Evaluating failure time probabilities for a Markovian wear process

摘要

We present simplified analytical results for the numerical evaluation of failure time probabilities for a single-unit system whose cumulative wear over time depends on its external environment. The failure time distribution is derived as a one-dimensional Laplace-Stieltjes transform with respect to the temporal variable using a direct solution approach and by inverting an existing two-dimensional result with respect to the spatial failure threshold variable. Two numerical examples demonstrate that accurate cumulative probability values can be obtained in a straightforward manner using standard computing environments.