Maintenance Models. Prof. Robert C. Leachman IEOR 130, Methods of Manufacturing Improvement Spring, 2011
|
|
- Bruno Morton
- 5 years ago
- Views:
Transcription
1 Mainenance Models Prof Rober C Leachman IEOR 3, Mehods of Manufacuring Improvemen Spring, Inroducion The mainenance of complex equipmen ofen accouns for a large porion of he coss associaed wih ha equipmen I has been esimaed, for example, ha he mainenance coss in he miliary comprise almos one-hird of all of he operaing coss incurred Alernaive philosophies of equipmen mainenance are as follows: Breadown mainenance The equipmen is pu in service and operaed unil i fails Mainenance forces hen repair he equipmen and aemp o resore i as closely as possible o a lie-new condiion, whereupon he equipmen is pu bac in operaion Mainenance is confined o repair following failures Prevenaive mainenance The equipmen is periodically aen ou of service for scheduled mainenance including replacemen of worn componens, inspecion and cleaning, ec The frequency of machine mainenance may be based on hours of usage, number of machine cycles, calendar ime, ec Repairs following failures also are performed as required on an on-call basis (Hopefully, he prevenaive mainenance maes failures less liely) 3 Predicive mainenance The equipmen is coninually moniored or frequenly inspeced by manual or auomaed means Required mainenance is idenified and performed upon inspecion (This philosophy presumes a level of nowledge abou he equipmen sufficien o be able o deec flaws or wear in he equipmen upon inspecion) As before, repairs following failures are performed as required on an on-call basis (Hopefully, he frequen inspecion or coninuous monioring maes failures unliely) Generally, mainenance evolves from breadown mainenance o prevenaive mainenance o predicive mainenance as he manufacuring organizaion and sysems become more sophisicaed and nowledgeable abou he equipmen The famous TPM (oal producive mainenance) paradigm sresses he imporance of compleing he evoluion o predicive mainenance in order o aain he highes produciviy Sandard mainenance erminology is as follows: MBTF Mean ime beween failures This is he expeced ime from compleion of repair following failure unil he nex failure
2 MTTR Mean ime o repair This is he expeced ime o repair he equipmen afer failure, including ime waiing for pars and experise, ime o effec he repairs, and ime o es and re-qualify he equipmen before reurning o producion mode Availabiliy The fracion of ime he equipmen is available for producion operaion For he case of breadown mainenance, he machine follows a renewal process, alernaing beween operaing and failure saes In ha case he availabiliy may be calculaed as A MTBF MTBF MTTR Scheduling Prevenaive Mainenance The purpose of prevenaive mainenance is o decrease he lielihood ha a machine will fail when in operaion A he hear of such a policy is he assumpion ha i coss more o correc a failed machine han i does o perform scheduled mainenance For example, if failure means ha he producion line mus be sopped, whereas prevenaive mainenance could be accomplished a a convenien ime when he producion line is no operaing, hen he cos of planned mainenance would be less han he cos of unplanned mainenance As anoher example, failure in operaion migh resul in desrucion of wor-in-process, whereas planned mainenance migh be performed wihou consuming any produc The absrac problem of planning mainenance inervals is mahemaically equivalen o he absrac problem of planning replacemen inervals for he iem We can hin of mainenance in erms of resoring an iem o lie-new condiion, in effec a replacemen of he iem As before, he case of ineres is where i coss more o replace a failed machine han i does o replace a woring one Because of he memoryless propery of he exponenial disribuion, if an iem or a group of iems obeys an exponenial failure law (ie, is expeced lifeime unil failure does no decrease as i ges older), hen here is no advanage o replacing prior o failure In he exponenial case, he lielihood ha failure will occur in a ime is he same jus afer a planned replacemen as i is for an iem ha has been operaing for an arbirary amoun of ime Hence planned mainenance sraegies have value only if he iem exhibis aging, ha is, i has an increasing failure rae funcion Planned Replacemen of a Single Iem Consider a single piece of coninuously operaing equipmen whose lifeime unil failure is a random variable T wih nown cumulaive disribuion funcion F() We assume ha T is a coninuous random variable Suppose ha i coss c o replace he iem when i fails and c < c o replace he iem prior o failure We assume ha planned replacemens are made exacly ime unis afer he las replacemen The goal is o find he opimal
3 value of o minimize he average cos per uni ime of boh planned and unplanned replacemens (or equivalenly, boh planned and unplanned mainenance) A cycle is he ime beween successive replacemens (or mainenance procedures) Because he process resars iself afer each replacemen, irrespecive of wheher he replacemen was planned or unplanned, we may apply he renewal mehod o obain an expression for he expeced cos per uni ime Tha is, E cos per uni ime E Ecos per cycle lengh of a cycle Now cos per cycle c replacemen is he resul of a failure E P c P replacemen is planned Noice ha P{replacemen is he resul of a failure} = P{ T } = F(), and P{replacemen is planned} = P{ T } = F(), where T is he lifeime of he iem placed ino service a he end of he previous cycle I follows ha per cycle c F( ) c ( F( )) E cos Le T be he ime of failure of he iem placed ino service a he end of he previous cycle Clearly, he nex replacemen will occur a min(t, ) Hence E lengh of a cycle EminT, minx, f ( x) xf ( x) f ( x) xf ( x) [ F( )] The expeced cos per uni ime, say ), is hus expressed as ) c F( ) c [ F( )] xf ( x) [ F( )] 3
4 The disribuion f(x) is ypically no nown in a pracical case However, i is ofen pracical o collec daa on lifeimes in erms of he probabiliy of failure in discree ime periods of life =,, 3, For example, p 3 represens he fracion of iems ha fail in he hird period of service afer replacemen For ineger lifeimes, we can approximae he parial lifeime expecaion erm in erms of he discree daa as xf ( x) p Our final expression for he objecive funcion is hen cf ( ) c[ F( )] ) p [ F( )] The soluion sraegy is o compue ) for =,, 3, and idenify which value of provides he lowes expeced cos per uni ime and herefore he bes planned mainenance inerval We remar ha in a pracical case i may be difficul o esimae he coss c and c involved However, i is almos always pracical o collec and analyze daa concerning he ime required for prevenaive mainenance procedures and for unplanned mainenance (MTTR, including ime waiing for repairs and ime o re-qualify equipmen) If c is se o he ime required o perform unplanned mainenance and c is se o be he ime required o perform planned mainenance, hen ) expresses he expeced down ime per uni ime, ie, availabiliy In ha case, minimizing ) is equivalen o maximizing availabiliy Exponenial Lifeimes I was assered above ha here is no advanage o planned replacemen when he lifeime has an exponenial disribuion We now mahemaically prove his Suppose ha F( ) e Then he expeced lengh of each cycle is e ( e x xe e ) I follows ha e ( ) 4
5 c ( e ) ce ) ( e ) c ( c c ) e e As, he erm e, so ha ) c Furhermore, G () I can be shown using calculus ha ) is monoonically decreasing for all Hence he opimal soluion is, ie, planned replacemen should never be made We have shown ha if he lifeime disribuion is exponenial (ie, i has a consan failure rae), hen here is no economy in replacing an iem prior o he ime i fails This also holds if he failure rae is decreasing 3 Bloc Replacemen for a Group of Iems In cerain circumsances i is more economical o replace groups of iems a he same ime raher han one by one For example, i could be more economical o replace all he ires on a ruc when a replacemen is made The coss of ransporing he ruc o a service area, placing he ruc on a lif, and paying a echnician o moun and balance he ires could be comparable o he cos of a ire iself If all he ires were replaced simulaneously, his cos would be incurred less ofen han if he ires were individually replaced This secion develops a model o deermine he opimal ime o replace an enire group of iems To eep he mahemaics racable, we will assume ha he lifeime of each operaing uni is a discree random variable wih a nown disribuion Tha is, suppose p is he probabiliy ha an iem fails in period assuming i was placed in service a period These probabiliies may be esimaed direcly from hisorical daa or compued from a coninuous disribuion Assume ha n iems are placed ino service a ime Suppose here is no bloc replacemen and all iems ha fail in a period are replaced a he end of ha period We will also assume for simpliciy ha p is he acual proporion of unis periods old ha fail Then he number of failures occurring in period is n = n p In period he proporion of he original group of iems ha fail is n p, and he proporion of iems placed ino service in period ha fail is n p Hence, he expeced number of failures in period is n = n p + n p Coninuing wih his argumen, we obain n n p n p n p Now suppose ha individual replacemens cos a each and he enire bloc of n componens can be replaced for a If all n iems were replaced a he end of each period, he cos each period would be a + a n If all n iems were replaced a he end of every oher period, he cos incurred every wo periods would be a + a (n + n ) or an average 5
6 per period cos of [a + a (n + n )] / Similarly, he average per period cos of replacing all n iems afer periods is ) a a j n j The opimal number of periods o replace all n iems is he value of ha minimizes ) The minimum value of ) should be compared o he expeced cos per period assuming ha iems are replaced as hey fail Le E ( T ) p represen he expeced lifeime of a single componen Then he cos of maing replacemens on a one-a-a-ime basis is a / E(T) or n a / E(T) for he enire bloc of iems This should be compared o he opimal value of ) o deermine if a bloc replacemen sraegy is economical Acnowledgemen These lecure noes are parially adaped from Nahmias () Bibliography Nahmias, Seven () Producion and Operaions Analysis, fourh ediion, McGraw Hill Irwin, New Yor 6
Vehicle Arrival Models : Headway
Chaper 12 Vehicle Arrival Models : Headway 12.1 Inroducion Modelling arrival of vehicle a secion of road is an imporan sep in raffic flow modelling. I has imporan applicaion in raffic flow simulaion where
More informationErrata (1 st Edition)
P Sandborn, os Analysis of Elecronic Sysems, s Ediion, orld Scienific, Singapore, 03 Erraa ( s Ediion) S K 05D Page 8 Equaion (7) should be, E 05D E Nu e S K he L appearing in he equaion in he book does
More informationReliability of Technical Systems
eliabiliy of Technical Sysems Main Topics Inroducion, Key erms, framing he problem eliabiliy parameers: Failure ae, Failure Probabiliy, Availabiliy, ec. Some imporan reliabiliy disribuions Componen reliabiliy
More information23.2. Representing Periodic Functions by Fourier Series. Introduction. Prerequisites. Learning Outcomes
Represening Periodic Funcions by Fourier Series 3. Inroducion In his Secion we show how a periodic funcion can be expressed as a series of sines and cosines. We begin by obaining some sandard inegrals
More informationIntroduction to Probability and Statistics Slides 4 Chapter 4
Inroducion o Probabiliy and Saisics Slides 4 Chaper 4 Ammar M. Sarhan, asarhan@mahsa.dal.ca Deparmen of Mahemaics and Saisics, Dalhousie Universiy Fall Semeser 8 Dr. Ammar Sarhan Chaper 4 Coninuous Random
More informationExplaining Total Factor Productivity. Ulrich Kohli University of Geneva December 2015
Explaining Toal Facor Produciviy Ulrich Kohli Universiy of Geneva December 2015 Needed: A Theory of Toal Facor Produciviy Edward C. Presco (1998) 2 1. Inroducion Toal Facor Produciviy (TFP) has become
More informationSimulation-Solving Dynamic Models ABE 5646 Week 2, Spring 2010
Simulaion-Solving Dynamic Models ABE 5646 Week 2, Spring 2010 Week Descripion Reading Maerial 2 Compuer Simulaion of Dynamic Models Finie Difference, coninuous saes, discree ime Simple Mehods Euler Trapezoid
More informationT L. t=1. Proof of Lemma 1. Using the marginal cost accounting in Equation(4) and standard arguments. t )+Π RB. t )+K 1(Q RB
Elecronic Companion EC.1. Proofs of Technical Lemmas and Theorems LEMMA 1. Le C(RB) be he oal cos incurred by he RB policy. Then we have, T L E[C(RB)] 3 E[Z RB ]. (EC.1) Proof of Lemma 1. Using he marginal
More informationOn a Discrete-In-Time Order Level Inventory Model for Items with Random Deterioration
Journal of Agriculure and Life Sciences Vol., No. ; June 4 On a Discree-In-Time Order Level Invenory Model for Iems wih Random Deerioraion Dr Biswaranjan Mandal Associae Professor of Mahemaics Acharya
More informationEchocardiography Project and Finite Fourier Series
Echocardiography Projec and Finie Fourier Series 1 U M An echocardiagram is a plo of how a porion of he hear moves as he funcion of ime over he one or more hearbea cycles If he hearbea repeas iself every
More informationInventory Control of Perishable Items in a Two-Echelon Supply Chain
Journal of Indusrial Engineering, Universiy of ehran, Special Issue,, PP. 69-77 69 Invenory Conrol of Perishable Iems in a wo-echelon Supply Chain Fariborz Jolai *, Elmira Gheisariha and Farnaz Nojavan
More informationBiol. 356 Lab 8. Mortality, Recruitment, and Migration Rates
Biol. 356 Lab 8. Moraliy, Recruimen, and Migraion Raes (modified from Cox, 00, General Ecology Lab Manual, McGraw Hill) Las week we esimaed populaion size hrough several mehods. One assumpion of all hese
More informationA First Course on Kinetics and Reaction Engineering. Class 19 on Unit 18
A Firs ourse on Kineics and Reacion Engineering lass 19 on Uni 18 Par I - hemical Reacions Par II - hemical Reacion Kineics Where We re Going Par III - hemical Reacion Engineering A. Ideal Reacors B. Perfecly
More informationChapter 2. Models, Censoring, and Likelihood for Failure-Time Data
Chaper 2 Models, Censoring, and Likelihood for Failure-Time Daa William Q. Meeker and Luis A. Escobar Iowa Sae Universiy and Louisiana Sae Universiy Copyrigh 1998-2008 W. Q. Meeker and L. A. Escobar. Based
More informationTwo Popular Bayesian Estimators: Particle and Kalman Filters. McGill COMP 765 Sept 14 th, 2017
Two Popular Bayesian Esimaors: Paricle and Kalman Filers McGill COMP 765 Sep 14 h, 2017 1 1 1, dx x Bel x u x P x z P Recall: Bayes Filers,,,,,,, 1 1 1 1 u z u x P u z u x z P Bayes z = observaion u =
More information1 Review of Zero-Sum Games
COS 5: heoreical Machine Learning Lecurer: Rob Schapire Lecure #23 Scribe: Eugene Brevdo April 30, 2008 Review of Zero-Sum Games Las ime we inroduced a mahemaical model for wo player zero-sum games. Any
More informationEssential Microeconomics : OPTIMAL CONTROL 1. Consider the following class of optimization problems
Essenial Microeconomics -- 6.5: OPIMAL CONROL Consider he following class of opimizaion problems Max{ U( k, x) + U+ ( k+ ) k+ k F( k, x)}. { x, k+ } = In he language of conrol heory, he vecor k is he vecor
More informationMath 106: Review for Final Exam, Part II. (x x 0 ) 2 = !
Mah 6: Review for Final Exam, Par II. Use a second-degree Taylor polynomial o esimae 8. We choose f(x) x and x 7 because 7 is he perfec cube closes o 8. f(x) x / f(7) f (x) x / f (7) x / 7 / 7 f (x) 9
More informationSterilization D Values
Seriliaion D Values Seriliaion by seam consis of he simple observaion ha baceria die over ime during exposure o hea. They do no all live for a finie period of hea exposure and hen suddenly die a once,
More informationEXERCISES FOR SECTION 1.5
1.5 Exisence and Uniqueness of Soluions 43 20. 1 v c 21. 1 v c 1 2 4 6 8 10 1 2 2 4 6 8 10 Graph of approximae soluion obained using Euler s mehod wih = 0.1. Graph of approximae soluion obained using Euler
More informationNavneet Saini, Mayank Goyal, Vishal Bansal (2013); Term Project AML310; Indian Institute of Technology Delhi
Creep in Viscoelasic Subsances Numerical mehods o calculae he coefficiens of he Prony equaion using creep es daa and Herediary Inegrals Mehod Navnee Saini, Mayank Goyal, Vishal Bansal (23); Term Projec
More informationExcel-Based Solution Method For The Optimal Policy Of The Hadley And Whittin s Exact Model With Arma Demand
Excel-Based Soluion Mehod For The Opimal Policy Of The Hadley And Whiin s Exac Model Wih Arma Demand Kal Nami School of Business and Economics Winson Salem Sae Universiy Winson Salem, NC 27110 Phone: (336)750-2338
More informationChapter Floating Point Representation
Chaper 01.05 Floaing Poin Represenaion Afer reading his chaper, you should be able o: 1. conver a base- number o a binary floaing poin represenaion,. conver a binary floaing poin number o is equivalen
More informationMath 10B: Mock Mid II. April 13, 2016
Name: Soluions Mah 10B: Mock Mid II April 13, 016 1. ( poins) Sae, wih jusificaion, wheher he following saemens are rue or false. (a) If a 3 3 marix A saisfies A 3 A = 0, hen i canno be inverible. True.
More informationMath 2142 Exam 1 Review Problems. x 2 + f (0) 3! for the 3rd Taylor polynomial at x = 0. To calculate the various quantities:
Mah 4 Eam Review Problems Problem. Calculae he 3rd Taylor polynomial for arcsin a =. Soluion. Le f() = arcsin. For his problem, we use he formula f() + f () + f ()! + f () 3! for he 3rd Taylor polynomial
More informationStochastic models and their distributions
Sochasic models and heir disribuions Couning cusomers Suppose ha n cusomers arrive a a grocery a imes, say T 1,, T n, each of which akes any real number in he inerval (, ) equally likely The values T 1,,
More informationOn Multicomponent System Reliability with Microshocks - Microdamages Type of Components Interaction
On Mulicomponen Sysem Reliabiliy wih Microshocks - Microdamages Type of Componens Ineracion Jerzy K. Filus, and Lidia Z. Filus Absrac Consider a wo componen parallel sysem. The defined new sochasic dependences
More informationSequential Importance Resampling (SIR) Particle Filter
Paricle Filers++ Pieer Abbeel UC Berkeley EECS Many slides adaped from Thrun, Burgard and Fox, Probabilisic Roboics 1. Algorihm paricle_filer( S -1, u, z ): 2. Sequenial Imporance Resampling (SIR) Paricle
More informationSTATE-SPACE MODELLING. A mass balance across the tank gives:
B. Lennox and N.F. Thornhill, 9, Sae Space Modelling, IChemE Process Managemen and Conrol Subjec Group Newsleer STE-SPACE MODELLING Inroducion: Over he pas decade or so here has been an ever increasing
More informationSection 3.5 Nonhomogeneous Equations; Method of Undetermined Coefficients
Secion 3.5 Nonhomogeneous Equaions; Mehod of Undeermined Coefficiens Key Terms/Ideas: Linear Differenial operaor Nonlinear operaor Second order homogeneous DE Second order nonhomogeneous DE Soluion o homogeneous
More information3.1.3 INTRODUCTION TO DYNAMIC OPTIMIZATION: DISCRETE TIME PROBLEMS. A. The Hamiltonian and First-Order Conditions in a Finite Time Horizon
3..3 INRODUCION O DYNAMIC OPIMIZAION: DISCREE IME PROBLEMS A. he Hamilonian and Firs-Order Condiions in a Finie ime Horizon Define a new funcion, he Hamilonian funcion, H. H he change in he oal value of
More informationBlock Diagram of a DCS in 411
Informaion source Forma A/D From oher sources Pulse modu. Muliplex Bandpass modu. X M h: channel impulse response m i g i s i Digial inpu Digial oupu iming and synchronizaion Digial baseband/ bandpass
More informationPhys1112: DC and RC circuits
Name: Group Members: Dae: TA s Name: Phys1112: DC and RC circuis Objecives: 1. To undersand curren and volage characerisics of a DC RC discharging circui. 2. To undersand he effec of he RC ime consan.
More informationAsymptotic Equipartition Property - Seminar 3, part 1
Asympoic Equipariion Propery - Seminar 3, par 1 Ocober 22, 2013 Problem 1 (Calculaion of ypical se) To clarify he noion of a ypical se A (n) ε and he smalles se of high probabiliy B (n), we will calculae
More informationContinuous Time Linear Time Invariant (LTI) Systems. Dr. Ali Hussein Muqaibel. Introduction
/9/ Coninuous Time Linear Time Invarian (LTI) Sysems Why LTI? Inroducion Many physical sysems. Easy o solve mahemaically Available informaion abou analysis and design. We can apply superposiion LTI Sysem
More informationSolutions Problem Set 3 Macro II (14.452)
Soluions Problem Se 3 Macro II (14.452) Francisco A. Gallego 04/27/2005 1 Q heory of invesmen in coninuous ime and no uncerainy Consider he in nie horizon model of a rm facing adjusmen coss o invesmen.
More informationR t. C t P t. + u t. C t = αp t + βr t + v t. + β + w t
Exercise 7 C P = α + β R P + u C = αp + βr + v (a) (b) C R = α P R + β + w (c) Assumpions abou he disurbances u, v, w : Classical assumions on he disurbance of one of he equaions, eg. on (b): E(v v s P,
More informationDiebold, Chapter 7. Francis X. Diebold, Elements of Forecasting, 4th Edition (Mason, Ohio: Cengage Learning, 2006). Chapter 7. Characterizing Cycles
Diebold, Chaper 7 Francis X. Diebold, Elemens of Forecasing, 4h Ediion (Mason, Ohio: Cengage Learning, 006). Chaper 7. Characerizing Cycles Afer compleing his reading you should be able o: Define covariance
More information) were both constant and we brought them from under the integral.
YIELD-PER-RECRUIT (coninued The yield-per-recrui model applies o a cohor, bu we saw in he Age Disribuions lecure ha he properies of a cohor do no apply in general o a collecion of cohors, which is wha
More informationExponential Weighted Moving Average (EWMA) Chart Under The Assumption of Moderateness And Its 3 Control Limits
DOI: 0.545/mjis.07.5009 Exponenial Weighed Moving Average (EWMA) Char Under The Assumpion of Moderaeness And Is 3 Conrol Limis KALPESH S TAILOR Assisan Professor, Deparmen of Saisics, M. K. Bhavnagar Universiy,
More informationGuest Lectures for Dr. MacFarlane s EE3350 Part Deux
Gues Lecures for Dr. MacFarlane s EE3350 Par Deux Michael Plane Mon., 08-30-2010 Wrie name in corner. Poin ou his is a review, so I will go faser. Remind hem o go lisen o online lecure abou geing an A
More informationMath 333 Problem Set #2 Solution 14 February 2003
Mah 333 Problem Se #2 Soluion 14 February 2003 A1. Solve he iniial value problem dy dx = x2 + e 3x ; 2y 4 y(0) = 1. Soluion: This is separable; we wrie 2y 4 dy = x 2 + e x dx and inegrae o ge The iniial
More informationMATHEMATICAL DESCRIPTION OF THEORETICAL METHODS OF RESERVE ECONOMY OF CONSIGNMENT STORES
MAHEMAICAL DESCIPION OF HEOEICAL MEHODS OF ESEVE ECONOMY OF CONSIGNMEN SOES Péer elek, József Cselényi, György Demeer Universiy of Miskolc, Deparmen of Maerials Handling and Logisics Absrac: Opimizaion
More informationHomework 4 (Stats 620, Winter 2017) Due Tuesday Feb 14, in class Questions are derived from problems in Stochastic Processes by S. Ross.
Homework 4 (Sas 62, Winer 217) Due Tuesday Feb 14, in class Quesions are derived from problems in Sochasic Processes by S. Ross. 1. Le A() and Y () denoe respecively he age and excess a. Find: (a) P{Y
More informationNotes on Kalman Filtering
Noes on Kalman Filering Brian Borchers and Rick Aser November 7, Inroducion Daa Assimilaion is he problem of merging model predicions wih acual measuremens of a sysem o produce an opimal esimae of he curren
More informationDesigning Information Devices and Systems I Spring 2019 Lecture Notes Note 17
EES 16A Designing Informaion Devices and Sysems I Spring 019 Lecure Noes Noe 17 17.1 apaciive ouchscreen In he las noe, we saw ha a capacior consiss of wo pieces on conducive maerial separaed by a nonconducive
More information04. Kinetics of a second order reaction
4. Kineics of a second order reacion Imporan conceps Reacion rae, reacion exen, reacion rae equaion, order of a reacion, firs-order reacions, second-order reacions, differenial and inegraed rae laws, Arrhenius
More informationHOTELLING LOCATION MODEL
HOTELLING LOCATION MODEL THE LINEAR CITY MODEL The Example of Choosing only Locaion wihou Price Compeiion Le a be he locaion of rm and b is he locaion of rm. Assume he linear ransporaion cos equal o d,
More informationnot to be republished NCERT MATHEMATICAL MODELLING Appendix 2 A.2.1 Introduction A.2.2 Why Mathematical Modelling?
256 MATHEMATICS A.2.1 Inroducion In class XI, we have learn abou mahemaical modelling as an aemp o sudy some par (or form) of some real-life problems in mahemaical erms, i.e., he conversion of a physical
More informationMATH 4330/5330, Fourier Analysis Section 6, Proof of Fourier s Theorem for Pointwise Convergence
MATH 433/533, Fourier Analysis Secion 6, Proof of Fourier s Theorem for Poinwise Convergence Firs, some commens abou inegraing periodic funcions. If g is a periodic funcion, g(x + ) g(x) for all real x,
More informationLab 10: RC, RL, and RLC Circuits
Lab 10: RC, RL, and RLC Circuis In his experimen, we will invesigae he behavior of circuis conaining combinaions of resisors, capaciors, and inducors. We will sudy he way volages and currens change in
More informationEvaluation of Mean Time to System Failure of a Repairable 3-out-of-4 System with Online Preventive Maintenance
American Journal of Applied Mahemaics and Saisics, 0, Vol., No., 9- Available online a hp://pubs.sciepub.com/ajams/// Science and Educaion Publishing DOI:0.69/ajams--- Evaluaion of Mean Time o Sysem Failure
More informationInventory Analysis and Management. Multi-Period Stochastic Models: Optimality of (s, S) Policy for K-Convex Objective Functions
Muli-Period Sochasic Models: Opimali of (s, S) Polic for -Convex Objecive Funcions Consider a seing similar o he N-sage newsvendor problem excep ha now here is a fixed re-ordering cos (> 0) for each (re-)order.
More information4.1 - Logarithms and Their Properties
Chaper 4 Logarihmic Funcions 4.1 - Logarihms and Their Properies Wha is a Logarihm? We define he common logarihm funcion, simply he log funcion, wrien log 10 x log x, as follows: If x is a posiive number,
More informationExam 3 Review (Sections Covered: , )
19 Exam Review (Secions Covered: 776 8184) 1 Adieisloadedandihasbeendeerminedhaheprobabiliydisribuionassociaedwih he experimen of rolling he die and observing which number falls uppermos is given by he
More informationRC, RL and RLC circuits
Name Dae Time o Complee h m Parner Course/ Secion / Grade RC, RL and RLC circuis Inroducion In his experimen we will invesigae he behavior of circuis conaining combinaions of resisors, capaciors, and inducors.
More informationFinal Spring 2007
.615 Final Spring 7 Overview The purpose of he final exam is o calculae he MHD β limi in a high-bea oroidal okamak agains he dangerous n = 1 exernal ballooning-kink mode. Effecively, his corresponds o
More informationTwo Coupled Oscillators / Normal Modes
Lecure 3 Phys 3750 Two Coupled Oscillaors / Normal Modes Overview and Moivaion: Today we ake a small, bu significan, sep owards wave moion. We will no ye observe waves, bu his sep is imporan in is own
More information5.2. The Natural Logarithm. Solution
5.2 The Naural Logarihm The number e is an irraional number, similar in naure o π. Is non-erminaing, non-repeaing value is e 2.718 281 828 59. Like π, e also occurs frequenly in naural phenomena. In fac,
More informationOrdinary dierential equations
Chaper 5 Ordinary dierenial equaions Conens 5.1 Iniial value problem........................... 31 5. Forward Euler's mehod......................... 3 5.3 Runge-Kua mehods.......................... 36
More informationRobust estimation based on the first- and third-moment restrictions of the power transformation model
h Inernaional Congress on Modelling and Simulaion, Adelaide, Ausralia, 6 December 3 www.mssanz.org.au/modsim3 Robus esimaion based on he firs- and hird-momen resricions of he power ransformaion Nawaa,
More informationSome Basic Information about M-S-D Systems
Some Basic Informaion abou M-S-D Sysems 1 Inroducion We wan o give some summary of he facs concerning unforced (homogeneous) and forced (non-homogeneous) models for linear oscillaors governed by second-order,
More informationOnline Appendix to Solution Methods for Models with Rare Disasters
Online Appendix o Soluion Mehods for Models wih Rare Disasers Jesús Fernández-Villaverde and Oren Levinal In his Online Appendix, we presen he Euler condiions of he model, we develop he pricing Calvo block,
More informationChapter 7: Solving Trig Equations
Haberman MTH Secion I: The Trigonomeric Funcions Chaper 7: Solving Trig Equaions Le s sar by solving a couple of equaions ha involve he sine funcion EXAMPLE a: Solve he equaion sin( ) The inverse funcions
More informationChristos Papadimitriou & Luca Trevisan November 22, 2016
U.C. Bereley CS170: Algorihms Handou LN-11-22 Chrisos Papadimiriou & Luca Trevisan November 22, 2016 Sreaming algorihms In his lecure and he nex one we sudy memory-efficien algorihms ha process a sream
More informationLecture Notes 5: Investment
Lecure Noes 5: Invesmen Zhiwei Xu (xuzhiwei@sju.edu.cn) Invesmen decisions made by rms are one of he mos imporan behaviors in he economy. As he invesmen deermines how he capials accumulae along he ime,
More informationOn Measuring Pro-Poor Growth. 1. On Various Ways of Measuring Pro-Poor Growth: A Short Review of the Literature
On Measuring Pro-Poor Growh 1. On Various Ways of Measuring Pro-Poor Growh: A Shor eview of he Lieraure During he pas en years or so here have been various suggesions concerning he way one should check
More informationLinear Response Theory: The connection between QFT and experiments
Phys540.nb 39 3 Linear Response Theory: The connecion beween QFT and experimens 3.1. Basic conceps and ideas Q: How do we measure he conduciviy of a meal? A: we firs inroduce a weak elecric field E, and
More information5. Stochastic processes (1)
Lec05.pp S-38.45 - Inroducion o Teleraffic Theory Spring 2005 Conens Basic conceps Poisson process 2 Sochasic processes () Consider some quaniy in a eleraffic (or any) sysem I ypically evolves in ime randomly
More informationT. J. HOLMES AND T. J. KEHOE INTERNATIONAL TRADE AND PAYMENTS THEORY FALL 2011 EXAMINATION
ECON 841 T. J. HOLMES AND T. J. KEHOE INTERNATIONAL TRADE AND PAYMENTS THEORY FALL 211 EXAMINATION This exam has wo pars. Each par has wo quesions. Please answer one of he wo quesions in each par for a
More informationChapter 15: Phenomena. Chapter 15 Chemical Kinetics. Reaction Rates. Reaction Rates R P. Reaction Rates. Rate Laws
Chaper 5: Phenomena Phenomena: The reacion (aq) + B(aq) C(aq) was sudied a wo differen emperaures (98 K and 35 K). For each emperaure he reacion was sared by puing differen concenraions of he 3 species
More informationAir Traffic Forecast Empirical Research Based on the MCMC Method
Compuer and Informaion Science; Vol. 5, No. 5; 0 ISSN 93-8989 E-ISSN 93-8997 Published by Canadian Cener of Science and Educaion Air Traffic Forecas Empirical Research Based on he MCMC Mehod Jian-bo Wang,
More information1. An introduction to dynamic optimization -- Optimal Control and Dynamic Programming AGEC
This documen was generaed a :37 PM, 1/11/018 Copyrigh 018 Richard T. Woodward 1. An inroducion o dynamic opimiaion -- Opimal Conrol and Dynamic Programming AGEC 64-018 I. Overview of opimiaion Opimiaion
More information5.1 - Logarithms and Their Properties
Chaper 5 Logarihmic Funcions 5.1 - Logarihms and Their Properies Suppose ha a populaion grows according o he formula P 10, where P is he colony size a ime, in hours. When will he populaion be 2500? We
More information20. Applications of the Genetic-Drift Model
0. Applicaions of he Geneic-Drif Model 1) Deermining he probabiliy of forming any paricular combinaion of genoypes in he nex generaion: Example: If he parenal allele frequencies are p 0 = 0.35 and q 0
More informationApplication of a Stochastic-Fuzzy Approach to Modeling Optimal Discrete Time Dynamical Systems by Using Large Scale Data Processing
Applicaion of a Sochasic-Fuzzy Approach o Modeling Opimal Discree Time Dynamical Sysems by Using Large Scale Daa Processing AA WALASZE-BABISZEWSA Deparmen of Compuer Engineering Opole Universiy of Technology
More informationIn this chapter the model of free motion under gravity is extended to objects projected at an angle. When you have completed it, you should
Cambridge Universiy Press 978--36-60033-7 Cambridge Inernaional AS and A Level Mahemaics: Mechanics Coursebook Excerp More Informaion Chaper The moion of projeciles In his chaper he model of free moion
More informationIMPLICIT AND INVERSE FUNCTION THEOREMS PAUL SCHRIMPF 1 OCTOBER 25, 2013
IMPLICI AND INVERSE FUNCION HEOREMS PAUL SCHRIMPF 1 OCOBER 25, 213 UNIVERSIY OF BRIISH COLUMBIA ECONOMICS 526 We have exensively sudied how o solve sysems of linear equaions. We know how o check wheher
More informationAn Inventory Model for Time Dependent Weibull Deterioration with Partial Backlogging
American Journal of Operaional Research 0, (): -5 OI: 0.593/j.ajor.000.0 An Invenory Model for Time ependen Weibull eerioraion wih Parial Backlogging Umakana Mishra,, Chaianya Kumar Tripahy eparmen of
More informationKriging Models Predicting Atrazine Concentrations in Surface Water Draining Agricultural Watersheds
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Kriging Models Predicing Arazine Concenraions in Surface Waer Draining Agriculural Waersheds Paul L. Mosquin, Jeremy Aldworh, Wenlin Chen Supplemenal Maerial Number
More information3.1 More on model selection
3. More on Model selecion 3. Comparing models AIC, BIC, Adjused R squared. 3. Over Fiing problem. 3.3 Sample spliing. 3. More on model selecion crieria Ofen afer model fiing you are lef wih a handful of
More informationarxiv: v1 [math.pr] 22 Apr 2014
Renewal Processes wih Coss and Rewards Maria Vlasiou Ocober 5, 28 arxiv:44.56v [mah.pr] 22 Apr 24 Absrac We review he heory of renewal reward processes, which describes renewal processes ha have some cos
More informationLecture Notes 2. The Hilbert Space Approach to Time Series
Time Series Seven N. Durlauf Universiy of Wisconsin. Basic ideas Lecure Noes. The Hilber Space Approach o Time Series The Hilber space framework provides a very powerful language for discussing he relaionship
More informationCash Flow Valuation Mode Lin Discrete Time
IOSR Journal of Mahemaics (IOSR-JM) e-issn: 2278-5728,p-ISSN: 2319-765X, 6, Issue 6 (May. - Jun. 2013), PP 35-41 Cash Flow Valuaion Mode Lin Discree Time Olayiwola. M. A. and Oni, N. O. Deparmen of Mahemaics
More informationFinal Exam. Tuesday, December hours
San Francisco Sae Universiy Michael Bar ECON 560 Fall 03 Final Exam Tuesday, December 7 hours Name: Insrucions. This is closed book, closed noes exam.. No calculaors of any kind are allowed. 3. Show all
More informationThe Arcsine Distribution
The Arcsine Disribuion Chris H. Rycrof Ocober 6, 006 A common heme of he class has been ha he saisics of single walker are ofen very differen from hose of an ensemble of walkers. On he firs homework, we
More informationChapter 4. Location-Scale-Based Parametric Distributions. William Q. Meeker and Luis A. Escobar Iowa State University and Louisiana State University
Chaper 4 Locaion-Scale-Based Parameric Disribuions William Q. Meeker and Luis A. Escobar Iowa Sae Universiy and Louisiana Sae Universiy Copyrigh 1998-2008 W. Q. Meeker and L. A. Escobar. Based on he auhors
More informationLecture 2 October ε-approximation of 2-player zero-sum games
Opimizaion II Winer 009/10 Lecurer: Khaled Elbassioni Lecure Ocober 19 1 ε-approximaion of -player zero-sum games In his lecure we give a randomized ficiious play algorihm for obaining an approximae soluion
More informationCENTRALIZED VERSUS DECENTRALIZED PRODUCTION PLANNING IN SUPPLY CHAINS
CENRALIZED VERSUS DECENRALIZED PRODUCION PLANNING IN SUPPLY CHAINS Georges SAHARIDIS* a, Yves DALLERY* a, Fikri KARAESMEN* b * a Ecole Cenrale Paris Deparmen of Indusial Engineering (LGI), +3343388, saharidis,dallery@lgi.ecp.fr
More informationEnsamble methods: Boosting
Lecure 21 Ensamble mehods: Boosing Milos Hauskrech milos@cs.pi.edu 5329 Senno Square Schedule Final exam: April 18: 1:00-2:15pm, in-class Term projecs April 23 & April 25: a 1:00-2:30pm in CS seminar room
More informationd 1 = c 1 b 2 - b 1 c 2 d 2 = c 1 b 3 - b 1 c 3
and d = c b - b c c d = c b - b c c This process is coninued unil he nh row has been compleed. The complee array of coefficiens is riangular. Noe ha in developing he array an enire row may be divided or
More information23.5. Half-Range Series. Introduction. Prerequisites. Learning Outcomes
Half-Range Series 2.5 Inroducion In his Secion we address he following problem: Can we find a Fourier series expansion of a funcion defined over a finie inerval? Of course we recognise ha such a funcion
More informationR.#W.#Erickson# Department#of#Electrical,#Computer,#and#Energy#Engineering# University#of#Colorado,#Boulder#
.#W.#Erickson# Deparmen#of#Elecrical,#Compuer,#and#Energy#Engineering# Universiy#of#Colorado,#Boulder# Chaper 2 Principles of Seady-Sae Converer Analysis 2.1. Inroducion 2.2. Inducor vol-second balance,
More informationODEs II, Lecture 1: Homogeneous Linear Systems - I. Mike Raugh 1. March 8, 2004
ODEs II, Lecure : Homogeneous Linear Sysems - I Mike Raugh March 8, 4 Inroducion. In he firs lecure we discussed a sysem of linear ODEs for modeling he excreion of lead from he human body, saw how o ransform
More informationIn this chapter we shall consider a very important and growing area of application
Reliabiliy Engineering In his chaper we shall consider a very imporan and growing area of applicaion of some of he probabiliy conceps discussed in he previous chapers, namely, Reliabiliy Engineering. Reliabiliy
More informationDelivering Better Time-of-Day Using Synchronous Ethernet and Yaakov (J) Stein, Alon Geva, Gabriel Zigelboim RAD Data Communications
Delivering Beer Time-of-Day Using Synchronous Eherne and 1588 Yaakov (J) Sein, Alon Geva, Gabriel Zigelboim RAD Daa Communicaions The problem I wan discuss he use of 1588 (or NTP for ha maer) for ime of
More informationAn random variable is a quantity that assumes different values with certain probabilities.
Probabiliy The probabiliy PrA) of an even A is a number in [, ] ha represens how likely A is o occur. The larger he value of PrA), he more likely he even is o occur. PrA) means he even mus occur. PrA)
More information18 Biological models with discrete time
8 Biological models wih discree ime The mos imporan applicaions, however, may be pedagogical. The elegan body of mahemaical heory peraining o linear sysems (Fourier analysis, orhogonal funcions, and so
More informationSolutions to Odd Number Exercises in Chapter 6
1 Soluions o Odd Number Exercises in 6.1 R y eˆ 1.7151 y 6.3 From eˆ ( T K) ˆ R 1 1 SST SST SST (1 R ) 55.36(1.7911) we have, ˆ 6.414 T K ( ) 6.5 y ye ye y e 1 1 Consider he erms e and xe b b x e y e b
More informationThis document was generated at 1:04 PM, 09/10/13 Copyright 2013 Richard T. Woodward. 4. End points and transversality conditions AGEC
his documen was generaed a 1:4 PM, 9/1/13 Copyrigh 213 Richard. Woodward 4. End poins and ransversaliy condiions AGEC 637-213 F z d Recall from Lecure 3 ha a ypical opimal conrol problem is o maimize (,,
More information