ISSN 10526188, Journal of Machinery Manufacture and Reliability, 2014, Vol. 43, No. 5, pp. 384388.

Allerton Press, Inc., 2014.

Original Russian Text N.A. Makhutov, D.O. Reznikov, 2014, published in Problemy Mashinostroeniya i Nadezhnosti Mashin, 2014, No. 5, pp. 4146.

RELIABILITY, STRENGTH, AND WEAR RESISTANCE

OF MACHINES AND STRUCTURES

The Comparison of Deterministic and Probabilistic Estimates

of Strength of Structural Elements of Technical Systems
under Serial Loading
N. A. Makhutov and D. O. Reznikov
Institute of Mechanical Engineering, Russian Academy of Sciences, Moscow, Russia
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AbstractIn this paper, deterministic and probabilistic estimates of strength are compared for the
cases of serial loading based on the results of the use of the extreme value theory. The need to clarify
the traditional estimates obtained under the assumption of onetime loading is substantiated.
DOI: 10.3103/S1052618814050100

The strength of structural elements is probabilistic because of the variability of loads on structural ele
ments of technical systems, scatter of mechanical properties of structural materials, inaccuracies of geo
metrical dimensions, imperfections of test equipment and design models. Tasks of ensuring the strength
of structural elements of technical systems is traditionally solved with deterministic approaches [15].
Within these approaches uncertainty factors listed above are taken into account by introducing safety mar
gins n on main mechanisms of reaching limit states, which should exceed standard maximum allowable
values [n], i.e., n > [n].
In recent years, there has been a transition to the solution of the task of ensuring the strength of the
structural elements in a probabilistic formulation [2, 68] that assumes the estimation of the calculated
failure probability Pf of the structural element, which should not exceed the maximum allowable value
[Pf], i.e., Pf [Pf]
It is important to compare the strength criteria used in the context of deterministic and probabilistic
approaches [812].
In [13, 14] the dependence of the failure probability Pf, 1 on the selected safety margin n1 under a single
static load is studied, as well as on coefficients of variation of load and loading capacity. If the load and
loading capacity are distributed according to normal laws FL(x) = N(E{L}, S{L}) and FR(x) = N(E{R},
S{R}) (where E{L}, S{L}, E{R} and S{R} are mathematical expectations and mean square deviations of the
load L and loading capacity R), then the following relationship holds [13, 14]
n1 1
P f, 1 = 
 , (1)
2 + 2 n 2
l R 1

where () is the Laplace function, n1 = E{R}/E{L} is the central safety margin under a single static load
ing; L = S{L}/E{L} and R = S{R}/E{R} are coefficients of variation of the load and loading capacity
(strength).
The clarification of relationships between the safety margin and the failure probability taking into
account the serial load. In a more general formulation it is necessary to estimate the failure probability,
when the system in operation is subjected not to a single load L but to serial loads L1, L2, , Lm. In view
of existing uncertainties (variance of system parameters and external environment) the values L1, L2, ,
Lm are random. We assume that they are independent and identically distributed according to the normal
law with the distribution function FL(x) = N(E{L}, S{L}. Thus, the length of the series m is considered a
deterministic and known value. Furthermore, we assume that the loading capacity of the element is also
a random variable R distributed according to the normal law FR(x) = N(E{R}, S{R}). At the same time, we
neglect the degradation of strength properties of the material, i.e., we will take E{R} = const during the
operating life l (Fig. 1).

384
 THE COMPARISON OF DETERMINISTIC AND PROBABILISTIC ESTIMATES 385

R, L fR(x) L = L
Let us consider the maximum load Lmax = max{L1, L2, , Lm} acting
* max on a structural element. Obviously, this variable is also random and its
E{R} distribution function is defined by the expression
m
F Lmax ( x ) = P ( L max x ) = P ( L 1 x, L 2 x, , L m x ) = ( F L ( x ) ) ,
L1 L2 Li
Lm and the density function can be written as
F Lmax ( x ) m1
0 t1 t2 ti t* tm TE t f Lmax ( x ) = 
 = m [ FL ( x ) ] fL ( x ) .
x
Fig. 1. The series of actions
on the system. The condition ensuring the strength of the structural member
exposed during to a series of pulsed loads during the period of its opera
tion can be written as Lmax < R.
The condition of reaching the limit state (failure) will be written as Lmax > R.
In the considered case of serial loading the probability of failure limit state Pf, ser = P(Lmax > R) will be
defined by overlapping plots of density functions of the maximum load fLmax and strength fR. It is obvious
that Pf, ser will depend on the length of the pulse series m (Fig. 2).
Since the initial distribution of L obeys the normal law, then according to the FisherTippett
Gnedenko theorem the distribution of the maximum FLmax(x) at m has the asymptotic form corre
sponding to the extreme distribution of type I, in which functions of distribution and density distribution
have the form of a double exponential distribution [6, 15]
F Lmax ( x ) = exp [ exp { m [ (x E { L })/S { L } u m ] } ] , (2)

f Lmax ( x ) = m exp { m ( x u m ) } exp [ exp { m [ ( x E { L } )/S { L } u m ] } ] , (3)

where u m = S { L } 2 ln m 
ln ln m + ln 4 + E { L } and = 2 ln m /S { L } .
2 2 ln m
m

At the same time, the mathematical expectation and mean square deviation of the extreme distribution
are defined by expressions

E { L max } = u m + / m , ,
S { L max } =  (4)
6 m
where = 0.577 is Eulers constant.
Figure 2 shows the plots of density functions of maxima Lmax|m constructed for the cases when the series
are m = 1, m = 10, m = 100, and m = 1000 pulses, and the plot of density functions of the loading capacity

f(x)

1.0 1
2
3
0.6 4
5

0.2

0 2 6 10 14 x, km

Fig. 2. Density function of maxima of loads and strength: the single load density for a series of m = 1 pulses fLmax|m = 1(x)
(1), the load maxima density for a series from m = 10 pulses fLmax|m = 10(x) (2), of m = 100 pulses f 2 (x) (3), of
Lmax|m = 10
m = 1000 pulses f 3 (x) (4), and the strength density fR(x).
Lmax|m = 10

JOURNAL OF MACHINERY MANUFACTURE AND RELIABILITY Vol. 43 No. 5 2014

386 MAKHUTOV, REZNIKOV

f(x)
0.9 1
m = 1000
2
100
0.7 3
10 4
0.5
5
0.3 6
1
7
0.1

0 2 6 10 14 x, km

Fig. 3. The comparison of asymptotic and exact distributions of maxima at different lengths of series of loads: the intensity
density of a single load m = 1 (1), the intensity density of maxima at m = 10 (asymptotic solution) (2), at m = 10 (the exact
solution) (3), at m = 100 (asymptotic solution) (4), at m = 100 (exact solution) (5), at m = 1000 (asymptotic solution) (6),
and at m = 1000 (exact solution) (7).

R. In the considered example, the intensity of each load pulse is a random variable distributed according
to a normal distribution with distribution parameters E{Lk} = 6 km, S{Li} = 1.2 km (i = 1, 2, , m), and
the loading capacity is also a random variable distributed according to the normal law with distribution
parameters E{R} = 13 km, S{R} = 1.1 km. The analysis of plots indicates that with the increasing number
of pulses in the series the distribution of load maxima will be significantly shifted to the right.
It can be shown that if lengths of pulse series are m 10, the use of asymptotic distributions of maxima
instead of exact distributions is quite correct. Indeed, since the initial distribution of the load pulse inten
sity obeys the normal law
x
x E(L) 2
exp  dz ,
1 
F L ( x ) = 
S ( L ) 2
S(L)

the maxima distribution function of the series of m pulses can be written as

x m
x E(L) 2
exp  dz ,
1 

m
F Lmax ( x ) = ( F L ( x ) ) =  (5)
S ( L ) 2 S(L)

The maxima density function can be written as

m  ( F ( x ) ) m 1 exp x
f Lmax ( x ) =  E ( L) 2 .
(6)
S(L)
L
S ( L ) 2

By comparing the plots of densities of exact and asymptotic distributions for different m (Fig. 3) it can
be concluded that for the lengths of pulse series m 10 asymptotic distributions of maxima of series of load
approximate the exact distribution quite accurately. The replacement of exact distributions of the form (5)
and (6) with asymptotic distributions of the form (2) and (3) is convenient, since it makes it possible to
obtain relatively simple expressions (4) for the mathematical expectation and mean square deviation of
the maximum load in the series Lmax. This, in turn, makes it possible to estimate the safety margin and the
failure probability in serial loads.
Obviously, in the case of a series of m load pulses it is necessary to transfer from the traditional notation
of the strength condition of the form R > L to the expression R > Lmax|m. The central safety margin nser for
the case when the loading mode consists of a pulse series becomes a function of the amount of m pulses in
a series
E{R}
n ser ( x ) =  . (7)
E { L max|m }

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 THE COMPARISON OF DETERMINISTIC AND PROBABILISTIC ESTIMATES 387

nser Moreover, this function significantly decreases with increasing

n1 length of the series (Fig. 4). In the considered example, it decreases
2 1 from n1 = 2.17 in the case of a single load m = 1 to nser(103) = 1.31
[n] at m = 1000.
2
1 By accepting the value of the allowable safety margin [n] = 1.5 it
is possible to find the maximum allowable number of pulses [m]
0 which is [m] = 39.
1 10[m] 100 m 1000
It is possible to estimate the dependence of the element failure
Fig. 4. The dependence of the safety probability on the number of pulses in a series. According to [15,
margin on the number of load 16], the dependence is given by the expression
pulses in a series: serial safety mar
gin nser (1), standard maximum

f Lmax ( x )F R ( x ) dx {1 F Lmax ( x ) }f R ( x ) dx ,
allowable safety margin [n] (2). P f, ser = =

n1, nser Pf, 1, Pf, ser or with regard to expression (3)

3 1.0

2
1 4
3
0.8
0.6
P f, ser =
{ 1 exp [ exp { m[(x E { L } )/S { L } u m ] } ] }

2
2 0.4 1 ( x E { R } ) dx.
1  exp 
2
0.2 S { R } 2 2S { R }
0 0
5 7 9 11 13 15 The resulting expression can be integrated numerically. How
E{R}, @ ever, given that the distribution of Lmax is very compact, it can be
roughly approximated by the normal distribution with mathemati
Fig. 5. The comparison of depen cal expectation and mean square deviation according to (4). Then,
dencies of safety margins and fail the failure probability of the element subjected to a series of m loads
ure probabilities in the case of sin
gle and serial loads with increasing
can be approximately estimated using expression (1)
load intensity. The safety margin
for a single loading n1 (1), the n ser ( m ) 1
safety margin in case of a serial P f, ser = 
 ,
loading nser (2), the failure proba 2 + 2 n 2 ( m )
Lmax R ser
bility for a single loading Pf,1 (3),
and the failure probability in the
case of the serial loading Pser,1 (4). where () is the Laplace function, Lmax = S{Lmax}/E{Lmax} is the
coefficient of the variation of Lmax determined taking into account
expressions (4); R is the coefficient of load variation; nser(m) is the
safety margin by the maximum pulse of a series of m pulses defined with regard to expression (7).
Dependencies of safety margins for single n1 and serial nser loads and dependencies of corresponding
failure probabilities f, 1 and Pf, ser are given in Fig. 5 for varying mathematical expectation of the load
intensity in the range {L} = 515 and a fixed length of the series (m = 50 pulses).

CONCLUSIONS
By taking into account the seriality of loading of structural elements of technical systems during their
operation it is possible to significantly clarify the magnitude of the safety margin nser and the failure prob
ability Pf, ser compared to estimates of safety margins n1 of the strength Pf,1 obtained under the assumption
of onetime application of the load.
The length of the series of random load pulses is a significant factor that should be considered in esti
mating the strength of technical systems both within deterministic and probabilistic approaches. The
increase in the length of the load series leads to significant reduction in safety margin nser and increase of
the system failure probability Pf, ser.

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JOURNAL OF MACHINERY MANUFACTURE AND RELIABILITY Vol. 43 No. 5 2014

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Translated by O. Pismenov

SPELL: OK

JOURNAL OF MACHINERY MANUFACTURE AND RELIABILITY Vol. 43 No. 5 2014