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The piecewise exponential model is a flexible non-parametric approach for time-to-event data, but extrapolation beyond final observation times typically relies on random walk priors and deterministic knot locations, resulting in unrealistic…

Methodology · Statistics 2025-05-12 Luke Hardcastle , Samuel Livingstone , Gianluca Baio

In the context of countable groups of polynomial volume growth, we consider a large class of random walks that are allowed to take long jumps along multiple subgroups according to power law distributions. For such a random walk, we study…

Probability · Mathematics 2022-07-26 Zhen-Qing Chen , Takashi Kumagai , Laurent Saloff-Coste , Jian Wang , Tianyi Zheng

In this paper, a novel non-intrusive probabilistic power flow (PPF) analysis method based on the low-rank approximation (LRA) is proposed, which can accurately and efficiently estimate the probabilistic characteristics (e.g., mean,…

Signal Processing · Electrical Eng. & Systems 2019-02-05 Hao Sheng , Xiaozhe Wang

Predicting the occurrence of tail events is of great importance in financial risk management. By employing the method of peak-over-threshold (POT) to identify the financial extremes, we perform a recurrence interval analysis (RIA) on these…

Risk Management · Quantitative Finance 2020-04-09 Wei-Zhen Li , Jin-Rui Zhai , Zhi-Qiang Jiang , Gang-Jin Wang , Wei-Xing Zhou

The increasing life expectancy enhances the importance of mortality forecasting. Most developing nations, including Tanzania, forecast mortality rates using static life tables. However, these tables exaggerate death probabilities by…

Optimization and Control · Mathematics 2023-12-22 Samya Suleiman , Karl Lundengård , John Andongwisye , Emmanuel Evarest

Induced seismicity has emerged as a source of a significant earthquake hazard associated with recent development of unconventional energy resources. Therefore, it is imperative to develop stochastic models that can accurately describe the…

Geophysics · Physics 2024-10-08 Robert Shcherbakov

We study analytically, in one dimension, the survival probability $P_{s}(t)$ up to time $t$ of an immobile target surrounded by mutually noninteracting traps each performing a continuous-time random walk (CTRW) in continuous space. We…

Statistical Mechanics · Physics 2012-06-13 Jasper Franke , Satya N. Majumdar

Endurance time method is a time history dynamic analysis in which structures are subjected to predesigned intensifying excitations. This method provides a tool for response prediction that correlates structural responses to the intensity of…

Computational Engineering, Finance, and Science · Computer Science 2020-08-27 Homayoon E. Estekanchi , Mohammadreza Mashayekhi , Hassan Vafai , Goodarz Ahmadi , S. Ali Mirfarhadi , Mojtaba Harati

Solar flares and coronal mass ejections (CMEs) are among the most energetic events in the solar system, impacting the near-Earth environment. Flare productivity is empirically known to be correlated with the size and complexity of active…

Solar and Stellar Astrophysics · Physics 2017-06-16 Chloé Guennou , Etienne Pariat , Nicole Vilmer , James E. Leake

The most probable outcome of the ternary fission is the emission of two heavy fragments and one light-charged particle. In about 90\%, these are $\alpha$ particles, which often referred to as the long-range alpha (LRA). Such decay has been…

Nuclear Theory · Physics 2024-08-06 J. Khuyagbaatar

The potential for cascading failure in power systems adds substantially to overall reliability risk. Monte Carlo sampling can be used with a power system model to estimate this impact, but doing so is computationally expensive. This paper…

Physics and Society · Physics 2015-08-10 Pooya Rezaei , Paul D. H. Hines , Margaret J. Eppstein

Wildfires pose a significant threat to the safe and reliable operations of the electric grid. To mitigate wildfire risk, system operators resort to public safety power shutoffs, or PSPS, that shed load for a subset of customers. As wildfire…

Systems and Control · Electrical Eng. & Systems 2024-08-09 Yuqi Zhou , Kaarthik Sundar , Deepjyoti Deka , Hao Zhu

When a given weight dropped onto an explosive charge, explosion or not is probabilistic for certain impact energy and the frequency of explosion is always increase with increasing impact energy. Based on experimental results and recently…

Soft Condensed Matter · Physics 2016-01-14 Gan Ren , Yingzhe Liu , Weipeng Lai , Tao Yu

The intense activity of cratering on the Moon and in the inner regions of the solar system was accomplished during the first 10^9 years [1]. Occasionally, some impact events occur even nowadays. In Section 1, we treat, from a historical…

Astrophysics · Physics 2007-05-23 Giovanni Imponente , Costantino Sigismondi

Probability models have been proposed in the literature to account for "intelligent" behavior in many contexts. In this paper, probability propagation is applied to model agent's motion in potentially complex scenarios that include goals…

A steady-state analytical solution is given describing the temperature distribution in a homogeneous massif perturbed by cold water flow through a discrete vertical fracture. A relation is derived to express the flow rate in the fracture as…

Geophysics · Physics 2015-05-18 Jean-Christophe Maréchal , Pierre Perrochet

We revisited assessments of the occurrence probability distribution of large events in solar energetic particles (SEP), based on measurements of cosmogenic radionuclides in lunar rocks. We present a combined cumulative occurrence…

Solar and Stellar Astrophysics · Physics 2014-01-17 Gennady A. Kovaltsov , Ilya G. Usoskin

Persistently active lava lakes show continuous outgassing and open convection over years to decades. Ray Lake, the lava lake at Mount Erebus, Ross Island, Antarctica, maintains long-term, near steady-state behavior in temperature, heat…

Geophysics · Physics 2019-11-06 Janine Birnbaum , Tobias Keller , Jenny Suckale , Einat Lev

We study the seismicity (global seismic activity) that occurred in Greece between 1976 and 2009 based on the dataset reported in Makropoulos et al., 2012, using concepts of Non-extensive Statistical Physics. By considering the entire and…

Chaotic Dynamics · Physics 2015-06-19 Chris G. Antonopoulos , George Michas , Filippos Vallianatos , Tassos Bountis

Mediterranean rangelands should be conceived as socio-ecological landscapes (SEL) because of the close interaction and coevolution between socio-economic and natural systems. A significant threat to these Mediterranean rangelands is related…