Algorithm to Assess Temporarily Reliability of a System Relying Upon the Intensity of the Failure and Recovery Flows of Three Autonomous Subsystems ()
1. Introduction
Computational experiments are the key tool for studying multidimensional, nonlinear, and controlled dynamic systems [1] [2], including random process dynamics [3] [4]. Theoretical foundation of a computational experiment involves the mathematical model-building techniques for dynamic systems [5]-[7], including Markovian models [8] [9], as well as methods of their analysis adapted to computer-aided technology. The analysis techniques are based upon the development of approximate numerical approaches to integrate systems of differential equations and formulation of accurate analytical procedures to solve systems of linear differential equations including Kolmogorov equation [10]-[12]. Problems admitting accurate analytical solutions cover analysis of random dynamic processes taking place in asymmetric Markovian chains with discrete states and continuous time for which Kolmogorov equations are a mathematical model [13] [14].
2. Literature Review
Compared with proximate numerical results, the advantages of accurate analytical techniques to solve various dynamic problems are well-known [15]. However, in view of objective reasons, only individual, partial problems admit analytical solutions [16] [17]. Consequently, the development of new analytical approaches to solve individual problems is extraordinary event being both actual and topical [18] [19]. Study of random Markovian processes with discrete states and continuous time amounts to consideration of mathematical models in the form of Kolmogorov equations [13]. In a number of problems, Kolmogorov equations are the systems of ordinary, linear, and homogeneous differential equations with constant coefficients. An analytical solution for such differential equations of the nth order is solving the relevant characteristic of the nth order equations [10]. To date, only the following individual analytical solutions of complete algebraic equations have been known: Cardano; Ferrari; Descartes-Euler; trigonometric; biquadratic and reciprocal equation; Moivre formula; etc. [11] [19].
3. The Study Objective and Tasks
In the context of asymmetric state graph of Markovian chain, the order of Kolmogorov equations is defined as n = 2m where m is the number of autonomous subsystems in the system. In the case of a system with two or three autonomous subsystems, analytical solutions of quartic [17] and octic [20] Kolmogorov equations have been obtained. With increase of the problem order, it becomes problematic to describe systemically extensive information in the mathematical models and represent analytical solutions in the form being adapted to the current computer-aided technology and software [21]-[24]. The study is intended to solve the problem through the introduction of the specific ordered matrix tables as well as relevant determinants which order is identified by means of the problem dimension. The introduction of the ordered matrices and determinants helps provide compaction and visibility of the computational algorithm; the possibility of direct use of the standard software; and convenience while verifying both the algorithm and calculation results. The computational algorithm is illustrated on the systematic example of temporally reliability evaluation of a military structure depending upon the intensity of flows of losses and recoveries of three autonomous military structures. The computational algorithm is verified, and the calculation results of state probabilities of a military structure are interpreted temporally.
4. Methodology
A computational algorithm to evaluate the temporally reliability of a complex system relying upon the failure and recovery flows of three autonomous subsystems is developed based upon the obtained accurate analytical solution of octic Kolmogorov equations [20]. The Kolmogorov equations model dynamics of random processes in asymmetric Markovian chain with discrete states and continuous time.
4.1. Intensity Matrix
The ordered matrix of the intensity of the failure and recovery flows of three autonomous systems is introduced in following asymmetric form
(1)
The ordered determinant is associated with the matrix
(2)
By reason of asymmetric structure of R matrix, it follows
i.e., R matrix is of the specific nature. The property serves as a verification criterion for mathematical models of the considered problem class.
4.2. Characteristic Equation
Characteristic determinant is compiled for the ordered matrix R
(3)
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The characteristic equation is solved
Real conjugated relative to a symmetry center characteristic equation roots are determined being expressed in the intensity of the failure and recovery flows of three autonomous subsystems
(4)
Each of the eight roots are verified using the normalized determinants
(5)
4.3. Resolving Octal Square Matrix
Column matrix of the specified initial conditions for probabilities of the eight asymmetric states is introduced
(6)
In the eight determinants
, ith column is replaced by
column; the normalized determinants of a following type are formed
(7)
being components of octic square matrix
.
4.4. Resolving Octal Column Matrix
Products of a following type are formed
(8)
for each kth root
; the column matrix is compiled
(9)
where t is Markovian process time.
4.5. Probabilities of States
Matrix probability formula of temporal eight states of the system is applied for the purpose
4.6. Verification of the Mathematical Model
The result is verified if t = 0
(11)
where
is a column matrix of the specified initial conditions.
The stable condition is used to verify probabilities of states for arbitrary time moment t
(12)
The stabilized (stationary) mode of random Markovian process is defined with the help of a limiting process
through a matrix formula in the form of the column matrix
(13)
In this context, marginal probabilities of states
meet the condition
(14)
Moreover, following algebraic approach helps identify the marginal probabilities. Kolmogorov differential equations
(15)
are simplified in terms of the stabilized (stationary) mode of a continuous Markovian process owing to
(16)
where
is a zero octic column matrix, i.e., Kolmogorov equations degenerate into the system of eight linear homogeneous algebraic equations
(17)
where
is a column matrix of the specified initial conditions.
The stable condition is used to verify probabilities of states for arbitrary time moment t
The derived eight variants of equivalent systems of linear homogeneous algebraic equations has the only identically equal solutions being verification criterion for the results and the mathematical model on the whole.
4.7. Interpretation of the State Probabilities
The intensity of the failure and recovery flows of three autonomous subsystems are defined using statistical approaches within [0, T] time interval identified depending upon peculiarities of the applied problem being solved. Within the considered time interval, flow intensities are referred to as specified and constant. On the time interval T, continuous Markovian process has two different modes:
Qualitatively, the nature of continuous Markovian process within time interval T is mainly defined by means of the specified initial conditions as well as the total of exponentials which indices are equal to characteristic equation roots. Transition process on the T time interval is defined through the total of the damped exponentials corresponding to negative roots of the characteristic equation. Stationary process within Tу time interval is identified asymptotically with the help of a zero root of the characteristic equation if
. During the following time intervals, the intensity of the failure and recovery flows of three subsystems may vary discretely. Subsequently, dynamics of random Markovian process will be determined through new relevant roots of the characteristic equation; limit probabilities of states Pi(∞) at a previous time step are assumed as initial conditions.
To interpret probabilities of the system states temporally, time integration takes place within [0, T] interval of an invariant condition
(18)
whence it follows
(19)
or
(20)
where
(21)
Tiп is the duration of stay at ith state in the transitional mode; and
Tiу is the duration of stay at ith state in the stationary mode,
i.e.,
(22)
Ti is the system duration stay at ith state.
In this context
(23)
(24)
In such a way, verification condition takes the form
(25)
5. Research Results
The computational algorithm for random continuous Markovian processes has been developed based upon analytical solutions. It is useful for a wide range of the applied problems [25]-[30]. The paper considers systematic example of a problem to evaluate the state probabilities of a military structure involving three autonomous substructures-branches of the armed forces: land arms, airpower, and marine troops. During the fighting, loss intensity of the military branches is assumed as statistically known. The intensity of recovery flows of the service arms is assumed as be specified and controlled depending upon the available reserves. Resulting from analytical modelling; restricting intensity of loss flows; and varying intensity of recovery flows it becomes possible to control efficiently random processes, and make informed as well as reasonable decisions if resources are limited.
5.1. Formulation of the Applied Problem to Be Used in a Military Field
Following indexing is introduced for the considered branches of the armed forces: land arms (1), air power (2), and marine troops (3). Probable states of every substructure are defined as combat-effective ⊕ or combat-ineffective ⊖. Hence, the military structure has eight probable states (Figure 1).
Figure 1. Probable states of the military structure.
Within the interval of military operation Т (being a week, i.e., seven days) specified by the problem, intensity of Poissonian flows of losses (λ1, λ2, λ3) and recoveries (µ1, µ2, µ3) of the combatant branches are assumed to be statistically defined on the average and constant
(26)
Initial state of the military structure (t = 0) is considered as the known; it corresponds to a probable state 1, i.e. the land arms, airpower, and marine troops are combat-effective. While using probabilities of the military structure states, we obtain
(27)
It is required to identify probable states of the military structure at the current time
(28)
and the anticipated future states (
), i.e. limit probability of the states
(29)
5.2. Computation and Verification of Characteristic Equation Roots
Relying upon the specified loss and recovery flows of the three combatant branches, analytical formulas are applied to calculate eight roots of the characteristic equation
(30)
Each of the eight
roots is verified with the help of a characteristic determinant
while kth root substitution in the characteristic determinant, and its evaluation
if
(31)
5.3. Illustration of the Expanded Calculation Formulas
Formulas of temporal probabilities of the structure states
(32)
where
(33)
or
5.4. Computational Results
Time interval in a day is considered
The computational results are summarized in Table 1. Figure 2 illustrates them.
Table 1. Computational results.
t |
0 |
1 |
2 |
3 |
4 |
5 |
6 |
P1 |
1 |
0.175 |
0.126 |
0.117 |
0.115 |
0.114 |
0.114 |
P2 |
0 |
0.053 |
0.072 |
0.075 |
0.076 |
0.076 |
0.076 |
P3 |
0 |
0.218 |
0.168 |
0.156 |
0.153 |
0.153 |
0.152 |
P4 |
0 |
0.042 |
0.054 |
0.056 |
0.057 |
0.057 |
0.057 |
P5 |
0 |
0.189 |
0.218 |
0.226 |
0.228 |
0.228 |
0.229 |
P6 |
0 |
0.049 |
0.042 |
0.039 |
0.038 |
0.038 |
0.038 |
P7 |
0 |
0.039 |
0.031 |
0.029 |
0.029 |
0.029 |
0.029 |
Figure 2. Temporal change in state probabilities of the military structure.
where [0, 5] is time interval of a transient process; and (5, 7] is time interval of stationary (stabilized) mode.
5.5. Verification of the Computational Results
At every time moment t, the computations are verified in terms of the invariant condition
It is easy to show with the help of the Table that the total of each column elements is equl to 1. Specifically, it should be mentioned that under t = 0 and t→∞ the general formulas of state probabilities are simplified and take the form
(34)
where the specified initial conditions
as well as limit state probabilities
comply with the equations
5.6. Algebraic Approach to Calculate Limit State Probabilities
Eight variants of equivalent systems of algebraic levels relative to the limit state probabilities are compiled in expanded form. Limit state probabilities are calculated using Cramer’s formulas.
Variant 1.
(35)
Solution is
(36)
where
(37)
(38)
(39)
(40)
(41)
Variant 2.
(42)
Solution is
(43)
where
(44)
(45)
(46)
(47)
(48)
3, 4, 5, 6, and 7 variants are compiled and solved analogously.
Variant 8.
(49)
olution is
(50)
where
(51)
(52)
(53)
(54)
(55)
Solution equivalence of eight variants of the compiled systems of algebraic equations is the verification criterion for the calculation limit probabilities of states as well as initial mathematical model of asymmetric Markovian chain with eight states and continuous time.
5.7. Temporal Identification of State Probabilities of a Military Structure
Computational results of state probabilities of a military structure have helped understand that within the considered time interval (Т = 7), Тп = 5 corresponds to a transitional process, and Ту = 2 corresponds to the stabilized stationary mode respectively. Consequently, probable stay time of a military structure in the ith state in a stationary mode is defined as follows
(56)
where
i.e.
Following equation is the verification criterion
(57)
Under the transitional process, probable stay time of a military structure in the ith state is identified using the formula
(58)
i.e., resulting from the calculations we determine that
The equality is the verification criterion
(59)
In such a way, probable stay time of a military structure in the ith during the analyzed Т = 7 period is defined in the form
(60)
i.e.,
Hence, the verification criterion looks like
(61)
The calculations show that under the specified initial data, the longest stay time of the military structure corresponds to state eight (i.e. Т8 = 1.913 days) where land arms are combat-effective, but air power and marine troops are combat-ineffective. The shortest stay time of the military structure corresponds to state seven (i.e. Т7 = 0.222) where land arms are combat-ineffective, but air power and marine troops are combat-effective. Stay time of each of the three service arms is introduced concerning combat-effective Т(+) or combat-ineffective Т(-) states for
land arms
or
;
air power
or
; and
marine troops
or
which are defined through following formulas
(62)
Within the analyzed one-week interval we obtain
(63)
The equations are the conditions to verify the calculations
(64)
The interpreted probability of a military structure states helps forecast battle condition temporally and make the informed as well as reasonable decisions for the expedient control of random processes while varying intensity of recovery and loss flows of service arms.
6. Conclusions
Algorithm has been developed for computational experiments to assess the reliability of a multidimensional dynamic system temporally under the known initial state and the specified intensity of the failure and recovery flows of three autonomous subsystems within the analyzed time interval. The algorithm is based upon the results of the proposed analytical solution of octic Kolmogorov equations for asymmetric Markovian chain obtained relying upon a harmonization concept of mathematical description of models [31]-[33]. In this context, mathematical description harmonization is demonstrated in the form of the ordered octic matrix tables as well as relevant determinant tables. The applied table record of the expanded calculation formulas provides a systematization of the large initial data amount; the possibility of direct implementation of the algorithm on a computer; reducing the probability of programming errors owing to the order of the tables; and favours verification process of the algorithm.
The general algorithm has been used for the applied problem in a military field where among other things methods are used to identify period of combat-effective state of service arms, and evaluate overall state of a military structure under the conditions of intensive loss and recovery flows.
7. Implications
Based upon the obtained results, general algorithm is proposed defining probabilities of system states depending upon the intensity of the failure and recovery flows of a random number of autonomous subsystems. The algorithm includes following sequence of operations:
1) development of a set of asymmetric system states in the whole, being equal to n = 2m where m is the number of autonomous systems;
2) formation of square matrix of R intensities of n power according the specified and constant within the considered time interval [0, Т) failure
and recovery
(
) flows of autonomous subsystems;
3) formation of a characteristic determinant Δ(ν) of intensity matrix R;
4) determination of the total of
roots of a characteristic equation Δ(ν) = 0 relying upon the intensity of the failure and recovery flows of the subsystems;
5) identification of various products of differences of roots of a characteristic equation
;
6) formation of a square matrix
on a characteristic determinant Δ(ν) depending upon kth roots and ith states of the system while using a column matrix of the known initial conditions of the system state;
7) formation of exponential column matrix
using the totality of roots νk and time t from the restricted interval [0, Т) where the intensities of the failure and recovery flows of the subsystems are assumed to be known and constant;
8) temporal determination of the system states
within the analyzed interval [0, Т) resulting from a product of the compiled matrices
;
9) solving the problem to define probabilities of the system states within the subsequent time intervals under the discrete changes in the failure and recovery flows is in the proposed algorithm cycle. Limit probabilities of states at the previous steps are assumed as the initial conditions at a subsequent step interval; and
10) verification and interpretation process of calculation results is based upon
equation, being invariable relative to time.