Sharjeel,
This is not available in PVElite. You can still model the jacket using 2 files. In one file, model the inner shell, make sure that you apply the jacket pressure as external pressure on the inner jacket (plus any vacuum pressure on the inner shell).
In the second file model the outer jacket.
If you go to CodeCalc (included with PVElite) you can use the Shell/Head module, there is an option to add the jacket there.
You are using on old version of PVElite, we are getting ready to release the 2009 version.
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Best Regards,
Mandeep Singh
CADWorx & Analysis Solutions
Hexagon PPM