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.

Enfoques para la gestión del riesgo sistémico

En el contexto organizacional actual, que se caracteriza por ser hiper-conectado, cambiante, globalizado y cargado de incertidumbre, la capacidad de las organizaciones para identificar y tratar provechosamente el riesgo se hace necesaria e ineludible. Dicho más claro: gestionar adecuadamente el riesgo se convierte en un aspecto crítico para la perdurabilidad de las organizaciones. Más allá de las comprensiones tradicionales del riesgo, cuyo núcleo es el riesgo financiero, nuevas tendencias –más generales y abarcadoras– se han gestado en las últimas décadas. Una de la más destacada es la gestión del riesgo sistémico. Pese a este reconocimiento, sin embargo, siguen predominando los enfoques analítico-financieros, sobre todo en el ámbito latinoamericano. Este trabajo de grado pretende, por tanto, hacer un análisis sobre la gestión del riesgo sistémico e identificar las diferentes tendencias del riesgo y sus potencialidades de cara al ambiente organizacional actual.

Development of system separation strategy using synchrophasor data

In the current market system, power systems are operated at higher loads for economic reasons. Power system stability becomes a genuine concern in such operating conditions. In case of failure of any larger component, the system may become stressed. These events may start cascading failures, which may lead to blackouts. One of the main reasons of the major recorded blackout events has been the unavailability of system-wide information. Synchrophasor technology has the capability to provide system-wide real time information. Phasor Measurement Units (PMUs) are the basic building block of this technology, which provide the Global Positioning System (GPS) time-stamped voltage and current phasor values along with the frequency. It is being assumed that synchrophasor data of all the buses is available and thus the whole system is fully observable. This information can be used to initiate islanding or system separation to avoid blackouts. A system separation strategy using synchrophasor data has been developed to answer the three main aspects of system separation: (1) When to separate: One class support machines (OC-SVM) is primarily used for the anomaly detection. Here OC-SVM was used to detect wide area instability. OC-SVM has been tested on different stable and unstable cases and it is found that OC-SVM has the capability to detect the wide area instability and thus is capable to answer the question of “when the system should be separated”. (2) Where to separate: The agglomerative clustering technique was used to find the groups of coherent buses. The lines connecting different groups of coherent buses form the separation surface. The rate of change of the bus voltage phase angles has been used as the input to this technique. This technique has the potential to exactly identify the lines to be tripped for the system separation. (3) What to do after separation: Load shedding was performed approximately equal to the sum of power flows along the candidate system separation lines should be initiated before tripping these lines. Therefore it is recommended that load shedding should be initiated before tripping the lines for system separation.

Statistical mechanics of distribution networks

This thesis presents an analysis of the stability of complex distribution networks. We present a stability analysis against cascading failures. We propose a spin [binary] model, based on concepts of statistical mechanics. We test macroscopic properties of distribution networks with respect to various topological structures and distributions of microparameters. The equilibrium properties of the systems are obtained in a statistical mechanics framework by application of the replica method. We demonstrate the validity of our approach by comparing it with Monte Carlo simulations. We analyse the network properties in terms of phase diagrams and found both qualitative and quantitative dependence of the network properties on the network structure and macroparameters. The structure of the phase diagrams points at the existence of phase transition and the presence of stable and metastable states in the system. We also present an analysis of robustness against overloading in the distribution networks. We propose a model that describes a distribution process in a network. The model incorporates the currents between any connected hubs in the network, local constraints in the form of Kirchoff's law and a global optimizational criterion. The flow of currents in the system is driven by the consumption. We study two principal types of model: infinite and finite link capacity. The key properties are the distributions of currents in the system. We again use a statistical mechanics framework to describe the currents in the system in terms of macroscopic parameters. In order to obtain observable properties we apply the replica method. We are able to assess the criticality of the level of demand with respect to the available resources and the architecture of the network. Furthermore, the parts of the system, where critical currents may emerge, can be identified. This, in turn, provides us with the characteristic description of the spread of the overloading in the systems.

Fuzzy risk index for power transformer failures due to external short-circuits

A novel methodology to assess the risk of power transformer failures caused by external faults, such as short-circuit, taking the paper insulation condition into account, is presented. The risk index is obtained by contrasting the insulation paper condition with the probability that the transformer withstands the short-circuit current flowing along the winding during an external fault. In order to assess the risk, this probability and the value of the degree of polymerization of the insulating paper are regarded as inputs of a type-2 fuzzy logic system (T2-FLS), which computes the fuzzy risk level. A Monte Carlo simulation has been used to find the survival function of the currents flowing through the transformer winding during a single-phase or a three-phase short-circuit. The Roy Billinton Test System and a real power system have been used to test the results. (C) 2008 Elsevier B.V. All rights reserved.

Application of fairness theory to service failures and service recovery

This article presents a fairness theory-based conceptual framework for studying and managing consumers’ emotions during service recovery attempts. The conceptual framework highlights the central role played by counterfactual thinking and accountability. Findings from five focus groups are also presented to lend further support to the conceptual framework. Essentially, the article argues that a service failure event triggers an emotional response in the consumer, and from here the consumer commences an assessment of the situation, considering procedural justice, interactional justice, and distributive justice elements, while engaging in counterfactual thinking and apportioning accountability. More specifically, the customer assesses whether the service provider could and should have done something more to remedy the problem and how the customer would have felt had these actions been taken. The authors argue that during this process situational effort is taken into account when assessing accountability. When service providers do not appear to exhibit an appropriate level of effort, consumers attribute this to the service provider not caring. This in turn leads to the customer feeling more negative emotions, such as anger and frustration. Managerial implications of the study are discussed.

Hard real-time multiprocessor scheduling resilient to core failures

Presented at 21st IEEE International Conference on Embedded and Real-Time Computing Systems and Applications (RTCSA 2015). 19 to 21, Aug, 2015, pp 122-131. Hong Kong, China.

Study of antiretroviral mutants in HIV patients with treatment failures and the effect of risk factors in the virological failures

INTRODUCTION: Information about HIV phenotypes of resistant to available ART and the influence of different risk factors on virological failures (VF) in Costa Rican HIV positive patients prior or during HAART is unknown. MATERIALS AND METHODS: Eighty nine samples, 72 VF and 17 basal (before treatment) were analyzed by examining resistant mutants in reverse transcriptase (RT) and protease (PT) regions using Trugene or LIPA genotyping kits. Sixty eight control patients were selected and relevant information was collected in a questionnaire. RESULTS: Poor adherence, presence of resistant mutations and number of treatment's changes were the only significant factors found (p = 0.006, 0.04 and 0.01 respectively). From 66 sequenced samples, 78%, 50% and 50% showed resistance to NRTI (nucleoside reverse transcriptase inhibitors), NNRT (non-nucleoside reverse transcriptase inhibitors) and PI (protease inhibitors), respectively. The most frequent mutations were M41L, M184V, and T215FY in RT and L62PI, L10FIRV and M36I in PT. DISCUSSION: The most important factor related to treatment response in this study was adherence to treatment. Mutations in RT were related to the treatment failure while the ones found in PT were secondary mutations which have been previously described to influence the selection of primary resistance mutations in these regions. The study reveals the urgency to detect resistant mutations in VF to be considered by physicians for selection of treatment schedule, to analyze basal HIV patients for monitoring of the spread of resistant mutations and the importance to reinforce the adherence in the patients for overall treatment outcome.

An application of reliability-based robustness assessment of steel moment resisting frame structures under post-mainshock cascading events

The paper presented herein proposes a reliability-based framework for quantifying the structural robustness considering the occurrence of a major earthquake (mainshock) and subsequent cascading hazard events, such as aftershocks that are triggered by the mainshock. These events can significantly increase the probability of failure of buildings, especially for structures that are damaged during the mainshock. The application of the proposed framework is exemplified through three numerical case studies. The case studies correspond to three SAC steel moment frame buildings of 3-, 9-, and 20- stories, which were designed to pre-Northridge codes and standards. Twodimensional nonlinear finite element models of the buildings are developed using the Open System for Earthquake Engineering Simulation framework (OpenSees), using a finite-length plastic hinge beam model and a bilinear constitutive law with deterioration, and are subjected to multiple mainshock-aftershock seismic sequences. For the three buildings analyzed herein, it is shown that the structural reliability under a single seismic event can be significantly different from that under a sequence of seismic events. The reliability-based robustness indicator used shows that the structural robustness is influenced by the extent by which a structure can distribute damage.

Expectations Traps and Coordination Failures with Discretionary Policymaking

Discretionary policymakers cannot manage private-sector expectations and cannot coordinate the actions of future policymakers. As a consequence, expectations traps and coordination failures can occur and multiple equilibria can arise. To utilize the explanatory power of models with multiple equilibria it is first necessary to understand how an economy arrives to a particular equilibrium. In this paper we employ notions of learnability and self-enforceability to motivate and identify equilibria of particular interest. Central among these criteria are whether the equilibrium is learnable by private agents and jointly learnable by private agents and the policymaker. We use two New Keynesian policy models to identify the strategic interactions that give rise to multiple equilibria and to illustrate our methods for identifying equilibria of interest. Importantly, unless the Pareto-preferred equilibrium is learnable by private agents, we find little reason to expect coordination on that equilibrium.

Proximale Humerusmehrfragmentfrakturen--Misserfolge nach T-Platten-Osteosynthesen [Proximal humeral multiple fragment fractures--failures after T-plate osteosynthesis].

Dislocated compound fractures of the proximal humerus are often difficult to treat. The choice of treatment influences the final functional result. From 1984-1991 108 patients with dislocated compound fractures of the proximal humerus were operated with a T-plate osteosynthesis, retrospectively examined and classified according to the Neer-Classification. At an average follow up time of 5 years 72 patients had a clinical and radiological examination. 68% of these patients with 3-fragment fractures and 80% with 4-fragment fractures showed a modest to unsatisfactory result caused by fracture biology, imprecise fracture reduction or poor surgical procedure. Incorrect position of T-plates and inadequate material were distinguishable. The T-plate which was widely used in the late eighties for internal fixation has to be considered a failure for these particular types of fractures and should be limited for Collum chirurgicum fractures.

Impact of previous virological treatment failures and adherence on the outcome of antiretroviral therapy in 2007.

BACKGROUND: Combination antiretroviral treatment (cART) has been very successful, especially among selected patients in clinical trials. The aim of this study was to describe outcomes of cART on the population level in a large national cohort. METHODS: Characteristics of participants of the Swiss HIV Cohort Study on stable cART at two semiannual visits in 2007 were analyzed with respect to era of treatment initiation, number of previous virologically failed regimens and self reported adherence. Starting ART in the mono/dual era before HIV-1 RNA assays became available was counted as one failed regimen. Logistic regression was used to identify risk factors for virological failure between the two consecutive visits. RESULTS: Of 4541 patients 31.2% and 68.8% had initiated therapy in the mono/dual and cART era, respectively, and been on treatment for a median of 11.7 vs. 5.7 years. At visit 1 in 2007, the mean number of previous failed regimens was 3.2 vs. 0.5 and the viral load was undetectable (<50 copies/ml) in 84.6% vs. 89.1% of the participants, respectively. Adjusted odds ratios of a detectable viral load at visit 2 for participants from the mono/dual era with a history of 2 and 3, 4, >4 previous failures compared to 1 were 0.9 (95% CI 0.4-1.7), 0.8 (0.4-1.6), 1.6 (0.8-3.2), 3.3 (1.7-6.6) respectively, and 2.3 (1.1-4.8) for >2 missed cART doses during the last month, compared to perfect adherence. From the cART era, odds ratios with a history of 1, 2 and >2 previous failures compared to none were 1.8 (95% CI 1.3-2.5), 2.8 (1.7-4.5) and 7.8 (4.5-13.5), respectively, and 2.8 (1.6-4.8) for >2 missed cART doses during the last month, compared to perfect adherence. CONCLUSIONS: A higher number of previous virologically failed regimens, and imperfect adherence to therapy were independent predictors of imminent virological failure.