An Urn Model for Cascading Failures on a Lattice

A cascading failure is a failure in a system of interconnected parts, in which the breakdown of one element can lead to the subsequent collapse of the others. The aim of this paper is to introduce a simple combinatorial model for the study of cascading failures. In particular, having in mind particle systems and Markov random fields, we take into consideration a network of interacting urns displaced over a lattice. Every urn is Pólya-like and its reinforcement matrix is not only a function of time (time contagion) but also of the behavior of the neighboring urns (spatial contagion), and of a random component, which can represent either simple fate or the impact of exogenous factors. In this way a non-trivial dependence structure among the urns is built, and it is used to study default avalanches over the lattice. Thanks to its flexibility and its interesting probabilistic properties, the given construction may be used to model different phenomena characterized by cascading failures such as power grids and financial networks.

Three-dimensional Vortex Structures on Heated Micro-lattice in a Gas

This paper addresses the microscale heat transfer problem from heated lattice to the gas. A micro-device for enhanced heat transfer is presented and numerically investigated. Thermal creep induces 3-D vortex structures in the vicinity of the lattice. The gas flow is in the slip flow regime (Knudsen number Kn⩽0.1Kn⩽0.1). The simulations are performed using slip flow Navier–Stokes equations with boundary condition formulations proposed by Maxwell and Smoluchowski. In this study the wire thicknesses and distances of the heated lattice are varied. The surface geometrical properties alter significantly heat flux through the surface.