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Multi-state System ), Pr( } ,..., { 0 ij i ij i ik i i g G p g g G Element Pr{G x} Element with total failure Element with five different performance levels g* g j4 g j3 g j2 g j1 g j0 =0 x 1 g i , p i
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Multi-state System Element Pr{G x} Element with total failure Element with five different performance levels g*gj4gj4 g j3 gj2gj2 gj1gj1 g j0 =0 x 1.

Dec 13, 2015

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Scot Gordon
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Page 1: Multi-state System Element Pr{G  x} Element with total failure Element with five different performance levels g*gj4gj4 g j3 gj2gj2 gj1gj1 g j0 =0 x 1.

Multi-state System

),Pr(

},...,{ 0

ijiij

iikii

gGp

ggG

Element

Pr{Gx}

Element with total failure

Element with five different performance levels

g* gj4 gj3gj2gj1gj0=0x

1

gi , pi

Page 2: Multi-state System Element Pr{G  x} Element with total failure Element with five different performance levels g*gj4gj4 g j3 gj2gj2 gj1gj1 g j0 =0 x 1.

Multi-state System

Combination of Elements

G

Page 3: Multi-state System Element Pr{G  x} Element with total failure Element with five different performance levels g*gj4gj4 g j3 gj2gj2 gj1gj1 g j0 =0 x 1.

Multi-state System

Structure function

Gn

G2

G1

G G=(G1,G2,…,Gn

1 2

3

1

23

1

2 3

1 2

3 2

1

G=(G1, G2, G3min{G1+G2, G3}

Page 4: Multi-state System Element Pr{G  x} Element with total failure Element with five different performance levels g*gj4gj4 g j3 gj2gj2 gj1gj1 g j0 =0 x 1.

Multi-state SystemGeneric Model

i=1,2,…,ngi , pi

G=(G1,G2,…,Gn

GnG2

G1

g, p

Acceptability Function

F(G,W (0,1

WG

WGWGWGF

,0

,1)(1),(

System reliability: R(W)=E(F(G,W

Pr{G>x}

W x

R(W)

Page 5: Multi-state System Element Pr{G  x} Element with total failure Element with five different performance levels g*gj4gj4 g j3 gj2gj2 gj1gj1 g j0 =0 x 1.

SYSTEM PERFORMANCE MEASURESSYSTEM PERFORMANCE MEASURES

Average (expected) performance

Reliability

G

x

Pr{G>x}

Dem

and

Expected unsupplied

demand

Page 6: Multi-state System Element Pr{G  x} Element with total failure Element with five different performance levels g*gj4gj4 g j3 gj2gj2 gj1gj1 g j0 =0 x 1.

SYSTEM PERFORMANCE MEASURESSYSTEM PERFORMANCE MEASURES

Average (expected) performance

Reliability

Expected unsupplied demand

GnG2

G1

g, p),Pr(

},...,{ 1

jj

k

gGp

ggG

Wjg

j

k

jjj pWgFpR

0),(

k

jjj gpE

0

)(

),0max(0

jWjg

j

k

jjj

gWp

gWp

Page 7: Multi-state System Element Pr{G  x} Element with total failure Element with five different performance levels g*gj4gj4 g j3 gj2gj2 gj1gj1 g j0 =0 x 1.

)1('),(

)()()(),(

)),((

UWGF

zuzuzUWGF

WGFER

WF

G

uG(z)=0.6641z4+0.0657z1.5+0.2459z2.5+0.0243z0

W=2 uW(z)=1z2

F(G,W)=1(G W)

U(z)= 0.6641z1(42)+0.0657z1(1.52)+0.2459z1(2.52)+0.0243z1(02)

R = U’(1) = 0.66411(42)+0.06571(1.52)+0.24591(2.52)+0.02431(02) = 0.6641+0.2459 = 0.91

pmf of F(G,W):

Page 8: Multi-state System Element Pr{G  x} Element with total failure Element with five different performance levels g*gj4gj4 g j3 gj2gj2 gj1gj1 g j0 =0 x 1.

Types of Multi-state SystemsSeries systems

2121

121

21

)/1/1(/1

GGGG

TTTG

TTT

),min( 21 GGG

Page 9: Multi-state System Element Pr{G  x} Element with total failure Element with five different performance levels g*gj4gj4 g j3 gj2gj2 gj1gj1 g j0 =0 x 1.

Series systems

2121

121

21

)/1/1(/1

GGGG

TTTG

TTT

Functions in composition operators

1

1

11 )(

11

01

11 )1()}(),...,({)(

n

jjg

j

n

jj

n

jn zpzpzuzuzU

ngnn zpzpzU /0)1()( Identical elements:

Page 10: Multi-state System Element Pr{G  x} Element with total failure Element with five different performance levels g*gj4gj4 g j3 gj2gj2 gj1gj1 g j0 =0 x 1.

Series systems

),min( 21 GGG

Functions in composition operators

Identical elements:

},...,min{1

1

01

11

111min

)1())(),...,(()( nggj

n

jj

n

jn zpzpzuzuzU

gnn zpzp 0)1(

11

01)1()( jg

jjj zpzpzu

Page 11: Multi-state System Element Pr{G  x} Element with total failure Element with five different performance levels g*gj4gj4 g j3 gj2gj2 gj1gj1 g j0 =0 x 1.

gw ˆ

gw ˆ0

n

jjp

11

n

jjpgw

n

jjpgw

n

jjpw

11ˆ

11)ˆ()

111(

)1

11(

n

jjpw

n

jjpg

11ˆ

Series systemsPerformance measures

E(max(w-G,0))

0

},...,min{ˆ 111 nggg

n

jjgg

1

11/1ˆ

Processing speed:

Transmissioncapacity:

Page 12: Multi-state System Element Pr{G  x} Element with total failure Element with five different performance levels g*gj4gj4 g j3 gj2gj2 gj1gj1 g j0 =0 x 1.

Types of Multi-state SystemsParallel systems

21 GGG

),max( 21 GGG

Flow dispersion

No flow dispersion

21 GGG

),max( 21 GGG

Work sharing

No work sharing

Page 13: Multi-state System Element Pr{G  x} Element with total failure Element with five different performance levels g*gj4gj4 g j3 gj2gj2 gj1gj1 g j0 =0 x 1.

Parallel systems

21 GGG Flow dispersion

Functions in composition operators

n identical elements:

21112111

211121

11g2111

02111 )-(1)-(1)-)(1-(1)(

gggzppzppzppzppzU

n

k

kgknk zppknk

nzU

0)1(

)!(!

!)(

Flow dispersion 11

01)1()( jg

jjj zpzpzu

Page 14: Multi-state System Element Pr{G  x} Element with total failure Element with five different performance levels g*gj4gj4 g j3 gj2gj2 gj1gj1 g j0 =0 x 1.

Flow transmission parallel systemsPerformance measures

w>g11+g210w-p11g11-p21g21

g21<w<g11+g21p11p21g11p11(p21-1)+g21p21(p11-1)+w(1-p11p21)

g11<w< g21p21(1-p21)(w-g11p11) p11g11+p21g21

0<w<g11p11+p21-p11p21(1-p11)(1-p21)w

11

01)1()( jg

jjj zpzpzu

E(max(w-G,0))

Page 15: Multi-state System Element Pr{G  x} Element with total failure Element with five different performance levels g*gj4gj4 g j3 gj2gj2 gj1gj1 g j0 =0 x 1.

Parallel systems

),max( 21 GGG No work sharing

Functions in composition operators

gnn zpzpzU ))1(1()1()( 0 n identical elements:

.)(1))(1(1

)(1)(1))(1(1)(

21112111

2111

2121110

2111)max(

2111

112121110

2111

ggg,g

gg

zpzp-pzp-p-zpp

zp-pzp-pzp-p-zU

No work sharing 1

10

1)1()( jgjjj zpzpzu

Page 16: Multi-state System Element Pr{G  x} Element with total failure Element with five different performance levels g*gj4gj4 g j3 gj2gj2 gj1gj1 g j0 =0 x 1.

Task processing parallel systemsPerformance measures

w>g21 0w-p11g11-p21g21+p11p21g11

g11<w g21 p21 (1-p21)(w-g11p11) p11(1-p21)g11+p21g21

0<wg11 p11+p21-p11p21 (1-p11)(1-p21)w

No work sharing 11

01)1()( jg

jjj zpzpzu

E(max(w-G,0))

Page 17: Multi-state System Element Pr{G  x} Element with total failure Element with five different performance levels g*gj4gj4 g j3 gj2gj2 gj1gj1 g j0 =0 x 1.

Types of Multi-state SystemsSeries-parallel systems

Generalized RBD methodGeneralized RBD method

ser ser

serpar

ser par Usystem(z)

Page 18: Multi-state System Element Pr{G  x} Element with total failure Element with five different performance levels g*gj4gj4 g j3 gj2gj2 gj1gj1 g j0 =0 x 1.

Types of Multi-state SystemsBridge systems

...Element

Component

1

2

3

45

... ...

br(G1, G2, G3, G4, G5) = min{G1,

G3}+min{G2, G4} + min{|G1 G3|, |G2 G4|, G5}1((G1 G3)(G2 G4)<0)

Flow dispersion No flow dispersion

br(G1, G2, G3, G4, G5) =max{min{G1,G3}

min{G2,G4}, min{G1,G5,G4}, min{G2,G5,G3}}

Page 19: Multi-state System Element Pr{G  x} Element with total failure Element with five different performance levels g*gj4gj4 g j3 gj2gj2 gj1gj1 g j0 =0 x 1.

Types of Multi-state SystemsBridge systems

T = min{t1+t3, t2+t4, t1+t5+t4, t2+t5+t3}

br(G1, G2, G3, G4, G5) = 1/T

=max{ser(G1,G3),ser(G2,G4),

ser(G1,G4,G5),ser(G2,G3,G5))}

No work sharing Work sharing

br(G1, G2, G3, G4, G5) =/[(f+G5)+

(e+G5)]f = G4, e = G2 if (G2G1) (G3G4)f = G3, e = G1 if (G2G1) > (G3G4)

= G1G2+G1G5+G2G5

= G3G4+G3G5+G4G5

Page 20: Multi-state System Element Pr{G  x} Element with total failure Element with five different performance levels g*gj4gj4 g j3 gj2gj2 gj1gj1 g j0 =0 x 1.

Types of Multi-state SystemsMSS with two failure modes

... ... ...... ...

Component mComponent 1 Component M

Element

Close

Open

Flow transmission (valves)

Task processing (switches)

R=1-0.5(Q0+Qc)

Page 21: Multi-state System Element Pr{G  x} Element with total failure Element with five different performance levels g*gj4gj4 g j3 gj2gj2 gj1gj1 g j0 =0 x 1.

t1

t2

t1 t2

T=max(t1,t2)

Types of Multi-state SystemsMSS with two failure modes

Open Close

T=min(t1,t2)

T=min(t1,t2)

Open Close

T=max(t1,t2)

Page 22: Multi-state System Element Pr{G  x} Element with total failure Element with five different performance levels g*gj4gj4 g j3 gj2gj2 gj1gj1 g j0 =0 x 1.

d1(I) d2(I) d3(I) d4(I) d5(I) d6(I)

w11 w1

2 w13 w1

4 w15 w1

6

I

D(I)

w01 w0

2 w03 w0

4 w05 w0

6

unit 1 unit 2 unit 3 unit 4 unit 5 unit 6

-system output (0,1,x)

-threshold

-voting units outputs )0,1,x(

-acceptance weights

-system input (0,1)

-rejection weights

Types of Multi-state SystemsWeighted voting systems

Page 23: Multi-state System Element Pr{G  x} Element with total failure Element with five different performance levels g*gj4gj4 g j3 gj2gj2 gj1gj1 g j0 =0 x 1.

Example of Weighted Voting System

Undersea target detection system

Page 24: Multi-state System Element Pr{G  x} Element with total failure Element with five different performance levels g*gj4gj4 g j3 gj2gj2 gj1gj1 g j0 =0 x 1.

r

k-out-of-r-from-n:

11,1

rnikg

ri

imm

nr

Types of Multi-state SystemsSliding window systems

Page 25: Multi-state System Element Pr{G  x} Element with total failure Element with five different performance levels g*gj4gj4 g j3 gj2gj2 gj1gj1 g j0 =0 x 1.

r1=2, w1

r2=6, w2

r3=3, w3

g1 g2 g3 g4

Types of Multi-state SystemsMultiple sliding window systems

r1=3r2=5

G1 … …Gn

Page 26: Multi-state System Element Pr{G  x} Element with total failure Element with five different performance levels g*gj4gj4 g j3 gj2gj2 gj1gj1 g j0 =0 x 1.

Linear

Circular

Types of Multi-state SystemsConsecutively connected systems

Page 27: Multi-state System Element Pr{G  x} Element with total failure Element with five different performance levels g*gj4gj4 g j3 gj2gj2 gj1gj1 g j0 =0 x 1.

Single terminal

Types of Multi-state SystemsMulti-state networks

Multiple terminals

Tree structure

Node states

Page 28: Multi-state System Element Pr{G  x} Element with total failure Element with five different performance levels g*gj4gj4 g j3 gj2gj2 gj1gj1 g j0 =0 x 1.

HardwareHardware SoftwareSoftware

SuccessSuccess

FailureFailure

InputInput

OutputOutput

Types of Multi-state SystemsSoftware systems

Page 29: Multi-state System Element Pr{G  x} Element with total failure Element with five different performance levels g*gj4gj4 g j3 gj2gj2 gj1gj1 g j0 =0 x 1.

N-Version Programming

Fault-Tolerant Programming

Version 1

Version 2

Version N

Voter

M Identical Outputs

Correct Result

Failure

Recovery Blocks Scheme

Version 1 ATCorrect Result

+

-

Version 2 ATCorrect Result

+

-…

Version N ATCorrect Result

+

-Failure

Types of Multi-state Systems

Page 30: Multi-state System Element Pr{G  x} Element with total failure Element with five different performance levels g*gj4gj4 g j3 gj2gj2 gj1gj1 g j0 =0 x 1.

t1+t3

1 3

2 4 512

3

4

5

3

21 5

43

12

5

4

Effect of Versions Sequencing

t2+t4+t5

t3+t4 t1+t2+t5

3-out-of-5 system

Fault-Tolerant Programming

Types of Multi-state Systems

Page 31: Multi-state System Element Pr{G  x} Element with total failure Element with five different performance levels g*gj4gj4 g j3 gj2gj2 gj1gj1 g j0 =0 x 1.

Types of Multi-state SystemsMultiprocessor systems

SS

GG

Page 32: Multi-state System Element Pr{G  x} Element with total failure Element with five different performance levels g*gj4gj4 g j3 gj2gj2 gj1gj1 g j0 =0 x 1.

Types of Multi-state SystemsGrid computing services

ResourceRMSRMS

Resource

Resource

Resource

Resource

Request for service

ResourceResource

Resource