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9 views

Lec 01

LEcke 01

Uploaded by

Kászi Mihály
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Risk & Reliability

Imre KOCSIS

office: room No. 2 (ground floor)


e-mail: [email protected]
elearning.unideb.hu
(Risk and Reliability Course)
Lecture
• Random variables, some important distributions (models)
• Random number generation
• Model fitting (e.g. Weibull), khi square test (e.g. normal)
• Basic concepts of reliability theory
• Evaluation of reliability
• Reliability-based maintenance
• Improvement of reliability
Practice, teamwork: Monte Carlo simulation
• choose a system / process with inputs and output(s)
• determine the structure
• determine the distribution of the random inputs
• implement the simulation (Excel, Crystal ball, Matlab,…)
• analyse the output random variable(s)
• present the project
Project

• Create teams of maximum three members


• Choose a process to model with Monte-Carlo simulation
• Choose any software to realize the Monte-Carlo simulation
• Present your application in any practical class
• Please do not wait till the last chance!
Probability theory Statistics
Random variables Estimation
(cummulative distribution function, Hypothesis testing
probability density function,
normal, exponential, Weibull distribution) Regression

Reliability

Maintenance Design
Preventive Maintenance Reliability
Predictive Maintenance Availability
Reliability-based Maintenance Maintainability
Discrete random variables Continuous random variables
Cumulative distribution function (CDF)

F
1 1 F
F( b)
F(a )
x1 x2
a b

Probability distribution Probability


density
xi x1 x2 …
function
pi p1 p2 … (PDF)
Probability mass function f

a b
Discrete random variables Continuous random variables

Probability distribution Probability density function


xi x1 x2 … f
pi p1 p2 …

Expected value (mean)

Variance

= =
= =
Important discrete models Important continuous models
Bernoulli trial
Binomial distribution Normal distribution
Parameters: 𝑛, 𝑝 Parameters: 𝜇, 𝜎 > 0
𝑛 𝑘 1 −(𝑥−𝜇 )2
𝑃 𝑋=𝑘 = 𝑝 (1 − 𝑝)𝑛−𝑘 , 𝑘 = 0,1, … , 𝑛 𝑓 𝑥 = ∙ 𝑒 2𝜎 2 , 𝑥 ∈ ℝ
𝑘
𝐸 𝑋 = 𝑛𝑝; 𝑉 𝑋 = 𝑛𝑝(1 − 𝑝) 2𝜋𝜎
𝐸 𝑋 = 𝜇; 𝑉 𝑋 = 𝜎 2
Poisson process  𝜆
Poisson distribution Exponential distribution
Parameter: 𝜆 > 0 Parameter: 𝜆
𝜆𝑘 −𝜆 𝑓 𝑥 = 𝜆 ∙ 𝑒−𝜆𝑥 , 𝑥 > 0
𝑃 𝑋 = 𝑘 = ∙ 𝑒 , 𝑘 = 0,1,2, …
𝑘! 𝐹 𝑥 = 1 − 𝑒−𝜆𝑥 , 𝑥 > 0
𝐸 𝑋 = 𝜆; 𝑉 𝑋 = 𝜆 1 1
𝐸 𝑋 = ;𝑉 𝑋 = 2
𝜆 𝜆
Hypergeometric distribution Weibull distribution
Parameters: 𝑛, 𝑁, 𝐾 Parameter: 𝛿 > 0, 𝛽 > 0.
𝐾 𝑁−𝐾 𝛽 𝑥 𝛽 −1 − 𝑥 𝛽
𝑓 𝑥 = ∙𝑒 𝛿 , 𝑥 >0
𝑃 𝑋 =𝑘 = 𝑘 𝑛−𝑘 , 𝛿 𝛿
𝑁 𝑥 𝛽
−
𝑛 𝐹 𝑥 =1−𝑒 𝛿
𝑘 = max 0, 𝑛 + 𝐾 − 𝑁 , … , min 𝐾, 𝑛 , 1 2 1
2

𝐾 𝐾 𝐾 𝑁−𝑛 𝐸 𝑋 = 𝛿Γ 1 + , 𝑉 𝑋 = 𝛿2Γ 1 + − 𝛿2 Γ 1 +
𝐸 𝑋 =𝑛∙ ; 𝑉 𝑋 =𝑛∙ ∙ 1− ∙ 𝛽 𝛽 𝛽
𝑁 𝑁 𝑁 𝑁−1
Relative frequency Cumulative relative
histogram frequency diagram

𝑖 − 0.5
𝑥𝑖 ,
𝑛
Monte Carlo simulation

Statistical analysis
determination of the distribution
of the random input data

Statistical
analysis
Random … Random of the output
input 2 input n

Random
System / Process Output
input 1
Textbooks

Electrical Maintenance Chemical


engineering engineering engineering
Course materials

Process Risk and Reliability Management


Chapter 15: Frequency Analysis
The Pareto Principle
Importance Ranking
Fault Tree Analysis
Event Tree Analysis
Discrete Event Analysis
Monte Carlo Simulation
Markov Models
Top-Down/Bottom-Up Approach
Limitations to Quantification
Safeguards
Layer of Protection Analysis
Failure Rate Data
Conditional Probability/Bayes' Theorem
Process Risk and Reliability Management
Chapter 16: Reliability, Availability, and Maintainability
Benefits of a RAM Program
Reliability and Safety Definitions
Failure Modes
Failure Rates
Human Reliability
Reliability Engineering

Chapter 1: Basic Concepts, Quality & Reliability (RAMS)


Assurance of Complex Equip. & Systems
1.2 Basic Concepts
1.2.1 Reliability
1.2.2 Failure
1.2.3 Failure Rate, MTTF, MTBF
1.2.4 Maintenance, Maintainability
1.2.5 Logistic Support
1.2.6 Availability
1.2.7 Safety, Risk, and Risk Acceptance
1.2.8 Quality
1.2.9 Cost and System Effectiveness
1.2.10 Product Liability
1.2.11 Historical Development
1.3 Basic Tasks & Rules for Quality & Rel. (RAMS) Assurance of Complex Eq. & Systems
1.3.1 Quality and Reliability (RAMS) Assurance Tasks
1.3.2 Basic Quality and Reliability (RAMS) Assurance Rules
1.3.3 Elements of a Quality Assurance System
1.3.4 Motivation and Training
Reliability Engineering

Chapter 2: Reliability Analysis During the Design Phase


2.2 Predicted Reliability of Equipment and Systems with Simple Structure
2.2.1 Required Function
2.2.2 Reliability Block Diagram
2.2.3 Operating Conditions at Component Level, Stress Factors
2.2.4 Failure Rate of Electronic Components
2.2.5 Reliability of One-Item Structures
2.2.6 Reliability of Series-Parallel Structures
2.2.7 Part Count Method
2.3 Reliability of Systems with Complex Structure
2.3.1 Key Item Method
2.3.2 Successful Path Method
2.3.3 State Space Method
2.3.4 Boolean Function Method
2.3.5 Parallel Models with Constant Failure Rates and Load Sharing
2.3.6 Elements with more than one Failure Mechanism or one Failure Mode
2.3.7 Basic Considerations on Fault Tolerant Structures
2.4 Reliability Allocation and Optimization
2.5 Mechanical Reliability, Drift Failures
2.6 Failure Modes Analyses
2.7 Reliability Aspects in Design Reviews
Reliability Engineering

Chapter 3: Qualification Tests for Components and


Assemblies
3.1 Basic Selection Criteria for Electronic Components
3.2 Qualification Tests for Complex Electronic Components
3.3 Failure Modes, Mechanisms, and Analysis of Electronic Components
3.4 Qualification Tests for Electronic Assemblies

Chapter 4: Maintainability Analysis


4.1 Maintenance, Maintainability
4.2 Maintenance Concept
4.3 Maintainability Aspects in Design Reviews
4.4 Predicted Maintainability
4.5 Basic Models for Spare Parts Provisioning
4.6 Maintenance Strategies
4.7 Basic Cost Considerations
Handbook of Maintenance
Management and Engineering
Part II – Methods and Tools in Maintenance
3 Failure Statistics
3.2 Introduction to Probability
3.3 Probability Distributions
3.4 Reliability and Failure Rate Functions
3.5 Commonly Used Distributions
3.6 Failure Statistics
4 Failure Mode and Effect Analysis
4.1 Introduction
4.2 FMEA Defined
4.3 FMEA Process
4.4 FMEA Applications
4.5 Related Tools
16 Reliability Centered Maintenance
16.1 Introduction
16.2 RCM Philosophy
16.3 Failure and its Nature
16.4 RCM Methodology
16.5 RCM Implementation
Handbook of Reliability Engineering
Formulas
Calculations
Examples

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