Hazard Rate Function in Dynamic Environment [Journal]

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journal homepage: www.elsevier.com/locate/ress

Lu XiaoFei a, Liu Min b,n

a

b

Department of Automation, TNList, Tsinghua University, Beijing 100084, China

art ic l e i nf o

a b s t r a c t

Article history:

Received 3 June 2013

Received in revised form

23 April 2014

Accepted 27 April 2014

Available online 14 May 2014

The hazard rate function is always applied to make maintenance policy, and the usual hazard rate

function is computed by the data of failure times of systems working in constant environment, thus for

systems working in dynamic environment it cannot be directly applied. In this paper, hazard rate

function of system in the dynamic environment is computed, and the effects of current environment

status and the environmental history on hazard rate function are explicitly presented. For system with

the known degradation process, hazard rate function is studied by the Markov additive process. The

environment evolution process is modeled as a stochastic process with two states, one state represents

normal environment, the other represents severe environment, and system degrades more quickly

under severe environment than under normal environment. The relationship between hazard rate

functions of system in time-invariant and dynamic environment is researched, from which three

important facts are revealed, rstly hazard rate function jumps as the environment jumps, secondly the

form of hazard rate function is determined Wby current environment state, and thirdly the effective age

of system is determined by the environmental history. For system with the unknown degradation

process, based on the above facts, this paper derives the hazard rate function in dynamic environment,

and proposes a method to compute the effective age under given environmental history. Finally the

optimal maintenance policy for system in dynamic environment is studied.

& 2014 Elsevier Ltd. All rights reserved.

Keywords:

Maintenance

Hazard rate function

Dynamic environment

Markov additive process

Effective age

1. Introduction

Maintenance is applied to slow the degradation level of the

system, when making optimal maintenance policy, hazard rate

function (HRF) is always used [5,8,10,12]. Nakagawa [29] dened

the classic HRF mathematically and proposed several classical

maintenance policies based on HRF for non-repairable system.

Also based on the hazard rate function, many imperfect maintenance models for repairable system have also been proposed

[19,24,32]. Lie and Nakagawa extended HRF by introducing the

multiply factor and the effective age adjustment factors [20,27,28].

Furthermore, Lin et al. proposed a hybrid HRF model, in which

both the multiply factor and effective age of the HRF are adjusted

after imperfect preventive maintenance [21,22,34].

However, there is a disadvantage in the above works, that is,

both external environment and operational modes of the system

are time-invariant [11,13,39,40]. External environment means

humidity, temperature, stress, wind speed, radiation of sunlight,

shock and so on; operational mode refers to how the system

Corresponding author.

E-mail address: lium@tsinghua.edu.cn (L. Min).

http://dx.doi.org/10.1016/j.ress.2014.04.020

0951-8320/& 2014 Elsevier Ltd. All rights reserved.

or partial capacity and so on. For simplicity, both external

environmental and operational modes are called as the environment in this paper. Besides the systems working in time-invariant

environment, there are many systems working in dynamic environment [25,30]. Lu et al. [23] proposed two examples which

shows the dynamic environment, the rst example is the steel

rolling machine under stochastic stress; the second example is

cargo vehicles under stochastic road conditions. Many articles

considered the dynamic environment, but seldom studied the

HRF of system in dynamic environment and applied it to make

maintenance policy [13]. Hence, it is necessary to study the HRF of

system in dynamic environment.

Proportional hazard rate model (PHM) is often applied to

describe the effects of environment on HRF [2,4,17,18,38]. Cox

[7] rstly proposed PHM in the eld of biomedicine, and then it is

extensively used in eld of reliability engineering to deal with

different stresses [33]. The classical format of PHM is

rt r 0 tet , in which r 0 t is the baseline HRF, et shows the

effect of external environment t on the baseline HRF. By

introducing healthy condition into HRF, the failure probability is

more accurately computed. Jardine et al. [15] applied a Weibull

PHM to model the failure data of aircraft engine and marine gas

L. XiaoFei, L. Min / Reliability Engineering and System Safety 130 (2014) 5060

Nomenclature

HRF

MAP

Markov additive process

Notations

Xt

X threshold

Tf

z1

z2

r 1 t

r 2 t

degradation threshold

time of failure

normal environment

severe environment

HRF of system in normal environment

HRF of system in severe environment

mine haul truck wheel motors [16]. Vlok et al. [36] applied PHM to

model vibration monitoring data of pumps in coal wash plant.

Besides PHM, the Markov additive process (MAP) is also

applied to describe the effect of environment on degradation

process of the system [35]. MAP was introduced by Cinlar [6],

who applied it to model the life length of systems in dynamic

environment. MAP includes two stochastic processes: Xt and Zt.

Xt represents the degradation level of the system, and Zt

represents dynamic environment process. Xt is inuenced by

Zt. Lu et al. [23] proved the discontinuity of the HRF of the

system in dynamic environment through MAP, where the dynamic

environment was described by a two-state homogeneous Markov

process. One state represents normal environment, and the other

represents severe environment. Under normal environment the

HRF of the system is r 0 t, and under severe environment it is

Kr 0 t, K 41, see Fig. 1. But the assumption that K is constant

means that the current hazard rate is only determined by the

current external environment, and the history of environment has

no effect on it, that is not reasonable. Ghasemi et al. [14]

also considered the dynamic environment when making maintenance policy, and proposed that when the environment jumped

from z1 to z2 at time t, the hazard rate keeps the same, whereas

51

zi ; t 1 -zj ; t 2 - environment evolution process, the environment is zi during 0; t 1 , then changes into zj during

t 1 ; t 1 t 2 , and so on

P

environmental process

H

history of external environment

h1 tjH HRF of system at t, the system is in dynamic environment with history H, and environment is normal at t

h2 tjH HRF of system at t, the system is in dynamic environment with history H, and environment is severe at t

1

parameter of Poisson process of system in normal

environment

2

parameter of Poisson process of system in severe

environment

conclusion of [23], the hazard rate cannot keep the same when

environment jumps.

In this paper, the effect of both current environment and

environmental history on HRF of system in dynamic environment

is researched, and three important facts are found out: when the

environment jumps the hazard rate function of system also jumps,

the form of hazard rate function is determined by current

environment status, the effective age of system is determined by

the environmental history.

This paper is organized as follows. In Section 2, the HRF of

system in dynamic environment is computed with the Markov

additive process, and the degradation process follows typical

Poisson stochastic processes. In Section 3, the relationship

between HRF of system in time-invariant environment and the

one in dynamic environment is researched. In Section 4, for

constant HRF of system in time-invariant environment, HRF of

system in dynamic environment is computed. In Section 5, based

on the property of estimated HRF from failure time data, the

condition is given, under which HRF of system in dynamic

environment can be analytical computed. In Section 6, maintenance policy of system in dynamic environment is optimized

based on HRF.

52

L. XiaoFei, L. Min / Reliability Engineering and System Safety 130 (2014) 5060

into normal at t, that is P 2 z2 ; t-z1 ; 1, for hazard rate at time t,

the environment history H 2 z2 ; t, see Fig. 4.

Scene C: The environment is normal during 0; t 1 , severe

during t 1 ; t 1 t 2 , and change into normal at t 1 t 2 , that is

P 3 z1 ; t 1 -z2 ; t 2 -z1 ; 1, for hazard rate at time t, the environment history H 3 z1 ; t 1 -z2 ; t 2 , see Fig. 5.

Scene D: The external environment history is P 4 z1 ; t 1 z2 ; t 2 -z1 ; t 3 -z2 ; t 4 -z1 ; 1, for hazard rate at time t, the

environment history H 4 z1 ; t 1 -z2 ; t 2 -z1 ; t 3 -z2 ; t 4 , see

Fig. 6.

Scene E: The external environment history is the same with

scene D, but we compute the hazard rate at t t 1 t 2 t 3 t 4 t 5

instead of t t 1 t 2 t 3 t 4 , that is P 5 P 4 , the environment

history H 5 z1 ; t 1 -z2 ; t 2 -z1 ; t 3 -z2 ; t 4 -z1 ; t 5 , see Fig. 7.

By the property of the Poisson process, the survival function of

system in normal environment is

PX t o X threshold

X 0 1; 1 t

X0!

h1 (t | H 2 )

r1 (t )

In this section, HRF of system in dynamic environment is

discussed in view of MAP. We assume that the system suffers

external shock, and each shock makes the system suffer constant

damage [9]. Arrivals of these external shocks follow the timehomogeneous Poisson process, and the parameter of the Poisson

process is determined by environment, in normal environment the

parameter is 1 , in severe environment the parameter is 2 [3].

Then at time t the degradation level X t N1 ; t 1 N2 ; t 2 , where

t 1 is the total time of system in normal environment, t 2 is the total

time of system in severe environment, t 1 t 2 t, N1 ; t 1 is the

number of jumps of the Poisson process during t 1 , N2 ; t 2 is

the number of jumps of Poisson process during t 2 . If X t ZX threshold ,

the system fails. The environment process Zt is a two-states

stochastic process, where z1 represents normal environment and

z2 represents severe environment.

Since the environment is dynamic, at time t the external

environment may be z1 or z2 , which divides the hazard rate at t

into two cases. We rstly compute the hazard rate of system when

Zt z1 . Although Zt has innite realization paths, because there

are only two states z1 and z2 , these realization paths can be

summarized and classied into ve scenes.

Scene A: The environment is normal all the time, that is

P 1 z1 ; 1, for hazard rate at time t, the environment history

H 1 z1 ; t, see Fig. 3.

h1 (t | H 3 )

t1

t1 + t2

h1 (t | H 4 )

t2

t3

t4

t1

t

Fig. 6. Environmental process of Scene D.

L. XiaoFei, L. Min / Reliability Engineering and System Safety 130 (2014) 5060

53

h1 (t | H 5 )

t2

t3

t4

t5

t1

t

Fig. 7. Environmental process of Scene E.

R1 0

Here X threshold X 0 1, X 0 1; 1 t 1 t uX e u du, and

d

X 0 1; 1 t 1 t

d t

Z 1

0

0

d

uX e u du 1 1 t 1 tX e 1 t 1 t

dt 1 t 1 t

PT f A t; t tjH 1

0

t-0 PX t r X jH 1 t

r 1 t lim

lim

r 1 t lim

PX t r X jH 1 PX t t r X jH 1 -z1 ; t

PX t rX 0 jH 1 t

0

t-0

2d=dtPX t t r X 0 jH 1 -z1 ; t

PX t r X 0 jH 1

t-0

p

2d=dtX 0 =s1 t t

p

lim

t-0

2X 0 =s1 t 1

p 0

p

02

2

1= 2 X =s1 t 3=2 e X =2s1 t =2X 0 =s1 t 1

t-0

X 0 1; 1 t X 0 1; 1 t 1 t

X 0 1; 1 tt

t-0

d=dt X 0 1; 1 t 1 t

lim

X 0 1; 1 t

t-0

0

1 1 tX e 1 t

lim

lim

R1

X u

1 t u e du

PT f A t; t tjH 2

0

PX t rX 0 jz2 ; tt

t-0

0

lim

R1

X u

2 t u e du

R 1 X0 u

X0

h1 tjH 2 2 e 2 t 1 t u e du

R1 0

X0

r 1 t

1 e 1 t 2 t uX e u du

PX t r X 0 jz2 ; t PX t t r X 0 jz2 ; t-z1 ; t

PX t r X 0 jz2 ; tt

t-0

q

2d=dtX 0 = s22 t s21 t

p

lim

t-0

2X 0 =s2 t 1

p

X0

02

2

ps21 s22 t 3=2 e X =2s2 t =2X 0 =s2 t 1

2

t-0 PX t r X jz2 ; tt

X 0 1; 2 t X 0 1; 2 t 1 t

lim

X 0 1; 2 tt

t-0

0

d

X 1; 2 t 1 t

lim dt

X 0 1; 2 t

t-0

X 0 2 t

1 2 t e

h1 tjH 2 lim

h1 tjH 2 lim

PX t r X 0 jH 1 PX t t r X 0 jH 1 -z1 ; t

PX t r X 0 jH 1 t

p

h1 tjH 2 s31 2X 0 =s1 t 1 X 02 =2t1=s2 1=s2

1

2

p

3

e

r 1 t

s2 2X 0 =s2 t 1

4

X 0 4.

2.2. Compute h1 tjH 3

X 0 4. From this gure, although the environment is the same at

time t, the HRF at t of two scenes is different in view of the Markov

additive process.

Besides the Poisson degradation process, we give another

example to show the effect of environmental history.

Example 2. The degradation process follows Brown Motion without drift [37], the survival function is

0

0

X

X

PT f r t 1 2 1 p

2 p 1

s t

s t

p R x

2

Here x 1= 2 1 e u =2 du, s is the parameter of Brown

Motion. We assume that s s1 when system is in normal

environment, and s s2 when system is in severe environment.

Let 1 t 1 2 t 2 , then

PT f A t; t tjH 3

PX t r X 0 jH 3 t

h1 tjH 3 lim

t-0

X 0 1; X 0 1; 1 t

X 0 1; t

t-0

lim

R 1 t X 0 u

u e du

lim R 1 X 0 u

t-0 t u e du

0

1 1 t 1 2 t 2 X e 1 t1 2 t2

R1

X u

1 t 1 2 t 2 u e du

0

r 1 t 1 t 2

1 1 t 1 1 t 2 X e 1 t1 1 t2

R1

X u

1 t 1 1 t 2 u e du

10

54

L. XiaoFei, L. Min / Reliability Engineering and System Safety 130 (2014) 5060

Let 1 t 1 2 t 2 1 t 3 2 t 4 1 t 5 ,

PT f A t; t tjH5

PX t rX 0 jH 5 t

R 1 t X 0 u

u e du

lim R 1 X 0 u

t-0 t u e du

h1 tjH 5 lim

t-0

1 1 t 1 2 t 2 1 t 3 2 t 4 1 t 5 X e 1 t1 2 t2 1 t3 2 t4 1 t5

R1

X u

1 t 1 2 t 2 1 t 3 2 t 4 1 t 5 u e du

13

By Eqs. (4), (9), (12) and (13), HRF of system in dynamic

environment can be summarized as for Zt z1

0

1 X e

h1 tjH R 1

14

X u

u e du

Zt z2

2 X e

h2 tjH R 1

15

X u

u e du

2 is the total time of severe environment, 1 2 t.

Poisson process

Let 1 t and 2 t be the intensity functions of nonhomogeneous function of the external shock process, and

Rt

Rt

mi t 0 i udu, mi t 1 ; t 2 t12 i udu, i 1; 2. For system

always in normal or severe environment, the probability of n

shocks arrive during s; s t is

PNs t Ns njzi

Fig. 10. External environment of scene C.

Poisson process, for system always in normal or severe environment, the survival function is

R1

0

0

X0

uX e u du

h1 tjH 3 1 =2 t 1 t 2 X 2 e 2 t2

R 1 1 t1 t 2

0

0

0

r 1 t

t 1 t 2 X

1 X e 1 t2 = U t t uX e u du

2

mi s t mi sn

exp mi s t mi s

n!

16

11

t 1 0:5, t 1 1, t 1 2. The smaller t 1 , the larger h1 tjH 3 =r 1 t for

the same t 2 .

PX t o X threshold

X 0 1; mi t

17

X0!

R1

Z 1

0

d

d

X 0 1; mi t t

uX e u du

dt

dt mi t t

0

1 t tmi t tX e mi t t

Let i ij 1 t j , then

r 1 t

Let 1 t 1 2 t 2 1 t 3 2 t 4 ,

1 tm1 tX e m1 t

R1

18

m1 t

uX e u du

0

PT f A t; t tjH 4

0

t-0 PX t rX jH 4 t

h1 tjH 2

h1 tjH 4 lim

1 tm2 tX e m2 t

R1

m2 t

R 1 t X 0 u

u e du

lim R 1 X 0 u

t-0 t u e du

19

0

uX e u du

h1 tjH 3

1 m1 1 m2 1 ; 2 X e m1 1 m2 1 ;2

R1

m1 1 m2 1 ;2

uX e u du

20

1 1 t 1 2 t 2 1 t 3 2 t 4 X e 1 t1 2 t2 1 t3 2 t4

R1

X u

1 t 1 2 t 2 1 t 3 2 t 4 u e du

12

It is obvious that Eqs. (18)(22) are similar to Eqs. (3), (4), (9),

(12) and (13). HRF of system in dynamic environment can be

L. XiaoFei, L. Min / Reliability Engineering and System Safety 130 (2014) 5060

55

h1 tjH 4

1 m1 1 m2 1 ; 2 m1 2 ; 3 m2 3 ; 4 X e m1 1 m2 1 ;2 m1 2 ;3 m2 3 ;4

R1

21

m1 1 m2 1 ; 2 m1 2 ;3 m2 3 ; 4

uX e u du

0

h1 tjH 5

1 m1 1 m2 1 ; 2 m1 2 ; 3 m2 3 ; 4 m1 4 ; 5 X e m1 1 m2 1 ;2 m1 2 ;3 m2 3 ;4 m1 4 ;5

R1

m1 1 m2 1 ;2 m1 2 ; 3 m2 3 ;4 m1 4 ; 5

summarized as for Zt zi

X e

23

X u

u e du

Rt

zt z2 , tjzt 2 t. When 1 t 1 , 2 t 2 , Eq. (23) is

Eq. (14) or (15), that is to say, HRF of system suffering external

shocks which follow the homogeneous Poisson process is the

special case of HRF of system suffering external shocks which

follow the non-homogeneous Poisson process. For simplicity, we

assume the Poisson process is homogenous in the following

sections.

mechanism of system is always made by life test, with which the

HRF of system in determined environment is estimated by large

amount of failure time data. Under environment s, M systems run

to failure, these failure times are recorded as xi , 1 r i r M, then the

By Eqs. (3) and (14), r 1 t has the same format as h1 tjH,

0

1 1 tX e 1 t

r 1 t R 1 X 0 u

1 t u e du

0

1 X e

h1 tjH R 1

X u

u e du

Since

1 1 2 2 1 1 2 2

1

24

1 X e

h1 tjH R 1

0

uX e u du

1 1 A1 X e 1 A1

R 1 X0 u

r 1 A1

1 A1 u e du

25

virtual age, that is to say the HRF of system in dynamic environment can be computed by HRF of system in constant environment

by adjusting the virtual age. Since 2 4 1 , then A1 4 1 2 , which

means the virtual age of system in dynamic environment is larger

than the one in normal environment.

Such as the environmental process is P z1 ; t 1 -z2 ; t 2 z1 ; t 3 -z2 ; t 4 -z1 ; 1, let 1 t 1 t 3 u, 2 t 2 t 4 . Then for

hazard rate of system at t 1 2 , the virtual age of system in

normal environment is 1 2 , whereas the one in the dynamic

environment process is 1 2 =1 2 , see Fig. 11.

Let A2 1 =2 1 2 , h2 tjH can be rewritten as

0

2 X e

2 2 A2 X e 2 A2

R 1 X0 u

r 2 A2

X e u du

u

2 A2 u e du

h2 tjH R 1

22

HRF

hi tjH R 1i

uX e u du

26

in dynamic environment has less virtual age than HRF in severe

environment. Fig. 12 shows h2 t 1 t 2 t 3 t 4 jH.

With Eqs. (25) and (26), Fig. 13 shows the HRF of system in

dynamic environment.

56

L. XiaoFei, L. Min / Reliability Engineering and System Safety 130 (2014) 5060

time-invariant environment

In this section, we consider one general case that the HRFs of

system in time-invariant environment are not constant, such as

the Weibull HRF r 1 t 1 t , r 2 t 2 t [1].

Suppose there are M the same type of systems working in

dynamic environment, the HRF is also estimated by Eqn.

(27),r d t lim N d t; t t=M Nd 0; tt, whereas N d t 1 ; t 2

t-0

r s t lim

N s t; t t

27

t-0M N s 0; tt

t 1 ; t 2 in environments.

In the following section, the HRF of system in dynamic

environment is derived from the HRF of system in time-invariant

environment. Let Ri t be the survival function of system in timeinvariant environment, Rd tjH be the survival function of system

in dynamic environment.

First we consider one simple case, the HRF of system in timeinvariant environment is constant, such as in normal environment,

r 1 t r 1 ; in severe environment, r 2 t r 2 , then survival functions

follows exponential distribution,

R1 t e r1 t ; R2 t e r2 t

28

by a special Markov additive process. Suppose there is a system

which suffers external catastrophic shock, that is to say, the system

fails when the rst shock arrives, thus X threshold 1, X 0 0 and the

arrive of the catastrophic shock follows the time-homogeneous

Poisson process, since the pdf of rst jump of Poisson Process at

time t also follows exponential distribution, the survival function

of system is the same with Eq. (2). Thus the conclusion in Section 2

can be applied to system with constant HRF in determined

environment.

For H z1 ; t 1 z2 ; t n -z1 ; , the hazard rate at t t 1

t n is

0

h1 tjH

1 1 X e 1

R1

X u

1 u e du

1 e 1

R1

u

1 e du

1 e 1

e 1

1 :

t n is

0

h2 tjH

2 2 X e 2

R1

X u

2 u e du

2 e 2

R1

u

2 e du

2 e 2

e 2

environment. At t, if Zt z1 , then

h1 tjH lim

N d t; t t

t-0M N d 0; tt

lim

N z1 t; t t

t-0M N d 0; tt

in normal environment, Nd 0; t 4 Nz1 0; t, which means there

exists one virtual age A1 such that N d 0; t 4 Nz1 0; A1 , then

h1 tjH lim

Nz1 t; t t

t-0M N d 0; tt

lim

N z1 t; t t

t-0M N z1 0; A1 t

r 1 t r 1 , r 2 t r 2 .

30

H z1 ; t 1 z2 ; t n -z1 ; , then at time t t 1 t 2 t n ,

h1 tjH 1 A1 H

The same with Zt z1 , for H z1 ; t 1 z1 ; t n -z2 ; ,

h2 tjH 2 A2 H

Here A1 H and A2 H are determined by environmental history.

If the survival function can be written as Ri t g i zi ; t, and

g i zi ; thas the following properties:

(1) g i zi ; t g i zi ; X t

(2) g i zi ; t 1 g i zi ; t 2 g i zi ; t 1 t 2

Then the survival function of system in dynamic environment

can be computed by summing contribution of each constant

environment section, that is

Rd tjH g 1 z1 ; t i g 2 z2 ; t j g 1 z1 ; 1 g 2 z1 ; 2

i

31

For H z1 ; t 1 z2 ; t n -z1 ; , let Y H g 1 z1 ; 1 g 2 z1 ; 2 ,

then the hazard rate at t t 1 t 2 is

Rd tjH Rd t tjH-z1 ; t

Rd tjHt

Y H Y H g 1 z1 ; t

lim

Y H t

t-0

du

dg 1 z1 ; u

1

du

du

Y

h1 tjH lim

t-0

29

u YH

u0

L. XiaoFei, L. Min / Reliability Engineering and System Safety 130 (2014) 5060

d ln u

dg 1 z1 ; u

du u Y H

du

u0

p

2Y H 2

p p

p

p

p

2 2 1 t 1 2 t 2 1 t n 2

0s

1

s

32

is

Rd tjH Rd t tjH-z2 ; t

Rd tjHt

Y H Y H g2 2 ; t

lim

Y H t

t-0

du

dg 2 2 ; u

1

u YH

u 0 Y

du

du

H

d ln u

dg 2 ; u

u Y H 2

du

du

57

1

1

t t

t A

2 1 2

2 n

2 2 @

39

h2 tjH lim

t-0

h2 tjH r 2 X 2

40

s

X2

33

u0

dynamic environment by HRF of system in determined

environment.

Example 2. r 1 t 21 t, r 2 t 22 t.

The survival functions of system at normal and severe environment are

8

p

< R t e 1 t 2 e 1 t2

1

p

34

: R2 t e 2 t 2 e 2 t2

p

2

i t can be considered as the

By Eq. (31), u e u ,

contribution of section of zi ; t to survival function. Thus the

contribution of zi ; t with arbitrary initial time to the survival

function of system is the same, for H z1 ; t 1 z2 ; t n -z1 ; ,

p

p

p

p

Y H 1 t 1 2 t 2 2 t n 1

The survival function at t i t i is

p p

p p 2

Rd tjH e 1 t 1 2 t2 2 tn 1

35

1

1

t t

t

2 1 2

2 n

By Eqs. (37) and (40), the HRF of system in dynamic environment has the similar form as Fig. 11 shows.

Example 3. r 1 t 61 t t 2 ; r 2 t 62 t t 2 .

The survival functions of system at normal and severe environment are

p 2

p

3

(

3

2

3

R1 t e 31 t 21 t e 3 1 t 3 1 t

p 2

p

3 :

42

3

2

3

R2 t e 32 t 22 t e 2 2 t 2 2 t

p

p

2

3

By Eq. (40), u; v e 3u e 2v , 1 t and 2 t can be con 3u2

sidered

asp

the

;

p

contribution of section of z1 ; t and z2 ; t to e

3

1 t and 3 2 t can be considered as the contribution of section of

3

z1 ; t and z2 ; t to e 2v , thus the contribution of zi ; t with

arbitrary initial time to the survival function of system is the

same, and the contribution of dynamic environment is divided

into two parts, Y 1H and Y 2H .

For H z1 ; t 1 z2 ; t n -z1 ; ,

(

p

p

p

p

Y 1H 1 t 1 2 t 2 2 t n 1

43

p

p

p

p

Y 2H 3 1 t 1 3 2 t 2 3 2 t n 3 1 :

The survival function at t i t i is

2

RtjH e 3Y 1H e 2Y 2H

The HRF at t t 1 t 2 is

h1 tjH lim

Rd tjH Rd t tjH-z1 ; t

Rd tjHt

p 2

2

e Y H e Y H 1 t

lim

lim

lim

e 3Y 1H e 2Y 2H

t-0

p

p

3

6 1 Y 1H 6 1 Y 2H 2

0

1

s

2

2

t

t A

21 @t 1

1 2

1 n

36

61 @t 1

2

3 2

t A 6 1 @ t 1

t

1 2

1 2

!2

45

For H z1 ; t 1 z1 ; t n -z2 ; , the HR at t 1 t 2 t is

h1 tjH r 1 X 1

37

PX t o X 0 jH PX t t o X 0 jH-z2 ; t

PX t o X 0 jHt

p 2

p

3

3

3Y 1H 2 2Y 2H 3

e

e

e 3Y 1H 2 t e 2Y 2H 2 t

h2 tjH lim

t-0

2

2

t

t

X1 t1

1 2

1 n

For

H 1 ; t 1 1 ; t n -2 ; ,

t 1 t 2 t is

e 3Y 1H e 2Y 2H t

p 2

p

3

p

p

p

p

3

1 Y 1H 1 t 3 1 Y 2H 3 1 t2 e 3Y 1H 1 t e 2Y 2H 1 t

2

t-0

2

e YH

p

2Y H 1

p p

p

p

p

2 1 1 t 1 2 t 2 2 t n 1

0

1

s

s

PX t o X 0 jH PX t t o X 0 jH-z1 ; t

PX t o X 0 jHt

p 2

p

3

3

2

3

e 3Y 1H e 2Y 2H e 3Y 1H 1 t e 2Y 2H 1 t

t-0

t-0

44

h1 tjH lim

e Y H t

p 2

p

p

2Y H 1 t 1 e Y H 1 t

t-0

The HRF at t t 1 t 2 is

t-0

lim

41

38

lim

lim

the

R tjH Rd t tjH-z2 ; t

h2 tjH lim d

Rd tjHt

t-0

p

Y 2H

Y H 2 t2

e

e

lim

2

t-0

e Y H t

hazard

rate

at

e 3Y 1H e 2Y 2H t

p 2

p

3

p

p

p

3

2 Y 1H 2 t 3 2 Y 2H 3 2 t2 e 3Y 1H 2 t e 2Y 2H 2 t

2

t-0

e 3Y 1H e 2Y 2H

t-0

p

p

3

6 2 Y 1H 6 2 Y 2H 2

0s

1

62 @

0s

1

3 1

t t A 6 2 @

t t

2 1 2

2 1 2

!2

46

58

L. XiaoFei, L. Min / Reliability Engineering and System Safety 130 (2014) 5060

By Eqns. (43) and (44), the HRF of system in dynamic environment has the similar form as Fig. 11 shows.

The HRF of system in constant environment and the one in

dynamic environment can be integrated into one function r t; ; z,

where t is the operation time, is the total time of severe

environment, z is the condition of environment at t. Then

8

rt; 0; 0 r 1 t

>

>

>

>

<

rt; 0; 1 r 2 t

47

;

0

h

rt;

>

1 tjH; H z2 ; -z1 ; t

>

>

>

: rt; ; 1 h2 tjH; H z1 ; t -z2 ;

Remark 1. When the contributions of zi ; t with different initial

times to survival function are not the same, according to the

denition of HRF Eq. (27), the HRF of system in dynamic environment also jumps between r 1 t and r 2 t when the external

environment changes, except it is difcult to determine the virtual

age of system.

the system is preventively perfect maintained with cost cr , and the

system is minimal repaired with cost cm if failed before T, the

external environment follows a two-state homogeneous Markov

process. The transition rate matrix of this continuous-time Markov

"

#

process is Q

, where 1=; 1=are expected

sojourn time in normal and severe state respectively. Then,

RT

s-expected cost during 0; T is cr cm 0 htdt, where ht is the

hazard rate function of system in dynamic environment at time t.

Then, the s-expected cost rate is

RT

cr cm 0 htdt

48

T

d cr cm 0 htdt

dT

T

cm hTT cr cm

T2

RT

0

49

normal or severe. For a two-state homogeneous Markov process,

the stationary distribution p1 ; p2 exists, where p1 and p2 are the

probabilities of Z0 z1 and Z0 z2 , respectively, p1 = ,

p2 = . At time t, t o T, Zt may also be normal or severe.

Let f ij t; x be the probability density function that Z0 zi ,

Zt zj , and x is the total time of environment is normal during

0; t, then

Z t

2

r 1 x t x f 11 t; xdx

ht p1

1

1

r2

x t x f 12 t; xdx

p1

2

0

Z t

2

p2

r 1 x t x f 21 t; xdx

1

0

Z

51

state during time interval 0; t, for 0 rx rt,

q

q

q

f t; x fp1 x=t x p2 t x=xI 1 2 xt x

q

p1 p2 I 0 2 xt x

p1 t x p2 xge x t x

52

2k r

z=2

Here I r z 1

k 0 k!k r! is the modied Bessel function of order r

and

p p

p

f 1 t; x ft x I 0 2 xt x x=t xI 1 2 xt xge x t x

p p

p

f 2 t; x fx I 0 2 xt x t x=xI1 2 xt xge x t x

53

q

f 21 t; x I 0 2 xt xe x t x

54

q

f 12 t; x I 0 2 xt xe x t x

55

f 22 t; x xe t

ht

q

q

t x=xI 1 2 xt xe x t x

56

t

t

e

r 1 t

e

r 2 t

minimal s-expected cost rate, then the numerator of Eq. (48)

should be zeros, that is to say

Z T

cr

htdt

50

hTT

cm

0

r2

htdt

1

x t x f 22 t; xdx

2

0

Z t

2

r 1 x t x p1 f 11 t; x p2 f 21 t; xdx

1

0

Z t

1

r2

x t x p1 f 12 t; x p2 f 22 t; xdx

2

0

!

By analysis, we found

q

q

f 11 t; x t xe t x=t xI 1 2 xt xe x t x

environment

RT

p2

r 1 @x

0s

q

2

t xA

I 0 2 xt xe x t x dx

1

q

1

x t xA

r2 @

I 0 2 xt xe x t x dx

2

1 p

2

x=t x

t xA

r 1 @x

I1

1

q

2 xt xe x t x dx

0s

1 p

Z t

1

t x=x

@

x t xA

r2

2

0

q

I 1 2 xt xe x t x dx

57

For simplicity,

Let

p

p

1, also substitute r 1 t t, r 2 t 4t,

2 =1 2, 1 =2 1=2 into ht, we obtain

1

1

ht e t t e t 4t

2

2

Z t

p

1

x 2t x I 0 2 xt xe t dx

2

0

Z t

p

1

1

4 x t x I 0 2 xt xe t dx

2

2

0

p

Z t

p

x=t x

I 1 2 xt xe t dx

x 2t x

2

0

p

Z t

p

t x=x

1

I 1 2 xt xe t dx

4 x t x

2

2

0

L. XiaoFei, L. Min / Reliability Engineering and System Safety 130 (2014) 5060

59

Eq. (40) and Monte Carlo simulation.

Z t

p

et

5t

6t 3xI 0 2 xt xdx

2

0

Z

2t x

p

p

p

x=t x 4t 2x t x=xI 1 2 xt xdx

58

With Eq. (58), the s-expected cost versus T is computed and

plotted in Fig. 15, the optimal preventive interval is T 2:1, which

corresponds to minimal s-expected cost rate. We also computed

the s-expected cost rate by Monte Carlo Simulation (MCS), Fig. 16

shows the ow chart, and the results is also plotted in Fig. 15. The

s-expected cost rate computed by Eq. (48) and Monte Carlo

Simulation are the same.

Fig. 16. Flow chart of computing s-expected cost rate of system in dynamic

environment.

Acknowledgments

7. Conclusions

In this paper, the HRF of system in dynamic environment is

computed. By analyzing the relationship of HRF of system in timeinvariant and the one in dynamic environment, three facts are

found out, rstly the HRF of system jumps when the external

environment changes, secondly the HRF form is determined by

current environment condition, and thirdly the effective age is

determined by environmental history. For system which has

constant HRF in time-invariant environment, the HRF is computed

by considering degradation process as a special Markov additive

process. For system with unknown degradation process, HRF of

system in dynamic environment has the same property with HRF

researched by Markov additive process, but the effective age is

difcult to be computed when external environment changes.

Section 4 proposes the conditions under which the effective age

can be analytically computed. Finally maintenance policy for

system in dynamic environment is optimized based on HRF

studied in this paper.

Foundation of China (Nos. 61025018 and 60834004), the National

Key Basic Research and Development Program of China (No.

2009CB320602), the National Science and Technology Major

Project of China (No. 2011ZX02504-008).

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