Analysis of stress generation in pressure vessels during thermal cycling is a difficult complex subject that is receiving increased attention. Cyclic plastic finite element analysis was performed with thermal cycling with a view to quantify the phenomena of ratcheting. The framework of constitutive theory of rate-independent plasticity has been reviewed and the new developments in this field summarized. This thesis also reviews the basic equations, solution methods and important phenomena associated with thermal cycling that require numerical treatment. Stress analysis begins with a heat transfer analysis followed by a thermal stress analysis. Further complicating phenomena including shakedown ratcheting and structure-dependent plasticity ...