Sie sind auf Seite 1von 19

Engineering Fracture Mechanics 225 (2020) 106766

Contents lists available at ScienceDirect

Engineering Fracture Mechanics

journal homepage:

Digital twin approach for damage-tolerant mission planning under


Pranav M. Karvea, Yulin Guoa, Berkcan Kapusuzoglua, Sankaran Mahadevana, ,
Mulugeta A. Haileb
Department of Civil and Environmental Engineering, Vanderbilt University, Nashville, TN, USA
U.S. Army Research Laboratory, Aberdeen, MD, USA


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
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

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: (S. Mahadevan).
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

Nomenclature PTf True probability of failure

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.

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

Fig. 1. Components of the proposed digital twin approach.

1.1. Probabilistic damage diagnosis

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.

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

1.2. Probabilistic damage prognosis

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.

1.3. Load profile optimization under uncertainty

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

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.

2.1. Probabilistic damage diagnosis

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.

2.1.1. Bayesian estimation and information fusion for damage diagnosis

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

Fig. 2. A thin metallic component and actuator-sensor network.

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

2.1.2. Computational model for damage diagnosis

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.

2.1.3. Estimation of model errors

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
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,
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.

2.2. Probabilistic damage prognosis

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.

2.2.1. Crack growth model

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:

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.

2.2.2. Sources of uncertainty

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.

2.2.3. Physics model and surrogate model building

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.

2.2.4. Estimation of physics model parameters

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.

Fig. 3. Sources of uncertainty in probabilistic fatigue crack prognosis.

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

2.2.5. Bayesian network for probabilistic crack growth prognosis

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.

2.3. Load profile optimization under uncertainty

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:

minimize E[af (x , θ )],

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

Fig. 4. Bayesian network for probabilistic crack growth prognosis.

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:

minimize P [af (x , θ ) ⩾ acrit ],

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:

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

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.

3.1. Probabilistic damage diagnosis

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

Fig. 5. AL7075-T6 plate (tplate = 0.81 mm ) and actuator-sensor network.

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.

3.1.1. Numerical model of the governing physics and model errors

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.

3.1.2. Bayesian estimation and information fusion

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.

3.2. Probabilistic damage prognosis

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.

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.

3.2.1. Model parameter estimation

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.

3.2.2. Work performed by the applied loading

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.

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

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.

3.3. Load profile optimization

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

Fig. 9. Block loading pattern assumed for each mission.

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.

4. Results and discussion

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.

4.1. GP surrogate models for probabilistic diagnosis

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

AL 7075-T6 Ep = 71.7 × 109 Pa Piezoelectric Exx = Eyy = 54 × 109 Pa

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

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.

4.3. Crack growth model parameter estimation

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




0 1000 2000 3000 4000 5000 6000 7000 8000 9000

Fig. 11. Laboratory test data used for calibration of parameters C , m .

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).

4.4. Load profile optimization: laboratory experiment

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
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 1 480 640 480 720 960 720

Mission 2 960 1280 960 1440 1920 1440
Mission 3 600 800 600 900 1200 900
Mission 4 360 480 360 540 720 540

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

Cases Fmax,1 Fmax,2 Fmax,3 Fmax,1 Fmax,2 Fmax,3 Wmin

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

Mission 1 3000 4500 4000 4000 5500 5000 1.582867 × 10 4

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
A2S2 0.3
A2S3 A2S3
atrue = 5.334 mm A2S1 A2S1 atrue = 12.192 mm
0.25 A3S2 0.25 A3S2

Probability density function

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.

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 )
True a
0 5 10 15 20

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

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

amean (probabilistic damage prognosis for optimal loads)

Uncertainty bounds (probabilistic damage prognosis for optimal loads)
18 atrue (high resolution imaging)
Probabilistic damage diagnosis

14 acrit=15.00



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).

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.

Declaration of Competing Interest

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..


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.


[1] Glaessgen E, Stargel D. The digital twin paradigm for future NASA and US air force vehicles. In: 53rd AIAA/ASME/ASCE/AHS/ASC Structures, Structural
Dynamics and Materials Conference; 2012.
[2] Lee J, Bagheri B, Kao H-A. A cyber-physical systems architecture for industry 4.0-based manufacturing systems. Manuf Lett 2015;3:18–23.
[3] Sderberg R, Wrmefjord K, Carlson JS, Lindkvist L. Toward a digital twin for real-time geometry assurance in individualized production. CIRP Ann
[4] Li C, Mahadevan S, Ling Y, Choze S, Wang L. Dynamic Bayesian network for aircraft wing health monitoring digital twin. AIAA J 2017;55(3):930–41. https://doi.
[5] Tao F, Sui F, Liu A, Qi Q, Zhang M, Song B, et al. Digital twin-driven product design framework. Int J Prod Res 2018:1–19.
[6] El Saddik A. Digital twins: the convergence of multimedia technologies. IEEE MultiMedia 2018;25(2):87–92.
[7] Tao F, Cheng J, Qi Q, Zhang M, Zhang H, Sui F. Digital twin-driven product design, manufacturing and service with big data. Int J Adv Manuf Technol

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

[8] Yang C, Shen W, Wang X. The internet of things in manufacturing: key issues and potential applications. IEEE Syst Man Cybernet Mag 2018;4(1):6–15. https://
[9] Bruynseels K, Santoni de Sio F, van den Hoven J. Digital twins in health care: ethical implications of an emerging engineering paradigm. Front Genet 2018;9:31.
[10] Tao F, Zhang H, Liu A, Nee AYC. Digital twin in industry: state-of-the-art. IEEE Trans Industr Inf 2019;15(4):2405–15.
[11] Sankararaman S, Mahadevan S. Bayesian methodology for diagnosis uncertainty quantification and health monitoring. Struct Control Health Monitor
[12] Ling Y, Mahadevan S. Integration of structural health monitoring and fatigue damage prognosis. Mech Syst Signal Process 2012;28:89–104.
[13] Sandgren E, Cameron T. Robust design optimization of structures through consideration of variation. Comput Struct 2002;80(20):1605–13.
[14] Elishakoff I, Haftka R, Fang J. Structural design under bounded uncertainty – optimization with anti-optimization. Comput Struct 1994;53(6):1401–5. https://
[15] Tu JJ, Choi KK, Park YH. A new study on reliability-based design optimization. ASME J Mech Des 1999;121(4):557–64.
[16] Yun BD, Choi KK, Park YH. Hybrid analysis method for reliability-based design optimization. ASME J Mech Des 2003;125(2):221–32.
[17] Chiralaksanakul A, Mahadevan S. First-order approximation methods in reliability-based design optimization. ASME J Mech Des 2004;127(5):851–7. https://
[18] Rabinovich D, Givoli D, Vigdergauz S. XFEM-based crack detection scheme using a genetic algorithm. Int J Numer Meth Eng 2007;71(9):1051–80. https://doi.
[19] Amitt E, Givoli D, Turkel E. Time reversal for crack identification. Comput Mech 2014;54(2):443–59.
[20] Yang J, He J, Guan X, Wang D, Chen H, Zhang W, et al. A probabilistic crack size quantification method using in-situ Lamb wave test and Bayesian updating.
Mech Syst Signal Process 2016;78:118–33 special Issue on Piezoelectric Technologies.
[21] Lim HJ, Sohn H, Kim Y. Data-driven fatigue crack quantification and prognosis using nonlinear ultrasonic modulation. Mech Syst Signal Process
[22] Alleyne DN, Cawley P. The interaction of Lamb waves with defects. IEEE Trans Ultrason Ferroelectr Freq Control 1992;39(3):381–97.
[23] Chang Z, Mal A. Scattering of Lamb waves from a rivet hole with edge cracks. Mech Mater 1999;31(3):197–204.
[24] Michaels JE, Michaels TE. Detection of structural damage from the local temporal coherence of diffuse ultrasonic signals. IEEE Trans Ultrason Ferroelectr Freq
Control 2005;52(10):1769–82.
[25] Ihn J-B, Chang F-K. Pitch-catch active sensing methods in structural health monitoring for aircraft structures. Struct Health Monitor 2008;7(1):5–19. https://doi.
[26] Michaels JE. Detection, localization and characterization of damage in plates with an in-situ array of spatially distributed ultrasonic sensors. Smart Mater Struct
2008;17(3). 035035.
[27] Sbarufatti C, Manson G, Worden K. A numerically-enhanced machine learning approach to damage diagnosis using a Lamb wave sensing network. J Sound Vib
[28] Janapati V, Kopsaftopoulos F, Li F, Lee S, Chang F-K. Damage detection sensitivity characterization of acousto-ultrasound-based structural health monitoring
techniques. Struct Health Monitor 2016;15(2):143–61.
[29] He J, Ran Y, Liu B, Yang J, Guan X. A fatigue crack size evaluation method based on Lamb wave simulation and limited experimental data. Sensors 2017; 17 (9).
[30] Wang D, He J, Guan X, Yang J, Zhang W. A model assessment method for predicting structural fatigue life using Lamb waves. Ultrasonics 2018;84:319–28.
[31] Hastings WK. Monte Carlo sampling methods using Markov chains and their applications. Biometrika 1970;57(1):97–109.
[32] Rasmussen C, Williams CKI. Gaussian processes for machine learning. Cambridge, MA, USA: MIT Press; 2006.
[33] Abaqus 6.14 Documentation, Dassault Systémes, Providence, RI, USA; 2014.
[34] Paris P, Erdogan F. A critical analysis of crack propagation laws. J Basic Eng 1963;85(4):528–33.
[35] Donahue RJ, Clark HM, Atanmo P, Kumble R, McEvily AJ. Crack opening displacement and the rate of fatigue crack growth. Int J Fract Mech 1972;8(2):209–19.
[36] Forman RG, Kearney V, Engle R. Numerical analysis of crack propagation in cyclic-loaded structures. J Basic Eng 1967;89(3):459–63.
[37] NASA and Southwest Research Institute, NASGRO Crack Growth Equation.
[38] Jardine AK, Lin D, Banjevic D. A review on machinery diagnostics and prognostics implementing condition-based maintenance. Mech Syst Signal Process
[39] Martin K. A review by discussion of condition monitoring and fault diagnosis in machine tools. Int J Mach Tools Manuf 1994;34(4):527–51.
[40] Haldar A, Mahadevan S. Probability, reliability, and statistical methods in engineering design. Providence, RI, USA: John Wiley and Sons; 2000.
[41] Mouritz AP. Introduction to aerospace materials. Woodhead Publishing 2012.
[42] Gutmann H-M. A radial basis function method for global optimization. J Glob Optim 2001;19(3):201–27.