Professional Documents
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N A S AC O N T R A C T O R NASA CR-1"
REPORT
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PRACTICALRELIABILITY
Volume I1 - Computation
. ,"
Prepared by
RESEARCH TRIANGLZ INSTITUTE .. , ,
. _ . .
di
N A T I O N AALE R O N A U T I CASNSDP A CAED M I N I S T R A T I O N W A S H I N G T O N , 0. C. AUGUST 1968 x
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NASA CR-1127
PRACTICAL RE LIABILITY
Volume I1 - Computation
iii
This report is Vol. I1 - Computation. It serves in a support role to the other
I - Parameter Variation Analysis and Vol.
volumes, particularly to Vol. IV - Predic-
tion, by treating the computer techniques for implementing the reliability tasks
R. L. Beadles is the principal author
developed in the other volumes. of this report.
A. C. 2 and 8 ; he and J. R. Batts wrote the
Nelson made major contributions to Secs.
7.
computer programs discussed in Sec.
iv
ABSTRACT
Thisreportplacesinperspectivetherole of a u t o m a t i c d i g i t a l c o m p u t a t i o n s i n
d e s i g nf o rr e l i a b i l i t y . It is i n t e n d e df o rt h ed e s i g ne n g i n e e r ,t h es y s t e m se n g i n e e r ,
andthe t e s t e n g i n e e r as well as t h e r e l i a b i l i t y s p e c i a l i s t . The d e g r e e o f d e t a i l
withwhichthevarioustopics are t r e a t e d i s s u f f i c i e n t t o e n a b l e t h e e n g i n e e r n o t
previously familiar with the subject to properly select and use the methods
presented.
As a f u n d a m e n t a l i n t r o d u c t i o n t o a u t o m a t i c d i g i t a l c o m p u t a t i o n , t h e r e p o r t f i r s t
brieflydescribesthecomputer, how i t i s used,and some of themathematicalproblem
t y p e st h a t are amenable t o c o m p u t e rs o l u t i o n . The o r i e n t a t i o n t o r e l i a b i l i t y is t h e n
providedin a brief perspective of reliability tasks and t h e r e l a t i o n of t h e computer
t o them. Later s e c t i o n so ft h er e p o r t treat s p e c i f i cr e l i a b i l i t yt a s k s and e x p l o r e
themathematicalmethodsrelatedto themand how t h e computer is used t o implement
them. Some s p e c i f i c computerprograms a r e i d e n t i f i e d and t h e i r u s e s i l l u s t r a t e d by
examples. Parameter v a r i a t i o n a n a l y s i s and r e l i a b i l i t y p r e d i c t i o n are t r e a t e d i n
more d e t a i l t h a n o t h e r s s i n c e t h e s e areas of a p p l i c a t i o n are p a r t i c u l a r l y s u i t e d t o
computermethods. The l a s t s e c t i o n of t h er e p o r ts u m m a r i l yt r e a t s some r e c e n t
developments i n communicatingwiththecomputerwhich make i t more s u i t a b l e t o
e n g i n e e r i n g and r e l i a b i l i t y a p p l i c a t i o n s .
V
TABLE OF CONTENTS
Pane
FOREWORD iii
ABSTRACT V
1. Introduction 1
2. Fundamentals of Digital Computation 3
2.1 Digital Computer Concepts 3
2.2 Computer Programming Languages 7
2.3 Basic Mathematical Problems that Can Be Solved
a Computer
by 9
3. Reliability and the Computer--A Perspective 23
4. Parameter Variation Analysis 28
4.1 PVA Modeling 28
4.2 Analysis Techniques 30
4.2.1 Worst-case Analysis 30
4.2.2 Sensitivity Analysis 33
4.2.3 Moments Analysis 34
4.2.4 The Convolution Method 36
4.2.5 Monte Carlo Analysis 37
4.3 PVA Computer Programs 40
4.3.1 A General PVA Program 42
4.3.1.1 General PVA Program Example 49
4.3.2 ECAP and NASAP for PVA 58
5. Part Application Analysis 61
6. Failure Modes and Effects Analysis (FMEA) 62
7. Reliability Prediction 66
7.1 Developing the Prediction Model 67
7.2 Making the Reliability Prediction 68
7 . 3 Reliability Prediction Programs 70
7.3.1 A Computer Program for System Reliability 70
7.3.2 Reliability Cost Trade-Of f Analysis Program 84
8. Testing 94
8.1 Attribute Data 94
8.2 Variables Data 98
8.2.1 Failure-Time Data 98
8.2.2 Performance Measurements at Discrete Time(s) 99
8.2.3 Continuous Recording of Performance Measurements 101
8.3 Stress-Strength Measurements 102
vi i
d
TABLE OF CONTENTS (CONTD)
Pap;e
9. Trends i n Digital Computation 105
Appendix A 109
Appendix B 119
Appendix C 125
viii
1. Introduction
The d i g i t a l computerhashad a significant impact on engineering design and develop-
ment.Becauseof i t , l a r g e r andmore s o p h i s t i c a t e ds y s t e m sh a v e become realities
ratherthan mere dreams.But w i t ht h e s ed e v e l o p m e n t s ,t h ea c h i e v e m e n t of system re-
liabilityhas become more d i f f i c u l t . The d e s i g n e r ' s t a s k o f b u i l d i n g i n t h e relia-
b i l i t y i s a complexone.involving extensiveanalysis and computation, and i t i s o n l y
natural that the computerbeemployed t o its full capacity here also.
A good, r e l i a b l e d e s i g n r e s u l t s f r o m a continual assessment and improvement process.
P e r f o r m a n c ea n a l y s i s ,t e s t i n g ,f a i l u r e mode and e f f e c t s a n a l y s i s , and r e l i a b i l i t y p r e -
d i c t i o n are t y p i c a l , key t a s k s i n t h i s i t e r a t i v e p r o c e s s . A s a t o o l o ft h ed e s i g n e r ,
t h e computermust contributedirectlytoperformanceofsuchtasks.
Thepurpose of t h i s r e p o r t is to place in proper perspective the role of a u t o m a t i c
d i g i t a lc o m p u t a t i o n si nd e s i g nf o rr e l i a b i l i t y . It is i n t e n d e df o rt h ed e s i g ne n g i n e e r ,
t h es y s t e m se n g i n e e r , and t h e test e n g i n e e r as w e l l as t h e r e l i a b i l i t y s p e c i a l i s t . The
d e g r e eo fd e t a i lw i t hw h i c ht h ev a r i o u st o p i c s are t r e a t e d i s s u f f i c i e n t f o r e n a b l i n g
theengineernotpreviouslyfamiliarwiththesubjecttoproperlyselect and u s e t h e
methodspresented.
Of e q u a l i m p o r t a n c e t o a n a p p r e c i a t i o n f o r w h a t t h e d i g i t a l c o m p u t e r c a n do i s
a na d e q u a t ea p p r e c i a t i o nf o r what i t cannotdo.Consequently,care is taken a t
appropriatepointstoindicatethelimitations of t h e a v a i l a b l e c o m p u t e r m e t h o d s and
programs.
A s a f u n d a m e n t a li n t r o d u c t i o nt oa u t o m a t i cd i g i t a lc o m p u t a t i o n ,S e c . 2 briefly
d e s c r i b e st h ec o m p u t e r , how i t i s used,and some ofthemathematicalproblemtypes
t h a t are s o common i n many u s e s of thecomputer. The o r i e n t a t i o n s p e c i f i c a l l y t o
designreliabilityapplications i s provided i n Sec. 3 which g i v e s a b r i e f o v e r a l l
p e r s p e c t i v eo ft h ee n g i n e e r i n gt a s k s and r e l a t e s t h e r o l e of t h e computer t o them.
S e c s . 4 through 8 s e p a r a t e l y t r e a t s p e c i f i c d e s i g n t a s k s and e x p l o r e i n more
depththemathematicalmethodsand how t h e computer is usedtoimplement them. Some
s p e c i f i c computerprograms are i d e n t i f i e d and t h e i r u s e s i l l u s t r a t e d by examples.
Parameter v a r i a t i o n a n a l y s i s and r e l i a b i l i t y p r e d i c t i o n are t r e a t e d i n more d e t a i l
thanotherssincethese areas of a p p l i c a t i o n are p a r t i c u l a r l y s u i t e d t o computer
methods.Sec. 9 b r i e f l y summarizes t h es t a t e - o f - t h e - a r ti na u t o m a t i cd i g i t a l com-
putationemphasizingthoserecentdevelopmentsincommunicatingwiththecomputer
which make i t more s u i t a b l e t o e n g i n e e r i n g a p p l i c a t i o n .
Thecomputer o u t p u tc a nb en ob e t t e rt h a nt h e modelused t oo b t a i n it. Before
a computerprogramcanbewrittentoanalyze a piece of equipment, a c o n c e p t u a l model
o ft h a tp i e c eo fe q u i p m e n tm u s tb ef o r m u l a t e d .B e f o r ee x i s t i n gc o m p u t e rp r o g r a m sc a n
I
be used intelligently, the models they assumeandtherelationshipsofthosemodels
tothe equipmentwhich i s t ob ea n a l y z e dm u s tb e known. O f p a r t i c u l a ri m p o r t a n c e is
t h e knowledge of the parameter ranges over which the models assumed by a computer
program are v a l i d and how t h e s e r a n g e s r e l a t e t o a v a l i d model f o r t h e equipment
t ob ea n a l y z e d . A good d i s c u s s i o n o n t h e p r a c t i c a l a s p e c t s of modeling is p r e s e n t e d
i n Sec.2.1,Vol. I - P a r a m e t e rV a r i a t i o nA n a l y s i s of t h i s r e p o r t series.
2
2. FundamentalsofDigitalComputation
The purpose of t h i s s e c t i o n of t h e r e p o r t i s t o treat i n a s b r i e f a manner as is
consistent with clarity the fundamentals of the digital computerand its use.
2 . 1D i g i t a l Computer Concepts
A d i g i t a l computer system is.comprised of two elementswhichhave come t o b e
c a l l e dh a r d w a r ea n ds o f t w a r e .T h eh a r d w a r ec o n s i s t s of t h e p h y s i c a l p i e c e s of equipment,
viz,thecentralprocessor,thecard and t a p e r e a d e r s , t h e i n f o r m a t i o n s t o r a g e m e d i a ,
and t h e p r i n t e r s and p l o t t e r s . The s o f t w a r e c o n s i s t s o f a l l t h e computerprograms
which are a v a i l a b l e t o c a u s e t h e v a r i o u s p i e c e s ofequipment t o do u s e f u l t h i n g s .
A simplifiedblockdiagramof a stored-programelect.ronicdigitalcomputer is
shown i n F i g . 2-1. The o r g a n i z a t i o n a l s t r u c t u r e shown i n t h e f i g u r e i s common t o
e v e r y modern d i g i t a l computer although some computers may have more than one memory
u n i t ,a r i t h m e t i cu n i t , etc. Although d i g i t a l computersotherthanstored-program
electronic digital computers a r e of h i s t o r i c a l i n t e r e s t t h e y are n o t o f i n t e r e s t
i n modern e n g i n e e r i n g . I n t h i s r e p o r t when w e u s e t h e word computer w e s h a l l mean
stored-programelectronicdigitalcomputer.
The f u n c t i o n of a computer is t o t a k e d a t a v i a t h e i n p u t u n i t from t h e e x t e r n a l
w o r l d ,p e r f o r mc a l c u l a t i o n so n i t as s p e c i f i e d by t h e program stored in the memory
u n i t , and s u p p l y t h e r e s u l t s v i a t h e o u t p u t u n i t t o t h e e x t e r n a l w o r l d . I n a typical
installation the input unit is a punched c a r d r e a d e r w h i c h r e a d s t h e i n f o r m a t i o n on
t h ec a r d si n t ot h e memory u n i tu n d e rc o n t r o lo ft h ec o n t r o lu n i t . The t y p i c a l o u t p u t
unit is thelineprinter, whichproduces a p r i n t e d copy of t h e r e s u l t s of t h e c a l c u l a t i o n s .
n Control
3
Computers are w i d e l y u s e d b o t h i n real-time o p e r a t i o n a n d i n o f f - l i n e o p e r a t i o n .
Although the terms real-time a n d o f f - l i n e are relative t o t h e a p p l i c a t i o n , t h e meaning-
ful distinction usually is t h a t i n t h e real-time a p p l i c a t i o n , t h e i n p u t d a t a mustbe
processedrapidlyand an output produced s o t h a t some k i n d o f r e s p o n s e c a n b e q u i c k l y
initiated. An example of t h e real-time a p p l i c a t i o n o f t h e d i g i t a l c o m p u t e r is i n
c o n j u n c t i o nw i t h a r a d a ri n s t a l l a t i o n .T h e r et h ei n p u td a t a comes f r o mt h er a d a r and
mustbeprocessedsufficientlyrapidlyto compute, f o r example,guidance commands f o r
a missile l a u n c h e d t o i n t e r c e p t a n a t t a c k i n g a i r c r a f t . We will n o t d i s c u s s i n t h i s
reporttheuse of d i g i t a l computers i n such real-time applications.
ReferringagaintoFig. 2-1 w e c o n s i d e r b r i e f l y t h e f u n c t i o n of e a c h of t h e b l o c k s
shown. First,the memory u n i t s e r v e s as s t o r a g e f o r ( 1 ) t h e programwhich is t ob e
e x e c u t e d , (2) t h e i n p u t d a t a u n t i l i t i s needed f o rp r o c e s s i n g , (3) i n t e r m e d i a t e r e s u l t s
d u r i n gt h ee x e c u t i o no ft h ep r o g r a m , and ( 4 ) t h e f i n a l r e s u l t s u n t i l t h e y are ready
f o ro u t p u t . The memory u n i t t y p i c a l l y is a p r i n c i p a le l e m e n to ft h ec o m p u t e r ;t h e
costandspeedofthemodemdigitalcomputer are l a r g e l y g o v e r n e d by t h e c o s t and
speedofthe memory. It i s n o t uncommon f o r t h e c o s t of t h e memory t o approach
the cost of a l l t h e o t h e r u n i t s combined.
The memory c o n t e n t s are s t o r e d i n t h e formofbinarydigits(bits) which are
grouped i n t o b l o c k s of s u f f i c i e n t s i z e f o r t h e number r a n g e a n d p r e c i s i o n r e q u i r e m e n t s
f o r which thecomputer is designed.Such a b l o c k of b i n a r y d i g i t s i s c a l l e d a memory
word. I n computers i n common u s e t o d a y t h e memory word v a r i e s from12 b i t s up t o 60
b i t s , whichcorrespondsto a decimal number r a n g e of 4000 t o 1 0
18
. The number of words
t h a t a computer memory may s t o r e a l s o v a r i e s w i d e l y andrangesfrom1000words up t o
6
1 0o r morewords.
A s s o c i a t e dw i t ht h e memory u n i t are two r e g i s t e r s
*. These are t h e memory a d d r e s s
register a n d t h e memory data register. When i t is d e s i r e d t o s t o r e a number i n memory
o r r e t r i e v e i t from memory, i t is n e c e s s a r y t o g i v e t h e l o c a t i o n of t h e p a r t i c u l a r
memory word d e s i r e d . The memory a d d r e s s r e g i s t e r i s used t o d e s i g n a t e t h e a d d r e s s ,
i.e. t h e l o c a t i o n , o f t h e word i n memory. When t h e command i s g i v e n by t h e c o n t r o l
unit to store or retrieve a word from memory, t h e memory a d d r e s s r e g i s t e r is usedto
d e s i g n a t et h ea d d r e s s .T h e r e are as many u n i q u ea d d r e s s e s , i. e. l o c a t i o n s a t which
a number c a n b e s t o r e d , i n t h e memory as t h e number of wordswhich t h e memory is
c a p a b l eo fs t o r i n g .
The memory d a t a r e g i s t e r is used as a n i n t e r m e d i a t e s t o r a g e when a word i s going
from t h e a r i t h m e t i c u n i t o r t h e i n p u t u n i t t o t h e memory. To s t o r e a word i n memory,
*A r e g i s t e r i s a t e m p o r a r ys t o r a g ed e v i c e . I t t y p i c a l l yc a ns t o r eo n e memory
word.
4
I
the word is placed into the memory data register, and the address at which it is to
be stored is placed into the memory address register. Then the store command generated
by the control unit causes the word
be to
stored at the specified address. When a
data word is to be retrieved from memory, the address ofisthe
again
word
placed into
the memory address register, and the fetch command from the control unit causes the
word to be transferred from the specified address memory
in theto the memory data
register.
The arithmetic unit performs an arithmetic (or logic) operation as specified by
the program between a word contained
in a register in the arithmetic unit called the
accumulator and a word fetched from memory into the memory data register. This des-
cription holds for the single address computer. The term single address means simply
that a single program step (which also is stored as a word in memory but is called
an instruction e)
specifies the address of only one data word in memory.
The second
word to be used
in an operation is contained in the accumulator register in the arith-
metic unit. Althought some computers specify more than one address in one instruction
word, the single address computer organization is the most widely used.
In the single address computer, the accumulator register contains one operand
*
for an operation, with the other operand being first in memory and later in the
memory data register. The resultof an operation usually ends up in the accumulator.
Data words can be fetched from memory to the accumulator or stored from the accumulato
into the memory. Except when the computer instruction specifically calls for it, the
'contents of the accumulator are not disturbed by an operation.
The control is the logic complex which determines which operation is to be
performed at what time and what sequence of elementary logic steps accomplishes the
operation. The control unit contains two very important registers--the program register
(also called the instruction counter) and the instruction register.
The program stored in the computer memory unit consists of a sequence of instructions
which the computer is to perform. The program is stored in the memory in the proper
sequence: the first instruction is stored in some location
n, the second stored in
location n+l, etc. The function of the program register is to keep track of the loca-
tion from which the next instruction is to be fetched; it does this by counting the
instructions as they are performed. Unless specifically requested toso do
by a specific
instruction, the program will proceed in sequence
by picking up its instructions from
successive memory addresses.
5
The function of the instruction register is t o t e m p o r a r i l y s t o r e e a c h i n s t r u c t i o n
to enable the control unit to decode i t and i n i t i a t e a n d p r o p e r l y time t h e s e q u e n c e
o fe l e m e n t a r yl o g i cs t e p sw h i c hi m p l e m e n t st h ei n s t r u c t i o n . I t is a f u n d a m e n t a lf a c t
thatthe memory c o n t a i n s b o t h t h e i n s t r u c t i o n s t o b e e x e c u t e d , (i.e. t h e program)and
the data on which t h e i n s t r u c t i o n s are t o o p e r a t e .
The two k i n d s o f s t o r e d w o r d s ( i n s t r u c t i o n s a n d d a t a ) are t r e a t e d i n two e n t i r e l y
d i f f e r e n t ways. An i n s t r u c t i o n is t r a n s f e r r e d t o t h e i n s t r u c t i o n r e g i s t e r where i t
i s examined by t h e c o n t r o l u n i t t o d e t e r m i n e :
( 1 )w h a to p e r a t i o n( a d d ,s u b t r a c t ,l o g i c ,e t c . ) is required,
(2) where thesecondoperand is located, i.e., t h ea d d r e s s of thesecond
operand , and
(3) where t h e r e s u l t o ft h eo p e r a t i o ns h o u l db ep l a c e d .
I f , as i s u s u a l l y t h e case, one of t h eo p e r a n d s i s c o n t a i n e di nt h e memory, t h e n t h i s
operandaddress is containedintheinstruction word l o c a t e d i n t h e i n s t r u c t i o n r e g i s t e r .
T h i sa d d r e s s is f u r n i s h e d t o t h e memory a d d r e s s r e g i s t e r at thecorrect time as s p e c i f i e d
by t h e c o n t r o l u n i t . The r e s u l t of t h eo p e r a t i o nu s u a l l yg o e si n t ot h ea c c u m u l a t o r .
The i n p u t u n i t and o u t p u t u n i t h a v e a s s o c i a t e d w i t h them a d a t a r e g i s t e r and a n
addressregisteranalogoustothe memory a d d r e s s r e g i s t e r and memory d a t a r e g i s t e r
of t h e memory u n i t . Data comingfroman e x t e r n a ld e v i c e i s p l a c e di n t ot h ei n p u t -
output(I/O)dataregister and later t r a n s f e r r e d i n t o t h e a c c u m u l a t o r f o r u s e i n s i d e
thecomputer. Data g o i n gt oa ne x t e r n a ld e v i c e i s t r a n s f e r r e d from theaccumulator
tothe 1/0 d a t a r e g i s t e r fromwhich i t is removed by t h e 1/0 d e v i c e . S i n c e t y p i c a l l y
s e v e r a li n p u t - o u t p u td e v i c e s are c o n n e c t e dt ot h ec o m p u t e r ,i n p u t - o u t p u ta d d r e s s e s
m u s tb es p e c i f i e dt oi d e n t i f yw h i c h 110 d e v i c e is r e q u e s t e d . The f u n c t i o n of t h e
I/o a d d r e s s repister i s t od e s i g n a t et h ea d d r e s so ft h e I/O d e v i c e ; t h e a d d r e s s of
the If0 device i s n o t h i n g more t h a n a number which i t has been given to uniquely
i d e n t i f y it.
A c o m p u t e rc a np e r f o r mo n l yt h eo p e r a t i o n sw h i c hh a v eb e e nb u i l ti n t o it. The
l i s t of o p e r a t i o n s w h i c h a computercanperform is c a l l e d t h e i n s t r u c t i o n r e p e r t o i r g
ofthecomputer. Any programwhichcanbeexecuted by a computer i s made up ofonly
thoseinstructionscontainedinthatcomputer'sinstructionrepertoid.
An i n s t r u c t i o n is a s t e p i n a programbut we wish to indicate in detail what
c o m p r i s e sa ni n s t r u c t i o n .F o rp u r p o s e so fd i s c u s s i o nt h ef o l l o w i n gd e s c r i p t i o n of
a ni n s t r u c t i o n is r e f e r e n c e d t o a s i n g l ea d d r e s sc o m p u t e r . A c o m p u t e ri n s t r u c t i o n is
made up of t h r e e b a s i c p a r t s :
The o p e r a t i o n code (opcode) is t h a t p a r t ofan i n s t r u c t i o n which s p e c i f i e s t o
t h ec o n t r o lu n i tw h i c ho p e r a t i o n i s t ob ep e r f o r m e d( a d d ,s u b t r a c t ,t r a n s f e rd a t a
t o o r from memory, etc.)
6
I
I "
7
The assemblylanguage
* is the first level ofcomputerlanguage removed f r o mt h e
b i n a r yp a t t e r n sw h i c ht h ec o m p u t e rd i r e c t l yr e c o g n i z e s .C o n s i d e rt h e add o p e r a t i o n .
The binary pattern for the add operation(which i s t h e add op codelfor a particular
computermightbe1000.Beforethecomputercanactuallyexecutean add o p e r a t i o n ,
i t musthave i n t h e op c o d e p o r t i o n o f its i n s t r u c t i o n r e g i s t e r t h e b i n a r y p a t t e r n
1000. It a l s o musthave, intheaddressfield o ft h ei n s t r u c t i o n word, t h e b i n a r y
p a t t e r n whichgivesthelocation of t h e memory word c o n t a i n i n g t h e d a t a w h i c h is t o
b e added t ot h ec o n t e n t so ft h ea c c u m u l a t o r . The assemblylanguageenablesthepro-
grammer t o u s e a s u g g e s t i v es e q u e n c e of l e t t e r s c a l l e d a n i n s t r u c t i o n mnemonic, f o r
example ADD i n t h e case of t h e a d d o p e r a t i o n , t o s p e c i f y t h a t a n a d d i t i o n is t o b e
performed.Before t h i sa d d i t i o no p e r a t i o nc a l l e df o r by theassemblylanguagepro-
graqcanbeperformedinthecomputer, i t mustbeprocessed by anothercomputer program--
calledtheassembler--whichhastheabilitytointerpretthe l e t t e r s ADD as t h e op code
1000 f o r t h e add o p e r a t i o n . I f w e wish t o add t h e numbers X and Y , t h e a v a i l a b i l i t y
of t h e assemblylanguageenablesusto write a sequence of i n s f r u c t i o n s w h i c h l o a d s
t h ea c c u m u l a t o rw i t h X, adds Y , and s t o r e s t h e r e s u l t a t a d e s i r e dl o c a t i o n 2. Such
a sequence i s
LDA X
ADD Y
ST0 2
where LDA, ADD, and ST0 a r e r e s p e c t i v e l y t h e mnemonics f o rl o a d i n gt h ea c c u m u l a t o r
f r o mt h e memory, a d d i n gt ot h ea c c u m u l a t o r ,a n ds t o r i n gt h ec o n t e n t so ft h ea c c u m u l a t o r
inthe memory. Eachof t h e l e t t e r s X, Y , and Z r e p r e s e n t st h es y m b o l i ca d d r e s so f a
memory word. The a s s e m b l e ri na d d i t i o nt oc o n v e r t i n gt h ei n s t r u c t i o n mnemonics t o t h e i r
binaryequivalents,allocates memoryh:vds and convertseachsymbolicaddressused
i n anassemblylanguageprogram t o a f i x e db i n a r y memory a d d r e s s . Thus assembly
language programming c o n t r a s t s t o h a v i n g t o write t h e b i n a r y p a t t e r n s f o r e a c h computer
i n s t r u c t i o n and t o a l l o c a t e memory l o c a t i o n s by w r i t i n g a b i n a r y memory a d d r e s s f o r
e a c hd a t a word used i n t h e program.
The procedure-orientedlanguape, of which FORTRAN
**i s thebest known andmost
widelyusedexample,effectivelyremovesthe programmer o n e l e v e l f u r t h e r from t h e
t e d i o u st a s ko f programming t h e c o m p u t e rw i t hb i n a r yp a t t e r n s .T h u s ,w h e r e a st h r e e
a s s e m b l yl a n g u a g ei n s t r u c t i o n s were r e q u i r e d t o s p e c i f y t h e a d d i t i o n o f X andYand
*Assembly
language i s a l s o c a l l e d m a c h i n e l a n g u a g e , s i n c e t h e d e t a i l s o f a n a s s e m b l y
language are h i g h l y d e p e n d e n t o n t h e d e t a i l s of t h e s p e c i f i c m a c h i n e ( t h e s p e c i f i c c o m p u t e r )
onwhich i t i s u s e d . O r i g i n a l l y , m a c h i n e l a n g u a g e m e a n t t h e b i n a r y p a t t e r n s d i r e c t l y
recognized by a computer.
**FORTRAN i s a contractionof"formulatranslation".
store the result in the memory a t l o c a t i o n Z, t h e FORTRAN s t a t e m e n t f o r a c c o m p l i s h i n g
t h i s wouldbesimply 2 = X + Y. Theprogramwhichprocessesthe FORTRAN s t a t e m e n t
( c a l l e d t h e FORTRAN compiler) would produce the same s e q u e n c e o f b i n a r y p a t t e r n s t h a t
t h ea s s e m b l yl a n g u a g ei n s t r u c t i o n sp r o d u c e . Whereas i n w r i t i n g i n assemblylanguage
one statement must be written for each instruction to be executed, a FORTRAN s t a t e m e n t
(and i n g e n e r a l a n y p r o c e d u r e - o r i e n t e d l a n g u a g e s t a t e m e n t ) w i l l produceseveralcomputer
instructions,typicallyfourorfive.
An advantage of procedure-oriented languages which is probably more important
than their ease of use by t h e programmer is t h a t a procedure-orientedlanguageprogram
is nearlymachineindependent,indramaticcontrasttotheprogramwritteninassembly
language. Thus a programwhich is w r i t t e n i n FORTRAN c a n b e i n t e r p r e t e d , v i a t h e
FORTRAN compilerofanycomputerwhichhasone,andthenexecuted on t h a t c o m p u t e r ,
withonlyminorprogramchangesbetweendifferentcomputers. A s p e c i f i c computer
a l m o s tn e v e rs t a y si n a particularinstallationfor more t h a n a fewyears. The u s e
of procedure-orientedlanguage programming is t h e o n l y e f f e c t i v e way t o p r e v e n t l o s i n g
thelargeinvestmentin programming time andchecked-outprograms f o rt h eo l dc o m p u t e r
when t h e new computer is i n s t a l l e d .
The problem-oriented language i s thenewestandin many ways t h e mostpowerful
computerlanguage. A s i n g l es t a t e m e n ti n a p r o b l e m - o r i e n t e dl a n g u a g em i g h tr e s u l t
i nt h ee x e c u t i o no f up t os e v e r a lt h o u s a n dc o m p u t e ri n s t r u c t i o n s .P r o b l e m - o r i e n t e d
languages are d i s c u s s e d i n l a t e r s e c t i o n so ft h er e p o r t .I ne s s e n c et h e yc o n s i s to f
theinputlanguagestospecialprogramswrittentoaidinspecificproblem areas, e.g. ,
problems i n n e t w o r k a n a l y s i s .
In the final analysis, the computercan do no more and no less t h a n p r e c i s e l y
what i t i s i n s t r u c t e d t o do v i a t h e program.Givenadequatelycleverpeoplepreparing
andusingthecomputerprograms,thecomputercanindeed do some v e r y i m p r e s s i v e t h i n g s .
As an.aid to design for reliability, the computerenablesequipmentdesignersto con-
d u c t many moreand more t h o r o u g h a n a l y s e s o f t h e i r d e s i g n s t h a n would b e p o s s i b l e by
anycombinationof hand c a l c u l a t i o n and l a b o r a t o r ye x p e r i m e n t a t i o n . However, i t is
up t o t h e computeruserstoexaminetheoutputfromtheprogramsthey are u s i n g , t o
interpret the computer r e s u l t s , andthemselves t o make t h e c o r r e c t i o n s anddesign
m o d i f i c a t i o n sw h i c ht h e yd i s c o v e rv i ac o m p u t e ra n a l y s i s . Thecomputer d o e sn o t by
any s t r e t c h of t h e i m a g i n a t i o n remove t h e n e e d f o r good e n g i n e e r i n g and c l e a r t h i n k i n g
i n t h e development and design of reliable equipment.
2.3 Basic MathematicalProblemsthat Can B e Solved by a Computer
Problem s o l v i n g is a n e s s e n t i a l p a r t o fe n g i n e e r i n gd e s i g n . Some of t h e problems
are v e r y s i m p l e from a c o m p u t a t i o n a l s t a n d p o i n t , r e q u i r i n g o n l y a slide rule, a
p e n c i l , and a p i e c e o f p a p e r , w h i l e o t h e r p r o b l e m s r e q u i r e a team of engineers working
9
many d a y s o r p e r h a p s y e a r s . The l a t t e r problems were a t t a c k e d by approximations
b a s e do ns i m p l i f y i n ga s s u m p t i o n s when d i g i t a l computers were n o t a v a i l a b l e . However,
i t is now p r a c t i c a l t o e v a l u a t e t h e a d e q u a c y o f s u c h a s s u m p t i o n s a n d d e l v e i n t o s y s t e m
analysis problems which would h a v e b e e n i m p r a c t i c a l o n l y a few y e a r s ago.
Solving a particular engineering problem on a c o m p u t e r u s u a l l y r e q u i r e s t h e u s e
o fs e v e r a lb a s i cm a t h e m a t i c a lt e c h n i q u e s .F o re x a m p l e ,s u p p o s et h a t we w i s h t o o b t a i n
t h e minimum v a l u e o f a p a r t i c u l a r known f u n c t i o n f ( x ) on a c e r t a i n i n t e r v a l [ a , b ] .
I n some cases t h e d e r i v a t i v e f u n c t i o n c a n b e w r i t t e n w i t h o u t d i f f i c u l t y , t h e r e s u l t i n g
equationsolvedforthezeros,andthe.solutionstestedtodeterminewhichvalueof
the independent variable yields the minimum v a l u e o f t h e r e s p o n s e o r p e r f o r m a n c e
variable. However, i n some p r o b l e m st h ew r i t i n go ft h ed e r i v a t i v et a k e sc o n s i d e r a b l e
time and i t s e v a l u a t i o n a g r e a t d e a l l o n g e r time t h a n t h e e v a l u a t i o n o f t h e o r i g i n a l
f u n c t i o n , and o f t e n t h e e q u a t i o n o b t a i n e d by e q u a t i n g t h e d e r i v a t i v e t o z e r o is hard
t os o l v e . Hence a computer is u s e d t o a i d i n t h e a n a l y s i s .
Again t h e r e are many avenuesofattack on t h e problem. One approach i s t o
evaluatethefunctionf(x) a t a singlevalueof x withinthegiveninterval and
t h e n select a n o t h e r x v a l u e a t some p r e d e t e r m i n e d d i s t a n c e f r o m t h e f i r s t p o i n t and
compare t h e two v a l u e s . I f t h e v a l u e of t h e f u n c t i o n a t t h e s e c o n d p o i n t i s less t h a n
at the first point, take i t as a new r e f e r e n c e p o i n t andproceed t o a thirdpoint, etc.
Insuch a process the interval of step size between successive x's mustbedecreased
i n a s y s t e m a t i c manner when noimprovement results from increasing or decreasing x
by t h e p r e s c r i b e d step size. Sucha procedure w i l l u l t i m a t e l y l e a d t o anadequate
solutionof a problemof a localminimq,andinthe case of a convexfunctiononthe
*
interval an absolute minimumyas s e e n i n t h e f i g u r e below.
V Local
Minimum
Absolute
Minimum
F i g u r e 2-2. Minima of a F u n c t i o nf ( x )
*L i n e a r i n t e r p o l a t i o n n e v e r u n d e r e s t i m a t e s t h e
real v a l u e ofaconvex function at
theinterpolatedpoint.For a mathematicaldefinitionof a convex f u n c t i o n , see Ref. 2.2.
10
I
Anotherattack on t h e p r o b l e m is t o select t h r e e p o i n t s o n t h e i n t e r v a l [ a , b ] ,
fitthecorrespondingy's byparabola,and estimate t h e l o c a t i o n o f t h e v e r t e x . Then,
select t h r e e new p o i n t s i n t h e n e i g h b o r h o o d o f t h i s vertex and r e p e a t t h e a b o v e ;
eventually the location of t h e l o c a l minimum p o i n t is d e t e r m i n e d t o w i t h i n t h e d e s i r e d
d e g r e e of p r e c i s i o n . T h i s a p p r o a c h r e q u i r e s t h e e v a l u a t i o n of t h e f u n c t i o n a t t h r e e
p o i n t s and t h e s o l u t i o n o f a set of three linear simultaneous equations for each
iteration. It a l s o r e q u i r e s t h e p r o v i s i o n of a l o g i c a l p r o c e d u r e f o r a l t e r i n g t h e
s t e p s i z e as t h e i t e r a t i o n s c o n v e r g e t o w a r d t h e s o l u t i o n .
If the function is convexandonlyoneindependentvariable is i n v o l v e d , t h e r e
is a n e a r optimum p r o c e d u r e f o r f i n d i n g t h e minimum u s i n g t h e p r o p e r t i e s of t h e
F i b o n a c c i numbers 1, 1, 2, 3, 5 , 8, 13, 21, ..., whereeach number i nt h es e q u e n c e
is o b t a i n e d by a d d i n g t h e two p r e v i o u s n u m b e r s , t h a t is
= f(xJ
11
need t o t a b u l a t e a function which can be computed a l m o s t as r e a d i l y byhand as one
can l o c a t e t h e t a b l e a n dt h e nl o o k i t up.Although thisstatement seems obvious i t
is p o s s i b l et ol o c a t ee x a m p l e so fs u c hf u n c t i o n st a b u l a t e di nt h el i t e r a t u r e .A l s o ,
t h es e l e c t i o n o ft h ev a l u e so ft h e x
i
i=l, ..., n a t which t o compute t h e y s i s
animportantaspectoftheproblem.
I ne n g i n e e r i n ga p p l i c a t i o n st h ep e r f o r m a n c eo r some f i g u r e - o f - m e r i t (FOM) ofan
equipmentcanoftenbeexpressed as a f u n c t i o n of t h e c h a r a c t e r i s t i c s of i t s p a r t s
and t h ei n p u t s ,e n v i r o n m e n t s ,l o a d s , etc. Thus t h e FOM may b eo b t a i n e df o rv a r i o u s
v a l u e so ft h ev a r i a b l e s which i n f l u e n c e i t . Computationof s t a t i c anddynamicresponses
withcircuit and s t r u c t u r a l e q u a t i o n s are t y p i c a l examples i n e n g i n e e r i n g .
FunctionalEquation
N e x t considertheinverseproblemofsolvingfor 5 given y, i. e . , i f
d e t e r m i n e 5 s u c ht h a tf ( 5 ) = y o ,w h e r et h es o l u t i o n ( s ) w i l l bedenoted by x
a
For .
example, w e may h a v e a n a l g e b r a i c e q u a t i o n i n o n e v a r i a b l e x and wish to solve for
thevaluesof x a t which t h e c u r v e c o r r e s p o n d i n g t o t h e e q u a t i o n y = f(x) crosses
orintersectsthe x axis ( l i n e y E 0 ) . We may wish t o o b t a i n t h e e x t r e m e p o i n t s
(maxima, minima, p o i n t s o f z e r o d e r i v a t i v e ) f o r f ( x ) when t h e d e r i v a t i v e f u n c t i o n
f ( x )c a nb er e a d i l yo b t a i n e d .I ng e n e r a lt h ep r o b l e m may r e q u i r e t h e u s e ofan
i t e r a t i o nt e c h n i q u e ,s u c h as t h e Newton-Raphson method
* o fs o l v i n ga ne q u a t i o n by
usingtheconstruction of s u c c e s s i v e t a n g e n t s t o t h e c u r v e a t pointsapproachingthe
solution.
A typicalengineering exampleoftheaboveproblem is tofindtheparametervalues
y i e l d i n g a g i v e nl e v e lo fp e r f o r m a n c e . It i s p o s s i b l et oo b t a i nc o n t o u r s of e q u a l
p e r f o r m a n c ev a l u e so ft h e set of a l l v a l u e s o f t h e i n d e p e n d e n t v a r i a b l e s c o r r e s p o n d i n g
t o y = yo , yl, ..., ym.Such a s e t ofcontours i s i n d i c a t e di nF i g . 2-3. Such
techniquescanbehelpfulindeterminingtheoperatingconditionsyieldingthedesired
performance. The abovetechnique becomes v e r y h e l p f u l when two o r more dependent
o rp e r f o r m a n c ev a r i a b l e s are beingconsidered.Forexample, i nF i g . 2-4 two v a r i a b l e s
are shown and t h er e g i o no fo p e r a t i o nd e f i n e d by t h e set o ft h e x i=l,2 ,f o r which
i
y1 1 30, y2 5 20. The s h a d e dr e g i o np r o v i d e s a r e g i o no fo p e r a t i o nw h i c hs a t i s f i e s
t h eg i v e nc o n s t r a i n t s .F u r t h e rd i s c u s s i o no fs u c ha na p p r o a c ha n dp r a c t i c a lp r o b l e m s
associatedwith i t are i n Vol. I - Parameter V a r i a t i o n A n a l y s i s o f t h i s series.
12
F i g u r e 2-3. TypicalPerformanceContours
-"2
A
yl=30
y =20
2
I
* x1
F i g u r e 2-4. RegionofDesiredPerformance
13
I f a system of equations is i n v o l v e d t h e p r o b l e m may have a s i n g l e s o l u t i o n o r
a 'multiplesolutiondepending on t h e d e g r e e o f t h e e q u a t i o n s , t h e numberof equations
relativetothe number o f unknowns, etc. Many problems i n real w o r l d a p p l i c a t i o n s
r e s u l t i n a systemofequationstobesolvedforthevalueorvaluesofthe unknown
v a r i a b l e s which s a t i s f y s p e c i f i e d c o n d i t i o n s . Some of t h e s ep r o b l e m s will b ec o n s i d e r e d
later.
Functional Approximation
Anotherimportantproblem i n computer a p p l i c a t i o n is t h e u s e of f u n c t i o n a l
a p p r o x i m a t i o n st of u n c t i o n s whichcannot'beexpressed i n a c l o s e df o r m y e .g . , some
i n d e f i n i t ei n t e g r a l so rt h e sum ofan i n f i n i t e series. Forexample,theapproximations
X
t o s i n x and e canbe in the formof a T a y l o r series o ro r t h o g o n a l .p o l y n o m i a l ss u c h
a s Chebyshev,Legendre,andHermitianpolynomials.In many a p p l i c a t i o n s a f i n i t e
T a y l o r series approximation is t o beused. On t h eo t h e rh a n d ,e x t r e m e l ya c c u r a t e
a p p r o x i m a t i o n sa r es o m e t i m e sn e e d e d ,s u c ha sf o rt h ec u m u l a t i v ep r o b a b i l i t yi n t e g r a l
o ft h eG a u s s i a nd i s t r i b u t i o n .R a t i o n a li n t e g r a lf u n c t i o n sa r eo f t e n used i na p p r o x i m a t i n g
suchcurves.SeeRef.2-5forexamplesofapproximationsto a v a r i e t y o ff u n c t i o n s .
One u s e f u l a p p l i c a t i o n i n e n g i n e e r i n g p r o b l e m s is r e d u c i n g a complex f u n c t i o n t o
a linearor , when n e c e s s a r y ,t o a seconddegreeapproximation. Suchanapproach is
useful in deriving the properties of t h e d i s t r i b u t i o n o f a performancevariable y
i n terms of t h e c h a r a c t e r i s t i c s o f t h e d i s t r i b u t i o n s of t h e i n d e p e n d e n t v a r i a b l e s .
It i s a l s o a p p l i e d o f t e n i n c o n s t r u c t i n g c o n t o u r s a n dp e r f o r m i n gs e n s i t i v i t ya n a l y s e s .
A linearapproximation i s most o f t e n s u f f i c i e n t o v e r t h e r e g i o n of i n t e r e s t .
Thisproblemtypeleadslogicallyintotheproblemareaofcurvefitting which
i s discussedbelow. The two problems a r es e p a r a t e dh e r eb e c a u s et h ef i r s t problem
type deals with a known model d e f i n e d e x p l i c i t l y s u c h a s
X
y = e
or
, x
14
I
Curve F i t t i n g
Suppose t h a t i n s t e a d o f b e i n g g i v e n a f u n c t i o n as suggested above one is g i v e n
a set of v a l u e s yi and t h e c o r r e s p o n d i n g xi or x i n t h e case of s e v e r a l i n d e p e n d e n t
"i
v a r i a b l e s .F o ro n ei n d e p e n d e n tv a r i a b l ea n do n ed e p e n d e n tv a r i a b l e , a c u r v e may b e
fitted to the data freehand. If however w e have some knowledgeconcerningtheunder-
l y i n g mechanism (a modelform)andwish t o estimate c e r t a i n c o n s t a n t s o r p a r a m e t e r s
of t h e model, a more a p p r o p r i a t e p r o c e d u r e would b e t o estimate t h e p a r a m e t e r s b y a
mathematicalproceduresuch as t h e method of l e a s t s q u a r e s . Even when t h e modelform
i s n o t known, t h e r e i s o f t e n c o n s i d e r a b l e a d v a n t a g e i n f i t t i n g t h e c u r v e by a mathe-
matical interpolation or a graduation formula such as a l i n e a r o r second degree
function in x orpossiblyinl/xdependingonthenatureofthegivendata. Such a
predictionequation is s a t i s f a c t o r y o n l y i n t h e r e g i o n of t h e g i v e n d a t a u n l e s s
t h e o r e t i c a l knowledge is a v a i l a b l e t o a l l o w c o r r e c t e x t r a p o l a t i o n beyond t h e r e g i o n
o fe x p e r i m e n t a lr e s u l t sg i v e n by t h e d a t a .
Anothercloselyrelatedtechniqueforfitting a curve i s s m o o t h i n g t h e d a t a .
Smoothing t h e d a t a i s based on t h e f i t t i n g o f p o l y n o m i a l s t o a set o f s u c c e s s i v e d a t a
p o i n t s and c a l c u l a t i n g t h e "smoothed" p o i n t s .F o re x a m p l e ,s u p p o s et h a t 2t +1
successive equally-spaced points, (t = 1,2, ...) a r e s e l e c t e d and a polynomial of
degreethreefittedtothesepoints. Then t h e smoothed v a l u e of y is g i v e n by
y2
*= -
1 ( - 3 ~ ~12y1
35
+ + 17y2 + 12y3 - 3y4)
where y
0'
yl, ..., y 4 a r e f i v e c o n s e c u t i v e v a l u e s of y.
The least s q u a r e s t e c h n i q u e h a s t h e most u s e f u l a p p l i c a t i o n when f i t t i n g a curve
t o a s e t of o b s e r v e d( e x p e r i m e n t a l )d a t ap o i n t s .S u p p o s et h a to n eh y p o t h e s i z e s
t h a t t h e mean v a l u e of the p e r f o r m a n c e v a r i a b l e y of given x is a linear function of
c e r t a i nf u n c t i o n s f.@)
1
of t h ei n d e p e n d e n tv a r i a b l e s xi, i=1, ...,n.Theexpected
value of y is
P
or
n = Bo + Ui
i fi@,
and p = n , t h e n
15
i s a l i n e a rf u n c t i o no ft h e x I f o n et h eo t h e r hand f . & ) = l/xi and p = n ,t h e n
i' 1
16
uranium a l l o y as t h e c e n t e r s e c t i o n andanotheralloyfortheexternalplates. The
differential equations used in solving for the maximum t e m p e r a t u r e are q u i t e i n v o l v e d
and r e q u i r ec o n s i d e r a b l ec o m p u t i n g time on a modern high-speedcomputer.Consequently,
i t is d e s i r a b l e t o make u s e of s o l u t i o n s of t h e s e e q u a t i o n s f o r s e v e r a l p a r a m e t e r s
toinfer w h a tt h es o l u t i o n i s f o ro t h e rp a r a m e t e rv a l u e s . The s o l u t i o n s t o t h e equa-
t i o n s are e x a c t s u b j e c t t o d i s c r e p a n c y i n t h e model. Thus i t is n o t as meaningful
i n t h i s case b u t t o m i n i m i z e t h e sum of s q u a r e s o f d e v i a t i o n s b e t w e e n t h e f i t t e d
curveandthegivendata as i t i s t o m i n i m i z e t h e l a r g e s t a b s o l u t e d e v i a t i o n b e t w e e n
t h e two. A l i n e a r programming t e c h n i q u e can b e u s e d t o s o l v e t h e p r o b l e m f o r l i n e a r
approximations.
Optimization
The b a s i c p r o b l e m i s : g i v e n y = f w , 5 = (x1,x2, ...,xn ) i n some r e g i o n R, t o
determine the value of 5 that minimizes or maximizes y.
T h i s is a common problem i n a n a l y s i s ; t h e optimum s o l u t i o n i s d e s i r e d , where
optimum is d e f i n e d by means o f a n o b j e c t i v e f u n c t i o n s u c h as c o s t , r e l i a b i l i t y , o r
performance as a f u n c t i o no fs y s t e md e s i g np a r a m e t e r s .I ng e n e r a lt h e x i i = l , . . . ,
n are n o to n l yc o n f i n e dt o some r e g i o n ,b u tp a r t i c u l a rf u n c t i o n so ft h e x i must
s a t i s f yg i v e nd e s i g nc o n s t r a i n t s . Theformof t h eo b j e c t i v ef u n c t i o n and t h a t of
t h ec o n s t r a i n tf u n c t i o nd i c t a t et h et y p eo fp r o c e d u r e ( s )t h a ta p p l y .F o re x a m p l e ,
iftheobjective and t h e c o n s t r a i n t f u n c t i o n s are b o t h l i n e a r , a l i n e a r programming
(LP) approachcanbe made. I ft h eo b j e c t i v ef u n c t i o n i s q u a d r a t i c( n o n l i n e a r ) ,t h e n
a quadratic(nonlinear) programming t e c h n i q u e w i l l b e u s e d i n d e t e r m i n i n g t h e optimum
p a r a m e t e rv a l u e s .I ft h e r e a r e no c o n s t r a i n t s ,s u c h as i nt h ec a s eo ft h e least
s q u a r e se q u a t i o n sf o rn o n l i n e a rm o d e l s ,s e a r c ht e c h n i q u e so rg r a d i e n tt e c h n i q u e s are
used i n most s i t u a t i o n s .S e e Ref. 2-2 f o r a f u r t h e rd i s c u s s i o n of t h e s ep r o c e d u r e s .
The f o l l o w i n g t a b l e c o n t a i n s a l i s t i n g o fo p t i m i z a t i o np r o g r a m sc a t e g o r i z e db y
themathematicalproblem area s u c h as d e s c r i b e d a b o v e . A d d i t i o n a l l i t e r a t u r e r e f e r e n c e s
concerningtheparticularprograms are n o t e d a f t e r t h e program i d e n t i f i c a t i o n number.
The p r e f i x t o t h e number when p r e s e n ti n d i c a t e st h em a c h i n ec o n f i g u r a t i o n .B e c a u s e
a l a r g e number of LP programs are a v a i l a b l e n o a t t e m p t i s made t o g i v e a complete
l i s t i n g of t h e s e . However, f o rt h er e m a i n i n gc a t e g o r i e so fp r o g r a m st h el i s t i n gs h o u l d
be reasonably complete with the exception of programs for dynamic programmingand the
analyticaltechniquesofdifferentialcalculus and c a l c u l u s of v a r i a t i o n s .
Inthecaseof dynamicprogramming i t is o n l y p o s s i b l e t o w r i t e programswhich
solve a particulartypeor class ofproblem,such as a r e l i a b i l i t y o p t i m i z a t i o n problem.
If the problemcanbesolved by methods of d i f f e r e n t i a l c a l c u l u s , t h e n t h e a n a l y t i c a l
problem becomes one of s o l v i n g t h e r e s u l t i n g s y s t e m o f e q u a t i o n s f o r t h e l o c a t i o n of
the stationary points andhenceof testing the nature of the function or the matrix
17
Table 2-1
Listing of Optimization Programs by Mathematical Programming Problems
OBJECTIVE FUNCTION
CONSTRAINT
FUNCTION Linear r ~~
(2)
Quadratic
~~
(3)
ieparable(Stagewise)
~
(4)
Non-linear-Not (2) or (3)
~~ -
Linear Linear Mratic Dynamic Non-linear
Programming Programming Programming Programming
. Deterministic 7040-H1 3326QPF4 Many programs cited 7040-H9 IBM0007 [Ref.2-81
. Integer in the literature 7090-H9 IBM 0021 [Ref.2-81
. Stochastic
""-""
for specific prob- 7090-H2 3430GPGO [Ref .2-81
lems; see Refs. 7040-H2 3429GP40 [Ref.2-81
7040-CQ-12X [Ref.2-81 2-8 through 2-12. 7040-H2 3189SORT [Refs.2-8
7094-K1 3206M3 [Ref.2-81 and 2-91
7040-H1 3384LSOB [Ref.2-81 7090-H1 3199NLP [Ref.2-81
3600-15.2.001
[Ref.2-81
LIP 1
SHARE (SDA3335) [Ref. 2-10]
IP01,2,3
SHARE(1192,1191 and 1190)
[Ref.2-10]
Thisproblemcanbetreated by t h e a p p r o p r i a t e c o m b i n a t i o n of t h e t e c h n i q u e s g i v e n
above.However, i t i s a b a s i cp r o b l e mo ff r e q u e n ta p p l i c a t i o n and u s e st h et e c h n i q u e s
of d i f f e r e n c ec a l c u l u s .F o r example,oneobviousprocedure f o ro b t a i n i n gt h ef i r s t
d e r i v a t i v e of a g i v e nf u n c t i o n at point x is toevaluatethefunction at three
1
19
e q u a l l ys p a c e dp o i n t s x
0
, x1 , x2 a n da v e r a g et h ec o r r e s p o n d i n gs l o p e so ft h es e c a n t
l i n e sc o n n e c t i n gt h ep o i n t s as shown i n t h e f o l l o w i n g f i g u r e . Thus t h e estimate
of t h e d e r i v a t i v e is
This i s a c e n t r a l d i f f e r e n c e f o r m u l a ; c l e a r l y many o t h e r s u c h f o r m u l a s c a n b e o b t a i n e d .
S i m i l a r l yo n e can o b t a i n a f o r m u l af o r a mixed o r p u r e s e c o n d p a r t i a l d e r i v a t i v e . F o r
example,Ref. 2-13 c o n t a i n s many suchformulas. I t i s w o r t hn o t i n gt h a tn u m e r i c a l
differentiation,interpolation from a s e t of t a b l e s , and t h e n u m e r i c a l q u a d r a t u r e
formulasused intheconstructionoftablesorforlooking up v a l u e s i n t a b l e s h a v e
much i n common.
Theproblemof differentiation can occur in many ways i n e n g i n e e r i n g a n a l y s i s
problems. We may w i s ht op e r f o r m a sensitivity analysis in which t h e r e l a t i v e c h a n g e s
i nt h ep e r f o r m a n c em e a s u r e s are n e e d e d c o r r e s p o n d i n g t o c h a n g e s i n e a c h of t h e i n d e -
pendentvariables; we may b e s e a r c h i n g f o r an optimumand require the gradient of t h e
function f(x); or w e may wishtoexpand a function in a T a y l o r series t o o b t a i n a
simpleapproximatingfunction.
Integration,Definite and I n d e f i n i t e
X
The problem is: g i v e nt h ef u n c t i o n f ( x ) ,d e t e r m i n eF ( x ) = 1 f (u)du.
a
Sinceintegration is theinverseofdifferentiation,the same b a s i c t e c h n i q u e s ,
a g a i ns t a r t i n gw i t ht h ed i f f e r e n c ee q u a t i o n s , are required.Forexample,thewell
/,}y*-yl
yo
y1-yo
I I I
I I I
X
s2
F i g u r e 2-5. E s t i m a t i o no ft h eD e r i v a t i v e ,d y / d x
20
known t r a p e z o i d a l r u l e is u s e d t o o b t a i n a definite integral of f ( x ) Over an i n t e r v a l
[ a , b ] as shown i n F i g . 2-6.
=
h
-
2
[yo + 2y1 + - .. + 2Yn-1 + Ynl (2-8)
F i g u r e 2-6. N u m e r i c aIl n t e g r a t i o n
21
References
2-5. Hamming, R. W.: Numerical Methods for Scientists and Engineers. McGraw-Hill,
New York, New York, 1962.
2-6.. Hartley, H. 6.: The Modified Gauss-Newton Method for the Fitting of Nonlinear
Regression Functions by Least Squares. Technometrics, Vol.
3, no. 2, May
1961, pp. 269-280.
2-7. Nelson, A. C., et. al.: Evaluation of Computer Programs for System Performance
Effectiveness. Progress Report No. 1 (Lab Project 920-72-1, SF-013-14-03,
Task 1604, Contract NO0140 0499),
66C Research Triangle Institute, System
Statistics Group, October 1966.
2-12. Rosenbrock, H. H.; and Storey, C.: Computational Techniques for Chemical
Engineers. Pergamon Press, 1966, 328p.
2-13. Abramowitz, M.; and Stegun,I. A.: Handbook of Mathematical Functions with
Formulas, Graphs, and Mathematical Tables. Dover Publications, New York,
New York, 1965.
22
3. Reliabilityandthe Computer -- A Perspective
The s c o p e of a c t i v i t y i n c l u d e d u n d e r t h e h e a d i n g o f r e l i a b i l i t y g e n e r a l l y c a n b e
s u b d i v i d e di n t o two areas: management and c o n t r o lv e r s u sa s s e s s m e n ta n da s s u r a n c e .
The f o r m e r o f t h e s e t y p i c a l l y i n c l u d e s t a s k s s u c h as p l a n n i n g , r e p o r t i n g , t r a i n i n g ,
etc. The r o l e of t h e computer i n t h i s area is mainlyone of bookkeepingandinforma-
tionstorage and r e t r i e v a l . T h e s e u s e s ofcomputers are n o t t r e a t e d i n t h i s r e p o r t .
As a real a i d t o r e l i a b i l i t y , t h e c o m p u t e r ' s most v i t a l f u n c t i o n i s i n performing
complex d a t a p r o c e s s i n g and a n a l y s i s o p e r a t i o n s w h i c h p r e v a i l m o s t l y i n t h e a s s e s s m e n t
a n da s s u r a n c ea c t i v i t i e s .T h e s er o l e s are theonesemphasized i nt h i sr e p o r t . The
major tasks i n w h i c h c o m p u t e r s c a n a i d r e l i a b i l i t y w i t h t h e s e f u n c t i o n s are i d e n t i f i e d
below, then surveyed for a perspectiveontherolethatcomputerscanplayinimple-
menting them.
F a i l u r e modes and e f f e c t s a n a l y s e s (FMEA) are p r o c e d u r e s f o r c o n s i d e r i n g modes
of operationofcomponents(such as a s h o r t o f a resistororprematureoperation
of a t r a n s m i t t e r ) and t h e e f f e c t s t h e s e modes have on systemoperation.Parameter
v a r i a t i o na n a l y s e s (PVA) t r e a t v a r i a t i o n s i n p e r f o r m a n c e u s i n g models ( e i t h e r mathe-
matical o r p h y s i c a l ) which relate p e r f o r m a n c e t o c h a r a c t e r i s t i c s of t h e components
and o p e r a t i n gc o n d i t i o n st h a tc a u s et h ep e r f o r m a n c et ov a r y . P a r t a p p l i c a t i o na n a l y s e s
consider individually the parts and componentsof thesystemfor a comparisonof
o p e r a t i n gc o n d i t i o n st or a t e dc a p a b i l i t i e s .R e l i a b i l i t yp r e d i c t i o n is concernedwith
the probability of s u c c e s s f u l o p e r a t i o n o f a n e q u i p m e n t u s i n g m o d e l s t h a t r e l a t e system
successprobabilitiesofeventsassociatedwith componentsand o p e r a t i n gc o n d i t i o n s ;
i t c a ni n c l u d ep r o b a b i l i t i e sr e l a t e dt ob o t hl i f e and performance.Testing is con-
cernedwith a l l effectsintroducedabove; i t alonecanbe a means t o a n end o r s e r v e
both a supplementary andcomplementary roletotheanalyses by s u p p l y i n gi n f o r m a t i o n
t os u p p o r tt h ef o r m u l a t i o no fm o d e l s ,d a t ai n p u t st o them,and c h e c k so ft h e i rv a l i d i t y .
The f i r s tf o u r o ft h e s e are a n a l y s i st a s k si n i t i a t e de a r l yi nd e s i g n . A
perspectivefortheircoordinatedimplementationfortreatingreliabilityproblems
indesign anddevelopment is i l l u s t r a t e d i n F i g . 3-1, w h i c h a l s o i n c l u d e s a general
i n d i c a t i o n ofcomputer u t i l i t yf o rp e r f o r m i n gt h e s et a s k s .T e s t i n ga l s oo f t e n employs
computermethodsand as n o t e d earlier, t h i s t a s k serves as s u p p o r t t o t h e a n a l y s e s .
The p r o p o s e dd e s i g na n dm i s s i o nd e f i n et h ep r o b l e mt ob ea n a l y z e d . The analysespro-
v i d et h eo u t p u ti n f o r m a t i o nf o rd e s i g n improvementand assurance. Improvement r e s u l t s
through a f e e d b a c kp r o c e s sw h e r e b yt h ed e s i g no rm i s s i o n is modified as required.Such
modificationsrequiretradeoffsbetweenreliability and o t h e r r e q u i r e m e n t s of t h e
s y s t e m( c o s t ,m a i n t a i n a b i l i t y ,e t c . )b e f o r eb e i n g made.
In brief, the overall objectives of t h e r e l i a b i l i t y a n a l y s e s are:
23
I Reliability
Prediction I
I Failure /
I
Modes / I For
Design I ?aramc ter I Design
,+
and /
and Jari: t i o n + I Improvement
L*3 Mission
Effects
Analysis
l n a l y si s
/
I and
A
I * I Assurance
I / I
\ /
\
\ /
\ / *Computer methodscanbeused.
\ /
**Computer methods are o f t e n u s e d .
*** Computer methods u s u a l l y s h o u l d
Application
1 Anaipis I beused.
25
of f a i l u r e rate estimates, and p a r t s w i t h l o a d s e x c e e d i n g d e s i g n s p e c i f i c a t i o n s are
a p p r p p r i a t e l yr e s p e c i f i e do rt h ed e s i g n changed t or e d u c et h e s el o a d s .C o m p u t e r s
are r e a d i l y u s e d t o make a p a r t a p p l i c a t i o n a n a l y s i s ; s u c h a n a n a l y s i s is frequently
conducted as a p a r t of a l a r g e ra n a l y s i s .F o re x a m p l e , i t i s e a s y when performing
a circuitanalysistocheckactualvoltage,current, and power a g a i n s t r a t e d v a l u e s
foreach component i n t h e c i r c u i t , a n dp r o v i s i o n sf o rd o i n gt h i s are i n c o r p o r a t e d
i n some c i r c u i t a n a l y s i s p r o g r a m s .F u r t h e rd i s c u s s i o n i s g i v e ni nS e c . 5.
Reliabilitypredictions are based on l o g i c r e l a t i o n s h i p s e x p r e s s i n g s u c c e s s o r
f a i l u r ee v e n tp r o b a b i l i t i e s of systemcomponents.Currently,mostprediction cal-
c u l a t i o n s are b a s e do nt w o - s t a t e( s u c c e s sv s .f a i l u r e )m o d e l su s i n gp a r tf a i l u r e
rates andexponential lifedistributions. Becauseof t h e many s i m p l i f y i n ga s s u m p t i o n s ,
l i t t l e s i g n i f i c a n c ec a nb ea t t a c h e dt ot h em a g n i t u d e s of t h e numbersobtained. Some
advancedtechniquesconsider more t h a n two s t a t e s as d i s c e r n e d by t h e f a i l u r e modes
and e f f e c t s a n a l y s i s , and more a p p r o p r i a t e l i f e d i s t r i b u t i o n s are a l s o a v a i l a b l e .
Althoughtheframeworkhasbeendevelopedforincludingperformancedegradation
failuresinprediction,thevalue of r e l i a b i l i t y p r e d i c t i o n a t p r e s e n t l i e s more i n
thedesignweaknessesdetectedinperformingtheanalysis and t o compare a l t e r n a t i v e
d e s i g n st h a ni nt h ea c t u a l numbers r e s u l t i n g . The a p p l i c a t i o n of t h e s et e c h n i q u e s
bycomputers is t r e a t e d i n S e c . 7. Computers p l a y a v a l u a b l e r o l e by e n a b l i n g more
realistic prediction models to be employedand by performing the computations which
producethereliability estimates r e s u l t i n g f r o m t h e s e m o d e l s .
Each methodabove separatelyprovidesusefuldesigninformation,buttoassure
appropriateemphasisonbothperformance and l i f e , t h e r e s u l t s f r o mt h ev a r i o u s
methodsmustbeconsideredjointly.Becauseofthedifferentforms of t h e r e s u l t s
t h ec o m b i n a t i o np r o c e s s is p r i m a r i l ys u b j e c t i v e , so thecomputercanprovide little
h e l ph e r e . As anexample on t h ec o m b i n a t i o n of t h et a s k s ,s u p p o s et h a t parameter
variationanalyseshaveyieldedworst-caseresultsfor two d e s i g n s b e i n g compared
and t h a tD e s i g n A h a s smaller v a r i a t i o n st h a nD e s i g n B. R e l i a b i l i t yp r e d i c t i o n sw i t h
c o n v e n t i o n a lt w o - s t a t ea n a l y s e s may, i n t u r n , i n d i c a t e t h a t D e s i g n B has a higher
p r o b a b i l i t yo fs u c c e s s .I n d i c a t i o n s are t h u st h a tD e s i g n B r e p r e s e n t sa n improvement
i n l i f e overDesign A, however a t a s a c r i f i c eo fp e r f o r m a n c e .I ft h e r e is a d e q u a t e
confidenceintheresultsofeach, a t r a d e - o f f may benecessary,forexample, re-
s u l t i n g i n Design C t h a t u s e s some o f t h e b e t t e r f e a t u r e s o f D e s i g n s A and B. On
the other hand, l a c k of c o n f i d e n c e i n t h e r e s u l t s may d i c t a t e t h e need f o r more
s o p h i s t i c a t i o ni nt h ea n a l y s e s .F o re x a m p l e ,a ne x t e n s i o no fp r e d i c t i o nt o more
realistically include additional modes of p a r t f a i l u r e s and t h e i r e f f e c t s may show
t h a t Design A is t h e b e t t e r from t h e s t a n d p o i n t o f l i f e .
26
No o n e o f t h e r e l i a b i l i t y t a s k s p r o v i d e s a "cure-all" for reliability,but through
their coordinated andcombined use, the maximum a s s u r a n c e f o r r e l i a b i l i t y is achieved.
Alsoathe responsibility for reliability cannot be delegated to reliability specialists
a l o n e .R e l i a b i l i t y is a r e s p o n s i b i l i t y of a l l p e r s o n n e l , b u t t h e m a j o r r e s p o n s i b i l i t y
rests w i t h t h e d e s i g n e r . Good e n g i n e e r i n g is, and w i l l r e m a i n ,t h em a j o rk e yt o re-
liability. Themethods are provided as a s u p p l e m e n tt o ,b u tn o t a substitutefor,
good e n g i n e e r i n g p r a c t i c e .
J u s t as p e r f o r m i n g t h e s e t a s k s is no s u b s t i t u t e f o r good e n g i n e e r i n g , n e i t h e r
is theindiscriminateuseofthecomputertoperformsuchtasks good r e l i a b i l i t y
engineering. Computer m e t h o d s s h o u l d b e s e l e c t i v e l y u s e d i n d e s i g n f o r r e l i a b i l i t y ,
and usedonly when t h e y c a n p r o v i d e g e n u i n e l y u s e f u l r e s u l t s w i t h i n t h e e c o n o m i c , time
a n do t h e rr e l e v a n tc o n s t r a i n t s on thedesignunderconsideration.Withinthebounds
of t h e s e c o n s t r a i n t s , t h e computer a i d s t o d e s i g n f o r r e l i a b i l i t y which are d i s c u s s e d
intheremainder of thisreportcomprise a powerful s e t o f t o o l s f o r i n s u r i n g t h a t
a reliableproduct is produced.
27
4. Parameter V a r i a t i o nA n a l y s i s
There are two ways i n which a p i e c e of equipment o r a system can f a i l t o perform
i t s i n t e n d e df u n c t i o n . One is c a t a s t r o p h i cf a i l u r e , w h i c h i s l i k e l yt ob ea b r u p t and
t o have a d r a m a t i c e f f e c t onequipment o rs y s t e mo p e r a t i o n .I na ne l e c t r o n i cc i r c u i t ,
a typical catastrophic failure is theopeningortheshortingof a diode or a transistor.
The o t h e r t y p e o f f a i l u r e is driftfailure,whereduetothevariationsofequipment
p a r a m e t e r sw i t h t i m e , theperformanceoftheequipment a t some t i m e becomesno longer
satisfactory. The p r e d i c t i o n of d r i f t - t y p e f a i l u r e s r e q u i r e s a s t u d y of combinations
of component p a r a m e t e r v a l u e s a n d t h e r e s u l t i n g e f f e c t s o f t h e d r i f t i n g o f t h e s e
v a l u e s on e q u i p m e n tp e r f o r m a n c e .S t u d i e so fp a r a m e t e rd r i f t sa n dt h e i re f f e c t s on
s y s t e mp e r f o r m a n c ec o m p r i s ep a r a m e t e rv a r i a t i o na n a l y s i s (PVA). The a v a i l a b i l i t y o f
thehighspeeddigitalcomputerhas made p o s s i b l e a d r a m a t i c i n c r e a s e i n t h e a b i l i t y
t o p e r f o r me x t e n s i v e PVA s t u d i e s and as a r e s u l t i m p r o v e t h e r e l i a b i l i t y of t h e e q u i p -
ment by m i n i m i z i n g v i a d e s i g n m o d i f i c a t i o n s t h e l i k e l i h o o d o f a drift-type failure.
4.1 PVA Modeling
A PVA model must be adequately accurate to simulate the equipment behavior over
t h ee n t i r er a n g eo fe n v i r o n m e n t se x p e c t e df o rt h ee q u i p m e n t
*. To e n a b l et h e PVA
a n a l y s i st ob ea c c o m p l i s h e d ,t h e modelmust expresstherelationships between t h e
performancecharacteristicsofinterest and a l l t h e p a r a m e t e r s t o b e i n c l u d e d f o r
s t u d y .I n many c a s e s ,t h ee q u i p m e n tp a s s e st h r o u g hs e v e r a ld i s t i n c to p e r a t i n gr e g i o n s ,
and i t i s n e c e s s a r y t h a t t h e modeladequatelyrepresenteachregion. A changefrom
t h e ON t o t h e OFF s t a t e of a t r a n s i s t o r , f o r example,requires a new e q u i v a l e n t c i r c u i t
orthetransistor, a n de a c hs u c he q u i v a l e n tc i r c u i tm u s ta d e q u a t e l ys i m u l a t et h e
actualcircuitoperationtoprovideengineeringconfidenceintheperformance i t pre-
predicts.
A t t h ec o r eo fa n yp a r a m e t e rv a r i a t i o na n a l y s i s i s a mathematicalmodel; in
e x p l i c i t form,
or implicit form
where
Y. ( t ) i s t h e j t h p e r f o r m a n c ea t t r i b u t eo rm e a s u r e ,
J
28
X(t) i s a vector comprised of the environment inputs, such as environ-
mental stressesand loads, plus the component characteristics,
t is the time variable, and
g
j'
..
j=l,. ,N is the set of models corresponding to the number
of responses or
the orderof the differential equations which describe the transient
behavior of the system.
For example, the model may be of the form of a system of differential equations,
-
2
ayl -
a:+clat
at
+ c2Y2 - c3
-
ay2
+ C Y + C Y -
at 4 2 51-'6'
where the c depend on the input vector through a set of explicit expressions.
i
The time behavior for the model may appear in of several
one ways. For example,
it may be a gradual deterioration of a component and hence result in a corresponding
change in the values of one or more of the component characteristics.
In order to
analyze an element or system for this type of degradation, the wearout characteristics
of the system must be known or estimates
be must
available.
A second way in which time may appear is through the mission profile. For
example, if itis known that the temperature profile is critical and how the part
characteristics vary with temperature, then
an analysis can be performed
by describing
the temperature-part characteristic behavior by deterministic and/or random processes
and performing the analysis at several times in the mission life.
Time may enter the analysis directly through the transient behavior.
In this
case a program for solving differential equations may be required for relating the
transient characteristics to the pertinent element parameters, inputs, etc.
In
whatever manner time enters the analysis, it is assumed that it may be included by
a procedure such as one of the following:
(1) A deterministic functionof time such as a linear or exponential decay
function.
(2) An autoregressive scheme such as
29
(4) A system of differential equations.
30
Y = g(xJ = g(X1, x2,. .., Xm). (4-2)
AY= 1
i=l
ay
- AXi
1
+- 1 7
i=laxi
a2y
(AX,)
2
+ ... , (4-3)
% %
where
AY = change i n v a l u e o f Y from i t s nominal value,
AXi = Xi - X , t h ew o r s t - c a s ed e v i a t i o no ft h ei - t hi n d e p e n d e n tv a r i a b l e
iN X. from i t s n o m i n avl a l u e
1
X
iN , and
&= (X , ..., X ) , t h en o m i n a lv a l u e s of t h e X's.
5* x2N "N
Eq. (4-3) i s a s i m p l i f i e de x p a n s i o nw h i c hi n c l u d e s no c r o s s - p r o d u c t terms; a completely
generalTaylor series expansion i s g i v e n i n Appendix B , Vol. I - P a r a m e t e rV a r i a t i o n
A n a l y s i s of t h i s series. In p r a c t i c et h ec r o s s - p r o d u c t terms are seldomusedeven in
computerprograms,so Eq. (4-3) is t h ee x p a n s i o nm o s tl i k e l yt ob ef o u n d .F r e q u e n t l yo n l y
the linear terms are u s e d ; t h e e x p a n s i o n t h e n h a s t h e f a m i l i a r f o r m
AY =
%
- AX1 + ay AX2 + ...
axl ax2
(4-4)
+ -aY AXm .
To perform a w o r s t - c a s e a n a l y s i s , t h e p a r t i a l d e r i v a t i v e s o f Y withrespect to
e a c hi n d e p e n d e n tv a r i a b l e Xi mustbecomputed.Severaltechniques are used t o compute
d e r i v a t i v e s on a computer. The " E i g h tP o i n tC e n t r a lD e r i v a t i v eF o r m u l a " is a p o p u l a r
method [Refs. 4-1and 4-21. T h i sf o r m u l af o rt h ef i r s tp a r t i a ld e r i v a t i v e is
= a y =- 4
t
('+lh - '-1h) - (+
' 2' - '-2h) + 10 5 ('+3h - '-3h)
(4-5)
--1
280 ('+4h - '-4h)
This formula i s e v a l u a t e d by s t e p p i n g t h e i n p u t p a r a m e t e r Xi f o u r e q u a l i n c r e m e n t s
h each way from i t s n o m i n a l v a l u e Xi , and calculating the value of Y for each step
w h i l eh o l d i n g a l l o t h e ri n d e p e n d e n tN v a r i a b l e s Xj ,j i, a t t h e i rn o m i n a lv a l u e s .
31
I
1 - ay %
=- 1
'i - axi 12h ('-2h - 8Y-lh + 8+lh - '+2h) *
%
T h i s i s e v a l u a t e da n a l o g o u s l yt ot h ee i g h t - p o i n to n e ,b u t i t s accuracy i s somewhat
less. However, i t s a c c u r a c yu s u a l l y is a d e q u a t e when o n l y t h e f i r s t d e r i v a t i v e s are
used i n t h e T a y l o r series expansion. A f i v e - p o i n tf o r m u l af o rt h es e c o n dp a r t i a l
derivative with respect to one independent variable is
32
p r o d u c et r u ew o r s t - c a s e limits. L i n e a r i t yc h e c k so r morecomplex series expansions
c a nb ei n c o r p o r a t e d . t op r e v e n ts u c hi n a c c u r a c i e sf r o mg o i n gu n n o t i c e d .T h e s e safe-
g u a r d s are d i s c u s s e d i n S e c . 4.2.5 as t o how t h e y are implemented i n s p e c i f i c PVA
programs.
W o r s t - c a s ea n a l y s i s i s appliedmostwidelytoelectroniccircuits,but it is
equally applicable to any system for which a performance model can be derived and
i n p u tp a r a m e t e rv a r i a t i o n s are known o rc a nb er e a s o n a b l ye s t i m a t e d . The p r o p e r
u s eo fw o r s t - c a s ea n a l y s i s is as a f i r s t s t e p i n t h e PVA s t u d yo f a system. Ifthe
s y s t e mp a s s e st h i sp a r a m e t e rv a r i a t i o na n a l y s i s , i t i s a l m o s tc e r t a i nt op a s sa n y
other. Hence i t i s p o s s i b l e t o a c c e p t a d e s i g ni f i t p a s s e sw o r s t - c a s ea n a l y s i s .
Conversely, i t u s u a l l y is i n e r r o r t o reject t h e d e s i g n o n l y b e c a u s e it f a i l s a
portionof a worst-caseanalysis,sincetheprobability of o b t a i n i n g a t r u e w o r s t -
caseconditioninpractice i s v e r y small. A failuretopass a w o r s t - c a s ea n a l y s i s
usuallyindicatesthatotheranalysesshouldbeperformed.
4.2.2 S e n s i t i v i t yA n a l y s i s
An i m p o r t a n t PVA t e c h n i q u e r e l a t e d t o w o r s t - c a s e a n a l y s i s is a n a l y s i s o f t h e
s e n s i t i v i t y of s y s t e mp e r f o r m a n c et ov a r i a t i o n si ni n p u tp a r a m e t e r s .A l t h o u g hs e v e r a l
differentdefinitions of s e n s i t i v i t y a r e found i n t h e l i t e r a t u r e [ R e f s . 4-3 and 4-51,
in essence the sensitivity of a system i s simply a measure of the effect of parameter
v a r i a t i o n s on t h es y s t e mp e r f o r m a n c e .I ne q u a t i o nf o r ms e n s i t i v i t yc a nb ee x p r e s s e d
Y.
sxi = AY./AX~ ,
J
where
S j i s t h es e n s i t i v i t y of theperformancemeasure Y t ot h ev a r i a t i o ni nt h e
xi j
system model parameter X
i
AY is t hceh a n gien Y and
j j
AXi is t h ev a r i a t i o ni n X
i
An a l t e r n a t i v e form i s t h e n o r m a l i z e d s e n s i t i v i t y
i t i s more f r e q u e n t l y u s e d .
Each o ft h e terms on t h e r i g h t s i d e o f Eq. (4-9) is e i t h e r a v a i l a b l e o r e a s i l y
obtainedfromtheperformancemodel. A l l t h a t i s r e q u i r e dt oo b t a i ns e n s i t i v i t y is
t oc a l c u l a t e AY ( t h ec h a n g ei n Y produced by t h ec h a n g ei n X o n l y ) and thenperform
j j i
33
t h e t h r e e arithmetic o p e r a t i o n s i n d i c a t e d i n Eq. (4-9) f o re a c hp e r f o r m a n c ev a r i a b l e
.Y and i n p u tv a r i a b l e
Xi. T h ec o m b i n a t i o no fw o r s t - c a s ea n ds e n s i t i v i t yi n f o r m a t i o n
j
on a d e s i g n i s complementary, p a r t i c u l a r l y when d e s i g n m o d i f i c a t i o n s are r e q u i r e d .
Suppose a d e s i g n f a i l s t o p a s s a worst-case analysis for a Performancemeasure Y
Y j
w i t hr e s p e c tt o a variable X I fa l s ot h es e n s i t i v i t y S j i s h i g h , e. g. , a 1%
i'
xi
change i n X. produces a 5% change i n Y a r e d e s i g na r o u n dt h ev a r i a b l e X may b e
1 j' i
needed. I fw o r s t - c a s ea n a l y s i sw i t hr e s p e c tt o X f a i l sf o rs e v e r a lo u t p u tv a r i a b l e s
i
Y: and t h e c o r r e s p o n d i n g s e n s i t i v i t i e s a r e h i g h , s u c h a redesign probably is r e q u i r e d .
J
Theaccuracy of a s e n s i t i v i t y c a l c u l a t e d w i t h Eq. (4-9) i s o b v i o u s l yl i m i t e d
by theaccuracyoftheassumptions and approximationsused i nt h ec a l c u l a t i o n .F o r
example, maximum s e n s i t i v i t y may o c c u r somewhere b e t w e e n , r a t h e r t h a n a t , t h eu p p e r
and l o w e ri n p u tp a r a m e t e r limits. Theremarks made f o rw o r s t - c a s ea n a l y s i s on
l i n e a r i t y a n dh i g h e ro r d e r series e x p a n s i o n s a l s o a p p l y h e r e .
4.2.3 Moments A n a l y s i s
The moments methodof PVA a n a l y s i s h a s t h i s name b e c a u s e i t makes u s e o f t h e
moments of t h e s t a t i s t i c a l d i s t r i b u t i o n s of i n p u t p a r a m e t e r s t o o b t a i n t h e moments
of t h ed i s t r i b u t i o n so ft h es y s t e mp e r f o r m a n c em e a s u r e s . As u s u a l l y implemented on
a computer, i t makes u s e o f t h e f i r s t moment ( t h e mean) and thesecond moment about
t h e mean ( t h e v a r i a n c e ) o f t h e d i s t r i b u t i o n s of t h e i n p u t p a r a m e t e r s t o o b t a i n t h e
mean and t h e v a r i a n c e o f t h e d i s t r i b u t i o n s of thesystemperformancemeasures. When
a d i s t r i b u t i o n is n o r m a lt h e s e two moments d e s c r i b e i t c o m p l e t e l y .A l t h o u g hd i s t r i -
butionswhich are found i n p r a c t i c e are s e l d o m p r e c i s e l y n o r m a l , t h e a c c u r a c y is o f t e n
a d e q u a t ef o r PVA p u r p o s e s .T h i ss i m p l i f i e d formof t h e moments m e t h o d ,c a l l e dt h e
propagation-of-variancemethod, i s what i s describedbelow.
The mean v a l u e s f o r t h e model o u t p u t p a r a m e t e r s are o b t a i n e d by programming t h e
computer t o i n s e r t mean v a l u e s f o r a l l the variables in the system model i n p u t v e c t o r
a n dt h e ns o l v et h ep e r f o r m a n c ee q u a t i o n s . Thecomputer t h e nc a l c u l a t e st h es e c o n d
moment a b o u t t h e mean, i . e . , thevariance,ofeachoutputvariable by e v a l u a t i n g t h e
propagation-of-varianceformulagivenbelow. An a d d i t i o n a lf e a t u r ei n c o r p o r a t e di n
some programs i s t h a t e a c h o f t h e terms i n t h e p r o p a g a t i o n - o f - v a r i a n c e f o r m u l a is
d i v i d e d by t h e t o t a l v a r i a n c e t o g i v e a n i n d i c a t i o n o f t h e f r a c t i o n of t h e v a r i a n c e
c o n t r i b u t e d by each input parameter.
The propagation-of-varianceformula is theheartofthe computer-implemented
moments methodof a n a l y s i s .T h i sf o r m u l a i s t h em a t h e m a t i c a ls t a t e m e n tt h a tt h e
performancevariability is the net result of t h e v a r i a b i l i t y of a l l t h e i n p u t p a r a -
meters i n t h e s y s t e m , and t h a tt h ec o n t r i b u t i o no fe a c hi n p u tp a r a m e t e rd e p e n d s upon
its individual variability and on t h e r e l a t i v e i m p o r t a n c e o f t h a t p a r a m e t e r i n
34
d e t e r m i n i n gt h ep e r f o r m a n c e characteristic of i n t e r e s t . The p r o p a g a t i o n of v a r i a n c e
formula i s
(4-10)
where
2
(si is t h e v a r i a n c e o f the performanceparameter Y
i
2
a x is a v a r i a n c e of t h ei n p u tp a r a m e t e r X
j
j
N i s t h e number o fc o n t r i b u t i n gi n p u tp a r a m e t e r s , and
-
X
j
i s t h e mean v a l u eo f X
j
.
The term p i s a c o r r e l a t i o nc o e f f i c i e n tt h a t relates t h ep a r a m e t e rc o n t r i b u -
rs -
tions X
r
and X
SY
and t h es u b s c r i p t s (?r
j
Xr, and ?rS ) indicate the points a t which
thepartialderivativesfortheseinputparameters are o b t a i n e d .
The f i r s t term i n Eq. (4-10) i n c l u d e st h ev a r i a n c eo fe a c hi n p u tp a r a m e t e r and
thepartialderivativeoftheperformancemeasurewithrespecttothatparameter.
S i n c et h ef a c t o r si nt h i s term are s q u a r e dt h e y are a l l p o s i t i v e . The secondterm
intheequationcanbeeitherpositiveornegative; i t i n c l u d e se a c hp a i ro f
c o r r e l a t e dp a r a m e t e r s .T h i s term s i m u i a t e s t h e t r u e s i t u a t i o n i n w h i c hc o r r e l a t i o n
between two i n p u t p a r a m e t e r s c a n e i t h e r i n c r e a s e o r d e c r e a s e t h e t o t a l p e r f o r m a n c e
variability. From t h i se q u a t i o nt h ev a r i a n c eo f any performancemeasure canbe Y
j
obtainedfromknowledge of t h e mean, v a r i a n c e , and c o r r e l a t i o n c o e f f i c i e n t s of e a c h
input parameter.
Inthepropagation-of-variance method a l l o u t p u t v a r i a b l e s a r e assumed t o b e
linearfunctions of t h e i n p u t v a r i a b l e s , and a l l i n p u t p a r a m e t e r d i s t r i b u t i o n s are
assumed tobenormal. Hence,non-normal i n p u tp a r a m e t e rd i s t r i b u t i o n s are approxi-
mated by normalones i nt h ep r o p a g a t i o n - o f - v a r i a n c ef o r m u l a . As seenfrom Eq. (4-lO),
t h e method r e q u i r e s t h e c a l c u l a t i o n o f p a r t i a l d e r i v a t i v e s . T h i s c a n b e done i n pre-
cisely the same way t h a t t h e p a r t i a l d e r i v a t i v e s are c a l c u l a t e d f o r w o r s t - c a s e a n a l y s i s .
Possiblesourcesforvalues of moments o f t h e i n p u t p a r a m e t e r d i s t r i b u t i o n s are
manufacturersdata,testing a l a r g e number ofcomponents, orassumptionsbased on
e x p e r i e n c e .F o re x a m p l e ,r e c o r d i n ga n dp l o t t i n gt h er e s i s t a n c ev a l u e s of a l a r g e
number of r e s i s t o r s o f a given nominal value w i l l produce a p l o t , known as a h i s t o g r a m ,
as shown i n F i g . 4.1. I nt h ef i g u r et h ew i d t h so ft h e small r e c t a n g l e s , c a l l e d cells,
representequalincrementsofresistancevaluesthatfallwithintheindividual
Value
I
I
I
I
I
I
I
I
I
I
I
I
I
I
I
I
I
I
I
1
1
kilohms
F i g u r e 4-1. H i s t o g r a m o f R e s i s t a n c e V a l u e s f o r a Resistor
r e s i s t a n c ei n c r e m e n t s . The sum of t h e h e i g h t s of a l l t h e c e l l s e q u a l s t h e t o t a l
number of r e s i s t o r s t e s t e d . A mean v a l u e f o r t h i s i n p u t p a r a m e t e r , namely r e s i s t a n c e ,
c a nb ec a l c u l a t e d by a d d i n g t o g e t h e r t h e r e s i s t a n c e s o f t h e i n d i v i d u a l u n i t s a n d
d i v i d i n gt h e sum by t h e t o t a l number of u n i t s . The v a r i a n c e , 02, i s c a l c u l a t e d by
t a k i n g t h e number o f r e s i s t o r s i n e a c h c e l l and multiplying each by t h e s q u a r e o f
thedifferencebetweenthemidcellvalueand mean v a l u e ; t h e s e p r o d u c t s are t h e n
a d d e da n dd i v i d e db yt h et o t a l number of r e s i s t o r s t o g i v e a'. The s q u a r er o o to f
thevarianceyo , c a l l e dt h es t a n d a r dd e v i a t i o n , is f r e q u e n t l y u s e d t o d i s c u s s t h e
dispersion of normal frequency distributions.
4.2.4 The Convolution Method
The c o n v o l u t i o n method i s a n o t h e r a t t e m p t t o a c c o u n t f o r t h e s t a t i s t i c a l
d i s t r i b u t i o nc h a r a c t e r i s t i c s . The s i m p l i f i e df o r md i s c u s s e dh e r ea l s o relies on t h e
p a r t i a ld e r i v a t i v e s as computedabove.Thisapproachhasgenerallyfoundonlylimited
practical application; a computerimplementationandcomparisonwithothertechniques
is d e s c r i b e di nR e f . 4-6.
The c o n v o l u t i o n method d e s c r i b e d i n R e f . 4 - 6 is a s p e c i a l i z a t i o n o f t h e more
g e n e r a la n a l y t i c a la p p r o a c hd e s c r i b e di n Ref. 4-7. The b a s i sf o rt h ec o n v o l u t i o n
method is t h e a s s u m p t i o n t h a t t h e t o t a l v a r i a t i o n i n a n o u t p u t p e r f o r m a n c e p a r a m e t e r
is t h e sum of t h ed e v i a t i o n sc a u s e d by e a c hi n p u tp a r a m e t e ri n d e p e n d e n t l y .T h i s is
analogoustotheassumptionthatno mixed p r o d u c t terms o f t h e T a y l o r series are
37
such that a l l theparameterreadingsfromthe same p a r t are g r o u p e d t o g e t h e r w i t h any
necessarycorrelations. Then t h e Monte C a r l o methodmakes a s i n g l e random s e l e c t i o n
from t h i s l i s t i n g which determines a l l the correlated parameter values for the multi-
parameter part.
I n theGlivenko-Cantellitheorem,eachofthe random v a r i a b l e s Xi, which are i n
t h i s case t h e s y s t e m m o d e l i n p u t v a r i a b l e s , c a n h a v e e i t h e r a continuousprobability
d e n s i t yf u n c t i o no r a d i s c r e t ep r o b a b i l i t yd e n s i t yf u n c t i o n . B e c a u s eo n l yd i s c r e t e
quantitiescanbeusedincomputer,onlydiscreteprobabilitydensityfunctions are
of i n t e r e s t t o t h e Monte C a r l o methodof analysis. A d i s c r e t ep r o b a b i l i t yd e n s i t y
f u n c t i o n is simply a normalizedhistogram. Shown i n F i g . 4.2 i s thenormalized
v e r s i o n o'f thehistogramofFig.4.1.
-
30
300
-
20
300
t I
38
where F(X ) is a point on the discrete cumulative distribution. The summation applies
n
to those values of the random variable X which are less thanto the X
or equal
n
specified in the summation. T.he cumulative distribution for the random variable
4..3.
X of Fig. 4.2 is shown in Fig.
0.75
0.5
0.25
39
o u t p u tp a r a m e t e r so fi n t e r e s t are obtainedfromthesystemmodelequations. The t o t a l
number o f s y s t e m s o l u t i o n s ( a l s o c a l l e d s y s t e m s i m u l a t i o n s ) r e q u i r e d is o b t a i n e d v i a
a tradeoffbetweenaccuracyandthecostofcomputer time. T h i s number c a nv a r y
anywherefrom 50 t o 5,000 o r more d e p e n d i n g o n t h e p a r t i c u l a r a p p l i c a t i o n . The
number o fs o l u t i o n st y p i c a l l yu s e df o ro n ep r o g r a m is 500 [Ref. 4-21. When p r a c t i c a l ,
a profession statistician should be consulted on how t o a r r i v e a t a n a p p r o p r i a t e
number of s i m u l a t i o n s f o r a givensystemandpurpose.
Once a l l t h e Monte C a r l o s o l u t i o n s h a v e b e e n g e n e r a t e d , t h e p r o b a b i l i t y d e n s i t y
f u n c t i o n sf o re a c ho ft h eo u t p u tp e r f o r m a n c em e a s u r e sc a nb eo b t a i n e d .S i n c et h e
completedistributionforeachoutputvariable is available, coefficients whichde-
scribethevarious s t a t i s t i c a l p r o p e r t i e s of t h e d i s t r i b u t i o n s c a n b e computed as
required.
I t s h o u l db er e c o g n i z e dt h a td u et ot h el a r g e number o fs y s t e ms i m u l a t i o n s re-
quired,the Monte C a r l o t e c h n i q u e is best suited to variation analysis ofsystems
which cannotbehandled by less b r u t e - f o r c et e c h n i q u e s . Its c o s t and time l i m i t a t i o n s
must be c o n s i d e r e db e f o r ec h o o s i n gt h et e c h n i q u ef o r a p a r t i c u l a rs y s t e m .I n a circuit
a n a l y s i sp r o g r a m ,f o re x a m p l e ,d cs o l u t i o n sc a nb eo b t a i n e d a t reasonablecostvia
t h e Monte C a r l o t e c h n i q u e ; Monte C a r l o ac s o l u t i o n s are u s u a l l y l e s s p r a c t i c a l .
Finally,therelativelylarge amount ofcomputer time r e q u i r e d f o r a singletransient
solutionof a c i r c u i t means t h a t i t is u n r e a s o n a b l e t o a t t e m p t t o o b t a i n s u f f i c i e n t
transient solutions to make t h e Monte C a r l o t e c h n i q u e a practicalapproachtoobtaining
d i s t r i b u t i o n s of circuitperformancemeasuresrelatedtotransientresponses.
An i n t e r e s t i n g v a r i a t i o n on t h e Monte Carlotechniquehasbeenreported[Ref. 4-21.
It combinesportionsofworst-case and Monte C a r l oa n a l y s i s .O f t e nt h ed a t ag i v i n g
t h ea c t u a ld i s t r i b u t i o n so fi n p u tp a L x e t e r s are n o ta v a i l a b l e . What hasbeendone
inthecitedreferencefor,suchcases is to substitute a rectangulardistribution
whose upperandlower limits are theupperandlowerworst-case limits. A Monte
Carloanalysis i s thenperformed,whichprovides a b e t t e r estimate of c i r c u i t p e r f o r -
mance t h a n would b eo b t a i n e d by u s i n gt h ec o n v e n t i o n a lw o r s t - c a s ea n a l y s i s .S i n c e
theactualinputparameterdistributions are n o t r e c t a n g u l a r , t h e p r o b a b i l i t y of
selectingvaluesclosetotheworst-casevalues is g r e a t e r t h a n f o r t h e a c t u a l d i s t r i -
b u t i o n s .C o n s e q u e n t l y ,t h er e s u l t i n gd i s t r i b u t i o n s a r e less o p t i m i s t i ct h a n would
beobtainedfromtheactualinputdistributionsbut are n o t a s p e s s i m i s t i c as worst-
case solutions.
4.3 PVA ComputerPrograms
Many computerprograms exist for i m p l e m e n t i n gi n d i v i d u a l l yt h e PVA t e c h n i q u e s
d i s c u s s e di nS e c . 4.2. Some oftheseprograms are l i s t e d i n T a b l e 4-1. However,
r e l a t i v e l y few a r e known t o e x i s t which are a v a i l a b l e o u t s i d e t h e o r g a n i z a t i o n s
40
Table 4-1
Programs i n t h e PVA Area
Organizations(0riginator
Program Code Userlsponsor)
Program or
Description References
PV-RTI -PerformanceVariationanalyses;generalprogram RTIINASA 4-3
f o rw o r s t - c a s e , moments, simulation, e t c .
MCS-IBM -
Monte C a r l oS i m u l a t i o nf o rp e r f o r m a n c ev a r i a t i o n IBM/AF-RADC 4-8
analysis with programmed f u n c t i o n a l model
MCS-GDC -
Monte C a r l oS i m u l a t i o nf o rp e r f o r m a n c ev a r i a t i o n GD-Convairl? 4-9
a n a l y s i s w i t h programmed f u n c t i o n a l model
PV-LS -
Performance Variation analysis program for systems Lear SieglerINASA 4-10
PV-SE -Performance Variation analysis program using Monte SylvaniaElectronics/ 4-11
Carlosimulationwith programmed mathematical modelAF-WC
A
CI MANDEX-NAA -
Modified AND Expanded worst-case method f o r a n a l y s i s MI? 4-2
of c i r c u i t performance v a r i a t i o n s w i t h c i r c u i t
equations
"-NAA -
Moment Method f o rc i r c u i p
t e r f o r m a n c ev a r i a t i o n -
NAAI? 4-2
analysiswithcircuitequations; computer mean and
v a r i a n c e ;c o r r e l a t i o ni n c l u d e d
MCS-NAA -
Monte C a r l o
gimulation
f ocr i r c u ipt e r f o r m a n c e -
NU/? 4-2
variationanalysiswithcircuitequations;corre-
lation included
VINIL-NAA
%N +
I method f o rc i r c u i t performancevariation -
NU/? 4-2
analysiswithcircuitequations
PW-NAA -
Parameter Variation Method f o r c i r c u i t p e r f o r m a n c e N&/? 4-2
variationanalysiswithcircuitequations; one-at-
a-time andtwo-at-a-time analyses
where they originated and which combine several PVA t e c h n i q u e s i n t o a s i n g l e program.
A FORTRAN l i s t i n g o f a g e n e r a l PVA program which implements nearly a l l of the pvA
techniquesdiscussedinSec. 4.2 is g i v e n in Appendix A; i t i s d e s c r i b e d i n some
d e t a i l below.
Two w i d e l y u s e d c i r c u i t a n a l y s i s p r o g r a m s w h i c h h a v e some PVA c a p a b i l i t i e s a r e
ECAP and NASAP. The E l e c t r o n i cC i r c u i tA n a l y s i s Program (ECAP) i s a v a i l a b l e t o
users of IBM computers. TheNetwork A n a l y s i sf o rS y s t e mA p p l i c a t i o nP r o g r a m (NASAP)
is a NASA program. Althoughworking a t a number ofcomputer i n s t a l l a t i o n s , NASAP
is s t i l l i n development.These two programsand t h e i r PVA c a p a b i l i t i e s are d i s c u s s e d
later i n t h i s s e c t i o n .
4.3.1 A G e n e r a l PVA Program
A flowdiagramof a g e n e r a l PVA program i s shown i n F i g . 4-4. A s c a nb es e e n
from t h e f i g u r e , t h e program i s keyed t o t h e s u b r o u t i n e w h i c h e v a l u a t e s t h e p e r f o r m a n c e
model. To make t h ep r o g r a ma p p l i c a b l et o any kindofsystem,nobuilt-inperformance
m o d e ls u b r o u t i n e is i n c l u d e d ; t h i s s u b r o u t i n e mustbesupplied by t h e u s e r of t h e
program[Ref. 4-31.
The i n p u t t o t h e program is a m a t h e m a t i c a l d e s c r i p t i o n of t h e s y s t e m model
(and t h e time b e h a v i o r o f t h e m o d e l , i f r e q u i r e d ) , t h e number of random v a r i a b l e s
and t h e number of f i x e d v a r i a b l e s i n v o l v e d , t h e means o r n o m i n a l v a l u e s of t h e i n p u t
variables,thestandarddeviationsorstepsizesintheinputvariables,theinput
variabledistributions,ifavailable, and t h e c o r r e l a t i o n s o f t h e i n p u t v a r i a b l e s .
An a d d i t i o n a l i n p u t t h a t is requiredfor some a n a l y s e s i s a s e l e c t i o n o f v a l u e s o f
t h ee l e m e n tp a r a m e t e r s a t whichtheperformancemodel is t o b e e v a l u a t e d . I f t h e s e
v a l u e s are s e l e c t e d m e t h o d i c a l l y a c c o r d i n g t o some s t a t i s t i c a l d e s i g n , t h i s a l l o w s
or efficient generation of t h e o u t p u t s t o u s e i n a multipleregressionanalysis.
Monte C a r l o S i m u l a t i o n
A Monte C a r l o s i m u l a t i o n i s used t o estimate t h e p e r f o r m a n c e d i s t r i b u t i o n i n
terms o f t h e i n p u t d i s t r i b u t i o n s , c h a r a c t e r i s t i c s , etc. I ft h ei n p u tv a r i a b l e s are
normally distributed the means,standarddeviations,andthecorrelationmatrix are
r e q u i r e d .I ft h ei n p u tv a r i a b l e s are n o tn o r m a l l yd i s t r i b u t e dt h ea p p r o p r i a t ed i s -
t r i b u t i o n c h a r a c t e r i s t i c s m u s tb es p e c i f i e d . The p r o g r a mh a sp r o v i s i o n sf o rh a n d l i n g
any one of t h e f o l l o w i n g d i s t r i b u t i o n s :
Uniform,
(1)
(2) Normal,
(3) Log-Normal ,
(4) Exponential,
(5) Weibull ,
42
INPUT
Number of Variables X
-- - - """ - - - - -i- -" "
Random Variables
Parameters
. Means . Nominal Values
. StandardDeviations . S t e pS i z e s
Generate . Distribution Form
- G e n e r aSt et a t i s t i c a l
Random Uniform
Design
Variable Time Behavior
IJI
Interaction Analysis I
1
J(
S e n s i t i v i t y , Worst-case Least-Squares Analysis
of D i s t r i b u t i o n and Moment Analysis of Computed Performance Attr-ibutes
~~~ ~ ~~ ~~
Table 4-2
Percentiles of the Distribution d of
for Several Values of 1-a
-
-
1-CC
N 0.80
0.99
0.95
0.90
0.85
44
Hence, i f N is 50 t h e c h a n c e i s 0.05 t h a t t h e m a x i m u m d e v i a t i o n b e t w e e n t h e s a m p l e
distribution function and t h e a c t u a l d i s t r i b u t i o n f u n c t i o n e x c e e d s 0.19; i f N = 100,
d = 0.136,and i f N = 1000, d = 0.043. When h i g h p r e c i s i o n i s needed, i t is p o s s i b l e
t o perform a v e r y l a r g e number o f s i m u l a t i o n trials. However, i t mustbe remembered
that the cost i n computer time p e r s i m u l a t i o n d e p e n d s on t h e c o m p l e x i t y o f t h e p e r -
formance model subroutine.
In practice the distributions of the component c h a r a c t e r i s t i c s a r e s e l d o m known
v e r yp r e c i s e l y . Hence t h e r e i s a p r e c i s i o n of t h e d i s t r i b u t i o n o f t h e p e r f o r m a n c e
measurebeyondwhich i t is i m p r a c t i c a l . t o a t t e m p t o r e f i n e t h e estimate of t h e t r u e
distribution. I n fact, v e r yo f t e n a u n i f o r md i s t r i b u t i o no ft h ei n p u tv a r i a b l e is
assumebecauseofthelackofknowledgeconcerningthetruedistribution.
Suppose now t h a t a r a t i o n a l p r o c e d u r e is available for estimating N and t h a t N
valuesoftheperformanceshavebeencomputed. Then t h e N o b s e r v a t i o n sa r er a n k e d
inascendingorderofperformance,theirfirstfourcentral moments a r e computed,
and t h em e a s u r e so fs k e w n e s sa n dk u r t o s i sa r eo b t a i n e d . From t h e s t a t i s t i c s i t can
bedecidedwhichdistributiontofit to t h e d a t a o r which series a p p r o x i m a t i o n s t o
use. The a p p r o x i m a t i n g d i s t r i b u t i o n s c a n b e f i t t e d by t h e methodof moments.
I n t h i s program t h e Edgeworth series and/or Laguerre polymonials are used t o
a p p r o x i m a t et h e unknown d i s t r i b u t i o n f u n c t i o n . Themethods forfittingthesedis-
t r i b u t i o n s are givenbyKendall[Ref. 4-12].
S e n s i t i v i t y and Moment A n a l y s i s
ThisprogramobtainsTaylor series a p p r o x i m a t i o n t o t h e m o d e l s and a s i l l u s t r a t e d
i n Fig. 4-4 s u b s e q u e n t l y u s e s them t o p r e d i c t w o r s t - c a s e p e r f o r m a n c e s , t o e s t i m a t e
s e n s i t i v i t i e s ofperformancemeasures toinputs,to check f o r n o n l i n e a r i t i e s and
i n t e r a c t i o n s ofbehaviorwith respect t o i n p u t s , and t o p e r f o r m a moment a n a l y s i s .
The s t e p s i z e s are chosen t o i n c l u d e t h e e x p e c t e d r a n g e o f v a r i a t i o n o f t h e i n p u t
v a r i a b l e s as a r e s u l t of t h e e n v i r o n m e n t s d e s c r i b e d by t h e m i s s i o n p r o f i l e , t h e
inherentvariationsinthepartcharacteristics, and t h e a g i n g e f f e c t s .
Thispartoftheprogramfirst computes e s t i m a t e s of t h e f i r s t andsecond partial
d e r i v a t i v e s of t h e p e r f o r m a n c e m e a s u r e s o f i n t e r e s t w i t h r e s p e c t t o e a c h o f t h e
p e r t i n e n tp a r tc h a r a c t e r i s t i c s ,i n p u t s ,l o a d s , e t c . ; t h ef i v e - p o i n tc e n t r a ld i f f e r e n c e
formulasareusedforobtainingthepartialderivatives.
Having o b t a i n e d t h e f i r s t andsecond p a r t i a l d e r i v a t i v e s ofa performance measure
w i t hr e s p e c tt ot h ei n d e p e n d e n tv a r i a b l e s ,t h ef o l l o w i n gT a y l o r series expansion i s
obtained .
Y(hl,hp, * -- 9 hm ) = YN + CYi1
I
1
h. -+ 7 CYi
I' 2
hi + ... (4-11)
45
I. -
"
where
YN is t h en o m i n a lv a l u e of performancemeasure Y,
D i v i d i n g by YN y i e l d s
- = 1+
V
where
LSi = a measure of l i n e a r s e n s i t i v i t y o f t h e p e r f o r m a n c e m e a s u r e t o t h e
i-th input variable
1
Yi hi
LSi = - (4-13)
yN
and
QSi = a measure of second d e g r e e o r q u a d r a t i c s e n s i t i v i t y ( d e n o t e d as n o n l i n e a r
sensitivity in the programoutput) of t h e p e r f o r m a n c e w i t h r e s p e c t t o t h e i - t h i n p u t
v a r i a b l e and is given by
2
QSi = T1 Yi"
hi /YN. (4-14)
46
Worst-case Limits
The worst-case limits are computedby the procedure described by West and S c h e f f l e r
rRef.4-131. The s i g n s o f t h e f i r s t p a r t i a l d e r i v a t i v e s are examined; t h e v a r i a b l e s
for which they are p o s i t i v e are p l a c e d a t t h e i r h i g h v a l u e s , X + h , and t h e v a r i a b l e s
f o r whichthey are n e g a t i v e , a t t h e i r low v a l u e s , X - h , inordertoestimate
an upperworst-case limit. Conversely, t o e s t i m a t e a lower l i m i t t h e v a r i a b l e s f o r
which Y ' is p o s i t i v e are p l a c e d a t t h e i r low v a l u e s , and f o r Y' n e g a t i v e , a t t h e i r
h i g hv a l u e s . Theworst-case limits oftheperformancemeasures are computedby
actually substituting the appropriate values of t h e v a r i a b l e s i n t o t h e f u n c t i o n s
c o m p r i s i n gt h ep e r f o r m a n c e model.Thecomputedworst-case limits are t h e n compared
tothe limits e s t i m a t e dw i t ht h eT a y l o r series e x p a n s i o n .I ft h e s ev a l u e s do n o t
agreetowithintherequiredaccuracy,theomitted terms, namely, t h e mixed p a r t i a l
d e r i v a t i v e s( i n t e r a c t i o n s ) and t h eh i g h e ro r d e rp u r e t e n u s mustbe investigated. The
higherorderpurederivatives.areconvenientlycheckedonevariable a t a time by
comparing t h e f u n c t i o n a l v a l u e a t t h e two end p o i n t s w i t h t h a t e s t i m a t e d b y t h e
f i r s t a n ds e c o n dp a r t i a l sw i t h respect t ot h a tv a r i a b l e .T h e s ec h e c k ss u g g e s tt h e
source of any l a c k o f p r e c i s i o n .
Moment A n a l y s i s
The moments of the performance measures can be obtained from the Monte C a r l o
simulationrunsorfrom an e r r o r p r o p a g a t i o n a n a l y s i s b a s e d on t h e T a y l o r series
approximation. The l a t t e r is s i m p l e r t o computeand n o ts u b j e c tt os a m p l i n gf l u c t u a -
t i o n s as is t h ef o r m e r . However, t h e series approximation i s s u b j e c t t o t h e l a c k
of p r e c i s i o n w i t h which i t a p p r o x i m a t e s t h e t r u e f u n c t i o n .
Let
1% ay
""j
47
where
A
p IXi,Xj) = X
estimated simple correlationof the measurements on X and
i j
If the first and second order terms (not including the mixed partials-interaction
terms) are used in the approximation, then further terms are required in the momen
analysis.
Let
+ ICY Y
i j
cov~xi,x.l
J
1 1 It
+ $ CYi Y
i
48
where E{X) d e n o t e s t h e e x p e c t e d o r mean v a l u e o f X and $3i and i?4i are t h e e s t i m a t e d
t h i r d and f o u r t h moments of Xi, i=l, ...,m. A similar expansion may b e o b t a i n e d w i t h
theinteractiontermsincluded.
In the above a n a l y s i s i t h a s i m p l i c i t l y b e e n assumed t h a t t h e r e l a t i o n s h i p
between the performance measure Y and t h e p a r t c h a r a c t e r i s t i c s , Xi, ..,m
i=l,. is
known, t h a t i s , t h ec o e f f i c i e n t s are known. However, i n p r a c t i c e t h e r e l a t i o n s h i p
may b e o b t a i n e d f r o m e m p i r i c a l d a t a a n d t h e c o e f f i c i e n t s may b e c o n s i d e r e d estimates
of t r u e b u t unknown v a l u e s . The e x t e n t t o which t h e d a t a are a v a i l a b l es h o u l dt h e n
b er e f l e c t e di nt h ep r e c i s i o n so ft h ei n p u t st ot h e error p r o p a g a t i o na n a l y s i s . A
completediscussionofthisproblem is g i v e n i n M a r i n i , Brown, and Williams [Ref.4-14].
Interaction Analysis
Incasetheworst-case limits computed d i r e c t l y from t h e f u n c t i o n s are notade-
quatelyapproximated by t h e l i n e a r and p u r e q u a d r a t i c terms, i t i s n e c e s s a r y t o
compute t h e mixed p a r t i a l d e r i v a t i v e s f o r t h e p a i r s o f v a r i a b l e s which are expected
toyieldsignificantinteractioneffects. Themixed p a r t i a l sc a nb e computedby
one of t h e f o l l o w i n g two methods.
One procedure would b e t o compute t h e f i r s t p a r t i a l d e r i v a t i v e s w i t h r e s p e c t
tothei-thvariable a t f i v ed i f f e r e n tv a l u e so ft h ej - t hu a r i a b l e .T h e s ep a r t i a l s
would i n t u r n b e u s e d t o compute t h es e c o n dp a r t i a l .T h i sp r o c e d u r ea s s u m e s a
d e g r e eo fs m o o t h n e s so ft h ea n a l y t i c a lf u n c t i o n .
A secondprocedurewouldbe to generate the performance measure for selected
sets o f v a l u e s o f t h e i n d e p e n d e n t v a r i a b l e s a n d t h e n f i t by r e g r e s s i o n t e c h n i q u e s
t h ef u n c t i o n a l form
49
1.
Y = 1 +2x1 + 2x2 + 3x1x2 + 4x12 + 4x22 .
T h e r e are two i n d e p e n d e n t v a r i a b l e s , X1 and X2, and one dependent variable Y denoted
by POLY i n t h e programinput. One hundred(100)simulation trials were performed
assuming X1 and X are n o r m a l l y d i s t r i b u t e d w i t h means 10 and 5 a n d s t a n d a r d d e r i v a t i o n s
2
0.2 and 0.05, r e s p e c t i v e l y , and c o r r e l a t i o n 0.5.
1
50
Input Descri-tion for Sensitivity,Worst-Case,
" and Moment Analysis
(1) Model i d e n t i f i c a t i o n is on t h e f i r s t c a r d . Thenumber o fm o d e l s ,n o tt o
exceed 10, i s followed by f o u r l e t t e r model d e s c r i p t o r s . Format(I2,10A4).
(2)The n e x tc a r dg i v e st h ev a r i a b l ei n f o r m a t i o nf o re a c h model.Thenumber
o fv a r i a b l e sf o re a c hm o d e l ,n o tt oe x c e e d2 0 , i s i n Format(1012).
(3614)These c a r d s a r e i d e n t i c a l t o t h e s i m u l a t i o n i n p u t c a r d t y p e s (5) and ( 6 ) .
Thenominalanddeviationvalues(one-halftheexpectedextremedeviation
v a l u e s ) are i n t h e same f o r m a t a n d t h e v a r i a b l e name s h o u l d a l s o b e g i v e n ,
(2E10.4 ,A4) . Correlatedvariables, Format(16F5.0).
51
T a b l e 4-2
Program I n p u t sf o rP o l y n o m i a l (POLY) Example
I n p u t s (CardImage)
Simulation Analysis
(1) 1697.
(2) lP0LY
(3 1 2 2 100
(4) UNIFORM NORMAL LOG NORMAL EXPONENTIAL
WEIBULL GAMMA BETA
CHI SQUARE
EDGEWORTH LAGUEEXE
(5) .1000E 02 .2000E 00 x1 2
.5000E 01 .5000E-01 x2 2
(6) 1 . 0 0.5 1.0
S e n s i t i v i t y ,W o r s t - c a s ea n d Moment A n a l y s i s
(1) lP0LY
(2) 2
(3 1 .1000E 02 .2000E 00 X1 2
.5000E 01 .5000E-01 X2 2
(4) 1.0 0.5 1.0
Interaction Analysis
(1) 1
(2) 2POLY
(3) .1000E 02 .2000E 00 X1
.5000E 0 1 ,5000E-01 X2
(4) 2 2
(5) 1 2
Table 4-3
Simulation Outputf o r POLY
,500
INPUT CHECK
MODEL 1, POLY VAR. NAMES NOMINAL VALUE DEVIATION DISTRIBUTION
x1 .99866E 1 .208713 0 NORMAL
x2 .50019E 1 .65881E -1 NORMAL
UI INPUT CORRELATIONS
W
,608
T a b l e 4-3 (Continued)
SECOND .437902E
5 Z = 627.47654 F(Z) = -.11345E -1
THIRD -.243477E
5 Z = 637.99217 F(Z) = .88139E -2
FOURTH .503237E 8 Z = 648.50779 F(Z) = .83527E -1
STD. DEV. .210316E
2 Z = 659.02342 F(Z) = .21687E 0
SKEWNESS -.265701E -1 Z = 669.53905 F(Z) = .36661E 0
KURTOSIS .262433E -1 Z = 680.05467 F(2) = .49822E 0
VARIANCE - COVARIANCE MATRIX, ORDER 1 Z = 690.57030 F(Z) = .63100E 0
i
POLY .468040 E3
Z = 701.98592 F(2) = .78309E 0
z = 711.60155 F(Z) = .917883 0
Z = 722.11718 F(Z) = .99259E 0
z = 732.63280 F(Z) = .10121E 1
Z = 743.14842 F(Z) = .10086E 1
Table 4-4
S e n s i t i v i t y , Worst-case, and Moment Analysis Output f o r POLY
9 I1
FIRST AND SECOND PARTIALDERIVATIVES (Y AND Y ) OF POLY WITH RESPECT TO X
PARTIALS SENSITIVITY
1 11
VARIABLE
NOMINAL
DX
VALUE
x1 .10000E 2 ,20000E 0
.50000E x2 1 .50000E -1
MOD-2
ROW
ARRAY
VARIABLES
OF
1 0 0
2 0 1
3 1 0
4 1 1
ROW x1
POLY x2
COEFFICIENTS
SENSITIVITY
CONSTANT B( 0) = .68167E
3
x1 B( 1) = .56938E
.96938E 2 -1
x2 B( 2) = .lo4963
.71480E 2 -1
x1 , x2 B( 1, 2) = .29087E 1 ,854233 -4
4.3.2 ECAJ? and NASAP f o r PVA
The E l e c t r o n i c C i r c u i t A n a l y s i s P r o g r a m (ECAP) w a s d e v e l o p e d j o i n t l y by IBM
andNorden DivisionofUnitedAircraft; Ref.4-16 is t h e b a s i c r e f e r e n c e f o r t h e
program. ECAP is v e r yw i d e l yu s e df o rc i r c u i ta n a l y s i s ; i t i s a v a i l a b l ef r o m IBM
for use on the IBM 1620,7000 series, and360 series c o m p u t e r s , a l t h o u g h n o t a l l o f
these v e r s i o n s are o f f i c i a l l y s u p p o r t e d by IBM [Ref.4-171. It h a sb e e ns u i t a b l y
modified by o t h e r o r g a n i z a t i o n s f o r u s e on a v a r i e t y o f o t h e r c o m p u t e r s a n d w i t h
some v a l u a b l e a d d i t i o n a l f e a t u r e s f o r PVA.
In the versions of ECAF' a v a i l a b l e . f r o m IBM, t h e PVA c a p a b i l i t i e s i n c l u d e t h e
f o l l o w i n g [Ref.4-181:
For dc analysis:
(1) partial derivative o f voltage a t a p a r t i c u l a r c i r c u i t nodewithrespect
t o a circuit parameter in a particular branch;
(2) sensitivity of a node voltage with respect to a branchparameter;
( 3 )w o r s t - c a s es o l u t i o n s ;
( 4 )s t a n d a r dd e v i a t i o n of c i r c u i to u t p u tv a r i a b l e s ;
(5) a u t o m a t i c p a r a m e t e r v a r i a t i o n , w h i c h a l l o w s a p a r a m e t e rt ob ei n c r e m e n t e d
over a r a n g e o f v a l u e s w i t h a circuit solution computed f o r e a c h v a l u e .
For a c a n a l y s i s :
( 1 )a u t o m a t i cp a r a m e t e rv a r i a t i o n .
A d d i t i o n a l PVA c a p a b i l i t i e s w h i c h h a v e b e e n i n c o r p o r a t e d i n ECAP by o t h e r o r g a n i z a t i o n s
i n c l u d e ac s e n s i t i v i t i e s and s o l u t i o no ft h ep r o p a g a t i o n - o f - v a r i a n c ee q u a t i o n[ R e f . 4 - 1 7 ] ,
TheNetwork Analysis or System Application Program (NASAP) has been developed
byNASA/ElectronicsResearchCenterin a cooperativeeffortinvolvingabout 20 u s e r s
of t h e program [Ref .4-191. NASAP is unique among c i r c u i t a n a l y s i s p r o g r a m s i n t h a t
i t u s e sf l o w g r a p ht e c h n i q u e st oa n a l y z en e t w o r k si n s t e a do fm a t r i x - o r i e n t e dt e c h n i q u e s .
Also, i t m a n i p u l a t e s c i r c u i t s y m b o l i c p a r a m e t e r s i n s t e a d o f a c t u a l p a r a m e t e r s u n t i l
thefinalstep o ft h ea n a l y s i s .T h i ss y m b o l - m a n i p u l a t i o nf e a t u r eh a s some i n t e r e s t i n g
r a m i f i c a t i o n s , among which are t h e a b i l i t y t o c a l c u l a t e p a r t i a l d e r i v a t i v e s and
s e n s i t i v i t i e ss y m b o l i c a l l y [Ref.4-201.
In addition to the PVA c a p a b i l i t i e s n o t e d a b o v e , NASAP i n c o r p o r a t e s an optimi-
zationprocedurewhicheliminates from a c i r c u i t i n p u t p a r a m e t e r s h a v i n g less t h a n
a p r e a s s i g n e d amount o f i n f l u e n c e on c i r c u i t p e r f o r m a n c e p a r a m e t e r s ; t h e p r o c e d u r e
is i n e f f e c t a tolerance analysis [Ref .4-201.
NASAP was o r i g i n a l l y w r i t t e n i n FORTRAN IV f o r u s e on t h e CDC 3600computer;
i t a l s o is now i n u s e on s e v e r a lo t h e rc o m p u t e r s .A l t h o u g hr e p o r t e d l ya v a i l a b l e
from COSMIC [Ref.4-21], it doesnotappearintheJuly1967listingof COSMIC
58
programs[Ref.4-221. However, i t c a nb eo b t a i n e d [Ref.4-23] by c o n t a c t i n g :
R. M. C a r p e n t e r
NASA/ERC
575 Technology Square
Cambridge , Mass.
T e l . 617 491-1500, Ext.541
References
4-2. S t a f fo fA u t o n e t i c sD i v .o fN o r t h American A v i a t i o n :R e l i a b i l i t yA n a l y s i so f
E l e c t r o n i cC i r c u i t s .( A v a i l a b l e from DDC as AD 461303).
4-8. K i e f e r , F. P . , e t . a l . : FinalReport on P r e d i c t i o n of C i r c u i tD r i f tM a l f u n c t i o n
of S a t e l l i t e Systems,Report ARPA 168-61. IBM, FSD SpaceGuidanceCenter,
Owego, New York f o r Rome A i r Development C e n t e r , G r i f f i s s Air Force Base,
C o n t r a c t AF 30(602)-2418, AD 276 044,1961.
4-11. B o s i n o f f , I.; e t . a l . : T r a n s f e rF u n c t i o n si nM a t h e m a t i c a lS i m u l a t i o nf o r
R e l i a b i l i t yP r e d i c t i o n ,F i n a lR e p o r t ,R e p o r t RADC-TDR-63-87, Sylvania
E l e c t r o n i cS y s t e m s Command, C o n t r a c t AF 30(602)-2376,1963.
4-15. Addelman, S . : T e c h n i q u e sf o rc o n s t r u c t i n gf r a c t i o n a lr e p l i c a t ep l a n s , J.
Am.
S t a t i s .A s s o c . ,5 8 , 45-71.
60
5. P a r t A p p l i c a t i o nA n a l y s i s
In part application analyses the operating stresses o f t h e i n d i v i d u a l c o m p o n e n t s
are determinedandcompared t ot h er a t e dc a p a b i l i t i e s .I n an e l e c t r o n i c c i r c u i t , f o r
example, p a r t stresses such as power d i s s i p a t i o n o f a resistor, peak reverse voltage
of a d i o d e , and v o l t a g e a c r o s s a c a p a c i t o r are a l l t a b u l a t e d a n d compared t o t h e i r
electrical r a t i n g s . Theconceptof stress h e r e is a ne x t e n s i o n of t h ec o n c e p t of
mechanical stress a p p l i e d i n s t r e n g t h o f materials a n a l y s i s a n d i s broadened t o i n c l u d e
electrical, thermal, radiation and other potentially damaging e f f e c t s t h a t may j e o p a r d i z e
t h ea c c e p t a b l eo p e r a t i o n of a component. The p u r p o s eo ft h ea n a l y s i s is t o i n s u r e t h a t
a c t u a l component l o a d s do n o t e x c e e d t h e m a n u f a c t u r e r ' s r a t e d o r u s e r ' s d e r a t e d c a p a -
b i l i t y o ft h e component.
The s i g n i f i c a n t a p p l i c a t i o n o f c o m p u t e r s i n p a r t a p p l i c a t i o n a n a l y s i s is i n d i r e c t l y
t h r o u g ho t h e rt y p e s of a n a l y s e ss u c h as c i r c u i t , t h e r m a l and s t r u c t u r a la n a l y s e s .F o r
e x a m p l e ,w i t hc i r c u i ta n a l y s i sp r o g r a m ss u c h as ECAP, nodevoltages and b r a n c h c u r r e n t s
(hencebranch componentpower dissipation)ofelectricalnetworkscanbe computed f o r
l a t e r comparison t or a t e dc o n d i t i o n s . The c i r c u i ta n a l y s i s program NET-1 a l l o w sa s
i n p u tt h er a t e dd cc o n d i t i o n s of c e r t a i n components,performs a comparisonagainst
ratedvalues as a p a r t of t h e a n a l y s i s , and p r i n t s o u t a n alarm i f a computed parameter
v a l u ee x c e e d st h ei n p u tr a t e dv a l u e .M e c h a n i c a l stress a n a l y s i s i s u s u a l l ya ni n h e r e n t
featureinstructural:analysisprograns,sincethe stress l e v e l i n a s t r u c t u r e i s con-
c e r n e dw i t ht h ep r i m a r yf u n c t i o n of t h e s t r u c t u r e .
The c o m p u t e r c a n s e r v e a s a n a i d t o a p p l i c a t i o n a n a l y s e s on systemcomponents
' f o r any s i t u a t i o n i n which t h e component loadscanbe computed w i t h a n a p p r o p r i a t e
model.Vol. V of t h i s r e p o r t series t r e a t s p a r t a p p l i c a t i o n a n a l y s e s i n some d e t a i l .
61
6. F a i l u r e Mode and E f f e c t sA n a l y s i s (J?MEA)
T h i sa n a l y s i st a s k is approached i n s e v e r a l ways.The common purposeof all
approaches i s t o d e t e r m i n e w h a t d i s c r e p a n c i e s c a n o c c u r i n a system,identifytheir
e f f e c t s onsystemoperation,andeliminatethosethat are more c r i t i c a l andmore
l i k e l yt oo c c u r . A l a r g ep o r t i o no ft h ea n a l y s i s relies onengineeringjudgement
and is thusperformedmanually.Computerscan assist, b u tt h ee x t e n t of a p p l i c a b i l i t y
depends on t h ea p p r o a c ht a k e na n dt h en a t u r eo ft h es y s t e m . FMEA r e m a i n st h ei m p o r t a n t
p r o c e d u r ef o ra c t u a l l yu n c o v e r i n gt h es y s t e md i s c r e p a n c i e s . I t is i n f a c t one of t h e
mostimportantactivitiesinthetotal.designforreliabilityprocesssince it identifies
areas r e q u i r i n ga c t i o nb yo t h e rd e s i g na c t i v i t i e s . One of i t s i m p o r t a n to u t p u t s is
thedesignationofthelogicmodelsforindividualelementstobeincludedinreliability
prediction calculations.
One of t h es i m p l e s ta p p r o a c h e st o FMEA i s : g i v e n a d e s i g nc o n f i g u r a t i o n ,e a c h
of t h e componentsand materials c o m p r i s i n g t h e d e s i g n c a n f a i l or degrade via a number
of d i f f e r e n t modes.The f a i l u r e mode a n a l y s i s c o n s i s t s o f n o t h i n g more t h a n e x p l i c i t l y
i d e n t i f y i n gt h e s e modes. For a system composed of d i s c r e t e components, t h i s i d e n t i f i -
c a t i o ni n v o l v e sm e r e l yp r o c e e d i n gt h r o u g h a p a r t s l i s t and decidingwhat modes of
f a i l u r e are t ob ec o n s i d e r e d .T h e r e is a p r a c t i c a l l i m i t , of c o u r s e , as t o how
many
f a i l u r e modes o f e a c h p a r t c a n b e c o n s i d e r e d , a n d i n fact a limited failure effects
a n a l y s i s is performed on a s u b j e c t i v e b a s i s at t h i s s t a g e t o a i d i n l i m i t i n g t h e
number of modes c o n s i d e r e d .
Forelectroniccircuits i t i s becoming f a i r l y common t o c o n s i d e r a t least s h o r t s
andopensbetween a l l t e r m i n a lp a i r s of components.Typical modes d e f i n et h ee x t r e m e
d i s c r e t e s t a t e s o ft h e components. It i s p o s s i b l et od e f i n ei n - b e t w e e n s t a t e s , such as
discrete levels of resistance for a r e s i s t o r which d i f f e r fromnominal,butthe re-
sultinganalysiscanquickly become unweildy i f c a r r i e d t o o f a r , e s p e c i a l l y when
c o n s i d e r i n gd e v i c e s as complex as a t r a n s i s t o r .
When f o r FMEA t h e l o w e s t l e v e l o f breakdown is l i m i t e d t o complex s u b a s s e m b l i e s
(such as t r a n s m i t t e r s , power i n v e r t e r s , pumps, and e n g i n e s ) t h e f a i l u r e modes become
much more d i f f i c u l t t o d e f i n e .I ft h e s es u b a s s e m b l i e s are r e q u i r e dt op e r f o r mi n
sequencesofoperations,failure modes o f t h e f o l l o w i n g t y p e s may b e i d e n t i f i e d :
( 1p)r e m a t u roep e r a t i o n ,
(2) f a i l u r et oo p e r a t e a t a p r e s c r i b e d time,
(3) f a i l u r et o cease o p e r a t i o n a t a p r e s c r i b e d time, and
(4) f a i l u r ed u r i n go p e r a t i o n .
Withineach of t h e s e modes t h e r e may b e f u r t h e r modes t oc o n s i d e r .F o re x a m p l e ,
f a i l u r e of a power s u p p l y d u r i n g o p e r a t i o n may be evidenced by e i t h e r no output
62
voltage,lossofvoltageregulation,frequencyout of t o l e r a n c e , o r e x c e s s i v e v o l t a g e
imbalance between different phases.
The o n l y a i d p r o v i d e d by a computer i n the f a i l u r e mode p o r t i o n of t h e a n a l y s i s
is t h a to fr e c o r dk e e p i n gt oe l i m i n a t em a n u a ld r u d g e r y .T h i sr o l e becomesmore useful
when t h e r e c o r d s c a n b e u s e d as i n p u t t o t h e f a i l u r e e f f e c t s a n a l y s i s , which p o t e n t i a l l y
lends itself to morecomputer assistance.
The u s e o f t h e c o m p u t e r i n t h e f a i l u r e e f f e c t s p o r t i o n of t h e a n a l y s i s is
primarily in the role of function evaluation using performance models t o compute
changes i n p e r f o r m a n c ed u et op a r t i c u l a rf a i l u r e modes. Forexample, considerations
of f a t i g u e f a i l u r e of a p a r t i c u l a r s t r u c t u r a l member w i l l n o t a l t e r t h e b a s i c f o r m
ofthestiffnessmatrixbut w i l l m o d i f yt h ev a l u eo fc e r t a i np a r a m e t e r s . Upon sub-
stituting the modified values into the computerprogram for solving these structural
e q u a t i o n s ,t h ec o m p u t e rc a nb eu s e dt oe v a l u a t et h ee f f e c t .
It is p o s s i b l e t o e x t e n d c e r t a i n p e r f o r m a n c e e v a l u a t i o n p r o g r a m s t o a u t o m a t i c a l l y
performthesecalculationsforallfailure modes t o b e i n v e s t i g a t e d . The NET-I network
a n a l y s i s program[Ref. 6-11 d o e s t h i s upon i n p u t r e q u e s t f o r a l i m i t e d number of ab-
normal modes o f c i r c u i t v o l t a g e s u p p l i e s and p r i n t s o u t t h e v a l u e o f c i r c u i t p e r f o r -
mance p a r a m e t e r sf o re a c h . NET-I d o e sn o ta u t o m a t i c a l l yc o n s i d e rf a i l u r e modes such
as s h o r t s andopens of c i r c u i t components; i n v e s t i g a t i o n of t h e s e would r e q u i r e
manually setting upa new r u n t o b e made f o r e a c h mode.
Most c i r c u i at n a l y s i s programs
e.g., ECAP which a c c e p t a t o p o l o g i c ailn p u t
description of the circuit and s y n t h e s i z e t h e c i r c u i t e q u a t i o n s c a n b e u s e d t o e v a l u a t e
failureeffects,but computerrun t i m e can become e x c e s s i v e s i n c e t h e c i r c u i t e q u a t i o n s
may have t o b e g e n e r a t e d a g a i n f o r e a c h r u n . S p e c i f y i n g a n e x t r e m e f a i l u r e mode such
as anopen o r a s h o r to f acomponent e s s e n t i a l l yc h a n g e st h ec i r c u i tc o n f i g u r a t i o n
and a completely new s o l u t i o n is r e q u i r e d . A u s e f u la p p r o x i m a t i o nt o open o r s h o r t
failures often used is to maintain the same c i r c u i t c o n f i g u r a t i o n and merely use
e x t r e m e l yh i g ho r low v a l u e s o f p a r t p a r a m e t e r s t o s i m u l a t e f a i l u r e s . F o r example,
an e x t r e m e l y h i g h c a p a c i t a n c e v a l u e c a n e f f e c t i v e l y s i m u l a t e a s h o r t of a c a p a c i t o r
f o r AC a n a l y s i s b u t d o e s n o t h a v e t h e same e f f e c t on c i r c u i t e q u a t i o n s as does a
short.
The AMAP (Automated F a i l u r e Mode A n a l y s i s Program) c i r c u i t a n a l y s i s program
[Ref. 6-21 is o n e p r o g r a m w h i c h a u t o m a t e s t h e f a i l u r e e f f e c t a n a l y s i s f o r d c c i r c u i t s .
It r e p e a t e d l y s o l v e s t h e c i r c u i t e q u a t i o n s , computingand printing circuit node
voltages,forfailure modes such as openand short for parts and s h o r t s between a l l
n o d ep a i r s . As d e s c r i b e d i n t h e r e f e r e n c e , AMAP i n c l u d e so n l yr e s i s t o r s ,d i o d e s ,
t r a n s i s t o r s , power s u p p l i e s andnodes.Thisautomatedapproach t of a i l u r ee f f e c t s
63
analysiscancarryovereffectivelyinothertypesofsystemssuch as s t r u c t u r e s and
propulsion, but no programs are known w h i c h p r o v i d e t h e s e c a p a b i l i t i e s .
A s mentioned e a r l i e r , t h e r e i s a p r a c t i c a l l i m i t t o t h e number o f f a i l u r e modes
ofeach component o r material thancanbeconsidered,evenwithcomputers. As a
r e s u l t , most f a i l u r e e f f e c t s a n a l y s e s are l i m i t e d t o f i r s t - o r d e r e f f e c t s , i.e., to
consideringtheeffect of a s i n g l e f a i l u r e mode ofonecomponent a t a time andignoring
combinations. The A" p r o g r a md o e si n c l u d es e c o n do r d e re f f e c t st o a l i m i t e de x t e n t ,
i n c l u d i n go p e na n ds h o r tc o m b i n a t i o n sb e t w e e nd i f f e r e n tt e r m i n a lp a i r so f a transistor.
One of t h e m a j o r u s e s o f t h e o u t p u t s of FMEA i s i d e n t i f i c a t i o n of t h e models
f o ri n d i v i d u a le l e m e n t st ob eu s e di n a r e l i a b i l i t yp r e d i c t i o na n a l y s i s .F o re x a m p l e , ,
64
and w i l l e x c i t e f u n c t i o n s w h i c h c a u s e t h e m i s s i o n t o b e a b o r t e d , f a i l e d , o r c o m p l e t e d
i n a degraded mode. Thus g i v e n a p a r t i c u l a r outcome o r t e r m i n a t i n g mode o r t h e
s y s t e m ,t h ea n a l y s i sc a ns e a r c ho u tt h o s ee v e n tc o m b i n a t i o n st h a tc a nl e a dt o it.
A thirdapproachto FMEA is u s e f u l f o r s y s t e m s w i t h f i x e d c o n f i g u r a t i o n s and
c o n t a i n i n ge x t e n s i v er e d u n d a n c y .C o n s i d e rt h ec o n v e n t i o n a ls y s t e ml o g i cd i a g r a m shown
i n F i g . 6-1. A first-order FMEA performedfrom t h i s diagram is t r i v i a l s i n c e i t was
r e q u i r e dp r i o rt od i a g r a mc o n s t r u c t i o n anyway. A second-order FMEA shows t h a t com-
b i n a t i o n ss u c h as elements A and B andelements D , F, and H c a u s e s y s t e m f a i l u r e .
When theredundancygetsverycomplex,thecomputercan assist i n p e r f o r m i n g t h e
h i g h e r - o r d e r FMEA.
References
6-1. Malmberg, A . F.: NET-1 Network AnalysisProgram.Proceedings1965 Symposium
on R e l i a b i l i t y and Q u a l i t yC o n t r o l ,p p . 510-517.
65
7. R e l i a b i l i t yP r e d i c t i o n
A basic definition of the reliability of an equipment i s t h e p r o b a b i l i t y t h a t t h e
equipmentsuccessfullyperforms its intended function for a specified duration.while
o p e r a t i n gu n d e rc e r t a i ne n v i r o n m e n t a lc o n d i t i o n s .R e l i a b i l i t yp r e d i c t i o n i s t h ep r a c t i c e
of u s i n g m a t h e m a t i c a l m o d e l s t o estimate t h i s p r o b a b i l i t y o r r e l a t e d m e a s u r e s s u c h as
p r o b a b i l i t yo ff a i l u r e ,l i f ed i s t r i b u t i o n s ,o rm e a n - t i m e - t o - f a i l u r e .I na d d i t i o nt o
t h e s e estimates o f s y s t e m r e l i a b i l i t y a l o n e , p r e d i c t i o n o f more complexmeasuresof
s y s t e mw o r t hr e l a t e dt or e l i a b i l i t yc a nb e made. Forexample, i t may b e d e s i r e d t o
optimize system reliability under cost'constraints; a computerprogramwhichaccomplishes
t h i so p t i m i z a t i o n i s d i s c u s s e dl a t e r .R a r e l ya r et h em o d e l so r statistics s u f f i c i e n t
toobtainanestimatewithsufficientaccuracytohavemeaningintheabsolutesense.
However, t h e r e s u l t s do f r e q u e n t l y h a v e meaning a s a b a s i s f o r s e l e c t i n g t h e b e s t of
severalcandidatedesigns, and t h e p r a c t i c e of p r e d i c t i n g s y s t e m r e l i a b i l i t y i s now
found i n almost a l l systemdevelopmentprograms.
Modelsand techniquesforpredictionaredescribedin Vol. I V - P r e d i c t i o n of
thisseries; we h e r ee m p h a s i z et h ea u t o m a t i o no ft h ep r e d i c t i o na n a l y s e s .
Reliability predictions are performedboth on i n d i v i d u a l items andon t h e combina-
t i o n s of items f o r m i n gh i g h e rl e v e l so fa s s e m b l y up t o a n d i n c l u d i n g t h e l a r g e s t of
s y s t e m s .F o ri n d i v i d u a l items t h e a n a l y s i s i s u s u a l l y so s i m p l e as t oh a v e noneed
f o r a computer.Computersdo f i n dc o n s i d e r a b l ea p p l i c a t i o ni nt h ea n a l y s i sf o r com-
bined items.
The common b a s i s f o r all reliabilitypredictions is t h e l o g i c which d e f i n e s t h e
e v e n t so fi n t e r e s t .T h i sl o g i cc o m p r i s e st h es y s t e mm o d e l ;n o ts u r p r i s i n g l y it is
c a l l e dt h ep r e d i c t i o n model. The e v e n to ft h es y s t e mb e i n gi n a particularstate
(insimplestformthestate is eithersuccessorfailure) is t h e l o g i c c o m b i n a t i o n
ofothereventsassociatedwith states o f s y s t e m s u b a s s e m b l i e s , i n p u t s t o t h e s y s t e m ,
l o a d s on t h es y s t e m ,a n d / o rs y s t e me n v i r o n m e n t a lc o n d i t i o n s .I nc o n c e p tt h el o g i c
comprising the preciction modelcanallowany number o f d i f f e r e n t s t a t e s of a p a r t ;
most a n a l y s e s of. complexequipmentemploy s i m p l e two-statemodels(successvs.
f a i l u r e )t o limit a n a l y s i sc o m p l e x i t y .
The b a s i c f l o w o f p r o c e d u r e s i n r e l i a b i l i t y p r e d i c t i o n i s shown i n Fi g. 7-1.
A major milestone i s t h e p r e d i c t i o n model,fromwhich either of two b a s i c a p p r o a c h e s
may b ef o l l o w e d .T h ea p p r o a c hi l l u s t r a t e d by t h e u p p e r p a t h l e a d s t o a prediction
equationwhichexpressestheprobabilityofsystemsuccessor a relatedmeasure as
a f u n c t i o no fi n d i v i d u a le l e m e n tp r o b a b i l i t i e s . One of t h es i m p l e s tr o l e s of com-
puters in reliability prediction i s tousesuchanequation programmed f o r e s t i m a t i n g
s y s t e m p r o b a b i l i t i e s andcomputing s e n s i t i v i t i e s ofsystemprobabilitiestochanges
66
I
Generate
Prediction
Equation
- Compute
Solutions(s) t o
Prediction
Equation
-
>
1
Preliminary Develop
Evaluate
Analyses + Prediction
Results
(Includes FMEA) Model
r
Simulate
with
Prediction
Model
F i g u r e 7-1. R e l i a b i l i t yP r e d i c t i o n .P r o c e s s
i np r o b a b i l i t i e so fs u b s y s t e me v e n t s .T h i s i s e s p e c i a l l ya p p r o p r i a t e when t h ep r e -
d i c t i o ne q u a t i o n is derivedmanually and is toocomplexformanualsolution. A
computerapplicationwhichimplementsthelowerpathinthefigure is t h e u s e o f t h e
p r e d i c t i o n model f o r s i m u l a t i n g t h e s y s t e m by Monte C a r l o m e t h o d s , t o estimate t h e
p r o b a b i l i t y of s y s t e ms u c c e s so ro t h e rr e l i a b i l i t yp a r a m e t e r s .C o m p u t e r sa l s oc a n
beusedtocovervariouscombinations of t h e s t e p s i l l u s t r a t e d i n t h e f i g u r e .
7.1 Developing t h eP r e d i c t i o n Model
A prerequisitetothepredictionanalysis is a p r e l i m i n a r y a n a l y s i s of t h e e q u i p -
mentand its operational profile to establish mission functions, operating times and
sequences,andenvironments. A f a i l u r e modes and e f f e c t s a n a l y s i s as d e s c r i b e d e a r l i e r
i s an i m p o r t a n t p a r t of t h e p r e l i m i n a r y a n a l y s i s , p a r t i c u l a r l y f o r complex s y s t e m s .
An o u t p u t of t h e FMEA i s i d e n t i f i c a t i o n o f t h e l o g i c m o d e l s t o b e u s e d t o s i n g l e e l e m e n t s
i n t h e model f o r t h e p r e d i c t i o n a n a l y s i s , which is n e x te s t a b l i s h e d . The g o a l i s t o
o b t a i n a logicrepresentationwhich relates r e l i a b i l i t y e v e n t s of i n t e r e s t ( s u c h as
s y s t e ms u c c e s s )t ot h ee v e n t st h a tc a u s e them. T h i sl o g i cc a nb ed e v e l o p e di n two
p r i n c i p a l ways as described below.
When a system i s a f i x e d c o n f i g u r a t i o n o r when t h e e v e n t o f s y s t e m s u c c e s s d u r i n g
a particular phase of system operation is c o n c e r n e d o n l y w i t h t h e f i x e d s y s t e m
67
i
c o n f i g u r a t i o nw h i c h exists duringthisphase, a l o g i c d i a g r a m is constructedwhich
t y p i c a l l y reveals t h e v a r i o u s l o g i c e l e m e n t s o p e r a t i n g i n series o r p a r a l l e l . T h i s
diagramusually i s derivedmanuallyfromfunctionaldiagrams,schematics,special
analyses,andgeneralknowledge of s y s t e mo p e r a t i o n . Forms o f l o g i c r e l a t i o n s h i p s
thatcanbeusedinpredictionmodels are s e r i e s - p a r a l l e l d i a g r a m s , tree diagrams,
t r u t ht a b l e s , andstate-spacediagrams.Althoughcomputers are n o ts u i t e dt op r o d u c i n g
t h e p r e d i c t i o n model i t s e l f , t h e y c a n a s s i s t i n p e r f o r m i n g c e r t a i n of t h e a n a l y s e s re-
q u i r e dt od e t e r m i n ew h a tt h er e l i a b i l i t yl o g i cd i a g r a ms h o u l db e ;f o re x a m p l e ,t h e
ECAP p r o g r a m d e s c r i b e d e a r l i e r c a n b e u s e d i n FMEA.
The s e c o n d d i r e c t i o n i n w h i c h t h e m o d e l - b u i l d i n g c a n p r o c e e d is to establish the
logicrequiredtoanalyzethetotalsystemthroughoutthetotaloperationalprofile
where t h es y s t e mc o n f i g u r a t i o no rt h ee n v i r o n m e n t( o rb o t h )c a nb ec h a n g i n g . The
l o g i c mustthen relate the reliability events that occur in sequence, where each
e v e n t may r e p r e s e n t some c h a r a c t e r i s t i c o f o v e r a l l f u n c t i o n a l o p e r a t i o n o f a different
s y s t e mc o n f i g u r a t i o n .T h i st y p eo fr e p r e s e n t a t i o nl e a d s t o a cornbined f u n c t i o n a la n d
l o g i c mode; t h i s t y p e ofmodel w i l l b ec a l l e da ne v e n ts e q u e n c ep r e d i c t i o nn o d e l . The
d e v d o p u i e n to ft h i s ccuikineddiagramgenerally i s donemanually.
An e x t e n s i o n o f t h e f i r s t a p p r o a c h t o d e v e l o p i n g a p r e d i c t i o n model i s t o consid.er
t h es y s t e mr e p a i r a b l e s o t h a td i f f e r e n t s t a t e s may b ei n t r o d u c e d .T h i sl e a d st ot h e
s t a t e - s p a c ed i a g r a ma p p r o a c h ,b u th e r ea g a i n ,t h em o d e l - b u i l d i n gt a s k is primarily
a manualone.
A l l oftheaboveapproachestopredictionmodeling are d e s c r i b e d i n d e t a i l i n
vol. I V - P r e d i c t i o no ft h i s series.
7.2 Making t h eR e l i a b i l i t yP r e d i c t i o n
I t i s n o t e dh e r et h a tt h ep r e d i c t i o nc o m p u t a t i o n s a r e u s u a l l y of t h e s i m p l e r
t y p e s , i . e . ,f a i l u r e so fi n d i v i d u a le l e m e n t sa r e assumed i n d e p e n d e n t ,a n dt h ef a i l u r e
p r o b a b i l i t i e s of t h e i n d i v i d u a l e l e m e n t s a r e combined a c c o r d i n g t o t h e simple series
and p a r a l l e l l o g i c f o r a f i x e dc o n f i g u r a t i o n . An i n d i v i d u a le l e m e n tp r o b a b i l i t y is
typicallyexpressed as a d i s c r e t e p r o b a b i l i t y o r as a f a i l u r e rate w i t h a n a d j u s t m e n t
factor (called a K factor)based on theenvironment.
H a v i n gd e r i v e dt h er e l i a b i l i t yp r e d i c t i o n model, i t s u s e dependsontheapproach
t a k e nf o rp r e d i c t i o n . One much-used approach i s ( 1 )d e r i v e a Boolean a l g e b r a i c ex-
p r e s s i o nr e l a t i n gt h ee v e n t s , ( 2 ) a p p l yt h ef u n d a m e n t a l l a w s of p r o b a b i l i t y t o t h i s
expressiontoget a predictionequationwhich'expressestheprobabilityoftheout-
come e v e n t s i n terms of t h e p r o b a b i l i t i e s of t h e i n d i v i d u a l e v e n t s , and ( 3 ) apply
the prediction equation via the computer.
68
Another approach used frequently is t o u s e t h e p r e d i c t i o n model as a b a s i s f o r
Monte C a r l os i m u l a t f o no ft h es y s t e m .T h i sr e q u i r e sa s s i g n i n ga p p r o p r i a t e numbers
t or e p r e s e n tt h ep r o b a b i l i t i e so fe a c he v e n t .F o re x a m p l ei nF i g . 7-2, t h ee v e n t A
(which i s t h e e v e n t t h a t e l e m e n t A works) i s a s s i g n e d p r o b a b i l i t y P(A) = 0.68 and
event x (the complement
of A otrh e v e ntth aet l e m e n t A d o ens ow
t o r k )p, r o b a b i l i t y b
F i g u r e 7-2. A S i m p l eP r e d i c t i o n Model
69
A s n o r e d earlier, i t i s p o s s i b l e t o i n c l u d e morethan two states f o r e a c h e l e m e n t
used i n t h e model.Forexample, i na d d i t i o nt oc o n s i d e r i n go n l yn o m i n a la n d excess
pressureinboosterengines as e v e n t s l e a d i n g t o n o r m a l l a u n c h o p e r a t i o n and e s c a p e
towerrocketignitionrespectively, low e n g i n e p r e s s u r e m i g h t b e a n o t h e r state,
causingengineshutdown. The o n l y l i m i t o nc o m p l e x i t yo ft h ep r e d i c t i o n model is
computer s i z e andacceptablecomputing time. However, l o g i cd i a g r a m st h a ta p p e a r
simple can be deceptive in the amount ofcomputing time t h e y r e q u i r e i n p e r f o r m i n g
t h ep a t hs e a r c h i n g . S i m u l a t i o no f complex systems i s a l w a y sc o s t l y , and when many
outcomes are p o s s i b l e i t may t a k e h u n d t e d s o f r u n s t o r e a l i z e e a c h a t l e a s t once.
Checkingout a programof this type is d i f f i c u l t b e c a u s e d i s c r e p a n c i e s c a n b e d u e
e i t h e rt os y s t e ml o g i co rt ot h e program.The g u i d i n gr u l eh e r e i s t o start simple,
withonlyseveralelementstorepresentthetotalsystem, andexpand toinclude more
l o g i c d e t a i l as r e q u i r e d .
7.3 R e l i a b i l i t yP r e d i c t i o n Programs
Numerous computerprograms forreliabilitypredictionhavebeendescribedinthe
l i t e r a t u r e[ R e f s . 7-1 t o 7 - 1 4 ] ;r e l a t i v e l y l i t t l e is known a b o u t t h e i r a v a i l a b i l i t y
and s u i t a b i l i t y .T a b l e 7-1 l i s t s some of these programs. Two r e l i a b i l i t yp r e d i c t i o n
programshavebeendeveloped i nc o n n e c t i o nw i t ht h i sr e p o r tp r e p a r a t i o n .T h e s ep r o -
gramswithexamplesoftheiruses are d i s c u s s e d .
7.3.1 A Computer Program f o r System R e l i a b i l i t y
One of t h e d i f f i c u l t i e s a s s o c i a t e d w i t h o b t a i n i n g r e l i a b i l i t y estimates f o r
complex systems i s t h a t of e v a l u a t i n g p r e c i s e l y a p r e d i c t i o ne q u a t i o nw h i c he x p r e s s e s
a l l p o s s i b l ee v e n t so fi n t e r e s t . One
way toalleviatethisdifficulty is t o o b t a i n
predictionequationswhichprovideboundsonthesystemreliabilityratherthanthe
reliability itself. A method f o r d o i n g t h i s , on which t h e computerprogramgiven in
Appendix B anddiscussedbelow is based, i s developed i n Vol. I V - P r e d i c t i o n of t h i s
r e p o r t series. F o rt h ec o n v e n i e n c eo ft h er e a d e rt h a td e v e l o p m e n t i s reproducedhere.
In the l a s t fewyearsseveralpapershavebeenwritten on t h e s u b j e c t of relia-
b i l i t ya p p r o x i m a t i o n sa n db o u n d s by u s i n g t h e c o n c e p t s o f s u c c e s s p a t h s ( o r tie sets)
andcut sets. Furtherdiscussionofboundsandapproximations are given by Messinger
[Ref.7-15]. A fewof t h e more i m p o r t a n t r e s u l t s are g i v e n h e r e .
The s u c c e s sp r o b a b i l i t yo f a s y s t e m ,t y p i c a l l yc a l l e dt h es y s t e mr e l i a b i l i t y , is
d e f i n e d as t h e p r o b a b i l i t y o f s u c c e s s f u l f u n c t i o n of a l l o f t h e e l e m e n t s i n a t least
"
one -
tie set ortheprobabilitythat a l l c u t s e t s are good. A t i e s e t o rs u c c e s sp a t h
is a d i r e c t e d p a t h f r o m i n p u t t o o u t p u t as i n d i c a t e d i n t h e s i m p l e s y s t e m i n F i g . 7-3.
The t i e sets o rs u c c e s sp a t h s are 2 , 5; 1, 3 , 5; and 1, 4 , 5, respectively. A cut
-
set is a s e t of e l e m e n t s w h i c h l i t e r a l l y c u t s a l l s u c c e s s p a t h s o r t i e sets. One
i s normallyinterestedintheminimalcut s e t ; i. e., t h e smallest o r minimal s e t
70
Table 7-1
Programs in the Reliability Prediction Area
Organizations(0riginator
Program Code Program Description or User/Sponsor) References
CRAM -Computerized Reliability Assessment Method ARINCINASA 7-1
RESCRIPT Not a specific program abut
reliability-oriented Computer Concepts,kc./? 7-2
programming language for prediction
RP-RI -Reliability Prediction of systems by combiningRadiation /?
Inc. 7-3
failure rates
RP-LG -Reliability Prediction
of systems by combining -
Lockheed-Georgia/? 7-4
failure rates
Rp-MEL -Reliability Prediction of systems by -
Marine
programmed Engineering Lab. 7-5
prediction equation
RP-G -Reliability Prediction and Crew Safety Analysis-
GrummanINASA 7-6
for complex aerospace systems from input logic
models
RP-MB -
Reliability Prediction program for computing Martin-Baltimore/?
mission - 7-7
success and crew safety for Gemini Launch Vehicle;
prediction equations required
RP-AF -Reliability.Prediction.ly simulation -
Air Force Institute of 7-8
Technology
SOAR-I1 Special purpose program for prediction of Apollo
GE-Tempo/NASA 7-9
mission success by simulation
RAPID -Reliability Analysis and Erediction Lear Siegler/NASA
Independent
of Distributions
ARM4 -Automatic Reliability Mathematical Model NAA/? 7-10
RP-NAA Reliability Erediction of space vehicle by -
-Monte NAA/NASA 7-11
Carlo simulation
SFRS-W -Simulation of Failure-Responsive Systems -
Westinghouse/NASA 7-12
Rbl4-SBC -Reliability program; computer success probability
-
Service Bureau gorp. 7-13
several components; different distributions; in-
cludes correlation between lifetimes
R1116-SBC Reliability program; computer system reliability -
Service Bureau
corp. 7-13
estimates of components
MARS EP -Mathematical Automated Reliability and SafetyMathematicaISandia 7-14
-Evaluation Program
Equivalently the unreliability is expressed as
1 - R = P{fl *
-
T~ ... TI I= P i a l l t i e sets are bad) (7-3)
or
1- R = PIE1 + c2 ... + E J I=
P t a t least one cut s e t is bad}.
(7-4)
I
i
L l = E PITi) - E PITi Ti 1 . (7-8)
i <i 1 2
1 2
= C PITi } - E PIT. T . 1 +
1 i <i I1 I 2
1 2 I L 3
1- R 2 EPt-6 1
j
or
R 2 1 - EPEE 1 = R , 2 (7-10)
j
R 2 1 - EPtc.1
J
+ E P{c. C . 1
= Rv3
(7-11)
j l<j J1 J2
73
PIT1) = P(2 5 ) = 0.8428
and
1 - 0.00056
-
Rv
l = P{Ti) > 1 ( n ou ts e f ua ls 2 1.)
= 0.2848
%2 = 1 - P{E.I = 1 - 0.03036
0.96964
J
Rv3 = 1 - 03036 + 0.00024 = 0.96988.
As s t a t e d by Messinger[Ref.7-15]theboundsbased on t h e c u t s sets a r e b e s t i n
the high reliability region and thosebased on t h e t i e s e t s are b e s t i n t h e low
reliabilityregion. Hence t h e bounds 1$2 and RV3 a r e t h e p r e f e r r e d bounds i n t h e
aboveexample and.%inthiscasesaves nocomputation as i t i s t h e e x a c t p r o b a b i l i t y
2
of s y s t e m s u c c e s s , as t h e r e a r e o n l y t h r e e t i e sets and t h e bound u s e s a l l c o m b i n a t i o n s
of t i e sets up t o and i n c l u d i n g t h r e e sets.
I n more g e n e r a l p r o b l e m s i n w h i c h t h e r e are J c u t sets t h e number of terms t o
beobtainedinthelower andupperboundscomputations a r e J andJ(J-1)/2respectively.
J
T h i s i s compared t o 2 -1 terms o b t a i n e d by e x p a n d i n ge i t h e r Eq. (7-1) o r (7-4) u s i n g
t i e sets o r c u t sets r e s p e c t i v e l y .
Program D e s c r i p t i o n
Thebounds forsystemreliability,previouslydiscussed,areobtained from cal-
c u l a t i o n sw h i c h are b a s e do nc u t sets. T h i sp r o g r a mc a l c u l a t e su p p e r andlowerbounds
74
u s i n gt h ep r o b a b i l i t i e so fs u c c e s s of each item i n t h e s y s t e m . The program is w r i t t e n
i n FORTRAN. A flowdiagram is giveninFig. 7-4;aprogram l i s t i n g is i n Appendix B.
Inputsimplicity is o n e o f t h e f e a t u r e s of t h i s program.Theuserneedonly
supply the success probabilities and a p r e c e d e n c e list f o r e a c h item i n t h e s y s t e m .
The precedence i s e s t a b l i s h e d by f e e d i n g t o t h e c o m p u t e r v i a c a r d s a l i s t of items
r e s p o n s i b l et ot h ei - t h item. Table 7-2 shows an e x a m p l ec o r r e s p o n d i n gt ot h e relia-
bilitylogicdiagraminFig. 7-3.
The a l g o r i t h m is notcomplex,but is r a t h e r a series o fs i m p l es t e p s .T h e s e
s t e p si no r d e r are: r e a dt h ep r e c e d e n c e l i s t , d e v e l o pt h e t i e sets, d e v e l o pt h e
c u t sets, and c a l c u l a t e t h e bounds.
The precedence l i s t i s c o n v e r t e d t o t h e s u c c e s s p a t h s o r t i e sets by a s u b r o u t i n e
called PATH.
* The arguments are: N, number of items i nt h es y s t e m ; NP, number of
s u c c e s sp a t h sf o u n d ; IP, t h ea r r a yo ft h es u c c e s sp a t h s . The precedence l i s t i s r e a d
by t h e PATH s u b r o u t i n e ; i t s format i s d i s c u s s e du n d e rt h ei n p u td e s c r i p t i o n .A f t e r
beingprintedthepaths a r e c o n v e r t e dt o a Boolean a r r a y of z e r o s and o n e s , a n d t h e
c u t sets are developed by theproceduregivenbelow. When t h e c u t sets are a v a i l a b l e
t h e bounds are c a l c u l a t e d by a p r o c e d u r e in Ref. 7-15.
Generationof Cut S e t s
A simple procedure using Boolean logic is u s e d f o r o b t a i n i n g a matrix identifying
t h em i n i m a lc u t s of t h es y s t e mf r o mo n ec o n t a i n i n gt h ep a t h s . L e t thepathmatrixbe
T a b l e 7-2
Precedence L i s t f o r Program Input
1 IN -1
2 IN -1
3 1 1
4 1 1
5 2, 3, 4 2 , 3, 4
OUT 5 20
75
Read t h e number of elements and the pro-
abilitv of success of each
list foreachelement
anddeterminethe
p a t h s i n an a r r a y
c a l l e d IP
I
Do 'a m a t r i x
"multiplication"
usingthelogical - -- - - Return
"OR" s t a t e m e n t t o
c a l c u l a t e IP?
Comment: The p a t h sa r ed e t e r m i n e d
Determinethe s i m p l e by element number i n r e v e r s e o r d e r ;
anddoubleelement t h e r e f o r e , t h e program c o r r e c t s t h e
c u t s by l o o k i n g a t
o r d e rf o ro u t p u tp u r p o s e s andforms
IPP array a Boolean matrix whereby the paths
a r e t h e rows.
Determine t r i p l e
e l e m e n tc u t s by
p e r f o r m i n gt h e
"OR" o p e r a t i o n
on a l l p o s s i b l e
t r i p l e products
76
1 0 1 0 1
P = 0 1 0 0 1
1 0 0 1 1
t h ec o r r e s p o n d i n ge l e m e n t c i s a s i n g l ee l e m e n tc u t .I f P = 0 f o r some i i n each
paththenthere are no s i n g l e e l e m e n t c u t s andonemustproceed tolookfor two
elementcuts.
For two e l e m e n t c u t s c o n s i d e r f o r c # d
PC + Pd = 1, f o r a l l i=1,2,...,n,
i i
77
Input and Program Limitations
There are t h r e e b a s i c i n p u t s t o t h e program.The i n p u tv a r i a b l e s are N, t h e
number o f items i n t h e s y s t e m , PROB, t h e p r o b a b i l i t i e s o f s u c c e s s of e a c h item,
IACTIV, t h e i - t h item, and IPRED, t h ei t e m ( s )i m m e d i a t e l yp r e c e d i n gt h e IACTIV item.
The l i m i t on t h e number, N , of items is 20 n o t i n c l u d i n g t h e e n d p o i n t s ; f o r N
t h ef o r m a t is (15).There i s no limit on PROB; however,each item shouldhave
s p e c i f i e d a p r o b a b i l i t yo fs u c c e s s ;f o r m a t i s (8E10.4).
IACTIV and IPRED are v a r i a b l e sa s s o c i a t e dw i t ht h ep r e c e d e n c e list. IACTIV
is t h e item a c t i v e l y u n d e r c o n s i d e r a t i o n , and IPRED i s a v e c t o r of items t h a t p r e c e d e
t h e item IACTIV. Ifthe item I A C T I V is preceded by t h e i n p u t p o i n t IPRED i s t h e s i n g l e
number -1, and i f succeeded by t h eo u t p u tp o i n t i t is t h e number20. I A C T I V may be
any number up through20;the IPRED v e c t o r may have a t most 9 numbers.There will
be N + l i n p u t c a r d s , o n e f o r e a c h e l e m e n t i n t h e l o g i c m o d e l andone for the output
n o d e ;t h ei n p u te l e m e n tf o r m a t i s (1015).
output
The o u t p u t i s b r i e f and e a s i l y r e a d . I n p u t p r o b a b i l i t i e s are p r i n t e d and followed
by t h e t i e s e t s and c u t sets.
Sincethecalculationfor bounds is done by adding terms t o a series witheach
new term r e s u l t i n g i n a new bound, e i t h e r l o w e r o r u p p e r ,t h e bounds a r e g i v e n a t
e a c hs t e pw i t ht h ea p p r o p r i a t e l a s t term shown. For small systemstheexactsystem
r e l i a b i l i t y is c a l c u l a t e db e f o r et h ep r o g r a m i s terminated.
Example:The example i n F i g . 7-3 is used.
The p a t h m a t r i x i s g i v e n by
1 2 3 4 5 Paths
"-"""""
1 0 1 0 1 1,3,5
P = 0 1 0 0 1 2Y5
1 0 0 1 1 1,4,5
and t h e c u t m a t r i x by
1 2 3 4 5 cuts
0 0 0 0 1 5
c = 1 1 0 0 0 1,2
0 1 1 1 0 2,3,4
T h et h r e ec u t s are t h u s 5;l and 2; and 2 , 3 , and 4. Theupperandlowerbounds are
o b t a i n e d as i n d i c a t e di nt h ep r e v i o u sd i s c u s s i o n . The program r e s u l t s as shown i n
T a b l e 7-3. h a v e b e e n r e t y p e d f r o m t h e c o m p u t e r p r i n t o u t .
T a b l e 7-3
ELEMENT PROBABILITY
NUMBER OF SUCCESS
.9300
.8600
.9200
.9500
.9800
ELEMENT
PATH NUMBER5
2 5
1 3 5
1 4 5
CUT SETS ( 3)
1 5
2 1 2
3 2 3 4
79
F i g u r e 7-5. SystemDiagram f o r Bounds Program Example 2
w
Example 2
The system shown i n F i g . 7-5 i s used; i t i s a r e l a t i v e l y complex s e r i e s - p a r a l l e l
network. The i n p u tt ot h es y s t e m is a t t h el e f t of t h ef i g u r e . As canbeseenfrom
thefigure,there a r e many p o s s i b l es u c c e s sp a t h st h r o u g ht h es y s t e m , andhand calcu-
lationofsystemreliability would be a t b e s t v e r y t e d i o u s . The r e l i a b i l i t y of each
element is g i v e ni nT a b l e 7-4. A s r e q u i r e d by t h ep r o g r a m ,e l e m e n tf a i l u r e s are
assumed independent. The boundsprogram p r i n t o u tf o l l o w s . A s c a nb es e e n from t h e
last two l i n e s of t h e p r i n t o u t , t h e programhas bounded t h es y s t e mr e l i a b i l i t y .S i n c e
theupperandlowerboundshaveconvergedtothe same v a l u e ,0 . 9 7 7 2 6 ,t h i sv a l u e is
thesystemreliabilityto5-placeaccuracy.
T a b l e 7-4
R e l i a b i l i t i e s ofElements i nF i g . 7-5
E l . No. 1 2 3 4 5 6 7 8 9 10 111 3 1 2 1 4 16 15
Rel. .80 .80 .90
.85
.75
.87
-82
.82
.89 .88 .85 .85 .85
.75
.70
80
Table 7-5
Program P r i n t o u t f o r Example 2
B Q U N ' . J S F U N S Y S T E M K ~ L I A B I L I I Y
C I H C U I T C O N T A I N > 16 ELEHtNTS
PHOBA&ILITY
(iF SUCCESS
1 .8000
2 .moo
3 .9oao
4 ,0500
5 .7500
6 .8700
i ,8200
8 .8200
9 8900
10 ,8800
11 ,8500
12 ,8500
13 .8501r
14 .7bOU
15 .7LiOb
16 .7000
1 1 4 7 9 11
2 1 4 7 9 12
3 1 4 7 9 13
4 1 4 14 15
5 1 4 14 16
0 1 4 10 11
7 1 4 10 12
8 1 4 10 13
9 1 4 8 9 11
Table 7-5 (Cont d)
10 1 4 R Y 12
11 1 4 8 9 13
12 1 5 14 15
13 3 6 14 15 I-.
14 1 5 14 16
15 3 6 14 16
16 1 5 10 11
17 3 6 10. 11
3 6 10 12
1 5 10 13
3 6 10 13
1 5 7 9 11
3 6 7 9 11
1 5 7 9 12
3 6 7 9 12
1 5 7 9 13
3 6 7 Y 13
2 4 14 15
2 4 14 16
2 4 10 11
2 4 10 12
2 4 10 13
1 5 8 9 11
3 6 8 9 11
1 5 8 Y 12
3 6 0 9 12
1 5 8 9 13
3 4 0 9 13
2 5 14 15
2 5 14 16
2 5 10 11
2 5 10 12
2 5 10 13
2 4 7 9 11
2 4 7 9 12
2 4 7 9 13
2 4 8 9 11
2 4 8 Y 12
2 4 8 Y 13
Table 7-5 (Continued)
50 2 5 7 9 11
51 2 5 7 9 12
52 2 5 7 9 13
53 2 5 8 9 11
5s 2 5 8 9 12
55 2 5 8 9 13
CUT skTS( 1u
1 1 2 3
2 1 2 6
3 3 4 5
4 4 5 6
5 9 10 14
6 7 8 10 14
7 9 10 15 16
8 11 12 13 14
9 7 8 10 15 16
I
7.3.2. R e l i a b i l i t y C o s t Trade-Of f Analysis Program
The % l i a b i l i t y C o s t x r a d e - o f f A n a l y s i s (RECTA) p r o g r a m o b t a i n s an optimumcon-
figurationfor a s y s t e n ic o n t a i n i n gs p a r e , active andstandbycomponents. The system
configurationinitiallycontains no r e d u n d a n c y i n v o l v i n g i d e n t i c a l e l e m e n t s , b u t may
haveredundant elements with d i f f e r e n t f a i l u r e - r a t e c h a r a c t e r i s t i c s . T h i s program
combines some of the f e a t u r e s o f t h o s e d e s c r i b e d i n Refs. 7-16 and 7-17. Theprogram
is l i s t e d i n Appendix C.
The main f e a t u r e o f t h e program is a s u b r o u t i n e w h i c h c a l c u l a t e s t h e r e l i a b i l i t y
of a n e l e m e n t c o n t a i n i n g :
(1) n i d e n t i c a la c t i v ep a r a l l e l items, a t l e a s t n ofwhichmustoperate,
0
(2) m i d e n t i c a l spares, and
(3) r i d e n t i c a ls t a n d b yr e d u n d a n t items.
The c o m p u t a t i o n a s s u m e s i n d e p e n d e n c e a n d t h e e x p o n e n t i a l f a i l u r e time d i s t r i b u t i o n .
Volume I V - Prediction of this series c o n t a i n s a c o m p l e t e d e s c r i p t i o n of t h e p r o c e d u r e .
The s y s t e m r e l i a b i l i t y model g i v e s t h e p r o b a b i l i t y of s u c c e s s f u l o p e r a t i o n o f t h e
system i n terms o ft h ee l e m e n tr e l i a b i l i t i e s . The s y s t e m r e l i a b i l i t y is calculated
by a model s u p p l i e d i n a s u b r o u t i n e by t h e u s e r . The u s e r a l s o s u p p l i e s i n d i c a t o r s
f o re a c he l e m e n tf o rt h et y p e s of redundancyhewishes t o c o n s i d e r ; a o n e( 1 )i n d i c a t e s
thattheparticular, formofredundancy i s p e r m i t t e d ,a n d a z e r o (0) i n d i c a t e s t h a t no
items o f t h e p a r t i c u l a r r e d u n d a n c y t y p e may be added.
One a d d i t i o n a l f e a t u r e o f t h e program is t h e h a n d l i n g o f m a j o r i t y v o t i n g l o g i c .
An upper limit i s s u p p l i e d a s t h e i n d i c a t o r i n p u t v a l u e . The items w i l l b ei n c r e -
mented i n s t e p s of 1, 3 , 5, . . ., N where N i s t h e limit provided by t h e u s e r . An ,
* T h i sa l g o r i t h my i e l d sa ni n c o m p l e t eu n d o m i n a t e ds e q u e n c e of o p t i m a l s o l u t i o n s i n
t h e case of a s e r i a l s y s t e m i n i t i a l l y . I n t h e case of n o n s e r i a ls y s t e m st h ep r o c e d u r e
may not y i e l d a n o p t i m a l s e q u e n c e of s o l u t i o n s a l t h o u g h i t would b e e x p e c t e d t o y i e l d
n e a ro p t i m a lc o n f i g u r a t i o n s .S e eR e f .7 - 1 8 c o n c e r n i n gt h i sp o i n tf o r s e r i a l systems.
t h eu s e r ,h a sb e e ns a t i s t i f i e d .F o re x a m p l e , i t may c o n t i n u e u n t i l t h e i n c r e a s e i n
r e l i a b i l i t y i s less t h a n 0.001.
By v i r t u e of t h e i n d i c a t o r s a featureofthis programwhich is n o t o b v i o u s is"
t h a t i t canbeusedfor a spares allocation procedure based on either one of two
criteria:
(1) m i n i m i z es t o c k o u tp r o b a b i l i t ys u b j e c tt o a g i v e nc o s t ,o r
(2) maximizesystem reliabilitysubjectto a g i v e nc o s t .
In the l a t t e r c a s et h es y s t e mc o n f i g u r a t i o n is used i n t h e r e l i a b i l i t y c o m p u t a t i o n
whereas i n t h e f o r m e r t h e e l e m e n t s are c o n s i d e r e d t o b e i n series.
I n p u tD e s c r i p t i o n
The i n p u t i s s t r a i g h t f o r w a r dw i t ho n eo p t i o n a li n p u t . A b r i e fe x p l a n a t i o n is
g i v e nf o re a c hi n p u tc a r da n d i t s variables;these are followed by anexample.
The f i r s t two c a r d s i d e n t i f y t h e s y s t e m b e i n g a n a l y z e d w i t h t h e f i r s t c a r d
having two systemparameters NEL and CONVG. NEL i s t h e number ofelements inthe
systemand CONVG i s t h es y s t e mr e l i a b i l i t yc o n v e r g e n c ec r i t e r i o n . When t h e i n c r e a s e
i n r e l i a b i l i t y i s less t h a n CONVG t h e programbranchestoread new d a t a . The second
cardhasanidentificationfortheproblembeingrun;all 80 columns may beusedand
themessage is notrestrictedastotype of c h a r a c t e r s .
The i n f o r m a t i o nf o re a c he l e m e n t is nextreadintheorderspecifiedinthe
systemmodel. The elementparameters a r e d e f i n e di nt h ef o l l o w i n gt a b l e .
T a b l e 7-6
I n p u t Card V a r i a b l e Names
Variable Identification
Card 1 TIME Length of mission
FRATE Failure rate
RELSW Switch r e l i a b i l i t y
ELCST A c t i v e item c o s t
SPCST Spare cost
SWCST Switchcost
RSCST Redundantstandbycost
NO Minimum number of items n e c e s s a r y
foroperation
Card 2 N
ID I n d i c a t o r s oftypeofredundancy
permitted
INPRM I n i t i a l number of items i n t h e
syst e m .
85
The o p t i o n m e n t i o n e d a b o v e c o n c e r n s t h e v a r i a b l e N
ID which may i n d i c a t e m a j o r i t y
v o t i n g .I ft h i s is d e s i r e da nu p p e r limit i s i n s e r t e d as t h ei n d i c a t o r . The program
w i l l eliminate the particular variable from consideration when i t h a s b u i l t up t o t h e
specified l i m i t . The m a j o r i t y v o t i n g a p p l i e s t o a c t i v e items o n l y .
Table 7-7
Example of InputCards
9.1000E-02
,MAJORITY VOTING LOGIC WITH REDUNDANT STANDBYS I N THE LAST TWO ELEMENTS
.1000E 03
-51303-03
.9900E 0 0 . .2000E 0 1 .2000E 01 .2000E 00 .2000E 0 1 1
3 0 0 1 0 0
.1000E 03 .5130E-03
.9900E 00 .2000E 0 1 .2000E 01 .2000E 00 .2000E 01 1
3 0 0 1 0 0
.1000E
03
.5130E-03
.9900E 00 .2000E 01 .2000E 01 .2000E 00 .2000E 01 1
3 0 0 1 0 0
.1000E
03
.5130E-03
.9900E 00 .2000E 0 1 .2000E 01 .2000E 00 .2000E 01 1
3 0 0 1 0 0
.1054E-02 .1000E 03 .1000E 02 1
3 0 0 1 0 0
.
.4000E .1054E-02
lOOOE 03 01 1
3 0 0 1 0 0
00E .1054E-02 .1000E 03 01 1
3 0 0 1 0 0
.1000E 03
.6931E-02
.9900E 00 .1000E 03
.1000E 03 .1000E 02
.1000E
03 1
3 0 1 1 0 0
.1000E
03
.2877E-02
.9900E 00 .30QCIE 02
.3000E
02
.3000E 01 .3000E
02 1
3 0 1 1 0 0
OutputDescription
Initial values of t h e p a r a m e t e r s and o t h e r p e r t i n e n t i n f o r m a t i o n a b o u t t h e s y s t e m
c o s t are p r i n t e d f i r s t f o r i d e n t i f i c a t i o n . The i n i t i a l r e l i a b i l i t y is calculated
and p r i n t e df o re a c he l e m e n ts e p a r a t e l y .T h i s i s followed by a summary of theelement
i n f o r m a t i o n and t h e s y s t e m r e l i a b i l i t y and c o s t f o r a systemconsisting ofno
redundancy.
The i t e r a t i o n b e g i n s by p r i n t i n g t h e e l e m e n t r e l i a b i l i t y w i t h o n e i t e m a d d e d
wheredesignated by i n d i c a t o r s . One of t h e s ea d d i t i o n s( s p a r e ,s t a n d b y ,o ra c t i v e
parallel) is selectedforthe optimum c o n f i g u r a t i o n w i t h r e s p e c t t o r e l i a b i l i t y and
cost. The r e l i a b i l i t y of t h i s same element i s c a l c u l a t e dw i t ho n ea d d i t i o n a l i t e m of
redundancyofeachtypepermitted. The r a t i o s of i n c r e a s e i n r e l i a b i l i t y t o i n c r e a s e
86
o fc o s t are compared f o r t h i s e l e m e n t and o t h e r s c a l c u l a t e d earlier f o r t h e optimum
configuration a t t h i ss t a g e . When t h e optimum is f o u n d t h e i n f o r m a t i o n f o r t h i s
s t e p i s p r i n t e d and t h e programproceeds t o t h e next s t e p . Theprogram repeatsthe
aboveprocedureaddingoneredundant item a t a time t o a s e l e c t e d e l e m e n t u n t i l t h e
convergencerequirement is m e t .
3 major steps in RECTA are summarizedbelow.
I n i t i a ls t e p :d a t a is r e a d a n d t h e r e l i a b i l i t y is c a l c u l a t e df o re a c h
element a t i t s i n i t i a l state. The i n i t i a l s y s t e m r e l i a b i l i t y and c o s t are
alsocalculated.
I n t e r m e d i a t es t e p :e a c h item of eachelementthat i s allowed t o v a r y is
i n c r e m e n t e ds e p a r a t e l ya n dt h ei n c r e a s e si nr e l i a b i l i t ya n dc o s t of t h e
system a r e c a l c u l a t e d .
I t e r a t i o nl o o p :t h el o o pb e g i n s by c h o o s i n gt h ec o n f i g u r a t i o ng e n e r a t e d
intheintermediatestepthatyieldsthebestcost-reliabilitytrade-off.
The item t h a t i s added t ot h es y s t e m is t h e n r e p l a c e d i n t h e i n t e r m e d i a t e
s t a t e by i t s n e x ti n c r e m e n t ;t h u s ,t h ei n t e r m e d i a t es t a t ea l w a y s i s one
s t e p ahead of t h e s y s t e m c o n f i g u r a t i o n .
p r o g r a mc o n t i n u e st oq u e r yt h ei n t e r m e d i a t ev a l u e s andaddcomponents until
thesystemreliabilitysatisfiestheconvergencecriterion.
Example
Thisexample is a s i m p l i f i e d b l o c k d i a g r a m of a c o m p u t e r c o n t a i n i n g n i n e (9)
b l o c k s( e l e m e n t s ) assumed t o b e i n series l o g i c , as shown i nF i g . 7-6. A l l elements
87
Table 7-8
RECTA Program Example
o99000
.9YOOO
-99090
2.00
2 .OU
2.0u
2.00
2.00
2.00
.
2.00
2 0.u
2.00
20
20
20
e99000 2.00 2.00 2. ou ao
0.00000 10.09 0;oo 0 .ou O*QO
0 .ouooo 4 *OU 0.00 0 000 0 *a0
0 .ooooo 4.00 0 :on 0 .ou 0.00
03
e99000 lUO*OU 1oo;oo 1oo.ou 10 .PO
03 .99000 JO.0U 30 0.00 30.00 3.p0
Table 7-8 (Cont 'd)
"""_""""~""""""
,949YYJ
,949Y9.5
,949993
..
949Y93
a99963
BY9963
.8Y9Y63
,500023
749Y87
Table 7-8 (Cont'd)
""""""""-"""""""~"""""""""""
KkLIARILlTY
tS'fIHATES FOH E L t H t N T 9 CUNlAININb
STAND~Y RtL,
U ,843731E 0
1
1
0
1
.YYOO
OU29
100.0
STAIQDOY RtL.
II e749987E 0
1 ,965755E U
Table 7-8 (Cont'd)
d 0 0 .992/44
1 Li 0
1 0 0
1 u 0
A 0 0
1 0 0
1 U 0
1 U 0
1 0 0
References
7-3. House , J. F. ; a n dL a C a p r a ,J o h n :S y s t e m sR e l . i a b i l i t yA n a l y s i sa n dP r e d i c t i o n
t h r o u g ht h eA p p l i c a t i o no f a D i g i t a l Computer.Presented a t National
Symposium onSpaceElectronicsandTelemetry, M i a m i Beach,Florida,1962.
93
8. Testing
Many o f t h e r e s u l t s o f e x p e r i m e n t a l p r o g r a m s c a n b e a n a l y z e d b y g r a p h i c a l t e c h n i q u e s
such as drawing a c u r v e by freehand through a set o f d a t a p o i n t s , o r bycomparing a
t e s t ,measurementwith a p h y s i c a lr e q u i r e m e n t .T h e s ep a r t i c u l a rm e t h o d so fa n a l y s e s
do n o tr e q u i r ef o r m a lc o m p u t a t i o n by t h e u s e o f a d i g i t a l computer.However,it is
not unusual in typical experimental programs to encounter situations in which one is
measuringseveralperformanceattributesand as many as 1 0 o r more i n d e p e n d e n t v a r i a b l e s
such as p a r t c h a r a c t e r i s t i c s and -environmental stresses. I no r d e rt oa n a l y z ed a t ao f
thiscomplexity i t i s u s u a l l yn e c e s s a r yt ou s ed i g i t a lc o m p u t e rp r o g r a m sw h i c h are
already available.
Inaddition,one is o f t e n f a c e d w i t h t h e p r o b l e m o f e s t i m a t i n g t h e p a r a m e t e r s
of l i f e d i s t r i b u t i o n s on t h e b a s i s of anobservedsampleof items p l a c e d on t e s t f o r
a f i x e d test time. I no r d e rt oh a v et h ec a p a b i l i t yo fd e s c r i b i n gt h e s ed a t a bymeans
ofone o r more of t h e many f a i l u r e - t i m e d i s t r i b u t i o n s , i t i s c o n v e n i e n tt oh a v e com-
puterprogramstoperformthetediousanalyses.
Inthissectionthecomputationalapproaches are s u b d i v i d e d i n t o t h o s e w h i c h
p e r t a i nt o :( 1 )a t t r i b u t ed a t a ,( 2 )v a r i a b l e sd a t a , and ( 3 ) s t r e s s - s t r e n g t hm e a s u r e -
ments. By a t t r i b u t e d a t a w e mean s i m p l yt h a tt h eo b s e r v a t i o n ofanexperiment is
c l a s s i f i e d as a f a i l u r e o r n o n f a i l u r e , o r i n a case of a performancemeasurement that
t h eo b s e r v a t i o n is c l a s s i f i e d as go o r no-go. I nt h e l a t t e r c a s e ,t h er e g i o n of
o b s e r v a t i o n s is s u b d i v i d e d i n t o two d i s j o i n t r e g i o n s ; t h e a c c e p t a b l e p e r f o r m a n c e
r e g i o na n dt h en o n a c c e p t a b l er e g i o n - . By v a r i a b l e s d a t a w e mean observationswhich
cantakeonanyoneof a s e t o fv a l u e so v e r a g i v e nr a n g eo fv a l u e s . The t h i r d
c a t e g o r y ,s t r e s s - s t r e n g t hm e a s u r e m e n t si n c l u d e ss t r e s s - a t - f a i l u r ed a t a ,s u c h as would
b eo b t a i n e di n a t e n s i l e test of a p a r t i c u l a r metal specimen. I t a l s oi n c l u d e st h ?
dataresultingfromsensitivitytesting,wherean item i s p l a c e d on t e s t a t a f i x e d
stress l e v e l and test r e s u l t s r e c o r d e d as a f a i l u r e o r a n o n f a i 1 u r e . T a b l e 8-1 summarizes
the results of t h i s s e c t i o n w i t h r e s p e c t t o t h e t y p e of d a t a and t h e a s s o c i a t e d
problems.Table 8-2 c o n t a i n s a l i s t i n g of thecomputerprogramswhich may b e h e l p f u l
insolvingthecorrespondingproblems.
8.1 A t t r i b u t e Data
The t y p i c a l c o m p u t a t i o n a l p r o b l e m s a s s o c i a t e d w i t h a t t r i b u t e d a t a are t o p r o v i d e
s a m p l i n gp l a n sa n dt h e i ro p e r a t i n gc h a r a c t e r i s t i c s and t o o b t a i n c o n f i d e n c e limits
f o rt h et r u ep r o p o r t i o no fn o n f a i l u r e s( o r "go" i t e m s ) . Bothof t h e s ep r o b l e m su s u a l l y
are s o l v e du s i n gt h eb i n o m i a ld i s t r i b u t i o n .
* It is n e c e s s a r yt o sum s e v e r a l terms
of t h i s d i s t r i b u t i o n i n o r d e r t o o b t a i n t h e p r o b a b i l i t y t h a t a givensamplingplan
94
Table 8-1
Categories of Testing Data and Associated Computational Problems
(Testing 1
Results
Attribute Data
Failure or nonf ailure
I
r Stress-Strength Measurement
Sensitivity Data
=
Go-no go
Failure-time Data
95
T a b l e 8-2
T e s t i n g - R e l a t e d Computer ProgramswithCorrespondingProblem Areas
1. A t t r i b u t e Data
A. L i b r a r y of
Programs
(1). BMD (Ref. 8-16)
(2) STAT-PACK (Ref. 8-7).
2. V a r i a b l e s Data
X
0
where
x i s t ho
ebserved number o f a i l u r e s ,
0
is theupperconfidence limit,
PU
n is t h e number
of items i nt h es a m p l e ,
l-a i s t h ec o n f i d e n c el e v e l , and
a is t h er i s k of n o ti n c l u d i n gt h et r u ep r o p o r t i o no fd e f e c t i v e s
i nt h ec o n f i d e n c ei n t e r v a l 0 < p < p f o r p t h et r u ep r o p o r t i o n
U
of f a i l u r e s .
This equation can be solved by a n i t e r a t i o n p r o c e d u r e u s i n g t h e i n c o m p l e t e Beta
f u n c t i o n ofone of t h e t r a n s f o r m e d d i s t r i b u t i o n s s u c h as t h e v a r i a n c e r a t i o of an F
distribution. A programcan e a s i l yb ew r i t t e nt op e r f o r mt h er e q u i r e dc o m p u t a t i o n
i f o n es u p p l i e s as i n p u t s t h e n e c e s s a r y v a l u e s of t h e F d i s t r i b u t i o n o r i f onepro-
videsanapproximatingfunctiontothe F distributionforeachpossiblecombination
of i t s two parameters.The l a t t e r procedure would r e q u i r e c o n s i d e r a b l e i n p u t so a
simplerprocedurewouldbetosolvetheequation by a d i r e c t i t e r a t i o n p r o c e d u r e .
97
I
8.2 V a r i a b l e s Data
It i s c o n v e n i e n t i n t h i s s e c t i o n t o d i v i d e t h e v a r i a b l e s d a t a . i n t o t h e t h r e e
categories:
( 1f)a i l u r e - t i mde a t a ,
(2) performancemeasurements a t d i s c r e t et i m e ( s ) , and
(3) continuousrecordingofperformancemeasurements.
Thisclassificationofvariablesdata is made p r i m a r i l y f o r t h e c o n v e n i e n c e o f t h e
computationalprocedures;computerprogramsassociatedwiththeanalysesdonot
necessarilymatchtheclassificationof tests d e s c r i b e d i n V o l . I11 - T e s t i n go f
t h i s series. F o re x a m p l e ,t h e breakdownof performancemeasurements i n t ot h e two
c a t e g o r i e s ,d i s c r e t ev e r s u sc o n t i n u o u s ,c o r r e s p o n d st ot h ed i g i t a lv e r s u sa n a l o g
recordingmechanisms.Althoughboththesetypesofmeasurements are u s e d f o r t h e
same g e n e r a l p u r p o s e , t h e a n a l y t i c a l methods are q u i t e d i f f e r e n t .
8.2.1
Failure-time Data
I f a sampleof items are placedon t e s t f o r a f i x e d t e s t time o r u n t i l a
s p e c i f i e d number of f a i l u r e s h a s o c c u r r e d , t h e test r e s u l t s c o n s i s t of a s e t of
f a i l u r e times f o r t h e f a i l e d items and t h e t e r m i n a t e d test time f o r a l l items which
h a v en o tf a i l e d . I t is u s u a l l yd e s i r e d t o p r e d i c t , on t h eb a s i so ft h e s ed a t a ,t h e
behaviorof a l a r g ec o l l e c t i o no fi t e m st ob eu s e du n d e rs i m i l a rc o n d i t i o n s . When
p e r f o r m i n gt h i sp r e d i c t i o n ,c e r t a i np r o b l e m sm u s tb ec o n s i d e r e d :
( 1 )d i s c r i m i n a t eb e t w e e nt h ef o r m so ft h el i f ed i s t r i b u t i o n s ,e . g . ,n o r m a l ,
e x p o n e n t i a l ,W e i b u l l ,e t c . ,
(2) t e s t f o r goodnessof f i t w i t ha n assumed d i s t r i b u t i o nf o r m ,
(3) estimate t h ep a r a m e t e r so ft h ed i s t r i b u t i o n ,e . g . ,t h ef a i l u r e rate
parameter i n t h e case o f t h e e x p o n e n t i a l d i s t r i b u t i o n ,
( 4 )e s t i m a t ec h a r a c t e r i s t i c s of t h ef a i l u r er a t ed i s t r i b u t i o n ,
(5) p r o v i d et e s t i n gp l a n sa n dt h e i ra s s o c i a t e do p e r a t i n gc h a r a c t e r i s t i c s ,a n d
(6) c h e c kc o n s i s t e n c yo fo b s e r v e dd a t aw i t hc o n t r a c t u a lr e q u i r e m e n t s .
Some t e c h n i q u e s f o r d i s c r i m i n a t i n g b e t w e e n t h e f o r m s o f t h e l i f e d i s t r i b u t i o n s
havebeengiven intheliterature,for example, see R e f s . 8-4 and 8-5. Howeveryit
i s p o s s i b l e t o compute c r i t e r i a f o r g o o d n e s s - o f - f i t f o r e a c h o f t h e d i s t r i b u t i o n s
and select t h e p a r t i c u l a r f o r mg i v i n gt h eb e s tv a l u e of t h i s measure. Some s t a t i s t i c a l
programs a r e a v a i l a b l e f o r p e r f o r m i n g a goodness-of-fit,namely:
(1) Kolomogorov-Smirnov t e s t s , and
n
(2) X L tests.
Computer programs f o r t h e s e tests a r e i n c l u d e d i n STAT-PACK [Ref. 8-71. This
p a c k a g eo fp r o g r a m sa p p e a r st ob et h em o s tc o m p r e h e n s i v ep a c k a g ea v a i l a b l e t o date.
98
The programs are written for small to medium size computers
(8K words) and they do
not require any nonstandard features. They are card input and card and/or printer
I1 language. The
output oriented. The programs are written entirely in the FORTRAN
output of each program is lalieled as completely as possible for ease of understanding
by users.
One of the basic problems in comparing distributions is estimating the parameters
of each proposed distribution. Several programs are available for estimating the
parameters of the normal, log-normal, Weibull, gamma, generalized gamma, exponential,
extreme value, and logistic distribution. In particular, an entire series of FORTRAN
computer programs for this purpose are available upon request from the Aerospace
Research Laboratory (ARL), Wright-Patterson Air Force Base, Ohio. In addition to
these programs there is a collection of references describing the parameter estimation
procedures for each of the above distributions. Almost all of these are availabLe
in the published literature [Refs.8-9 through 8-14]. The estimation procedures are
iterative and based on the maximum likelihood method of estimation. Four programs
are included in STAT-PACK for estimating the parameters' of the normal, log-normal,
and the generalized gamma distributions. Some of the above programs include pro-
cedures for estimating the precision of the estimated parameters.
If one is unable to assume a particular form of the distribution, it may be
possible to make an assumption concerning the monotonic behavior of the hazard rate.
For example, this rate may decrease with time for many electronic components. In
such cases it is desirable to estimate the hazard rate at the end of the
A test.
paper appeared recently [Ref.8-151 on this subject and included the listing of a
program for obtaining confidence limits for the estimated failure rate at the termina-
tion of the test under the assumption
of decreasing failure rate.
A great many sampling plans have been provided in the literature under the assump-
tion that the failure time distribution takes on
of one
the many forms given above.
The program is not normally listed in connection with the computations of the
sampling plans; however, it is possible to write these programs in most
by cases
studying the discussions accompanying the tabulated results.
8.2.2 Performance Measurements at Discrete Time(s)
In this section performance measures such as the output or
voltage
the current
gain of an electronic circuit or the "hot spot" temperature in a nuclear reactor
core will be considered.
It is assumed that one wishes to relate these performance
measurements to characteristics of the component parts and the environmental stresses.
Very oftenit is possible to write these relatianships
on the basis of technical
knowledge concerning the circuit. On the other hand, it is sometimes possible
. only
99
to relate the performance to certain part characteristics and environmental stresse
by means ofan analytical expressionin which certain constants or parameters are
, unknown but which can of an experiment. Some of the
be estimated from the results
problems which are typical are:
(1) to estimate unknown constants in the analytical models and obtain estimates
of the precisions of the constants and of the complete model,
(2) to use analytical models to screen out the "bad" components,
( 3 ) .to check the consistency of the observed data with the contractual
requirements, and
(4) to select the parts and their associated characteristics to optimize the
performance of a circuit.
To estimate the unknown constants in the analytical models, one can make use
If a model
any one of many computer programs based on the method of least squares.
is linear in the unknown constants to be estimated there are three basic approach
which have been programmed:
(1) fitting the complete model,
(2) fitting the model by adding on terms one at a time, called step-wise
regression, and
(3) fitting all combinations of linear models taking the variables one at a
time, two at a time, etc.
Several programs are included STAT-PACK
in for the approaches(1) and (2)
given above. Two programs are available for the third approach [Ref. 8-2,
8-31.
In case the model
is nonlinear in the constants to be estimated the least squares
procedure is still applicable, but the method of solution is iterative and based
on one of many possible searching techniques. Several programs have been written
or nonlinear regression problems [Refs. 8-1, 8-71.
In addition to the above men-
tioned programs one will find comparable programs in the CO-OP, and other
SHARE,
of the constants
such computer service systems.In order to estimate the precisions
certain additional computations must be performed, such as obtaining ofthe sum
squares of deviations of the observations from the predicted mean performance values
and inverting matrices. Most of the programs described above include some of these
additional computational features.
One technique used to screen bad components is to obtain a linear discriminati
function with the characteristics of the components.
The coefficients in the linear
function are estimated
'by an approach sinilar to that used in least square problems.
A computer STAT-PACK [Ref. 8-71 is available for performiag this analysis.
program in
Having determined the functional relationship an item is declared good only if, fo
100
I
101
a n a l y s i s and t h eo t h e rp e r f o r m sr e l a t e dc o m p u t a t i o n s .S i m i l a rp r o g r a m s are a v a i l a b l e
throughcomputerserviceorganizations.
8.3 Stress-Strength'Measurements
A g r e a t many t e s t i n g p r o b l e m s f a l l into the category of d e t e r m i n i n g t h e s t r e n g t h
of t h e components t o b e u s e d i n a s y s t e m .A l t h o u g hs t r e n g t h may b e c o n s i d e r e d t o b e
a performancemeasurement in the general sense, i t is t r e a t e d h e r e i n a separate
sectionbecauseofthenature of t h e t e s t i n g p r o b l e m and t h e r e s u l t i n g d a t a .
It i s n o t a l w a y s p o s s i b l e t o p l a c e a n item on t e s t a n d i n c r e a s e t h e s t r e n g t h
i n a c o n t i n u o u s manner u n t i l t h e item f a i l s a n d u s e t h e stress a t t h e t i m e of f a i l u r e
as t h e s t r e n g t h o f t h e item. I n t e s t i n g many components t h e p r o c e d u r e is t o p l a c e
severalitems on t e s t a t e a c h ofseveral stress l e v e l s andobservethe number of
f a i l u r e s a t each stress l e v e l . From t h e s e t e s t r e s u l t so n ec a nd e r i v e a distribution
f u n c t i o nf o rt h ep r o b a b i l i t yo ff a i l u r ev e r s u st h e stress l e v e l . Such t e s t i n g i s
frequentlyreferredtointheliterature as s e n s i t i v i t y t e s t i n g . A largevariety
ofsensitivity tests h a v e b e e n d i s c u s s e d i n t h e l i t e r a t u r e ; t h e s e h a v e b e e n c o n v e n i e n t l y
summarized i n [Ref. 8-61. One of t h e e a r l i e s t s e n s i t i v i t y tests i s a s e q u e n t i a l
p r o c e d u r er e f e r r e dt o as t h eB r u c e t o no rt h e "up and down'' t e s t method. I nt h i st y p e
o fe x p e r i m e n tt h e iterms are t e s t e d o n e a t a time a t a stress l e v e l ; e a c h item t e s t e d
i s dependent on t h er e s p o n s ea n dt h e stress l e v e l o ft h ep r e v i o u s item t e s t e d . Many
variationsofthese tests havebeensuggested, most ofwhich are j u s t d i f f e r e n t pro-
c e d u r e s by whichonedeterminesthe stress l e v e l f o r e a c h item t e s t e d i n terms of
thelevelsusedfor a l l p r e v i o u s tests r a t h e r t h a n j u s t t h e l a s t - t e s t e d item.
Theanalysesofthedataresultingfromsuchexperiments are u s u a l l y q u i t e e a s i l y
performed by manualmethods.Consequently,only a few programs a r e a v a i l a b l e f o r
p e r f o r m i n gt h ea n a l y s e so f test d a t a r e s u l t i n g from s e n s i t i v i t ye x p e r i m e n t s .I n
p a r t i c u l a r , a program f o r a
*
p r o b i ta n a l y s i s is i n c l u d e d i n t h e BMD series ofprograms
[Ref.8-16]andone i n [Ref. 8-61,The l a t t e r r e f e r e n c ei n c l u d e si na d d i t i o n computer
programs f o r Monte C a r l o s i m u l a t i a n o f t h e t e s t r e s u l t s and t h e a n a l y s i s o f p r o p o r t i o n s
offailures by t h e method o f r e v e r s a l s . T h i s l a t t e r method i s f r e q u e n t l y u s e d i n t h e
a n a l y s i so fe x p e r i m e n t si nw h i c ht h e stress l e v e l i s determinedonthebasis of t h e
p r o p o r t i o n of s u c c e s s e so b s e r v e d a t a l l p r e v i o u s stress l e v e l s t e s t e d , and t h ep r o -
p o r t i o n of f a i l u r e s is assumed t o b e e i t h e r a n i n c r e a s i n g o r a d e c r e a s i n gf u n c t i o n
of t h e stress l e v e l .
*The
p r o b i t method i s a n o n s e q u e n t i a l d e s i g n f o r r e l a t i n g r e s p o n s e t o stress
orstimuluslevel.
102
References
8-1. Nelson, A. C.; et. al.: Evaluation of Computer Programs for System Performance
Effectiveness. Progress Report No. 1 (Lab Project 920-72-1, SF-013-14-03,
Task 1604.,.Contract NO0140 66C 0499), Research Triangle Institute, System
Statistics Group.
8-2. Krumbein, W. C.; et. al.: Whirlpool, A Computer Program for Sorting
Out
Independent Variables by Sequential Multiple Linear Regression. Northwestern
1964, AD 611 142.
University, Evanston, Illinois,
8-6. Rothman, D.; Alexander,M. J.; and Zimmerman,J. M. : The Design and Analysis
of Sensitivity Experiments. NASA CR-62026, vols. I and11, May 1965.
8-9. Harter, H. Leon; and Moore, Albert H.: Iterative Maximum-Likelihood Estimation
of the Parameters of Normal Populations from Singly and Doubly Censored
Samples. Biometrika, vol.53, nos. 1 and 2, 1966,pp. 205-213.
8-13. Harter, H. Leon; and Moore, Albert H.: Maximum-Likelihood Estimation of the
Parameters of Gamma and Weibull Populations From Complete and From Censored
Samples. Technometrics, vol.7, no. 4, November 1965.
8-14. Harter, H. Leon: Series Expansions for the Incomplete Gamma Function and Its
Derivatives. Blanch Anniversary Volume,Aerospace Research Labs, Office
of Aerospace Research,U. S . Air Force,February 1967.
103
I
References (Continued)
8-15. Barlow, R. E.; Proschan, Frank;Scheuer, Ernest
M., with an Appendix by
Madansky, Albert: Statistical Estimation Procedures for the "Burn-In"
Process. R"5109-NASA, RAND Corporation, September 1966.
8-16. Dixon, W. J., ed.: Biomedical Computer Programs (BMD). Health Sciences
Computing Facility, Dept. of Preventive Medicine and Public Health, School
Los Angeles, Calif., Jan.1, 1964.
of Medicine, Univ. of Calif.,
104
9. Trends i nD i g i t a l Computation
In previous sections of the report, we have identified and d i s c u s s e d t h e v a r i o u s
a s p e c t s of d e s i g n f o r r e l i a b i l i t y w h e r e t h e computercanprovide assistance. In this
s e c t i o n w e summarize some recent developments in communicating with the computer which
promises t o make i t of much g r e a t e r v a l u e t o t h e s c i e n t i s t and t h ee n g i n e e r .T h e s e
developments are n o t s p e c i f i c a l l y r e l a t e d t o r e l i a b i l i t y , b u t s i n c e t h e y are of a
general nature their impact w i l l certainly be felt in many f u t u r e u s e s o f t h e c o m p u t e r
forreliabilityanalyses.
There are threecomputerdevelopments we wishtodiscuss.First,theuse of
problem-orientedlanguages is c e r t a i n t o s p r e a d as t h e y c o n t i n u e t o b e d e v e l o p e d and
their utility becomes b o t h g r e a t e r andmorewidelyappreciated. The o t h e r two develop-
ments are on-linecomputation a n dc o m p u t e rg r a p h i ci n p u t l o u t p u tc a p a b i l i t i e s ,h e r e
simply called graphics.
Problem-orientedlanguages are a l r e a d yi nw i d eu s e[ R e f s . 9-1 t o 9-41. A problem-
orientedlanguagepermitsthedescription of a broad class ofproblems i n a given
problem area v i a a simple vocabulary comprised of terms f a m i l i a r t o t h e e n g i n e e r w o r k i n g
inthat problem area. F o re x a m p l e ,t h ee l e c t r o n i cc i r c u i ta n a l y s i sp r o g r a m ECAP i n p u t
languageusesforthemostpartthe same n o m e n c l a t u r e t o d e s c r i b e a circuit to be
analyzedthatthecircuitanalysisengineer would u s e t o a n a l y z e t h e c i r c u i t by hand.
A computerprogram w r i t t e n i n a problem-oriented language i s n o t a program i n t h e
o r d i n a r ys e n s e .T h i s i s because i t is r e a l l y j u s t a n unambiguousproblem description
ratherthanthelogicalsequenceofstepsrequiredforthesolution of theproblem.
The s e q u e n c e( i . e . ,t h ea l g o r i t h m )r e q u i r e dt oi m p l e m e n tt h es o l u t i o n of a given
problem is i n c o r p o r a t e d as a p a r t of t h e computerprogram forprocessinginput state-
ments t ot h ep r o b l e m - o r i e n t e dl a n g u a g e ;t h e s ei n p u ts t a t e m e n t s a r e theproblemdescrip-
tion. Thus t h e programmer o rt h ed e s i g n e rd o e sn o tn e e dt ow o r r ya b o u tw h e t h e rh i s
algorithmforsolvingtheproblem is c o r r e c t ; h e n e e d o n l y w o r r y t h a t h i s p r o b l e m is
p r o p e r l y andunambiguously stated.Problem-orientedlanguageshavealreadybeen
d e v e l o p e df o ru s ei nd e s i g n i n gc h e m i c a lp r o c e s s i n gp l a n t s[ R e f . 9-11, structures
[Ref. 9-21, and e l e c t r i c a lc i r c u i t s[ R e f s . 9-1, 9-3,and 9-41.
The o n l y r e s p o n s i b i l i t y o f t h e p r o b l e m - o r i e n t e d l a n g u a g e u s e r is t h a t h e know
t h es y n t a xo ft h ep r o b l e m - o r i e n t e dl a n g u a g e and some s i m p l e r u l e s c o n c e r n i n g t h e o r d e r i n g
of t h es t a t e m e n t sw h i c hd e s c r i b et h ep r o b l e mh e i s solving. To summarize, t h e problem-
o r i e n t e dl a n g u a g e i s simply a s p e c i a l programwhichallows as i n p u t t h e unambiguous
d e s c r i p t i o n of a p a r t i c u l a r p r o b l e m s u i t e d t o t h a t l a n g u a g e a n d t h e a s s o c i a t e d d a t a
r e q u i r e df o rs o l u t i o no ft h eg i v e np r o b l e m . The i n d i v i d u a l u s i n g t h e l a n g u a g e writes
a new i n p u t p r o g r a m f o r e a c h d i f f e r e n t p r o b l e m , w i t h o u t h a v i n g t o w o r r y a b o u t t h e
105
problemsolutionalgorithmincontrasttoprocedure-orientedandassemblylanguage
programs. To p r o v i d et h ea d v a n t a g e so ft h ep r o b l e m - o r i e n t e dl a n g u a g et h e r em u s t
be a c o m p u t e r p r o g r a m w h i c h p r o c e s s e s t h e i n p u t s t a t e m e n t s , d i g e s t s t h e i n f o r m a t i o n
contained in the statements, and generates the proper machine language program which
when e x e c u t e d s o l v e s t h e p r o b l e m d e s c r i b e d by t h e i n p u t s t a t e m e n t s .
O n - l i n ec o m p u t a t i o nr e f e r st ot h es i t u a t i o nw h e r e i nt h ec o m p u t e ru s e r sits a t
t h e computerconsole ( i t may b e t h e c o n s o l e of a small computer j u s t f o r t h e s i n g l e
programmer, o r i t may be a r e m o t e t e r m i n a l c o n n e c t e d t o a l a r g e c e n t r a l computer)
andviews theresults of h i s p r o g r a mi n s t a n t a n e o u s l y .I nt h ee a r l yd a y s of d i g i t a l
computation, i t was a p r a c t i c a l t h i n g f o r t h e d e s i g n e r o r o t h e r c o m p u t e r u s e r s t o u s e
t h e computer i n t h i s f a s h i o n . However, as themachines became b i g g e r , more powerful,
and more e x p e n s i v e , i t became n o l o n g e r p r a c t i c a l f o r t h e i n d i v i d u a l t o u s e t h e c o m p u t e r
i nt h i si n d i v i d u a lf a s h i o n . The r e s u l t w a s t h a t computermonitoringprogramscalled
o p e r a t i n gs y s t e m s were d e v e l o p e dt os u p e r v i s et h eo p e r a t i o no ft h em a c h i n e . Computer
systemsoperatinginthis mode p r o c e s s t h e c o m p u t e r u s e r ' s p r o g r a m i n a sequential
f a s h i o n , s o thateachprogram i s c o m p l e t e l yf i n i s h e db e f o r et h en e x tp r o g r a m i s begun.
The mode is c a l l e db a t c hp r o c e s s i n g . Thecomputer f a c i l i t y is o p e r a t e di ns u c hc a s e s
(and t h i s i s t h eu s , u a lc a s et o d a y ) on a closed-shopbasis,which means t h a tt h ec o m p u t e r
u s e r is n o t p r e s e n t when h i s program i s b e i n g r u n and t h e time d e l a y b e t w e e n d e l i v e r y
oftheprogram t o berunandthereturnofthecomputerresults(theso-calledturn-
a r o u n dt i m e )v a r i e sf r o mh o u r st od a y s .
Becauseof theturn-aroundproblem, i t simply is n o t p r a c t i c a l t o u s e t h e c l o s e d -
shopcomputer t o s o l v e problems by h e u r i s t i c m e t h o d s , e x t r a p o l a t i n g earlier successes
t o o b t a i n new ones,Because of t h e n a t u r e o f e n g i n e e r i n g d e s i g n , many ofthemost
c h a l l e n g i n ge n g i n e e r i n gp r o b l e m s are most e f f e c t i v e l y s o l v e d by suchmethods.If
t h e computer is t o b e o f maximum a s s i s t a n c e i n t h i s d e s i g n p r o c e s s , t u r n - a r o u n d times
of h o u r s are o b v i o u s l yh o p e l e s s l yl o n g . Even turn-around times of minutes are u s u a l l y
too long to allow the designer to use the heuristic method of solving problems while
interactingwiththecomputer.
The p r o v i s i o n o f a method f o r a l l o w i n g t h e d e s i g n e r t o i n t e r a c t d i r e c t l y w i t h
t h e computercanbeobtainedeither by t h e small i n d i v i d u a l c o m p u t e r o r by a . r e m o t e
c o n s o l el i n k e dt o a largecomputer.Althoughbothapproacheshave merit, t h er e m o t e
t e r m i n a ll i n k e dt ot h el a r g ec o m p u t e r i s perhaps more v a l u a b l e i n t h i s r o l e .
S i n c et h er e s p o n s e time o f t h e d e s i g n e r is q u i t e s l o w compared t o t h e c o m p u t e r ,
theinstanteousresponseofthecomputertotherequestofthedesignercanbepro-
videdeconomicallyonlyiftheresourcesofthecomputer are s h a r e d f o r o t h e r p u r p o s e s
w h i l et h ed e s i g n e r i s thinkingandmodifyinghisprograms, etc. I t a p p e a r sc e r t a i n
106
that the near future will see the widespread use of computer consoles by e n g i n e e r i n g
personnelforeffectivedesigner-computerinteraction,inthistime-shared mode of
computing.Ref. 9-1 c o n t a i n s some examplesofsuchuses.
Thedevelopmentofcomputer g r a p h i c s is b o t h a powerful additional computer capa-
b i l i t y i n i t s e l f and a complement t o t h e above-discussed new computerdevelopments.
Thedevelopmentof effectivegraphicinput-outputdevicesforcomputerstraditionally
haslaggedthedevelopment of computers,and it is only quite recently that versatile
g r a p h i ci n p u t - o u t p u td e v i c e sh a v e become a v a i l a b l e a t r e a s o n a b l e c o s t . T h e f i r s t
graphical output device was doubtless the line printer wherein a c l e v e r programmer used
a p p r o p r i a t e l yc h o s e nc h a r a c t e r st os k e t c h a g r a p ho r a c r u d ep i c t u r e . Then,program-
c o n t r o l l a b l ec a t h o d er a yt u b eo u t p u td e v i c e s became a v a i l a b l e .A l t h o u g ht h ee a r l y
ones were q u i t e l i m i t e d i n t h e i r c a p a b i l i t i e s , t h e y p r o v i d e d g r e a t improvementsover
l i n ep r i n t e r su s e dt op r o d u c ep i c t u r e s .C a t h o d er a yt u b e sw i t hg r a p h i c a li n p u tc a p a -
bilityinadditiontooutputfirst became a v a i l a b l e i n t h e e a r l y 1 9 6 0 ' s . Some s u c h
e q u i p m e n ta l l o w st h ed r a w i n go fl i n e sd i r e c t l y on t h e f a c e o f t h e s c o p e u s i n g l i g h t
pens o ro t h e ri n p u td e v i c e s .O t h e r sa l l o wo n l yt h ed i s p i a yo fc h a r a c t e r s at fixed
l o c a t i o n so n l y ;t h ec h a r a c t e r s are t y p i c a l l yi n p u tv i a a t y p e w r i t e r - l i k ei n p u td e v i c e .
A considerable variety ofimproved graphicaldevicesforcomputers are c u r r e n t l y
underdevelopment.Thesedevices when p o s s e s s i n g l i n e d r a w i n g c a p a b i l i t i e s r e q u i r e
quite high transfer rates between t h e d i s p l a y d e v i c e a n d t h e c o m p u t e r t o m a i n t a i n
p i c t u r ec l a r i t y .C o n s e q u e n t l y , i t is common t o f i n d a small computer whose s o l e j o b
i t is t o m a i n t a i n and m a n i p u l a t e t h e d i s p l a y i n f o r m a t i o n , c o n n e c t e d t o a l a r g e computer
which p e r f o r m s t h e c o m p u t a t i o n s r e q u i r e d f o r t h e p r o b l e m u n d e r s t u d y .
T y p i c a l of what can be done with the combination of graphic input/output devices
i n a largepowerfulcomputer i s t h e DAC system[Ref. 9-11 developed by t h eG e n e r a l
M o t o r sR e s e a r c hC e n t e r .T h i ss y s t e m ,i na d d i t i o nt op r o v i d i n gd i r e c tc o m m u n i c a t i o n
between t h e d e s i g n e r a n d a powerfulcomputer,canproducecontroltapesforautomatic
d r a f t i n gm a c h i n e s ,n u m e r i c a l l yc o n t r o l l e dm i l l i n gm a c h i n e s , etc. Such systemsappear
destinedtoplayimportantrolesinthedesign of a l l f u t u r e complex e n g i n e e r i n g s y s t e m s .
The combination of a l l t h r e e of t h e abovedevelopmentshasalreadybeen made on
a ne x p e r i m e n t a lb a s i s[ R e f s . 9-5 and 9-61. I nt h e s ee f f o r t sc i r c u i ta n a l y s i s programs
were u s e do n - l i n ev i ag r a p h i ci n p u t / o u t p u td e v i c e st ot h ec o m p u t e r .T h o s ep e o p l e
who have used these experimental systems are h i g h l y e n t h u s i a s t i c a b o u t t h e e f f e c t i v e
i n c r e a s ei nd e s i g nc a p a b i l i t yt h r o u g ht h eu s e of t h e s e s y s t e m s . C e r t a i n l y t h e f u t u r e
w i l l see s u c h s y s t e m s p l a y i n g a n i m p o r t a n t r o l e i n i m p l e m e n t i n g p r e s e n t l y a v a i l a b l e
and f u t u r e more g e n e r a l r e l i a b i l i t y a n a l y s e s .
107
References
108
Appendix A
109
110
111
24
25
26
27
29
29
30
31
C
C
C
32
33
112
113
55 FORMAT(l9X,
56 FORMAT(16F5.0)
57 F O R M A T ( 1 9 H O I N p UCr O R R E L A T I O N S / / )
59 F O R M A T ( 1 H, 2 0 F 5 . 3 )
59 FORHAT(1H-,SX,3(5X,A4,3X,)(5X.A4.3X)/8(5X,A4,3X))
6 0 FORMAT(lH0,5X~BE12.4/3X,BEl2.4/OE12.4)
6 1 F O R M A T ( 1 2 H - I N l ' l lCr H E C K )
62 F O R M A T ( l H - )
63 F O R M A T ( 4 1 H - D E p E N D E N TD A T AL I S T E DI NA S C E N D I N GO H D E R , / / 4 H
1 5 X , S H, I5/(N7 X s A 4 , 3 X ) )
6 4F O R H A T ( I 4 , F 1 0 . 35, E 1 4 . 4 )
65 F O R M A T ( 6 H - M O H E V 1 S / l O X 1 5 ( 7 X , A 4 . 4 X ) )
6 6 F O R M A T ( 1 FOIHK O ST,5El5.6)
6 7 F O R M A T ( 1 OSHEO COND,515.6)
68 FORHAT(1OHO 'IHIRD,5E15.6)
69 FORMAT(1OHO COUHTH,5E15.6)
7 0 F O R H A T ( ~ O H O S T DD. f V . , 5 E l 5 , 6 )
7 1 F O R H A T ( I O H OS K E w N E S S , 5 E l 5 . 6 )
73 F O R H A T ( 3 6 H O V A K I A N C E -
7 2 F O R H A T ( 1 O H OK U ? l O S I S , 5 E 1 5 . 6 )
C O V A R I A N C EM A T R I XO, R D E R e I 2 )
7 4 F O R H A T ( ~ H O , ~ X I P ~ , ~ X I ~ E ~ ~ , ~ )
114
115
+A
DO 1 I=l,N
RC=33.*XN+101.
XP=RC/2048.
MU=XP
116
117
L
ARG=O.
DO 1 I = l , N D F
CALL N O R M ( A h G 1 )
AR1; = ARG + AK:1 * AKGl
1 CONTINUE
ARG = AHG THEIA
RETURN
END
SOUHCE L I S T
118
Appendix B
119
120
121
122
""
123
124
Appendix C
125
'I
c
C
c
C
c
C
C
L:
0
c
C
L:
c
C
c
C
I:
C
126
127
I-
128
129
130
191