TY - GEN
T1 - Modelling the reliability of degradation processes through Markov renewal theory
AU - Chiquet, Julien
AU - Eid, Mohamed
AU - Limnios, Nikolaos
PY - 2007/12/1
Y1 - 2007/12/1
N2 - 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.
AB - 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.
UR - https://www.scopus.com/pages/publications/56149084282
M3 - Conference contribution
AN - SCOPUS:56149084282
SN - 0415447860
SN - 9780415447867
T3 - Proceedings of the European Safety and Reliability Conference 2007, ESREL 2007 - Risk, Reliability and Societal Safety
SP - 429
EP - 434
BT - Proceedings of the European Safety and Reliability Conference 2007, ESREL 2007 - Risk, Reliability and Societal Safety
T2 - European Safety and Reliability Conference 2007, ESREL 2007 - Risk, Reliability and Societal Safety
Y2 - 25 June 2007 through 27 June 2007
ER -