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As is well known, a safety factor is often applied for engineering structures as a measure of precaution.

I would like to ask for which loads (if not all) does the safety factor apply for.

For instance, take an aircraft wing. The safety factor will need to be applied for the aerodynamic loads but does it need to be applied for any other loads such as the self-weight of the wing or the weight of the powerplant?

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I'm a civil engineer, but you seem to be interested in aeronautical engineering (as far as I can tell from the example you gave), so my answer might not be applicable to your case (but it probably is).

Basically, any and all loading is calculated with a safety factor for ultimate limit state checks. However, the value of that safety factor may be different for different types of loads. The Brazilian code for reinforced concrete bridges, for example, defines that permanent loads (self-weight and dead loads) must have a safety factor of 1.35, while live loads need 1.5, and wind needs 1.4.

There are secondary safety factors, such as if you are testing the summation of different non-permanent load types: for instance, heavy traffic probably won't cross your bridge during hurricane-strength winds, so you might make two tests: one with heavy traffic as the primary load and wind as a secondary load (with a "reduced safety factor"), and another with wind as the primary load and traffic as secondary.

For some checks under exceptional conditions, certain load types might even be given a safety factor of 1.0, that is, no safety factor. Also, if doing serviceability checks, there usually are no factors.

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The choice of safety factor is typically driven by certification requirements. The largest body overseeing these certifications is the Underwriters Laboratory, commonly UL. Check stuff around you- most of it will have their logo:

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You can obtain (for a non-trivial amount of money), the UL standards for the product you're designing. These will list the required safety factor and typically also a test procedure.

These standards will often be aligned with an industry organization. For example, the UL standards for pressure vessels rely on the American Society of Mechanical Engineers (ASME) standards.

Other standards organizations and may be more applicable for your field. I'm not familiar with the aerospace industry standards but many components will be UL listed.

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From a structural engineering perspective - different loads have different partial factors, reflecting different levels of uncertainty.

Live loads are generally less certain than dead loads, and hence carry a higher factor.

Under British Standards concrete had a higher factor than steel, because the weight of concrete was harder to predict. Road surfacing had a very high factor, to allow for the possibility of surfacing thickness increasing in future.

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Yes, you have to multiply all the loads with safety factor, I think It is already based on the regulation worldwide in engineering field in general.

The purpose is to avoid the underestimation in calculation process and to human-error, and any other technical mistake in the field.

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