Optimal overhaul intervals with imperfect inspection and repair

Author for correspondence.Email:m.j.newby{at}city.ac.uk This paper is motivated by the idea of a maintenance-free operatingperiod whose objectives are to improve mission reliability andcarry out as much maintenance as possible as a second-line activity.The system may be in one of three states (good, faulty, andfailed), and expressions are developed for the average costper unit time until failure. The system is periodically inspected,the inspection being imperfect in the sense that it can resultin both false-positive and false-negative results. Simple faultscan be fixed, but a repair is imperfect, in that there is anon-zero probability of a fault remaining after a repair. Aftera fixed number of inspections, the system is overhauled. Ifthe system fails during operation, it is replaced at increasedcost. The sojourn time in each state has non-constant failurerate, and discretization and supplementary variables are usedto give a Markovian structure which allows easy computationof the average costs. Minimizing the average cost gives theoptimal number of inspections before overhauling the system.     

Optimum production and inspection modeling with minimal repair and rework considerations

This paper extends an integrated model of economic production quantity (EPQ) and preventive maintenance (PM) to incorporate possibilities of minimal repair and rework. Our model determines simultaneously the optimal number of inspections, the inspection interval, the EPQ, and the PM level. Numerical examples of Weibull shock models are given to show that allowing minimal repair and rework will raise the expected profit. Our analyses demonstrate that both minimal repair and rework significantly influence the optimal policy.     

On the numerical solution of involutive ordinary differential systems: enhanced linear algebra

^** Email: jukka.tuomela{at}joensuu.fi^*** Corresponding author. Email: arponen{at}maths.warwick.ac.uk^**** Email: villesamuli.normi{at}joensuu.fi We analyse some Runge–Kutta type methods for computing1D integral manifolds, i.e. solutions to ordin-ary differentialequations and differential-algebraic equations. We show thatwe can compute the solutions which respect all the constraintsof the problem reliably and reasonably quickly. Moreover, weshow that the so-called impasse points are regular points inour approach and hence require no special attention.     

考虑不完全检测的冲击模型最优维修策略

针对制造系统中设备检测不完全的情形,研究基于不完全检测的冲击模型的周期检测、维修联合策略．通过定期检测获知系统的劣化状态以进行必要的预防性维修．在假设系统是退化的且有k个不同故障状态的条件下,以最小化系统运行成本为目标,以检测周期T、系统更换前故障次数Ⅳ为联合决策变量,利用更新过程理论建立了系统平均费用率C（T,N）的数学模型,并且给出最优联合策略的数值算法．最后借助数值例子演示了该模型,分析了检测水平对系统运行成本的影响．     

A novel repair model for imperfect maintenance

^** Email: shaomin.wu{at}reading.ac.uk Commonly used repair rate models for repairable systems in thereliability literature are renewal processes, generalised renewalprocesses or non-homogeneous Poisson processes. In additionto these models, geometric processes (GP) are studied occasionally.The GP, however, can only model systems with monotonously changing(increasing, decreasing or constant) failure intensities. Thispaper deals with the reliability modelling of failure processesfor repairable systems where the failure intensity shows a bathtub-typenon-monotonic behaviour. A new stochastic process, i.e. an extendedPoisson process, is introduced in this paper. Reliability indicesare presented, and the parameters of the new process are estimated.Experimental results on a data set demonstrate the validityof the new process.     

Improving the accuracy of the mini-element approximation to Navier-Stokes equations

^** Email: blanca{at}imati.cnr.it^*** Email: frutos{at}mac.cie.uva.es^**** Corresponding author. Email: julia.novo{at}uam.es A technique to improve the accuracy of the mini-element approximationto incompressible the Navier–Stokes equations is introduced.Once the mini-element approximation has been computed at a fixedtime, the linear part of this approximation is postprocessedby solving a discrete Stokes problem. The bubble functions neededto stabilize the approximation to the Navier–Stokes equationsare not used at the postprocessing step. This postprocessingprocedure allows us to increase by one unit (up to a logarithmicterm) the H¹ norm rate of convergence of the velocity and correspondinglythe L² norm of the pressure. An error analysis of the algorithmis performed.     

Solution of certain weakly singular integral equations

^** Email: alok{at}math.iisc.ernet.in Direct function theoretic methods are developed to handle twoweakly singular integral equations with their kernels havinglogarithmic singularity. The present methods avoid the occurrenceof higher-order (or strong) singularities, like the Cauchy typesingularity in the representation of the solutions of such integralequations.     

The Infinite-Dimensional Optimal Filtering Problem with Mobile and Stationary Sensor Networks

In this article, we introduce a framework to address filtering and smoothing with mobile sensor networks for distributed parameter systems. The main problem is formulated as the minimization of a functional involving the trace of the solution of a Riccati integral equation with constraints given by the trajectory of the sensor network. We prove existence and develop approximation of the solution to the Riccati equation in certain trace-class spaces. We also consider the corresponding optimization problem. Finally, we employ a Galerkin approximation scheme and implement a descent algorithm to compute optimal trajectories of the sensor network. Numerical examples are given for both stationary and moving sensor networks.     

一个可修系统的最优更换模型

本文考虑了单部件、一个修理工组成的可修系统，在故障系统不能“修复如新”的前提下，我们利用几何过程，以系统年龄Ｔ为策略，选择最优的Ｔ使得系统经长期运行单位时间的期望效益达到最大．本文还在一定的条件下证明了最优更换策略Ｔ的唯一存在，且求出了系统经长期运行单位时间的最大期望效益的明显表达式．     

Optimal inspection policy for three-state systems monitored by control charts

This paper presents the formulations of the expected long-run cost per time unit for a system monitored by a static control chart and by an adaptive control chart respectively. The static chart has a fixed sampling interval and a fixed sample size. The adaptive chart has a fixed sample size but variable sampling intervals. The system is supposed to have three states, normal working state, failure delay time state, and failed state. Two levels of repair are used to maintain the system. A minor repair is used to restore the system if a detectable defect is confirmed by an inspection. A major repair will be performed if the system fails. The expected cost per time unit for maintaining such a system is obtained. The objective of such analysis is to find an optimal sampling policy for the inspection process. An artificially generated data example and a real data example are used to compare the expected cost per time unit for both the static and adaptive control charts.     

A geometric process maintenance model with preventive repair

In this paper, a geometric process maintenance model with preventive repair is studied. A maintenance policy (T, N) is applied by which the system will be repaired whenever it fails or its operating time reaches T whichever occurs first, and the system will be replaced by a new and identical one following the Nth failure. The long-run average cost per unit time is determined. An optimal policy (T^∗, N^∗) could be determined numerically or analytically for minimizing the average cost. A new class of lifetime distribution which takes into account the effect of preventive repair is studied that is applied to determine the optimal policy (T^∗, N^∗).     

Optimal fields for problems with delays

The theory of optimal fields is developed for optimal control problems in which the state variables are solutions of integral equations with delayed arguments. The maximum principle obtained reflects the effects of the delay in the control argument. The Hamilton-Jacobi equations are derived for this problem.     

A superconvergence result for the second-order Newton-Cotes formula for certain finite-part integrals

In this paper we investigate the superconvergence phenomenonof the second-order quadrature formula of Newton–Cotestype for the computation of finite-part integrals with a second-ordersingularity on an interval. Superconvergence points are foundand a superconvergence estimate is obtained. The validity ofthe theoretical result is demonstrated by numerical experiments.     

Optimal economic production quantity policy for imperfect process with imperfect repair and maintenance

This study integrates maintenance and production programs with the economic production quantity (EPQ) model for an imperfect process involving a deteriorating production system with increasing hazard rate: imperfect repair and rework upon failure (out of control state). The imperfect repair performs some restorations and restores the system to an operating state (in-control state), but leaves its failure until perfect preventive maintenance (PM) is performed. There are two types of PM, namely imperfect PM and perfect PM. The probability that perfect PM is performed depends on the number of imperfect maintenance operations performed since the last renewal cycle. Mathematical formulas are obtained for deriving the expected total cost. For the EPQ model, the optimum run time, which minimizes the total cost, is discussed. Various special cases are considered, including the maintenance learning effect. Finally, a numerical example is presented to illustrate the effects of PM, setup, breakdown and holding costs.     

Optimal warranty policies for systems with imperfect repair

We investigate a system whose basic warranty coverage is minimal repair up to a specified warranty length. An additional service is offered whereby first failure is restored up to the consumers’ chosen level of repair. The problem is studied under two system replacement strategies: periodic maintenance before and after warranty. It turns out that our model generalizes the model of Rinsaka and Sandoh [K. Rinsaka, H. Sandoh, A stochastic model with an additional warranty contract, Computers and Mathematics with Applications 51 (2006) 179–188] and the model of Yeh et al. [R.H. Yeh, M.Y. Chen, C.Y. Lin, Optimal periodic replacement policy for repairable products under free-repair warranty, European Journal of Operational Research 176 (2007) 1678–1686]. We derive the optimal maintenance period and optimal level of repair based on the structures of the cost function and failure rate function. We show that under certain assumptions, the optimal repair level for additional service is an increasing function of the replacement time. We provide numerical studies to verify some of our results.     

Semi-discrete central-upwind schemes with reduced dissipation for Hamilton-Jacobi equations

We introduce a new family of Godunov-type semi-discrete centralschemes for multidimensional Hamilton–Jacobi equations.These schemes are a less dissipative generalization of the central-upwindschemes that have been recently proposed in Kurganov, Noelleand Petrova (2001, SIAM J. Sci. Comput., 23, pp. 707–740).We provide the details of the new family of methods in one,two, and three space dimensions, and then verify their expectedlow-dissipative property in a variety of examples.     

Optimal inspection of a complex system subject to periodic and opportunistic inspections and preventive replacements

This paper proposes two optimization models for the periodic inspection of a system with “hard-type” and “soft-type” components. Given that the failures of hard-type components are self-announcing, the component is instantly repaired or replaced, but the failures of soft-type components can only be detected at inspections. A system can operate with a soft failure, but its performance may be reduced. Although a system may be periodically inspected, a hard failure creates an opportunity for additional inspection (opportunistic inspection) of all soft-type components. Two optimization models are discussed in the paper. In the first, soft-type components undergo both periodic and opportunistic inspections to detect possible failures. In the second, hard-type components undergo periodic inspections and are preventively replaced depending on their condition at inspection. Soft-type and hard-type components are either minimally repaired or replaced when they fail. Minimal repair or replacement depends on the state of a component at failure; this, in turn, depends on its age. The paper formulates objective functions for the two models and derives recursive equations for their required expected values. It develops a simulation algorithm to calculate these expected values for a complex model. Several examples are used to illustrate the models and the calculations. The data used in the examples are adapted from a real case study of a hospital’s maintenance data for a general infusion pump.     

A Full Descriptive Definition of the Henstock-Kurzweil Integral in the Euclidean Space

Using variational measures, we characterize additive intervalfunctions which are indefinite Henstock–Kurzweil integralsin the Euclidean space, answering a problem posed by W. B. Jurkatand R. W. Knizia and independently by Lee Peng-Yee and ChewTuan-Seng. This also extends a result of Bongiorno, Di Piazzaand Skvortsov. 2000 Mathematics Subject Classification 28A12,26B99, 26A39.     

Fast Solvers of Fredholm Optimal Control Problems

<正>The formulation of optimal control problems governed by Fredholm integral equations of second kind and an efficient computational framework for solving these control problems is presented.Existence and uniqueness of optimal solutions is proved. A collective Gauss-Seidel scheme and a multigrid scheme are discussed.Optimal computational performance of these iterative schemes is proved by local Fourier analysis and demonstrated by results of numerical experiments.     

On the numerical solution of stochastic quadratic integral equations via operational matrix method

In this paper, stochastic operational matrix of integration based on delta functions is applied to obtain the numerical solution of linear and nonlinear stochastic quadratic integral equations (SQIEs) that appear in modelling of many real problems. An important advantage of this method is that it dose not need any integration to compute the constant coefficients. Also, this method can be utilized to solve both linear and nonlinear problems. By using stochastic operational matrix of integration together collocation points, solving linear and nonlinear SQIEs converts to solve a nonlinear system of algebraic equations, which can be solved by using Newton's numerical method. Moreover, the error analysis is established by using some theorems. Also, it is proved that the rate of convergence of the suggested method is O(h²). Finally, this method is applied to solve some illustrative examples including linear and nonlinear SQIEs. Numerical experiments confirm the good accuracy and efficiency of the proposed method.