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PRODUCTION SYSTEMS ENGINEERING Chapter 3: Mathematical Modeling of Production Systems Instructors: J. Li, S.M. Meerkov, and L. Zhang Copyright © 2008-2012 J. Li, S.M. Meerkov, and L Zhang
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Page 1: PRODUCTION SYSTEMS ENGINEERINGwell. 3-9 . 2. Structural ... Calculation of uptime pdf’s: ... Log-normal reliability modelproductionsystemsengineering.com/pdfs/PSE_ppt03.pdf · 2012-3-15

PRODUCTION SYSTEMS ENGINEERING

Chapter 3: Mathematical Modeling of Production Systems

Instructors: J. Li, S.M. Meerkov, and L. Zhang

Copyright © 2008-2012 J. Li, S.M. Meerkov, and L Zhang

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Motivation All methods of PSE are model-based. No two production systems are identical. It is possible, however, to reduce “any” production

systems to one of the small set of standard models. These standard models and the process of reduction are

the topics of this chapter.

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OUTLINE

1. Types of Production Systems 2. Structural Modeling 3. Parametric Modeling: Mathematical Models of Machines 4. Parametric Modeling: Mathematical Models of Buffers 5. Modeling Interactions between Machines and Buffers 6. Performance Measures 7. Model Validation 8. Steps of Modeling, Analysis, Continuous Improvement, and Design 9. Simplification: Transforming Exponential Models into Bernoulli Ones 10. Case Studies 12. Summary

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1. Types of Production Systems

1.1 Serial Lines 1.1.1 Basic structure Consists of processing units and MHD arranged serially:

Processing unit: machine, manufacturing cell, shop in a plant, or a plant

Material handling device: boxes, kanban cards, conveyors, AGVs, trucks, trains… The main feature: storing capacity.

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1.1.2 Serial lines with FGB and carriers

Serial lines with FGB:

Closed serial lines:

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1.1.3 Serial lines with quality issues

Serial lines with inspection machines:

Serial lines with rework:

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1.1.4 Re-entrant lines (for semiconductor manufacturing)

Serial line is a work horse of manufacturing: every production system contains a serial line.

Large part of PSE is devoted to these systems.

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1.2 Assembly Systems

1.2.1 Basic structure Two or more serial lines (component line) and one or more

merge operations plus additional processing machines.

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1.2.2 Assembly systems with multiple component lines and merge operations

All variations in structure are possible for assembly systems as well.

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2. Structural Modeling

Structural modeling – the process of reduction of a production system to one of the standard types.

Example: Serial lines with parallel or synchronous dependent machine.

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3. Parametric Modeling: Mathematical Models of Machines

3.1 Timing Issues 3.1.1 Machine cycle time and capacity

Cycle time (τ) – time necessary to process a part by a machine. τ may be constant, variable or random. In large volume manufacturing it is mostly constant.

Machine capacity (c) – number of parts produced per unit of time.

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3.1.2 Slotted vs. unslotted time

Slotted time: time is slotted with slot duration τ; all transitions occur at the beginning or the end of a slot. Systems satisfying this property are called synchronous.

Unslotted or continuous time: the above mentioned changes may occur at any time moment. If the cycle times of all machines are identical, such a system is

still referred to as synchronous. If the cycle times are not identical, the system is called

asynchronous.

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3.1.3 Discrete event vs. flow systems

Discrete event systems: only a complete job is transferred into or taken from a buffer.

Flow systems: infinitesimal part of a job is transferred to or taken from a buffer.

In the unslotted time case, flow systems are easier for analysis.

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3.2 Machine Reliability Models

Machine reliability model – pmf or pdf of up- and downtime

3.2.1 Reliability models for slotted time case: Bernoulli (B)

(static, no state)

Applicable to operations where downtime is comparable with cycle time.

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Geometric (Geo)

Machine states: Transition probabilities:

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3.2.1 Reliability models for slotted time case (cont.)

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Resulting pmf’s of up- and downtime:

Memoryless pmf. Applicable when the downtime is much longer than the cycle time

(e.g., some machining operations) 3-20

3.2.1 Reliability models for slotted time case (cont.)

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Moments of slotted time reliability models

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3.2.1 Reliability models for slotted time case (cont.)

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3.2.2 Reliability models for continuous time case

Machines with a constant breakdown and repair rates

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Assume . Then, by the total probability formula

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3.2.2 Reliability models for continuous time case (cont.)

Calculation of uptime pdf’s:

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For δt → 0,

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3.2.2 Reliability models for continuous time case (cont)

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The probability that the transition from up to down occurs during (t, t+δt): Thus, a constant breakdown rate results in exponential pdf of the uptime: A similar pdf (defined by the repair rate µ) is obtained for the downtime.

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3.2.2 Reliability models for continuous time case (cont)

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Applicable to machining operations with a very small “most- probable” uptime and downtimes.

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3.2.2 Reliability models for continuous time case (cont)

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3.2.2 Reliability models for continuous time case (cont)

Machines with linearly increasing breakdown and repair rates.

Using the same approach, we derive

which is the Rayleigh pdf.

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Applicable to machining operations where “most-probable” up- and downtimes are away from 0.

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3.2.2 Reliability models for continuous time case (cont)

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Machines with decreasing breakdown and repair rates

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long tail

3.2.2 Reliability models for continuous time case (cont)

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Weibull reliability model

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3.2.2 Reliability models for continuous time case (cont)

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Gamma reliability model

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3.2.2 Reliability models for continuous time case (cont)

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Log-normal reliability model Consider , where X is a Gaussian random variable.

Then, tup has the log-normal pdf:

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3.2.2 Reliability models for continuous time case (cont)

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3.2.2 Reliability models for continuous time case (cont)

Mixed reliability model (M): up- and downtime are distributed differently with pdf’s from the set {exp, Ra, W, ga, LN}.

General reliability model (G): up- and downtime have arbitrary distribution.

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Moments of continuous time reliability models

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3.2.2 Reliability models for continuous time case (cont)

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For any reliability model, machine efficiency (e) is the probability to produce a part during a cycle time.

Efficiency of machines with various reliability models are

as follows:

Bernoulli: e = p

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3.2.3 Efficiency of the machines

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Geometric

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3.2.3 Efficiency of the machines (cont)

Markov balance equations:

Steady state probabilities:

Since

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Exponential

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3.2.3 Efficiency of the machines (cont)

Markov balance equations:

Steady state probabilities:

Since

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General

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3.2.3 Efficiency of the machines (cont)

Let tup and tdown be random up- and downtime distributed arbitrarily with expected values Tup and Tdown. Assume that tup and tdown are measured in units of cycle time.

Let

Then

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3.2.3 Efficiency of the machines (cont)

According to the strong law of large numbers, the following takes place with probability 1:

Thus,

. .1

.w p

up

up down

Te

T T=

+

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3.2.4 Coefficients of variations for up- and downtime of manufacturing equipment

Manufacturing equipment on the factory floor often has coefficients of variation of up- and downtime less than 1.

The explanation of this phenomenon is as follows:

Theorem: If the breakdown (respectively, repair) rate is increasing in time, the resulting uptime (respectively, downtime) distribution has the coefficient of variation less than 1. If the breakdown (respectively, repair) rate is decreasing in time, the coefficient of variation is greater than 1.

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Time-dependent failures – machine breakdown can occur even the machine is blocked or starved.

Operation-dependent failures – machine breakdown occur only when machine is not blocked or starved.

Both are practical. The difference in performance is small.

In this course, we use time-dependent failures (easier to analyze).

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3.2.5 Time dependent vs. operation-dependent failures

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3.3 Notations

Machines:

belong to {exp, Ra, W, ga, LN, G}

Synchronous serial line:

Asynchronous serial line:

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3.4 Machine Model Identification

Goal: Determine

τ: use “stop watch” (include loading/unloading time)

and are practically impossible to identify.

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3.4.1 What is possible (and necessary!) to identify

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3.4.2 Aggregating parallel machines for structural modeling

Identical machines case: mi: {τ, Tup, Tdown}, i = 1,…,S.

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3.4.2 Aggregating parallel machines for structural modeling (cont)

Non-identical machines case: mi: {τi, Tup,i, Tdown,i}, i = 1,…,S.

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Example

Original system

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3.4.2 Aggregating parallel machines for structural modeling (cont)

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Aggregated system

Accuracy

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3.4.2 Aggregating parallel machines for structural modeling (cont)

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3.4.3 Aggregating consecutive dependent machines for structural modeling

Identical machines case: mi: {τ, Tup, Tdown}, i = 1,…,S.

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3.4.3 Aggregating consecutive dependent machines for structural modeling(cont.)

Non-identical machines case: mi: {τ, Tup, Tdown}, i = 1,…,S.

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3.4.4 PSE Toolbox

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Modeling function and tools

3.4.4 PSE Toolbox (cont.)

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Aggregation of parallel machines

3.4.4 PSE Toolbox (cont.)

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Aggregation of consecutive dependent machines

3.4.4 PSE Toolbox (cont.)

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3.5 Machine Quality Models

Machine quality model – pmf or pdf of time intervals when defectives are produced. Bernoulli quality model

Exponential model

General

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g

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4. Parametric Modeling: Mathematical Models of Buffers

MHD identification: identification of {τ, Tup, Tdown} of the machines part and identification of N.

Often, mechanical part may be omitted.

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4.1 Structural Model

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Number of parts to sustain continuous operation

Buffer capacity

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4.2 Modeling Conveyors

Ki – number of parts that fit into the conveyor

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5. Modeling Interaction between Machines and Buffers

5.1 Slotted Time Case

5.1.1 State changing conventions

Machine state is determined at the beginning of each time slot.

Buffer state is determined at the end of each time slot.

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Blocked before service (BBS) – a machine cannot operate if it is up, the downstream buffer is full and the downstream machine does not take a part from this buffer → The part in the machine is viewed as if it is in the buffer.

Blocked after service (BAS) – if up and not starved, the machine operates even if the downstream buffer is full.

This implies that

Starvation – a machine is starved if it is up and the upstream buffer is empty.

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5.1.2 Blocking and starvation conventions

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6. Performance Measures

6.1 Production Rate and Throughput Production rate (PR) – average number of parts produced by the

last machine per cycle time in the steady state. Appropriate for synchronous systems.

Throughput (TP) – average number of parts produced by the last machine per unit of time in the steady state.

Appropriate for both synchronous and asynchronous systems.

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Functional dependence of PR:

For a Bernoulli line:

For a synchronous exponential line:

For an asynchronous exponential line:

For a synchronous line with Weibull machines:

For a closed Bernoulli line:

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6.1 Production Rate and Throughput (cont)

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For a Bernoulli assembly system:

For a line with Bernoulli quality and reliability model:

None of these function can be evaluated in closed form for M > 2. For Bernoulli and exponential reliability models, these function

can be evaluated analytically using recursive procedures. For other cases, empirical formulas can be derived.

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6.1 Production Rate and Throughput (cont)

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6.2 Work-in-process and Finished Goods Inventories

WIPi – average number of parts, i.e., i-th buffer, in the steady state.

Finished goods inventory (FGI) – average number of parts in FGB in steady state.

For Bernoulli lines:

For exponential lines:

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6.3 Probabilities of Blockages and Starvations

Blockage of mi (BLi) – steady state probability that mi is up, bi is full and mi+1 does not take a part from bi.

Starvation of mi (STi)– steady state probability that mi is up and bi-1 is empty.

For slotted time case:

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For continuous time case:

For exponential lines:

Closed form expressions are available only for Markovian systems with M = 2.

For M > 2, recursive procedures are derived

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6.3 Probabilities of Blockages and Starvations (cont)

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6.4 Due-time Performance

DTP – the steady state probability to ship to the customer the desired number of parts, D, during a given shipping period, T:

For exponential line

Analytical expression is available only for M = 1.

For M > 1, lower bound is available.

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6.5 Transient Characteristics

Transient characteristics – a group of performance measures that describe how PR and WIP reach their steady states: tsPR – settling time for PR tsWIP – settling time for WIP

All are characterized by the second largest eigenvalues of the transition matrix and pre-exponential coefficients.

Solution are available for Markovian cases.

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6.6 Residence Time

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6.7 Measuring Performance Characteristics of the Factory Floor

PR and TP are typically monitored.

WIPi and RT less often.

BLi and STi very seldom – although, as we will see later, they are most important for system “diagnostics” and continuous improvement.

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7. Model Validation

Model validation – the process of assessing accuracy of the mathematical model.

Measures of accuracy:

Acceptable values. Since the parameters of the machines and buffers are typically

known with low accuracy (±5%), εPR within ±5% is typically acceptable.

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8. Steps of Modeling, Analysis, Continuous Improvement, and Design

8.1 Modeling Layout investigation

Structural modeling

Parametric modeling Machine parameter identification

Buffer parameter identification

Model validation

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8.2 Analysis, Continuous Improvement, and Design

Using the mathematical model of a production system, the following problem can be solved:

Evaluation of PR, TP, WIP, BL, ST, etc.

Investigation of “what if” scenarios

Direction for improvement and design of continuous improvement projects with predictable results

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9. Simplification: Transforming Exponential Models into Bernoulli Ones

9.1 Scenario Motivation: Bernoulli models are easier to deal with. exp-B transformation

B-exp transformation

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9.2 Exp-B Transformation

Expressions

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where

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Accuracy

M = 3, λ = 0.01, μ = 0.1

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9.3 B-exp Transformation

Expressions

Accuracy – the same as exp-B. 3-76

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9.3 PSE Toolbox

Exp-B transformation

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9.3 PSE Toolbox

Exp-B-Exp transformation:

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10. Case Studies

10.1 Automotive Ignition Coil Processing System 10.1.1 System layout

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10.1.2 System performance

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10.1.3 Structural modeling

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Exponential assumption 3-82

10.1.4 Modeling and identification of the machines

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10.1.5 Modeling and identification of the buffers

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Exponential

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10.1.6 Overall system model

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Bernoulli

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10.1.6 Overall system model (cont)

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10.2 Automotive Paint Shop Production System

10.2.1 System layout

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10.2.2 System performance

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10.2.3 Structural modeling

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10.2.4 Modeling and identification of the machines

Average production losses (jobs/hour)

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Bernoulli assumption

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10.2.4 Modeling and identification of the machines (cont)

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10.2.5 Modeling and identification of the buffers

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10.2.6 Overall system model

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10.3 Automotive Ignition Module Assembly System

10.3.1 System layout

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Numerical throughput 600 part/hour. Losses ≈ 40%.

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10.3.2 System performance

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10.3.3 Structural modeling

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Exponential assumption τi ≈ 6 sec/part

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10.3.3 Structural modeling (cont.)

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10.3.4 Modeling and identification of the buffers

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10.3.5 Average frequency of starvations and blockages by carriers

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Exponential

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10.3.6 Overall system model

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Bernoulli

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10.3.6 Overall system model (cont)

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11. Summary

11.1 Steps of Mathematical Modeling Layout Structural modeling Parametric modeling

Machine identification Buffer identification

Model validation

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11.2 Machine Model

Cycle time pmf or pdf of uptime pmf or pdf of downtime pmf or pdf of parts quality

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11.3 Reliability Models

Bernoulli Geometric Exponential Rayleigh Weibull Gamma Log-normal General

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11.4 Modeling Conventions

Slotted or unslotted time Time-dependent or operation-dependent Synchronous or asynchronous Discrete event or flow model Blocked before or blocked after service

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11.5 Performance Measures

Production rate or throughput Work-in-process Finished goods inventory Probability of blockages and starvations Customer demand satisfaction Transient properties

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