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Department of Mathematical Sciences

Staff

Publication details for Matthias Troffaes

Troffaes, Matthias, Gledhill, Jacob, Škulj, Damjan & Blake, Simon (2015), Using imprecise continuous time Markov chains for assessing the reliability of power networks with common cause failure and non-immediate repair, in Augustin, T. , Doria, S. , Miranda, E. & Quaeghebeur, E. eds, ISIPTA 2015. Pescara, Italy, Pescara, 287-294.

Author(s) from Durham

Abstract

We explore how imprecise continuous time Markov
chains can improve traditional reliability models based
on precise continuous time Markov chains. Specifically,
we analyse the reliability of power networks under very
weak statistical assumptions, explicitly accounting for
non-stationary failure and repair rates and the limited
accuracy by which common cause failure rates can be
estimated. Bounds on typical quantities of interest
are derived, namely the expected time spent in system
failure state, as well as the expected number of
transitions to that state. A worked numerical example
demonstrates the theoretical techniques described.
Interestingly, the number of iterations required for
convergence is observed to be much lower than current
theoretical bounds.

Notes

20-24 July 2015