Related papers: Fracture strength of disordered media: Universalit…
We tackle the modeling of threshold exceedances in asymptotically independent stochastic processes by constructions based on Laplace random fields. These are defined as Gaussian random fields scaled with a stochastic variable following an…
We investigate the statistics of the maximal fluctuation of two-dimensional Gaussian interfaces. Its relation to the entropic repulsion between rigid walls and a confined interface is used to derive the average maximal fluctuation $<m> \sim…
We numerically study the distribution P(f) of contact forces in frictionless bead packs, by averaging over the ensemble of all possible force network configurations. We resort to umbrella sampling to resolve the asymptotic decay of P(f) for…
The use of expectiles in risk management has recently gathered remarkable momentum due to their excellent axiomatic and probabilistic properties. In particular, the class of elicitable law-invariant coherent risk measures only consists of…
We investigate diffusion of excitation in one- and two-dimensional lattices with random on-site energies and deterministic long-range couplings (hopping) inversely proportional to the distance. Three regimes of diffusion are observed in…
We study random fiber bundle model (RFBM) with different threshold strength distributions and load sharing rules. A mixed RFBM within global load sharing scheme is introduced which consists of weak and strong fibers with uniform…
It is well-known that the expected scaled maximum of non-negative random variables with unit mean defines a stable tail dependence function associated with some extreme-value copula. In the special case when these random variables are…
We study the effect of long range algebraic correlations on extreme value statistics and demonstrate that correlations can produce a limit distribution which is indistinguishable from the ubiquitous Bramwell-Holdsworth-Pinton distribution.…
Statistical description of stochastic dynamics in highly unstable potentials is strongly affected by properties of divergent trajectories, that quickly leave meta-stable regions of the potential landscape and never return. Using ideas from…
Using exact diagonalization technique, we investigate the many-body localization phenomenon in the 1D Heisenberg chain comparing several disorder models. In particular we consider a family of discrete distributions of disorder strengths and…
We study the rescaled probability distribution of the critical depinning force of an elastic system in a random medium. We put in evidence the underlying connection between the critical properties of the depinning transition and the extreme…
The strength of quasi-brittle materials depends on the ensemble of defects inside the sample and on the way damage accumulates before failure. Using large scale numerical simulations of the random fuse model, we investigate the evolution of…
Dynamic rupture propagation along an interface between two different elastic solids under shear dominated loading is studied numerically by a 2-D lattice particle model (LPM). The configuration of the lattice particle model consists of two…
We study analytically the distribution of the minimum of a set of hierarchically correlated random variables $E_1$, $E_2$, $...$, $E_N$ where $E_i$ represents the energy of the $i$-th path of a directed polymer on a Cayley tree. If the…
Optical scattering strength of fractal optical disordered media with varying fractal dimension is reported. The diffusion limited aggregation (DLA) technique is used to generate fractal samples in 2D and 3D, and fractal dimensions are…
In this paper, we study the dynamics of a random walker diffusing on a disordered one-dimensional lattice with random trappings. The distribution of escape probabilities is computed exactly for any strength of the disorder. These…
We review statistical theories and numerical methods employed to consider the sample size dependence of the failure strength distribution of disordered materials. We first overview the analytical predictions of extreme value statistics and…
The masses of data now available have opened up the prospect of discovering weak signals using machine-learning algorithms, with a view to predictive or interpretation tasks. As this survey of recent results attempts to show, bringing…
Recent progress in nanotechnology enables us to utilize the elastic strain engineering, the emerging technology capable of controlling the physio-chemical properties of materials via externally-imposed elastic strains, for hard materials.…
For a stochastic difference equation $D_n=A_nD_{n-1}+B_n$ which stabilises upon time we study tail distribution asymptotics of $D_n$ under the assumption that the distribution of $\log(1+|A_1|+|B_1|)$ is heavy-tailed, that is, all its…