STRUCTURAL SAFETY

Structural Safety 28 (2006) 83107

www.elsevier.com/locate/strusafe

Probabilistic engineering analysis using the NESSUS software

Ben H. Thacker
a

a,*

, David S. Riha a, Simeon H.K. Fitch b, Luc J. Huyse a, Jason B. Pleming a

Southwest Research Institute, Reliability and Materials Integrity, 6220 Culebra Road, San Antonio, TX 78228, USA b Mustard Seed Software, San Antonio, TX, USA Received 8 April 2004; accepted 4 November 2004 Available online 17 February 2005

Abstract The development of reliability-based design methods requires the use of general-purpose engineering analysis tools that predict the uncertainty in a response due to uncertainties in the model formulation and input parameters. Barriers that have prevented the full acceptance of probabilistic analysis methods in the engineering design community include availability of tools, ease of use, robust and accurate probabilistic analysis methods, and the ability to perform probabilistic analyses for large-scale problems. The goal of the reported work has been to develop a software tool that fully addresses these three aspects (availability, robustness and eciency) to enable the designer to eciently and accurately account for uncertainties as they might aect structural reliability and risk assessment. The paper discusses the NESSUS probabilistic engineering analysis software with specic sections on the reliability modeling and analysis process in NESSUS, the robust and accurate solution strategies incorporated in the available probabilistic analysis methods, and several application examples to demonstrate the applicability of probabilistic analysis to large-scale engineering problems. 2004 Elsevier Ltd. All rights reserved.
Keywords: NESSUS; Probabilistic; Software; Reliability; Uncertainty; Stochastic

Corresponding author. Tel.: +1 210 522 3896; fax: +1 208 460 3808. E-mail address: bthacker@swri.org (B.H. Thacker).

0167-4730/$ - see front matter 2004 Elsevier Ltd. All rights reserved. doi:10.1016/j.strusafe.2004.11.003

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1. Introduction and background Computational simulation is being increasingly used as performance requirements for engineering structures increase. To meet these requirements, analysts are developing higher delity models in an attempt to more accurately represent the true behavior of the physical system. It is not uncommon nowadays for these models to involve multiple physics and several million nite elements. Despite extraordinary increases in computer power, analyses performed with these high delity models continue to take hours or even days to complete for a single deterministic analysis. Structural performance is directly aected by uncertainties associated with models or in physical parameters and loadings. The traditional design approach has been to adopt safety factors to ensure that the risk of failure is suciently small, albeit not quantied. However, probabilistic analysis permits a more rigorous quantication of the various uncertainties, and ultimately will facilitate a more ecient design process. Areas in which probabilistic methods are being successfully applied include engineered components and systems with high consequences of failure driven by safety or cost concerns. Some of these areas include aircraft propulsion systems, airframes, biomechanical systems and prosthetics, nuclear and conventional weapon systems, space vehicles, pipelines, nuclear waste disposal, oshore structures and automobiles. In general, probabilistic analysis requires multiple solutions of the underlying (deterministic) performance model. Consequently, the development of ecient and accurate probabilistic analysis methods and software tools are critically needed. Southwest Research Institute (SwRI) has been addressing the need for ecient probabilistic analysis methods for over 20 years. Much of the reliability technology developed and implemented by SwRI researchers is available in the NESSUS probabilistic analysis software [1]. Numerical evaluation of stochastic structures under stress (NESSUS) is a general-purpose tool for computing the probabilistic response or reliability of engineered systems. NESSUS can be used to simulate uncertainties in loads, geometry, material behavior, and other user-dened random variables to predict the probabilistic response, reliability and probabilistic sensitivity measures of engineered systems. The software was originally developed by a team led by SwRI as part of the NASA project entitled Probabilistic Structural Analysis Methods (PSAM) for Select Space Propulsion Components [2]. Since the inception of the NASA program, SwRI has continued to conduct research, development and implementation of probabilistic methods in NESSUS. Through automatic downloads from the NESSUS web site (www.nessus.swri.org), hundreds of copies of the software has been distributed to a large number of users around the world. Many of these users include university professors and researchers who are incorporating probabilistic design methodologies into their teaching and research projects. NESSUS allows the user to perform probabilistic analysis with analytical models, external computer programs such as commercial nite element codes, and general combinations of the two. As an example, consider the problem of estimating the damage to the high-strength steel used in a containment vessel that connes high explosive experiments. In NESSUS the user can dene a simulation to include: (1) an explosive burn calculation to compute the pressure history at the containment wall boundary, (2) a nite element stress analysis using the computed pressure history as a load input, and (3) an analytical cumulative damage life calculation based on the computed stresses. Each model in the simulation can include random variables. This sequentially linked hierarchy of models allows the user to quickly and easily create complex multi-physics based probabilistic simulations.

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The NESSUS graphical user interface (GUI) is highly congurable and allows tailoring to specic applications. This GUI provides a capability for commercial or in-house developed codes to be easily integrated into the NESSUS framework. Eleven probabilistic algorithms are available in NESSUS including methods such as Monte Carlo simulation, rst-order reliability method, advanced mean value method and adaptive importance sampling [3]. Recent work in NESSUS has been based on reducing the time required to dene complex probabilistic problems, improving support for large-scale numerical models (greater than one million elements), and improving the robustness of the low-level probability integration routines. In the area of robustness, research is underway to improve most probable point (MPP) search algorithms, develop solution strategies for identifying and solving problems that have multiple MPPs, and implement adaptive algorithms that can detect numerical diculties and automatically switch to alternative solution strategies [4,5]. Work is also underway to allow uncertainty due to vague or non-specic input such as expert opinion to also be considered in the probabilistic analysis [6,7]. In the following sections, the capabilities and approach to reliability modeling using the NESSUS software is described. As appropriate, references are made to considerations for large-scale complex models. Three application problems are presented at the end of the paper to illustrate the application of NESSUS to real-world problems.

2. Overview of NESSUS 2.1. Component reliability analysis In NESSUS, component reliability analysis denotes the reliability of a component considering a single failure mode, where reliability is simply one minus the probability of failure, pf. NESSUS can compute a single failure probability corresponding to a specic performance value, or multiple failure probabilities such that the complete cumulative distribution function (CDF) can be constructed. Alternatively, NESSUS can compute a single performance value corresponding to a specic failure probability. The choice of analysis type depends on the problem being solved. Traditional reliability analysis involves computing the probability of stress, S, exceeding strength, R, Pr[R 6 S] or Pr[g 6 0], where g = R S is referred to as the limit state function. In general, g will be more complex than g = R S and will be given by g = g(X), where X are the input random variables. In addition to the failure probability, NESSUS computes probabilistic importance factors, ob/ou, where b is inversely related to Pf and u are the input random variables transformed into standard normal space, and probabilistic sensitivity factors, ob/oh, where h are the parameters of the input random variables, e.g., mean value and standard deviation. 2.2. System reliability analysis Most engineering structures can fail in more than one way. System reliability considers the possible failure of multiple components of a system, or multiple failure modes of a component. In NESSUS, system reliability problems are formulated and solved using a probabilistic fault tree analysis (PFTA) method [8].

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A fault tree is constructed in NESSUS by connecting bottom events with AND and OR gates. Each bottom event models a separate failure event, which can be a complex multiphysics simulation as described earlier in the paper. The topology of the fault tree is dened by the failure modes being simulated. Once dened, several options are available for solving the system reliability problem. First, direct Monte Carlo simulation is available but may be cost prohibitive if the limit state functions of the bottom events are computationally expensive. Alternatively, NESSUS can compute the probability of system failure using the advanced mean value (AMV+) method [9] or adaptive importance sampling (AIS) [10]. Because the NESSUS PFTA uses a limit state function to represent each bottom event, correlations due to common random variables between the bottom events is fully accounted for regardless of the probabilistic method used. In addition to quantifying the system reliability, NESSUS also computes probabilistic sensitivities of the system probability of failure with respect to the each random variables mean value and standard deviation [3]. These results provide a ranking based on the relative contribution of each variable to the total probability of failure. The sensitivities are also useful in design optimization, test planning and resource allocation. Probabilistic fault trees for system problems are dened in NESSUS using a graphical editor. Once the system is dened in the GUI, the corresponding Boolean algebraic statement is transferred to the problem statement window, where the user then denes each event. An example fault tree and problem statement for a two gate, three-event system is shown in Fig. 1.

Fig. 1. Multiple limit states are combined in a probabilistic fault tree that is created graphically by the user (left) and entered into the problem statement window in equation form by NESSUS (right).

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2.3. Reliability modeling process The steps needed to solve a reliability problem in NESSUS include: (1) develop the functional relationships that dene the model, (2) dene the random variable inputs, (3) dene the numerical models needed in the functional relationship, (4) perform parameter variation studies to check and understand the deterministic behavior of the model, (5) perform the probabilistic analysis, and (6) visualize the results. NESSUS uses an outline structure to dene the problem, as shown in the left-hand side of Fig. 2. The user navigates through the nodes of the outline from top to

Fig. 2. NESSUS outline structure guides the probabilistic problem setup and analysis.

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bottom to dene the problem and perform the analysis. Each of these steps is described in more detail in the following sections. 2.3.1. Problem statement denition The problem statement window in NESSUS is where the functional relationships are entered to dene the model. In the problem statement window, each model is dened only in terms of input and output variables and mathematical operators. This improves readability, conveys the essential ow of the analysis, and allows complex reliability assessments to be dened when more than one model is required to dene the system performance. An example problem statement is shown in the upper right-hand portion of Fig. 2. A powerful feature of NESSUS is the ability to create complex probabilistic simulations by linking models together in a sequential fashion. In this example, the performance measure is life (given by number of cycles to failure), which requires input from other models. Two stress quantities from an ABAQUS (ABAQUS, Inc.) nite element analysis are used in the analytical life model. Many other nite element codes are interfaced with NESSUS and will be described in a subsequent section. Finally, the ABAQUS model requires input from several independent variables. The problem statement parser in NESSUS identies all of the independent variables in the problem statement window and transfers these variables to the random variable input window for further denition. 2.3.2. Random variable input and probabilistic database The random variable inputs are dened in the random variable denition window in NESSUS. A graphical input editor is provided for distributions requiring parameters other than the mean and standard deviation, such as upper and lower bounds for truncated distributions. The probability density function (PDF) and cumulative distribution function (CDF) plotting capability in NESSUS provides a quick visual inspection of the random variables. Random variables allowed in NESSUS include normal, lognormal, Weibull, extreme value type I, chi-square, maximum entropy, curve-t, Frechet, truncated normal and truncated Weibull. The maximum entropy and curve-t distributions can be used for distributions not directly supported. NESSUS maintains a library of relevant PDFs in a probabilistic database. Random variables can be dened and stored using a distribution type and associated parameters. Distribution tting functions are provided to determine the best t from raw data. The entries can be grouped and multiple databases are supported. This allows users to develop their own, possibly proprietary, databases for use in NESSUS. Random variable denitions from the database contents can be inserted directly in the random denition table in NESSUS using a right mouse click as shown in Fig. 3. 2.3.3. Response model denition Functions dened in the problem statement window (Fig. 2) are assigned in the response model denition. The available function types are selected from the model type drop down menu and include analytical, regression, numerical, and predened as shown in Fig. 4. The analytical function type allows models to be dened with standard mathematical operators, using a format identical to denitions in the problem statement window. The numerical model type allows the use of interfaced codes or a user-dened code. Codes currently interfaced to NESSUS in-

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Fig. 3. NESSUS allows random variables to be dened from the probabilistic database via a right mouse click.

Fig. 4. The numerical model denition screen in NESSUS denes the execution command and required input/output les for executing the numerical model.

clude ABAQUS, ANSYS (ANSYS, Inc.), DYNA3D (Lawrence Livermore National Laboratory), LS-DYNA (LSTC, Inc.), NASA_GRC_FEM (NASA Glenn Research Center), MADYMO (TNO Automotive), MSC.NASTRAN (MSC.Software), PRONTO (Sandia National

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Laboratories), and USER_DEFINED. The NASA_GRC_FEM nite element program is included with the NESSUS software. The regression model type allows the user to input function coecients or raw perturbation data that can be t to linear or quadratic functions using linear regression. Finally, the predened model type allows linking user-written Fortran subroutines with NESSUS, which requires the user to have access to a Fortran compiler. The user-dened numerical model allows the user to link the NESSUS probabilistic engine with any stand-alone analysis code. Fig. 4 shows an example using the ABAQUS nite element program. The execution command window provides the command or commands required to execute ABAQUS. The input and output les are also dened on this input screen. Default execution options for the supported codes are inserted automatically by NESSUS from a congurable template le, and can be modied by the user as needed. A batch processing option is provided to allow processing on dierent computers. This allows NESSUS to run on a local workstation while the analysis codes run on a dierent workstation, cluster, supercomputer, etc. Related to the batch processing feature, NESSUS also provides an automatic restart option. The restart capability provides probabilistic solution renement, recovering from abnormal solver termination, and evaluating additional performance measures without rerunning previous steps of the solver analyses. The batch and restart capabilities can be combined to perform distributed processing of the function evaluations either manually by the analyst or automatically using simple scripts. 2.3.3.1. Mapping random variables to numerical models. When performing probabilistic analysis using a numerical model, a realization of a random variable must be reected in the numerical models input. The variable may be a random variable or a computed variable from another code or analytical equation. In general, the variable can map to a single value in the codes input or to a vector of values such as nodal coordinates in a nite element model. Typical examples of single value mappings include Youngs modulus or a concentrated point load. Examples of vector mappings are a pressure eld acting on a set of elements or a geometric parameter that eects multiple node locations. Mapping variables to the numerical model input in NESSUS is achieved by graphically identifying the lines and columns that are changed when the variable changes as shown in Fig. 5. The mapping capability in NESSUS has been optimized to support model input les in excess of several million lines in length. Vector mappings require a functional relationship between the input random variable and the analysis program input. Because dierent realizations of these variables are required, a general approach is used in NESSUS to relate a change in the input random variable value to the codes input. For example, if the random variable is the radius of a hole, changes to a set of nodal coordinate values will be required each time the radius is changed. A delta vector, Dx, is dened that relates how the coordinates change with a change in the variable. The vector of perturbed nodal ^, is related to the mean value of the coordinates, lx, plus a shift factor, s, times the coordinates, x ^ lx s Dx. amount of change for the coordinates, Dx, or in equation form, x The delta vector is the normalized dierence between the mean value of the random variable and the perturbed value. One approach to generating Dx is to perturb the nominal mesh, subtract the nominal from the perturbed, and then normalize. This procedure, performed only once at the

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Fig. 5. NESSUS provides a graphical mapping tool to identify the portions of the codes input that change when the random variable changes. The mapping can include multiple lines and columns in the codes input.

beginning of the analysis, is then used by NESSUS to create a nite element mesh for any value of the random variable. Several other approaches are available for dening vector variables. Some analysis codes allow the nite element model to be parametrically dened. In this case, the variables can be mapped directly without dening the delta vector. Another option is to include a nite element preprocessor using the linked model capability. The variables can be mapped to the preprocessor input and the resulting model used for the analysis. 2.3.3.2. Selecting responses for numerical models. The nal step in dening the numerical model is to identify the response quantity or quantities that are to be returned to NESSUS. The approach used in NESSUS is to read the analysis results for a given set of node, element and time steps directly from the analysis codes results le. Fig. 6 shows the response selection for the ABAQUS nite element software. NESSUS supports automated extraction for most engineering quantities

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Fig. 6. NESSUS result selection screen for ABAQUS.

of interest including displacements, velocities, accelerations, stresses, strains, etc. When multiple quantities are requested, NESSUS provides further options to reduce the results down to a single value using functions such as maximum, minimum, average, etc. For dynamic codes, selection of the response from a result time series is provided across multiple times such as maximum, last, and user specied. In some cases, the response time series can be ltered to smooth the response before use in the probabilistic analysis. A exible user dened numerical model capability is provided in NESSUS. This capability allows users to link in-house developed codes with NESSUS. The response of interest is selected by dening a specic location in the analysis codes results le. A user subroutine for extracting responses is also available for more complex situations such as results extraction from a binary database le. 2.3.4. Deterministic and parameter variation analysis NESSUS deterministic analysis option provides a useful tool to verify the problem statement denition. Any computed value (on the left of the equal sign) in the problem statement will be evaluated at the mean values of the input random variables.

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Parameter variation analysis is another useful tool to understand how the performance varies with changes in the random variables. NESSUS provides several methods for dening variable perturbations including, backward, central, and forward dierences as well as variable sweeps. In addition, specic perturbation values can be input directly to dene experimental designs. Visualization of the response variation is provided in predened XY scatter plots. 2.3.5. Probabilistic analysis denitions Many ecient probabilistic analysis methods have been devised to alleviate the need for Monte Carlo simulation, which is impractical for large-scale high-delity problems [11]. The traditional methods include, for example, the rst- and second-order reliability methods (FORM and SORM) [12], the response surface method (RSM) [13], and Latin hypercube simulation (LHS) [14]. Methods tailored for complex probabilistic nite element analysis include, for example, the advanced mean value family of methods (AMV+) [9] and AIS [10]. Further details on these methods and their implementation in NESSUS are given in [3]. NESSUS has a suite of probabilistic analysis methods as listed in Table 1 for both component and system probabilistic analysis. The range of methods allows the analyst to obtain probabilistic solutions with dierent levels of delity based on the requirements of the analysis. NESSUS provides complete control of each of the available probabilistic methods. As an example, Fig. 7 shows the probabilistic analysis denition screen for the AMV+ method. Default parameters for the dierent methods are supplied based on experience with the method on previous problems. In addition to dening the probabilistic method, several other options can be selected: parameter correlations, condence bounds, and analysis type. Linear correlation between any two input variables is dened by entering the correlation coecient. By default the input variables are assumed to be statistically independent, i.e., zero correlation. If any non-zero correlations are entered, NESSUS will perform a numerical transformation during the probability integration to account for the correlation. NESSUS computes condence bounds on the computed probabilities

Table 1 Probabilistic analysis methods in NESSUS Probabilistic method First-order reliability method (FORM) Advance rst-order reliability method Second-order reliability method (SORM) Importance sampling with radius reduction factor Monte Carlo simulation Importance sampling with user-dened radius Plane-based adaptive importance sampling Curvature-based adaptive importance sampling Mean value Advanced mean value Advanced mean value with iterations Latin hypercube simulation Response surface method with Monte Carlo simulation Component System

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Fig. 7. Options for the AMV+ probabilistic method in NESSUS.

from statistical uncertainty on the mean or standard deviation of each input random variable. To dene statistical uncertainty, the user enters a coecient of variation (COV) on the mean and standard deviation for each of the input random variables. All COV values are zero by default. The analysis type denition indicates that the probabilistic method will compute: (1) the full CDF of the response, (2) the probability associated with a specied performance or list of performance values, or (3) the performance given a specied probability or set of probability values.

2.3.6. Results visualization NESSUS includes a powerful post processing capability. After completing the probabilistic analysis, the user can visualize the CDF in several formats (Fig. 8). In addition, the various prob-

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Fig. 8. NESSUS computed cumulative distribution function (left) and probabilistic importance factors (right).

abilistic sensitivity measures computed by NESSUS can be viewed as shown in Fig. 8. Multiple analyses can be compared on a single plot as a means of comparing dierent analysis methods (e.g., Monte Carlo and AMV+) or random variable changes (design what-if analyses). Finally, the user has control over all plot formats such as line styles, titles, and number format. All plots are easily exported for inclusion in reports or presentations. Probability contouring is another highly useful visualization output. The failure probability is computed at dierent locations in the model (e.g., nodes in a nite element mesh) and visualized by contouring iso-probability values. Contours of probability can reveal regions of high risk that may not be apparent from the contours of model response quantities. Consider the spatial thickness uctuations of a part induced by the rolling or stamping process. Fig. 9 shows that even though the mean stress at point B is higher than at point A, the probability of failure is lower due to the larger uncertainty at point A. An example of a large-scale analysis utilizing probability contouring is shown in Fig. 10. The probability contours identify regions where there is signicant probability that the equivalent plastic strain exceeds the design limit. These regions are not identied by the mean value contours.

3. Application examples The NESSUS software has been used to predict the reliability and probabilistic response for a wide range of problems [1523]. Three problems are presented in this section to demonstrate the

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Fig. 9. Stress and probability contours illustrating how the failure probability can be higher at a low stress point than at a higher stress point.

Fig. 10. Probability of failure contours (right) indicate critical design regions not identied from the mean equivalent plastic strain contours (left).

application and exibility of NESSUS and to illustrate the current developments to support ecient probabilistic model development and support for large-scale problems. 3.1. Stochastic crashworthiness The NESSUS probabilistic analysis software was used to compute the system reliability of a Sport utility vehicle to small vehicle frontal oset impact event. The analysis was designed to identify important variables contributing to the crashworthiness reliability and use this information to improve the design and manufacturing processes. The ultimate goal of the analysis is to improve vehicle reliability using a computational approach to reduce expensive crash testing. Additional details about this analysis can be found in [24].

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3.1.1. Problem description An LS-DYNA nite element model of a vehicle frontal oset impact and a MADYMO model of a 50th percentile male Hybrid III dummy were integrated with NESSUS to comprise the crashworthiness characteristics (Fig. 11). A number of dierent response quantities from the models were used to dene four occupant injury acceptance criteria and six compartment intrusion criteria. The NESSUS problem statement for the head injury criteria (HIC) is shown in Fig. 12. An

Fig. 11. Vehicle-to-vehicle frontal oset crash simulation model.

Fig. 12. NESSUS problem statement for the head injury criterion (HIC).

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acceleration history from the LS-DYNA vehicle model is used as the crash pulse input to the occupant injury model in MADYMO. The other three occupant injury criteria are modeled in the same fashion. The compartment intrusion criteria are determined from relative displacements of the points in the small vehicle model. These ten acceptance criteria were used as events in a probabilistic fault tree to compute the overall system reliability of the impact scenario. Uncertainty inputs to the model consist of 16 random variables. These random variables include parameters that dene key energy absorbing components of the vehicles such as material properties for bumpers and rails, test environment uncertainties such as impact velocity and angle, manufacturing variations in the form of rail and bumper installation parameters, and inherent uncertainty of material characteristics. Each of these random variables is characterized by a statistical distribution dened from manufacturing data, literature and/or expert opinion. The distributions for parameters that aect the geometry are based on design/manufacturing tolerances. A response surface model was developed for each acceptance criteria to facilitate the probabilistic analysis and vehicle design tradeo studies. The parameter variation analysis capability in NESSUS was utilized to develop the response surface models. A vehicle redesign was performed based on the probabilistic sensitivity information to improve the reliability. 3.1.2. Results The system reliability was computed using the Monte Carlo simulation method in NESSUS with 100,000 samples. The computed system reliability for the original design is 23%. A Monte Carlo analysis was performed for each criterion and the results are shown in Table 2. The femur axial load acceptance criteria event has the lowest reliability followed by the HIC event and the door aperture closure event. All other acceptance criteria have relatively high reliability. The computed probabilistic sensitivity factors are shown in Fig. 13. From the gure, the nominal value of the yield strength of the small vehicle rail material can be most inuential in increasing the reliability. The objective of the redesign analysis is to provide a recommendation to improve the reliability of the small vehicle in a vehicle-to-vehicle frontal oset impact. The approach used is to rely on

Table 2 Original and nal design reliability for the stochastic car crash example Acceptance criteria Description HIC Chest acceleration Chest deection Femur axial load Footrest intrusion Toepan deection Brake pedal location Instrument panel denition Door aperture closure Engine location NESSUS variable g_hic g_cg g_chestd g_femurl g_fri g_tpd g_bpd g_ipd g_dac g_engd Reliability (%) Original design 57.7910 92.2970 99.9752 46.4020 99.9623 100.0000 100.0000 99.6870 72.6750 99.6000 Final design 94.0120 98.8240 99.9999 92.9330 100.0000 100.0000 100.0000 99.9719 98.7460 99.9997

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Fig. 13. Probabilistic sensitivity factors for the original design indicate that changing the mean value of the rail yield strength will have the largest impact on the overall reliability.

the probabilistic sensitivity factors to identify the dominant parameters (random variable mean and standard deviation) that will improve system reliability. The reliability for each acceptance criteria in the new design is listed in Table 2. The dominant event for the original design was the femur axial load acceptance criteria. The femur axial load also shows the lowest reliability for the nal design but increased from a reliability of 4693%. The reliability improvements are shown in Fig. 14 along with a description of the parameter changes to achieve the improvement. The system reliability for the nal design is 86%. A system reliability analysis is critical to the correct evaluation of the vehicle performance especially for evaluating the probabilistic sensitivity factors at the system level for redesign analysis. Certain parameters such as stiness/strength parameters can improve reliability for compartment intrusion performance measures but may be detrimental to the crash pulse attenuated to the vehicle occupant. The system model correctly accounts for events with common variables (correlated events) and thus correctly identies the important variables on the system level. 3.2. Blast containment vessel Over the past 30 years, Los Alamos National Laboratory (LANL), under the auspices of DOE, has been conducting conned high explosion experiments utilizing large, spherical, steel pressure vessels. These experiments are performed in a containment vessel to prevent the release of explosion

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100 90 80

Tighten rail and bumper installation tolerances Reduce foam properties COV Reduce yield stress COV Reduce front weld stiff. COV Reduce rail thickness COV Reduce front weld stiff. COV Reduce yield stress COV Increase weld stiffness

System Reliability (%)

70 60 50 40 30 20 10

Increase weld stiffness Reduce yield stress COV Increase yield stress

10

Redesign Iteration

Fig. 14. Vehicle system reliability improvement study performed with NESSUS.

products to the environment. Design of these spherical vessels was originally accomplished by maintaining that the vessels kinetic energy, developed from the detonation impulse loading, be equilibrated by the elastic strain energy inherent in the vessel. Within the last decade, designs have been accomplished utilizing sophisticated and advanced 3D computer codes that address both the detonation hydrodynamics and the vessels highly non-linear structural response. Additional details about this analysis can be found in [22,25]. 3.2.1. Problem description The containment vessel, shown on the left side in Fig. 15, is a spherical vessel with three access ports: two 16-in. ports aligned in one axis on the sides of the vessel and a single 22-in. port at the top of the vessel. The vessel has an inside diameter of 72 in. and a 2 in. nominal wall thickness. The vessel is fabricated from HSLA-100 steel, chosen for its high strength, high fracture toughness, and no requirement for post weld heat treatment. The vessels three ports must maintain a seal during use to prevent any release of reaction product gases or material to the external environment. Each door is connected to the vessel with 64 high strength bolts, and four separate seals at each door ensure a positive pressure seal. A series of hydrodynamic and structural analyses of the spherical containment vessel were performed using a combination of two numerical techniques. Using an uncoupled approach, the transient pressures acting on the inner surface of the vessel were computed using the Eulerian hydrodynamics code, CTH (Sandia National Laboratories), which simulated the high explosive (HE) burn, the internal gas dynamics, and shock wave propagation. The HE was modeled as spherically symmetric with the initiating burn taking place at the center of the sphere. The vessels structural response to these pressures was then analyzed using the DYNA3D explicit nite element structural dynamics code.

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Fig. 15. Containment vessel (left) and one quarter symmetry mesh used for the structural analysis (right).

The simulation required the use of a large, detailed mesh to accurately represent the dynamic response of the vessel and to adequately resolve the stresses and discontinuities caused by various engineering features such as the bolts connecting the doors to their nozzles. Taking advantage of two planes of symmetry, one quarter of the structure was meshed using approximately one million hex elements. Six hex elements were used through the 2-in. wall thickness to accurately simulate the bending behavior of the vessel wall. The one-quarter symmetry model is shown on the right-hand side of Fig. 15. The structural response simulation used an explicit nite element code called PARADYN (Lawrence Livermore National Laboratory), which is a massively parallel version of DYNA3D, a non-linear, explicit Lagrangian nite element analysis code for three-dimensional transient structural mechanics. PARADYN was run on 504 processors of LANLs Blue Mountain, massively parallel computer, which is an interconnected array of independent SGI (Silicon Graphics, Inc.) computers. The containment vessel model can be solved on the Blue Mountain computer with approximately 2.5 h of run time. The same analysis would have taken about 35 days when run on a single processor. The four random variables considered are radius of the vessel wall (radius), thickness of the vessel wall (thickness), modulus of elasticity (E), and yield stress (Sy) of the HSLA steel. A summary of the probabilistic inputs is included in Table 3. The properties for radius and thickness

Table 3 Probabilistic inputs for the containment vessel example problem Variable Radius (in.) Thickness (in.) E (lb/in.2) Sy (lb/in.2) PDF Normal Lognormal Lognormal Normal r 37.0 2.0 29.0E + 06 106.0E + 03 l 0.0521 0.08667 1.0E + 06 4.0E + 03 COV 0.00141 0.04333 0.03448 0.03774

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are based on a series of quality control inspection tests that were performed by the vessel manufacturer. The coecients of variation for the material properties are based on engineering judgment. In this case, the material of the entire vessel, excluding the bolts, is taken to be a random variable. When the thickness and radius random variables are perturbed, the nodal coordinates of the nite element model change with the exception of the three access ports in the vessel, which remain constant in size and move only to accommodate the changing wall dimensions. This was accomplished in NESSUS by dening a set of scale factors that dened how much and in what direction each nodal coordinate was to move for a given perturbation in both thickness and radius. The NESSUS mapping procedure allows the perturbations in radius and thickness to be cumulative so these variables can be perturbed simultaneously. Once the scale factors are dened and input to NESSUS, the probabilistic analysis, whether by simulation or using AMV+, can be performed without further user intervention. The response metric for the probabilistic analysis is the maximum equivalent plastic strain occurring over all times at the bottom of the vessel nite element model. This maximum value occurred well after the initial pulse and was caused by bending modes created by the ports. 3.2.2. Results The AMV+ method in NESSUS was used to calculate the CDF of equivalent plastic strain. Also, LHS was performed with 100 samples to verify the correctness of the AMV+ solution near the mean value. The CDF is plotted on the left in Fig. 16 on a standard normal probability scale. As shown, the LHS and AMV+ results are in excellent agreement. However, in contrast to the LHS solution, the AMV+ solution predicts accurate probabilities in the extreme tail regions with far fewer PARADYN model evaluations. Probabilistic sensitivities are shown in on the right in Fig. 16. The sensitivities are multiplied by ri to non-dimensionalize the values and facilitate a relative comparison between parameters. The

Fig. 16. Cumulative distribution function of equivalent plastic strain plotted on standard normal scale (left) and probabilistic sensitivity factors (u = 3) (right).

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values are also normalized such that the maximum value is equal to one. It can be concluded that the reliability is most sensitive to the mean and standard deviation of the thickness of the containment vessel wall.

3.3. Cervical spine impact injury Cervical spine injuries occur as a result of impact or from large inertial forces such as those experienced by military pilots during ejections, carrier landings, and ditchings. Other examples include motor vehicle, diving, and athletic-related accidents. Reducing the likelihood of injury by identifying and understanding the primary injury mechanisms and the important factors leading to injury motivates research in this area [26]. Because of the severity associated with most cervical spine injuries, it is of great interest to design occupant safety systems to minimize probability of injury. To do this, the designer must have quantied knowledge of the probability of injury due to dierent impact scenarios, and also know which model parameters contribute the most to the injury probability. Finite element stress analysis plays a critical role in understanding the mechanics of injury and the eects of degeneration as a result of disease on the structural performance of spinal segments. However, in many structural systems, there is a great deal of uncertainty associated with the environment in which the structure is required to function. This variability or uncertainty has a direct eect on the structural response of the system. Biological systems are a textbook example: uncertainty and variability exist in the physical and mechanical properties and geometry of the bone, ligaments, cartilage, as well as uncertainty in joint and muscle loads. Hence, the broad objective of this investigation is to explore how uncertainties inuence the performance of an anatomically accurate, three-dimensional, non-linear, experimentally validated nite element model of the human lower cervical spine.

3.3.1. Problem description A validated three-dimensional ABAQUS nite element model of the C4C5C6 spinal segment developed at the Medical College of Wisconsin [27] was used to calculate the structural response of the lower cervical spine and to quantify the eect of uncertainties on the performance of the biological system. The loaddeection response was validated against experimental results from eight cadaver specimens [28]. The momentrotation response of the nite element model was validated against experimental results reported in the literature [29]. The model is shown in Fig. 17. Additional details about this analysis can be found in [30]. Biological variability was accounted for by modeling material properties and spinal segment loading as random variables. Where available, experimental data was used to generate the random variable denitions (e.g., the spinal ligaments loaddeection behavior). The probabilistic nite element model was exercised under exion (chin down) loading by applying a pure bending moment of 2 N m to the superior surface of the C4 vertebra. The inferior surface of the C6 vertebra was xed in all directions and rotation was measured between the superior aspect of C4 and the xed boundary of C6. Computing the rotation and monitoring the reaction forces at the xed boundary quantied the momentrotation behavior. Cumulative

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Fig. 17. Probabilistic cervical motion segment model (C4C6).

probability distribution functions, probability distribution functions, and probabilistic sensitivity factors were determined. 3.3.2. Results The probabilistic rotation response had an approximate mean of 3.82 and a standard deviation of 0.38 resulting in a coecient of variation of 10%. The CDF and PDF of rotation is shown on the left in Fig. 18. The CDF is used to determine probabilities directly, e.g., the probability that the rotation will be less than or equal to 4.2 is 82%. The probabilistic sensitivity factors indicate that the loading (FLEXLOAD) is the dominant variable. The bar graph on the right in Fig. 18 shows the sensitivity information for the eight most signicant random variables with FLEXLOAD removed so that the other variables can be more clearly seen. Not including FLEXLOAD, the most important variables are the: (1) annulus C45 and C56 Youngs modulus, (2) interspinous ligament non-linear spring forcedeection relationship, and (3) ligamentum avum non-linear spring forcedeection relationship. These results can be used eliminate unimportant variables from the random variable vector and to focus further characterization eorts on those variables that are most signicant.

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1 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0 1
0.2 0.15 0.1 0.05 0 -0.05 -0.1 -0.15
E E R V M IS R M V C LR V FI B R C E 56 A R E C 45 A A R EA A 45 A 56 M LF

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CDF PDF

3 4 Rotation (Degrees)

Fig. 18. Cumulative distribution function and probability density function of the rotation of the lower cervical spine segment subjected to pure exion loading (left). The eight most inuential random variables (normalized scale on ordinate) are shown (variable FLEXLOAD removed for clarity).

4. Conclusions Although NESSUS was initially developed for aerospace applications, the methods are broadly applicable and their use warranted in situations where uncertainty is known or believed to have a signicant impact on the structural response. The framework of NESSUS allows the user to link advanced probabilistic algorithms with analytical equations, commercial nite element analysis programs and in-house stand-alone deterministic analysis codes to compute the probabilistic response or reliability of a system. For probabilistic methods to be accepted for use in design, probabilistic tools must be robust, easy to use, and interfaced with widely used commercial analysis packages. This integration with commercially available analysis software leverages the investment made in learning and becoming procient with the software. The graphical user interface in NESSUS makes dening and executing the probabilistic analysis straightforward and ecient for simple problems as well as problems involving extremely large multi-physics models. Several applications were presented that demonstrated the exibility of the NESSUS software. The advanced probabilistic analysis methods in NESSUS allow for using high-delity models to dene the structure or system even when each function evaluation may take several hours to run. In the application problems presented, the probabilistic results revealed additional information that would not have been available if deterministic approaches were used. Future progress in probabilistic mechanics relies strongly on the development of validated analysis models, systematic data collection and synthesis to resolve probabilistic inputs, and identication and classication of failure modes. Research and development in this area is needed to improve the robustness of the underlying probability integration methods, to develop alternative uncertainty modeling approaches and integrate these approaches with established probabilistic tools, and to apply probabilistic methods to model verication and validation, system certication and prognosis, component life assessment and integrity, and structural system health monitoring and management.

Probabilistic Sensitivity

Probability

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Acknowledgements The authors acknowledge the support of the NASA Glenn Research Center and the Los Alamos National Laboratory for their signicant support of the NESSUS software. The 2000 DaimlerChrysler Challenge Fund, Naval Air Warfare Center Aircraft Division, and Los Alamos National Laboratory are also acknowledged for their support for the applications problems summarized in the paper.

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