A Monte-Carlo simulation approach for approximating multi-state two-terminal reliability

This paper describes a Monte-Carlo (MC) simulation methodology for estimating the reliability of a multi-state network. The problem under consideration involves multi-state two-terminal reliability (M2TR) computation. Previous approaches have relied on enumeration or on the computation of multi-state minimal cut vectors (MMCV) and the application of inclusion/exclusion formulae. This paper discusses issues related to the reliability calculation process based on MMCV. For large systems with even a relatively small number of component states, reliability computation can become prohibitive or inaccurate using current methods. The major focus of this paper is to present and compare a new MC simulation approach that obtains accurate approximations to the actual M2TR. The methodology uses MC to generate system state vectors. Once a vector is obtained, it is compared to the set of MMCV to determine whether the capacity of the vector satisfies the required demand. Examples are used to illustrate and validate the methodology. The estimates of the simulation approach are compared to exact and approximation procedures from solution quality and computational effort perspectives. Results obtained from the simulation approach show that for relatively large networks, the maximum absolute relative error between the simulation and the actual M2TR is less than 0.9%, yet when considering approximation formulae, this error can be as large as 18.97%. Finally, the paper discusses that the MC approach consistently yields accurate results while the accuracy of the bounding methodologies can be dependant on components that have considerable impact on the system design.     

A simple minimal path method for estimating the weighted multi-commodity multistate unreliable networks reliability

The weighted multicommodity multistate unreliable network (WMMUN) is a novel network composed of multistate unreliable components (arcs and nodes) capable of transmitting different types of commodities in which capacity weight varies with components. It is an extension of the multistate network. The current method for evaluating the directed WMMUN reliability has been derived from minimal cut (MC) based algorithm. The existing best-known method needed extensive comparison and verification, and failed to find the real directed WMMUN reliability. A very simple algorithm based on minimal paths (MPs) is developed for the WMMUN reliability problem. The correctness and computational complexity of the proposed algorithm will be analyzed and proven. An example is given to illustrate how the WMMUN reliability is evaluated using the proposed algorithm. The relationships among all different versions of MPs are also clarified.     

An efficient method for reliability evaluation of multistate networks given all minimal path vectors

The multistate networks under consideration consist of a source node, a sink node, and some independent failure-prone components in between the nodes. The components can work at different levels of capacity. For such a network, we are interested in evaluating the probability that the flow from the source node to the sink node is equal to or greater than a demanded flow of d units. A general method for reliability evaluation of such multistate networks is using minimal path (cut) vectors. A minimal path vector to system state d is called a d-MP. Approaches for generating all d-MPs have been reported. Given that all d-MPs have been found, the issue becomes how to evaluate the probability of the union of the events that the component state vector is greater than or equal to at least one of the d-MPs. There is a need for a more efficient method of determining the probability of this union of events. In this paper, we report an efficient recursive algorithm for this union probability evaluation based on the Sum of Disjoint Products (SDP) principle, and name it the Recursive Sum of Disjoint Products (RSDP) algorithm. The basic idea is that, based on the SDP principle and a specially defined “maximum” operator, “⊕”, the probability of a union with L vectors can be calculated via calculating the probabilities of several unions with L-1 vectors or less. The correctness of RSDP is illustrated. The efficiency of this algorithm is investigated by comparing it with an existing algorithm that is generally accepted to be efficient. It is found that RSDP is more efficient than the existing algorithm when the number of components of a system is not too small. RSDP provides us with an efficient, systematic and simple approach for evaluating multistate network reliability given all d-MPs.     

Element substitution algorithm for general two-terminal network reliability analyses

The computation of the reliability of two-terminal networks is a classical reliability problem. For these types of problems, one is interested, from a general perspective, in obtaining the probability that two specific nodes can communicate. This paper presents a holistic algorithm for the analysis of general networks that follow a two-terminal rationale. The algorithm is based on a set replacement approach and an element inheritance strategy that effectively obtains the minimal cut sets associated with a given network. The vast majority of methods available for obtaining two-terminal reliability are generally based on assumptions about the performance of the network. Some methods assume network components can be in one of two states: (i) either completely failed; or (ii) perfectly functioning, others usually assume that nodes are perfectly reliable and thus, these methods have to be complemented or transformed to account for node failure, and the remaining methods assume minimal cut sets can be readily computed in order to analyze more complex network and component behavior. The algorithm presented in this paper significantly differs from previous approaches available in the literature in the sense that it is based on a predecessor matrix and an element substitution technique that allows for the exact computation of minimal cut sets and the immediate inclusion of node failure without any changes to the pseudo-code. Several case networks are used to validate and illustrate the algorithms.     

Comparing two reliability upper bounds for multistate systems

The path-cut reliability bound due to Esary and Proschan [J. Am. Stat. Assoc. 65 (1970) 329] and the minimax reliability bound due to Barlow and Proschan [Statistical Theory of Reliability and Life Testing: Probability Models, 1981] for binary systems have been generalized to multistate systems by Block and Savits [J. Appl. Probab. 19 (1982) 391]. Some comparison results concerning the two multistate lower bounds for various types of multistate systems are given by Meng [Probab. Eng. Inform. Sci. 16 (2002) 485]. In this note we compare the two multistate upper bounds and present results which generalize some previous ones obtained by Maymin [J. Stat. Plan. Inference 16 (1987) 337] for binary systems. Examples are given to illustrate our results.     

Confidence bounds for the reliability of binary capacitated two-terminal networks

Binary capacitated two-terminal reliability at demand level d (2TR_d) is defined as the probability that network capacity, generated by binary capacitated components, between specified source and sink nodes is greater than or equal to a demand of d units. For the components that comprise these networks, reliability estimates are usually obtained from some source of testing. For these estimates and depending on the type of testing, there is an associated uncertainty that can significantly affect the overall estimation of 2TR_d. That is, an accurate estimate of 2TR_d is highly dependent on the uncertainty associated to the reliability of the network components. Current methods for the estimation of network reliability and associated uncertainty are restricted to the case where the network follows a series-parallel architecture and the components are binary and non-capacitated. For different capacitated network designs, an estimate on 2TR_d can only be approximated for specific scenarios. This paper presents a bounding approach for 2TR_d by explaining how component reliability and associated uncertainty impact estimates at the network level. The proposed method is based on a structured approach that generates a α-level confidence interval (CI) for binary capacitated two-terminal network reliability. Simulation results on different test networks show that the proposed methods can be used to develop very accurate bounds of two-terminal network reliability.     

A new approach to reliability prediction is needed

This paper starts from the main objections regarding MIL-HDBK-217 and the BELLCORE method for reliability prediction, objections asserting that these methods are approximate, complicated and unconvincing. To support these assertions, and by applying techniques specific to reliability theory, the author has developed a reliability model which is plausible for certain elements of technical systems. The existence of such a model, which in practice is useless because the failure rate expression is too complicated, proves clearly the inefficiency of classical methods.     

Generalized approach to measurement of parameters of multielement two-terminal networks by quasibalancing method

A computerized-measurement approach is described that allows measuring circuits with specified functional properties to be designed. Russia. Translated from Izmeritel’naya Tekhnika, No. 12, pp. 47–50, December, 1999.     

A novel approach to piecewise analytic agricultural machinery path reconstruction

Before analysing machinery operation in fields, it has to be coped with the problem that the GPS signals of GPS receivers located on the machines contain measurement noise, are time-discrete, and the underlying physical system describing the positions, axial and absolute velocities, angular rates and angular orientation of the operating machines during the whole working time are unknown. This research work presents a new three-dimensional mathematical approach using kinematic relations based on control variables as Euler angular velocities and angles and a discrete target control problem, such that the state control function is given by the sum of squared residuals involving the state and control variables to get such a physical system, which yields a noise-free and piecewise analytic representation of the positions, velocities, angular rates and angular orientation. It can be used for a further detailed study and analysis of the problem of why agricultural vehicles operate in practice as they do.     

Review and classification of reliability measures for multistate and continuum models

In this paper we examine a variety of customer-centered reliability measures, generalized to multistate and continuum contexts. A classification scheme is proposed for these measures, and a new measure based on customer-usage patterns is defined. In each case, reliability measures are defined such that they are equally valid for binary, multistate, continuum, and mixed systems. Techniques which facilitate the use of continuum models are discussed, and time-dynamic, infinite-time, and partial-information modeling considerations are also addressed.     

A generalized Ginzburg-Landau approach to the superfluidity of helium 3

The coefficients in the expansion of the free energy and supercurrents in gradients of the order parameter are calculated from the microscopic Hamiltonian for all temperatures, first for a gas model and then including Fermi liquid corrections. This provides the basis for a simple discussion of the supercurrents and collective modes. The magnitude of the intrinsic orbital angular momentum in the Anderson-Brinkman-Morel phase is calculated, and found to beT _c/E_F smaller than previous estimates.     

System reliability for a multistate intermodal logistics network with time windows

Network structures have been diffusely adopted in logistics systems, where the most critical target is completing the delivery within the promised timeframe. This paper focuses on a single commodity in a multistate intermodal logistics network (MILN) with transit stations and routes to involve three parameters: a route’s capacity, delivery time and time window. There is a carrier along each route whose number of available containers is multistate because the containers can be occupied by other customers. The delivery time consisting of the service time, travel time and waiting time varies with the number of containers and vehicle type. The arrival time at the transit station should be within the time window, the interval between the earliest and latest acceptable arrival times. This paper evaluates the system reliability, the probability that the MILN can successfully deliver sufficient amount of the commodity to meet market demand via several transit stations under the delivery time threshold and time windows. The system reliability can be treated as a delivery performance index and is evaluated with a proposed algorithm in terms of minimal paths. A practical case of scooter parts distribution between Taiwan and China is presented to emphasise the management implications of system reliability.     

Regression approach to tire reliability analysis

The paper considers an empirical approach to the root-cause analysis of a certain kind of automobile tire failure. Tire life data are obtained from a laboratory test, which is developed to duplicate field failures. A number of parameters related to tire geometry and physical properties are selected as explanatory variables that potentially affect a tire's life on test. Analysis of the life test data is performed via the Cox survival regression model. The paper also elaborates on the application of an ordinary (non-survival) linear regression to modeling the failure initiation and propagation. The developed statistical models help to identify the elements of tire design affecting the probability of tire failure due to the failure mode in question.     

A class of generalized Birnbaum-Saunders distributions for reliability modeling

In this paper, we generalize the Birnbaum-Saunders (BS) distribution by two ways. One is based on the mixture representation of BS distribution, and a flexible weight is adopted to describe the kurtosis of the distribution. The other way is based on the transformation property of BS distribution, and we incorporate a power parameter in the transformation to describe the skewness of the distribution. Then a four-parameter BS distribution including skewness and kurtosis parameters is induced by combining the two ways. The properties of these generalized BS distributions are investigated. Then, the expectation maximization (EM) algorithm is proposed to estimate the parameters. Real data analysis is performed to illustrate the superiority of the generalized BS distributions. Finally, some potential generalizations are discussed.     

A novel framework for the reliability modelling of repairable multistate complex mechanical systems considering propagation relationships

Due to the propagation, amplification, and concatenation in a failure process, the reliabilities of repairable multistate complex mechanical systems (RMCMSs) may be affected by a significant fluctuation due to a small exception associated with a reliability indicator. Focused on the problems arising from the lack of propagation relationships among fault modes, functional components, and failure causes in conventional reliability models, a novel framework for reliability modelling is proposed to comprehensively analyse the reliabilities of RMCMSs. First, the reliability models are abstracted as weighted and directed networks with five layers. Second, an improved failure mode and effects analysis (IFMEA) method combined with the D‐number method and VIKOR approach is presented to determine the importance of reliability nodes. Third, a cut set of the reliability model is generated by any exception of a reliability indicator by considering the propagation relationships, and the reliability sensibility index is defined to characterize the fluctuations in system reliability. The effectiveness of the proposed framework is demonstrated in an actual reliability modelling application. As an intuitive method, the proposed framework inherits the advantages of conventional models but overcomes the drawbacks of these existing methods. Therefore, this method can be flexibly and efficiently used in the reliability modelling of RMCMSs. Moreover, the approach provides a foundation for comprehensive and dynamic reliability analysis and the failure mechanism mining of RMCMSs, and it can be used in other engineering applications.     

A Bayes approach to reliability assessment for systems with dependent components

In order to establish a feasible and useful reliability evaluation model for a network system of dependent components, the failure of a component is distinguished into many states artificially, according to the causes which bring about such a failure and the effects to the system in such a way that the failure rate of each state can be easily estimated. Such failure state of a component can be grouped into four types, single (stochastical independent), active, passive and common-cause failures.     

A rule induction approach to improve Monte Carlo system reliability assessment

A Decision Tree (DT) approach to build empirical models for use in Monte Carlo reliability evaluation is presented. The main idea is to develop an estimation algorithm, by training a model on a restricted data set, and replacing the Evaluation Function (EF) by a simpler calculation, which provides reasonably accurate model outputs. The proposed approach is illustrated with two systems of different size, represented by their equivalent networks. The robustness of the DT approach as an approximated method to replace the EF is also analysed. Excellent system reliability results are obtained by training a DT with a small amount of information.     

A generalized permutation approach to job shop scheduling with genetic algorithms

In order to sequence the tasks of a job shop problem (JSP) on a number of machines related to the technological machine order of jobs, a new representation technique — mathematically known as permutation with repetition is presented. The main advantage of this single chromosome representation is — in analogy to the permutation scheme of the traveling salesman problem (TSP) — that it cannot produce illegal operation sequences. As a consequence of the representation scheme a new crossover operator preserving the initial scheme structure of permutations with repetition will be sketched. Its behavior is similar to the well known Order-Crossover for simple permutation schemes. Actually theGOX operator for permutations with repetition arises from aGeneralisation ofOX. Computational experiments show, that GOX passes the information from a couple of parent solutions efficiently to offspring solutions. Together, the new representation and GOX support the cooperative aspect of genetic search for scheduling problems strongly.Supported by the Deutsche Forschungsgemeinschaft (Project Parnet)