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Chapter 1
Introduction
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.
Chapter 1 4
Michael E. Odigie, PhD, CMQ/OE
The Causes
Y Human error
Y Poor maintenance
Y Improper use
Chapter 1 5
Michael E. Odigie, PhD, CMQ/OE
Some Definitions
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.
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
cycle time
dependency dependency
Chapter 1 12
Michael E. Odigie, PhD, CMQ/OE
Chapter 2
Basic Reliability Models
Chapter 2 1
Michael E. Odigie, PhD, CMQ/OE
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
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
Chapter 2 1
6
Michael E. Odigie, PhD, CMQ/OE
dF (t) dR(t)
f (t) = =−
dt dt
Chapter 2 1
7
Michael E. Odigie, PhD, CMQ/OE
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
2
R(t) = 1 − t , 0 ≤ t ≤ 10 yrs
100
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
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
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
∞ ∞
MTTF = ∫0 t ⋅ f (t)dt = ∫0 R(t)dt
Chapter 2 22
Michael E. Odigie, PhD, CMQ/OE
Definitional form:
∞
2 2
σ = ∫0 (t − MTTF ) f (t)dt
∞
2 2 2
σ = ∫0 t f (t)dt − (MTTF)
Chapter 2 24
Michael E. Odigie, PhD, CMQ/OE
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
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
Chapter 2 29
Michael E. Odigie, PhD, CMQ/OE
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
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
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
∞ 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
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
Chapter 3 3
6
Michael Odigie, PhD, CMQ/OE
− λt R
R(t R ) = e =R
1
t R = − ln R
λ
Chapter 3 3
7
Michael Odigie, PhD, CMQ/OE
Memoryless Property
− λt − λT0
= e e = e−λt = R(t)
− λT0
e
Chapter 3 38
Michael Odigie, PhD, CMQ/OE
Failure Modes
R (t ) = ∏ R i (t )
i =1
Chapter 3 39
Michael Odigie, PhD, CMQ/OE
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
λ(t) = λ = ∑ λi
i=1
R(t) = e ∫
− λdt ′
= e −λt
0
Chapter 3 41
Michael Odigie, PhD, CMQ/OE
1
Rsys (t) = e −0.000004199 t and MTTF = × 10 5
0.4199
Chapter 3 42
Michael Odigie, PhD, CMQ/OE
MTTF = 1 = 1
=
1
, where MTTFi =
1
λ λi
n n
∑λ i ∑ MTTF
1
i=1 i=1 i
λ = n λ1 and MTTF = 1
n λ1
Chapter 3 43
Michael Odigie, PhD, CMQ/OE
Failures on Demand
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
Chapter 3 45
Michael Odigie, PhD, CMQ/OE
Chapter 4
Time-Dependent Failure Models
Chapter 4 1
Michael Odigie, PhD, CMQ/OE
b +1
θ = b +1
a
Chapter 4 β = b + 1 2
Michael Odigie, PhD, CMQ/OE
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
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
CDF:
F(t) = 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
Chapter 4 53
Michael Odigie, PhD, CMQ/OE
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
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 Γ1+
β
θ θ
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
Series 1 2 ...
n
Parallel
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
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
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
n
FS = ∏ Fi
i=1
Chapter 5 63
Michael Odigie, PhD, CMQ/OE
n
R s (t) = 1 − ∏ (1 − Ri (t) )
i=1
Chapter 5 64
Michael Odigie, PhD, CMQ/OE
R H = 1 − (1 − R R ) 2
1 2
RH = R1 R2 (2 − R1 R2 )
Chapter 5 65
Michael Odigie, PhD, CMQ/OE
RL = R1R2 (2 − R1 )(2 − R2 )
Chapter 5 66
Michael Odigie, PhD, CMQ/OE
k-out-of-n System
Rs = ∑ P(x)
Chapter 5
x=K 39
Michael Odigie, PhD, CMQ/OE
Chapter 5 69
Michael Odigie, PhD, CMQ/OE
Complex 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
Markov Analysis
Independent Components
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:
dP1 (t)
= −(λ + λ )P (t) Differential equation
1 2 1
Chapter 6
dt 7
7
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
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.
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
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
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
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!