Traditional composites comprised of two different materials have been widely used to satisfy the high performance demands. However, stress singularities in such composites may occur at the interface between two different materials, due to the mismatch of materials. Especially, in a high-temperature environment, for example in the engine combustion chamber of an air vehicle or a nuclear fusion reaction container, the relatively higher mismatch in thermal expansion coefficients will induce high residual stresses. Consequently, the composite may incur cracking or debonding. Therefore, the concept of functionally graded material (FGM) was introduced to satisfy the demand of ultra-high-temperature environment and to eliminate the stress singularities (Niino and Maeda, 1990 and Hirano and Yamada, 1988).