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Copula-based reliability analysis of degrading systems with dependent failures

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  • Fang, Guanqi
  • Pan, Rong
  • Hong, Yili

Abstract

Consider a coherent system, in which the degradation processes of its performance characteristics are positively correlated, this paper systematically investigates a bivariate degradation model of such a system. To analyze the accelerated degradation data, a flexible class of bivariate stochastic processes are proposed to incorporate the effects of environmental stress variables and the dependency between two degradation processes is modeled by a copula function. A two-step system reliability analysis approach is developed and it is implemented with the Hamiltonian Monte Carlo algorithm. Simulation studies validate this approach and the consequences of model misspecification are evaluated too. Furthermore, two real-world examples are presented to demonstrate the applicability of the proposed modeling framework of system reliability on correlated degradation processes.

Suggested Citation

  • Fang, Guanqi & Pan, Rong & Hong, Yili, 2020. "Copula-based reliability analysis of degrading systems with dependent failures," Reliability Engineering and System Safety, Elsevier, vol. 193(C).
    • Handle: RePEc:eee:reensy:v:193:y:2020:i:c:s0951832019301309
    DOI: 10.1016/j.ress.2019.106618
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    Cited by:

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    8. Sun, Fuqiang & Fu, Fangyou & Liao, Haitao & Xu, Dan, 2020. "Analysis of multivariate dependent accelerated degradation data using a random-effect general Wiener process and D-vine Copula," Reliability Engineering and System Safety, Elsevier, vol. 204(C).
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    11. Deepak Prajapati & Man Ho Ling & Ping Shing Chan & Debasis Kundu, 2023. "Misspecification of copula for one-shot devices under constant stress accelerated life-tests," Journal of Risk and Reliability, , vol. 237(4), pages 725-740, August.
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    13. Subhi Tyagi & Nupur Goyal & Akshay Kumar & Mangey Ram, 2022. "Stochastic hybrid energy system modelling with component failure and repair," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 13(2), pages 842-852, June.
    14. Zeng, Zhiguo & Barros, Anne & Coit, David, 2023. "Dependent failure behavior modeling for risk and reliability: A systematic and critical literature review," Reliability Engineering and System Safety, Elsevier, vol. 239(C).
    15. Xu, Jun & Liang, Zhenglin & Li, Yan-Fu & Wang, Kaibo, 2021. "Generalized condition-based maintenance optimization for multi-component systems considering stochastic dependency and imperfect maintenance," Reliability Engineering and System Safety, Elsevier, vol. 211(C).
    16. Palayangoda, Lochana K. & Ng, Hon Keung Tony, 2021. "Semiparametric and nonparametric evaluation of first-passage distribution of bivariate degradation processes," Reliability Engineering and System Safety, Elsevier, vol. 205(C).
    17. Hongbin Zhang & Shuqiang Liu & Peibo Liang & Zhipeng Ye & Yaqiu Li, 2023. "An Accelerated-Based Evaluation Method for Corrosion Lifetime of Materials Considering High-Temperature Oxidation Corrosion," Sustainability, MDPI, vol. 15(11), pages 1-17, June.
    18. Zheng, Xiao-Wei & Li, Hong-Nan & Gardoni, Paolo, 2023. "Hybrid Bayesian-Copula-based risk assessment for tall buildings subject to wind loads considering various uncertainties," Reliability Engineering and System Safety, Elsevier, vol. 233(C).
    19. Wang, Yueyao & Lee, I-Chen & Hong, Yili & Deng, Xinwei, 2022. "Building degradation index with variable selection for multivariate sensory data," Reliability Engineering and System Safety, Elsevier, vol. 227(C).
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    21. Liu, Wenli & Chen, Elton J. & Yao, Erlei & Wang, Yanyu & Chen, Yangyang, 2021. "Reliability analysis of face stability for tunnel excavation in a dependent system," Reliability Engineering and System Safety, Elsevier, vol. 206(C).
    22. Jafary, Bentolhoda & Mele, Andrew & Fiondella, Lance, 2020. "Component-based system reliability subject to positive and negative correlation," Reliability Engineering and System Safety, Elsevier, vol. 202(C).
    23. Ramadhani, Adhitya & Khan, Faisal & Colbourne, Bruce & Ahmed, Salim & Taleb-Berrouane, Mohammed, 2022. "Resilience assessment of offshore structures subjected to ice load considering complex dependencies," Reliability Engineering and System Safety, Elsevier, vol. 222(C).
    24. Zhang, Dequan & Shen, Shuoshuo & Wu, Jinhui & Wang, Fang & Han, Xu, 2023. "Kinematic trajectory accuracy reliability analysis for industrial robots considering intercorrelations among multi-point positioning errors," Reliability Engineering and System Safety, Elsevier, vol. 229(C).
    25. Saberzadeh, Zahra & Razmkhah, Mostafa, 2022. "Reliability of degrading complex systems with two dependent components per element," Reliability Engineering and System Safety, Elsevier, vol. 222(C).

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