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Stochastic orders are very useful tool to compare the lifetimes of two coherent systems. We show that, under certain conditions, a coherent system of used components performs better (worse) than a used coherent system with respect to…
A new class of probabilistic models for cascading failure propagation in interconnected systems is proposed. The models take into account important characteristics of real systems that are not considered in existing generic approaches.…
Although proportional hazard rate model is a very popular model to analyze failure time data, sometimes it becomes important to study the additive hazard rate model. Again, sometimes the concept of the hazard rate function is abstract, in…
In spite of extended recent interest in System Reliability-Based Design Optimization (System RBDO) and life-cycle cost or Risk Optimization (RO), there is a lack of published studies on optimal design of redundant hyperstatic systems with…
Nearly-elastic model systems with one or two degrees of freedom are considered: the system is undergoing a small loss of energy in each collision with the "wall". We show that instabilities in this purely deterministic system lead to…
While defaults are rare events, losses can be substantial even for credit portfolios with a large number of contracts. Therefore, not only a good evaluation of the probability of default is crucial, but also the severity of losses needs to…
The probabilistic design of offshore wind turbines aims to ensure structural safety in a cost-effective way. This involves conducting structural reliability assessments for different design options and considering different structural…
Electric power-systems are one of the most important critical infrastructures. In recent years, they have been exposed to extreme stress due to the increasing demand, the introduction of distributed renewable energy sources, and the…
Survival models capture the relationship between an accumulating hazard and the occurrence of a singular event stimulated by that accumulation. When the model for the hazard is sufficiently flexible survival models can accommodate a wide…
An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…
Many studies in economics deal with the non-reliability cost to assess insurance fees or investment analyses, but none takes into consideration the mechanical aspect of reliability analysis. Other studies in mechanics give some tools and…
A new lifetime model, named the Modi linear failure rate distribution, is suggested. This flexible model is capable of accommodating a wide range of hazard rate shapes, including decreasing, increasing, bathtub, upside-down bathtub, and…
Excessive leverage, i.e. the abuse of debt financing, is considered one of the primary factors in the default of financial institutions. Systemic risk results from correlations between individual default probabilities that cannot be…
Risks threatening modern societies form an intricately interconnected network that often underlies crisis situations. Yet, little is known about how risk materializations in distinct domains influence each other. Here we present an approach…
We consider dynamic versions of the mutual information of lifetime distributions, with focus on past lifetimes, residual lifetimes and mixed lifetimes evaluated at different instants. This allows to study multicomponent systems, by…
This paper considers the joint distribution of elements of a random sample and an order statistic of the same sample. \ The motivation for this work stems from the important problem in reliability analysis, to estimate the number of…
In order to analyze the effect of chaos or order on the rate of decoherence in a subsystem, we aim to distinguish effects of the two types of dynamics by choosing initial states as random product states from two factor spaces representing…
In reliability and life testing when the exponentially distributed components are put in series, it is generally assumed that the lifetimes of the components are independently distributed, which leads to some errors if they are not actually…
Soft polymers are ubiquitous materials in nature and as engineering materials with properties varying from rate-independent to rate-dependent. Current fracture toughness measures are non-unique for rate-dependent soft materials for varying…
Real-time systems are traditionally classified into hard real-time and soft real-time: in the first category we have safety critical real-time systems where missing a deadline can have catastrophic consequences, whereas in the second class…