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I. NOMENCLATURE
E = Generator, (No Units)
P = Water Pump, (No Units) P2
E1
λ= Failure Rate, Failures / Hour
µ = Repair Rate, Repairs / Hour
r = Mean Repair Time, Hours
Fig. 1. 2 Generator / 2 Pump System
m = Mean Time to Failure, Hours
S = State, (No Units) The failure rates and repair rates of the generators and
= Frequency of Encountering S, Encounters / Hour
pumps respectively are as follows:
M(S) = Mean Time Spent in S, hours
.
P(S) = Limiting State Probability, (No Units)
T(S) = Mean Time Between Encounters of S, Hours λE = 0.0004, µE = 0.0104
λP = 0.0006, µP = 0.0208
II. INTRODUCTION
A system is a group of components that are arranged in a A. State Space Diagram
specific manner so as to achieve a desired function with The state space diagram shown in Fig. 2 represents all of
acceptable performance and reliability. The reliability of a the possible transitions that can occur within the system. In
system is directly affected by the type of components, their forming the state space diagram, every possible combination
quantities, their quality and how they are arranged within the of each component state is stated as in Table I. Each
system. The reliability of a system is often stated as a combination is linked keeping in mind that only one
probability. It is the probability that a system performs component can change its state at a time from one transition to
without failure under given conditions over a period of time. the next. Since we have 4 components, the total number of
In system reliability, we are concerned with the construction possible states is given by
of a model from individual component models. For example,
it is wrong to say that since all of the components within a 2n (1)
system have 80% reliability, the system has 80% reliability.
When a system component fails or it is repaired, the system where n is the number of components in the system.
state changes. This change depends on time therefore the
B. Reduced System
system behaviour can be modeled as a stochastic process.
Markovian models can be applied when the stochastic The state space diagram of Fig. 3 can be further analyzed
behaviour of the components of a system depends on the and reduced as shown in Fig. 2.
present state of the system and not on the state at any past
time. The Monte Carlo method is a numerical method used to 1-(λA + λC)
approximate the probabilities of certain outcomes by running
multiple simulations using random variables. It is applied to SYSTEM
study the reliability of engineering systems with Markovian or UP
non-Markovian properties. It can be used to develop an λA µA µC λC
understanding of the uncertainty or random behaviour of a λB
system. SYSTEM SYSTEM
DERATED DOWN
µB
III. SYSTEM RELIABILITY
1-(µA + λB) 1-(µB + µC)
In this section, the Markov technique and Monte Carlo method
will be demonstrated using the system shown in Fig.1. The Fig. 2. Three State Reduced System
dashed lines represent water inlets while the solid lines
where λ is the failure rate from the ith state to the jth state and µ
represent the electrical supply. Each generator is capable of
supplying the total load of both water pumps. is the repair rate from the ith state to the jth state.
2
2 0 1 1 1 Up
Since the system is a continuous one, the values of the
3 1 0 1 1 Up
probabilities in the STPM must be discretized. The
4 0 0 1 1 Down discretized stochastic matrix is shown in (3). Let state 1, state
5 1 1 0 1 Derated 2 and state 3 be the up, derated and down states respectively.
6 1 1 1 0 Derated
7 1 1 0 0 Down
8 1 0 0 0 Down 1- (λA + λC).dt λA.dt λC.dt
9 0 1 0 0 Down P= µA.dt 1- (µA + λB).dt λB.dt
10 0 0 0 0 Down
µC.dt µB.dt 1- (µB + µC).dt
11 0 0 1 0 Down (3)
12 0 0 0 1 Down
13 1 0 1 0 Derated Substituting the respective values of λ and µ with dt = 1
14 1 0 0 1 Derated gives
15 0 1 1 0 Derated
16 0 1 0 1 Derated
0.9956 0.0036 0.0008
The values of λ and µ obtained from the reduction and P=
0.1248 0.7088 0.1664
analysis of the state space diagram are:
0.0208 0.0052 0.9740
λA = 0.0036 λB = 0.1664 λC = 0.0008
µA = 0.1248 µB = 0.0052 µC = 0.0208
D. Limiting State Probabilities
The probability of the system transitioning from state i to
state j in a given number of steps is given by the (ij)th element
5 2 1 16 1 13 3 11 of (4).
1 2 3 4
6 3 4 15 4 14 2 12 (P )
n
ij (4)
0.99
0.985
Probability P
0.98
0.975
0.97
0.965
0.96
0 10 20 30 40 50 60 70 80 90 100
Number of Time Intervals, n
Fig. 4. Effect of Discretization Step on the Limiting State Probability for P11
P0 = µ / (µ + λ ) (5) For the system derated state the calculated values are
total⋅ time⋅ spent⋅ in ⋅ state The more trials taken, the closer the state probabilities reach
M (S) = (16) their true value. This is illustrated by means of Table II.
number⋅ of ⋅ encounters⋅ of ⋅ the⋅ state
TABLE II
The mean times, M(S) for many trials is illustrated in Fig. NUMBER OF TRIALS TAKEN AFFECTS STATE PROBABILITIES
6. The average M(S) of these values are then taken and used to
calculate the frequency of encountering the state and the State Number of Trials
probability of residing in that state. This is done through (17) Values
1 5 10
to (18).
P(Sup) 0.8949 0.9331 0.9175
P (S ) = M (S ) / T (S ) (17)
P(Sdown) 0.0037 0.0110 0.0081
Fig. 6 Frequency, Mean Time and State Probabilities for One Thousand Trials
5
IV. ACKNOWLEDGEMENT
The author of this paper gratefully acknowledges the
contributions of Dr. A. Singh for his work in the classroom
and assistance out of the classroom.
V. REFERENCES
Books:
[1] R. Billinton, and R. N. Allan, Reliability Evaluation of Pwer Systems,
2nd edition. New York and London: Plenum Press, 1996.