Nonparametric adaptive opportunity-based age replacement strategies

We consider opportunity-based age replacement (OAR) using nonparametric predictive inference (NPI) for the time to failure of a future unit. Based on n observed failure times, NPI provides lower and upper bounds for the survival function for the time to failure X_n+1 of a future unit which lead to upper and lower cost functions, respectively, for OAR based on the renewal reward theorem. Optimal OAR strategies for unit n+1 follow by minimizing these cost functions. Following this strategy, unit n+1 is correctively replaced upon failure, or preventively replaced upon the first opportunity after the optimal OAR threshold. We study the effect of this replacement information for unit n+1 on the optimal OAR strategy for unit n+2. We illustrate our method with examples and a simulation study. Our method is fully adaptive to available data, providing an alternative to the classical approach where the probability distribution of a unit's time to failure is assumed to be known. We discuss the possible use of our method and compare it with the classical approach, where we conclude that in most situations our adaptive method performs very well, but that counter-intuitive results can occur.     

Adaptive age replacement strategies based on nonparametric predictive inference

We consider an age replacement problem using nonparametric predictive inference (NPI) for the lifetime of a future unit. Based on n observed failure times, NPI provides lower and upper bounds for the survival function for a future lifetime X_n+1, which are lower and upper survival functions in the theory of interval probability, and which lead to upper and lower cost functions, respectively, for age replacement based on the renewal reward theorem. Optimal age replacement times for X_n+1 follow by minimizing these cost functions. Although the renewal reward theorem implicitly assumes that the corresponding optimal strategy will be used for a long period, we study the effect on this strategy when the observed value for X_n+1, which is either an observed failure time or a right-censored observation, becomes available. This is possible due to the fully adaptive nature of our nonparametric approach, and the next optimal strategy will be for X_n+2. We compare the optimal strategies for X_n+1 and X_n+2 both analytically and via simulation studies. Our NPI-based approach is fully adaptive to the data, to which it adds only few structural assumptions. We discuss the possible use of this approach, and indeed the wider importance of the conclusions of this study to situations where one wishes to combine the statistical aspects of estimating a lifetime distribution with the more traditional operational research approach of determining optimal replacement strategies for lifetime distributions that are assumed to be known.     

Continuous and Discrete Age-Replacement Policies

This paper considers the combined continuous and discrete age-replacement policies when units deteriorate with age and use: a unit is replaced preventively before failure at time T of age or at number N of uses, whichever occurs first. The expected cost rate C (T,N) is derived, and both optimum time T* and number N* to minimize C (T,N) are discussed. There exist finite and unique T* and N* when the use occurs in a Poisson process under suitable conditions.     

A Combined Block and Repair Limit Replacement Policy

This paper considers a combined block and repair limit replacement policy. The policy is defined as follows:

• (i) The unit is replaced preventively at times kT(k=1, 2…
• (ii) For failures in [(k - 1)T, kT) the unit undergoes minimal repair if the estimated repair cost is less than x. Otherwise it is replaced by a new one.

The optimal policy is to select T* and x* to minimize the expected cost per unit time for an infinite time span. A numerical example is given to illustrate the method.     

A Generalized Block Replacement Policy with Minimal Repair and General Random Repair Costs for a Multi-unit System

A generalization of the block replacement policy (BRP) is proposed and analysed for a multi-unit system which has the specific multivariate distribution. Under such a policy an operating system is preventively replaced at times kT (k = 1, 2, 3,...), as in the ordinary BRP, and the replacement of the failed system at failure is not mandatory; instead, a minimal repair to the component of the system can be made. The choice of these two possible actions is based on some random mechanism which is age-dependent. The cost of the ith minimal repair of the component at age y depends on the random part C(y) and the deterministic part C_i(y). The aim of the paper is to find the optimal block interval T which minimizes the long-run expected cost per unit time of the policy.     

Optimal policy for a general repair replacement model: average reward case

For a general repair replacement model, we study two types ofreplacement policy.Replacement policy T replaces the systemat time T since the installation or last replacement, whilereplacement policy N replaces the system at the time of Nthfailure. Let T^* and N^* be the optimal among all policies T andN respectively. Under the expected average reward criterion,then we show that the optimal policy N^* is at least as goodas the optimal policy T^*. Furthermore, for a monotone processmodel, we determine the optimal policy N^* explicitly throughtwo different approaches.     

A δ-shock maintenance model for a deteriorating system

In this paper, a δ-shock maintenance model for a deteriorating system is studied. Assume that shocks arrive according to a renewal process, the interarrival time of shocks has a Weibull distribution or gamma distribution. Whenever an interarrival time of shocks is less than a threshold, the system fails. Assume further the system is deteriorating so that the successive threshold values are geometrically nondecreasing, and the consecutive repair times after failure form an increasing geometric process. A replacement policy N is adopted by which the system will be replaced by an identical new one at the time following the Nth failure. Then the long-run average cost per unit time is evaluated. Afterwards, an optimal policy N^* for minimizing the long-run average cost per unit time could be determined numerically.     

Rates of decay in the classical Katznelson-Tzafriri theorem

The Katznelson-Tzafriri Theorem states that, given a power-bounded operator T, ∥Tⁿ(I ? T)∥ → 0 as n → ∞ if and only if the spectrum σ(T) of T intersects the unit circle T in at most the point 1. This paper investigates the rate at which decay takes place when σ(T) ∩ T = {1}. The results obtained lead, in particular, to both upper and lower bounds on this rate of decay in terms of the growth of the resolvent operator R(e^iθ, T) as θ → 0. In the special case of polynomial resolvent growth, these bounds are then shown to be optimal for general Banach spaces but not in the Hilbert space case.     

Homological Epimorphisms, Compactly Generated t-Structures and Gorenstein-Projective Modules

The aim of this paper is two-fold. Given a recollement (T′, T, T″, i*, i_*, i^!, j_!, j*, j_*), where T′, T, T″ are triangulated categories with small coproducts and T is compactly generated. First, the authors show that the BBD-induction of compactly generated t-structures is compactly generated when i_* preserves compact objects. As a con-sequence, given a ladder (T′, T, T″, T, T′) of height 2, then the certain BBD-induction of compactly generated t-structures is compactly generated. The authors apply them to the recollements induced by homological ring epimorphisms. This is the first part of their work. Given a recollement (D(B-Mod),D(A-Mod),D(C-Mod), i*, i_*, i^!, j_!, j*, j_*) induced by a homological ring epimorphism, the last aim of this work is to show that if A is Gorenstein, _A B has finite projective dimension and j_! restricts to D ^b (C-mod), then this recollement induces an unbounded ladder (B-Gproj,A-Gproj, C-Gproj) of stable categories of finitely generated Gorenstein-projective modules. Some examples are described.     

Semiclassical second microlocal propagation of regularity and integrable systems

We develop a second-microlocal calculus of pseudodifferential operators in the semiclassical setting. These operators test for Lagrangian regularity of semiclassical families of distributions on a manifold X with respect to a Lagrangian submanifold of T ^* X. The construction of the calculus, closely analogous to one performed by Bony in the setting of homogeneous Lagrangians, proceeds via the consideration of a model case, that of the zero section of T ^*? ⁿ , and conjugation by appropriate Fourier integral operators. We prove a propagation theorem for the associated wavefront set analogous to Hörmander’s theorem for operators of real principal type. As an application, we consider the propagation of Lagrangian regularity on invariant tori for quasimodes (e.g., eigenfunctions) of an operator with completely integrable classical hamiltonian. We prove a secondary propagation result for second wavefront set which implies that even in the (extreme) case of Lagrangian tori with all frequencies rational, provided a nondegeneracy assumption holds, Lagrangian regularity either spreads to fill out a whole torus or holds nowhere locally on it.     

On operator monotone and operator convex functions

We establish monotonicity and convexity criteria for a continuous function f: R⁺ → R with respect to any C*-algebra. We obtain an estimate for the measure of noncompactness of the difference of products of the elements of a W*-algebra. We also give a commutativity criterion for a positive τ-measurable operator and a positive operator from a von Neumann algebra.     

Optimizing System Availability Under Minimal Repair with Non-Negligible Repair and Replacement Times

Availability measures are given for a repairable system under minimal repair with constant repair times. A new policy and an existing replacement policy for this type of system are discussed. Each involves replacement at the first failure after time T, with T representing total operating time in the existing model and total elapsed time (i.e. operating time + repair time) in the new model. Optimal values of T are found for both policies over a wide range of parameter values. These results indicate that the new and administratively easier policy produces only marginally smaller optimal availability values than the existing policy.     

Multi-parameter maintenance optimisation via the marginal cost approach

In this paper we show how the marginal-cost approach can be used to optimise multi-parameter replacement rules. We will illustrate this for an opportunity-based age replacement rule that consists of two parameters. The first parameter is a control limit t, which indicates from what age on a unit is replaced preventively at the first arising opportunity. The second parameter is a planned replacement age T, which indicates at what age the unit is replaced if it has not been replaced yet. The unit can fail and is immediately replaced upon failure. It can be shown that this replacement rule belongs to a class of policies for which the long-run average-cost function is unimodal. The marginal cost approach is based on the following assertion: any point, in which the marginal cost(s) of deferring maintenance equals the average-cost, is an average-cost minimum. Assuming unimodality the minimisation problem can be solved as a root-finding problem, for which there are numerous efficient routines. It appears that the marginal cost approach is very practical for the optimisation of the considered replacement rule, especially because a quick assessment can be made of the optimal parameter values. The marginal cost approach can be used for many other multi-parameter problems, insofar as they can be modelled as a regenerative process.     

Traces of Quantized Canonical Transformations Localized on a Finite Set of Points

For an embedding i : X ? M of smooth manifolds and a Fourier integral operator Φ on M defined as the quantization of a canonical transformation g: T*M \ {0} → T*M \ {0}, we consider the operator i*Φi* on the submanifold X, where i* and i_* are the boundary and coboundary operators corresponding to the embedding i. We present conditions on the transformation g under which such an operator has the form of a Fourier integral operator associated with the fiber of the cotangent bundle over a point. We obtain an explicit formula for calculating the amplitude of this operator in local coordinates.     

On the Fekete and Szegö problem for starlike mappings of order <Emphasis Type="Italic">α</Emphasis>

Let S _α ^* be the familiar class of normalized starlike functions of order α in the unit disk. In this paper, we establish the Fekete and Szegö inequality for the class S _α ^* , and then we generalize this result to the unit ball in a complex Banach space or on the unit polydisk in C ⁿ .     

Economic design of an adaptive <Emphasis Type="Italic">T</Emphasis><Superscript>2</Superscript> control chart

Varying three parameters of the Hotelling's T² control chart, namely, the sample size, the sampling interval length, and the action limit, results in a great improvement over the traditional T² control chart particularly for the small process shift. This paper presents the economic model for designing the variable parameters T² chart. In the economic design, a cost function is constructed, involving the cost of sampling and testing, the cost of false alarm, the cost to detect and remove the assignable cause, and the cost when the process is operating out-of-control. Also, a heuristic method of finding optimal values of adaptive design parameters for minimizing the cost function is presented. Variable and fixed parameters T² control charts are compared with respect to the expected loss per unit time. Furthermore, the effects of the initial sample number (used for estimating the parameters of F-distribution) upon the operating cost and adaptive design parameters are examined.     

Costing a Finite Minimal Repair Replacement Policy

In this paper an integral equation technique is used to evaluate the expected cost for the period (0, t] of a policy involving minimal repair at failure with replacement after N failures. This cost function provides an appropriate criterion to determine the optimal replacement number N* for a system required for use over a finite time horizon. In an example, it is shown that significant cost savings can be achieved using N* from the new finite time horizon model rather than the value predicted by the usual asymptotic model.     

The general rigidity result for bundles of <Emphasis Type="Italic">A</Emphasis>-covelocities and <Emphasis Type="Italic">A</Emphasis>-jets

Let M be an m-dimensional manifold and A = D _k ^r /I = R⊕N _A a Weil algebra of height r. We prove that any A-covelocity T _x ^A f ∈ T _x ^A *M, x ∈ M is determined by its values over arbitrary max{width A,m} regular and under the first jet projection linearly independent elements of T _x ^A M. Further, we prove the rigidity of the so-called universally reparametrizable Weil algebras. Applying essentially those partial results we give the proof of the general rigidity result T ^A *M ? T ^r *M without coordinate computations, which improves and generalizes the partial result obtained in Tomá? (2009) from m ≥ k to all cases of m.We also introduce the space J ^A (M,N) of A-jets and prove its rigidity in the sense of its coincidence with the classical jet space J ^r (M,N).     

Asymptotic <Emphasis Type="Italic">T</Emphasis><Subscript><Emphasis Type="Italic">u</Emphasis></Subscript>-Toeplitzness of weighted composition operators on <Emphasis Type="Italic">H</Emphasis><Superscript>2</Superscript>

Given a unilateral forward shift S acting on a complex, separable, innite dimensional Hilbert space H, an asymptotically S-Toeplitz operator is a bounded linear operator T on H satisfying that {S* ⁿ TS ⁿ } is convergent with respect to one of the topologies commonly used in the algebra of bounded linear operators on H. In this paper, we study the asymptotic T _u -Toeplitzness of weighted composition operators on the Hardy space H², where u is a nonconstant inner function.     

Operations policy for a supply chain system with fixed-interval delivery and linear demand

This research addresses a production-supply problem for a supply-chain system with fixed-interval delivery. A strategy that determines the optimal batch sizes, cycle times, numbers of orders of raw materials, and production start times is prescribed to minimize the total costs for a given finite planning horizon. The external demands are time-dependent following a life-cycle pattern and the shipment quantities follow the demand pattern. The shipment quantities to buyers follow various phases of the demand pattern in the planning horizon where demand is represented by piecewise linear model. The problem is formulated as an integer, non-linear programming problem. The model also incorporates the constraint of inventory capacity. The problem is represented using the network model where an optimal characteristic has been analysed. To obtain an optimal solution with N shipments in a planning horizon, an algorithm is proposed that runs with the complexity of Θ(N²) for problems with a single-phase demand and O(N³) for problems with multi-phase demand.