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Stochastic analysis of shock process and modeling of condition-based maintenance

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  • van der Weide, J.A.M.
  • Pandey, M.D.

Abstract

The paper presents an analytical formulation for evaluating the maintenance cost of engineering systems that are damaged by shocks arriving randomly in time. The damage process is nonlinear in a sense that damage increments form an increasing sequence (i.e., accelerated damage) or a decreasing sequence (saturated damage) of random increments. Such processes are motivated from damage data collected from nuclear reactor components. To model the nonlinear nature of damage process, the paper proposes the use of non-homogeneous Poisson process for damage increments, which is in contrast with the common use of a renewal process for modeling the damage. The paper presents a conceptually clear and comprehensive derivation of formulas for computing the expected cost rate associated with a periodic inspection and preventive maintenance policy. Distinctions between the analysis of self-announced and latent failures are highlighted. The analytical model presented in this paper is quite generic and versatile, and it can be applied to optimize other types of maintenance policies.

Suggested Citation

  • van der Weide, J.A.M. & Pandey, M.D., 2011. "Stochastic analysis of shock process and modeling of condition-based maintenance," Reliability Engineering and System Safety, Elsevier, vol. 96(6), pages 619-626.
    • Handle: RePEc:eee:reensy:v:96:y:2011:i:6:p:619-626
    DOI: 10.1016/j.ress.2010.12.012
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    References listed on IDEAS

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    1. Toshio Nakagawa, 2007. "Shock and Damage Models in Reliability Theory," Springer Series in Reliability Engineering, Springer, number 978-1-84628-442-7, April.
    2. van der Weide, J.A.M. & Pandey, M.D. & van Noortwijk, J.M., 2010. "Discounted cost model for condition-based maintenance optimization," Reliability Engineering and System Safety, Elsevier, vol. 95(3), pages 236-246.
    3. Hongzhou Wang & Hoang Pham, 2006. "Reliability and Optimal Maintenance," Springer Series in Reliability Engineering, Springer, number 978-1-84628-325-3, April.
    4. Toshio Nakagawa, 2005. "Maintenance Theory of Reliability," Springer Series in Reliability Engineering, Springer, number 978-1-84628-221-8, April.
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    Citations

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    Cited by:

    1. Ece Zeliha Demirci & Joachim Arts & Geert-Jan Van Houtum, 2022. "A restless bandit approach for capacitated condition based maintenance scheduling," DEM Discussion Paper Series 22-01, Department of Economics at the University of Luxembourg.
    2. Ji Hwan Cha & Maxim Finkelstein, 2019. "On some characteristics of quality for systems operating in a random environment," Journal of Risk and Reliability, , vol. 233(2), pages 257-267, April.
    3. Alaswad, Suzan & Xiang, Yisha, 2017. "A review on condition-based maintenance optimization models for stochastically deteriorating system," Reliability Engineering and System Safety, Elsevier, vol. 157(C), pages 54-63.
    4. Ji Hwan Cha & Maxim Finkelstein, 2020. "On optimal life extension for degrading systems," Journal of Risk and Reliability, , vol. 234(3), pages 487-495, June.
    5. Maxim Finkelstein & Gregory Levitin, 2018. "Optimal Mission Duration for Partially Repairable Systems Operating in a Random Environment," Methodology and Computing in Applied Probability, Springer, vol. 20(2), pages 505-516, June.
    6. Zhao, Xufeng & Qian, Cunhua & Nakagawa, Toshio, 2013. "Optimal policies for cumulative damage models with maintenance last and first," Reliability Engineering and System Safety, Elsevier, vol. 110(C), pages 50-59.
    7. Cha, Ji Hwan & Finkelstein, Maxim & Levitin, Gregory, 2018. "Bivariate preventive maintenance of systems with lifetimes dependent on a random shock process," European Journal of Operational Research, Elsevier, vol. 266(1), pages 122-134.
    8. Maxim Finkelstein & Gregory Levitin, 2020. "On missions’ quality of performance for systems with partially or completely observable degradation," Journal of Risk and Reliability, , vol. 234(5), pages 676-685, October.
    9. Maxim Finkelstein & Gregory Levitin, 2018. "Optimal mission duration for systems subject to shocks and internal failures," Journal of Risk and Reliability, , vol. 232(1), pages 82-91, February.
    10. Cha, Ji Hwan & Finkelstein, Maxim, 2016. "On some properties of shock processes in a ‘natural’ scale," Reliability Engineering and System Safety, Elsevier, vol. 145(C), pages 104-110.
    11. Ji Hwan Cha & Maxim Finkelstein, 2019. "Optimal preventive maintenance for systems having a continuous output and operating in a random environment," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(2), pages 327-350, July.
    12. Cha, Ji Hwan & Finkelstein, Maxim & Levitin, Gregory, 2017. "On preventive maintenance of systems with lifetimes dependent on a random shock process," Reliability Engineering and System Safety, Elsevier, vol. 168(C), pages 90-97.

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