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    RAINFLOW COUNTS

    and composite signals

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    RAINFLOW COUNTSThe purpose of rainflow

    counting: consider a range with a

    wiggle on the way, it can be split

    into two half-cycles in several

    ways.

    Not that interesting

    +

    MUCH BETTER !

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    RAINFLOW COUNTS

    Rainflow counting:Let not small oscillations (small

    cycles) stop the flow of large

    amplitude ones.

    Rainflow was originally definedby T. Endo as an algorithm (1968,

    1974), another equivalent

    algorithm (de Jonge, 1980), that

    is easier to implement, is

    generally recommended(ASTM,1985), and a pure

    mathematical definition was first

    found by I. Rychlik (1987).

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    The Endo algorithm:

    turn the signal around 90

    make water flow from its upper

    corner on each of the pagoda

    roofs so defined, until either a

    roof on the other side extends

    opposite beyond the starting

    point location, or the flow

    reaches a point that is alreadywet.

    Each time, a half-cycle is so

    defined, and most of them can be

    paired into full cycles (all could

    be if the signal was infinite).

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    The ASTM algorithm: for any set of 4 consecutive turning

    points,

    Compute the 3 corresponding ranges (absolute values)If the middle range is smaller than the two other ones,

    extract a cycle of that range from the signal and proceed

    with the new signal

    The remaining ranges when no more cycle can be extracted

    give a few additional half cycles.

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    RAINFLOW COUNTS

    The same ASTM algorithm is sometimes also called rainfill.

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    RAINFLOW COUNTS

    The mathematical definition: Cons ider a local maximum M.

    The corresponding min imum in the extracted ra inf low count

    of c ycles is max(L, R) where L and R are the overal l min ima

    on the intervals to the left and to the r ight u nt i l the signal

    reaches on ce again the level of M.

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    Rainflow is a nice way to separate small, uninteresting

    oscillations from the large ones, without affecting turning

    points by the smoothing effect of a filter nor interruptinga large range before it is actually completed.

    Especial ly, in fat igue damage calculat ions , smal l

    ampl i tud e ranges can often be neglected because they do

    not c ause the cracks to grow.

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    RAINFLOW COUNTS

    The mathematical definition allows, for discrete levels, to

    calculate the rainflow transition matrix from the min-max

    transition matrix of a Markov process. Thus, for instance, if

    the min-max only were recorded on a past experiment, a

    rainflow count can still be computed.

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    When dealing with stationary Gaussian processes, a

    number of theoretical results are available that enable inmost cases to compute the rainflow count (and the

    corresponding fatigue damage) exactly though not

    always quickly.

    The turning points normalized by have distribution

    sqrt(1-

    2)R+

    N where N is a normalized normaldistribution, R a normalized Rayleigh distribution, is

    the standard deviation of the signal andis the spectral

    bandwidth parameter.

    When the narrow-band approximation can be used (=0),

    and damage is of the Miner form (D=

    iim, where

    i is

    the number of cycles of range i), damage can becomputed in closed-form since the moments of theRayleigh distribution are related to the function andranges can be taken as twice the amplitude of maxima.

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    If a power spectral density is given for the signal, therainflow transition probabilities and range densities can be

    computed exactly,.. Why that ?

    The interesting joint probability is p(x

    , x

    , x

    | x0, x0, x0).

    It allows to find the probability distribution for the troughassociated to a given peak level in the signal.

    For a gaussian process, all those distributions are

    multidimensional gaussian ones.

    The spectrum is FT(E(x(t-

    )x(t))), it gives all the

    correlation functions implying the signal and its

    derivatives.

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    Some ideas about how to deal with composite signals:

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    Separate the turning points into two sets:* The maximum (and resp. minimum) over each interval

    where the low frequency signal is positive (resp. negative)

    * The other turning points

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    The other turning points:Their number is clearly (NH-NL)

    The average rainflow damage per cycle of the high frequency signal

    is conservative with respect to that of those remaining turning points.

    Proof: The average range in the high frequency signal is E(HP)-E(HT)

    where HPand HTare the values of the peaks and troughs in that

    signal. When the (uncorrelated) low frequency signal is added, theexpectancies are not modified, since the low frequency signal has 0

    mean. When removing the red turning points, E(HP) is decreased,

    E(HT) is increased and the remaining ranges imply the same

    turning points as their original counterparts. The ranges are thus

    reduced, and the new damage per cycle is lower than originally.

    CONSERVATIVE DAMAGE ESTIMATE: (NH-NL)/NH DH

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    The maximum (and resp. minimum) over each interval where the

    low frequency signal is positive (resp. negative)Estimates of the corresponding damage can use the narrow-band

    approximation. The DNV formula by Lotsberg (2005) uses a sum of

    sine waves approach, and thus D=NL((DH/NH)1/m + (DL/NL)

    1/m)m

    Yet, narrow-band does not mean sine wave, nor is a sum of only 2

    sine waves a gaussian process. Following Rychlik, the red processextracted from a gaussian process is still a gaussian process, with

    turning points probability density given by the Rayleigh formula of

    the full process, and thus a (less) conservative approximation is

    D=NL/K(2sqrt(2M0))m(1+m/2)or D=NL((DH/NH)

    2/m + (DL/NL)2/m)m/2

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    The SS formula D = NH/NH DH+ NL( (DL/NL)1/m)m

    The CS formula D = NH+L((DH/NH)2/m + (DL/NL)

    2/m)m/2

    The DNV formula D = (NH-NL)/NH DH+ NL((DH/NH)1/m + (DL/NL)

    1/m)m

    The new formula D = (NH-NL)/NH DH+ NL((DH/NH)2/m + (DL/NL)2/m)m/2

    The exact formula D = WAFO (Combined Spectrum)

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    A few topics:

    A. How conservative is the narrow-band approximation

    for a unimodal spectrum ?

    B. How good are MC simulations wrt exact WAFO

    calculations ?

    C. How good are the various formulas ?D. What is a conservative climate ?

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    A. How conservative is the narrow-band approximation

    for a unimodal spectrum ?

    It may be noted that M0and M2are normalizing factors,

    and thus normalized damage for a Pierson-Moskowitz

    depends only on m, for a Jonswap on m and

    , etc.

    Sensitivity

    to spectral bandwidth.Sensitivity to spectral shape.

    Sensitivity to cut-off frequency.

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    B. How good are MC simulations wrt exact WAFO

    calculations ?

    Sensitivity to the number of simulations.

    Sensitivity to alea modeling (random phases/complex

    spectrum).

    Sensitivity to stationarity (high- or low-frequency

    consisting of impulse-like responses from time totime).

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    C. How good are the various formulas ?

    vs. the ratio of M0

    vs. the ratio of TP

    vs. the bandwidth of the high-frequency signal.

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    D. What is a conservative climate ?

    It is clear that combining spectra gives more severe

    damage than having them occur separately. What

    about combining 3 swells + 1 wind sea until the least

    frequent component is exhausted, then 2 swells + 1

    wind sea, and so on ?

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    Example:

    S1 = 16% of the time

    S2 = 4% of the time

    S3 = 33% of the time

    W = 50% of the time

    A conservative climate would be:

    S1+S2+S3+W for 4% of the time

    S1+S3+W for 12% of the time

    S3+W for 17% of the time

    W for 17% of the time

    Nothing for 50% of the time.