Dear James, 
I'm back to you regarding this issue again. Let me summarise the problem by describing a simplified case:
I'm trying to analyse an aircraft on which both mechanical and thermal loads are applied. 
Let assume that the mechanical load is just a uniform pressure load over the structure, while the thermal load is a time-dependent function, as shown in the figure (see attachment): 
1) 300K during the first 1500seconds; 
2) An increase of temperature to 750K, performed in a period of 1500seconds; 
3) 750K is maintained during the rest of the experiment (let say 9000seconds). 
I want to size the aircraft structure with respect to its cruise phase, i.e. when the temperature is at 750K (in other words, in segment 3). 
I use the following ordinary commands to setup my input Nastran file: 
SOL SESTATICS 
CEND 
TEMP(INIT) = 1 
SUBCASE 100 
TEMP(LOAD)=101 
BEGIN BULK 
Now, the question is how to define the thermal set, regarding the initial temperature TEMP(INIT) ? 
Should I put: 
TEMPD,1,300 
TEMPD,101,750 
or: 
TEMPD,1,750 
TEMPD,101,750 
Indeed, I want to have the effect of thermal stresses, so I think that my initial temperature (TEMP(INIT)) should not be equal to 750K, which is my (final) thermal load (TEMP(LOAD)). However, since the increase of temperature is done over a long period, is it realistic to put the initial temperature at 300K ? 
The strange thing is that when my TEMP(INIT) value is equal to 750K, the HyperFEA calculation gives me a realistic increase of weight compared to the case without any temperature load. I guess this increase is just due to the change of the material properties because of higher temperatures that are applied. 
But if I set TEMP(INIT) value to 300K, the calculation diverges and the weight goes infinitely high (thousands of tonnes !!) without converging. Note also that this divergence doesn't happen if I decrease the cruise temperature (TEMP(LOAD)) from 750 to 600K and maintain the TEMP(INIT) at 300K. It seems that the very high thermal stresses induce this divergence, but I don't know why! The used material is Titanium.
Thanks a lot. 
Regards