Structural Safety 28 (2006) 83–107
STRUCTURAL
SAFETY
www.elsevier.com/locate/strusafe
Probabilistic engineering analysis using the NESSUS software
Ben H. Thacker ^{a}^{,} * , David S. Riha ^{a} , Simeon H.K. Fitch ^{b} , Luc J. Huyse ^{a} , Jason B. Pleming ^{a}
^{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 reliabilitybased design methods requires the use of generalpurpose engineering anal ysis 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 engineer ing design community include availability of tools, ease of use, robust and accurate probabilistic analysis methods, and the ability to perform probabilistic analyses for largescale problems. The goal of the reported work has been to develop a software tool that fully addresses these three aspects (availability, robustness and eﬃciency) to enable the designer to eﬃciently and accurately account for uncertainties as they might aﬀect structural reliability and risk assessment. The paper discusses the NESSUS probabilistic engineering analysis software with speciﬁc 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 applica tion examples to demonstrate the applicability of probabilistic analysis to largescale 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. Email address: bthacker@swri.org (B.H. Thacker).
01674730/$  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 engineer ing structures increase. To meet these requirements, analysts are developing higher ﬁdelity 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 ﬁnite ele ments. Despite extraordinary increases in computer power, analyses performed with these high ﬁdelity models continue to take hours or even days to complete for a single deterministic analysis. Structural performance is directly aﬀected 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 suﬃciently small, albeit not quantiﬁed. However, probabilistic analysis per mits a more rigorous quantiﬁcation of the various uncertainties, and ultimately will facilitate a more eﬃcient 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 con cerns. Some of these areas include aircraft propulsion systems, airframes, biomechanical systems and prosthetics, nuclear and conventional weapon systems, space vehicles, pipelines, nuclear waste disposal, oﬀshore structures and automobiles. In general, probabilistic analysis requires multiple solutions of the underlying (deterministic) performance model. Consequently, the development of eﬃcient and accurate probabilistic analysis methods and software tools are critically needed. Southwest Research Institute (SwRI) has been addressing the need for eﬃcient probabilistic anal ysis 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 evalu ation of stochastic structures under stress (NESSUS) is a generalpurpose tool for computing the probabilistic response or reliability of engineered systems. NESSUS can be used to simulate uncer tainties in loads, geometry, material behavior, and other userdeﬁned 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, develop ment 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 com puter programs such as commercial ﬁnite element codes, and general combinations of the two. As an example, consider the problem of estimating the damage to the highstrength steel used in a containment vessel that conﬁnes high explosive experiments. In NESSUS the user can deﬁne a simulation to include: (1) an explosive burn calculation to compute the pressure history at the containment wall boundary, (2) a ﬁnite element stress analysis using the computed pressure his tory as a load input, and (3) an analytical cumulative damage life calculation based on the com puted 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 multiphysics based probabilistic simulations.
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The NESSUS graphical user interface (GUI) is highly conﬁgurable and allows tailoring to spe ciﬁc applications. This GUI provides a capability for commercial or inhouse developed codes to be easily integrated into the NESSUS framework. Eleven probabilistic algorithms are available in NESSUS including methods such as Monte Carlo simulation, ﬁrstorder reliability method, ad vanced mean value method and adaptive importance sampling [3]. Recent work in NESSUS has been based on reducing the time required to deﬁne complex prob abilistic problems, improving support for largescale numerical models (greater than one million elements), and improving the robustness of the lowlevel 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 MPP s, and implement adaptive algorithms that can detect numerical diﬃculties and automatically switch to alternative solution strategies [4,5]. Work is also underway to allow uncertainty due to vague or nonspeciﬁc 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 NES SUS software is described. As appropriate, references are made to considerations for largescale complex models. Three application problems are presented at the end of the paper to illustrate the application of NESSUS to realworld 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, p _{f} . NESSUS can compute a single failure probability corresponding to a speciﬁc 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 speciﬁc 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 probabilis tic importance factors, ob /ou, where b is inversely related to P _{f} and u are the input random vari ables 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 pos sible 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 multi physics simulation as described earlier in the paper. The topology of the fault tree is deﬁned by the failure modes being simulated. Once deﬁned, several options are available for solving the system reliability problem. First, direct Monte Carlo simulation is available but may be cost pro hibitive if the limit state functions of the bottom events are computationally expensive. Alterna tively, 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 sensitiv ities of the system probability of failure with respect to the each random variable s 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 deﬁned in NESSUS using a graphical editor. Once the system is deﬁned in the GUI, the corresponding Boolean algebraic statement is trans ferred to the problem statement window, where the user then deﬁnes each event. An example fault tree and problem statement for a two gate, threeevent 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
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The steps needed to solve a reliability problem in NESSUS include: (1) develop the functional relationships that deﬁne the model, (2) deﬁne the random variable inputs, (3) deﬁne 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 deﬁne the problem, as shown in the lefthand 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 deﬁne the problem and perform the analysis. Each of these steps is described in more detail in the following sections.
2.3.1. Problem statement deﬁnition
The problem statement window in NESSUS is where the functional relationships are entered to
deﬁne the model. In the problem statement window, each model is deﬁned only in terms of input and output variables and mathematical operators. This improves readability, conveys the essential ﬂow of the analysis, and allows complex reliability assessments to be deﬁned when more than one model is required to deﬁne the system performance. An example problem statement is shown in the upper righthand 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 ABA
QUS (ABAQUS, Inc.) ﬁnite element analysis are used in the analytical life model. Many other ﬁnite 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 identiﬁes all of the independent variables in the problem statement window and transfers these variables to the random variable input window for further deﬁnition.
2.3.2. Random variable input and probabilistic database
The random variable inputs are deﬁned in the random variable deﬁnition 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 proba
bility 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, chisquare, maximum en
tropy, curveﬁt, Frechet, truncated normal and truncated Weibull. The maximum entropy and curveﬁt distributions can be used for distributions not directly supported. NESSUS maintains a library of relevant PDFs in a probabilistic database. Random variables can be deﬁned and stored using a distribution type and associated parameters. Distribution ﬁtting
functions are provided to determine the best ﬁt 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 deﬁnitions from the database contents can be inserted directly in the random deﬁnition table in NESSUS using a right mouse click as shown
in Fig. 3.
2.3.3. Response model deﬁnition
Functions deﬁned in the problem statement window (Fig. 2) are assigned in the response model deﬁnition. The available function types are selected from the model type drop down menu and include analytical, regression, numerical, and predeﬁned as shown in Fig. 4. The analytical function type allows models to be deﬁned with standard mathematical operators, using a for mat identical to deﬁnitions in the problem statement window. The numerical model type allows the use of interfaced codes or a userdeﬁned code. Codes currently interfaced to NESSUS in
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Fig. 3. NESSUS allows random variables to be deﬁned from the probabilistic database via a right mouse click.
Fig. 4. The numerical model deﬁnition screen in NESSUS deﬁnes the execution command and required input/output ﬁles for executing the numerical model.
clude ABAQUS, ANSYS (ANSYS, Inc.), DYNA3D (Lawrence Livermore National Labora tory), LSDYNA (LSTC, Inc.), NASA_GRC_FEM (NASA Glenn Research Center), MAD YMO (TNO Automotive), MSC.NASTRAN (MSC.Software), PRONTO (Sandia National
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Laboratories), and USER_DEFINED. The NASA_GRC_FEM ﬁnite element program is in cluded with the NESSUS software. The regression model type allows the user to input function coeﬃcients or raw perturbation data that can be ﬁt to linear or quadratic functions using linear regression. Finally, the predeﬁned model type allows linking userwritten Fortran subroutines with NESSUS, which requires the user to have access to a Fortran compiler. The userdeﬁned numerical model allows the user to link the NESSUS probabilistic engine with any standalone analysis code. Fig. 4 shows an example using the ABAQUS ﬁnite element program. The execution command window provides the command or commands required to execute ABAQUS. The input and out put ﬁles are also deﬁned on this input screen. Default execution options for the supported codes are inserted automatically by NESSUS from a conﬁgurable template ﬁle, and can be modiﬁed by the user as needed. A batch processing option is provided to allow processing on diﬀerent computers. This allows NESSUS to run on a local workstation while the analysis codes run on a diﬀerent workstation, cluster, supercomputer, etc. Related to the batch processing feature, NESSUS also provides an automatic restart option. The restart capability provides probabilistic solution reﬁnement, recov ering from abnormal solver termination, and evaluating additional performance measures with out 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 reﬂected in the numerical model s 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 code s input or to a vector of values such as nodal coordinates in a ﬁnite element model. Typical examples of single value mappings include Young s modulus or a concentrated point load. Examples of vector map pings are a pressure ﬁeld acting on a set of elements or a geometric parameter that eﬀects multiple node locations. Mapping variables to the numerical model input in NESSUS is achieved by graphically iden tifying 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 ﬁles 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 diﬀerent 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 code s input. For example, if the random variable is the radius of a hole, changes to a set of nodal coor dinate values will be required each time the radius is changed. A ‘‘delta vector,’’ D x, is deﬁned that relates how the coordinates change with a change in the variable. The vector of perturbed nodal coordinates, x^, is related to the mean value of the coordinates, l _{x} , plus a shift factor, s, times the amount of change for the coordinates, D x, or in equation form, x^ ¼ l _{x} þs D x. The delta vector is the normalized diﬀerence between the mean value of the random variable and the perturbed value. One approach to generating D x 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 code s input that change when the random variable changes. The mapping can include multiple lines and columns in the code s input.
beginning of the analysis, is then used by NESSUS to create a ﬁnite element mesh for any value of the random variable. Several other approaches are available for deﬁning vector variables. Some analysis codes allow the ﬁnite element model to be parametrically deﬁned. In this case, the variables can be mapped directly without deﬁning the delta vector. Another option is to include a ﬁnite element preproces sor 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 ﬁnal step in deﬁning 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 di rectly from the analysis code s results ﬁle. Fig. 6 shows the response selection for the ABAQUS ﬁnite 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 speciﬁed. In some cases, the response time series can be ﬁltered to smooth the response before use in the probabilistic analysis. A ﬂexible user deﬁned numerical model capability is provided in NESSUS. This capability al lows users to link inhouse developed codes with NESSUS. The response of interest is selected by deﬁning a speciﬁc location in the analysis code s results ﬁle. A user subroutine for extracting re sponses is also available for more complex situations such as results extraction from a binary database ﬁle.
2.3.4. Deterministic and parameter variation analysis NESSUS deterministic analysis option provides a useful tool to verify the problem statement deﬁnition. 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 deﬁning variable perturbations including, backward, central, and forward diﬀerences as well as variable sweeps. In addition, speciﬁc perturbation values can be input directly to deﬁne experimental designs. Visu alization of the response variation is provided in predeﬁned XY scatter plots.
2.3.5. Probabilistic analysis deﬁnitions Many eﬃcient probabilistic analysis methods have been devised to alleviate the need for Monte Carlo simulation, which is impractical for largescale highﬁdelity problems [11]. The traditional methods include, for example, the ﬁrst and secondorder reliability methods (FORM and SORM) [12], the response surface method (RSM) [13], and Latin hypercube simulation (LHS) [14]. Methods tailored for complex probabilistic ﬁnite 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 compo nent and system probabilistic analysis. The range of methods allows the analyst to obtain prob abilistic solutions with diﬀerent levels of ﬁdelity based on the requirements of the analysis. NESSUS provides complete control of each of the available probabilistic methods. As an exam ple, Fig. 7 shows the probabilistic analysis deﬁnition screen for the AMV+ method. Default parameters for the diﬀerent methods are supplied based on experience with the method on pre vious problems. In addition to deﬁning the probabilistic method, several other options can be selected: param eter correlations, conﬁdence bounds, and analysis type. Linear correlation between any two input variables is deﬁned by entering the correlation coeﬃcient. By default the input variables are as sumed to be statistically independent, i.e., zero correlation. If any nonzero correlations are en tered, NESSUS will perform a numerical transformation during the probability integration to account for the correlation. NESSUS computes conﬁdence bounds on the computed probabilities
Table 1 Probabilistic analysis methods in NESSUS
Probabilistic method 
Component 
System 
Firstorder reliability method (FORM) Advance ﬁrstorder reliability method Secondorder reliability method (SORM) Importance sampling with radius reduction factor Monte Carlo simulation Importance sampling with userdeﬁned radius Planebased adaptive importance sampling Curvaturebased adaptive importance sampling Mean value Advanced mean value Advanced mean value with iterations Latin hypercube simulation Response surface method with Monte Carlo simulation 
· 

· 

· 

· 
· 

· 
· 

· 

· 

· 
· 

· 

· 

· 

· 

· 
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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 deﬁne statistical uncertainty, the user enters a coeﬃcient of variation (COV) on the mean and standard deviation for each of the input random variables. All COV values are zero by de fault. The analysis type deﬁnition indicates that the probabilistic method will compute: (1) the full CDF of the response, (2) the probability associated with a speciﬁed performance or list of performance values, or (3) the performance given a speciﬁed 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 diﬀerent analysis methods (e.g., Monte Carlo and AMV+) or random variable changes (design ‘‘whatif’’ 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 diﬀerent locations in the model (e.g., nodes in a ﬁnite element mesh) and visualized by contouring isoprobability 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 thick ness ﬂuctuations 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 largescale analysis utilizing probability contouring is shown in Fig. 10. The probability contours identify regions where there is signiﬁcant probability that the equivalent plastic strain exceeds the design limit. These regions are not identiﬁed 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 [15–23]. 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 identiﬁed from the mean equivalent plastic strain contours (left).
application and ﬂexibility of NESSUS and to illustrate the current developments to support eﬃ cient probabilistic model development and support for largescale 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 oﬀset impact event. The analysis was designed to iden tify 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 LSDYNA ﬁnite element model of a vehicle frontal oﬀset impact and a MADYMO model of a 50th percentile male Hybrid III dummy were integrated with NESSUS to comprise the crash worthiness characteristics (Fig. 11). A number of diﬀerent response quantities from the models were used to deﬁne four occupant injury acceptance criteria and six compartment intrusion crite ria. The NESSUS problem statement for the head injury criteria (HIC) is shown in Fig. 12. An
Fig. 11. Vehicletovehicle frontal oﬀset crash simulation model.
Fig. 12. NESSUS problem statement for the head injury criterion (HIC).
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acceleration history from the LSDYNA 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 in clude parameters that deﬁne 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 sta tistical distribution deﬁned from manufacturing data, literature and/or expert opinion. The distri butions for parameters that aﬀect the geometry are based on design/manufacturing tolerances. A response surface model was developed for each acceptance criteria to facilitate the probabi listic analysis and vehicle design tradeoﬀ 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 ﬁgure, the nominal value of the yield strength of the small vehicle rail material can be most inﬂuential 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 vehicletovehicle frontal oﬀset impact. The approach used is to rely on
Table 2 Original and ﬁnal design reliability for the stochastic car crash example
Acceptance criteria 
Reliability (%) 

Description 
NESSUS variable 
Original design 
Final design 
HIC Chest acceleration Chest deﬂection Femur axial load Footrest intrusion Toepan deﬂection Brake pedal location Instrument panel deﬁnition Door aperture closure Engine location 
g_hic 
57.7910 
94.0120 
g_cg 
92.2970 
98.8240 

g_chestd 
99.9752 
99.9999 

g_femurl 
46.4020 
92.9330 

g_fri 
99.9623 
100.0000 

g_tpd 
100.0000 
100.0000 

g_bpd 
100.0000 
100.0000 

g_ipd 
99.6870 
99.9719 

g_dac 
72.6750 
98.7460 

g_engd 
99.6000 
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 ﬁnal design but increased from a reliability of 46–93%. 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 ﬁnal design is 86%. A system reliability analysis is critical to the correct evaluation of the vehicle performance espe cially for evaluating the probabilistic sensitivity factors at the system level for redesign analysis. Certain parameters such as stiﬀness/strength parameters can improve reliability for compartment intrusion performance measures but may be detrimental to the crash pulse attenuated to the vehi cle occupant. The system model correctly accounts for events with common variables (correlated events) and thus correctly identiﬁes 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 conﬁned 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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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 vessel s 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 vessel s highly nonlinear 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 16in. ports aligned in one axis on the sides of the vessel and a single 22in. 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 HSLA100 steel, chosen for its high strength, high fracture tough ness, and no requirement for post weld heat treatment. The vessel s three ports must maintain a seal during use to prevent any release of reaction product gases or material to the external envi ronment. 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 per formed 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 vessel s structural response to these pressures was then analyzed using the DYNA3D explicit ﬁnite ele ment 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 dy namic 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. Tak ing 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 2in. wall thickness to accurately simulate the bending behavior of the vessel wall. The onequarter symmetry model is shown on the righthand side of Fig. 15. The structural response simula tion used an explicit ﬁnite element code called PARADYN (Lawrence Livermore National Laboratory), which is a massively parallel version of DYNA3D, a nonlinear, explicit Lagrangian ﬁnite element analysis code for threedimensional transient structural mechanics. PARADYN was run on 504 processors of LANL s ‘‘Blue Mountain,’’ massively parallel com puter, which is an interconnected array of independent SGI (Silicon Graphics, Inc.) comput ers. 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 (S _{y} ) of the HSLA steel. A sum mary 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 

r 
l 
COV 
Radius (in.) Thickness (in.) E (lb/in. ^{2} ) S _{y} (lb/in. ^{2} ) 
Normal 
37.0 
0.0521 
0.00141 
Lognormal 
2.0 
0.08667 
0.04333 

Lognormal 
29.0E + 06 106.0E + 03 
1.0E + 06 4.0E + 03 
0.03448 

Normal 
0.03774 
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are based on a series of quality control inspection tests that were performed by the vessel man ufacturer. The coeﬃcients of variation for the material properties are based on engineering judg ment. 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 ﬁnite element model change with the exception of the three access ports in the vessel, which re main constant in size and move only to accommodate the changing wall dimensions. This was accomplished in NESSUS by deﬁning a set of scale factors that deﬁned how much and in what direction each nodal coordinate was to move for a given perturbation in both thickness and ra dius. 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 deﬁned 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 ﬁnite 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 r _{i} to nondimensionalize 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 contain ment 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 in clude motor vehicle, diving, and athleticrelated 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 quantiﬁed knowledge of the probability of injury due to diﬀerent 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 eﬀects 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 eﬀect 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, liga ments, cartilage, as well as uncertainty in joint and muscle loads. Hence, the broad objective of this investigation is to explore how uncertainties inﬂuence the performance of an anatomically accurate, threedimensional, nonlinear, experimentally validated ﬁnite element model of the hu man lower cervical spine.
3.3.1. Problem description A validated threedimensional ABAQUS ﬁnite element model of the C4–C5–C6 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 eﬀect of uncertainties on the performance of the biological system. The load–deﬂection response was validated against experimental results from eight cadaver specimens [28]. The moment–rotation response of the ﬁnite element model was val idated 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 deﬁnitions (e.g., the spinal ligaments load–deﬂection behavior). The probabilistic ﬁnite element model was exercised under ﬂexion (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 ﬁxed in all directions and rotation was measured between the supe rior aspect of C4 and the ﬁxed boundary of C6. Computing the rotation and monitoring the reac tion forces at the ﬁxed boundary quantiﬁed the moment–rotation behavior. Cumulative
104
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Fig. 17. Probabilistic cervical motion segment model (C4–C6).
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 coeﬃcient 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 domi nant variable. The bar graph on the right in Fig. 18 shows the sensitivity information for the eight most signiﬁcant 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 Young s modulus, (2) interspinous ligament nonlinear spring force–deﬂection relationship, and (3) ligamentum ﬂavum nonlinear spring force–deﬂec tion relationship. These results can be used eliminate unimportant variables from the random variable vector and to focus further characterization eﬀorts on those variables that are most signiﬁcant.
B.H. Thacker et al. / Structural Safety 28 (2006) 83–107
123456
Rotation (Degrees)
105
Fig. 18. Cumulative distribution function and probability density function of the rotation of the lower cervical spine segment subjected to pure ﬂexion loading (left). The eight most inﬂuential 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 signiﬁcant impact on the structural response. The framework of NESSUS allows the user to link advanced probabilistic algorithms with analytical equations, commercial ﬁnite element analysis programs and ‘‘inhouse’’ standalone 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 proﬁcient with the software. The graphical user interface in NESSUS makes deﬁning and execut ing the probabilistic analysis straightforward and eﬃcient for simple problems as well as problems involving extremely large multiphysics models. Several applications were presented that demonstrated the ﬂexibility of the NESSUS soft ware. The advanced probabilistic analysis methods in NESSUS allow for using highﬁdelity models to deﬁne the structure or system even when each function evaluation may take sev eral 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 anal ysis models, systematic data collection and synthesis to resolve probabilistic inputs, and identiﬁ cation and classiﬁcation 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 veriﬁcation and validation, system certiﬁcation and prognosis, component life assessment and integrity, and structural system health monitoring and management.
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Acknowledgements
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The authors acknowledge the support of the NASA Glenn Research Center and the Los Ala mos National Laboratory for their signiﬁcant support of the NESSUS software. The 2000 Daim lerChrysler Challenge Fund, Naval Air Warfare Center Aircraft Division, and Los Alamos National Laboratory are also acknowledged for their support for the applications problems sum marized in the paper.
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