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A NOTE ON THE ANALYSIS OF SYSTEMS WITH TIME DEPENDENT TRANSITION RATES

机译:关于时变转移率系统分析的一个注记

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摘要

The behavior of systems in the time domain is of essential importance in many applications of System Engineering such as risk assessment, reliability, logistics and maintenance. The behavior of systems, with constant transitions rates between states, is well known. Such systems are described by the Markov equations. In most realistic systems the state transition rates are time dependent and the Markov equations are inadequate. Such systems are characterized by non exponential distributions which govern the events in the systems. These systems are non markovian i.e future events depend not only on the 'present' state of the system but also on past events. No general state equations are available for the analysis of such systems. The main purpose of this work is to suggest such equations. The concept of 'event density' of the system is introduced and shown to be of fundamental importance. In particular, the 'event density' fulfills a set of integral equations suitable for the analysis of systems with time dependent transition rates. These equations are shown to unify some aspects of system engineering currently treated as independent categories, such as reliability analysis and renewal theory. The equations may support the development of Monte-Carlo methods which are increasingly recognized to be of considerable value in approaching realistic systems. Analytic and numerical aspects of these equations are discussed in some detail.
机译:在时域中,系统行为在系统工程的许多应用中至关重要,例如风险评估,可靠性,物流和维护。在状态之间具有恒定转换率的系统行为是众所周知的。这样的系统由马尔可夫方程描述。在大多数现实系统中,状态转换速率与时间有关,而马尔可夫方程不充分。这样的系统的特征在于控制系统中事件的非指数分布。这些系统是非马尔科夫式的,即未来事件不仅取决于系统的“当前”状态,还取决于过去的事件。没有一般状态方程可用于此类系统的分析。这项工作的主要目的是提出这样的方程式。介绍了系统的“事件密度”的概念,并显示了它的根本重要性。特别地,“事件密度”满足一组积分方程,该积分方程适合于分析具有随时间变化的跃迁速率的系统。这些方程式显示为统一了当前被视为独立类别的系统工程的某些方面,例如可靠性分析和更新理论。这些方程式可以支持蒙特卡洛方法的发展,人们日益认识到蒙特卡罗方法在逼近现实系统中具有重要价值。这些方程的解析和数值方面进行了详细讨论。

著录项

  • 来源
    《Annals of nuclear energy》 |1995年第4期|p.215-248|共34页
  • 作者

    A. DUBI; N. GURVTIZ;

  • 作者单位

    Department of Nuclear Engineering Ben Gurion University of the Negev Beer-Sheva 84105 P.O.B 653 Israel;

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  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类 原子能技术;
  • 关键词

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