Related papers: Generalized Shock Model Based On The Frequency of …
We study the mutual percolation of a system composed of two interdependent random regular networks. We introduce a notion of distance to explore the effects of the proximity of interdependent nodes on the cascade of failures after an…
Flash crashes in financial markets have become increasingly important attracting attention from financial regulators, market makers as well as from the media and the broader audience. Systemic risk and propagation of shocks in financial…
One of the major factors governing the mode of failure in disordered solids is the effective range $R$, over which the stress field is modified following a local rupture event. In random fiber bundle model, considered as a prototype of…
The modeling of probability distributions, specifically generative modeling and density estimation, has become an immensely popular subject in recent years by virtue of its outstanding performance on sophisticated data such as images and…
Fully test-time adaptation aims at adapting a pre-trained model to the test stream during real-time inference, which is urgently required when the test distribution differs from the training distribution. Several efforts have been devoted…
We consider a stochastic process undergoing resetting after which a random refractory period is imposed. In this period the process is quiescent and remains at the resetting position. Using a first-renewal approach, we compute exactly the…
This work is a series of two articles. The main goal is to rigorously derive the degenerate parabolic-elliptic Keller-Segel system in the sub-critical regime from a moderately interacting stochastic particle system. In the first article…
We formulate a deterministic threshold-safety problem for a reduced compartmental voter-flow model. An exogenous load enters an alienation reservoir; between releases the reservoir recovers exponentially. Near the mainstream baseline the…
In a network, a local disturbance can propagate and eventually cause a substantial part of the system to fail, in cascade events that are easy to conceptualize but extraordinarily difficult to predict. Here, we develop a statistical…
Decaying and periodically kicked turbulence are analyzed within the GOY shell model, to allow for sufficiently large scaling regimes. Energy is transfered towards the small scales in intermittent bursts. Nevertheless, mean field arguments…
Metastability is a physical phenomenon ubiquitous in first order phase transitions. A fruitful mathematical way to approach this phenomenon is the study of rare transitions Markov chains. For Metropolis chains associated with Statistical…
In a recent publication [PRL {\bf 81}, 1142 (1998)] it was argued that a randomly forced particle which collides inelastically with a boundary can undergo inelastic collapse and come to rest in a finite time. Here we discuss the survival…
We consider a heavy, uniform, elastic beam rested on periodically distributed supports as a simplified model of a bridge. The supports are subjected to a partial destruction propagating as a failure wave along the beam. Three related models…
We propose an online detection procedure for cascading failures in the network from sequential data, which can be modeled as multiple correlated change-points happening during a short period. We consider a temporal diffusion network model…
In this paper, we studied the stochastic ordering behavior of series as well as parallel systems' lifetimes comprising dependent and heterogeneous components, experiencing random shocks, and exhibiting distinct dependency structures. We…
Cascading failure of a power transmission system are initiated by an exogenous event that disable a set of elements (e.g., lines) followed by a sequence of interrelated failures (or more precisely, trips) of overloaded elements caused by…
We study the scaling behaviors of a time-dependent fiber-bundle model with local load sharing. Upon approaching the complete failure of the bundle, the breaking rate of fibers diverges according to $r(t)\propto (T_f-t)^{-\xi}$, where $T_f$…
A second-order random walk on a graph or network is a random walk where transition probabilities depend not only on the present node but also on the previous one. A notable example is the non-backtracking random walk, where the walker is…
We propose a model which explains how power-law crossover behaviour can arise in a system which is capable of experiencing cascading failure. In our model the susceptibility of the system to cascades is described by a single number, the…
The Boltzmann distribution predicts the collective behavior of systems at thermodynamic equilibrium as a function of their constituent parts. Yet most systems in nature are not at equilibrium, and a unified theory of their behavior does not…