SPICE application in the study of the behaviour of multi-state systems described by Markov models

SPICE application in the study of the behaviour of multi-state systems described by Markov models

Microelectron.Reliab.,Vol. 37, No. 4, pp. 609-613, 1997 Copyright 0 1996ElsevierScience Ltd Printed in Great Britain. All rights reserved Pergamon 0...

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Microelectron.Reliab.,Vol. 37, No. 4, pp. 609-613, 1997 Copyright 0 1996ElsevierScience Ltd Printed in Great Britain. All rights reserved

Pergamon

0026-2714/97

$17.00+.00

PII: SOO26-2714(%)00077-7

SPICE APPLICATION IN THE STUDY OF THE BEHAVIOUR OF MULTI-STATE SYSTEMS DESCRIBED BY MARKOV MODELS MUHAMMAD TAHER ABUELMA’AT’TIT and ISA SALMAN QAMBARS t King Fahd University of Petroleum and Minerals, Box 203, Dhahran 31261, Saudi Arabia $.University of Bahrain, P.O. Box 32038 Isa Town, Bahrain

(Received for publication 10 April 1996) Abstract-This paper shows the applicability of the SPICE circuit analysis computer program for studying the behaviour of multi-state systems described by Markov models. Two examples are considered and the results are compared with those obtained by the Laplace transform and the flow graph methods. Agreement between the three techniques is excellent. Copyright e 1996 Elsevier Science Ltd.

k,(t) = a,,P,(t)

INTRODUCTION

In a recent

publication, Qambar [l] described procedure for using the graph theory

a

in studying the behaviour of multi-state systems described by Markov models. Although this procedure can accurately predict the steady-state behaviour of a given system, no attempt has been made to investigate the transient response of the system. Moreover, while calculating the steady-state behaviour of four-state and five-state models is simple and can be done manually, it appears that for more sophisticated N-state models the use of a personal computer, to solve the resulting N simultaneous equations, may be inevitable. On the other hand, the SPICE circuit analysis program is a general-purpose circuit simulation program which can be used for d.c., transient and a.c. analysis. Although it was primarily developed for integrated circuit analysis, it is now widely used in many non-integrated circuit applications [2-51. No attempt, however, has been made to exploit SPICE capabilities in studying the behaviour of multi-state systems described by Markov models. Such a study would be useful for obtaining an understanding of how the various elements of a system will interact and how the overall system will perform under the transient and steady-state conditions. The intent of this paper is to show how the capabilities of SPICE can be exploited for predicting the transient and the steady-state behaviour of N-state systems described by Markov models. simple

- a,,P,(t)

+

+ a,,P,(t)

+ .

- aNNPN(t) (lc)

(lb)

and P,(t) = alNPl(t) + a,,P,(t)

where k,,(t) represents the differentiation nth-state probability P.(t)

of the

al,=a,z+a,,+~.‘+a,, 42 = a21 + a23 + ...

+ u2,&

and cl&IN =

apJ1 +

aN2

+

. . . +

uhf,N-l)

where N is the number of states. According to Ref. [l], an appropriate source for the model must be identified and this source-state is recommended to be the equation having the larger number of terms. Then the source equation is replaced by the following equation: 2 P.=l.

(2)

n=1

In the following it will be assumed that eqn (la) is the source equation. After replacing eqn (la) by eqn (2), and rearranging the resulting set of equations, eqns (1 a-c) can be rewritten as PI(t) = 1 -

i

P,(l)

(34

In=2

P2(t) =

f m=l.m#2

%mPrn(~)

+

P2P2U)

(3b)

h~dt).

(3c)

PROPOSED METHOD

PN(t)=

Following the procedure described in Ref. [l], the differential equations for the Markov model of a given system can be expressed as PI(t) = -a, ,P,(t) + a,,P,(t)

+

+ a,,P,(t)

i

ahp,(t) +

l?l=l,lll+N

The electrical equivalent circuit of eqn (3) is shown in Fig. 1. In the circuit, the current is the analog of P,(t), the voltage across the inductor is the analog of

(la) 609

610

M. T. Abuelma’atti

J$n

and I. S. Qambar

n

Fig. 1. Equivalent

circuit

____

n

of eqn (3). R, = 10, n = 1 - N, L, = 1 H, n = 1 - N.

p,(t) and the voltage-controlled current sources (VCCSs) represent the right-hand sides of eqn (3). The polynomial feature of SPICE will be used to represent these VCCSs [6]. In the SPICE input file of the circuit of Fig. 1, the initial conditions of P,,(t), n = 1 - N are realized by the IC option, the transient analysis option TRAN will be used to perform the transient analysis of the circuit of Fig. 1 and the SPICE output file will contain the probabilities P,(t), n = 1 - N as a function of time.

k,(t) = 0005OP,(t) - 0.0041!‘,(t) + 0.0250PJt) P$) = O.O008P,(t) - 0.0250PJt)

(4b) (4c)

&(t) = O.O300P,(t) + O.O250P,(t) - O.O4OOP,(t). (4dI

Following the procedure described in the previous section, eqns (4a-d) can be rewritten as P,(f) = 1 - PJC) - Pj(f) - PJ(f)

(W

Pz(t) = 0.5494505 - 0,5494505P,(f)

Examples

To illustrate the use of the circuit of Fig. 1 and to establish the accuracy of the proposed method, consider the following two examples. Example 1. Four-state model. In this example we consider the four-state model for the rapid start units given in Ref. [7] and described by the following set of differential equations [ 11:

0

- O.O714285P,(t) - 14.285714ek(t).

Fig. 3. SPICE

(5d)

(4a)

circuit

of the four-state

6 7 1.0 -1.0 -1.0 -1.0 6 7 0.5494505 -109.8901 0.0 0.032 -40.0 7 0 0.4285714 -0.4285714

V(4,5)

(5c)

PJt) = 0.4285714 - 0.4285714P,(t)

0

Fig. 2. Equivalent

Rl 1 0 1 R2 2 3 1 R3 4 5 1 R4 6 I 1 L23OlIC=O L3 5 0 1 IC=O L47OlIC=O Cl 0 1 poly(3) 2 3 4 5 (32 0 2 poly(3) 3 0 4 5 G3 0 4 poly(2) 2 3 5 0 G4 0 6 poly(3) 2 3 4 5 .tran 20 1000 UIC .probe .print tran V(l, 0) V(2,3) .end

P3(t) = O.O320P,(t) - 40.0&t)

(5b)

The equivalent cirucit of eqn (5) is shown in Fig. 2 and its SPICE input file is shown in Fig. 3 where the initial conditions of P.(t), n = 2-4 are set to zero. The transient results are shown in Fig. 4 and the

Pt(t) = -O.O350P,(t) + O.O033P,(f) + O.O150P,(f)

u

+ 2.1978021P,(t) - 109.8901&)

model.

-0.5494505 -0.0714285

V(6.7)

input file for the circuit of Fig. 2.

2.1978021 -14.285714

SPICE

611

application reliability Temperature:

Date/Time ran: 03116196 14:31:30

27.0

(F) B: \ISA.DAT

1 .OA

0.6A 0 I (rl) 0

I (r2)

V I (r3)

0.4A

A I (r4)

0.2A

OA OS

0.2Ks

0.6Ks

0.4Ks

0.8Ks

1.OKs

Time Date: March 17, 1996

Page 1

Fig. 4. PROBE

Table

I. Steady-state

probabilities

output

Time: 13:46:23

giving the probabilities

of the four-state

model

of the four-state

model.

Following the procedure described in the previous section, eqns (6a-e) can be rewritten as

Laplace Steady-state

probability

simulation

transform method [I]

Flow graph method [I]

0.1 I51 0.7592 0.0243 0.1015

0.1151 0.7592 0.0243 0.1015

0.11507 0.75914 0.02429 0.10148

SPICE

PI(t) = I - PJt) - P3(t) - P4(t) - P,(t) Pz(t) = 0.5452067 - 0.5452067P,(t)

PI PZ pj p4

- 0.4884143P,(t)

(7a)

- 0.5452067PJt)

- 22.716946+,(t)

(7b)

PJt) = O.O006666P,(t) - 33.333333+,(t)

(7c)

P4(t) = 0.117647 - O.l17647P,(t) + 0.3235294PJt) steady-state

in Table 1 are the results obtained using the flow graph and the Laplace transform methods [l]. From Table 1 it can be seen that the results obtained using SPICE simulation are in excellent agreement with the results obtained using the Laplace transform method. Example 2. The five-state method. In this example we consider the five-state model for the hot-reserve units given in Ref. [7] and described by the following set of differential equations [ 11:

+ 0003P,(t)

(6a)

= O.O24P,(t) - O.O2002P,(t) + O.O025P&)

(6b)

P,(t) = 0.00002P,(t) - 0.030PJt)

(6~)

&f)

= O.O08P,(t) + O.O3OP&) - O.O60P,(t)

P,(t) = 0.025PJt)

- O.O055P,(t).

P,(t) = 4.5454545PJt)

(7d)

- 181.818181~&).

(7e)

The equivalent circuit of eqn (7) is shown in Fig. 5 and its SPICE input file is shown in Fig. 6 where the initial conditions for P,,(t), n = 2-5 are set to zero. The transient results are shown in Fig. 7 and the steady-state results are shown in Table 2. Also shown in Table

2 are the results

obtained

using the flow

Table 2. Steady-state probabilities of the five-state model

PI(t) = -O.O32P,(t) + O.O20P,(t) + o.o35P,(t)

&t)

- O.l17647P,(t) - 14.705882eJt)

results are shown in Table 1. Also shown

(6d) (6e)

Steady-state probability

SPICE simulation

Laplace transform method [l]

Flow graph method [I]

PI p2

0.331500 0.422600 0.000282 0.044340 0.201300

0.331500 0.422600 0.000282 0.044340 0.201300

0.331419 0.422468 0.000281 0.044330 0.201500

p3

P4 PS

612

M. T. Abuelma’atti

Fig 5. Equivalent

Rl 1 0 1 R2 2 3 1 R3 4 5 1 R4 6 7 1 R5 8 9 1 L2301IC=O L35011C=O L47OlIC=O L59OlIC=O Gl 0 1 poly(4) 2 3 4 5 G2 0 2 poly(4) 4 5 6 7 G3 0 4 poly(2) 2 3 5 0 G4 0 6 poly(4) 2 3 4 5 G5 0 8 poly(2) 6 7 9 0 .tran 20 1000 UIC .print tran V(l, 0) V(2,3) .probe .end

and I. S. Qambar

circuit

of the five-state

model

6 7 8 9 1.0 -1.0 - 1.0 - 1.0 - 1.0 8 9 3 0 0.5452067 -0.5452067 -0.5452067 -0.4884143 -22.716946 0.0 0.0006666 -33.333333 8 9 7 0 0.117647 -0.117647 0.3235294 -0.117647 -14.705882 0.0 4.5454545 -181.81818 V(4,5)

V(6,7)

Fig. 6. SPICE

V(8,9)

input file for the circuit

of Fig. 5.

reliability Date/Time run: 03/17/96

Temperature: 27.0

13: lo:40

(A) B: \QAMBAR.DAT

1.OA

0.8A

0.6A

0

I (rl)

0

I (r2)

v

I (r3)

A

I

0

I (r5)

(r4)

0.4A

0.2A

OA OS

0.2Ks

0.6Ks

0.4Ks

0.8Ks

1.OKs

Time

Fig. 7. PROBE

Time: 13:17:55

Page 1

Date: March 17. 1996

output

giving the probabilities

of the four-state

model.

SPICE application graph and the Laplace transform methods. From Table 2 it can be seen the results obtained using SPICE simulation are in excellent agreement with the results obtained using the Laplace transform method.

CONCLUSION From the analysis presented and the examples considered it is evident that the SPICE circuit simulation program is a useful tool for studying the behaviour of multi-state systems described by Markov models. Steady-state and transient solutions for the different probabilities involved are readily available. The procedure for obtaining the electrical equivalent circuit of a given set of linear differential equations is general and can be applied for any number of equations. The choice of a particular equation as the source is not critical and any differential equation can be assigned as the source-state. The use of SPICE is

expected

to

provide

a

better

insight

into

the

613

performance of multi-state Markov models.

systems

described

by

REFERENCES 1. Qambar, I. S., Flow graph development method. Microelectron. Realiab., 1993, 33, 1387-1395. 2. Prigozy, S., Novel applications of SPICE in engineering eduction. IEEE Trans. Educ., 1989, 32, 35-38. 3. Laghari, J. R., Suthar, L., and Cygan, S., SPICE applications in high voltage engineering education. Comput. Educ., 1990, 14, 455-462. 4. Paul, C. R., Analysis of Linear Circuits. McGraw-Hill, New York 1989. 5. Hmurcik, L. V., Hettinger, M., Gottschalck, K. S., and Fitchen, F. C., SPICE applications to an undergraduate electronic program. IEEE Trans. Educ., 1990. 33, 183-189. 6. Kumar, K. B., Novel techniques to solve sets of coupled differential equations with SPICE. IEEE Circuits Devices Magazine, 1991. 7, 11-14. 7. Billinton, R., and Chowdhury, N. A., Operating reserve assessment in interconnected generating systems. IEEE Trans. Power Syst.. 1988, 3, 1479-1487.