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Journal of Modern Mathematics Frontier Volume 3 Issue 1, March 2014

doi: 10.14355/jmmf.2014.0301.01

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Reliability Models for Stress Sequence


Loading
Michael Koskulics, Elsayed A. Elsayed
Department of Industrial and Systems Engineering, Rutgers, The State University of New Jersey
96 Frelinghuysen Road, Piscataway, NJ 08854 USA
mkoskuli@eden.rutgers.edu; elsayed@rci.rutgers.edu
Abstract
In reliability analysis, the models used to aggregate the effect
of time-varying stresses are generally invariant to the order
of stress application, or stress sequence. A model is referred
to as being insensitive to the stress sequence if the
application of stress z1 for t1 units of time followed by stress

z2 for t2 units of time is equivalent to applying stress z2 for

t2 units of time followed by stress z1 for t1 units of time in


terms of the estimated reliability at the end of the test. The
use of such insensitive models may lead to inaccurate
reliability estimation when units are subject to stress
sequencing. This paper proposes new classes of reliability
models that have the ability to account for the stress
sequence effect based on Exponential and Weibull models.
This effect has been extensively investigated in the analysis
of fatigue testing, and models from this area are first
reviewed. The optimal design of a test plan for the
estimation of the parameters of reliability models subject to
stress sequence is examined under type I censoring. General
guidelines for conducting the test are also discussed.
Keywords
Stress Sequence; Loading Sequence; Stress Loading History; Stepstress Accelerated Life Test; Damage Accumulation Models;
Cumulative Damage Model

Introduction
Reliability analysis may involve the application of a
model for the effect of time-varying stress on the
lifetime of units, as in Accelerated Life Testing (ALT).
The models that describe how a failure inducing
damage is accumulated during the tests are referred to
as damage accumulation, or cumulative damage
models.
A deficiency of the typical models used in ALT is the
inability to account for the effect of stress sequence on
reliability estimation. In other words, the prediction of
the lifetime after the application of a sequence of stress
levels (or types) is unaffected by the possible different
sequences that these stresses may be applied, since
each sequence yields the same prediction of reliability.

However, the stress application sequence has been


found to have a substantial impact on the lifetime
prediction. This has been extensively demonstrated in
the area of fatigue analysis, as an example.
Gamstedt and Sjgren (2002) compared the lifetime of
units under high-to-low and low-to-high stress
sequences using a composite cross-ply laminate
material. This form of stress application is known as
block amplitude loading which implies that the load is
varying under sequential steps. The Marco-Starkey
damage model is applied to measure the magnitude of
the sequence effect. In their experiment, fatigue life
was assessed using tension-tension fatigue tests and
results indicated a high-low sequence yields shorter
lifetimes when compared with a low-high sequence.
Pereira et al. (2008) showed the opposite effect in their
study of fatigue damage behavior in a P355NL1 steel
block under uniaxial block fatigue loading. Fatigue life
is modelled using the Marco-Starkey model, and the
authors concluded that fatigue damage evolves
nonlinearly with the number of loading cycles, the
load sequence, stress levels and ratios between stress
levels. They showed that the high-low sequence
results in overall longer lifetimes for the steel
components.
The applications of multiple types of stresses have
been investigated by Perkins and Sitaraman (2008)
who studied the sequence effect on solder joint
reliability using thermal and vibration stresses. They
concluded that the application of thermal stress
followed by vibration stress causes more damage than
vibration followed by thermal. Van Paepegem and
Degrieck (2002) showed that the fatigue analysis and
modeling community is divided regarding the stress
sequence effect on the damage accumulation. Some
experiments support the hypothesis that a high-low
sequence is more damaging than a low-high sequence
while other experiments suggest the opposite. In either
case, this effect is an important aspect that needs to be

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Journal of Modern Mathematics Frontier Volume 3 Issue 1, March 2014

considered to accurately predict reliability and lifetime


at design conditions.
The design and planning of optimum single and
multiple stress ALT plans using models that account
for the stress sequence effect has not been investigated.
Typically, the design of an optimum step stress ALT
plans assumes a fixed sequence and optimizes the
remaining decision variables of the test plan
accordingly. This is considered in the research of stepstress ALT models by Miller and Nelson (1983), Bai et
al. (1989), Bai and Chun (1991), Khamis and Higgins
(1996), Xiong (1998), Xiong and Milliken (1999), and
Xiong and Ji (2004). The models used in these plans
are insensitive to the stress sequence.
The sequence effect has been thoroughly investigated
in fatigue testing, however, traditional reliability
models using in ALT generally do not account for this
effect. This paper proposes reliability models that
consider the effect of stress sequence and investigates
the design of optimal stress-sequence test plans to
estimate parameters of the model. Models used in
fatigue analysis have the ability to account for the
effect of the stress sequence, therefore we firstly
provide a review of these models; then present the
new class of models that consider the stress-sequence
effect. Finally, we present the design of optimal stresssequence test plans.
Stress Sequence Insensitivity
Originating from the analysis of fatigue test data,
Miners (1945) linear damage accumulation model (1)
is one of the first models to explain the aggregation of
an application of a sequence of stress levels specified
by (2).
k n
(1)
Dtotal = i
i =1 Ni
Miners model defines the total damage Dtotal resulting
from the application of k stresses as a linear function of
the number of applied cycles or time exposed to a
stress ni and the average total number of cycles or
time until failure N i . The drawback of this linear
damage model is its insensitivity to the stress sequence
application since the total damage is the sum of
independent terms. In (1), the order in which these
terms are added, determined from the order o fstress
application, does not change the resulting total
damage.
Miners linear damage accumulation is analogous to
cumulative damage model proposed by Nelson (1980)

to aggregate the effect of dynamic stress levels (2) in a


reliability model. It is one of the most commonly used
models in ALT, however, it is insensitive to the stress
sequence effect as shown below.
0 n < n1 ,
0 t < 1
z1
z
n

n
<
n
,

1
2
1 t < 2
(2)
z = 2


zk nk 1 n < nk , k 1 t < k
Nelsons cumulative exposure model assumes that the
remaining life of a component after the application of
a sequence of stress levels is a function the current
probability of failure and the cumulative distribution
function specified for the current stress level. Nelsons
cumulative damage concept is expressed by (3).
F1 ( t )
0 t < 1

1 t < 2
F2 ( t 1 + s1 )

F
=
( t ) F3 (t 2 + s2 ) 2 t < 3

(3)

Fk ( t k 1 + sk 1 ) k 1 t < k

Fi +1 ( s=
Fi ( i i 1 + si 1 ) =
i 1,..., k 1
)
i

s=
=
0
0
0
The relationship between Miners damage model and
Nelsons cumulative exposure model can be seen by
replacing the failure density by the damage function in
Nelsons model (4).
D (n) =

D1 ( n )
0 n < n1
=
N1

n n1 n1
D2 ( n n1 + s=
n1 n < n2
+
1)

N2
N1

D n n + s= n n2 + n2 + n1
n2 n < n3 (4)
2
2)
3(
N3
N 2 N1

n nk 1
n
Dk ( n nk 1 + s=
+ + 1 nk 1 n < nk
k 1 )

Nk
N1
Di +1 (=
si ) Di ( ni ni 1 + si 1 ) =
i 1,..., k
n=
s=
0
o
0
Miners linear model is also similar to the accelerated
failure time (AFT) model that expresses the failure
time distribution as a function of stress level. This
model assumes the effect of the stresses is considered
by multiplying the time to failure by some monotonic
function c ( zk ) of the applied stress zk as shown in (5).
This function is referred to as the Acceleration Factor.
(5)
Fk ( t | zk ) = F0 ( c ( zk ) t )
However, when Nelsons cumulative damage model is

Journal of Modern Mathematics Frontier Volume 3 Issue 1, March 2014

applied in conjunction with the AFT model, the


resulting distribution is insensitive to the stress
sequence. This is illustrated as follows: it is shown that
the probability of failure at the end of the test for a z1 to

z2 stress sequence is equivalent to the probability of


failure of applying the sequence z2 to z1 sequence when
each stress is applied for the same durations of time 1
and 2 . The cumulative distribution function (CDF)
for the z1 to z2 sequence is given in (6).

F1 ( t )
0 t < 1

F ( t ; z1 , z2 ) =
F2 ( t 1 + s1 ) 1 t < 2
c ( z1 )
=
s1 x=
x1
1 1
c ( z2 )

(6)

F=
F=
F2 ( x11 )
2 ( s1 )
1 ( 1 )
The CDF for the z2 to z1 sequence is given in (7).

F2 ( t )

F ( t ; z2 , z1 ) =
*
F1 t ( 2 1 ) + s1
c ( z2 )
s1* =
x2 ( 2 1 )
x2 =
c ( z1 )

F1 ( s1*=
)

0 t < 2 1

2 1 t < 2
x1 x2 =
1

(7)

F2 ( 2 1=
)

c ( z2 )

F1 ( c2 (=
F2
( 2 1 )
2 1 ) )
c ( z1 )

The two distributions are equivalent at the end of the


test time 2 as shown in (8).

F1 1 +

s1*

)=

( (

F2 x1 1 +

s1*

) )=

F2 s1 +

x1 s1*

= F2 ( s1 + x1 x2 ( 2 1 ) )= F2 ( s1 + ( 2 1 ) )

(8)

Therefore, Nelsons cumulative exposure model


applied to AFT models is insensitive to the stress
sequence as demonstrated for the Weibull model in (9).

F ( t ; z1 , z2 ...zk ) = 1

exp
0 t < 1

( z1 )

t
1

1 t < 2
+
exp

( z2 ) ( z`1 )

2
2
1
1
+
+
exp
2 t < 3
( z3 ) ( z2 ) ( z1 )

t k 1 k 1 k k 1

+
k 1 t < k
exp

( zk ) j =1 z j

( )

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=
i 1...k
( zi ) exp ( 0 + 1 zi ) =

(9)

The insensitivity to the stress-sequence does not exist


in situations where the shape parameters of the AFT
models are functions of the applied stress as shown in
the next section.
Shape Based Sequence Dependent Models
Miners model can be modified to account for the
stress sequence by the use of nonlinear relationships.
The Marco-Starkey (1954) damage model is an
example of such a nonlinear model as expressed by
(10).
1 i
n

i
i =1,..., k
Di = + Di 1 i
(10)
Ni

D0 = 0
This model aggregates the damage from different
stress levels (or types) using the same approach as in
Nelsons cumulative damage model, but considers a
stress dependent shape parameter i . The form of the
damage function for the individual stress levels is
demonstrated in (11).

D ( n ) =
n
N 3

n

N1

0 n < n1

n n1
N + N
2 1

1
2

n2 n1
+
+
N 2 N1

n1 n < n2
2

1
2

(11)

n2 n < n3

+ Dk 1
Nk

1
k

nk 1 n < nk

This model is considered to be sensitive to the stress


sequence since the order of stress application yields
different damages, unlike Miners model.
The Weibull based reliability model can be modified
following Marco-Starkeys model by allowing the
shape parameter to vary with stress level. The CDF of
a Weibull model with a non-constant shape parameter
that applies Nelsons cumulative exposure model in
(12) is sensitive to the stress sequence.

F ( t ; z1 , z2 ...zk ) = 1

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Journal of Modern Mathematics Frontier Volume 3 Issue 1, March 2014

(z )

exp
0 t <1

( z1 )

z

(z ) ( )

1 ( z )
exp
1

1 t < 2
+

( z2 ) ( z`1 )

(z )
t

( z3 )

(z )

2 t < 3
( z ) ( z )
exp

(z )

+ 1

z
z

(
)
(
)
2
`1

z
(
)
t

k 1

( zk )

k 1 t < k
exp

+ ln 1 F ( ) ( z )

( k 1 k 1 )

This model is flexible for fitting step-stress data, and


the hazard function has straight forward form.

=
i 1...k
( zi ) exp ( 0 + 1 zi ) =

(12)

=
i 1...k
( zi ) exp ( 0 + 1 zi ) =
This model parallels the Marco Starkey model used in
fatigue analysis to consider the stress sequence effect.
However, it may not be practical due to its
mathematical complexities as it difficult, if not
impossible, to directly compute the corresponding
fisher information matrix necessary for test plan
optimization. This motivates the need for a reliability
model that has stress sequence sensitivity and is
mathematically tractable.
This can be accomplished by using The Khamis and
Higgins model (1996) as an alternative to Nelsons
cumulative exposure Weibull modelas shown in (13).

t
exp
0 t < 1

( z1 )

exp t 1 1
1 t < 2

( z ) ( z )
2
`1

t 2

( z3 )

2 t < 3
exp


F ( t ; z1 , z2 ...zk ) = 1
2 1
1
(13)

(z ) (z )
2
1

k 1

( zk )

k 1 t < k
exp
k 2


i +1 i 1
i =1 ( zi +1 ) ( z1 )

zi ) exp ( 0 + 1 zi ) =i 1...k
(=

The proposed stress sequence dependent power law


model (14) modifies the Khamis-Higgins model by the
use of a non-constant shape parameter. This model has
a stress dependent shape parameter. During the
application of the first stress level, the lifetime of a
test unit follows a standard Weibull model. For
subsequent stress levels, the lifetime follows the
Khamis-Higgins model with a stress dependent shape
parameter. As in any step-stress reliability, the
probability of failure remains momentarily constant at
the instant of stress changing.

t ( z1 )
exp
0 t <1

( z1 )

t ( z2 , z1 ) 1 ( z2 , z1 ) 1 ( z1 )

1 t < 2

exp

( z2 )
( z1 )

t ( z3 , z2 ) 2 ( z3 , z2 )

( z3 )

exp
2 t < 3
( z2 , z1 )
( z2 , z1 )
( z1 )
F ( t; z1 , z2 ...zk ) = 1
1
1
2

( z2 )
( z1 )

( zk , zk 1 )
( zk , zk 1 )

k 1
t


( zk )

k 1 t < k
exp
( zi+1 , zi )
( zi+1 , zi )
( z1 )
k 2 i +1
i
1


( zi +1 )
( z1 )
i =1
(14)
i 1...k
=
( zi ) exp ( 0 + 1 zi ) =

i 1...k
=
( zi ) exp ( 0 + 1 zi ) =
The hazard function of the proposed model is given by
(15) and has the same form as the Khamis-Higgins
hazard rate.

( z1 ) ( z ) 1

h1 ( t )
t
=

( z1 )

( z2 , z1 ) ( z , z ) 1
h2 ( t )
t
=
( z2 )

h ( t ; z1 , z2 ...zk ) =
( z3 , z2 ) ( z , z ) 1
t
=
h3 ( t )
( z3 )

z
,
(

k z k 1 ) ( z , z ) 1
t
=
hk ( t )
( zk )

0 t <1

1 t < 2

2 t < 3

k 1

(15)

k 1 t < k

Sequence dependency by use of a stress dependent


shape parameter is not the only approach to model the
effect of the stress sequence. An alternative way is to
change the form of the scale parameter while keeping
the shape parameter constant. The exponential
distribution can also be used in this case since it is

Journal of Modern Mathematics Frontier Volume 3 Issue 1, March 2014

equivalent to having a fixed shape parameter of one.


In many step-stress reliability models, it is common
that the log of the scale parameter has a linear
relationship with stress variables. However, in these
cases, the relationship is only with the current stress
and is not a function of stresses that may have
preceeded it. Therefore, in the following section, a
new class of stress sequence dependent models is
presented. The linear function of the stress variables
representing the logarithm of the scale parameter
includes the effect of prior stresses.
Scale Based Sequence Dependent Models
The log-linear relationship between scale parameter
and stresses is modified so that stresses which precede
the current stress affect the value of the scale
parameter as in (16). This class of models is referred to
as stress sequence dependent shape parameter models
and different orderings of stress application yield
different probabilities of failure when each stress is
held for the same duration within the sequence.
( zi=
) exp ( 0 + 1 zi + 2 ( zi +1 zi ) )
(16)
i 1...k =

=
; z0 0
The CDF for a model with a stress sequence
dependent scale parameter is proposed in (17).
F ( t ; z1 , z2 ...zk ) = 1

t
exp
0 t <1

( z1 )

exp t 1 1
1 t < 2
(z , z ) (z )

2 1
1

t 2

z , z

)
(
3 2
exp

2 t < 3

2 1

( z2 , z1 ) ( z1 )

t k 1

z , z

( k k 1 )

t <
exp
k
k 2
1 k 1
i +1 i

i =1 ( z , z ) ( z )

i +1 i
1

zi 1 ) exp ( 0 + 1 zi + 2 ( zi +1 zi ) ) =
i 1...k
( zi ,=

(17)

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situations. However, the scale based model in this


section is more practical when the sequence effect does
not impact the nature of the failure mechanism and
only changes the scaling of the distribution.
In the following section, the scale based stress
sequence dependent model is investigated further.
The model parameter estimation process using
maximum likelihood is first developed. The following
sections present the optimization of a test plan
designed to estimate parameters of the model. Finally,
numerical examples are presented for different
scenarios as well as a discussion of design test plans.
Estimation of Model Parameters
Estimation of the model parameters using maximum
likelihood requires the failure information from two
separate step-stress tests. In each test, the same stress
levels z1 and z2 are applied. One test applies z1 to z2
sequence and the other test applies z2 to z1 sequence.
It is necessary to obtain failure data from both tests so
that the estimation of the sequence dependent
parameter 2 can be accurately obtained. The CDF for
the sequences and the likelihood function are defined
as in (18).

t
0 t < 1
exp

( z1 )

t 1

F ( t ; z1 , z2 ) = 1
z , z
( 2 1)

t < 2
exp
1
1

( z1 )

t
0 t < '1
exp

( z2 )

t '1

F ( t ; z2 , z1 ) = 1
z , z
(
)

1 2

' t <
1
2
exp

'1

( z2 )

=
exp ( 0 + 1 z1 + 2 ( z2 z1 ) )
i

(18)

The likelihood for observations tijk , i=1,2 , j=1,2 ,


k=1,2nij , are presented in (19). The subscript i
represents the first or second applied stress level, j
represents the stress sequence and k represents the
ordered observation number.

This class of scale based stress sequence dependent


models has the advantage over the shape based class
L ( ( z1 ) , ( z2 ) , ( z1 , z2 ) , ( z2 , z1 ) )
by being mathematically tractable for optimization. A
n1,1
n2 ,1
n1,c
shape parameter change suggests an alteration in the
= f ( t1,1, k ; z1 ) f ( t2,1, k ; z1 , z2 ) R ( 2 ; z1 , z2 )
nature of the failure mechanism. This effect has been
=
k 1=
k 1
=
k 1
n1,2
n2 ,2
n2 ,c
seen in the analysis of fatigue failure which warrants
f ( t1,2, k ; z2 ) f ( t2,2, k ; z2 , z1 ) R ( 2 ; z2 , z1 )
the development of reliability models for use in those
=
k 1=
k 1
=
k 1

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Journal of Modern Mathematics Frontier Volume 3 Issue 1, March 2014

log ( z1=
) 0 + 1 z1

n
t1,1,k n 1
t2,1,i 1

1
exp
exp
=
1

k 1=
( z1 ) ( z1 ) k 1 ( z1 , z2 ) ( z1 , z2 ) ( z1 )
1,1

2,1


t1,2,k
n 1
exp
exp 2 1 1

k 1=
( z1 , z2 ) ( z1 ) k 1 ( z2 ) ( z2 )
n1,c

log ( z2=
) 0 + 1 z2

1,2

1
t2,2,i 1 ' 1 '

exp


k =1 ( z2 , z1 )
( z2 , z1 ) ( z2 )

log ( zn=
) 0 + 1 zn
(19)

n2,2

n
'
'
exp 2 1 1
k =1
( z2 , z1 ) ( z2 )

However if model paramters are originally 0 , 1 then

The maximum likelihood estimates for the model


parameters ( z1 ) , ( z2 ) , ( z1 , z2 ) , ( z2 , z1 ) are obtained
by taking the logarithm of the likelihood (20) function,
differntiating it with respect to the unknown
parameters and solving the resulting equations
simultanously.
log L ( ( z1 ) , ( z2 ) , ( z1 , z2 ) , ( z2 , z1 ) ) = n1,1 log ( ( z1 ) )
n2,1

( t2,1, k 1 ) n
2,1 1
k 1=
n2,1 log ( ( z1 , z2 ) ) k 1

( z1 )
( z1 , z2 )
( z1 )
t1,1, k



nc ,1 2 1 + 1 n1,2 log ( ( z2 ) )
( z1 , z2 ) ( z1 )
n1,2

n2,2

t1,2, k

k 1=
n2,2 log
z2 , z1 k 1
z2

( (

))

(t

2,2, k

1'

(20)

( z2 , z1 )

n2,21'

'
'

nc ,2 2 1 + 1
( z2 )
( z2 , z1 ) ( z2 )
An important aspect of parameter estimation for stepstress testing should be addressed. Consider a
standard, non-sequence dependent, exponential step
stress reliability model having n stress steps and a log
linear relationship between the scale parameter and
stress as in (21).
log ( zi=
(21)
) 0 + 1 zi
There are two ways for the parameter estimation
process. The parameters can either be the set 1 , 2 or

( z1 ) , ( z2 ) ... ( zn ) . In the case of simple step-stress

where there are only two levels, the following set of


equations needs to be solved in (22).
log ( z1=
) 0 + 1 z1
(22)
log ( z2=
) 0 + 1 z2
Whether the parametersestimates are in terms of
0 , 1 or ( z1 ) , ( z2 ) is irrelevant since each can be
explicitly described in terms of the other set. However,
when there are more than two applied levels of
stresses as in (23), there is no solution to the system of
equations.
6

This is known as an overdetermined system. In this


situation, linear regression is required if model
parameters are originally ( z1 ) , ( z2 ) ... ( zn ) and
estimates of 0 , 1 are needed for extrapolation.

2,c

n1,1

(23)

regression is not needed and estimates of parameters


( z1 ) , ( z2 ) ... ( zn ) are approximate and not the true
value from the data. The significance of this point is
that more precise information is known when there
are more parameters estimated in the maximum
likelihood function. Although the variance-covariance
matrix grows in size since its dimension is the total
number of model parameters being estimated.
For the sequence dependent models in (18), the same
concept applies. It is a benefit to estimate model
parameters in terms of the four scale parameters
( z1 ) , ( z2 ) , ( z1 , z2 ) , ( z2 , z1 ) instead of the three
stress-lifetime parameters 0 , 1 , 2 since the sequence
effect is explicitly determined rather than given as a
single parameter 2 .
The partial derivatives of the log likelihood function
with respect to the four scale parameters are obtained
in (24).
log L ( ( z1 ) , ( z2 ) , ( z2 , z1 ) , ( z1 , z2 ) )
( z1 )

n1,1

t1,1, k + ( n2,1 + nc ,1 )1
n1,1
0
=

+ k =1
=
2
( z1 )
( z1 )
log L ( ( z1 ) , ( z2 ) , ( z2 , z1 ) , ( z1 , z2 ) )
( z1 , z2 )

n2 ,1

( t2,1, k 1 ) + nc ,1 ( 2 1 )
n2,1
0
=

+ k =1
=
2
( z1 , z2 )
( z1 , z2 )
log L ( ( z1 ) , ( z2 ) , ( z2 , z1 ) , ( z1 , z2 ) )
( z2 )

n1,2

t1, 2, k + ( n2,2 + nc ,2 )1 '


n1,2
=

+ k =1
=0
2
( z2 )
( z2 )

log L ( ( z1 ) , ( z2 ) , ( z2 , z1 ) , ( z1 , z2 ) )
( z2 , z1 )

n2 ,2

(24)
( t2,1, k 1 ') + nc ,2 ( 2 1 ')
n2,2
0
=

+ k =1
=
2
( z2 , z1 )
( z2 , z1 )

Journal of Modern Mathematics Frontier Volume 3 Issue 1, March 2014

The maximum likelihood estimates are given in (25).


n1,1

( z1 ) =

t1,1, k + ( n2,1 + nc ,1 )1

k =1

n1,1
n2 ,1

( z1 , z2 ) =

( t2,1, k 1 ) + nc ,1 ( 2 1 )

k =1

n2,1

(25)

n1,2

( z2 ) =

t1,2, k + ( n2,2 + nc ,2 ) 1 '

k =1

n1,2
n2 ,2

( z2 , z1 ) =

( t2,1, k 1 ') + nc ,2 ( 2 1 ')

k =1

n2,2

Optimization of the Test Plan


The objective of the test plan is to minimize the
determinant of the asymptotic variance-covariance
matrix, which reduces the variability of lifetime
prediction at operating conditions. To obtain the
asymptotic variance, the Fisher information matrix
F ( ( z1 ) , ( z2 ) , ( z1 , z2 ) , ( z2 , z1 ) ) is required. This
matrix is given by (26).

F1,1
F
2,1
F ( ( z1 ) , ( z2 ) , ( z1 , z2 ) , ( z2 , z1 ) ) =
F3,1

F4,1

F1,2 F1,3
F2,2 F2,3
F3,2 F3,3
F4,2 F4,3

log L ( ( z ) , ( z ) , ( z , z ) , ( z , z ) )2
1
2
1 2
2 1

= E
F1,1
2

z
(
)
1

2
log L ( ( z ) , ( z ) , ( z , z ) , ( z , z ) )
1
2
1 2
2 1

= E
F2,2
2

z
(
)
2

log L ( ( z ) , ( z ) , ( z , z ) , ( z , z ) )2
1
2
1 2
2 1

= E
F3,3
2

z
z
(
)
1
2

log L ( ( z ) , ( z ) , ( z , z ) , ( z , z ) )2
1
2
1 2
2 1

= E
F4,4
2

z
z
(
)
2
1

0
F=
F
=
F
=
F
=
F
=
F
=
1,2
1,3
1,4
2,1
2,3
2,4
0
F=
F=
F=
F=
F=
F=
3,1
3,2
3,4
4,1
4,2
4,3

www.sjmmf.org

log L ( ( z ) , ( z ) , ( z , z ) , ( z , z ) )2
1
2
1 2
2 1
=
E
2

z
z
(
)
1
2

2
1

z , z
( 1 2 )
n
exp 1 exp
=

1
( z1 , z2 )
( z1 )

(z )

2
log L ( ( z ) , ( z ) , ( z , z ) , ( z , z ) )
1
2
1 2
2 1
=
E
2

z
(
)
2

'
n
=
1 exp 1
2

( z2 )
( z2 )

log L ( ( z ) , ( z ) , ( z , z ) , ( z , z ) )2
1
2
1 2
2 1
=
E
2

z
z
(
)
2
1

2 1

z , z

( 2 1)
1
n

exp
=
exp
2

z
( 1)
( z2 , z1 )
1

(27)

( z1 )

Prediction Model
We use the model (16) to predict reliability at normal
operating conditions. The model parameters are the
scale parameters ( z1 ) , ( z2 ) , ( z1 , z2 ) , ( z2 , z1 ) . In

F1,4
F2,4
F3,4

F4,4

this regression model, the scale parameters are the


response, the predictors are the stress variables, and
the regression coefficients are 0 , 1 , 2 . These four
regression equations are given in (28).
log ( z1=
) 0 + 1 z1
log ( z2=
) 0 + 1 z2
log ( z1 , z2 ) = 0 + 1 z2 + 2 ( z2 z1 )

(26)

(28)

log ( z2 , z1 ) = 0 + 1 z1 + 2 ( z1 z2 )

The estimated parameters 0 , 1 , 2 are then used to


predict the lifetime at operating stresses. The
operating stresses can either be fixed, or part of a
sequence of stresses that fluctuate, as in the case of a
burn-in test. In the context of a burn-in test, the
product may be subjected to a sequence of stresses
before being released. This ensures that the product
meets a minimum standard of reliability before release
to the market.

The elements of the Fisher information matrix are


given in (27) and the derivations are shown in the
appendix.
Optimization Criteria
log L ( ( z ) , ( z ) , ( z , z ) , ( z , z ) )2
1
2
1 2
2 1
In the design of an optimal test plan for parameter
=
E
2

(
)
estimation, it is ideal for the estimates of the
1

parameters to have minimum variances. The

1
n
determinant of the Fisher information matrix is a
=

1
exp

2
(z )
( z1 )
1

measure of the amount of overall variance of the

www.sjmmf.org

Journal of Modern Mathematics Frontier Volume 3 Issue 1, March 2014

parameters. Maximizing this determinant has the


effect of reducing the variance of the parameter
estimates, therefore it is used as the criteria for test
plan optimization. The determinant is given by (29).

np
Det (=
F)
1 exp 1
2

( z1 )
( z1 )

2 1

z , z

( 1 2 )
1
np

exp
exp
2

1
( z1 , z2 )
( z1 )


(z )

(29)
1 '
n (1 p )

1 exp

2
( z2 )
( z2 )

2 1 '

z , z
1 '
( 2 1)
n (1 p )
exp

exp
2

1 '
( z2 , z1 )
( z2 )


(z )

The decision variables must be chosen to maximize the


objective function. In this case the decision variables
for the test plan are the proportion of units to allocate
to each of the two sequences, p and 1-p respectively, as
well as the times to change the stress 1 and 1 ' . The
stress levels, number of units and the censoring time
are assumed to be fixed.
Numerical Example
The optimal design of a test plan is illustrated using
numerical examples. Suppose that a sequence dependent test is run to estimate the reliability of a
mechanical component subject to fatigue stress with a
censoring time of five days. Initial estimates for the
model parameters are required to optimize the three
decision variables, and they are assumed to be known
from preliminary test data, or based on prior
experience with a similar component. The results of
the optimization are determined numerically using the
pattern search algorithm in Matlab R2012a based on a
set of values for ( z1 ) , ( z2 ) , ( z1 , z2 ) , ( z2 , z1 ) . The
results are divided into different scenarios of sequence
dependence. The first set of scenarios given in Table 1
has no sequence effect, i.e. ( z2 , z1 ) = ( z2 ) and

( z1 , z2 ) = ( z1 ) . The second set of scenarios given in


Table 2 has a positive sequence effect ( z2 , z1 ) < ( z2 )
and ( z1 , z2 ) < ( z1 ) . The third set of scenarios given
in

Table 3 has a negative sequence effect


( z2 , z1 ) > ( z2 ) and ( z1 , z2 ) > ( z1 ) . The fourth set of

scenarios given in Table 4 has a mixed sequence effect


( z2 , z1 ) > ( z2 ) and ( z1 , z2 ) < ( z1 ) . The fifth set of

scenarios given in Table 5 has another mixed sequence


effect ( z2 , z1 ) < ( z2 ) and ( z1 , z2 ) > ( z1 ) .
TABLE 1 NO SEQUENCE EFFECT

( z1 )

( z2 )

0.5

Scenario 1.1

( z1 , z2 )
1

( z2 , z1 )
0.5

F ( 1 ' ; z2 , z1 )

F ( 2 ; z1 , z2 )

0.4966

0.5

0.9933

0.999

1 '

Det(F)

F ( 1; z1 , z2 )

0.6864

( z1 )
2

0.3454
0.5
Scenario 1.2

( z2 )

( z1 , z2 )

F ( 2 ; z2 , z1 )

0.0617

( z2 , z1 )
1

F ( 1; z1 , z2 )

F ( 1 ' ; z2 , z1 )

F ( 2 ; z1 , z2 )

0.4872

0.4844

0.9179

0.9933

1 '

Det(F)

1.2285

( z1 )
4

0.6864
0.5
Scenario 1.3

( z2 )

( z1 , z2 )

F ( 2 ; z2 , z1 )

2.0294x10-4

( z2 , z1 )
2

F ( 1; z1 , z2 )

F ( 1 ' ; z2 , z1 )

F ( 2 ; z1 , z2 )

F ( 2 ; z2 , z1 )

0.3567

0.4590

0.7135

0.9179

1 '

Det(F)

1.7649

1.2285

0.5

4.0906x10-7

TABLE 2 POSITIVE SEQUENCE EFFECT

( z1 )

( z2 )

Scenario 2.1

( z1 , z2 )

( z2 , z1 )

1
F ( 2 ; z2 , z1 )

F ( 1; z1 , z2 )

F ( 1 ' ; z2 , z1 )

F ( 2 ; z1 , z2 )

0.3685

0.4872

0.7798

0.9869

1 '

Det(F)

1.8387

( z1 )
5

1.3357
0.5
Scenario 2.2

4.0040x10-6

( z2 )

( z1 , z2 )

( z2 , z1 )

2.5

1.5
F ( 2 ; z2 , z1 )

F ( 1; z1 , z2 )

F ( 1 ' ; z2 , z1 )

F ( 2 ; z1 , z2 )

0.3432

0.4426

0.7940

0.9360

1 '

Det(F)

2.1016

1.7534
0.5
Scenario 2.3

6.6731x10-7

( z2 )

( z1 , z2 )

( z2 , z1 )

6
F ( 1; z1 , z2 )

4
F ( 1 ' ; z2 , z1 )

3
F ( 2 ; z1 , z2 )

2
F ( 2 ; z2 , z1 )

0.3047

0.3898

0.7284

0.8655

1 '

Det(F)

2.1802

1.9757

0.5

7.2143x10-8

( z1 )

Discussion of the Design of Optimal Test Plan


From the numerical results of the optimal test plan, it
can be seen that it is always optimal to divide half of
available testing units to each of the two sequences.
When there is no initial guess available for the model

Journal of Modern Mathematics Frontier Volume 3 Issue 1, March 2014

www.sjmmf.org

TABLE 5 MIXED SEQUENCE EFFECT

parameters, the testing procedure can be executed by


applying stress z1 to half of the available testing units
and stress z2 to the remaining half until a few failures

( z1 )

( z2 )

are observed. After some failure data is obtained from


the first few initial failures, preliminary estimates for
the model parameters can be approximated. With the
baseline estimates, the optimal stress change time can
then be approximated.

0.5

0.4992

0.4992

0.9989

0.9972

1 '

Det(F)

0.6916

Scenario 3.1

0.0390

( z2 )

( z1 , z2 )

( z2 , z1 )

1.4

1.6

( z2 , z1 )

F ( 1; z1 , z2 )

F ( 1 ' ; z2 , z1 )

F ( 2 ; z1 , z2 )

0.4743

0.4891

0.9630

0.9558

1 '

Det(F)

F ( 1 ' ; z2 , z1 )

F ( 2 ; z1 , z2 )

F ( 2 ; z2 , z1 )

0.3493

0.4429

0.6624

0.8446

1.2861

1 '

0.3463
0.5
Scenario 5.2

( z1 , z2 )

F ( 1; z1 , z2 )

1.7190

0.9
F ( 2 ; z2 , z1 )

F ( 2 ; z1 , z2 )

( z2 )

( z2 , z1 )

0.7

F ( 1 ' ; z2 , z1 )

( z1 )

( z1 , z2 )

F ( 1; z1 , z2 )

TABLE 3 NEGATIVE SEQUENCE EFFECT

( z1 )

Scenario 5.1

1.1700
0.5
Scenario 3.2

Det(F)
8.4453x10-8

( z1 )
3

0.6751
0.5
Scenario 5.3

( z2 )
2

( z1 , z2 )
2.5

F ( 2 ; z2 , z1 )

1.6829x10-4

( z2 , z1 )
2.3

( z2 )

( z1 , z2 )

( z2 , z1 )

F ( 1; z1 , z2 )

F ( 1 ' ; z2 , z1 )

F ( 2 ; z1 , z2 )

F ( 2 ; z2 , z1 )

5
F ( 1; z1 , z2 )

3
F ( 1 ' ; z2 , z1 )

6
F ( 2 ; z1 , z2 )

4
F ( 2 ; z2 , z1 )

0.4141

0.4531

0.8494

0.8949

1 '

Det(F)

0.3112

0.3942

0.5916

0.7472

1.6036

1.2071

0.5

1.8946x10-6

1 '

( z1 )

1
1.8638

1.5035
0.5
Scenario 3.3

Det(F)
5.8560x10-9

( z2 )

( z1 , z2 )

( z2 , z1 )

6
F ( 1; z1 , z2 )

4
F ( 1 ' ; z2 , z1 )

7
F ( 2 ; z1 , z2 )

5
F ( 2 ; z2 , z1 )

0.2794

0.3493

0.5328

0.6624

1 '

Det(F)

1.9657

1.7190

0.5

6.8602x10-10

( z1 )

TABLE 4 MIXED SEQUENCE EFFECT

( z1 )

( z2 )

0.5

Scenario 4.1

( z1 , z2 )

( z2 , z1 )

1.3

F ( 1; z1 , z2 )

F ( 1 ' ; z2 , z1 )

F ( 2 ; z1 , z2 )

0.3
F ( 2 ; z2 , z1 )

0.4929

0.5

0.9861

0.999

1 '

Det(F)

1
0.6791

( z1 )
2

0.3466
0.5
Scenario 4.2

0.0990

( z2 )

( z1 , z2 )

( z2 , z1 )

2.5

0.5

F ( 1; z1 , z2 )

F ( 1 ' ; z2 , z1 )

F ( 2 ; z1 , z2 )

0.4498

0.4999

0.9107

0.9997

1 '

Det(F)

1.1948

0.6930
0.5
Scenario 4.3

F ( 2 ; z2 , z1 )

4.8357x10-4

( z2 )

( z1 , z2 )

( z2 , z1 )

3
F ( 1; z1 , z2 )

2
F ( 1 ' ; z2 , z1 )

4
F ( 2 ; z1 , z2 )

1
F ( 2 ; z2 , z1 )

0.3942

0.4872

0.7948

0.9816

1 '

Det(F)

1.5035

1.3357

0.5

3.6760x10-6

( z1 )

For the first stress applied, it is necessary to hold this


stress until there is about 30-50% failures, but never
more than 50%. This is due to the fact that the total
percentage of failures during each stress should be
nearly equal. When the scale parameters have values
corresponding to high levels of stress, it is possible to
get nearly 50% of failures at each stress meaning that
at the end of the test, almost all units would have
failed. The percentage should never exceed 50% since
that would guarantee that less than 50% would
fail during the next stress level and the expected
failure for each sequence become unequal. Another
conclusion from the numerical results is that if the first
stress applied is lower than the second, there will be
less failures at the censoring time than if the high
stress is applied first.
Summary and Conclusion
In this paper, an overview of stress sequence in the
context of reliability models is discussed. The current
reliability models, such as those found in accelerated
life testing do not consider the stress sequence effect.
New classes of reliability models are proposed to
overcome this. These are based on the Khamis-Higgins
step-stress reliability model and an exponential
model with a stress-dependent shape parameter. The
proposed models are similar to those found in the
analysis of fatigue data that consider the sequence
effect.

www.sjmmf.org

Journal of Modern Mathematics Frontier Volume 3 Issue 1, March 2014

An optimal design of a test plan used to estimate the =


E n2,1 n ( F ( 2 ; z1 , z2 ) F (1 ; z1 ) )
parameters of one of the proposed model is also

2 1
discussed.
Numerical
optimization
techniques

z , z

( 1 2 )

1
illustrate the settings for an optimal test plan under
= n exp
exp

( 1)
1

different assumptions of the stress sequence effect.

( z1 )

General guidelines for conducting the test, and

conclusions from the results indicate that the stress

'
E n1,2 =n F (1 '; z2 ) =n 1 exp 1
sequence starting with a less damaging stress will

( z2 )

produce less failures at the censoring time than if the


E n2,2 n ( F ( 2 ; z2 , z1 ) F (1 '; z2 ) )
more damaging stress is applied first. The numerical =
results suggest that in all cases, the expected number

2 '1

z , z
of failures during the application of each stress level
'
( 2 1)
= n exp 1 exp
should be approximately equal.

'1
z

( 2)

( z2 )

Appendix

2 1
To calculate the elements of the matrix, the partial

z , z
( 1 2 )

derivatives are first calculated (30).


E nc ,1 =
n (1 F ( 2 ; z1 , z2 ) ) =
n exp

1
2


log L ( ( z1 ) , ( z2 ) , ( z1 , z2 ) , ( z2 , z1 ) )
(z )

=
1

(31)

2
( z1 )

2 '1
n

z , z
( 2 1)
t1,1, k + ( n2,1 + nc ,1 )1

1
E nc ,2 =
n (1 F ( 2 ; z2 , z1 ) ) =
n exp
k =1

2
n

1,1
'1
2
( z1 )

( z1 )


(z )

1,1

log L ( ( z1 ) , ( z2 ) , ( z1 , z2 ) , ( z2 , z1 ) )
( z1 , z2 )

( t2,1, k

1
k =1

2
n
2,1
2
( z1 , z2 )

2 ,1

The remaining elements of the information matrix are


given in (32). By substituting (31) and (32) into (30) the
derivations
of the matrix are complete.

1 ) + nc ,1 ( 2 1 )
n1,1

n1,1 E t1,1, k E n1,1 E t1,1, k | t < 1


E t1,1, k E=
=
=
( z1 , z2 )

k =1

E n1,1

log L ( ( z1 ) , ( z2 ) , ( z1 , z2 ) , ( z2 , z1 ) )= F ( ; z ) 0 ( z ) exp ( z ) dt
1 1
1
1

=
2
( z2 )
2

t1,2, k + ( n2,2 + nc ,2 ) 1 '


1
k =1
n1,2 2
=
=
2
( z2 )

( z2 )

1,2

log L ( ( z1 ) , ( z2 ) , ( z1 , z2 ) , ( z2 , z1 ) )
( z2 , z1 )

n2 ,1

E ( t=
E n2,1 E t2,1, k 1
2,1, k 1 )
=
1
k

= E n2,1 E t2,1, k 1 | 1 < t < 2


(30)
E n2,1
=

F ( 2 ; z1 , z2 ) F (1 ; z1 )
1 ') + nc ,2 ( 2 1 ')

( t2,1, k

1
k =1

2
=
n
2,2
2
( z2 , z1 )
( z2 , z1 )

2 ,2


= n ( z1 ) exp 1 ( ( z1 ) + 1 )

( z1 )

t 1
t 1

12
1 dt
exp

( z2 )
( z1 , z2 ) ( z1 )

The next step involves calculating the expectations of

1
+
the variables such as the number of failures and failure= n ( z1 , z2 ) exp
( z1 )

times, while the others are considered constants in the




context of expectation. The expected values of these
n (1 2 ( z1 , z2 ) ) exp 2 1 1
are given in (31).
( z1 , z2 ) ( z1 )

E n1,1 =n F (1 ; z1 ) =n 1 exp 1
=
E t1,2, k E=
n1,2 E t1,2, k E n1,2 E t1,2, k | t < 1 '

(
)
k
=
1
1

1,2

10

Journal of Modern Mathematics Frontier Volume 3 Issue 1, March 2014

E n1,2

F (1 '; z2 )

'

01

t
t
exp
dt
( z2 )
( z2 )

Fatigue Damage, Transactions of the ASME.76(1): 627632,. 1954.


Miller, R., and Nelson W. B., (1983), Optimum simple step-

'
= n ( z2 ) exp 1 ( ( z2 ) + 1 ')

( z2 )

stress

E n2,2 E t2,1, k 1 ' | 1 ' < t < 2


=

IEEE

Reliability 29(1):103-108.

(32)

Perkins, A., and Sitaraman, S. K., (2008), A Study into the


Sequencing of Thermal Cycling and Vibration Tests,
Electronic Components and Technology Conference,
pages 584-592.
Pereira, H. F. S. G., de Jesus, A. M. P., Ribeiro, A. S., and

'
t 1 '
n (1' 2 ( z2 , z1 ) ) exp
1
( z2 , z1 ) ( z2 )

Fernandes, A. A., (2008), Influence of Loading Sequence


and Stress Ratio On Fatigue Damage Accumulation of a
Structural

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'
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t 1 '
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'

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=
=
E ( t2,1,
E n2,2 E t2,1,
k 1 ')
k 1 '

k =1

2 ,2

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11