IDEAS home Printed from https://ideas.repec.org/a/sae/risrel/v231y2017i2p172-179.html
   My bibliography  Save this article

A new stress–strength model for systems subject to stochastic shocks

Author

Listed:
  • Gregory Levitin
  • Maxim Finkelstein

Abstract

A new general approach for obtaining system survival probability under the Poisson shock process is suggested. It takes into account the explicitly defined distribution of shock magnitude (stress) and system strength deterioration caused by the previous shocks. The approach can be used for any form of stress distribution, strength deterioration function and stress–strength interplay model. Specifically, we use the contest success function to model the stress–strength interplay and a cumulative stress ratio form function to represent strength deterioration. Numerical examples illustrating the obtained results are presented.

Suggested Citation

  • Gregory Levitin & Maxim Finkelstein, 2017. "A new stress–strength model for systems subject to stochastic shocks," Journal of Risk and Reliability, , vol. 231(2), pages 172-179, April.
    • Handle: RePEc:sae:risrel:v:231:y:2017:i:2:p:172-179
    DOI: 10.1177/1748006X16689543
    as

    Download full text from publisher

    File URL: https://journals.sagepub.com/doi/10.1177/1748006X16689543
    Download Restriction: no
    File URL: https://libkey.io/10.1177/1748006X16689543?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Levitin, Gregory & Hausken, Kjell, 2008. "Protection vs. redundancy in homogeneous parallel systems," Reliability Engineering and System Safety, Elsevier, vol. 93(10), pages 1444-1451.
    2. Song, Sanling & Coit, David W. & Feng, Qianmei, 2014. "Reliability for systems of degrading components with distinct component shock sets," Reliability Engineering and System Safety, Elsevier, vol. 132(C), pages 115-124.
    3. Lei Jiang & Qianmei Feng & David W. Coit, 2015. "Modeling zoned shock effects on stochastic degradation in dependent failure processes," IISE Transactions, Taylor & Francis Journals, vol. 47(5), pages 460-470, May.
    4. Toshio Nakagawa, 2007. "Shock and Damage Models in Reliability Theory," Springer Series in Reliability Engineering, Springer, number 978-1-84628-442-7, April.
    5. Montoro-Cazorla, Delia & Pérez-Ocón, Rafael, 2011. "Two shock and wear systems under repair standing a finite number of shocks," European Journal of Operational Research, Elsevier, vol. 214(2), pages 298-307, October.
    6. Kjell Hausken, 2005. "Production and Conflict Models Versus Rent-Seeking Models," Public Choice, Springer, vol. 123(1), pages 59-93, April.
    7. Finkelstein, Maxim & Marais, Francois, 2010. "On terminating Poisson processes in some shock models," Reliability Engineering and System Safety, Elsevier, vol. 95(8), pages 874-879.
    8. Stergios Skaperdas, 1996. "Contest success functions (*)," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 7(2), pages 283-290.
    9. Gregory Levitin & Kjell Hausken, 2013. "Parallel systems under two sequential attacks with contest intensity variation," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 21(1), pages 207-224, January.
    10. Kjell Hausken & Gregory Levitin, 2008. "Efficiency of Even Separation of Parallel Elements with Variable Contest Intensity," Risk Analysis, John Wiley & Sons, vol. 28(5), pages 1477-1486, October.
    11. Maxim Finkelstein, 2008. "Failure Rate Modelling for Reliability and Risk," Springer Series in Reliability Engineering, Springer, number 978-1-84800-986-8, April.
    12. Maxim Finkelstein & Ji Hwan Cha, 2013. "Burn-in for Heterogeneous Populations," Springer Series in Reliability Engineering, in: Stochastic Modeling for Reliability, edition 127, chapter 0, pages 261-312, Springer.
    13. Cha, Ji Hwan & Finkelstein, Maxim, 2014. "Some notes on unobserved parameters (frailties) in reliability modeling," Reliability Engineering and System Safety, Elsevier, vol. 123(C), pages 99-103.
    14. Cha, Ji Hwan & Finkelstein, Maxim, 2016. "New shock models based on the generalized Polya process," European Journal of Operational Research, Elsevier, vol. 251(1), pages 135-141.
    15. Maxim Finkelstein & Ji Hwan Cha, 2013. "Shocks as Burn-in," Springer Series in Reliability Engineering, in: Stochastic Modeling for Reliability, edition 127, chapter 0, pages 313-361, Springer.
    16. Yan-Hui Lin & Yan-Fu Li & Enrico Zio, 2016. "Reliability assessment of systems subject to dependent degradation processes and random shocks," IISE Transactions, Taylor & Francis Journals, vol. 48(11), pages 1072-1085, November.
    17. Massimiliano Giorgio & Maurizio Guida & Gianpaolo Pulcini, 2011. "An age- and state-dependent Markov model for degradation processes," IISE Transactions, Taylor & Francis Journals, vol. 43(9), pages 621-632.
    18. Gut, Allan & Hüsler, Jürg, 2005. "Realistic variation of shock models," Statistics & Probability Letters, Elsevier, vol. 74(2), pages 187-204, September.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Levitin, Gregory & Finkelstein, Maxim & Dai, Yuanshun, 2018. "Heterogeneous standby systems with shocks-driven preventive replacements," European Journal of Operational Research, Elsevier, vol. 266(3), pages 1189-1197.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Levitin, Gregory & Finkelstein, Maxim, 2019. "Optimal loading of elements in series systems exposed to external shocks," Reliability Engineering and System Safety, Elsevier, vol. 192(C).
    2. Ji Hwan Cha & Maxim Finkelstein, 2018. "On a New Shot Noise Process and the Induced Survival Model," Methodology and Computing in Applied Probability, Springer, vol. 20(3), pages 897-917, September.
    3. 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.
    4. 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.
    5. Hazra, Nil Kamal & Finkelstein, Maxim & Cha, Ji Hwan, 2022. "On a hazard (failure) rate process with delays after shocks," Statistics & Probability Letters, Elsevier, vol. 181(C).
    6. 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.
    7. Levitin, Gregory & Finkelstein, Maxim & Dai, Yuanshun, 2020. "Mission abort policy optimization for series systems with overlapping primary and rescue subsystems operating in a random environment," Reliability Engineering and System Safety, Elsevier, vol. 193(C).
    8. Gregory Levitin & Maxim Finkelstein, 2018. "Optimal mission abort policy with multiple shock number thresholds," Journal of Risk and Reliability, , vol. 232(6), pages 607-615, December.
    9. 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.
    10. Cha, Ji Hwan & Finkelstein, Maxim, 2016. "New shock models based on the generalized Polya process," European Journal of Operational Research, Elsevier, vol. 251(1), pages 135-141.
    11. 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.
    12. Levitin, Gregory & Finkelstein, Maxim & Xiang, Yanping, 2020. "Optimal aborting rule in multi-attempt missions performed by multicomponent systems," European Journal of Operational Research, Elsevier, vol. 283(1), pages 244-252.
    13. Levitin, Gregory & Finkelstein, Maxim & Xiang, Yanping, 2020. "Optimal abort rules and subtask distribution in missions performed by multiple independent heterogeneous units," Reliability Engineering and System Safety, Elsevier, vol. 199(C).
    14. Levitin, Gregory & Finkelstein, Maxim & Li, Yan-Feng, 2020. "Balancing mission success probability and risk of system loss by allocating redundancy in systems operating with a rescue option," Reliability Engineering and System Safety, Elsevier, vol. 195(C).
    15. Cha, Ji Hwan & Finkelstein, Maxim & Levitin, Gregory, 2018. "Optimal mission abort policy for partially repairable heterogeneous systems," European Journal of Operational Research, Elsevier, vol. 271(3), pages 818-825.
    16. 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.
    17. Levitin, Gregory & Finkelstein, Maxim & Xiang, Yanping, 2021. "Optimal abort rules for additive multi-attempt missions," Reliability Engineering and System Safety, Elsevier, vol. 205(C).
    18. Levitin, Gregory & Finkelstein, Maxim & Xiang, Yanping, 2021. "Optimal aborting strategy for three-phase missions performed by multiple units," Reliability Engineering and System Safety, Elsevier, vol. 208(C).
    19. Cha, Ji Hwan & Finkelstein, Maxim, 2018. "On information-based residual lifetime in survival models with delayed failures," Statistics & Probability Letters, Elsevier, vol. 137(C), pages 209-216.
    20. Levitin, Gregory & Finkelstein, Maxim, 2017. "Effect of element separation in series-parallel systems exposed to random shocks," European Journal of Operational Research, Elsevier, vol. 260(1), pages 305-315.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:sae:risrel:v:231:y:2017:i:2:p:172-179. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: SAGE Publications (email available below). General contact details of provider: .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.