Editors Briš Snášel Khanh Dao Applied Mathematics in Engineering and Reliability contains papers presented at the International Conference on Applied Mathematics in Engineering and Reliability (ICAMER 2016, Ho Chi Minh City, Viet Nam, 4-6 May 2016). The book covers a wide range of topics within mathematics applied in reliability, risk and engineering, including: i A n p E p • Risk and Reliability Analysis Methods n l • Maintenance Optimization g ie Editors • Bayesian Methods i d n • Monte Carlo Methods for Parallel Computing of Reliability and Risk e M Radim Briš • Advanced Mathematical Methods in Engineering e a r • Methods for Solutions of Nonlinear Partial Differential Equations i t Václav Snášel n h • Statistics and Applied Statistics, etc. g e Chu Duc Khanh m a The application areas range from Nuclear, Mechanical and Electrical Engineering to Information n a Phan Dao Technology and Communication, Safety Engineering, Environmental Engineering, Finance to Health d t i and Medicine. The papers cover both theory and applications, and are focused on a wide range of R c s sectors and problem areas. Integral demonstrations of the use of reliability and engineering e l mathematics are provided in many practical applications concerning major technological systems i a and structures. b i l i Applied Mathematics in Engineering and Reliability will be of interest to academics and professionals t y working in a wide range of industrial, governmental and academic sectors, including Electrical and Electronic Engineering, Safety Engineering, Information Technology and Telecommunications, Civil Engineering, Energy Production, Infrastructures, Insurance and Finance, Manufacturing, Mechanical Engineering, Natural Hazards, Nuclear Engineering, Transportation, and Policy Making. Applied Mathematics in Engineering and Reliability an informa business APPLIED MATHEMATICS IN ENGINEERING AND RELIABILITY AAMMEERR1166--FFMM..iinndddd ii 33//1155//22001166 22::1122::2244 PPMM TThhiiss ppaaggee iinntteennttiioonnaallllyy lleefftt bbllaannkk PROCEEDINGS OF THE 1ST INTERNATIONAL CONFERENCE ON APPLIED MATHEMATICS IN ENGINEERING AND RELIABILITY (ICAMER 2016), HO CHI MINH CITY, VIETNAM, 4–6 MAY 2016 Applied Mathematics in Engineering and Reliability Editors Radim Briš & Václav Snášel Faculty of Electrical Engineering and Computer Science VŠB—Technical University of Ostrava, Czech Republic Chu Duc Khanh Faculty of Mathematics—Statistics, Ton Duc Thang University, Vietnam Phan Dao European Cooperation Center, Ton Duc Thang University, Vietnam AAMMEERR1166--FFMM..iinndddd iiiiii 33//1155//22001166 22::1122::2244 PPMM CRC Press/Balkema is an imprint of the Taylor & Francis Group, an informa business © 2016 Taylor & Francis Group, London, UK Typeset by V Publishing Solutions Pvt Ltd., Chennai, India Printed and bound in Great Britain by CPI Group (UK) Ltd, Croydon, CR0 4YY All rights reserved. No part of this publication or the information contained herein may be reproduced, stored in a retrieval system, or transmitted in any form or by any means, electronic, mechanical, by photocopying, recording or otherwise, without written prior permission from the publisher. Although all care is taken to ensure integrity and the quality of this publication and the information herein, no responsibility is assumed by the publishers nor the author for any damage to the property or persons as a result of operation or use of this publication and/or the information contained herein. Published by: CRC Press/Balkema P.O. Box 11320, 2301 EH Leiden, The Netherlands e-mail: [email protected] www.crcpress.com – www.taylorandfrancis.com ISBN: 978-1-138-02928-6 (Hbk) ISBN: 978-1-315-64165-2 (eBook PDF) AAMMEERR1166--FFMM..iinndddd iivv 33//1177//22001166 77::5599::0055 PPMM Applied Mathematics in Engineering and Reliability – Briš, Snášel, Khanh & Dao (Eds) © 2016 Taylor & Francis Group, London, ISBN 978-1-138-02928-6 Table of contents Preface ix Organization xi Message from Professor Vinh Danh Le xiii Introduction xv Applied mathematics in reliability engineering Bayesian methods, Bayesian reliability A conjugate prior distribution for Bayesian analysis of the Power-Law Process 3 V.C. Do & E. Gouno Bayesian approach to estimate the mixture of failure rate model 9 R. Briš & T.T. Thach Cost oriented statistical decision problem in acceptance sampling and quality control 19 R. Briš High-dimensional simulation experiments with particle filter and ensemble Kalman filter 27 P. Bui Quang & V.-D. Tran The Prior Probability in classifying two populations by Bayesian method 35 V.V. Tai, C.N. Ha & N.T. Thao Efficient methods to solve optimization problems Estimation of parameters of Rikitake systems by SOMA 43 T.D. Nguyen & T.T.D. Phan Clustering for probability density functions based on Genetic Algorithm 51 V.V. Tai, N.T. Thao & C.N. Ha Optimization of truss structures with reliability-based frequency constraints under uncertainties of loadings and material properties 59 V. Ho-Huu, T. Vo-Duy, T. Nguyen-Thoi & L. Ho-Nhat Optimum revenue calculation method to generate competitive hydroelectric power on Hua Na hydropower 67 P.T.H. Long, L.Q. Hung & P. Dao Maintenance modelling and optimization A dynamic grouping model for the maintenance planning of complex structure systems with consideration of maintenance durations 73 H.C. Vu, A. Barros, M.A. Lundteigen & P. Do A parametric predictive maintenance decision framework considering the system health prognosis accuracy 81 K.T. Huynh, A. Grall & C. Bérenguer v AAMMEERR1166--FFMM..iinndddd vv 33//1155//22001166 22::1122::2244 PPMM Condition-based maintenance by minimax criteria 91 O. Abramov & D. Nazarov Impact of cost uncertainty on periodic replacement policy with budget constraint: Application to water pipe renovation 95 K.T.P. Nguyen, D.T. Tran & B.M. Nguyen Monte Carlo methods for parallel computing of reliability and risk Acceleration of multi-factor Merton model Monte Carlo simulation via Importance Sampling and GPU parallelization 107 M. Béreš & R. Briš Highly reliable systems simulation accelerated using CPU and GPU parallel computing 119 S. Domesová & R. Briš Network and wireless network reliability Advanced protocol for wireless information and power transfer in full duplex DF relaying networks 133 X.-X. Nguyen, D.-T. Pham, T.-Q. Nguyen & D.-T. Do A performance analysis in energy harvesting full-duplex relay 139 T.N. Kieu, T.N. Hoang, T.-Q.T. Nguyen, H.H. Duy, D.-T. Do & M. Vozňák A stochastic model for performance analysis of powered wireless networks 145 N.D. Ut & D.-T. Do Energy harvesting in amplify-and-forward relaying systems with interference at the relay 153 T.-L. Nguyen & D.-T. Do On a tandem queueing network with breakdowns 159 A. Aissani Risk and hazard analysis Risk assessment of biogas plants 169 K. Derychova & A. Bernatik Verification of the design for forced smoke and heat removal from a sports hall 177 P. Kučera & H. Dvorská Stochastic reliability modelling, applications of stochastic processes The methods of parametric synthesis on the basis of acceptability region discrete approximation 187 Y. Katueva & D. Nazarov Inference for a one-memory Self-Exciting Point Process 193 E. Gouno & R. Damaj System reliability analysis House events matrix for application in shutdown probabilistic safety assessment 201 M. Čepin Imprecise system reliability using the survival signature 207 F.P.A. Coolen, T. Coolen-Maturi, L.J.M. Aslett & G. Walter Parallel algorithms of system availability evaluation 215 M. Kvassay, V. Levashenko & E. Zaitseva vi AAMMEERR1166--FFMM..iinndddd vvii 33//1155//22001166 22::5511::5577 PPMM Advanced mathematical methods for engineering Advanced methods to solve partial differential equations A note on the Cauchy-Riemann equation on a class of convex domains of finite and infinite type in 2 225 L.K. Ha A review on global and non-global existence of solutions of source types of degenerate parabolic equations with a singular absorption: Complete quenching phenomenon 231 D.N. Anh, K.H. Van & J.I. Díaz A spectral decomposition in vector spherical harmonics for Stokes equations 237 M.-P. Tran & T.-N. Nguyen On convergence result for a finite element scheme of Landau-Lifschitz-Gilbert equation 243 M.-P. Tran Some results on the viscous Cahn-Hilliard equation in N 249 L.T.T. Bui & N.A. Dao Inverse problems On a multi-dimensional initial inverse heat problem with a time-dependent coefficient 255 C.D. Khanh & N.H. Tuan Advanced numerical methods A study of Boundary Element Method for 3D homogeneous Helmholtz equation with Dirichlet boundary condition 271 M.-P. Tran & V.-K. Huynh A study of stochastic FEM method for porous media flow problem 281 R. Blaheta, M. Béreš & S. Domesová Parallel resolution of the Schur interface problem using the Conjugate gradient method 291 M.-P. Tran Statistics and applied statistics Determining results of the Phadiatop test using logistic regression and contingency tables based on a patient’s anamnesis 303 P. Kuráňová On the distortion risk measure using copulas 309 S. Ly, U.H. Pham & R. Briš On the performance of sequential procedures for detecting a change, and Information Quality (InfoQ) 317 R.S. Kenett Two-factor hypothesis testing using the Gamma model 327 N. Pal, N.T.T. Tran & M.-P. Tran Author index 335 vii AAMMEERR1166--FFMM..iinndddd vviiii 33//1155//22001166 22::1122::2244 PPMM TThhiiss ppaaggee iinntteennttiioonnaallllyy lleefftt bbllaannkk Applied Mathematics in Engineering and Reliability – Briš, Snášel, Khanh & Dao (Eds) © 2016 Taylor & Francis Group, London, ISBN 978-1-138-02928-6 Preface ICAMER (International Conference on Applied Mathematics in Engineering and Reliability) is first conference on this topic in Vietnam promoted by the following institutions: Ton Duc Thang University from Ho Chi Minh City, VŠB—Technical University of Ostrava, and the European Safety and Reliability Association (ESRA). The Conference attracts broad international community, which is a good mix of academics and industry participants that present and discuss subjects of interest and application across various industries. Main theme of the Conference is “Applied Mathematics in Reliability and Engineering”. The Confer- ence covers a number of topics within mathematics applied in reliability, risk and engineering, including risk and reliability analysis methods, maintenance optimization, Bayesian methods, methods to solve nonlinear differential equations, etc. The application areas range from nuclear engineering, mechanical engineering, electrical engineering to information technology and communication, safety engineering, finance or health. The Conference provides a forum for presentation and discussion of scientific papers covering theory, methods and applications to a wide range of sectors and problem areas. Integral demon- strations of the use of reliability and engineering mathematics were provided in many practical applica- tions concerning major technological systems and structures. The ICAMER Conference is organized for the first time in Vietnam. Ho Chi Minh City has been selected as the venue for the Conference. Ho Chi Minh City, one of biggest cities in Vietnam, as well as in the world, lies in the southern part of Vietnam and ranks amongst the most impressive and modern cities in the world. The city has always played an important part in the history of the country. The host of the conference is the Ton Duc Thang University in close cooperation with VŠB—Technical University of Ostrava and ESRA. The Ton Duc Thang University, as well as VŠB—Technical University of Ostrava rank among top technical universities in both countries. They develop traditional branches of industry as metallurgy, material engineering, mechanical, electrical, civil and safety engineering, econom- ics, computer science, automation, environmental engineering and transportation. Research and devel- opment activities of those Universities are crucial for the restructuring process in both countries and corresponding regions. The program of the Conference includes around 50 papers from prestigious authors coming from all over the world. Originally, about 72 abstracts were submitted. After the review by the Technical Pro- gramme Committee of full papers, 40 have been selected to be included in these Proceedings. The work and effort of the peers involved in the Technical Program Committee in helping the authors to improve their papers are greatly appreciated. Thanks to authors as well as reviewers for their contributions in this process. The review process has been conducted electronically through the Conference webpage. Finally we would like to acknowledge the local organizing committee for their careful planning of the practical arrangements. Radim Briš, Václav Snášel, Chu Duc Khanh and Phan Dao Editors ix AAMMEERR1166--FFMM..iinndddd iixx 33//1155//22001166 22::1122::2244 PPMM