Related papers: How big should a Stress Shock be?
Fracture in a disordered lattice system is studied. In our system, particles are initially arranged on the triangular lattice and each nearest-neighbor pair is connected with a randomly chosen soft or hard Hookean spring. Every spring has…
We analyze safety problems of complex systems using the methods of mathematical statistics for testing the output variables of a code simulating the operation of the system under consideration when the input variables are uncertain. We have…
Given a fixed-sample-size test that controls the error probabilities under two specific, but arbitrary, distributions, a 3-stage and two 4-stage tests are proposed and analyzed. For each of them, a novel, concrete, non-asymptotic,…
The aim of this paper is to analyze a mixed formulation for the two dimensional Stokes eigenvalue problem where the unknowns are the stress and the velocity, whereas the pressure can be recovered with a simple postprocess of the stress. The…
Injuries occur when an athlete performs a greater amount of activity (workload) than what their body can absorb. To maximize the positive effects of training while avoiding injuries, athletes and coaches need to determine safe workload…
Survivorship analysis allows to statistically analyze situations that can be modeled as waiting times to an event. These waiting times are characterized by the cumulative hazard rate, which can be estimated by the Nelson-Aalen estimator or…
In meta-analysis, the random-effects models are standard tools to address between-study heterogeneity in evidence synthesis analyses. For the random-effects distribution models, the normal distribution model has been adopted in most…
A likely source of earthquake clustering is static stress transfer between individual events. Previous attempts to quantify the role of static stress for earthquake triggering generally considered only the stress changes caused by large…
The steady state shock formation in processes like nonconserving asymmetric simple exclusion processes in varied situations is shown to be a nonequilibrium critical phenomenon. The diverging length scales and the quantitative description of…
In systematic reviews and meta-analysis, researchers often pool the results of the sample mean and standard deviation from a set of similar clinical trials. A number of the trials, however, reported the study using the median, the minimum…
Survival analysis is the problem of estimating probability distributions for future event times, which can be seen as a problem in uncertainty quantification. Although there are fundamental theories on strictly proper scoring rules for…
Numerical simulations and a mean-field analysis of a sandpile model of earthquake aftershocks in 1d, 2d and 3d euclidean lattices determine that the average stress decays in a punctuated fashion after a main shock, with events occurring at…
Stress tensors are derived for the multiparticle collision dynamics algorithm, a particle-based mesoscale simulation method for fluctuating fluids, resembling those of atomistic or molecular systems. Systems with periodic boundary…
One of the important problem in reliability analysis is computation of stress-strength reliability. But it is impractical to compute it in certain situations. So the estimation stay as an alternative solution to get an approximate value of…
Consider a process satisfying a stochastic differential equation with unknown drift parameter, and suppose that discrete observations are given. It is known that a simple least squares estimator (LSE) can be consistent, but numerically…
This note outlines an approach to stress testing of covariance of financial time series, in the context of financial risk management. It discusses how the geodesic distance between covariance matrices implies a notion of plausibility of…
The study of systemic risk is often presented through the analysis of several measures referring to quantities used by practitioners and policy makers. Almost invariably, those measures evaluate the size of the impact that exogenous events…
We derive exact probability distributions for the strain ($\epsilon$) at which the first stress drop event occurs in uniformly strained disordered crystals, with quenched disorder introduced through polydispersity in particle sizes. We…
Confidence limits are common place in physics analysis. Great care must be taken in their calculation and use, especially in cases of limited statistics when often one-sided limits are quoted. In order to estimate the stability of the…
Shrinkage estimation in a meta-analysis framework may be used to facilitate dynamical borrowing of information. This framework might be used to analyze a new study in the light of previous data, which might differ in their design (e.g., a…