Related papers: Generalized Shock Model Based On The Frequency of …
We study cascading failures in networks using a dynamical flow model based on simple conservation and distribution laws to investigate the impact of transient dynamics caused by the rebalancing of loads after an initial network failure…
Probabilistic model-based diagnosis computes the posterior probabilities of failure of components from the prior probabilities of component failure and observations of system behavior. One problem with this method is that such priors are…
We describe a new phenomenon in models of coalescence and fragmentation, that of gel-shatter cycles. These are dynamical, unforced, stochastic cycles in which slow, approximately deterministic coalescence up to and beyond gelation is…
The increasing complexity and interdependency of today's networks highlight the importance of studying network robustness to failure and attacks. Many large-scale networks are prone to cascading effects where a limited number of initial…
We have shown that the steady state probability distribution function of a diffusion-coalescence system on a one-dimensional lattice of length L with reflecting boundaries can be written in terms of a superposition of double shock…
We calculate the probability distribution of the overlap between a spin glass and a copy of itself in which the bonds are randomly perturbed in varying degrees. The overlap distribution is shown to go to a delta distribution in the…
We study the mean field approximation of a recent model of cascades on networks relevant to the investigation of systemic risk control in financial networks. In the model, the hypothesis of a trend reinforcement in the stochastic process…
In many cases of attacks or failures, memory effects play a significant role. Therefore, we present a model that not only considers the dependencies between nodes but also incorporates the memory effects of attacks. Our research…
Change-point detection methods are proposed for the case of temporary failures, or transient changes, when an unexpected disorder is ultimately followed by a readjustment and return to the initial state. A base distribution of the…
We develop a general theory of the time distribution of quantum events, applicable to a large class of problems such as arrival time, dwell time and tunneling time. A stopwatch ticks until an awaited event is detected, at which time the…
Fatigue failure occurs when a solid is subjected to repeated, cyclic loading. Glasses subjected to cyclic to shear deformation have recently been investigated using computer simulations and theoretical models, to characterize and…
We consider the problem of governing systemic risk in a banking system model. The banking system model consists in an initial value problem for a system of stochastic differential equations whose dependent variables are the log-monetary…
This paper presents an explanation of a possible mechanism underlying the shape of the universal curve of Scaling Law for Earthquake Recurrence Time Distributions. The presented simple stochastic cellular automaton model is reproducing the…
The reliability of a system of components depends on reliability of each component. Thus, the initial statistical work should be the estimation of the reliability of each component of the system. This is not an easy task because when the…
The issue addressed in this paper is that of testing for common breaks across or within equations of a multivariate system. Our framework is very general and allows integrated regressors and trends as well as stationary regressors. The null…
The generalized elastic model encompasses several physical systems such as polymers, membranes, single file systems, fluctuating surfaces and rough interfaces. We consider the case of an applied localized potential, namely an external force…
We consider TASEP with two types of particles starting at every second site. Particles to the left of the origin have jump rate $1$, while particles to the right have jump rate $\alpha$. When $\alpha<1$ there is a formation of a shock where…
In biomedical settings, multitype recurrent events such as stroke and heart failure occur frequently, often concluding with a terminal event such as death. Understanding the links between these recurring and terminal events is fundamental…
We study the occurrence of shell crossing in spherical weakly charged dust collapse in the presence of a non-vanishing cosmological constant. We find that shell crossing always occurs from generic time-symmetric regular initial data, near…
This paper discusses some aspects referring to the characterization and modelling of the resilience of distribution systems in the presence of heat waves. The aim is to identify the specific features that can lead to more detailed modelling…