Ergodicity of forward times of the renewal process in a block-based inspection model using the delay time concept

The delay time concept and the techniques developed for modelling and optimising plant inspection practice have been reported in many papers and case studies. For a system subject to a few major failure modes, component based delay time models have been developed under the assumptions of an age-base...

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Published inReliability engineering & system safety Vol. 100; pp. 1 - 7
Main Authors Wang, Wenbin, Banjevic, Dragan
Format Journal Article
LanguageEnglish
Published Oxford Elsevier Ltd 01.04.2012
Elsevier
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Online AccessGet full text
ISSN0951-8320
1879-0836
DOI10.1016/j.ress.2011.12.011

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Abstract The delay time concept and the techniques developed for modelling and optimising plant inspection practice have been reported in many papers and case studies. For a system subject to a few major failure modes, component based delay time models have been developed under the assumptions of an age-based inspection policy. An age-based inspection assumes that an inspection is scheduled according to the age of the component, and if there is a failure renewal, the next inspection is always, say τ times, from the time of the failure renewal. This applies to certain cases, particularly important plant items where the time since the last renewal or inspection is a key to schedule the next inspection service. However, in most cases, the inspection service is not scheduled according to the need of a particular component, rather it is scheduled according to a fixed calendar time regardless whether the component being inspected was just renewed or not. This policy is called a block-based inspection which has the advantage of easy planning and is particularly useful for plant items which are part of a larger system to be inspected. If a block-based inspection policy is used, the time to failure since the last inspection prior to the failure for a particular item is a random variable. This time is called the forward time in this paper. To optimise the inspection interval for block-based inspections, the usual criterion functions such as expected cost or down time per unit time depend on the distribution of this forward time. We report in this paper the development of a theoretical proof that a limiting distribution for such a forward time exists if certain conditions are met. We also propose a recursive algorithm for determining such a limiting distribution. A numerical example is presented to demonstrate the existence of the limiting distribution.
AbstractList The delay time concept and the techniques developed for modelling and optimising plant inspection practice have been reported in many papers and case studies. For a system subject to a few major failure modes, component based delay time models have been developed under the assumptions of an age-based inspection policy. An age-based inspection assumes that an inspection is scheduled according to the age of the component, and if there is a failure renewal, the next inspection is always, say tau times, from the time of the failure renewal. This applies to certain cases, particularly important plant items where the time since the last renewal or inspection is a key to schedule the next inspection service. However, in most cases, the inspection service is not scheduled according to the need of a particular component, rather it is scheduled according to a fixed calendar time regardless whether the component being inspected was just renewed or not. This policy is called a block-based inspection which has the advantage of easy planning and is particularly useful for plant items which are part of a larger system to be inspected. If a block-based inspection policy is used, the time to failure since the last inspection prior to the failure for a particular item is a random variable. This time is called the forward time in this paper. To optimise the inspection interval for block-based inspections, the usual criterion functions such as expected cost or down time per unit time depend on the distribution of this forward time. We report in this paper the development of a theoretical proof that a limiting distribution for such a forward time exists if certain conditions are met. We also propose a recursive algorithm for determining such a limiting distribution. A numerical example is presented to demonstrate the existence of the limiting distribution.
The delay time concept and the techniques developed for modelling and optimising plant inspection practice have been reported in many papers and case studies. For a system subject to a few major failure modes, component based delay time models have been developed under the assumptions of an age-based inspection policy. An age-based inspection assumes that an inspection is scheduled according to the age of the component, and if there is a failure renewal, the next inspection is always, say τ times, from the time of the failure renewal. This applies to certain cases, particularly important plant items where the time since the last renewal or inspection is a key to schedule the next inspection service. However, in most cases, the inspection service is not scheduled according to the need of a particular component, rather it is scheduled according to a fixed calendar time regardless whether the component being inspected was just renewed or not. This policy is called a block-based inspection which has the advantage of easy planning and is particularly useful for plant items which are part of a larger system to be inspected. If a block-based inspection policy is used, the time to failure since the last inspection prior to the failure for a particular item is a random variable. This time is called the forward time in this paper. To optimise the inspection interval for block-based inspections, the usual criterion functions such as expected cost or down time per unit time depend on the distribution of this forward time. We report in this paper the development of a theoretical proof that a limiting distribution for such a forward time exists if certain conditions are met. We also propose a recursive algorithm for determining such a limiting distribution. A numerical example is presented to demonstrate the existence of the limiting distribution.
Author Banjevic, Dragan
Wang, Wenbin
Author_xml – sequence: 1
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  givenname: Dragan
  surname: Banjevic
  fullname: Banjevic, Dragan
  organization: Department of Mechanical and Industrial Engineering, University of Toronto, Toronto, Canada
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Keywords Ergodic Markov chain
Inspection
Limiting distribution
Delay time
Forward time
Ergodic theory
Inspection policy
Delay systems
Renewal process
Cost
Renewal
Markov chain
Modelling
Random variable
Age
Monitoring
Delayed time
Ruptures
Stopping time
Calendars
Ergodicity
Software component
Recursive algorithm
Failures
Case study
Break up time
Occupation time
Planning
Time delay
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Snippet The delay time concept and the techniques developed for modelling and optimising plant inspection practice have been reported in many papers and case studies....
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SubjectTerms Algorithms
Applied sciences
Blocking
Constraining
Delay
Delay time
Ergodic Markov chain
Ergodic processes
Exact sciences and technology
Failure
Fluctuation phenomena, random processes, noise, and brownian motion
Forward time
Inspection
Limiting distribution
Operational research and scientific management
Operational research. Management science
Physics
Policies
Reliability theory. Replacement problems
Statistical physics, thermodynamics, and nonlinear dynamical systems
Title Ergodicity of forward times of the renewal process in a block-based inspection model using the delay time concept
URI https://dx.doi.org/10.1016/j.ress.2011.12.011
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