On the hazard rate and reversed hazard rate orderings in two-component series systems with active redundancies

The lifetimes of two-component series systems with two active redundancies are compared using the hazard rate and the reversed hazard rate orders. We study the problem of where to allocate the spares in a system to obtain the best configuration. We compare redundancy at component level vs. system level using the likelihood ratio order. For this problem we find conditions under which there is no hazard rate ordering between the lifetimes of the systems.     

Redundancy allocation at component level versus system level

In this paper, we treat the problem of stochastic comparison of standby [active] redundancy at component level versus system level. In the case of standby redundancy, we present some interesting comparison results of both series systems and parallel systems in the sense of various stochastic orderings for both the matching spares case and non-matching spares case, respectively. In the case of active redundancy, a likelihood ratio ordering result of series systems is presented for the matching spares case; and for the non-matching spares case, a counterexample is provided to show that there does not exist similar result even for the hazard rate ordering. The results established here strengthen and generalize some of those known in the literature. Some numerical examples are also provided to illustrate the theoretical results.     

两比例失效率元件组成串联系统元件冗余与系统冗余的随机比较

针对两个比例失效率元件组成的串联系统,在热冗余的情形下,讨论了串联系统的元件冗余与系统冗余两种方案,并基于随机序的方法,对普通随机序、失效率序、反失效率序建立了元件冗余优于系统冗余的随机比较理论.     

On allocation of redundant components for systems with dependent components

In this paper we consider the problem of optimal allocation of a redundant component for series, parallel and k-out-of-n systems of more than two components, when all the components are dependent. We show that for this problem is naturally to consider multivariate extensions of the joint bivariates stochastic orders. However, these extensions have not been defined or explicitly studied in the literature, except the joint likelihood ratio order, which was introduced by Shanthikumar and Yao (1991). Therefore we provide first multivariate extensions of the joint stochastic, hazard rate, reversed hazard rate order and next we provide sufficient conditions based on these multivariate extensions to select which component performs the redundancy.     

On relevation transform involved with statistical dependence between two component lifetimes

Krakowski (Rev Fr Autom Inform Rech Opèr. 1973;7:107–120.) introduced the relevation transform for component and active redundancy with independent lifetimes, and except for Johnson and Kotz (Am J Math Manag Sci. 1981;1:155–165; Nav Res Logist. 1983;30:163–169.) most subsequent researches were conducted under this framework. However, it is not uncommon that a component and its active redundancy bear some common stresses due to the environment and thus they have dependent lifetimes. In this note, we equip the involved lifetimes with a survival copula and then clarify the potential difference between the new and classical versions through making stochastic comparison. Moreover, by ordering the lifetime of system with relevation redundancy we also study the way of allocating a relevation redundancy at component level to ultimately improve the system reliability. The present results on series and parallel systems serve as a generalization of the corresponding ones of Belzunce et al. (Appl Stoch Models Bus Ind. 2019;35:492–503.). Several numerical examples are presented to illustrate these findings as well.     

The failure rate and likelihood ratio orderings of standby redundant systems

There are various notions of partial ordering between lifetimes of systems; stochastic ordering, failure rate ordering, and likelihood ratio ordering. In this paper we show that for series systems with noni.i.d. exponential lifetimes of components, standby redundancy at component level is better than that at system level in failure rate ordering and likelihood ratio ordering. We also demonstrate that for 2-component parallel systems withi.i.d. exponential lifetimes of components, standby system redundancy is better than standby component redundancy in failure rate ordering and likelihood ratio ordering.     

Stochastic comparisons in multivariate mixed model of proportional reversed hazard rate with applications

This paper studies the multivariate mixed proportional reversed hazard rate model having dependent mixing variables. Stochastic comparison as well as aging properties in this model are investigated, and stochastic monotone properties of the population vector with respect to the mixing vector are also discussed. Moreover, MTP₂ dependence among the mixing vectors is proved to imply the increasingness of the reversed hazard rate with respect to the baseline one. Finally, some interesting applications are presented as well.     

On redundant weighted voting systems with components having stochastic arrangement increasing lifetimes

As one generalization of the k-out-of-n structure, the weighted voting system has been paid much attention during the past two decades. This paper has a further study on active redundancies allocation to weighted voting reliability systems of components having LWSAI lifetimes. For redundancies with SAI lifetimes, allocating a more reliable redundancy to a weaker and more heavily weighted component is found to produce a more reliable system in the sense of having higher reliability. Also, in the context of redundancies with identically distributed lifetimes, we show that allocating more redundancies to a weaker and more heavily weighted component produces a more reliable system. Some numerical examples are presented to illustrate the main results as well.     

Applications of average and projected systems to the study of coherent systems

In this paper, we introduce the concepts of average and projected systems associated to a coherent (parent) system. We analyze several aspects of these notions and show that they can be useful tools in studying the performance of coherent systems with non-exchangeable components. We show that the average and projected systems are especially useful in studying the tail behavior of reliability, hazard rate and mean residual life functions of the parent system and also in obtaining the tail best systems (under different criteria) by permuting the components at the system structure. Moreover, they can be useful in assessing how the asymmetry of the joint distribution of the component lifetimes (with respect to permutations of the components in the system structure) affects the system performance.     

Stochastic comparisons of component and system redundancies with dependent components

Under the assumption of dependent identically distributed components and redundant (spares) components, the problem of stochastic comparison of component and system redundancies have been considered. This study has been carried out under the criteria of the likelihood ratio ordering, the reversed failure rate ordering, the failure rate ordering and the usual stochastic ordering.     

On computing signatures of coherent systems

It is difficult to compute the signature of a coherent system with a large number of components. This paper derives two basic formulas for computing the signature of a system which can be decomposed into two subsystems (modules). As an immediate application, we obtain the formula for computing the signature of systemwise redundancy in terms of the signatures of the original system and the backup one. The formula for computing the signature of a componentwise redundancy system is also derived. Some examples are given to illustrate the power of the main results.     

基于DEA的资源配置状况分析

DEA在经济系统中的应用实质是对资源配置状况的分析，但由于分析结果过于简单，构成了该方法推广应用的障碍，章通过深入分析，发现导致决策单元无效的三大成因，把DEA对决策单元的分析结果由两种增加到四种，并相应的提出价格无效、绝对冗余、相对冗余等新概念，从而为管理改善决策提供明确的指导方向。     

Robust Metaheuristic Algorithm for Redundancy Optimization in Large-Scale Complex Systems

Based upon the general tabu search methodology, this paper develops a robust metaheuristic algorithm for the redundancy optimization in large-scale complex system reliability that performs a rigorous search of the “attractive” feasible space and is capable of escaping from a local solution. An illustrative example is provided and extensive computational results are reported on two test problems from the literature (Aggarwal, 1976; Shi, 1987) and also on randomly generated large-scale instances of complex systems with up to 200 components. The computational results indicate that the proposed metaheuristic algorithm possesses a superior robustness and efficiency for solving the class of hard optimization problems studied in this paper.     

Evolution in predator–prey systems

We study the adaptive dynamics of predator–prey systems modeled by a dynamical system in which the traits of predators and prey are allowed to evolve by small mutations. When only the prey are allowed to evolve, and the size of the mutational change tends to 0, the system does not exhibit long term prey coexistence and the trait of the resident prey type converges to the solution of an ODE. When only the predators are allowed to evolve, coexistence of predators occurs. In this case, depending on the parameters being varied, we see that (i) the number of coexisting predators remains tight and the differences in traits from a reference species converge in distribution to a limit, or (ii) the number of coexisting predators tends to infinity, and we calculate the asymptotic rate at which the traits of the least and most “fit” predators in the population increase. This last result is obtained by comparison with a branching random walk killed to the left of a linear boundary and a finite branching–selection particle system.     

Some new results on convolutions of heterogeneous gamma random variables

Convolutions of independent random variables often arise in a natural way in many applied areas. In this paper, we study various stochastic orderings of convolutions of heterogeneous gamma random variables in terms of the majorization order [p-larger order, reciprocal majorization order] of parameter vectors and the likelihood ratio order [dispersive order, hazard rate order, star order, right spread order, mean residual life order] between convolutions of two heterogeneous gamma sets of variables wherein they have both differing scale parameters and differing shape parameters. The results established in this paper strengthen and generalize those known in the literature.     

A note on the reliability of redundant systems

This paper attempts to study the effect of the order of redundancy of a system on its instantaneous failure rate, and its life expectancy. Closed form solutions are presented for types of systems which are commonly met with in engineering practice. Both subsystem redundancy and component redundancy are investigated and the latter is shown to be, in general, superior.     

模块化可靠性系统的Signature计算方法研究

系统Signature是体现结构设计优良性的一组向量,描述系统设计对系统故障率的影响,在诸如系统可靠性指标分析、系统设计、系统寿命比较、寿命极限行为以及系统设计优化等方面展现出了强大的功能,成为可靠性研究领域越来越强有力的研究工具。而如何求解一个系统的Signature往往成为分析的关键一步,当系统庞大而复杂时,Signature计算难度将随着元件数目的增加呈指数增加,出现维数爆炸问题,这无疑对后续的分析造成巨大的障碍. 本文为了解决此问题,建立了基于模块化思想的系统Signature求解方法,并给出了基于模块化思想的模块化串、并联系统与模块化备份系统的求解方法,对比于传统算法,运用模块化思想大大减少了计算Signature的复杂度,能够有效减小计算量,缩减计算时间,并拓展了可求解Signature的系统范围。     

Ant colony approach to constrained redundancy optimization in binary systems

This paper presents an ant colony optimization algorithm to address the constrained redundancy allocation problem in order to maximize system reliability for complex binary systems. The constraints involved, though separable, are both linear and non-linear. We couple an adaptive penalty function with the basic ant colony approach to handle highly constrained problems and embed a local search technique to find still better locally optimal solutions. The proposed algorithm has been tested on a large number of problems, containing even up to 500 subsystems, with both fixed and randomly generated parameters. Experimental results demonstrate the advantage of the proposed algorithm to solve similar types of problems.     

Exit time and invariant measure asymptotics for small noise constrained diffusions

Constrained diffusions, with diffusion matrix scaled by small ?>0, in a convex polyhedral cone G⊂R^k, are considered. Under suitable stability assumptions small noise asymptotic properties of invariant measures and exit times from domains are studied. Let B⊂G be a bounded domain. Under conditions, an “exponential leveling” property that says that, as ?→0, the moments of functionals of exit location from B, corresponding to distinct initial conditions, coalesce asymptotically at an exponential rate, is established. It is shown that, with appropriate conditions, difference of moments of a typical exit time functional with a sub-logarithmic growth, for distinct initial conditions in suitable compact subsets of B, is asymptotically bounded. Furthermore, as initial conditions approach 0 at a rate ?² these moments are shown to asymptotically coalesce at an exponential rate.     

On allocating redundancies to k‐out‐of‐ n reliability systems

For two components in series and one redundancy with their lifetimes following the proportional hazard models, we build the likelihood ratio order and the hazard rate order for lifetimes of the redundant systems. Also, for k ‐out‐of‐ n system with components’ lifetimes having the arrangement increasing joint density and the redundancies having identically distributed lifetimes, allocating more redundancies to weaker components is shown to help improve the system's reliability. Copyright © 2014 John Wiley & Sons, Ltd.