Introduction to Tolerance Analysis (Part 1 / 13)

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Written by:Karl - CB Expert 8/10/2010 3:57:00 PM

Tolerance Analysis is the set of activities, the up-front design planning and coordination between many parties (suppliers & customers), that ensure manufactured physical parts fit together the way they are meant to. Knowing that dimensional variation is the enemy, design engineers need to perform Tolerance Analysis before any drill bit is brought to raw metal, before any pellets are dropped in the hopper to mold the first part. Or, as the old carpenter's adage goes: Measure twice, cut once. 'Cause once all the parts are made, it would be unpleasant to find they don't go together. Not a good thing.

That is the obvious reason to perform Dimensional Tolerance Analysis; to avoid the "no-build" scenario. There are many other reasons: When parts fit together looser than intended, products feel sloppy. Perhaps they squeak & rattle when used, like that old office chair you inherited during a budget crunch. When parts fit together tighter than intended, it takes more time and effort for manufacturing to assemble (which costs money). The customer notices that it takes more effort or force to operate the moving parts. Like that office chair whose height adjuster you could never move. Either of these conditions will most likely lead to customer dissatisfaction. Even more disconcerting, there could be safety concerns where overloaded part features suddenly break when they were not designed to bear loads. Here is another way to look at Tolerance Analysis: One group designs the part; another one makes it (whether internal manufacturing or external suppliers). So the group that makes things needs to know what values the critical nominal dimensions of the manufactured parts should be and how much variation can be allowed around those values. Some parts go together in fixed positions; some allow relative motion between the parts. For the latter, there is a need to specify the smoothness or finish of the mating surfaces (in order that they move effortlessly as intended). The communicated nominal dimensions and their allowable variation sets up a reference framework by which all parties can identify the critical dimensions and perhaps even set up regularly-scheduled measurements to ensure that one month, ten months, even five years down the road, those part dimensions are conforming to the design intentions. To the trained CAD operator (those people who draw shapes on computer screens in dimly-lit cubicles), these activities describe Geometric Dimensioning & Tolerancing (GD&T). It is generally considered to be the godfather of modern Tolerance Analysis. It provides discipline and rigor to the management (identifying and communicating) of allowable dimensional variation via standardized symbols. Depending on the part feature of interest, there are quite a few different kinds of symbols that apply to feature types, such as flat surfaces, curved surfaces, holes and mating features like notches or tabs. Examples of GD&T terminology & associated symbols as shown in Figure 1-1 are:

Dimensional Call-outs or numerical values with arrows indicating the dimension of interest Feature Frames or boxes that point to a particular feature with a myriad of mystical symbols Datum Feature indicates a part feature that contacts a Datum, which is a theoretically exact plane, point or axis from which dimensions are measured. Datum Reference Frames (DRF) fulfill the need to define a reference frame via a set of three mutually perpendicular datum planes (features). Critical Characteristics (CC) are a subset of dimensions whose production control is absolutely critical to maintain for safety concerns. (That will lead us further down the path of Statistical Process Control (SPC).)

But how does a designer or engineer know how much dimensional variation could be allowed in a part so that the GD&T guys can define those mystical symbols? I intend on answering that question in the following series of posts summarizing the primary approaches a design engineer should consider when performing Tolerance Analysis. I will expand on and compare three approaches to illuminate their strengths and weaknesses:

Worst Case Analysis Root Sum Squares Monte Carlo Simulation

Creveling, Clyde M., Tolerance Design: A Handbook for Developing Optimal Specifications (1997); Addison Wesley Longman, pp. 3-11. Sleeper, Andrew D., Design for Six Sigma Statistics (2006); McGraw-Hill, pp. 765-769.

Tolerance Analysis using Worst Case Approach (Part 2 / 13)

Aug 12 Written by: Karl - CB Expert 8/12/2010 3:53 PM As stated in my last post, there are three common approaches to performing Tolerance Analysis. Let us describe the simplest of the three, the Worst Case Analysis (WCA) approach. An engineeringcentric term in the Tolerance Analysis world would be Tolerance Stacks, usually meaning in a one-dimensional sense. The explanation begins with probably the most overworked example found in dusty tomes (my apologies in advance). (I would like acknowledge James Ministrelli, DFSS Master Black Belt and GD&T Guru Extraordinaire, for his help & advice in these posts. Thanks, Jim!) Examine Figure 2-1. There are four parts in this assembly. There is one part with a squared-off, U-shaped cavity in the middle. In that cavity will sit three blocks of the same width (at least they are designed that way). Those blocks were designed to fit side-by-side in contact with each other and within the cavity of the larger part. The intent is that they will "stack up" against the side of the cavity, thus leaving a designed gap on the other side. This designed gap has functional requirements (being part of a greater assembly) and, for proper operation, the gap size must be such-and-such-a-value with an allowable variation of such-and-such-a-value.

How would the designer determine what variation can be allowed on the widths (blocks and cavity) to ensure the gap variation meets the requirements? In WCA, a onedimensional stack analysis would look at the extreme values allowed on the individual dimensions that would then "stack up" to be either the smallest possible gap or the largest possible gap. If those WCA values are within the desired system gap limits, then we are good to go. If not, what normally follows is a series of "what-ifs" where the individual tolerance values, perhaps even the nominal values they are controlling, are tinkered with until a winning combination is discovered that places the WCA values within the gap dimension requirements. The biggest gap possible occurs when each of the individual block widths are at their smallest possible value and the width of the cavity is at its largest. For the block and cavity widths, this would correspond to the Least Material Condition. (LMC: The condition in which a feature of size contains the least amount of material everywhere within the stated limits of size.) All external features like widths are at their largest limit and all internal features like holes diameters are at their smallest limit under LMC. The smallest gap possible occurs when these same dimensions are at the opposite limits for Maximum Material Condition (MMC). LMC and MMC are important conditions when calculating dimensional WCA values. Below is a summary of the LMC and MMC dimension calculations and the resulting WCA values for the gap:

Individual Block widths o LMC 1.95 " (= 2.00" - 0.05") o MMC 2.05" (= 2.00" + 0.05") Cavity width o LMC 7.60" (= 7.50" + 0.10") o MMC 7.40" (= 7.50" - 0.10") WCA Extreme Values for Gap o Minimum 1.75" (= 7.60" 3*1.95") o Maximum 1.25" (= 7.40" 3*2.05")

The process of tinkering with individual part tolerances, based on what the system variation goal is, termed Tolerance Allocation. (Another appropriate term is "Roll-Down" analysis, in that variance rolls down from system output and assigns allowable variation into the inputs.) There is an overall amount of variation allowed at the system level requirement (the gap) which is split into contributors at the individual part dimensions. Think of the overall variation as a pie that must be split into edible slices. Each slice then represents a portion of the pie that is allocated to each individual dimension so that the overall system level value variation is maintained within allowable limits.

In my next post, I will expound more on the Worst Case Analysis approach and introduce the concept of a transfer function. We will use transfer functions to calculate WCA extreme values, as well as for the other approaches still on the radar. Creveling, Clyde M., Tolerance Design: A Handbook for Developing Optimal Specifications (1997); Addison Wesley Longman, pp. 105-111. Sleeper, Andrew D., Design for Six Sigma Statistics (2006); McGraw-Hill, pp. 690-692, 704-707.

Tolerance Analysis using Worst Case Approach, continued (Part 3 / 13)

Written by:Karl - CB Expert 8/16/2010 3:50:00 PM

In my last couple of posts, I provided an introduction into the topic of Tolerance Analysis, relaying its importance in doing upfront homework before making physical products. I demonstrated the WCA method for calculating extreme gap value possibilities. Implicit in the underlying calculations was a transfer function (or mathematical relationship) between the system inputs and the output, between the independent variables and the dependent variable. In order to describe the other two methods of allocating tolerances, it is necessary to define and understand the underlying transfer functions.

For the stacked block scenario (as in Figure 3-1), the system output of interest is the gap width between the right end of the stacked blocks and the right edge of the U-shaped cavity. The inputs are the individual widths of each block and the overall cavity width. Simple addition and subtraction of the inputs results in the calculated output. Such is the case with all one-dimensional stack equations as can be seen with this transfer function:

Do all dimensional transfer functions look like this? It depends. Certainly, the one-dimensional stacks do. But let us also see how this might work with dimensional calculations of a two-dimensional nature. Consider the case of the overrunning or freewheel one-way clutch, a mechanism that allows a shaft or rotating component to rotate freely in one direction but not the other. Fishing reels use this mechanism to allow fish line to spool out freely in one direction but also allow the fish to be reeled in when rotating in the opposite direction. A typical cross-section of the one-way clutch is depicted in Figure 3-2. Primary components of the system are the hub and outer race (cylinder), connected by a common axis. They rotate freely with respect to each other, as wheels revolve around an axle. They also have internal contact via four cylindrical bearings that roll against both the outer surface of the hub and the inner surface of the race. The bearing contacts are kept in place with a series of springs that push the bearings into both the hub and race

(springs are also in contact with hub). The end result is that the race rotates freely in one direction (counter-clockwise) but not the other (clockwise); thus the name. The two system outputs of interest are the angle at which the bearings contact the outer race and the gap where the springs reside. Why are these two outputs important? To reduce shocks and jerks when contact is made during clockwise rotation, the design engineers must know where the rotation will stop and what potential variation exists around that stopping point. For the springs to have some nominal compression and maintain bearing position, a desired gap with some allowable variation needs to be defined. Neither of the two system outputs can be defined by a simple one-dimensional stack equation in that there are common input variables affecting both outputs simultaneously. The approach in defining the transfer functions, however, is the same. It is done by following a "closed loop" of physical locations (like contact points) through the system back to the original point, as a bunch of "stacked" vectors. Those vectors are broken down into their cartesian components which are the equivalent of two one-dimensional stacks. A more notable difference in the nature of the one-way clutch

transfer functions versus those of the gap stack is their nonlinearities. Nonlinearities can introduce their unique influence to a transfer function. (But I digress.) After some mathematical wrangling of the equations, the transfer functions for stop angle and spring gap are found to be:

Let us apply the WCA approach and determine the extreme range of the outputs. (Figure 3-4 displays nominal and tolerance values for input dimensions in our transfer functions.) After some pondering the mechanical realities (or perhaps tinkering with high/low input values in the transfer functions), it can be seen that when the bearing diameters (dB1, dB2), the hub height (hHUB) and the race inner diameter (DCAGE) are at LMC limits, the contact angle ( ) is at its extreme maximum value. Vice versa, if those same component dimensions are at MMC limits, the contact angle is at its extreme minimum value. The same exercise on spring gap brings similar results. Based on the information we know, the WCA approach results in these predicted extreme values for the two outputs:

WCA Minimum Value WCA Maximum Value OUTPUT Stop Angle 27.380 28.371 Spring Gap (mm) 6.631 7.312 What is the allowable variation of the stop angle and spring gap? And do these minimum and maximum values fit within the customer-driven requirements for allowable variation? For design engineers, these requirements come on holy grails that glow in the dark; Specification Limits are inscribed on their marbled surfaces (cue background thunder). They are much like the vertical metal posts of a hockey goal crease. Any shots outside the limits do not ultimately satisfy the customer; they do not score a goal. These values will now be referred to as the Upper Specification Limit (USL) and the Lower Specification Limit (LSL). (Some outputs require either USL or LSL; not so for these outputs.) This table provides the specification limit values: LSL USL OUTPUT Stop Angle 27.50 28.50 Spring Gap (mm) 6.50 7.50

Comparing the WCA outcomes against the LSL/USL definitions, it appears we are in trouble with the stop angle. The extreme minimum value for stop angle falls below the LSL. What can be done? The power in the transfer functions is that it allows the design engineer to play "what-ifs" with input values and ensure the extreme WCA values fall within the LSL/USL values. If done sufficiently early in the design phase (before design "freezes"), the engineer has the choice of tinkering with either nominal values or their tolerances. Perhaps purchasing decisions to use off-the-shelf parts has locked in the nominal values to be considered but there is still leeway in changing the tolerances; in which

case, the tinkering is done on only input tolerances. The opportunities for tinkering get fewer and fewer as product launch approaches so strike while the iron is hot. How does this approach compare to the Root Sum Squares (RSS)? Before we explain RSS, it would be helpful to understand the basics of probability distributions, the properties of the normal distribution, and the nature of transfer functions and response surfaces (both linear and non-linear). So forgive me if I go off on a tangent into my next two posts. I promise I will come back to RSS after some brief digressions. Creveling, Clyde M., Tolerance Design: A Handbook for Developing Optimal Specifications (1997); Addison Wesley Longman, pp. 111-117.

Probability Distributions in Tolerance Analysis (Part 4 / 13)

Written by:Karl - CB Expert 8/19/2010 4:11:00 PM

With uncertainty and risk lurking around every corner, it is incumbent on us to account for it in our forward business projections, whether those predictions are financially-based or engineeringcentric. For the design engineer, he may be expressing dimensional variance in terms of a tolerance around his nominal dimensions. But what does this mean? Does a simple range between upper and lower values accurately describe the variation?

It does not. The lower and upper bounds of a variable say nothing about specific probabilities of occurrence within that range. To put it another way, there is no understanding of where those dimensional values will be more likely to occur within that range. That can have far-reaching consequences when trying to control the variation of a critical output. Therefore, world-class quality organizations capture variable behavior with probability distributions. What is a probability distribution? It is a mathematical representation of the likelihood for potential variable values to occur randomly over other possible values. More commonly, it is represented by the Probability Density Function (PDF), a mathematical function that models the probability density in histogram format. Displayed in Figure 4-1 is a rounded, hump-like curve over a range of possible variable values (along the x-axis). The height of the curve along the x-axis indicates a greater probability density for that particular value. It provides insight as to what values are more likely to occur. All possibilities should occur sometime if we sampled values to infinity and beyond. But some will occur more frequently than others. By using PDFs to represent the variation, as opposed to simple lower and upper bounds, the design engineer has made a great leap forward in understanding how to control variation of critical outputs. There are many probability distributions that can be selected to model an input's variation. Frequently, there is not enough data or subject-matter expertise to select the appropriate distribution before Tolerance Analysis is performed. In the manufacturing world (as well as in many natural processes), the Normal

distribution is king so baseline assumptions are typically made for normality behavior. (This can be dangerous in some circles but not so bad for dimensional ones.) It is defined by two PDF parameters, the mean and the standard deviation and is symmetrical (ie, non-skewed). The mean represents the central value; the engineer strives to center the mean of his observed production input values on the design-intent nominal dimensions. This places half of the possible dimension values to be greater than the mean and half to be less than the mean (symmetry). The other engineering goal would be to reduce (or control) the variation of the input by reducing the standard deviation, which is a "width" along the x-axis indicating the strength of the variance. Another cool property of the Normal distribution is that potential ranges along the xaxis have a cumulative probability associated with them, knowing how wide that range is in multiples of standard deviations (see Figure 4-2). With this percentage-of-cumulative-probability concept associated with a range of variable values, we can estimate any range's cumulative probability using the two parameters' values, mean and standard deviation. (The key word here is "estimate." If the variable's behavior does not imitate normality, then we get further and further from the truth when using this estimation.) One particular range of interest is that which contains 99.73% of the variable's cumulative probability. That is the range contained within three standard deviations (or three "sigmas") on both sides of the mean. If a supplier can control dimensional variation where the 3sigma range are within his spec limits (meaning 3 sigmas on both sides of the mean within LSL & USL), he is at least 3-sigma "capable." As a baseline, we assume most suppliers are at least 3-sigma capable, that they can keep their product performing within specs at least 99.73% of the time. (I will also use the 99.73%, 3sigma range to estimate extreme values for RSS results, in order to have a decent "apples-to-apples" comparison against the WCA results.) The magical world of RSS beckons. Yet we would be wise to understand the particulars of transfer functions and response surfaces and how that plays into RSS and Robust Design. (Permit me another side-bar in the next post.) Breyfogle, Forrest W., Implementing Six Sigma: Smarter Solutions Using Statistical Methods (2nd ed) (2003); John Wiley & Sons, pp. 148-152. Sleeper, Andrew D., Six Sigma Distribution Modeling (2006); McGraw-Hill, pp. 1-7.

Transfer Functions & Response Surfaces in Tolerance Analysis (Part 5 / 13)

Written by:Karl - CB Expert 8/23/2010 3:36:00 PM

Transfer Functions (or Response Equations) are useful to understand the "wherefores" of your system outputs. The danger with a good many is that they are not accurate. ("All models are wrong, some are useful.") Thankfully, the very nature of Tolerance Analysis variables (dimensions) makes the models considered here concrete and accurate enough. We can tinker with their input values (both nominals and variance) and determine what quality levels may be achieved with our system when judged against spec limits. That is some powerful stuff!

But beyond tinkering with input values, they are useful for understanding the underlying nature of the engineered system and guiding future design decisions in a highly effective fashion. When the nature of the transfer function is understood, along with its design-peculiar nonlinearities or curvature, it opens or closes more avenues for design exploration to the engineer. Always a good thing to learn this up front. Examine the transfer functions depicted as graphical curves in Figure 5-1. All of them represent one output (Y) on the vertical axis while the horizontal represents one input (x). The first two are the well-known linear and quadratic polynomial equations (line and parabola) while the last is an exponential. Many texts would indicate the second curve to be "non-linear" and since it does not resemble a line, there is a certain truth to that. But I much prefer calling the quadratic a linear combination higher-order terms (squared, cubed, etc) of the baseline linear terms, output proportional to input, without any exponentiation. Non-linear (when I use it here without quotes) represents just about everything else except the polynomials (linear combination of first- and higher-order terms). Like the exponential curve or inverse cosines (like stop angle in the oneway clutch). Let us assume that each of these curves represents a different design solution where a particular output response (Y0) is desired (see Figure 5-2). The plots are shown in the same scales for both inputs and outputs. Also, for simplicity, we will assume there is no variation in the design input value selected (even though we know that assumption is false). If the middle value of the input along the x-axis is selected for all three curves (x0) and that results in a corresponding output value that is the same for all three, which design is better than the rest?

Assuming there is no variation in the input, there is no difference associated with this output across all three designs. But if there is variation in the input, the answer is very different. The distinguishing aspect of the three curves is in their slopes at the design point of interest. The slope of a curve can be expressed as the first derivative of the output with respect to the input of concern. The greater this value is at the design point of interest, the greater the slope and thus the greater the sensitivity is to that input variable. For our design to be robust to the inherent variation in any input variable, we desire a lesser sensitivity with respect to that variable. This will become apparent with the RSS and Monte Carlo methodologies. Now let us examine a transfer function with two inputs to a singular output (Figure 5-3). Instead of representing the function with a line or curve and the two axes (input to output), it is now represented as a surface in three-dimensional space which undulates at various heights over a two-dimensional surface. The flat level surface at the bottom represents two inputs whose values must be "frozen" in the design phase. Because of this representation, these are usually termed Response Surfaces. Note that if a design decision has been made to "freeze" the nominal value of one input variable (in effect, "slicing" the surface while holding that input constant), the resulting slice of the Response Surface is back to a one-output-toone-input line or curve. Thusly, we could take "slices" of the Response Surface and plot those as lines or curves. Figure 5-4 shows the results when we hold the first input (x1) constant at three different values and when we hold the second input (x2) constant at three different values. This produces six curves. Note that by holding x1 constant, all three lines produced have the same slope over the entire range of x2 values of concern. This is true despite the height of the curves being different (greater nominal response when x1 is held constant at the greater values). The sensitivity of the output to x2 is the same no matter what values of x1 or x2 are chosen. The same cannot be said of sensitivity of the output to x1. When x2 is held constant, the "slices" produced are quadratic, second-order polynomials. So our output is very sensitive to the design decision made on the first input, x1. With no other considerations in mind (and keep in mind there probably are others), the design engineer may be inclined to select the x1 input value that results in zero slope (as in at the top of the parabolas shown). This minimizes Sensitivity with respect to that variable. Doing this across all variables should result in a Robust Design (robust as much as possible to the input variations).

I have laid some groundwork for understanding the Root Sum Squares approach while performing Tolerance Analysis. Stay tuned over the next couple of posts as we explore the magical world of RSS. Creveling, Clyde M., Tolerance Design: A Handbook for Developing Optimal Specifications (1997); Addison Wesley Longman, pp. 149-159. Myers, R.H. and Montgomery, D.C., Response Surface Methodology: Process and Product Optimization Using Designed Experiments (1995); John Wiley & Sons, pp. 208-214.

Tolerance Analysis using Root Sum Squares Approach (Part 6 / 13)

Written by:Karl - CB Expert 8/30/2010 5:00:00 PM

Root Sum Squares (RSS) approach to Tolerance Analysis has solid a foundation in capturing the effects of variation. In the days of the golden abacus, there were no super-fast processors willing to calculate the multiple output possibilities in a matter of seconds (as can be done with Monte Carlo simulators on our laptops). It has its merits and faults but is generally a good approach to predicting output variation when the responses are fairly linear and input variation approaches normality. That is the case for plenty of Tolerance Analysis dimensional responses so we will utilize this method on our non-linear case of the one-way clutch.

The outputs of the RSS calculations are for a predicted mean and predicted standard deviation. It requires a mathematical expression such that

Using Taylor Series-based approximations of the underlying response equation, it can be shown that the response variance is equal to the sum product of individual variances ( xi2) and their sensitivities (1st derivatives) squared:

Taking the square root yields the first of the RSS equations, which predicts output variation in the form of a standard deviation:

The other RSS equation predicts the mean value of the response. Intuitively, one would expect that by plugging in the means of the input variations to the transfer function yields the output mean. Close but with the exception of an additional term dependent on 2nd derivatives as follows:

(An important side note: The RSS derivations are made with many simplifying assumptions where higherorder terms are discarded, as done with most Taylor Series work. It can get you in trouble if the transfer function displays non-linearities or curvature but is generally well respected.) In order to calculate them, the engineer needs to assume values for the inputs (both means and standard deviations) and to perform differential calculus on the underlying response equations. Not a task for the uninitiated. For this reason alone, many engineers are apt to throw their hands up in frustration. Persist and ye shall be rewarded, I say. Let us apply these RSS equations to the two responses of the one-way clutch. Here are the original non-linear transfer functions for stop angle and spring gap from the one-way clutch:

Up front, we recognize that, in the closed-form solution approach of RSS, the variation contributions of both bearing diameters (all being bought from the same supplier) will be equal. For simplification purposes in reducing the number of inputs (independent variables), we will assume them to be one and the same variable. (This will not be the case in Monte Carlo analysis.) After this simplification and some nasty first derivative handiwork, we end up with the following equations:

Have your eyes sufficiently glazed over? Those were only the first derivatives of this three-inputs-to-twooutputs system. I spare you the sight of the second derivatives. (They will be available within the Excel file attached to my next post.) The WCA approach used the desired nominal values to center the input extreme ranges so it makes sense to use the desired nominals as input means. But what about the input standard deviations also required to complete RSS calculations? Assuming there is no data to define the appropriate variation, we resort to the tried-and-true assumption that your suppliers must be at least 3-sigma capable. Thus, one side of the tolerance would represent three standard deviations. Three on both side of the mean capture 99.73% of the cumulative possibilities. We assume the standard deviation is equal to one-third of the tolerance on either side of the mean. In my next post, I finish the RSS application to the one-way clutch and compare them to WCA results. Please stay tuned! Creveling, Clyde M., Tolerance Design: A Handbook for Developing Optimal Specifications (1997); Addison Wesley Longman, pp. 126-147. Hahn, G.J. and Shapiro S.S. (1994), Statistical Models in Engineering; J Wiley and Sons, pp. 252-255. Sleeper, Andrew D., Design for Six Sigma Statistics (2006); McGraw-Hill, pp. 716-730.

Tolerance Analysis using Root Sum Squares Approach, continued (Part 7 / 13)

Written by:Karl - CB Expert 9/1/2010 6:07:00 PM

As stated before, the first derivative of the transfer function with respect to a particular input quantifies how sensitive the output is to that input. However, it is important to recognize that Sensitivity does not equal Sensitivity Contribution. To assign a percentage variation contribution from any one input, one must look towards the RSS output variance (Y2) equation:

Note that the variance is the sum product of the individual input variances (xi2) times their Sensitivities (1st derivatives) squared. Those summed terms represent the entirety of each input's variation contribution. Therefore, it makes sense to divide individual terms (product of variance and sensitivity squared) by the overall variance. Running the calculation this way ensures the total will always add up to 100%. (BTW: The results are included in an Excel spreadsheet titled "One-Way Clutch with RSS" from our file archives. To download this file is available for all registered users who have logged in. If you have not currently logged in, this link will direct to our quick login/registration page.) After the dust settles, the end result for the two output means and standard deviations are: RSS Mean RSS Standard Deviation OUTPUT Stop Angle 27.881 0.0019 Spring Gap (mm) 6.977 0.0750

We can use these mean and standard deviation values to estimate the 99.73% range and use these extreme range values to be an "apples-to-apples" comparison against the WCA results. Those values, standing at three standard deviations on either side of the predicted mean are: RSS "Minimum Value" RSS "Maximum Value" OUTPUT Stop Angle 27.380 28.371 Spring Gap (mm) 6.631 7.312

How do these extreme results compare to WCA values? And how do each of them compare to the LSL & USL, respectively? Figure 7-1 plots the three pairs of values to make visual comparisons. RSS predicts both extreme values for stop angle to be within the spec limits; WCA does not. Not only does WCA place both of its predicted extreme values further out than RSS does, one of them is lower than LSL (which is a bad thing). Why? The reason is that RSS accounts for the joint probability of two or more input values occurring simultaneously accurately while WCA does not. In the WCA world, any input value has equal merit to any other, as long as it is in the bounds of the tolerance. It is as if a uniform probability distribution has been used to describe their probability of occurrence. RSS says "not so." It accounts for the unlikely joint probability that those extreme combinations of values are much less likely to occur than the central tendency combinations. Thus, RSS is much less conservative than WCA and also more accurate. Another big distinction between the two approaches is that RSS provides sensitivity and sensitivity contribution values according to each input while WCA does not. Sensitivities and contributions allow the engineer to quantify which input variables are variation drivers (and which ones are not). Thus, a game plan can be devised to reduce or control variation on the drivers that matter (and eliminate those drivers that do not from any long-winded control plan). The sensitivity information is highly valuable in directing the design activities focused on variation to the areas that need it. It makes design engineering that more efficient. A summary of pros and cons when comparing WCA against RSS: APPROACH

PROS
Lickety-split calculations based on two sets of extreme input values Easy to understand Accounts for variation extremes Provides estimation of mean and standard deviation More accurate and less conservative in predicting variation Provides Sensitivities and % Contributions to enable efficient design direction

CONS
Very unlikely WCA values will occur in reality Very conservative in nature "What-if" experiments may take more time to find acceptable design solutions Not easy to understand Requires math & calculus skills Relies on approximations that are violated when either: o Input probabilities are non-normal and/or skewed o Transfer function is non-linear

Worst Case Analysis

Root Sum Squares

Perhaps RSS is the clear winner? Not if you lack a penchant for doing calculus. Not if your transfer function is highly non-linear. Before we progress to Monte Carlo analysis, let us step back and develop a firm understanding of the RSS equations. In my next post, I will illustrate the RSS properties in graphical format because pictures are worth a thousand words. Creveling, Clyde M., Tolerance Design: A Handbook for Developing Optimal Specifications (1997); Addison Wesley Longman, pp. 126-147. Hahn, G.J. and Shapiro S.S. (1994), Statistical Models in Engineering; J Wiley and Sons, pp. 252-255. Sleeper, Andrew D., Design for Six Sigma Statistics (2006); McGraw-Hill, pp. 716-730.

Root Sum Squares Explained Graphically (Part 8 / 13)

Written by:Karl - CB Expert 9/21/2010 2:42:00 PM

A few posts ago, I explained the nature of transfer functions and response surfaces and how they impact variational studies when nonlinearities are concerned. Now that we have the context of the RSS equations in hand, let us examine the behavior of transfer functions more thoroughly.

Sensitivities are simply the slope values (1st derivatives) of the transfer functions. If I take "slices" of a two-inputs-to-one-output of the response surface, I can view the sensitivities (slopes) along those slices. But why are steeper slopes considered more sensitive? Examine Figure 8-1. It shows three mathematical representations of a one-input-to-one-output transfer function. These curves (all straight lines) represent three different design solutions under consideration. When the designer selects the mid-point of the horizontal axis as his design input value (x0), all three transfer functions provide the same output (Y0) response value along the vertical axis. What makes one better than the others? Now examine Figure 8-2. We have added a variational component to the input values in the form of a normal curve along the horizontal axes. Remember that the height of the PDF shown indicates some values are more likely to occur than others. The variability shown in the input can be transferred to the output variation through the transfer function curve. For the first line, this results in a normal curve on the response with a known standard deviation (as shown on the vertical axis). For the second line, this also results in a normal curve but one that has a wider range of variation (a larger standard deviation). For the third and steepest line, we get another normal curve with an even greater range of variation. The first line (or design solution under consideration) produces less variation (less noise) on the output when input variation is same for all three scenarios. It is a more Robust Design than the other two (less sensitive to noise in the input variations).

What if there are multiple inputs to our one output? Does one input's variation wreak more havoc than another input's variation? This is the question that Sensitivity Contribution attempts to answer. Consider the response surface in Figure 8-3, a completely flat surface that is angled to the horizontal plane (not level). Figure 8-4 displays the slices we cut while holding x1 constant at different values and doing the same for x2. Note that the slopes (which are constant and do not change over the input range of interest) are of a lesser magnitude when x1 is held constant versus when x2 is held constant. That means the response is less sensitive to variation in the second input (x2) than the first input (x1). (As a side note: The steeper slices, when x2 is held constant, have a negative sign indicating a downward slope.) If we apply the same variation to both x1 and x2 (see Figure 8-5), it is obvious that the first input causes greater output variation. Therefore, it has a greater sensitivity contribution than that of the second input.

We can flip the tables, however. What if the variation of x2 was so much greater than that of x1? (See Figure 8-6.) It is possible that, after the variation of x1 and x2 have been "transferred" through the slopes, that the corresponding output variation due to x2 is greater than that from x1. Now the second input (x2) has a greater sensitivity contribution component than the first input (x1), even though the first input has a greater sensitivity than the second input. By examining the RSS equation for output variance (see below), it can be seen why this is the case.

If either the slopes (1st derivatives) of a design solution of interest or the variation applied to those slopes (the input standard deviations) is increased, that input's sensitivity contribution goes up while all the others go down. The pie must equal 100%. So we now know how much pie there is to allocate to the individual input tolerances, being based on the sensitivities and input variations. Let us stop eating pie for the moment and look at the other RSS equation, that of predicted output mean. (RSS is really easy to understand if you look at it graphically.)

Root Sum Squares Explained Graphically, continued (Part 9 / 13)

Written by:Karl - CB Expert 9/24/2010 10:00:00 AM

The other RSS equation, that of predicted output mean, has a term dependent on 2nd derivatives that is initially non-intuitive:

Why is that second term there?

Examine the two curves in Figure 9-1. The first is the line and the second an exponential. The 2nd derivative of a curve captures the changing-slope behavior of a curve as one moves left-to-right. In the first curve, the slope does not change across the range of input values displayed. Its slope (1st derivative) remains constant so therefore its 2nd derivative is zero. But the slope of the exponential does change across the input value range. The slope initially starts as a large value (steep) and nd then gradually levels out (not so steep). Its 2 derivative is a negative value as the slope goes down (as opposed to going up) across the value range. Applying the same normal input variation to both curves results in different output distributions. The exponential distorts the normal curve when projecting output variation (see Figure 9-2). Half of the input variation is above those normal curve centers (means) while the other half is below. When we project and transfer this variation through the line, note that the slope above and below the

center point of transfer is equal. This will transfer half of the variation through the slope above the point of interest and half below. Thus the straight line projects a normal curve around the expected nominal response. The output mean is not shifted. When we project and transfer the normal input variation through the exponential curve, something different happens. Since the slope changes around the point of interest (it is a greater slope with the lower half of the normal input variation and a lesser slope with the upper half), it has the effect of distorting the "normal" output curve. The lower half of input variation drives in a wider range of output variation than the upper half does; it has a longer tail. This has the effect of skewing the distribution and "shifting" the mean output response downwards. By placing the 2nd derivative value (which is negative) in the RSS output mean equation, the same effect is capture mathematically. A negative 2nd derivative value "shifts" the mean downward as the exponential curve does to our output variation. Now with visual concepts and understanding around RSS planted in our minds, let us turn the spotlight on the topic of Monte Carlo Analysis.

Copyright 2010 Karl - CB Expert

Introduction to Monte Carlo Analysis (Part 10 / 13)

Written by:Karl - CB Expert 10/25/2010 6:26:00 PM

In past blogs, I have waxed eloquent about two traditional methods of performing Tolerance Analysis, the Worst Case Analysis and the Root Sum Squares. With the advent of ever-more-powerful processors and the increasing importance engineering organizations place on transfer functions, the next logical step is to use these resources and predict system variation with Monte Carlo Analysis.

The name Monte Carlo is not by accident. This methodology uses the random behavior associated with underlying probability distribution to sample from those PDFs. Thus, it resembles gambling where players predict outcomes on games of random chance. At the time of its "invention," Monte Carlo in Monaco was considered the gambling capitol of the world, thus the name. (Perhaps if it had been "invented" later, it would've been called Las Vegas or Macau?) The methodology is simple in nature but with a farreaching impact in the prediction world. In the RSS methodology, the 1st and 2nd derivatives of transfer functions have primary influence over system output means and standard deviations (when variation is applied to the inputs). But there are no mathematical approximations to capture system variation in Monte Carlo analysis. Instead, it uses random sampling methods on defined input PDFs and applies those sampled values to the transfer functions. (Figure 10-1 displays a potential

sampling from an input's Normal distribution, in histogram format, overlaid on the normal curve itself.) The "math" is much simpler and we let our laptops crunch numbers and predict outcomes. This sampling is done many times over, usually thousands of times. (Each combination of sampling is considered a trial. All combined trials run constitute one simulation.) Every time a sampling is done from all the input PDFs, those single-point values are applied to the transfer function and the thousands of possible output values are recorded. They are typically displayed as histograms themselves. Returning to the RSS graphical concepts covered in the last couple of posts, let us examine this approach using an exponential transfer function (see Figure 10-2). We apply a normal PDF to the input (horizontal) axis which is then sampled many times over (many trials displayed as a histogram of sampled values). Applying these numerous sampled values to the exponential curve, the corresponding numerous output values are calculated and then displayed also in histogram format along the output (vertical) axis. These thousands (or millions) of trials allow us to capture the output variations visually, perhaps even approximate their behavior with a PDF that "fits" the data. We can also perform statistical analysis on the output values and predict the quality of our output variations. Perhaps some fall outside the LSL & USL limits? Their probability of occurrence quantifies the quality of the system output. Voila! No need to scratch out 1st and 2nd derivatives like in RSS. All methods require transfer functions but with Monte Carlo analysis, thorny calculus falls by the wayside. Now let us apply this methodology to the one-way clutch example. Thanks for staying tuned! Hambleton, Lynne, Treasure Chest of Six Sigma Growth Methods, Tools, and Best Practices (2008); Prentice Hall, pp. 431-432. Sleeper, Andrew D., Six Sigma Distribution Modeling (2006); McGraw-Hill, pp. 115-118.
Copyright 2010 Karl - CB Expert

Tolerance Analysis using Monte Carlo (Part 11 / 13)

Written by:Karl - CB Expert 10/28/2010 11:02:00 AM

How do Monte Carlo analysis results differ from those derived via WCA or RSS methodologies? Let us return to the one-way clutch example and provide a practical comparison in terms of a non-linear response. From the previous posts, we recall that there are two system outputs of interest: stop angle and spring gap. These outputs are described mathematically with response equations, as transfer functions of the inputs.

What options are there to run Monte Carlo (MC) analysis on our laptops? There are quite a few (a topic that invites a separate post). For the everyday user, it makes good sense to utilize one that works with existing spreadsheet logic, as in an Excel file. There are three movers and shakers in the Monte Carlo spreadsheet world which one might consider: Crystal Ball, ModelRisk and @Risk. (If you examine

our offerings, www.crystalballservices.com, you will find we sell the first two.) For the purposes of this series, we will use Crystal Ball (CB) but will return to ModelRisk in the near future. As with the RSS approach, it makes sense to enter the transfer function logic into an Excel spreadsheet where equations define the system output as linked to the inputs located in other cells. (Please refer to the "One-Way Clutch with Monte Carlo" spreadsheet model in our model archives. Figure 11-1 contains a snapshot of this spreadsheet.) The inputs and outputs are arranged in vertical order. Each of the inputs has a nominal and tolerance value associated with them, along with a desired Sigma level. As stated in previous posts, it will be assumed the suppliers of these inputs are 3-sigma capable and that their behaviors are normally distributed. Going forward, this means the standard deviations are assumed to be one-third of the tolerance value. The noticeable difference between this spreadsheet and the previous one (focused only on WCA and RSS results) is the coloring of the cells in the column titles "Values." The input "values" are colored green while the output "values" are colored blue. In the Crystal Ball (CB) world, these colors indicate a probabilistic behavior has been assigned to these variables. If we click on one of the green cells and then the "Define Assumption" button in the CD ribbon bar, a dialog box opens to reveal which distribution was defined for that input. The user will find that they are all normal distributions and the parameters (mean and stdev) are cell-referenced to the adjacent "Nominal," "Tolerance" and "Sigma" cells within the same row. (Note the standard deviation is calculated as the tolerance divided by the sigma. If this is not visible in your CB windows, hit CTL-~.) We can run the simulation as is. But before we do, an important MC modeling distinction should be made. In the RSS derivations, we assumed that the contributive nature of both bearings (bought in batches from the same supplier) were equal and therefore assumed the same variable behavior for both diameters as one singular variable (dB1) in the output transfer functions. However, this assumption in the transfer function should not be used for the transfer functions in the Monte Carlo analysis. Re-examine the case of the classic stack-up tolerance example from my first few posts (see Figure 112). Note that for the transfer function, I have distinguished each block width as a separate input variable. Had I assumed the same input variable for all three (so that the output gap transfer function is cavity width minus three times a singular block width), I would have invited disaster. Explicit in the incorrect transfer function is an

assumption that all three block widths will vary in synchronicity. If the block width is randomly chosen as greater than the nominal by the MC simulation, all three block widths would be artificially larger than their nominals. Obviously, this is not what would happen in reality. The simulation results would overpredict variation. Therefore, the MC modeler must assign different variables for all block widths, even though the probability distributions that define their variation are one and the same. To run the simulation, the user simply clicks on the "Start" button in the CB ribbon bar. Immediately obvious should be the CB Forecast windows that pop up in the forefront to display the simulation as it runs. The visual result is output histograms that show the variation with respect to the spec limits (LSL & USL), as seen in Figure 11-3. CB also can place particular output results values (such as mean, stdev, capability metrics and percentiles) into defined cells (Cells I12:AK13) via Forecast options. Here is the moment of truth. How did MC analysis compare to the WCA and RSS results? For an even better "apples-to-apples" comparison, the analyst may decide to extract percentiles associated with the 99.73% range (3 sigmas to either side), rather than calculate them from mean and standard deviation. If there is any non-normal behavior associated with the output, MC analysis can extract the values corresponding to the 3-sigma range, providing more accuracy on the extreme range despite non-normality. The same cannot be said of either WCA or RSS. ("Min Values" and "Max Values" for all three methods are displayed in Columns J & K.) Figure 11-4 summarizes the range comparisons on both system outputs for the three methods. Surprisingly enough, MC provides a wider range of stop angle extreme values than RSS but less wide than the conservative WCA approach. (RSS and MC agree pretty much on spring gap range while still being less than the WCA range.) The reason for the difference in stop angle extreme ranges is related to a difference in predicted standard deviations. The MC method predicts an output standard deviation that is two orders of magnitude greater than the RSS output standard deviation. (Your results may vary based on number of trials and random seed values but should be approximately the same.) The approximations based in RSS scribes can sometimes be too relaxed, especially if linearity and normality assumptions are violated. They can be too liberal and would paint a rosy picture for dimensional quality predictions. Is that the only reason to prefer MC analysis over RSS? Follow my next post as we revisit the topic of sensitivities and sensitivity contributions as they apply in the MC world. Creveling, Clyde M., Tolerance Design: A Handbook for Developing Optimal Specifications (1997); Addison Wesley Longman, pp. 163-167.

Tolerance Analysis using Monte Carlo, continued (Part 12 / 13)

Written by:Karl - CB Expert 11/1/2010 12:33:00 PM

In the case of the one-way clutch example, the current MC quality prediction for system outputs provide us with approximately 3- and 6-sigma capabilities (Z-scores). What if a sigma score of three is not good enough? What does the design engineer do to the input standard deviations to comply with a 6 sigma directive? Both RSS and MC analysis provide information on Sensitivity Contributions. (WCA does not.) These contributions are reported as percentages whose total from all input contributions must equal unity (100%). If an engineer knows that some inputs contribute more (or even way more) to variation output than others, would that be of use? Absolutely. Then a plan can be formulated to attack those inputs driving quality (if possible) and pay less scrutiny to the others. Figure 12-1 displays Sensitivity Charts produced from a CB simulation. From these charts we can visually gage the percentage contributions. Note that the absolute value sum of the contributions equals 100%. At the same time, some input contributions are displayed as negatively contributing while others are positive. It does not mean the percentages are negative. However, they do provide information about the sign (plus or minus) associated with the input sensitivity (also known as the slope or 1st derivative). This relays other design information to the engineer. Namely, how would the output mean be shifted (up or down, negative or positive) if an input mean shifted. These values are to be compared with the RSS sensitivity contribution results. Are MC and RSS in agreement on the predicted input contributions?

For the one-way clutch example, they do a pretty good job as shown in the following two tables: STOP ANGLE CONTRIBUTIONS Hub Critical Height Bearing Diameter Cage Inner Diameter RSS % Prediction 55.37% 1.36% 43.26% MC % Prediction 56.1% 0.6% 43.2%

SPRING GAP CONTRIBUTIONS Hub Critical Height Bearing Diameter Cage Inner Diameter RSS % Prediction 42.94% 2.11% 54.95% MC % Prediction 43.9% 1.0% 55.9% (As an aside, note that I have listed only one total contribution associated with Bearing Diameter whereas the Sensitivity Charts indicates there are two, one for each separate bearing. In order to compare our previous RSS results, I have summed the two MC bearing contributions. As always, your results may vary depending on number of trials and seed value.) Now the design engineer's mission is clear. The Hub Critical Height wins out over Cage Inner Diameter in contribution percentage. What can be done to control its variation tighter than currently estimated? What if the machining process that makes the hub cannot provide any tighter variation? In that case, the engineer focuses on what can be done on Cage Inner Diameter, which is a purchased part. But placing any more effort on tightening Bearing Diameter variation would be a waste of time. Sensitivity Analysis in a Tolerance context has great power. It shows the way forward to addressing a quality problem. Let us summarize the three methods and their pros and cons in the post to follow. Creveling, Clyde M., Tolerance Design: A Handbook for Developing Optimal Specifications (1997); Addison Wesley Longman, pp. 172-175. Sleeper, Andrew D., Six Sigma Distribution Modeling (2006); McGraw-Hill, pp. 122-124.
Copyright 2010 Karl - CB Expert

Tolerance Analysis Summary (Part 13 / 13) Written by:Karl - CB Expert 11/4/2010 2:01:00 PM
Tolerance Analysis focuses on dimensional aspects of manufactured physical products and the process of determining appropriate tolerances (read: allowable variations) so that things fit together and work the way they are supposed to. When done properly in conjunction with known manufacturing capabilities, products don't feel sloppy nor inappropriately "tight" (i.e., higher operating efforts) to the customer. The manufacturer also minimizes the no-build scenario and spends less time (and money) in assembly, where workers are trying to force sloppy parts together. Defects are less frequent. There are a wealth of benefits too numerous to list but obvious nonetheless. Let us measure twice and cut once. The three primary methodologies to perform Tolerance Analysis as described in these posts are:

Worst Case Analysis (WCA) Root Sum Squares (RSS) Monte Carlo (MC) Analysis

WCA relies on calculating worst case or extreme possibilities, given a range of potential individual values (defined by nominals and tolerances). It is straightforward in its approach by asking the question: "What is the worst that can happen?" It is simple to understand in mathematical terms. However, the extreme values it calculates have no associated probability with them. Because of its conservative nature, there is a good likelihood that those extremes will rarely occur. (In many cases, very rarely.) RSS relies on mathematical approximations that are generally good for Dimensional Tolerance Analysis, given the usually linear nature of the transfer functions. Unlike WCA, it provides information on predicted output means and standard deviations and variation contributions from isolated inputs. Both of these are

invaluable to the design engineer. Now we have associated probabilities with certain output values occurring and we know which input variations to attack if our product has not attained desired quality standards. MC Simulation relies on a defined transfer function (as does RSS). However, instead of using nasty calculus to approximate means and standard deviations, it simulates the response variation by sampling values from input distributions and applying them to the transfer function many times. The result is also an approximation of the true variation behavior (dependent on seed value and number of trials) but it is a better approximation than RSS. Better in the sense that it does not care if there is curvature or non-linearities in the transfer function and it does not care that input variations are non-normal. RSS provides less accurate predictions when those conditions occur. Here is a table summarizing Pros and Cons of the three approaches: APPROACH Worst Case Analysis PROS
Lickety-split calculations based on two sets of extreme input values Easy to understand Accounts for variation extremes

CONS
Very unlikely variation extremes will occur in reality Very conservative in nature "What-if" experiments may take more time to find acceptable design solutions Difficult to understand & explain (may be important for design change buy-in) Requires math & calculus skills Relies on approximations that are violated when either: o Input probabilities are non-normal and/or skewed o Transfer function is non-linear

Root Sum Squares

Provides estimation of mean and standard deviation More accurate and less conservative than WCA in predicting variation Provides Sensitivities and % Contributions to enable efficient design direction Easy to understand Most accurate variation estimation (with appropriate # of trials) Provides Sensitivities and % Contributions to enable efficient design direction Accounts for non-normal input behavior and non-linear transfer functions

Monte Carlo Analysis

Accuracy depends on: o Number of trials o Input probability definition Complex models may run "slow"

I hope you have enjoyed this little journey through the Tolerance Analysis world as much as I have had putting my thoughts on internet paper. Please stay tuned for more posts in the realm of analysis and simulation. Sleeper, Andrew D., Design for Six Sigma Statistics (2006); McGraw-Hill, pp. 703, 731.

Copyright 2010 Karl - CB Expert