Extreme Value Theory in Fatigue of Clean SteelsExtreme Value Theory in Fatigue of Clean Steels Clive...

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SEAMOCS Oslo 24/10/08 1 Extreme Value Theory in Fatigue of Clean Steels Clive Anderson University of Sheffield, UK

Transcript of Extreme Value Theory in Fatigue of Clean SteelsExtreme Value Theory in Fatigue of Clean Steels Clive...

Page 1: Extreme Value Theory in Fatigue of Clean SteelsExtreme Value Theory in Fatigue of Clean Steels Clive Anderson University of Sheffield, UK SEAMOCS Oslo 24/10/08 2 Metal Fatigue •

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Extreme Value Theoryin Fatigue of Clean Steels

Clive AndersonUniversity of Sheffield, UK

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Metal Fatigue• repeated stress,

• deterioration, failure

• safety and design issues

The Context

Approaches to Studying FatiguePhenomenological – ie empirical testing and

prediction

Micro-structural, micro-mechanical – theories of crack initiation

and growth

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Outline

1. Background: the Fatigue Limit

2. Inclusions and the Rating Problem

3. Extreme Value Theory & Stereology

4. Design

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1 Background: the fatigue limit

For ,

Constant amplitude cyclic loading 2σ

Fatigue limit σw

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2 Inclusions in Steel & the Rating Problem

inclusions

• propagation of micro-cracks → fatigue failure

• cracks very often originate at inclusions

Rating Problem: classify steel quality in relation to inclusion content

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Murakami’s root area max relationship between inclusion size and fatigue limit:

in plane perpendicular to greatest stress

Rating Problem: classify steel in relation to size of largest inclusion in adesignated volume

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Can measure sizes S of sections cut by a plane surface

butnot routinely observable

Inference problem: how use data on S to estimate extremes of V?

3 Extreme Value Theory & Stereology

Rating problem: classify steels in terms of

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Models for Sizes of Large Inclusions

Initial Model:

• spherical particles

• diameters V distributed as Generalized Pareto above a threshold v0

• centres form a homogeneous Poisson process, mean rate for those with V > v0 equal to λ0

Data: surface diameters S > v0 in knownarea

– a Marked Poisson Process Model

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where GPD

Stereology

For spherical inclusions with centres at points of a Poisson process

Wicksell 1925Thus

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A missing data problem

If V1, …, Vn had been observed, inference would be simple.

Inference: hierarchical model

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MCMCSample repeatedly from completeconditional distributions of unknowns:

expected no. si

a b

n

v1, v2, … , vn

s1, s2, … , sn

prior parameters

unknowns

unknowns

where eg

from Wicksell

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Inferences• posterior dists of parameters• posterior distributions of derived quantities• predictive distributions for further observations

Example: from 112 measurements on clean bearing steel T7341

T7341: posterior pdf of ξ T7341: posterior pdf of σ and ξ

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Given the parameters , the distribution of is Generalized Extreme Value.

Predictive distribution of

10 20 30 40 50

0.00

0.05

0.10

0.15

0.20

m

pred

ictiv

e pr

ob d

ensi

tyT7341: predictive pdfof for C = 100

Predictive distribution of = largest V in volume C

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Sensitivity of Inferences to Sphericity?

Generalized Model:• inclusions of same 3-d shape but different sizes,• random uniform orientation , in principle • sizes Generalized Pareto,• centres in homogeneous Poisson process

ThenE( no. inclusions of size , orientation

intersecting plane in shape of size )

for a function depending on the shape.

E( no. inclusions of size intersectingplane in shape of size )

where

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Titanium Inclusions

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Predictive Distributions for Max Inclusion MC in Volume C = 100

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4. Use in Design

In most metal components internal stresses are non-uniform

-2.5-1.5

-0.50.5

1.52.5

-3-2

-10.0

12

30

100

200

300

400

500

600

700

800

Prin

cipa

l stre

ss, M

Pa

X/hole radius

Y/hole radius

Stress in thin plate with hole, under tension

Component fails if a large inclusionoccurs at a point of high stress amplitude

Failure probability under marked Poisson model?

from stress field inferred from measurements

100mm

5mm

50mm 2mm

Reason for interest in inclusions: design of safe steel components

ie

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• Under the marked Poisson model:

inclusions at which local stress is too great to bear

≡ thinned (inhomogeneous) Poisson process

If no. of such = N, then

Pr( component fails) = Pr( N > 0)

= 1 – exp( - E(N))

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• Expected no., E(N), of inclusions causing failure in acomponent of volume C

mean no. of inclusions in volume C

proportion experiencing unbearable stress

consider inclusions of size :

Over all sizes

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from Generalized Pareto model from stress distribution and size – fatigue limit relationship

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Effect of • modifying the design• improving cleanness of steel