WATER RESOURCES RESEARCH, VOL. 24, NO.

9, PAGES I445-1458, SEPTEMBER 1988

Analytical Simulation of Water SystemCapacity Reliability

A Markov Chain Approach and Verification of the Models
GINA K. BEIM

DepartmentqœSystemsEngineering,CaseWesternReserveUniversity,Cleveland,Ohio

BENJAMIN F. HoBBs

Departments
of SystemsEngineeringand Civil Engineering,
CaseWesternReserveUniversity,Cleveland,Ohio

A reliability model for water supply systemsis presentedwhich representsdemand changes,failures

and repairs of capacity components,and streamflowsas independentMarkov chains. Finished water
storageis simulatedusing an operating policy that dependson the systemstate. Reliability statistics,
includingsystemunavailability,expectedunserveddemand,and the frequencyand duration of failures,
are obtained from the transition probabilities and resulting steady state probabilities.Both the Markov
model and anotheranalyticalsimulationapproach,the modifiedfrequency-duration method,are applied
to an actual water supplysystem.Their resultsare comparedto thoseof a more realisticMonte Carlo
simulation in order to verify that analytical simulationyields usefulestimatesof reliability indices.A
procedure
for interfacing
modelsof capacityreliabilitywith simulation
modelsof largereservoirs
is
proposed.

INTRODUCTION dent Markov chains. Storage is also a state variable whose

evolution through time is explicitly modeled as a function of
Thispaperconcerns thecomputationof reliabilitystatistics
ofa watersupplysystemwhich (1) consistsof one or more the system state, using an assumed operating policy. The
capacity
components (suchasa pumpingstationor an aque- Markov method avoids the simplifying assumptionsmade by
duct), a randomlyvaryingdemand,and(3) includes the modified FD approach; hence the Markov estimatesof
(2)serves
reliability indicesare likely to be more accuratethan the mod-
finished
waterstorage.
Thesestatistics
includesystemunavail-
ified FD estimates.
ability,
expectedunserved
demand,andthefrequency anddu-
rationof failure states.The modified frequency-duration(FD) The Markov model can be viewed as a generalizationof
modelsby Lloyd and Saleera[1979], Smith [1980], Vaugh and
approach of our companion paper[Hobbsand Beim,this
issue]
accomplishes howoftencapaci- Maidmerit [1985], and others who use a Markov chain to
thisby,first,calculating
ty deficits
happen.A capacitydeficitoccurswhen demand calculate reliability statisticsof a reservoir subject to first-
order Markovian inflows. Similar Markov reservoir models
exceedsavailablesystemcapacity.Then the approachcom-
have been imbeddedin reservoirplanning modelsby Jacoby
pareshowlongthe deficitslastwith the amountof waterin
and Loucks[1972] and Houck and Cohon [1978']. Like the
storage.
The modifiedFD procedures belongto a classof
Markov reservoirmodels,our model imposesan a priori oper-
methods we call analyticalsimulation,so calledbecausethey
use numerical
methodsto yieldpreciseestimates of reliability ating rule for storage;the innovationhere is that our model
statistics. alsopermitsavailablecapacityand demandto be random.
The basic idea of the Markov chain model is as follows. If
ThemodifiedFD approachpossesses two advantages: (1)
the ratesat whicheachof the componentsof the systempasses
itsprecision andcomputational efficiency comparedto Monte
from one state to the other are known, it is possibleto com-
Carlo simulation [Darnetinet al., 1972;Wagneret al., 1988'1
and(2)itsabilityto handlemorecomplexsystems thanmeth- putethe transitionprobabilities betweenexactstatesof the
0dswhichderivean explicit expressionfor reliability as a system. An example of a component exactstateis "pumpA
function of systemparameters [Shamirand Howard,1981]. up," while an example of a systemexact stateis •'pumpA up,
[lutsincemodifiedFD analysismakes simplifyingassump- pumpB down,streamflow = 10m3/s,-.., demand = 0.5m3/s,
tions aboutthe role of storagein a system,its estimatesof storage ---500 m3/s."Our model assumes that demand, supply
source,and capacitystate transitionsare independent,but
reliability
statisticsmust be treated as first-order approxi-
thatstoragechanges area deterministicfunctionof thesystem
mati0ns. Onesuchassumption is that the finishedwaterreser-
exactstate.This enablesthe precisetracingof the evolutionof
voirisfullat thebeginning of anycapacitydeficit.Anotheris
thestoragewithtimeandthecalculation of equilibriumprob-
thatwhenconsidering the ability of a reservoirto meet a
abilitiesof beingin eachsystemstate.
deficit
of severity S, any deficitof lesserseveritythat occurs
The steadystateprobabilityvectorof systemexactstatesP
directly
before
or afterwardsisignored.
is foundusingthe systemtransitionprobabilitymatrix T
In thispaper,we proposea differentanalyticalsimulation
(whichmight,forexample,bea functionT, of timeof day)and
method
whichrepresentsstoragemorerealistically.This pro-
eeduremodelsthe evolutionof systemstates(demandlevels, applyingone of the standard techniques for solvingthe
Markovequations. Probabilities,
frequencies
andexpected du-
available
capacity,
and,if desired,streamflows)by indepen-
rationsof failuresof the supplysystem,and the expectedun-
Copyright
1988bytheAmerican
Geophysical
Union. serveddemandcan be calculatedfrom the transitionprobabil-
Paper
number
8W0353. itiesand P. We discusseachof thesestepsin detail in the first
•B43-1397/88/008W.0353
$05.00 half of this paper.
1445
1446 BEIMANDHOBBS:
MARKOV
MODEL
OFCAPACITY
RELIABILITY

Our Markov modelis designed

to modelhourly,daily,or components,
onecanonly checkits adequacyin termsof how
weeklyvariations
in demands
and available and a well it approximatesthe behaviorof the entire systemcom-
capacity
modestamountof storage(up to a few days'worth).Because paredto other modellingapproachesor, if available,actual
thenumberof stateswouldbecometoolarge,it isnotpossible systemoperatingdata. The comparisonwith Monte Carlo
to simultaneously
includelargereservoirs,
short-termdemand simulationwe presentlater in this paper showsthat the
fluctuations, andcapacityfailuresandrepairs. However, later Markovassumption isindeedadequateforplanningpurposes.
in thispaper,we propose a strategyfor interfacing
analytical
simulationmodelsof water systemcapacitywith modelsof Development of the Procedure
largesurface waterstoragesystems.The advantage of doing The systemavailability and expectedunserveddemandare
this is that it wouldpermitconsistent evaluationof a wide calculated
fromthesteady stateprobability
vectorP resulting
varietyof measures
for improvingsystemreliability. from the Markov chain that describesthe evolution of the
Eventhoughthe Markov modeltreatsstoragemorerigor- water system.The probability vector is obtained from the
ouslythan doesthe modifiedFD approach,it, too, makes probability
matrixof the process
T (or,moregenerally, T•).T
approximations.For example, withtheMarkovas- and P togethercan be used to calculatethe frequencyand
consistent
sumption, times to repair for capacity componentsare as- duration of systemfailures.
sumed,in essence,to be exponential.In contrast,a Monte We now define and construct T and then describe the com-
Carlo simulationcan easilybuild in, for example,lognormal putationof P. If the capacitycomponentsand demandof the
timesto repair. supply systemare independent,transition probabilitiesbe-
An importantquestionis, What are the consequences of tweenstatesof the systemcan be calculatedas the product
theseand other approximations madeby analyticalsimula- the transition probabilities of its components.We therefore
tion? Are the estimatesyieldedby the modifiedFD approach focusfirst on the components.Then, we presenta procedure
and the Markov model trustworthy*. We answer these for combining their transition and steady state probabilities
questionsby comparingthe resultsof analyticalsimulation together with .an operating rule for storage to yield the
with those of a more detailed (and hence more realistic) system'ssteadystateprobabilities.
Monte Carlo simulation of an actual system.This verification For each capacity component k (except for storage)of the
of analyticalsimulation takes up the last part of our paper. systemthere existsa one-steptransitionmatrix T•,.(We disre-
gard any possibletime dependence,althoughthisis not neces.
MARKOV MODEL: BASIC CONCEPTS
sary).Tk is formedby elements
TkiJ that represent
theprob-
ability of finding the componentin statej at time t + At given
Markov Assumption
that it is in state i at time t. They are generally calculatedfrom
In the Markov model, the supply componentsof the urban the transitionrates•.•,ijbetweencomponentstatesland j,
water supply system,exceptstorage,are each describedby a which are also the building blocksof the modified FD method
separate,time-independentMarkov chain. The Markov as- [Hobbs and Beim,this issue].
sumptionis that their future behaviorwill be dependentonly Since,from the theory of stochasticprocesses[e.g.,Angand
on their presentstates.But demand,when it is a functionof Tang, 1984]
time, cannot be describedby such a time-invariant chain. For-
tunately,it is possible,without any lossof generality,to model lim T•ij/At= •ij i• j (I)
&t• 0 +
demand with a time varying Markov chain, in which the tran-
sition probabilities can be functions of time of day, day of thenthe followingapproximationis adequatefor a smallh
week, and/or seasonof the year. The only componentof the At:
systemthat is not modelled by its own Markov chain is stor-
age, since,given an operating rule, its level at time t + 1 is a
deterministicfunction of the systemstate at time t. Since the row sum of a transition probability matrix must
The Markov chains of the componentsare combined to equal one,we have
form a Markov chain for the system.If demanddependsupon,
for example, time of day, there will be as many transition = - (3)
matricesT for the total systemas there are demandperiodsin
the day. In our implementation,we definea separateTt for Fromthe above,the one steptransitionprobability
matrix
each hour. T• = [T•o
] fora finitetimestep= At forthecomponent
in
The assumptionthat the systemcan indeedbe modeledby a question will be thenthpowerof the matrixformed bythe
Markov chain is a strong one, despiteits widespreaduse in T•ijh,wheren equalsAt/h.
water resourcesengineering.For examplesof the use of the Foranindividual component k (e.g.,a pump),
if i -- 1ist.he
Markov assumption for modeling streamflows,see, for in- upstate andj = 0 thedownstate, then$tkx.o
isjustitsfailure
stance,Lloyd [1963], Fiering [1967], Klem•s [1970], Lloyd rate and2•o.x istherepairrate[Hobbs andBelin,this issue].
If
and Saleera [1979], Vaugh and Maidment [1985], and the there isa bankof pumps, suchasin ourexample application
surveyby Sobel[1975]. The appropriateness of the assump- below,such
atransition matrix T•could bedefined for.•ch
tion can,in theory,be confirmedby examiningempiricaldata thepumps. However, in solving for thesystem's steady
for watersystemcomponents. For example,if timesto failure probabilities
P, it ismoreefficient to havea single transiti•
and repair of mechanicalcomponentsare exponentiallydis- matrix Tvforthecapacity oftheentire bankofpumps.
tributed,the assumptionis valid. Mays and Cullinane[1986] using (2)and(3),such a matrixwould bedefinedthetra•0•
found this to be true for times to failure, but Arad [1968] rates'•voamong thedifferent
levels of capacityofthe
concluded
that a lognorma!distributions
are moreappropri- set.
Intheappendix,
weexplain
howthe2v•can
beoM•n
ate for timesto repair. However, if there is insufficientdata to from
thefailure
andrepair
rates
andavailabilities
ofthe
testthe assumption,as it is often the casewith water system vidua! pumps.
 BEIM AND HOBBS: M^gKov MODEL OF CAPACITY RELIABILITY 1447

Letusnowconsider two exactstatesof the system,

el and If transitionsbetweencomponentsof the systemare indepen-
e2.Letel be characterized by the m system components, in- dent, then,as we notedabove,transitionprobabilitiesbetween
cludingstorage, demand, andcapacitycomponents, beingin exact systemstatescan be written as the product of compo-
states
lal, a2,---, a•n•,ande2becharacterized bycomponentnent transitions.We make this assumptionfor all capacity
states
(bl, b2,---, bm•.Letthernthcomponent bethelevelof componentsand also for demand.(If desired,it is possibleto
storage
inthefinished waterreservoir(s).
If transitions
between considercorrelationsamongsubsetsof components,by speci-
differentcapacitycomponents and demandare independent,fying a single transition probability matrix for each subset.)
thentheone-steptransitionprobabilitybetween el ande2will Transitions between storage levels, by contrast, are repre-
betheproductof the m- 1 one-step transitionprobabilities sented by a "state compatibility function" G. This function
for the nonstoragecomponents,rlk=1.-...m-1rk,ak,bk,
if e2 is givesthe exact statese2 e G(el) which could be reachedfrom
reachable
frome1. By "reachable,"
we meanthat the operating el one period later, given the configuration of the system
policy
ofthereservoir
yields
storage
levelbin,given{al, a2, when in stateel and the operatingpolicy.
..., am}(seeLoucks
et al. [1981]for a similardevelopment).
We have discussedthe validity of the componentindepen- MARKOV ALGORITHM
dence
assumption in our companionpaper [Hobbsand Belin,
The main idea of the algorithm we use to solve the Markov
thisissue].
If T is time independent,steady state probabilities,when chain model is to decomposethe transition probability matrix
of the system into several smaller component transition
theyexist,are computed by first determining the "one-step"
transitionmatrix, and then using one of the standard Markov matrices.From these,steadystate probabilitiesfor each com-
ponent, except storage, are obtained. Finally, steady state
techniques to find the steadystateprobabilities.For instance,
probabilitiesfor the states of the system and the reliability
theone-step
transitionprobabilitymatrix T may be multiplied
indices are calculated.
byitselfn timesto yieldT•, the system"n-step"transition
Once the one-steptransition probability matrix T• for an
probabilitymatrix.If steadystateprobabilities
exist,for a
largefinite n, T•- T•-• will be smallerthan a individual componentk of the urban water supply systemis
sufficiently
obtained,the steadystate probabilitiesP•, of that component's
predefined
tolerance value.Asa result,eachrowof then-step
transitionprobabilitymatrix T n will be P, the steadystate statesmay be calculated.Componentsteadystate probabil-
ities can be computedby assumingan initial probabilitydis-
probabilityvectorof theprocess [AngandTang,1984].
the systemsteadystateprobabilityvectorP (a tribution vectorand multiplyingit by the one-steptransition
Alternatively,
rowvector)can be found by solving the systemof equations probabilitymatrix severaltimes.This continuesuntil the re-
formed by the definitionof steadystateand the conditionthat sultantprobabilityvectordoesnot differ significantlyfrom the
P isa probabilitydistribution: previousone,signifyingconvergence.
This procedureis slightlymodifiedfor demand.Considera
PT = P (4a) water supplysystemfacinga time-varyingdemandwith a
24-hourperiod.Demandis describedby a seriesof n different
Pi = 1 (4b) one-steptransitionprobabilitymatrices,T•, one for each
where i is a column vector of ones. periodt of length24/nhours.An initialprobability
vectorP•
for demand alone is multiplied by the transition matrix for
However,sincedemand is time dependent,there will not be
each t in succession. Convergenceis checkedby comparing
a uniqueP. Let demandq be cyclicsuchthat Tq,--T,t_ L,
the resultingprobabilitiesfor a particulartime t on two adja-
•whereL is theperiodof the cycleand T•t is a matrixwhose
elementsare the one-step transition probability between centdays.Whenthe steadystatehasbeenrea.ched for that t, it
will be reachedfor everyother time t as well.
demand levelsduringperiodt. Periodicityof the demandtran-
Once the transition and steady state probabilities for all
sition
probabilities
meansthat the systemtransitionprobabil-
ities,
too,will bea functionT, of t. In our application,below, systemcomponents, exceptfor storage,are known,the equi-
wedefineoneT, for eachhour of the day, suchthat T,_ 2,•=
librium probabilities
of the systemexactstatescan be calcu-
T•.Asa result,therewill, in general,exista steadystatePt for lated.This calculationinvolvesthe statecompatibilityfunc-
tion G.
each
t, ratherthana singleP. Sucha vectorPt satisfies
In our implementation of G, an exactstatee2 of the system
P, = P,._•T•_t -- P,T,_2,•'it_23- .- Tt_2T,_• --•P,T, (5a) is defined as being reachablefrom exact state el (noted
Pti = 1 (5b) e2• G(e!))if andonlyif thechangein sto, ragelevelbetween
them,whenthesystemis in statee1 at time t andin statee2 at
Pt -->0 (5c) time t + •t, satisfiesthe following:

forthesingle-step
Markov chaintransitionmatrixTt. Equa- w(t + At)= [c(t)- q(t)]At + w(t) (6a)
tion(5a)showsthat we can solvefor any P• in the same 0 < [c(t) -- q(t)]•t + w(t)< w•, x
manner
as for the time-invariantcase.If P• exists,then the
long-term
probability
that the system
is in system
statei at w(t+ At) = 0 [c(t)-- q(t)]At+ w(t)< 0 (6b)
:ho,.ur
t isPwFromthePt andTt, wecanfindexpected fre- [c(t)- q(t)]At q-w(t)> Wm•
•. (6c)
w(t q- At)= Wma
x
quent.es
anddurationsfor all capacity-demand-storage
states.
Thetwonumerical
methods
wejust described
for finding in which
st.eady
stateprobabilities
involvematrix operations.
For "real
world"water
supply
systems,
thematrices
Tt willbetoobigto w(t) storagelevelat time t'
::'be
handled
bymost
computers,
because
ofthehuge
number
of q(t) demand
levelthesystem
isfacing
at t'
ayetern c(t) available
exactstates.We avoidthe problemof unusuallylarge capacity
of thesystem
at t'
matrice•
byexploiting
independence components.w•,• reservoir
of capacity capacity.
1448 BEIMAND HOBBS'MARKOVMODELOF CAPACITYRELIABILITY

If statesel and e2 are not compatible,the systemcannotgo failure

isimmediate.
If somewaterisavailable,butthevol
from el to e2 in one time step. It is assumed,as an approxi- isinsufficient
to meetthedeficit forthefulllength
ofthetime
mation, that the demandand capacitylevelsat time t prevail step,thesystem
isin a partialfailure
state.Theportion
ofthe
throughout the period It, t +/it). timeperiodIt, t + At)thatthedeficit
cannot bemetequals
The above compatibility function (6) representsa simple 1- w(t)/{[q(t)--c(t)]At}.
Thisprocedure assumesthattM
operationrule for the reservoir.Demand is met as long as system
stateattimet prevails throughout
thetimeperiodIt,
possible,and, subjectto that constraint,the reservoiris filled t + At).For sufficiently
smallAt (in our case,1 hour),this
up as fast as possible.It is assumedthat capacityfailuresdo assumptionis an adequateapproximation.
not preventdemandfrom drawing upon storage.Sucha rule Theconcept ofsystemfailurecanbegeneralizedto account
minimizesthe probabilitythat the systemis in a statein which for failures of different
magnitudes. A failureexceeding
somedemand is unmet. If desired,any other operationrule verity S is characterized
by demand exceeding capacity by
basedon a pure strategycouldbe represented by a G function morethanS,anda reservoir withinsufficient
storage.
andimbeddedin thecomputationalprocedure. TheprobabilityPs(S)of the systembeingin a failurestate
A slight modificationis made in (6) (and in equations(9) exceedingseverityS is
and (10), below) if c(t) is a vector of capacitiesfor several
components.In that case,the availablecapacityof the system Ps(S)
= (l/L) •,
t
•'.
{Ve(t)suchthat
P(e(t))
is substituted
for c(t),exceptin the limitsof the summationsin q(r) - c(t) > S,
•(t) < [q(0- c(t)]/At]
(9) and (10).The system's availablecapacity,whichrepresents
the ability of the systemto deliverwaterif storageis empty, ß{1-- {w(t)/[q(t)
-- c(t)]At}} (9)
maybe a complicated functionof the availablecapacityvector
l•t) if, for example,thereare a largenumberof components
whereL is thenumber of periodsin theday(or othercycle
bothin seriesand in parallel.
length),
e(t)= {w(t),
q(t),
c(t)},and P(e(t))
is theprobability
of
finding
thesystem
intheexactstatee(t)withcapacity
configu-
Letel - {cl, ql, wl} ande2= {c2,q2,w2}beexactstates
rationc(t),demandd(t),andstorage
w(t).Pj40)isalsoknown
of thesystem.
Theprobability Pt+x,•2of findingthesystem
in asthe systemunavai!ability.
state e2 at time t + At is
Theexpected unserved demand E(UD) (in unitsofflow)
computed asthesum,overall exactfailurestates, oftheprod-
such that e2 (s G(e 1)} uctof theunserved demand in thatstateandtheprobability
of thatstate.It is firstcomputed for eachperiodof theday
in whichrql,ql,q2
is the probabilityof findingdemandq at and thensummedoverall periods:
levelq2 at time t + At giventhat demandis at levelql at time
t (thisprobabilityis a functionof the time t of the day) and E(UD)= •, •,, P(e(t))[q(t)-c(t)]
t {V e(t)suchthat
T•.c•.c
., is the probabilityof findingthe availablecapacityof q(t) -- c(t) > O,
w(t)> [q(t) -- c(t)]/at}
thesystemat configuration c2 at timet + At giventhat it is at
configuration cl at timet. If, for example,c consists
of a pump '{ 1 -- {w(t)/[q(t)-- c(t)]At}} (1O)
p, streamflow f, andan aqueducta, then,giventheassumption
of componentindependence, Frequency
andDurationof SystemFailures
The average
frequency
Fœ(S)
of system
failureof at least
(8) severityS is the expectednumber of transitionsfrom a fai!u•
to a nonfailurestateduringa time unit (in our application
In our implementation,
we expressed
eachPti asP(w(t)lq(t), below,1 day).Thisis alsoequalto the expected numberd
c(t))Pq,(q(t))P,(c(t)),
theconditional
probabilityof w(t)timesthe
transitionsthe other way, from a nonfailurestateto a failure
probabilities
of thedemandandcapacity levels.Sincethecon-
state, becausetwo mutually exclusiveand exhaustivestates
ditional probabilitiesaregenerally
orders ofmagnitudehigher mustoccurequallyoftenin the longrun.
thantheunconditional probabilities,
theirusehelpsto elimi-
nate round-off error. Fz(S)is calculated
fromthefrequencies of transition
F•,•($
Thesteadystatesystem probabilities
foreachperiodof the foreachtime periodIt, t + At).
Fœt(S
) isthefrequency
ofgoing
day can be found in the same manner as for the demand
froma failurestateof severityS to a stateof lessthanthat
severityduringthat period.This,in turn, equalsto thepro.b-
steadystateprobabilities.
This is doneby startingwith an
abilityof sucha transition,since(as an approximation), no
initialguessfortheprobability
distributionvector P•for,say, morethanonetransitionis assumed to be possiblein a period.
t --0, andthenrepeatedlyapplying (7)untilPt is sufficientlyFor a sufficiently
smalltimestep,thisassumption is reason-
close to P,+L,where
L isthenumber ofperiodsin a day.
able.Asa result,theaveragefrequency is
Ff(S)__.a
• •, •, P(el(t))T•,•,• (!t)
COMPUTATION
OFRELIABILITY
INDICESFROMTHEMARKOV t {S(e!)<S} {S(e2)>•S}
MODEL
whereS(ei)is theseverityof thecapacitydeficitin stateei•
T•,•,•_isthetransition
probability fromel to e2at timet.
Probability
of SystemFailureandExpected Unserved
Demand The expecteddurationof a failure exceeding severity
A capacitydeficitstate is one in which demandwould not E(Df(S)),is the probabilityof sucha failuredividedby '..how
befullymetif nowateriswithdrawn fromstorage.Thereare often it occurs:
threepossibles outcomes in sucha stateduringa giventime
period[t, t + At).If the availablestorage
exceedsthedeficit E(O
œ(S))
= P/(S)/F
œ(S)
q(t)- c(t)duringthetimestepof theMarkovchain,no failure (NotethatD;.(S)
andP/(S),which
referto system
failures
it
willoccur.
Ontheotherextreme,
if thereservoir
isempty,
the which
demand
exceeds
capacity
bymorethanSandstora•is
 ]•EIMANDHOBre:MARKOV
MODEl.OFCAPACITY
RELIABILITY 1449

empty,
differ
fromtheD(S)andP•sin theworkbyHobbs
and inadequate
capacity
will be biaseddownwards
by no more
Beim[thisissue].
Thelatterreferonlyto capacitydeficits
ofat than 2%.
least
S,irrespectiveof theamountofwaterin storage.)
VERIFICATION
OFTHEMODIFIEDFREQUENCY-DURATION
INCLUDINGON-STREAMSTORAGEIN THE MODELS AND MARKOV MODELS
Our analytical simulation models, including the above Thissectionpresents
an applicationthat illustrates
andver-
Markovmodel,are mostappropriatefor systems whichhave ifiestheanalytical
simulation
methodologies describedin this
capacity
components
in paralleland/or series,random and in our companion
paper[HobbsandBeim,1986•.We
demand,
and moderateamountsof finishedwater storage. addressthefollowingquestions.
Among the"capacity
components"canbe streamflow,if there 1. Do the modelsindeedprovidesatisfactory estimates
of
isnosignificant
rawwaterstorage
in theformof reservoirs. reliabilityindices,whencomparedto Monte Carlosimulation
However,there are many water supply systemswhich store results ?
large
amounts of raw water.Somesystems
haveenoughstor- 2. In particular,do the simplifying assumptions madeby
agetomeetseveralmonths ofdemand.Representing
thewater each of the analytical methodsaffect their results?
rapplyas a component whosecapacityequalsthe natural 3. How do their computationaltimes compareto the
streamlow is clearly inadequatein such cases,sincethe reser- timesneededto obtain tight boundsfor indicesderivedfrom
voirservesto even out flows over time and releasescan be Monte Carlo simulation ?
alteredin responseto system demand and capacity avail-
ability.
We suggest two approaches for interfacingreliability The Nahal Oren Water SupplySystem
modelsof capacityand largereservoirs. The Nahal-OrenProjectsupplieswaterfor the city of Haifa
One approximationthat might be adequatefor planning in Israel.A reliabilityanalysisof this systemwasundertaken
purposes wouldbe to assume that the supplycapacityis the in Damelinet al. [1972] usingMonte Carlo simulation.In
outflowof the reservoir, based upon an operating policy essence, the systemcan be describedas having10 pumpsin
chosen
without consideration of outages of other systemcom- parallel which feed into a reservoir 4000 m3 in size, from
ponents or randomvariations in demand.Theprobabilitydis- whichwateris drawnto meetdemand.Two of thesepumps
tributionof reservoirreleasescan then be estimatedby simu- are boosterpumpswhichpumpfrom a second,
largersupply
latingthe operationof the reservoirwith that policy.Transi- reservoir,and the other eight are wells.
tionratesbetweenvarious levelsof releasesr (e.g.,from r < R We make the following assumptions,as do Damelin et al.
to r > R) can be calculatedfrom the resultsof the simulation. [1972].
(Vogel[1987] analysesreservoir releasesin this manner.) 1. The pipe system interconnectingthe pumps, the tank,
These probabilities
and transitionratescan then be treatedby and demandis perfectlyreliable.
thefrequency-duration analysesin the same manner as any 2. The power supply to the pumps is perfectly reliable,
othercapacitycomponent. even though power interruptionshave causedfailures of this
Underwhat circumstances might suchan approachbe ade- water system.
quate? Independencebetween(1) releasesand (2) the statusof 3. The small reservoir is operated so that is never filled
othercapacitycomponentsand demand would be sufficient. beyondapproximately 3800m3, whichwe take as its effective
Thisassumptionis not unreasonableif (1) the reservoir size, capacity.
measured in days of demand that can be satisfied,is large 4. The large supply reservoir always has an adequate
ramparedto the length of possible capacity deficits due to supply.We will make no furtherreferenceto thisreservoir.
problems elsewherein the system;(2) capacitydeficitsdue to These assumptionsare not necessaryones. For example,
othercapacitycomponentsare infrequent; and (3) finished Monte Carlo simulation, the modified FD models, and the
waterstorageis used to even out demand, with releasesfrom Markov model can all easilyhandle pipe outages,particularly
thelargereservoirs beingrelativelyconstantover the day or if the pipesare in seriesor parallelbetweenthe pumpsand the
week.Undertheseconditions,capacitydeficitscausedby daily tank (see Hobbs eta!. [1987] or Duan and Mays [1987]).
.demand fluctuations
or capacityfailureswill not significantly Power supplycan be modeledas a componentin seriesbe-
affect
the operationof the reservoir,in termsof the level of tweenthe pumpsand the tank [Hobbset al., 1987].Finally, as
releases followingsuch a deficit. This is reasonable,since explainedin the previoussectionof this paper,thesemodels
rarely,if ever,do capacitydeficitsallow utilitiesto cut back can be interfaced with simulation models of large reservoir
reservoir releases
enoughso that later releasescan be signifi- systems.
cantlyincreased. Table 1 givescapacityand reliability data for the pumps.
However, if demands increase duringdroughtperiods,the Their capacities sumto 2398m3/hour.Damelinet aI. [1972]
above approach shouldbe modified.For example, separate assume that times to failure for individual pumps are ex-
.•analyses
couldbe donefor normaland droughtperiodsto ponential.Times to repair,by contrast,are assumedto be
accountfor correlations between demands and streamflows. lognormal.Figure1 showsthe probabilitydistribution of ca-
Another approach wouldbe to studycapacityreliability pacityon outageX for the pumpsand the transitionratesto
0•lyduring theperiodsfor whichreservoir releases are ade- higherandlowerlevelsof X usedby the modifiedFD method.
to meet demands,and to assumethat during times of Theseprobabilities
.q•uate andratesare calculated with the versions
mufficientreleases thecapacity ofothercomponents isnoless of (8)-(10)of HobbsandBeim[thisissue]whichuseround-off
t.M,n
Re reservoir
release.
Thisapproximation will be suf- proceduresto restrictstatesto multiplesof a chosendis-
f•qently
accurate
forevaluating
capacity components if re- cretization.
'eases
areadequate
mostofthetime.If, forinstance,
thereare The demandpatternis a simpleone, with a two levelsof
moa,.gh
reservoiroutflows to meet demandsfor 51 out of demandin each day: a peak level during midday and an
.e.•ry
52weeks,
estimates of failuredueto off-peak
of theprobability levelat othertimes.Thesizesanddurations
of peak
1450 Bœ!M
ANDHOB•S:MARKOVMODœL
OFCAPACITY
RELIABILITY

TABLE 1. PumpData From the Nahal-OrenProject ourcompanion

paper[HobbsandBeim,thisissue]thisap-
proximationis a coarseone that is only usefulif therea•
Mean Time to Mean Time
Capacity, Failure, to smallamounts(1 day or less)of storage.In this system,the
Pump No. m-¾hour hours Repair, hours reservoircan meet only a few hours of demand.
,,

The Markov modeltreatsstoragemore realistically.In our

I 115 1300 50
implementation of the compatibilityfunctionG, the Markov
2 280 650 50
3 280 1500 52 modelfills the reservoiras quicklyas possibleand doesnot.
4 115 1100 50 cut demandoff unlessthe reservoiris empty and thereis a
5 153 900 50 capacitydeficit.In contrast,the actual rule, as Damelinet al.
6 130 950 50
7 350 800 52
[!972] describe
it, involves
setpointsand clocklimitations,
which determine when pumps are turned on or off as a func-
8 100 1200 50
9 450 1000 52 tionon thelevelof the reservoir
andtimeof day.Theirput.
10 395 1000 52 poseis to keepenergycostslow. Duringnormalconditions,
mostof the set pointsfor switchingpumps on and off arew•
From Damelin et al. [1972]. belowthecapacityof thereservoir.
However,duringemergen-
cy conditions
(defined as occuring
whenthereis anyequip-
ment failure), the set points are moved much closer to the
capacityof reservoir.At suchtimes,the operatingpolicyis
and off-peak demandsdependson the day of the week and
essentiallythe same as the Markov model. Hence from a relg
week of the year, as describedin the work by Damelin et al.
ability perspective,the Markov model and simulationmodel
[1972]. Damelin et al. assumedthat demand varies determinis-
have practically the same operating policy, becausesystem
tically, with a daily peak approximately50% higherthan the
failuresgenerallyoccuronly if severalpumpshavefailed.
off-peakdemandand a summerpeak twice that of the winter
The secondapproximationinvolves the demandpattern
peak.The highestweeklydemandis 310,000m3/day.Figure2
Damelin et al. [1972] assume that levels of demand over •e
presentsthe probability and frequencydistributionsderived
Damelin et al.'s data.
year can be predictedexactly as a function of the hour of the
day, day of the week, and week of the year. Of course,this
We calculate the following sets of reliability indices:(1)
itself is a simplifyingassumption,since demand is truly sto-
bounds on the probability of being in failure state (system
chastic. No approximation is required by the modifiedFD
unavailability)
P•. and expectedunserveddemandE(UD), methods. For them, we use Damelin et al.'s demand data to
usingthemodified FD approach;(2)estimates
of Ps',E(UD), createthe two annual distributionsshown in Figure 2.
failurefrequencyFs.,andmeanfailuredurationE(Ds.) using But demand approximations are required to use th•
the modified FD method, based on exponentialresidence
Markov model, as our implementation of the Markov model.
timesfor cumulative
deficits;
(3) Pj., E(UD),F•r,andE(D;;) treats demand as a stochasticfunction of the hour of the day
fromthe Markovmodel;and(4) Pœ,E(UD),Ff, and and seasonof the year only. Demand is modeled as follow•
fromour Monte Carlo simulationof thesystem.The probabil-
First, the year is divided in three seasons:summer,winter•
ities,frequencies,and durationsare all for systemfailuresof
fall/spring. A separate Markov model is created for each
zeroseverityor above(S = 0). All modelswererun usingthe
season. Second,demandlevelsfor everyperiodof eachdayof
data presentedby DameIin et al. [1972]. However, because
the week are averagedwithin a season.Since the resultaat
analyticalsimulationmodelsmake severalapproximations,
some of the assumptionsof those models differ from those demandlevelsstill depend on the day of the week,we make
the additional assumptionthat the days of the week occurat
made in the work by Damelin et al.'ssimulation.We summa-
rizethoseapi>roximations in the nextsubsection. random.For instance,there is a probability of 1/7 of goiag
froma Sundaydirectlyto a Friday.
Model Approximations
The third approximation concernsdurations of timesto
repair and capacitydeficits.The modified FD methodweuse
All analyticalsimulationmethodsinvolve approximations. to calculate thelower'boundto thesystem's P•-andE(UD}
Ours include(1) the operatingpolicyfor the reservoir;(2) the conservatively assumes that durationsD(S)of capacitydefidts
distributionof demand(Markov model only); (3) the distri- of severityS havethe one point distributionD(S)= E(D(•
butionsof durationsof capacitydeficitsand timesto repair; The versionwhichis usedto obtain reliabilityestimates be-
and (4) the discretization
of time,demand,capacity,and stor- tween the bounds assumesinstead that durations are exponea-
agelevels.The firstapproximation
is a potentialsourceof tiallydistributed.
Bothassumptionsare simplifications
sir•
errorfor the modifiedFD approachbut,for reasons explained
in theNahalOrenexample,timesto repairareassumed tobe
below,not for the Markov model.The next two approxi- lognormal andlengths ofdemandpeaks areknown andfixed.
mationscould causethe resultsof analyticalsimulationand a TheMarkovmodelis theoretically a betterapproach,sin•
Monte Carlo model which avoids those simplificationsto it implicitlycalculates
theactualdistributions
of deficit
dura-
differ.The last approximationis unimportant,as long as a tionsthat resultfromits assumptions aboutstateresi'::.deaee
smallenoughdiscretizationis chosen.Eachapproximationis timesfor demand andcapacitycomponents. However, .the
discussed below.Subsequently,we comparethe resultsof the Markov model assumes
that exactstate residence
times
analyticalsimulationand Monte Carlo approachesto deter- capacity
components
areexponentially
distributed,
which
mineif, indeed,the approximationsdo matter. flictswithDamelin
et al.'sassumption
thatfailure
dum60as
The first simplificationconcernsoperationof the reservoir. are lognormal.
The modified FD modelspresumethat the reservoiris filled Our lastapproximation
is the discretization
of time,sty-
beforethe beginningof any capacitydeficit-as we discussin age,capacity, anddemandlevels.Thisisnecessaryin .'..ord•
 BEIM AND HOBBS:MARKOV MODEL OF CAPACITYRELIABILITY 1451

0.95 -
•••09999
_
0.9998

x 0.9-
o 0.9997

_-_= 0.85 - 0.9996

o

• 0.8- 0.9995

0.9994
_o 0.75 -
0.9995
E
o 0.7-
0.9992

0.65 -
0.9991

0.6 i i "1 i i i i i i i ] i i
0 I 2 3 4 5 $ 7 8 9 10 11 12 13 14 15
Capecity on Outego X (100 cubic m/hr)

0 I 2 3 4 5 6 7 8 9 10 11 12 13 14 15
Capocilyon OutageX (100 cubicm/hr)

Fig.1. Probability
distributions
andtransition
rates
forcapacity
onoutage
X, NahalOrenSystem.
(Top)Cumulative
distribution
ofX. (Bottom)
Transition
rates
tolower
andhigher
amounts
ofavailable
capacity.

The splittingof demandlevelsamongmultiplesof 100

limitthe number of states and to define the Markov chain. In
choosing
thediscretization,
a compromise increasedm3/yearconsists
betw&en of treating
thedeterministic
demand
pattern
precision
andslowercomputation hasto bemade,We defined asa stochasticone.A demandlevelq that hasprobability1 of
iacrements
of 100m3 for storageand 100m3/hourfor capaci- occurring
is equivalent
to twodemand levelsqxandq2,qx<
ty and demand. The result for the Markov model is 25 states q < q2,bothmultip!es
of thechqsen
discretization,
provided
forpumps,
20statesfor demand, The thatq•hasprob.ability
and39 statesforstorage. (q2-- q)/(q2
'- qx)ofoccurring,
andq2
totalnumberof systemstatesis the productof thesethree facesa probability
of occuring of the complement,
or (q
numbers,
about20,000.A time stepof 1 hour wasusedin the - q•)/(q2
- q•).
Asa result,
the expectedvalue
ofdemand of
Markovmodel.Calculationsweremadewith otherincrements theapproximation
isequalto theoriginal
deterministic
value
(,e.g.,
200m3),whichmadeno significant in thereli- of the casestudy.Table 2 showsthe resul.ting
difference probability
:ability
estimates. distributions
of demandusedin the Markov modelfor the
1452 BEIM AND HOB•: MARKOVMODELOF CAPACITYRELIABILITY

O.g --

0.8-

0.7-

0.6-

0.5-

0.4-

0.3-

0.2-

0.!-

0 , i i i i i' i i i ..........1 i ............

;5 4. .5 6 7 8 g 10 11 12 1.'3 14. 1..5 16 17 18 19 20 21 22 2.'3 24.

Demand q (100 cubic rn/hr)

0.026

0.024
0.022 -

0.02 -
o. o18-

0.016 -

0.014 -

0.012-

0.01 -

0.008-
0.006 -

0.004 -
0.002 -

0 i I I I ' I I I I' I I I I I I I .........

J I
,'.% 4 5 6 7 8 g 10 11 12 1,5 14 15 16 17 18 19 20 21 2.2 2.5 24.

Demand Q (100 cubic m/hr)

Fig.2. Probability
andtransition
ratedistributions
fordemand
q,NahalOrenSystem.
(Top)Exceedance
probabilities
fordemand.
(Bottom)
Transition
ratesfromq > Q to q < Q.

summerseason.Thepractical
significance
ofthedemand,
stor- it avoids
thesimplifications
justdescribed.
Weperform
Monte
age,andstateduration
approximations
areassessed
in the Carlosimulations
withbothexponential
andlognormal
times
nextsection. to failure
for thepumps to determine
whether
useofthe
former distribution is a source of bias.
Results Additional
results
areshown
in Figures
3 and4,which
displayP/ and E(UD) for a rangeof'reservoir
sizesforthe
Table
3displays
thecalculations
madebythemodified
FD MonteCarlo
model(exponential
failure
times)
andthem•-
approach
toobtain
theE(UD)andsystem
unavailabi!ity
Pfof fledFDapproach.
Duetothelongruntimes
oftheMonte
theNahalOren
system.
These
use
thedata
inFigures
1and2 Carlosimulation,
only30-year
runsweremade
forFigU•3
andtheprocedures
in theworkby HobbsandBeirn[1986]. and 4.
Table4 presentsthe reliabilityestimates
for the Nahal Oren
We obtain 99% percentconfidencelimits for the MOnte
projectas obtainedby the modifiedFD methods,the Markov
Carloestimates by assuming that statistics
for adjacent
yean
model,andour MonteCarlosimulations
of 60 yearsof oper- of the simulationare independentrandomvariables. Theva-
ation of the system.The Monte Carlo runs are the basisfor lidityof thisassumption
hasbeenchecked
by calculating
the
evaluating
theaccuracy
of the analyticalsimulation
models,
as lag-1autocorrelations
forthestatistics'
theydidnotd•fi'
 BEIM AND HOBBS:MARKOV MODEL OF CAPACITYRELIABILITY 1453

TABLE 2. Nahal Oren Distributionof SummerDemand, obtained by using a larger time step and/or a larger dis-
Markov Model
cretizationinterval for the systemstates.
The results of Table 4 differ from those of Damelin et al.
Demand,
Period
of theDay m-¾hour Probability [1972], even for the Monte Carlo model. We are not able to
account
forthis.Theonlydifference
in terms
ofmodel
formu-
900 0.0275 lation is the operatingrule of the reservoir.Our Monte Carlo
I A.M. to 6 A.M. and 1000 0.1154 simulationinvokesan operatingrule identicalto the bne used
11P.M. to 1 P.M. 1300 0.1880
1400 0.6692 in the analytical simulation models, rather than the more
900 0.0275 complicatedrule based on set points used by Damelin et al..
6 A.M. to 9 A.M. and 1000 0.1154 However, we argued above that this differencewill not affect
8 P.M. to 11 P.M. 2000 0.0600 the reliability estimates. Since the estim:ites in Table 4 are
2100 0.5226
2200 0.2746 reasonablycloseto one another, we supposethat the differ-
1400 0.0716 ences between Damelin et al.'s results and ours are due either
9 A.M. to 8 P.M. 1500 0.0712 to typographicalerrorsor differencesin assumptionsnot men-
2000 0.0600 tioned in their paper.
2100 0.5226
2200 0.2746

CONCLUSIONS

In this and our companionpaper [Hobbsand Beim,this

';ssue],
we havepresented analyticalsimulationmodelsfor es-
cantlydifferfrom zero. Theselimits are alsogivenin Table 4 timating the reliability of water supply systemswith random
andFigures3 and 4. demandand capacityavailabilityand small amountsof fin-
Regardingthe questionsposedearlier about the validity ishedwater storage.The two basicapproachesare modified
andusefulness of analytical simulation, we can draw the fol- frequency-duration analysisand a Markov model.The moti-
lowingconclusions from the results.The sameconclusionsvationsfor developing themare computationalefficiency and
resulted
froma similarcompa'rison we the needfor reliability modelsthat can be imbeddedin plan-
for anothersystem
studiedhaving three wells, a fallible power supply, an aque- ning models.Monte Carlo simulation,the only other alter-
duct,andfinishedwater storage[Hobbs et al., 1987]. nativefor systems
of any complexity,is expensiveto run, does
First,the modified FD method using exponentiallydistrib- not usuallygive the costand reliability gradientinformation
uteddeficits
givesgoodestimates and neededby optimizationmethods,and cannotprovideprecise
of systemunavailability
unserved
demand.These •stimates generally fall well within estimates
of.reliabili,ty
without
longruntimes.
theconfidence
limitsfor theMonteCarloresults(Table4 and The modifiedFD approachmakes simple assumptions
Fibres 3 and 4). Thereforethe approximationsthis method aboutthe levelof storageat the beginningof capacitydeficits,
makesfor deficit durations and reservoir operation do not but has the distinctadvantageof being quick to execute.The
appearto beserious aridthemethodcanbeused Markov methodtreats storagemore rigorously,but its com-
distortions,
with confidence for moderate amounts of finished water stor- putationtimesare no improvementover thoseof Monte
age.However,the method's estimatesof frequencyand dura- Carlo simulation.
tionindicesare lesstrustworthy (Table 4). To be tractable,analyticalsimulationmodelsmust make
Figures3 and4 alsoshowthatfor largeramouiatsseveralapproximations
Second, of theactualsystem.
For example,
one
the upperand lowerboundsproducedby modified version of the modified FD method assumesthat durations of
ofstorage,
FD analysisare not sufficientlytight for practical purposes. capacitydeficitsare distributedexponentially, while the
Thereforethe use of modified FD analysis for calculating Markov modelmakesa like assumptionabout timesto failure
bounds canbe recommendedonly if storageis relativelysmall. andrepairfor capacity components.To verifythatanalytical
Third, all indices obtained with the Markov model are simul•itionis neverthelessuseful,we have comparedthe results
within the confidence intervals obtained with Monte Carlo of those models to those of a more realistic Monte Carlo
simulation forstorages of 38i)0m3 (Table4) and0 m3 (not simulationmodel.This wasdonefor a water supplysystemof
shown;they equal the FD method results).This is true for 10pumps,
a storage
reservoir,
andtime-varying
demand.
The
estimatesare close and demonstrate that analytical simula-
eitherthe simulationsbasedon lognormaltimesto repair or
usingthe exponentialdistribution.Hencethe demand iion's resultsare credible.In particular, the modified FD
those
andtimesto repair approximationsmade by the Markov modelbasedonan exponential distribution
of capacitydeficit
modeldo not appearto be seriousdistortions.Table 4 also durationsyieldsadequate
estimatesof systemunavailability
the Monte Carlo resultsunder the lognorma! and and expected
compares unserved demand,compared to Monte Carlo
exponential
assumptions;
their differencesare insignificant,es- simulation.
So, too, doesthe Markov model;in addition,the
comparedto the large uncertaintiesin the assump- Markov technique
pecially givesgoodestimates
of meanfailurefre-
tions
forcomponentavailabilities
andtransition rates. quencyand duration.
In termsof computational
timeson an IBM personal
com- This was the result also of a similar analysis of a
the modified FD ap- groundwater-based
puterwith an 8087 math coprocessor, watersupply
system
[Hobbs
et al.,!987].
proachexecuted within seconds. On the other hand, the We can therefore recommendthe modified FD approach
MonteCarloandMarkovmodelstook 10 hours(clocktime) usingtheexponential distribution
asa fastanduseful toolfor
or longerper run. The Markov model was this slow even assessing theimpactof designchangesin watersupplysystems
though it convergedquickly,
in termsof thenumber of iter- with randomcapacityoutages and a smallamount(1 dayor
ationsof(7).Fasterruntimesfor theMarkovmodelcouldbe less)of finishedwater storage.
1454 BEIMAND HOBmS:MARKOVMODELOFCAPACITYRELIABILITY
 BEIMANDHOBBS'MARKOVMODELOFCAPACITY
RELIABILITY !455

TABLE 4. Estimatesof ReliabilityIndicesfor Nahal-OrenProject

Monte Carlo Simulation Monte Carlo Simulation Modified Frequency and Duration
Exponential Times to Repair LognormalTimes to Repair Approach

Lower Upper Lower Upper Lower Exponential Upper Markov

ModelIndex Bound* Mean Bound* Bound* Mean Bound* Bound Approximation Bound Model
0.00277 0.00418 0.00560 0.00309 0.00455 0.00602 0.000638 0.00354 0.0468 0.00386
•UD),T
m3/hour
1.17 1.78 2.38 1.23 1.93 2.62 0.442 !.63 9.14 1.58
Fp1/hour 0.000394
0.000595
0.000796
0.000514
0.000665
0.000816 NS$ 0.00030 NS•: 0.00057
E(D),hours 6.19 7.03 7.86 6.31 6.84 7.37 NS$ 11.82 NS•: 6.77
Reservoir
size= 3800m3. Indicesare as follows:probability
thatsystemcannotmeetall demands
(systemunavailability),
expected
unserved
demand,frequencyof systemfailure, andexpecteddurationof systemfailure.
*The99% confidenceinterval for the mean, basedon 60 years of simulation.
tTotaldemand
averages1261m3/hour.
SNotshown,
asvaluesofFt.andE(D)fromtheupperandlowerboundmodels
donotrepresent
upperor lowerbounds
forthosestatistics.

However,
that approachis mosteasilyappliedto systemsin Markov model as the basis of a management model which
whichcapacitycomponents are in parallelor seriesbetween definesoptimal reservoiroperatingpoliciesvia stochasticdy-
oneor more supplysourcesand demand.If it is desiredto namic programming (in a manner similar to Shoemaker
analyze
systems with multipledemandpoints,complexnet- ['1986]) shouldbe examined.To accomplishthis,however,the
works,and a large amount of storage,Monte Carlo simula- state spacewould have to be reducedin size,which would also
tionis still to be preferred.Analytical simulationmethodsfor improve the solutiontimesfor the Markov model.
handlingmore complex systemsare under development Finally, planning models for water supply systemswhich
[Gordon andHobbs,1987-1 and are computationallymoreef- explicitly account for random capacity and demand are
ficientthan Monte Carlo simulation. However, they have not needed.The modified FD method based on the exponential
yetbeenprovento be sufficiently accurate. approximationfor duration distributionsis attractivefor such
Further work is needed on several fronts. First, as just an application.This is becauseits quick run times make it
noted,extension of analytical simulation methods to more feasibleto imbed it in an optimization model in which numer-
complex systemsis desirable.Second,better informationis ous simulationsare required.Lanseyand Mays [!987] provide
neededon the reliability of capacitycomponents;current data a framework for conducting such analyses, in which they
are spotty and their applicability to any particular water interfacea hydraulic simulation model of a distribution system
systemwouldbe problematic[Mays and Cullinane,1986]. with a generalizedreducedgradient optimization package.In
Third,the approachwe proposedfor interfacinganalytical such a framework, the reliability model would be called upon
simulationmodelsof capacitywith simulation modelsof large to estimatesystemcostsand reliability and the reducedgradi-
surface
water reservoirsystemsneedsto be testedfor its accu- entswith respectto decisionvariables,suchas size of pumps
racy and usefulness.Fourth, the possibility of using the and reservoirs. Another possibility would be to imbed the

O. OS
Upper Bound, blodlfled Freq.--Durafion Method

Bound, Monte Carlo Simulation

0.04

nd, MCS

0.0..3

o
c MCS

0.02

0.01

10
0 0.5 I 1.5 2 2.5 $ $.5 4 4.5 5 6 8
Reservoir Size, 1000 Cubl• Me!ers
Lower Bnd,FD Melhod o Exp.Appr.,FD M•hoci

Fig.3. Probability
ofbeing
ina system
failure
state
asfunction
ofreservoir
size.
1456 BEIMAND HOS•S' MARKOVMODELOFCAPACITYRELIABILITY

0.01 -

0.009

0.008
-

-
., Modified
FD
Mefhod,
Upper
Bound
0.007 -

0.005 - orlo Sirn ulafion

0.005 -

0.004 -

o.oo$

o. oo2

o.001
-

-
Bound,
MC:•
• ean,
MCS
o ! - !

o 0.5 I !.5 2 2.5 3 3.5 4 4.5 5 6 8 10

Reservoir Size, 1000 Cubic Mefers

+ Lower Bnd,FD Melhod o Exp. Appr. FD Method

Fig. 4. Expectedunserveddemandas a fraction of total demandas function of reservoirsize.

Markov model in a linear programmingmodel for reservoir r unavailability

of the n + 1stcomponent;
sizing'the modelsof Jacobyand Loucks[1981] and Houck C,+• capacityof the n + 1st component;
and Cohon [1978] do preciselythat for a Markov model of 2, # failure and repair rates of the n + 1st
streamflows. component;
d(z)= 1 if z equals0; otherwise,d(z) = O.

APPENDIX: CALCULATION OF TRANSITION RAWESFOR To start the algorithm(n = 0), the followinginitial conditiom
PARALLEL CAPACITY COMPONENTS are imposed'

Thestatespace
oftheMarkov
model
canbesignificantly
2o.c•
= ;. 2C•,0= ].t px(O)'- 1 -- r px(C1)= r (14)
reducedif parallel capacitycomponents,each with its own
transitionrates,are reducedto an equivalent singlecompo- Unfortunately,if the parallelcomponentsdifferin size,the
nentwithonesetof rates.An example of sucha setofcompo. aboveproceduremay not significantlyreducethe number of
nentswouldbe a bank of pumpsdrawingfrom a delivering states.For realisticallysizedsystems,it is desirableto usea
waterto a singlereservoiror dentandpoint,asin theworkby round-offprocedurewhichlimits X to 0, I, 21, ..., whereI is
Dame!in et al. [1972].Thetransition
ratesarecalculatedusing somepredefinedincrement.To accomplishthis,we generalize
the following recursive formulae. These formulae can be
theprocedure of AllanandTakieddine[1977].Bythismethod,
viewedas generalizations of thosedeveloped by Allan and
addinga unit of capacityC•+• is equivalentto adding two
Takieddine[1977].
units,oneof capacitymI and oneof capacity(rn+ 1)I,ral•
Let X be the amountof capacityon outagefor a set of n
C•+t < (m+ 1)I. The mI unit has a probabilityof P• = [(•
components in parallel,
andlet 20' bethetransitionratefrom + 1)I- C•+•]/!, whilethe (m+ 1)I unit hasa probability
of
outagelevel X = i to X = j. For example,if thereare three
P,,+t =(C.+•-mI)/I. Thus P,,+P=+•= 1 and Pdn/
pumpsin parallel,each having a capacityof 0.2 m•/s, then
+ P,,+z(rn+ I)I = C,+ •. Equation(13) is appliedseparately
2o.,,,o.2'
wouldbe thetransition ratefrom0.4 m•/son outage to eachof thesetwo unitsyielding,as a preliminarystep,two
(twopumpsout)to 0.2m3/sonoutage(onepumpout).The
transitionrate2ufora setof n + 1 pumpsis
setsoftransition ratesbetweenrounded states2m•jand,•,+1,0'
In a secondstep,thosetwo setsof ratesare combined:

2o= {1/p•(i)}{Px'(i){I
- r)EJ.,.f
+ ,•d(j-i- C,+
+ px'(i- C, •)r[,•l_c,+•,j_c,t'
+ #d(i-j- C,+1)]} (13) 20=2,nijPmx(i)Pm
+/•m+ •.uP=+ i.x(i)Pm+
p•(i)Pm + p•+ i.•(i)P,,+•
• (15)
where
wherep=•(l)istheprobabilityofcapacityoutage levelX when
a unitof capacityrnI is added,using(8) of Hobbsand .Be#n
px'(X),p•(X) probabilityof outagelevelX beforeand after [thisissue].
Thedenominator
of (15)is thep•(i)thatres•'t
s
addingthe n + !st component (from fromtheround-offprocedure
of BillintonandAllan[1984].,
equation(8),HobbsandBeim[thisissue] Thesetransition
ratesarethenusedin (2)and(3)too• •
or Bil!intonandAllan [!984]); thetransition
probabilities
for thesetof parallelcornpoaen,m
 BEIM
ANDHOSES:
MARKOV
MODEL
OFCArACIT¾
RELIABILITY 1457

In ourapplicationto the Nahal Oren system,the ten pumps transitionratefrom statei to statej,
yielda 25x 25 transition
probability
matrixwhenan in- component k.
crement
of 100m3/houris used. transitionratefrom statei to j usedin
round-off procedure.
mean repair rate for a capacitycomponent.

NOTATION Acknowledgments.
S. Eckert made valuable suggestions
con-
cerning solution of the Markov model. M. A. Effendi constructed the
MonteCarlosimulationmodel,andP. Ola-Karlsson
helpedprogram
c,cl, c2,c(t) availablecapacity. the modifiedfrequency-duration
method.Supportwasprovidedby
C•+• capacityof n + 1stcomponent. the NationalScience
FoundationgrantECE 85-52524.
d(z) 1 if z equals0; otherwise,d(z) equals0.
D.r(S
) durationof a system
failureof severity
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