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   Articles with "wiener process" as a keyword



Assessment of Wiener Process Degradation Models With Application to Amyotrophic Lateral Sclerosis Decline

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recommendations! Published in 2025 at "Statistics in Medicine"

DOI: 10.1002/sim.70323

Abstract: Degradation models are commonly used in engineering to analyze the deterioration of systems over time. These models offer an alternative to standard longitudinal methods as they explicitly account for within‐subject temporal variability through a latent… read more here.

Keywords: wiener process; degradation models; degradation; amyotrophic lateral ... See more keywords

Support theorem for an SPDE with multiplicative noise driven by a cylindrical Wiener process on the real line

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recommendations! Published in 2019 at "Stochastics and Partial Differential Equations: Analysis and Computations"

DOI: 10.1007/s40072-019-00152-8

Abstract: We prove a Stroock-Varadhan's type support theorem for a stochastic partial differential equation (SPDE) on the real line with a noise term driven by a cylindrical Wiener process on $L_2 (\mathbb{R})$. The main ingredients of… read more here.

Keywords: wiener process; driven cylindrical; support theorem; cylindrical wiener ... See more keywords

Exact solutions to the homing problem for a Wiener process with jumps

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recommendations! Published in 2020 at "Optimization"

DOI: 10.1080/02331934.2019.1711084

Abstract: We consider the problem of optimally controlling a one-dimensional Wiener process with Poissonian jumps until it leaves the interval . The exact optimal control is obtained in a particular case by solving the differential-difference equation… read more here.

Keywords: solutions homing; exact solutions; problem; wiener process ... See more keywords

First-passage probability analysis of Wiener process using different methods and its applications in the evaluation of structural durability degradation

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recommendations! Published in 2019 at "European Journal of Environmental and Civil Engineering"

DOI: 10.1080/19648189.2019.1601134

Abstract: Abstract The first-passage probabilities in stochastic processes are important for the evaluation of structural reliability. In this work, Wiener process’s first-passage probability was analysed using different methods. First, the Poisson process method was used to… read more here.

Keywords: passage probability; process; first passage; wiener process ... See more keywords

Modeling product degradation with heterogeneity: A general random-effects Wiener process approach

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recommendations! Published in 2024 at "IISE Transactions"

DOI: 10.1080/24725854.2024.2434125

Abstract: Abstract Degradation of many products in practical applications is often subject to unit-to-unit heterogeneity. Such heterogeneity can be attributed to the heterogeneous quality of the raw materials and the fluctuation of the manufacturing process, as… read more here.

Keywords: wiener process; degradation; general random; model ... See more keywords

A Wiener Process Model With Dynamic Covariate for Degradation Modeling and Remaining Useful Life Prediction

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recommendations! Published in 2023 at "IEEE Transactions on Reliability"

DOI: 10.1109/tr.2022.3159273

Abstract: Most industrial products degrade with usage. To capture degradation patterns and schedule condition-based maintenance actions, it is necessary to model the degradation process and predict the system remaining useful life (RUL). In practice, the operating… read more here.

Keywords: wiener process; degradation; remaining useful; model ... See more keywords

Residual life estimation of lithium-ion batteries based on nonlinear Wiener process with measurement error

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recommendations! Published in 2022 at "Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability"

DOI: 10.1177/1748006x221080345

Abstract: Residual life (RL) estimation is a key issue in the prognostics and health management (PHM). This paper proposes a heuristic algorithm for RL estimation based on the nonlinear Wiener process with measurement error (ME) and… read more here.

Keywords: wiener process; process; parameters estimation; nonlinear wiener ... See more keywords

Multiple stresses optimization design of constant-stress accelerated degradation test based on Wiener process

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recommendations! Published in 2024 at "Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability"

DOI: 10.1177/1748006x241259833

Abstract: Constant-stress accelerated degradation test (CSADT) is an effective means of evaluating the reliability of products, to ensure accurate assessment of reliability-related indicators under limited funds. The optimized design of CSADT has been widely applied. The… read more here.

Keywords: wiener process; degradation; stress; test ... See more keywords