A geometric Brownian motion model for field degradation data

E. A. Elsayed; H. T. Liao

doi:10.1504/ijmpt.2004.003912

A geometric Brownian motion model for field degradation data

E. A. Elsayed, H. T. Liao

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

39 Scopus citations

Abstract

It is more difficult to estimate reliability when accelerated life testing (ALT) conditions are far from normal. Moreover, many of the test units do not fail when subjected to stresses close to their normal operating conditions during the test time. When components or products exhibit degradation behaviour, degradation testing may be an alternative to ALT to estimate reliability without subjecting them to actual failures. We propose a Geometric Brownian Motion Degradation Rate Model (GBMDR), which utilizes field degradation data to estimate field reliability when the field stress context is unknown. A novel procedure for parameters estimation of the model is proposed. Its application is illustrated by utilizing degradation data of a civil engineering structure to estimate field reliability.

Original language	English (US)
Pages (from-to)	51-72
Number of pages	22
Journal	International Journal of Materials and Product Technology
Volume	20
Issue number	1-3
DOIs	https://doi.org/10.1504/ijmpt.2004.003912
State	Published - 2003
Externally published	Yes

Keywords

Brownian motion
Degradation model
Field data
Reliability estimation

ASJC Scopus subject areas

Safety, Risk, Reliability and Quality
Mechanics of Materials
Mechanical Engineering
Industrial and Manufacturing Engineering

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10.1504/ijmpt.2004.003912

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abstract = "It is more difficult to estimate reliability when accelerated life testing (ALT) conditions are far from normal. Moreover, many of the test units do not fail when subjected to stresses close to their normal operating conditions during the test time. When components or products exhibit degradation behaviour, degradation testing may be an alternative to ALT to estimate reliability without subjecting them to actual failures. We propose a Geometric Brownian Motion Degradation Rate Model (GBMDR), which utilizes field degradation data to estimate field reliability when the field stress context is unknown. A novel procedure for parameters estimation of the model is proposed. Its application is illustrated by utilizing degradation data of a civil engineering structure to estimate field reliability.",

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AU - Liao, H. T.

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AB - It is more difficult to estimate reliability when accelerated life testing (ALT) conditions are far from normal. Moreover, many of the test units do not fail when subjected to stresses close to their normal operating conditions during the test time. When components or products exhibit degradation behaviour, degradation testing may be an alternative to ALT to estimate reliability without subjecting them to actual failures. We propose a Geometric Brownian Motion Degradation Rate Model (GBMDR), which utilizes field degradation data to estimate field reliability when the field stress context is unknown. A novel procedure for parameters estimation of the model is proposed. Its application is illustrated by utilizing degradation data of a civil engineering structure to estimate field reliability.

KW - Brownian motion

KW - Degradation model

KW - Field data

KW - Reliability estimation

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JO - International Journal of Materials and Product Technology

JF - International Journal of Materials and Product Technology

IS - 1-3

ER -

A geometric Brownian motion model for field degradation data

Abstract

Keywords

ASJC Scopus subject areas

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