We investigate failure incidents of a solid oxide fuel cell (SOFC) system during start-up from ambient conditions as well as during operation around the design point, using numerical simulation with a view to performance and thermo-mechanical stresses. During start-up, which comprises heating and load ramping phases, the system's trajectory moves through a relatively large temperature range. The simulated failure scenarios include reversible operational discontinuities in terms of input parameters and irreversible hardware failures. Furthermore, we also present results for a complete power cut. A multiphysics modeling approach is used to couple thermal, electrochemical, chemical, and thermo-mechanical phenomena by means of time-dependent partial differential, algebraic, and integral equations. Simulations revealed that the system can smooth out thermal discontinuities that are within a few minutes, that is, within the range of its thermal inertia. However, during the initial phase of the start-up procedure, thermo-mechanical stresses are relatively high due to larger differences between the sintering (manufacturing) and operation temperature, which makes the system more susceptible to failure. This work demonstrates that a multiphysics approach with control-and reliability-relevant aspects leads to a realistic problem formulation and analysis for practical applications.