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Z. Koren, J. Rajagopal, C. M. Krishna, and I. Koren Dept. of Elect. and Comp. Engineering University of Massachusetts Amherst, MA 01003 and W. Wang and J. M. Loman GE Corporate R&D Electrical Systems and Technologies Laboratory Schenectady, NY 12309.

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using rational approximations for evaluating the reliability of highly reliable systems

Z. Koren, J. Rajagopal, C. M. Krishna, and I. Koren

Dept. of Elect. and Comp. Engineering

University of Massachusetts

Amherst, MA 01003

and

W. Wang and J. M. Loman

GE Corporate R&D

Electrical Systems and Technologies Laboratory Schenectady, NY 12309

Using Rational Approximations for Evaluating the Reliability of Highly Reliable Systems

Supported in part by GE

motivation
Motivation
  • In highly reliable systems failures are rare
  • Simulation to obtain reliability takes a very long time
  • Current approaches for simulating rare events have drawbacks
  • We focus on the Rational Interpolation (RI) approach
  • Results are obtained for larger failures rates
  • A rational interpolant is then used for the small failure rates
rational interpolation
Rational Interpolation
  • A rational interpolant has the form

ao+a1x+…+anxn

bo+b1x+…+bmxm

  • This is an (n,m) RI
  • xis a system parameter
  • The constants ai ,bi are determined by the higher-failure-rate simulation results f(x1),...,f(xk )
  • The function is then used for predicting the reliability at very low failure rates
  • A pre-transformation is sometimes performed on f(x1),...,f(xk )

f(x)=

reliability model
Reliability Model
  • System is a block diagram of modules
  • Each module is either up or down
  • When a module fails, a repair process begins
  • Time to failure and repair time are exponentially distributed
  • System reliability at time t – probability that the system has been up during the whole time interval [0,t]
system model
System Model
  • For proof of concept – a simple system selected
  • System is up if either BEF,ACEF, or ADF are up
  • System has an analytic solution

B

A

C

E

F

D

reliability analysis
Reliability Analysis
  • Rational Interpolation requires one parameter
  • Parameter selected - system time t = 0,1,2,...
  • System can be described as a Markov chain with 16 states, denoted by 0,...,15
  • State 15 – initial state – all modules are up
  • State 0 – “system is down” state – absorbing state
  • Reliability –R(t)=1 - P15,0(t)
our ri approach notations
Our RI Approach - Notations
  • R(t) – the accurate reliability function
  • Rs(t) – the reliability as obtained by simulation
  • Řm,n(t) – the estimate obtained using an (m,n) RI
  • We select three sets of points on the time-axis
    • x1 ,...,xk – input points – the points for which either R(t) or Rs(t) is calculated
    • y1 ,...,yl – test points – additional points which assist us in choosing the best RI for our purposes
    • z1 ,...,zs – target points – the points for which we are interested in evaluating the reliability
  • The average test-error (for a given (m,n) RI)

Ēm,n(Y) = Σ li=1|Řm,n(yi) – R(yi)|

l

our ri approach procedure
Our RI Approach - Procedure
  • Select input points x1,...,xk, test points y1,...,yl, target points z1,...,zs
  • Calculate R(x1 ),...,R(xk ) and R(y1 ),...,R(yl )
  • For a sequence of (m,n)'s, calculate the rational interpolants based on R(x1 ),...,R(xk ) and use them to calculate Řm,n(yi )
  • For each function obtained in step 3, find the average error

Ēm,n(Y) = Σ li=1 | Řm,n(yi ) – R(yi ) |

lover the test points

  • Select the rational interpolant with the lowest Ēm,n(Y) and use it to predict the reliability for the target points
numerical experiments parameters
Failure rates - λi=0.0001(7-i), (i=A,...,F)

Repair rates - μi=0.004, (i=A,...,F)

R(0)=1

Logarithmic transformation used

z1<z2<…<zs<y1<y2<…<yl<x1<x2<…<xk

Numerical Experiments - Parameters

B

A

C

E

F

D

experiments numerical considerations
Experiments – Numerical Considerations
  • Transition probabilities for the Markov chain calculated using the uniformization method
  • For simulation – random number generator selected – Mersenne Twister generator
  • Increasing precision of numerical calculations – multi-precision software developed by Bailey et al.
comparing exact and ri reliabilities
Comparing Exact and RI Reliabilities
  • Checking the validity of the RI approach
  • We calculated a (5,5)RI based on input points t=13,...,23 and a logarithmic transformation
  • Predicted the reliabilities Ř5,5(t) for t=0,...,50
numerical experiment i
Numerical Experiment I
  • Target points z1,...,zs=1,2,3,4,5
  • Assessing sensitivity of best RI to input points selection
  • Placement and number of input points varied
  • For each starting point between 6 and 20, Ēm,n(Z)calculated for each RI between (1,1) and (10,10)
  • RIs with Ēm,n(Z)< 10-12 listed
  • Results confirm that input points closer to the target points result in higher precision
numerical experiment i simulation results
Numerical Experiment I - Simulation Results
  • Same experiment – simulated reliabilities
  • Listed RI’ s with Ēm,n(Z) < 10-7
  • Effect of points positioning – less prominent
numerical experiment ii
Numerical Experiment II
  • Number and placement of test points and target points fixed
  • Varied the number and the placement of input points
  • Consequently – degree of best RI varies
  • purpose – detect a possible correlation between Ēm,n(Y)and Ēm,n(Z)
  • Both exact and simulated results used
  • Result – correlations around 0.95 for the exact results and 0.85 for the simulated results
numerical experiment iii
Numerical Experiment III
  • Assessing the effect of simulation time on prediction accuracy
  • Important in case of a restricted simulation budget
  • Input points t=13,14,..., target points 1,...,5
  • For two RIs: (7,5) and

(8,6), average error of estimate calculated

  • Longer simulation time less noisy results  better interpolation
  • Not much accuracy

added by simulating longer than 250 million cycles

discussion
Discussion
  • We reported a case study in the use of Rational Interpolations for calculating very high reliabilities
  • We demonstrated the usefulness of a technique for selecting an accurate RI
  • We are currently developing a method for selecting a ''least squares" RI for higher accuracy