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Keywords = Poisson process

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19 pages, 5627 KiB  
Article
Reliability Modeling of Wind Turbine Gearbox System Considering Failure Correlation Under Shock–Degradation
by Xiaojun Liu, Ziwen Wu, Yiping Yuan, Wenlei Sun and Jianxiong Gao
Sensors 2025, 25(14), 4425; https://doi.org/10.3390/s25144425 - 16 Jul 2025
Abstract
To address traditional methods’ limitations in neglecting the interaction between random shock loads and progressive degradation, as well as failure correlations, this study proposes a dynamic reliability framework integrating Gamma processes, homogeneous Poisson processes (HPP), and mixed Copula functions. The framework develops a [...] Read more.
To address traditional methods’ limitations in neglecting the interaction between random shock loads and progressive degradation, as well as failure correlations, this study proposes a dynamic reliability framework integrating Gamma processes, homogeneous Poisson processes (HPP), and mixed Copula functions. The framework develops a wind turbine gearbox reliability model under shock–degradation coupling while quantifying failure correlations. Gamma processes characterize continuous degradation, with parameters estimated from P-S-N curves. Based on stress–strength interference theory, random shocks within damage thresholds are integrated to form a coupled reliability model. A Gumbel–Clayton–Frank mixed Copula with a multi-layer nested algorithm quantifies failure correlations, with correlation parameters estimated via the RSS principle and genetic algorithms. Validation using a 2 MW gearbox’s planetary gear-stage system covers four scenarios: natural degradation, shock–degradation coupling, and both scenarios with failure correlations. The results show that compared to independent assumptions, the model accelerates reliability decline, increasing failure rates by >37%. Relative to natural degradation-only models, failure rates rise by >60%, validating the model’s effectiveness and alignment with real-world operational conditions. Full article
(This article belongs to the Section Fault Diagnosis & Sensors)
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15 pages, 1572 KiB  
Article
AI-Driven Optimization Framework for Smart EV Charging Systems Integrated with Solar PV and BESS in High-Density Residential Environments
by Md Tanjil Sarker, Marran Al Qwaid, Siow Jat Shern and Gobbi Ramasamy
World Electr. Veh. J. 2025, 16(7), 385; https://doi.org/10.3390/wevj16070385 - 9 Jul 2025
Viewed by 283
Abstract
The rapid growth of electric vehicle (EV) adoption necessitates advanced energy management strategies to ensure sustainable, reliable, and efficient operation of charging infrastructure. This study proposes a hybrid AI-based framework for optimizing residential EV charging systems through the integration of Reinforcement Learning (RL), [...] Read more.
The rapid growth of electric vehicle (EV) adoption necessitates advanced energy management strategies to ensure sustainable, reliable, and efficient operation of charging infrastructure. This study proposes a hybrid AI-based framework for optimizing residential EV charging systems through the integration of Reinforcement Learning (RL), Linear Programming (LP), and real-time grid-aware scheduling. The system architecture includes smart wall-mounted chargers, a 120 kWp rooftop solar photovoltaic (PV) array, and a 60 kWh lithium-ion battery energy storage system (BESS), simulated under realistic load conditions for 800 residential units and 50 charging points rated at 7.4 kW each. Simulation results, validated through SCADA-based performance monitoring using MATLAB/Simulink and OpenDSS, reveal substantial technical improvements: a 31.5% reduction in peak transformer load, voltage deviation minimized from ±5.8% to ±2.3%, and solar utilization increased from 48% to 66%. The AI framework dynamically predicts user demand using a non-homogeneous Poisson process and optimizes charging schedules based on a cost-voltage-user satisfaction reward function. The study underscores the critical role of intelligent optimization in improving grid reliability, minimizing operational costs, and enhancing renewable energy self-consumption. The proposed system demonstrates scalability, resilience, and cost-effectiveness, offering a practical solution for next-generation urban EV charging networks. Full article
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22 pages, 2009 KiB  
Article
Transient Analysis of a Continuous-Service Markovian Queueing Model with Offline and Online Customers
by Ramupillai Sudhesh, Paulsamy Balakrishnan and Ratchaga Dass Sebasthi Priya
Symmetry 2025, 17(7), 1097; https://doi.org/10.3390/sym17071097 - 9 Jul 2025
Viewed by 182
Abstract
This study examines a single-server Markovian queueing system featuring continuous service and an infinite number of customers at both ends—namely, offline and online clients. Offline customers are conventional clients who arrive at the system following a Poisson process, while online customers are assumed [...] Read more.
This study examines a single-server Markovian queueing system featuring continuous service and an infinite number of customers at both ends—namely, offline and online clients. Offline customers are conventional clients who arrive at the system following a Poisson process, while online customers are assumed to be endlessly present in the system. All service times are exponentially and identically distributed and independent. Utilizing generating functions and Laplace transform techniques, this study derives exact analytical expressions for the system size probabilities in both transient and steady states. Furthermore, it evaluates key performance measures for each state and provides graphical representations to illustrate the system’s dynamics, thereby enriching the understanding of its operational behavior. This work contributes to the advancement of priority-based queueing models and proposes a novel framework applicable to hybrid service architectures in contemporary digital ecosystems. Full article
(This article belongs to the Section Mathematics)
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16 pages, 2822 KiB  
Article
Research on the Mechanism of Wellbore Strengthening Influence Based on Finite Element Model
by Erxin Ai, Qi Li, Zhikun Liu, Liupeng Wang and Chengyun Ma
Processes 2025, 13(7), 2185; https://doi.org/10.3390/pr13072185 - 8 Jul 2025
Viewed by 193
Abstract
Wellbore strengthening is a widely applied technique to mitigate wellbore leakage during drilling operations in complex formations characterized by narrow mud weight windows. This method enhances the wellbore’s pressure-bearing capacity by using lost circulation materials (LCMs) to bridge natural or induced fractures. In [...] Read more.
Wellbore strengthening is a widely applied technique to mitigate wellbore leakage during drilling operations in complex formations characterized by narrow mud weight windows. This method enhances the wellbore’s pressure-bearing capacity by using lost circulation materials (LCMs) to bridge natural or induced fractures. In recent years, advanced sealing technologies such as wellbore reinforcement have gradually been applied and developed, but their related influencing factors and mechanisms have not been deeply revealed. This article uses the Cohesive module of ABAQUS to establish a wellbore fracture sealing model. By establishing a porous elastic finite element model, the elastic mechanics theory of porous media is combined with finite element theory. Under the influence of factors such as anisotropy of geostress, reservoir elastic modulus, Poisson’s ratio, and fracturing fluid viscosity, the circumferential stress distribution of the wellbore after fracture sealing is simulated. The simulation results show that stress anisotropy has a significant impact on Mises stress. The greater the stress anisotropy, the more likely the wellbore sealing is to cause wellbore rupture or instability. Therefore, it is necessary to choose a suitable wellbore direction to avoid high stress concentration areas. The elastic modulus of the reservoir is an important parameter that affects wellbore stability and fracturing response, especially in high modulus reservoirs where the effect is more pronounced. Poisson’s ratio has a relatively minor impact. In fracturing and plugging design, the viscosity of fracturing fluid should be reasonably selected to balance the relationship between plugging efficiency and wellbore mechanical stability. In the actual drilling process, priority should be given to choosing the wellbore direction that avoids high stress concentration areas to reduce the risk of wellbore rupture or instability induced by plugging, specify targeted wellbore reinforcement strategies for high elastic modulus reservoirs; using models to predict fracture response characteristics can guide the use of sealing materials, achieve efficient bridging and stable sealing, and enhance the maximum pressure bearing capacity of the wellbore. By simulating the changes in circumferential stress distribution of the wellbore after fracture sealing, the mechanism of wellbore reinforcement was explored to provide guidance for mechanism analysis and on-site application. Full article
(This article belongs to the Section Energy Systems)
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19 pages, 3233 KiB  
Article
Mathematical Modeling of the Influence of Electrical Heterogeneity on the Processes of Salt Ion Transfer in Membrane Systems with Axial Symmetry Taking into Account Electroconvection
by Ekaterina Kazakovtseva, Evgenia Kirillova, Anna Kovalenko and Mahamet Urtenov
Inventions 2025, 10(4), 50; https://doi.org/10.3390/inventions10040050 - 30 Jun 2025
Viewed by 170
Abstract
This article proposes a 3D mathematical model of the influence of electrical heterogeneity of the ion exchange membrane surface on the processes of salt ion transfer in membrane systems with axial symmetry; in particular, we investigate an annular membrane disk in the form [...] Read more.
This article proposes a 3D mathematical model of the influence of electrical heterogeneity of the ion exchange membrane surface on the processes of salt ion transfer in membrane systems with axial symmetry; in particular, we investigate an annular membrane disk in the form of a coupled system of Nernst–Planck–Poisson and Navier–Stokes equations in a cylindrical coordinate system. A hybrid numerical–analytical method for solving the boundary value problem is proposed, and a comparison of the results for the annular disk model obtained by the hybrid method and the independent finite element method is carried out. The areas of applicability of each of these methods are determined. The proposed model of an annular disk takes into account electroconvection, which is understood as the movement of an electrolyte solution under the action of an external electric field on an extended region of space charge formed at the solution–membrane boundary under the action of the same electric field. The main regularities and features of the occurrence and development of electroconvection associated with the electrical heterogeneity of the surface of the membrane disk of the annular membrane disk are determined; namely, it is shown that electroconvective vortices arise at the junction of the conductivity and non-conductivity regions at a certain ratio of the potential jump and angular velocity and flow down in the radial direction to the edge of the annular membrane. At a fixed potential jump greater than the limiting one, the formed electroconvective vortices gradually decrease with an increase in the angular velocity of rotation until they disappear. Conversely, at a fixed value of the angular velocity of rotation, electroconvective vortices arise at a certain potential jump, and with its subsequent increase gradually increase in size. Full article
(This article belongs to the Section Inventions and Innovation in Applied Chemistry and Physics)
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26 pages, 3269 KiB  
Article
Dynamic Characteristics of Additive Manufacturing Based on Dual Materials of Heterogeneity
by Hsien-Hsiu Hung, Shih-Han Chang and Yu-Hsi Huang
Polymers 2025, 17(13), 1793; https://doi.org/10.3390/polym17131793 - 27 Jun 2025
Viewed by 264
Abstract
This study aims to establish a methodology that integrates experimental measurements with finite element analysis (FEA) to investigate the mechanical behavior and dynamic characteristics of soft–hard laminated composites fabricated via additive manufacturing (AM) under dynamic excitation. A hybrid AM technique was employed, using [...] Read more.
This study aims to establish a methodology that integrates experimental measurements with finite element analysis (FEA) to investigate the mechanical behavior and dynamic characteristics of soft–hard laminated composites fabricated via additive manufacturing (AM) under dynamic excitation. A hybrid AM technique was employed, using the PolyJet process based on stereolithography (SLA) to fabricate composite beam structures composed of alternating soft and hard materials. Initially, impact tests using a steel ball on cantilever beams made of hard material were conducted to inversely calculate the first natural frequency via time–frequency analysis, thereby identifying Young’s modulus and Poisson’s ratio. For the viscoelastic soft material, tensile and stress relaxation tests were performed to construct a Generalized Maxwell Model, from which the Prony series parameters were derived. Subsequently, symmetric and asymmetric multilayer composite beams were fabricated and subjected to impact testing. The experimental results were compared with FEA simulations to evaluate the accuracy and validity of the identified material parameters of different structural configurations under vibration modes. The research focuses on the time- and frequency-dependent stiffness response of the composite by hard and soft materials and integrating this behavior into structural dynamic simulations. The specific objectives of the study include (1) establishing the Prony series parameters for the soft material integrated with hard material and implementing them in the FE model, (2) validating the accuracy of resonant frequencies and dynamic responses through combined experimental and simulation, (3) analyzing the influence of composite material symmetry and thickness ratio on dynamic modals, and (4) comparing simulation results with experimental measurements to assess the reliability and accuracy of the proposed modeling framework. Full article
(This article belongs to the Special Issue Polymeric Materials and Their Application in 3D Printing, 2nd Edition)
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15 pages, 7178 KiB  
Article
Octagonal Starfish-Inspired Roller Imprinting Control for Multi-Space and Multi-Axial Microstructure Replication
by Yung-Jin Weng, Yi-Xuan Zhong, Jin-Chen Guo and Zi-Jia Wang
Processes 2025, 13(7), 1966; https://doi.org/10.3390/pr13071966 - 21 Jun 2025
Viewed by 522
Abstract
This study proposes a novel octagonal starfish-inspired roller imprinting control for multi-space and multi-axial microstructure replication, featuring a roller printing system with a controllable mold structure for multi-space and multi-axis applications. First, a microstructure was made and a micro mold was replicated to [...] Read more.
This study proposes a novel octagonal starfish-inspired roller imprinting control for multi-space and multi-axial microstructure replication, featuring a roller printing system with a controllable mold structure for multi-space and multi-axis applications. First, a microstructure was made and a micro mold was replicated to develop and simulate a negative Poisson ratio structure as a special structure to control the polymer microstructure mold. Meanwhile, a spatial axial roller imprinting system was designed as a roller imprinting replication system for the replication and roller imprinting of microstructures to research and conduct a roller imprinting testing experiment. The experiment results showed that the multi-space and multi-axial roll imprinting processing system with a controllable mold in this research had high replication formability. The results proved that the high replication formability of the microstructure obtained through white light scanning after subsequent roller imprinting was up to 98.75%. The diameter of the microstructure reached 99.025%, and the development of this innovative system and method of new technology could obtain the expected replication formability of the microstructure. Meanwhile, good achievements were obtained through optical preliminary validation. The results of this research could provide a reference about continuous microstructure component roll forming processing for academic and technological development. Full article
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30 pages, 424 KiB  
Article
Asymptotically Optimal Status Update Compression in Multi-Source System: Age–Distortion Tradeoff
by Jun Li and Wenyi Zhang
Entropy 2025, 27(7), 664; https://doi.org/10.3390/e27070664 - 20 Jun 2025
Viewed by 196
Abstract
We consider a compression problem in a multi-source status-updating system through a representative two-source scenario. The status updates are generated by two independent sources following heterogeneous Poisson processes. These updates are then compressed into binary strings and sent to the receiver via a [...] Read more.
We consider a compression problem in a multi-source status-updating system through a representative two-source scenario. The status updates are generated by two independent sources following heterogeneous Poisson processes. These updates are then compressed into binary strings and sent to the receiver via a shared, error-free channel with a unit rate. We propose two compression schemes—a multi-quantizer compression scheme, where a dedicated quantizer–encoder pair is assigned to each source for compression, and a single-quantizer compression scheme, employing a unified quantizer–encoder pair shared across both sources. For each scheme, we formulate an optimization problem to jointly design quantizer–encoder pairs, with the objective of minimizing the sum of the average ages subject to a distortion constraint of symbols, respectively. The following three theoretical results are established: (1) The combination of two uniform quantizers with different parameters, along with their corresponding AoI-optimal encoders, provides an asymptotically optimal solution for the multi-quantizer compression scheme. (2) The combination of a piecewise uniform w-quantizer with an AoI-optimal encoder provides an asymptotically optimal solution for the single-quantizer compression scheme. (3) For both schemes, the optimal sum of the average ages is asymptotically linear with respect to the log distortion, with the same slope determined by the sources’ arrival rates. Full article
(This article belongs to the Section Information Theory, Probability and Statistics)
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25 pages, 5193 KiB  
Article
A Two-Stage Model for Factors Influencing Citation Counts
by Pablo Dorta-González and Emilio Gómez-Déniz
Publications 2025, 13(2), 29; https://doi.org/10.3390/publications13020029 - 19 Jun 2025
Viewed by 373
Abstract
This work aims to use a suitable regression model to study a count response random variable, namely, the number of citations of a research paper, that is affected by some explanatory variables. The count variable exhibits substantial variation, as the sample variance is [...] Read more.
This work aims to use a suitable regression model to study a count response random variable, namely, the number of citations of a research paper, that is affected by some explanatory variables. The count variable exhibits substantial variation, as the sample variance is larger than the sample mean; thus, the classical Poisson regression model seems not to be appropriate. We concentrate our attention on the negative binomial regression model, which allows the variance of each measurement to be a function of its predicted value. Nevertheless, the process of citations of papers may be divided into two parts. In the first stage, the paper has no citations, while the second part provides the intensity of the citations. A hurdle model for separating documents with citations and those without citations is considered. The dataset for empirical application consisted of 43,190 research papers in the Economics and Business field from 2014–2021, which were obtained from The Lens database. Citation counts and social attention scores for each article were gathered from the Altmetric database. The main findings indicate that both collaboration and funding have positive impacts on citation counts and reduce the likelihood of receiving zero citations. Open access (OA) via repositories (green OA) correlates with higher citation counts and a lower probability of zero citations. In contrast, OA via the publisher’s website without an explicit open license (bronze OA) is associated with higher citation counts but also with a higher probability of zero citations. In addition, open access in subscription-based journals (hybrid OA) increases citation counts, although the effect is modest. There are clear disciplinary differences, with the prestige of the journal playing a significant role in citation counts. Articles with lower expert ratings tend to be cited less frequently and are more likely to be cited zero times. Meanwhile, news and blog mentions boost citations and reduce the likelihood of receiving no citations, while policy mentions also enhance citation counts and significantly lower the risk of being cited zero times. In contrast, patent mentions have a negative impact on citations. The influence of social media varies: X/Twitter and Wikipedia mentions increase citations and reduce the likelihood of being uncited, whereas Facebook and video mentions negatively impact citation counts. Full article
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18 pages, 4203 KiB  
Article
Long-Term Anisotropic Mechanical Characterization of Layered Shale—An Experimental Study for the BaoKang Tunnel of the Zhengwan Railway, China
by Jun Zhao, Changming Li and Wei Huang
Processes 2025, 13(6), 1900; https://doi.org/10.3390/pr13061900 - 16 Jun 2025
Viewed by 395
Abstract
With the further implementation and development of the Western Development Strategy, studying the mechanical behavior and deformation characteristics of deep-buried tunnels in layered hard rock under high ground stress conditions holds considerable engineering significance. To study the mechanical properties and long-term deformation and [...] Read more.
With the further implementation and development of the Western Development Strategy, studying the mechanical behavior and deformation characteristics of deep-buried tunnels in layered hard rock under high ground stress conditions holds considerable engineering significance. To study the mechanical properties and long-term deformation and failure characteristics of different bedding stratified rocks, this research employed an MTS815 electro-hydraulic servo rock testing system and a French TOP rheometer. Triaxial compression tests, rheological property tests, and long-term cyclic and unloading tests were conducted on shale samples under varying confining pressures and bedding angles. The results indicate that (1) under triaxial compression, shale demonstrates pronounced anisotropic behavior. When the confining pressure is constant, the peak strength of the rock sample exhibits a “U”-shaped variation with the bedding angle (its minimum value at 60°). For a fixed bedding angle, the peak strength of the rock sample progressively increases as the confining pressure rises. (2) The mode of shale failure varies with the angle: at 0°, shale exhibits conjugate shear failure; at 30°, shear slip failure along the bedding is controlled by the bedding weak plane; at 60° and 90°, failure occurs through the bedding. (3) During the creep process of layered shale, brittle failure characteristics are evident, with microcracks within the sample gradually failing at stress concentration points. The decelerated and stable creep stages are prominent; while the accelerated creep stage is less noticeable, the creep rate increases with increasing stress level. (4) Under low confining pressure, the peak strength during cyclic loading and unloading creep processes is lower than that of conventional triaxial tests when the bedding plane dip angles are 0° and 30°, which is the opposite at 60° and 90°. (5) In the cyclic loading and unloading process, Poisson’s ratio gradually increases, whereas the elastic modulus, shear modulus, and bulk modulus gradually decrease. Full article
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35 pages, 8248 KiB  
Article
Pre-Failure Deformation Response and Dilatancy Damage Characteristics of Beishan Granite Under Different Stress Paths
by Yang Han, Dengke Zhang, Zheng Zhou, Shikun Pu, Jianli Duan, Lei Gao and Erbing Li
Processes 2025, 13(6), 1892; https://doi.org/10.3390/pr13061892 - 15 Jun 2025
Viewed by 327
Abstract
Different from general underground engineering, the micro-damage prior to failure of the surrounding rock has a significant influence on the geological disposal of high-level radioactive waste. However, the quantitative research on pre-failure dilatancy damage characteristics and stress path influence of hard brittle rocks [...] Read more.
Different from general underground engineering, the micro-damage prior to failure of the surrounding rock has a significant influence on the geological disposal of high-level radioactive waste. However, the quantitative research on pre-failure dilatancy damage characteristics and stress path influence of hard brittle rocks under high stress levels is insufficient currently, and especially, the stress path under simultaneous unloading of axial and confining pressures is rarely discussed. Therefore, three representative mechanical experimental studies were conducted on the Beishan granite in the pre-selected area for high-level radioactive waste (HLW) geological disposal in China, including increasing axial pressure with constant confining pressure (path I), increasing axial pressure with unloading confining pressure (path II), and simultaneous unloading of axial and confining pressures (path III). Using the deviatoric stress ratio as a reference, the evolution laws and characteristics of stress–strain relationships, deformation modulus, generalized Poisson’s ratio, dilatancy index, and dilation angle during the path bifurcation stage were quantitatively analyzed and compared. The results indicate that macro-deformation and the plastic dilatancy process exhibit strong path dependency. The critical value and growth gradient of the dilatancy parameter for path I are both the smallest, and the suppressive effect of the initial confining pressure is the most significant. The dilation gradient of path II is the largest, but the degree of dilatancy before the critical point is the smallest due to its susceptibility to fracture. The critical values of the dilatancy parameters for path III are the highest and are minimally affected by the initial confining pressure, indicating the most significant dilatancy properties. Establish the relationship between the deformation parameters and the crack-induced volumetric strain and define the damage variable accordingly. The critical damage state and the damage accumulation process under various stress paths were examined in detail. The results show that the damage evolution is obviously differentiated with the bifurcation of the stress paths, and three different types of damage curve clusters are formed, indicating that the damage accumulation path is highly dependent on the stress path. The research findings quantitatively reveal the differences in deformation response and damage characteristics of Beishan granite under varying stress paths, providing a foundation for studying the nonlinear mechanical behavior and damage failure mechanisms of hard brittle rock under complex loading conditions. Full article
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17 pages, 2091 KiB  
Article
Weight-Based Numerical Study of Shale Brittleness Evaluation
by Yu Suo, Fenfen Li, Qiang Liang, Liuke Huang, Liangping Yi and Xu Dong
Symmetry 2025, 17(6), 927; https://doi.org/10.3390/sym17060927 - 11 Jun 2025
Viewed by 242
Abstract
The implementation of lean drilling and completion design techniques is a pivotal strategy for the petroleum and natural gas industry to achieve green, low-carbon, and intelligent transformation and innovation. These techniques significantly enhance oil and gas recovery rates. In shale gas development, the [...] Read more.
The implementation of lean drilling and completion design techniques is a pivotal strategy for the petroleum and natural gas industry to achieve green, low-carbon, and intelligent transformation and innovation. These techniques significantly enhance oil and gas recovery rates. In shale gas development, the shale brittleness index plays a crucial role in evaluating fracturing ability during hydraulic fracturing. Indoor experiments on Gulong shale oil were conducted under a confining pressure of 30 MPa. Based on Rickman’s brittleness evaluation method, this study performed numerical simulations of triaxial compression tests on shale using the finite discrete element method. The fractal dimensions of the fractures formed during shale fragmentation were calculated using the box-counting method. Utilizing the obtained data, a multiple linear regression equation was established with elastic modulus and Poisson’s ratio as the primary variables, and the coefficients were normalized to propose a new brittleness evaluation method. The research findings indicate that the finite discrete element method can effectively simulate the rock fragmentation process, and the established multiple linear regression equation demonstrates high reliability. The weights reassigned for brittleness evaluation based on Rickman’s method are as follows: the coefficient for elastic modulus is 0.43, and the coefficient for Poisson’s ratio is 0.57. Furthermore, the new brittleness evaluation method exhibits a stronger correlation with the brittleness mineral index. The fractal characteristics of crack networks and the relationship between symmetry response and mechanical parameters offer a new theoretical foundation for brittle weight distribution. Additionally, the scale symmetry characteristics inherent in fractal dimensions can serve as a significant indicator for assessing complex crack morphology. Full article
(This article belongs to the Section Engineering and Materials)
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12 pages, 304 KiB  
Article
The Well-Posedness and Ergodicity of a CIR Equation Driven by Pure Jump Noise
by Xu Liu, Xingfu Hong, Fujing Tian, Chufan Xiao and Hao Wen
Mathematics 2025, 13(12), 1938; https://doi.org/10.3390/math13121938 - 11 Jun 2025
Viewed by 260
Abstract
The current paper is devoted to the dynamical property of the stochastic Cox–Ingersoll–Ross (CIR) model with pure jump noise, which is an extension of the CIR model. Firstly, we characterize the existence and 2-moment of the CIR process with a pure jump process. [...] Read more.
The current paper is devoted to the dynamical property of the stochastic Cox–Ingersoll–Ross (CIR) model with pure jump noise, which is an extension of the CIR model. Firstly, we characterize the existence and 2-moment of the CIR process with a pure jump process. Consequently, we provide sufficient conditions for the compensated Poisson random measure under which the CIR process with a pure jump process is ergodic. Moreover, the stationary solution can be constructed from the invariant measure. Some numerical simulations are provided to visualize the theoretical results. Full article
(This article belongs to the Section C1: Difference and Differential Equations)
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16 pages, 856 KiB  
Article
Comparison of Parametric Rate Models for Gap Times Between Recurrent Events
by Ivo Sousa-Ferreira, Ana Maria Abreu and Cristina Rocha
Mathematics 2025, 13(12), 1931; https://doi.org/10.3390/math13121931 - 10 Jun 2025
Viewed by 281
Abstract
Over the past two decades, substantial efforts have been made to develop survival models for gap times between recurrent events. An emerging approach involves considering rate models derived from a non-homogeneous Poisson process, thus allowing the conditional distribution of a gap time given [...] Read more.
Over the past two decades, substantial efforts have been made to develop survival models for gap times between recurrent events. An emerging approach involves considering rate models derived from a non-homogeneous Poisson process, thus allowing the conditional distribution of a gap time given the previous recurrence time to be deduced. Under this approach, some parametric rate models have been proposed, differing in their distributional assumptions on gap times. In particular, the extended exponential–Poisson, Weibull and extended Chen–Poisson distributions have been considered. Alternatively, a flexible rate model using restricted cubic splines is proposed here to capture complex non-monotonic rate shapes. Moreover, a comprehensive comparison of parametric rate models is presented. The maximum likelihood method is applied for parameter estimation in the presence of right-censoring. It is shown that some models include important special cases that allow testing of the independence assumption between a gap time and the previous recurrence time. The likelihood ratio test, as well as two information criteria, are discussed for model selection. Model fit is assessed using Cox–Snell residuals. Applications to two well-known clinical data sets illustrate the comparative performance of both the existing and proposed models, as well as their practical relevance. Full article
(This article belongs to the Special Issue Advances in Statistics, Biostatistics and Medical Statistics)
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10 pages, 445 KiB  
Article
About Some Unsolved Problems in the Stability Theory of Stochastic Differential and Difference Equations
by Leonid Shaikhet
Axioms 2025, 14(6), 452; https://doi.org/10.3390/axioms14060452 - 9 Jun 2025
Viewed by 525
Abstract
This paper continues a series of papers by the author devoted to unsolved problems in the theory of stability and optimal control for stochastic systems. A delay differential equation with stochastic perturbations of the white noise and Poisson’s jump types is considered. In [...] Read more.
This paper continues a series of papers by the author devoted to unsolved problems in the theory of stability and optimal control for stochastic systems. A delay differential equation with stochastic perturbations of the white noise and Poisson’s jump types is considered. In contrast with the known stability condition, in which it is assumed that stochastic perturbations fade on the infinity quickly enough, a new situation is studied, in which stochastic perturbations can either fade on the infinity slowly or not fade at all. Some unsolved problem in this connection is brought to readers’ attention. Additionally, some unsolved problems of stabilization for one stochastic delay differential equation and one stochastic difference equation are also proposed. Full article
(This article belongs to the Section Mathematical Analysis)
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