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Engineering Failure Analysis 56 (2015) 8088

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Engineering Failure Analysis


journal homepage: www.elsevier.com/locate/engfailanal

Failure probability estimation of steam turbine blades by


enhanced Monte Carlo Method
J.A. Rodrguez a,, J.C. Garcia a, E. Alonso a, Y. El Hamzaoui b, J.M. Rodrguez c, G. Urquiza a
a
Centro de Investigacin en Ingeniera y Ciencias Aplicadas (CIICAp-UAEM), Av. Universidad 1001, Col. Chamilpa, C.P. 62209 Cuernavaca, Morelos, Mexico
b
Instituto de Ingeniera y Tecnologa, Depto. Ingeniera elctrica y Computacin, Universidad Autnoma de Ciudad Jurez (UACJ), Av. Del Charro # 450 Norte,
CP 32310, AP 1594-D Ciudad Jurez, Chihuahua, Mexico
c
Centro Nacional de Investigacin y Desarrollo Tecnolgico, Interior Internado Palmira S/N, Col. Palmira, C.P. 62490, Cuernavaca, Morelos, Mexico

a r t i c l e i n f o a b s t r a c t

Article history: Steam turbines are designed to work in stable operating conditions, including speed and
Received 15 September 2014 load, to avoid mechanical stress variations. However, sometimes failures occur in the tur-
Received in revised form 3 April 2015 bine components. The components having major breakdowns for fracture, an average of
Accepted 8 April 2015
75%, are the blades of the Low Pressure (LP) stage steam turbine. These blades produce
Available online 18 April 2015
around 10% of the output power turbines and 15% in some applications of combined cycle;
generally longs, with a relatively low stiffness and such blades may present problems of
Keywords:
high stress due to centrifugal forces. In this work probabilistic design procedure was
Vibration stresses
Monte Carlo Method
applied to the group of ten blades of the LP stage steam turbine of 110 MW, in order to
Latin hyper cube compute the stress changes and reliability due to variations in: damping, natural frequen-
Discordancy tests cies, vibration magnitude and density. The computed vibration stresses were analyzed by
Useful life applying probability distributions and statistical parameters of input and output to com-
pute the useful life. Monte Carlo technique and stochastic nite element method (SFEM)
were applied. The results show that the Monte Carlo technique and SFEM are a good
approach to estimate the useful life and reliability design of those blades.
2015 Elsevier Ltd. All rights reserved.

1. Introduction

Power plants produce electricity from the heat energy released by the combustion of diesel, natural gas, fuel oil or coal.
Taking about steam turbines, the energy storage in steam is converted in mechanical work through the blades. All turbine
components are designed to work continuously for a large time periods, minimizing outages. However in some occasions
there are unexpected shut downs due to turbine component failures. In the case of Low Pressure (LP) turbine the blade fail-
ures causes the majority (75%) of turbine outages [1]. In general, the root blade failure causes could be nding in blade mate-
rial defects and operating conditions (loading, environment and stress magnitude). Failures of the LP turbine blades could be
occur because some times are exposed to excitation due to non-uniform ow, nozzle-wake excitation, temporal ow vari-
ations, liquid droplet erosion, multiphase ow, corrosion, stress corrosion cracking, torsional blade vibrations and electric
grid frequency variation [14].
These kinds of failures have been investigated from a deterministic point of view, using theoretical and experimental
approaches. Deterministic assessments are simple to implement and interpret, however the results always have any lack

Corresponding author. Tel.: +52 1(777)3297084.


E-mail address: jarr@uaem.mx (J.A. Rodrguez).

http://dx.doi.org/10.1016/j.engfailanal.2015.04.009
1350-6307/ 2015 Elsevier Ltd. All rights reserved.
J.A. Rodrguez et al. / Engineering Failure Analysis 56 (2015) 8088 81

of certainty. But really, during a steam turbine operation all the input and output variables have certain random variations.
These small variations have to take into account in the root failure analysis, using probabilistic methods. Combou [5], Handa
and Anderson [6] developed the stochastic nite element method (SFEM) for analysis of complex systems with stochastic
properties.
Aboreshaid and Al-Watban [7] have performed a probabilistic evaluation of lifetime turbine-generator shaft under tor-
sional stress take into account stochastic factors related to transitory failures (failure duration, failure type, failure location,
etc.). Shen [8] proposed a methodology to evaluate high cycle fatigue design and life prediction of gas turbine blade using a
probabilistic Goodman Diagram. This methodology takes into account: material defects or damages, manufacturing variabil-
ity (which causes a probabilistic structural damping distribution), probabilistic aerodynamics, thermal loading, vibratory and
mean stresses distribution. The probabilistic Goodman Diagram is a 3D graphic, which contents Goodman Diagram and the
vibratory stress distribution. Kim and Kim [9] carried out a reliability analysis of the low pressure steam turbine blade with
variations of blade stress and strength. Lee et al. [10] estimated the failure probability of a wide thin plate subjected to con-
stant axial cyclic loads using Monte Carlo Method, First Order Reliability Method and Second Order Reliability Method. Hu
et al. [11] proposed a probabilistic design process for Gas Turbine Disk at high temperature considering random variations in
temperature, rotational speed, materials and dimensions. Belousov et al. [12] estimated the rate of failures of a Gas Turbine
Engine (GTE) disk considering probabilistic distribution of geometrical sizes, rotation frequency and density material. The
rate of failures estimated could be used at the design stage of GTE disk. Bacharoudis and Philippidis [13] performed a reli-
ability assessment of wind turbine rotor blades using a probabilistic approach trough response surface method and Monte
Carlo Method.
Different failures were presented in power industry of Mxico since 20022012 [1,1418]. Technical reports of these
studies show principal failures in steam turbines of 37.5, 110 and 350 MW. Failures history technical reports advertised that
there are failures mechanisms like wear in trailing edge blade by erosion, blade root crack and fracture among others by dif-
ferent causes. In relation of steam turbines of 110 MW, the components having major breakdowns for fracture, an average of
75%, are the blades of L-0 last stage of the Low Pressure (LP) stage affecting their useful life. These failures of blades induced
high cycle vibration fatigue resulting in cycles of high stresses. The accumulation of these cycles may lead to crack initiation
and fatigue failure [3]. The results show failures according to variations in dynamic conditions of the steam turbine, damp-
ing, changes in natural frequencies and changes in the behavior of material (mechanical properties) by bad reparations.
These variables present high level of randomness. It should therefore be develop tools to perform probabilistic analysis
which allow decrease uncertainty in the analysis of results based on the randomness of the variables. In this work, failure
probability of L-0 stage blades of a LP stage steam turbine was estimated. Statistical tools of a probabilistic model with
the Monte Carlo Method are developed where the input variables are the damping blade material, natural frequency, vibra-
tion magnitude and density. The variables mentioned above are selected based on the Rodriguezs work [19], where showing
different probability distribution for modeling the randomness of the vibratory stresses and therefore estimating the useful
life in neighboring of resonance point (resonance stress).
Input values are chosen randomly from statistical distribution. However, the Monte Carlo Method is applied using the
input values (damping blade material, natural frequencies, vibration magnitude and density). A probability distribution for
the randomness of the vibratory stresses and computing useful life in the neighboring of the resonance point are obtained.

2. Models description

2.1. Experimental and numerical model

Inputs variables were selected according previous work about blade failure analysis of steam turbines [1922]. The group
of the 10 blades and its meshed model are shown in Fig. 1.

Fig. 1. Group of ten blades and its meshed model.


82 J.A. Rodrguez et al. / Engineering Failure Analysis 56 (2015) 8088

Table 1 shows natural frequencies obtained by experimental measurement and numerical computation from [1920].
Kubiak and Garcia [20] describe different damping models and techniques for analysis of failures, damped dynamic systems
and methods for identication of failures between failure analyzes in steam turbines. Fig. 2 shows the relation between fre-
quency and amplitude measurement in the blade group rotating at 3600 rpm.
The steam forces are calculated by CFD. The last stage is simulated and periodic boundary conditions are applied at every
side of the stage segment. The stage segment is dened by 1 nozzle and 2 blades. Whilst, the loads using in this work are
pertained by determining steady, dynamic stresses, pre-loaded the modal model, and harmonic model. Table 2 shows the
magnitude of different loads [21].

2.2. Monte Carlo Model

The method of Monte Carlo simulation has six essential elements: (1) dene the problem in terms of random variables;
(2) quantify the characteristics of probability; (3) generate the values of these random variables; (4) evaluating the problem
deterministically for all random variables; (5) the removal of N realizations probabilistic information; (6) determine the
accuracy and efciency of the simulation [22]. Besides features two sampling techniques: Direct Monte Carlo sampling
and Latin Hypercube Sampling. For this case, studying the Latin Hypercube Sampling technique is used, it is an efcient
method for simulation. The difference between the Direct Monte Carlo sampling and Latin Hypercube Sampling, is that
the latter has a memory which prevents the repetition of samples have been evaluating before simulation cycles required
2040% to the Monte Carlo sampling direct to get the same results with the same accuracy, Fig. 3.

Table 1
Natural frequencies of group of ten blades of the LP stage steam turbine.

Natural frequency Experimental measurement Experimental measurement Experimental measurement


0 rpm 0 rpm 3600 rpm
Hz Hz Hz
1 137.5 131.863 154.96
2 182.5 205.539 232.97
3 212 260.639 280.21
4 272.5 382.068 397.50
5 412.5 455.578 494.15

Fig. 2. Frequency versus amplitude of the ten blades of steam turbine.

Table 2
Forces of the numerical model.

Max (N) Min (N)


Total force, FR 231.8 220.305
Tangential force, Fx 186.22 175.65
Axial force, Fy 131.8 125.85
Radial force, Fz 41.38 43.12
J.A. Rodrguez et al. / Engineering Failure Analysis 56 (2015) 8088 83

Direct Monte Carlo Latin Hypercube sampling


Fig. 3. Two simple techniques of Monte Carlo Method.

Table 3
Cumulative density function of the input variables.

Variable Distribution type Parameter 1 Parameter 2


Damping (N s/m) Lognormal 2.00X2 2.00X3
Natural frequency (Hz) Gaussian 154.81 12.385
Vibration amplitude (m/s2) Lognormal 0.5 g 0.05
Density (Kg/m3) Uniform 7775 7931

Table 4
Discordance tests for univariate normal samples.

Test code Tested value (s) Statistic test Signicance test Applicability of test
N1 Upper x(n) TN1(u) = (x(n)  l)/s Greater 3-70
Lower x(1) TN1(1) = (l  x(l))/s Greater 3-70
N2 (two-sided) Extreme X(n) or X(1) TN2 = Max:{(x(n)  l)/s, (l  x(1))/s} Greater 3-70

The parameter used in the probabilistic model for obtaining the vibration stresses are: density, natural frequencies of the
blades, vibration magnitude and the damping. The interaction between these variables and their inuence of behavior of the
change in vibration stresses has been studied. Table 3 shows the input variables and their distribution type.

2.3. Discordance test

The discordancy tests N1 and N2, the upper (or lower) and extreme outlier test in a normal sample, have been described
by Verma [23]. Table 4 shows the procedure for this test.

2.4. Extreme value theory

In engineering applications, the extreme values of the random variables are of particular importance since design varia-
tions may be present. The extreme value theory evaluates a sample with certain order of a random variable, the probability
of events that are more extreme than any previously observed.
If X is a random variable with a CDF, n is the number of samples of the X, the values extreme of the sample, the minimum
value Y1, and maximum value of Yn, can be dened by Eqs. (1) and (2)
Y n maxX 1 ; X 2 ; . . . ; X n 1

Y 1 minX 1 ; X 2 ; . . . ; X n 2
The distribution of extreme values of type i is used to assessment the reliability in structures. In some cases the parameter
can be obtained with the mean, variance and standard deviation. Eqs. (3)(6) allow compute those data.

F Y n yn expean yn un  3
84 J.A. Rodrguez et al. / Engineering Failure Analysis 56 (2015) 8088

where the parameter un y an have relations with the mean and standard deviation of the variable Yn:
 
1 p 0:5772
an p ; y u n lY n  4
6 rY n an
The distribution shorter is represented with Eq. (5).

F Y 1 y1 1  expea1 y1 u1  5

 
1 p 0:5772
an p ; y un lY n 6
6 rY 1 a1
The extreme value with a CDF Gaussian has a distribution type i.

3. Results and discussion

3.1. Numerical model

Vibration stresses value shown an asymmetric behavior, Fig. 4 with Latin Hypercube Sampling. A called trimmed average
in robust method was used to approximate its tendency to a symmetrical graphic.
Table 5 shows the results of Latin Hypercube Sampling. However, the database plays a special role, because its used in the
discordancy test.
The database about the coefcient of variation (CV) have been obtained. It is important to know that a lower value indi-
cates a lower variability of the data. The CV for the input and output database obtained in Latin hypercube simulation has
been showed in Table 6.
Since all the coefcients of variation are less than 0.3 [22]. Therefore, the values showed in Table 6 have been accepted for
turbomachinery.
On the other hand, the results showed above have been used for probabilistic model.

3.2. Probabilistic model

To aim of this subsection is applied different evaluation of discordancy tests for outliers. It is important to check if the
number of simulation is enough in order to evaluate useful life.

Fig. 4. Vibrations stresses with Latin Hypercube Sampling.

Table 5
Statistically of input and output variables.

Input variables Mean Standard deviation Skewness Kurtosis Minimum value Maximum value
Damping 1.9997e2 1.9587e3 0.2394 3.980 1.597e02 2.497e2
Natural frequency 154.81 12.43 6.215e2 0.1113 123.9 189.5
Vibration magnitude 4.998 0.2593 7.18e2 8.31e2 4.371 5.610
Density 7853 45.42 1.82e4 1.207 7775 7929
Output variable Mean/MPa SD/MPa Skew Kurt Min/MPa Max/MPa
Vibrations stresses 21.50 2.065 0.226 0.3660 17.212 26.32
J.A. Rodrguez et al. / Engineering Failure Analysis 56 (2015) 8088 85

Table 6
Coefcients of variation of input and output variables.

Vibrations stresses Damping Natural frequency Vibrations magnitude Density


0.0960 0.0979 0.0802 0.0518 0.00578

Fig. 5. Relation between damping and vibrations stresses.

3.2.1. Discordancy test for outliers


Upper data
xn  l 26; 320; 000  21; 504; 000
TN1u 2:3324
s 2; 064; 800
Lower data

l  xn 21; 504; 000  17; 212; 000


TN1l 2:07
s 2; 064; 800
The result values obtained previously have been compared with the values in Appendix A in which have matching value
of 3471. TN1u and TN1l are lower than the values obtained in Appendix A [24]. So, the results have been showed that both the
maximum and minimum values have been not outliers.

3.2.2. Extreme value


This test analyzes the probability trend of extreme values, that the vibration stresses are upper than 26. 32 MPa and lower
than 17.21 MPa. The mean and standard deviation are well known.
Probability of the vibration stresses are upper than 26.32 MPa

PY n > 26; 320; 000 1  ExpExp6:21149  107 26; 320; 000  2:05747  107 
PY n > 26; 320; 000 0:0278
Probabilities of the vibration stresses are lower than 17.21 MPa

PY n < 17; 212; 000 1  ExpExp6:21149  107 17; 212; 000  2:05747  107 
PY n < 17; 212; 000 0:0383
According to the results obtained, it could be possible to demonstrate that the reliability 99% of the vibration stresses are
within the limits suited as showed above.

3.2.3. Pearson productmoment correlation coefcient (Pearsons r)


It is important to study the relationships between the vibration stresses and the input variables in this investigation, for
this reason, the Pearson productmoment correlation coefcient is used where the linear correlation between vibration
stresses and input variables giving a value between +1 and 1. Fig. 5 and Table 7 show the interpretation of these results.

3.3. Useful life

Turbines are designed to work in stable conditions of operation; nevertheless, failures in blades after a short period of
time work have been appeared. These failures are normally attributed to resonances conditions. The inuence of vibration
stresses versus the input of combined variables on useful life of the blades have been checked. In order to compute the most
86 J.A. Rodrguez et al. / Engineering Failure Analysis 56 (2015) 8088

Table 7
Pearsons r between vibrations stress and input variables.

Input/output variables Damping Natural frequency Vibration magnitude Density


Vibrations stresses 0.994 0.157 0.050 0.002

Fig. 6. Analysis of sensibility.

inuence variable, and then calculate the useful life at a point close to resonance have been calculated through vibration
stress under resonance conditions. At start up or shut down the turbine, it goes through several critical speeds in which
the points are presented in resonance. It could be seen that a point of resonance between the natural frequency of the rst
group of ten blades and the third harmonic of critical speed of 2966.4 rpm have been handled. Already located the point at
resonance and obtained the critical speed vibratory stress has been calculated. The sensitivity analysis is carried out through
FEM in order to determine which variable is the most inuential in the process about vibrational stress calculation. On the
other hand, the sensitivity analysis is showed in Fig. 6, as we can see in this gure that the damping is the most inuential
parameter with relative importance of 80%, followed by natural frequency.

4. Conclusions

Estimation of the useful life by probabilistic methods gives an approach of real conditions of the operation of the steam
turbine of 110 MW blades of the last stage. Variables like damping, natural frequencies, mechanical properties with different
statistical distribution play to determined role in the calculated of useful life, obtaining results of more condence than using
deterministic method. The Monte Carlo Method has been applied, taking into account the combination of these variables and
according to this method is possible to detect that the failure is present in resonance regions after 17.56 cumulative working
hours. This means that in form starting to shut down the machine it could be failed before its estimated useful life. The prob-
ability that the failure occurring is 6%, in comparison with the probability that the machine fullls satisfactorily the total of
its useful life for which it is designed is only 3%. The sensibility analysis show that damping is the most inuential parameter
in the useful life.

Acknowledgement

J.A. Rodrguez, expresses his gratitude to CONACYT for the project with title is: Experimental and numerical study for
evaluation of reliability and life estimation of turbine blades under resonance conditions [In Spanish] whit reference num-
ber: 156757.

Appendix A

See Table A1.


J.A. Rodrguez et al. / Engineering Failure Analysis 56 (2015) 8088 87

Table A1
Critical values of the test N1 [20].

Level of signicance, SL (a) Level of signicance, SL (a)


n 5% (0.05) 1% (0.01) 0.1% (0.001) n 5% (0.05) 1% (0.01) 0.1% (0.001)
3 1.153 1.155 1.155 43 2.896 3.271 3.712
4 1.463 1.492 1.499 44 2.905 3.282 3.724
5 1.672 1.749 1.780 45 2.914 3.292 3.736
6 1.822 1.944 2.011 46 2.923 3.302 3.747
7 1.938 2.097 2.201 47 2.391 3.310 3.757
8 2.032 2.221 2.358 48 2.940 3.319 3.768
9 2.110 2.323 2.492 49 2.948 3.329 3.779
10 2.176 2.410 2.606 50 2.956 3.336 3.789
11 2.234 2.485 2.705 51 2.964 3.345 3.798
12 2.285 2.550 2.791 52 2.971 3.353 3.808
13 2.331 2.607 2.867 53 2.978 3.361 3.816
14 2.371 2.659 2.935 54 2.986 3.368 3.825
15 2.409 2.705 2.997 55 2.992 3.376 3.834
16 2.443 2.747 3.052 56 3.000 3.383 3.842
17 2.475 2.785 3.103 57 3.006 3.391 3.851
18 2.504 2.821 3.149 58 3.013 3.397 3.858
19 2.532 2.854 3.191 59 3.019 3.405 3.867
20 2.557 2.884 3.230 60 3.025 3.411 3.874
21 2.580 2.912 3.266 61 3.032 3.418 3.882
22 2.603 2.939 3.300 62 3.037 3.424 3.889
23 2.624 2.963 3.332 63 3.044 3.430 3.896
24 2.664 2.987 3.362 64 3.049 3.437 3.903
25 2.663 3.009 3.389 65 3.055 3.442 3.910
26 2.681 3.029 3.415 66 3.061 3.449 3.917
27 2.698 3.049 3.440 67 3.066 3.454 3.923
28 2.714 3.068 3.464 68 3.071 3.460 3.930
29 2.730 3.085 3.486 69 3.076 3.466 3.936
30 2.745 3.103 3.507 70 3.082 3.471 3.942
31 2.759 3.119 3.528 71 3.087 3.476 3.948
32 2.773 3.315 3.546 72 3.092 3.482 3.954
33 2.786 3.150 3.565 73 3.098 3.487 3.960
34 2.799 3.164 3.582 74 3.102 3.492 3.965
35 2.811 3.178 3.599 75 3.107 3.496 3.971

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