Related papers: A Kinetic Monte Carlo Approach for Simulating Casc…
Power-law distributed cascade failures are well known in power-grid systems. Understanding this phenomena has been done by various DC threshold models, self-tuned at their critical point. Here we attempt to describe it using an AC threshold…
The central problem of fully developed turbulence is the energy cascading process. It has revisited all attempts at a full physical understanding or mathematical formulation. The main reason for this failure are related to the large…
We introduce a statistical mechanics formalism for the study of constrained graph evolution as a Markovian stochastic process, in analogy with that available for spin systems, deriving its basic properties and highlighting the role of the…
The interconnectedness of financial institutions affects instability and credit crises. To quantify systemic risk we introduce here the PD model, a dynamic model that combines credit risk techniques with a contagion mechanism on the network…
Cascading failures in power systems exhibit non-local propagation patterns which make the analysis and mitigation of failures difficult. In this work, we propose a distributed control framework inspired by the recently proposed concepts of…
Different from the direct contact in epidemics spread, overload failures propagate through hidden functional dependencies. Many studies focused on the critical conditions and catastrophic consequences of cascading failures. However, to…
Geometrical random multiplicative cascade processes are often used to model positive-valued multifractal fields such as the energy dissipation in fully developed turbulence. We propose a dynamical generalization describing the energy…
The problem of optimal real-time transmission of a Markov source under constraints on the expected number of transmissions is considered, both for the discounted and long term average cases. This setup is motivated by applications where…
In a Nature article, Scheffer et al. presented a novel data-driven framework to predict critical transitions in complex systems. These transitions, which may stem from failures, degradation, or adversarial actions, have been attributed to…
We introduce a rigorous framework for stochastic cell transmission models for general traffic networks. The performance of traffic systems is evaluated based on preference functionals and acceptable designs. The numerical implementation…
This paper evaluates the performance of reliability and latency in machine type communication networks, which composed of single transmitter and receiver in the presence of Rayleigh fading channel. The source's traffic arrivals are modeled…
We consider potential type dynamical systems in finite dimensions with two meta-stable states. They are subject to two sources of perturbation: a slow external periodic perturbation of period $T$ and a small Gaussian random perturbation of…
To better understand the capture process by a nanopore, we introduce an efficient Kinetic Monte Carlo (KMC) algorithm that can simulate long times and large system sizes by mapping the dynamic of a point-like particle in a 3D spherically…
We present a continuous threshold model (CTM) of cascade dynamics for a network of agents with real-valued activity levels that change continuously in time. The model generalizes the linear threshold model (LTM) from the literature, where…
A process-theoretic approach to electrodynamics based on persistent Kac-type stochastic processes is developed. Finite-velocity stochastic propagation is taken as primary, while relativistic wave equations arise as emergent descriptions…
The basic question in perturbation analysis of Markov chains is: how do small changes in the transition kernels of Markov chains translate to chains in their stationary distributions? Many papers on the subject have shown, roughly, that the…
Resolving major societal challenges, such as stagnated economic growth or wasted resources, heavily relies on successful project delivery. However, projects are notoriously hard to deliver successfully, partly due to their interconnected…
Cascades are ubiquitous in various network environments. How to predict these cascades is highly nontrivial in several vital applications, such as viral marketing, epidemic prevention and traffic management. Most previous works mainly focus…
Real systems are usually composed by units or nodes whose activity can be interrupted and restored intermittently due to complex interactions not only with the environment, but also with the same system. Majdand\v{z}i\'c $et\;al.$ [Nature…
In this work, we present a general method to establish properties of multi-dimensional continuous-time Markov chains representing stochastic reaction networks. This method consists of grouping states together (via a partition of the state…