A Methodology for Predicting Probability of Detection for Ultrasonic Testing W. Q. Meeker V. Chan C-P. Chiou R. B. Thompson Iowa State University Motivation FAA Engine Titanium Consortium goal to improve and quantify POD inspection for detecting hard alpha Empirical determination of POD for new situations is not always practical due to lack of time, test specimens (especially data on real aws), and other limited resources. Physical models of ultrasonic signals provide a useful alternative to empirical determination but may not account for all factors and sources of variability, particularly for real aws (e.g., hard alpha inclusions). 27th Annual Review of Progress in QNDE Ames, Iowa July 19, 2000 Acknowledgments to: FAA Engine Titanium Consortium POD working group Combining physical models of ultrasonic signals with an empirical adjustment has the potential to provide a workable methodology 2 1 Overview Probability Model for a UT Flaw Signal Factors and sources of variability in UT inspection. Comparison of physical model-based distribution and empirical distribution. Probability integral transform. Adjustment to account for the dierences between the model and the empirical distributions. Example based on synthetic hard alpha aws in titanium. Probability distribution for a aw signal Y is Pr(Y y; x) = FY (y; x) where x = (xNDE; xPART; xFLAW ). I xNDE contains NDE inspection system factors like probe characteristics, focus depth, scan increment, pulse rate, etc. I xPART contains PART factors like part geometry, type of material being inspected, surface roughness, etc. I xFLAW contains aw factors like size, depth, density, shape, composition, and degree of voiding/cracking. 3 Sources of Variability in Nondestructive Evaluation. Systematic Dierences Between the Model-Predicted Signal pdf fY (y; x) and the actual pdf fY (y; x) for a given x. Measurement System Variability Probability Density 0.0 0.5 1.0 1.5 2.0 2.5 3.0 1.0 0.0 0.5 1.0 1.5 2.0 2.5 Materials Effects Variability Flaw Morphology Variability Probability Density Maximum Peak-to-Peak Voltage in Gate Probability Density Maximum Peak-to-Peak Voltage in Gate 0.0 0.5 1.0 1.5 2.0 2.5 3.0 Maximum Peak-to-Peak Voltage in Gate 0.0 0.5 1.0 1.5 2.0 2.5 Actual signal distribution Model prediction 3.0 Relative Frequency Probability Density Single Flaw/Ideal Measurement 4 3.0 Maximum Peak-to-Peak Voltage in Gate 0.5 0.0 0.02 0.10 0.50 2.00 10.00 50.00 Mon Jul 17 20:33:05 CDT 2000 Signal Y 5 6 Comparison Between Actual FY (y; x) and Model-Predicted cdf FY (y; x). Points Represent Empirical Estimate of FY (y; x) from Simulated Data Probability Integral Transform Suppose that the random variable Y has a cumulative distribution function FY (y; x). 1.0 Probability Then = FY (Y ; x) has a Uniform distribution between 0 and 1. U 0.5 This is a well-known result in probability and mathematical statistics. Actual signal distribution Model prediction 0.0 0 10 20 30 40 Mon Jul 17 20:33:13 CDT 2000 Signal Y 8 7 Illustration of the Probability Integral Transform with Two x's 0.6 0.4 0.0 0.0 0.2 0.2 0.4 Probability 0.6 0.8 0.8 1.0 1.0 Illustration of the Probability Integral Transform with a Single x 70 80 90 100 110 120 130 70 Signal Strength 80 90 100 110 120 130 Signal Strength 9 Empirical Probability Integral Transform 10 FY (y) Suppose we have signal values y1; y2; : : : ; yn (along with the corresponding, possibly dierent, x1; x2; : : : ; xn values). Then compute u1; u2; : : : ; un from UT physical model as ui = FY (yi; xi). 11 1.0 Probability If the UT physical model ts well, then the u1; u2; : : : ; un values will lie close to the diagonal. If the u1; u2; : : : ; un values do not lie close to the diagonal, the systematic deviation suggests how to make an adjustment to the UT physical model. The empirical probability integral transform provides I A means of assessing model goodness of t. I An method of model adjustment when the model does not t. and Data Probability-Integral Transformed with the Actual FY (y) Distribution 0.5 0.0 0.0 0.5 1.0 Tue Jul 18 21:58:13 CDT 2000 Probability-Transformed Signal 12 FY (y) and Data Probability-Integral Transformed with an Inadequate UT Physical Model Suppose that the random variable Y has a cumulative distribution function FY (y; x). Then U = FY (Y ; x) has a Uniform distribution between 0 and 1. The transformation Z = ;1(U ) = ;1[FY (Y ; x)] has a standard normal (Gaussian) distribution with mean = 0 and standard deviation = 1. 1.0 Probability Extension of the Probability Integral Transform 0.5 0.0 0.0 0.5 1.0 Tue Jul 18 21:58:34 CDT 2000 Probability-Transformed Signal 14 13 Measured UT Response from Synthetic Hard Alpha Flaws from Chiou et al. (1996, 1997) . Steps in the Analysis Compute zi = ;1(ui) = ;1[FY (yi; xi)]; i = 1; : : : ; n UT responses from SHA flaws 500 If the UT physical model FY (y; x) ts the data well, then the zi; i = 1; : : : ; n should look like a standard normal (Gaussian) distribution with parameters = 0 and = 1. 200 mV 100 Otherwise obtain an adjusted distribution by estimating and from zi; i = 1; : : : ; n and using " ;1 # Pr(Y y; x) = Fy (y; x) = (FY (^y; x)) ; ^ as the predicted signal-distribution (input to POD computations). 50 20 Depth= 1 inches Depth= 0.5 inches Depth= 1.25 inches 10 2.0 2.2 2.6 3.0 3.4 3.8 4.2 4.8 Mon Jul 17 21:27:55 CDT 2000 Size 15 16 Physical Model Probability-Integral-Transformed Synthetic Hard Alpha Data. Physical Signal-Prediction Model 1.0 M=2, mean=0.57, sd=1.61 0.6 Probability 0.4 0.2 0.0 where x = (a; d) reects aw size and depth (e.g., from the model of Yalda, Margetan, and Thompson (1998)) based on Rician distributions to predict the distributions of ultrasonic aw signals in the presence of backscattered noise). 0.8 The physical model approximation cumulative distribution F Y (y ; x ) = : : : • ••• ••••• • 0.0 ••• • • • 0.2 •• •• • •• • •• • •• • 0.4 •• • •• ••• • •• • •• •• • ••• •• ••• ••• • ••• ••• •• • •• • 0.6 •••• ••• ••• ••• • • • •••• • ••• ••• ••• •• • ••• • • • •• • • •• • •• •• • •• • ••• 0.8 1.0 Probability-Transformed Signal 17 18 Adjusted-Model Probability-Integral-Transformed Synthetic Hard Alpha Data. The adjusted probability distribution model for aw signal Y is: " ;1 # Pr(Y y; x) = Fy (y; x) = (FY (y; x)) ; 0.6 0.4 0.2 0.0 •• •• • ••• •• • • ••• 0.0 • •• • •• ••• ••• • •• •• • • •• ••• ••• ••• • • • •• 0.2 •• ••• ••• •• • •• • 0.4 • •• • •• •••• • • • • •• • • • ••• • •• ••• ••• When = 0 and = 1, Pr(Y y; x) = same as the UT physical. 0.6 0.8 FY (yi; xi) is the Basic POD can be computed as POD(a; x) = Pr(Y > ythresh) = 1 ; Pr(Y y; x) 1.0 Probability-Transformed Signal 20 19 Model-Predicted POD as a Function of Size for Several Depths. Concluding Remarks Physical models provide an eective methods for quantifying POD in situations when data on real aws is limited. 1.0 Statistical methods can be used to quantify and adjust for systematic biases and sources of variability that are not accounted for in the model. 0.8 0.6 POD Probability 0.8 1.0 M=2, mean=0.57, sd=1.61 • •• ••• ••• ••• •• • • • • ••• ••• • •• ••• ••• Computation of POD(a) 0.4 0.2 Improved computing capabilities and continued eorts in model development will increase the needs/opportunities for the use of models to quantify NDE inspection capability. Depth= 0.5 inches Depth= 1 inches Depth= 1.3 inches 0.0 0 1 2 3 4 5 6 7 Mon Jul 17 21:28:17 CDT 2000 Size 21 22