Analysis of reliability systems via Gini-type index

Different strategies of reliability theory for the analysis of coherent systems have been studied by various researchers. Here, the Gini-type index is utilized as an applicable tool for the study and comparison of the ageing properties of complex systems. A new stochastic order in terms of Gini-type index is introduced to compare the speed of ageing of components and systems. The parallel-series and series-parallel systems with shared components are studied by their corresponding Gini-type indexes. Also, the generalization of Gini-type index for the multidimensional case is discussed, and is used to compare components lifetimes properties in the presence of other dependent components. It is shown that the ageing properties of a component lifetime can differ when the other components are working or have already failed. Numerous illustrative examples are given for better intuition of Gini-type and generalized Gini-type indexes throughout the paper.     

Estimation of system reliability for redundant stress-strength model

The reliability and an estimate for it are derived for series-parallel and parallel-series stress-strength model under assumption that all components are subjected to a common stress. We also obtain the asymptotic normal distribution of the estimate.     

成败型元件串并联系统及并串联系统可靠性置信下限近似解的讨论

本文讨论由相互独立的成败型元件组成的串并联系统及并串联系统可靠性置信下限的近似解。本文利用系统诸元件的试验数据,在一、二阶矩拟合的原则下将其折合为原系统的伪试验数及伪成功数,然后利用单个成败型元件的可靠性的经典精确置信下限作为原系统可靠性置信下限的近似值。本文推导了伪试验数N及伪成功数S的计算公式,并给出了计算实例。     

Maxima and minima of homogeneous Gaussian random fields over continuous time and uniform grids

ABSTRACT

In this paper, for centred homogeneous Gaussian random fields the joint limiting distributions of normalized maxima and minima over continuous time and uniform grids are investigated. It is shown that maxima and minima are asymptotic dependent for strongly dependent homogeneous Gaussian random field with the choice of sparse grid, Pickands' grid or dense grid, while for the weakly dependent Gaussian random field maxima and minima are asymptotically independent.     

三状态并—串联系统的优化分配方法

在单目标、单约束条件下,建立了三状态并-串联系统的优化模型,采用选取重要部件的方法优化系统可靠度,并相应地给出优化算法,最后通过例子,验证了该算法的有效性.     

A Genealogy of Convex Solids Via Local and Global Bifurcations of Gradient Vector Fields

Three-dimensional convex bodies can be classified in terms of the number and stability types of critical points on which they can balance at rest on a horizontal plane. For typical bodies, these are non-degenerate maxima, minima, and saddle points, the numbers of which provide a primary classification. Secondary and tertiary classifications use graphs to describe orbits connecting these critical points in the gradient vector field associated with each body. In previous work, it was shown that these classifications are complete in that no class is empty. Here, we construct 1- and 2-parameter families of convex bodies connecting members of adjacent primary and secondary classes and show that transitions between them can be realized by codimension 1 saddle-node and saddle–saddle (heteroclinic) bifurcations in the gradient vector fields. Our results indicate that all combinatorially possible transitions can be realized in physical shape evolution processes, e.g., by abrasion of sedimentary particles.     

Trajectories of lattice particles using the new approach to no integrability

We study two systems which lead to a lattice when an integration path is specified in “aesthetic field theory”. One of these cases involves nonsoliton type particles (magnitudes of maxima and minima oscillate in time). The other system is made up of soliton type particles. The two systems are intrinsically three-dimensional. We speak of the third dimension as “time”. In one of our solutions, the particles move on straight line trajectories, insofar as our numerical work indicates. In the other solution, the soliton type particles undergo what appears to be simple harmonic motion in both the x- and y-directions (loop motion). We then study these two systems using the new approach to integrability which involves a superposition principle and is characterized by a unique change function at each point. We still find multi maxima and minima. The systems are not as symmetric as the lattice. The soliton characteristic is preserved by the new method. We investigated the motion of lattice particles. We found evidence of maxima (minima) regions coalescing so that the location of the maxima (minima) became difficult to follow. The concept of location of particles may not even have a well-defined meaning here. We find examples of soliton particles appearing and disappearing. We conclude that the manner of integration in a no integrability theory can transform a system with well-defined trajectories into a system where particles can no longer be followed in time.     

Extreme behavior of multivariate phase-type distributions

This paper investigates the limiting distributions of the componentwise maxima and minima of suitably normalized iid multivariate phase-type random vectors. In the case of maxima, a large parametric class of multivariate extreme value (MEV) distributions is obtained. The flexibility of this new class is exemplified in the bivariate setup. For minima, it is shown that the dependence structure of the Marshall-Olkin class arises in the limit.     

Gamma分布下混联系统综合重要度扩展及应用

综合重要度分析不仅可以有效的识别系统的薄弱环节,还可以合理分配资源,最大化整个系统的正常运行时间。本文主要对劣化系统的组(部)件进行综合重要度分析,假设组(部)件寿命服从Gamma分布,推导出并-串联和串-并联两种典型混联系统综合重要度的等价计算公式,同时给出物理意义。以波音737客机的液压能源混联系统为例,计算各组(部)件的综合重要度以及仿真案例分析,最后案例分析结果表明:在Gamma分布条件下的混联系统中,组(部)件的综合重要度与失效率和尺度参数成正相关,和形状参数成负相关关系。     

The Low-Temperature Limit of Transfer Operators in Fixed Dimension

We construct the 0'th order low-temperature WKB-phase for the first eigenfunction of a transfer operator in a domain around a non-degenerate critical point for the potential. The 0'th order low-temperature phase is shown to solve the eikonal equation in the strong-coupling limit and we obtain estimates on the 0'th order phase, which are preserved in the limit. We furthermore use the IMS localization technique to study the two highest eigenvalues of the transfer operator in the case where the potential is allowed to have many non-degenerate global minima.     

Preservation of reliability classes under the formation of coherent systems

The preservation of reliability aging classes under the formation of coherent systems is a relevant topic in reliability theory. Thus, it is well known that the new better than used class is preserved under the formation of coherent systems with independent components. However, surprisingly, the increasing failure rate class is not preserved in the independent and identically distributed case, that is, the components may have the (negative) aging increasing failure rate property, but the system does not have this property. In this paper, we study conditions for the preservation of the main reliability classes under the formation of general coherent systems. These results can be applied both for systems with independent or dependent components. We consider both the case of systems with identically distributed components and the case of systems with components having different distributions. Copyright © 2013 John Wiley & Sons, Ltd.     

Bifurcation of limit cycles for a quartic near-Hamiltonian system by perturbing a nilpotent center

Hopf bifurcation which produces oscillations is a very important phenomena in the theory and application of dynamical systems. Almost all works available about Hopf bifurcations are related to a non-degenerate focus or center. For the case of a degenerate focus or center, the study of the bifurcations becomes challenge. In this paper, we consider the bifurcation of limit cycles for a quartic near-Hamiltonian system by perturbing a nilpotent center. We take coefficients as parameters, then we can get six limit cycles.     

Wave attenuation in an elastic medium

This article examines the propagation of viscoelastic (elastic) waves in a medium consisting of two layers of finite thickness. It is found that there is a mechanical effect manifest in the monotonic dependence of the damping factor on the parameters of the system. These dependences have distinct maxima and minima, thus making it possible to optimize the damping properties of systems by varying their geometric parameters.Translated from Dinamicheskie, Sistemy, No. 4, pp. 57–62, 1985.     

A unified theory for coherent systems in reliability part III: Two special cases for multinary systems—binary-type coherence and homogeneous coherence

As shown in a companion-paper,¹ binary and multinary coherent systems can be studied with unified arguments, through monotone binary coherent systems. These are binary coherent systems submitted to some monotone constraint and generalize the classic theory of free binary coherent systems. By considering the unified point of view thus obtained, this paper gives what is perhaps the most suggestive representation for multinary coherent systems, since this extends the definition of binary coherent systems in terms of series-parallel (parallel-series) structures. Then, this paper examines the special case of multinary systems that can be studied directly with the classic theory of free binary coherent systems. It thus enlarges and complements, in a shorter unified manner, the particular cases considered in earlier studies.     

串并联可修系统的可靠性

本文通过密度演化法讨论了部件的寿命和修理时间都服从一般分布的由n个不同子系统串并联组成的可修系统的可靠性,为串并联系统的可靠性研究提供了理论依据.     

Confidence Regions for Local Maxima of Reconstructed Surfaces

There are several methods of surface reconstruction from a finite number of spatial data. The reconstruction is an estimate of the true surface, and it is often used to estimate topographical characteristics, e.g. to identify areas of extreme values. The uncertainty of an estimate depends both on uncertainties introduced by the reconstruction and on observation errors.We present a method to approximately evaluate the reliability of the estimates of the locations of local maxima (or minima) of the true surface. The true surface is modeled as a continuous parameter Gaussian random field, and the reliability is presented as confidence regions around the local maxima of the reconstruction.The method applies for general finite dimension of the spatial parameter, and for any reconstruction method that gives a differentiable surface with an explicit covariance function as result.     

Some properties and characterizations for generalized multivariate Pareto distributions

In this paper, several distributional properties and characterization theorems of the generalized multivariate Pareto distributions are studied. It is found that the multivariate Pareto distributions have many mixture properties. They are mixed either by geometric, Weibull, or exponential variables. The multivariate Pareto, MP^(k)(I), MP^(k)(II), and MP^(k)(IV) families have closure property under finite sample minima. The MP^(k)(III) family is closed under both geometric minima and geometric maxima. Through the geometric minima procedure, one characterization theorem for MP^(k)(III) distribution is developed. Moreover, the MP^(k)(III) distribution is proved as the limit multivariate distribution under repeated geometric minimization. Also, a characterization theorem for the homogeneous MP^(k)(IV) distribution via the weighted minima among the ordered coordinates is developed. Finally, the MP^(k)(II) family is shown to have the truncation invariant property.     

Comparisons of series and parallel systems with components sharing the same copula

The paper is devoted to study stochastic comparisons of series and parallel systems with vectors of component lifetimes sharing the same copula. We show that, under some conditions on the common copula, the series system with heterogeneous components is worse than the series system with homogeneous components having a common reliability function, which is equal to the average of the reliability functions of the heterogeneous components. However, we show that this property is not necessarily true for arbitrary copulas. We obtain similar properties for parallel systems and for general coherent systems. For these purposes, we introduce in our analysis the notion of the mean function of a copula. Copyright © 2009 John Wiley & Sons, Ltd.     

Extreme values and a Gaussian central limit theorem

Summary We examine the central limit theorem with Gaussian limit law for a sequence of independent, identically distributed, vector valued random variables whose partial sums can be centered and normalized to be tight with non-degenerate limit laws. These results apply to the situation when the sequence is in the domain of attraction of a non-degenerate stable law of indexp(0,2], and are achieved by eliminating the extreme values from the partial sums.Supported in part by NSF Grant MCS-8219742Work done while visiting the University of Wisconsin, Madison, with partial support by NSF Grant MCS-8219742     

Reliability and expectation bounds for coherent systems with exchangeable components

Sharp upper and lower bounds are obtained for the reliability functions and the expectations of lifetimes of coherent systems based on dependent exchangeable absolutely continuous components with a given marginal distribution function, by use of the concept of Samaniego's signature. We first show that the distribution of any coherent system based on exchangeable components with absolutely continuous joint distribution is a convex combination of distributions of order statistics (equivalent to the k-out-of-n systems) with the weights identical with the values of the Samaniego signature of the system. This extends the Samaniego representation valid for the case of independent and identically distributed components. Combining the representation with optimal bounds on linear combinations of distribution functions of order statistics from dependent identically distributed samples, we derive the corresponding reliability and expectation bounds, dependent on the signature of the system and marginal distribution of dependent components. We also present the sequences of exchangeable absolutely continuous joint distributions of components which attain the bounds in limit. As an application, we obtain the reliability bounds for all the coherent systems with three and four exchangeable components, expressed in terms of the parent marginal reliability function and specify the respective expectation bounds for exchangeable exponential components, comparing them with the lifetime expectations of systems with independent and identically distributed exponential components.