Yuge - 2008 - Reliability Engineering & System Safety
Yuge - 2008 - Reliability Engineering & System Safety
Abstract
A method for calculating the exact top event probability of a fault tree with priority AND gates and repeated basic events is proposed
when the minimal cut sets are given. A priority AND gate is an AND gate where the input events must occur in a prescribed order for the
occurrence of the output event. It is known that the top event probability of such a dynamic fault tree is obtained by converting the tree
into an equivalent Markov model. However, this method is not realistic for a complex system model because the number of states which
should be considered in the Markov analysis increases explosively as the number of basic events increases. To overcome the shortcomings
of the Markov model, we propose an alternative method to obtain the top event probability in this paper. We assume that the basic
events occur independently, exponentially distributed, and the component whose failure corresponds to the occurrence of the basic event
is non-repairable. First, we obtain the probability of occurrence of the output event of a single priority AND gate by Markov analysis.
Then, the top event probability is given by a cut set approach and the inclusion–exclusion formula. An efficient procedure to obtain the
probabilities corresponding to logical products in the inclusion–exclusion formula is proposed. The logical product which is composed of
two or more priority AND gates having at least one common basic event as their inputs is transformed into the sum of disjoint events
which are equivalent to a priority AND gate in the procedure. Numerical examples show that our method works well for complex
systems.
r 2008 Elsevier Ltd. All rights reserved.
Keywords: Dynamic FT; Priority AND gate; Top event probability; Markov analysis; Inclusion–exclusion
0951-8320/$ - see front matter r 2008 Elsevier Ltd. All rights reserved.
doi:10.1016/j.ress.2008.02.016
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(3) The minimal cut sets and the minimal ordered cut sets 3 + ...+ m
of the system are known.
1 2 3 m−1 m
2.3. Notations 0 1 2 m-1 m
3. Output probabilities of AND gates and PAGs Especially, in the i.i.d. case (l1 ¼ l2 ¼ ¼ lm ¼ l):
The case of (i) is a product of the output of two non-PAGs. B~ j0 ¼ hfrom the left most basic event to the
Let C 1i ¼ fei1 ; ei2 ; . . . ; eiu g and C 1j ¼ fej1 ; ej2 ; . . . ; ejv g. In
this case, event before ek1 of C~ 2j i,
Y
w
B~ jl ¼ hfrom the basic event following to the event ekl
PrfC~ 1i ^ C~ 1j g ¼ PrfD~ i;j g ¼ F ki ðtÞ, (7)
i¼1 before ekðlþ1Þ of C~ 2j i; l ¼ 1; . . . ; w 1,
where Di;j ¼ fC 1i [ C 1j g, w ¼ jDi;j j and D~ i;j is the event that
all w elements in Di;j occur. B~ jw ¼ hfrom the basic event following ekw
The cases of (ii-a) and (ii-b) concern the products of the to the right most event of C~ 2j i.
output of a non-PAG and a PAG. Let C 1i ¼ fei1 ; ei2 ; . . . ; eiu g
and C 2j ¼ fej1 ; ej2 ; . . . ; ejv g, C~ 2j ¼ hej1 ; ej2 ; . . . ; ejv i. C 1i and For the above example, C~ 2i ¼ he1 ; e2 ; e4 ; e5 ; e8 i and
C 2j do not have a common basic event in (ii-a). In this case, C~ 2j ¼ he3 ; e4 ; e6 ; e7 ; e8 i, D~ i;j ¼ he4 ; e8 i. Then A~ i0 ¼ he1 ; e2 i,
C~ 1i and C~ 2j are independent of each other, such that A~ i1 ¼ he5 i, A~ i2 ¼ ; and B~ j0 ¼ he3 i, B~ j1 ¼ he6 ; e7 i, B~ j2 ¼ ;.
As A~ il and B~ jl exclude each other, A~ il ^ B~ jl and PrfA~ il ^
PrfC~ 1i ^ C~ 2j g ¼ PrfC~ 1i g PrfC~ 2i g. (8) ~
Bjl g can be represented as follows:
_
On the other hand, in (ii-b) C 1i and C 2j have at least one A~ il ^ B~ jl ¼ E~ lx ,
common basic event. Let D1n2 be the difference set, C 1i nC 2j , x
whose elements are e1 ; e2 ; . . . ; ew . Then, X
PrfA~ il ^ B~ jl g ¼ PrfE~ lx g.
PrfC~ 1i ^ C~ 2j g ¼ PrfC~ 2j g PrfD~ 1n2 g. (9) x
The cases of (iii-a) and (iii-b) concern the products of E~ lx is an ordered event that contains all elements of A~ il
PAGs outputs. Let C~ 2i ¼ hei1 ; ei2 ; . . . ; eiu i and C~ 2j ¼ hej1 ; and B~ jl and maintains their sequences. For the above
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T. Yuge, S. Yanagi / Reliability Engineering and System Safety 93 (2008) 1577–1583 1581
example,
TOP
_
3
A~ i0 ^ B~ j0 ¼ E~ 0x
x¼1
G0
¼ he1 ; e2 ; e3 i _ he1 ; e3 ; e2 i _ he3 ; e1 ; e2 i,
_
3
A~ i1 ^ B~ j1 ¼ E~ 1x
x¼1 G1 G2
¼ he5 ; e6 ; e7 i _ he6 ; e5 ; e7 i _ he6 ; e7 ; e5 i,
A~ i2 ^ B~ j2 ¼ ;. e1
G3 e5 G4 G5
By using the subsequences, C~ 2i ^ C~ 2j is transformed into
the sum of disjoint ordered sets as follows:
! ! e2 e6
_ _ e2 e8 e3 e4
C~ 2i ^ C~ 2j ¼ E~ 0x ek1 E~ 1x G6
x x
!
_
ek2 ; . . . ; ekw E~ ðwþ1Þx e7 e3 e9
x
_
¼ G~ lij . Fig. 4. Example of dynamic FT.
l
For the above example, C~ 2i ^ C~ 2j equals the following 9 and the calculation:
disjoint ordered sets:
C~ 11 ¼ fe4 ; e5 ; e6 g,
he1 ; e2 ; e3 ; e4 ; e5 ; e6 ; e7 ; e8 i; he1 ; e2 ; e3 ; e4 ; e6 ; e5 ; e7 ; e8 i,
C~ 12 ¼ fe2 ; e4 ; e5 g,
he1 ; e2 ; e3 ; e4 ; e6 ; e7 ; e5 ; e8 i; he1 ; e3 ; e2 ; e4 ; e5 ; e6 ; e7 ; e8 i,
C~ 13 ¼ fe5 ; e6 ; he7 ; e3 ; e9 ig,
he1 ; e3 ; e2 ; e4 ; e6 ; e5 ; e7 ; e8 i; he1 ; e3 ; e2 ; e4 ; e6 ; e7 ; e5 ; e8 i,
C~ 14 ¼ fe2 ; e5 ; he7 ; e3 ; e9 ig,
he3 ; e1 ; e2 ; e4 ; e5 ; e6 ; e7 ; e8 i; he3 ; e1 ; e2 ; e4 ; e6 ; e5 ; e7 ; e8 i,
he3 ; e1 ; e2 ; e4 ; e6 ; e7 ; e5 ; e8 i. C~ 21 ¼ he1 ; e2 i,
Since G~ lij is equivalent to a PAG output, PrfG~ lij g is given in PrfTg ¼ PrfC~ 11 g þ PrfC~ 12 g þ PrfC~ 13 g þ PrfC~ 14 g
the Markov case by Eq. (3). þ PrfC~ 21 g þ PrfC~ 22 g þ PrfC~ 23 g
Eqs. (7)–(12) give all the combinations for the product of
PrfC~ 11 ^ C~ 12 g PrfC~ 11 ^ C~ 13 g
two minimal cut sets or minimal ordered cut sets.
Furthermore, the products composed of 3 or more sets þ PrfC~ 11 ^ C~ 12 ^ C~ 13 g
can be derived by applying Eqs. (7)–(12) repeatedly. þ PrfC~ 11 ^ C~ 12 ^ C~ 14 g . . .
..
5. Examples .
PrfC~ 11 ^ C~ 12 ^ C~ 13 ^ C~ 14 ^ C~ 21 ^ C~ 22 ^ C~ 23 g.
Example 1. Let us consider a dynamic FT of Fig. 4. This
FT consists of seven logic gates (three OR gates, one AND Here, PrfC~ 11 g and PrfC~ 12 g are given by Eq. (1). PrfC~ 21 g,
gate, two PAGs) and nine basic events. e2 and e3 are PrfC~ 22 g and PrfC~ 23 g are derived from Eq. (3). PrfC~ 13 g and
repeated events. There are four minimal cut sets and three PrfC~ 14 g are considered to be logical products belonging to
minimal ordered cut sets for the FT. Here, as C~ 13 and C~ 14 (ii-a). The other probabilities are calculated by using
contain the element of an ordered set he7 ; e3 ; e9 i, these are Eqs. (7)–(12). Table 2 shows the top event probability of
ordered cut sets to be exact. Each can be resolved into 20 the dynamic FT when li ¼ 0:01; i ¼ 1; 2; . . . ; 9. The values
ordered cut sets. However, by treating them to be the of ‘‘Proposed’’ are given by the method described in the
logical products of non-PAG and PAGs such as C~ 13 ¼ previous section. These are the exact top event probabil-
C~ 011 ^ C~ 021 and C~ 14 ¼ C~ 012 ^ C~ 021 where C~ 011 ¼ fe5 ; e6 g, C~ 012 ¼ ities. For instance, the results of the Monte Carlo
fe2 ; e5 g and C~ 021 ¼ he7 ; e3 ; e9 i, we can simplify the discussion simulations aregiven as the ‘‘Simulation’’. The outputs of
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1582 T. Yuge, S. Yanagi / Reliability Engineering and System Safety 93 (2008) 1577–1583
Table 2 ordered cut sets are given. Basically, the top event
Top event probability for FT of Example 1 probability is calculated by the inclusion–exclusion meth-
t Proposed Galileo Simulation
od. The main achievement is the derivation of the
probability of pairs of complex events both of which
0 0 0 0 include ordered subevents; see Section 4. The probability of
50 0.25653 0.21418 0.25647 logical product having PAGs is obtained by the closed
100 0.59960 0.49318 0.59970
equation derived by Markov analysis. The computation
150 0.80196 0.68751 0.80212
200 0.90114 0.81010 0.90120 time strongly depends on the number of cut sets in this
250 0.94864 0.88519 0.94869 method. Therefore, the analysis strikes a snag of computa-
300 0.97213 0.93066 0.97215 tional difficulty. Another efficient computation method for
the exact top event probability and an effective truncation
method should be developed for FTs with more minimal
cut sets. The FT is analyzed under the assumption that all
1 the minimal cut sets are known. The derivation of the
minimal cut sets for the FTs described in this paper is not
0.8
so difficult and can be obtained by the ordinal derivation
technique for the static FT. However, the derivation time is
top event probability
top event probability expected to increase for more complex dynamic FTs.
0.6 (the number of PAGs is Therefore, the development of an efficient minimal cut sets/
0,1,2,...,9 from the top)
ordered cut sets algorithm for an FT with PAGs is an
0.4
interesting and important problem. Furthermore, it is
plausible that an FT containing PAGs also has cold spare
gates (cold standby components). The proposed model
0.2 does not cover the case. That is because a minimal cut set
or an ordered cut set cannot represent the dependency of a
0 cold spare gate. Taking a cold spare gate and other
0 50 100 150 200 250 300 dynamic gates in our approach is an important problem.
t As an alternative to the approach presented, one could
Fig. 5. Top event probability for FT of Example 2. consider starting with a BDD-based static FT analysis [13]
and then impose the restrictions defined by PAGs.
Galileo are not correct and tend to be underestimated for However, a first step in the latter process would be to get
this example. The computation time of our method is rid of negated Boolean variables. Then one ends with a
0.031 s when it is executed using a Pentium 4 personal polynomial form of the FT’s Boolean function [13], and
computer and the C programming language. Those of this is equivalent to the result of the inclusion–exclusion
Galileo are 5 s ðt ¼ 50Þ and 10 s ðt ¼ 300Þ. In both accuracy approach presented here.
of the probability and calculation time, the superiority of
the proposed method is shown.
Example 2. Fig. 5 shows the top event probability of an FT References
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