相关论文: Sloshing in the LNG shipping industry: risk modell…

Vertical sloshing in partially filled fuel tanks can significantly impact vehicle stability and structural integrity, particularly under harmonic accelerations near twice the sloshing natural frequency. In this regime, parametric resonance…

Extreme events and the heavy tail distributions driven by them are ubiquitous in various scientific, engineering and financial research. They are typically associated with stochastic instability caused by hidden unresolved processes.…

Propellant sloshing is a well-known, but not completely mastered phenomenon in space vehicles. It is particularly critical in both microgravity environments - such as interplanetary spacecraft requiring high pointing stability - and high-g…

We characterize the complex, heavy-tailed probability distribution functions (pdf) describing the response and its local extrema for structural systems subjected to random forcing that includes extreme events. Our approach is based on the…

The growing interest in creating a parametric representation of liquid sloshing inside a container stems from its practical applications in modern engineering systems. The resonant excitation, on the other hand, can cause unstable and…

Heavy-tailed distributions are found throughout many naturally occurring phenomena. We have reviewed the models of stochastic dynamics that lead to heavy-tailed distributions (and power law distributions, in particular) including the…

Recent theoretical studies have shown that heavy-tails can emerge in stochastic optimization due to `multiplicative noise', even under surprisingly simple settings, such as linear regression with Gaussian data. While these studies have…

Heavy-tailed distributions naturally occur in many real life problems. Unfortunately, it is typically not possible to compute inference in closed-form in graphical models which involve such heavy-tailed distributions. In this work, we…

A novel statistical method is proposed and investigated for estimating a heavy tailed density under mild smoothness assumptions. Statistical analyses of heavy-tailed distributions are susceptible to the problem of sparse information in the…

In optical non-linear processes rogue waves can be observed, which can be mathematically described by heavy-tailed distributions. These distributions are special due to the fact that the probability of registering extremely high intensities…

We consider equivalent mechanical model of liquid sloshing in partially-filled cylindrical vessel; the model treats both the regime of linear sloshing, and strongly nonlinear sloshing regime. The latter is related to hydraulic impacts…

We develop an efficient numerical method for the probabilistic quantification of the response statistics of nonlinear multi-degree-of-freedom structural systems under extreme forcing events, emphasizing accurate heavy-tail statistics. The…

Quantifying changes in the probability and magnitude of extreme flooding events is key to mitigating their impacts. While hydrodynamic data are inherently spatially dependent, traditional spatial models such as Gaussian processes are poorly…

In this paper, a fluid-structure interaction (FSI) framework based on the smoothed particle hydrodynamics (SPH) method is employed to investigate the forces and deformations experienced by LNG tanks during liquid sloshing. As a Lagrangian…

This paper presents a model based experimental investigation to demonstrate the usefulness of an active damping strategy to manage fluid sloshing motion in spacecraft tanks. The active damping strategy is designed to reduce the degrading…

Stochastic volatility processes with heavy-tailed innovations are a well-known model for financial time series. In these models, the extremes of the log returns are mainly driven by the extremes of the i.i.d. innovation sequence which leads…

Economically responsible mitigation of multivariate extreme risks-such as extreme rainfall over large areas, large simultaneous variations in many stock prices, or widespread breakdowns in transportation systems-requires assessing the…

In this work, we consider systems that are subjected to intermittent instabilities due to external stochastic excitation. These intermittent instabilities, though rare, have a large impact on the probabilistic response of the system and…

A geometric representation for multivariate extremes, based on the shapes of scaled sample clouds in light-tailed margins and their so-called limit sets, has recently been shown to connect several existing extremal dependence concepts.…

The key to successful statistical analysis of bivariate extreme events lies in flexible modelling of the tail dependence relationship between the two variables. In the extreme value theory literature, various techniques are available to…