Stochastic Reliability Modeling, Optimization and Applications

by Nakamura, Syouji; Nakagawa, Toshio

• ISBN13: 9789814277433
• ISBN10: 9814277436
• Format: Hardcover
• Copyright: 2009-12-30
• Publisher: Textstream

Summary

Reliability theory and applications become major concerns of engineers and managers engaged in making high quality products and designing highly reliable systems. This book aims to survey new research topics in reliability theory and useful applied techniques in reliability engineering. Our research group in Nagoya, Japan has continued to study reliability theory and applications for more than twenty years, and has presented and published many good papers at international conferences and in journals. This book focuses mainly on how to apply the results of reliability theory to practical models. Theoretical results of coherent, inspection, and damage systems are summarized methodically, using the techniques of stochastic processes. There exist optimization problems in computer and management sciences and engineering. it is shown that such problems as computer, information and network systems are solved by using the techniques of reliability. Furthermore, some useful techniques applied to The analysis of stochastic models in management science and plants are shown. The reader will learn new topics and techniques, and how to apply reliability models to actual ones. The book will serve as an essential guide to a subject of study for graduate students and researchers and as a useful guide for reliability engineers engaged not only in maintenance work but also in management and computer works.

Table of Contents

Preface	p. v
List of Contributors	p. ix
Reliability Models	p. 1
Multistate Coherent Systems	p. 3
Introduction	p. 3
Coherent Systems	p. 6
k-out-of-n systems	p. 13
Modules of Coherent Systems	p. 17
Probabilistic Aspect of Coherent Systems	p. 21
Hazard Transform of Multistate Coherent Systems	p. 25
Concluding Remarks	p. 32
References	p. 33
Cumulative Damage Models	p. 35
Introduction	p. 35
Standard Cumulative Damage Model	p. 38
Shock Arrival	p. 38
Cumulative Damage	p. 39
Cumulative Damage Model	p. 40
Failure Interaction Models	p. 41
Age and Damage Limit Model	p. 42
Numerical Examples	p. 44
Shock Number and Damage Limit (N, k) Model	p. 45
Numerical Examples	p. 47
Age and Shock Number Model	p. 49
Numerical examples	p. 50
Conclusions	p. 51
Oppotunistic Replacement Model	p. 52
Age Model	p. 53
Numerical examples	p. 55
Damage Limit Model	p. 57
Numerical Examples	p. 59
Conclusions	p. 60
References	p. 61
Extended Inspection Models	p. 63
Introduction	p. 63
Periodic Policy for a Two-Unit System	p. 65
Model and Assumptions	p. 65
Optimal Policy	p. 68
Numerical Examples	p. 68
Periodic Policy for a System with Two Types of Inspection	p. 69
Model and Assumptions	p. 70
Optimal Policy	p. 72
Numerical Example	p. 73
Periodic Policy for a System with Self-Testing	p. 73
Model and Assumptions	p. 74
Optimal Policy	p. 76
Numerical Examples	p. 78
Optimal Policies for a Finite Interval	p. 79
Periodic Inspection Policy	p. 80
Sequential Inspection Policy	p. 81
Numerical Examples	p. 82
Conclusions	p. 83
References	p. 84
Computer Systems	p. 87
Stochastic Analyses for Hybrid State Saving and Its Experimental Validation	p. 89
Introduction	p. 89
Time Warp Simulation and Hybrid-State Saving	p. 91
Analytical Model	p. 97
Implementation of a Concrete Application: A Parallel Distributed Logic Circuit Simulator	p. 106
Numerical Examples	p. 109
Concluding Remarks	p. 115
References	p. 116
Reliability Analysis of a System Connected with Networks	p. 117
Introduction	p. 117
Optimal Reset Number of a Microprocessor System with Network Processing	p. 119
Model and Analysis	p. 120
Optimal Policies	p. 124
Numerical Example	p. 126
Reliability Analysis for an Applet Execution Process	p. 127
Model and Analysis	p. 128
Optimal Policy	p. 133
Numerical Example	p. 134
Reliability Analysis of a Network Server System with DoS Attacks	p. 135
Model and Analysis	p. 135
Optimal Policy	p. 141
Numerical Example	p. 142
Conclusions	p. 143
References	p. 144
Reliability Analysis of Communication Systems	p. 147
Introduction	p. 147
Communication System with Rollback Recovery	p. 149
Reliability Quantities	p. 150
Optimal Policy	p. 153
Mobile Communication System with Error Recovery Schemes	p. 157
Reliability Quantities	p. 158
Optimal Policy	p. 162
Communication System with Window Flow Control Scheme	p. 163
Reliability Quantities	p. 164
Optimal Policy	p. 170
Conclusions	p. 172
References	p. 173
Backup Policies for a Database System	p. 177
Introduction	p. 177
Cumulative Damage Model	p. 180
Standard Cumulative Damage Model	p. 181
Modified Cumulative Damage Model	p. 183
Comparison of Backup Schemes and Policies	p. 184
Incremental and Cumulative Backups	p. 184
Incremental Backup Policy	p. 186
Total and Cumulative Backups	p. 187
Cumulative Backup Policy	p. 190
Periodic Backup Policies	p. 195
Periodic Incremental Backup Policy	p. 196
Periodic Cumulative Backup Policies	p. 198
Conclusions	p. 202
References	p. 203
Optimal Checkpoint Intervals for Computer Systems	p. 205
Introduction	p. 205
Two-level Recovery Schemes	p. 207
Performance Analysis	p. 208
Expected Overhead	p. 212
Error Detection by Multiple Modular Redundancies	p. 213
Multiple Modular System	p. 214
Performance Analysis	p. 214
Sequential Checkpoint Intervals for Error Detection	p. 217
Performance Analysis	p. 218
Modified Model	p. 222
Random Checkpoint Models	p. 226
Performance Analysis	p. 227
Majority Decision System	p. 235
Conclusion	p. 237
References	p. 237
Reliability Applications	p. 241
Maintenance Models of Miscellaneous Systems	p. 243
Introduction	p. 243
Missile Maintenance	p. 245
Expected Cost	p. 247
Optimal Policies	p. 248
Concluding Remarks	p. 250
Phased Array Radar Maintenance	p. 251
Cyclic Maintenance	p. 252
Delayed Maintenance	p. 255
Concluding Remarks	p. 256
Self-diagnosis for FADEC	p. 257
Double Module System	p. 259
Triple Module System	p. 261
N Module System	p. 263
Concluding Remarks	p. 264
Co-generation System Maintenance	p. 264
Model and Assumptions	p. 265
Expected Cost	p. 266
Optimal Policy	p. 267
Concluding Remarks	p. 269
Aged Fossil-fired Power Plant Maintenance	p. 269
Model 1	p. 271
Model 2	p. 274
Concluding Remarks	p. 276
References	p. 276
Management Policies for Stochastic Models with Monetary Facilities	p. 279
Introduction	p. 279
Liquidation Profit Policy	p. 280
Model 1	p. 282
Model 2	p. 283
Prepayment Risk	p. 286
Model 1: Interval Estimation	p. 288
Model 2: Linear Estimation	p. 289
Optimal Policies	p. 289
Numerical Example	p. 290
Loan Interest Rate	p. 292
Expected Earning without Bankruptcy	p. 293
Expected Earning with Bankruptcy	p. 294
Numerical Examples	p. 297
References	p. 299
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