Sensitivity Analysis of Simulation Models

This contribution presents an overview of sensitivity analysis of simulation models, including the estimation of gradients. It covers classic designs and their corresponding (meta)models; namely, resolution-III designs including fractional-factorial two-level designs for first-order polynomial metamodels, resolution-IV and resolution-V designs for metamodels augmented with two-factor interactions, and designs for second-degree polynomial metamodels including central composite designs. It also reviews factor screening for simulation models with very many factors, focusing on the so-called "sequential bifurcation" method. Furthermore, it reviews Kriging metamodels and their designs. It mentions that sensitivity analysis may also aim at the optimization of the simulated system, allowing multiple random simulation outputs.simulation;sensitivity analysis;gradients;screening;Kriging;optimization;Response SurfaceMethodology;Taguchi

Condition-based maintenance for a system subject to multiple degradation processes with stochastic arrival intensity

In this work, a system subject to different deterioration processes is analysed. The arrival of the degradation processes to the system is modelled using a shot-noise Cox process. The degradation processes grow according to an homogeneous gamma process. The system fails when a degradation process exceeds a failure threshold. The combined process of initiation and growth of the degradation processes is modelled and the system reliability is obtained. Heterogeneities are also integrated in the model assuming that the inverse of the scale parameter follows a uniform distribution. A maintenance strategy is implemented in this system and the state of the system is checked in inspection times. If the system is working at inspection time, a preventive replacement is performed if the deterioration level of a degradation process exceeds a certain threshold. A corrective replacement is performed if the system is down at inspection time. Under this maintenance strategy, the expected cost rate is obtained. Sensitivity analysis on the main parameters of the gamma process is performed.Comment: 30 pages, 10 figure

Markov and Semi-markov Chains, Processes, Systems and Emerging Related Fields

This book covers a broad range of research results in the field of Markov and Semi-Markov chains, processes, systems and related emerging fields. The authors of the included research papers are well-known researchers in their field. The book presents the state-of-the-art and ideas for further research for theorists in the fields. Nonetheless, it also provides straightforwardly applicable results for diverse areas of practitioners

Design of an integrated airframe/propulsion control system architecture

The design of an integrated airframe/propulsion control system architecture is described. The design is based on a prevalidation methodology that uses both reliability and performance. A detailed account is given for the testing associated with a subset of the architecture and concludes with general observations of applying the methodology to the architecture

Time dissemination and synchronization methods to support Galileo timing interfaces

Precise timing is an important factor in the modern information-oriented society and culture. Timing is one of the key technologies for such basic and everyday things, like cellular communications, Internet, satellite navigation and many others. Satellite navigation systems offer cost-efficient and high-performance timing services, and GPS is presently the unchallenged market leader. However, GPS is under military control and does not offer availability and performance guarantees. From a user perspective, this situation will change with the advent of the European satellite navigation system Galileo which shall be operated on a commercial basis by civil entities and shall accept certain liabilities for its services providing also guaranteed service performances. This work is motivated by the new opportunities and challenges related to Galileo timekeeping and applications, and in particular by the necessity to (a) produce and maintain a stable, accurate and robust system timescale which can serve for both accurate prediction of satellite clocks and for the metrological purposes, (b) establish accurate and reliable timing interface to GPS to facilitate Galileo interoperability, (c) maximize user benefits from the new system features like service guarantees and support application development by enabling their certification. The thesis starts with overview of atomic clocks, timekeeping and timing applications. Further Galileo project and system architecture are described and details on Galileo timekeeping concept are given. In addition, the state-of-the-art timekeeping and time dissemination methods and algorithms are presented. Main findings of the thesis focus on (a) Galileo timekeeping. Various options for generation of Galileo system time are proposed and compared with respect to the key performance parameters (stability and reliability). Galileo System Time (GST) stability requirements driven by its navigation and metrological functions are derived. In addition, achievable level of GST stability (considering hardware components) is analyzed. Further, optimization of the present baseline with respect to the design of Galileo Precise Timing Facility (PTF), and its redundancy and switching concepts is undertaken. Finally, performance analysis of different options for generation of the ensemble time is performed and considerations with respect to the role of the ensemble time in Galileo are provided, (b) GPS Galileo timing interface. The magnitude and statistical properties of the time offset are investigated and the impact of the time offset onto the user positioning and timing accuracy is studied with the help of simulated GPS and Galileo observations. Here a novel simulation concept which is based on utilization of GPS data and their scaling for Galileo is proposed. Both GPS and Galileo baseline foresees that the GPS/Galileo time offset shall be determined and broadcast to users in the navigation messages. For this purposes, the offset shall be predicted using available measurement data. Simulations of GPS Galileo time offset determination and prediction are presented. The prediction is made relying on both traditional method and on the advanced techniques like Box-Jenkins prediction (based on the autoregressive moving average approach) and Kalman filter. The end-to-end budgets for different options of GPS Galileo time offset determination are also presented. (c) Galileo interface to timing users (Galileo timing service). The relevance of GST restitution from the metrological point of view is discussed and recognition of GST as a legal time reference is proposed. Assessment of the accuracy of the Galileo timing service is presented. Finally, recommendations for Galileo are provided based on the findings of the thesis

Limitations of Reliability for Long-Endurance Human Spaceflight

Long-endurance human spaceflight - such as missions to Mars or its moons - will present a never-before-seen maintenance logistics challenge. Crews will be in space for longer and be farther way from Earth than ever before. Resupply and abort options will be heavily constrained, and will have timescales much longer than current and past experience. Spare parts and/or redundant systems will have to be included to reduce risk. However, the high cost of transportation means that this risk reduction must be achieved while also minimizing mass. The concept of increasing system and component reliability is commonly discussed as a means to reduce risk and mass by reducing the probability that components will fail during a mission. While increased reliability can reduce maintenance logistics mass requirements, the rate of mass reduction decreases over time. In addition, reliability growth requires increased test time and cost. This paper assesses trends in test time requirements, cost, and maintenance logistics mass savings as a function of increase in Mean Time Between Failures (MTBF) for some or all of the components in a system, based on a review of reliability growth models in literature and a quantitative case study. In general, reliability growth results in superlinear growth in test time requirements, exponential growth in cost, and sublinear benefits in terms of maintenance logistics mass saved. In the Mars transit case study examined here, doubling the reliability of all components results in a 24% reduction in corrective maintenance mass requirements. However, if only some components experience improved reliability the benefits are reduced; if only the ten largest contributors to corrective maintenance requirements experience doubled reliability, the decrease in mass is reduced to 9%. These trends indicate that it is unlikely that reliability growth alone will be a cost-effective approach to maintenance logistics mass reduction and risk mitigation for long-endurance missions. This paper discusses these trends as well as other options to reduce logistics mass such as direct reduction of part mass, commonality, or In-Space Manufacturing (ISM). Overall, it is likely that some combination of all available options - including reliability growth - will be required to reduce mass and mitigate risk for future deep space missions.United States. National Aeronautics and Space Administration. Space Technology Research Fellowship (NNX14AM42H

Reservoir management optimization: case study of an oil rim located in the Gulf of Guinea comparing dynamic simulation of low cost smart wells with conventional wells

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