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In this paper, a network-based stochastic information propagation model is developed. The information flow is modeled by a probabilistic differential equation system. The numerical solution of these equations leads to the expected number of…

Social and Information Networks · Computer Science 2021-06-02 Peter Laszlo Juhasz

We use machine learning tools to model the line interaction of failure cascading in power grid networks. We first collect data sets of simulated trajectories of possible consecutive line failure following an initial random failure and…

Machine Learning · Computer Science 2022-07-07 Abdorasoul Ghasemi , Holger Kantz

Achieving safety is a critical aspect of attaining autonomy in a platoon of autonomous vehicles. In this paper, we propose a distributionally robust risk framework to investigate cascading failures in platoons. To examine the impact of…

Systems and Control · Electrical Eng. & Systems 2023-09-12 Vivek Pandey , Guangyi Liu , Arash Amini , Nader Motee

Power generation and distribution remains an important topic of discussion since the industrial revolution. As the system continues to grow, it needs to evolve both in infrastructure, robustness and its resilience to deal with failures. One…

Physics and Society · Physics 2017-12-29 Malvika Singh , Sneha Mandan , Smriti Sharma

In this paper, we propose a dynamical model to capture cascading failures among interconnected organizations in the global financial system. Failures can take the form of bankruptcies, defaults, and other insolvencies. The network that…

Optimization and Control · Mathematics 2023-11-13 Leonardo Stella , Dario Bauso , Franco Blanchini , Patrizio Colaneri

We study cascading failures in networks using a dynamical flow model based on simple conservation and distribution laws to investigate the impact of transient dynamics caused by the rebalancing of loads after an initial network failure…

Physics and Society · Physics 2010-05-04 Ingve Simonsen , Lubos Buzna , Karsten Peters , Stefan Bornholdt , Dirk Helbing

We propose two structural models for stochastic losses given default which allow to model the credit losses of a portfolio of defaultable financial instruments. The credit losses are integrated into a structural model of default events…

Risk Management · Quantitative Finance 2015-03-20 Simone Farinelli , Mykhaylo Shkolnikov

We introduce a general framework for models of cascade and contagion processes on networks, to identify their commonalities and differences. In particular, models of social and financial cascades, as well as the fiber bundle model, the…

Risk Management · Quantitative Finance 2015-05-13 Jan Lorenz , Stefano Battiston , Frank Schweitzer

We study simultaneous price drops of real stocks and show that for high drop thresholds they follow a power-law distribution. To reproduce these collective downturns, we propose a minimal self-organized model of cascade spreading based on a…

Physics and Society · Physics 2015-03-13 Stanislao Gualdi , Matus Medo , Yi-Cheng Zhang

We study the robustness of flow networks against cascading failures under a partial load redistribution model. In particular, we consider a flow network of $N$ lines with initial loads $L_1, \ldots, L_N$ and free-spaces (i.e., redundant…

Physics and Society · Physics 2018-10-17 Omur Ozel , Bruno Sinopoli , Osman Yagan

We study the mutual percolation of a system composed of two interdependent random regular networks. We introduce a notion of distance to explore the effects of the proximity of interdependent nodes on the cascade of failures after an…

Physics and Society · Physics 2014-03-26 Yosef Kornbluth , Steven Lowinger , Gabriel Cwilich , Sergey V. Buldyrev

We study the allocation strategies for redundant components in the load-sharing series/parallel systems. We show that under the specified assumptions, the allocation of a redundant component to the stochastically weakest (strongest)…

Applications · Statistics 2016-02-18 Maxim Finkelstein , Nil Kamal Hazra

Spreading broadly refers to the notion of an entity propagating throughout a networked system via its interacting components. Evidence of its ubiquity and severity can be seen in a range of phenomena, from disease epidemics to financial…

Physics and Society · Physics 2018-04-25 Christos Ellinas

This paper centers on the comparison of three different models that describe cascading failures of power systems. Specifically, these models are different in characterizing the physical properties of power networks and computing the branch…

Optimization and Control · Mathematics 2017-08-01 Chao Zhai , Hehong Zhang , Gaoxi Xiao , Tso-Chien Pan

Resolving major societal challenges, such as stagnated economic growth or wasted resources, heavily relies on successful project delivery. However, projects are notoriously hard to deliver successfully, partly due to their interconnected…

Social and Information Networks · Computer Science 2018-10-18 Christos Ellinas , Naoki Masuda

Cascading failures constitute an important vulnerability of interconnected systems. Here we focus on the study of such failures on networks in which the connectivity of nodes is constrained by geographical distance. Specifically, we use…

Physics and Society · Physics 2014-01-08 Andrea Asztalos , Sameet Sreenivasan , Boleslaw K. Szymanski , Gyorgy Korniss

Motivated by reliability of networks in critical infrastructures, we consider optimal robustness of a class of flow networks against a \textit{targeted} attack, namely max-load targeted attack, that triggers cascading failures due to…

Physics and Society · Physics 2019-03-28 Omur Ozel , Bruno Sinopoli , Osman Yagan

Spreading processes play an increasingly important role in modeling for diffusion networks, information propagation, marketing and opinion setting. We address the problem of learning of a spreading model such that the predictions generated…

Social and Information Networks · Computer Science 2021-07-27 Mateusz Wilinski , Andrey Y. Lokhov

In this paper, the multi-type branching process is applied to describe the statistics and interdependencies of line outages, the load shed, and isolated buses. The offspring mean matrix of the multi-type branching process is estimated by…

Physics and Society · Physics 2016-08-03 Junjian Qi , Wenyun Ju , Kai Sun

We consider propagation models that describe the spreading of an attribute, called "damage", through the nodes of a random network. In some systems, the average fraction of nodes that remain undamaged vanishes in the large system limit, a…

Cellular Automata and Lattice Gases · Physics 2007-05-23 Björn Samuelsson , Joshua E. S. Socolar