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Using imprecise continuous time Markov chains for assessing the reliability of power networks with common cause failure and non-immediate repair

Troffaes, Matthias; Gledhill, Jacob; Škulj, Damjan; Blake, Simon

Using imprecise continuous time Markov chains for assessing the reliability of power networks with common cause failure and non-immediate repair Thumbnail


Authors

Jacob Gledhill

Damjan Škulj

Simon Blake



Contributors

T. Augustin
Editor

S. Doria
Editor

E. Miranda
Editor

E. Quaeghebeur
Editor

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.

Citation

Troffaes, M., Gledhill, J., Škulj, D., & Blake, S. (2015). Using imprecise continuous time Markov chains for assessing the reliability of power networks with common cause failure and non-immediate repair. In T. Augustin, S. Doria, E. Miranda, & E. Quaeghebeur (Eds.), ISIPTA ’15 : proceedings of the 9th International Symposium on Imprecise Probability : Theories and Applications, 20-24 July 2015, Pescara, Italy (287-294)

Conference Name ISIPTA 2015, 9th international symposium on imprecise probability : theories and applications.
Conference Location Pescara, Italy
Start Date Jul 20, 2015
End Date Jul 24, 2015
Acceptance Date May 19, 2015
Publication Date Jul 24, 2015
Deposit Date Feb 18, 2015
Publicly Available Date Jun 12, 2015
Pages 287-294
Book Title ISIPTA ’15 : proceedings of the 9th International Symposium on Imprecise Probability : Theories and Applications, 20-24 July 2015, Pescara, Italy.
Public URL https://durham-repository.worktribe.com/output/1153097
Publisher URL http://www.sipta.org/isipta15/?pag=proceedings
Additional Information 20-24 July 2015

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