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

T

uncertainty

⁎

Pranav M. Karvea, Yulin Guoa, Berkcan Kapusuzoglua, Sankaran Mahadevana, ,

Mulugeta A. Haileb

a

Department of Civil and Environmental Engineering, Vanderbilt University, Nashville, TN, USA

b

U.S. Army Research Laboratory, Aberdeen, MD, USA

A R T IC LE I N F O ABS TRA CT

Keywords: The digital twin paradigm that integrates the information obtained from sensor data, physics

Fatigue crack growth models, as well as operational and inspection/maintenance/repair history of a system (or a

Digital twin component) of interest, can potentially be used to optimize operational parameters of the system

Diagnosis in order to achieve a desired performance or reliability goal. In this article, we develop a

Prognosis

methodology for intelligent mission planning using the digital twin approach, with the objective

Bayesian estimation

of performing the required work while meeting the damage tolerance requirement. The proposed

Information fusion

Optimization approach has three components: damage diagnosis, damage prognosis, and mission optimization.

Uncertainty quantiﬁcation All three components are aﬀected by uncertainty regarding system properties, operational

parameters, loading and environment, as well as uncertainties in sensor data and prediction

models. Therefore the proposed methodology includes the quantiﬁcation of the uncertainty in

diagnosis, prognosis, and optimization, considering both aleatory and epistemic uncertainty

sources. We discuss an illustrative fatigue crack growth experiment to demonstrate the metho-

dology for a simple mechanical component, and build a digital twin for the component. Using a

laboratory experiment that utilizes the digital twin, we show how the trio of probabilistic di-

agnosis, prognosis, and mission planning can be used in conjunction with the digital twin of the

component of interest to optimize the crack growth over single or multiple missions of fatigue

loading, thus optimizing the interval between successive inspection, maintenance, and repair

actions.

1. Introduction

Modern aerospace systems often work in dynamic environments with signiﬁcant variability in loads, operational requirements,

and environmental conditions. Additionally, they need to cope with degradation and failures of the physical components due to

aging, operational stress, and environmental conditions. There is sometimes a need for aerospace vehicles and equipment to operate

for long periods of time without the opportunity for maintenance or repair, for example, during extended missions; thus strategies for

extending the maintenance-free operation window become important. These may include mission planning before a mission, or

adaptive actions during the mission (such as changing the maneuver of the vehicle to reduce or redistribute the stress) in order to

slow down the damage progression. The execution of such strategies depends on the diagnosis of the current health state of the

system, and the prediction of how the damage will grow during a desired mission. In this work, we investigate a new risk

⁎

Corresponding author.

E-mail address: sankaran.mahadevan@vanderbilt.edu (S. Mahadevan).

https://doi.org/10.1016/j.engfracmech.2019.106766

Received 18 May 2019; Received in revised form 30 October 2019; Accepted 5 November 2019

Available online 09 November 2019

0013-7944/ © 2019 Elsevier Ltd. All rights reserved.

P.M. Karve, et al. Engineering Fracture Mechanics 225 (2020) 106766

Pf Probability of failure

θ Vector of model parameters plhd Likelihood function

ΔK Range of stress intensity factor ppost Posterior distribution

∊m Measurement error pprior Prior distribution

x Vector of deterministic decision variables R Stress Ratio

xlb Lower bounds for the deterministic decision vari- ui Displacement at i -th loaded node in ﬁnite element

ables model

x ub Upper bounds for the deterministic decision vari- W Work performed for a given load and crack length

ables Wcycle The work done in a fatigue loading cycle

σm Standard deviation of measurement error WGP Gaussian process surrogate model that estimates

a Crack length the work done in the loading phase of a cycle

aN Crack length after N fatigue loading cycles Wmin Minimum amount of work that needs to be per-

acrit Critical crack length formed in each mission

amean Mean of fatigue crack length ydata Diagnostic data obtained from pitch-catch tests

atrue True crack length (obtained using high-resolution νa Poisson’s ratio of adhesive

imaging) νp Poisson’s ratio of Aluminum 7075-T6 plate

af Final crack length νxy , νyz , νxz Poisson’s ratios of orthotropic piezoelectric trans-

C, m Forman’s equation parameters ducers

da/ dN Crack growth rate ρa Density of adhesive

DI Damage index used for probabilistic diagnosis ρp Density of Aluminum 7075-T6 plate

DI corr Damage index corrected using data from pitch- ρpzt Density of orthotropic piezoelectric transducers

catch tests dij Dielectric coeﬃcients of piezoelectric transducers

DI fem Damage index obtained using ﬁnite element si- Ea Young’s modulus of adhesive

mulations Ep Young’s modulus of Aluminum 7075-T6 plate

F Total applied load in ﬁnite element analysis eij Dielectric permittivity of piezoelectric transducers

Fi Fatigue block load amplitude for the i -th maneuver Exx , Eyy , Ezz Young’s moduli of orthotropic piezoelectric

Kc Fracture toughness transducers

N Number of loading cycles S0e Scatter energy in S0 mode wave packet for a given

Ni Number of loading cycles for the i -th maneuver crack length

NMC Number of Monte Carlo samples S0o Scatter energy in S0 mode wave packet for for the

Nnodes Number of loaded nodes in the ﬁnite element initial ﬂaw

model T Nodal force in ﬁnite element model

Ntotal Total number of loading cycles for each mission

management paradigm for achieving robust and reliable system operation, through the investigation and integration of several ideas:

information fusion, probabilistic damage diagnosis, probabilistic damage prognosis, and mission planning optimization. To this end,

we tackle three key aspects of the problem of interest: a) fusion of heterogeneous information from sensors, models, and other sources

in order to achieve eﬃcient probabilistic diagnosis and evaluate current system health; b) development of eﬃcient probabilistic

prognosis and uncertainty quantiﬁcation algorithms to predict future health, capability, and reliability; and c) investigation of de-

cision-making algorithms for mission planning, in order to ensure reliability and safety in the completion of a future mission.

The digital twin paradigm is well-suited for performing the aforementioned tasks (Fig. 1). As deﬁned by Glaessen and Stargel [1],

“a digital twin is an integrated multi-physics, multi-scale, probabilistic simulation of an as-built vehicle or system that uses the best

available physical models, sensor updates, ﬂeet history, etc., to mirror the life of its corresponding ﬂying twin.” Continuous learning

from sensor data obtained from the ﬂying twin that enables decision making with up-to-date information is a key advantage aﬀorded

by this paradigm. The digital twin concept has previously been studied for manufacturing, intelligent system maintenance, and asset

sustainment [2–10]. We seek to utilize the digital twin of a mechanical component to perform intelligent operational planning that

ensures reliable operation of the system and/or the component. The fusion of information gained from multi-physics, multi-ﬁdelity,

stochastic computational models as well as sensor data is critical for performing accurate, eﬃcient health diagnosis as well as reliable

damage growth predictions. Computationally eﬃcient and accurate digital replicas of real-world mechanical systems and compo-

nents are necessary to tackle optimization problems concerned with mission planning. Furthermore, the quantiﬁcation of uncertainty

in the current estimate of the system state and in the prediction of system health and performance in a future mission, and treatment

of the quantiﬁed uncertainty in the mission planning/optimization algorithm are crucial for ensuring reliable system performance in

the future mission. In this article, we develop the digital twin paradigm that addresses the above needs, and perform experiments that

illustrate how probabilistic damage diagnosis, damage prognosis, and mission planning under uncertainty can be integrated to

increase the maintenance-free operation period of mechanical components. We provide a brief overview of these three aspects of the

problem in what follows.

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P.M. Karve, et al. Engineering Fracture Mechanics 225 (2020) 106766

Intelligent operational planning for the mechanical component of interest to achieve a performance goal (for example, extension

of maintenance-free operation period, or enhancing the resilience in completing a mission) requires quantiﬁcation of the current state

of damage. The digital twin approach relies on the system health assessment history to provide up-to-date information for eﬀective

decision making. To this end, both the severity of damage and the (aleatory and epistemic) uncertainty in the diagnosis need to be

quantiﬁed throughout the life of a system or a component. Damage diagnosis is an inverse problem that can be tackled using data-

based, physics-based, or hybrid approaches. These approaches rely on a forward prediction model (either mechanistic or empirical),

that predicts a damage-sensitive response quantity of the system to a known mechanical, electromagnetic, optical or other type of

excitation. The inverse problem seeks to identify the damage presence/location/severity, using the model of choice, and the mea-

sured, damage-sensitive system response (data) to a known excitation of choice. Thus, variability of inputs and parameters used in the

model, noisy and erroneous data from faulty or damaged sensors, as well as the epistemic uncertainty regarding the model are the key

sources of uncertainty in damage diagnosis.

The probabilistic damage diagnosis algorithm needs to have the capability to quantify the uncertainty in the estimate of the

damage resulting from the aforementioned uncertainty sources. The physics model-based, Bayesian damage diagnosis approach

proposed in this article naturally quantiﬁes the uncertainty in diagnosis [11], and can leverage reliability analysis methods well

developed in the literature. In the consideration of sensor data, it can include the following cases: a) damage not detected, b) damage

detected but not measured, and c) damage detected and measured [12]. In the case of on-board sensing, the Bayesian methodology

can also include diﬀerent scenarios of data availability and missing data. Information from inspection, previous mission records, and

structural repairs is likely to be heterogeneous, available in diﬀerent formats and diﬀerent levels of ﬁdelity. The Bayesian metho-

dology is well suited to fuse the information from such heterogeneous sources of data.

In this work, we perform damage diagnosis by fusing homogeneous sources of data, that is, data obtained from multiple com-

binations of actuators and sensors in pitch-catch sensing. The same approach can be used with heterogeneous sensing data, i.e., when

diﬀerent types of sensors are used. However, we use two diﬀerent sources of information in this work, where the physics-based model

is ﬁrst corrected using preliminary diagnostic experiments to obtain the ﬁnal model that is to be used in the Bayesian damage

diagnosis. To this end, we ﬁrst build a high-ﬁdelity numerical model of the governing physics for the component in question. We

obtain the mean values of damage sensitive features corresponding to known damage severity using this model. We conduct pre-

liminary diagnostic experiments on components similar to the one used to demonstrate the methodology. The training data obtained

from these preliminary tests consists of the values of damage sensitive data features for known damage severity. We used this data to

update the physics-based diagnostic model. This updated model is used in Bayesian damage diagnosis and information fusion.

3

P.M. Karve, et al. Engineering Fracture Mechanics 225 (2020) 106766

Once the state of damage in a component of interest is diagnosed (along with an estimate of the diagnosis uncertainty), intelligent

mission planning can be performed if the propagation of damage under various candidate mission proﬁles can be estimated. This can

be achieved by means of probabilistic damage prognosis. Typically, models of diﬀerent level of ﬁdelity are available for performing

damage prognosis. For example, if sub-critical fatigue crack growth is the damage type of interest, then various models that employ

either a global fracture criterion (linear elastic fracture mechanics or elastic-plastic fracture mechanics), or local fracture criterion are

available. These models involve inputs and parameters that are uncertain due to natural variability; experimentally obtained

parameters that suﬀer from data uncertainty; and model errors. Thus, the sources of uncertainty that need to be considered for

probabilistic damage prognosis are: a) uncertainty in the estimate of the current state of damage (diagnosis uncertainty), b) natural

variability in model inputs (loads, etc.) and model parameters, c) epistemic uncertainty in model parameters calibrated using ex-

perimental data, and d) epistemic uncertainty due to model errors (model form error, numerical discretization error, surrogate model

error, etc.).

Methodologies for probabilistic fatigue damage prognosis have been studied for several decades. However, these methods have

mostly considered aleatory uncertainty (natural variability) but not epistemic uncertainty (lack of knowledge due to data and

modeling inadequacies). Here, the Bayesian approach will be used to fuse both aleatory and epistemic uncertainty from various

sources to quantify the overall uncertainty in prognosis. We use a linear elastic fracture mechanics-based model to perform fatigue

damage prognosis. The model requires stress intensity factors (SIFs) for various loads and damage severity levels as an input. For non-

trivial loading conditions and component geometry, SIFs need to be obtained by performing computationally expensive ﬁnite element

analysis. Here, we build a surrogate model that outputs the SIF given the load and damage severity as inputs to alleviate the

computational burden. Furthermore, we calibrate the key model parameters using laboratory test data. Thus, in the proposed

probabilistic damage prognosis methodology, we consider: a) (epistemic) diagnosis uncertainty, b) (epistemic) model uncertainty,

and c) (aleatory) uncertainty in model parameters.

Contemporary aerospace systems often undergo calendar-based maintenance, which relies on a predetermined schedule, and may

result in increased costs and unknown risk. Condition-based maintenance (CBM) is an eﬃcient, cost-eﬀective maintenance paradigm

that ensures safe operation of aerospace systems. Various aspects of the CBM philosophy can be eﬀectively realized, and even

enhanced, using the digital twin concept. For example, the CBM philosophy can be extended by pursuing condition-based operations of

the mechanical system, i.e., making operational decisions (such as mission proﬁle) based on the current condition of the system. If

successfully implemented in practice, this approach can further improve the cost-eﬀectiveness. If the damage severity (and the

associated uncertainty) is known, and a well-calibrated model for probabilistic damage prognosis is available, then mission planning

or system reconﬁguration can be performed to extend the maintenance-free operation window. In this case, an optimization problem

can be formulated, wherein mission parameters that optimize a suitable metric of system performance or damage growth are sought

while ensuring that some constraints regarding system performance, safety, and operation time are satisﬁed. The probabilistic di-

agnosis can be performed oﬄine (after the completion of a mission) or online (during the mission). The optimization problem needs

to consider the following important sources of uncertainty: a) uncertainty in the current state of damage (available from probabilistic

diagnosis), and b) aleatory and epistemic uncertainty in the probabilistic damage prognosis.

For the proposed intelligent operational planning, we consider a damage growth minimization problem, and set the loading

history parameters applied to the mechanical component of interest as the decision variables. The optimization problem is solved

subject to a minimum mechanical work requirement and maximum allowable duration to complete the task. At least two strategies

for deﬁning the objective function for load proﬁle optimization under uncertainty are available: a) minimization of the expected

damage growth, and b) a reliability-based approach where the probability of damage growth exceeding a critical size is minimized

(minimization of the probability of need for maintenance). The ﬁrst approach is similar to robust design optimization [13,14];

whereas the second approach can be described as reliability-based design optimization [15–17]. We consider both approaches de-

pending on their suitability at diﬀerent stages of life of the component.

The the key characteristics of the work discussed in this article are summarized below:

• Development of a probabilistic damage diagnosis methodology that is capable of tackling physical variability, data uncertainty,

and physics model uncertainty. The methodology utilizes Bayesian estimation to perform information fusion, and quantiﬁes the

damage severity as well as the associated (diagnosis) uncertainty.

• Development of a probabilistic damage prognosis methodology that considers important sources of epistemic and aleatory un-

certainty in the damage growth prediction, and quantiﬁes the uncertainty in damage prognosis.

• Development of a digital twin that fuses the information gained from probabilistic damage diagnosis and prognosis. The digital

twin thus supports intelligent decision making (mission planning) using up-to-date information, and quantiﬁed uncertainty.

• Formulation and solution of the (probabilistic) optimization problems concerned with intelligent mission planning.

The remainder of this article is organized as follows. In Section 2, we develop the methodological aspects of the three main tasks:

probabilistic damage diagnosis (Section 2.1), probabilistic damage prognosis (Section 2.2), and load proﬁle optimization (Section

2.3). In Section 3, we discuss how we build a digital twin for damage diagnosis, prognosis, and load proﬁle optimization for the

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P.M. Karve, et al. Engineering Fracture Mechanics 225 (2020) 106766

illustrative example. These involve discussions on numerical models, model calibration, surrogate model building, and formulation of

the optimization problems. In Section 4, we ﬁrst discuss results pertaining to the preliminary steps required for building the digital

twin for the component of interest. We then discuss results of laboratory experiments that use the digital twin to optimize the cyclic

load proﬁle (Section 4.4). Lastly, in Section 5, we provide concluding remarks and discuss future work for achieving extended

maintenance-free operation of mechanical components and systems.

2. Methodology

This section develops the digital twin approach for fatigue crack growth diagnosis, prognosis, and load proﬁle optimization in

order to achieve damage-tolerant fatigue crack growth in the component of interest while meeting required system performance over

single or multiple missions.

Various methodologies based on visual inspection, passive sensing of mechanical waves, active sensing of mechanical waves,

nonlinear ultrasonic wave modulation, time reversal, etc. have been investigated for the diagnosis of cracks in mechanical compo-

nents [18–30]. In this work, we utilize two methods: a) high-resolution imaging, and b) ultrasonic-guided-wave-pitch-catch-based

approach, for monitoring the fatigue crack growth in a thin metallic component [22–27,20,28–30]. High-resolution imaging is used

to obtain the true value of the crack length, whereas the ultrasonic pith-catch method is used for probabilistic damage diagnosis. To

perform the guided-wave pitch-catch, we use a network of monolithic PZT (Pb(Zr − Ti)O3) sensors and actuators in the neighborhood

of the crack.

A metallic component and the actuator-sensor network are depicted in Fig. 2. The goal of the probabilistic diagnosis is to estimate

the crack length using a physics-based, damage-sensitive feature of the sensed (voltage) signal. The methodology needs to be able to

quantify the uncertainty in diagnosis due to various sources such as: physical variability, data uncertainty, and model uncertainty.

Since Bayesian estimation methodology is well-suited for this purpose, we cast the problem of probabilistic diagnosis as a problem of

Bayesian estimation of crack length. We express the uncertainty in our knowledge of the crack length by means of a probability

distribution function. We assume a prior distribution ( pprior ) of the crack length based on intuition, experience, model prediction, etc.,

and update the knowledge using the data by computing the likelihood function ( plhd ) as:

ppost (a|ydata ) ∝ plhd (ydata |a)*pprior (a), (1)

where a denotes the crack length, and ydata is the scalar, physics-based damage metric obtained from analyzing the sensed signal. In

general, the data used for Bayesian estimation can come from diﬀerent types and number of sensors. Diﬀerent types of sensors involve

measurement of diﬀerent physical quantities as well as damage-sensitive data features (heterogeneous sources data), whereas

multiple sensors of the same type involve measurement of the same physical quantity at diﬀerent locations, or at diﬀerent times

(homogeneous sources of data). We fuse the information obtained from these data sources using sequential Bayesian updates for

diﬀerent sensors, where the posterior of (say) damage severity obtained from all sensors used for the previous update is taken as the

prior for the current update (using the measurements from the current sensor). Thus, the estimate of the current state of damage is

obtained by fusing the information from multiple homogeneous data sources, and provides an estimate of the diagnosis uncertainty.

We remark that the proposed methodology can be used to fuse information from heterogeneous sources of data as well, using the

same Bayesian computational technique. We compute the posterior distribution of the crack length using a Markov chain Monte Carlo

method (Metropolis-Hastings algorithm [31]). This method requires many evaluations of the likelihood function. Since the

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P.M. Karve, et al. Engineering Fracture Mechanics 225 (2020) 106766

underlying actuation-wave propagation-sensing problem is a multi-physics problem, whose computational model consists of a large

number of inputs and parameters, repeated evaluations of the likelihood function using high-ﬁdelity physics models become com-

putationally unaﬀordable. Next we describe the computational model used for damage diagnosis using Lamb wave pitch-catch

sensing.

The governing physics for the problem of interest involves piezoelectric eﬀect (Gauss’ law for electricity) and elastic wave

propagation in isotropic, thin metallic components (balance of momentum). Multiple high-ﬁdelity physics model runs to compute the

likelihood remain time consuming for the proposed Bayesian diagnosis methodology. We thus replace them with inexpensive sur-

rogate models to facilitate rapid computation. A variety of techniques (e.g., neural networks, chaos polynomials, Gaussian process

regression, etc.) are available to train a parametric relationship between the inputs and the output using a basic mathematical form

(neural network, polynomials, random processes) and a set of outputs corresponding to known inputs (training data). Here, we use a

Gaussian process (GP) surrogate model [32]. In order to generate training data for the GP model, we, ﬁrst build a ﬁnite element

model for the governing physics using a commercial ﬁnite element program (Abaqus [33]). We simulate piezoelectric actuation,

Lamb wave propagation and piezoelectric sensing for an Aluminum plate instrumrnted with PZT actuators/sensors. The plate con-

tains a hole in the center to represent the initial damage, and the Lamb wave pitch-catch simulations are performed for all actuator-

sensor paths for multiple cracks radiating outward from the hole. We record the electric potential (voltage) signal for all sensor

locations. We compute the spectrogram of the recorded signals and extract the variation of the spectrogram in time for a few (central)

frequencies. Using dispersion analysis for the Lamb wave propagation in the plate, we identify the part of the spectrogram corre-

sponding to the ﬁrst symmetric (S0) mode wave packet. We choose the ratio of the (scatter) energy for the ﬁrst symmetric (S0) mode

wavelet in the sensed signal as the damage index (DI). That is,

S 0e (a)

DI (a) = ,

S 0o (2)

where S0e is the scatter energy in S0 mode for a given crack length (a), and S0o is the scatter energy in S0 mode for the initial ﬂaw

(hole). The values of the damage index for diﬀerent crack lengths (DI fem (a) ), for all actuator-sensor paths are computed using the

ﬁnite element model and mean values of the model parameters. These do not include the eﬀects of model parameter variability,

(physics) model form error, and measurement noise. The mean estimates are then corrected by collecting experimental data that

yields an estimate of the overall model error.

To estimate the overall model errors (described above), we conduct two tests where an aluminum plate seeded with damage (a

hole in the center) is subjected to cyclic loading at a constant stress ratio. After a ﬁxed number of loading cycles, a high-resolution

photograph of the region around the hole is taken to estimate the crack length, and a Lamb-wave pitch-catch test is performed for all

actuator-sensor paths. The data obtained from the pitch-catch tests is processed to obtain measured damage index values for diﬀerent

frequencies and known crack lengths. The diﬀerence between the mean value of damage index predicted using the ﬁnite element

model and its value measured in a laboratory test provides an estimate of the model error for a given crack length and the given

actuator-sensor path. The model error for each of the above cases (crack lengths, actuator-sensor paths) is computed, and a GP

corr

surrogate model is built to express the dependence of the model error on the crack length a. This GP surrogate model ( fGP (a) ),

trained using data obtained from the two preliminary laboratory tests, now includes the correction for the combined eﬀect of model

parameter variability, model form error, and measurement noise. It is able to predict the value of the damage sensitive metric

(DI corr (a) ) and the associated uncertainty for a given value of damage (crack length, a), that is,

corr

DI corr (a) = DI fem (a) + fGP (a), (3)

for each actuator-sensor path, and all (central) frequencies of interest. This model (DI corr (a) )

is used in Bayesian parameter estimation

(to estimate crack length, a), and to fuse the diagnostic information obtained from multiple actuator-sensor paths.

The damage evolution phenomenon of interest is fatigue crack growth under uni-axial, cyclic loading. We use an analytical

damage evolution model based on the assumptions of linear elastic fracture mechanics (LEFM) with small-scale plasticity, where the

sub-critical fatigue crack growth due to the applied cyclic loading is estimated by calculating the crack growth rate as a function of

stress-intensity factors (SIFs), and other model parameters.

Many empirical formulas for fatigue crack growth prediction are proposed in the context of LEFM with small-scale plasticity, for

example, Paris’ law [34], modiﬁed Paris’ law [35], Forman’s equation [36], the NASGRO model [37], etc. These models predict crack

growth rate (da/ dN ) as a function of the stress intensity factor range (ΔK ) and other model parameters. In this work, we use the

Forman’s equation, which takes into consideration the eﬀects of stress ratio (R) and fracture toughness (K c ) on the crack growth rate.

Thus, we model the crack growth rate using:

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P.M. Karve, et al. Engineering Fracture Mechanics 225 (2020) 106766

da C·(ΔK )m

= ,

dN (1 − R)·K c − ΔK (4)

where m and C are the model parameters that can be calibrated using data from experiments, and K c can be obtained from the

experimental data reported in the literature.

In general, the probabilistic prognosis methodology needs to incorporate the eﬀect of following sources of uncertainty: a) natural

variability in loads, material properties, etc., b) measurement error in experimental data (used for the calibration of parameters

C , m ), c) diagnosis uncertainty in current crack size, and d) model uncertainty in fatigue crack propagation law, in SIF computation,

e) discretization error in the ﬁnite element model, and f) surrogate model error (Fig. 3). In the work discussed in this article, the

natural variability in material properties, measurement error, crack length diagnosis uncertainty, as well as the surrogate model

uncertainty in SIF computation are considered.

The underlying physics for damage evolution requires modeling the static equilibrium and stress concentration in a cracked

mechanical component. We ﬁrst build a ﬁnite element model of the component of interest with known initial ﬂaw. Information

regarding damage evolution, as well as mechanical work done by the applied cyclic loading can be extracted from this model. We use

the ﬁnite element model to compute a) the SIFs corresponding to diﬀerent load levels and diﬀerent amounts of damage (i.e., crack

size), and b) the work done by the applied loading history. We use the data to build GP surrogate models that estimate a) stress

intensity factors, and b) work done for a given combination of load and crack size. The output of the GP models feed into the

probabilistic damage prognosis and system optimization calculations, and ensure that sampling-based probabilistic analyses are

performed in a computationally eﬃcient manner. We remark that before performing probabilistic damage prognosis, we also use the

GP surrogate model and laboratory test data to calibrate the parameters for the LEFM-based fatigue crack growth model. We utilize

the calibrated model parameters and trained surrogate models for probabilistic prognosis and load proﬁle optimization.

Before performing probabilistic damage prognosis, we conduct laboratory tests to estimate parameters that deﬁne the physics

model. In our laboratory experiments, the component of interest is subjected to uni-axial, tension-tension loading for known R values

and loads. The crack growth after a speciﬁed number of cycles is periodically measured using high-resolution imaging. We assume

that the measurement error is a Gaussian random variable with zero mean and known standard deviation. If θ denotes the vector of

parameters to be calibrated, and aN denotes the crack length after N loading cycles obtained from a laboratory test, then the Bayesian

update formula is given by:

ppost (θ|aN ) ∝ plhd (aN |θ )*pprior (θ ), (5)

where we assume a prior distribution ( pprior ) based on intuition, experience, etc.; and update the knowledge using the data by

computing the likelihood function ( plhd ). The calibrated fatigue crack growth model is used for probabilistic damage prognosis.

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P.M. Karve, et al. Engineering Fracture Mechanics 225 (2020) 106766

The GP surrogate model and the crack growth model (Forman’s equation) are used for cycle-by-cycle crack growth prediction. At

each cycle, the minimum and maximum loads are known and the current crack size is inherited from the crack growth analysis of the

previous cycle. We use the loads and the current crack size as the input of the GP model to predict the range of SIF (ΔK ). We then use

this value of ΔK in Forman’s equation to predict the crack growth rate (da/ dN ) and the crack size increment for the current cycle. The

Bayesian network for probabilistic crack prognosis is illustrated in Fig. 4.

In summary, we ﬁrst build a ﬁnite element model for the component of interest that calculates SIFs for diﬀerent loading intensities

and crack sizes. We build a GP surrogate model that estimates the SIF for given loading intensity and damage severity using the

training data obtained from ﬁnite element analysis. We use an LEFM-based fatigue crack growth model (that uses the SIF estimated

using the GP surrogate), and estimate its model parameters by conducting separate fatigue crack growth experiments on specimens

similar to the component of interest. We use the calibrated model parameters and trained surrogate models for probabilistic prognosis

and load proﬁle optimization.

Many mechanical systems currently undergo calendar-based preventive maintenance (also known as planned or scheduled

maintenance) [38,39], i.e., the components in the system undergo maintenance based on a predetermined, ﬁxed schedule. The

alternative, condition-based maintenance (CBM) philosophy is more attractive due to its ability to consider the system state (inferred

from diagnostic information) in deciding the requirement of maintenance operations. The information about the current system state

(i.e., health and capability) can also be used to support intelligent mission planning as discussed in this article. To this end, we discuss

load proﬁle optimization aimed at miminizing the damage growth during the next mission, while ensuring that a required amount of

work is performed by the system during the mission.

We consider block loading in this discussion. The optimization problem considers the (constant) amplitudes and durations of the

blocks as the decision variables. They represent the intensity and duration for which a particular action is performed. Three diﬀerent

optimization strategies are possible. The ﬁrst strategy aims to minimize the expected ﬁnal crack size after each mission. This ap-

proach is similar to robustness-based optimization, and can be formulated as:

x ∈ Nx

subject to E[g (x)] ⩾ Wmin ,

x lb ⩽ x ⩽ x ub, (6)

where x is the vector of deterministic decision variables, and θ is the vector of damage prognosis model parameters, g (x) is the

performance function that denotes the work done (described in Section 3.2.2), E[af (x, θ )] is the expected value of the crack size after

each mission, and E [g (x)] is the expected value of the non-linear function that represents the required performance in the mission

(e.g., the total amount of work done during the mission). Wmin represents the minimum amount of work that needs to be completed in

each mission, whereas xlb and x ub represent the lower and upper bounds, respectively, for the decision variables. The corresponding

reliability-based design optimization seeks to minimize the probability of exceeding a (predeﬁned) critical crack size (acrit ). A crack

8

P.M. Karve, et al. Engineering Fracture Mechanics 225 (2020) 106766

size that necessitates repair can be chosen for this purpose. The optimization problem in this case can be cast as:

x ∈ Nx

subject to E[g (x)] ⩾ Wmin ,

xlb ⩽ x ⩽ x ub. (7)

We remark that the probability of failure Pf = P [af (x, θ ) ⩾ acrit ] can be very low in the ﬁrst few missions, and the probabilistic

optimization process that uses Monte-Carlo sampling for computation of the failure probability may yield inaccurate results for this

case. We thus employ a hybrid strategy where the ﬁrst few missions aim to minimize the expected value of ﬁnal damage, and the

latter missions use reliability-based design optimization. The optimization problem for this third case can be stated as:

(8)

The transition from “earlier” to “latter” missions can be decided based on when the probability of failure (based on an approximate

ﬁrst-order calculation [40]) starts showing values that can be accurately captured by the limited number of samples employed in the

prognosis and optimization. For example, in basic Monte Carlo sampling, the error in computation of the failure probability estimate

can be obtained as [40]

(1 − PTf )

∊Pf % = 200% × ,

NMC × PTf (9)

where PTf

is the true probability of failure and NMC is the number of Monte Carlo samples. The above formula shows that if the failure

probability is 0.01 and an error of 10% is desired, we need 39,600 samples. Based on the aﬀordable number of samples and desired

error, one can determine the failure probability threshold for transitioning from the ﬁrst to the second optimization formulation. We

remark that an objective function based on the probability of failure can also be used for the earlier missions. However, this may

necessitate a large number of Monte Carlo samples resulting in high computational cost due to the usually low failure probability in

earlier missions. Alternative reliability computation approaches like the ﬁrst order reliability method [40] can be explored in this

case.

3. Illustrative experiment

We demonstrate the proposed methodology by conducting laboratory experiments on an AL7075-T6 plate specimen. The plate is

seeded with damage (by means of a small hole and notch in the center) and is subjected to uni-axial cyclic loading. The goal of the

load proﬁle optimization is to restrict the fatigue crack growth to be below a critical value while ensuring that a minimum amount of

work is performed by the applied traction (in the loading phase). In the following sections, we discuss speciﬁc aspects of probabilistic

diagnosis, prognosis and system optimization in relation to this illustrative experiment.

In this experiment, we perform fatigue crack diagnosis in the specimen using ultrasonic guided-wave pitch-catch technique. The

details of the aluminum plate and PZT actuator-sensor network are depicted in Fig. 5. We use a physics-based damage index

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P.M. Karve, et al. Engineering Fracture Mechanics 225 (2020) 106766

calculated using features of the time-varying electric potential measured by the sensors for damage diagnosis.

The governing physics of the problem of interest requires multi-physics (piezoelectric eﬀect, Lamb wave propagation in a plate)

modelling. We use a commercial ﬁnite element program (Abaqus [33]) to carry out the numerical simulations. Fig. 6 shows the basic

set up of the model. We use three-dimensional continuum ﬁnite elements (C3D20) to model the plate and the adhesive used to bond

the piezoelectric transducers to the plate. We utilize three-dimensional piezoelectric ﬁnite elements (C3D20E) to model the trans-

ducers. We intend to use a sampling-based algorithm to perform Bayesian diagnosis and information fusion. Thus, an eﬃcient

computational model that can provide the quantity of interest for a given sample of the parameters is needed. This is typically

achieved by training a surrogate model (or a response surface) using the physics model. In this work, we use a ﬁnite element model to

compute mean values of the damage indices for multiple actuator-sensor paths and for a range of crack lengths. The model errors

corresponding to each actuator-sensor path are accounted for by a) obtaining laboratory test data that provides values of damage

indices for diﬀerent crack lengths, b) building a GP surrogate model for the error between damage indices predicted by the ﬁnite

element model and laboratory tests. The GP model captures the combined contribution due to model parameter variability, model

form error, and measurement noise for a given crack length.

We fuse the information obtained from diﬀerent actuator-sensor paths in our Bayesian estimation algorithm. For example, if the

estimation (Eq. 1) is performed for path A2S2 (Fig. 5), then the updated posterior for the crack length can be used as a prior for the

Bayesian estimation for the next path. The result at the end of the second Bayesian update is the result of the fusion of information

contained in the data obtained from the two actuator-sensor paths. In our illustrative example, we perform the fusion of information

obtained from Lamb-wave pitch-catch performed along seven diﬀerent actuator-sensor paths, viz. A2S2, A2S3, A2S1, A3S2, A1S2,

A3S1 and A1S3 (see Fig. 5). Thus, the posterior of crack length for our experiment contains the fusion of information from these seven

actuator-sensor paths. We remark that in this work we used sequential information fusion. Our results show satisfactory performance

for the experiments conducted in this work. Simultaneous information fusion can also be performed, if desired. In this technique,

likelihoods for a candidate crack length for all paths can be considered simultaneously, to obtain a combined posterior. The esti-

mation process is well suited to perform the fusion of information obtained from diﬀerent sensors.

A horizontal crack growing out of the hole in the center of the plate represents the initial damage, and increase in the crack length

due to the applied cyclic loading represents damage evolution. Thus, we are concerned with crack propagation in an aluminum plate

with an initial ﬂaw under uni-axial, cyclic loading. The specimen is a 0.38m × 0.15m × 0.81mm , AL7075-T6 plate with a hole in the

center and an initial notch parallel to the 0.15-m-edge, as shown in Fig. 7(a). For probabilistic crack prognosis, mode I crack

propagation is considered under the uni-axial, tension-tension loading. We create a two-dimensional ﬁnite element model in Abaqus

[33] (assuming plane stress conditions) to reﬂect the laboratory test conditions: one edge ﬁxed and the other edge loaded along the

Fig. 6. The ﬁnite element model for Lamb wave actuation, propagation, and sensing.

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P.M. Karve, et al. Engineering Fracture Mechanics 225 (2020) 106766

(a) AL 7075-T6 specimen showing the hole in the (b) Basic geometry and boundary (c) Finite element mesh near the

center and the notches made with a sharp tool conditions for the ﬁnite element initial ﬂaw and crack

Fig. 7. AL 7075-T6 specimen and the ﬁnite element model used to estimate SIFs and work performance constraint.

0.075-m-wide region at the center (Fig. 7(b)); and compute SIFs for diﬀerent crack lengths and loads using the contour integration

technique. As demonstrated by the partition lines in Fig. 7(b), a structured mesh is enforced within the contour integration areas and

outside the central region, and an unstructured mesh is deﬁned elsewhere (Fig. 7(c)). Quadrilateral elements with eight nodes (CPS8)

are used in the ﬁnite element model. Obtaining the SIF using a ﬁnite element model at each cycle in the cycle-by-cycle analysis is

computationally expensive for sampling-based, probabilistic fatigue crack growth prognosis. To expedite the process of SIF com-

putation, we use a GP surrogate model that accepts the load and the current crack length as inputs, and provides the SIF as the output.

Thus, the training points for the GP model consist of a two-dimensional (load, crack length) vector and one-dimensional-response

(SIF). We perform a series of ﬁnite element model runs with diﬀerent combinations of crack sizes and loads to obtain the training and

testing data sets.

We use Bayesian calibration to infer the probability distributions of the model parameters using experimental data. As stated in

Section 2.2.4, the uncertainty in the Forman’s equation is represented by the probability distributions of the model parameters, C and

m. The vector of parameters to be calibrated, θ , in this case is [C , m]. Based on the thickness of the plate, K c = 67 kPa m [41]. We

use the test data (with measurement uncertainty) to calibrate this set of parameters as described by Eq. 5 in Section 2.2.4.

Ensuring that the maintenance-free operation period for the mechanical component is extended while the component completes the

required operational tasks is a crucial part of a successful system reconﬁguration methodology. Thus, we need a metric to measure the

performance of the component in question (the aluminum plate under cyclic loading). Without loss of generality, we choose the work

done during the loading phase of the cyclic loading as the required performance metric. The work done by the applied tensile load F is

calculated as follows. The nodal forces T on the top edge (Fig. 8) can be approximated using the applied load, as:

Fig. 8. Nodal force and displacement on the top edge of the ﬁnite element model.

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P.M. Karve, et al. Engineering Fracture Mechanics 225 (2020) 106766

F

T= ,

(Nnodes − 1) (10)

where Nnodes denotes the number of loaded nodes in the ﬁnite element model. For the given load F and crack length a, the vertical

displacement at the i-th node on the top edge of the ﬁnite element model is estimated as ui (F , a) . Using the nodal displacement, the

work done can be computed as:

Nnodes − 1

F ⎡ ⎤

W (F , a) =

4(Nnodes − 1) ⎢

u1 (F , a) + 2 ∑ ui (F , a) + u Nnodes (F , a) ⎥.

⎣ i=2 ⎦ (11)

Note that in Eq. 11, the dependence of the displacement on material properties of the plate and other model parameters is suppressed

for brevity. In order to reduce the (computational) cost for calculating the work done for a given combination of the load (F) and

crack length (a), we train a GP surrogate model (WGP (F , a) ) that outputs the work done given F and a (using data obtained from ﬁnite

element simulations with diﬀerent load levels and crack lengths). For a fatigue loading cycle with load ranging from F1 to F2 ,

assuming the crack length remains constant within the cycle, the work done during the loading phase of a cycle can be obtained using

this GP surrogate as:

Wcycle = WGP (F2, a) − WGP (F1, a). (12)

For a given mission, the work output is calculated for each cycle using the GP model, and the (known) crack length as well as the load

during that cycle. The work done in all cycles is added to obtain the amount of work done during the mission. In this manner we use

the GP model to evaluate the performance constraint in the load proﬁle optimization problem.

We assume that a given operational regime for the mechanical component (for example, a manuever for an aerospace vehicle) is

associated with a characteristic (cyclic) load level range, and we seek the optimal magnitude as well as the optimal duration of the

load (intensity and duration of the action) to ensure: a) that the damage growth is below a speciﬁed threshold, and b) work performed

is above a required minimum. We perform the optimization oﬄine, and to simulate component usage (a task or a mission), we

conduct laboratory tests on aluminum plates using the cyclic loading speciﬁed by the optimizer. The key assumptions of the load

proﬁle optimization problem are listed below:

1. We aim to ensure maintenance-free execution of a ﬁxed number of missions (tasks) of the system. (This is particularly important in

situations where maintenance resources may not be available until after one or more missions).

2. We deﬁne the missions through block loadings; thus each mission is divided into a set of load blocks, which might represent a

corresponding set of actions (operational regimes or maneuvers) during the mission. Each block is characterized by speciﬁed

minimum and maximum load levels (Fig. 9). We also set the minimum and maximum duration for each maneuver for each

mission. For all load blocks, the stress ratio, R = 0.5. The methodology is capable of considering variability in applied loading,

however for the illustrative example discussed in this article, the variability in loading is not considered.

3. We assume that repair is required when the damage in the component exceeds the critical crack length (acrit ).

In our laboratory tests, we initiate a damage (crack growth) in the aluminum plate by subjecting it to a uni-axial, cyclic loading at

ﬁxed minimum and maximum tensile loads. We assume that the component (plate) has to complete four missions, and each mission

has three loading blocks (for example, considering a component in a ﬂight vehicle, these three blocks could represent traveling to a

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P.M. Karve, et al. Engineering Fracture Mechanics 225 (2020) 106766

desired location, then performing the required action, then traveling back to the base). Each block is characterized by the limits

(minimum and maximum) on the tensile load, and duration for which the load acts. The bounds on load magnitudes and duration

corresponding to each maneuver, as well as the work done are used to deﬁne suitable inequality constraints in the optimization

problem. The assumed block loading pattern thus deﬁnes a family of load histories for a given mission (task) using a few parameters.

This is an important feature that allows extension of this approach to more general (fully variable load) scenarios. The general

scenario will necessitate a predictive, parametric model that is able to map missions/tasks to (a family of) loading histories. The

parameters of this model can be optimized in lieu of the parameters that deﬁne the simple block loading used in this work. Thus, the

assumed (simple) load proﬁle, retains a key feature (parametric representation) of a more general (fully variable) load case. In the

case of a more complicated load history, time series modeling techniques such as auto-regressive moving average (ARMA) modeling

can be used to build a parametric model of the load history for diﬀerent operational missions (tasks).

The goal of the load proﬁle optimization is to minimize the probability of exceeding the critical crack size at the end of the fourth

mission while satisfying other constraints. We use a surrogate-based optimization framework [42] to perform the optimization. The

surrogate model for the optimization can be regarded as an approximation model for the expensive objective function computation

that requires sampling.

In this section, we ﬁrst discuss results of surrogate model training and model parameter estimation required for probabilistic

diagnosis and prognosis. Next we discuss the results of load proﬁle optimization for a laboratory experiment. In the experiment, the

probabilistic diagnosis is performed using ultrasonic guided-wave pitch-catch data at the beginning of each mission. The value of

crack size obtained from probabilistic diagnosis, and the associated uncertainty are passed on to the load proﬁle optimizer to design

the optimal loading proﬁle for the mission. The optimal loading is applied to the component in a universal testing machine (UTM).

This process is repeated for all four missions. In this manner, the experiment is used to illustrate the integration of probabilistic

diagnosis, prognosis, and load proﬁle optimization.

We build a three-dimensional, ﬁnite element model for a 0.81 mm thick aluminum plate (Fig. 6) with PZT-5 J transducers as

actuators and sensors. We use a Hanning-modulated, three-cycle long sine pulse (central frequency 200 kHz) to deﬁne the voltage

signal that excites the actuator. We run the model using mean values of model parameters depicted in Table 1, and for six diﬀerent

values of the length of the crack growing out of the hole in the center (a = {1.8, 5, 10, 15, 20, 25} mm). We record the output voltage

time series for each of the actuator-sensor paths, for all crack lengths. We then compute the spectrogram-based energy metric [25] for

S0 wavelet at 300 and 250 kHz. We treat the ratio of S0 wave energy (S0e ) at damaged and undamaged state as the damage index (Eq.

2). We build a simple regression model to represent damage index vs. crack length (based on FE results) as shown in Fig. 10. We

correct this regression model with experimental diagnosis data (separate from the mission optimization experiments and the Forman

equation parameter estimation experiments); and that correction term is represented by a GP model. A squared exponential cov-

ariance function (with two hyperparameters) is used for the GP model. The performance of the correction GP model is tested using

data from a third diagnostic test (wherein the damage index and the crack lengths are known). The results of the numerical simu-

lations, calibration of model error GP model, and the results of validation tests for (central) frequency 300 kHz and path A2S2 are

shown in Fig. 10. The validation tests show that the corrected GP model is able to estimate the damage index for a given crack length

with suﬃcient accuracy, and can be used for damage diagnosis.

4.2. GP surrogate models for probabilistic prognosis (SIF and work performance computation)

We perform 144 diﬀerent ﬁnite element model simulations, which cover the combinations of loads from 1000 lbs to 8000 lbs with

a 1000-lb increment, and crack sizes from 5 mm to 90 mm with a 5 mm increment. The combinations cover the whole range of the

Table 1

Material properties used in the (high-ﬁdelity) ﬁnite element model.

Component Properties Component Properties

Plate νp = 0.3327 Actuators and Ezz = 74 × 109 Pa

ρp = 2810 kg/m3 Sensors ρ = 7800 kg/m3

Adhesive Ea = 2.6 × 109 Pa νxy = νxz = νyz = 0.28

νa = 0.3 Gxy = Gxz = Gyz = 21 × 109 Pa

ρa = 1100 kg/m3 d14 = d36 = 670 × 10−10 m/V

d21 = d23 = −210 × 10−10 m/V

d22 = 500 × 10−10 m/V

e11 = e22 = e33 = 1.8593 × 10−8 F/m

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P.M. Karve, et al. Engineering Fracture Mechanics 225 (2020) 106766

Fig. 10. Damage index values computed using the ﬁnite element model (physics model), the damage index data obtained using experiments (tests 1

and 2), the corrected damage index model (including the GP for model error), and validation test data for (central) frequency 300 kHz and path

A2S2. It can be seen that the corrected model matches the validation test data fairly well. Similar procedure is followed for both frequencies for all

actuator-sensor paths.

laboratory test conditions. Before training the GP model to be used for prognosis, we investigate the eﬀect of the size of the training

data on the accuracy of the GP surrogate models. Using 100 or 130 points for training, the mean absolute errors of all 44 or 14 testing

points are found to be less than 2%. Thus, the number of training points appears to provide high, converged accuracy for the

surrogate model. We choose the training data consisting of results from 130 ﬁnite element simulations (130 training points) to build

the GP model with a squared exponential covariance function (with three hyperparameters, two of which are the separate length

scale parameters for the force and crack length input). The trained GP model is used to predict the SIF for diﬀerent crack sizes and

loading cases. For the chosen GP model (130 training points), the average (absolute) error between the true SIF values and the mean

of the estimated SIF values for the testing data is 1.19%, indicating the surrogate model predictions are suﬃciently accurate. We train

another GP surrogate model (using data from 130 training points) that outputs the work done given the loading and the crack length

using the results from the same set of ﬁnite element simulations. Again, we choose a squared exponential covariance function with

three hyperparameters for this model. For a given mission, the work output is calculated during the loading phase for each cycle using

this GP model, and the work done in all cycles is added to estimate the amount of work done during the mission. We use this GP

model to evaluate the performance constraint in the load proﬁle optimization problem.

The specimens used for fatigue tests were seeded with damage by punching a hole in the center of the plate and by notching the

periphery of the hole at two diametrically opposite locations using a sharp metal tool (see Fig. 7(a)). An eﬀort was made to notch two

diametrically opposite points on the periphery of the hole such that the diameter connecting them ran parallel to the width of the

specimen. Due to the variability in this process (of notching the specimen manually), the number of loading cycles needed to reach

the crack length of about 5 mm for identical loading histories were diﬀerent for diﬀerent tests (by a about a few thousand cycles). In

Test 1

Test 2

25 Test 3

20

15

10

0

0 1000 2000 3000 4000 5000 6000 7000 8000 9000

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P.M. Karve, et al. Engineering Fracture Mechanics 225 (2020) 106766

order to minimize the eﬀect of this variability on parameter estimation and load proﬁle optimization, we use the data for fatigue

crack growth beyond about 5 mm. That is, we assume that the specimen has an initial ﬂaw in the form of a 5-mm-long crack growing

out of a hole (diameter about 1.8 mm). The growth of the fatigue crack beyond this initial crack size is used for parameter estimation.

The data for parameter estimation is obtained from three constant-amplitude, uni-axial, tension-tension, cyclic loading tests with

Fmax = 5000 lbs, Fmin = 2500 lbs. Initially, the cyclic (tension-tension) loading is applied till the crack length grew to about 5 mm. The

initial crack length is recorded (using high-resolution imaging) and loading is continued in sets of 2500 cycles. Crack sizes are

measured after every 2500 cycles of the loading. The resulting crack growth vs. loading cycles plots for the three tests are shown in

Fig. 11.

We use the Metropolis-Hastings algorithm [31] of Markov chain Monte Carlo (MCMC) sampling to compute the posterior dis-

tribution ( ppost ) of θ = [C , m]. As discussed in Section 3.2.1 we choose a uniform distribution as the prior distributions for C

(C~Unif(9 × 9−9, 1.7 × 10−8) m/cycle) and m (m~Unif(3.1, 3.26)) . The proposal distribution for C is chosen to be log-normal dis-

tributions centered at the current point of C with a standard deviation of 50% of the current C value. This particular proposal has two

advantages: it ensures that negative values are not proposed, and the large standard deviation ensures that the generated samples

cover as much sample space as possible. The proposal for m is a uniform distribution that is independent of the current point. During

MCMC calibration, for each proposed θ , a crack growth curve (crack length vs. number of fatigue loading cycles) is calculated using

Forman’s equation. The likelihood of the diﬀerence between the predicted crack lengths and the actual crack lengths (laboratory

tests) at the recorded cycle counts is calculated using a zero-mean normal random variable with 0.008 m standard deviation

(∊obs ~N (0, 0.008) m) as the measurement error. Twenty thousand posterior samples were drawn using MCMC. After rejecting the ﬁrst

few samples as burn-in samples, the last 10,000 samples yield a mean value of 1.15 × 10−8 m/cycle, and a coeﬃcient of variation of

0.1154 for C, a mean value of 3.17, and a coeﬃcient of variation of 0.0143 for m. These values are used in the subsequent analysis

(probabilistic prognosis and optimization under uncertainty).

In this section, we discuss laboratory experiments that demonstrate how probabilistic damage diagnosis (Lamb wave pitch-catch),

probabilistic damage prognosis, and load proﬁle optimization can be used to restrict crack growth in the laboratory test specimen

while ensuring a minimum amount of work is performed within the maximum allowable operation time. This process is a surrogate

for extended maintenance-free operations of mechanical components. The component used in laboratory experiment is expected to

perform four missions (tasks) while satisfying performance and damage growth requirements. We begin each experiment by sub-

jecting the specimen to cyclic loading with a constant amplitude. This ensures that the specimen has some initial damage (crack

length of about 5 mm).

The load proﬁle optimization for the four missions involves minimization of expected value of the ﬁnal crack length and relia-

bility-based optimization formulations (Eq. 8). The minimum work (Wmin ) to be performed is estimated using the mean work done W ∗.

W ∗ is computed using the mean values of prognosis model parameters and mean values of upper and lower bounds of the cyclic block

load amplitudes. Thus, we use W ∗ as the minimum work (Wmin ) to be performed during the four missions. In addition, the optimi-

zation for the last two missions requires a critical crack size acrit . For this experiment, the critical crack size was considered to be

acrit = 15 mm for the last two missions. We remark that since the crack growth is monotonous, any high-enough crack size can be used

as critical crack size. However, if acrit is too large compared to the actual crack size, then a sampling-based computation of probability

of failure may become challenging. In real-world applications the critical damage severity can be decided considering the degradation

of system performance with damage growth, and desired minimum system performance. The bounds for the design variables and the

minimum work done constraint for each mission are given in Tables 2 and 3.

The results of probabilistic diagnosis are shown in Figs. 12 and 13. The diagnosis results were obtained using Markov-chain

Monte-Carlo method (Metropolis-Hastings algorithm [31]). For each actuator-sensor path, the damage indices for the two frequencies

(300 kHz and 250 kHz) of interest are computed using a spectrogram of the sensed voltage output. Sequential Bayesian calibration is

then performed with a Gaussian prior to calibrate crack length. A Markov chain of 105 Monte Carlo samples is constructed and the

initial 10000 samples are rejected (initial burn-in samples). Uniform distribution is used as the proposal distribution for the crack

lengths. Fig. 12 depicts the results of the Bayesian information fusion. It can be seen that the damage diagnosis methodology

estimates the damage severity (crack length) and the associated uncertainty using the (homogeneous) information from multiple

sources.

The results of the load proﬁle optimization are shown in Table 4. The expected value of the work done (E [g (x )]) is greater than

Table 2

Lower and upper bound constraints on the number of cycles for each maneuver

Lower bounds Upper bounds

Cases N1 N2 N3 N1 N2 N3

Mission 2 960 1280 960 1440 1920 1440

Mission 3 600 800 600 900 1200 900

Mission 4 360 480 360 540 720 540

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P.M. Karve, et al. Engineering Fracture Mechanics 225 (2020) 106766

Table 3

Lower and upper bound constraints on the fatigue block load amplitude for each maneuver and the minimum work done constraint for each mission

Lower bounds Upper bounds

[lbs] [lbs] [lbs] [lbs] [lbs] [lbs] [J]

Mission 2 3000 4500 4000 4000 5500 5000 3.165734 × 10 4

Mission 3 3000 4500 4000 4000 5500 5000 1.978584 × 10 4

Mission 4 3000 4500 4000 4000 5500 5000 1.187150 × 10 4

Prior Prior

0.3

A2S2 0.3

A2S2

A2S3 A2S3

atrue = 5.334 mm A2S1 A2S1 atrue = 12.192 mm

0.25 A3S2 0.25 A3S2

A1S2 A1S2

A3S1 A3S1

0.2 0.2

A1S3 A1S3

0.15 0.15

0.1 0.1

0.05 0.05

0 0

0 5 10 15 20 0 5 10 15 20

Crack length (a) [mm] Crack length (a) [mm]

Fig. 12. Bayesian information fusion for probabilistic diagnosis: the ﬁgures show sequential information fusion for diﬀerent actuator-sensor paths,

and how the diagnosis methodology estimates crack size.

Prior

0.5 Ininital damage (a o)

True a o

0.4 End of Mission 1 (a1)

True a 1

0.3 End of Mission 2 (a2)

True a 2

0.2 End of Mission 3 (a3)

True a 3

0.1 End of Mission 4 (a )

4

True a

4

0

0 5 10 15 20

Fig. 13. Results for probabilistic diagnosis using ultrasonic guided-wave pitch-catch.

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P.M. Karve, et al. Engineering Fracture Mechanics 225 (2020) 106766

Table 4

Optimal design variables for maintenance-free operation period; maximum fatigue block loading amplitudes for each mission, crack size test data

atest at the end of each mission, critical crack sizes acrit , the probability of failure Pf for the last two missions, and E [g (x)] (the expectation of the

nonlinear function that estimates the work done) using the optimal design variables

Missions Fmax,1 Fmax,2 Fmax,3 N1 N2 N3 Ntotal acrit E [af ] Pf atrue E [g (x )]

[lbs] [lbs] [lbs] [mm] [mm] [mm] [J]

Mission 1 3510.7 4507.7 4503.5 720 925 698 2343 6.82 6.35 1.64385 × 10 4

Mission 2 3884.4 4561.2 4097.8 1360 1741 1317 4418 7.19 8.38 3.21530 × 10 4

Mission 3 3331.6 4520.3 4439.2 900 1170 893 2963 15.00 8.79 0.00196 10.66 1.98764 × 10 4

Mission 4 3281.3 4656.3 4656.3 388 713 456 1557 15.00 10.78 0.00158 12.19 1.19134 × 10 4

Wmin for all missions. Thus, the performance constraint was satisﬁed for all missions. As discussed in Section 2.3, for the ﬁrst two

missions, the optimizer aimed to minimize the expected value of the ﬁnal crack size. We have not reported the probability of failure

for these missions. Note that once the optimal load proﬁle is known, the probability of failure for these two cases can be computed

using probabilistic damage prognosis discussed in Section 3.2. For the last two missions, we aim at minimization of failure probability

and report its value for the optimal loading. The ﬁnal crack growth for the optimal loading case is lower than the critical crack size

(acrit ). Thus, the reliability-based optimization methodology is successful in arresting the damage growth below the speciﬁed

threshold. The optimal load proﬁle values for some of the missions coincide with the lower bounds speciﬁed in Table 3. This result

can be explained as follows. The crack growth law provided to the optimizer (Forman’s equation) suggests that the rate of crack

growth is approximately equal to the m-th power of the change in SIF. In LEFM, the SIF is directly proportional to the stress

concentration at the crack tip, which is approximately proportional to the applied loading (for a ﬁxed crack length). The optimizer

implicitly infers that the rate of crack growth is (approximately) proportional to the cube of the applied load (as m ≈ 3). The work

done (the performance requirement), on the other hand, is computed using elastic deformation of the plate under the applied load.

Hence, it varies (approximately) as the square of the applied load. It may thus be advantageous to allow more cycles at a lower load

level, to minimize the crack growth while ensuring that the work requirement is satisﬁed. Note that the crack sizes used in the

experiment are only for the sake of illustration; using larger cracks helped us to speed up the experiments, and we do not expect that

real-world mechanical systems (e.g. aircraft) would be allowed to operate (ﬂy) with such crack sizes.

Fig. 14 shows how the model predictions are corrected using probabilistic diagnosis information after each mission. It can be seen

in Fig. 14 that the probabilistic diagnosis reduces the uncertainty in the knowledge about the current state of damage (crack length)

at the end of each mission. This eﬀect is particularly pronounced at the end of the (longest) second mission. The estimate of crack size

obtained using probabilistic diagnosis at the end of the i-th mission is fed to the optimizer as the initial crack estimate at the start of

20

Uncertainty bounds (probabilistic damage prognosis for optimal loads)

18 atrue (high resolution imaging)

Probabilistic damage diagnosis

16

14 acrit=15.00

12

10

2

0 2000 4000 6000 8000 10000

Fig. 14. Predicted crack growth and uncertainty bounds ( μ ± σ ) for the optimized load proﬁle (obtained by performing probabilistic damage

prognosis), crack growth estimated using probabilistic damage diagnosis (mean ± standard error), and actual crack growth (obtained using high-

resolution imaging of the test specimen).

17

P.M. Karve, et al. Engineering Fracture Mechanics 225 (2020) 106766

the (i + 1) -th mission. We also report the true crack size (obtained using high-resolution imaging) at the end of each mission. The

error in estimate obtained from probabilistic diagnosis, and actual crack size is expected in any real-world system. In spite of not

knowing the true crack size, the optimizer was able to direct the missions while attaining the work requirement and minimizing the

crack growth.

5. Conclusion

In this article, we developed a digital twin approach for performing mission optimization under uncertainty aimed at ensuring

system safety with respect to fatigue cracking. This is achieved by designing mission load proﬁles for the mechanical component such

that the damage growth in the component is minimized, while the component performs the desired work. We considered three key

aspects of condition-based mission design: probabilistic damage diagnosis, probabilistic damage prognosis, and mission optimization

under uncertainty. The digital twin approach fused multi-physics multi-ﬁdelity models with sensor data and previous history, and

considered aleatory as well as epistemic uncertainty in both diagnosis and prognosis. We explored a hybrid formulation for load

proﬁle optimization that combined crack growth minimization with a reliability-based approach. With the help of an illustrative

experiment, we showed that the proposed digital twin approach can be successfully used to perform mission optimization to achieve

the desired system performance goal while maintaining safety.

The following improvements are needed to the proposed digital twin framework to enable its successful implementation for real-

world mechanical systems:

• Probabilistic damage diagnosis: (a) utilization of heterogeneous data sources and corresponding diagnostic models into the di-

agnostic framework, (b) estimation of damage severity as well as damage location (currently we assume the damage location to be

known), and (c) application of the diagnostic methodology for complex geometries.

• Probabilistic prognosis: (a) accounting for complex geometries, multi-axial loading and complex degradation mechanisms for real-

world mechanical components, (b) utilization of fully-variable loading histories (instead of block loading used in this work).

• Load proﬁle optimization: (a) generation of an operation-to-load map that deﬁnes loading patterns (families) for various opera-

tional regimes, (b) parametrization of loading regimes and classiﬁcation of parameters that deﬁne the loading patterns given an

operational regime, (c) optimization of system operations in the space of the loading parameters while considering the diagnosis

and prognosis uncertainty for complex damage growth patterns, component geometries, and boundary conditions.

The methodology discussed in this article could potentially be extended in the future to decide (a) damage-adaptive, resilience-

enhancing maneuvers for aerospace vehicles, and (b) mission proﬁles that prolong the maintenance-free operation period. The former

type of application requires on-board sensing, whereas the latter application could be based on ground inspection. The framework

can accommodate on-line damage diagnosis to decide future vehicle maneuvers using the most up-to-date information at the current

time in a vehicle during ﬂight.

The authors declare that they have no known competing ﬁnancial interests or personal relationships that could have appeared to

inﬂuence the work reported in this paper..

Acknowledgement

This study was partly funded by a cooperative agreement with the U.S. Army Research Laboratory’s Vehicle Technology

Directorate (Director: Dr. Jaret Riddick, Grant No. W911NF-17-2-0159). The support is gratefully acknowledged. Valuable help from

Garrett Thorne (Staﬀ Engineer I) for preparing the test specimens and assistance by undergraduate students Michael Davis and Vamsi

Subraveti in conducting the experiments is gratefully acknowledged. The experiments were conducted at Vanderbilt Universitys

Laboratory for Systems Integrity and Reliability (LASIR). The authors also thank Dr. Tzikang Chen at U.S. Army Research Laboratory

for valuable discussions.

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