Composite Structures 86 (2008) 78–84

Contents lists available at ScienceDirect

Composite Structures
journal homepage: www.elsevier.com/locate/compstruct

Determination of robustness for a stiffened composite structure

using stochastic analysis
Merrill C.W. Lee a,*, Rozetta M. Payne a, Donald W. Kelly a, Rodney S. Thomson b
a
School of Mechanical and Manufacturing Engineering, University of New South Wales, Sydney, NSW 2052, Australia
b
Cooperative Research Centre for Advanced Composite Structures Ltd., 506 Lorimer Street, Fishermans Bend, Vic. 3207, Australia

a r t i c l e i n f o a b s t r a c t

Available online 19 March 2008 It is a common practice to only consider the nominal means as input variables for both classical solid
mechanics and finite element (FE) analysis problems. A single solution based on the mean values is then
Keywords: used in design. In reality all input variables are stochastic, existing within a range of possible values. Dif-
Stochastics ferent combinations of these stochastic input variables will lead to differing output responses and the
Robustness introduction of variability will cause each structure to have a response that deviates from the original
Buckling specification, sometimes with catastrophic consequences. In this paper two variables, influence and sen-
Stiffened structures
sitivity, have been identified as parameters affecting structural robustness. Variability and uncertainty in
Composite yacht design
loads, geometry and lamina stiffness are introduced via a stochastic finite element analysis (SFEA) proce-
dure. The procedure is applied to the design of composite yacht hulls comparing the robustness of
designs aimed at satisfying a range of performance and cost requirements. It is shown that influence
and sensitivity are useful in identifying designs that lead to imperfection tolerant structures.
Ó 2008 Elsevier Ltd. All rights reserved.

1. Introduction
Robust design has been defined by Phadke [1] as a concept ‘to
make a product’s performance insensitive to variations in material,
geometry, manufacture and operating environments’. The manu-
facture of products often involves a balance between the controlla-
ble factors such as member sizing and uncontrollable noise such as
material and processing variations or the inability to accurately
predict the boundary conditions experienced by a structural com-
ponent. The concepts robustness and reliability may appear to be
similar as structures or products designed to be reliable often have
an element of robustness built in. The difference is that in robust
design, changes in the design are made such that variability is
accommodated. Much of the foundations for the robust design con-
cept can be attributed to Taguchi [2]. The ideology of robust design
came about in post-war Japan where there was a need to produce
high quality products despite the lack of quality input into the
manufacturing facilities.
Park et al. [3] have conducted a thorough literature review on
robust design and various theories such as the Taguchi method,
robust design optimization and robust design using the axiomatic
approach are discussed in their publication. Another overview has
been provided by Allen et al. [4], where examples are provided for
the different levels at which robust design can be applied to the de-
* Corresponding author. Fax: +61 2 9663 1222.
E-mail address: merrill.lee@student.unsw.edu.au (M.C.W. Lee).
sign and manufacture of products. It can be noted that the aim of
all current methodologies lead toward a similar goal – insensitivity.
Unfortunately one feature that is lacking in most approaches is the
ability to quantify the robustness of a design, as well as the
improvement in robustness that is achieved once changes are
made.
Fig. 1 is a simple representation of the difference between a ro-
bust and unstable response in a design. In the unstable maxima, it
is observed that the performance drops significantly once the input
moves away from the nominal mean. In the robust case, the perfor-
mance remains fairly constant even when there is deviation from
the nominal mean. Robustness is an especially important consider-
ation in situations where there is difficulty in predicting loadings
on structures. Examples of these include the slamming loads on
yacht hulls and the gust loads on aircraft wings.
Buckling is a nonlinear phenomenon that has high dependency
on geometry as well as stiffness and boundary conditions. Buckling
of shell structures can be sensitive to imperfections and this can
have catastrophic consequences with structures failing at loads
lower than the designed collapse load. Studies into the effect of
boundary conditions and the stiffness matrix have been performed
by Yadav and Verma [5], Raj et al. [6] and Singh et al. [7] using first-
order perturbation. These studies involve the first buckling mode
of various unstiffened curved composite panels with different as-
pect ratios. It was found that the factors driving the buckling fail-
ure were the aspect ratio and boundary conditions. These in turn
determined which laminate properties were significant.

0263-8223/$ - see front matter Ó 2008 Elsevier Ltd. All rights reserved.
doi:10.1016/j.compstruct.2008.03.036
 M.C.W. Lee et al. / Composite Structures 86 (2008) 78–84 79


of 
DY ¼
Output Response Unstable Maxima oX 1  x2 ¼ a ð1Þ
xn ¼ b
where Y is the output response, X1 is an input variable.
Robust Maxima
The behaviour of the system in question can be quantified
by determining the gradient. This may not reflect the true
behaviour of the system under actual operating conditions,
as it is not appropriate to consider input variables as being
deterministic. Hence a new stochastic analysis procedure has
Input Function
been devised in order to account for this variability. With
Fig. 1. Comparison between robust and unstable maxima. the introduction of variation into the input variables, the input
variables can now be considered stochastic in nature as
follows:
The philosophy of robust design was introduced by Marcyzk [8].
The employment of stochastic techniques proved useful in reveal- X 1 ¼ f1 ðl; rÞ
ing the range of possible responses in a system. These techniques X n ¼ fn ðl; rÞ ð2Þ
can show how certain combinations of input variables may cause
a variation in the expected result that was previously not designed where X is the random input variable, l is the mean, r is the stan-
for. Another positive factor is that variables driving the design of dard deviation, and n is the number of input variables.
the system can be found. Hence the analysis can be described as multi-variant and each
Lee et al. [9] have previously presented a stochastic finite ele- output result should consist of a combination of input variables
ment analysis (SFEA) procedure in order to introduce variability as follows:
into structural analyses. SFEA involves the use of stochastic load- Y 1 ¼ f1 ðX 1 ; X 2 ; X z Þ
ing, geometry, boundary conditions and material properties. This Y m ¼ fm ðX a ; X b ; X c Þ ð3Þ
procedure was applied in a European Commission Framework
6th Framework Project COCOMAT [10]. The SFEA procedure was where Y is the output response, X is the input variable, and m is the
able to determine the factors causing a difference in postbuckling sample size.
mode shapes exhibited by a curved composite stiffened panel. Therefore a stochastic analysis with m number sample size and
One of the issues that arise from the SFEA is that although the n number input variables can be described as follows:
variables influencing the behaviour can be found, the influence var-
Sm
n ¼ fn ðY 1 ; Y 2 ; . . . ; Y m Þ ð4Þ
iable in itself is not able to provide a complete quantitative descrip-
tion of the structural robustness. Even if the influence of the variable The variation of each sample point from the nominal design
on the structural response is high, it is also the gradient or sensitivity mean can be determined using:
of that function that determines the robustness of the structure. 
of
 
of
 
of

Payne and Kelly [11] have previously conducted research into DY m ¼ DX 1 þ DX 2 þ; . . . ; þ DX n : ð5Þ
oX 1 oX 2 oX n
the design of composite yachts. The key feature that was identified
in the design process was that the yachts could be designed for From the stochastic analyses, m number of metamodels can be ob-
speed, safety or cost. With these design drivers in place, two yacht tained, where the output response, Ym is plotted against the input
hull designs were achieved. The first yacht hull was designed for variables, X1,2,n. The figures show the difference between a multi-
speed with a monocoque hull, while the second designed with variable and multi-variant analysis.
durability as the design driver had multiple frames in the forward Once the metamodels are generated, the first variable can be
portion of the hull, from the back bow to amidships. It was identi- derived in order to determine the robustness of the system. The
fied however that safety was difficult to quantify and an attempt first measure of robustness is the influence of the input with re-
was made to identify the robustness of the designs in the face of spect to the output. A Spearman correlation [13] is performed in
uncertainty in seaway loads. order to find the influence of the input variable. The Spearman
It was noted by the authors that a common failure mode for rank correlation is a non-linear correlation which can be used
yachts is the buckling of the deck when the hull is subjected to slam- at the ordinal level. The formulation for the Spearman correla-
ming loads. Here the frames act as redundant members, transferring tion, q, is:
loads across the hull by providing alternative load paths [12]. Pn nþ12
In the following sections the formulation for a stochastic meth- i¼1 Rðxi ÞRðyi Þ  n 2
q ¼ qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
nþ12 Pn qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
nþ12 ð6Þ
Pn 2 2
odology will be presented. This will include derivation of the two i¼1 Rðxi Þ  n 2 i¼1 Rðyi Þ  n 2
variables of influence and sensitivity for identification of robust-
ness. A simple hand calculation is given to demonstrate this con- where R is the ordinal rank, y is the output response, x is the input
cept. Following this two composite yacht hull designs will be variable, and n is the number of input variables.
evaluated. From the analyses conducted, it was found that in struc- An influence factor of unity can be interpreted as an input var-
tures incorporating redundancy, damage had lower influence on iable being proportional to the output. Conversely if the influence
the response and the sensitivity to damage was reduced. The re- factor is 1, it can be concluded that the input variable is inversely
sults are being used to try to define a measure of robustness that proportional to the output response. A high influence also means
will allow qualitative tradeoffs between cost, performance and that the input variable lies on the sensitivity curve and has domi-
robustness to be part of the design process. nance over the response of the output.
The next step is to find the sensitivity of output to the input var-
iable. Using the least-squares method, the sensitivity can be found.
2. Example of stochastic methodology
The formulation is as follows (see Figs. 2 and 3):
In a traditional multi-variable sensitivity analysis, the analysis Pn
is conducted by varying only one input variable and observing i¼1 ðX i  XÞðY i  YÞ
b¼ Pn ð7Þ
the change in response. This can be seen in the equation below: i¼1 ðX i  XÞ
80 M.C.W. Lee et al. / Composite Structures 86 (2008) 78–84

1.8 Table 1
Stochastic boundary for Beam A

1.6 Input variable Mean Defined range

Load, P (N) 1000 850 – 1150
1.4 Length, L (mm) 1000 850 – 1150
Young’s modulus, E (MPa) 72,000 61,200 – 82,800
Output

1.2 Breadth, b (mm) 50 42.5 – 57.5

Height, h (mm) 100 85 – 115

1
the inverse cube effect of the height in the deflection equation.
0.8 Figs. 5–7 show some of the metamodels obtained from the stochas-
tic analyses conducted on Beams A and B.
0.6 The next set of analyses is for Beam B. The load, length and
85 90 95 100 105 110 115
Input Young’s modulus have been kept the same, while the breadth
and height have been modified to show the difference in robust-
Fig. 2. Example of multi-variable system. ness. The stochastic boundary for Beam B can be found in Table 3.

Deflection against Young's Modulus (BeamA)

1.8 2.2

2
1.6

Deflection (mm)
1.8

1.4 1.6
Output

1.4
1.2
1.2

1 1

0.8
0.8
0.6
60000 62000 64000 66000 6 8000 70000 72000 74000 76000 78000 80000
0.6 Young's Modulus (MPa)
85 90 95 100 105 110 115
Input Fig. 5. Metamodel of deflection against Young’s modulus for Beam A.

Fig. 3. Example of multi-variant system. Deflection against Height (BeamA)

2.2

2
An example of this methodology is demonstrated below. Consider a
Deflection (mm)

simple cantilevered beam with an edge loading as shown in Fig. 4 1.8

below. 1.6
The expected deflection from the cantilevered beam is: 1.4
PL3 1.2
Deflection; d ¼ ð8Þ
3EI 1
3
bh
and Moment of Inertia; I ¼ ð9Þ 0.8
12
0.6
Table 1 shows the stochastic boundary for the stochastic analysis of 85 90 95 100 105 110 115
Beam A. A standard deviation of 5% has been used, and the samples Height (mm)
follow a normal distribution function.
A sample size of 100 was used for the stochastic analysis. This Fig. 6. Metamodel of deflection against height for Beam A.

allowed the following plots to be produced. Each plot, or meta-

model, is the response with respect to the input variable. Table 2 Deflection against Height (BeamB)
1.4
shows the influence that the input variables have over the deflec-
1.3
tion of the beam. It can be seen that in this instance, the height of
1.2
beam has the greatest influence over the deflection. This is due to
Deflection (mm)

1.1
1
0.9
P b 0.8
0.7
0.6

h 0.5
0.4
L 110 115 120 125 130 135 140
Height (mm)

Fig. 4. Cantilevered beam with edge loading. Fig. 7. Metamodel of deflection against height for Beam B.
 M.C.W. Lee et al. / Composite Structures 86 (2008) 78–84 81

Table 2 Both of the yacht hulls have been modelled in MSC.Patran. In

Influence and sensitivity for Beam A both designs the common critical failure mode has been identified
Relationship Influence Sensitivity as buckling in the foredeck as the yacht is subjected to slamming
Displacement and load 0.258 1.673  103 loads. The models have been solved using the buckling solver in
Displacement and length 0.572 3.397  103 MSC.Nastran, SOL 105. Damage has been introduced on to the
Displacement and Young’s modulus 0.106 8.420  106 yacht hulls by a 90% reduction of stiffness on the bottom of the
Displacement and breadth 0.266 3.838  102 boats.
Displacement and height 0.772 4.166  102
The following analyses detail the effect of the damage, enabling
the influence and sensitivity of the variables to be obtained. Fig. 8
shows the area that is damaged. Both yachts have been modelled
Table 3 with the similar type of carbon fibre composite and the details of
Stochastic boundary for Beam B
the stochastic boundaries can be found in Table 5 below. A total
Input variable Mean Defined range of 26 samples including the original sample were used in both
Load, P (N) 1000 850 – 1150 analyses. A standard deviation of 5% has been used for the material
Length, L (mm) 1000 850 – 1150 properties and a standard deviation of 2.5% has been used for the
Young’s modulus, E (MPa) 72,000 61,200 – 82,800 lamina orientations and thicknesses.
Breadth, b (mm) 40 34 – 46
Height, h (mm) 125 106.25 – 143.75
3.1. Composite yacht with monocoque hull design

Fig. 9 shows the structure of the monocoque hull. In this design,

Table 4
Influence and sensitivity for Beam B there are no transverse stiffening members forward of the mast-
step. All loads applied onto the keel are transferred and carried
Relationship Influence Sensitivity
by the skin. In Fig. 10 it can be seen that a buckling mode is in-
Displacement and load 0.113 3.181  104 duced in the deck of the yacht, forward of amidships once a slam-
Displacement and length 0.610 2.451  103
ming load is applied. Specifications of the laminate are as follows:
Displacement and Young’s modulus 0.011 1.090  106
Displacement and breadth 0.033 8.805  103 ½45; 0; 453 ; 02 ; 45; Cs
Displacement and height 0.765 1.883  102
In the table, it can be seen that the laminate stiffness term D11
has the highest influence over the yachts buckling characteristics
before and after damage is applied. The sensitivity of D11 also in-
Comparing Tables 2 and 4, there are notable changes in influ-
creases as damage is included; as reflected in Fig. 11. The addition
ence and sensitivity. It is observed that the beam height remains
of damage causes the buckling factor to decrease in some samples,
the variable with the highest Influence. In both designs, there is a
and increase in others. A more conclusive result can be found in
notable decrease in sensitivity, showing an improvement in the
Section 3.3 where the results are normalized in order to see the
robustness of the beam.
actual difference in robustness.

3. Robustness of yacht designs

In this section, the influence and sensitivity variables of two

composite yacht designs will be compared. Monocoque hull de-
signs are generally light, enabling higher sailing speeds and rely
on the loads being carried by the composite hull skins. This is gen-
erally not an issue up to the point when damage occurs on the hull
structure. A yacht with multiple frames in the forward hull is
thought to be more durable, as loads can travel through the frame
members even if damage occurs on the hull. However, the frames
introduce additional weight into the structure via the stiffening
members, and as a result the sailing speed is generally reduced.

Table 5
Stochastic boundary for the composite yachts
Fig. 8. Region of structure that damage is simulated.
Input variable Mean Defined range
Carbon fibre
Young’s modulus, E11 (MPa) 142 000 120 700 – 163 300
Young’s modulus, E22 (MPa) 10 300 8 755 – 11 845
Poisson’s ratio, t 0.27 0.2295 – 0.3015
Shear modulus, G12 (MPa) 7 200 6 120 – 8 280
Shear modulus, G23 (MPa) 7 200 6 120 – 8 280
Shear modulus, G31 (MPa) 7 200 6 120 – 8 280
0° Lamina orientation (deg) 0 3.375 – 3.375
45° Lamina orientation (deg) 45 41.625 – 48.375
45° Lamina orientation (deg) 45 41.625 – 48.375
Lamina thickness (mm) 0.20 0.185 – 0.215
Aluminium core
Young’s modulus, E (MPa) 117 99.45 – 134.55
Poisson’s ratio, t 0.4 0.34 – 0.46
Core thickness (mm) 10 9.25 – 10.75
Fig. 9. Isometric view of monocoque hull.
82 M.C.W. Lee et al. / Composite Structures 86 (2008) 78–84

monocoque yacht, the multiple frame yacht has the laminate stiff-
ness D11 as having the highest influence on the deck buckling both
before and after damage is included. The values can be seen in
Table 6 below. However, unlike the monocoque yacht, the sensitiv-
ity has not changed significantly, and this is reflected in the sensi-
tivity lines seen in Fig. 14. They appear to be almost parallel. In this
design, it can be seen that the buckling factors of all samples are
decreased once damage is introduced into the hull skins.

3.3. Comparison between monocoque and multiple frame yacht

designs

Visual inspection of both Figs. 11 and 14 shows that the mono-

coque hull is more sensitive to damage compared to the multiple
frame hull. Due to the fact that the two yacht designs are different,

Fig. 10. Buckling occurring on the top deck of monocoque yacht.

3.2. Composite yacht with multiple frame hull design

The yacht seen below in Fig. 12 has the same hullform as the
monocoque, with the exception of transverse members, or frames,
being included in the forward region of the hull. The purpose of the
frames is to increase resistance to the deck buckling once a slam-
ming load is applied. The laminate specification for the multiple
frame yacht is as follows:
½457 ; Cs

In Fig. 13 the deck can be seen buckling between the main

transverse member and the first frame forward of the deckhouse
as a slamming load is applied on the bottom keel. As with the

Fig. 13. Buckling occurring on the top deck of multiple frame yacht.
Buckling Factor againstLaminate Stiffness
1.25
Table 6
Influence and sensitivity for monocoque hull
Buckling Factor

1.2
Undamaged Relationship of buckling factor to Influence Sensitivity
Damaged Without damage
1.15 Sensitivity (undamaged)
Laminate stiffness A11 0.426 7.421  107
Sensitivity (damaged)
Laminate stiffness D11 0.468 1.380  108
1.1 With damage
Laminate stiffness A11 0.638 1.023  106
Laminate stiffness D11 0.678 1.827  108
1.05 Damaged area length 0.276 1.791  103
21000000 22000000 23000000 24000000 25000000 26000000

Stiffness (D 11)

Fig. 11. Difference in buckling factor with and without damage.

Buckling Factor against Laminate Stiffness
1.25

1.2
Buckling Factor

1.15 Undamaged
Damaged
1.1 Sensitivity (undamaged)
Sensitivity (damaged)
1.05

0.95
10000000 10500000 11000000 11500000 12000000 12500000
Stiffness (D 11)

Fig. 12. Isometric view of multiple frame hull. Fig. 14. Difference in buckling factor with and without damage.
 M.C.W. Lee et al. / Composite Structures 86 (2008) 78–84 83

Change in Buckling Load againstDamaged Area The yacht example has shown the multiple frame yacht hull to
0.03 be more robust compared to the monocoque yacht hull. In the mul-
tiple frame hull, the frames acted as redundant members, allowing
Change in Buckling Load

0.02 the slamming load to be transferred across to the other structural

members. This was not the case in the monocoque yacht hull and
0.01
Monocoque Hull this resulted in it being more sensitive to the application of dam-
0
Multiframe Hull age. It can also be noted that the influence of damage is more dom-
Sensitivity (Monocoque Hull)
0 5 10 15 20 25 inant in the monocoque hull as compared to the multiple frame
Sensitivity (Multiframe Hull)
-0.01 hull. This can be seen with the samples of the monocoque hull clo-
sely following the sensitivity curve compared to that of the multi-
-0.02 ple frame hull.
An aim of this research is to try to define a qualitative measure
-0.03
Damaged Area (unit area)
of robustness. If the sensitivity in Table 8 is used as an inverse mea-
sure (robustness improves as sensitivity is reduced), then the mul-
Fig. 15. Differences in change in buckling factor between monocoque and multiple tiple frame design is six times more robust than the monocoque
frame hull designs. design for the hull damage simulated in the analysis.
An interesting response from the monocoque hull was that the
buckling factor actually increased initially as damage was applied.
Table 7
A reduction of stiffness at the bottom of the yacht caused the neu-
Influence and sensitivity for multiple frame hull
tral axis to move upwards towards the deck. This caused the buck-
Relationship of buckling factor to Influence Sensitivity ling factor of the deck to increase as the distance between the
Without damage neutral axis and the extreme fibre on the deck decreased. This in-
Laminate stiffness A11 0.370 2.108  106 crease in buckling factor no longer occurred once the damage ex-
Laminate stiffness D11 0.439 3.769  108
ceeded seven units of area.
With damage
Laminate stiffness A11 0.366 2.066  106
Laminate stiffness D11 0.417 3.667  108 5. Conclusion
Damaged area length 0.158 1.082  103
It has been found that the influence and sensitivity parameters
are both functions of robustness. These parameters allow quantita-
Table 8 tive comparisons to be made and assists in the decision making
Comparison of influence and sensitivity for monocoque and multiple frame yacht process in areas where there is an inability to accurately predict
hulls loading and boundary conditions.
Monocoque Multiple frame The analysis of the composite yacht hulls utilized two signifi-
cantly different designs. The monocoque yacht is a sleek and light
Influence 0.276 0.158
Sensitivity 1.791  103 2.887  104 design, meant to win races. The Achilles heel of the structure is that
it is highly sensitive to damage on the hull. Monocoque hulls being
damaged by grounding, collisions whilst racing and premature
buckling from over-tensioning of the rigging have lead to the pre-
mature retirement of many racing teams during prestigious events
simply comparing the sensitivities in Tables 11 and 12 would be such as the America’s Cup [14]. On the other end of the spectrum,
inconclusive as they would point to the monocoque hull being less multiple frame hull yachts seldom win speed trophies but they are
sensitive to damage. Hence to extract more information out of the able to transverse great distances in most weather conditions due
results, the difference in each sample before and after the inclusion to the built-in robust design. It appears that structural redundan-
of damage is plotted in Fig. 15. cies provide alternative paths for loads to travel once the transfer
It can be seen conclusively that the monocoque hull is more of load is no longer possible through one member.
sensitive to damage compared to the multiple frame hull. There
is also an increase in the buckling factor for the monocoque hull
Acknowledgements
as damage is applied in the first six unit areas of damage. This will
be discussed in the next section. Table 7 gives the parameters from
This research is part of the Research Program of the Cooperative
the plots and shows that the influence of damage and the sensitiv-
Research Centre for Advanced Composite Structures (CRC-ACS) Ltd.
ity to damage is much higher in the monocoque hull compared to
The financial support of the CRC-ACS is gratefully acknowledged.
the multiple frame hull (see Table 8).

4. Discussion of results
The hand calculation in Section 2 was a demonstration of how
the influence and sensitivities of the input variables vary with a
simple change to a design. It involved the deflection of a cantile-
vered beam subjected to an end loading. This showed that even
with a similar cross-sectional area, there are differences in the
influence and sensitivity for each variable. As the height of the
beam was increased, the sensitivity decreased. This decrease in
sensitivity means that if the same amount of variability were to
be applied in both beams, Beam B would experience less change
in deflection. One of the positive outcomes in the analyses was that
the deflection decreased as the robustness in Beam B improved.
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