Stochastic Reliability Modeling, Optimization and Applications

Cover......Page 1
S-Title......Page 2
Title......Page 4
ISBN-13 978-981-4277-43-3......Page 5
Preface......Page 6
List of Contributors......Page 10
Contents......Page 12
1 Introduction......Page 18
Notations......Page 20
2 Coherent Systems......Page 21
3 k-out-of-n systems......Page 28
4 Modules of Coherent Systems......Page 32
5 Probabilistic Aspect of Coherent Systems......Page 36
6 Hazard Transform of Multistate Coherent Systems......Page 40
7 Concluding Remarks......Page 47
References......Page 48
1 Introduction......Page 50
2.1 Shock Arrival......Page 53
2.2 Cumulative Damage......Page 54
2.3 Cumulative Damage Model......Page 55
3 Failure Interaction Models......Page 56
3.1 Age and Damage Limit Model......Page 57
3.2 Numerical Examples......Page 59
3.3 Shock Number and Damage Limit (N; k) Model......Page 60
3.4 Numerical Examples......Page 62
3.5 Age and Shock Number Model......Page 64
3.6 Numerical examples......Page 65
3.7 Conclusions......Page 66
4 Oppotunistic Replacement Model......Page 67
4.1 Age Model......Page 68
4.2 Numerical examples......Page 70
4.3 Damage Limit Model......Page 72
4.4 Numerical Examples......Page 74
4.5 Conclusions......Page 75
References......Page 76
1 Introduction......Page 78
2.1 Model and Assumptions......Page 80
2.3 Numerical Examples......Page 83
3 Periodic Policy for a System with Two Types ofInspection......Page 84
3.1 Model and Assumptions......Page 85
3.2 Optimal Policy......Page 87
4 Periodic Policy for a System with Self-Testing......Page 88
4.1 Model and Assumptions......Page 89
4.2 Optimal Policy......Page 91
4.3 Numerical Examples......Page 93
5 Optimal Policies for a Finite Interval......Page 94
5.1 Periodic Inspection Policy......Page 95
5.2 Sequential Inspection Policy......Page 96
5.3 Numerical Examples......Page 97
6 Conclusions......Page 98
References......Page 99
1 Introduction......Page 102
2 Time Warp Simulation and Hybrid State Saving......Page 104
3 Analytical Model......Page 110
4 Implementation of A Concrete Application: A Parallel Distributed Logic Circuit Simulator......Page 119
5 Numerical Examples......Page 122
6 Concluding Remarks......Page 128
References......Page 129
1 Introduction......Page 130
2 Optimal Reset Number of a Microprocessor System with Network Processing......Page 132
2.1 Model and Analysis......Page 133
(1) Policy 1......Page 137
(2) Policy 2......Page 138
2.3 Numerical Example......Page 139
3 Reliability Analysis for an Applet Execution Process......Page 140
3.1 Model and Analysis......Page 141
3.2 Optimal Policy......Page 146
3.3 Numerical Example......Page 147
4.1 Model and Analysis......Page 148
4.2 Optimal Policy......Page 154
4.3 Numerical Example......Page 155
5 Conclusions......Page 156
References......Page 157
1 Introduction......Page 160
2 Communication System with Rollback Recovery......Page 162
2.1 Reliability Quantities......Page 163
2.2 Optimal Policy......Page 166
3 Mobile Communication System with Error Recovery Schemes......Page 170
3.1 Reliability Quantities......Page 171
3.2 Optimal Policy......Page 175
4 Communication System with Window Flow Control Scheme......Page 176
4.1 Reliability Quantities......Page 177
4.2 Optimal Policy......Page 183
5 Conclusions......Page 185
References......Page 186
1 Introduction......Page 189
2 Cumulative Damage Model......Page 192
2.1 Standard Cumulative Damage Model......Page 193
2.2 Modified Cumulative Damage Model......Page 195
3.1 Incremental and Cumulative Backups......Page 196
3.2 Incremental Backup Policy......Page 198
3.3 Total and Cumulative Backups......Page 199
3.4 Cumulative Backup Policy......Page 202
4 Periodic Backup Policies......Page 207
4.1 Periodic Incremental Backup Policy......Page 208
4.2 Periodic Cumulative Backup Policies......Page 210
5 Conclusions......Page 214
References......Page 215
1 Introduction......Page 217
2 Two-level Recovery Schemes......Page 219
2.1 Performance Analysis......Page 220
2.2 Expected Overhead......Page 224
3 Error Detection by Multiple Modular Redundancies......Page 225
3.2 Performance Analysis......Page 226
4 Sequential Checkpoint Intervals for Error Detection......Page 229
4.1 Performance Analysis......Page 230
4.2 Modified Model......Page 234
5 Random Checkpoint Models......Page 238
(2) Scheme 2......Page 239
5.2 Majority Decision System......Page 247
References......Page 249
1 Introduction......Page 252
2 Missile Maintenance......Page 254
2.1 Expected Cost......Page 256
(1) Exponential Case......Page 257
(2) Weibull Case......Page 258
2.3 Concluding Remarks......Page 259
3 Phased Array Radar Maintenance......Page 260
3.1 Cyclic Maintenance......Page 261
3.2 Delayed Maintenance......Page 264
3.3 Concluding Remarks......Page 265
4 Self-diagnosis for FADEC......Page 266
4.1 Double Module System......Page 268
4.2 Triple Module System......Page 270
4.3 N Module System......Page 272
5 Co-generation System Maintenance......Page 273
5.1 Model and Assumptions......Page 274
5.2 Expected Cost......Page 275
5.3 Optimal Policy......Page 276
6 Aged Fossil-fired Power Plant Maintenance......Page 278
6.1 Model 1......Page 280
6.2 Model 2......Page 283
References......Page 285
1 Introduction......Page 288
2 Liquidation Profit Policy......Page 289
2.1 Model 1......Page 291
2.2 Model 2......Page 292
3 Prepayment Risk......Page 295
3.1 Model 1: Interval Estimation......Page 297
3.3 Optimal Policies......Page 298
3.4 Numerical Example......Page 299
4 Loan Interest Rate......Page 301
4.1 Expected Earning without Bankruptcy......Page 302
4.2 Expected Earning with Bankruptcy......Page 303
4.3 Numerical Examples......Page 306
References......Page 308