Monte Carlo reliability modeling by inhomogeneous Markov processes

E. E. Lewis; Tu Zhuguo

doi:10.1016/0143-8174(86)90098-3

Monte Carlo reliability modeling by inhomogeneous Markov processes

E. E. Lewis^*, Tu Zhuguo

^*Corresponding author for this work

Mechanical Engineering

Research output: Contribution to journal › Article › peer-review

26 Scopus citations

Abstract

Markov Monte Carlo methods for reliability calculations are generalized to include inhomogeneous Markov processes. Two new sampling techniques allow the treatment of time-dependent failure rates and of preventive maintenance. Incorporation of periodic testing and repair models allows classes of revealed and unrevealed failures to be combined in problems with wear, periodic maintenance and component dependencies. Numerical illustrations of these phenomena are presented for one, two and multiple component systems.

Original language	English (US)
Pages (from-to)	277-296
Number of pages	20
Journal	Reliability Engineering
Volume	16
Issue number	4
DOIs	https://doi.org/10.1016/0143-8174(86)90098-3
State	Published - 1986

Funding

This work was supported in part by the US Air Force Office of Scientific Research, Contract AFOSR-84-0340.

ASJC Scopus subject areas

General Engineering

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10.1016/0143-8174(86)90098-3

Cite this

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title = "Monte Carlo reliability modeling by inhomogeneous Markov processes",

abstract = "Markov Monte Carlo methods for reliability calculations are generalized to include inhomogeneous Markov processes. Two new sampling techniques allow the treatment of time-dependent failure rates and of preventive maintenance. Incorporation of periodic testing and repair models allows classes of revealed and unrevealed failures to be combined in problems with wear, periodic maintenance and component dependencies. Numerical illustrations of these phenomena are presented for one, two and multiple component systems.",

author = "Lewis, {E. E.} and Tu Zhuguo",

note = "Funding Information: This work was supported in part by the US Air Force Office of Scientific Research, Contract AFOSR-84-0340.",

year = "1986",

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AU - Lewis, E. E.

AU - Zhuguo, Tu

N1 - Funding Information: This work was supported in part by the US Air Force Office of Scientific Research, Contract AFOSR-84-0340.

PY - 1986

Y1 - 1986

N2 - Markov Monte Carlo methods for reliability calculations are generalized to include inhomogeneous Markov processes. Two new sampling techniques allow the treatment of time-dependent failure rates and of preventive maintenance. Incorporation of periodic testing and repair models allows classes of revealed and unrevealed failures to be combined in problems with wear, periodic maintenance and component dependencies. Numerical illustrations of these phenomena are presented for one, two and multiple component systems.

AB - Markov Monte Carlo methods for reliability calculations are generalized to include inhomogeneous Markov processes. Two new sampling techniques allow the treatment of time-dependent failure rates and of preventive maintenance. Incorporation of periodic testing and repair models allows classes of revealed and unrevealed failures to be combined in problems with wear, periodic maintenance and component dependencies. Numerical illustrations of these phenomena are presented for one, two and multiple component systems.

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Monte Carlo reliability modeling by inhomogeneous Markov processes

Abstract

Funding

ASJC Scopus subject areas

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