
System Reliability Assessment and Optimization
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Persons
Yan-Fu Li is Full Professor at the Department of Industrial Engineering and the Director of the Institute for Quality & Reliability at Tsinghua University, China. He received his Ph.D in Industrial Engineering from National University of Singapore in 2010
Enrico Zio is Full Professor at Mines-Paris, PSL University, and at the Energy Department of Politecnico di Milano, Italy. He received his Ph.D in nuclear engineering from Politecnico di Milano and in Probabilistic Risk Assessment from MIT in 1996 and 1998, respectively.
Content
Series Editor's Foreword by Dr. Andre V. Kleyner xv
Preface xvii
Acknowledgments xix
List of Abbreviations xx
Notations xxii
Part I The Fundamentals 1
1 Reliability Assessment 3
1.1 Definitions of Reliability 3
1.1.1 Probability of Survival 3
1.2 Component Reliability Modeling 6
1.2.1 Discrete Probability Distributions 6
1.2.2 Continuous Probability Distributions 8
1.2.3 Physics-of-Failure Equations 13
1.3 System Reliability Modeling 15
1.3.1 Series System 15
1.3.2 Parallel System 16
1.3.3 Series-parallel System 16
1.3.4 K-out-of-n System 17
1.3.5 Network System 18
1.4 System Reliability Assessment Methods 18
1.4.1 Path-set and Cut-set Method 18
1.4.2 Decomposition and Factorization 19
1.4.3 Binary Decision Diagram 19
1.5 Exercises 20
References 22
2 Optimization 23
2.1 Optimization Problems 23
2.1.1 Component Reliability Enhancement 23
2.1.2 Redundancy Allocation 24
2.1.3 Component Assignment 25
2.1.4 Maintenance and Testing 26
2.2 Optimization Methods 30
2.2.1 Mathematical Programming 30
2.2.2 Meta-heuristics 34
2.3 Exercises 36
References 37
Part II Reliability Techniques 41
3 Multi-State Systems (MSSs) 43
3.1 Classical Multi-state Models 43
3.2 Generalized Multi-state Models 45
3.3 Time-dependent Multi-State Models 46
3.4 Methods to Evaluate Multi-state System Reliability 48
3.4.1 Methods Based on MPVs or MCVs 48
3.4.2 Methods Derived from Binary State Reliability Assessment 48
3.4.3 Universal Generating Function Approach 49
3.4.4 Monte Carlo Simulation 50
3.5 Exercises 51
References 51
4 Markov Processes 55
4.1 Continuous Time Markov Chain (CMTC) 55
4.2 In homogeneous Continuous Time Markov Chain 61
4.3 Semi-Markov Process (SMP) 66
4.4 Piecewise Deterministic Markov Process (PDMP) 74
4.5 Exercises 82
References 84
5 Monte Carlo Simulation (MCS) for Reliability and Availability Assessment 87
5.1 Introduction 87
5.2 Random Variable Generation 87
5.2.1 Random Number Generation 87
5.2.2 Random Variable Generation 89
5.3 Random Process Generation 93
5.3.1 Markov Chains 93
5.3.2 Markov Jump Processes 94
5.4 Markov Chain Monte Carlo (MCMC) 97
5.4.1 Metropolis-Hastings (M-H) Algorithm 97
5.4.2 Gibbs Sampler 98
5.4.3 Multiple-try Metropolis-Hastings (M-H) Method 99
5.5 Rare-Event Simulation 101
5.5.1 Importance Sampling 101
5.5.2 Repetitive Simulation Trials after Reaching Thresholds (RESTART) 102
5.6 Exercises 103
Appendix 104
References 115
6 Uncertainty Treatment under Imprecise or Incomplete Knowledge 117
6.1 Interval Number and Interval of Confidence 117
6.1.1 Definition and Basic Arithmetic Operations 117
6.1.2 Algebraic Properties 118
6.1.3 Order Relations 119
6.1.4 Interval Functions 120
6.1.5 Interval of Confidence 121
6.2 Fuzzy Number 121
6.3 Possibility Theory 123
6.3.1 Possibility Propagation 124
6.4 Evidence Theory 125
6.4.1 Data Fusion 128
6.5 Random-fuzzy Numbers (RFNs) 128
6.5.1 Universal Generating Function (UGF) Representation of Random-fuzzy Numbers 129
6.5.2 Hybrid UGF (HUGF) Composition Operator 130
6.6 Exercises 132
References 133
7 Applications 135
7.1 Distributed Power Generation System Reliability Assessment 135
7.1.1 Reliability of Power Distributed Generation (DG) System 135
7.1.2 Energy Source Models and Uncertainties 136
7.1.3 Algorithm for the Joint Propagation of Probabilistic and Possibilistic Uncertainties 138
7.1.4 Case Study 140
7.2 Nuclear Power Plant Components Degradation 140
7.2.1 Dissimilar Metal Weld Degradation 140
7.2.2 MCS Method 145
7.2.3 Numerical Results 147
References 149
Part III Optimization Methods and Applications 151
8 Mathematical Programming 153
8.1 Linear Programming (LP) 153
8.1.1 Standard Form and Duality 155
8.2 Integer Programming (IP) 159
8.3 Exercises 164
References 165
9 Evolutionary Algorithms (EAs) 167
9.1 Evolutionary Search 168
9.2 Genetic Algorithm (GA) 170
9.2.1 Encoding and Initialization 171
9.2.2 Evaluation 172
9.2.3 Selection 173
9.2.4 Mutation 174
9.2.5 Crossover 175
9.2.6 Elitism 178
9.2.7 Termination Condition and Convergence 178
9.3 Other Popular EAs 179
9.4 Exercises 181
References 182
10 Multi-Objective Optimization (MOO) 185
10.1 Multi-objective Problem Formulation 185
10.2 MOO-to-SOO Problem Conversion Methods 187
10.2.1 Weighted-sum Approach 188
10.2.2 e-constraint Approach 189
10.3 Multi-objective Evolutionary Algorithms 190
10.3.1 Fast Non-dominated Sorting Genetic Algorithm (NSGA-II) 190
10.3.2 Improved Strength Pareto Evolutionary Algorithm (SPEA 2) 193
10.4 Performance Measures 197
10.5 Selection of Preferred Solutions 200
10.5.1 "Min-Max" Method 200
10.5.2 Compromise Programming Approach 201
10.6 Guidelines for Solving RAMS+C Optimization Problems 201
10.7 Exercises 203
References 204
11 Optimization under Uncertainty 207
11.1 Stochastic Programming (SP) 207
11.1.1 Two-stage Stochastic Linear Programs with Fixed Recourse 209
11.1.2 Multi-stage Stochastic Programs with Recourse 217
11.2 Chance-Constrained Programming 218
11.2.1 Model and Properties 219
11.2.2 Example 221
11.3 Robust Optimization (RO) 222
11.3.1 Uncertain Linear Optimization (LO) and its Robust Counterparts 223
11.3.2 Tractability of Robust Counterparts 224
11.3.3 Robust Optimization (RO) with Cardinality Constrained Uncertainty Set 225
11.3.4 Example 226
11.4 Exercises 228
References 229
12 Applications 231
12.1 Multi-objective Optimization (MOO) Framework for the Integration of Distributed Renewable Generation and Storage 231
12.1.1 Description of Distributed Generation (DG) System 232
12.1.2 Optimal Power Flow (OPF) 234
12.1.3 Performance Indicators 235
12.1.4 MOO Problem Formulation 237
12.1.5 Solution Approach and Case Study Results 238
12.2 Redundancy Allocation for Binary-State Series-Parallel Systems (BSSPSs) under Epistemic Uncertainty 240
12.2.1 Problem Description 240
12.2.2 Robust Model 241
12.2.3 Experiment 243
References 244
Index 245
1
Reliability Assessment
Reliability is a critical attribute for the modern technological components and systems. Uncertainty exists on the failure occurrence of a component or system, and proper mathematical methods are developed and applied to quantify such uncertainty. The ultimate goal of reliability engineering is to quantitatively assess the probability of failure of the target component or system [1]. In general, reliability assessment can be carried out by both parametric or nonparametric techniques. This chapter offers a basic introduction to the related definitions, models and computation methods for reliability assessments.
1.1 Definitions of Reliability
According to the standard ISO 8402, reliability is the ability of an item to perform a required function, under given environmental and operational conditions and for a stated period of time without failure. The term "item" refers to either a component or a system. Under different circumstances, the definition of reliability can be interpreted in two different ways:
1.1.1 Probability of Survival
Reliability of an item can be defined as the complement to its probability of failure, which can be estimated statistically on the basis of the number of failed items in a sample. Suppose that the sample size of the item being tested or monitored is n0. All items in the sample are identical, and subjected to the same environmental and operational conditions. The number of failed items is nf and the number of the survived ones is ns, which satisfies
(1.1)The percentage of the failed items in the tested sample is taken as an estimate of the unreliability, ,
(1.2)Complementarily, the estimate of the reliability, R^(t), of the item is given by the percentage of survived components in the sample:
(1.3)Example 1.1
A valve fabrication plant has an average output of 2,000 parts per day. Five hundred valves are tested during a reliability test. The reliability test is held monthly. During the past three years, 3,000 valves have failed during the reliability test. What is the reliability of the valve produced in this plant according to the test conducted?
Solution
The total number of valves tested in the past three years is
The number of failed components is
According to Equation 1.3, an estimate of the valve reliability is
1.1.2 Probability of Time to Failure
Let random variable T denote the time to failure. Then, the reliability function at time t can be expressed as the probability that the component does not fail at time t, that is,
(1.4)Denote the cumulative distribution function (cdf) of T as F(t). The relationship between the cdf and the reliability is
(1.5)Further, denote the probability density function (pdf) of failure time T as f(t). Then, equation (1.5) can be rewritten as
(1.6)In all generality, the expected value or mean of the time to failure T is called the mean time to failure (MTTF), which is defined as
(1.7)It is equivalent to
(1.8)Another related concept is the mean time between failures (MTBF). MTBF is the average working time between two consecutive failures. The difference between MTBF and MTTF is that the former is used only in reference to a repairable item, while the latter is used for non-repairable items. However, MTBF is commonly used for both repairable and non-repairable items in practice.
The failure rate function or hazard rate function, denoted by h(t), is defined as the conditional probability of failure in the time interval [t, t+?t] given that it has been working properly up to time t, which is given by
(1.9)Furthermore, the cumulative failure rate function, or cumulative hazard function, denoted by H(t), is given by
(1.10)Example 1.2 The failure time of a valve follows the exponential distribution with parameter h(t) (in arbitrary units of time-1). The value is new and functioning at time h(t). Calculate the reliability of the valve at time h(t) (in arbitrary units of time).
Solution
The pdf of the failure time of the valve is
The reliability function of the valve is given by
At time, the value of the reliability is
1.2 Component Reliability Modeling
As mentioned in the previous section, in reliability engineering, the time to failure of an item is a random variable. In this section, we briefly introduce several commonly used discrete and continuous distributions for component reliability modeling.
1.2.1 Discrete Probability Distributions
If random variable X can take only a finite number k of different values x1,x2,.,xk or an infinite sequence of different values x1,x2,., the random variable X has a discrete probability distribution. The probability mass function (pmf) of X is defined as the function f such that for every real number x,
(1.11)If x is not one of the possible values of X, then f(x)=0. If the sequence x1,x2,. includes all the possible values of X, then Sif(xi)=1. The cdf is given by
(1.12)1.2.1.1 Binomial Distribution
Consider a machine that produces a defective item with probability p (0<p<1) and produces a non-defective item with probability 1-p. Assume the events of defects in different items are mutually independent. Suppose the experiment consists of examining a sample of n of these items. Let X denote the number of defective items in the sample. Then, the random variable X follows a binomial distribution with parameters n and p and has the discrete distribution represented by the pmf in (1.14), shown in Figure 1.1. The random variable with this distribution is said to be a binomial random variable, with parameters n and p,
(1.13)Figure 1.1 The pmf of the binomial distribution with n=5, p=0.4.
The pmf of the binomial distribution is
(1.14)For a binomial distribution, the mean, µ, is given by
(1.15)and the variance, s2, is given by
(1.16)1.2.1.2 Poisson Distribution
Poisson distribution is widely used in quality and reliability engineering. A random variable X has the Poisson distribution with parameter ?, ?>0, the pmf (shown in Figure 1.2) of X is as follows:
(1.17)Figure 1.2 The pmf of the Poisson distribution with ?=0.6.
The mean and variance of the Poisson distribution are
((1.18)1.2.2 Continuous Probability Distributions
We say that a random variable X has a continuous distribution or that X is a continuous random variable if there exists a nonnegative function f, defined on the real line, such that for every interval of real numbers (bounded or unbounded), the probability that X takes a value in an interval [a, b] is the integral of f over that interval, that is,
(1.19)If X has a continuous distribution, the function f will be the probability density function (pdf) of X. The pdf must satisfy the following requirements:
(1.20)The cdf of a continuous distribution is given by
(1.21)The mean, µ, and variance, s2, of the continuous random variable are calculated by
(1.22)1.2.2.1 Exponential Distribution
A random variable T follows the exponential distribution if and only if the pdf (shown in Figure 1.3) of T is
Figure 1.3 The pdf of the exponential distribution with ?=1.
(1.23)where ?>0 is the parameter of the distribution. The cdf of the exponential distribution is
(1.24)If T denotes the failure time of an item with exponential distribution, the reliability function will be
(1.25)The hazard rate function is
(1.26)The mean, µ, and variance, s2 are
(1.27)1.2.2.2 Weibull Distribution
A random variable T follows the Weibull distribution if and only if the pdf (shown in Figure 1.4) of T is
Figure 1.4 The pdf of the Weibull distribution with ß=1.79, ?=1.
(1.28)where ß>0 is the shape parameter and ?>0 is the scale parameter of the distribution. The cdf of the Weibull distribution is
(1.29)If T denotes the time to failure of an item with Weibull distribution, the reliability function will be
(1.30)The hazard rate function is
(1.31)The mean, µ, and variance, s2, are
(1.32)1.2.2.3 Gamma Distribution
A random variable T follows the gamma distribution if and...
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