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Maintenance Mathematics
INTRODUCTION

As in the case of other engineering disciplines, mathematics is an indispensable 1 maintenance tool. Mathematics applications in engineering are relatively new. A history of mathematics is provided in Reference 1. In maintenance, mathematics nd applications in work sampling, inventory control analysis, failure data analysis, establishing optimum preventive maintenance policies, maintenance cost analysis, and project management control. Some of the areas of mathematics used in maintenance include set theory, probability, calculus, differential equations, Stochastic processes, and Laplace transforms. Even though many excellent texts are available in areas such as these, this chapter presents essential mathematical concepts to enable understanding of the material presented in the book. This should eliminate the need for readers to consult math books.

BOOLEAN ALGEBRA AND PROBABILITY PROPERTIES

Boolean algebra is important in probability theory and is named after George Boole 2 (18131864), its originator. Table 2.1 presents selective rules of Boolean algebra. The capital letters denote arbitrary sets or events and the symbol + denotes the union of sets or events. The intersection of sets in the table is written without the dot. Nevertheless, in some other documents it could have been written with the symbol or with a dot. 3,4 Important properties of probability are as follows: The probability of occurrence of event, Y, is always 0 P(Y ) 1 where P(Y ) is the probability of occurrence of Y. The probability of occurrence and nonoccurrence of Y is given by P(Y ) + P(Y ) = 1 (2.2) (2.1)

where Y is the negation of Y and P ( Y ) is the probability of nonoccurrence of Y.

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TABLE 2.1 2,3 Commonly Used Boolean Algebra Rules

Rule Description Absorption law Commutative law Idempotent law Distributive law Associative law Symbolism Y ( Y + A) = Y Y + YA = Y AY = YA A +Y =Y +A YY = Y Y +Y =Y A (Y + B) = AY + AB A + (YB) = (A + Y ) (A + B) A (YB) = (AY ) B (A + B) + Y = A + ( Y + B)

The probability of the sample space, S, is P(S ) = 1 The probability of the negation of the sample space S is P(S ) = 1 (2.4) (2.3)

The probability of an intersection of independent events, Y1, Y2, Y3 , Yn, is P ( Y 1 Y 2 Y 3 Y n ) = P ( Y 1 ) P ( Y 2 ) P ( Y 3 ) P ( Y n ) (2.5)

where n = total number of events, Yi = ith event, for i = 1, 2, 3,, n, P(Yi ) = probability of occurrence of event Yi, for i = 1, 2, 3,, n. The probability of the union of n independent events is given by P(Y 1 + Y 2 + Y 3 + + Y n) = 1 (1 P(Y i))
i=1 n

(2.6)

The probability of the union of n mutually exclusive events is expressed by P(Y 1 + Y 2 + Y 3 + + Y n) =

P(Y i)
i=1

(2.7)

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Note that for very small values of P(Y1), P(Y2), P(Y3), , P(Yn), Eq. (2.6) yields almost the same result to Eq. (2.7). Example 2.1 Assume that in Eq. (2.6), we have n = 2, P(Y1) = .04, and P(Y2) = .06. Calculate the probability of the union of independent events Y1 and Y2. Use the same given data in Eq. (2.7) and comment on the results given by Eqs. (2.6) and (2.7). For n = 2, Eq. (2.6) yields P ( Y1 + Y2 ) = 1 ( 1 P ( Y i ) )
i=1 2

= P ( Y1 ) + P ( Y2 ) P ( Y1 ) P ( Y2 ) Substituting the given values for P(Y1) and P(Y2) into Eq. (2.8), we get P ( Y1 + Y2 ) = .04 + .06 ( .04 ) ( .06 ) = .0976 Using the same given data in Eq. (2.7) yields P ( Y1 + Y2 ) = P ( Y1 ) + P ( Y2 ) = .1000 The above two results are almost identical.

(2.8)

PROBABILITY AND CUMULATIVE DISTRIBUTION FUNCTION DEFINITIONS PROBABILITY

This is dened by
5

P ( Y ) = lim ( M / m )
m

(2.9)

where P(Y ) is the probability of occurrence of event Y and M is the total number of times that Y occurs in the m repeated experiments.

CUMULATIVE DISTRIBUTION FUNCTION

This is expressed by
5,6

F (t) =

f ( y ) dy

(2.10)

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where t = time, F(t) = cumulative distribution function, f ( y) = probability density function. By differentiating Eq. (2.10) with respect to t, we get d ( f ( y ) dy ) dF ( t ) ------------- = --------------------------------- = f (t) dt dt Setting t = in Eq. (2.10) yields F () =
t

(2.11)

f ( x ) dx

= 1

(2.12)

This proves that the total area under the probability density curve is always equal to unity.

PROBABILITY DISTRIBUTIONS OF CONTINUOUS RANDOM VARIABLES

Over the years many continuous random variable probability distributions have been developed. This section presents some of those useful for performing mathematical 79 maintenance analysis-related studies.

EXPONENTIAL DISTRIBUTION
This is one of the most widely used probability distributions in engineering, partic10 ularly in reliability work. It is relatively easy to handle in conducting analysis. The distribution probability density function is dened by f (t ) = e
t

, t 0, > 0

(2.13)

where is the distribution parameter. By substituting Eq. (2.13) into Eq. (2.10) we get the following expression for the exponential distribution cumulative distribution function: F (t) = Example 2.2 By setting t = in Eq. (2.14) prove that the value of the cumulative distribution function is equal to unity.

0 e

dy = 1 e

(2.14)

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Thus, for t = Eq. (2.14) becomes F () = 1 e

= 1 0 = 1

The above result proves that values of F(t) for t = is always equal to unity.

RAYLEIGH DISTRIBUTION
This distribution, developed by John Rayleigh (18421919), is used often in reliability 1 engineering and in the theory of sound. Its probability density function is expressed by 2 ( t / )2 f ( t ) = ----te , t 0, > 0 2 where is the distribution parameter. Inserting Eq. (2.15) into Eq. (2.10), we obtain F (t) = 1 e
( t / )
2

(2.15)

(2.16)

The above equation is the Rayleigh distribution cumulative distribution function. Example 2.3 Obtain an expression for the probability density function by using Eq. (2.16) in Eq. (2.11). Substituting Eq. (2.16) into Eq. (2.11) yields dF ( t ) 2 t ( t / )2 - = ----f ( t ) = ------------e 2 dt (2.17)

Note that Eq. (2.17) is identical to Eq. (2.15). Thus, it proves that by differentiating the cumulative function, F(t), with respect to time, t, yields the probability density function.

WEIBULL DISTRIBUTION
This distribution was developed by W. Weibull of the Royal Institute of Technology, 11 Stockholm, in the early 1950s. Weibull distribution is useful for representing many different physical phenomena. Its probability density function is dened by bt e -, t 0, b > 0, > 0 f ( t ) = ------------------------b where b and are the shape and scale parameters, respectively.
b 1 ( t / )
b

(2.18)

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Using Eq. (2.18) in Eq. (2.10), we get F (t) = 1 e

( t / )
b

(2.19)

Equation (2.19) is also known as Weibull cumulative distribution function. Example 2.4 Obtain expressions by using Eq. (2.19) for b = 1 and b = 2 and comment on the resulting equations. Thus, for b = 1 and b = 2 Eq. (2.19) yields the following expressions, respectively: F (t) = 1 e and F (t) = 1 e
( t / )
2

t /

(2.20)

(2.21)

Equations (2.20) and (2.21) are identical to Eqs. (2.14) (i.e., for 1/ = ) and (2.16), respectively. It means for b = 1 and b = 2 exponential and Rayleigh distributions are the special cases of the Weibull distribution, respectively.

NORMAL DISTRIBUTION
This distribution is sometime called the Gaussian distribution after Carl Friedrich Gauss (17771855), a German mathematician. It is one of the most widely used statistical distributions. The distribution probability density function is expressed by 1 (t ) f ( t ) = -------------- exp ----------------- , 2 2 2
2

< t < +

(2.22)

where and are the distribution parameters (i.e., mean and standard deviation, respectively). Substituting Eq. (2.22) into Eq. (2.10), we obtain
t 1 (t ) F ( t ) = -------------- exp ----------------- dy 2 2 2 2 4,6,11

(2.23)

The values of Eq. (2.23) are tabulated in various mathematical books. This distribution was actually discovered by De Moivre as early as in 1733 but 6 due to historical error was attributed to Carl Gauss.

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GENERAL DISTRIBUTION
This distribution can represent a wide range of physical phenomena, and its proba12 bility density function is expressed by f ( t ) = [ m st
s1

+ (1 m)t

e ] exp [ m t ( 1 m ) ( e
s

1 ) ] (2.24)

for 0 m 1 and , s , , > 0 where and are the scale parameters, and s are the shape parameters. By inserting Eq. (2.24) into Eq. (2.10), we get the following expression for the cumulative distribution function: F ( t ) = 1 exp [ m t ( 1 m ) ( e
s

1)]

(2.25)

The following statistical functions are the special cases of the general distribution: For For For For For For m = 1: Weibull m = 1 and s = 2: Rayleigh m = 1 and s = 1: Exponential m = 0 and = 1: Extreme value s = 1 and = 1: Makeham 13 s = 0.5 and = 1: Bathtub

Table 2.2 presents cumulative distribution functions for the distributions discussed earlier.

TABLE 2.2 Cumulative Distribution Functions for Selective Distributions

Distribution Name General Exponential Rayleigh Weibull Normal Cumulative Distribution Function ( F(t)) 1 exp [ m t (1 m )( e
s

1) ]

1e 1e 1e

t ( t / ) ( t / )
2

t 1 (t ) -------------- dy exp ---------------- 2 2 2 2

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LAPLACE TRANSFORMS: INITIAL AND FINAL VALUE THEOREMS

Laplace transforms are useful for solving system of linear differential equations in mathematical maintenance analysis. These transforms are named for Pierre-Simon 1 Laplace (17491827) who died exactly 100 years after the death of Isaac Newton. 1416 The Laplace transform of the function, f (t), is expressed by f (s) = where t = time, s = Laplace transform variable, f (s) = Laplace transform of f (t). Example 2.5 Obtain Laplace transforms of the following two functions: f (t) = 1 f (t) = e
t

f ( t ) e dt

st

(2.26)

(2.27) (2.28)

where is a constant. Using Eq. (2.27) in Eq. (2.26), we get f (s) =

0 1 e

st

1 - , for s > 0 dt = -s

(2.29)

Substituting Eq. (2.28) into Eq. (2.26) yields

t st

f (s) =

e dt = ----------------s+

( s + ) t 0

1 - , for s > 0 = ----------s+

(2.30)

Laplace transforms of some selective functions are presented in Table 2.3.

INITIAL

AND

FINAL VALUE THEOREMS

The initial value theorem is given by lim f ( t )

t0

(2.31)

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TABLE 2.3 Laplace Transforms of Some Common Functions

No. 1 2 3 4 5 6 7 e 1 df ( t ) -----------dt f(t)
t

f(s) 1 -----------, for s > s+ 1 -- , for s > 0 s s f (s) f(0) f (s) ---------s 1 --2 s 1 ---- , for m = 1, 2, 3, m s 1 ------------------ , for m = 1, 2, 3, m (s )

0 f ( y ) d y
t t ------------------( m 1)! t e ------------------( m 1)!
m1 t m1

The Laplace transform of Eq. (2.31) is

lim sf ( s )
s

(2.32)

The nal value theorem is expressed by lim f ( t )

t

(2.33)
6

The Laplace transform of Eq. (2.33) is given by lim sf ( s )

s0

(2.34)

Example 2.6 Prove that Eqs. (2.33) and (2.34) are equal. From Table 2.3 and Eq. (2.26) we write df ( t ) L ------------ = dt

0 e

st

d f (t) ------------ dt = sf ( s ) f ( 0 ) dt

(2.35)

where L is the Laplace transform operator. The limit of

0
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st

d f (t) ------------ dt dt

as s 0 is lim e
s0 0 st

d f (t) ------------ dt = dt

d f (t) ------------ dt dt w d f (t) - dt = lim -----------dt w 0 = lim [ f ( w ) f ( 0 ) ]

w t

= lim f ( t ) f ( 0 ) The limit of [s f (s) f (0)] as s 0 is lim sf ( s ) f ( 0 )

s0

(2.36)

(2.37)

From Eqs. (2.36) and (2.37) we obtain lim f ( t ) f ( 0 ) = lim sf ( s ) f ( 0 )

t s0

(2.38)

Equation (2.38) yields lim f ( t ) = lim sf ( s )

t s0

(2.39)

The above equation proves that Eqs. (2.33) and (2.34) are equal. Example 2.7 Assume that we have

( + ) t - + ------------e f ( t ) = -----------+ +
where and are parameters or constants and t is time.

(2.40)

Prove using Eq. (2.40) that Eqs. (2.33) and (2.34) yield identical results. By substituting Eq. (2.40) into Eq. (2.33), we get

( + ) t - + ------------e lim -----------= -----------+ + t +

Taking the Laplace transform of Eq. (2.40) yields

(2.41)

1 1 - -- + ------------ ------------------------f ( s ) = ----------- + s + (s + + ) (s + ) = ---------------------------s(s + + )

(2.42)

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Inserting Eq. (2.42) into Eq. (2.34), we get (s + ) - = -----------lim s ---------------------------s(s + + ) + s0 (2.43)

Equations (2.41) and (2.43) prove that Eqs. (2.33) and (2.34) yield identical results.

ALGEBRAIC EQUATIONS
Mathematical maintenance analysis may involve determining roots of algebraic equations. A root may be described as a value of variable when insertion into the polynomial equation leads to the value of the equation equal to zero. When all roots of the poly11,17,18 nomial equation are found, it is considered solved.

QUADRATIC EQUATION
Although quadratic equations were solved around 2000 BC by Babylonians, in Western society before the seventeenth century the theory of equations was handicapped by 1 the failure to recognize negative or complex numbers as the roots of equations. A quadratic equation is dened by Ax + Bx + C = 0 where x is a variable; A, B, and C are the constants. Solutions to Eq. (2.44) are given below: x1 , x2 = ( B D where D B 4 AC For real A, B, and C the roots can be classied as follows: For D > 0: real and unequal For D = 0: real and equal For D < 0: complex conjugate If x1 and x2 are the roots of Eq. (2.44) then we have x1 x2 = C / A and x1 + x2 = B / A (2.48) (2.47)
2 1/2 2

(2.44)

)/ 2 A

(2.45)

(2.46)

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CUBIC EQUATION
Italian mathematicians played an instrumental role in nding the algebraic solution to cubic equation. In 1545 Girolamo Cardano (15011576) published a Latin treatise 1 on algebra at Nuremberg in Germany and included Tartaglias solution of the cubic. Cubic equation is expressed by x + B1 x + B2 x + B3 = 0 where x is a variable; B1, B2, and B3 are the constants. Let L = ( 3 B 2 B 1 )/ 9 M = ( 9 B 1 B 2 27 B 3 2 B 1 )/ 54 N = [M + (L + M ) ] and P = [M (L + M ) ] The roots of Eq. (2.49) are given below: B1 x 1 = N + P ----3 B1 1 1 - ( N + P ) ----- i 3( N P) x 2 = -+ -2 3 2 B1 1 1 - i 3( N P) - ( N + P ) ----x 3 = - -2 3 2 Let T = L +M
3 2 3 2 1/2 1/3 3 2 1/2 1/3 3 2 3 2

(2.49)

(2.50) (2.51) (2.52)

(2.53)

(2.54)

(2.55)

(2.56)

(2.57)

For real B1, B2, and B3 the roots can be classied as follows: For T > 0: one real and two complex conjugate For T < 0: all real and unequal For T = 0: all real and at least two equal

DIFFERENTIAL EQUATIONS
In mathematical maintenance analysis it may be necessary to nd solutions to a set of linear differential equations, particularly when applying the Markov method. Even though there are various methods for solving differential equations, the Laplace

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transform approach is probably the most effective technique for solving a set of linear differential equations. The following example demonstrates the application of Laplace transforms to solve a set of linear differential equations. Example 2.8 Assume that the following two differential equations describe a repairable system: dP 0 ( t ) --------------- = P0 ( t ) + P1 ( t ) dt dP 1 ( t ) --------------- = P1 ( t ) + P0 ( t ) dt

(2.58)

(2.59)

where Pi (t) = probability that the system is in state i at time t, for i = 0 (working normally), i = 1 (failed), = system failure rate, = system repair rate. At time t = 0, P0(0) = 1, and P1(0) = 0. Prove by using Laplace transforms and Eqs. (2.58) and (2.59) that the probability of the system operating normally, i.e., P0(t), is given by Eq. (2.40). Taking Laplace transforms of Eqs. (2.58) and (2.59), we get sP 0 ( s ) P 0 ( 0 ) = P 0 ( s ) + P 1 ( s ) sP 1 ( s ) P 1 ( 0 ) = P 1 ( s ) + P 0 ( s ) (2.60) (2.61)

where Pi (s) is the Laplace transform of the probability that the system is in state i, for i = 0,1. For given initial conditions Eqs. (2.60) and (2.61) become sP 0 ( s ) 1 = P 0 ( s ) + P 1 ( s ) sP 1 ( s ) = P 1 ( s ) + P 0 ( s ) Rearranging Eq. (2.63) yields (2.62) (2.63)

P0 ( s ) P 1 ( s ) = ---------------s+

(2.64)

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Substituting Eq. (2.64) into Eq. (2.62), we obtain (s + ) P 0 ( s ) = ---------------------------s(s + + ) Taking the inverse Laplace transform of Eq. (2.65) results in (2.65)

( + ) t - + ------------e P 0 ( t ) = -----------+ +

(2.66)

For f (t) = P0(t), Eqs. (2.40) and (2.66) are identical. It means Eq. (2.40) denotes the probability of the system operating normally when its (i.e., system) failure and repair rates are given.

PROBLEMS
1. Discuss the following Boolean algebra laws: Idempotent law Absorption law 2. Give a physical example of mutually exclusive events. 3. What are the independent events? 4. Dene the following: Probability density function Cumulative distribution function 5. Prove that the cumulative distribution function of exponential distribution is given by F (t) = 1 e
t

(2.67)

where t is time and is the distribution parameter. 6. Write the probability density function of Weibull distribution. What are the special case distributions of the Weibull distribution? 7. Write the special case statistical functions of the general distribution. 8. Compare general and Weibull distributions. 9. Prove that the Laplace transform of f (t) = t is given by 1 f ( s ) = --2 s 10. Find the roots of the following equation: x + 2x 5x 6 = 0 where x is a variable.
3 2

(2.68)

(2.69)

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REFERENCES
1. Eves, H., An Introduction to the History of Mathematics, Holt, Rinehart, and Winston, New York, 1976. 2. Lipschutz, S., Set Theory and Related Topics, McGraw-Hill, New York, 1964. 3. NUREG-0492, Fault Tree Handbook, Nuclear Regulatory Commission (NRC), Washington, D.C., 1981. 4. Lipschutz, S., Probability, McGraw-Hill, New York, 1965. 5. Mann, N.R., Schafer, R.E., and Singpurwalla, N.D., Methods for Statistical Analysis of Reliability and Life Data, John Wiley & Sons, New York, 1974. 6. Shooman, M.L., Probabilistic Reliability: An Engineering Approach, McGraw-Hill, New York, 1968. 7. Patel, J.K., Kapadia, C.H., and Owen, D.B., Handbook of Statistical Distributions, Marcel Dekker, New York, 1976. 8. Ireson, W.G., editor, Reliability Handbook, McGraw-Hill, New York, 1966. 9. Dhillon, B.S., Life distributions, IEEE Transac. Reliability, 30, 1981, 457460. 10. Davis, D.J., An analysis of some failure data, J. Am. Stat. Assoc., 1952, 113150. 11. Spiegel, M.R., Mathematical Handbook of Formulas and Tables, McGraw-Hill, New York, 1968. 12. Dhillon, B.S., A hazard rate model, IEEE Transac. Reliability, 29, 1979, 150. 13. Dhillon, B.S., Reliability Engineering in Systems Design and Operation, Van Nostrand Reinhold Co., New York, 1983. 14. Nixon, F.E., Handbook of Laplace Transformation, Prentice-Hall, Englewood Cliffs, New Jersey, 1965. 15. Spiegel, M.R., Laplace Transforms, McGraw-Hill, New York, 1965. 16. Oberhettinger, F. and Badii, L., Tables of Laplace Transforms, Springer-Verlag, Berlin, 1973. 17. Abramowitz, M. and Stegun, I.A., editors, Handbook of Mathematical Functions, U.S. Government Printing Ofce, Washington, D.C., 1972. 18. Burington, R.S., Handbook of Mathematical Tables and Formulas, McGraw-Hill, New York, 1973.

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