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.

Topological lattice actions for the 2d XY model

We consider the 2d XY Model with topological lattice actions, which are invariant against small deformations of the field configuration. These actions constrain the angle between neighbouring spins by an upper bound, or they explicitly suppress vortices (and anti-vortices). Although topological actions do not have a classical limit, they still lead to the universal behaviour of the Berezinskii-Kosterlitz-Thouless (BKT) phase transition — at least up to moderate vortex suppression. In the massive phase, the analytically known Step Scaling Function (SSF) is reproduced in numerical simulations. However, deviations from the expected universal behaviour of the lattice artifacts are observed. In the massless phase, the BKT value of the critical exponent ηc is confirmed. Hence, even though for some topological actions vortices cost zero energy, they still drive the standard BKT transition. In addition we identify a vortex-free transition point, which deviates from the BKT behaviour.

Interfaces, strings, and a soft mode in the square lattice quantum dimer model

The quantum dimer model on the square lattice is a U(1) gauge theory that addresses aspects of the physics of high-Tc superconductors. Using a quantum Monte Carlo method, we show that the theory exists in a confining columnar valence bond solid phase. The interfaces separating distinct columnar phases display plaquette order, which, however, is not realized as a bulk phase. Static “electric” charges are confined by flux tubes that consist of multiple strands, each carrying a fractionalized flux ¼. A soft pseudo-Goldstone mode (which becomes exactly massless at the Rokhsar-Kivelson point) extends deep into the columnar phase, with potential implications for high-Tc physics.

Standard model cross-over on the lattice

With the physical Higgs mass the standard model symmetry restoration phase transition is a smooth cross-over. We study the thermodynamics of the cross-over using numerical lattice Monte Carlo simulations of an effective SU(2)×U(1) gauge+Higgs theory, significantly improving on previously published results. We measure the Higgs field expectation value, thermodynamic quantities like pressure, energy density, speed of sound and heat capacity, and screening masses associated with the Higgs and Z fields. While the cross-over is smooth, it is very well defined with a width of only ∼5  GeV. We measure the cross-over temperature from the maximum of the susceptibility of the Higgs condensate, with the result Tc=159.5±1.5  GeV. Outside of the narrow cross-over region the perturbative results agree well with nonperturbative ones.

Optimization of a label-free biosensor vertically characterized based on a periodic lattice of high aspect ratio SU-8 nano-pillars with a simplified 2D theoretical model

We have recently demonstrated a biosensor based on a lattice of SU8 pillars on a 1 μm SiO2/Si wafer by measuring vertically reflectivity as a function of wavelength. The biodetection has been proven with the combination of Bovine Serum Albumin (BSA) protein and its antibody (antiBSA). A BSA layer is attached to the pillars; the biorecognition of antiBSA involves a shift in the reflectivity curve, related with the concentration of antiBSA. A detection limit in the order of 2 ng/ml is achieved for a rhombic lattice of pillars with a lattice parameter (a) of 800 nm, a height (h) of 420 nm and a diameter(d) of 200 nm. These results correlate with calculations using 3D-finite difference time domain method. A 2D simplified model is proposed, consisting of a multilayer model where the pillars are turned into a 420 nm layer with an effective refractive index obtained by using Beam Propagation Method (BPM) algorithm. Results provided by this model are in good correlation with experimental data, reaching a reduction in time from one day to 15 minutes, giving a fast but accurate tool to optimize the design and maximizing sensitivity, and allows analyzing the influence of different variables (diameter, height and lattice parameter). Sensitivity is obtained for a variety of configurations, reaching a limit of detection under 1 ng/ml. Optimum design is not only chosen because of its sensitivity but also its feasibility, both from fabrication (limited by aspect ratio and proximity of the pillars) and fluidic point of view. (© 2011 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)

Statistical tests of load-unload response ratio signals by lattice solid model: Implication to tidal triggering and earthquake prediction

Statistical tests of Load-Unload Response Ratio (LURR) signals are carried in order to verify statistical robustness of the previous studies using the Lattice Solid Model (MORA et al., 2002b). In each case 24 groups of samples with the same macroscopic parameters (tidal perturbation amplitude A, period T and tectonic loading rate k) but different particle arrangements are employed. Results of uni-axial compression experiments show that before the normalized time of catastrophic failure, the ensemble average LURR value rises significantly, in agreement with the observations of high LURR prior to the large earthquakes. In shearing tests, two parameters are found to control the correlation between earthquake occurrence and tidal stress. One is, A/(kT) controlling the phase shift between the peak seismicity rate and the peak amplitude of the perturbation stress. With an increase of this parameter, the phase shift is found to decrease. Another parameter, AT/k, controls the height of the probability density function (Pdf) of modeled seismicity. As this parameter increases, the Pdf becomes sharper and narrower, indicating a strong triggering. Statistical studies of LURR signals in shearing tests also suggest that except in strong triggering cases, where LURR cannot be calculated due to poor data in unloading cycles, the larger events are more likely to occur in higher LURR periods than the smaller ones, supporting the LURR hypothesis.

A parallel implementation of the lattice solid model for the simulation of rock mechanics and earthquake dynamics

The Lattice Solid Model has been used successfully as a virtual laboratory to simulate fracturing of rocks, the dynamics of faults, earthquakes and gouge processes. However, results from those simulations show that in order to make the next step towards more realistic experiments it will be necessary to use models containing a significantly larger number of particles than current models. Thus, those simulations will require a greatly increased amount of computational resources. Whereas the computing power provided by single processors can be expected to increase according to Moore's law, i.e., to double every 18-24 months, parallel computers can provide significantly larger computing power today. In order to make this computing power available for the simulation of the microphysics of earthquakes, a parallel version of the Lattice Solid Model has been implemented. Benchmarks using large models with several millions of particles have shown that the parallel implementation of the Lattice Solid Model can achieve a high parallel-efficiency of about 80% for large numbers of processors on different computer architectures.

Adsorption of pure fluids in activated carbon with a modified lattice gas model

In this article we study the effects of adsorbed phase compression, lattice structure, and pore size distribution on the analysis of adsorption in microporous activated carbon. The lattice gas approach of Ono-Kondo is modified to account for the above effects. Data of nitrogen adsorption at 77 K onto a number of activated carbon samples are analyzed to investigate the pore filling pressure versus pore width, the packing effect, and the compression of the adsorbed phase. It is found that the PSDs obtained from this analysis are comparable to those obtained by the DFT method. The discrete nature of the PSDs derived from the modified lattice gas theory is due to the inherent assumption of discrete layers of molecules. Nevertheless, it does provide interesting information on the evolution of micropores during the activation process.

Implementation of particle-scale rotation in the 3-d Lattice Solid Model

In this study, 3-D Lattice Solid Model (LSMearth or LSM) was extended by introducing particle-scale rotation. In the new model, for each 3-D particle, we introduce six degrees of freedom: Three for translational motion, and three for orientation. Six kinds of relative motions are permitted between two neighboring particles, and six interactions are transferred, i.e., radial, two shearing forces, twisting and two bending torques. By using quaternion algebra, relative rotation between two particles is decomposed into two sequence-independent rotations such that all interactions due to the relative motions between interactive rigid bodies can be uniquely decided. After incorporating this mechanism and introducing bond breaking under torsion and bending into the LSM, several tests on 2-D and 3-D rock failure under uni-axial compression are carried out. Compared with the simulations without the single particle rotational mechanism, the new simulation results match more closely experimental results of rock fracture and hence, are encouraging. Since more parameters are introduced, an approach for choosing the new parameters is presented.

Parallel 3D Simulation of a Fault Gouge using the Lattice Solid Model

Despite the insight gained from 2-D particle models, and given that the dynamics of crustal faults occur in 3-D space, the question remains, how do the 3-D fault gouge dynamics differ from those in 2-D? Traditionally, 2-D modeling has been preferred over 3-D simulations because of the computational cost of solving 3-D problems. However, modern high performance computing architectures, combined with a parallel implementation of the Lattice Solid Model (LSM), provide the opportunity to explore 3-D fault micro-mechanics and to advance understanding of effective constitutive relations of fault gouge layers. In this paper, macroscopic friction values from 2-D and 3-D LSM simulations, performed on an SGI Altix 3700 super-cluster, are compared. Two rectangular elastic blocks of bonded particles, with a rough fault plane and separated by a region of randomly sized non-bonded gouge particles, are sheared in opposite directions by normally-loaded driving plates. The results demonstrate that the gouge particles in the 3-D models undergo significant out-of-plane motion during shear. The 3-D models also exhibit a higher mean macroscopic friction than the 2-D models for varying values of interparticle friction. 2-D LSM gouge models have previously been shown to exhibit accelerating energy release in simulated earthquake cycles, supporting the Critical Point hypothesis. The 3-D models are shown to also display accelerating energy release, and good fits of power law time-to-failure functions to the cumulative energy release are obtained.

The lattice solid model to simulate the physics of rocks and earthquakes: Incorporation of friction

The particle-based lattice solid model developed to study the physics of rocks and the nonlinear dynamics of earthquakes is refined by incorporating intrinsic friction between particles. The model provides a means for studying the causes of seismic wave attenuation, as well as frictional heat generation, fault zone evolution, and localisation phenomena. A modified velocity-Verlat scheme that allows friction to be precisely modelled is developed. This is a difficult computational problem given that a discontinuity must be accurately simulated by the numerical approach (i.e., the transition from static to dynamical frictional behaviour). This is achieved using a half time step integration scheme. At each half time step, a nonlinear system is solved to compute the static frictional forces and states of touching particle-pairs. Improved efficiency is achieved by adaptively adjusting the time step increment, depending on the particle velocities in the system. The total energy is calculated and verified to remain constant to a high precision during simulations. Numerical experiments show that the model can be applied to the study of earthquake dynamics, the stick-slip instability, heat generation, and fault zone evolution. Such experiments may lead to a conclusive resolution of the heat flow paradox and improved understanding of earthquake precursory phenomena and dynamics. (C) 1999 Academic Press.