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Complex System

Reliability
Pemeliharaan dan Teknik Keandalan
Jurusan Teknik Industri ITS
What is a complex system?
 Sytem is components that are structured
 A product can be seen as an entity or a structure of
multiple components
 System can be small and simple to highly complex
 The reliability of a system is determined by the reliability
of each component and the structure of the components
 To find out the reliability of a system or the effect of a
component toward the reliability of the whole system, we
can use block diagram
 Block diagram represents each component in the system
by a block and connect the blocks using directed lines
Reliability of A Complex System
 Rsys = f (R1, R2, ....., Rn)
 Where:
 Rsys = the reliability of the system
 R1, R2, ....., Rn = the reliability of each component
 f = the structure of the system
 The function is derived from the structure of the system
 There are two basic structure of a system:
 Series
 Parallel
Series System – 1
 A series system operates if and only if ALL of it’s
components work.

 Rsys = Prob (Comp.1 works ∩ Comp. 2 works


∩ … ∩ Comp. n works)
 Rsys = P (Comp.1 works) x P (Comp.2 works)
x P (Comp. n works)
Series System – 1
Rs  R1 .R2 ,......, Rn
n
Rs   Ri
n 1

 It is usually assumed that each component functions


independently of all the others
 The addition of extra components decreases the reliability
 Because Rn < 1, then Rs  min {Rn}.
Parallel System – 1
 Parallel system operates if ANY of the components work

 Rsys = Prob (Comp.1 works U Comp. 2 works


U … U Comp. n works)
 Fsys = (1- Rsys) = P (Comp.1 fails ∩ Comp. 2 fails ∩ ... ∩
Comp. n fails)
Parallel System – 2
 1 – Rsys = (1 – R1) (1 – R2) (1 – R3) . . .. . . (1 – Rn)
n
 Rsys =1– i 1
(1  Ri )

1 – Rsys =
n


i 1
(1  Ri )

 The addition of extra components increases the system


reliability
 A type of redundancy system, if a component fails, there
are fall backs in position so that the whole system doesn’t
necessarily fail
Examples
 A series system has three components with reliabilities R1
= 0.9 , R2 = 0.95 , R3 = 0.85. What is the system reliability?
[Ans: 0.72675]
 A parallel system has three components with reliabilities
R1 = 0.9 , R2 = 0.95 , and R3 = 0.85. What is the system
reliability? [Ans: 0.99925]
Exercises – 1
 A series system has six identical components with the
same reliability. If the system reliability must be at least
0.99, how reliable must each component be?
 A parallel system has six identical components with the
same reliability. If the system reliability must be at least
0.99, how reliable must each component be?
Exercises – 2
 Partial Parallel system is a special type of partially
redundant system. A partially redundant system is a
system with back-up in position so that the system will
continue to operate as long as a minimum number of
components continue to operate. In a parallel system this
number is one and we call this a 1 out of n system.
 A submarine has four pump circulating air. The
atmosphere on the submarine is bearable as long as at
least two of pumps are operating. Suppose each pump has
reliability 0.9, what is the probability that the submarine is
bearable?
Decomposition – 1
 Decomposing a system is when we break down a system
into smaller subsystems that are either series or parallel
system
 This method can be used to find the reliability of some
complicated systems

m m n
Rs  1   (1  R1 R2 .R3 .....Rn )  1   (1   R ji )
i. i i i

i 1 i 1 j 1
Decomposition – 2

n m
Rs   (1   (i  R ji )
j 1 i 1
Decomposition – 3

R A  R1 R2
RB  1  1  R3 1  R4 
RC  R5 R6

RD  R A RB
Rs  1  1  RC 1  RD 
Exercises – 3
 Consider the system given in block diagram below. If all
components have the same reliability R = 0.9, find the
system reliability!

A B

E
Cross-Links and Bridge Connections
 Apart of adding components in parallel system, there are
other methods to increase the reliability of a system with
or without adding extra components
 The methods are:
 Add a cross-link
 Add a bridge connection
 It is more difficult to calculate the reliability of a cross-
linked or bridge connected system since these cannot be
broken down into series and parallel subsystems
Cross-Link

A B

C D

 The system still functions if either A and B or C and D


function, but now the system will function if A and D
function. Thus we must have increased the system
reliability without altering the number of components. We
have simply added an extra link (a cross-link) between
components.
Bridge Connection

A B

C D

 An alternative method of increasing the system reliability is to


add a bridge connection. This system has added an extra
component which allows flow from either side of the circuit to
the other. The system therefore still works if A and B or C and
D function. However the added possibilities of A, D and E, or B,
C and E now also allow the system to function.
Several Methods to Calculate the Reliability
When the system has a cross-link or bridge connection, it
cannot be broken down into series and parallel subsystems.
Consequently, the reliability of such system can be
calculated by using:
 Conditional probability
 Cut sets
 Path sets
 Event trees
 Fault trees
Conditional Probability – 1
 To use this method, choose a component and condition
on whether or not this keystone component works.
 It is not important which component is chosen as the
keystone, since it should give same answer regardless of
choice. However if the keystone is chosen carefully, it can
be a lot simpler.
 The keystone should be an important component one
which has a lot of influence on the circuit.
 In the cross-linked system one of the components that
involved in the cross-link would be sensible choice.
 In the bridge circuit, the bridge component E is a good
keystone
Conditional Probability – 2
 From the Law of Total Probability, we have
P(system work) = P(system works/E works) x P(E works) +
P(system works/E fails) x P(E fails)

 By assuming that all components have the same reliability


R = 0.9, let’s consider the two conditional circuits
separately.....
Conditional Probability – 3
 If component E works:

A B A B

C D C D

 Thus we have a system which consists of two parallel


systems in series thus:
RA∩C = 1 – (1 – RA)(1 – RC) = 1 – (1 – 0.9)(1 – 0.9)
= 1 – 0.01 = 0.99 = RB∩D
and therefore
Rsys/E = RA∩C x RB∩D = 0.992 = 0.9801
Conditional Probability – 4
 If component E doesn’t work:
A B A B

C D C D

 Thus now we have a system which consists of two series


systems in parallel and:
RA∩B = RARB = 0.9 x 0.9 = 0.81 = RC∩D
and therefore
= 1 – 0.192 = 0.9639.
Conditional Probability – 5
 Thus if we refer back to the original circuit then:

= 0.9801 x 0.9 + 0.9639 x 0.1


= 0.97848
Cut-Sets – 1
 A cut set is set of components from a system such that if
all components in the set fail then the system fails
 Again consider the bridge system:
A B

C D

 The set {A, B, C, D} is a cut set since if all these


components fail then the system cannot function
Cut-Sets – 2
 A minimal cut-set is a cut-set so that, no subset is also a
cut-set
 For example, the set {A, B, C, D} is not a minimal cut-set
since {A, C} is subset, and is also a cut-set
 The set {A, C} however is a minimal cut-set

 A list of minimal cut-set of this system is


C1 = {A, C} ; C2 = {B, D}; C3 = {A, D, E} ; C4 = {B, C, E}

 Define C1 as “all components in C1 fail” etc., then


P(system fails) = Fsys = P (C1 U C2 U C3 U C4)
Cut-Sets – 3
 We saw earlier that when we have three sets
P(A U B U C) = P(A) + P(B) + P(C) – P(A∩B) – P(A∩C) –
P(B∩C) + P(A∩B∩C)
 Expanding this for four sets we find
P(C1 U C2 U C3 U C4) = P(C1) + P(C2) + P(C3) + P(C4) –
P(C1∩C2) – P(C1∩C3) – P(C1∩C4) –
P(C2∩C3) – P(C2∩C4) – P(C3∩C4) +
P(C1∩C2∩C3) + P(C1∩C2∩C4) +
P(C1∩C3∩C4) + P(C2∩C3∩C4) –
P(C1∩C2∩C3∩C4)
Cut-Sets – 4
 Note that this can be simplified since
C1 = {A fails ∩ C fails}
C3 = {A fails ∩ D fails ∩ E fails}
 giving
C1 ∩ C3 = {A fails ∩ C fails ∩ D fails ∩ E fails}
 Hence
P(C1 ∩ C3) = FA FC FD FE = F4=0.14 = 0.0001
 Repeating these calculation for all combination of cut sets we can
find
 Fsys = (2F2 + 2F3) – (5F4 + F5) + 4F5 – F5
= 2F2 + 2F3 – 5F4 + 2F5
= 0.02152
 And thus
Rsys = 1 – Fsys = 0.97848
Cut-Sets – 5
 The actual solution using cut-sets involves a non trivial
amount of work
 To simplify the calculation, we can calculate the lower
bound for the system reliability
 The solution of the cut-sets problem revolves around
finding the value of Fsys = P(C1 U C2 U C3 U C4) which
wasn’t easy
Cut-Sets – 6
 Consider the Venn diagram of the union of four event A,
B, C and D
 From this plot it is easy to see that
P(A U B U C U D) ≤ P(A) + P(B) + P(C) + P(D)
 Using this in our problem we can find
Fsys = P(C1 U C2 U C3 U C4)
S
≤ P(C1) + P(C2) + P(C3) + P(C4) A
B
= F2 + F2 + F3 + F3 = 0.022
 and therefore
Rsys = 1 – Fsys D C

≥ 1 – 0.022 = 0.978
Cut-Sets – 7
 We can compare this lower bound for system reliability,
0.978, with true value 0.97848.
 The lower bound for Rsys can be achieved with much less
work than the true value
 The more reliable the individual component, the closer the
approximation is to the true value
 In many cases, often the lower bound of Rsys is all that is
required, for example the methods applied by traffic
controllers are designed to keep the probability of
collision below a certain level i.e. Fsys≤ 10-9 or Rsys ≥1 – 10-9
Path-Sets – 1
 A path-set is a set of components from a system such
that if all components in the set operate then the system
operates
 Again consider the bridge system:
A B

C D

 The set {A,B,C,D} is a path set since if all these


components operate then the system functions
Path-Sets – 2
 A minimal path-set is a path set so that no subset is also a
path-set
 For example the set {A,B,C,D} is not a minimal path-set since
{A, B} is a subset, and is also a path-set.
 The set {A,B} however is a minimal path-set.

 A list of all the minimal path-sets of this system is


P1 = {A,B} , P2 = {C,D} , P3 = {A,D,E} , P4 = {B,C,E}

 Define T1 as “all components in P1 operate” etc., then


P(system operates) = Rsys = P(T1 U T2 U T3 U T4)
= P(T1) + P(T2) + P(T3) + P(T4) – P(T1∩T2) –
….
Path-Sets – 3
 Very similar to the cut-set solution method, we would
find:
Rsys = 2R2 + 2R3 – 5R4 + 2R5 = 0.97848
Event Trees – 1
 In an event tree we create a tree diagram that includes
every possible combination of component successes and
failures
 We can then note for each brand of tree, the system
outcome and the associated probability
 Event tree algorithm:
 List components in any order
 At each component fork into work/fail
 When three is complete, label each path as “success”, S, or
“failure”, X
 Determine the probability of each “success” path
 Sum these probabilities for Rsys
Event Trees – 2
Re
Re
S RaRbRcRdRe
S RaRbRcRdRe
Rd
Fe
Rd
Fe

Rc S RaRbRcRdFe Rc S RaRbRcRdFe
Re
Re
S RaRbRcFdRe
S RaRbRcFdRe
Rb
Fd

S
Fd
Rd
S
Rb S
S
Fc

S
Fd
S
Ra S
Rd
S

S
Rd

Rc S
Fc
X RaFbRcFdRe

Fd
S
Fb
X
Fd
S

Ra S
Rd

X
Fc

X
Fd

X S
S
Rd
Rd

Rc S
Rc S
S
Fd

X RaFbRcFdRe
Rb X

Rd
X Fd
X
Fc
X
Fd
X
Fb
Fa
X

S
Rd
S
Rd

Rc S

X
X
Fd

X
Fc
Fb

Rd
X
X
Fc
X Fd
X
Fd

X
X
Event Trees
 This method becomes very computationally intensive as
the number of components grows as there are 2n
branches to the event tree of a system with n
components
 Therefore we need to reduce the event trees
Reduced Event Trees – 1
 A reduced event tree is closely related to event tree. The
algorithm for finding a reduced event tree is the same as
that for an event tree except that after every fork we
check to see if failure or success is already assured.
 Using the reduced event tree has simplified the process
as in this example it has reduced the number of nodes
from 32 to 13.
Reduced Event Trees – 2
Rb
S

Ra

Rd
S
Rc

Fd
X
Fb
S
Rd
X
Fc

Fd
X

Rd
S
Rc

S
Fd
Rb X

Fc
X

Fa

Rd
S
Rc

Fd
X
Fb

Fc
X
Fault Trees – 1
 An alternative representation of the system to block
diagram that is often used by engineers is the fault tree.
 A fault tree is like an event tree, but concentrates on
component failures rather than successes, and work
backwards from system failure.
 Fault trees consist of basic events – component failures
(represented by circles), and gates.
 The gates are either AND or OR gates, represented by:

. +

AND gate OR gate


Fault Trees – 2
 The logical meaning of OR/AND gates are the same as
those of the union/intersection of events. If any one of
inputs to an OR gate occurs, the output event of the gate
follows. The output event of an AND gate occur only if all
the input events leading in to it occur.
 We now concentrating on failure rather than success, so
the input /output events are failures – not successes..
Fault Trees – 3
 Consider the series system with three components

A B C

 This system will fail if component A fails or component B


fails or component C fails. Thus the fault tree of the
system is simple OR system.
System Failure

A B C
fails fails fails
Fault Trees – 4
 Consider the parallel system with three components
A

 This system will fail only if component A fails and


component B fails and component C fails. Thus the fault
tree of the system is a simple AND system.
System Failure

A B C
fails fails fails
Fault Trees – 5
 For more complex system we need a combination of
gates which we must number.
 Consider the following block diagram:
A B C

D E

 This is a parallel system, so it will only fail if both the top


module AND the bottom module fail. Both modules are
series subsystems, so each module will fail if any one of
the components involved fails. Thus the fault tree is....
Fault Trees – 6

System Failure

G1 G2

+ +

A B C D E
Fault Trees – 7
 In order to compute the failure probability (or the
reliability) of a circuit represented by a fault tree we must
find the minimal cut-sets.
 An algorithm for generating this list is given below:
 All gates are numbered, starting at the top event, G0 (system
failure)
 All basic events are numbered B1, B2, ….
 Start a list at G0. At any stage of process if a gates is an OR
gate, replace it with a list of all gates or basic events feeding
into it on separate rows. If the gate is an AND gate insert the
list on the same row
 Continue until all gates are replaced by basic events. The sets
of basic events are the minimal cut sets
Fault Trees – 8
 Find the minimal cut-sets of the following fault tree
System Failure
G0

G1 G2 G3
+ +

B1 B2 B3 G4

B4
G5
.

G6 G7
+ +

B5 B6 B7 B8
Fault Trees – 9
 Solution – 1  Solution – 2
G0 B1B3B4
B1B3G6G7
G1G2G3 B2B3B4
B2B3G6G7
B1G2G3
B2G2G3
B1B3B4
B1B3G3 B1B3B5G7
B2B3G3 B1B3B6G7
B2B3B4
B1B3G4 B2B3B5G7
B1B3G5 B2 B3B6G7
B2B3G4
B2B3G5
Fault Trees – 10
 Solution – 3  Thus we have m = 10
B1B3B4 minimal cut set from
B1B3B5B7 which we easily find a
B1B3B5B8 lower bound for the
B1B3B6B7 system reliability.
B1B3B6B8 Minimal Cut Sets  Now, please draw the
B2B3B4
circuit based on the fault
B2B3B5B7
trees provided!
B2B3B5B8
B2 B3B6B7
B2 B3B6B8
Exercises – 4
 Given that R(t) = e-H(t), find the reliability of a series
system!
 Find the MTTF of a series system:
 In general formulation
 If the reliability follows the Weibull distribution
 If the reliability follows the Exponential distribution
 Find the MTTF of a parallel system:
 In general formulation
 If the reliability follows the Weibull distribution
 If the reliability follows the Exponential distribution
Exercises – 5
 Find the reliability function or the P(system operates) of
this system:

 Find the reliability of the following structure is Ri = 0,8!


Exercises – 6
 Find the reliability of this system:

 Find the reliability of this system

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