Professional Documents
Culture Documents
http://www.cisjournal.org
ABSTRACT
In this paper the transition probability matrix is used to tackle the problem of the availability of repairable systems. The
method is applicable to a system governed by a two-parameter distribution for the life-time and repair-time. It will be
concentrated on the Weibull and Gamma distributions without and/or with singularities. The method is involving matrices
multiplication of massive size. For this purpose an arithmetic method is applied to carry out this multiplication that, in turn,
represents the availability of a repairable system.
1. INTRODUCTION they are "as good as new" hence the name 'renewal' is
obtained, Kijima [12], [13], Elsayed [6] and Leemis [15].
The Availability or point-availability term is The availability, as a definition, is somewhat
insufficient to know about how many times a device has flexible and is largely based on what types of down-times,
been replaced or repaired upon failure. However we are or under repair, one chooses to consider in the analysis.
interested in the condition of such item, working or failure There are number of different classifications of
so it is under repair. In fact the device may be replaced availability, such as, Instantaneous (or Point) Availability,
on daily base or more than once a day or it could have Average up-time Availability and Steady State
never been replaced at all. Other measurement is still (Asymptotic) Availability Kececioglu [10], [11].
important and needed, such as the device's reliability. So The instantaneous availability, or point
the relationship between reliability, maintainability and/or availability, is defined as the probability that a system will
availability is very strong and important, Ascher [1], be in operation at any random time, t. This is very similar
Ashkar [2], Barlow [3], Kapur [8] and Leemis [15]. to the reliability function where it gives a probability that a
For a repairable system, the life-time cycle can be system will function at the given time, t. Unlike reliability,
described by a sequence of up and down states, i.e. the instantaneous availability measure incorporates
working and under repair. So the system operates until it maintainability information. At any given time, t, the
fails, then it is repaired (or replaced, if its replacement cost system will be operational if the item is either functioning
less and save more time) and is returned to its original properly from 0 to t with probability R(t)=1-F(t), or it is
operating state, this process will continue alternating functioning properly since the last repair at time u, 0 < u <
between these two states for sufficient time and this t
this case, the random variables are the time-to-failure and the renewal density function of the system Elsayed [6],
the time-to-repair. Each time a device fails and is repaired, Kececioglu [10]. Hence, the point availability is given as
a renewal is said to have occurred. This type of renewal the summation of these two probabilities,
process is known as an Alternating Renewal Process t
because the state of the device alternates between a
functioning (up-state) and under repair (down-state), Cox
i.e. A(t ) = R (t ) + ∫ R(t − u )m(u )du , Cox [4].
0
[4]. This process is illustrated as shown in figure1 The above sum of probabilities represents
Ashkar[2]. Volterra's integral equation of the second kind. It can be
solved numerically to find A(t), and it can be applied in
systems without singularities Fox [7].
Ashkar [2] has shown that this estimation of point
availability is possible through a mixture distribution and
complicated calculation .However, the used method is
limited to non singular two-parameter distributions.
Figure 1 illustrates the nature of alternating of a system In this paper, the method used is invented to cope
between up-time (operating) and down-time (under repair) with a very wide class of distributions regardless of their
over the time. scale and position parameters. It could be applied to
Gamma, Weibull, Lognormal and most of two parameters
The assumptions in the renewal theory is that the distributions. Also, it can be used to find the point
failure items are replaced or repaired with new ones so availability of systems of Bath-tub shaped hazard rate. But
243
Volume 2 No.5, MAY 2011 ISSN 2079-8407
Journal of Emerging Trends in Computing and Information Sciences
http://www.cisjournal.org
here, the method will be applied strictly to systems of the mortality near the point x. Meanwhile, the term
Weibull and Gamma distribution. In this article, a direct 1 − h( x, x + δx) is the probability of survival from x to
method is illustrated in section 2. The transition
probability matrix is obtained in section 3. Finally point
( x + δx) .
availabilities of systems of weibull and gamma are The method is applicable to both discrete and
obtained in section 4 and 5. continuous distributions if it can be approximated by
discrete ones.
2. THE DIRECT METHOD In the continuous case the subdivision between
consecutive steps is made very small and is 0.01 in our
This method, in principle, finds out the point calculations. So the continuous distribution can be
availability of the system directly from the hazard approximated by a discrete one. All we need to deal with
such a problem is to find the elements of the transition
function. We found that the hazard function h( x, x + δx) matrix shown in figure 2. These elements are obtained
can be expressed with reference to the definition of the merely from the hazard function.
conditional probability as
h( x, x + δx) = Pr{x < X ≤ x + δx X > x} 3. THE TRANSITION MATRIX
The nature of state transition matrix of size
Pr{x < X ≤ x + δx, X > x}
= [(2n+2)x(2n+2)] is shown in figure 2. The transition
P( X > x) matrix is divided into four regions to allow transition
F ( x + δx) − F ( x) between up states and down states. Each of the up times
= and the down times is specified with n+l states. This is to
1 − F ( x) cover the range of the study, and n is large enough to
R( x) − R( x + δx) R( x + δx) fulfill the requirements of the problem.
(1) = = 1− We made the transition matrix finite by
R( x) R( x) truncating the life time and the repair time distributions
suitably at a very large n to make it manageable. This can
The above formula (1) gives the failure be done by making the hazard rate at the state n equal to
probability function for any life distribution function. unity. The same thing is true for the corresponding
Consider the limit Z(x), which may exist and be finite. If it functions for the down time. For the up time, the hazard
does exist, then function h( x, x + δx) will be represented by p(x). The
survival rate will be represented by l-p(x). The same thing
1 R ( x) − R ( x + δx) f ( x)
Z ( x) = lim = (2) is true for the down time but with q(x) and l-q(x) instead.
δx →0 R( x) δx R( x) For instance, the term 1 − p 23 , denotes the probability of
the system surviving from state i=2 to the state i=3. If the
The above Z(x) is called the hazard rate function system fails to survive at the state i=2 then it goes, instead,
and then to the down state region with probability p 23 . From up
R( x) − R( x + δx) R( x + δx) state at t=0, the system can go either to state i=l with
= 1− ≅ Z ( x)δ ( x) (3) probability ( 1 − p 01 ) staying still in an up state, or fails
R( x) R( x)
and goes to the down state i=l with probability p 01 . A
The term Z ( x)δx is approximately the failure system may stay in the up state and go to states i=2, 3, ..
,n-l with probabilities
probability in the interval ( x, x + δx) .The
(1 − p12 ), (1 − p 23 ),........., (1 − p n −1,n ) without failure.
quantity Z ( x)δx is used to approximate, where it is
If the system has survived this long, it will surely
appropriate, the failure as well as the repair time be transferred into the down state. So the system will fail
distributions. When there are singularities, the original
according to its hazard function. By then the system will
formula (1) is used; otherwise (2) will be used. be transferred to the down state, where it can go through
However, it must be mentioned that the hazard function similar steps. So we can describe the method as the
depends, where it is an up time, on the current age of the following: The transition matrix is divided into four
component; and on how long it has been down, if it is a regions. In a clockwise order, the first region is the top
down time. So we need only to take account of the age of the left. A system in the up position starts within the first
system to see what will happen next. Thus, if we use the region. Upon failure it goes to the second region where it
current age as a state, the system is Markovian and, can be transferred to the third region where the system is
therefore, we can describe it by an initial state vector and a under repair and stays there for a certain time. By
transition matrix, Ross [19]. repairing the system it will be transferred to region four
It is clear that the hazard function h( x, x + δx) can be where it can be transferred to the first region to start again.
calculated from R(x). The term h( x, x + δx) measures
244
Volume 2 No.5, MAY 2011 ISSN 2079-8407
Journal of Emerging Trends in Computing and Information Sciences
http://www.cisjournal.org
This circulation would continue as long as the system is in until the system reaches an asymptotic point availability
use. which, as a check, should be very close to the theoretical
one. At every state time the initial row vector will contain
Up-Time Down-Time (2n+2) elements (probabilities). These elements should
sum up to unity. These elements are probability values. A
set of n+1 elements of these refer to up state, let us denote
i = ( n .... 4 3 2 1 0 0 1 2 3 4 n) it by (Ui), The other n+1 refer to down state, let us denote
n +1
Up-Time Down-Time
Very small steps are used (such as width is
n .... 4 3 2 1 0 0 1 2 3 4 n δt=0.01). Yet our aim is to study the system availability up
AV (0) = ( 0 .... 0 0 0 1 0 0 0 0 0 0 0) to t=20. This makes the matrix TM of size 4002x4002, for
which a huge computer memory is required. And more
Figure 3 illustrates the (2n+2) initial availability row vector memory needed when the system availability is studied up
to t=50 or more.
3.1 Initial availability and availability row It is notable, however, that most the elements of TM are
vector zeros. We will take advantage of this phenomenon and
calculate the availability vector with an arithmetical
A new system is put into service starts at t=0. The method which condenses the matrix multiplication
availability at this point state is "One". And non- method.
availability is "Zero". Thus the initial vector is the first More formally, let us denote the elements of AV(i) by
essential in calculating the availability at any state time. I.e. AV(i) now is ( a1 a2 a3 . . . an+1 an+2 . . . a2n+1 a2n+2 )
Given the probability of being up or under repair as And the elements of the resultant availability vector, AV(i)
illustrated in the transition matrix, we can deduce the point appears as
availability, or the vector's availability for the next point.
This row vector will replace the initial one for the next ( c1 c2 c3 . . . cn+1 cn+2 . . . c2n+1 c2n+2 )
step. This can be done by multiplying the vector by the
transition matrix. The resultant row vector will show not
only the probability the system is up or down, but the
probabilities of the different times that it has been up or
down. Also it will be used again as the initial availability This ci's, i=1,2,3,… are calculated as the following;
row vector for the next step.
To obtain the next point availability, we repeat c1 = a2(1-pn-1,n )
the foregoing process. Every repeated multiplication gives c2= a3(1-pn-2,n-1)
the instant point availability. This process will be repeated c3= a4(1-pn-3,n+2)
245
Volume 2 No.5, MAY 2011 ISSN 2079-8407
Journal of Emerging Trends in Computing and Information Sciences
http://www.cisjournal.org
n +1
PA(i ) = ∑ c j The mean and the variance of Weibllll
j =1 (5) distribution are given respectively as
−1
k m+2 (10)
2n+2 E( X ) = ( ) m +1 Γ ( )
m +1 m +1
NPA(i ) = ∑c
j =n+2
j (6)
−2
m+3 m+2 k
Var ( X ) = [( ) − Γ2 ( )] × ( ) m +1 (11)
By getting the point availability from (5), we m +1 m +1 m +1
proceed to the next point. This can be done by repeating
the same procedure after replacing aj by cj .The method where Γ(*) is the complete Gamma function , i.e.
and its operation are illustrated in figure 4. ∞
Γ(α ) = ∫ x α −1e − x dx . For the purpose of the study we
0
define the parameters m and k in order that each member of
the family has mean equal to unity. This can be found by
putting E(X)=1 in (10) and solving the resulting equation
for the given values of m. In table 1 below, we display the
values of m and its corresponding values of k that are used
in our calculation.
m k Mean
-0.75 0.5533414 1.0
Figure 4 flow-chart illustrates the structure of Arithmetical
calculation of PA -0.50 0.7071068 1.0
-0.25 0.8548628 1.0
The time interval between consecutive points is 0.0 1.0000000 1.0
δt=0.01 the calculation will continue until the system
reaches the asymptotic state. This method accepts any 1.0 1.5707064 1.0
distribution for the up-time and/or down-time and gives 2.0 2.1362189 1.0
results similar to those distributions if studied using the 3.0 2.6998792 1.0
integral equation method. Weibull and Gamma
4.0 3.2627404 1.0
distributions have been treated by this technique.
4. WEIBULL DISTRIBUTION The reliability function will play the main role in
this method. Using the reliability function of a Weibull
The Weibull distribution was introduced by W. distribution (9), the hazard function can be given, by using
Weibull [21]. Its use in reliability theory was discussed by the formula (1) as
Weibull [22]. The distribution is widely used in reliability
246
Volume 2 No.5, MAY 2011 ISSN 2079-8407
Journal of Emerging Trends in Computing and Information Sciences
http://www.cisjournal.org
k
−( )( x +δx ) m +1
m +1
e
h( x, x + δx) = 1 − k
(12) The probability density function, the cumulative
−( ) x m +1 density function and the reliability function are given
m +1
e respectively by
system to survive and pij for the system to fail. The (l-qij) R( x) = 1 − ∫ s α −1e β ds (20)
are corresponding probabilities for down-time. (l-qij) 0 Γ(α ) β α
means that the system is still under repair qij means that
the system goes from being under repair to the up-state, Thus the hazard function will be evaluated from
and in all cases j=i+1. After any point time, t=i, the system (1) by using the reliability function formula (20), which is,
is only in one position, either in the up-state with itself, evaluated using numerical integration. Thus
probability (1-pij ), or down-state with probability pij .At
any point time the system is in one well defined state. We R( x + δx)
come now to finalize the results of the point-availability of h( x, x + δx) = 1 − (21)
R( x)
a system of Weibull. Once the hazard function is essential
to the aim of the calculation, two hazard functions of the
form (12) will be stated. One is for the up-time and the It is clear from (20) and (21) that the calculation
other for the down-time. It is assumed that the mean time of the cumulative distribution function involves the
to failure and the mean time to repair are identical and integration of the singular integrand. However, the
equal to unity, i.e Gamma distribution is defined to have mean unity, this
would make the density function of the Gamma
−1 distribution written as a function of only one parameter α .
k m+2
MTTF = MTTR = ( ) m +1 Γ( ) =1 (13) Since the mean = αβ =1 then β = 1 / α and (18) can be
m +1 m +1
rewritten as
Where k and m are the parameters of Weibull
m+2 α α α −1 −αx
distribution and Γ( ) is the complete gamma f ( x) = x e (22)
m +1 Γ(α )
function. For every given value of m we can define only
one value of k. This can be found as
And in a similar manner (19) can be expressed in
(23). This step is taken to make the Gamma calculations
m + 2 m +1
K (1) = (m + 1){Γ( )} (14) comparable with the Weibull calculations later on.
m +1
1 α α α −1 −αs
lim PA(t ) = = 0.8
x
∫
(15) F ( x) = (23)
t →∞ 1 + 14 Γ(α )
s e ds
0
It means that the point-availability of the system The point availability of a system in which the
on the long run is 0.8, and mild oscillations can be caused. failure time, and the repair time are distributed each with
The results are shown in figure 6 Gamma distribution is our main interest. The method
The parameter k(l) of MTTF=l is defined from which was elaborated previously will be applied. Similar
the formula (14), while the parameter k(1/4) where procedures to those with the Weibull are carried out. The
MTTR=1/4 of the repair time can be given as: many numbers involved in the numerical results are
converted into graphs which are shown in figure 7. It can
−1
k be noted from these graphs, a mild oscillation occurs and
MTTR = ( ) m +1 Γ( mm++12 ) = 1 / 4, (16)
m +1 then settles down to the asymptotic position, during a
relatively short time of operation. Several values of the
m +1 parameter are considered. These values are α =0.25,
m+2
K (1 / 4) = (m + 1)4Γ( ) (17) 0.50, 0.75, 1.0, 2.0, 3.0, 4.0, 5.0, 6.0. The values of
m +1 Γ(α ) which are widely tabulated are used in the
calculation. Note that, since failures and repairs are
5. GAMMA DISTRIBUTION FUNCTION identically distributed, the asymptotic result gives that;
247
Volume 2 No.5, MAY 2011 ISSN 2079-8407
Journal of Emerging Trends in Computing and Information Sciences
http://www.cisjournal.org
MTTF
lim PA(t ) = = 0.5 (24)
t →∞ MTTF + MTTR
6. CONCLUSIONS
At the end it can be concluded that the method
looks comprehensive, simple and easy to use. It can be
used despite the nature of the used distribution, with and
without singularities. Beside, it has wide range of use.
The numerical results obtained in this article are turned
into graphs shown in figures 5,6,7 and 8. The behaviors of
point availability of the considered systems look natural in
term of its oscillation. The only difficulty encountered is Figure 5 shows point availability of a system of Weibull
that of finding the transition matrix and carrying out the distribution where MTTF= MTTR = 1 Where m=0.25, 0.50,
0.75,1, 2,3 ,4 ,5 , 6 and 7.
multiplication. Otherwise it is very efficient and reliable
for those systems of two-parameter distribution.
248
Volume 2 No.5, MAY 2011 ISSN 2079-8407
Journal of Emerging Trends in Computing and Information Sciences
http://www.cisjournal.org
http://www.cisjournal.org
250