Search arXivSearch

arXiv · 2401.09166

Condition-based maintenance for a system subject to multiple degradation processes with stochastic arrival intensity

Abstract

In this work, a system subject to different deterioration processes is analysed. The arrival of the degradation processes to the system is modelled using a shot-noise Cox process. The degradation processes grow according to an homogeneous gamma process. The system fails when a degradation process exceeds a failure threshold. The combined process of initiation and growth of the degradation processes is modelled and the system reliability is obtained. Heterogeneities are also integrated in the model assuming that the inverse of the scale parameter follows a uniform distribution. A maintenance strategy is implemented in this system and the state of the system is checked in inspection times. If the system is working at inspection time, a preventive replacement is performed if the deterioration level of a degradation process exceeds a certain threshold. A corrective replacement is performed if the system is down at inspection time. Under this maintenance strategy, the expected cost rate is obtained. Sensitivity analysis on the main parameters of the gamma process is performed.

Explore related subjects

Keep this discovery

BibTeXRIS

L. Bautista, Inma T. Castro, L. Landesa. 2024-01-17. Condition-based maintenance for a system subject to multiple degradation processes with stochastic arrival intensity. https://arxiv.org/abs/2401.09166

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR