|
|
"Probabilistics" 6 There is more to Monte Carlo simulation than replacing constants with probability densities. What went wrong and Why: Figure 2 is a schematic plot of crack growth rate vs. stress intensity on a log-log grid. It shows why C and n behave in tandem: when the slope, n, is shallow the intercept, C, must be larger for the resulting line to go through the data. Similarly, a steeper slope requires a smaller intercept. A combination of large C with large n would produce a curve that passed above the data. A line with having C with small n would likewise pass below the data.
Figure 2 - Schematic showing why Paris
Parameters must be correlated. Figure 3 shows why assuming either C or n as fixed is not reasonable. The horizontal line is at n = 2.87, the average of 68 Paris slopes. This is a reasonable value only when -6.58 < C < -6.45. When C is outside this range, as it will be often, the resulting simulated combination is very, very improbable. In fact observations in either the first or third quadrants (large n with large C, or small n with small C) are exceedingly unlikely in reality but occur about half the time in uncorrelated simulation.
Figure 3- Paris Parameters C and n are obviously correlated (r=0.982). Another flawed option for remedy suggests itself since the two parameters are obviously so closely related: let one be a function of the other. A linear fit of C = b1 + b2 * n, with n being sampled from a normal density, does indeed improve things. But this time the resulting error ratio is 0.51, i.e.: the scatter has been over-corrected, and now is underestimated by almost half. Clearly this nonconservative result is also unacceptable.To summarize: 1) Monte Carlo simulation requires more than substituting
probability densities for constants.
_______________ Would you like to read a more detailed report?
Visit the Download page to get a pdf version of my draft write-up to be published by the
ASTM. |
|
|
|