As of now you will have to model this in 2 files in PVElite. Model the inner vessel and apply the internal pressure of the outer cylinder as external pressure on the inner cylinder.
Then model the outer cylinder in a separate file.
You can also model the jacket in the CodeCalc (that is included with PVElite). Go to the Shell head module, on the Geometry tab, click on box for the "Is a Jacket Present (App. 9)?".
We plan to implement this in PVELite as well.
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Best Regards,
Mandeep Singh
CADWorx & Analysis Solutions
Hexagon PPM