Evaluating failure time probabilities for a Markovian wear process

DOI10.1016/J.COR.2003.09.016MaRDI QIDQ2485167zbMATH OpenOpenAlexFDO

Authors Jeffrey P. Kharoufeh, Jeffrey A. Sipe

Publication date 3 August 2005

Published in Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cor.2003.09.016

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Continuous-time Markov processes on general state spaces (60J25)

Review text

Starting from some results of the first author regarding to the closed-form lifetime distribution for a continuous Markovian wear process as a two-dimensional Laplace transform, the authors propose to reduce the lifetime distribution to a one-dimensional Laplace transform in order to facilitate simpler numerical implementation. To this end they present simplified analytical results for the numerical evaluation of failure time probabilities for a single-unit system whose cumulative wear over time depends of its external environment. The main result is a closed-form, analytical expression for the system lifetime in the form of a one-dimensional Laplace transform as opposed to two dimensions. Their result is proved in two ways: a) by directly solving an ordinary (matrix) differential equation via standard methods; b) analytically investing a two-dimensional result with respect to the spatial dimension \(x\), obtained previously. Finally, two numerical examples are provided to compare the one- and two-dimensional results with simulated cumulative probability values. The last section contains some conclusions.

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Cited in

(7)

• Explicit results for wear processes in a Markovian environment
• Life Distribution Properties of Devices Subject to a Lévy Wear Process
• Mean First-Passage Time to Zero for Wear Processes
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• Reliability analysis for degradation process with abrupt jumps caused by operation state transition

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Uses Software

• SPLIDA

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