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We first describe a general class of optimization problems that describe many natural, economic, and statistical phenomena. After noting the existence of a conserved quantity in a transformed coordinate system, we outline several instances…

Optimization and Control · Mathematics 2018-04-03 David Rushing Dewhurst

In this paper we propose a new lifetime model, called the odd generalized exponential linear failure rate distribution. Some statistical properties of the proposed distribution such as the moments, the quantiles, the median, and the mode…

Statistics Theory · Mathematics 2015-10-28 M. A. El-Damcese , Abdelfattah Mustafa , B. S. El-Desouky , M. E. Mustafa

Recently, there has been a growing concern about the overload status of the power grid networks, and the increasing possibility of cascading failures. Many researchers have studied these networks to provide design guidelines for more robust…

Physics and Society · Physics 2012-12-27 Sakshi Pahwa , Caterina Scoglio , Noel Schulz

A model for diffusion on a cubic lattice with a random distribution of traps is developed. The traps are redistributed at certain time intervals. Such models are useful for describing systems showing dynamic disorder, such as ion-conducting…

Condensed Matter · Physics 2009-10-31 S. Mandal , R. Dasgupta

This work considers stochastic operators in general inner-product spaces, and in particular, systems with stochastically time-varying input delays of a known probability distribution. Stochastic dissipativity and stability are defined from…

Optimization and Control · Mathematics 2024-04-22 Ethan LoCicero , Amy Strong , Leila Bridgeman

The paper investigates the properties of a class of resource allocation algorithms for communication networks: if a node of this network has $x$ requests to transmit, then it receives a fraction of the capacity proportional to $\log(1+x)$,…

Probability · Mathematics 2015-09-10 Philippe Robert , Amandine Véber

Arrival processes to service systems often display fluctuations that are larger than anticipated under the Poisson assumption, a phenomenon that is referred to as overdispersion. Motivated by this, we analyze a class of discrete stochastic…

Power system blackouts are usually triggered by the initial contingency and then deteriorate as the branch outage spreads quickly. Thus, it is crucial to eliminate the propagation of cascading outages in its infancy. In this paper, a model…

Optimization and Control · Mathematics 2017-10-17 Chao Zhai , Hehong Zhang , Gaoxi Xiao , Tso-Chien Pan

In order to plan for failure recovery, the designers of cloud systems need to understand how their system can potentially fail. Unfortunately, analyzing the failure behavior of such systems can be very difficult and time-consuming, due to…

Software Engineering · Computer Science 2022-03-09 Domenico Cotroneo , Luigi De Simone , Pietro Liguori , Roberto Natella , Nematollah Bidokhti

A probabilistic framework is introduced that represents stylized banking networks and aims to predict the size of contagion events. In contrast to previous work on random financial networks, which assumes independent connections between…

General Finance · Quantitative Finance 2011-10-20 Thomas R. Hurd , James P. Gleeson

This article investigates the performance of grid computing systems whose interconnections are given by random and scale-free complex network models. Regular networks, which are common in parallel computing architectures, are also used as a…

Statistical Mechanics · Physics 2009-11-10 Luciano da Fontoura Costa , Gonzalo Travieso , Carlos Antonio Ruggiero

In this paper, a production model based on (hyperbolic) differential equations with stochastic and load-dependent machine failures is introduced. We derive the model on the base of a well-established deterministic model and show its…

Probability · Mathematics 2019-12-13 Simone Göttlich , Stephan Knapp

A characteristic property of networks is their ability to propagate influences, such as infectious diseases, behavioral changes, and failures. An especially important class of such contagious dynamics is that of cascading processes. These…

Physics and Society · Physics 2017-01-26 Adilson E. Motter , Yang Yang

The fiber bundle model describes a collection of elastic fibers under load. the fibers fail successively and for each failure, the load distribution among the surviving fibers change. Even though very simple, the model captures the…

Statistical Mechanics · Physics 2015-05-13 Srutarshi Pradhan , Alex Hansen , Bikas K. Chakrabarti

Frequency is an important

Systems and Control · Computer Science 2017-11-15 Wenyun Ju

In our daily lives, we rely on the proper functioning of supply networks, from power grids to water transmission systems. A single failure in these critical infrastructures can lead to a complete collapse through a cascading failure…

Physics and Society · Physics 2021-06-03 Franz Kaiser , Vito Latora , Dirk Witthaut

This paper introduces a mathematical framework of a stochastic process model as a generalization of diffusion stochastic processes to model latent variables in categorical responses given unobserved random effects and maximum likelihood…

Statistics Theory · Mathematics 2023-06-05 Mahdi Mollakazemiha

We consider multi-class single-server queueing networks that have a product form stationary distribution. A new limit result proves a sequence of such networks converges weakly to a stochastic flow level model. The stochastic flow level…

Probability · Mathematics 2009-12-15 N. S. Walton

How big is the risk that a few initial failures of nodes in a network amplify to large cascades that span a substantial share of all nodes? Predicting the final cascade size is critical to ensure the functioning of a system as a whole. Yet,…

Physics and Society · Physics 2018-02-12 Rebekka Burkholz , Hans J. Herrmann , Frank Schweitzer

We study numerically the cascading failure problem by using artificially created scale-free networks and the real network structure of the power grid. The capacity for a vertex is assigned as a monotonically increasing function of the load…

Physics and Society · Physics 2016-09-08 Bing Wang , Beom Jun Kim