92 IEEE TRANSACTIONS ON RELIABILITY, VOL. 37. NO.

1,1988 APRIL

Optimal Preventive Maintenance with Repair

S. H. Sim of the general model. An algorithm for solving the model

Ontario Hydro Research Division, Toronto in [3] has also been developed in this paper. This will ex-
J. Endrenyi, Fellow IEEE pedite the use of the simplified model [3].
Ontario Hydro Research Division, Toronto The models in this paper reasonably represent the
deterioration-PM-repair processes in devices such as coal
pulverizers, circuit breakers and transformers.
Key Words - Preventive maintenance, Minimal
maintenance, Deterioration failure
2. NOMENCLATURE
~ -
R d t Ai& Deterioration - A process where the condition of a device
Purpose: Present a model gradually (and measurably) worsens. If left unat-
Special math required for explanations: Probability theory tended, the process will lead to deterioration
Special math needed to use results: None
Results useful to: System and reliability analysts
failure.
Poisson Failure - A failure which can occur any time and
Abstract - A minimal preventive-maintenance model is which occurs at a constant rate.
developed for repairable, continuously-operating devices whose Repair - An activity where a device is restored to work-
conditions deteriorate with the time in service. The times to ing condition after a failure has rendered it in-
preventive maintenance have an Erlang distribution and may be, operative. If not indicated otherwise, then after
in a limiting case, deterministic. The optimal value of the mean repair the device is as good as new.
time to preventive maintenance is determined by minimizing the Preventive Maintenance - An activity' undertaken
unavailabillty of the device due to preventive maintenance, to regularly at preselected (but not necessarily iden-
Poissondistributed failures, and to deterioration failures. The tical) intervals while the device is satisfactorily
model is useful for many devices, including electric poweraystem operating, to reduce or eliminate the accumulated
components such as coal pulverizers, circuit breakers, and
deterioration.
transformers.
Minimal Preventive-Maintenance - A preventive
maintenance activity of limited effort and effect.
1. INTRODUCTION If deterioration is modeled as occurring in a
limited number of discrete steps, then minimal
Optimal preventive maintenance policies are deter- preventive-maintenance sets back the process by
mined for repairable devices by minimizing total cost, one step.
maximizing availability, or optimizing some other objec-
tives. Good discussions of preventive-maintenancemodels
3. CHARACTERISTICS OF THE DEVICE
are available in research publications [l, 2, 41. Most of
these models incorporate preventive-maintenance policies 1. The device is susceptible to two types of failure,
such as age replacement, block replacement, and minimal namely, deterioration and Poisson.
repair. 2. The device has a deterioration failure immediately
In a previous report [3], a Markov process was for- following the completion of k stages of deterioration.
mulated and solved for a continuously operating 3. Poisson failure occurs at the same constant rate in
repairable device. In addition to periodic maintenance, it any of the deterioration stages.
incorporates deterioration failures and Poissondistributed 4. The device is repairable. The type of failure
failures. The optimal mean time to preventive maintenance (deterioration or Poisson) is self-announcing. The time-to-
is determined by minimizing the unavailability of the repair depends on the type of failure.
device due to preventive maintenance and to both types of 5 . Periodically, the device is removed from operation
failure. The model assumes that the times to preventive for minimal preventive-maintenance. This improves the
maintenance are exponentially distributed - an assump- device from stage i to stage i - 1 of deterioration. If the
tion which is seldom realistic. device is in stage one of deterioration, it remains in that
In this paper, this constraint is relaxed; the transition stage on completion of minimal preventive-maintenance.
to preventive maintenance in the Markov model is broken
into stages (with exponentially distributed transition times 4. NOTATION
from one stage to the next), resulting in times to preventive
maintenance which have an Erlang distribution. k number of stages of deterioration before
The model in [3] for the 1-stage representation of deterioration-failure occurs.
times to preventive maintenance (PM) is now a special case i stage of deterioration of the device, i = 1,2, ...,k

0018-9529/88/0400-0092$01.0001988 IEEE
SIMnNDRENYI: OPTIMAL PREVENTIVE MAINTENANCE WITH REPAIR 93

f0 state of device following a Poisson failure. (A0 + kX1 + &,,)P(l,j) = r X z ( l , j - l ) , 1 <j<r (4)
f l state of device following a deterioration failure.
r number of stages in the minimal preventive-main- (x, + kX1 + rX,)P(i, j ) = kXIP(i - 1 , j )
tenance process before preventive maintenance is
started. +rX,,,P(i,j- l ) , 1 < i < k , l < j < r (5)
j a stage in the minimal preventive-maintenance
process, j = 1,2, ...,r + 1. Completion of stage r Psi, 1 ) = rX,,,P(j,r),
+ < k
signifies the commencement of minimal
preventive-maintenance. Stagej = r + 1 indicates k r
that the device is in minimal preventive- llopro = & P(i,j) (7)
maintenance. i=l 1'1

P(i, j ) steady-state probability that the device is in state

( i , j ) ; i = 1 , 2,..., k , a n d j = 1 , 2,..., r + 1.
steady-state unavailability of the device.
mean time to Poisson failure.
mean time to deterioration failure.
mean time to minimal preventive-maintenance.
mean time of repairing a Poisson failure.
mean time of repairing a deterioration failure.
mean duration of minimal preventive-
maintenance.
U * minimum unavailability.
1 /A$ optimal value of mean time to minimal preventive-
maintenance.
k r+l
(9)
There are (r + 1)k + 3 equations but only (r + 1)k + 2 of
them are independent of each other. The solution of this
set for the (r + l ) k + 2 unknowns can be obtained by an
algorithmic approach such as the Gauss-Seidel iteration.
The optimal value of X, is then determined as shown in
section 7.

5 . THE GENERAL MODEL

6. A SPECIAL CASE: r = 1
5.1 Assumptions The times to minimal preventive-maintenance follow
1. The duration of each stage of deterioration is an exponential distribution. The model was discussed in
distributed according to a common exponential distribu- some detail in [3]; here a new algorithm is proposed for
tion. quick solution.
2. The times to Poisson failure are exponentially
distributed. The Poisson intensity is independent of the Additional Notation
stage of deterioration.
3. The times for repairing a failed device are exponen- Qi steady-state probability that the device is in
tially distributed. The rate parameter depends on the type deterioration state i, and undergoing minimal
of failure. The type of failure (deterioration or Poisson) is preventive-maintenance, i = 1 , 2, ..., k . Note that
obvious at the beginning of repair. with r = 1 , Qi = P(i, 2).
4. The times to minimal preventive-maintenance are Pi steady-state probability that the device is in state i,
distributed according to an Erlang-r distribution. Thus as r and not undergoing minimal preventive-main-
- 03, the times to minimal preventive-maintenance ap-
tenance, i = 1,2, ...,k , f O , f l . For r = 1 , then Pi
= P(i, 1).
proach a constant (deterministic) value.
Ai Pi/Pk, i = 1 , 2, ..., k.
5.2 Steady State Equations Afi Pfi/Pk, i = 0, 1.
PM preventive maintenance
The balance equations are:
Set r = 1 in (1)-(9);the following equations are obtained:
From (3):

+ pm[P(l,r + 1 ) + P(2, r + l ) ] (1)

(x, + kX1 + rX,)P(i, 1 ) = k W ( i - 1 , 1 )

From (2) & (6):
+p,,P(i+1 , r + 1),1 < i < k (2)
+ kxl + Ai+l- Ai+2,1 < i d k - 2 (11)
Ai = kX1 kXi
94 IEEE TRANSACTIONS ON RELIABILITY, VOL.37,NO. 1,1988 APRIL

From (8) & (7):

Xo
Afl= - CAi
i=l

From (9): c(j) = (1 - m/(1 - P )

7. OPTIMAL PREVENTIVE-MAINTENANCE
INTERVAL
The following recursive scheme evaluates Pi and Qi: Return to the general case; the unavailability of the
device is:
Steps
1: Observe that, by definition, A k = 1; then compute
Ak-l using (10).
2: For i = k - 2, k - 3, ..., 1, compute Ai using
By minimizing Uwith respect to A,,, the optimal value of the
(1 1). mean time to minimal preventive-maintenance (PM) is
3: Compute A f t using (12).
determined. Figure 1 shows the effect of the mean time to
4: Compute A , using (13).
minimal PM on the unavailability of the device. For a
5 : Compute Pk using (14).
specified value of mean time to random failure, the mean
6: Compute Pi and Qi using:
time to minimal PM corresponding to minimum
unavailability can be determined. For the example in figure
1, the optimal value of the mean time to minimal PM is 190
If the Poisson failure rate is zero, the model further days, for a mean time to Poisson failure of 500 days. The
simplifies since r = 1, XO = 0, and 80 = 0. Then (1)-(9) unavailability increases only slowly as the mean time to
become: minimal PM exceeds its optimal value; the increase is much
faster if the mean time to PM is less than the optimal value.
P1 Pm
P1 = Po + + Q2) (15)
kX1 + X, kX1 + X, (Q1

0.05 k = 3
Pi = kX1 Pi-1 + Pm
Qi+l, 1 c i < k (16) r = 10
kX1 A,+ kX1 + X, a = 1000 dayr

.P 0.OP
8
s*
% 0.03

-2
+

-
C
3
2 0.02-

' Ai' = 500 days

Q i = A-
m
Pi, l < i & k
0.01-
Pm
k k
(No Random Failure)
I
0.00
100 200 300 100 500 600
Mean Time to Minimal Maintenance. 1'; (days1

The solution to (15)-(20), by mathematical induction, Fig. 1. The effect of mean time to minimal maintenance on
is: unavailability

(21) 8. DISCUSSION
Consider a device with the deterioration-PM-repairpro-
Pi=C(k-i+l)Pk, ldi&k (22) cesses as described. It is interesting to see how the optimal

SIM/ENDRENYI: OPTIMAL PREVENTIVE MAINTENANCE WITH REPAIR
time to minimal PM depends on such parameters as the
mean time to deterioration failure, the mean time to
Poisson failure, or the mean repair time for deterioration
failure.
We have shown [3] that the optimal time to minimal
maintenance decreases as the mean repair time for
deterioration failure increases, indicating a higher need for
PM if deterioration-originated repairs last longer. This ef-
fect is most pronounced if there are no Poisson failures (xo
= 0). As the proportion of Poisson failures in the total
number of failures increases, the need for minimal PM
reduces. If only Poisson failures exist, minimal PM has no
effect at all, and therefore, there is no need for it.
As the Erlang parameter, r, increases, the coefficient
of variation of the times to minimal PM decreases (a pro-
perty of the Erlang distribution), and these times become
deterministic as r -
00. Therefore, r is a measure of PM
regularity. Figure 2 shows that the minimum unavailability
decreases with increasing r; it approaches a constant value
as r -00. Figure 3 shows that the same is true for the cor-
responding mean time to minimal PM. For r as low as 3
there is a good representation of uniform (deterministic)
PM intervals in this particular example. In fact, the op-
timal PM interval is influenced only marginally by the
value of r if deterioration failures dominate, and in such
cases, the use of the simplified model (r = 1) may be ap-
propriate. If Poisson failures occur more frequently than
deterioration failures, the value of r will have an important
influence, necessitating the use of the general model.
3.b
a - 300 days
2.1 Ai’ = 1000 days
’0’ = 7 days
7- I Pi’ = 14 days
-
0
Pk’ = 0.5 days
Erlang Parameter r
Fig. 2. The effect of maintenance regularity on minimum
unavailability
It could be inferred from figure 3 that the influence of
Poisson failures lessens with increasing r. However, this is
~
95
only true for the range shown. If Poisson failures
dominate (very large Xo/X1 values), the optimal value of the
mean time to minimal PM is still very large, indicating the
diminishing benefits of minimal PM in that case.
A;’ = 1000 days
PO’ = 7 days
P;’ = 1I) days
.
.E
P;’ = 0.5 d a v i
p 210
\Ai1 = 1000 days
(No Random Failure)
I
Fig. 3. The effect of maintenance regularity on optimal value of
the mean time to minimal maintenance
9. CONCLUSIONS
We conclude that -
1. The inclusion of both Poisson and deterioration
failures, and of a multi-stage process to PM, adds to the
realism of the model. The solution of the model for deter-
mining the optimal mean time to minimal PM is fairly
straightforward, and in special cases can be done through a
simple algorithm.
2. For minimal PM to be effective, the deterioration
failure must dominate the failure mix (because Poisson
failures cannot be prevented through PM).
3. The minimum unavailability of the device ap-
proaches a constant value as r increases. This means that if
the intention is to consider deterministic times to minimal
PM, it may not be necessary to choose a very high value
for r. In fact, r can be as low as 3 in most cases. If
deterioration failures dominate, the simplified model (r =
1) is usually appropriate.
REFERENCES
[l] H. Archer, H. Feingold, Repairable Systems Reliability, Marcel
Dekker, 1984.
[2] R. E. Barlow, F. Proschan, Mathematical Theory of Reliability,
John Wiley & Sons, 1965.
[3] S. H. Sim, J. Endrenyi, “Optimal preventive maintenance for con-
tinuously operating repairable equipment”, Ontario Hydro
Research Division Report 86-321-K, 1986 December.
% IEEE TRANSACTIONS ON RELIABILITY, VOL. 37, NO. 1,1988 APRIL
[4] Y. Sherif, M. L. Smith, “Optimal maintenance models for systems
subject to failure - A review”, Naval Research Logistics Quarter-
b, VOI 28, NO 1, 1981, pp 47-74.
AUTHORS
J&.. s. H. sim; ontario Hydro Research ~ i ~ i800 ~ ~ i i~ ~~A ;l i ~ ~ tions,
Toronto, Ontario M8Z 5S4 CANADA.
S. H.Sim: For biography see IEEE Trans. Reliability, vol R-34, 1985 and CIGRE committees.
Apr, p 91.
Dr. J. Endrenyi; Ontario Hydro Research Division; 800 Kipling Avenue;
Toronto, Ontario M8Z 5S4 CANADA.
LIST OF REFEREES (continuedfrom page 125)
Ole Platz 0 Riso National Laboratory; Roskilde
Themis Politof 0 Concordia University; Montreal
Jesse Poore 0 The University of Tennessee, Knoxville
Gary J . Powers 0 Carnegie Mellon University; Pittsburgh
John L. Prince 0 University of Arizona; Tucson
Charles L. Proctor King Saud University; Riyadh
R. A. Pullen 0 Isograph Ltd.; Manchester
Ki Punches 0 Hewlett Packard; Everett
L. M. Rabon Jr. 0 US Army Belvoir RDE Center; Ft. Belvoir
Alfred W. Rademaker 0 University of Calgary; Calgary
Pyare Mohan Rai 0 Ministry of Defense; New Delhi
Suresh Rai 0 North Carolina State University; Raleigh
K. Ramchand 0 Defence Research & Development; Bangalore
Dale M . Rasmuson 0 US Nuclear Regulatory Comm.; Washington DC
N. Ravichandran 0 Indian Institute of Management; Ahmedabad
Andrew Rawicz 0 Simon Fraser University; Burnaby
Bernard Reich 0 SEMCOR; Farmingdale
Benjamin Reiser 0 Israel Ministry of Defense; Haifa
Robert J . Ringlee 0 Power Technologies Inc.; Schenectady
Jeffrey A. Robinson 0 General Motors; Warren
Ing. B, Rohal-Ilkiv 0 Slovak Technical University; Bratislava
Sheldon M. Ross 0 University of California; Berkeley
Ali M. Rushdi 0 King Abdul Aziz University; Jeddah
Anthony A. Salvia 0 The Behrend College; Erie
Sergiu Samuel 0 Israel Ministry of Defence; Ramat Gan
Hiroaki Sandoh 0 Kobe University; Nada
Ryoichi Sasaki 0 Hitachi Ltd.; Kawasaki
Richard L. Scheaffer 0 University of Florida; Gainesville
Kurt F. Schenk 0 International Atomic Energy Agency; Vienna
Bruce Schmeiser 0 Purdue University; West Lafayette
Winfrid G. Schneeweiss 0 Fernuniversitaet; Hagen
Norman F. Schneidewind 0 Naval Postgraduate School; Monterey
Ram Shanmugham 0 University of Colorado; Denver
J. George Shanthikumar 0 University of California; Berkeley
David J. Sherwin 0 The University of Birmingham; Birmingham
Itzhak Shperling 0 Stanford University, Stanford
S. H. Sim 0 Ontario Hydro Research Division; Toronto
David J . Simkins 0 IBM Corp.; Owego
Anita Singh 0 New Mexico Tech.; Socorro
Ashok K. Singh 0 New Mexico Tech.; Socorro
Chanan Singh 0 Texas A&M University; College Station
N . Singh 0 Monash University; Clayton
Nozer D. Singpurwalla 0 The George Washington University;
Washington DC
S. K. Sinha 0 University of Manitoba; Winnipeg
Thomas H. Smith 0 EG&G Idaho, Inc.; Idaho Falls
Richard M. Soland 0 The George Washington University; Washington
Dc
Roberto Somma 0 Selenia Spazio; Roma
Peter Spreij 0 Centre f. Mathematics & Computer Science; Amsterdam
John D. Spurrier 0 University of South Carolina; Columbia
K. E. Sreedharan 0 CWRDM; Calicut
J. Endrenyi ”59, SM’78, F’87) is Head of the Reliability and
Statistics Section in Ontario Hydro’s Research Division, and Adjunct
Professor at the University of Toronto. He received his diploma of Elec-
trical Engineering from the Technical University of Budapest, the MASf
degree from the University of Waterloo (Canada), and the PhD from the
University of Toronto. He is author or co-author of numerous publica-
~ book; Reliubility Modeling in Electric P O W W
~~ and~ author~ of the
Systems published by John Wiley & Sons in 1978. He is active in IEEE
Manuscript TR86-151 received 1986 November 12; revised 1987 June 16.
IEEE Log Number 17333 4 TR
William E. Stein 0 Texas A&M University; College Station
Lawrence H. Stember 0 Battelle Columbus Division; Columbus
Janice L. Stolzy 0 University of California; Irvine
Gregory C. Stone 0 Ontario Hydro; Toronto
R. Subramanian 0 Indian Institute of Technology; Madras
Ronald C. Suich 0 California State University; Fullerton
Chang Sup Sung 0 KAIST; Seoul
Alan D. Swain 0 Sandia National Laboratories; Albuquerque
G. Boyd Swartz 0 Monmouth College; W. Long Branch
John W. Talcott Jr. 0 COMSAT Laboratories; Clarksburg
Hideo Tanaka 0 University of Osaka Perfecture; Sakai
Donald S. Taylor 0 Computer Sciences Corp.; Moorestown
Ervin F. Taylor 0 American Cystoscope Makers Inc.; Stamford
J. K. Telford 0Johns Hopkins University; Laurel
Richard C. Terzian 0 TRW Defense & Space-Systems Group; Redondo
Beach
K. Thearling 0 University of Illinois, Urbana
L. C. Thomas 0 University of Edinburg; Edinburg
Marlin U. Thomas 0 Cleveland State University; Cleveland
M. G. Thomason 0 The University of Tennessee; Knoxville
William E. Thompson 0 Naval Research Laboratory; Washington DC
K. Toguchi Mitsubishi Kakoki Kaisha, Ltd., Kawasaki
John C. Torrey 0 IBM Information Network; Tampa
Martin Trachtenberg 0 RCA; Moorestown
Ashok K. Trivedi 0 Bell-Northern Research; Richardson
Chris P. Tsokos 0 University of South Florida; Tampa
Steven S. Tung 0 Hughes Aircraft Company; Culver City
Lonnie C. Vance 0 General Motors Research Laboratories; Warren
Julio Vilar 0 Inst. de Investigaciones Electricas; Cuernavaca
Jim Von Bank 0 Control Data Corporation; Minneapolis
Mirko Vujosevic 0 Mihailo Pupin Institute; Belgrade
Gunter G. Weber 0 Kernforschungszentrum; Karlsruhe
Roger Weiss 0 Johns Hopkins University; Laurel
Charles E. Wells 0 University of Dayton, Dayton
David J. Wells 0 Clarkston University, Potsdam
Edna M . White 0 Texas A&M University, College Station
N. Keith Womer 0 The University of Mississippi; University
Kam Wong 0 Kambea Industries; Manhattan Beach
Thomas G. Woo 0 Consultant; Medfield
Alan P. Wood 0 ESL Inc.; Sunnyvale
Wenxin Xu 0 Fujian Provincial Computlng Centre; Fuzhow City
Shigeru Yamada 0 Okayama University of Science; Okayama
Kazumi Yasui 0 Chubu Electric Power Inc.; Nagoya
Soung R . Yee 0 Samsung Semiconductor & Telecom. Co. Ltd; Buchun
Xiang-kang Yin 0 East of China Chemica Engineering Institute,
Shanghai
Peter J . Young 0 Consultant; Melbourne
John Yuan 0 National Tsing Hua University; Hsinchu
Antonio Zanini 0 University of Firenze; Firenze
Peter P. Zemanick 0 Westinghouse Electric Corp.; Pittsburgh