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Numerical solution to stochastic partial differential equation with variable repair rate

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  • Mangey Ram
  • Arpan Gupta

Abstract

In this paper, a numerical solution technique to stochastic partial differential equations in reliability engineering is presented. The method is based upon finite difference discretization of the governing equations for the Markovian reliability model. In realistic situations, the repair rates and failure rates of engineering system are variable. Such variable repair and failure rates are difficult to account in reliability modeling. The novelty in this work is to present a numerical method to easily take into consideration such variables and give an accurate prediction of reliability measures of engineering systems.

Suggested Citation

  • Mangey Ram & Arpan Gupta, 2016. "Numerical solution to stochastic partial differential equation with variable repair rate," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(21), pages 6245-6252, November.
    • Handle: RePEc:taf:lstaxx:v:45:y:2016:i:21:p:6245-6252
    DOI: 10.1080/03610926.2014.957863
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