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U14 Inclass
U14 Inclass
Module PE.PAS.U14.5
Analysis of series/parallel systems comprised of
non-repairable components
U14.1 Introduction
We have looked at evaluating reliability of an individual
component
Non-repairable
Repairable
This module addresses reliability of systems comprised of multiple
components. There are 2 broad classes of approaches.
Approaches assuming all system components are non-repairable
Markov modeling for systems having repairable components
We focus on the non-repairable case in Modules U14 and U15,
reserving Markov modeling, the repairable case, for module U16.
The arrangement of material in your text is as follows:
Chapter 4: Network modeling and evaluation of simple systems
(series/parallel systems using reliability block diagrams)
Chapter 5: Network modeling and evaluation of complex systems
(methods for non-series/parallel systems including meshed
systems, partially redundant (majority vote or r out of n), standby)
Conditional probability approach
Cut set method
Tie set method
Connection matrix method
Event trees
Fault trees
Module PE.PAS.U14.5 Analysis of series/parallel systems comprised of non-repairable components 2
Fig U14.1: Physical Connection; Also Logical Connection for Total Flow of 100 MW
Module PE.PAS.U14.5 Analysis of series/parallel systems comprised of non-repairable components 3
Q 1 R
S S
In general,
QS= P(F1F2Fn)
which can be evaluated using repeated application of the 2-
component case, but it is easier to just obtain RS first.
U14.3.2 Time dependent probabilities for the series case
If we characterize the reliability of each component using the time-
dependent survivor function, R(t)=Pr(T>t), Q(t)=Pr(T<t), then all
of what we have said for series systems still applies, i.e.,
n
R (t ) R (t )
S i
i 1
Q (t ) 1 R (t )
S S
dR (t )
f (t ) S
dt
S
dt dt
S 2 1 1 2 2 1
2 3
dt dt dt
S 2 3 1 3 2
f (t ) R (t ) R (t ) f (t ) R (t ) R (t ) f (t ) R (t ) R (t )
1 2 3 2 1 3 3 2 3
n n
f (t) f (t) R (t)
S i j
i1 j1,
j i
R (t )
S
S
Then
Module PE.PAS.U14.5 Analysis of series/parallel systems comprised of non-repairable components 7
f (t ) R (t )
n n n
f (t ) R (t )
f (t )
i j i j
h (t )
i 1 j 1, n j 1 , n n
R (t ) h (t )
j i j i i
S n n i
R (t ) R (t )
j
i 1
j
i 1
i
i 1
j 1
j 1
hS ( t ) dt n
hi ( t ) dt
R (t ) e
S
0
e 0
i 1
But note that the right hand side may be re-written as:
t n t
hS ( t ) dt hi ( t ) dt
R (t ) e
S
0
e i 1 0
t n
hi ( t ) dt
e 0i 1
MTTF R ( )d f ( ) d
S S S
0 0
f ( )d i
side containing 0 , as then we could express MTTFS in
terms of the component MTTFi. It is unclear how to do this given
the presence of Rj() in the RHS of the above expression.
Lets try using the expression for MTTF in terms of RS(t):
n
MTTF R ( )d
S i
0 i 1
t
h ( t ) dt
R (t ) e
i
0
e 0
d
0
We can say no more about the above expression unless we make
assumptions about the form of the hi(t). Implication:
MTTFS are generally NOT expressible in terms of MTTFi
So assume a form for the hi(t), that they are constant (implying that
failure times are exponentially distributed), i.e., hi(t)=i. Then:
Module PE.PAS.U14.5 Analysis of series/parallel systems comprised of non-repairable components 10
t n
n
i 1
i dt it
MTTF e S
0
d e i 1
d
0 0
n
t i
e i 1
d
0
t
1
n
t i 1
n e i 1
n
i 1
i t 0
i 1
i
So what does this say? Billinton says it well at the top of pg 230:
This could be intuitively deduced since it was established in
Chapter 6 that the MTTF of an exponential distribution was the
reciprocal of the failure rate. Since a series system of components
having exponentially distributed reliabilities has an equivalent
failure rate of i and the distribution is itself exponential, it would
follow that the MTTF of such a series system would be the
reciprocal of its equivalent failure rate.
Module PE.PAS.U14.5 Analysis of series/parallel systems comprised of non-repairable components 11
Example:
A system consists of three units whose logic diagram is in series.
The failure rate for each unit is constant as follows: 1=4.010-6
/hr, 2=3.210-6 /hr, 3=9.810-6 /hr. Determine the system failure
rate, the system reliability at 1000 hours, and the mean time to
failure.
S= 1+ 2+ 3=4.010-6+3.210-6+9.810-6=1.710-5 /hr.
t t
hS ( t ) dt
s dt
R (t ) e
S
0
e 0
e s t
e ( 1.7 10 5 ) t
R (1000) e 1.710 2
0.983
MTTFS=1/(1.710-5/hr)=58,823.5 hrs.
It is interesting to compare system and component MTTF:
MTTF1=1/(4.010-6/hr)=250,000 hrs.
MTTF2=1/(3.210-6/hr)=312,500 hrs.
MTTF3=1/(9.810-6/hr)=102,041 hrs.
QP=P(F1F2F3Fn)=P(F1)P(F2)P(F3)P(Fn)
n
Q Q
P i
i 1
R (t ) 1 Q (t )
P P
dR (t )
f (t ) P
dt
P
dt
P
dt dt
P 2 1 1 2 2 1
dt
P 2 3 1 3 2
dt dt
f (t )Q (t )Q (t ) f (t )Q (t )Q (t ) f (t )Q (t )Q (t )
1 2 3 2 1 3 3 2 3
R (t ) 1 Q (t )
P
P P
Then
Module PE.PAS.U14.5 Analysis of series/parallel systems comprised of non-repairable components 15
f (t ) Q (t ) f (t ) Q (t )
n n n
i j i j
h (t ) i 1
j 1,
j i
n j 1,
j i
P n n
1 Q (t ) 1 Q (t ) j
i 1
j
j 1
j 1
R (t ) f ( )d e d e
1 1 1
1 1t
t t
R (t ) f ( )d e d e
2 2 2
2 2t
t t
Q (t ) 1 R (t ) 1 e
1 1
1t
Q (t ) 1 R (t ) 1 e
2 2
2t
Recall that:
n n
f (t ) f (t ) Q (t ) n
P
i 1
i
j 1 ,
j i
j
Q (t ) Q (t )
P i
i 1
Module PE.PAS.U14.5 Analysis of series/parallel systems comprised of non-repairable components 16
Substitution yields:
f (t ) f (t )Q (t ) f (t )Q (t ) e (1 e ) e (1 e )
P 1 2 2 1 1
1t 2t
2
2t 1t
Q (t ) Q (t )Q (t ) (1 e )(1 e ) 1 e
P 1 2
1t 2t 1t
e 2 t
e ( 1 2 )
f (t ) e (1 e ) e (1 e )
1t 2t 2t 1t
h (t ) P
1 2
1 Q (t ) e e e
P 1t 2t ( 1 2 )t
P
e e ( )e
1t 2 t ( 1 2 ) t
1 2 1 1
e e e 1t 2t ( 1 2 ) t
There is one more thing that we can do: assume the components
are identical so that =1= 2. In this case, we have:
2 e 2 e
t 2 t
h (t )
2e e
P t 2 t
MTTF R ( )d f ( )d
P P P
0 0
Lets try the expression with RP(t) for the general case, which is
n n
Q (t ) Q (t )
P i
R (t ) 1 Q (t ) 1 Q (t )
P P i
i 1 i 1
n
MTTF 1 Q (t )dt
P i
0 i 1
MTTF e P
1t
e 2t
e ( 1 2 ) t
dt
0
e 1t
e e
2t ( 1 2 )t
1
( )
2 1 2 0
1 1 1
( )
1 2 1 2
n 1 1 n 1 n 1 1 n 2 n 1 n
MTTF ... (1) n 1
P n
i 1
i
i 1 j i 1
i j
i 1 j i 1 k j 1
i j k
If all i 1
i
i 1
MTTF R ( )d 1 (1 e ) d
P P
t n
0 0
1 1 1 1 1 1
MTTF
P
1 2 3 1 2 1 3 2 3
1
435,000hours
1 2 3
Compute Q Q P
i 1
i
Compute RP=1-QP
For each series subsystem encountered:
n
Compute RS Ri
i 1
Compute QS=1-RS
See examples 4.7 and 4.8 in Billintons text.
Example: Express system reliability in terms of component R, Q:
Q34=Q3Q4R34=1- Q3Q4; Q56=Q5Q6R56=1- Q5Q6
R134=R1R34=R1(1- Q3Q4); R256=R2R56=R2(1- Q5Q6)
Q123456=Q134Q256=(1-R134)(1-R256)
=(1- R1(1- Q3Q4))(1- R2(1- Q5Q6))
R123456=1-Q123456=1-(1- R1(1- Q3Q4))(1- R2(1- Q5Q6))
Rsystem=R123456R7=
(1-(1- R1(1- Q3Q4))(1- R2(1- Q5Q6)))R7
Identical components:
If the components are identical, the probability of exactly r
successes out of n trials is:
the probability that we observe X=r successes and n-r failures,
which is RrQn-r multiplied by
the number of combinations of n distinguishable elements taken
r at a time, which is n!/(r!(n-r)!)
as indicated by the binomial theorem (see Section U10.2 in module
10). Denote X as the random variable for the number of working
components.
n!
P Pr[ X r , n, p ] RQ r ( nr )
r!( n r )!
X r
k!( n k )!
r/n Xr X r 1 X n
k r
k!( n k )!
r/n X 0 X 1 X r -1
k 0
Example:
Compute the probability of success for identical components in a
2/3 configuration if the failure probability of a component is 0.05:
3 3! 6 6
R 0.95 0.05 k ( 3 k )
0.95 0.05 0.95 0.05 0.9927
2 1 3 0
k!(3 k )! 2(1) 6
r/n
k 2
1 3! 6 6
Q 0.95 0.05 k ( 3 k )
0.95 0.05 0.95 0.05 0.0073 Note
0 3 1 2
k!(3 k )! 6 2
r/n
k 0
r 1 n!
Q P P P RQ k ( n k )
k!( n k )!
r/n X 0 X 1 X r -1
k 0
( r 1)!(n r 1)!
X r -1
The interpretation is that there are 3 possible ways that the event 1
component works can occur, with each way having probability of
RQ2.
In the case of non-identical components, there are still 3 possible
ways that the event 1 component works can occur, but each way
has a unique probability. In this case, the term PX=r-1 becomes:
PX r -1
RQ Q Q R Q QQ R
1 2 3 1 2 3 1 2 3
Three comments:
Once Rr/n and Qr/n are determined, then the r/n block may be
treated as any other block within a logic diagram.
In the case of time-dependent probabilities (chapter 7), the
component success and failure probabilities used above become
Ri(t) and Qi(t), respectively.
As we have seen, partially redundant systems have a lower
reliability than fully redundant systems. So why use it?
o In some cases, partially redundant systems are a good way
to analyze some systems that that have operating
Module PE.PAS.U14.5 Analysis of series/parallel systems comprised of non-repairable components 24
References
[1] J. Endrenyi, Reliability Modeling in Electric Power Systems, John Wiley, New York, 1978.
[2] Power System Reliability Evaluation, paper 1 by R. Allan, IEEE Tutorial Course 82 EHO 195-8-
PWR, 1982, IEEE.
[3] L. Bain and M. Engelhardt, Introduction to Probability and Mathematical Statistics, Duxbury Press,
Belmont, California, 1992.
[4] M. Modarres, M. Kaminskiy, and V. Krivsov, Reliability Engineering and Risk Analysis, A Practical
Guide, Marcel Dekker, Inc. New York, 1999.
[5] E. Elsayed, Reliability Engineering, Addison Wesley Longman, 1996.
[6] P. Anderson, Power system protection, volume III.