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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 and Gledhill, Jacob and Škulj, Damjan and 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 ISIPTA ’15 : proceedings of the 9th International Symposium on Imprecise Probability : Theories and Applications, 20-24 July 2015, Pescara, Italy. , pp. 287-294.

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.

Item Type:Book chapter
Full text:(AM) Accepted Manuscript
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Status:Peer-reviewed
Publisher Web site:http://www.sipta.org/isipta15/?pag=proceedings
Date accepted:19 May 2015
Date deposited:12 June 2015
Date of first online publication:July 2015
Date first made open access:No date available

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