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Related papers: The Burst Failure Influence on the $H_\infty$ Norm

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In this paper I have studied the fiber bundle model with a fraction {\alpha} of infinitely strong fibers. Inclusion of such unbreakable fraction has been proven to affect the failure process in early studies, especially around a critical…

Statistical Mechanics · Physics 2018-05-28 Subhadeep Roy

We present an extension of the continuous damage fiber bundle model to describe the gradual degradation of highly heterogeneous materials under an increasing external load. Breaking of a fiber in the model is preceded by a sequence of…

Materials Science · Physics 2009-11-13 F. Raischel , F. Kun , H. J. Herrmann

As a model of composite materials, a bundle of many fibers with stochastically distributed breaking thresholds for the individual fibers is considered. The bundle is loaded until complete failure to capture the failure scenario of composite…

Statistical Mechanics · Physics 2010-09-20 Srutarshi Pradhan , Per C. Hemmer

We consider first a homogeneous fiber bundle model where all the fibers have got the same stress threshold beyond which all fail simultaneously in absence of noise. At finite noise, the bundle acquires a fatigue behavior due to the…

Statistical Mechanics · Physics 2009-11-07 Srutarshi Pradhan , Bikas K. Chakrabarti

We consider computations of a Turing machine under noise that causes consecutive violations of the machine's transition function. Given a constant upper bound B on the size of bursts of faults, we construct a Turing machine M(B) subject to…

Computational Complexity · Computer Science 2012-03-08 Ilir Capuni , Peter Gacs

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…

Physics and Society · Physics 2023-06-21 Yanpeng Zhu , Lei Chen , Fanyuan Meng , Chun-Xiao Jia , Run-Ran Liu

In this paper we consider a reduced-form intensity-based credit risk model with a hidden Markov state process. A filtering method is proposed for extracting the underlying state given the observation processes. The method may be applied to…

Computational Finance · Quantitative Finance 2016-03-10 Feng-Hui Yu , Wai-Ki Ching , Jia-Wen Gu , Tak-Kuen Siu

Analysis of competing risks data is often complicated by the incomplete or selectively missing information on the cause of failure. Standard approaches typically assume that the cause of failure is missing at random (MAR), an assumption…

As a model of composite materials, we choose a bundle of fibers with stochastically distributed breaking thresholds for the individual fibers. the fibers are assumed to share the load equally and to obey Hookean elasticity right up to the…

Materials Science · Physics 2015-05-13 Srutarshi Pradhan , Per C. Hemmer

In this work, we consider the case where a source with bursty traffic can adjust the transmission duration in order to increase the reliability. The source is equipped with a queue in order to store the arriving packets. We model the system…

Information Theory · Computer Science 2018-09-11 Nikolaos Pappas

Automated fault localization is an important issue in model validation and verification. It helps the end users in analyzing the origin of failure. In this work, we show the early experiments with probabilistic analysis approaches in fault…

Software Engineering · Computer Science 2016-11-21 Ning Ge , Marc Pantel , Xavier Crégut

Particle detachment bursts during the flow of suspensions through porous media are a phenomenon that can severely affect the efficiency of deep bed filters. Despite the relevance in several industrial fields, little is known about the…

Fluid Dynamics · Physics 2018-01-24 Filippo Bianchi , Marcel Thielmann , Lucilla de Arcangelis , Hans J. Herrmann

The failure probabilities or the strength distributions of heterogeneous 1D systems with continuous local strength distribution and local load sharing have been studied using a simple, exact, recursive method. The fracture behavior depends…

Disordered Systems and Neural Networks · Physics 2009-10-31 B. Q. Wu , P. L. Leath

Markov state models (MSMs) are widely employed to analyze the kinetics of complex systems. But despite their effectiveness in many applications, MSMs are prone to systematic or statistical errors, often exacerbated by suboptimal…

Data Analysis, Statistics and Probability · Physics 2025-08-12 Yehor Tuchkov , Luke Evans , Sonya M. Hanson , Erik H. Thiede

The time to failure, $T$, of dynamical models of fracture for a hierarchical load-transfer geometry is studied. Using a probabilistic strategy and juxtaposing hierarchical structures of height $n$, we devise an exact method to compute $T$,…

Statistical Mechanics · Physics 2009-10-31 M. Vazquez-Prada , J. B. Gomez , Y. Moreno , A. F. Pacheco

In bankruptcy prediction, the proportion of events is very low, which is often oversampled to eliminate this bias. In this paper, we study the influence of the event rate on discrimination abilities of bankruptcy prediction models. First…

Machine Learning · Statistics 2018-03-14 Lili Zhang , Jennifer Priestley , Xuelei Ni

In this note, a general approach to the study of non-stationary Markov chains with catastrophes and the corresponding queuing models is considered, as well as to obtain estimates of the limiting regime itself. As an illustration, an example…

Probability · Mathematics 2021-05-05 Alexander Zeifman

Recently research on bubble and its burst attract much interest of researchers in various field such as economics and physics. Economists have been regarding bubble as a disorder in prices. However, this research strategy has overlooked an…

Physics and Society · Physics 2015-05-19 Katsuhiro Nishinari , Mitsuru Iwamura , Yukiko Umeno Saito , Tsutomu Watanabe

In this paper we analyze the resilience of a network of banks to joint price fluctuations of the external assets in which they have shared exposures, and evaluate the worst-case effects of the possible default contagion. Indeed, when the…

Risk Management · Quantitative Finance 2025-10-09 Giuseppe Calafiore , Giulia Fracastoro , Anton Proskurnikov

The loss of a few neurons in a brain rarely results in any visible loss of function. However, the insight into what "few" means in this context is unclear. How many random neuron failures will it take to lead to a visible loss of function?…

Machine Learning · Statistics 2019-09-26 El-Mahdi El-Mhamdi , Rachid Guerraoui , Andrei Kucharavy , Sergei Volodin