Application of Supplementary Variables and Laplace Transforms to Operational Behaviour and Reliability of a Complex System

Ilkka Virtanen

Abstract

In the paper a multicomponent system, consisting of two classes of components, i.e. of two subsystems S1 and S2, is considered. The subsystem S1 contains M identical redundantly- connected components while S2 is composed of N independent, in general different, components connected in series.

Components in S1 fail according to some general distribution (the failure rate of the components is an arbitrary function of time) while in S2 the components have constant failure rates, i.e. the time between failures for a S2-component is exponentially distributed. A failed component has to wait for the repair facility, the waiting time has some general distribution (each component has a distribution of its own). All the repair time distributions in the system are also governed by general probability laws.

Operational behaviour of the system is studied under certain conditions: the type of redundancy is specified to be in parallel and the policy to be followed in the system repair is closely fixed. A method based on supplementary variables and Laplace transforms is developed to formulate a mathematical model for the system. The supplementary variable technique is used to obtain the modelšs partial differential-difference equations, the state equations, which describe the behaviour of the system. With the help of Laplace transforms both transient and steady- state solutions for these state equations are found. From these solutions reliability indices are drawn for the system.

Furthermore it is indicated that the steady-state solutions are independent of the type of waiting time and repair time distributions; in these solutions only the expected values of these distributions appear. It is also shown that the steady state is achieved under quite general conditions and that the solutions for the steady state can be found without any exact knowledge about the distributions of the system.

(Turun Kauppakorkeakoulu 1975. Tutkielmia. Proceedings of The Turku School of Economics and Business Administration, Series A II - 1:1975, 385-399).