When designing and operating any technical system, it is essential to take into account the possible faults that may occur during its operation. Dependability/reliability analysis lets us determine the level of redundancy that ensures continuity of service at an economically justified level of assurance. It ensures that all the faults are covered proportionately to the probability of their occurrence. Thus, the analysis tends to underemphasize the events that are very improbable, such as the simultaneous breakdown of all or almost all system components (e.g. due to a natural disaster). Such situations are addressed by risk analysis which combines the probability of events occurrence and their consequences. The use of straightforward stochastic modelling in this case is very difficult - Monte Carlo simulation requires huge runtimes to observe occurrences of such events. The solution is based on standard stochastic approach, modified by injecting artificially some unlikely events into the model. The usefulness of the proposed approach is demonstrated in two test studies: a discrete transport system and a Web based information system.
{"title":"Stochastic Analysis of Systems Exposed to Very Unlikely Faults","authors":"D. Caban, T. Walkowiak","doi":"10.1109/SMRLO.2016.58","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.58","url":null,"abstract":"When designing and operating any technical system, it is essential to take into account the possible faults that may occur during its operation. Dependability/reliability analysis lets us determine the level of redundancy that ensures continuity of service at an economically justified level of assurance. It ensures that all the faults are covered proportionately to the probability of their occurrence. Thus, the analysis tends to underemphasize the events that are very improbable, such as the simultaneous breakdown of all or almost all system components (e.g. due to a natural disaster). Such situations are addressed by risk analysis which combines the probability of events occurrence and their consequences. The use of straightforward stochastic modelling in this case is very difficult - Monte Carlo simulation requires huge runtimes to observe occurrences of such events. The solution is based on standard stochastic approach, modified by injecting artificially some unlikely events into the model. The usefulness of the proposed approach is demonstrated in two test studies: a discrete transport system and a Web based information system.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"236 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114025585","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This paper considers the methodology of evaluation of the stability of large-sized electrical equipment to the seismic impacts. Conclusions are useful in extending the operational lifecycle of nuclear power plant units and facilities with long operational lifecycle (30 years or more). The applied method of nondestructive evaluation provides control of critical components at different spectra of seismic impacts. The proposed methodology is based on experience of vibration and shock resistance testing of equipment in a certified test center of the NSC "Institute of Metrology" in the period from 1970 to 2015.
{"title":"Using a General Purpose Computational and Experimental Method to Qualification Electrical Devices to Seismic Impact","authors":"V. Skliarov","doi":"10.1109/SMRLO.2016.35","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.35","url":null,"abstract":"This paper considers the methodology of evaluation of the stability of large-sized electrical equipment to the seismic impacts. Conclusions are useful in extending the operational lifecycle of nuclear power plant units and facilities with long operational lifecycle (30 years or more). The applied method of nondestructive evaluation provides control of critical components at different spectra of seismic impacts. The proposed methodology is based on experience of vibration and shock resistance testing of equipment in a certified test center of the NSC \"Institute of Metrology\" in the period from 1970 to 2015.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115294632","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
B. Volochiy, L. Ozirkovskyy, O. Mulyak, Sergiy Volochiy
During design of Instrumentation and Control (I&C) Systems in Nuclear Power Plants (NPP) engineer should take into account requirements for high reliability and safety. Engineer also needs to consider that addition of redundant subsystems (such as reactor protection, monitoring systems etc.) decreases the reliability of the whole I&C system. In this article we present the method for solution of the problem of improving NPP I&C systems safety by improving their reliability. The method is based on the state-transition model of NPP I&C system with split critical failure state. The key feature of this method is the possibility to calculate indicators of reliability and safety using one model. This possibility allows investigating the influences of the maintenance strategies and fault-tolerance design on the system's safety.
{"title":"Safety Estimation of Critical NPP I&C Systems via State Space Method","authors":"B. Volochiy, L. Ozirkovskyy, O. Mulyak, Sergiy Volochiy","doi":"10.1109/SMRLO.2016.63","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.63","url":null,"abstract":"During design of Instrumentation and Control (I&C) Systems in Nuclear Power Plants (NPP) engineer should take into account requirements for high reliability and safety. Engineer also needs to consider that addition of redundant subsystems (such as reactor protection, monitoring systems etc.) decreases the reliability of the whole I&C system. In this article we present the method for solution of the problem of improving NPP I&C systems safety by improving their reliability. The method is based on the state-transition model of NPP I&C system with split critical failure state. The key feature of this method is the possibility to calculate indicators of reliability and safety using one model. This possibility allows investigating the influences of the maintenance strategies and fault-tolerance design on the system's safety.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"75 11 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129906566","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
We consider the Harris Markov chain with the general phase space. It is supposed that the transition probability majorizes a nonnegative measure on some subset of a phase space for any initial state from this subset. Up to now such chains are studying via so-called splitting method introduced by Athreya-Ney and Nummelin. We suggest the analytical approach which allows to prove both ergodic theorems and CLT for sums of random variables defined on the Markov chain. We state also the probability inequality which sharpens that by Bertail and Clemencon.
{"title":"The Analytical Approach to Recurrent Markov Chains Alternative to the Splitting Method and Its Applications","authors":"S. Nagaev","doi":"10.1109/SMRLO.2016.49","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.49","url":null,"abstract":"We consider the Harris Markov chain with the general phase space. It is supposed that the transition probability majorizes a nonnegative measure on some subset of a phase space for any initial state from this subset. Up to now such chains are studying via so-called splitting method introduced by Athreya-Ney and Nummelin. We suggest the analytical approach which allows to prove both ergodic theorems and CLT for sums of random variables defined on the Markov chain. We state also the probability inequality which sharpens that by Bertail and Clemencon.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"6 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130831732","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
There exist various approaches to evaluate the statistical properties of a set of start-up demonstration tests. Among them is the function generating method and the Markov chain imbedding approach. A different approach stems from using basic combinatorics. It has been presented in various articles and it is intended here to give a short summary. Various criteria are suggested for determining whether to accept or reject the tested equipment. These include the older and simpler ones like CSTF (continuous successes total failures) according to which acceptance is achieved if a certain length of run of successes comes before a specified total number of failures, and vice versa for rejection. A more advanced test criterion is for instance TSCSTFCF (total successes continuous successes total failures continuous failures) where the equipment is accepted if either there appears a certain length of run of successes or a specified total number of successes is encountered before a pre-specified length of a run of failures and a certain total number of failures. It is rejected if the opposite case is observed. Using a combinatorial approach, features like the expected number of tests and the probability of accepting the tested unit are evaluated. Further on, an optimization procedure for determining the various parameters that are involved in the process will be presented. The reasonable objective of minimizing the number of required tests is considered. This is carried out subject to confidence level constraints. The theory has been expanded to include multi-valued tests and to possibly assuming some dependence between the tests. A recent generalization to the two-dimensional case will also be included.
{"title":"A Combinatorial Approach for Analyzing Start-Up Demonstration Tests","authors":"A. Gera","doi":"10.1109/SMRLO.2016.23","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.23","url":null,"abstract":"There exist various approaches to evaluate the statistical properties of a set of start-up demonstration tests. Among them is the function generating method and the Markov chain imbedding approach. A different approach stems from using basic combinatorics. It has been presented in various articles and it is intended here to give a short summary. Various criteria are suggested for determining whether to accept or reject the tested equipment. These include the older and simpler ones like CSTF (continuous successes total failures) according to which acceptance is achieved if a certain length of run of successes comes before a specified total number of failures, and vice versa for rejection. A more advanced test criterion is for instance TSCSTFCF (total successes continuous successes total failures continuous failures) where the equipment is accepted if either there appears a certain length of run of successes or a specified total number of successes is encountered before a pre-specified length of a run of failures and a certain total number of failures. It is rejected if the opposite case is observed. Using a combinatorial approach, features like the expected number of tests and the probability of accepting the tested unit are evaluated. Further on, an optimization procedure for determining the various parameters that are involved in the process will be presented. The reasonable objective of minimizing the number of required tests is considered. This is carried out subject to confidence level constraints. The theory has been expanded to include multi-valued tests and to possibly assuming some dependence between the tests. A recent generalization to the two-dimensional case will also be included.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"70 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129013832","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This paper proposes an improvement over Lempel-Ziv-Welch (LZW) compression algorithm by employing a new method that uses exponential decay (ED) as a tool to manage and remove infrequently used entries in the LZW dictionary. The presented results demonstrate that ED may be an efficient tool to manage and refresh the LZW dictionary. The achieved compression ratio is higher than in the traditional methods like Dictionary Reset DR and Least Recently used LRU. The experimental results demonstrate that the dictionary refresh by the ED may provide higher compression ratio, compared with the original LZW algorithm. In order to investigate the benefits of ED method, it is compared with some other way of LRU-based enhancements. In particular, we consider a LRU-like LZW scheme with Huffman coding of difference from last used word.
{"title":"Lempel-Ziv-Welch Compression Algorithm with Exponential Decay","authors":"S. Frenkel, M. Kopeetsky, Roman Molotkovski","doi":"10.1109/SMRLO.2016.108","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.108","url":null,"abstract":"This paper proposes an improvement over Lempel-Ziv-Welch (LZW) compression algorithm by employing a new method that uses exponential decay (ED) as a tool to manage and remove infrequently used entries in the LZW dictionary. The presented results demonstrate that ED may be an efficient tool to manage and refresh the LZW dictionary. The achieved compression ratio is higher than in the traditional methods like Dictionary Reset DR and Least Recently used LRU. The experimental results demonstrate that the dictionary refresh by the ED may provide higher compression ratio, compared with the original LZW algorithm. In order to investigate the benefits of ED method, it is compared with some other way of LRU-based enhancements. In particular, we consider a LRU-like LZW scheme with Huffman coding of difference from last used word.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"16 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125600177","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This is a short introduction into the Theory of Mean Derivatives and a survey of results of the Voronezh team on the equations and inclusions with mean derivatives and their applications. In particular we explain some methods for calculation of mean derivatives, introduce the equations and inclusions with forward mean derivatives and with symmetric mean derivatives (current velocities), find optimal solutions for general inclusions and for the so called inclusions of geometric Brownian motion type, investigate the Leontieff type equations with noise and some second order equations with mean derivatives arising in mathematical physics.
{"title":"Stochastic Equations and Inclusions with Mean Derivatives and Their Applications to Mathematical Physics","authors":"Y. Gliklikh","doi":"10.1109/SMRLO.2016.74","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.74","url":null,"abstract":"This is a short introduction into the Theory of Mean Derivatives and a survey of results of the Voronezh team on the equations and inclusions with mean derivatives and their applications. In particular we explain some methods for calculation of mean derivatives, introduce the equations and inclusions with forward mean derivatives and with symmetric mean derivatives (current velocities), find optimal solutions for general inclusions and for the so called inclusions of geometric Brownian motion type, investigate the Leontieff type equations with noise and some second order equations with mean derivatives arising in mathematical physics.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"157 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127446075","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The penalized Gamma frailty model methodology of Fan and Li was extended in our previous papers to other frailty distributions. The penalty term was imposed on a generalized form of the likelihood function designed for clusters, which allows the direct use of many different distributions for the frailty parameter. In this paper, we discuss the asymptotic properties of the penalized likelihood estimators in shared frailty models. It is known that the rates of convergence depend on the tuning parameter which is involved in the penalty function. It is shown that with a proper choice of the tuning parameter and the penalty function, the penalized likelihood estimators possess an oracle property, namely, that they work as well as if the correct submodel was known in advance.
{"title":"Frailty Modeling and Penalized Likelihood Methodology","authors":"Filia Vonta, C. Koukouvinos, E. Androulakis","doi":"10.1109/SMRLO.2016.79","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.79","url":null,"abstract":"The penalized Gamma frailty model methodology of Fan and Li was extended in our previous papers to other frailty distributions. The penalty term was imposed on a generalized form of the likelihood function designed for clusters, which allows the direct use of many different distributions for the frailty parameter. In this paper, we discuss the asymptotic properties of the penalized likelihood estimators in shared frailty models. It is known that the rates of convergence depend on the tuning parameter which is involved in the penalty function. It is shown that with a proper choice of the tuning parameter and the penalty function, the penalized likelihood estimators possess an oracle property, namely, that they work as well as if the correct submodel was known in advance.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"27 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114456037","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Christoforos-Panagiotis S. Salagaras, V. Koutras, A. Platis, Ioannis Tsokos
In this paper, a Telecommunication Provider serving clients with different priorities is studied. Some of the services are telephony, internet service, pay TV, etc. The provider uses a network topology where each node is connected to exactly two other nodes. The interconnection of the nodes is made by optical fiber with specific bandwidth interfaces for point to point connection. When the connection between two nodes is lost or there is an increased demand in a network segment, bandwidth and availability issues occur for the point to point connections of the network as data rerouting takes place. Initially all classes have access to all system resources but an increased demand can lead to resource decrementation or even to resource exhaustion. A Markov model-based resource availability optimization problem is formulated in order to increase availability of high priority classes by reserving system's resources and simultaneously serving as many lower priority class requests as possible. There is a trade-off between guaranteeing availability for high priority classes and the cost of denying requests of lower priority. Empirical data are used and through a numerical example, the solution of the optimization problem reflects the best resource reservation policy.
{"title":"Resource Availability Optimization for a Point-to-Point Connection on a Telecommunication Network","authors":"Christoforos-Panagiotis S. Salagaras, V. Koutras, A. Platis, Ioannis Tsokos","doi":"10.1109/SMRLO.2016.39","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.39","url":null,"abstract":"In this paper, a Telecommunication Provider serving clients with different priorities is studied. Some of the services are telephony, internet service, pay TV, etc. The provider uses a network topology where each node is connected to exactly two other nodes. The interconnection of the nodes is made by optical fiber with specific bandwidth interfaces for point to point connection. When the connection between two nodes is lost or there is an increased demand in a network segment, bandwidth and availability issues occur for the point to point connections of the network as data rerouting takes place. Initially all classes have access to all system resources but an increased demand can lead to resource decrementation or even to resource exhaustion. A Markov model-based resource availability optimization problem is formulated in order to increase availability of high priority classes by reserving system's resources and simultaneously serving as many lower priority class requests as possible. There is a trade-off between guaranteeing availability for high priority classes and the cost of denying requests of lower priority. Empirical data are used and through a numerical example, the solution of the optimization problem reflects the best resource reservation policy.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124583860","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In a wide class of real systems an element resuming the mission execution after a failure must redo some portion of work already performed before the failure. The considered systems are used in computing, continuous production and communication. To reduce the amount of work that should be redone, data backup procedures are introduced. On one hand these procedures reduce the amount of work lost after the failures, on other hand they increase the total amount of work in the mission by adding the backup actions. This paper presents a state-space event transition based numerical algorithm for simultaneous evaluation of mission success probability, expected mission completion time, and cost for standby systems with reworking. Due to the non-monotonic effect of the backup distribution on the mission performance indices, we formulate and solve the optimal backup distribution problem considering different combinations of optimization objectives and constraints. In the case of standby systems with non-identical elements, the elements activation sequence can influence the mission performance significantly. Therefore, we also consider an optimal element sequencing problem in reworking systems.
{"title":"Stochastic Systems with Reworking","authors":"G. Levitin, L. Xing","doi":"10.1109/SMRLO.2016.16","DOIUrl":"https://doi.org/10.1109/SMRLO.2016.16","url":null,"abstract":"In a wide class of real systems an element resuming the mission execution after a failure must redo some portion of work already performed before the failure. The considered systems are used in computing, continuous production and communication. To reduce the amount of work that should be redone, data backup procedures are introduced. On one hand these procedures reduce the amount of work lost after the failures, on other hand they increase the total amount of work in the mission by adding the backup actions. This paper presents a state-space event transition based numerical algorithm for simultaneous evaluation of mission success probability, expected mission completion time, and cost for standby systems with reworking. Due to the non-monotonic effect of the backup distribution on the mission performance indices, we formulate and solve the optimal backup distribution problem considering different combinations of optimization objectives and constraints. In the case of standby systems with non-identical elements, the elements activation sequence can influence the mission performance significantly. Therefore, we also consider an optimal element sequencing problem in reworking systems.","PeriodicalId":254910,"journal":{"name":"2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127992082","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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