Engineering Fracture Mechanics 161 (2016) 5562

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Engineering Fracture Mechanics

journal homepage: www.elsevier.com/locate/engfracmech

Numerically efficient modified RungeKutta solver for fatigue

crack growth analysis
Christian Amann a,, Kai Kadau b
a
b

Siemens AG Energy, 45473 Mlheim, Germany

Siemens Energy Inc., 5101 Westinghouse Boulevard, Charlotte, NC 28273, USA

a r t i c l e

i n f o

Article history:
Received 25 September 2013
Received in revised form 23 January 2015
Accepted 14 March 2016
Available online 15 April 2016
Keywords:
Fatigue crack growth
Conservative
RungeKutta
Overestimate crack size
Probabilistic
Fracture mechanics

a b s t r a c t
We present a modified RungeKutta algorithm which yields a conservative estimate of the
crack size for fatigue crack growth even for large integration step sizes. Conservative in this
context means to overestimate the crack size. Commonly used algorithms (e.g. Euler,
RungeKutta) usually underestimate the crack growth and only converge for small step
sizes to an accurate value. As the presented algorithm overestimates the crack growth even
for large and converges for small integration step sizes, it can be used for instance in
Monte-Carlo based probabilistic fracture mechanics simulations, which might be otherwise computational impractical.
2016 Elsevier Ltd. All rights reserved.

1. Introduction
In many constructional applications fatigue crack growth is the lifetime limiting mechanism of a component. The lifetime
of such components in many cases is estimated by the Mode I crack growth in cuboidal geometries [2,3,5,7,9]. An example
da
are usually characterized as a function f of the stress intensity range
geometry is given in Fig. 1. Mode I crack growth rates dN
DK. Assuming a power law for f, the well known Paris law (1) [6] is obtained.

da
f DK C DK m
dN

Here, a is the crack length, N is the number of cycles, DK is the stress intensity range and C and m are the Paris parameters.
The stress intensity range can be expressed as:

DK Dr

p
pa Ya

with Dr as stress range, and Ya as a geometry factor.

More complex expressions (e.g. FormanMettu equation [2]) or even measured interpolated data points can also be used
to describe the experimental measured crack growth rates.
In general it is not possible to find analytical solutions of (1) for the crack size. Hence solutions are obtained by numeric
integration schemes such as Euler, RungeKutta 2nd, 4th or higher order algorithms [1,4,10]. It can been shown that for
Corresponding author.
E-mail addresses: Christian.Amann@siemens.com (C. Amann), Kai.Kadau@siemens.com (K. Kadau).
http://dx.doi.org/10.1016/j.engfracmech.2016.03.021
0013-7944/ 2016 Elsevier Ltd. All rights reserved.

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C. Amann, K. Kadau / Engineering Fracture Mechanics 161 (2016) 5562

Nomenclature

Da
DK

r

da
dN

a
a0
ac rit
an
C
c
dN
K
m
N
Nm ax
p
q
Y

semiminor axis change (m) p

stress intensity range MPa m
integration error
relative integration error
crack growth rate
stress (MPa)
semiminor axis (m)
initial semiminor axis (m)
critical semiminor axis (m)
semiminor axis in the n-th iteration (m)
paris parameter
semimajor axis (m)
integration step size p
stress intensity MPa m
paris exponent
number of cycles
failure cycle number
convergence order
ratio of integration step size and failure cycle number
geometry factor

decreasing step size these schemes converge to the exact solution. Although it is possible to get an upper bound estimate of
the absolute error depending on the integration step size for these methods, no information about the sign of the error is
available.
For a single crack growth assessment this is of little concern as the calculation time is short even if a small integration
step size is used. However, if a large number of cracks has to be evaluated, for example in a Monte Carlo based probabilistic
approach, the computational time per crack evaluation has a big impact on the total calculation time [11,12,14]. Without a
fast Ordinary Differential Equation (ODE) solver, this type of calculations can become impossible, in particular if very small
probabilities of failure have to be resolved.
For many applications the crack size itself is of minor interest. The fundamental information is whether the crack is smaller than a critical size after a given number of cycles. Therefore an algorithm which overestimates the crack size and converges to the exact crack size for small step sizes can reduce the calculation time of the aforementioned probabilistic
fracture mechanics evaluation. Such an algorithm can be used to perform a presorting of the cracks which have to be
assessed in more detail. In most cases only a small fraction of the cracks in a probabilistic approach will lead to a failure
of the component and have to be evaluated in more detail with smaller integration step sizes.

Fig. 1. Advancing the crack size by discrete integration in rectangular or cuboidal structures. an is the crack length after cycle number n; an1 the crack
length after the n 1 cycle and Dan is the crack advancement between the n and n 1 cycle.

C. Amann, K. Kadau / Engineering Fracture Mechanics 161 (2016) 5562

57

2. Modified RungeKutta algorithm

The proposed modified algorithm (4)(8) is based on a 4th order RungeKutta algorithm RK4th (Eqs. (10)(14)).

an1 an Dan

da1 da2 da3 da4

an1 an

6
3
3
6
da1 dN f DK


dDK 1
da2 dN f DK
2


dDK 2
da3 dN f DK
2

4
5
6
7

da4 dN f DK dDK 3

an1 an Dan

da1 da2 da3 da4

an1 an
3 p
3 6
 6
da1 dN f Dr Ya p an
s

!
1
da2 dN f Dr Ya p an da1
2
s

!
1
da3 dN f Dr Ya p an da2
2

q
da4 dN f Dr Ya p an da3

10
11
12
13
14

The cycle count N and the crack length are advanced in each integration cycle by the integration step dN and the calculated increase in crack size Dan .
da
We propose substituting dDK in (4)(8). This is computationally convenient as dN
is in general given as function of DK.
dDK can be derived from the derivative of Eq. (2) with respective to a.

p dYa
dDK
a1=2
Drp1=2 Ya
Dr p a
|{z} 2
da
da }
|{z
constY

15

0

In general the geometry factor function Ya changes only slightly with increasing crack size and can be conservatively
estimated using its maximum value. With this assumption the derivative
can then be written as:

dDK

dYa
da

DK
da
2a

in (15) vanishes. The substitution of dDK

16

Substituting (10)(14) with (16) yields the proposed integration scheme:

~ 1 da
~2 da
~3 da
~4
da

6
3
3
6
f DK n


1 DK n
~1
f DK n
da
~n
2 2a


1 DK n
~2
f DK n
da
~n
2 2a


DK n
~3
f DK n
da
~n
2a

~n1 a
~n
a

17

~1 dN
da

18

~2 dN
da
~3 dN
da
~4 dN
da

19
20
21

The crack length a in (16) is the discrete crack length at each intermediate integration step in (10)(14). In (18)(21) the
~, to differentiate between the crack size calculated by the proposed scheme and the
crack length a has been denoted by a
RK4th scheme for comparison in the following. In contradiction to the RK4th in the proposed scheme only the crack length
of the last integration step n and not the precedent intermediate step crack size is used. The stress intensity factor correction
in the last three intermediate steps of the modified integration scheme is proportional to 2DKa~nn . Substituting DK n by (2) yields
(22).

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C. Amann, K. Kadau / Engineering Fracture Mechanics 161 (2016) 5562

p
pa~n Y
~n
a
|{z}

Dr

DK n

~n
a

proposed scheme correction term

p
pan da Y
an da
|{z}

Dr

22

RK4 correction term

~ is a monotonically increasing function, the stress intensity correction is overestimated compared to

As the crack length a
the RK4th integration (10)(14) as there the crack length of the precedent intermediate step is used for the correction.
3. Comparison of RungeKutta 4th order and the proposed integration scheme
In this section we show that the proposed modified RungeKutta algorithm yields larger crack sizes as the regular Runge
Kutta 4th order algorithm and converges with decreasing dN to the regular RungeKutta scheme and thus to the exact
solution.
In the following it is assumed that f is a positive monotonically increasing function, crack length a P 0, geometry factor
Y P 0, and the stress range Dr P 0. In general these constraints are fulfilled in the case of fatigue crack growth. Additionally
~0 .
let the starting crack sizes be the same, a0  a
~. Eq. (11) and (18) are equivalent (substituted DK).
Eqs. (10) and (17) are the same except the different notation a ! a
~2 (19), da
~3 (20) and da
~4
The addends da2 (12), da3 (13) and da4 (14) of the RungeKutta scheme are different to the addends da
(21) of the modified version.
~n1 P an1 we have look for the single addends. As dN is the same for both schemes and f is a positive
In Order to proof a
monotonically increasing function, only the ratio of the arguments in (12) and (19), (13) and (20), (14) and (21) have to be
analyzed. We first look at the argument ratio of (12) and (19) and proof the inequality:

Dr Y

q


p a0 12 da1

DK 0 12

DK 0
2a0

~1
da

61

DK has to be substituted by (2).

q
a0 12 da1
61
p
~1
da
a0 1 4a
0

23

24

+ all values are positive and square has no effect to the inequality

16a20 8a0 da1

61
~1 da
~21
16a20 8a0 da

25

~1 , which proofs the inequality (25). The function argument in the modified Runge
As mentioned before da1 is equal to da
~21 larger than in the regular RungeKutta algorithm. As f is a monotonically increasing function,
Kutta algorithm is by da
~2 and da
~2 converges to da2 with decreasing dN.
da2 6 da
Similar analysis can be performed for (13) and (20), and (14) and (21).
As all addends of (17) are greater or equal to the corresponding addends of (10) also the sum of the modified algorithm
(17) is greater or equal than the sum of the regular RungeKutta 4th order.
~n1 converges to an1 as long as kf DKk < 1. Thus, as
By a similar analysis it can also be shown that with decreasing dN; a
the regular RungeKutta 4th order algorithm converges to the correct result, the modified algorithm also does.
4. Overestimation compared to analytic Paris solution
In this section we describe the conservative region of the proposed scheme. As it is not possible to find a general analytic
solution of the ODE we will assess the conservatism by assuming a Paris law and a constant geometry factor Y. As shown by
[8] for the most practical relevant cases (metals and ceramics) the Paris exponent can be assumed to be larger than 2, thus in
the following m > 2 is assumed. An example with a known analytic solution is chosen, as otherwise the conservatism of the
scheme compared to an analytic solution cannot be shown. Conservative region in this context means the largest integration
step size at which the integration scheme predicts a larger crack size than the analytic solution. Under the named assumptions the relation between the crack length a and the number of cycles N can be written as:
m

1m

a1 2  a0 2

N
m 
C Drm Y m p 2 1  m2

26



1
m
m
1m 1m
a0 2 2
a N C Dr m Y m p 2 1 
2

27

a0 starting crack size, a crack size, N Cycles

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C. Amann, K. Kadau / Engineering Fracture Mechanics 161 (2016) 5562

Eq. (27) contains a pole for values of m < 2.

From (26) it can be seen that the number of cycles N is mathematically limited if m > 2 what in general is fulfilled in
fatigue crack growth. In the limit of infinite crack size a (26) yields the maximum number of cycles.
1m

Nmax

C Dr m

a0 2

m 
Y m p 2 1  m2

28

In an idealized material specimen which is sufficiently large and has infinite fracture toughness, N max can be interpreted
as the cycle at which the specimen fails due to infinite crack size.
N max can be used to define a reduced integration step (29):

dN
N max

29

0<q<1
The error

30

of a single step dN of the modified RK4 is given by (31):

a  a~1

31

with the relative error (32):

r 1 

~1
a
a

32

If
is negative the modified RungeKutta overestimates the analytic solution and yields conservative estimates of the
crack length.
By utilizing (27), (17) and the substitution (29) in (31) and the usage of wxMaxima Version 11.08.0 [13] a function Q m; q
is derived which describes the conservative area of the modified RungeKutta algorithm. If Q m; q 6 0 the algorithm overestimates the analytic solution.
2

Q m; q 2m T 1 1  qm2 q 2m T 2

33



hh
i
2
3
2
2
2
3
2
31  qm2  3 m  2m m m m 1  qm2 q  61  qm2 6 m  2m m m 2m
2
2
2
3
2
3
21  qm2 qm  2m m 2m q  4m 2m 21  qm2 qm  2m 2m  2m m  4m  2m 2m
i
m
q2m q  4m

T1

T2

h

m  2m

2 m

m  2m  2m

2 m

2m

2 m


 m im
q 2m  2m m  4m  2m 2m q2m q  4m

34
35

In Fig. 2 the conservative region of the modified RungeKutta algorithm is plotted for Paris-law exponent 2 < m < 5.

Fig. 2. Conservative region of the proposed algorithm as function of the reduced integration step size and the Paris law exponent m.

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C. Amann, K. Kadau / Engineering Fracture Mechanics 161 (2016) 5562

Fig. 3. Relative error
r as a function of reduced integration step q. Initial crack length a0 2  103 m, geometry factor Y 2, stress amplitude
p
Dr 600 MPa, Paris parameter C 1012 MPa3 p1
, Paris exponent m 3, fracture toughness K Ic 150:4 MPa m ) critical crack length
m cycle
acrit 5  103 m.

Fig. 4. Numeric determination of the order of convergence for different

N 20; 000 cycles; Dr 600 MPa; a0 3 mm; C 1012 ; m 3.

integration schemes. Center cracked plate crack geometry,

Fig. 5. Absolute errors of the modified RungeKutta scheme as a function of the integration step size for different Paris law parameters C and m.

An example with typical material properties of a high strength steel is given in Fig. 3. In this example the crack size at
which the stress intensity reaches the fracture toughness is assumed to be 5  103 m. The hypothetical largest crack size that
would be conservatively predicted by our proposed scheme in one integration step is 4:612 m.
This example demonstrates that for almost all practical purposes the proposed scheme yields conservative results, i.e.
overestimates the crack growth. The very narrow region of non-conservativity has been mathematically described here
and can be checked for in an application such as probabilistic fracture mechanics calculation.

C. Amann, K. Kadau / Engineering Fracture Mechanics 161 (2016) 5562

61

Fig. 6. Final crack length after 20,000 cycles as function of the integration step size. The initial crack length was 3 mm.

5. Numeric determination of the order of convergence

The order of convergence p of the proposed integration scheme can be determined by numerically evaluating the scaling
behavior of the error with the integration step:

max k
k / dN

36

The convergence of several different integration schemes for a specific crack growth example has been shown numerically. The results are displayed in Fig. 4. This analysis indicates that the presented integrations scheme is of second order.
Further analysis and examples of the proposed schemes are presented in Fig. 5. As can be seen on the loglog plot, all straight
lines are parallel to each other indicating the same order of convergence 2.
In Fig. 6 the final crack length for the example given in Fig. 4 are given for different integration schemes. From this it
becomes evident that only the presented scheme overestimates the crack size. In particular, the first order Euler scheme
can significantly underestimate the crack size.
6. Conclusions
A modified RungeKutta integration scheme to calculate the crack for fatigue crack growth has been presented. For typical fatigue crack growth conditions in metals such as steels the modified RungeKutta integration scheme yields conservative crack growth estimates for very large integration step sizes. The presented algorithm is effectively of 2nd order and
represents the relevant variables, such as the crack size and the stress intensity, in a convenient manner for numerical integration. For all investigated practical fatigue crack growth applications the scheme overestimates the crack size even for
large integration step sizes of several thousand cycles. The small region where the scheme can underestimate the crack size
has been mathematically described. As shown, this can only happen for very extreme large integration step sizes and huge
crack growth rates. If needed, the scheme can be made even more conservative by adding a factor larger than 1 to the right
side of Eq. (16). The later modification might become an interesting option if high-cycle fatigue crack growth in Ni-based
superalloys or ceramics are investigated. Furthermore, it can be shown that the proposed integration scheme is applicable
with minor modifications to growth processes where the exponent of the power-law relation in (2) ranges from 0 to 1.
Acknowledgements
The authors would like to thank Dr. Georg Rollmann (Siemens), Prof. Dr. Hanno Gottschalk (University Wuppertal), Phil
Gravett (Siemens) and Prof. Dr. Peter Gumbsch (Karlsruher Institute of Technology) for their invaluable impacts and
discussions.
2013 Siemens Energy, Inc. All rights reserved.
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