Optimal allocation of minimal repairs in parallel and series systems

In reliability engineering, the concept of minimal repair describes that the repair brings the failed unit (eg, system or component) to the situation which is same as it was just before the failure. With the help of the well‐known Gamma‐Poisson relationship, this paper investigates optimal allocation strategies of minimal repairs for parallel and series systems through implementing stochastic comparisons of various allocation policies in terms of the hazard rate, the reversed hazard rate, and the likelihood ratio orderings. Numerical examples are presented to illustrate these findings as well. These results not only strengthen and generalize some known ones in the seminal work of Shaked and Shanthikumar, but also solve the open problems proposed by Chahkandi et al.'s study and Arriaza et al.'s study.     

Estimating failure time distribution and its parameters based on intermediate data from a Wiener degradation model

Instead of measuring a Wiener degradation or performance process at predetermined time points to track degradation or performance of a product for estimating its lifetime, we propose to obtain the first‐passage times of the process over certain nonfailure thresholds. Based on only these intermediate data, we obtain the uniformly minimum variance unbiased estimator and uniformly most accurate confidence interval for the mean lifetime. For estimating the lifetime distribution function, we propose a modified maximum likelihood estimator and a new estimator and prove that, by increasing the sample size of the intermediate data, these estimators and the above‐mentioned estimator of the mean lifetime can achieve the same levels of accuracy as the estimators assuming one has failure times. Thus, our method of using only intermediate data is useful for highly reliable products when their failure times are difficult to obtain. Furthermore, we show that the proposed new estimator of the lifetime distribution function is more accurate than the standard and modified maximum likelihood estimators. We also obtain approximate confidence intervals for the lifetime distribution function and its percentiles. Finally, we use light‐emitting diodes as an example to illustrate our method and demonstrate how to validate the Wiener assumption during the testing. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

Dynamic capacity reservation and due date quoting in a make‐to‐order system

We consider a make‐to‐order manufacturer facing random demand from two classes of customers. We develop an integrated model for reserving capacity in anticipation of future order arrivals from high priority customers and setting due dates for incoming orders. Our research exhibits two distinct features: (1) we explicitly model the manufacturer's uncertainty about the customers' due date preferences for future orders; and (2) we utilize a service level measure for reserving capacity rather than estimating short and long term implications of due date quoting with a penalty cost function. We identify an interesting effect (“t‐pooling”) that arises when the (partial) knowledge of customer due date preferences is utilized in making capacity reservation and order allocation decisions. We characterize the relationship between the customer due date preferences and the required reservation quantities and show that not considering the t‐pooling effect (as done in traditional capacity and inventory rationing literature) leads to excessive capacity reservations. Numerical analyses are conducted to investigate the behavior and performance of our capacity reservation and due date quoting approach in a dynamic setting with multiple planning horizons and roll‐overs. One interesting and seemingly counterintuitive finding of our analyses is that under certain conditions reserving capacity for high priority customers not only improves high priority fulfillment, but also increases the overall system fill rate. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

Optimum step‐stress accelerated life test plans for log‐location‐scale distributions

This article presents new tools and methods for finding optimum step‐stress accelerated life test plans. First, we present an approach to calculate the large‐sample approximate variance of the maximum likelihood estimator of a quantile of the failure time distribution at use conditions from a step‐stress accelerated life test. The approach allows for multistep stress changes and censoring for general log‐location‐scale distributions based on a cumulative exposure model. As an application of this approach, the optimum variance is studied as a function of shape parameter for both Weibull and lognormal distributions. Graphical comparisons among test plans using step‐up, step‐down, and constant‐stress patterns are also presented. The results show that depending on the values of the model parameters and quantile of interest, each of the three test plans can be preferable in terms of optimum variance. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

关于半鞅向量随机积分的两个结果

首先利用半鞅Girsanov定理与闭图像定理证明了:若{Xn}是带滤基的完备概率空间(Ω,F,F,P)中的一列半鞅,其中滤基F=(Ft)t≥0满足通常条件,且{Xn}在关于P的Emery拓扑空间中收敛于X,则当概率测度Q相似文献   

GM(1,1)模型在装备备件订购中的应用

分析了武器装备备件订购决策的目标和常用方法,并运用灰色理论GM(1,1)模型及关联度分析法,提出了在军用备件订购工作中费用目标预测的应用方法,以及提高预测精度的措施。     

变速传动轴承传动原理分析与研究

变速传动轴承是一种既具有支承功能又具有变速功能的新型特种轴承 ,其机构设计新颖紧凑 ,效率高 ,承载能力强。通过研究变速传动轴承的内部机构和传动原理 ,对其传动比做了深入系统的分析 ,得出了内齿圈齿数、活齿数与传动比之间的理论关系 ,并从理论上提出了高效率、低磨损的传动比优选方案 ,认为在推杆活齿传动机构设计时 ,应该使活齿数大于内齿圈齿数 ,即Z2 >Z1。包括变速传动轴承在内 ,对于采用了推杆活齿机构的各种活齿传动形式的结构设计 ,这个结论都具有重要的指导意义。     

氙原子在铂表面散射的分子动力论方法

运用分子动力论方法研究气体分子 (Xe)在固壁表面 (Pt)的散射。在构造了合理的气体分子与固壁表面相互作用势模型之后 ,运用随机经典轨道方法求解气体分子及固壁原子的运动方程 ,得到气体分子运动轨迹及散射后的运动状态。结果表明 ,气体分子散射后的角度分布与Maxwellian模型存在较大差异 ,而速度基本服从半空间的Maxwellian分布。     

ENO格式应用分析

对一类高阶、高分辨率的ENO格式进行了较为详细的讨论。通过一些典型算例的应用和同常用TVD类型格式的比较 ,说明了在计算中采用高阶格式分辨复杂流动结构的优越性。在对格式应用分析的基础上 ,指出了格式应用中需注意的问题。通过定量分析说明 ,高阶ENO格式在计算中 ,不但能够减少网格规模 ,而且能够明显提高计算物理量 ,特别是其导数的计算精度     

双谱特征在水下目标自动识别中的应用

非高斯信号处理是信号处理的一个新领域。以舰船辐射噪声为主的噪声具有很强的非高斯性和非线性性。由此可利用信号双谱,提取舰船辐射噪声信号的非高斯成份。实验结果表明,高阶谱在声纳目标识别方面具有很大的发展潜力