MARKOV BASED CORRELATIONS OF DAMAGE CYCLES IN GAUSSIAN AND NON-GAUSSIAN LOADS

The sequence of peaks and troughs in a load process acting on a materi al, contains important information about the damage caused by the load , e.g. on the growth rate of a widening crack. The stress range, i.e. the difference between a peak and the following trough, is one of the variables that is used to describe e.g. fatigue life under random load ing. The moments, in particular the mean and variance, of the load ran ge are important variables that determine the total damage caused by a sequence of stress cycles, and they give the parameters in the distri bution of the time to fatigue failure. However, for many random load p rocesses, the successive stress ranges can show considerable correlati on, which affects the failure time distribution. In this paper we deri ve the modified failure time distribution under correlated stress rang es, under a realistic approximation that the sequence of peaks and tro ughs forms a Markov chain. We use the regression method to calculate t he transition probabilities of the Markov chain for Gaussian load proc esses with known spectral density. Simulations of Gaussian processes w ith Pierson-Moscowitz spectrum, and linear and the Duffing oscillators driven by Gaussian white noise, show very good agreement between obse rved correlations and those calculated from the Markov approximation. Also the numerically calculated transition probabilities lead to good agreement with simulation.