parameters and trained surrogate models for probabilistic prognosis and load profile optimization.

2.2.4. Estimation of physics model parameters

Before performing probabilistic damage prognosis, we conduct laboratory tests to estimate parameters
that define the physics model. In our laboratory experiments, the component of interest is subjected to
uni-axial, tension-tension loading for known R values and loads. The crack growth after a specified number
of cycles is periodically measured using high-resolution imaging. We assume that the measurement error
is a Gaussian random variable with zero mean and known standard deviation. If θ denotes the vector
of parameters to be calibrated, and aN denotes the crack length after N loading cycles obtained from a
laboratory test, then the Bayesian update formula is given by:

ppost (θ|aN ) ∝ plhd (aN |θ) ∗ pprior (θ), (5)

where we assume a prior distribution (pprior ) based on intuition, experience, etc.; and update the knowledge
using the data by computing the likelihood function (plhd ). The calibrated fatigue crack growth model is
225 used for probabilistic damage prognosis.

2.2.5. Bayesian network for probabilistic crack growth prognosis

The GP surrogate model, and the crack growth model (Forman’s equation) are used for cycle-by-cycle
crack growth prediction. At each cycle, the minimum and maximum loads are known and the current crack
size is inherited from the crack growth analysis of the previous cycle. We use the loads and the current
230 crack size as the input of the GP model to predict the range of SIF (∆K). We then use this value of ∆K
in Forman’s equation to predict the crack growth rate (da/dN ) and the crack size increment for the current
cycle. The Bayesian network for probabilistic crack prognosis is illustrated in Figure 4.

11
 Figure 4: Bayesian network for probabilistic crack growth prognosis

In summary, we first build a finite element model for the component of interest that calculates SIFs for
different loading intensities and crack sizes. We build a GP surrogate model that estimates the SIF for
235 given loading intensity and damage severity using the training data obtained from finite element analysis.
We use an LEFM-based fatigue crack growth model (that uses the SIF estimated using the GP surrogate),
and estimate its model parameters by conducting separate fatigue crack growth experiments on specimens
similar to the component of interest. We use the calibrated model parameters and trained surrogate models
for probabilistic prognosis and load profile optimization.

240 2.3. Load profile optimization under uncertainty

Many mechanical systems currently undergo calendar-based preventive maintenance (also known as
planned or scheduled maintenance) [38, 39], i.e., the components in the system undergo maintenance based
on a predetermined, fixed schedule. The alternative, condition-based maintenance (CBM) philosophy is more
attractive due to its ability to consider the system state (inferred from diagnostic information) in deciding
245 the requirement of maintenance operations. The information about the current system state (i.e., health and
capability) can also be used to support intelligent mission planning as discussed in this article. To this end,
we discuss load profile optimization aimed at ensuring that the damage growth during the next mission does
not exceed a critical value, while ensuring that a required amount of work is performed by the system during
the mission.
We consider block loading in this discussion. The optimization problem considers the (constant) ampli-
tudes and durations of the blocks as the decision variables. They represent the intensity and duration for
which a particular action is performed. Three different optimization strategies are possible. The first strategy
aims to minimize the expected final crack size after each mission. This approach is similar to robustness-based
optimization, and can be formulated as:

minimize
n
E[af (x, θ)],
x∈R x

subject to E[g(x)] ≥ Wmin , (6)

xlb ≤ x ≤ xub ,

12
 where x is the vector of deterministic decision variables, and θ is the vector of damage prognosis model param-
eters, g(x) is the performance function that denotes the work done (described in Section 3.2.2), E[af (x, θ)]
is the expected value of the crack size after each mission, and E[g(x)] is the expected value of the non-linear
function that represents the required performance in the mission (e.g., the total amount of work done during
the mission). Wmin represents the minimum amount of work that needs to be completed in each mission,
whereas xlb and xub represent the lower and upper bounds, respectively, for the decision variables. The
corresponding reliability-based design optimization seeks to minimize the probability of exceeding a (prede-
fined) critical crack size (acrit ). A crack size that necessitates repair can be chosen for this purpose. The
optimization problem in this case can be cast as:

minimize
n
P [af (x, θ) ≥ acrit ],
x∈R x

subject to E[g(x)] ≥ Wmin , (7)

xlb ≤ x ≤ xub .

We remark that the probability of failure Pf = P [af (x, θ) ≥ acrit ] can be very low in the first few missions,
and the probabilistic optimization process that uses Monte-Carlo sampling for computation of the failure
probability may yield inaccurate results for this case. We thus employ a hybrid strategy where the first few
missions aim to minimize the expected value of final damage, and the latter missions use reliability-based
design optimization. The optimization problem for this third case can be stated as:

Earlier Missions Latter Missions

minimize E[af (x, θ)], minimize P [af (x, θ) ≥ acrit ],
x∈Rnx ,θ∈Rnθ x∈Rnx ,θ∈Rnθ
(8)
subject to E[g(x)] ≥ Wmin , subject to E[g(x)] ≥ Wmin ,
xlb ≤ x ≤ xub . xlb ≤ x ≤ xub .

The transition from “earlier” to “latter” missions can be decided based on when the probability of failure
(based on an approximate first-order calculation [40]) starts showing values that can be accurately captured
by the limited number of samples employed in the prognosis and optimization. For example, in basic Monte
Carlo sampling, the error in computation of the failure probability estimate can be obtained as [40]
s
(1 − PfT )
Pf % = 200% × , (9)
NMC × PfT

250 where PfT is the true probability of failure and NMC is the number of Monte Carlo samples. The above formula
shows that if the failure probability is 0.01 and an error of 10% is desired, we need 39,600 samples. Based on
the affordable number of samples and desired error, one can determine the failure probability threshold for
transitioning from the first to the second optimization formulation. We remark that an objective function
based on the probability of failure can also be used for the earlier missions. However, this may necessitate
255 a large number of Monte Carlo samples resulting in high computational cost due to the usually low failure
probability in earlier missions. Alternative reliability computation approaches like the first order reliability
method [40] can be explored in this case.

13
 3. Illustrative experiment

We demonstrate the proposed methodology by conducting laboratory experiments on an AL7075-T6

260 plate specimen. The plate is seeded with damage (by means of a small hole and notch in the center) and
is subjected to uni-axial cyclic loading. The goal of the load profile optimization is to restrict the fatigue
crack growth to be below a critical value while ensuring that a minimum amount of work is performed by the
applied traction (in the loading phase). In the following sections, we discuss specific aspects of probabilistic
diagnosis, prognosis and system optimization in relation to this illustrative experiment.

265 3.1. Probabilistic damage diagnosis

In this experiment, we perform fatigue crack diagnosis in the specimen using ultrasonic guided-wave
pitch-catch technique. The details of the aluminum plate and PZT actuator-sensor network are depicted
in Figure 5. We use a physics-based damage index calculated using features of the time-varying electric

Figure 5: AL7075-T6 plate (tplate = 0.81mm) and actuator-sensor network

potential measured by the sensors for damage diagnosis.

270 3.1.1. Numerical model of the governing physics and model errors

Figure 6: The finite element model for Lamb wave actuation, propagation, and sensing

14
 The governing physics of the problem of interest requires multi-physics (piezoelectric effect, Lamb wave
propagation in a plate) modelling. We use a commercial finite element program (Abaqus [33]) to carry out the
numerical simulations. Figure 6 shows the basic set up of the model. We use three-dimensional continuum
finite elements (C3D20) to model the plate and the adhesive used to bond the piezoelectric transducers to
275 the plate. We utilize three-dimensional piezoelectric finite elements (C3D20E) to model the transducers. We
intend to use a sampling-based algorithm to perform Bayesian diagnosis and information fusion. Thus, an
efficient computational model that can provide the quantity of interest for a given sample of the parameters
is needed. This is typically achieved by training a surrogate model (or a response surface) using the physics
model. In this work, we use a finite element model to compute mean values of the damage indices for multiple
280 actuator-sensor paths and for a range of crack lengths. The model errors corresponding to each actuator-
sensor path are accounted for by a) obtaining laboratory test data that provides values of damage indices
for different crack lengths, b) building a GP surrogate model for the error between damage indices predicted
by the finite element model and laboratory tests. The GP model captures the combined contribution due to
model parameter variability, model form error, and measurement noise for a given crack length.

285 3.1.2. Bayesian estimation and information fusion

We fuse the information obtained from different actuator-sensor paths in our Bayesian estimation algo-
rithm. For example, if the estimation (equation 1) is performed for path A2S2 (Figure 5), then the updated
posterior for the crack length can be used as a prior for the Bayesian estimation for the next path. The
result at the end of the second Bayesian update is the result of the fusion of information contained in the
290 data obtained from the two actuator-sensor paths. In our illustrative example, we perform the fusion of in-
formation obtained from Lamb-wave pitch-catch performed along seven different actuator-sensor paths, viz.
A2S2, A2S3, A2S1, A3S2, A1S2, A3S1 and A1S3 (see Figure 5). Thus, the posterior of crack length for our
experiment contains the fusion of information from these seven actuator-sensor paths. We remark that in this
work we used sequential information fusion. Our results show satisfactory performance for the experiments
295 conducted in this work. Simultaneous information fusion can also be performed, if desired. In this technique,
likelihoods for a candidate crack length for all paths can be considered simultaneously, to obtain a combined
posterior. The estimation process is well suited to perform the fusion of information obtained from different
sensors.

3.2. Probabilistic damage prognosis

300 A horizontal crack growing out of the hole in the center of the plate represents the initial damage, and
increase in the crack length due to the applied cyclic loading represents damage evolution. Thus, we are
concerned with crack propagation in an aluminum plate with an initial flaw under uni-axial, cyclic loading.
The specimen is a 0.38m × 0.15m × 0.81mm, AL7075-T6 plate with a hole in the center and an initial
notch parallel to the 0.15-m-edge, as shown in Figure 7(a). For probabilistic crack prognosis, mode I crack
305 propagation is considered under the uni-axial, tension-tension loading. We create a two-dimensional finite
element model in Abaqus [33] (assuming plane stress conditions) to reflect the laboratory test conditions: one
edge fixed and the other edge loaded along the 0.075-m-wide region at the center (Figure 7(b)), and compute
SIFs for different crack lengths and loads using the contour integration technique. As demonstrated by the
partition lines in Figure 7(b), a structured mesh is enforced within the contour integration areas and outside
310 the central region, and an unstructured mesh is defined elsewhere (Figure 7(c)). Quadrilateral elements with
eight nodes (CPS8) are used in the finite element model. Obtaining the SIF using a finite element model
at each cycle in the cycle-by-cycle analysis is computationally expensive for sampling-based, probabilistic

15
 (a) AL 7075-T6 specimen showing the hole in the (b) Basic geometry and boundary (c) Finite element mesh near the
center and the notches made with a sharp tool conditions for the finite element initial flaw and crack
model

Figure 7: AL 7075-T6 specimen and the finite element model used to estimate SIFs and work performance constraint

fatigue crack growth prognosis. To expedite the process of SIF computation, we use a GP surrogate model
that accepts the load and the current crack length as inputs, and provides the SIF as the output. Thus,
315 the training points for the GP model consist of a two-dimensional (load, crack length) vector and one-
dimensional-response (SIF). We perform a series of finite element model runs with different combinations of
crack sizes and loads to obtain the training and testing data sets.

3.2.1. Model parameter estimation

We use Bayesian calibration to infer the probability distributions of the model parameters using exper-
320 imental data. As stated in Section 2.2.4, the uncertainty in the Forman’s equation is represented by the
probability distributions of the model parameters, C and m. The vector of parameters to be calibrated, θ,
√
in this case is [C, m]. Based on the thickness of the plate, Kc = 67 kP a m [41]. We use the test data (with
measurement uncertainty) to calibrate this set of parameters as described by Equation 5 in Section 2.2.4.

3.2.2. Work performed by the applied loading

Figure 8: Nodal force and displacement on the top edge of the finite element model

Ensuring that the maintenance-free operation period for the mechanical component is extended while the

16
 component completes the required operational tasks is a crucial part of a successful system reconfiguration
methodology. Thus, we need a metric to measure the performance of the component in question (the alu-
minum plate under cyclic loading). Without loss of generality, we choose the work done during the loading
phase of the cyclic loading as the required performance metric. The work done by the applied tensile load
F is calculated as follows. The nodal forces T on the top edge (Figure 8) can be approximated using the
applied load, as:
F
T = , (10)
(Nnodes − 1)
where Nnodes denotes the number of loaded nodes in the finite element model. For the given load F and crack
length a, the vertical displacement at the i-th node on the top edge of the finite element model is estimated
as ui (F, a). Using the nodal displacement, the work done can be computed as:

X−1
Nnodes
" #
F
W (F, a) = u1 (F, a) + 2 ui (F, a) + uNnodes (F, a) . (11)
4(Nnodes − 1) i=2

Note that in equation 11, the dependence of the displacement on material properties of the plate and other
model parameters is suppressed for brevity. In order to reduce the (computational) cost for calculating the
work done for a given combination of the load (F ) and crack length (a), we train a GP surrogate model
(WGP (F, a)) that outputs the work done given F and a (using data obtained from finite element simulations
with different load levels and crack lengths). For a fatigue loading cycle with load ranging from F1 to F2 ,
assuming the crack length remains constant within the cycle, the work done during the loading phase of a
cycle can be obtained using this GP surrogate as:

Wcycle = WGP (F2 , a) − WGP (F1 , a). (12)

325 For a given mission, the work output is calculated for each cycle using the GP model, and the (known) crack
length as well as the load during that cycle. The work done in all cycles is added to obtain the amount of
work done during the mission. In this manner we use the GP model to evaluate the performance constraint
in the load profile optimization problem.

3.3. Load profile optimization

330 We assume that a given vehicle action or maneuver is associated with a characteristic (cyclic) load level
range, and we seek the optimal magnitude as well as the optimal duration of the load (intensity and duration
of the action) to ensure: a) that the damage growth is below a specified threshold, and b) work performed is
above a required minimum. We perform the optimization offline, and to simulate vehicle usage, we conduct
laboratory tests on aluminum plates using the cyclic loading specified by the optimizer. The key assumptions
335 of the load profile optimization problem are listed below:

1. We aim to ensure maintenance-free execution of a fixed number of missions of the system. (This is
particularly important in situations where maintenance resources may not be available until after one
or more missions).
2. We define the missions through block loadings; thus each mission is divided into a set of load blocks,
340 which might represent a corresponding set of actions maneuver during the mission. Each block is
characterized by specified minimum and maximum load levels (Figure 9). We also set the minimum
and maximum duration for each maneuver for each mission. For all load blocks, the stress ratio, R =

17
 0.5. The methodology is capable of considering variability in applied loading, however for the illustrative
example discussed in this article, the variability in loading is not considered.
345 3. We assume that repair is required when the damage in the component exceeds the critical crack length
(acrit ).

Load

Cycles

Figure 9: Block loading pattern assumed for each mission

In our laboratory tests, we initiate a damage (crack growth) in the aluminum plate by subjecting it to a
uni-axial, cyclic loading at fixed minimum and maximum tensile loads. We assume that the component
(plate) has to complete four missions, and each mission has three loading blocks. (For example, considering
350 a component in a flight vehicle, these three blocks could represent traveling to a desired location, then
performing the required action, then traveling back to the base). Each block is characterized by the limits
(minimum and maximum) on the tensile load, and duration for which the load acts. The bounds on load
magnitudes and duration corresponding to each maneuver, as well as the work done are used to define
suitable inequality constraints in the optimization problem. The assumed block loading pattern thus defines
355 a family of load histories for a given mission (task) using a few parameters. This is an important feature
that allows extension of this approach to more general (fully variable load) scenarios. The general scenario
will necessitate a predictive, parametric model that is able to map missions/tasks to (a family of) loading
histories. The parameters of this model can be optimized in lieu of the parameters that define the simple
block loading used in this work. Thus, the assumed (simple) load profile, retains a key feature (parametric
360 representation) of a more general (fully variable) load case. In the case of a more complicated load history,
time series modeling techniques such as auto-regressive moving average (ARMA) modeling can be used to
build a parametric model of the load history for different operational missions (tasks).
The goal of the load profile optimization is to minimize the probability of exceeding the critical crack size
at the end of the fourth mission while satisfying other constraints. We use a surrogate-based optimization
365 framework [42] to perform the optimization. The surrogate model for the optimization can be regarded as
an approximation model for the expensive objective function computation that requires sampling.

4. Results and discussion

In this section, we first discuss results of surrogate model training and model parameter estimation
required for probabilistic diagnosis and prognosis. Next we discuss the results of load profile optimization for
370 a laboratory experiment. In the experiment, the probabilistic diagnosis is performed using ultrasonic guided-
wave pitch-catch data at the beginning of each mission. The value of crack size obtained from probabilistic

18
 diagnosis, and the associated uncertainty are passed on to the load profile optimizer to design the optimal
loading profile for the mission. The optimal loading is applied to the component in a universal testing machine
(UTM). This process is repeated for all four missions. In this manner, the experiment is used to illustrate
375 the integration of probabilistic diagnosis, prognosis, and load profile optimization.

4.1. GP surrogate models for probabilistic diagnosis

Component Properties Component Properties

AL 7075-T6 Ep = 71.7 × 109 Pa Piezoelectric Exx = Eyy = 54 × 109 Pa
Plate νp = 0.3327 actuators and Ezz = 74 × 109 Pa
ρp = 2810 kg/m3 sensors ρ = 7800 kg/m3
Adhesive Ea = 2.6 × 109 Pa νxy = νxz = νyz = 0.28
νa = 0.3 Gxy = Gxz = Gyz = 21 × 109 Pa
ρa = 1100 kg/m3 d14 = d36 = 670 × 10−10 m/V
d21 = d23 = −210 × 10−10 m/V
d22 = 500 × 10−10 m/V
e11 = e22 = e33 = 1.8593 × 10−8 F/m

Table 1: Material properties used in the (high-fidelity) finite element model

We build a three-dimensional, finite element model for a 0.81 mm thick aluminum plate (Figure 6) with
PZT-5J transducers as actuators and sensors. We use a Hanning-modulated, three-cycle long sine pulse
(central frequency 200 kHz) to define the voltage signal that excites the actuator. We run the model using
380 mean values of model parameters depicted in Table 1, and for six different values of the length of the crack
growing out of the hole in the center (a = {1.8, 5, 10, 15, 20, 25} mm). We record the output voltage time series
for each of the actuator-sensor paths, for all crack lengths. We then compute the spectrogram-based energy
metric [25] for S0 wavelet at 300 and 250 kHz. We treat the ratio of S0 wave energy (S0e ) at damaged and
undamaged state as the damage index (equation 2). We build a simple regression model to represent damage
385 index vs. crack length (based on FE results) as shown in Figure 10. We correct this regression model with
experimental diagnosis data (separate from the mission optimization experiments and the Forman equation
parameter estimation experiments); and that correction term is represented by a GP model. A squared
exponential covariance function (with two hyperparameters) is used for the GP model. The performance of
the correction GP model is tested using data from a third diagnostic test (wherein the damage index and the
390 crack lengths are known). The results of the numerical simulations, calibration of model error GP model,
and the results of validation tests for (central) frequency 300 kHz and path A2S2 are shown in Figure 10.
The validation tests show that the corrected GP model is able to estimate the damage index for a given crack
length with sufficient accuracy, and can be used for damage diagnosis.

4.2. GP surrogate models for probabilistic prognosis (SIF and work performance computation)
395 We perform 144 different finite element model simulations, which cover the combinations of loads from
1000 lbs to 8000 lbs with a 1000-lb increment, and crack sizes from 5 mm to 90 mm with a 5 mm increment.
The combinations cover the whole range of the laboratory test conditions. Before training the GP model
to be used for prognosis, we investigate the effect of the size of the training data on the accuracy of the
GP surrogate models. Using 100 or 130 points for training, the mean absolute errors of all 44 or 14 testing
400 points are found to be less than 2%. Thus, the number of training points appears to provide high, converged
accuracy for the surrogate model. We choose the training data consisting of results from 130 finite element
simulations (130 training points) to build the GP model with a squared exponential covariance function (with

19
 1.6

DIfem
1.4 Mean for DIcorr
1 for DIcorr
Training data (tests 1 and 2)
1.2 Validation data (test 3)

DI
1

0.8

0.6

4 6 8 10 12 14 16
a [mm]

Figure 10: Damage index values computed using the finite element model (physics model), the damage index data obtained
using experiments (tests 1 and 2), the corrected damage index model (including the GP for model error), and validation test
data for (central) frequency 300 kHz and path A2S2. It can be seen that the corrected model matches the validation test data
fairly well. Similar procedure is followed for both frequencies for all actuator-sensor paths.

three hyperparameters, two of which are the separate length scale parameters for the force and crack length
input). The trained GP model is used to predict the SIF for different crack sizes and loading cases. For the
405 chosen GP model (130 training points), the average (absolute) error between the true SIF values and the
mean of the estimated SIF values for the testing data is 1.19%, indicating the surrogate model predictions
are sufficiently accurate. We train another GP surrogate model (using data from 130 training points) that
outputs the work done given the loading and the crack length using the results from the same set of finite
element simulations. Again, we choose a squared exponential covariance function with three hyperparameters
410 for this model. For a given mission, the work output is calculated during the loading phase for each cycle
using this GP model, and the work done in all cycles is added to estimate the amount of work done during
the mission. We use this GP model to evaluate the performance constraint in the load profile optimization
problem.

4.3. Crack growth model parameter estimation

415 The specimens used for fatigue tests were seeded with damage by punching a hole in the center of the
plate and by notching the periphery of the hole at two diametrically opposite locations using a sharp metal
tool (see Figure 7(a)). An effort was made to notch two diametrically opposite points on the periphery of
the hole such that the diameter connecting them ran parallel to the width of the specimen. Due to the
variability in this process (of notching the specimen manually), the number of loading cycles needed to reach
420 the crack length of about 5 mm for identical loading histories were different for different tests (by a about
a few thousand cycles). In order to minimize the effect of this variability on parameter estimation and load
profile optimization, we use the data for fatigue crack growth beyond about 5 mm. That is, we assume that
the specimen has an initial flaw in the form of a 5-mm-long crack growing out of a hole (diameter about 1.8
mm). The growth of the fatigue crack beyond this initial crack size is used for parameter estimation. The
425 data for parameter estimation is obtained from three constant-amplitude uni-axial, tension-tension, cyclic
loading tests with Fmax = 5000 lbs, Fmin = 2500 lbs. Initially, the cyclic (tension-tension) loading is applied

20
 30
Test 1
Test 2
25 Test 3

20

Crack length (mm)

15

10

0
0 1000 2000 3000 4000 5000 6000 7000 8000 9000 10000
Numbers of Cycles, N

Figure 11: Laboratory test data used for calibration of parameters C, m

till the crack length grew to about 5 mm. The initial crack length is recorded (using high-resolution imaging)
and loading is continued in sets of 2500 cycles. Crack sizes are measured after every 2500 cycles of the loading.
The resulting crack growth vs. loading cycles plots for the three tests are shown in Figure 11.
430 We use the Metropolis-Hastings algorithm [31] of Markov chain Monte Carlo (MCMC) sampling to com-
pute the posterior distribution (ppost ) of θ = [C, m]. As discussed in Section 3.2.1, we choose a uniform distri-
bution as the prior distributions for C (C ∼ Unif(9×9−9 , 1.7×10−8 ) m/cycle) and m (m ∼ Unif(3.05, 3.21)).
The proposal distribution for C is chosen to be log-normal distributions centered at the current point of C
with a standard deviation of 50% of the current C value. This particular proposal has two advantages:
435 it ensures that negative values are not proposed, and the large standard deviation ensures that the gener-
ated samples cover as much sample space as possible. The proposal for m is a uniform distribution that
is independent of the current point. During MCMC calibration, for each proposed θ, a crack growth curve
(crack length vs. number of fatigue loading cycles) is calculated using Forman’s equation. The likelihood
of the difference between the predicted crack lengths and the actual crack lengths (laboratory tests) at the
440 recorded cycle counts is calculated using a zero-mean normal random variable with 0.008 m standard devia-
tion (obs ∼ N (0, 0.008)) m as the measurement error. Twenty thousand posterior samples were drawn using
MCMC. After rejecting the first few samples as burn-in samples, the last 10,000 samples yield a mean value
of 1.15 × 10−8 m/cycle, and a coefficient of variation of 0.1154 for C, a mean value of 3.17, and a coefficient
of variation of 0.0143 for m. These values are used in the subsequent analysis (probabilistic prognosis and
445 optimization under uncertainty).

4.4. Load profile optimization: laboratory experiment

In this section, we discuss laboratory experiments that demonstrate how probabilistic damage diagnosis
(Lamb wave pitch-catch), probabilistic damage prognosis, and load profile optimization can be used to restrict
crack growth in the laboratory test specimen while ensuring a minimum amount of work is performed within
450 the maximum allowable operation time. This process is a surrogate for extended maintenance-free operations
of mechanical components. The component used in laboratory experiment is expected to perform four

21
 missions (tasks) while satisfying performance and damage growth requirements. We begin each experiment
by subjecting the specimen to cyclic loading with a constant amplitude. This ensures that the specimen has
some initial damage (crack length of about 5mm).
455 The load profile optimization for the four missions involves minimization of expected value of the final
crack length and reliability-based optimization formulations (equation 8). The minimum work (Wmin ) to be
performed is estimated using the mean work done W ∗ . W ∗ is computed using the mean values of prognosis
model parameters and mean values of upper and lower bounds of the cyclic block load amplitudes. We use W ∗
as the minimum work (Wmin ) to be performed during the four missions. In addition, the optimization for the
460 last two missions requires a critical crack size acrit . For this experiment, the critical crack size was considered
to be acrit = 15 mm for the last two missions. We remark that since the crack growth is monotonous, any
high-enough crack size can be used as critical crack size. However, if acrit is too large compared to the actual
crack size, then a sampling-based computation of probability of failure may become challenging. In real-world
applications the critical damage severity can be decided considering the degradation of system performance
465 with damage growth, and desired minimum system performance. The bounds for the design variables and
the minimum work done constraint for each mission are given in Tables 2 and 3.

Lower bounds Upper bounds

Cases N1 N2 N3 N1 N2 N3
Mission 1 1013 1350 1013 1519 2025 1519
Mission 2 2025 2700 2025 3038 4050 3038
Mission 3 1266 1688 1266 1899 2531 1899
Mission 4 759 1013 759 1139 1519 1139

Table 2: Lower and upper bound constraints on the number of cycles for each maneuver

Lower bounds Upper bounds

Cases Fmax,1 Fmax,2 Fmax,3 Fmax,1 Fmax,2 Fmax,3 Wmin
[lbs] [lbs] [lbs] [lbs] [lbs] [lbs] [J]
Mission 1 3000 4500 4000 4000 5500 5000 1.582867 × 104
Mission 2 3000 4500 4000 4000 5500 5000 3.165734 × 104
Mission 3 3000 4500 4000 4000 5500 5000 1.978584 × 104
Mission 4 3000 4500 4000 4000 5500 5000 1.187150 × 104

Table 3: Lower and upper bound constraints on the fatigue block load amplitude for each maneuver and the minimum work
done constraint for each mission

The results of probabilistic diagnosis are shown in Figures 12 and 13. The diagnosis results were obtained
using Markov-chain Monte-Carlo method (Metropolis-Hastings algorithm [31]) . For each actuator-sensor
path, the damage indices for the two frequencies (300 kHz and 250 kHz) of interest are computed spectrogram
470 of the sensed voltage output. Then a sequential Bayesian calibration is performed with a Gaussian prior to
calibrate crack length. A Markov chain of 105 Monte Carlo samples is constructed and the initial 10000
samples are rejected (initial burn-in samples). Uniform distribution is used as the proposal distribution for
the crack lengths. Figure 12 depicts the results of the Bayesian information fusion. It can be seen that the
damage diagnosis methodology estimates the damage severity (crack length) and the associated uncertainty
475 using (homogeneous) information from multiple sources.
The results of the load profile optimization are shown in Table 4. The expected value of the work
done (E[g(x)]) is greater than Wmin for all missions. Thus, the performance constraint was satisfied for all
missions. As discussed in Section 2.3, for the first two missions, the optimizer aimed to minimize the expected

22
 0.35 0.35

Prior Prior
0.3
A2S2 0.3
A2S2
A2S3 A2S3
atrue = 5.334 mm A2S1 A2S1 atrue = 12.192 mm
Probability density function

Probability density function

0.25 A3S2 0.25 A3S2
A1S2 A1S2
A3S1 A3S1
0.2 0.2
A1S3 A1S3

0.15 0.15

0.1 0.1

0.05 0.05

0 0
0 5 10 15 20 0 5 10 15 20
Crack length (a) [mm] Crack length (a) [mm]
(a) Probabilistic diagnosis to quantify the initial crack size (b) Probabilistic diagnosis to quantify the crack size at the
end of mission 4

Figure 12: Bayesian information fusion for probabilistic diagnosis: the figures show sequential information fusion for different
actuator-sensor paths, and how the diagnosis methodology estimates crack size

0.6
Prior
0.5 Ininital damage (a o)
Probability density function

True a o
0.4 End of Mission 1 (a1)
True a 1
0.3 End of Mission 2 (a2)
True a 2
0.2 End of Mission 3 (a3)
True a 3
0.1 End of Mission 4 (a4)
True a 4
0
0 5 10 15 20
Crack length (a) [mm]

Figure 13: Results for probabilistic diagnosis using ultrasonic guided-wave pitch-catch

value of the final crack size. We have not reported the probability of failure for these missions. Note that
480 once the optimal load profile is known, the probability of failure for these two cases can be computed using
probabilistic damage prognosis discussed in Section 3.2. For the last two missions, we aim at minimization
of failure probability and report its value for the optimal loading. The final crack growth for the optimal
loading case is lower than the critical crack size (acrit ). Thus, the reliability-based optimization methodology
is successful in arresting the damage growth below the specified threshold.
485 The optimal load profile values for some of the missions coincide with the lower bounds specified in
Table 3. This result can be explained as follows. The crack growth law provided to the optimizer (Forman’s

23
 Missions Fmax,1 Fmax,2 Fmax,3 N1 N2 N3 Ntotal acrit E[af ] Pf atrue E[g(x)]
[lbs] [lbs] [lbs] [mm] [mm] [mm] [J]
Mission 1 3510.7 4507.7 4503.5 720 925 698 2343 6.82 6.35 1.64385 × 104
Mission 2 3884.4 4561.2 4097.8 1360 1741 1317 4418 8.92 8.38 3.21530 × 104
Mission 3 3331.6 4520.3 4439.2 900 1170 893 2963 15.00 8.79 0.00196 10.66 1.98764 × 104
Mission 4 3281.3 4656.3 4656.3 388 713 456 1557 15.00 10.78 0.00158 12.19 1.19134 × 104

Table 4: Optimal design variables for maintenance-free operation period; maximum fatigue block loading amplitudes for each
mission, crack size test data atest at the end of each mission, critical crack sizes acrit , the probability of failure Pf for the last
two missions, and E[g(x)] (the expectation of the nonlinear function that estimates the work done) using the optimal design
variables

equation) suggests that the rate of crack growth is approximately equal to the m-th power of the change
in SIF. In LEFM, the SIF is directly proportional to the stress concentration at the crack tip, which is
approximately proportional to the applied loading (for a fixed crack length). The optimizer implicitly infers
490 that the rate of crack growth is (approximately) proportional to the cube of the applied load (as m ≈ 3). The
work done (the performance requirement), on the other hand, is computed using elastic deformation of the
plate under the applied load. Hence, it varies (approximately) as the square of the applied load. It may thus
be advantageous to allow more cycles at a lower load level, to minimize the crack growth while ensuring that
the work requirement is satisfied. Note that the crack sizes used in the experiment are only for the sake of
495 illustration; using larger cracks helped us to speed up the experiments, and we do not expect that real-world
mechanical systems (e.g. aircraft) would be allowed to operate (fly) with such crack sizes.

22
amean (probabilistic damage prognosis for optimal loads)
20
Uncertainty bounds (probabilistic damage prognosis for optimal loads)
18 atrue (high resolution imaging)
Probabilistic damage diagnosis
16
Crack length (mm)

14 acrit=15.00

12

10

2
0 2000 4000 6000 8000 10000 12000
Number of Cycles, N

Figure 14: Predicted crack growth and uncertainty bounds (µ ± σ) for the optimized load profile (obtained by performing
probabilistic damage prognosis), crack growth estimated using probabilistic damage diagnosis (mean ± standard error), and
actual crack growth (obtained using high-resolution imaging of the test specimen)

Figure 14 shows how the model predictions are corrected using probabilistic diagnosis information after
each mission. It can be seen in Figure 14 that the probabilistic diagnosis reduces the uncertainty in the
knowledge about the current state of damage (crack length) at the end of each mission. This effect is
500 particularly pronounced at the end of the (longest) second mission. The estimate of crack size obtained using
probabilistic diagnosis at the end of the i-th mission is fed to the optimizer as the initial crack estimate at the
start of the (i + 1)-th mission. We also report the true crack size (obtained using high-resolution imaging) at

24
 the end of each mission. The error in estimate obtained from probabilistic diagnosis, and actual crack size
is expected in any real-world system. In spite of not knowing the true crack size, the optimizer was able to
505 direct the missions while attaining the work requirement and minimizing the crack growth.

5. Conclusion

In this article, we developed a digital twin approach for performing mission optimization under uncertainty
aimed at ensuring system safety with respect to fatigue cracking. This is achieved by designing mission load
profiles for the mechanical component such that the damage growth in the component is minimized, while the
510 component performs the desired work. We considered three key aspects of condition-based mission design:
probabilistic damage diagnosis, probabilistic damage prognosis, and mission optimization under uncertainty.
The digital twin approach fused multi-physics multi-fidelity models with sensor data and previous history, and
considered aleatory as well as epistemic uncertainty in both diagnosis and prognosis. We explored a hybrid
formulation for load profile optimization that combined crack growth minimization with a reliability-based
515 approach. With the help of an illustrative experiment, we showed that the proposed digital twin approach
can be successfully used to perform mission optimization to achieve the desired system performance goal
while maintaining safety.
The following improvements are needed to the proposed digital twin framework to enable its successful
implementation for real-world mechanical systems:

520 • Probabilistic damage diagnosis: a) utilization of heterogeneous data sources and corresponding di-
agnostic models into the diagnostic framework, b) estimation of damage severity as well as damage
location (currently we assume the damage location to be known), and c) application of the diagnostic
methodology for complex geometries.

• Probabilistic prognosis: a) accounting for complex geometries, multi-axial loading and complex degrada-
525 tion mechanisms for real-world mechanical components, b) utilization of fully-variable loading histories
(instead of block loading used in this work).

• Load profile optimization: a) generation of an operation-to-load map that defines loading patterns
(families) for various operational regimes, b) parametrization of loading regimes and classification of
parameters that define the loading patterns given an operational regime, c) optimization of system oper-
530 ations in the space of the loading parameters while considering the diagnosis and prognosis uncertainty
for complex damage growth patterns, component geometries, and boundary conditions.

The methodology discussed in this article could potentially be extended in the future to decide a) damage-
adaptive, resilience-enhancing maneuvers for aerospace vehicles, and b) mission profiles that prolong the
maintenance-free operation period. The former type of application requires on-board sensing, whereas the
535 latter application could be based on ground inspection. The framework can accommodate on-line damage
diagnosis to decide future vehicle maneuvers using the most up-to-date information at the current time in a
vehicle during flight.

6. Acknowledgement

This study was partly funded by a cooperative agreement with the U.S. Army Research Laboratory’s
540 Vehicle Technology Directorate (Director: Dr. Jaret Riddick, Grant No. W911NF-17-2-0159). The support

25
 is gratefully acknowledged. Valuable help from Garrett Thorne (Staff Engineer I) for preparing the test
specimens and assistance by undergraduate students Michael Davis and Vamsi Subraveti in conducting the
experiments is gratefully acknowledged. The experiments were conducted at Vanderbilt Universitys Labora-
tory for Systems Integrity and Reliability (LASIR). The authors also thank Dr. Tzikang Chen at U.S. Army
545 Research Laboratory for valuable discussions.

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 Digital twin approach for mission planning based on current damage state
 Bayesian information fusion for probabilistic fatigue crack diagnosis
 Probabilistic crack growth prognosis considering diagnosis and model uncertainties
 Load profile optimization under uncertainty to minimize crack growth