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The Wikipedia article on Mitsubishi A6M Zero fighter cites an article from Life magazine published on Nov 4, 1942:

The Zero's fuselage and wings were constructed in one piece, unlike the American method that built them separately and joined the two parts together. The Japanese method was much slower, but resulted in a very strong structure and improved close maneuverability.— Wikipedia

Zero
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This design is harder to implement but it allows for higher strengths for the same weight or lighter weight for the same required strength.

Is there a name for such fuselage design?

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The construction of the Zero was slightly different from that of its western counterparts. The aircraft had three major sub-assemblies:

  • wing/center fuselage

  • forward fuselage, and

  • aft fuselage.

The construction of the first sub-assembly was such that the both the wings were constructed as one piece integral with the cockpit. This is (presumably) what the author means in the article in question. Otherwise the wing was a semi-monocoque structure with two main spars, which is quite common.

The image below shows the sub-assembly in question (the wing+cockpit section) from a recovered zero. It can be seen that there is no great difference in design, only in the choice of the sub-assembly (a wing+cockpit section, instead of wing + fuselage).

Center section

A6M Zero midsection; image from lasamurai.blogspot.in

The images below show the different sections of the aircraft (middle and rear sections) from a rebuilt Zero.

Mid

Cockpit+wing sub-assembly; image from j-aircraft.com

Rear

Rear fuselage assembly; image from j-aircraft.com

I'm not aware of any special name for this. It appears to be a normal semi-monocoque structure.

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enter image description here
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This above cutaway suggests the wings were indeed constructed within the fuselage, and not attached later, but it is not out of one piece.

I couldn't find pictures for the Zero assembly line. However, the Zero was known for shedding most of its weight by forgoing the armor surrounding the pilot. Owing to the Kamikaze mindset.

From the source quoted on Wikipedia—

enter image description here

The most amazing thing about the Zero was the way it was built. Instead of constructing a fuselage and wings separately and then joining them together in the American fashion, the Japanese have fashioned the wings and fuselage in one piece. This makes for great structural strength and is a decided advantage in close swift maneuvers. It is a disadvantage in construction, however, as it takes much longer to build a plane this way.

Life, 4 November 1942

This construction is still called semi-monocoque, common to many planes. The name you're after is probably the manufacturing method, not the structural system. It's called batch production, wherein the product takes shape and is built in one place. As opposed to getting a ready-made wing and rivet it to a ready-made fuselage—both manufactured elsewhere. That would be assembly line production.

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