Reliability of Stochastically Forced Systems (Extended Version)

摘要

The reliability of a mechanical system is related to a first passage problem in the theory of stochastic dynamical systems. The phenomenon of fatigue is modelled by allowing a slow change in time of the system parameters. The methods yield expressions for the lifetime on the basis of the dynamics of the mechanical system. For this reason it is expected that better predictions of the lifetime can be made, e.g., in case of accelerated life testing, than by pure statistical methods.