Monte Carlo reliability modeling by inhomogeneous Markov processes

E. E. Lewis*, Tu Zhuguo

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

25 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 languageEnglish (US)
Pages (from-to)277-296
Number of pages20
JournalReliability Engineering
Volume16
Issue number4
DOIs
StatePublished - 1986

ASJC Scopus subject areas

  • Engineering(all)

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