A geometric Brownian motion model for field degradation data

E. A. Elsayed, H. T. Liao

Research output: Contribution to journalArticlepeer-review

39 Scopus citations


It is more difficult to estimate reliability when accelerated life testing (ALT) conditions are far from normal. Moreover, many of the test units do not fail when subjected to stresses close to their normal operating conditions during the test time. When components or products exhibit degradation behaviour, degradation testing may be an alternative to ALT to estimate reliability without subjecting them to actual failures. We propose a Geometric Brownian Motion Degradation Rate Model (GBMDR), which utilizes field degradation data to estimate field reliability when the field stress context is unknown. A novel procedure for parameters estimation of the model is proposed. Its application is illustrated by utilizing degradation data of a civil engineering structure to estimate field reliability.

Original languageEnglish (US)
Pages (from-to)51-72
Number of pages22
JournalInternational Journal of Materials and Product Technology
Issue number1-3
StatePublished - 2003
Externally publishedYes


  • Brownian motion
  • Degradation model
  • Field data
  • Reliability estimation

ASJC Scopus subject areas

  • Safety, Risk, Reliability and Quality
  • Mechanics of Materials
  • Mechanical Engineering
  • Industrial and Manufacturing Engineering


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