Related papers: Generalized Shock Model Based On The Frequency of …

A variety of studies have modeled the physics of material deformation and damage as examples of generalized phase transitions, involving either critical phenomena or spinodal nucleation. Here we study a model for frictional sliding with…

For years limited Monte Carlo simulations have led to the suspicion that the time to failure of hierarchically organized load-transfer models of fracture is non-zero for sets of infinite size. This fact could have a profound significance in…

We present and analyze a model of the frequency of severe terrorist attacks, which generalizes the recently proposed model of Johnson et al. This model, which is based on the notion of self-organized criticality and which describes how…

In this paper we investigate the statistical behavior of an annealed continuous damage model. For different model variations we study distributions of times to failure and compare these results with the classical case of metastable…

A spatial avalanche model is introduced, in which avalanches increase stability in the regions where they occur. Instability is driven globally by a driving process that contains shocks. The system is typically subcritical, but the shocks…

Many dynamical systems operate in a fluctuating environment. However, even in low-dimensional setups, transitions and bifurcations have not yet been fully understood. In this Letter we focus on crises, a sudden flooding of the phase space…

A probabilistic method for solving time-dependent load-transfer models of fracture is developed. It is applicable to any rule of load redistribution, i.e, local, hierarchical, etc. In the new method, the fluctuations are generated during…

We study the shock structures in three-states one-dimensional driven-diffusive systems with nearest neighbors interactions using a matrix product formalism. We consider the cases in which the stationary probability distribution function of…

Using large scale numerical simulations we analyze the statistical properties of fracture in the two dimensional random spring model and compare it with its scalar counterpart: the random fuse model. We first consider the process of crack…

Failure times of a machinery cannot always be assumed independent and identically distributed, e.g. if after reparations the machinery is not restored to a same-as-new condition. Framed within the renewal processes approach, a…

Catastrophic failures have momentous impact in many scientific and technological fields but remain challenging to understand and predict. One key difficulty lies in the burstiness of rupture phenomena, which typically involve a series of…

The volatility of financial instruments is rarely constant, and usually varies over time. This creates a phenomenon called volatility clustering, where large price movements on one day are followed by similarly large movements on successive…

Waiting-time statistics are generated from the Olami-Feder-Christensen model and shown to mimic some aspects of real seismicity. Preliminary analysis of the model data implies a recently proposed universal scaling law for the distribution…

In recent times we hear increasingly often about cyber attacks on various commercial and strategic sites that manage to escape any defense. In this article, we model such attacks on networks via stochastic processes and predict the time of…

In network systems, a local perturbation can amplify as it propagates, potentially leading to a large-scale cascading failure. Here we derive a continuous model to advance our understanding of cascading failures in power-grid networks. The…

We introduce a modification of the OFC earthquake model [Phys. Rev. Lett. 68, 1244 (1992)] in order to improve resemblance with the Burridge and Knopoff mechanical model and with possible laboratory experiments. A constant force continually…

In this paper, we focus on the hitting times of a stochastic epidemic model presented by \cite{Gray}. Under the help of the auxiliary stopping times, we investigate the asymptotic limits of the hitting times by the variations of calculus…

We study the problem of characterizing the expected hitting times for a robust generalization of continuous-time Markov chains. This generalization is based on the theory of imprecise probabilities, and the models with which we work…

The possible paralelism existing between phase transitions and fracture in disordered materials, is discussed using the well-known Fiber Bundle Models and a probabilistic approach suited to smooth fluctuations near the critical point. Two…

This paper proves an instability theorem for dynamical systems. As one adds interactions between subystems in a complex system, structured or random, a threshold of connectivity is reached beyond which the overall dynamics inevitably goes…