Lecture 5 and 6, SE2135 FRD2017

Overview of High Cycle Fatigue Models

Scatter is an inherent characteristic of mechanical properties of structures and materials. This
fact also applies to fatigue properties. The fatigue lives of similar specimens or components
under the same fatigue load can be significantly different. The fatigue limit, i.e. failure
probability of 𝑝𝑓 = 50 %, of one and the material is also subjected to scatter. In the literature,
statistical aspects of fatigue of materials and structures are well recognized, but the implications
for engineering problems are not always clear.

Fatigue crack initiation is associated with cyclic slip in the material. The shear stress is the main
reason for the slip to occur on the active material plane when it reaches a certain value.
Consequently, one very important aspect of this theory is that, not only the maximum existing
stress, 𝜎max , at the notch root but also the stress acting on lower material particles needs to be
considered. However, when considering sharper notches, steeper gradients are existing, leading
to a small critical loaded material volume, whereas in the case of a smoother notch (lower stress
concentration), a smoother stress gradient is present. Various stress based theories
(volumetric, gradient based etc.) have been compared as to which extent they are able to
reproduce experimental results for specimens of different size under identical type of loading.
These effects are included in many different deterministic and probabilistic models that will
briefly be presented in the coming sections.

This impedes the development of applicable, engineering models that would require only a
small amount of basic material characterization data to simulate the fatigue process. As a result,
most fatigue models proposed until now are founded on a phenomenological basis.
Phenomenological formulations try to correlate the fatigue damage state of the material with a
physically measurable quantity like residual stiffness or strength. A general classification of
fatigue modeling efforts adopted herein is the following: empirical, deterministic and
probabilistic, see Fig. 1.

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 Fig. 1. Different types of phenomenological models in HCF field.

Empirical models that introduce a damage parameter with no physical interpretation as a means
of accumulating fatigue damage until final failure of the material. Several examples of different
levels of complexity are found in literature, with most typical example the widely used
Palmgren-Miner rule. Most empirical approaches have been introduced for metallic materials in
an effort to predict fatigue damage and life under variable amplitude (block or spectrum)
loading. Some amongst them account for nonlinear dependencies of fatigue life on entities such
as load sequence, fatigue stress level etc.

Deterministic models, such as volumetric approaches (Kuguel method) and critical distance
methods, CDM, do not intend to describe the statistical nature of fatigue. These models are
aimed to be used at a predetermined and desired failure probability. These models are aimed to
describe the fatigue strength, typically at 50 % failure probability, known as fatigue limit. This
category of models treats the fatigue life prediction problem from the macro down to the meso-
or even micro-scale. However, micro-damage is not treated as such but rather as a cause of
change of material mechanical properties at the considered scale. Given the variety and various
interactions between fatigue damage mechanisms, phenomenological modeling appears as an
attractive and convenient solution to the problem. All the models include different types of
parameters to be determined when fitted to experimental test results.

Probabilistic models on the other hand intend to describe the strength scatter of the materials.
In other words, models that can describe the fatigue failure in the whole failure range of
0 − 100 %. Different phenomenological model have been proposed, for instance the weakest
2
link model, to describe the statistical nature of material fatigue. As a consequence, probabilistic
models do not explicitly model each damage mechanism individually, but captures them on the
macroscopic, observed, level.

Probabilistic material modeling

Statistical information about fatigue properties is mainly coming from laboratory investigations,
and not from service experience. The aim of the probabilistic fatigue testing is to estimate the
failure probability at some load levels. Most of fatigue tests are performed at more or less a
practically realistic region, 10 − 90 %, which is slightly above and below the fatigue limit as
shown in Fig 2.

In High Cycle Fatigue (HCF) limit testing the fatigue limit of a mechanical component is
determined by applying cyclical stress of a certain amplitude and noting whether the
component (specimen) breaks or not. Since testing is time consuming and expensive, the
number of test samples should be kept to a minimum. In earlier sections, a more
comprehensive description of common methods for finding the fatigue limit distribution is
presented such as the staircase method, in which the testing amplitude is decreased or
increased with a fixed step depending on whether the component in the previous test did break
or not. The tail behavior, as shown in Fig. 2, of the distributions is usually difficult to describe
for that reason. In some applications, such as turbomachinery components, the desire is to
design towards very low failure probabilities. To estimate the tail behavior of this distribution,
some real data are needed.

Fig. 2. Material fatigue testing distribution fitted to four data points obtained from four fictitious
load levels.

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The variability of fatigue properties in service cannot be simply related to scatter observed in
the laboratory. Actually, in laboratory investigations, it is generally tried to eliminate various
sources of scatter because the purpose is to study a fatigue problem without obscuring the
findings by scatter of the data. It implies that specimen production is done most carefully from a
single batch of material, aiming at a uniform and fine surface quality. Furthermore, fatigue tests
are carried out under closely controlled conditions. Scatter of the fatigue limit is of engineering
interest if all cycles of a load spectrum have to be kept below the fatigue limit.

The distribution function of fatigue life has received considerable attention in the literature.
Unfortunately, the function cannot be derived on the basis of physical arguments. In general,
the function is simply assumed, or adjusted to experimental data of large test series. Constants
in the function are derived from experimental data. Two popular distributions are the normal or
Gaussian distribution and the Weibull distribution.

The normal distribution function and the Weibull distribution function both have an upper limit
at, which is physically a strange result. However, the upper limit is of less practical interest. The
lower limit, where probabilities of failure are low, is more significant for engineering problems
associated with safety factors.

To facilitate the understanding of coming headlines that will discuss various fatigue models, will
fatigue test data from a specimen with two competing fatigue failure sites, two notches of
different size, is used. A set of experiments where fatigue failure could occur in both notches
were performed. This specimen has been designed for investigation of the volume effect, which
is why the notches have different size (different diameters), see Fig. 3. The axi-symmetric
specimen is inserted into a rotating bending machine in order to conduct the fatigue tests. The
specimen is manufactured using turning from as-received rods. The elastic stress concentration
factor for bending, 𝐾𝑡 , is 1.48 for notch A and 1.32 for notch B, see [8]. By adjusting the distance
𝛽 and the applied load 𝐹, the different load levels have been created for the desired failures in
either notch A or notch B.

Fig. 3. The schematic and the FE model of a double-notched specimen.

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 Fig. 4. Experimental results from the staircase tests. An empty ring indicates a test run-out and
the stars are failure, respectively.

To determine the mean and standard deviation of the fatigue limit based on point stress
method, the well-established staircase method has been used In the staircase method, the
normal distribution is assumed to describe the fatigue limit which is a term used for the mean
value of the fatigue limit distribution. The fatigue limit is the maximum point stress needed to
result in 50 % failure probability. The maximum number of load cycles in the tests has been set
to 2 million.

Most of the available models in fatigue field today are deterministic, such as critical volume and
critical distance methods, and are applied to experimental fatigue limits for failure probability of
50 %. The models are not intended to describe the statistical nature of HCF. One of the most
widely known statistical approaches in fatigue is the weakest link theory, first proposed by
Weibull [1]. Recently new models based on the “highly loaded volume” and “critical distance”
ideas have been developed to describe the material scatter around the fatigue limit. In other
words, probabilistic models that intend to describe the failure probability as function of the
fatigue loading, 𝑝𝑓 (loading), in the range of 0 − 100 % failure probability.

In the coming headings of this document, the most common, both deterministic and
probabilistic models that shown good fatigue predictive capabilities are briefly presented.

Stress-Volume illustration
One way to illustrate the loaded material volume in a component is to use the Stress-Volume
plot. The amount of the loaded volume as function of the computed effective stress distribution
can be seen in “SV”-plots. To provide a comprehensive example of this, the SV-plots for all the
tested load cases previously presented in Fig. 4, for notch A, have been illustrated in Fig. 5. In
Fig. 5 the loaded volume as function of the Findley stress, 𝜎eff,F, is presented for the larger
notch, A. In this figure, one can study how the effective stress levels increase as the applied load
increases on the component. In order to show the amount of the highly loaded material volume

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around the “hot-spot”, the notch, an effective threshold stress value, 𝜎F,th, of 180 MPa is
chosen for illustration.

Fig. 5. The Stress-Volume distributions at tested load levels for notch A.

Volumetric approaches
The size of the part, or the size of the metal sheet or bar from which the part has been
machined, can affect the fatigue strength, due to technological effects: the larger the
dimension, generally, the lower the fatigue limit; this effect can be up to around 10 % of the
fatigue limit. Many experiments show that from rotating beam tests and from torsion tests, the
values of fatigue limit change inversely to diameters of specimens, while from axial loading
tests, the size has no influences on the fatigue limit.

Kuguel [2] has in a work, in 1961, studied the effect of the highly stressed volume, “critical
volume” concept, on the fatigue life of specimens. The highly stressed volume according to
Kuguel is defined as the volume (material layer) which is subjected to at least 90 % of the
maximum stress occurring in a notch. According to Kuguel, larger components have a greater
volume of material at critical stress level as shown in Fig. 6.

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Fig. 6. The critical volume concept, i.e. the loaded volume above the threshold/critical stress in a
scaled component.

It uses the volume in which the stress level is above a certain threshold value, as the notch-
characterizing parameter. Bending was the main load case investigated. The final result showed
a linear relationship between the logarithm of the critical volume and the logarithm of the local
endurance stress amplitude. The power law used is given as,
𝑚
𝑉90%(1)
𝜎𝑎(1) = 𝜎𝑎(0) ∙ (𝑉 ) (1)
90%(0)

with 𝑚 < 0, referred to as Kuguel coefficient and it is considered to be a material constant. This
law is based on two specimens (0) and (1) with different notch geometries. Kuguel’s model is of
a deterministic type and has shown good predictive capabilities. The use of numerical finite
element software enhances the accuracy of this method considerably. Part of the original
results presented by Kuguel can be studied in Fig. 9.

Theory of critical distances

The theories of fatigue initiation based on critical distance (or process zone) concepts have been
used for many years. High cycle fatigue failure are not usually initiated by the large micro
structural defects associated with low cycle fatigue failures, but often nucleate naturally at local
regions of high stress. The theory of critical distances, TCD, introduced by Taylor [3] attempts to
predict the effect of notches and other stress concentration features by considering the stress
field in the region close to the notch root. This theory requires two parameters, a characteristic
distance and a critical failure stress or strain. An important advantage of the TCD is that it can be
applied very easily to practical problems; in this respect the stress based methods are
particularly attractive because they can be used in any situation where a stress analysis can be
conducted using FEA or similar numerical techniques.

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It has been suggested that the stresses at a depth below the surface, or the averaged stresses in
a surface layer of a certain depth best describe fatigue failure [3], rather than the peak stresses
at the component surface. The theory of critical distances (TCD), has proven to be suitable for
fatigue strength prediction of real metallic materials, even in the presence of complex
geometries and stress raisers. In recent years, TCD is widely used for fatigue assessment and
evaluation of “hot spots”. The idea of hot spots in design was first introduced by Neuber [4]
with the so-called Line Method (LM) for fatigue life prediction of metallic materials. Failure is
assumed to occur when the averaged stress over a line of length equal to the crystal size equals
the plain-specimen fatigue limit of the material. The Point Method (PM), was introduced by
Peterson [5] as a simplification of the LM. The PM assumes that the fatigue failure is due to
stress levels at a point placed at some critical distance from a hot spot. The rule is based on
Peterson’s [5] hypothesis that fatigue failure does not occur when the maximum surface stress
reaches the fatigue limit, but rather when the fatigue limit is reached at some finite distance
below the surface.

The critical distances DPM and DLM are constants. The constants depend only on the material
and load ratio. When the effective stress value, ∆𝜎eff , at certain distance reaches the fatigue
limit of plane specimens, ∆𝜎0, the fatigue is expected to occur.

Fig. 7. The Point and the Line method using the critical distance theory.

The so-called critical distance methods assume that the critical distances DPM and DLM distance
from the notch tip, the length of the line and the radius of the area ahead of the notch tip are
𝑎
equal to DPM = 0⁄2 and DLM = 2𝑎0 , respectively, where 𝑎0 is a material constant equal to the
ElHaddad ‘intrinsic’ crack length

1 ∆𝐾 2
𝑎0 = 𝜋 ( ∆𝜎th ) , (2)
0

where ∆𝐾th is the threshold range of the stress intensity factor for long cracks.

All the TCD related theories are directed at the HCF region of metallic materials. A great
advantage of the TCD is that it can be applied very easily to practical problems; in this respect
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the stress-based methods are particularly attractive because they can be used in any situation
where a stress analysis can be conducted using FEA or similar numerical techniques. In Fig. 8,
the application of the PM on a stress field around a notch tip is illustrated.

Fig. 8. Application of the PM at a notch root using FEA.

Fig. 9. Relation between the logarithm of the highly stressed volume and the maximum applied
stress in the original work presented by Kuguel.

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Probabilistic models
Probabilistic model based on point stress
An intriguing question is: what is the distribution function of the fatigue strength? Especially,
the distribution function of fatigue life has received considerable attention in the literature.
Unfortunately, the function cannot be derived on the basis of physical arguments. In general,
the function is simply assumed, or adjusted to experimental data of large test series. Constants
in the function are derived from experimental data using the maximum point stresses available
in the geometry at the related load level. Two popular distributions are the normal or Gaussian
distribution and the Weibull distribution. One of the most common probabilistic models is
based on the adoption of a distribution that describes the fatigue limit and the related scatter.
In this method, it is assumed that the critical stress value, computed with any desired effective
stress criterion such as Findley, Sines and etc. is following a normal distribution. The well-known
normal distribution function is
1 𝜈−𝜇 2
1 𝑥
𝑃(𝑥) = 𝜎√2𝜋 ∫−∞ 𝑒 −2[ ]
𝜎 𝑑𝜈 (3)

with 𝜇 as the mean value and 𝜎 as the standard deviation.

To illustrate this probabilistic model, the experimental data from Fig. 10 is used from both
notches A and B. The results presented in Fig. 10 present the normal distributions fitted to the
tested data using the first principal stress criterion. It is obvious in the result that the fatigue
limit is different for the different notches A and B, mainly due to the size/volume effect. Notch A
is larger than B and therefor a larger volume effect is affecting the notch and this lead to a lower
fatigue limit as the results show in Fig 10.

Fig. 10. Normal distributions fitted to the fatigue data presented for notches A and B in Fig. 4.

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Gradient methods
The maximum local stress at the fatigue limit load is not the same in a uniformly stressed
specimen as in a notched one, see Fig. 11. The specimen with a stress concentration will
tolerate a higher maximum stress. If the maximum local stress is high, it will decrease quickly
around the maximum, i.e it has a large gradient. This is one of the motivations for the gradient
theory. Another physical motivation could be that, the material actually benefits from the
gradient and can then withstand a higher load. It can also be seen as the average stress over a
length or size that determines whether fatigue occurs, or not. The size of the “highly loaded
volume” is related to the gradient. Also, a strong gradient could lead to non-propagating cracks.

The normal distribution is often used as a fatigue limit model when using the largest occurring
point stress value. This gives a rather conservative prediction. If the largest point stress is
reduced with its stress gradient, a better prediction is obtained, [3,6]. Here, two approaches
based on the point criteria described earlier.

Fig. 11. The stress distribution at the notch root.

Both the absolute and relative gradient methods are based on the point methods discussed
earlier. As it is presented in Eq.s 4 and 5, the value of a stress criterion is modified with the
gradient of the criterion itself. Thus, a gradient adjusted fatigue stress is created.

The absolute gradient methods are formulated as follows,

grad,abs point point
𝜎𝑋 = 𝜎𝑋 − 𝛾𝑋abs ∙ |𝑔𝑟𝑎𝑑(𝜎𝑋 ) |. (4)

The subscript “X” indicates which criterion that is used. The relative gradient modification is as
follows,
point
grad,rel point |𝑔𝑟𝑎𝑑(𝜎𝑋 )|
𝜎𝑋 = 𝜎𝑋 − 𝛾𝑋rel ∙ point . (5)
𝜎𝑋

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In both Eq.s 4 and 5, the 𝛾-parameter is used to control how powerful an effect the gradient will
have. For the absolute gradient method the 𝛾-parameter has a direct length scale
interpretation. A gradient should improve the strength, or decrease the fatigue stress. Thus, a
positive value of the 𝛾-parameter is expected.

Weibull’s weakest-link theory

The weakest-link method, the failure behavior is considered to be influenced by micro and
macro-structural in homogeneities. These are interpreted as defects that are statistically
distributed within in material (location, orientation and size) with local stress from which the
failure proceeds. The applicability of this theory is not always straightforward. For cyclic loading
the statistical size effect represents as a possibility to transfer characteristic values of fatigue life
from a component (specimen) to another having different size.

Fig. 12. The concept of the weakest link theory illustrated by a chain.

Some assumptions are worth nothing when using weakest-link method: a) the largest flaw or
the weakest link of the material provides the crack initiation and this can be compared with a
chain which is not stronger than its weakest link as shown in Fig. 12, b) no interaction between
these defects exist, c) failure is defined as the failure of any element. According to Weibull’s
weakest link method, the probability of survival of the stressed volume, 𝑉 is given by the
probability that all the 𝑁elem = 𝑉⁄𝑉 volume elements survive (the survival probabilities are
𝑖
independent),
𝑁
𝑝𝑠 = ∏𝑖=1
elem
𝑝𝑠,𝑉𝑖 . (6)

where 𝑁elem is the total number of subdomains (elements). In the classical volume based
(𝑛)
weakest link theory, an exponential form of survival probability 𝑝𝑠 = 𝑒 −𝑓(𝜎eff ) is assumed. By
(𝑛) (𝑛+1)
substituting the product in Eq. 6 into an integration function such as 𝑝𝑠 = 𝑝𝑠 ∙ 𝑝𝑠 ⋯=
𝑛 𝑛+1 𝑛 𝑛+1
−𝑓(𝜎eff ) −𝑓(𝜎eff ) −𝑓(𝜎eff )−𝑓(𝜎eff )
𝑒 ∙ 𝑒 ⋯= 𝑒 ⋯. By considering a continuous effective stress
distribution in space the total survival probability for a component can be expressed as,

1 , if 𝜎eff ≤ 𝜎th
𝑝𝑠 = { 𝑉𝑖 𝜎eff −𝜎th 𝛽 (7)
exp [− 𝑉 ( ) ] , if 𝜎eff > 𝜎th
ref 𝜎u

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and that the failure probability is, 𝑝𝑓 = 1 − 𝑝𝑠 , the expression for the failure probability can be
given as,

1 〈𝜎eff (𝑥,𝑦,𝑧)−𝜎th 〉 𝛽
𝑝𝑓,𝑉 = 1 − exp [− 𝑉 ∭𝑉 ( ) 𝑑𝑉 ], (8)
ref 𝜎𝑢

where the operator 〈•〉 claims the argument value for positive arguments and zero otherwise. In
this model, 𝑉ref is an arbitrary reference volume. The threshold stress, 𝜎th , denotes a stress level
below which failure does not occur, 𝛽 is the Weibull exponent and 𝜎𝑢 is the Weibull stress, the
threshold 𝜎th is set to zero.

If the surface is the place where the failure’s source can be observed, in analogy with the
volume based model in Eq. 8, the failure probability for the body surface of a component can be
expressed as,

1 〈𝜎eff (𝑥,𝑦,𝑧)−𝜎th 〉 𝛽
𝑝𝑓,𝐴 = 1 − exp [− 𝐴 ∬𝐴 ( ) 𝑑𝐴]. (9)
ref 𝜎𝑢

Both the volume based weakest link model, 𝑝𝑓,𝑉 (𝜎eff ), and the area based model, 𝑝𝑓,𝐴 (𝜎eff ), are
dependent of the spatial effective stress distribution in the component. The geometry and
loading dependent integral in the exponent of Eq. 8 and 9 is called stress integral. It considers
the influence of a notch and thus the stress distribution on the appearance of a fatigue crack.

The failure probability of a component, 𝑝𝑓,comp, can be obtained as the product of the survival
probabilities of the component’s surface 𝐴 and the component’s volume, 𝑉, as,

𝑝𝑓,comp = (1 − 𝑝𝑠,𝑉 ) ∙ (1 − 𝑝𝑠,𝐴 ). (10)

To illustrate an example of the weakest link model, the test data presented in Fig. 4 has been
used. The best fit from experiments using test data from both notches, i.e. all the 9 test levels
for notch A and notch B, has been performed to find the parameters in the volume based
weakest link model. In Fig. 13, the failure probability distribution functions are plotted for both
notches based on the best fitted WL parameters and using the Findley effective stress criterion
for the entire specimen. In Fig. 13, it can be seen that some of the test levels are not well
predicted and captured by the model, especially the ones at very low and very high failure
probabilities.

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 Fig. 13. The volume based weakest link model fitted to experimental fatigue data for both
notches A and B presented in Fig. 4.

Computation of the volume integrals

The volume integral of the weakest link models presented in Eq. 8 and Eq. 9 must be evaluated
in order to compute the probability for a component. In some specific cases, this integral is
computed analytically but in most cases and in presence of complex geometries and load cases,
numerical integration is the option.

Example:
Determine the probability of fatigue failure with the weakest link model using a two-parameter
Weibull distribution. This is given in Eq. 8, where the stress amplitude only considers the part of
the load cycle in tension loading. The geometry is presented in Fig. 14. Two different loading
types should be considered: a) plane bending with time-varying load 𝑃 = 𝑃° sin(𝑤𝑡), and b)
rotating bending load 𝑃 = 𝑃° . The parameters of the weakest link are determined as: 𝛽 = 10,
𝑃𝐿
𝜎𝑢 = ° ⁄𝑑 3 and 𝑉ref = 𝐿𝑑 2 .

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 r


Fig. 14. Simply supported beam, with circular cross-section, loaded at the middle.

a) Using the model presented in Eq. 8 and by neglecting the threshold stress 𝜎th = 0, the
two-parameter Weibull model is obtained as

1 𝜎a (𝑟,𝜃,𝑧) 𝛽
𝑝𝑓,𝑉 = 1 − exp [− 𝑉 ∭𝑉 ( ) 𝑑𝑉 ], (11)
ref 𝜎𝑢

where 𝜎a (𝑟, 𝜃, 𝑧) is the amplitude stress described as function of cylindrical coordinates. By

using the bending moment and the moment of inertia for a circular cross-section, the bending
stress as function of time in the beam can be described as
𝐿
64 𝑃° sin(𝜔𝑡)( −|𝑧|) 𝑟 sin(𝜃)
𝜎a (𝑟, 𝜃, 𝑧, 𝑡) = − 2
, (12)
𝜋𝑑4

using the cylindrical coordinate system in the middle of the beam. The amplitude of the bending
stress is obtained as
𝐿
64 𝑃° ( −|𝑧|) 𝑟 sin(𝜃)
𝜎a (𝑟, 𝜃, 𝑧) = 2
. (13)
𝜋𝑑4

The failure probability can now be computed by evaluation of the following expression

𝐿 10
64 𝑃° ( −|𝑧|)𝑟 sin(𝜃)
( 2 )
1 𝐿/2 2𝜋 𝑑/2 𝜋𝑑4
𝑝𝑓,𝑉,abs = 1 − exp − 𝐿𝑑2 ∫−𝐿/2 ∫0 ∫0 ( 𝑃° 𝐿 ) 𝑑𝑟 𝑑𝜃 𝑑𝑧 , (14)
⁄ 3
𝑑
[ ]
which can be analytically performed.

b) In case of rotating bending load, every material point in the cross-section of [0,2𝜋] at
any coordinate of [𝑟, 𝑧] will be loaded with the same stress amplitude during a load cycle. The
amplitude stress in this case can be describes as
𝐿
64 𝑃° ( −|𝑧|) 𝑟
𝜎a (𝑟, 𝑧) = 2
𝜋𝑑4
. (15)

The failure probability can now be computed by solving the following expression
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 𝐿 10
64 𝑃° ( −|𝑧|) 𝑟
( 2 )
1 𝐿/2 𝑑/2 𝜋𝑑4
𝑝𝑓,𝑉,rbs = 1 − exp − 𝐿𝑑2 ∫−𝐿/2 ∫0 ( 𝑃° 𝐿 ) 2𝜋𝑟 𝑑𝑟𝑑𝑧 . (16)
⁄ 3
𝑑
[ ]

Fig. 15. Circular bar subjected to rotating and alternating fatigue loading.

Numerical integration
The computation of the volume integral in Eq. 8 and 9 can be performed in different ways; 𝑖) the
centroid method integration and 𝑖𝑖) the Gauss quadrature method. These two methods are
briefly presented in this section. Both methods are based on FE-data to evaluate the failure
probability.

The centroid method for integration

This method is quick and easy to use but imposes certain requirements on finite element model.
The stress integral can be evaluated accurately with a well converged FE model of components,
with volume, 𝑉. The volume is divided into small finite elements in a FE model. The method
assumes that the effective stress is not changed over a solid element and is constant throughout
the element. In other words, the stress is evaluated at the centroid point (one Gauss point at
the center point) of the elements. By this strategy, the stress integral in Eq. 8 can be rewritten
as a summation into

𝑁 〈𝜎eff,𝑛 −𝜎th 〉 𝛽 𝑉𝑛
𝑝𝑓,𝑉 = 1 − exp (− ∑𝑛=1
elem
( ) ). (17)
𝜎𝑢 𝑉ref

In Eq. 17, 𝜎eff,𝑛 is the effective stress, 𝑁elem is the total number of the elements in the FE model
and 𝑉𝑛 is the volume of the element 𝑛. The effective stress can be any of the ones presented in

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earlier sections. Hence, only the volume of the elements with corresponding effective stresses
at their centroid is required for this method. Even in presence of models with different element
types, the summation is performed in the same way.

The Gauss quadrature method for integration

The second method is based on the fact that the effective stress is a function of the coordinates
in space 𝑥, 𝑦, 𝑧 in each element, 𝑛. The finite element formulation of the above integral can for
a single partial finite element of volume 𝑉𝑛 be written as,

〈𝜎eff,𝑛 −𝜎th 〉 𝛽 〈𝜎eff,𝑛 −𝜎th 〉 𝛽

𝐼𝑛 = ∭𝑉 ( ) 𝑑𝑉 = ∭𝑉 ( ) d𝑥 d𝑦 d𝑧 (18)
𝑛 𝜎𝑢 𝑛 𝜎𝑢

and the integral can be written as summations into

𝑁 𝑁 𝑁 〈𝜎eff,𝑛 −𝜎th 〉 𝛽
𝐼𝑛 = ∑𝑖=1
Gauss
∑𝑗=1
Gauss
∑𝑘=1
Gauss
[{( ) |𝐽|} 𝑊𝑖 𝑊𝑗 𝑊𝑘 ] (19)
𝜎𝑢
𝑖,𝑗,𝑘

where |𝐽| is the Jacobian determinant and 𝑊 is the integral weight. The number of Gauss point
depends on the stress distribution within the element and on the value of the stress exponent
𝛽. The number of the Gauss point can be increased until the integral value is well converged.

Example:

Fig. 16. Finite element model of a compressor blade meshed by standard hexahedral solid
elements.

Consider an FE model of a compressor blade of a gas turbine meshed by only solid elements as
shown in Fig. 16. For a given load case, the effective stress field is evaluated and can be used to
determine the failure probability for the blade. The blade has been meshed by standard
hexahedral solid elements in the FE analysis. The standard elements of this type have 8 Gauss
points as shown in Fig. 16.

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For every standard hexahedral solid element with 8 Gauss points, the stress integral can be
computed as

〈𝜎eff,𝑛 −𝜎th 〉 𝛽
𝐼𝑛 = ∑2𝑖=1 ∑2𝑗=1 ∑2𝑘=1 [{( ) |𝐽|} 𝑊𝑖 𝑊𝑗 𝑊𝑘 ], (20)
𝜎𝑢
𝑖,𝑗,𝑘

and by using a summation over all the elements in the model, the total failure probability for
the blade can be computed as
1
𝑝𝑓,𝑉 = 1 − exp (− 𝑉 ∑𝑁
𝑛=1 𝐼𝑛 ).
elem
(21)
ref

New probabilistic models

Threshold stress and the probability of fatigue
The new probabilistic HCF models presented here, take the highly loaded regions (volume
and/or area) as well as the gradient effect into account. Thus, it is not only the highest loaded
point that is of interest. The model stem from the hypothesis that fatigue damage can initiate at
any point that is stressed higher than a hypothesized material specific threshold stress value
denoted as, 𝜎eff,th. All points that fulfill this condition form the “highly loaded region”.
Properties of the highly loaded region will influence the risk of fatigue. Such entities included in
the new models are the highly loaded volume denoted as 𝑉 ∗ , it’s maximum depth below the
surface, 𝑑̂, and the highly loaded specimen surface area, called, 𝐴∗ . All these entities are shown
in Fig. 17. Notice that the 𝑑̂ is the maximum value of the 𝑑∗ which is the shortest distance from
the free surface to the threshold stress position. The parameter 𝐿∗ is only denoting the distance
at the free surface where the highly loaded surface area can be found.

Fig. 17. Illustration of VPF-parameters on an interpolated stress field.

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New HCF models based on highly loaded regions

In the 𝑉 ∗ -model, it is assumed that the threshold stress value, 𝜎eff,th, delimits a volume, and
that the size of this volume will influence the fatigue crack initiation. When the volume of highly
stressed material, 𝑉 ∗ , is large, the probability of fatigue failure increases, asymptotically to 100
%. In the 𝑉 ∗ -model, it is assumed that all points in 𝑉 ∗ can initiate fatigue. The total failure
probability, 𝑝𝑓,tot of 𝑁 statistically independent material grains (sub-volumes) within 𝑉 ∗ can in
general be written as,
∗
𝑝𝑓,tot = 1 − ∏𝑁
𝑛=1(1 − 𝑝𝑓,𝑛 ) (22)
∗
where 𝑝𝑓,𝑛 = 𝑓(σ𝑛eff ) is failure probability of a material grain which is a function of the local
∗
stress and 𝑁 = 𝑉 ⁄𝑉 is the total number of material grains considered. Here, 𝑉𝑔 denotes the
𝑔
material grain volume. It is assumed that the probability of failure for a grain is the same, if only
the effective stress is above the threshold stress value. Then the failure probability
asymptotically approaches,
𝜆𝑉∗
∗ 𝑛 −
𝑝𝑓,tot (𝑉 ∗ ) =1− ∏𝑁
𝑛=1(1 − 𝑝𝑓,𝑛 (𝜎eff )) = 1−𝑒 𝑉𝑔
(23)

as the number of grains increases. Here, 𝜆 is a dimensionless model constant. A simple way to
augment this expression is by assuming a material volume specific threshold, 𝑉th , below which
no risk for fatigue failure exist. Then, the 𝑉 ∗ -model is finally presented as,
∗ −𝑉 〉
𝑝𝑓,tot (𝑉 ∗ ) = 1 − 𝑒 −𝑞〈𝑉 th (24)

where 𝑞 denotes a new model parameter, 𝑉th is a nonzero volume threshold value and the
Macaulay bracket 〈•〉 stands for the positive argument of the expression. It is the amount of
loaded volume above the threshold volume value that gives rise to the risk of fatigue.

𝐴∗ -model is presented as
∗
𝑝𝑓,tot (𝐴∗ ) = 1 − 𝑒 −𝑐〈𝐴 −𝐴th〉 (25)

where 𝑐 is a model parameter. The amount of highly loaded area above the threshold value 𝐴th ,
is assumed to cause fatigue risk.

The third model introduced here is the 𝑑̂ –model, related to the TCD. The maximum depth of
the volume 𝑉 ∗ below the surface is denoted 𝑑̂ . Fatigue damage is considered to occur only if 𝑉 ∗
reaches below a material characteristic depth, 𝑑th . This model is also in line with Peterson’s [5]
and Taylor’s [3] hypothesis that fatigue failure occurs when the fatigue limit is reached at some

19
finite distance below the surface. In this case that is when the longest perpendicular distance
between the surface stress and the threshold stress value, 𝑑̂ , is larger then 𝑑th

𝑝𝑓,tot (𝑑̂ ) = 1 − 𝑒 −𝑘〈𝑑̂−𝑑𝑡ℎ 〉 . (26)

As an example, these models have been applied to the previously presented fatigue data in Fig.
4. The results of the 𝑉 ∗ -model and 𝑑̂ –model are presented in Fig. 18, where probability
distribution functions are fitted to different threshold stress values. More about the VPF models
can be found in [7].

Fig. 18. The VPF-models fitted to test data using different threshold stress values using Findley
stress.

PP-plots
Fitting a model means adjusting the parameters of the failure probability model, 𝑝𝑓,model , so
that the residual of the total error 𝑅 is minimum. This is performed by adjusting the parameters
in way so that the model is fitted in the best way to the estimated tested data. This means that,
the sum of errors, 𝑅 2 , is minimized for all the used probability models
2
𝑅 2 = ∑𝑁
𝑖=1(𝑝𝑓,exp,i − 𝑝𝑓,model,i ) , (27)

where the 𝑝𝑓,exp,i is the experimental failure probability for load case, 𝑖, and 𝑁 is the number of
tested failure probability levels. It should be noted that 𝑝𝑓,exp,i is usually computed according to
median rank methods presented and discussed in earlier sections. In the model fitting
procedure, all the model parameters can be chosen simultaneously and freely in order to find
the best parameter set for every model. In Fig. 19, an example of a PP-plot is presented. In this
PP-plot, the deviations from the perfect fit line for four tested load cases are presented.

20
 Fig. 19. The fitting procedure illustrated in a PP-plot using estimated failure probabilities.

By using all the test data presented in Fig. 4, all the parameters in the weakest link model,
𝑝𝑓,WL (𝛼, 𝜎th , σu , 𝛽), in the 𝑉 ∗ -model, 𝑝𝑓,𝑉 ∗ (𝛼, 𝜎th , 𝑉th , 𝑞), have been chosen in a way that the
corresponding parameter set in each model is giving a minimum to the expression in Eq. 27. The
best fit results for these two models are presented in the PP-plots in Fig. 20.

Fig. 20. The fitting procedure illustrated in a PP-plot using estimated failure probabilities.

Fatigue Design
Probabilistic design is a practical approach in product design due to the variability associated
with service loads, material properties, geometrical attributes, and mathematical design
models. It is becoming the preferred design method because over- or under-design can be
avoided while still ensuring the safety of a product. Multiple distributed inputs can interact, in
some cases to give higher than expected probabilities of structural failure. Only probabilistic

21
analysis can represent this. The level of appropriate or tolerable risk is often around (10−4,
10−5, etc.). This risk is due to many different sources of scatter and not only the material
related failure probability.

We must distinguish between two different types of probabilities: Epistemic and aleatoric.
Epistemic uncertainty is due to lack of knowledge. It is usually very hard to model, because it
refers to thing we do not know. The best example is modelling errors. A common practice for
epistemic uncertainty modeling is to use intervals for parameters that influence the problem.
That is; limits to how large they can be and how small.

Aleatoric uncertainty means that there is some true randomness in the problem. This is the case
in HCF. We can only state a certain probability of fatigue, even in a deterministically loaded
specimen in the laboratory. This a new situation! Consider a design situation with design
variables that are statistical variables – they represent an aleatoric uncertainty. Even if they are
exactly known, for fatigue there will still be aleatory uncertainty present. We distinguish these
two by calling them “aleatoric material uncertainty” and “aleatory variable uncertainty”.

In order to understand simultaneous eleatoric probability from material and variables, we start
by repeating the purely variable based case. A schematic representation of the probability has
been given previously, but is here shown below in Fig. 21. As can be seen, the probability
problem is defined by a clear limit state that signifies failure.

22
 Fig. 21. Visualization of the aleatory variable probability of failure and the probability density
function in the 𝑟̂ 𝑠̂-plane.

In the combined material and variable aleatoric case, there is not any clear limit that signifies
failure. Even the nominal design at the origin will have some (small) aleatoric probability of
failure. The material aleatoric probability varies in space: There is a region of “almost certain
failure”. Then there is a transition zone where the material aleatoric probability drops rapidly
and a vast region with “almost certain structural integrity”. The methods of FORM and SORM
cannot be used; instead the whole space has to be considered.

We may find the total probability as a sum Ptot = p1p1,alea + p2p2,alea + p3p3,alea …. . That is, pi is the
(ordinary) variable aleatoric probability that a certain design occurs and pi,alea is the material
eleatoric probability of failure for that design, once it has occurred. Note that the material
aleatoric probability is a conditional probability. The total probability is the sum of all possible
outcomes. This is called “the law of total probability”.

The expression can be extended to a continuous space as

𝑝𝑡𝑜𝑡 = ∭ 𝑓(𝑢, 𝑣, 𝑤, … )𝑝alea (𝑢, 𝑣, 𝑤, … ) 𝑑𝑢𝑑𝑣𝑑𝑤 …

𝑎𝑙𝑙 𝑠𝑝𝑎𝑐𝑒

23
, where f is the joint probability density function of the design variables u, v, w, … and palea is the
material aleatoric probability for a specific design. Note how the total probability of failure will
depend on the interplay of variable and material aleatoric probabilities.

We close this chapter with the observation that all models for the probability of fatigue that
have been presented here are valid models for material aleatoric probability.

Aleatoric refers to the irreducible probability of the die. The most famous use of “alea” is:

Alea iacta est – The die is cast. A Latin phrase attributed to Julius Caesar in 49 BC as he led his
army across the River Rubicon. With this step, he entered Italy with his army and began a
long civil war. The phrase is still used today, to mean that events have passed a point of no
return, that something inevitably will happen.

Referenser

[1] W. Weibull, The phenomenon of rupture in solids, Tech. Rep. 153,

IngeniØrsvetenskapsakademins handlingar (1939).

[2] R. Kuguel, The highly stressed volume of material as a fundamental parameter in the
strength of metla members notch predictions based on weakest-link failure models,
International Journal of Fatigue 25 (9-11) (2003) 835-841.

[3] D. Taylor, Theory of Critical Distances: A New Perspective in Fracture Mechanics, Elsevier
Science, Oxford, 2007.

[4] H. Neuber, Theory of notched stresses: principles for exact calculation of strength with
reference to structural form and material, Springer Verlag 2nd ed.

[5] R. E. Peterson, Notch sensitivity, metal fatigue Edition, McGraw Hill, 1959.

[6] S. Norberg, M. Olsson, The effect of loaded volume and stress gradient on the fatigue
limit, International Journal of Fatigue 29 (12) (2007) 2259–2272.

[7] S. Sadek, M. Olsson, New models for prediction of high cycle fatigue failure based on
highly loaded regions, International Journal Of Fatigue 66 (2014) 101–110.

[8] K. Karlén, M. Olsson, A study of the volume effect and scatter at the fatigue limit -
experiments and computations for a new specimen with separated notches,
International Journal of Fatigue 33 (3) (2011) 363–371.

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