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Michael E.

Odigie, PhD, PE, CMQ/OE

Pre – Mid Term Exam Review Class – Fa’18


Chapter 1 - Introduction to Reliability Engineering
Chapter 2 - The Failure Distribution
Chapter 3 - Constant Failure Rate Models
Chapter 4 - Time-Dependent Failure Models
Chapter 5 – Reliability of Systems
Chapter 6 - State-Dependent Systems
Exam Details – Key Points
• 6 Questions:
• Total of 100 points – 25% of course grade
• One from each chapter – 1-6
• Each with point distributes as: 20, 20, 15, 15, 15, 15
• One essay type question
• Mostly focus on application/concepts – so do not forget earlier
all the concepts learned from Chp 1-6
• Spend time to understand question and know what you are being
asked to provide/solve for
• Paraphrase your solutions with legible explanation and not just
crunch numbers and provide values without explanation.
Michael E. Odigie, PhD, CMQ/OE

Chapter 1
Introduction

The Study of Reliability and Maintainability


Concepts, Terms and Definitions
Applications
A Brief History

Chapter 1 3
Michael E. Odigie, PhD, CMQ/OE

Things Fail!
• 1940- Tacoma Narrows Bridge
Five months old, collapsed into Puget Sound from vibrations caused by
high winds. Metal fatigue induced by several months of oscillations led to
the failure.

• 1946 - Lockheed Constellation


Crash killing four of the five crew members was attributed to a faulty
design in an electrical conduit which caused the fuselage to burn.

• 1978 - Ford Pinto


The car was recalled for modifications to the fuel tank to reduce fuel
leakage and fires resulting from rear-end collisions. Numerous reported
deaths, lawsuits, and the negative publicity eventually contributed to Ford
discontinuing production of the Pinto.

Chapter 1 4
Michael E. Odigie, PhD, CMQ/OE

The Causes

Y Bad engineering design

Y Faulty construction or manufacturing process

Y Human error

Y Poor maintenance

Y Inadequate testing and inspection

Y Improper use

Y Lack of protection against excessive environmental stress

Chapter 1 5
Michael E. Odigie, PhD, CMQ/OE

What is the Objective of


Reliability Engineering?
Reliability and maintainability engineering attempts
to study, characterize, measure, and analyze the
failure and repair of systems in order to improve
upon their operational use by increasing their
design life, eliminating or reducing the likelihood of
failures and safety risks, and reducing downtime
thereby increasing available operating time.
Chapter 1 6
Michael E. Odigie, PhD, CMQ/OE

Performance versus Reliability


Usually a tradeoff:
Y ↑performance requires ↑ complexity
Y ↑ complexity leads to ↓ reliability
Y Eliminating the spare tire on a car would increase
performance (less weight) but decrease reliability
Y We make this tradeoff to eliminate consequences of
bad possible outcomes.
Y True technological advances, e.g. yield better
performance and better reliability, e.g.
semiconductors, Indy Race cars
Chapter 1 7
Michael E. Odigie, PhD, CMQ/OE

Some Definitions

Reliability is defined to be the probability that a component


or system will perform a required function for a given period
of time when used under stated operating conditions - R(t).

Maintainability is defined to be the probability that a failed


component or system will be restored or repaired to a
specified condition within a period of time when maintenance
is performed in accordance with prescribed procedures - M(t).

Availability is defined as the probability that a component or


system is performing its required function at a given point in
time when used under stated operating conditions - A(t).
Chapter 1 8
Michael E. Odigie, PhD, CMQ/OE

Reliability versus Quality


Y Quality is the amount by which a product satisfies the
users’ (customers’) requirements. Product quality is in
part a function of design and conformance to design
specifications during manufacture.

Y Reliability is concerned with how long the product


continues to function once it becomes operational.
Therefore reliability can be viewed as the quality of the
product’s operational performance over time, and as such
it extends quality into the time domain.

Chapter 1 9
Michael E. Odigie, PhD, CMQ/OE

Example 1.1
Y A Company manufactures small motors for use in
household appliances. It has designed a new motor which has
experienced an abnormally high failure rate with 43 failures
reported from among the first 1000 motors produced.

Y Possible causes of these failures included faulty design, defective


material, or a manufacturing (tolerance) problem.

Y The company initiated an aggressive accelerated life testing program


where they observed that those motors produced near the end of a
production run were failing at a higher rate than those at the start of
the run.

Chapter 1 10
Michael E. Odigie, PhD, CMQ/OE

Example 1.1
Motor # 1-100 # 101-200 # 201-300 # 301-400 # 401-500 Total
Number tested 12 11 12 12 15 62
Hours on test 2540 2714 2291 1890 2438 11873
Number failed 1 0 1 5 7 14
Failure rate 0.000394 0 0.000436 0.002646 0.002871 0.001179

Y The failure rate is computed by dividing the number of failures by


the total number of hours on test.
Y Failure Rate = 14/11873 = 0.001179
Y The mean time to failure is computed by dividing total hours on test
by the number of failures. MTTF = 11873/14 = 848
Y It was assumed that the production process was going “out of
control” and design tolerances were not being met.
Y A dditional emphasis placed on quality control
Chapter 1 11
Michael E. Odigie, PhD, CMQ/OE

Time to failure Cycles versus Time


system
reliability

cycle time
dependency dependency

single repeated discrete continuous


occurrence cycles time time

Chapter 1 12
Michael E. Odigie, PhD, CMQ/OE

Chapter 2
Basic Reliability Models

The Reliability Function


Mean Time to Failure
Hazard Rate Function
Bathtub Curve
Conditional Reliability

Chapter 2 1
Michael E. Odigie, PhD, CMQ/OE

The Reliability Function

Let T = a random variable, the time to failure of a component

The probability that a failure occurs after some time “t” or


The probability of surviving up to time “t”

R (t ) = Pr( T ≥ t )
R (t ) ≥ 0
R (0) = 1
lim t→ ∞ R (t ) = 0
Chapter 2 2
Often called the SURVIVAL FUNCTION
Michael E. Odigie, PhD, CMQ/OE

Graph of a Reliability Function

R(t) Probability of surviving


1.2

0.8

0.6

0.4

0.2

0
0 20 40 60 80 100 120

Chapter 2 1
5
Michael E. Odigie, PhD, CMQ/OE

The Cumulative Distribution Function


(CDF)
The probability that a failure will occur by time “t” or
The probability of failure up to time “t”

F (t) = 1 − R(t) = Pr(T < t)


F (t) ≥ 0
F (0) = 0
lim t→∞ F (t) = 1

Chapter 2 1
6
Michael E. Odigie, PhD, CMQ/OE

The Density Function (PDF)

The probability of failure at time “t”

dF (t) dR(t)
f (t) = =−
dt dt

f (t) ≥ 0 and ∫0 f (t)dt = 1

Chapter 2 1
7
Michael E. Odigie, PhD, CMQ/OE

Relationship between PDF and CDF

R(0) =1 F(0)=0
R(∞)=0 F(∞)=1

Complementary
probabilities

t
f (t ′ ) d t ′
F (t ) = ∫ 0

f (t ′ ) d t ′
Chapter 2
R (t ) = ∫
t
1
8
Michael E. Odigie, PhD, CMQ/OE

Example 1

The passive components of a distribution system for


natural gas has the following reliability function:

2
R(t) = 1 − t , 0 ≤ t ≤ 10 yrs
100

Find: a)R(3 yrs)


b)The CDF, F(t)
c) Pr{1<T<3}
d) The density function, f(t)
Chapter 2 19
Michael E. Odigie, PhD, CMQ/OE

Example 1 - Solution
32
a) R(3) = 1 −
= 0.91
2
R(t) = 1 − t ; 0 ≤ t ≤ 10 yrs
100 100

 t 2 
t 2
b) F (t) = 1 − 1 −  =
 100  100

c) Pr{1 < t < 3} = F (3) − F (1) = 0.09 − 0.01 = 0.08

dF (t) f(t)
d) f (t) = = 2t t
= , 0 ≤ t ≤ 10
dt 100 50
10 t
Chapter 2 20
Michael E. Odigie, PhD, CMQ/OE

Design Life

Find tR such that R(tR) = R

For example:
Find that time, t0.99 such that R(t0.99) = 0.99
Then t0.99 is the 99 percent design life.
One percent will fail before time t0.99

Chapter 2 21
Michael E. Odigie, PhD, CMQ/OE

Mean Time to Failure (MTTF)

∞ ∞
MTTF = ∫0 t ⋅ f (t)dt = ∫0 R(t)dt

Note alternate notation: MTTF = E[T]

Chapter 2 22
Michael E. Odigie, PhD, CMQ/OE

Median Time to Failure and Mode


 The median time to failure is that failure time that splits
the distribution into two halves where 50 percent of the
failures will occur before the median and 50 percent will
occur at or after the median time to failure.

R(t med ) = 0.5 = Pr(T ≥ t med )


 A third measure of central tendency is the mode or the
most likely failure time.

f (t mode ) = max f (t)


0≤t≤∞
Chapter 2 23
Michael E. Odigie, PhD, CMQ/OE

Variance & Standard Deviation

Definitional form:


2 2
σ = ∫0 (t − MTTF ) f (t)dt

Computational form (Shortcut Formula):


2 2 2
σ = ∫0 t f (t)dt − (MTTF)
Chapter 2 24
Michael E. Odigie, PhD, CMQ/OE

Hazard Rate Function

The failure rate at time “t”

Pr(t ≤ T ≤ t + ∆t) = R(t) − R(t + ∆t)

R(t) − R(t + ∆t)


Pr(t ≤ T ≤ t + ∆t | T ≥ t) =
R(t)

− [R(t + ∆t) − R(t)] 1 − dR(t) 1 = f (t)


λ (t) = lim ⋅ = ⋅
∆t→0 ∆t R(t) dt R(t) R(t)
Chapter 2 25
Michael E. Odigie, PhD, CMQ/OE

Hazard Rate Function & R(t)

t
− ∫0 λ ( t ′ ) dt ′
R (t ) = e

Example:

λ (t ) = 0.02 t
t

R (t ) = e ∫0
− 0.02 t ′dt ′ 2

= e − 0.01t
Chapter 2 26
Michael E. Odigie, PhD, CMQ/OE

Example - Hazard Rate Function

Given the linear hazard rate function where t is measured in


operating hours, what is the design life if a 0.98 reliability is
desired?

λ (t ) = 5 × 10 −6 t
t
− 5×10 −6 t ′dt ′
R (t ) = e ∫0
−6 2

= e − 2.5×10 t

R (t R ) = 0.98

t 0.98 = ln 0.98
= 89 .89 ≈ 90 hours
− 2.5 ×10 −6

Chapter 2 27
Michael E. Odigie, PhD, CMQ/OE

Functional Relationships
Expression
f (t) F (t) R(t) λ (t)
in terms of

dF (t) − dR(t) t

f (t) -
dt λ (t)e − ∫ λ (t′)dt′
0

dt
t t

f (t ′)dt ′
∫ 1 − e ∫0
− λ (t′)dt′
F (t)
0
- 1 − R(t)


1 − F (t)
t

f (t ′)dt ′ e ∫0
− λ (t ′ )dt ′
R(t) ∫
t
-

f (t) dF (t)
d ln R(t)
λ (t) ∞ dt -
f (t ′)dt ′

t
1 − F (t) dt
Chapter 2 28
Michael E. Odigie, PhD, CMQ/OE

The Bathtub Curve

Chapter 2 29
Michael E. Odigie, PhD, CMQ/OE

Summary - The Four Functions



 f(t), the Probability Density Function
(PDF): the probability of failure at time
t


 F(t), the Cumulative Distribution Function
(CDF): the probability of failure up to time t


 R(t), the Reliability Function:
the probability of surviving up to time t


 λ(t), the Hazard Rate
Chapter 2 30
Function: the failure rate
at time t
Michael Odigie, PhD, CMQ/OE

Chapter 3
The Constant Failure Rate Model

The Exponential Reliability Function


Failure Modes
Applications
The Two-Parameter Exponential Distribution
Poisson Process
Redundancy and the CFR Model
Chapter 3 3
1
Michael Odigie, PhD, CMQ/OE

The Exponential Distribution

Assume a constant failure rate (independent of time)

λ(t) = λ t≥0

 t

R(t) = exp − ∫ λ dt ′ = e
− λt
t≥0
 0 

Chapter 3 3
2
Michael Odigie, PhD, CMQ/OE

The CDF and PDF

F (t) =1 − e − λt

d F (t) d R(t)
f (t) = =− = λe − λt

dt dt

Chapter 3 3
3
Michael Odigie, PhD, CMQ/OE

Mean time to failure (MTTF)

∞ 1
− λt
MTTF = ∫0 λte dt =
λ
− λt ∞
∞ e 1
− λt
MTTF = ∫0 e dt = =
−λ 0 λ

−MTTF

Chapter 3
R(MTTF ) = e MTTF = e −1 = 0.368 3
4
Michael Odigie, PhD, CMQ/OE

The Variance and Standard


Deviation
2
1  λ e −λt dt = 1
∞ 
σ = ∫0 t− 
2

 λ λ 2

1
σ= = MTTF
λ
This is an interesting results since it implies that the variability of
failure time increases as the reliability (MTTF) increases.
Chapter 3 3
5
Michael Odigie, PhD, CMQ/OE

The Median Time to Failure

R(t med ) = e − λtmed = 0.5

t med = − 1 ln 0.5= 0.69315 = 0.69315 MTTF


λ λ

Chapter 3 3
6
Michael Odigie, PhD, CMQ/OE

The Design Life

For a given reliability R

− λt R
R(t R ) = e =R
1
t R = − ln R
λ

Chapter 3 3
7
Michael Odigie, PhD, CMQ/OE

Memoryless Property

R(t +T0 ) e − λ (t+T0 )


R(t | T ) = =
0 − λT0
R(T0 ) e

− λt − λT0
= e e = e−λt = R(t)
− λT0
e

Chapter 3 38
Michael Odigie, PhD, CMQ/OE

Failure Modes

Ri(t) is the reliability function for the ith failure mode,


then, assuming independence among the failure modes,
the system reliability, R(t) is found from

R (t ) = ∏ R i (t )
i =1

Chapter 3 39
Michael Odigie, PhD, CMQ/OE

More on Failure Modes


 t
R (t) = exp − λ (t ′)dt ′
i
 ∫0 i 

  
exp − λ (t ′)dt ′ = exp − t n λ (t ′)dt ′
t n

R(t) = ∏ ∫  ∫0 ∑ i 
i=1

 0
i

  i=1 

= exp − λ (t ′)dt ′
t

 ∫0 

where λ (t) = ∑ λi (t)


i=1
Chapter 3 40
Michael Odigie, PhD, CMQ/OE

Failure Modes and CFR

If a system consists of n independent, serially


related components each with CFR, then
n

λ(t) = λ = ∑ λi
i=1

R(t) = e ∫
− λdt ′
= e −λt
0

Chapter 3 41
Michael Odigie, PhD, CMQ/OE

Parts Count Approach


An integrated circuit board consists of the following components each
having a CFR.

Component a-Failure Rate(10-5) b- Quantity (a) x (b)


Diodes, silicon 0.00041 10 0.0041
Resistors 0.014 25 0.3500
Capacitors 0.0015 12 0.0180
Transformer 0.0020 2 0.0040
Relays 0.0065 6 0.0390
Inductive devices 0.0004 12 0.0048
total 0.4199 x 10-5

1
Rsys (t) = e −0.000004199 t and MTTF = × 10 5
0.4199
Chapter 3 42
Michael Odigie, PhD, CMQ/OE

All Failure Modes are CFR

MTTF = 1 = 1
=
1
, where MTTFi =
1
λ λi
n n

∑λ i ∑ MTTF
1
i=1 i=1 i

If all components have identical failure rates, then:

λ = n λ1 and MTTF = 1
n λ1
Chapter 3 43
Michael Odigie, PhD, CMQ/OE

Failures on Demand

λI = The average failure rate while idle (may be zero; e.g.,


failures per idle hour)
λO = The average failure rate while operating (e.g., failures
per operating hours)
p = The probability of failure on demand
tI = Average length of the idle time period per cycle
tO= average length of the operating time per cycle

p
λeff = t I t
λI + O λO +
t I + tO t I + tO t I + tO
Chapter 3 44
Michael Odigie, PhD, CMQ/OE

Repetitive Loading

If there is a small constant probability of failure p


as a result of a load or stress being placed on the
system and if independent loads are applied at
constant, fixed intervals of time, an approximate
exponential reliability function results.

Chapter 3 45
Michael Odigie, PhD, CMQ/OE

Chapter 4
Time-Dependent Failure Models

The Weibull Distribution


The Normal Distribution
The Lognormal Distribution

Chapter 4 1
Michael Odigie, PhD, CMQ/OE

Time Dependent Failure Rate


λ (t ) = at b a > 0, b > 0
rewrite as:
β  t  β -1
λ (t ) =   θ > 0, β > 0 , t ≥ 0
θ θ 
β is the shape parameter and θ is the characteristic life
 β
a =
 θβ
 b = β − 1

 b +1
θ = b +1
 a
Chapter 4 β = b + 1 2

Michael Odigie, PhD, CMQ/OE

Time Dependent Failure Rate

 Widely used in reliability modeling

 Offers a variety of shapes

 Can model IFR, DFR or CFR cases

 Generalization of the exponential

 Wallodi Weibull in 1951

 If β = 1, constant failure rate (exponential)

 If β > 1, increasing failure rate

 If β < 1, decreasing failure rate

Chapter 4 4
8
Michael Odigie, PhD, CMQ/OE

Functions
β -1
β t
λ (t) =  
θ θ 
t β
− 
θ 
R(t) = e
t β
− 
θ 
F (t) = 1 − e
β
f (t) =
β  t β −1
e
t
− 
θ 
 
Chapter 4
θ θ  4
9
Michael Odigie, PhD, CMQ/OE

Weibull Shape Parameter

Value Property
0<β<1 Decreasing Failure Rate (DFR)
β=1 Exponential Distribution (CFR)
1<β<2 IFR-concave
β=2 Rayleigh Distribution (LFR)
β>2 IFR - Convex
3 <= β <= 4 IFR - Approaches Normal
Distribution - Symmetrical
β -1
β = 3.43927 Most closely approximates the normal
λ (t ) = β  t 
β = 3.43938 Mean = median θ θ 
Chapter 4 9
Michael Odigie, PhD, CMQ/OE

Normal CDF, Reliability and Hazard Function

CDF: 
F(t) = Φ t − µ 
 σ 

Reliability: R(t) = 1 − Φ t − µ 


 σ 

 x− µ 
2
−1/ 2  
1  σ 
e
Hazard: λ (t) = σ 2π
1 − Φ t − µ 
Chapter 4
 σ  51
Michael Odigie, PhD, CMQ/OE

Lognormal Distribution
 Widely used in high-tech applications
 Semiconductors
 Crack propagation
 Repair times for equipment
 Electrical insulators
 Originally used by economists
 Let T be the time to failure of a device, if Y=ln(T) is
normally distributed, we say T is “log-normally
distributed”
 Poor terminology because T is the anti-log of a normally
distributed variable.
 The ln of a log-normally distributed variable, is normal
Chapter 4 52
Michael Odigie, PhD, CMQ/OE

Lognormal Density Function


2
1  t 
−  ln( ) 
1 2s 2  t med 
f (t) = e t≥0
stσ 2π
Two parameters
s: shape
tmed: location

Chapter 4 53
Michael Odigie, PhD, CMQ/OE

Lognormal Failure & Reliability Distribution


2
1  t 
− 2  ln( ) 
1 2s  t med 
f (t ) = e t≥0
st σ 2π


 1  
F (t) = Φ ln t
 
s t 
  med 


 1  
R(t) = 1 − Φ ln t
 
s t 
  med 
f (t )
Chapter 4
λ (t) = 39
R(t)
Michael Odigie, PhD, CMQ/OE

Lognormal/Normal Relationship
Given T is a lognormal random variable, then

T Log T
Distribution Lognormal Normal
2

Mean t med e s /2 ln t med

Variance t med
2 e s2
[e −1]
s2
s
2

tmed
Mode tmode = s 2 ln t med
e
Chapter 4 55
Michael Odigie, PhD, CMQ/OE

Summary
Hazard rate Reliability MTTF

Exponential λ R(t) = e − λt 1/ λ
β
β -1
β t −  t   1
Weibull λ (t) =   R(t) = e θ 
θ Γ1+
 β 
θ θ   

Normal No simple Form R(t) = 1− Φ t − µ  µ


 σ 
1 t  s2 / 2
Lognormal No simple Form R(t) = 1− Φ ln  t med e
 s t med 
Chapter 4 56
Michael Odigie, PhD, CMQ/OE

Chapter 5
Reliability of Systems

Serial Configuration
Parallel Configuration
Combined Series-Parallel
High / Low Level Redundancy
K out-of-n Redundancy
Complex Configurations – linked networks
Chapter 5 1
Michael Odigie, PhD, CMQ/OE

Common System Types

Series 1 2 ...
n

Parallel

1 Many others exist:


Combined 3 • k-out-of-n
• Multi-state
2 • Standby
• Degraded
• And more!
1 3
Complex
Chapter 5 2 4 2
Michael Odigie, PhD, CMQ/OE

Serial Configuration
1 2
Example: 2-component system
Both must work for system to work P(C) = P( A∩ B)
P(C) = P( A)P(B | A)
A: component 1 operates
B: component 2 operates
assuming independence
C: system operates
P(C) = P( A)P(B)
RS = RA RB
Thus, for an n - component system,
n
Product Rule for Series System
The reliability of a system is the RS = ∏ Ri
product of the component reliabilities i=1
Chapter 5 5
9
Michael Odigie, PhD, CMQ/OE

From a Failure Perspective

FS = P(system fails)
n

FS = 1− ∏ Ri
example : i=1
F1 = P(comp1 fails)
F2 = P(comp 2 fails)
Same As:
2
FS = 1 − ∏ Ri P(C ) = P( A ∪ B )
i=1
= P(A) + P(B ) − P(A ∩ B )
= 1 − (1 − F1 )(1 − F2 )
= P(A) + P(B ) − P(A)P(B )
FS = F1 + F2 − F1 F2
Chapter 5 6
0
Michael Odigie, PhD, CMQ/OE

Multiple Components in Series

Generalizing to n mutually independent components


in series

n
R s (t ) = ∏ R (t)i
i =1

R s (t ) = R1 (t) × R 2 (t ) × R 3 (t ) ….× R n (t )
R s (t ) ≤ min {R1 (t), R 2 (t), R 3 (t ),…, R n (t )}

Chapter 5 6
1
Michael Odigie, PhD, CMQ/OE

Parallel (Redundant) Configuration


1
All components must fail for system to fail
2
A: component 1 operates P(C) = P(A∪ B)
B: component 2 operates P(C) = P(A) + P(B) − P(A∩ B)
C: system operates assumingindependence
P(C) = P(A) + P(B) − P(A)P(B)
RS = R1 + R2 − R1 R2
n
RS = 1− ∏ (1− Ri )
or
RS = 1− (1− R1 )(1− R2 )
i=1
Thus, for an n - component system,
The probability at least one component does not fail!
Chapter 5 62
Michael Odigie, PhD, CMQ/OE

From a Failure Perspective

n
FS = ∏ Fi
i=1

Product rule of unreliabilities for parallel systems

Chapter 5 63
Michael Odigie, PhD, CMQ/OE

Parallel Configuration - Generalization

n
R s (t) = 1 − ∏ (1 − Ri (t) )
i=1

R s (t) ≥ max {R1 (t), R 2 (t), R3 (t),.., R n (t)}

Chapter 5 64
Michael Odigie, PhD, CMQ/OE

High Level Redundancy

• High level redundancy


- Duplicate the entire system

R H = 1 − (1 − R R ) 2
1 2

RH = R1 R2 (2 − R1 R2 )
Chapter 5 65
Michael Odigie, PhD, CMQ/OE

Low Level Redundancy

• Low level redundancy


- Duplicate each component

RL = R1R2 (2 − R1 )(2 − R2 )
Chapter 5 66
Michael Odigie, PhD, CMQ/OE

High vs Low Level Redundancy

• For simplicity assume all components are the same with


reliability R
• Then RH = 2R2 – R4 and RL = R2(2 – R)2
• Subtract RH from RL and solve.
RL – RH = 2R2(R – 1)2 ≥ 0
• Assumes component independence
• Also neglect any cost or reliability issues related with
switching from primary to backup components. (this will
be covered later)
Chapter 5 67
Michael Odigie, PhD, CMQ/OE

k-out-of-n System

• Let n = the number of redundant, identical and


independent components each having a reliability of R.
• Let X = a random variable, the number of components
(out of n components) operating. Then:

• If k (<= n) components must operate for the system to


operate:
N

Rs = ∑ P(x)
Chapter 5
x=K 39
Michael Odigie, PhD, CMQ/OE

k-out-of-n Redundancy for CFR Model

Example: assume MTTF of an engine is 1000 hrs


MTTFS = 1000(1/3 +1/4) = 583.33 hrs

Chapter 5 69
Michael Odigie, PhD, CMQ/OE

Complex Configurations

• Configurations that cannot be decomposed into


series-parallel arrangements
• Sometimes called linked configurations

Chapter 5 70
Michael Odigie, PhD, CMQ/OE

Complex Configurations

Methods:
Enumeration
Decomposition
Cut sets
Path sets
Chapter 5 71
Michael Odigie, PhD, CMQ/OE

Summary

 Series Configuration
 Parallel Configuration
 Combined Series-Parallel Configuration
 High / Low Level Redundancy
 K out-of-n Redundancy
 Complex Configurations – linked networks

Chapter 5 72
Michael E. Odigie, PhD, CMQ/OE

Chapter 6
State Dependent Systems

Markov Analysis
Load Sharing Systems
Standby Systems
Degraded Systems

Chapter 6 7
3
Michael E. Odigie, PhD, CMQ/OE

State Dependent Systems

 We have been assuming independence between


components
 Failure of one component may affect the time to failure of
another component
- Failure of one aircraft engine increases load on the others
 Markov Analysis
- System exists in one of several states
- Probability of transitioning from one state to the other depends only on
current state, not past states
- Memoryless property
- Assume process is stationary (transition probabilities do not change over
time)
- Exponential times to failure (exponential)
Chapter 6 7
4
Michael E. Odigie, PhD, CMQ/OE

Markov Analysis
Independent Components

System Component 1 Component 2 Series Parallel


State System System
1 Operating Operating Operating Operating
2 Failed Operating Failed Operating
3 Operating Failed Failed Operating
4 Failed Failed Failed Failed

Chapter 6 7
5
Michael E. Odigie, PhD, CMQ/OE

State Equations
State 1:
P1 (t + ∆t) = P1 (t) − λ1 ∆tP1 (t) − λ2 ∆tP1 (t)
State 2:

P2 (t + ∆t) = P2 (t) + 1 ∆tP1 (t) − 2 ∆tP2 (t)


State 3:

P3 (t + ∆t) = P3 (t) + λ2 ∆tP1 (t) − λ1 ∆tP3 (t)


State 4:
P4 (t + ∆t) = P4 (t) + λ2 ∆tP2 (t) + λ1 ∆tP3 (t)
Chapter 6 7
6
Michael E. Odigie, PhD, CMQ/OE

Rewriting the Equation for State 1:

P1 (t + ∆t) = P1 (t) − λ1∆tP1 (t) − λ2 ∆tP1 (t)


P1 (t + ∆t) − P1 (t)
= −(λ1 + λ2 )P1(t)
∆t

 P1 (t + ∆t) − P1 (t)  dP1 (t)


lim  =
∆t →0 ∆t  dt

dP1 (t)
= −(λ + λ )P (t) Differential equation
1 2 1
Chapter 6
dt 7
7
Michael E. Odigie, PhD, CMQ/OE

Differential Equations for States 2 & 3


dP1 (t)
= −(λ + λ )P (t)
1 2 1
dt
dP2 (t)
= λ P (t) − λ P (t)
1 1 2 2
dt
dP3 (t)
= λ P (t) − λ P (t)
2 1 1 3
dt
P1 (t) + P2 (t) + P3 (t) + P4 (t) = 1

A fourth differential equation is not needed. Why?


Chapter 6 78
Michael E. Odigie, PhD, CMQ/OE

Solution

− ( λ1 + λ2 )t
P1 (t) = e
− λ2 t
P2 (t) = e −e −( λ1 + λ2 )t

− λ1t
P3 (t) = e −e −( λ1 + λ2 )t

P4 (t) = 1 − e [ − λ1t
+e − λ2 t
−e −( λ1 + λ2 )t
]
Chapter 6 79
Michael E. Odigie, PhD, CMQ/OE

Series and Parallel Systems

Series System Parallel System


R S (t) = P1 (t) R P (t) = P1 (t) + P2 (t) + P3 (t)
R S (t) = e −( λ1 + λ2 )t R P (t) = e −λ1t + e −λ2t − e −( λ1 + λ2 )t
R S (t) = (e − λ1t )(e − λ2 t ) R P (t) = R1 (t) + R2 (t) − R1 (t)R2 (t)
R S (t) = R1 (t)R 2 (t ) same as previous result!
same as previous result!

That was a long way to


go for a simple result
Chapter 6
we already knew! 80
Michael E. Odigie, PhD, CMQ/OE

Load-Sharing System

 Consider a 2-component load-sharing system

 True dependency
 If one component fails, the failure rate of the
other component increases as a result of the
additional load placed on it.

 Block diagram approaches will not work!

Chapter 6 81
Michael E. Odigie, PhD, CMQ/OE

Load-Sharing System
Assume Constant Failure Rates
State Operating
1 Both components
2 Component 2 (Comp 1 failed)
3 Component 1 (Comp 2 failed)
4 Neither component

λ1 failure rate of component 1


λ2 failure rate of component 2
λ1+ increased failure rate of component 1
λ2+ increased failure rate of component 2

Chapter 6 82
Michael E. Odigie, PhD, CMQ/OE

Load-Sharing System
dP1 (t)
= −(λ + λ )P (t)
1 2 1
dt
dP2 (t)
= λ P (t) − λ+ P (t)
1 1 2 2
dt
dP3 (t)
= λ P (t) − λ+ P (t)
2 1 1 3
dt
dP4 (t)
= λ+ P (t) + λ+ P (t)
2 2 1 3
dt

Chapter 6
P1 (t) + P2 (t) + P3 (t) + P4 (t) = 1 83
Michael E. Odigie, PhD, CMQ/OE

Load-Sharing System

−( λ1 + λ2 )t
P (t) = e
1

P2 (t) =
λ1
λ1 + λ2 − λ+2 e
−λ t
−[e
+
−( λ + λ )t
2
1 2
]
P3 (t) =
λ2
λ1 + λ 2 − λ1
+ e
−λ t
− [
e
+
−( λ + λ )t
1
1 2
]
RS (t) = P1 (t) + P2 (t) + P3 (t)
Chapter 6 84
Michael E. Odigie, PhD, CMQ/OE

Standby Systems

 Many models for primary/backup components


 Backup may have no or reduced failure rate
while in standby mode
 Once activated, backup may have different
failure rate than primary
 Can also model switching failure from primary to
backup
 Later will consider repairs
Chapter 6 85
Michael E. Odigie, PhD, CMQ/OE

Standby Systems

State Operating
1 Component 1 with component 2 in standby
2 Component 2
3 Component 1 with component 2 failed in standby
4 Neither component

λ1 failure rate of primary


λ2- failure rate of backup in standby
λ2 failure rate of backup while activated

Chapter 6 86
Michael E. Odigie, PhD, CMQ/OE

Standby Systems

dP1 (t)
= −( λ1 + λ −
)P (t)
2 1
dt
dP2 (t)
= λ1 P1 (t) − λ 2 P2 (t)
dt
dP3 (t)
= λ −2 P2 (t) − λ1 P3 (t)
dt
dP4 (t)
= λ 2 P2 (t) + λ1 P3 (t)
dt
P1 (t) + P2 (t) + P3 (t) + P4 (t)= 1
Chapter 6 87
Michael E. Odigie, PhD, CMQ/OE

Standby Systems
− ( λ1 + λ −2 )t
P1 (t ) = e
λ1
P2 (t) =
λ1 + λ 2 − λ 2
− e −λ t
−e
−(λ +λ
[ 2 1

2 )t
]
− λ1 t −( λ1 + λ −2 )t
P3 (t ) = e −e
R S (t ) = P1 (t) + P2 (t ) + P3 (t)

R S (t) = e +
λ1
− λ1t e −λ t
− e −( λ + λ
[ 2 1

2 )t
]
λ1 + λ −2 − λ 2
1 λ1
MTTF = +
λ1 λ 2 ( λ1 + λ 2 )

Chapter 6 88
Good Luck and Well Wishes

Thank you!

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