Measure of Global Specialization and Spatial Clustering for the Identification of "Specialized" Agglomeration

The intensity of regional specialization in specific activities, and conversely, the level of industrial concentration in specific locations, has been used as a complementary evidence for the existence and significance of externalities. Additionally, economists have mainly focused the debate on disentangling the sources of specialization and concentration processes according to three vectors: natural advantages, internal, and external scale economies. The arbitrariness of partitions plays a key role in capturing these effects, while the selection of the partition would have to reflect the actual characteristics of the economy. Thus, the identification of spatial boundaries to measure specialization becomes critical, since most likely the model will be adapted to different scales of distance, and be influenced by different types of externalities or economies of agglomeration, which are based on the mechanisms of interaction with particular requirements of spatial proximity. This work is based on the analysis of the spatial aspect of economic specialization supported by the manufacturing industry case. The main objective is to propose, for discrete and continuous space: i) a measure of global specialization; ii) a local disaggregation of the global measure; and iii) a spatial clustering method for the identification of specialized agglomerations.

Bio-physical interactions and feedbacks in a global climate model

This PhD thesis addresses the topic of large-scale interactions between climate and marine biogeochemistry. To this end, centennial simulations are performed under present and projected future climate conditions with a coupled ocean-atmosphere model containing a complex marine biogeochemistry model. The role of marine biogeochemistry in the climate system is first investigated. Phytoplankton solar radiation absorption in the upper ocean enhances sea surface temperatures and upper ocean stratification. The associated increase in ocean latent heat losses raises atmospheric temperatures and water vapor. Atmospheric circulation is modified at tropical and extratropical latitudes with impacts on precipitation, incoming solar radiation, and ocean circulation which cause upper-ocean heat content to decrease at tropical latitudes and to increase at middle latitudes. Marine biogeochemistry is tightly related to physical climate variability, which may vary in response to internal natural dynamics or to external forcing such as anthropogenic carbon emissions. Wind changes associated with the North Atlantic Oscillation (NAO), the dominant mode of climate variability in the North Atlantic, affect ocean properties by means of momentum, heat, and freshwater fluxes. Changes in upper ocean temperature and mixing impact the spatial structure and seasonality of North Atlantic phytoplankton through light and nutrient limitations. These changes affect the capability of the North Atlantic Ocean of absorbing atmospheric CO2 and of fixing it inside sinking particulate organic matter. Low-frequency NAO phases determine a delayed response of ocean circulation, temperature and salinity, which in turn affects stratification and marine biogeochemistry. In 20th and 21st century simulations natural wind fluctuations in the North Pacific, related to the two dominant modes of atmospheric variability, affect the spatial structure and the magnitude of the phytoplankton spring bloom through changes in upper-ocean temperature and mixing. The impacts of human-induced emissions in the 21st century are generally larger than natural climate fluctuations, with the phytoplankton spring bloom starting one month earlier than in the 20th century and with ~50% lower magnitude. This PhD thesis advances the knowledge of bio-physical interactions within the global climate, highlighting the intrinsic coupling between physical climate and biosphere, and providing a framework on which future studies of Earth System change can be built on.

A model for diffusive and displacive phase transitions in steels

Heat treatment of steels is a process of fundamental importance in tailoring the properties of a material to the desired application; developing a model able to describe such process would allow to predict the microstructure obtained from the treatment and the consequent mechanical properties of the material. A steel, during a heat treatment, can undergo two different kinds of phase transitions [p.t.]: diffusive (second order p.t.) and displacive (first order p.t.); in this thesis, an attempt to describe both in a thermodynamically consistent framework is made; a phase field, diffuse interface model accounting for the coupling between thermal, chemical and mechanical effects is developed, and a way to overcome the difficulties arising from the treatment of the non-local effects (gradient terms) is proposed. The governing equations are the balance of linear momentum equation, the Cahn-Hilliard equation and the balance of internal energy equation. The model is completed with a suitable description of the free energy, from which constitutive relations are drawn. The equations are then cast in a variational form and different numerical techniques are used to deal with the principal features of the model: time-dependency, non-linearity and presence of high order spatial derivatives. Simulations are performed using DOLFIN, a C++ library for the automated solution of partial differential equations by means of the finite element method; results are shown for different test-cases. The analysis is reduced to a two dimensional setting, which is simpler than a three dimensional one, but still meaningful.

Simulations of physics and chemistry of polar stratospheric clouds with a general circulation model

A polar stratospheric cloud submodel has been developed and incorporated in a general circulation model including atmospheric chemistry (ECHAM5/MESSy). The formation and sedimentation of polar stratospheric cloud (PSC) particles can thus be simulated as well as heterogeneous chemical reactions that take place on the PSC particles. For solid PSC particle sedimentation, the need for a tailor-made algorithm has been elucidated. A sedimentation scheme based on first order approximations of vertical mixing ratio profiles has been developed. It produces relatively little numerical diffusion and can deal well with divergent or convergent sedimentation velocity fields. For the determination of solid PSC particle sizes, an efficient algorithm has been adapted. It assumes a monodisperse radii distribution and thermodynamic equilibrium between the gas phase and the solid particle phase. This scheme, though relatively simple, is shown to produce particle number densities and radii within the observed range. The combined effects of the representations of sedimentation and solid PSC particles on vertical H2O and HNO3 redistribution are investigated in a series of tests. The formation of solid PSC particles, especially of those consisting of nitric acid trihydrate, has been discussed extensively in recent years. Three particle formation schemes in accordance with the most widely used approaches have been identified and implemented. For the evaluation of PSC occurrence a new data set with unprecedented spatial and temporal coverage was available. A quantitative method for the comparison of simulation results and observations is developed and applied. It reveals that the relative PSC sighting frequency can be reproduced well with the PSC submodel whereas the detailed modelling of PSC events is beyond the scope of coarse global scale models. In addition to the development and evaluation of new PSC submodel components, parts of existing simulation programs have been improved, e.g. a method for the assimilation of meteorological analysis data in the general circulation model, the liquid PSC particle composition scheme, and the calculation of heterogeneous reaction rate coefficients. The interplay of these model components is demonstrated in a simulation of stratospheric chemistry with the coupled general circulation model. Tests against recent satellite data show that the model successfully reproduces the Antarctic ozone hole.

Three Essays in Spatial Economics

This work contributes to the field of spatial economics by embracing three distinct modelling approaches, belonging to different strands of the theoretical literature. In the first chapter I present a theoretical model in which the changes in urban system’s degree of functional specialisation are linked to (i) firms’ organisational choices and firms’ location decisions. The interplay between firms’ internal communication/managing costs (between headquarters and production plants) and the cost of communicating with distant business services providers leads the transition process from an “integrated” urban system where each city hosts every different functions to a “functionally specialised” urban system where each city is either a primary business center (hosting advanced business services providers, a secondary business center or a pure manufacturing city and all this city-types coexist in equilibrium.The second chapter investigates the impact of free trade on welfare in a two-country world modelled as an international Hotelling duopoly with quadratic transport costs and asymmetric countries, where a negative environmental externality is associated with the consumption of the good produced in the smaller country. Countries’ relative sizes as well as the intensity of negative environmental externality affect potential welfare gains of trade liberalisation. The third chapter focuses on the paradox, by which, contrary to theoretical predictions, empirical evidence shows that a decrease in international transport costs causes an increase in foreign direct investments (FDIs). Here we propose an explanation to this apparent puzzle by exploiting an approach which delivers a continuum of Bertrand- Nash equilibria ranging above marginal cost pricing. In our setting, two Bertrand firms, supplying a homogeneous good with a convex cost function, enter the market of a foreign country. We show that allowing for a softer price competition may indeed more than offset the standard effect generated by a decrease in trade costs, thereby restoring FDI incentives.

Influence of ice crystal habit and cirrus spatial inhomogeneities on the retrieval of cirrus optical thickness and effective radius

Diese Dissertation untersucht den Einfluss von Eiskristallform und räumlicher Inhomogenität von Zirren auf das Retrieval von optischer Wolkendicke und effektivem Eispartikelradius. Zu diesem Zweck werden flugzeuggetragene spektrale Messungen solarer Strahlung sowie solare und langwellige Strahlungstransfersimulationen durchgeführt. Flugzeuggetragene spektrale aufwärtsgerichtete Radianzen (Strahldichten) sind mit dem SMART-Albedometer (Spectral Modular Airborne Radiation measurement sysTem) während des CIRCLE-2 (CIRrus CLoud Experiment-2) Feldexperiments im Mai 2007 gemessen worden. Basierend auf diesen Radianzdaten werden mittels eines Wolkenretrievalalgorithmus optische Wolkendicken und effektive Eispartikelradien anhand von eindimensionalen Strahlungstransferrechnungen bestimmt. Die Auswirkung der Annahme unterschiedlicher Eiskristallformen auf die retrievten Parameter wird durch Variation der Einfachstreueigenschaften der Eispartikel untersucht. Darüber hinaus wird mittels Strahlungstransferrechnungen auch der Einfluss der Eiskristallform auf den Strahlungsantrieb von Eiswolken ermittelt. Die Frage nach dem relativen Einfluss von räumlicher Wolkeninhomogenität und Eiskristallform wird anhand von dreidimensionalen und independent pixel approximation (IPA) Strahlungssimulationen untersucht. Die Analyse basiert auf einer Modelleiswolke, die aus Daten des NASA (National Aeronautics and Space Administration) TC4 (Tropical Composition, Cloud, and Climate Coupling) Feldexperiments im Sommer 2007 in Costa Rica erzeugt wurde. Lokal gesehen können beide Effekte - Eiskristallform und räumliche Eiswolkeninhomogenität - die gleiche Grössenordnung haben und zu einer Unter- bzw. Überschätzung der retrievten Parameter um 40 – 60% führen. Gemittelt über die ganze Wolke ist jedoch der Einfluss der Eiskristallform viel bedeutender als der von räumlichen Inhomogenitäten.

Modeling the spatial dynamics of economic models

The advances that have been characterizing spatial econometrics in recent years are mostly theoretical and have not found an extensive empirical application yet. In this work we aim at supplying a review of the main tools of spatial econometrics and to show an empirical application for one of the most recently introduced estimators. Despite the numerous alternatives that the econometric theory provides for the treatment of spatial (and spatiotemporal) data, empirical analyses are still limited by the lack of availability of the correspondent routines in statistical and econometric software. Spatiotemporal modeling represents one of the most recent developments in spatial econometric theory and the finite sample properties of the estimators that have been proposed are currently being tested in the literature. We provide a comparison between some estimators (a quasi-maximum likelihood, QML, estimator and some GMM-type estimators) for a fixed effects dynamic panel data model under certain conditions, by means of a Monte Carlo simulation analysis. We focus on different settings, which are characterized either by fully stable or quasi-unit root series. We also investigate the extent of the bias that is caused by a non-spatial estimation of a model when the data are characterized by different degrees of spatial dependence. Finally, we provide an empirical application of a QML estimator for a time-space dynamic model which includes a temporal, a spatial and a spatiotemporal lag of the dependent variable. This is done by choosing a relevant and prolific field of analysis, in which spatial econometrics has only found limited space so far, in order to explore the value-added of considering the spatial dimension of the data. In particular, we study the determinants of cropland value in Midwestern U.S.A. in the years 1971-2009, by taking the present value model (PVM) as the theoretical framework of analysis.

Effect of mixing, particle interaction, and spatial dimension on the glass transition

In this thesis, the influence of composition changes on the glass transition behavior of binary liquids in two and three spatial dimensions (2D/3D) is studied in the framework of mode-coupling theory (MCT).The well-established MCT equations are generalized to isotropic and homogeneous multicomponent liquids in arbitrary spatial dimensions. Furthermore, a new method is introduced which allows a fast and precise determination of special properties of glass transition lines. The new equations are then applied to the following model systems: binary mixtures of hard disks/spheres in 2D/3D, binary mixtures of dipolar point particles in 2D, and binary mixtures of dipolar hard disks in 2D. Some general features of the glass transition lines are also discussed. The direct comparison of the binary hard disk/sphere models in 2D/3D shows similar qualitative behavior. Particularly, for binary mixtures of hard disks in 2D the same four so-called mixing effects are identified as have been found before by Götze and Voigtmann for binary hard spheres in 3D [Phys. Rev. E 67, 021502 (2003)]. For instance, depending on the size disparity, adding a second component to a one-component liquid may lead to a stabilization of either the liquid or the glassy state. The MCT results for the 2D system are on a qualitative level in agreement with available computer simulation data. Furthermore, the glass transition diagram found for binary hard disks in 2D strongly resembles the corresponding random close packing diagram. Concerning dipolar systems, it is demonstrated that the experimental system of König et al. [Eur. Phys. J. E 18, 287 (2005)] is well described by binary point dipoles in 2D through a comparison between the experimental partial structure factors and those from computer simulations. For such mixtures of point particles it is demonstrated that MCT predicts always a plasticization effect, i.e. a stabilization of the liquid state due to mixing, in contrast to binary hard disks in 2D or binary hard spheres in 3D. It is demonstrated that the predicted plasticization effect is in qualitative agreement with experimental results. Finally, a glass transition diagram for binary mixtures of dipolar hard disks in 2D is calculated. These results demonstrate that at higher packing fractions there is a competition between the mixing effects occurring for binary hard disks in 2D and those for binary point dipoles in 2D.

Design and Characterization of Curved and Spherical Flexure Hinges for Planar and Spatial Compliant Mechanisms

A flexure hinge is a flexible connector that can provide a limited rotational motion between two rigid parts by means of material deformation. These connectors can be used to substitute traditional kinematic pairs (like bearing couplings) in rigid-body mechanisms. When compared to their rigid-body counterpart, flexure hinges are characterized by reduced weight, absence of backlash and friction, part-count reduction, but restricted range of motion. There are several types of flexure hinges in the literature that have been studied and characterized for different applications. In our study, we have introduced new types of flexures with curved structures i.e. circularly curved-beam flexures and spherical flexures. These flexures have been utilized for both planar applications (e.g. articulated robotic fingers) and spatial applications (e.g. spherical compliant mechanisms). We have derived closed-form compliance equations for both circularly curved-beam flexures and spherical flexures. Each element of the spatial compliance matrix is analytically computed as a function of hinge dimensions and employed material. The theoretical model is then validated by comparing analytical data with the results obtained through Finite Element Analysis. A case study is also presented for each class of flexures, concerning the potential applications in the optimal design of planar and spatial compliant mechanisms. Each case study is followed by comparing the performance of these novel flexures with the performance of commonly used geometries in terms of principle compliance factors, parasitic motions and maximum stress demands. Furthermore, we have extended our study to the design and analysis of serial and parallel compliant mechanisms, where the proposed flexures have been employed to achieve spatial motions e.g. compliant spherical joints.

Spatial and temporal flower presentation in Apiaceae-Apioideae

Alle Doldengewächse (Apiaceae), darunter die größte, weltweit verbreitete Unterfamilie der Apioideen, weisen in ihren Blütenständen sehr einheitliche Merkmale auf. Die ‚Doppeldolden´ werden aus kleinen, weißen oder gelben Blüten gebildet und von vielen unspezialisierten Insekten besucht. Der uniforme Eindruck, der damit erweckt wird, ist unter Umständen ein Grund, dass die zugrundeliegende Morphologie bislang wenig untersucht wurde. Gegenstand der vorliegenden Dissertation ist es daher, die ‚verborgene Diversität´ im Blütenstandsbereich der Apiaceae -Apioideen mit dem Ziel darzustellen, den Einfluss der Architektur der Pflanzen auf die Art der Blütenpräsentation in Raum und Zeit und damit auf das Reproduktionssystem der Art zu ermitteln. Im ersten Kapitel zeigt der Vergleich von neun ausgewählten Arten, dass in den selbstfertilen und unspezifisch bestäubten Pflanzen durch Synchronisation und Rhythmik in der Präsentation von Blüten Fremdbefruchtung gefördert wird. Entweder durchlaufen die Pflanzen dabei nur eine getrennte männliche und weibliche Blühphase (Xanthoselinum alsaticum) oder der moduläre Bau der Pflanzen führt zu einer Folge männlicher und weiblicher Blühphasen (multizyklische Dichogamie). Die Diözie in Trinia glauca kann in diesem Zusammenhang als eine Trennung der Blühphasen auf verschiedengeschlechtliche Individuen gesehen werden. Für die andromonözischen Arten wird gezeigt, dass der Anteil funktional männlicher Blüten mit steigender Doldenordnung nicht einheitlich zu- oder abnimmt. Dadurch fungieren die Pflanzen zu verschiedenen Zeiten und mit unterschiedlicher Stärke eher als Pollenrezeptoren oder Pollendonatoren. Es wird deutlich, dass das ‚uniforme Muster‘ der Apioideen mit Dolden verschiedener Ordnungen, dichogamen Blüten und deren diversen Geschlechtsausbildungen ein komplexes Raum-Zeit-Gefüge zur Optimierung des Reproduktionssystems darstellt. Das zweite Kapitel stellt die Ergebnisse von Manipulationsexperimenten (Handbestäubung, Bestäuberabschirmung, Entfernen von Dolden niedriger Ordnung) an Chaerophyllum bulbosum dar, die zeigen, dass das Raum-Zeit-Gefüge in der Präsentation der Blüten der Art erlaubt, flexibel auf Umwelteinflüsse zu reagieren. Es stellt sich heraus, dass mechanische Beschädigungen kaum Einfluss auf den Andromonöziegrad und prozentualen Fruchtansatz der Individuen nehmen. Grundvoraussetzung der Reaktionsfähigkeit ist wiederum deren modulärer Bau. Dieser erlaubt es den Pflanzen, zusammen mit dem andromonöziebedingten Reservoir an - geschlechtlich flexiblen - männlichen Blüten, in den später angelegten Dolden fehlenden Fruchtansatz der Blüten früh blühender Dolden zu kompensieren. Im dritten Kapitel wird eine vergleichende Merkmalsanalyse an 255 Apioideen-Arten vorgelegt, die alle Verwandtschaftskreise, Wuchsformen und Verbreitungsgebiete der Gruppe repräsentieren. Ziel der Analyse war die Identifizierung von Merkmalssyndromen, die den Zusammenhang zwischen Architektur und Reproduktionssystem verdeutlichen sollten. Interessanterweise sind die einzigen Merkmale, die miteinander einhergehen, Protogynie und die graduelle Abnahme männlicher Blüten mit steigender Doldenordnung. Alle anderen Merkmale variieren unabhängig voneinander und erzeugen auf vielen verschiedenen Wegen immer wieder das gleiche Funktionsmuster, das als ‚breeding syndrome‘ der Apioideae gedeutet werden kann. Die Arbeit leistet einen wichtigen Beitrag zum Verständnis der Blütenstände der Apiaceen und darüber hinaus zu morphologischer Variation in ‚unspezialisierten‘ Reproduktionssystemen. Offensichtlich liegt in den Apioideen der Selektionsdruck auf der Aufrechterhaltung der generalisistischen Bestäubung und überprägt alle morphologisch-phylogenetischen Merkmalsvarianten.

Intermittent spike-wave dynamics in a heterogeneous, spatially extended neural mass model

Generalised epileptic seizures are frequently accompanied by sudden, reversible transitions from low amplitude, irregular background activity to high amplitude, regular spike-wave discharges (SWD) in the EEG. The underlying mechanisms responsible for SWD generation and for the apparently spontaneous transitions to SWD and back again are still not fully understood. Specifically, the role of spatial cortico-cortical interactions in ictogenesis is not well studied. We present a macroscopic, neural mass model of a cortical column which includes two distinct time scales of inhibition. This model can produce both an oscillatory background and a pathological SWD rhythm. We demonstrate that coupling two of these cortical columns can lead to a bistability between out-of-phase, low amplitude background dynamics and in-phase, high amplitude SWD activity. Stimuli can cause state-dependent transitions from background into SWD. In an extended local area of cortex, spatial heterogeneities in a model parameter can lead to spontaneous reversible transitions from a desynchronised background to synchronous SWD due to intermittency. The deterministic model is therefore capable of producing absence seizure-like events without any time dependent adjustment of model parameters. The emergence of such mechanisms due to spatial coupling demonstrates the importance of spatial interactions in modelling ictal dynamics, and in the study of ictogenesis.

The Ras inhibitors caveolin-1 and docking protein 1 activate peroxisome proliferator-activated receptor ? through spatial relocalization at helix 7 of its ligand-binding domain

Peroxisome proliferator-activated receptor ? (PPAR?) is a transcription factor that promotes differentiation and cell survival in the stomach. PPAR? upregulates and interacts with caveolin-1 (Cav1), a scaffold protein of Ras/mitogen-activated protein kinases (MAPKs). The cytoplasmic-to-nuclear localization of PPAR? is altered in gastric cancer (GC) patients, suggesting a so-far-unknown role for Cav1 in spatial regulation of PPAR? signaling. We show here that loss of Cav1 accelerated proliferation of normal stomach and GC cells in vitro and in vivo. Downregulation of Cav1 increased Ras/MAPK-dependent phosphorylation of serine 84 in PPAR? and enhanced nuclear translocation and ligand-independent transcription of PPAR? target genes. In contrast, Cav1 overexpression sequestered PPAR? in the cytosol through interaction of the Cav1 scaffolding domain (CSD) with a conserved hydrophobic motif in helix 7 of PPAR?'s ligand-binding domain. Cav1 cooperated with the endogenous Ras/MAPK inhibitor docking protein 1 (Dok1) to promote the ligand-dependent transcriptional activity of PPAR? and to inhibit cell proliferation. Ligand-activated PPAR? also reduced tumor growth and upregulated the Ras/MAPK inhibitors Cav1 and Dok1 in a murine model of GC. These results suggest a novel mechanism of PPAR? regulation by which Ras/MAPK inhibitors act as scaffold proteins that sequester and sensitize PPAR? to ligands, limiting proliferation of gastric epithelial cells.

Self-organised transients in a neural mass model of epileptogenic tissue dynamics

Stimulation of human epileptic tissue can induce rhythmic, self-terminating responses on the EEG or ECoG. These responses play a potentially important role in localising tissue involved in the generation of seizure activity, yet the underlying mechanisms are unknown. However, in vitro evidence suggests that self-terminating oscillations in nervous tissue are underpinned by non-trivial spatio-temporal dynamics in an excitable medium. In this study, we investigate this hypothesis in spatial extensions to a neural mass model for epileptiform dynamics. We demonstrate that spatial extensions to this model in one and two dimensions display propagating travelling waves but also more complex transient dynamics in response to local perturbations. The neural mass formulation with local excitatory and inhibitory circuits, allows the direct incorporation of spatially distributed, functional heterogeneities into the model. We show that such heterogeneities can lead to prolonged reverberating responses to a single pulse perturbation, depending upon the location at which the stimulus is delivered. This leads to the hypothesis that prolonged rhythmic responses to local stimulation in epileptogenic tissue result from repeated self-excitation of regions of tissue with diminished inhibitory capabilities. Combined with previous models of the dynamics of focal seizures this macroscopic framework is a first step towards an explicit spatial formulation of the concept of the epileptogenic zone. Ultimately, an improved understanding of the pathophysiologic mechanisms of the epileptogenic zone will help to improve diagnostic and therapeutic measures for treating epilepsy.

Dynamics of Spatial Game Theory Networks with Novel Modifications

Introduction: Advances in biotechnology have shed light on many biological processes. In biological networks, nodes are used to represent the function of individual entities within a system and have historically been studied in isolation. Network structure adds edges that enable communication between nodes. An emerging fieldis to combine node function and network structure to yield network function. One of the most complex networks known in biology is the neural network within the brain. Modeling neural function will require an understanding of networks, dynamics, andneurophysiology. It is with this work that modeling techniques will be developed to work at this complex intersection. Methods: Spatial game theory was developed by Nowak in the context of modeling evolutionary dynamics, or the way in which species evolve over time. Spatial game theory offers a two dimensional view of analyzingthe state of neighbors and updating based on the surroundings. Our work builds upon this foundation by studying evolutionary game theory networks with respect to neural networks. This novel concept is that neurons may adopt a particular strategy that will allow propagation of information. The strategy may therefore act as the mechanism for gating. Furthermore, the strategy of a neuron, as in a real brain, isimpacted by the strategy of its neighbors. The techniques of spatial game theory already established by Nowak are repeated to explain two basic cases and validate the implementation of code. Two novel modifications are introduced in Chapters 3 and 4 that build on this network and may reflect neural networks. Results: The introduction of two novel modifications, mutation and rewiring, in large parametricstudies resulted in dynamics that had an intermediate amount of nodes firing at any given time. Further, even small mutation rates result in different dynamics more representative of the ideal state hypothesized. Conclusions: In both modificationsto Nowak's model, the results demonstrate the network does not become locked into a particular global state of passing all information or blocking all information. It is hypothesized that normal brain function occurs within this intermediate range and that a number of diseases are the result of moving outside of this range.

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.