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Stochastic Reliability and Maintenance Modeling: Essays in Honor of Professor Shunji Osaki on his 70th Birthday PDF

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Springer Series in Reliability Engineering Tadashi Dohi Toshio Nakagawa Editors Stochastic Reliability and Maintenance Modeling Essays in Honor of Professor Shunji Osaki on his 70th Birthday Springer Series in Reliability Engineering Volume 9 Series Editor Hoang Pham For furthervolumes: http://www.springer.com/series/6917 Tadashi Dohi Toshio Nakagawa • Editors Stochastic Reliability and Maintenance Modeling Essays in Honor of Professor Shunji Osaki on his 70th Birthday 123 Editors Tadashi Dohi Toshio Nakagawa Department of InformationEngineering Department of BusinessAdministration HiroshimaUniversity AichiInstituteof Technology Higashi-Hiroshima Toyota Japan Japan ISSN 1614-7839 ISBN 978-1-4471-4970-5 ISBN 978-1-4471-4971-2 (eBook) DOI 10.1007/978-1-4471-4971-2 SpringerLondonHeidelbergNewYorkDordrecht LibraryofCongressControlNumber:2013934841 (cid:2)Springer-VerlagLondon2013 Thisworkissubjecttocopyright.AllrightsarereservedbythePublisher,whetherthewholeorpartof the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation,broadcasting,reproductiononmicrofilmsorinanyotherphysicalway,andtransmissionor informationstorageandretrieval,electronicadaptation,computersoftware,orbysimilarordissimilar methodology now known or hereafter developed. Exempted from this legal reservation are brief excerpts in connection with reviews or scholarly analysis or material supplied specifically for the purposeofbeingenteredandexecutedonacomputersystem,forexclusiveusebythepurchaserofthe work. Duplication of this publication or parts thereof is permitted only under the provisions of theCopyright Law of the Publisher’s location, in its current version, and permission for use must always be obtained from Springer. Permissions for use may be obtained through RightsLink at the CopyrightClearanceCenter.ViolationsareliabletoprosecutionundertherespectiveCopyrightLaw. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publicationdoesnotimply,evenintheabsenceofaspecificstatement,thatsuchnamesareexempt fromtherelevantprotectivelawsandregulationsandthereforefreeforgeneraluse. While the advice and information in this book are believed to be true and accurate at the date of publication,neithertheauthorsnortheeditorsnorthepublishercanacceptanylegalresponsibilityfor anyerrorsoromissionsthatmaybemade.Thepublishermakesnowarranty,expressorimplied,with respecttothematerialcontainedherein. Printedonacid-freepaper SpringerispartofSpringerScience+BusinessMedia(www.springer.com) Preface In Honor and Celebration of Professor Osaki’s 70th Birthday and Retirement Dr.ShunjiOsaki is aninternationally recognizedresearcher inthe fieldofsystem reliability engineering spanning over four decades. In 2001–2011, he worked in Nanzan University, Nagoya, as Professor in the Department of Mathematical and InformationEngineering.Priorto2001,Dr.OsakiwasProfessor(1986–2001)and Associate Professor (1970–1986) in the Department of Industrial and Systems Engineering,HiroshimaUniversityfrom1970to2001.Dr.OsakiearnedaDoctor of Engineering, a.k.a, a Ph.D. from Kyoto University in 1970. We have provided his academic accomplishments over the last four decades, following this preface. Thanks toDr.Osaki’sendless contributions,system reliabilityengineering has madesignificantadvancementsinJapan.Activeinbothresearchandacademic,he has built a wealth of technical networks through publications and technical v vi Preface discussions with international colleagues, scholars, friends, and students. He published over 20 books and over 400 papers in the area of system reliability engineering since joining the graduate program in Kyoto University in mid-1960. He also helped and supported 8 Ph.D. students, 72 M.S. students, and 223 B.S. students during his tenure at Nanzan University and Hiroshima University. InhonorandcelebrationofDr.Osaki’s70thbirthdayandretirement,thisbook represents a collection of recent research topics by numerous distinguished researchers, all of whom have been inspired by Dr. Osaki’s great contributions. The topics include system reliability and maintenance modeling, dependable computing, system performance analysis, and software engineering. This book, containing both his legacy and the state-of-the-art contributions in the technical field, will help readers explore new ideas and topics on stochastic reliability and maintenance modeling. It will also serve as a useful guide for researchers to apply reliability and maintenance theory to computer and commu- nication systems. Our special thanks to all the authors and reviewers of the respective articles involved in this book. We would also like to thank Professor Hoang Pham, Rutgers,TheStateUniversityofNewJersey,USA,theEditorofSpringerSeriesin Reliability Engineering, Ms. Claire Protherough and Ms. Grace Quinn, Springer SeniorEditorialAssistants(Engineering),andDr.KazuOkumoto,Alcatel-Lucent Technologies, USA. We would not have completed this book without their kind supports and encouragements. Onceagain,Happy70thBirthdaytoProfessorShunjiOsakiandCongratulations and Best Wishes for avery successfulretirement. Professor Shinji Osaki’s Academic Achievements • Earned a Ph.D. from Kyoto Universityin1970.His Ph.D. thesis is ‘‘Studies on system analysis and synthesis by Markov renewal process.’’ • Joined Hiroshima University in 1970 as Lecturer and became Associate Pro- fessorthatsameyearintheDepartmentofIndustrialEngineering.FullProfessor in 1986, where he was responsible for research and teaching in applied proba- bility, quality control and reliability engineering. • Took a two-year leave of absence in 1970 to join the University of Southern California as a Post-Doctoral Research Fellow to pursue a joint research on applied stochastic modeling with Professor Richard Bellman. • ReturnedfromUSCandestablishedalaboratoryintheDepartmentofIndustrial Engineering, Hiroshima University to help and support graduate and under- graduate students. • Visited the Manchester University, UK in 1976–1977 as a Simon Visiting Research Fellow. • Joined Nanzan University, Nagoya in 2002 as Professor in the Faculty of MathematicalandInformationEngineering,inanticipationoftheretirementage at Hiroshima University. Preface vii In addition, Dr. Osaki exhibited a wide range of research interests and con- tinued to publish books and technical papers in the field. The following is a summary of his research contributions. • As a Ph.D. candidate, co-authored with Professor Hisashi Mine a well-refer- enced book, ‘‘Morkovian Decision Processes,’’ American Elsevier Publishing CompanyInc.AlsopublishedthreekeypapersonMarkovdecisionprocessesin Journal of Mathematical Analysis and Applications. • Based on his Ph.D. thesis in 1970, published 11 papers in Japanese technical journalsand10papersininternationaljournals,includingIEEETransactionson Reliability, Management Science, and Journal of Applied Probability. • One of his key contributions was a reliability analysis of two-unit standby redundantsystemsbasedonMarkovrenewalprocesses.Aseriesofworkinthis technically exciting area was pursued with Dr. Toshio Nakagawa and his stu- dents in Hiroshima University. • Was the winner of the fourth Ohnishi Memorial Best Paper Award in 1971, whichisthemostprestigiousresearchawardintheOperationsResearchSociety of Japan. • Theseresearchaccomplishmentsconstituteasthefundamentaltheoryandwere then applied to fault-tolerant computer systems. They resulted in: – A heavily cited monograph, ‘‘Reliability Evaluation of Some Fault-Tolerant Computer Architectures’’, Lecture Notes in Computer Science, Springer- Verlag, co-authored with his M.S. student, Toshihiko Nishio. It became a technical base for probabilistic analyses in modern dependable computing. • Authored two well-known textbooks: – ‘‘Stochastic System Reliability Modeling,’’ World Scientific – ‘‘Applied Stochastic System Modeling,’’ Springer-Verlag. Dr. Osaki also worked on a large number of stochastic maintenance models such as replacement models, inspection models, order-replacement models, and shock models. In late 1970, he worked in these research areas with support from Dr.ToshioNakagawaandseveralstudentssuchasDr.KazuhiraOkumotoandDr. Naoto Kaio. In early 1980, he started a research project on software reliability modeling with his student, Dr. Shigeru Yamada, and developed several well- known software reliability growth models such as the delayed S-shaped model, whichisoftencalledtheYamada,Ohba,andOsakiModel.Overthelast20years, he was a co-author of numerous papers in this well-established research area. His research interest in the 1990s moved on to other research topics such as financial engineering, production/inventory analysis, neuro computing, quality control, dynamic power management, etc. He was very sensitive and instrumental to new researchtrendsinappliedstochasticmodeling,andgeneratedmanyideasandhints that are helpful to other researchers and students. viii Preface He founded several international workshops during the last three decades. • Organized the Reliability Symposium on Stochastic Models in Reliability Theory, on April 1984, in Nagoya, Japan, with the co-chair, Dr. Yukio Hatoyama, who was the Japanese Prime Minister during September 2009 to June 2010. • ServedastheGeneralCo-ChairwithProfessorJinhuaCaoforTheChina–Japan Reliability Symposium in China in September 1987 and realized the so-called ‘‘Moving-Events’’ by bringing many Chinese and Japanese colleagues in three different places, Shanghai, Xi’an and Beijing. • In 1993 and 1996, initiated Australia–Japan Workshop on Stochastic Model in Engineering, Technology and Management, with Professor D. N. Pra Murthy, and continued until the third event in 1999. • Worked with Professors A. H. Christer, L. C. Thomas, N. Balakrishnan, Nikolaos Limnios and Katsushige Sawaki to found the following workshops. Effectively bridged Japanese researchers in applied stochastic modeling and European/American researchers. – UK-Japanese Research Workshop on Stochastic Modelling in Innovative Manufacturing in 1995 – Euro-Japanese Workshops on Stochastic Risk Modelling for Finance, Insur- ance, Production and Reliability in 1998 and 2002 – International Workshops on Recent Advances in Stochastic Operations Research in 2005 and 2007. As demonstrated above, Dr. Osaki enjoys organizing relatively small work- shops to stimulate pure academic discussions with his colleagues/friends, apart from politics in big academic societies. Dr. Osaki has been a key member of several academic societies such as The Operations Research Society of Japan, The Institute of Electronics, Information andCommunicationEngineers,TheInstituteofSystems,ControlandInformation Engineers, Japan Industrial Management Association, Information Processing Society of Japan, Reliability Engineering Association of Japan, and IEEE Reli- abilitySociety.HeservedasanAssociateEditororanEditorialBoardMemberof several international journals such as Journal of Mathematical Analysis and Applications, International Journal of Policy and Information, Applied Stochastic Models and Data Analysis, Computers & Mathematics with Applications, Revue Francaise d’Automatique, d’Informatique et Rechereche Operationelle Recherche Operationnelle, International Journal of Reliability, Quality and Safety Engi- neering, IIE Transactions on Quality and Reliability Engineering, Communica- tions in Applied Analysis, Applied Stochastic Models in Business and Industry, among others. Japan, August 2012 Tadashi Dohi Toshio Nakagawa Preface ix References Books/Editions H.MineandS.Osaki,MarkovianDecisionProcesses,AmericanElsevierPublishingCompany, Inc.,1970. H.Yoda,S.OsakiandT.Nakagawa,AppliedProbability(inJapanese).AsakuraPublishingCo. Ltd.,1977. S.OsakiandT.Nishio,ReliabilityEvaluationofSomeFault-TolerantComputerArchitectures, LectureNotesinComputerScience,vol.97,Springer-Verlag,1980. S. Osaki and Y. Hatoyama (eds.), Stochastic Models in Reliability Theory, Lecture Notes in EconomicsandMathematicalSystems,vol.235,Springer-Verlag,1984. S.Osaki,StochasticSystemReliabilityModeling,WorldScientific,1985. S.OsakiandJ.Cao(eds.),ReliabilityTheoryandApplications,WorldScientific,1987. S. Osaki, J. Hishitani and H. Kawakami, Introduction of Japanese Micro TeX (in Japanese), KeigakuPublishingCo.Inc.,1989. S.Osaki,N.KaioandT.Ichimori,ManagementSystemsSciencewithOperationsResearch(in Japanese),AsakuraPublishingCo.Ltd.,1989. S.Osaki,AppliedStochasticSystemModeling,Springer-Verlag,1992. S. Osaki and D. N. P. Murthy (eds.), Stochastic Models in Engineering, Technology and Management,WorldScientific,1993. S. Osaki, Statistical Handbook in Quality Control and Reliability Engineering (in Japanese), JapaneseStandardsAssociation,1994. S.Osaki,IntroductionofStochasticModels(inJapanese),AsakuraPublishingCo.Ltd.,1996. R.J.Wilson,D.N.P.MurthyandS.Osaki(eds.),StochasticModelsinEngineering,Technology andManagement,TechnologyManagementCentre,TheUniversityofQueensland,1996. A. H. Christer, S. Osaki and L. C. Thomas (eds.), Stochastic Models in Innovative Manufacturing, Lecture Notes in Economics and Mathematical Systems, vol. 445, Springer-Verlag,1997. R.J.Wilson,S.OsakiandM.J.Faddy(eds.),StochasticModelsinEngineering,Technologyand Management,TechnologyManagementCentre,TheUniversityofQueensland,1999. S.Osaki(ed.),ProceedingsofInternationalConferenceonAppliedStochasticSystemModeling, HiroshimaUniversity,2000. T.Dohi,N.LimniosandS.Osaki(eds.),ProceedingsofTheSecondEuro-JapaneseWorkshopon Stochastic Risk Modelling for Finance, Insurance, Production and Reliability, Hiroshima University,Japan,2002. T.Dohi,S.OsakiandK.Sawaki(eds.),Proceedingsof2005InternationalWorkshoponRecent AdvancesinStochasticOperationsResearch,HiroshimaUniversity. T. Dohi, S. Osaki and K. Sawaki (eds.), Recent Advances in Stochastic Operations Research, WorldScientific,Singapore,2006. T.Dohi,S.OsakiandK.Sawaki(eds.),Proceedingsof2007InternationalWorkshoponRecent AdvancesinStochasticOperationsResearch,HiroshimaUniversity,Japan,2007. T.Dohi,S.OsakiandK.Sawaki(eds.),RecentAdvancesinStochasticOperationsResearchII, WorldScientific,Singapore,2009. EnglishJournalPapers S.OsakiandH.Mine,LinearProgrammingAlgorithmsforSemi-MarkovianDecisionProcesses, JournalofMathematicalAnalysisandApplications,vol.22,pp.356–381,1968. S. Osaki and H. Mine, Some Remarks on a Markovian Decision Problem with an Absorbing State,JournalofMathematicalAnalysisandApplications,vol.23,pp.327–333,1968. H. Mine, S. Osaki and T. Asakura, Some Considerations for Multiple-Unit Redundant System withGeneralized,IEEETransactionsonReliability,vol.R-17,pp.170–174,1968. x Preface H. Mine and S. Osaki, On Failure-Time Distributions for Systems of Dissimilar Units, IEEE TransactionsonReliability,vol.R-18,pp.165–168,1969. S. Osaki and H. Mine, Linear Programming Considerations on Markovian Decision Processes with No Discounting, Journal of Mathematical Analysis and Applications, vol. 26, pp.222–232,1969. S.Osaki,ANoteonaTwo-UnitStandbyRedundantSystem,JournaloftheOperationsResearch SocietyofJapan,vol.12,pp.43–51,1970. S. Osaki, Reliability Analysis of a Two-Unit Redundant System with Priority, Canadian OperationalResearchJournal,vol.8,pp.60–62,1970. S.Osaki,ReliabilityAnalysisofaTwo-UnitStandbyRedundantSystemwithStandbyFailure, Opsearch,vol.7,pp.13–22,1970. S.Osaki,SystemReliabilityAnalysisbyMarkovRenewalProcesses,JournaloftheOperations ResearchSocietyofJapan,vol.12,pp.127–188,1970. H.Mine,K.YamadaandS.Osaki,OnTerminatingStochasticGames,ManagementScience,vol. 16,pp.560–571,1970. S.Osaki,ANoteonaProbabilityProblemArisinginReliabilityandTrafficStudies,Journalof theOperationsResearchSocietyofJapan,vol.13,pp.17–22,1970. S. Osaki, Renewal Theoretic Aspects of Two-Unit Redundant Systems, IEEE Transactions on Reliability,vol.R-19,pp.105–110,1970. S. Osaki and T. Asakura, A Two-Unit Standby Redundant System with Repair and Preventive Maintenance,JournalofAppliedProbability,vol.7,pp.641–648,1970. S.Osaki,ANoteonaTwo-UnitStandby-RedundantSystemwithImperfectSwitchover,Revue Francaised’InformatiqueetdeRechercheOperationnelle,vol.2,pp.103–109,1971. T. Nakagawa and S. Osaki, On a Two-Unit Standby Redundant System with Standby Failure, OperationsResearch,vol.19,pp.510–523,1971. S. Osaki, Notes on Renewal Processes and Neuronal Spike Trains, Mathematical Biosciences, vol.12,pp.33–39,1971. D. L. Jaquette and S. Osaki, Initial Provisioning of a Standby System with Deteriorating and RepairableSpares,IEEETransactionsonReliability,vol.R-21,pp.245–247,1972. S.OsakiandR.Vasudevan,OnaModelofNeuronalSpikeTrains,MathematicalBiosciences, vol.14,pp.337–341,1972. S. Osaki, On a Two-Unit Standby-Redundant System with Imperfect Switchover, IEEE TransactionsonReliability,vol.R-21,pp.20–24,1972. S. Osaki, Reliability Analysis of a Two-Unit Standby-Redundant System with Preventive Maintenance,IEEETransactionsonReliability,vol.R-21,pp.24–29,1972. S.Osaki,AnIntermittentlyUsedSystemwithPreventiveMaintenance,JournaloftheOperations ResearchSocietyofJapan,vol.15,pp.102–111,1972. S. Osaki, Note on a Simple Inspection System, Logistics and Transportation Review, vol. 8, pp.77–82,1974. T. Nakagawa and S. Osaki, The Optimum Repair Limit Replacement Policies, Operational ResearchQuarterly,vol.25,pp.311–317,1974. T. Nakagawa and S. Osaki, A Note on Delays Induced by Random Events, Transportation Science,vol.8,pp.190–192,1974. T.Nakagawa andS.Osaki,OptimumPreventiveMaintenance Policiesfora2-UnitRedundant System,IEEETransactionsonReliability,vol.R-23,pp.86–91,1974. T. Nakagawa and S. Osaki, Optimum Preventive Maintenance Policies Maximizing the Mean Time to the First System Failure for a Two-Unit Standby Redundant System, Journal of OptimizationTheoryandApplications,vol.14,pp.115–129,1974. T.NakagawaandS.Osaki,CombiningDriftandCatastrophicFailureModes,IEEETransactions onReliability,vol.R-23,pp.253–257,1974. T.NakagawaandS.Osaki,SomeAspectsofDamageModels,MicroelectronicsandReliability, vol.13,pp.253–257,1974.

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Most books are stored in the elastic cloud where traffic is expensive. For this reason, we have a limit on daily download.