Skip to main content
Top

2013 | OriginalPaper | Chapter

Dynamical Systems with Semi-Markovian Perturbations and Their Use in Structural Reliability

Authors : Julien Chiquet, Nikolaos Limnios

Published in: Stochastic Reliability and Maintenance Modeling

Publisher: Springer London

Activate our intelligent search to find suitable subject content or patents.

search-config
loading …

Abstract

The aim of this chapter is to present dynamical systems evolving in continuous-time and perturbed by semi-Markov processes (SMP). We investigate both probabilistic modeling and statistical estimation of such models. This work was initially developed in order to study cracking problems for the confinement device in nuclear power plants, where a jump Markov process was used as the perturbing process. The new key element here is the use of SMPs instead of Markov ones for the randomization of the system. Several numerical illustrations in reliability are investigated, accompanied with guidelines for a practical numerical implementation.

Dont have a licence yet? Then find out more about our products and how to get one now:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Literature
1.
go back to reference Bagdonavicius V, Bikelis A, Kazakevicius V, Nikulin M (2006) Non-parametric estimation in degradation-renewal-failure models. In: Probability, statistics and modelling in public health. Springer Bagdonavicius V, Bikelis A, Kazakevicius V, Nikulin M (2006) Non-parametric estimation in degradation-renewal-failure models. In: Probability, statistics and modelling in public health. Springer
2.
go back to reference Bogolyubov NN, Mitropol’skii YA (1961) Asymptotics methods in the theory of nonlinear oscillations. Bogolyubov NN, Mitropol’skii YA (1961) Asymptotics methods in the theory of nonlinear oscillations.
3.
go back to reference Chiquet J, Limnios N (2006) Estimating stochastic dynamical systems driven by a continuous-time jump Markov process. Methodol Comput Appl Probab 8:431–447MathSciNetMATHCrossRef Chiquet J, Limnios N (2006) Estimating stochastic dynamical systems driven by a continuous-time jump Markov process. Methodol Comput Appl Probab 8:431–447MathSciNetMATHCrossRef
4.
go back to reference Chiquet J, Limnios N (2008) A method to compute the reliability of a piecewise deterministic Markov process. Statist Probab Lett 78:1397–1403MathSciNetMATHCrossRef Chiquet J, Limnios N (2008) A method to compute the reliability of a piecewise deterministic Markov process. Statist Probab Lett 78:1397–1403MathSciNetMATHCrossRef
5.
go back to reference Chiquet J, Limnios N, Eid M (2009) Piecewise deterministic Markov processes applied to fatigue crack growth modelling. J Stat Planning Inf 139:1657–1667MathSciNetMATHCrossRef Chiquet J, Limnios N, Eid M (2009) Piecewise deterministic Markov processes applied to fatigue crack growth modelling. J Stat Planning Inf 139:1657–1667MathSciNetMATHCrossRef
7.
go back to reference Costa O, Dufour F (2008) Stability and ergodicity of piecewise deterministic Markov processes. SIAM J Control Optim 47(2):1053–1077MathSciNetMATHCrossRef Costa O, Dufour F (2008) Stability and ergodicity of piecewise deterministic Markov processes. SIAM J Control Optim 47(2):1053–1077MathSciNetMATHCrossRef
8.
go back to reference Davis MHA (1993) Markov models and optimization. In: Monographs on statistics and applied probability, vol 49. Chapman & Hall Davis MHA (1993) Markov models and optimization. In: Monographs on statistics and applied probability, vol 49. Chapman & Hall
9.
10.
go back to reference Fridlyand J, Snijders A, Pinkel D, Albertson DG, Jain AN (2004) Hidden Markov models approach to the analysis of array CGH data. J Multivar Anal 90(1) Fridlyand J, Snijders A, Pinkel D, Albertson DG, Jain AN (2004) Hidden Markov models approach to the analysis of array CGH data. J Multivar Anal 90(1)
11.
go back to reference Iosifescu M, Limnios N, Oprişan G (2010) Introduction to stochastic models. Iste, J. Wiley, London Iosifescu M, Limnios N, Oprişan G (2010) Introduction to stochastic models. Iste, J. Wiley, London
12.
go back to reference Korolyuk VS, Limnios N (2005) Stochastic systems in merging phase space. World Scientific, SingaporeCrossRef Korolyuk VS, Limnios N (2005) Stochastic systems in merging phase space. World Scientific, SingaporeCrossRef
13.
go back to reference Kotz S, Lumelskii Y, Pensky M (2003) The stress-strength model and its generalizations. World Scientific, New JerseyMATHCrossRef Kotz S, Lumelskii Y, Pensky M (2003) The stress-strength model and its generalizations. World Scientific, New JerseyMATHCrossRef
14.
go back to reference Lebarbier E (2005) Detecting multiple change-points in the mean of Gaussian process by model selection. Sig Process 85 Lebarbier E (2005) Detecting multiple change-points in the mean of Gaussian process by model selection. Sig Process 85
15.
go back to reference Lehmann A (2006) Degradation-threshold-shock models. In: Probability, statistics and modelling in public health. Springer Lehmann A (2006) Degradation-threshold-shock models. In: Probability, statistics and modelling in public health. Springer
16.
go back to reference Limnios N (2011) Reliability measures of semi-Markov systems with general state space. Meth Comput Appl Probab. doi: 10.1007/s11009-011-9211-5 Limnios N (2011) Reliability measures of semi-Markov systems with general state space. Meth Comput Appl Probab. doi: 10.1007/s11009-011-9211-5
17.
18.
go back to reference Limnios N, Ouhbi B (2003) Empirical estimators of reliability and related functions for semi-Markov systems. In: Lindqvist B, Doksum K (eds) Mathematical and statistical methods in reliability. World Scientific, Singapore Limnios N, Ouhbi B (2003) Empirical estimators of reliability and related functions for semi-Markov systems. In: Lindqvist B, Doksum K (eds) Mathematical and statistical methods in reliability. World Scientific, Singapore
19.
go back to reference Lin YK, Yang JN (1985) A stochastic theory of fatigue crack propagation. AIAA J 23:117–124MATHCrossRef Lin YK, Yang JN (1985) A stochastic theory of fatigue crack propagation. AIAA J 23:117–124MATHCrossRef
20.
go back to reference Muller CH, Giunkel C, Denecke L (2011) Statistical analysis of damage evolution with a new image tool. Fatigue Fract Eng Mater Struct 34(7):510–520CrossRef Muller CH, Giunkel C, Denecke L (2011) Statistical analysis of damage evolution with a new image tool. Fatigue Fract Eng Mater Struct 34(7):510–520CrossRef
21.
go back to reference Osaki S (1985) Stochastic system reliability modeling. World Scientific, SingaporeMATH Osaki S (1985) Stochastic system reliability modeling. World Scientific, SingaporeMATH
22.
go back to reference Paris PC, Erdogan F (1963) A critical analysis of crack propagation laws. J Basic Eng 85:528–534CrossRef Paris PC, Erdogan F (1963) A critical analysis of crack propagation laws. J Basic Eng 85:528–534CrossRef
23.
go back to reference Picard F (2005) Process segmentation/clustering. Application to the analysis of CGH microarray data. PhD. Thesis Picard F (2005) Process segmentation/clustering. Application to the analysis of CGH microarray data. PhD. Thesis
26.
go back to reference Sobczyk K (1982) On the markovian models for fatigue accumulation. Journal de Mécanique Théorique et Appliquée (special issue), pp 147–160 Sobczyk K (1982) On the markovian models for fatigue accumulation. Journal de Mécanique Théorique et Appliquée (special issue), pp 147–160
27.
go back to reference Virkler DA, Hillberry BM, Goel PK (1979) The statistical nature of fatigue crack propagation. J Eng Mater Technol ASME 101:148–153CrossRef Virkler DA, Hillberry BM, Goel PK (1979) The statistical nature of fatigue crack propagation. J Eng Mater Technol ASME 101:148–153CrossRef
Metadata
Title
Dynamical Systems with Semi-Markovian Perturbations and Their Use in Structural Reliability
Authors
Julien Chiquet
Nikolaos Limnios
Copyright Year
2013
Publisher
Springer London
DOI
https://doi.org/10.1007/978-1-4471-4971-2_10