Řešení vybraných modelů s obnovou radim briš vŠb - technical university of ostrava (tuo),...
TRANSCRIPT
Řešení vybraných modelů s obnovou
Radim BrišVŠB - Technical University of Ostrava (TUO), Ostrava,
The Czech [email protected]
Contents
• Introduction
• Renewal process
• Alternating renewal process
• Models with periodical preventive maintenance
• Models with a negligible renewal period
• Alternating renewal models
• Conclusions
• Alternating renewal models with two types of failures
Introduction
• This paper mainly concentrates on the modeling of various types of renewal processes and on the computation of principal characteristics of these processes – the coefficient of availability, resp.unavailability.
• The aim is to generate stochastic ageing models, most often found in practice, which describe the occurrence of dormant failures that are eliminated by periodical inspections as well as monitored failures which are detectable immediately after their occurrence.
• Mostly numerical mathematical skills were applied in the cases when analytical solutions were not feasible.
Renewal process
Random process is called renewal process.
Let we call Nt a number of renewals in the interval [0, t] for a firm t ≥ 0, it means
From this we also get that SNt ≤ t < S Nt+1
is called renewal function
,,,01
0
n
iin NnXSS
0nnS
tSnN nt :max
)(tFtSPnNP nnt
)()()(1)( 111 tFtFtFtFtStSPnNP nnnnnnt
0,)( tENtH t
0 111 )()()()()(
n nn
nnnt tFtFtFnnNnPtH
Renewal process
t
duuFutHtFtH0
.)()()()(
1)(
lim t
tHt
htHhtH
t
)]()([lim
Renewal equation
An asymptotic behaviour of a renewal of renewal function:
)()()(
lim)(0
tHt
ttHtHth
t
function h(t) that is defined as renewal density.
is renewal equation for a renewal density t
duufuthtfth0
,)()()()(
Alternating renewal process,... 1111 nnnn XYXYXS
.... 1111 nnnnn YXYXYXT
A random process {S1, T1, S2, T2…..} is then an alternating renewal process.
X1,X2…resp. Y1,Y2…are independent non-negative random variables with a distr. function F(t) resp. G(t).
Coefficient of availability K(t) (or also A(t) - availability) is
h(x) is a renewal process density of a renewal {Tn}n=0∞, F(t) is a distribution
function of the time to a failure, resp. 1 – F(t) = R(t) is reliability function.
and asymptotic coefficient of availability is
).(lim tKKt
Models with a negligible renewal period
.!
)(
!
)()(
11
tn
tte
n
etnENtH
n
nt
n
tn
t
)()( tHth
.0,0)( tetf t
Poisson process:
Gamma distribution of a time to failure: .0,0,0,)(
)()(
1
ata
ettf
ta
1
1
,0,)(a
k
tsk tea
s
ath k
Using Laplace integral transformation we obtain:
,Csk is kth nonzero root of the equation (s + λ)a = λa
For example for a = 4 nonzero roots are equal to:
)1()1(
,2)1(
,)1()1(
2
3
3
2
21
ies
es
ies
i
i
i
and a renewal density
)sin(14
)( 2 teeth tt
For example for a = 4 nonzero roots are equal to:
Models with a negligible renewal period0,)()( )(1 tettf t
1
)()(n
n tFtH
,),(!
)(1)(
1
0
nttGei
t
tF nt
n
i
i
n
Weibull distribution of time to failure:
Using discrete Fourier transformation:
where μ is an expected value of a time to failure:
.)1
1(
We can estimate in this way an error of a finite sum
α > 0 is a shape parameter,
λ > 0 is a scale parameter
K
nn tFtH
1
)()(
because a remainder is limited nttGtFKn
nKn
n ,)()(11
Models with a negligible renewal period
Weibull distribution:
Models with periodical preventive maintenance
c
c
t
ttFtP
,1
),()(
.0),()(
...
,1,...,2,1))((1)()()(
...
),)(1()(:0),()(
0
011
ttFtP
niitPiPtPtP
ntnNntPtP
dcciii
dcdcn
The probability P(t) (coefficient of unavailability) for ,0t
May a device goes through a periodical maintenance. Interval of the operation τC, (detection and elimination of possible dormant flaws). The period of a device maintenance … τd F(t) is here a time distribution to a failure X. In the interval [0, τc+ τd) there is a probability that the device appears in the not operating state
Models with periodical preventive maintenance
Exponential distribution of time to failure, τd = 0:
).)(1()(:0),()( dcdcc ntnNnntFtP
Coefficient of unavailability for Exponential distribution.
Models with periodical preventive maintenance
Weibull distribution of time to failure, τd = 0:
Coefficient of unavailability for Weibull distribution.
It is necessary for the given t and n, related with it which sets a number of done inspections to solve above mentioned system of n equations and the solution of the given system is not eliminated.
Alternating renewal models
0),ln(
1)( t
t
ttf f
t
ff dxxtRxhtRtK0
.)()()()(
Lognormal distribution of a time to failure:
We use discrete Fourier transformation for: 1. pdf of a sum Xf + Xr (Xr is an exponential time to a repair), as well as for 2. convolution in the following equation:
renewal density can be estimated by a finite sum
N
nn tfth
1
).()(
Alternating renewal models
123.01
)(lim
rf
t
EXEX
th
An example: In the following example a calculation for parameter values σ=1/4, λ=8σ, τ=1/2, is done.
A renewal densityfor lognormal distribution
Coefficient of availabilityfor lognormal distribution
938.0
)(lim
rf
f
t
EXEX
EX
tK
Alternating renewal models with two types of failures
).()()(1)(1)()( 212121 tRtRtFtFtXtXPtR fffffff
).()( tRdt
dtf ff
t
ff dxxtfxhtfth0
)()()()(
Two different independent failures. These failures can be described by an equal distribution with different parameters or by different distributions.
Common repair: A time to a renewal is common for both the failures and begins immediately after one of them. It is described by an exp.distribution, with a mean 1/τ.
For a renewal density we have
In case of non-exponential distribution we use .)()(1
n
n tfth
and we estimate the function by a sum of the finite number of elements with a fault stated above. fn(t) is a probability density of time to n-th failure. For the calculation of convolutions we can use a quick discrete Fourier’s transformation.
Alternating renewal models with two types of failures
6.362
6222
22
22
21
22
21
ff
fff EXEX
EXEXEX 79.0
rf
f
EXEX
EXK
tXtX ff 21have Weibull distributions
Example:
Coefficient of availability for Weibull distribution
Conclusions• Selected ageing processes were mathematically modelled by the means of a renewal theory and these models were subsequently solved.
• Mostly in ageing models the solving of integral equations was not analytically feasible. In this case numerical computations were successfully applied. It was known from the theory that the cases with the exponential probability distribution are analytically easy to solve.
• With the gained results and gathered experience it would be possible to continue in modelling and solving more complex mathematical models which would precisely describe real problems. For example by the involvement of certain relations which would specify the occurance, or a possible renewal of individual types of failures which in reality do not have to be independent.
• Equally, it would be practically efficient to continue towards the calculation of optimal maintenance strategies with the set costs connected with failures, exchanges and inspections of individual components of the system and determination of the expected number of these events at a given time interval.
Thank you for your attention.
RISK, QUALITY AND RELIABILITY http://www.am.vsb.cz/RQR07/
September 20-21, 2007
International conference
Technical University of Ostrava, Czech Republic
Call for papers • Risk assessment and management • Stochastic reliability modeling of systems and devices • Maintenance modeling and optimization • Dynamic reliability models • Reliability data collection and analysis • Flaw detection • Quality management • Implementation of statistical methods into quality control in the manufacturing companies and services • Industrial and business applications of RQR e.g., Quality systems and safety • Risk in medical applications
RISK, QUALITY AND RELIABILITY http://www.am.vsb.cz/RQR07/
September 20-21, 2007
International conference
Technical University of Ostrava, Czech Republic
Inivited keynote lectures
Krzysztof Kolowrocki: Reliability, Availability and Risk Evaluation of Large Systems
Enrico Zio: Advanced Computational Methods for the Assessment and Optimization of Network Systems and Infrastructures
Sava Medonos: Overview of QRA Methods in Process Industry. Time Dependencies of Risk and Emergency Response in Process Industry.
Marko Cepin: Applications of probabilistic safety assessment
Eric Châtelet: will be completed later