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VTT-R-04910-17

RESEARCH REPORT

FOUND 2017 WP2 - Susceptibility of BWR RPV and internals to


degradation mechanisms

Efficient Procedure for Probabilistic Crack


Growth Analyses

Authors: Otso Cronvall (VTT), Paul Smeekes (TVO)

Confidentiality: Public
1 (40)

Report’s title
Efficient Procedure for Probabilistic Crack Growth Analyses
Customer, contact person, address Order reference
State Nuclear Waste Management Fund (VYR), VTT Dnro: SAFIR 20/2017
Project name Project number/Short name
FOUND 2017 113412/ FOUND 2017
Author(s) Pages
Otso Cronvall (VTT), Paul Smeekes (TVO) 29/11
Keywords Report identification code
Interpolation, fracture mechanics, crack growth VTT-R-04910-17
Summary
This study concerns development of a new efficient probabilistic procedure for crack growth analyses.
The main target for it is probabilistic fracture mechanics based crack growth simulations, which involve
applying Monte Carlo simulation. To achieve sufficient accuracy, the number of computed crack growth
simulations needs to be at least several thousands for one analysed location, e.g. pipe cross-section. With
commonly applied weight and influence function methods such an analysis can take hours. For doing
analyses for a nuclear power plant piping system with hundreds of locations/welds this is way too long.

The developed procedure for applies interpolation between a large enough representative set of case
specifically computed crack growth simulations. These simulations cover the probabilistically
distributed input data parameters, which are here the depth and length of initial cracks. The interpolation
is based on the initial crack sizes, as picked randomly from the respective probabilistic distributions. It
is checked between which two actually simulated crack growth curves the randomly picked initial crack
size is located. The crack growth curve is then interpolated by keeping the relative distance from the two
nearest simulated curves the same as that for the initial crack size.

Two additional alternative efficient probabilistic procedures for crack growth analyses were developed
too. They are described in Appendix 1.

The purpose is to program in VTT the new procedure in the near future. It is expected that, once
programmed, the application of the procedure in probabilistic NPP piping component leak/break
analyses is much more efficient than using solely the weight/influence function method based solutions.

Confidentiality Public
Espoo 8.9.2017
Written by Reviewed by Accepted by

Otso Cronvall Qais Saifi Petri Kinnunen


Senior Scientist Research Scientist Research Manager
VTT’s contact address
P.O. Box 1000, 02044 VTT
Distribution (customer and VTT)
SAFIR2018 Reference Group 5,
VTT Archive (2)

The use of the name of the VTT Technical Research Centre of Finland (VTT) in advertising or publication in part of
this report is only permissible with written authorisation from the VTT Technical Research Centre of Finland.
RESEARCH REPORT VTT-R-04910-17
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Contents

Foreword .....................................................................................................................3

Abbreviations and symbols ..........................................................................................4

1 Introduction .............................................................................................................7

2 Objectives and scope of the study ..........................................................................8

3 On theoretical background......................................................................................9
3.1 Weight/influence function methods and handbook solutions...........................9
3.2 Deterministic and probabilistic crack growth computation procedures ..........13
3.3 Distributions for initial crack sizes .................................................................16
3.4 Latin hypercube simulation ...........................................................................18
4 Developed probabilistic procedure for crack growth analyses ..............................20

5 Summary and conclusions....................................................................................26

References ................................................................................................................27

Appendix 1: Alternative efficient probabilistic procedures for crack growth analyses 30

Appendix 2: Computational example .........................................................................36


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Foreword
This report has been prepared under the research project FOUND 2017, and therein for WP2
Susceptibility of BWR RPV and internals to degradation mechanisms. The project is a part of
SAFIR2018, which is a national nuclear energy research program. FOUND WP2 work in 2017
was funded by the BeräkningsGrupp (BG), the State Nuclear Waste Management Fund (VYR)
and the Technical Research Centre of Finland (VTT), which is gratefully acknowledged. The
work was mainly carried out at VTT.

Espoo 8.9.2017

Authors
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Abbreviations and symbols

Abbreviations

ASME American Society of Mechanical Engineers


BWR Boiling water reactor
FCG Fatigue crack growth
FE Finite element
FFS Fitness-for-service
HAZ Heat affected zone
IASCC Irradiation accelerated stress corrosion cracking
IGSCC Intergranular stress corrosion cracking
LHS Latin hypercube simulation
MCS Monte Carlo simulation
NPP Nuclear power plant
NWC Normal water chemistry
PC Personal computer
PFM Probabilistic fracture mechanics
POD Probability of detection
PWSCC Primary water stress corrosion cracking
RPV Reactor pressure vessel
SCC Stress corrosion cracking
SIF Stress intensity factor
TGSCC Transgranular stress corrosion cracking
TVO Teollisuuden Voima Oyj
VTT Technical Research Centre of Finland Ltd (Teknologian tutkimuskeskus VTT)
VYR State Nuclear Waste Management Fund
WRS Welding residual stress

Latin letters

a Crack depth [mm]


ak(tl) Time dependent crack depth in crack growth realisation [mm]
c Half of crack length [mm]
C Parameter in probability density function for crack aspect ratio [-]
ck(tl) Time dependent crack half-length in crack growth realisation [mm]
CFCG Parameter in the Paris-Erdogan equation [(mm/cycle)/((MPa m)nFCG)]
CSCC Parameter in the stress corrosion cracking equation [(mm/s)/((MPa m)nSCC)]
f0( ) Probability density function for crack aspect ratio [-]
fbg Tabulated geometry function values for the bending part [-]
fal(l0) Probability density function for initial crack length [1/mm]
fi Tabulated geometry function values [-]
fx(x) Probability density function for depth of manufacturing induced cracks in
NPP piping of stainless steel [1/mm]
G0 to G4 Influence coefficients for a stress function [-]
Gn Influence coefficients [-]
H Heaviside step function [-]
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h(x) Weight function [-]


KI Stress intensity factor, mode I [MPa m]
KI,max Maximum value of stress intensity factor, mode I [MPa m]
KI,min Minimum value of stress intensity factor, mode I [MPa m]
l Crack length [mm]
l0 Initial crack length [mm]
L1, L2 Straight distances from the randomly picked initial crack size to the nearest
simulations [mm]
L1a, L2a Projections to crack depth axis of the straight distances from the randomly
picked initial crack size to the nearest simulations [mm]
L1c, L2c Projections to crack half-length axis of the straight distances from the
randomly picked initial crack size to the nearest simulations [mm]
LHSl,m Identification of rectangles having the same probability in 2D space spanned
by the initial crack depth and length, with l, m = 1, 2, 3, …, nLHS
Mi Weight function coefficients [-]
n Exponent [-]
NCGR Number of crack growth realisations to be computed [-]
nFCG Exponent in the Paris-Erdogan and equation [-]
NGRID Number of grid points for the initial crack depth and length values [-]
Ni Weight function coefficients [-]
nLHS Number of intervals in LHS for the initial crack depth and length [-]
NLHS Number of rectangles having the same probability in 2D space spanned by the
initial crack depth and length [-]
nSCC Exponent in the stress corrosion cracking rate equation [-]
N Number of load cycles [-]
Nf Number of failed simulations [-]
Ns Size of the sample as total number of simulations [-]
Pf Probability of failure [-]
pn Pressure at crack tip [N/mm2]
p(x) Crack face traction [N/mm2]
Q Crack shape parameter [-]
Ri Inner radius of pipe cross-section [mm]
t Time [s, year]
tl Discretized time [s, year]
tw Wall thickness [mm]
x Coordinate through the crack starting from the cracked surface [mm]
~ Median of dimension variable of interest [mm]
X

Greek letters

Crack aspect ratio [-]


m Parameter in probability density function for crack aspect ratio [-]
a Crack depth increment [mm]
KI Range of mode I stress intensity factor, i.e. extraction of maximum and
minimum values [MPa m]
t Time increment [day]
Angular crack front location coordinate [°]
C Perimeter of the crack [mm]
Parameter in probability density function for crack aspect ratio [-]
Fitted parameter in probability density function for initial crack length [-]
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Fitted parameter in probability density function corresponding to mean value


of initial crack length [-]
y Scale parameter for probability density function [mm]
bg Global bending stress [N/mm2]
0 to 4 Polynomial coefficients of a stress function [-]
i Factors of the polynomial of fitted stress distribution as normalized through
wall [-]
(x) Total stress through wall [MPa]
y Shape parameter for probability density function [-]
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1 Introduction
This study is part of the SAFIR2018 research program project FOUND 2017. The overall
objective of this project is cross-disciplinary assessment of ageing mechanisms for safe
management and extension of operational lifetime of Finnish nuclear power plants (NPPs). This
involves developing deterministic, probabilistic and risk informed approaches in computational
and experimental analyses with education of new experts. FOUND is an acronym of Analysis
of Fatigue and Other cUmulative ageing to exteND lifetime.

This study concerns development of a new efficient probabilistic procedure for crack growth
analyses, which in particular would be intended for probabilistic fracture mechanics (PFM)
based analyses. These analyses involve applying Monte Carlo simulation (MCS). Typical
degradation mechanisms driving the crack growth for NPP piping components are stress
corrosion cracking (SCC) and fatigue induced crack growth (FCG). To achieve sufficient
accuracy, the number of computed crack growth realisations, i.e. simulations, need to be large
in PFM based analyses, at least of the scale of thousands for one analysed location, e.g. pipe
cross-section. In deterministic fracture mechanics based analyses, weight and influence
function methods are applied to develop component/structure specifically tailored solutions.
These have been obtained by fitting against the results from numerical 2D or 3D finite element
(FE) analyses. The weight/influence function method based solutions are accurate and
computationally much less laborious to use than to do FE analyses. Still, several thousands of
weight/influence function method based crack growth simulations takes a relatively large
amount of time, from one to several hours with a typical personal computer (PC). For doing
analyses for a NPP piping system, this is way too much, as the scope consists of hundreds of
locations to be analysed, which are mostly welds. Thus, a more efficient but still accurate crack
growth analysis procedure is needed for this purpose.

After this Chapter the structure of this report is as follows. The scope and objectives of the
study are described in Chapter 2. The weight/influence function method as well as deterministic
and probabilistic crack growth computation procedures are presented in Chapter 3. This is
followed with describing in detail the developed new efficient probabilistic procedure for crack
growth analyses in Chapter 4. The summary and conclusions are presented in Chapter 5. Two
additional alternative efficient probabilistic procedures for crack growth analyses were
developed too. They are described in Appendix 1.
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2 Objectives and scope of the study


The objectives and scope of the study are described briefly in the following.

The purpose of this study is to develop and describe a new efficient probabilistic procedure for
crack growth analyses. In particular, it is intended for PFM based analyses of NPP piping
systems. Further, the structure and level of detail in describing the new procedure is such that
it would serve the programming of it as much as possible.

The scope of this study covers:


describing briefly the theoretical background of the new computation procedure, including
the weight/influence function method and FE analysis based solutions as well as
deterministic and probabilistic crack growth computation procedures,
describing in detail the new efficient probabilistic procedure for crack growth analyses.

The demonstration of the applicability and accuracy of the new computation procedure will be
carried out in the next phase of this study, in the near future.
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3 On theoretical background
The main issues concerning the theoretical background of this study are described in this
chapter. Those concern the basis for the developed new efficient probabilistic procedure for
crack growth analyses, which is described in chapter 4. The actual theoretical background is
larger than that presented in the following, because only the main issues are covered, but the
associated relevant background documents are referred to, where appropriate.

The theoretical issues covered in this chapter are:


weight/influence function methods and handbook solutions,
deterministic and probabilistic crack growth computation procedures, as well as
distributions for initial crack sizes.

3.1 Weight/influence function methods and handbook solutions


The characteristics of the weight/influence function methods and handbook solutions used to
compute the stress intensity factor (SIF) values for cracks in load bearing components are
described in the following. For realistic cracks in actual load bearing components it is necessary
to compute the SIF values in several points over the crack front, at least in the crack tip and
edge/surface points. There are thorough handbooks available on SIF and other fracture
mechanics issues, see e.g. Anderson [1].

When performing a fracture mechanics based analysis for a cracked structure, the computed
SIF values apply only to one particular set of boundary conditions. Different loading conditions
cause different SIFs for that geometry. It turns out, however, that the solution to one set of
boundary conditions contains sufficient information to derive SIFs for any other boundary
conditions on that same geometry [1].

The weight functions, developed by Bueckner [2] and Rice [3], are first-order tensors that
depend only on the geometry of the cracked structure. Given the weight function for a particular
configuration, it is possible to compute SIFs for any boundary conditions. Moreover, the
principle of superposition is applicable too, so that any loading configuration can be represented
by appropriate tractions applied directly to the crack faces. Thus, the crack opening Mode I SIF,
KI, for a two-dimensional cracked structure can be derived from the following expression [1]:

KI p x h x dx (3.1-1)
C

where p(x) is the crack face traction (equal to the normal stress acting on the crack plane when
the structure is un-cracked), h(x) is the weight function, C is the perimeter of the crack, and x
is the coordinate through the crack starting from the cracked surface. The weight function h(x)
can be interpreted as the stress intensity resulting from a unit force applied to the crack face at
x, and equation (3.1-1) represents the superposition of the KI values from discrete opening
forces along the crack face.

The weight function concept extends well to three-dimensional structures. In their early work
on the weight functions, Rice [4] extended the theory to three dimensions, while Bueckner [2]
considered combined Mode I/II loading, and they both allowed for anisotropy in the elastic
properties. Subsequent researchers [5,6,7] have shown that the theory applies to all linear-
elastic structures that contain an arbitrary number of cracks.
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The influence coefficients are related to the weight functions. A surface breaking crack of depth
a with power-law crack face pressure is shown in Figure 3.1-1. This crack face pressure is
expressed as [1]:

n
x
p x pn (3.1-2)
a

where pn is the pressure at x = a, and n is a non-negative integer. For the special case of uniform
crack face pressure, n = 0. For this loading KI can be written in the following form [1]:

a
KI Gn pn (3.1-3)
Q

where Gn is the influence coefficient, and Q is the crack shape parameter, which is based on the
solution of an elliptical integral of the second kind. The value of the influence coefficient is a
function of geometry, crack dimensions, and the power-law exponent n.

Figure 3.1-1. Power-law stress distribution applied to the crack faces in a two-dimensional
structural model [1].

For a more general crack analysis case, the prevailing stress is expressed as a polynomial
function, typically of 4th order, as follows:

2 3 4
x x x x
x 0 1 2 3 4 (3.1-4)
tw tw tw tw

where tw is the wall thickness and 0 to 4 are the polynomial coefficients. The application of
the principle of superposition leads to the following expression for KI [1]:
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2 3 4
x x x x a
KI 0 G0 1G1 2 G2 3G3 4 G4 (3.1-5)
tw tw tw tw Q

where G0, G1, G2, G3 and G4 are the influence coefficients. While the influence coefficient
approach is useful, it has limitations, as it requires that the stress distribution is fitted to a
polynomial. There are many cases where a polynomial expression (fourth order or lower) does
not provide a good representation of the actual stress field.

The weight function method allows to compute SIF solutions for arbitrary loading. Let us
consider a surface breaking crack of depth a, subject to a normal stress that is an arbitrary
function of coordinate x. Now, the equation for KI can be given as [1]:

a
KI h x, a x dx (3.1-6)
0

where h(x,a) is the weight function. The considered flaw postulate is a semi-elliptic surface
breaking crack, see Figure 3.1-2 below. For the deepest point, i.e. tip, of a semi-elliptic crack
( = 90°), the weight function can be expressed as [8,9]:

12 32
2 x x x
h90 1 M1 1 M2 1 M3 1 (3.1-7)
2 a x a a a

where the coefficients M1 to M3 depend on the geometry and crack dimensions. The
corresponding expression for the free surface ( = 0°) is given as [8,9]:

12 32
2 x x x
h0 1 N1 1 N2 1 N3 1 (3.1-8)
x a a a

Figure 3.1-2. A semi-elliptic surface breaking crack with associated geometry parameters [1].

Both equation (3.1-7) and (3.1-8) contain three unspecified coefficients. These weight function
coefficients Mi and Ni can be inferred from the reference KI solutions for two load cases on the
configuration of interest. The choice of reference load cases is arbitrary, but it is convenient to
use uniform and linear crack face pressure, i.e. n = 0 and n = 1. The corresponding influence
coefficients for these load cases are G0 and G1. Applying in addition boundary conditions and
other necessary information, the following expressions are derived for the weight function
coefficients as a function of the influence coefficients [1]:
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2 24
M1 3G1 G0 (3.1-9a)
2Q 5

M2 3 (3.1-9b)

6 8
M3 G0 2G1 (3.1-9c)
2Q 5

3
N1 2G0 5G1 8 (3.1-10a)
Q

15
N2 3G1 G0 15 (3.1-10b)
Q

3
N3 3G0 10G1 8 (3.1-10c)
Q

where for equation (3.1-9) the influence coefficients G0 and G1 are evaluated at = 90° and for
equation (3.1-10) they are evaluated at = 0°, respectively. From these two equations it is also
possible to solve the influence coefficients as a function of the weight function coefficients.

Of the significant fitness-for-service (FFS) standards, ASME Section XI [10] presents in


Nonmandatory Appendix A KI solutions for surface breaking cracks in straight pipes and plates
using both the influence coefficients and the weight function coefficients.

A commonly applied approach in FFS guidelines to produce KI solutions for cracks in most
typical industrial components is by fitting against finite element (FE) analysis results. These
components are straight plates and pipes. The covered flaw postulates include semi-elliptic and
infinite surface breaking cracks and elliptic embedded cracks. To describe the growth process
of a crack postulate it is modelled with different sizes and aspect ratios (the latter corresponding
to a/c values, see Figure 3.1-2 for illustration of a and c).

For surface breaking semi-elliptic crack postulates in straight plates and axially orientated
surface breaking semi-elliptic crack postulates in straight pipes the KI solution equation
typically has the form:

N
KI a i fi (3.1-11)
i 0

where N is typically 5, i are factors of the polynomial of fitted stress distribution as normalized
through wall, and fi are the tabulated geometry function values, as obtained by fitting against
the underlying FE analysis results. For circumferentially orientated surface breaking semi-
elliptic crack postulates in straight pipes the KI solution equation typically has the form:

N
KI a i fi bg f bg (3.1-12)
i 0
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where N is typically 3, i and fi are the same as for equation (3.1-11), whereas bg is the global
bending stress and fbg are the tabulated geometry function values for the bending part, as
obtained by fitting against the underlying FE analysis results.

The commonly applied FFS guidelines presenting KI solutions using the format of equations
(3.1-11) and (3.1-12) include:
the R6 Method, Revision 4 [11],
the SSM-R-2008:01 handbook [12],
the SINTAP Procedure [13,14], and
the FITNET Procedure [15].

Some commonly applied FFS standards/guidelines use to some extent different but still simple
form of KI solution equations for cracks in typical industrial components, as fitted against FE
analysis results. Therein, the geometry function data is given both as fitted functions and as
tabulated values, depending on the crack case in question. These FFS standards/guidelines
include:
the British Standard BS 7910: 2015 [16], and
the API 579 Procedure [17].

To summarize, the SIF values for cracks in industrial components are nowadays most often
computed with the weight/influence function methods and FE analysis based solutions. The
collections of the applicable case specific SIF solutions are presented in several FFS standards
and guidelines, such as those mentioned above. Of the available SIF computation procedures,
these are the most efficient, while still being accurate enough. These procedures are relatively
easy to use, and for stationary crack cases the SIF results are obtained very quickly. Unlike with
FE analyses, as it usually takes hours or days just to construct the analysis model. Obviously,
for cases with complex geometry, three-dimensional FE analyses are often the only possible
way to obtain the needed SIF solution.

For PFM based analyses applying MCS, these SIF computation procedures quickly become too
laborious and time consuming to use. This is because at least several thousands computed crack
growth realisations for one analysis case are needed. Each such realisation is computed
incrementally, thus, to maintain the sufficient accuracy the SIF values over the crack front are
typically computed hundreds of times to obtain the needed crack growth curve.

3.2 Deterministic and probabilistic crack growth computation


procedures
Deterministic crack growth computations

Deterministic crack growth computations are most often done using weight/influence function
methods and handbook procedures. For components/structures with more complex geometry
and/or several different materials, FE analyses are usually used. For NPP components, the most
often considered degradation mechanisms driving the crack growth are SCC and FCG. They
come in different forms. For SCC, the crack propagation can be intergranular (IGSCC) or
transgranular (TGSCC), and on the other hand accelerated by specific environments, such as
primary water (PWSCC) and irradiation accelerated (IASCC). For FCG, the crack propagation
can be caused by cycling of mechanical or thermal loads, as well as by their combination, and
in terms of cycling rate, there is low-cycle and high-cycle loading.
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To model SCC, the rate equation [18] is used most often. Therein, the parameter driving the
crack growth is KI. The popularity of using this equation for NPP components is mainly due to
the available data for the material, temperature and environment specific constants. The SCC
rate equation for the crack tip is given as [18]:

da
C SCC K InSCC (3.2-1)
dt

where:
a is crack depth, in mm,
t is time, in years, whereas
CSCC and nSCC are the material, temperature and environment specific constants, with CSCC
in (mm/year)/[(MPa m)nSCC] and nSCC being dimensionless.

Usually this equation is applied incrementally over a small enough time increment. Thus, da
becomes ai-ai-1 = a, and dt becomes ti-ti-1 = t. The rate equation can be applied also to other
points in the crack front than the crack tip. Then the direction of the crack growth is taken as
the normal to the tangent of the crack front curve at the point in question. The ending criterion
of the computation is that the crack depth reaches some pre-defined value or the opposite
surface of the component wall.

To model FCG, the Paris-Erdogan equation [19] is used most often. Therein, the parameter
driving the crack growth is the range of KI, i.e. KI = KI,max-KI,min., where KI,max is the maximum
KI value and KI,min is the minimum KI value, respectively. The popularity of using this equation
for NPP components is mainly due to the available data for the material, temperature and
environment specific constants. The FCG rate equation for the crack tip is given as [19]:

da
C FCG K InFCG (3.2-2)
dN

where:
N is the number of load cycles, dimensionless, whereas
CFCG and nFCG are the material, temperature and environment specific constants, with CFCG
in (mm/load cycle)/[(MPa m)nFCG] and nFCG being dimensionless.

Obviously, the load cycles occur as a function time, which information gives the rate and
duration of the load cycling sequence. Usually this equation is applied incrementally over one
load cycle. Thus, da becomes again a, and dN becomes 1. If necessary to speed up the
computation, dN can be also several load cycles. This approach is called load cycle lumping,
and it is to be taken into account accordingly in the value of CFCG. The Paris-Erdogan equation
can be applied also to other points in the crack front than the crack tip. Then, the direction of
the crack growth is taken as the normal to the tangent of the crack front curve at the point in
question. The ending criterion of the computation is, again, that the crack depth reaches some
pre-defined value or the opposite surface of the component wall.

Probabilistic crack growth computations

As mentioned earlier, in the PFM based analyses applying MCS at least several thousands of
crack growth realisations are computed for each analysis case. In such probabilistic crack
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growth computations, one or more of the input data parameters are considered as having a
probabilistic distribution. The values for these input data parameters are then picked at random
from the respective distributions for each crack growth realisation.

Commonly applied distribution functions in probabilistic analyses include [20]:


exponential,
normal,
log-normal,
Poisson,
Weibull,
Gamma,
Gumbel, and
linear.

Typical distributed initial data parameters in the PFM analyses are the depth and length of the
initial crack size. This issue is described in more detail in Chapter 3.3. Other PFM input data
parameters with distributed characteristics include crack growth equation parameters, fracture
toughness, and load cycling rate. To achieve sufficient accuracy, the number of the needed
crack growth realisations, i.e. simulations, increases exponentially with the number of input
data parameters taken as distributed.

By applying MCS the probability of failure, Pf [-], is computed as [21]:

Nf
Pf (3.2-3)
Ns

where:
Nf is the number of the failed simulations, dimensionless, and
Ns is the size of the sample, dimensionless.

Here Ns is the number of the crack growth simulations. The inaccuracy of a MCS result can be
evaluated with the following simple equation [22]:

1 Pf
inaccuracy [%] 200 (3.2-4)
N s Pf

The reliability of this formula is 95 %, which means that the probability for the inaccuracy of
the MCS result being less than the value given by equation (3.2-4) is 95 %. The failure state
can be chosen as appropriate for the case in question, e.g. for NPP pipe components it can be
leak (crack has just grown through wall) or break (plastic collapse or total/guillotine break).

The main drawback with this plain MCS is the computational effort involved [23]. This problem
is emphasized when it is attempted to assess such probabilities that, based on the underlying
data, are known to be relatively small, such as pipe breaks. A variety of techniques have been
developed to reduce the number of samples required. One recommendable such technique for
PFM analysis purposes is Latin Hypercube simulation (LHS). This technique is based on
stratified sampling of probability distributions. The approach is to divide each distribution into
Ns equal probability intervals, where Ns is here the number of simulations. For each simulation
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run, one parameter value is selected from each distribution, each region being selected only
once.

VTT is using for Pf computations the discrete time Markov procedure, see VTT Research Notes
2382 [24]. This procedure, which has also been developed further by VTT, divides the crack
growth realisations into a discrete number of so called degradation states. The Pf computations
are carried out using degradation potential and inspection matrices, the latter corresponding to
the effect of yearly inspections. The Markov procedure allows efficient computation process
applying LHS, as well as practical incorporation of the effect of inspections. For NPP piping
components, the probability of detection (POD) of crack like flaws is typically expressed with
POD functions, that are often material type and degradation mechanism specific. It is assumed,
that when a crack is detected in inspections, the pipe component in question is either repaired
or replaced. Which returns it to the intact state. For POD functions applicable to NPP piping
components, see e.g. the report on the PFM code WinPRAISE [25], report NUREG/CR-3869
[26] and SKI Report 2005:03 [27]. However, it would be beyond the scope of this study to go
further in this issue.

The Markov procedure applied by VTT for the degradation potential analyses of NPP piping
components is summarised as follows [24]:
1. Construction of degradation matrix transition probabilities from crack growth simulation
results and database analysis of crack initiation frequencies.
2. Model for inspection quality, as based on applicable POD functions, which are in turn used
to construct inspection matrix transition probabilities.
3. Markov model to calculate pipe leak/break probabilities for chosen inspection programs,
including the case of no inspections.
4. Writing the time or load cycle dependent leak/break probability results to a separate file.

3.3 Distributions for initial crack sizes


To be able to carry out deterministic or probabilistic crack growth analyses, part of the
necessary input data are estimates of the initial crack sizes. Probabilistic distributions for initial
crack sizes, the issue here, are used in the PFM and MCS based crack growth simulations. These
distributions are typically expressed with commonly used distribution functions, see Chapter
3.2 for those. The values for the initial crack depth and length are picked at random from the
respective distributions for each crack growth simulation.

As the data in the NPP component degradation databases concern only grown cracks, the sizes
of the initial cracks have to be assessed recursively. This is not a straightforward task, and
consequently, there are not many applicable estimates available for initial crack sizes. Some
selected probabilistic distributions for sizes of initial cracks in NPP pipe components are
presented in the following.

Initial cracks caused by manufacturing

Khaleel and Simonen [28] have developed distributions for the sizes of the manufacturing
induced cracks in NPP piping components of stainless steel. They were determined as
circumferentially orientated semi-elliptical cracks opening to inner surface. Log-normal
distribution is used for the crack depth, denoted as fx(x) [-], with associated tabulated parameter
data given in ref. [28]. This log-normal distribution equation is:
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2
1 ln x y
fx x exp 2 (3.3-1a)
2 yx
2 y

and:

~
y ln X (3.1-1b)

where:
x is the variable of interest, in mm,
y is shape parameter, dimensionless,
y is scale parameter, in mm, and
~
X is the median of x, in mm.

Exponential distribution is used for the crack length, by giving it as crack aspect ratio, [-].
Then, = c/a, where:
c is half of the crack length, in mm, and
a is the crack depth, in mm.

The probability distribution for , f0( ) [-], is given as [28]:

0, 1
2
f0 C 1 ln , 1 (3.3-2)
12
exp
2 2 2 m

where the values for these dimensionless parameters are:


= 0.5382,
C = 1.419, and
m = 1.136.

This aspect ratio distribution is assumed to be independent of the flaw depth. A common
distribution is used for all pipe sizes addressed in the computations.

SCC induced initial cracks according to WinPRAISE code

The depth and length of SCC induced initial cracks according to the PFM code WinPRAISE
[25] are presented in the following. These initial cracks are determined as circumferentially
orientated semi-elliptical cracks opening to inner surface. The length of the initial cracks is
determined as log-normally distributed, with a median value of 1/8 inches (3.175 mm) and a
shape parameter value of 0.85, whereas the depth of the initial cracks is determined as 0.001
inches (0.0254 mm).

SCC induced initial cracks according to NURBIT code

The depth and length of the SCC induced initial cracks according to PFM code NURBIT [29,30]
are presented in the following. They are circumferentially orientated cracks breaking to inner
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surface. The depth of the initiated cracks is taken to be 1.0 mm. The probability density function
for the initial crack length, fal(l0), was estimated from a total of 98 IGSCC cases in Swedish
stainless steel girth welds in straight pipes, as collected from their nine boiling water reactor
(BWR) units. In most cases, IGSCC was confirmed by metallographic evaluations.

A correction was made for the observed crack lengths in order to obtain the initial crack lengths
by subtracting an amount of crack growth at each crack tip equal to the observed crack depth.
This procedure was motivated by the observation that once the crack has been initiated the
absolute crack growth in the depth and length direction is of the same order. The following
truncated exponential distribution for fal(l0) [1/mm] was fitted to this sample:

l0 1
f al exp 1 e H 2 Ri l0 (3.3-3)
2 Ri 2 Ri

where:
is a fitted model parameter, dimensionless,
l0 is initial crack length,
Ri is inner radius of pipe cross-section, in mm, and
H is the Heaviside step function, dimensionless.

The last two factors in equation (3.3-3) are due to the truncation. The parameter was chosen
with 0 equal to 9.380 so that the mean values of the observed and fitted distributions coincided.
This corresponds to a mean value for 1/ 0 of 10.66 % of the inner pipe circumference.

3.4 Latin hypercube simulation


Models that contain a large number of parameters can be difficult to analyse by using MCS
methods. The difficulty arises in trying to obtain a representative sample of parameter values
from their distributions. Having a large number of parameters requires a large number of Monte
Carlo simulations to produce defensible results. One approach to obtaining a representative set
of model output data is to use Latin hypercube simulation (LHS) to obtain a representative set
of input samples to evaluate using the model.

LHS is based on stratified sampling of probability distributions. The approach is to divide each
distribution into n intervals of equal probability. In the simulations, one point from each interval
is sampled, so that the interval specific location is chosen randomly. Thus, if each distribution
is divided into two parts and there are p parameters, there will be 2 to the power of p sampling
intervals. When a random approach is used for selection, then the order of intervals from which
the points are sampled is also selected randomly [32]. An alternative is to use the median of
each interval in the analysis [33].

LHS generally gives better results in calculating the tails of a probabilistic distribution and
requires fewer simulations relative to plain MCS [33].

Ding et al. [34] have applied LHS for the calculation of the fracture probabilities of NPP
components. Their application is useful from the viewpoint of this study. As a starting point,
the probabilistic variables in the work equation can have values between 0 and 1. Then, the
region between 0 and 1 is divided uniformly into N non-overlapping intervals for each
probabilistic random variable, where N is the number of random numbers that needs to be
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generated for each random variable, i.e., the number of the simulations. The N non-overlapping
intervals are selected to be of the same probability of occurrence. Then, N different values in
the N non-overlapping intervals are selected randomly for each probabilistic random variable,
i.e., one value per interval is generated. This constrained sampling scheme leads to accurate
results with considerably smaller number of simulations than with the MCS.

Thus, when applying LHS the distribution functions for initial crack sizes described in Section
3.3 need to be discretized to regions having the same probability. Let us consider a two
dimensional (2D) space spanned by the depth and length of the initial crack sizes. For a set of
initial crack size distributions this space needs to divided into a number of non-overlapping
rectangles that amass equal probability.
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4 Developed probabilistic procedure for crack growth


analyses
The developed efficient probabilistic procedure for crack growth analyses applies interpolation
between a set of case specifically computed crack growth simulations. This development is
mainly provided by the author from Teollisuuden Voima Oyj (TVO), and to a lesser extent by
the author from VTT.

The crack growth simulations should cover all input data parameters considered as
probabilistically distributed. The ones considered here are the depth and length of the initial
cracks. They are considered simultaneously here with a relatively small number of crack growth
simulations, covering the range of validity of the given underlying probabilistic distributions.

Then, it is checked for each crack growth simulation that at which point the corresponding SIF
value equals the material and degradation mechanism specific threshold value. These values
describe such a curve under which no crack growth takes place.

After that, the majority of the crack growth simulations, or rather realisations, are obtained by
interpolation. This is based on the initial crack sizes, as picked randomly from the respective
probabilistic distributions. It is checked between which two actually simulated crack growth
curves the randomly picked initial crack size is located. The crack growth curve is then
interpolated by keeping the relative distance from the two nearest simulated curves the same as
that for the initial crack size.

The obtained results are used for the degradation state probability computations with the
Markov application, up to the failure state, corresponding to pipe leak or break. More input data
parameters can be considered distributed too, and they would be treated correspondingly in the
analyses. Compared to any existing Monte Carlo procedure, involving at least several thousands
of crack growth simulations applying fracture mechanics, the needed computational work using
simple interpolation is much smaller. The number of the needed actual crack growth simulations
is less than 1 % of that needed with any Monte Carlo procedure.

The steps of the interpolation based probabilistic procedure for the crack growth analyses are
described in detail in the following. A flow chart of the procedure is presented at the end of this
section, see Figure 4.1-2. A computational example concerning the interpolation part of the
procedure is presented in Appendix 2.

Step 1: Computation of a set of crack growth simulations

Check the scope of the probabilistic distributions for depth and length of initial crack.
To allow applying LHS, select the number of intervals, nLHS, to consider both the initial
crack depth and length, it should be at least 40.
Divide the 2D space spanned by the initial crack depth and length into nLHS×nLHS = NLHS
rectangles having the same probability.
Select values from both distributions:
o Choose the number of grid points for the initial depth and length values, denoted as
NGRID. For the initial depth values the length coordinate is 1 %, and for the initial
length values the depth coordinate is 1 %, respectively.
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o Recommendation 1: Take 1, 10, 20, 30, 40, 50, 60, 70, 80, 90 and 99 % points. This
results with NGRID = 11+11-1 = 21 cases to be simulated, see Figure 4.1-1 for
illustration.
o Recommendation 2: Take 1, 5, 10, 15, 20, 25, 30, 35, 40, 45, 50, 55, 60, 65, 70, 75,
80, 85, 90, 95 and 99 % points. This results with NGRID = 21+21-1 = 41 cases to be
simulated.
For the given pipe geometry, material properties, loads and degradation mechanism
equation, perform fracture mechanics based deterministic crack growth simulations for the
NGRID cases, and save the results.

Step 2: Computation of the crack size curve corresponding to the SIF threshold

Check for each of the NGRID crack growth simulations at which point the corresponding SIF
value equals the material and degradation mechanism specific threshold value, which data
is saved.
These data points are connected with straight lines to describe such a curve under which no
crack growth takes place, see Figure 4.1-1 for illustration of Recommendation 1.

a [mm]
10,1
10,0

9,1
9,0
ai+1(tl), ci+1(tl)

3,0 3,1

ak(tl), ck(tl)

2,0 2,1
L2 ai (tl), ci(tl)

L1
1,0 1,1

1,2
1,3 1,9
1,10
0,0 0,1 0,2 0,3 … 0,9
0,10

c [mm]
Figure 4.1-1. Illustration of a crack growth analysis set-up, with two simulation curves shown
with continuous lines and one crack growth realisation with a dashed curve.
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Step 3: Computation of crack growth realisations by interpolation

For increased computational efficiency, LHS is used, as based on ref. [34]. However, a more
straightforward modification of the procedure is applied here.
For each crack growth realisation:
o Pick at random values from the probabilistic distributions for depth and length of
initial crack, one value from each.
o Check is the initial crack size below the crack size curve corresponding to SIF
threshold or matching it, and if it is, the crack does not grow, and if it is above the
curve, continue as follows.
o Check between which two already computed crack growth simulations the initial
crack falls, see Figure 4.1-1, where a is crack depth and c is half of crack length l.
o Check inside which of the NLHS rectangles the initial crack falls. These rectangles
are denoted as LHSl,m, where l, m = 1, 2, 3, …, nLHS.
o When the initial crack has fallen to such a rectangle for which a crack growth
realisation has already been computed, it is taken to equal the existing one, i.e. in
this case no computations are made.
o When the initial crack has fallen to such a rectangle for which a crack growth
realisation has not been computed, interpolate the crack growth realisations based
on the two crack growth simulations by using equations (4.1-1a), (4.1-1b), (4.1-2a)
and (4.1-2b).
o When all of the NLHS rectangles have been tried at least once, the computation is
stopped. The number of computed realisations is denoted as NCGR. The minimum
value for NCGR is 5000.
o Save the results.
For the crack growth realisation example presented in Figure 4.1-1, the following
discretized time dependent equations for the crack depth, ak(tl), and half-length, ck(tl), are
derived:

L1a
a k tl ai tl ai 1 tl ai tl (4.1-1a)
L1a L 2a

L1c
ck tl ci t l ci 1 tl ci t l (4.1-1b)
L1c L 2c

where:
o sub-index i is for the simulated crack growth curves, with i = 1 for the curve nearest
to the c axis, see Figure 4.1-1,
o for the crack growth realisation number k the discretized time tl runs as tl = t0, t1, t2,
…, tend., whereas L1a, L2a, L1c and L2c are obtained with equations (4.1-2a) to
(4.1-2f) below.
Special case 1: When L1a = L2a = 0 and L1c & L2c 0, the equation for ak(tl) becomes:

L1c
a k tl ai tl ai 1 tl ai tl (4.1-1c)
L1c L2c

Special case 2: When L1a & L2a 0 and L1c = L2c = 0, the equation for ck(tl) becomes:
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L1a
ck tl ci tl ci 1 tl ci t l (4.1-1d)
L1a L 2a

Note, that tl can be replaced with the number of load cycles, Nl, when necessary, where Nl
= N0, N1, N2, …, Nend.
The lengths L1 and L2 correspond to the minimum distances from the initial crack size ak(t0)
& ck(t0) to the two simulated crack growth curves between which it is located, see Figure
4.1-1.
To obtain L1, find such (ai(tl), ci(tl)) that:

2 2 12
L1 min ai tl a k t0 ci t l ck t0 (4.1-2a)

The obtained minimizing coordinate values are denoted as (ai(tl)min, ci(tl)min).


To obtain L2, find such (ai+1(tl), ci+1(tl)) that:

2 2 12
L2 min ai 1 tl a k t0 ci 1 tl ck t0 (4.1-2b)

The obtained minimizing coordinate values are denoted as (ai+1(tl)min, ci+1(tl)min).


Now, L1a, L2a, L1c and L2c are obtained as follows:

L1a ai t l min
ak t0 (4.1-2c)

L1c ci tl min
ck t 0 (4.1-2d)

L2 a ai 1 t l min
a k t0 (4.1-2e)

L2 c ci 1 tl min
ck t 0 (4.1-2f)

Note, that the two simulations typically grow to leak/break state after different times. This
is to be taken into account in the computations by letting the stopped simulation to have the
end state crack dimensions until the crack growth realisation computation stops to the
leak/break state.

Step 4: Degradation state probability computations with the Markov application

Do the Markov analysis run using as input data the crack growth realisations computed in
Step 3.
Save the obtained time or load cycle dependent degradation propagation and leak/break
probability results.
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Start

Step 1: Computation of a set of crack growth simulations

Check the scope of the probabilistic distributions for depth and length of initial crack.
To allow applying LHS, select the number of intervals, nLHS, to consider both the initial
crack depth and length, it should be at least 40.
Divide the 2D space spanned by the initial crack depth and length into nLHS×nLHS = NLHS
rectangles having the same probability.

Choose the number of grid points for the initial depth and length values, NGRID. For the
initial depth values the length coordinate is 1 %, and for the initial length values the depth
coordinate is 1 %, respectively.
o Recommendation 1: Take 1, 10, 20, 30, 40, 50, 60, 70, 80, 90 and 99 % points. This
results with NGRID = 11+11-1 = 21 cases to be simulated.
o Recommendation 2: Take 1, 5, 10, 15, 20, 25, 30, 35, 40, 45, 50, 55, 60, 65, 70, 75,
80, 85, 90, 95 and 99 % points. This results with NGRID = 21+21-1 = 41 cases to be
simulated.

For the given pipe geometry, material properties, loads and degradation mechanism
equation, perform fracture mechanics based deterministic crack growth simulations for the
NGRID cases, and save the results.
Save the results.

Step 2: Computation of the crack size curve corresponding to SIF threshold

Check for each of the NGRID crack growth simulations that at which point the corresponding
SIF value equals the material and degradation mechanism specific threshold value.
Save the resulting data.

Connect these threshold points with straight lines to describe such a curve under which no
crack growth takes place.

Figure 4.1-2. A flow chart of the steps of the interpolation based probabilistic procedure for
crack growth analyses.
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Step 3: Computation of crack growth realisations by interpolation

For interpolations N1 to NTOT

Pick at random values from the probabilistic distributions for depth and length of initial crack

Initial crack size >


threshold crack size
no curve ? yes

Computation process stops Check between which two already


computed crack growth simulations the
initial crack falls
Save the result

Check inside which of the NLHS rectangles the initial crack falls. These rectangles are denoted as
LHSl,m, where l, m = 1, 2, 3, …, nLHS.

When the initial crack has fallen to such a rectangle for which a crack growth realisation has
already been computed, it is taken to equal the existing one, i.e. no computations are made.

When the initial crack has fallen to such a rectangle for which a crack growth realisation has
not been computed, interpolate the crack growth realisations based on the two mentioned
crack growth simulations, by using equations (4.1-1a), (4.1-1b), (4.1-2a) to (4.1-2f).
Save the results.

When all of the NLHS rectangles have been tried at least once, the computation is stopped.
The minimum value for the number of computed realisations, NCGR, is 5000.

yes Nk NTOT ?

no

Step 4: Degradation state probability computations with the Markov application

Do the Markov analysis run using as input data the results from Step 3.
Save the degradation propagation and leak/break probability results.

End

Figure 4.1-2. Continued from the previous page.


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5 Summary and conclusions


This study concerns development of a new efficient probabilistic procedure for crack growth
analyses. The main target for it is PFM based crack growth simulations, which involve applying
MCS. To achieve sufficient accuracy, the number of computed crack growth simulations needs
to be at least several thousands for one analysed location, e.g. pipe cross-section. With
commonly applied weight and influence function methods such an analysis can take hours. For
doing analyses for a NPP piping system with hundreds of locations/welds to be analysed, this
is way too long. This motivated the development of a more efficient but still accurate crack
growth analysis procedure.

To provide the relevant starting points, the theoretical background is described first. This
includes:
weight/influence function methods and handbook solutions,
deterministic and probabilistic crack growth computation procedures, together with
describing the modelling of two degradation mechanisms relevant for NPP piping, namely
SCC and FCG, as well as
distribution models for initial crack sizes.

The developed efficient probabilistic procedure for crack growth analyses applies interpolation
between a large enough representative set of case specifically computed crack growth
simulations. These simulations are to cover all input data parameters considered as
probabilistically distributed. Here they are the depth and length of initial cracks. To consider
both of them simultaneously, it is sufficient to compute altogether at maximum approximately
40 crack growth simulations. The interpolation is based on the initial crack sizes, as picked
randomly from the respective probabilistic distributions. It is checked between which two
actually simulated crack growth curves the randomly picked initial crack size is located. The
crack growth curve is then interpolated by keeping the relative distance from the two nearest
simulated curves the same as that for the initial crack size.

The obtained results are used for degradation state probability computations applying the
discrete time Markov procedure, up to the failure state, corresponding to pipe leak or break.

In VTT, the crack growth simulations are done with probabilistic VTTBESIT code, whereas
the Markov computations are carried out with a special application, see ref. [24] for more details
on these analysis tools.

Two additional alternative efficient probabilistic procedures for crack growth analyses were
developed too. They are presented in Appendix 1.

The purpose is to program in VTT the developed more efficient probabilistic procedures for
crack growth analyses in the near future. This will include the demonstration of its applicability
and accuracy. It is expected that, once programmed, the application of the procedure in
probabilistic NPP piping component leak/break analyses is much more efficient than using
solely the weight/influence function method based solutions.
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Appendix 1: Alternative efficient probabilistic procedures for crack


growth analyses
The developed two alternative efficient probabilistic procedures for crack growth analyses are
described in the following. The first one of them applies interpolation between a large enough
representative set of case specifically computed crack growth simulations. The second one is
based on picking the nearest crack growth simulation. These developments are provided by the
author from VTT.

These simulations should cover all input data parameters considered as probabilistically
distributed. Typical examples of such parameters are the depth and length of initial cracks. To
consider both of them simultaneously, it is sufficient to compute altogether less than 150 crack
growth simulations, covering the range of validity of the given underlying probabilistic
distributions. Then, the majority of the crack growth simulations, or rather realisations, are
obtained by interpolating between the results from the actual simulations.

The interpolation is based on the initial crack sizes, as picked randomly from the respective
probabilistic distributions. In alternative procedure 1 it is checked between which four actually
simulated crack growth curves the randomly picked initial crack size is located. The crack
growth curve is then interpolated by keeping the relative distance from the four nearest
simulated curves the same as that for the initial crack size.

The obtained results are used for degradation state probability computations with the Markov
application, up to the failure state, corresponding to pipe leak or break. More input data
parameters can be considered distributed too, and they would be treated correspondingly in the
analyses. Compared to any existing Monte Carlo procedure, involving at least several thousands
of crack growth simulations applying fracture mechanics, the needed computational work using
simple interpolation is much smaller. The number of needed actual crack growth simulations is
less than 10 % that needed with any Monte Carlo procedure. The accuracy of the new procedure
is very good too.

The two procedures are described in more detail in the following. They concern computations
for one crack analysis case at a time. The input data parameters considered as probabilistically
distributed are the depth and length of the initial crack.

The alternative procedure 2 is more simple than the interpolation procedure based alternative
procedure 1. As it is also to some extent less accurate, its usage requires a larger amount of
crack growth realisations. This procedure is described after the alternative procedure 1.

A1.1 Procedure based on interpolation


The steps of the interpolation based alternative probabilistic procedure 1 for crack growth
analyses are described in detail in the following.
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Step 1: Computation of a large enough representative set of crack growth simulations

Check the scope of the probabilistic distributions for depth and length of initial crack.
Select values from both distributions at 1, 10, 20, 30, 40, 50, 60, 70, 80, 90 and 99 % points,
and make all possible combinations, which results with 11×11 = 121 cases.
Check for all initial cracks is the corresponding SIF value less than or matching the material
and degradation mechanism specific threshold value. No simulations are carried out for the
initial crack cases with SIF value below the threshold value or matching it. However, these
cases are included in the further analyses by having them keep the initial crack size through
the considered time span.
For the given pipe geometry, material properties, loads and degradation mechanism
equation, perform fracture mechanics based deterministic crack growth simulations for the
121 cases, and save the results. For some illustrative examples of the crack growth
simulations, see the five continuous curves in Figure A1.1-1.

a [mm]

10,0 10,1 10,2 10,3 10,9 10,10


9,0 9,1 9,2 9,3 9,9 9,10

… … … … …
3,0 3,1 3,2 3,3 3,9 3,10


2,0 2,1 2,2 2,3 2,9 2,10


1,0 1,1 1,2 1,3 1,9 1,10

… X

0,0 0,1 0,2 0,3 0,9 0,10

c [mm]

Figure A1.1-1a. Illustration of a representative set of crack growth simulations, with some
simulation curves shown with continuous lines, and the set-up for one crack growth realisation
with a dashed curve. For more details of the set-up, see Figure A1.1-1b.
RESEARCH REPORT VTT-R-04910-17
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a [mm]

… …

1,9 L4c L1c 1,10



L4 L1a
L4a L1
X

L3a L3 L2 L2a


0,9 L3c L2c 0,10

c [mm]

Figure A1.1-1b. Detail of the set-up for one crack growth realisation.

Step 2: Computation of crack growth realisations by interpolation

To allow applying LHS, select the number of intervals, nLHS, to consider both the initial
crack depth and length, it should be at least 40.
Divide the 2D space spanned by the initial crack depth and length into nLHS×nLHS = NLHS
rectangles having the same probability.
For each crack growth realisation:
o Pick at random values from the probabilistic distributions for depth and length of
initial crack.
o Check is the SIF value of the initial crack size less or matching the material and
degradation mechanism specific threshold value, and if it is, the crack does not grow,
and if it is higher than the threshold value, continue as follows.
o Check between which four already computed crack growth simulations the initial
crack falls, see Figure A1.1-1, where a is crack depth and c is half of crack length l.
o Check inside which of the NLHS rectangles the initial crack falls. These rectangles
are denoted as LHSl,m, where l, m = 1, 2, 3, …, nLHS.
o When the initial crack has fallen to such a rectangle for which a crack growth
realisation has already been computed, it is taken to equal the existing one, i.e. in
this case no computation is made.
o When the initial crack has fallen to such a rectangle for which a crack growth
realisation has not been computed, interpolate the crack growth realisation based on
RESEARCH REPORT VTT-R-04910-17
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the four crack growth simulations by using equations (A1.1-2a) to (A1.1-2f) and
(A1.1-1g).
o When all of the NLHS rectangles have been tried at least once, the computation is
stopped. The number of computed realisations is denoted as NCGR. The minimum
value for NCGR is 5000.
o Save the results.
For the crack growth realisation example presented in Figure A1.1-1, the following time
dependent equations for the crack depth, ak(tl), and half-length, ck(tl), can be derived:

L1a L 2a L3a L4a


a k tl a1,10 tl a0,10 tl a0 , 9 tl a1, 9 tl (A1.1-1a)
La La La La

L1c L 2c L3c L 4c
ck tl c1,10 tl c0 ,10 tl c0 , 9 t l c1,9 tl (A1.1-1b)
Lc Lc Lc Lc

where for crack growth realisation number k the discretized time tl runs as tl = t0, t1, t2, …,
tend, whereas the sub-indexes for a and c in the right side of the equation correspond to the
four points shown in Figure A1.1-1b.
Note, that tl can be replaced with the number of load cycles, Nl, when necessary, where Nl
= N0, N1, N2, …, Nend.
For the example of Figure A1.1-1, the equations for the length parameters L1a to L4a, L1c
to L4c, as well as La and Lc are:

L1a a1,10 t0 a k t0 (A1.1-2a)

L2 a a0,10 t0 ak t0 (A1.1-2b)

L3a a 0 ,9 t 0 a k t0 (A1.1-2c)

L 4a a1,9 t0 a k t0 (A1.1-2d)

L1c c1,10 t0 ck t 0 (A1.1-2e)

L2 c c0 ,10 t0 ck t0 (A1.1-2f)

L3c c0 , 9 t 0 ck t 0 (A1.1-2g)

L 4c c1,9 t0 ck t 0 (A1.1-2h)

La L1a L 2a L3a L 4a (A1.1-2i)

Lc L1c L 2c L3c L4 c (A1.1-2j)

The general equations for ak(tl) and ck(tl) are derived next. By denoting the row number as
i and the column number as j, with both running as 0, 1, 2, 3, …, 10, equations (A1.1-1a)
and (A1.1-1b) are written in general form for the crack growth realisations as:
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L1a L2 a L3a L 4a
a k tl ai 1, j 1 tl ai , j 1 tl ai , j tl ai 1, j tl (A1.1-3a)
La La La La

L1c L2 c L3c L 4c
ck tl ci 1, j 1 tl ci , j 1 t l ci , j tl ci 1, j tl (A1.1-3b)
Lc Lc Lc Lc

where the general equations for the length parameters L1a to L4a and L1c to L4c now
become:

L1a ai 1, j 1 tl a k tl (A1.1-4a)

L2 a ai , j 1 tl a k tl (A1.1-4b)

L3a ai , j tl ak tl (A1.1-4c)

L4 a ai 1, j tl a k tl (A1.1-4d)

L1c ci 1, j 1 tl c k tl (A1.1-4e)

L2 c ci , j 1 tl ck t l (A1.1-4f)

L3c ci , j t l c k tl (A1.1-4g)

L4 c ci 1, j tl ck t l (A1.1-4h)

whereas La and Lc are still computed with equation (A1.1-2i) and (A1.1-2j).
Note, that the four simulations typically grow to leak/break state after different times. This
is to be taken into account in the computations by letting the stopped simulations to have
the end state crack dimensions until the crack growth realisation computation stops to the
leak/break state.
For each crack growth realisation the set-up configuration of L1 to L4 and their projections
to a and c axes are the same, i.e. L1 corresponds to the straight distance from the randomly
picked initial crack size to the simulation nearest at the top right side of it, L2 corresponds
to the straight distance to the simulation nearest at the bottom right side of it, L3 corresponds
to the straight distance to the simulation nearest at the bottom left side of it, and L4
corresponds to the straight distance to the simulation nearest at the top left side of it.

Step 3: Degradation state probability computations with the Markov application

Do the Markov analysis run using as input data the crack growth realisations computed in
Step 2.
Save the obtained time or load cycle dependent degradation propagation and leak/break
probability results.
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A1.2 Procedure based on picking the nearest simulation

The steps of the alternative probabilistic procedure 2 for crack growth analyses are described
in detail in the following. The procedure is based on picking the nearest simulation.

Step 1: Computation of a large enough representative set of crack growth simulations

This step is the same as Step 1 in Section A1.1.

Step 2: Assessing crack growth realisations by picking the nearest simulation

For each crack growth realisation:


o Pick at random values from the probabilistic distributions for depth and length of
initial crack.
o Check in terms of initial crack depth and length that between which four already
computed crack growth simulations the values fall, see Figure A1.1-1.
o Compute the distances L1 to L4 from the initial crack location to the four mentioned
simulation starting points by using equations (A1.1-2c) to (A1.1-2f).
o Choose the crack growth realisation to be the nearest of these simulations, i.e. the
one with the minimum value of L1 to L4.
o When all of the NLHS rectangles have been tried at least once, the computation is
stopped. The minimum value for NCGR is 10000.
o Save the results.

Step 3: Degradation state probability computations with the Markov application

Do the Markov analysis run using as input data the crack growth realisations computed in
Step 2.
Save the obtained time or load cycle dependent degradation propagation and leak/break
probability results.
RESEARCH REPORT VTT-R-04910-17
36 (40)

Appendix 2: Computational example


In the following is presented a step by step computational example concerning the interpolation
part of the probabilistic procedure for the crack growth analyses. For a detailed description of
the procedure, see Section 4.

Step 1: Computation of a set of crack growth simulations

The initial crack size distributions are taken according to PFM code NURBIT [29,30], see
Section 3.3 for a more detailed description of these distributions. The depth of the initiated
cracks is 1.0 mm, whereas the initial crack length is given as an exponential probability
density function, see equation (3.3-3).
The initial crack lengths are considered at 1, 10, 20, 30, 40, 50, 60, 70, 80, 90 and 99 %
points, while the initial crack depth is kept at 1.0 mm. Thus is created a grid of points for
the initial depth and length values, see Table A2-1 for this data.
To provide an example of the application of LHS, the selected number of intervals, nLHS,
for the initial crack lengths is 20, so that the probability amassed by each interval is equal.
For the computation of these intervals see equation (A2-1), whereas the resulting interval
data is presented in Table A2-2.
The selected pipe geometry is: outer diameter = 200 mm, wall thickness = 10 mm.
The selected pipe component base material is: austenitic stainless steel SA-376 TP304.
The necessary material properties, loads and stresses are presented in Tables A2-3 to A2-5.
The considered environment is BWR primary circuit under normal water chemistry (NWC),
as corresponding to the conditions in units OL1 and OL2 of TVO.
The considered degradation mechanism is SCC. The propagation of SCC is computed with
equation (3.2-1), using the deterministic version of the VTTBESIT code and best estimate
values from ref. [31] for the material, temperature and environment specific constants CSCC
and nSCC.
The considered location of the initial crack is the heat affected zone (HAZ) of the pipe butt
weld.
The KI threshold for the onset of SCC in sensitized austenitic stainless steel is according to
refs. [35,36] 8.0 MPa m.
The considered loads correspond to 100 % normal BWR operation with locally confined
welding residual stresses (WRSs).
All results are saved.

Table A2-1. The depth, a0, and half-length, c0, of initial cracks at 1, 10, 20, 30, 40, 50, 60, 70,
80, 90 and 99 % points of the initial crack size distributions according to NURBIT [29,30].
location = 1 % 10 % 20 % 30 % 40 % 50 % 60 % 70 % 80 % 90 % 99 %
a0 [mm] = 1.0 1.0 1.0 1.0 1.0 1.0 1.0 1.0 1.0 1.0 1.0
c0 [mm] = 2.8 28.3 56.5 84.8 113.1 141.4 169.6 197.9 226.2 254.5 279.9

For application of LHS, the equation derived for the computation of the start and end points of
the 20 intervals, Xm [mm], for the initial crack lengths so that the probability amassed by each
interval is equal, is as follows:
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B
Xm log e exp BX m 1 B (A2-1)
20 A

with:

l0 l0
A 1 e and B
2 Ri 2 Ri

where:
each interval is spanned by points Xm and Xm-1, with m = 0, 1, 2, …, 20, and
the physical meanings of , l0, Ri and H are explained in the connection of equation (3.3-3).

Table A2-2. The computed locations of the 20 intervals for the initial crack lengths, so that the
probability amassed by each interval is equal.
No. = 0 1 2 3 4 5 6 7 8 9 10
location [mm] = 0.0 1.5 3.2 4.9 6.7 8.7 10.8 13.0 15.4 18.0 20.9
No. = 11 12 13 14 15 16 17 18 19 20
location [mm] = 24.1 27.6 31.6 36.3 41.8 48.5 57.2 69.4 90.3 282.7

Table A2-3. The necessary material properties of austenitic stainless steel SA-376 TP304, as
taken from Section II [37] of the ASME code.
temperature [°C] 20 300
yield strength [MPa] 207 129
tensile strength [MPa] 517 437
Young’s modulus [GPa] 195 176

Table A2-4. The process loads that the examined pipe component is exposed to under 100 %
normal operation, from TVO ref. [38].
Load Value
temperature [°C] 286
pressure [MPa] 7.0

Table A2-5. The stresses experienced by the examined pipe component. The axial membrane
stress is computed with an analytical equation, whereas the WRSs are taken from FFS guideline
recommendations, see the associated refs. in the table. The through-wall distribution of the
WRSs is linear.
Stress component Value Ref.
membrane from pressure [MPa] 30 [38]
axial WRS at inner surface [MPa] 173 [39]
axial WRS at outer surface [MPa] -173 [39]
Total stress at inner surface [MPa] 203
Total stress at outer surface [MPa] -143
RESEARCH REPORT VTT-R-04910-17
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Step 2: Computation of the crack size curve corresponding to the SIF threshold

It was checked for each of the 11 crack growth simulations that at which point the
corresponding KI value equals the material and degradation mechanism specific threshold
value, which data is saved.
For all simulations the maximum KI value of the initial crack was more than 9.9 MPa m,
which exceeds the KI threshold value of 8.0 MPa m.
Thus, in this case it was not needed to construct a curve connecting the simulation result
points corresponding to KI threshold.

Step 3: Computation of crack growth realisations by interpolation

This step was largely omitted here, as for illustration only two crack growth realisations
were computed.
For the two crack growth realisations:
o Values from the probabilistic distributions for depth and length of initial crack were
picked. These are:
ak,0 = 1.0 mm, ck,0 = 18.09 mm,
ak+1,0 = 1.0 mm, ck+1,0 = 39.58 mm.
o It was checked between which two already computed crack growth simulations the
initial crack falls.
o The crack growth realisations were computed by interpolating between the two
neighbouring crack growth simulations by using equations (4.1-1a), (4.1-1b),
(4.1-2a) and (4.1-2b).
o The results were saved.

Step 4: Degradation state probability computations with the Markov application

This step was omitted here.

Results from the computational example

The results from the computational example consist of:


The crack growth simulation results starting from initial half-length points of 1, 10, 20, 30,
40, 50, 60, 70, 80, 90 and 99 %, while the initial crack depth is kept at 1.0 mm, see Figure
A2-1.
The two crack growth realisation results for the two computed cases, see Figures A2-2 to
A2-4.
All these results are shown in terms of crack depth as a function of crack half-length,
whereas for comparison some detailed results are shown also in terms of crack depth or
crack half-length as a function of time.
Note, that as the simulations grew to pipe leak state after different times, it was taken into
account in the crack growth realisation computations by letting the stopped simulations to
have the end state crack dimensions until the realisation computation stopped to the leak
state.
RESEARCH REPORT VTT-R-04910-17
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12.0

10.0
crack depth [mm]

8.0

6.0
a1, c1 a2, c2 a3, c3 a4, c4
4.0 a5, c5 a6, c6 a7, c7 a8, c8
a9, c9 a10, c10 a11, c11

2.0

0.0
0 50
100 150 200 250 300
crack half-length [mm]
Figure A2-1. The crack growth simulation results starting from initial half-length points of 1,
10, 20, 30, 40, 50, 60, 70, 80, 90 and 99 %, while the initial crack depth is 1.0 mm.

12.0
a1, c1

10.0 a2, c2
a3, c3
crack depth [mm]

8.0 ak, ck
ak+1, ck+1
6.0

4.0

2.0

0.0
0 20 40 60 80
crack half-length [mm]
Figure A2-2. Detail showing two crack growth realisations and three simulations. Therein,
realisation ak, ck has been interpolated according to simulations a1, c1 and a2, c2, whereas
realisation ak+1, ck+1 has been interpolated according to simulations a2, c2 and a3, c3,
respectively.
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12.0
a1, c1
10.0 a2, c2
a3, c3
crack depth [mm]

8.0 ak, ck
ak+1, ck+1
6.0

4.0

2.0

0.0
0100 50 150 200
time [year]
Figure A2-3. Detail showing the crack growth realisations and simulations of Figure A2-2 in
terms of crack depth as a function of time.

80
a1, c1
a2, c2
crack half-length [mm]

60 a3, c3
ak, ck
ak+1, ck+1
40

20

0
0 100 50 150 200
time [year]
Figure A2-4. Detail showing the crack growth realisations and simulations of Figure A2-2 in
terms of crack half-length as a function of time.

As can be seen from Figures A2-2 to A2-4, the computation of the crack growth realisations by
interpolation well describes the crack growth paths falling between the crack growth
simulations. As the interpolation equations are considerably simple, this method is
computationally very efficient. It can be argued that with the used initial crack size distributions
the smallest size was too large for the simulations, being: a0 = 1.0 mm, c0 = 2.83 mm. More
suitable values for the smallest initial crack half-length could be e.g. 0.5 or 0.1 % values,
corresponding to 1.41 or 0.28 mm, respectively. The maximum initial crack half-length could
be kept at 99 % value, or changed correspondingly to 99.5 or 99.9 % value, respectively.