Modelling the reliability of degradation processes through Markov renewal theory

Julien Chiquet, Mohamed Eid, Nikolaos Limnios

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

In this paper, we study a general stochastic differential system that models the random increase of the main degradation mechanism observed in a given structure. This stochastic system belongs to the class of piecewise deterministic Markov processes (PDMP). It can be interpreted as a particular Markov renewal process. Thanks to Markov renewal theory, the exact reliability associated to the degradation process modeled through the PDMP can be formulated and computed numerically. This is done for a given system and compared with the empirical estimator obtained with Monte-Carlo techniques.

Original languageEnglish
Title of host publicationProceedings of the European Safety and Reliability Conference 2007, ESREL 2007 - Risk, Reliability and Societal Safety
Pages429-434
Number of pages6
Publication statusPublished - 1 Dec 2007
Externally publishedYes
EventEuropean Safety and Reliability Conference 2007, ESREL 2007 - Risk, Reliability and Societal Safety - Stavanger, Norway
Duration: 25 Jun 200727 Jun 2007

Publication series

NameProceedings of the European Safety and Reliability Conference 2007, ESREL 2007 - Risk, Reliability and Societal Safety
Volume1

Conference

ConferenceEuropean Safety and Reliability Conference 2007, ESREL 2007 - Risk, Reliability and Societal Safety
Country/TerritoryNorway
CityStavanger
Period25/06/0727/06/07

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