Stochastic life-cycle analysis: renewal-theory life-cycle analysis with state-dependent deterioration stochastic models

Abstract For the life-cycle analysis (LCA) of deteriorating engineering systems, it is critical to model and incorporate the various deterioration processes and associated uncertainties. This paper proposes a renewal-theory life-cycle analysis (RTLCA) with state-dependent stochastic models (SDSMs) that describe the deterioration processes. The SDSMs capture the multiple deterioration processes and their interactions through modelling the changes in the system state variables due to different deterioration processes. Then proper capacity and demand models that take the time-variant state variables as input are adopted to fully capture the impact of deterioration processes on the capacity, demand, and other time-variant performance indicators of the engineering system. The SDSMs are then integrated into RTLCA to efficiently evaluate various life-cycle performance quantities such as availability, operation cost and benefits of the engineering system. To implement the proposed formulation, a sampling-based approach is adopted to simulate samples from the relevant probability density functions (PDFs) to estimate the life-cycle performance quantities, while stochastic simulation-based approach is adopted to estimate the time-variant performance indicators needed to inform intervention activities. As an illustration, the proposed formulation is used to analyse the life-cycle performances of an example reinforced concrete bridge subject to deterioration due to corrosion and seismic loading.