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Development of a load sharing policy by managing the residual life based on a stochastic process

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  • David Han

    (UTSA)

Abstract

In this paper, we analyze the time (viz., the number of cycles) to reach any given crack size in a fatigue life test using a gamma stochastic process. It is assumed that the time increments are nonstationary but independent for each specimen while the shape parameter of the gamma distribution is a function of the crack length. In addition, using a random effect model, the between-specimen variability is explained by modeling the scale parameter of the process with a gamma distribution. This yields explicit formulas for the marginal lifetime distributions, the associated mean and variance which boosts computational efficiency.

Suggested Citation

  • David Han, 2016. "Development of a load sharing policy by managing the residual life based on a stochastic process," Working Papers 0177mss, College of Business, University of Texas at San Antonio.
    • Handle: RePEc:tsa:wpaper:0177mss
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    File URL: http://interim.business.utsa.edu/wps/MSS/0010MSS-694-2016.pdf
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    More about this item

    Keywords

    fatigue crack growth; gamma distribution; lifetime estimation; Paris law; reliability; stochastic process;
    All these keywords.

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions
    • C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models

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