Reliability analysis for a Wiener degradation process model under changing failure thresholds

Abstract

Wiener degradation processes with fixed failure threshold have recently received extensive applications due to their desirable mathematical properties. However, a system may experience various environments during the overall degradation life cycle. This may lead to abrupt changes of both the failure thresholds and drift parameters due to the fluctuation of endurance of the deterioration system. Motivated by the practical needs of such multi-phase degradation systems, in this paper, a multi-phase degradation model based on the Wiener process is developed to describe the phenomenon of abrupt changes of failure thresholds and drift parameters. Both the two-phase and multi-phase (n ≥ 3) cases are considered under changing failure thresholds and drift parameters in this paper. Analytical expression of system reliability is given for the Wiener process model with two successive different failure thresholds. Meanwhile, a recursive formula is developed to get the analytical expression of system reliability for the Wiener process model with multiple successive different failure thresholds (n ≥ 3). In addition, simulation procedures are carried out to verify the given results. And some numerical examples are presented to illustrate the proposed model.