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Efficient Combinatorial Models 
                    for Reliability Analysis of 
                Complex Dynamic Systems (基
                C      l D         i S t       (基
                于组合模型的复杂动态系统可
                            靠性分析)

                Dr. Liudong Xing (邢留冬博士)

                            ©2011 ASQ & Presentation Xing
                            Presented live on Nov 09th, 2011




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Efficient Combinatorial Models for
Reliability Analysis of Complex Dynamic
                 Systems
(基于组合模型的复杂动态系统可靠性分析)
                     Presented by
             Dr. Liudong Xing (邢留冬)
             E-mail: lxing@umassd.edu
             E mail: lxing@umassd edu
     Electrical and Computer Engineering Dept.
            University of Massachusetts
                Dartmouth, MA, USA
              www.massachusetts.edu
              www massachusetts edu

         ASQ Reliability Division Webinar Series
http://technicalhut.blogspot.com/2011/09/robo-earth-database-to-network-robots.html
http://www.0592en.com/class/trans/2011/1031/1406.html, http://www.metrolic.com/us-nuclear-power-plant-funds-remain-unused-168212/
http://www.geekwithlaptop.com/cloud-computing-takes-us-into-the-future-of-technology-chrome-os-leads-the-way, http://spie.org/x14634.xml?ArticleID=x14634   2
http://www.infrastructurist.com/2009/05/19/a-vibrant-us-train-industry-would-employ-more-people-than-car-makers-do-now/                 -- Image Sources
Motivation
Computing and engineering systems are
evolving t
    l i toward enabling much l
              d    bli      h larger
collaboration & handling more complicated
missions.
The i
Th increasing complexity and scale im l
           si      m l xit     d s l imply
that reliability problems will not only continue
to be a challenge but also require more
efficient models and solutions


                                                   3
@ This Talk --
Reliability Analysis of Complex Dynamic Systems

Evaluation Methods                 p
                                Complex Behavior
  Analytical methods               Multiple states (多状态)
   o Combinatorial methods         Multiple phases (多阶段)
     (fault trees, decision        Sequence dependence (顺序相依)
     diagrams)                     Dynamic sparing (动态备用)
   o State space-based             Imperfect coverage (不完全覆盖)
     methods (Markov models)
                                   Common-cause failures (共因故障)
                                                         (共  障)
  Simulation methods               Functional dependence (功能相依)
  Measurement-based                Competing failures (竞争失效)
                                      p     g



        Acknowledgment: US National Science Foundation (NSF)
                 No. 0614652 & 0832594 & 1112947                  4
Agenda

Overview of complex b h i
O    i    f     l behavior
Reliability and sensitivity analysis of multi-
                                        multi
state systems




                                                 5
Multi-State (多状态)
System & components: more than two levels of
p
performance (or states) varying from perfect
                                     p
operation to complete failure
Behaviors modeled: shared loads, performance
                                ,p
degradation, imperfect coverage, multiple failure
modes, etc.
Applications: power systems, transmission networks,
communication networks circuits etc
               networks, circuits,
Challenge:
o dependence among multiple states




                                                      6
Multi-Phase (多阶段)
A system supporting a mission characterized by
multiple, consecutive, and non-overlapping phases of
operation
System components subject to different stresses,
environmental conditions, and reliability requirements i
   i        t l   diti s     d li bilit       i     ts in
different phases
Applications: aerospace (aircraft, rockets, spacecraft),
nuclear power, airborne weapon systems, etc
Challenge:
o dynamics in system configuration, failure criteria, and
   y           y          g       ,                 ,
  component failure behavior
o s-dependencies across phases for a given component

                                                            7
Sequence Dependence (顺序相依)
The order that fault events occur is important to the
system reliability
Challenge: sequence-dependent system f l
 h ll               d    d           failure
criteria
                                    Failure
                                    F il
           Primary:
              P

            Switch:
              Sw


           Standby:
                             P     S     Sw     P
               S

  • Sw    P: system fails   Modeled using priority AND
  •P     Sw: system OK
              y             g
                            gate in fault tree analysis
                                                   y

                                                          8
Dynamic Sparing (动态备用)
                                            λP
One module is on-line &




                                 mponents
operational, and one or                               λS        Hot




                               com
more modules serve as                                                  t
                                                 τ1        τ2
standby units.
                                            λP
When the on-line module




                               components
                                                      λS        Cold
experiences a fault and
the fault is detected, it is



                               c
                                                                       t
                                                 τ1        τ2
removed and replaced with
                                            λP
a standby unit.
                                omponents
                                            αS        λS        Warm
Challenge: time/order-
dependent failure
                               co
                                                                       t
                                                 τ1        τ2
behavior

                                                                           9
I
  Imperfect F lt C
       f t Fault Coverage (不完全覆盖)
Imperfect detection, location or recovery of a
           detection location,
component fault may cause an extensive damage to the
entire system, despite presentence of redundancies.
       system                         redundancies




Extent of an uncovered fault damage can exhibit
multiple levels in hierarchical systems: if an
undetected error escapes from one level, it may be
covered at a higher level
                      level.
Challenge: multiple failure modes

                                                       10
Common Cause Failures (共因故障)
   Common-Cause
Simultaneous failure of multiple components due to a
common cause
Challenge: multiple dependent component failures

                    External
                     Cause
        Common
         Cause
                                    Global Effect on a
         Failure
                   Internal Cause    y          y
                                    System/Subsystem
                    (Propagated
                      Failure)
                                     Selective Effect on
                                    System Components




                                                           11
Functional Dependence (功能相依)
Occurrence of some event (trigger) causes other
components ( p n n components) to become
  mp n n (dependent mp n n )               m
inaccessible or unusable
Cascading f il
C     di failures: multiple f il
                      lti l failures i iti t d by th
                                     initiated b the
trigger of one component in the system resulting in a
chain reaction ord i effect (
 h i        i    domino ff       (common i power
                                           in
grids)

                   FDEP       FDEP

            A             B          C   ......


                                                        12
Competing Failures (竞争失效)

  Occur in systems subject to both functional
  dependence (FDEP) and propagated failures (PF)
  d    d               d           d f il
  PF has different consequences due to competition in
  the time domain between trigger failure and failure
  propagated from dependent components
                             components.

Trigger f
   gg failure     PF of dependent components: f
                      f p           mp          failure isolation
PF of dependent components    Trigger failure: system fails




                                                                    13
Agenda
Overview of complex behavior
Reliability and sensitivity analysis of multi-
  l    l                       l          l
state systems (MSS)
        y       (     )
o Basic concepts
o MSS analysis methods
         l        h d
o Examples
  E mp




                                                 14
MSS R li bilit
                  Reliability

MSS reliability at level d :
o probability that the system performance level is
  greater than or equal to d.

            MRd = P (ϕ ( x) ≥ d )
o φ( ) system structure function
   (x):                 f




                                                     15
MSS S
               Sensitivity M
                   iti it Measures
Quantify importance of components, and help
prioritize reliability improvement activities
Composite importance measures (CIM): evaluate
contribution of a m
              f multi-state component as a whole to
                              mp
MSS reliability
o Example: Birnbaum or average of the Sum of Absolute
  Deviation (SAD)


                 ∑
                 ωi
                     j =1
                            P(ϕ ( x) < d | x i = bij ) − P(ϕ ( x) < d )
   MI    SAD
               =
                                          ωi −1
        i




                                                                          16
MSS A l i M th d (1)
             Analysis Methods
Simulation-based methods
o computationally expensive and time-consuming
     p          y p                          g
o approximate results
o a complete new simulation must be performed when
  parameter values change

State
St t space-based methods (M k models)
           b   d   th d (Markov d l )
o more sever state explosion problem than analyzing binary
  systems
Multi-state minimal path/cut vectors (MMPV/MMCV)
                    p
o doubly exponential complexity



                                                             17
MSS Analysis Methods (2)

  Decision diagrams (决策图)-based methods
o Multi-state binary decision diagrams (MBDD)
o Logarithmically-encoded binary decision diagrams
  Logarithmically encoded
  (LBDD)
o Multi-state multi-valued decision diagrams (MMDD)




                                                      18
An Illustrative Example
            A Ill t ti E         l

Each board has 4 states                  B1
                                              P1   M1
o   Bii,4 (both P & M are functional)
        4
                                                                   Bus
o   Bi,3 (M is functional, P is down)
                                                        B2
o   Bii,2 (P is functional, M is down)
        2                                                    P2   M2
o   Bi,1 (both P & M are down)

The system has 3 states
o S3 (at least one P & both M are
  functional)
  f     i   l)
o S2 (at least one P & exactly one
  M are functional)
o S1 (no P or M is functional)


                                                                         19
MBDD
  4 Boolean variables to encode 4 board states
    o (B1,1, B1,2, B1,3, B1,4) for board B1
    o (B2,1, B2,2, B2,3, B2,4) for board B2
         ,     ,     ,3    ,




   Board State B1,1           Board State B1,2         Board State B1,3          Board State B1,4

    o numerous variables;
    o special operations to handle state dependencies in model
      generation and evaluation

X. Zang, D.Wang, H. Sun, and K. S. Trivedi, “A BDD-based algorithm for analysis of multistate systems
with multistate components,” IEEE Trans. Computers, vol. 52, no. 12, pp. 1608–1618, Dec. 2003           20
LBDD
  2 auxiliary Boolean variables to encode 4 board states
            y
   o (v1, v2) for board B1
   o (w1, w2) for board B1

   v1       v2     B1 states                                                  1,3

    0       0          B1,1                                                  v1
    0       1          B1,2




                                                                 0




                                                                                               1
                                                                                    v2




                                                                                           0
                                                             1
    1       0          B1,3




                                                                     1




                                                                                                   1
    1       1          B1,4

   o binary logic; no dependence among fewer auxiliary variables
   o state encoding and decoding are needed


A. Shrestha and L. Xing, “A Logarithmic Binary Decision Diagrams-Based Method for Multistate Systems
Analysis,” IEEE Trans. Reliability, Vol. 57, No. 4, pp. 595-606, Dec. 2008.
                                                                                                       21
MMDD
    1 multi-valued variable per multi-state component
      multi valued              multi state
       o (B1) for board B1
       o (B2) for board B2

                B1                            B1                           B1                           B1
        1                4            1                4           1                4           1                4
            2 3                           2 3                          2 3                          2 3
   1        0        0       0   0        1        0       0   0       0        1       0   0       0        0       1
        Board State B1,1             Board State B1,2              Board State B1,3             Board State B1,4


       o no dependence among multi-valued variables
       o straightforward model generation and evaluation
 L. Xing and Y. Dai, “A New Decision Diagram Based Method for Efficient Analysis on Multi-State Systems,”
IEEE Trans. Dependable and Secure Computing, vol. 6, no. 3, pp. 161-174, Jul.-Sep. 2009.
S. V. Amari, L. Xing, A. Shrestha, J. Akers, and K. S. Trivedi, “Performability Analysis of Multi-State
Computing Systems Using Multi-Valued Decision Diagrams,” IEEE Trans. on Computers, vol. 59, no. 10, pp.
1419-1433, 2010.                                                                                                         22
MFT

Example Computer System
  MBDD, LBDD, MMDD




                 1
                                  4

                  0




                              3
                      1
           0
           0




                          1




 MBDD          LBDD           MMDD



                                            23
Performance Comparison
  Microelectronics Center of North Carolina
  (MCNC) BBenchmarks
              h     k
    o   model size
    o   # recursive calls
    o   top-down recursive evaluation ti
        t d              i     l ti time
    o   bottom-up evaluation time




A. Shrestha, L. Xing, and Y. Dai, “Decision Diagram-Based Methods, and Complexity Analysis for Multistate
Systems,” IEEE Trans. Reliability, vol. 59, no. 1, pp. 145-161, Mar. 2010.                                  24
Name      Inpu       Outp    Product
                                                    t       u   Terms
                                                            t

MCNC Benchmarks
  N B    h   k                      5xp1
                                    9sym
                                              7
                                              9
                                                         10
                                                         1
                                                                   75
                                                                   87
                                    alu2      10         8         68
                                    alu4      14         8        1028
Originally designed for             b12       15         9        431

Boolean switching functions          bw       5          28        87
                                     clip     9          5        167
                                    con1      7          2         9
Adapted to form MSS with
    p                                inc      7          9         34
multistate components              mdiv7      8          10       256
                                   misex1     8          7         32
            y    p
o Each binary output ≡ a           misex2     25         18        29
  system state                     misex3c    14         14       305

o A group of binary inputs ≡
    g    p        y p              postal     8          1         25
                                    rd53
                                     d 3      5          3         32
  multistate component              rd73      7          3        141
o E.g., 4 binary inputs form 16-    rd84      8          4        256

  state components                  sao2      10         4         58
                                   sn74181    14         8        1132
                                   squar5     5          8         32
                                    xor5      5          1         16
                                   Z5xp1      7          10       128
                                                                          25
                                   Z9sym      9          1        420
Model Size
     M d l Si
WMBDD > WLBDD > WMMDD




                        26
10
                     100
                           1000
                                  10000
                                          100000
                                                   1000000
        xor5
        rd53
      squar5
        con1
      misex1
       postal
        rd73
          inc
          bw
        rd84
                                                                                                 Top-down




        5xp1

      Z9sym
       Z5xp1
       9sym
         clip
       mdiv7
                                                                    RMBDD > RMMDD > RLBDD
                                                             MBDD




        sao2
      misex2
        alu2
                                                             LBDD




         b12
                                                                                            # of Top down Recursive Calls




     misex3c
     sn74181
        alu4
                                                             MMDD




27
Top-down R
  T d      Recursive E l ti Time
                si Evaluation Ti
               TMBDD > TLBDD > TMMDD
(in ms, time for decoding states is included for LBDD)
                                          MBDD   LBDD   MMDD
 1000


 100


  10


   1


  0.1


 0.01




                                                  v7



                                                   2
                               1
                             bw
   sq 3




          73




                             84




                                                   1
          r5




                                                  u2




                                                  u4
   m n1




                        Z9 1




                                          m o2
          r5




                    c
           al




                                    p
                              m
         x1




                                         m x2
                            ym




                                         sn 3c
                            xp
          5




                                               18
                  in




                             p




                                               b1
                                   cli
        st




                           sy
       xo


      ua




                                               di
      co




                                              sa
                                               al




                                               al
                          rd
       rd




       rd




                          5x
     ise




                                             ise

                                               x
                         9s
                         Z5
    po




                                            74
                                     m




                                           ise
                                                               28
0 01
                    0.01
                           0.1
                                 1
                                     10
                                          100
         xo
             r5
         rd
            5
       po 3
           st
              al
         co
            n1
         rd
            7
      sq 3
         ua
      Z9 r 5
                                                                               B tt




          sy
      m m
        ise
            x1
         rd
            84
         5x
            p1
       9s
           ym

           in
              c
         sa
            o
        Z5 2
          xp
              1
             bw
      m
         ise
             x2
           al
                                                       TMBDD > TLBDD > TMMDD




              u2
                                                MBDD




           b1
                2
                                                                                         E l ti Ti




            cli
                p
        m
                                                                               Bottom-up Evaluation Time




     m div7
                                                LBDD




       ise
           x
     sn 3c
        74
           18
                1
           al
              u4
                                                MMDD




29
S mm
               Summary
LBDD is a tradeoff that transforms multi-
state domain into an equivalent auxiliary
                      q                 y
binary domain, but offers reduced system
model size than MBDD
                MBDD.

In general, MMDD is more efficient than
MBDD and LBDD.




                                            30
AT
                 Transmission N t
                     smissi Network
                                  k
                                                                                  2

  The system must                                                      1
                                                                                  3
  supply a demand >= 3
       l   d     d                                         s
                                                                                  5
                                                                                                 7        t

  units from s to t.                                                   4
                                                                                  6



           Component          Transmission Capacity                  State Probability
              1              0    1 2       3    4         0.10    0.05 0.15 0.35 0.35
              2              0    1 2        -    -        0.10    0.05 0.85        -  -
              3              0    1 2        -    -        0.10
                                                           0 10    0.05 0.85
                                                                   0 05 0 85        -  -
              4              0    1 2       3     -        0.20    0.10 0.45 0.25      -
              5              0    1 2        -    -        0.10    0.05 0.85        -  -
              6              0    1 2        -    -        0 10
                                                           0.10    0 05 0 85
                                                                   0.05 0.85        -  -
              7              0    1   2     3    4         0.15    0.15 0.05 0.45 0.20


A. Shrestha, L. Xing, D. W. Coit, “An Efficient Multi-State Multi-Valued Decision Diagram-Based Approach
for Multi-State System Sensitivity Analysis,” IEEE Trans. Reliability, vol. 59, no. 3, pp. 581-592, Sept. 2010.   31
x1

                                                                                                                                            MMDD-based
                                                                                             3, 4
                                                         1                    2
                          0
                                     x2                                   x2                                      x2
                              0       1, 2
                                                             0
                                                                              1
                                                                                             2      0                 1       2
                                                                                                                                           Analysis Results
                         x3                       x3                          x3                                 x3                x3
                                                                          0          1, 2                0
              0               1, 2                           2
                                                                                                             1
                                                                                                                             0                                2
                                              1
                          0                                                                                                                        1
                                                                                                                          2         1, 2
     x4                                x4                                                           x4                                                        3
              3                                   2, 3                                                   1, 2, 3                           s                              7      t
                                                                                         0
0, 1, 2                       0, 1
                                                                                                                                                              5
              x5                                  x5             2                                               x5
                         2                0                                                                                                        4
                                                         1                               0
          0        1                                                                                                  1, 2
                                                                                                                                                              6
                         x6                                          x6           1, 2

                                                                                                                                               MRd =3 = P (ϕ ( x) ≥ 3)
                                                         0
                                                                 2
                  0, 1                                                                                                       x7
                                                       0, 1, 2                                                                    3, 4
                                                                                                                                                       = 0.54541524
    0                                                                                                                              1
                              Rank             j                 Birnbaum                                           MAD                         MMAW               MMFV
                               1              7                  0.5559039984                                     0.3817906706                 1.4199334287       0.4199334287
                               2              1                  0.1750166234                                     0.1036475213                 1.1140024163       0.1140024163
                               3              4                  0.1011335000                                     0.0723422213                 1.0795695635       0.0795695635
                               4              2                  0.0622255969                                     0.0219048863                 1.0240932917       0.0240932917
                               5              3                  0.0622255969
                                                                 0 0622255969                                     0.0219048863
                                                                                                                  0 0219048863                 1.0240932917
                                                                                                                                               1 0240932917       0.0240932917
                                                                                                                                                                  0 0240932917
                               6              5                  0.0169283156                                     0.0060528488                 1.0066575580       0.0066575580
                               7              6                  0.0169283156                                     0.0060528488                 1.0066575580       0.0066575580       32
Conclusion
Dy m
Dynamic and dependent behavior has been recognized
                 p                              g
as a significant contribution to problems in complex
        reliability.
system reliability
o Multiple states (多状态), Multiple phases (多阶段), Sequence
  dependence (顺序相依), Dynamic sparing (动态备用),
                  序相依                    动态备
  Imperfect coverage (不完全覆盖), Common-cause failures (共
  因故障), F
  因故障) Functional dependence (功能相依) C
               ti   ld    d    (功能相依), Competing
                                              ti
  failures (竞争失效), etc...

Decision diagrams (决策图) are state-of-the-art
combinatorial models for efficient reliability analysis
                     f    ff                 y     y
of complex systems.


                                                           33
References: Multi State (多状态)
                        Multi-State
o G. Levitin, L. Podofillini, and E. Zio, “Generalised importance measures for multi-state elements based on
              ,                ,           ,                 p
performance level restrictions,” Reliability Engineering & System Safety, vol. 82, no. 3, pp. 287–298, 2003.
o A. Lisnianski and G. Levitin, Multi-State System Reliability: Assessment, Optimization, and Applications, vol. 6:
Series of Quality, Reliability, and Engineering Statistics, World Scientific, 2003.
o J E R i
   J. E. Ramirez-Marquez and D W C it “A Monte-Carlo simulation approach for approximating multi-state two-
                   M             d D. W. Coit,   M t C l i l ti                   hf          i ti      lti t t t
terminal reliability,” Reliability Engineering & System Safety, vol. 87, no. 2, pp. 253-264, Feb. 2005.
o J. Huang and M. J. Zuo, “Dominant multi-state systems,” IEEE Trans. Reliability, vol. 53, no. 3, pp. 362–368, Sep.
2004.
o X. Zang, D.Wang, H. Sun, and K. S. Trivedi, “A BDD-based algorithm for analysis of multistate systems with
multistate components,” IEEE Trans. Computers, vol. 52, no. 12, pp. 1608–1618, Dec. 2003.
o W. C. Yeh, “A fast algorithm for searching all multi-state minimal cuts,” IEEE Trans. Reliability, vol. 57, no. 4, pp.
581–588, Dec 2008
581 588 Dec. 2008.
o L. Xing and Y. Dai, “A New Decision Diagram Based Method for Efficient Analysis on Multi-State Systems,”
IEEE Trans. Dependable and Secure Computing, vol. 6, no. 3, pp. 161-174, Jul.-Sep. 2009.
o S. V. Amari, L. Xing, A. Shrestha, J. Akers, and K. S. Trivedi, “Performability Analysis of Multi-State Computing
                        g                                                          y     y                      p     g
Systems Using Multi-Valued Decision Diagrams,” IEEE Trans. on Computers, Vol. 59, No. 10, pp. 1419-1433,
October 2010.
o A. Shrestha and L. Xing, “A Logarithmic Binary Decision Diagrams-Based Method for Multistate Systems
Analysis,
Analysis ” IEEE Trans Reliability Vol 57 No 4 pp 595-606 December 2008.
                   Trans. Reliability, Vol. 57, No. 4, pp. 595-606,            2008
o A. Shrestha, L. Xing, and Y. Dai, “Decision Diagram-Based Methods, and Complexity Analysis for Multistate
Systems,” IEEE Trans. Reliability, vol. 59, no. 1, pp. 145-161, Mar. 2010.
o etc...


                                                                                                                           34
References: Multi-Phase (多阶段)
                           Multi Phase
o J. D. Esary and H. Ziehms, “Reliability analysis of phased missions,” in Reliability and Fault Tree Analysis, R. E. Barlow,
J. B. Fussell, and N. D Si
J B F       ll d N D. Singpurwalla, Edi
                                     ll Editors., pp. 213–236, 1975
                                                       213 236
o A. K. Somani, J. A. Ritcey, and S. H. L. Au, "Computationally Efficient Phased-Mission Reliability Analysis for Systems
with Variable Configurations," IEEE Trans. Reliability, Vol. 41, No. 4, pp. 504-511, 1992.
o Y. Ma and K.S. Trivedi, "An algorithm for reliability analysis of phased mission systems, Reliability Engineering &
                                An                                   phased-mission systems,"
System Safety, Vol. 66, pp. 157–170, 1999.
o A. Bondavalli, S. Chiaradonna, F. D. Giandomenico, and I. Mura, “Dependability modeling and evaluation of multiple-
phased systems using DEEM,” IEEE Trans. Reliability, Vol. 53, No. 4, pp. 509–522, Dec. 2004.
o M. K. Smotherman and K. Zemoudeh, “A non-homogeneous Markov model for phased-mission reliability analysis,” IEEE
Trans. Reliability, Vol. 38, No. 5, pp. 585–590, Dec. 1989.
o L. Xing and J. B. Dugan, “Analysis of Generalized Phased Mission System Reliability, Performance and Sensitivity,”
IEEE Trans. Reliability, vol. 51, no. 2, pp 199-211, Jun. 2002.
                        y,        ,     , pp.          ,
o L. Xing and J. B. Dugan, “A Separable TDD-Based Analysis of Generalized Phased-Mission Reliability,” IEEE Trans.
Reliability, vol. 53, no. 2, pp. 174-184, Jun. 2004.
o L. Xing, “Reliability Evaluation of Phased-Mission Systems with Imperfect Fault Coverage and Common-Cause Failures,”
IEEE T Trans. on R li bili vol. 56, no. 1, pp. 58-68, M 2007
                  Reliability, l 56        1    58 68 Mar. 2007.
o A. Shrestha and L. Xing, “Improved Modular Reliability Analyses of Hybrid Phased Mission Systems,” Journal of Risk
and Reliability, Vol. 222, No. 4, 2008, pp. 507-520
o A. Shrestha, L. Xing, and Y.S. Dai, “Reliability Analysis of Multi State Phased Mission Systems with Unordered and
                                           Reliability           Multi-State Phased-Mission
Ordered States,” IEEE Trans. Systems, Man, and Cybernetics, Part A: Systems & Humans , Vol. 41, No. 4, pp. 625-636, 2011.
o S. V. Amari and L. Xing, "Reliability Analysis of k-out-of-n Systems with Phased-Mission Requirements," International
Journal of Performability Engineering, Vol. 7, No. 6, pp. 595-600, Nov. 2011.
o etc...

                                                                                                                                35
References: Sequence Dependence
                    (顺序相依)
o J. B. Dugan, S. J. Bavuso, and M. A. Boyd, “Dynamic fault-tree models for fault-tolerant computer systems,” IEEE
Trans. on Reliability, vol. 41, no. 3, pp. 363-377, S 1992
            l bl         l 41       3      363 3 Sep. 1992.
o W. Long, T. Zhang, Y. Lu, and M. Oshima, “On the quantitative analysis of sequential failure logic using Monte
Carlo method for different distributions,” Proc. of Probabilistic Safety Assessment & Management, pp. 391-396, 2002.
o T Yuge and S. Yanagi “Quantitative analysis of a fault tree with priority AND gates,” Reliability Engineering &
   T.           S Yanagi, Quantitative                                              gates
System Safety, vol. 93, no. 11, pp. 1577-1583, Nov. 2008.
o L. Xing, A. Shrestha, and Y. Dai, "Exact Combinatorial Reliability Analysis of Dynamic Systems with Sequence-
Dependent Failures," Reliability Engineering & System Safety, Vol. 96, No. 10, pp. 1375-1385, October 2011.
o etc...




                                                                                                                       36
References: Dynamic Sparing (动态备用)
o J. B. Dugan, S. J. Bavuso, and M. A. Boyd, “Dynamic fault-tree models for fault-tolerant computer systems,”
IEEE Trans. Reliability, vol. 41, no. 3, pp. 363-377, Sep. 1992.
o J She and M. G P h “R li bili of a k
    J. Sh     d M G. Pecht, “Reliability f k-out-of-n W
                                                     f Warm-Standby S
                                                                S db System,” IEEE T
                                                                               ”      Trans. R l b l
                                                                                             Reliability, vol. 41,
                                                                                                            l 41
no. 1, pp. 72-75, Mar. 1992
o D. Liu, C. Zhang, W. Xing, R. Li, and H. Li, “Quantification of Cut Sequence Set for Fault Tree Analysis,”
HPCC2007, Lecture Notes in Computer Science, no. 4782, pp 755-765, Springer-Verlag, 2007.
            ,                      p             ,         , pp.       , p g           g,
o L. Xing, O. Tannous, and J. B. Dugan, "Reliability Analysis of Non-Repairable Cold-Standby Systems Using
Sequential Binary Decision Diagrams," IEEE Trans. Systems, Man, and Cybernetics, Part A: Systems and
Humans, in Press, DOI: 10.1109/TSMCA.2011.2170415
    O. Tannous, L Xing, R. P
o O T            L. Xi R Peng, M Xi and S.H, N "R d d
                                   M. Xie, d S H Ng, "Redundancy All ti f S i P ll l Warm-
                                                                      Allocation for Series-Parallel W
Standby Systems," Proc. of the IEEE International Conference on Industrial Engineering and Engineering
Management, Singapore, Dec. 2011
o P. Boddu and L. Xing, "Optimal Design of Heterogeneous Series-Parallel Systems with Common-Cause
Failures," International Journal of Performability Engineering, Special Issue on Performance and Dependability
Modeling of Dynamic Systems, Vol. 7, No. 5, pp. 455-466, Sep. 2011.
o O. Tannous, L. Xing, and J. B. Dugan, “Reliability Analysis of Warm Standby Systems using Sequential
BDD, Proc.
BDD ” Proc of the 57th Annual Reliability & Maintainability Symposium, Jan 2011.
                                                                 Symposium Jan. 2011
o etc...




                                                                                                                     37
References: Imperfect Coverage (不完全覆盖)
o S. V. Amari, J. B. Dugan, and R. B. Misra, “A separable method for incorporating imperfect coverage in combinatorial
model,” IEEE Trans. on Reliability, vol. 48, no. 3, pp. 267–274, Sep. 1999.
o S. V. Amari, J. B. Dugan, and R. B. Misra, “Optimal reliability of systems subject to imperfect fault-coverage,” IEEE
Trans. on Reliability, vol. 48, no. 3, pp. 275 284, Sep. 1999.
                                           275–284,
o G. Levitin and S. V. Amari, “Multi-state systems with static performance dependent fault coverage,” Journal of Risk and
Reliability, vol. 222, pp. 95-103, 2008.
o G. Levitin and S. V. Amari, “Multi-state systems with multi-fault coverage,” Reliability Engineering & System Safety, vol.
93, pp. 1730-1739, 2008.
o S. A. Doyle, J. B. Dugan, and A. Patterson-Hine, “A Combinatorial Approach to Modeling Imperfect Coverage,” IEEE
Transactions on Reliability, pp. 87-94, March 1995.
o J B Dugan “Fault Trees and Imperfect Coverage,” IEEE Transactions on Reliability vol 38, no. 2, pp. 177 - 185 June
   J. B. Dugan, Fault                         Coverage                        Reliability, vol. 38 no 2 pp        185,
1989.
o L. Xing and J. B. Dugan, “Dependability Analysis of Hierarchical Systems with Modular Imperfect Coverage,” Proc. of the
19th International System Safety Conference, Huntsville, Alabama, Sep. 2001
o L. Xing, “Reliability Evaluation of Phased-Mission Systems with Imperfect Fault Coverage and Common-Cause Failures,”
IEEE Trans. on Reliability, vol. 56, no. 1, pp. 58-68, Mar. 2007.
o L. Xing and A. Shrestha, “Reliability Evaluation of Distributed Computer Systems Subject to Imperfect Coverage and
Dependent Common Cause Failures , Journal of Computer Sciences, Special Issue on Reliability and Autonomic Management,
             Common-Cause Failures”,
vol. 2, no. 6, pp. 473-479, 2006.
o A. Shrestha, L. Xing, and S. V. Amari, “Reliability and Sensitivity Analysis of Imperfect Coverage Multi-State Systems,”
Proc. of The 56th Annual Reliability & Maintainability Symposium, San Jose, CA, USA, 2010.
o etc...

                                                                                                                               38
References: C
R f         Common-Cause Failures (共因故障)
                   C     F il
o J. K. Vaurio, "Common cause failure probabilities in standby safety system fault tree analysis with testing—scheme
and timing dependencies," Reliability Engineering & System Safety, Vol. 79, No. 1, pp. 43-57, January 2003.
o S. Mitra, N. R. Saxena, and E. J. McCluskey, “Common-Mode Failures in Redundant VLSI Systems: A Survey,”
IEEE Trans on Reliability Vol 49 No 3 pp 285-295 September 2000.
      Trans. Reliability, Vol. 49, No.3, pp. 285-295.               2000
o J. K. Vaurio, “An Implicit Method for Incorporating Common-Cause Failures in System Analysis,” IEEE Trans. on
Reliability, Vol. 47, No.2, pp. 173-180, 1998.
o K. N. Fleming, A. Mosleh, and A. P. Kelly, “On the analysis of dependent failures in risk assessment and reliability
evaluation ” Nuclear Safety, vol 24, pp. 637–657, 1983.
evaluation,”           Safety vol. 24 pp 637 657 1983
o Z. Tang, H. Xu, and J. B. Dugan, "Reliability analysis of phased mission systems with common cause failures,"
Proceedings of Annual Reliability and Maintainability Symposium, pp. 313- 318, January 2005.
o K.N. Fleming, A. Mosleh, “Common-cause data analysis and implications in system modeling,” Proceeding of
International Topical Meeting on Probabilistic S f M h d & A li i
I        i    lT i lM i            P b bili i Safety Methods Applications, V l 1 pp. 3/1 3/12 February 1985.
                                                                                  Vol. 1.     3/1-3/12, F b    1985
o G. Levitin, L. Xing, H. Ben-Haim, and Y. Dai, "Multi-state Systems with Selective Propagated Failures and
Imperfect Individual and Group Protections," Reliability Engineering and System Safety, in Press.
o G. Levitin and L. Xing, "Reliability and Performance of Multi state Systems with Propagated Failures Having
                              Reliability                   Multi-state
Selective Effect," Reliability Engineering and System Safety, vol. 95, no. 6, pp. 655-661, June 2010.
o L. Xing, P. Boddu, Y. Sun, and W. Wang, “Reliability Analysis of Static and Dynamic Fault-Tolerant Systems
subject to Probabilistic Common-Cause Failures,” Journal of Risk and Reliability, vol. 224, no. 1, pp.43-53, 2010 .
o L. Xing, A. Shrestha, L. Meshkat, and W. Wang, “Incorporating Common-Cause Failures into the Modular
Hierarchical Systems Analysis,” IEEE Trans. on Reliability, vol. 58, no. 1, pp. 10-19, Mar. 2009
o L. Xing and S. V. Amari, “Effective Component Importance Analysis for the Maintenance of Systems with
Common Cause Failures,” Intl. Jnl. of Reliability, Quality and Safety Engineering, vol. 14, no. 5, pp 459-478, 2007.
                          ,            f        y, Q     y        f y g            g,       ,      , pp.      ,
o etc...

                                                                                                                         39
References: Functional Dependence (功能相依)
      & Competing Failures (竞争失效)
o J. B. Dugan, S. J. Bavuso, and M. A. Boyd, “Dynamic fault-tree models for fault-tolerant computer systems,” IEEE
Trans. on Reliability, vol. 41, no. 3, pp. 363-377, Sep. 1992.
o W. Li and H. Pham, “An inspection-maintenance model for systems with multiple competing processes,” IEEE
         i d        h         i       i      i             d lf          ih    li l         i
Transactions on Reliability, 54(2), pp. 318-327, 2005.
o H. Pham and D. M. Malon, “Optimal design of systems with competing failure modes,” IEEE Transactions on
Reliability, 43(2), pp. 251 – 254, 1994.
o C. Bunea and T. A. Mazzuchi, “Competing failure modes in accelerated life testing,” Journal of Statistical Planning
and Inference, 136(5), pp. 1608-1620, 2006.
o A. Xu and Y. Tang , “Objective Bayesian analysis of accelerated competing failure models under Type-I censoring,”
Computational Statistics & Data Analysis, 55(10), pp. 2830-2839, 2011
o L. Xing, J. B. Dugan, and B. A. Morrissette, “Efficient Reliability Analysis of Systems with Functional Dependence
Loops,” Maintenance and Reliability, pp. 65-69, No. 3/2009, 2009.
o L. Xing, B. A. Morrissette , and J. B. Dugan, “Efficient Analysis of Imperfect Coverage Systems with Functional
                                                    Efficient
Dependence,” Proc. of the 56th Annual Reliability & Maintainability Symposium, San Jose, CA, USA, Jan. 2010.
o L. Xing and G. Levitin, "Combinatorial Algorithm for Reliability Analysis of Multi-State Systems with Propagated
Failures and Failure Isolation Effect," IEEE Transactions on Systems, Man, and Cybernetics, Part A: Systems and
Humans , Vol. 41, No. 6, pp. 1156-1165, November 2011.
o L. Xing and G. Levitin, "Combinatorial Analysis of Systems with Competing Failures Subject to Failure Isolation and
Propagation Effects," Reliability Engineering and System Safety, Vol. 95, No. 11, pp. 1210-1215, November 2010.
o etc...



                                                                                                                        40
Thank You!
 h k     !
  谢谢!



             41

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Efficient combinatorial models for reliability analysis of complex dynamic systems

  • 1. Efficient Combinatorial Models  for Reliability Analysis of  Complex Dynamic Systems (基 C l D i S t (基 于组合模型的复杂动态系统可 靠性分析) Dr. Liudong Xing (邢留冬博士)
 ©2011 ASQ & Presentation Xing Presented live on Nov 09th, 2011 http://reliabilitycalendar.org/The_Re liability_Calendar/Webinars_ liability Calendar/Webinars ‐ _Chinese/Webinars_‐_Chinese.html
  • 2. ASQ Reliability Division  ASQ Reliability Division Chinese Webinar Series Chinese Webinar Series One of the monthly webinars  One of the monthly webinars on topics of interest to  reliability engineers. To view recorded webinar (available to ASQ Reliability  Division members only) visit asq.org/reliability ) / To sign up for the free and available to anyone live  webinars visit reliabilitycalendar.org and select English  Webinars to find links to register for upcoming events http://reliabilitycalendar.org/The_Re liability_Calendar/Webinars_ liability Calendar/Webinars ‐ _Chinese/Webinars_‐_Chinese.html
  • 3. Efficient Combinatorial Models for Reliability Analysis of Complex Dynamic Systems (基于组合模型的复杂动态系统可靠性分析) Presented by Dr. Liudong Xing (邢留冬) E-mail: lxing@umassd.edu E mail: lxing@umassd edu Electrical and Computer Engineering Dept. University of Massachusetts Dartmouth, MA, USA www.massachusetts.edu www massachusetts edu ASQ Reliability Division Webinar Series
  • 5. Motivation Computing and engineering systems are evolving t l i toward enabling much l d bli h larger collaboration & handling more complicated missions. The i Th increasing complexity and scale im l si m l xit d s l imply that reliability problems will not only continue to be a challenge but also require more efficient models and solutions 3
  • 6. @ This Talk -- Reliability Analysis of Complex Dynamic Systems Evaluation Methods p Complex Behavior Analytical methods Multiple states (多状态) o Combinatorial methods Multiple phases (多阶段) (fault trees, decision Sequence dependence (顺序相依) diagrams) Dynamic sparing (动态备用) o State space-based Imperfect coverage (不完全覆盖) methods (Markov models) Common-cause failures (共因故障) (共 障) Simulation methods Functional dependence (功能相依) Measurement-based Competing failures (竞争失效) p g Acknowledgment: US National Science Foundation (NSF) No. 0614652 & 0832594 & 1112947 4
  • 7. Agenda Overview of complex b h i O i f l behavior Reliability and sensitivity analysis of multi- multi state systems 5
  • 8. Multi-State (多状态) System & components: more than two levels of p performance (or states) varying from perfect p operation to complete failure Behaviors modeled: shared loads, performance ,p degradation, imperfect coverage, multiple failure modes, etc. Applications: power systems, transmission networks, communication networks circuits etc networks, circuits, Challenge: o dependence among multiple states 6
  • 9. Multi-Phase (多阶段) A system supporting a mission characterized by multiple, consecutive, and non-overlapping phases of operation System components subject to different stresses, environmental conditions, and reliability requirements i i t l diti s d li bilit i ts in different phases Applications: aerospace (aircraft, rockets, spacecraft), nuclear power, airborne weapon systems, etc Challenge: o dynamics in system configuration, failure criteria, and y y g , , component failure behavior o s-dependencies across phases for a given component 7
  • 10. Sequence Dependence (顺序相依) The order that fault events occur is important to the system reliability Challenge: sequence-dependent system f l h ll d d failure criteria Failure F il Primary: P Switch: Sw Standby: P S Sw P S • Sw P: system fails Modeled using priority AND •P Sw: system OK y g gate in fault tree analysis y 8
  • 11. Dynamic Sparing (动态备用) λP One module is on-line & mponents operational, and one or λS Hot com more modules serve as t τ1 τ2 standby units. λP When the on-line module components λS Cold experiences a fault and the fault is detected, it is c t τ1 τ2 removed and replaced with λP a standby unit. omponents αS λS Warm Challenge: time/order- dependent failure co t τ1 τ2 behavior 9
  • 12. I Imperfect F lt C f t Fault Coverage (不完全覆盖) Imperfect detection, location or recovery of a detection location, component fault may cause an extensive damage to the entire system, despite presentence of redundancies. system redundancies Extent of an uncovered fault damage can exhibit multiple levels in hierarchical systems: if an undetected error escapes from one level, it may be covered at a higher level level. Challenge: multiple failure modes 10
  • 13. Common Cause Failures (共因故障) Common-Cause Simultaneous failure of multiple components due to a common cause Challenge: multiple dependent component failures External Cause Common Cause Global Effect on a Failure Internal Cause y y System/Subsystem (Propagated Failure) Selective Effect on System Components 11
  • 14. Functional Dependence (功能相依) Occurrence of some event (trigger) causes other components ( p n n components) to become mp n n (dependent mp n n ) m inaccessible or unusable Cascading f il C di failures: multiple f il lti l failures i iti t d by th initiated b the trigger of one component in the system resulting in a chain reaction ord i effect ( h i i domino ff (common i power in grids) FDEP FDEP A B C ...... 12
  • 15. Competing Failures (竞争失效) Occur in systems subject to both functional dependence (FDEP) and propagated failures (PF) d d d d f il PF has different consequences due to competition in the time domain between trigger failure and failure propagated from dependent components components. Trigger f gg failure PF of dependent components: f f p mp failure isolation PF of dependent components Trigger failure: system fails 13
  • 16. Agenda Overview of complex behavior Reliability and sensitivity analysis of multi- l l l l state systems (MSS) y ( ) o Basic concepts o MSS analysis methods l h d o Examples E mp 14
  • 17. MSS R li bilit Reliability MSS reliability at level d : o probability that the system performance level is greater than or equal to d. MRd = P (ϕ ( x) ≥ d ) o φ( ) system structure function (x): f 15
  • 18. MSS S Sensitivity M iti it Measures Quantify importance of components, and help prioritize reliability improvement activities Composite importance measures (CIM): evaluate contribution of a m f multi-state component as a whole to mp MSS reliability o Example: Birnbaum or average of the Sum of Absolute Deviation (SAD) ∑ ωi j =1 P(ϕ ( x) < d | x i = bij ) − P(ϕ ( x) < d ) MI SAD = ωi −1 i 16
  • 19. MSS A l i M th d (1) Analysis Methods Simulation-based methods o computationally expensive and time-consuming p y p g o approximate results o a complete new simulation must be performed when parameter values change State St t space-based methods (M k models) b d th d (Markov d l ) o more sever state explosion problem than analyzing binary systems Multi-state minimal path/cut vectors (MMPV/MMCV) p o doubly exponential complexity 17
  • 20. MSS Analysis Methods (2) Decision diagrams (决策图)-based methods o Multi-state binary decision diagrams (MBDD) o Logarithmically-encoded binary decision diagrams Logarithmically encoded (LBDD) o Multi-state multi-valued decision diagrams (MMDD) 18
  • 21. An Illustrative Example A Ill t ti E l Each board has 4 states B1 P1 M1 o Bii,4 (both P & M are functional) 4 Bus o Bi,3 (M is functional, P is down) B2 o Bii,2 (P is functional, M is down) 2 P2 M2 o Bi,1 (both P & M are down) The system has 3 states o S3 (at least one P & both M are functional) f i l) o S2 (at least one P & exactly one M are functional) o S1 (no P or M is functional) 19
  • 22. MBDD 4 Boolean variables to encode 4 board states o (B1,1, B1,2, B1,3, B1,4) for board B1 o (B2,1, B2,2, B2,3, B2,4) for board B2 , , ,3 , Board State B1,1 Board State B1,2 Board State B1,3 Board State B1,4 o numerous variables; o special operations to handle state dependencies in model generation and evaluation X. Zang, D.Wang, H. Sun, and K. S. Trivedi, “A BDD-based algorithm for analysis of multistate systems with multistate components,” IEEE Trans. Computers, vol. 52, no. 12, pp. 1608–1618, Dec. 2003 20
  • 23. LBDD 2 auxiliary Boolean variables to encode 4 board states y o (v1, v2) for board B1 o (w1, w2) for board B1 v1 v2 B1 states 1,3 0 0 B1,1 v1 0 1 B1,2 0 1 v2 0 1 1 0 B1,3 1 1 1 1 B1,4 o binary logic; no dependence among fewer auxiliary variables o state encoding and decoding are needed A. Shrestha and L. Xing, “A Logarithmic Binary Decision Diagrams-Based Method for Multistate Systems Analysis,” IEEE Trans. Reliability, Vol. 57, No. 4, pp. 595-606, Dec. 2008. 21
  • 24. MMDD 1 multi-valued variable per multi-state component multi valued multi state o (B1) for board B1 o (B2) for board B2 B1 B1 B1 B1 1 4 1 4 1 4 1 4 2 3 2 3 2 3 2 3 1 0 0 0 0 1 0 0 0 0 1 0 0 0 0 1 Board State B1,1 Board State B1,2 Board State B1,3 Board State B1,4 o no dependence among multi-valued variables o straightforward model generation and evaluation L. Xing and Y. Dai, “A New Decision Diagram Based Method for Efficient Analysis on Multi-State Systems,” IEEE Trans. Dependable and Secure Computing, vol. 6, no. 3, pp. 161-174, Jul.-Sep. 2009. S. V. Amari, L. Xing, A. Shrestha, J. Akers, and K. S. Trivedi, “Performability Analysis of Multi-State Computing Systems Using Multi-Valued Decision Diagrams,” IEEE Trans. on Computers, vol. 59, no. 10, pp. 1419-1433, 2010. 22
  • 25. MFT Example Computer System MBDD, LBDD, MMDD 1 4 0 3 1 0 0 1 MBDD LBDD MMDD 23
  • 26. Performance Comparison Microelectronics Center of North Carolina (MCNC) BBenchmarks h k o model size o # recursive calls o top-down recursive evaluation ti t d i l ti time o bottom-up evaluation time A. Shrestha, L. Xing, and Y. Dai, “Decision Diagram-Based Methods, and Complexity Analysis for Multistate Systems,” IEEE Trans. Reliability, vol. 59, no. 1, pp. 145-161, Mar. 2010. 24
  • 27. Name Inpu Outp Product t u Terms t MCNC Benchmarks N B h k 5xp1 9sym 7 9 10 1 75 87 alu2 10 8 68 alu4 14 8 1028 Originally designed for b12 15 9 431 Boolean switching functions bw 5 28 87 clip 9 5 167 con1 7 2 9 Adapted to form MSS with p inc 7 9 34 multistate components mdiv7 8 10 256 misex1 8 7 32 y p o Each binary output ≡ a misex2 25 18 29 system state misex3c 14 14 305 o A group of binary inputs ≡ g p y p postal 8 1 25 rd53 d 3 5 3 32 multistate component rd73 7 3 141 o E.g., 4 binary inputs form 16- rd84 8 4 256 state components sao2 10 4 58 sn74181 14 8 1132 squar5 5 8 32 xor5 5 1 16 Z5xp1 7 10 128 25 Z9sym 9 1 420
  • 28. Model Size M d l Si WMBDD > WLBDD > WMMDD 26
  • 29. 10 100 1000 10000 100000 1000000 xor5 rd53 squar5 con1 misex1 postal rd73 inc bw rd84 Top-down 5xp1 Z9sym Z5xp1 9sym clip mdiv7 RMBDD > RMMDD > RLBDD MBDD sao2 misex2 alu2 LBDD b12 # of Top down Recursive Calls misex3c sn74181 alu4 MMDD 27
  • 30. Top-down R T d Recursive E l ti Time si Evaluation Ti TMBDD > TLBDD > TMMDD (in ms, time for decoding states is included for LBDD) MBDD LBDD MMDD 1000 100 10 1 0.1 0.01 v7 2 1 bw sq 3 73 84 1 r5 u2 u4 m n1 Z9 1 m o2 r5 c al p m x1 m x2 ym sn 3c xp 5 18 in p b1 cli st sy xo ua di co sa al al rd rd rd 5x ise ise x 9s Z5 po 74 m ise 28
  • 31. 0 01 0.01 0.1 1 10 100 xo r5 rd 5 po 3 st al co n1 rd 7 sq 3 ua Z9 r 5 B tt sy m m ise x1 rd 84 5x p1 9s ym in c sa o Z5 2 xp 1 bw m ise x2 al TMBDD > TLBDD > TMMDD u2 MBDD b1 2 E l ti Ti cli p m Bottom-up Evaluation Time m div7 LBDD ise x sn 3c 74 18 1 al u4 MMDD 29
  • 32. S mm Summary LBDD is a tradeoff that transforms multi- state domain into an equivalent auxiliary q y binary domain, but offers reduced system model size than MBDD MBDD. In general, MMDD is more efficient than MBDD and LBDD. 30
  • 33. AT Transmission N t smissi Network k 2 The system must 1 3 supply a demand >= 3 l d d s 5 7 t units from s to t. 4 6 Component Transmission Capacity State Probability 1 0 1 2 3 4 0.10 0.05 0.15 0.35 0.35 2 0 1 2 - - 0.10 0.05 0.85 - - 3 0 1 2 - - 0.10 0 10 0.05 0.85 0 05 0 85 - - 4 0 1 2 3 - 0.20 0.10 0.45 0.25 - 5 0 1 2 - - 0.10 0.05 0.85 - - 6 0 1 2 - - 0 10 0.10 0 05 0 85 0.05 0.85 - - 7 0 1 2 3 4 0.15 0.15 0.05 0.45 0.20 A. Shrestha, L. Xing, D. W. Coit, “An Efficient Multi-State Multi-Valued Decision Diagram-Based Approach for Multi-State System Sensitivity Analysis,” IEEE Trans. Reliability, vol. 59, no. 3, pp. 581-592, Sept. 2010. 31
  • 34. x1 MMDD-based 3, 4 1 2 0 x2 x2 x2 0 1, 2 0 1 2 0 1 2 Analysis Results x3 x3 x3 x3 x3 0 1, 2 0 0 1, 2 2 1 0 2 1 0 1 2 1, 2 x4 x4 x4 3 3 2, 3 1, 2, 3 s 7 t 0 0, 1, 2 0, 1 5 x5 x5 2 x5 2 0 4 1 0 0 1 1, 2 6 x6 x6 1, 2 MRd =3 = P (ϕ ( x) ≥ 3) 0 2 0, 1 x7 0, 1, 2 3, 4 = 0.54541524 0 1 Rank j Birnbaum MAD MMAW MMFV 1 7 0.5559039984 0.3817906706 1.4199334287 0.4199334287 2 1 0.1750166234 0.1036475213 1.1140024163 0.1140024163 3 4 0.1011335000 0.0723422213 1.0795695635 0.0795695635 4 2 0.0622255969 0.0219048863 1.0240932917 0.0240932917 5 3 0.0622255969 0 0622255969 0.0219048863 0 0219048863 1.0240932917 1 0240932917 0.0240932917 0 0240932917 6 5 0.0169283156 0.0060528488 1.0066575580 0.0066575580 7 6 0.0169283156 0.0060528488 1.0066575580 0.0066575580 32
  • 35. Conclusion Dy m Dynamic and dependent behavior has been recognized p g as a significant contribution to problems in complex reliability. system reliability o Multiple states (多状态), Multiple phases (多阶段), Sequence dependence (顺序相依), Dynamic sparing (动态备用), 序相依 动态备 Imperfect coverage (不完全覆盖), Common-cause failures (共 因故障), F 因故障) Functional dependence (功能相依) C ti ld d (功能相依), Competing ti failures (竞争失效), etc... Decision diagrams (决策图) are state-of-the-art combinatorial models for efficient reliability analysis f ff y y of complex systems. 33
  • 36. References: Multi State (多状态) Multi-State o G. Levitin, L. Podofillini, and E. Zio, “Generalised importance measures for multi-state elements based on , , , p performance level restrictions,” Reliability Engineering & System Safety, vol. 82, no. 3, pp. 287–298, 2003. o A. Lisnianski and G. Levitin, Multi-State System Reliability: Assessment, Optimization, and Applications, vol. 6: Series of Quality, Reliability, and Engineering Statistics, World Scientific, 2003. o J E R i J. E. Ramirez-Marquez and D W C it “A Monte-Carlo simulation approach for approximating multi-state two- M d D. W. Coit, M t C l i l ti hf i ti lti t t t terminal reliability,” Reliability Engineering & System Safety, vol. 87, no. 2, pp. 253-264, Feb. 2005. o J. Huang and M. J. Zuo, “Dominant multi-state systems,” IEEE Trans. Reliability, vol. 53, no. 3, pp. 362–368, Sep. 2004. o X. Zang, D.Wang, H. Sun, and K. S. Trivedi, “A BDD-based algorithm for analysis of multistate systems with multistate components,” IEEE Trans. Computers, vol. 52, no. 12, pp. 1608–1618, Dec. 2003. o W. C. Yeh, “A fast algorithm for searching all multi-state minimal cuts,” IEEE Trans. Reliability, vol. 57, no. 4, pp. 581–588, Dec 2008 581 588 Dec. 2008. o L. Xing and Y. Dai, “A New Decision Diagram Based Method for Efficient Analysis on Multi-State Systems,” IEEE Trans. Dependable and Secure Computing, vol. 6, no. 3, pp. 161-174, Jul.-Sep. 2009. o S. V. Amari, L. Xing, A. Shrestha, J. Akers, and K. S. Trivedi, “Performability Analysis of Multi-State Computing g y y p g Systems Using Multi-Valued Decision Diagrams,” IEEE Trans. on Computers, Vol. 59, No. 10, pp. 1419-1433, October 2010. o A. Shrestha and L. Xing, “A Logarithmic Binary Decision Diagrams-Based Method for Multistate Systems Analysis, Analysis ” IEEE Trans Reliability Vol 57 No 4 pp 595-606 December 2008. Trans. Reliability, Vol. 57, No. 4, pp. 595-606, 2008 o A. Shrestha, L. Xing, and Y. Dai, “Decision Diagram-Based Methods, and Complexity Analysis for Multistate Systems,” IEEE Trans. Reliability, vol. 59, no. 1, pp. 145-161, Mar. 2010. o etc... 34
  • 37. References: Multi-Phase (多阶段) Multi Phase o J. D. Esary and H. Ziehms, “Reliability analysis of phased missions,” in Reliability and Fault Tree Analysis, R. E. Barlow, J. B. Fussell, and N. D Si J B F ll d N D. Singpurwalla, Edi ll Editors., pp. 213–236, 1975 213 236 o A. K. Somani, J. A. Ritcey, and S. H. L. Au, "Computationally Efficient Phased-Mission Reliability Analysis for Systems with Variable Configurations," IEEE Trans. Reliability, Vol. 41, No. 4, pp. 504-511, 1992. o Y. Ma and K.S. Trivedi, "An algorithm for reliability analysis of phased mission systems, Reliability Engineering & An phased-mission systems," System Safety, Vol. 66, pp. 157–170, 1999. o A. Bondavalli, S. Chiaradonna, F. D. Giandomenico, and I. Mura, “Dependability modeling and evaluation of multiple- phased systems using DEEM,” IEEE Trans. Reliability, Vol. 53, No. 4, pp. 509–522, Dec. 2004. o M. K. Smotherman and K. Zemoudeh, “A non-homogeneous Markov model for phased-mission reliability analysis,” IEEE Trans. Reliability, Vol. 38, No. 5, pp. 585–590, Dec. 1989. o L. Xing and J. B. Dugan, “Analysis of Generalized Phased Mission System Reliability, Performance and Sensitivity,” IEEE Trans. Reliability, vol. 51, no. 2, pp 199-211, Jun. 2002. y, , , pp. , o L. Xing and J. B. Dugan, “A Separable TDD-Based Analysis of Generalized Phased-Mission Reliability,” IEEE Trans. Reliability, vol. 53, no. 2, pp. 174-184, Jun. 2004. o L. Xing, “Reliability Evaluation of Phased-Mission Systems with Imperfect Fault Coverage and Common-Cause Failures,” IEEE T Trans. on R li bili vol. 56, no. 1, pp. 58-68, M 2007 Reliability, l 56 1 58 68 Mar. 2007. o A. Shrestha and L. Xing, “Improved Modular Reliability Analyses of Hybrid Phased Mission Systems,” Journal of Risk and Reliability, Vol. 222, No. 4, 2008, pp. 507-520 o A. Shrestha, L. Xing, and Y.S. Dai, “Reliability Analysis of Multi State Phased Mission Systems with Unordered and Reliability Multi-State Phased-Mission Ordered States,” IEEE Trans. Systems, Man, and Cybernetics, Part A: Systems & Humans , Vol. 41, No. 4, pp. 625-636, 2011. o S. V. Amari and L. Xing, "Reliability Analysis of k-out-of-n Systems with Phased-Mission Requirements," International Journal of Performability Engineering, Vol. 7, No. 6, pp. 595-600, Nov. 2011. o etc... 35
  • 38. References: Sequence Dependence (顺序相依) o J. B. Dugan, S. J. Bavuso, and M. A. Boyd, “Dynamic fault-tree models for fault-tolerant computer systems,” IEEE Trans. on Reliability, vol. 41, no. 3, pp. 363-377, S 1992 l bl l 41 3 363 3 Sep. 1992. o W. Long, T. Zhang, Y. Lu, and M. Oshima, “On the quantitative analysis of sequential failure logic using Monte Carlo method for different distributions,” Proc. of Probabilistic Safety Assessment & Management, pp. 391-396, 2002. o T Yuge and S. Yanagi “Quantitative analysis of a fault tree with priority AND gates,” Reliability Engineering & T. S Yanagi, Quantitative gates System Safety, vol. 93, no. 11, pp. 1577-1583, Nov. 2008. o L. Xing, A. Shrestha, and Y. Dai, "Exact Combinatorial Reliability Analysis of Dynamic Systems with Sequence- Dependent Failures," Reliability Engineering & System Safety, Vol. 96, No. 10, pp. 1375-1385, October 2011. o etc... 36
  • 39. References: Dynamic Sparing (动态备用) o J. B. Dugan, S. J. Bavuso, and M. A. Boyd, “Dynamic fault-tree models for fault-tolerant computer systems,” IEEE Trans. Reliability, vol. 41, no. 3, pp. 363-377, Sep. 1992. o J She and M. G P h “R li bili of a k J. Sh d M G. Pecht, “Reliability f k-out-of-n W f Warm-Standby S S db System,” IEEE T ” Trans. R l b l Reliability, vol. 41, l 41 no. 1, pp. 72-75, Mar. 1992 o D. Liu, C. Zhang, W. Xing, R. Li, and H. Li, “Quantification of Cut Sequence Set for Fault Tree Analysis,” HPCC2007, Lecture Notes in Computer Science, no. 4782, pp 755-765, Springer-Verlag, 2007. , p , , pp. , p g g, o L. Xing, O. Tannous, and J. B. Dugan, "Reliability Analysis of Non-Repairable Cold-Standby Systems Using Sequential Binary Decision Diagrams," IEEE Trans. Systems, Man, and Cybernetics, Part A: Systems and Humans, in Press, DOI: 10.1109/TSMCA.2011.2170415 O. Tannous, L Xing, R. P o O T L. Xi R Peng, M Xi and S.H, N "R d d M. Xie, d S H Ng, "Redundancy All ti f S i P ll l Warm- Allocation for Series-Parallel W Standby Systems," Proc. of the IEEE International Conference on Industrial Engineering and Engineering Management, Singapore, Dec. 2011 o P. Boddu and L. Xing, "Optimal Design of Heterogeneous Series-Parallel Systems with Common-Cause Failures," International Journal of Performability Engineering, Special Issue on Performance and Dependability Modeling of Dynamic Systems, Vol. 7, No. 5, pp. 455-466, Sep. 2011. o O. Tannous, L. Xing, and J. B. Dugan, “Reliability Analysis of Warm Standby Systems using Sequential BDD, Proc. BDD ” Proc of the 57th Annual Reliability & Maintainability Symposium, Jan 2011. Symposium Jan. 2011 o etc... 37
  • 40. References: Imperfect Coverage (不完全覆盖) o S. V. Amari, J. B. Dugan, and R. B. Misra, “A separable method for incorporating imperfect coverage in combinatorial model,” IEEE Trans. on Reliability, vol. 48, no. 3, pp. 267–274, Sep. 1999. o S. V. Amari, J. B. Dugan, and R. B. Misra, “Optimal reliability of systems subject to imperfect fault-coverage,” IEEE Trans. on Reliability, vol. 48, no. 3, pp. 275 284, Sep. 1999. 275–284, o G. Levitin and S. V. Amari, “Multi-state systems with static performance dependent fault coverage,” Journal of Risk and Reliability, vol. 222, pp. 95-103, 2008. o G. Levitin and S. V. Amari, “Multi-state systems with multi-fault coverage,” Reliability Engineering & System Safety, vol. 93, pp. 1730-1739, 2008. o S. A. Doyle, J. B. Dugan, and A. Patterson-Hine, “A Combinatorial Approach to Modeling Imperfect Coverage,” IEEE Transactions on Reliability, pp. 87-94, March 1995. o J B Dugan “Fault Trees and Imperfect Coverage,” IEEE Transactions on Reliability vol 38, no. 2, pp. 177 - 185 June J. B. Dugan, Fault Coverage Reliability, vol. 38 no 2 pp 185, 1989. o L. Xing and J. B. Dugan, “Dependability Analysis of Hierarchical Systems with Modular Imperfect Coverage,” Proc. of the 19th International System Safety Conference, Huntsville, Alabama, Sep. 2001 o L. Xing, “Reliability Evaluation of Phased-Mission Systems with Imperfect Fault Coverage and Common-Cause Failures,” IEEE Trans. on Reliability, vol. 56, no. 1, pp. 58-68, Mar. 2007. o L. Xing and A. Shrestha, “Reliability Evaluation of Distributed Computer Systems Subject to Imperfect Coverage and Dependent Common Cause Failures , Journal of Computer Sciences, Special Issue on Reliability and Autonomic Management, Common-Cause Failures”, vol. 2, no. 6, pp. 473-479, 2006. o A. Shrestha, L. Xing, and S. V. Amari, “Reliability and Sensitivity Analysis of Imperfect Coverage Multi-State Systems,” Proc. of The 56th Annual Reliability & Maintainability Symposium, San Jose, CA, USA, 2010. o etc... 38
  • 41. References: C R f Common-Cause Failures (共因故障) C F il o J. K. Vaurio, "Common cause failure probabilities in standby safety system fault tree analysis with testing—scheme and timing dependencies," Reliability Engineering & System Safety, Vol. 79, No. 1, pp. 43-57, January 2003. o S. Mitra, N. R. Saxena, and E. J. McCluskey, “Common-Mode Failures in Redundant VLSI Systems: A Survey,” IEEE Trans on Reliability Vol 49 No 3 pp 285-295 September 2000. Trans. Reliability, Vol. 49, No.3, pp. 285-295. 2000 o J. K. Vaurio, “An Implicit Method for Incorporating Common-Cause Failures in System Analysis,” IEEE Trans. on Reliability, Vol. 47, No.2, pp. 173-180, 1998. o K. N. Fleming, A. Mosleh, and A. P. Kelly, “On the analysis of dependent failures in risk assessment and reliability evaluation ” Nuclear Safety, vol 24, pp. 637–657, 1983. evaluation,” Safety vol. 24 pp 637 657 1983 o Z. Tang, H. Xu, and J. B. Dugan, "Reliability analysis of phased mission systems with common cause failures," Proceedings of Annual Reliability and Maintainability Symposium, pp. 313- 318, January 2005. o K.N. Fleming, A. Mosleh, “Common-cause data analysis and implications in system modeling,” Proceeding of International Topical Meeting on Probabilistic S f M h d & A li i I i lT i lM i P b bili i Safety Methods Applications, V l 1 pp. 3/1 3/12 February 1985. Vol. 1. 3/1-3/12, F b 1985 o G. Levitin, L. Xing, H. Ben-Haim, and Y. Dai, "Multi-state Systems with Selective Propagated Failures and Imperfect Individual and Group Protections," Reliability Engineering and System Safety, in Press. o G. Levitin and L. Xing, "Reliability and Performance of Multi state Systems with Propagated Failures Having Reliability Multi-state Selective Effect," Reliability Engineering and System Safety, vol. 95, no. 6, pp. 655-661, June 2010. o L. Xing, P. Boddu, Y. Sun, and W. Wang, “Reliability Analysis of Static and Dynamic Fault-Tolerant Systems subject to Probabilistic Common-Cause Failures,” Journal of Risk and Reliability, vol. 224, no. 1, pp.43-53, 2010 . o L. Xing, A. Shrestha, L. Meshkat, and W. Wang, “Incorporating Common-Cause Failures into the Modular Hierarchical Systems Analysis,” IEEE Trans. on Reliability, vol. 58, no. 1, pp. 10-19, Mar. 2009 o L. Xing and S. V. Amari, “Effective Component Importance Analysis for the Maintenance of Systems with Common Cause Failures,” Intl. Jnl. of Reliability, Quality and Safety Engineering, vol. 14, no. 5, pp 459-478, 2007. , f y, Q y f y g g, , , pp. , o etc... 39
  • 42. References: Functional Dependence (功能相依) & Competing Failures (竞争失效) o J. B. Dugan, S. J. Bavuso, and M. A. Boyd, “Dynamic fault-tree models for fault-tolerant computer systems,” IEEE Trans. on Reliability, vol. 41, no. 3, pp. 363-377, Sep. 1992. o W. Li and H. Pham, “An inspection-maintenance model for systems with multiple competing processes,” IEEE i d h i i i d lf ih li l i Transactions on Reliability, 54(2), pp. 318-327, 2005. o H. Pham and D. M. Malon, “Optimal design of systems with competing failure modes,” IEEE Transactions on Reliability, 43(2), pp. 251 – 254, 1994. o C. Bunea and T. A. Mazzuchi, “Competing failure modes in accelerated life testing,” Journal of Statistical Planning and Inference, 136(5), pp. 1608-1620, 2006. o A. Xu and Y. Tang , “Objective Bayesian analysis of accelerated competing failure models under Type-I censoring,” Computational Statistics & Data Analysis, 55(10), pp. 2830-2839, 2011 o L. Xing, J. B. Dugan, and B. A. Morrissette, “Efficient Reliability Analysis of Systems with Functional Dependence Loops,” Maintenance and Reliability, pp. 65-69, No. 3/2009, 2009. o L. Xing, B. A. Morrissette , and J. B. Dugan, “Efficient Analysis of Imperfect Coverage Systems with Functional Efficient Dependence,” Proc. of the 56th Annual Reliability & Maintainability Symposium, San Jose, CA, USA, Jan. 2010. o L. Xing and G. Levitin, "Combinatorial Algorithm for Reliability Analysis of Multi-State Systems with Propagated Failures and Failure Isolation Effect," IEEE Transactions on Systems, Man, and Cybernetics, Part A: Systems and Humans , Vol. 41, No. 6, pp. 1156-1165, November 2011. o L. Xing and G. Levitin, "Combinatorial Analysis of Systems with Competing Failures Subject to Failure Isolation and Propagation Effects," Reliability Engineering and System Safety, Vol. 95, No. 11, pp. 1210-1215, November 2010. o etc... 40
  • 43. Thank You! h k ! 谢谢! 41