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Fatigue Testing and Analysis - Theory and Practice
This book is a summary of experimental and analytical techniques that are essential to students and practicing engineers for conducting mechanical component design and testing for durability. There is a serious need for engineers to have an overview on the entire methodology of durability testing and reliability to bridge the gap between fundamental fatigue research and its durability applications.
eBook
Stochastic optimization system for bank reverse stress testing
The recent evolution of prudential regulation establishes a new requirement for banks and supervisors to perform reverse stress test exercises in their risk assessment processes, aimed at detecting default or near-default scenarios. We propose a reverse stress test methodology based on a stochastic simulation optimization system. This methodology enables users to derive the critical combination of risk factors that, by triggering a preset key capital indicator threshold, causes the bank's default, thus detecting the set of assumptions that defines the reverse stress test scenario. This article presents a theoretical presentation of the approach, providing a general description of the stochastic framework and, for illustrative purposes, an example of the application of the proposed methodology to the Italian banking sector, in order to illustrate the possible advantages of the approach in a simplified framework, which highlights the basic functioning of the model. In the paper, we also show how to take into account some relevant risk factor interactions and second round effects such as liquidity-solvency interlinkage and modeling of Pillar 2 risks including interest rate risk, sovereign risk, and reputational risk. The reverse stress test technique presented is a practical and manageable risk assessment approach, suitable for both micro- and macro-prudential analysis.
Journal Article
How vulnerable are interconnected portfolios of South African banks?
Price shocks that propagate through the financial system present a significant risk to financial system stability. This study was an evaluation of the vulnerability of South African banks' por tfolios to pricemediated contagion in the last decade. Using longitudinal data of balance sheet positions of the 10 largest banks from 2010 to 2020, the stress tests were triggered by price shocks on one marketable asset held by all banks: South African government bonds. Overall, the study found that second-order feedback effects from bank deleveraging are muted and that the concentrated structure of the South African banking system has a positive effect on shock absorption. However, a gradual trend towards more similar asset por tfolios in the past 10 years has gradually increased exposure to the price-mediated contagion channel.Significance: • The paper presents a novel modelling framework to study feedback price-effects in stress tests conducted on the South African banking system. • A new data set shows the evolution of South African banks’ portfolio structure and vulnerability by computing two fragility metrics and a portfolio similarity measure. • Using this data set, the relationship between banking sector vulnerability and portfolio similarity is tested empirically and it is shown how common asset holdings aggravate systemic risk to pricemediated contagion.
Journal Article
Principle and calculation method of hydraulic fracturing technique for in-situ stress based on two arbitrary holes
In order to precisely obtain the magnitude and orientation of in-situ stress in coal mine roadway, the principle and calculation method of hydraulic fracturing technique for in-situ stress with two arbitrary holes were established in this study. Deriving from the basic principle of the traditional hydraulic fracturing in-situ stress testing, this method, based on the basic data of in-situ stress measured from two arbitrary test holes, performed three stress equivalent transformations following the stress transformation formula in elasticity mechanics. The results suggest that all six stress values representing the stress state at a point were accurately obtained after mechanical and mathematical derivation. Furthermore, the practical application and in-situ stress calculation process of this method were introduced with the Nazuo Coal Mine in Fuyuan County, Yunnan Province of China as the engineering foundation, verifying that the testing results were relatively accurate. The proposed method has addressed the limitations of the traditional single-hole hydraulic fracturing method and mitigated the drawbacks of the three-hole hydraulic fracturing method, what is high requirements for drilling quality and is not practical. So it can be treated as a simple, accurate method for hydraulic fracturing in-situ stress testing.
Journal Article
Quantification of system resilience through stress testing using a predictive analysis of departure dynamics in aM^(X)/G/1/Nqueue with multiple vacation policy
Abstract The study investigates the departure counting process in a finite-buffer queueing system with batch arrivals and multiple vacation policy, focusing on quantifying system resilience through stress testing and predictive analysis. A representation for the mixed double transform of the number of departures up to a fixed time moment is obtained in explicit form by applying an analytic approach based on integral equations and linear algebra. We perform a comparative analysis of numerical calculations and simulations made in OMNeT++ Discrete Event Simulator. The attached numerical study aims to understand how the queueing system copes under challenging conditions, examining the impact of various system parameters on the behaviour of the mean number of packets processed within a fixed time frame. Utilizing numerical experiments, the study analyzes the influence of vacation duration, initial buffer state, arrival intensity, and processing rate on the departure process. This enables the understanding of system recovery dynamics, particularly in how critical infrastructures can be optimized for resilience against disruptions. Results reveal significant dependencies between these parameters and the transient behaviour of the queueing system. Notably, the service speed parameter demonstrates the most substantial influence on the mean number of processed packets, followed by the arrival rate. Conversely, variations in vacation duration and initial packet count exhibit comparatively minor effects on system behaviour. Overall, the findings provide valuable insights into the dynamics of departure processes in finite-buffer queue systems with batch arrivals and multiple vacation policies, offering implications for system optimization, performance enhancement strategies, and resilience assessment in the face of potential system failures or disasters.
Journal Article
Stress Testing and Non-Invasive Coronary Angiography in Patients with Suspected Coronary Artery Disease: Time for a New Paradigm
Diagnosis and management of coronary artery disease represents major challenges to our health care system, affecting millions of patients each year. Until recently, the diagnosis of coronary artery disease was possible only through cardiac catheterization and invasive coronary angiography. To avoid the risks of an invasive procedure, stress testing is often employed for an initial assessment of patients with suspected coronary artery disease, serving as a gatekeeper for cardiac catheterization. With the emergence of non-invasive coronary angiography, the question arises if such a strategy is still sensible, particularly, in view of only a modest agreement between stress testing results and the presence of coronary artery disease established by cardiac catheterization. Much data in support of the diagnostic accuracy and prognostic value of non-invasive coronary angiography by computed tomography have emerged within the last few years. These data challenge the role of stress testing as the initial imaging modality in patients with suspected coronary artery disease. This article reviews the clinical utility, limitations, as well as the hazards of stress testing compared with non-invasive coronary artery imaging by computed tomography. Finally, the implications of this review are discussed in relation to clinical practice.
Journal Article
IMPROVEMENT OF STRESS TESTING OF INSURANCE COMPANIES IN VIEW OF EUROPEAN REQUIREMENTS
The paper has identified the essence of the stress testing of the insurance company according to results of the morphological analysis. There was developed the classification of methods of stress testing for insurers used in national and international practice. Main risks of insurance companies’ activities were analyzed. The authors identified, that the main risks of insurance companies are insurance, market, credit and operational. Examples of stress scenarios for the main types of risks of insurance companies were presented. The authors identified the main requirements of the Directive of EU Solvency II, the Standards and Principles of the International Association of Insurance Supervisors in stress testing of insurers. There were developed recommendations to the adaptation of European requirements in stress testing of insurance companies on the insurance market of Ukraine. The economic–mathematical model of stress testing of the insurance risk impact on the activities of the insurance company was developed.
Journal Article
Numerical simulation of early-age thermal stress of high volume fly ash (HVFA) concrete
This paper numerically studied the effect of fly ash (FA) replacement on early-age thermal stress of concrete. Different FA replacement levels (0%, 20%, 50% and 80%) on the thermal stress and cracking risk of concrete have been considered. Results showed that, due to the FA effect on the reduction of hydration heat, the maximum temperature and corresponding compressive stress during the temperature rise stage were both lowered; meanwhile, the strength of concrete was simultaneously weakened, leading to lower cracking stress when the FA replacement increased gradually. Finally, the cracking temperature of concrete decreased when the FA replacement level increased up to 50%, and converted to plateau with higher FA replacement level. Overall, FA replacement level with 50% was recommended for concrete under restraint cracking risk.
Journal Article
Oxidation of Drugs during Drug Product Development: Problems and Solutions
Oxidation is the second most common degradation pathway for pharmaceuticals, after hydrolysis. However, in contrast to hydrolysis, oxidation is mechanistically more complex and produces a wider range of degradation products; oxidation is thus harder to control. The propensity of a drug towards oxidation is established during forced degradation studies. However, a more realistic insight into degradation in the solid state can be achieved with accelerated studies of mixtures of drugs and excipients, as the excipients are the most common sources of impurities that have the potential to initiate oxidation of a solid drug product. Based on the results of these studies, critical parameters can be identified and appropriate measures can be taken to avoid the problems that oxidation poses to the quality of a drug product. This article reviews the most common types of oxidation mechanisms, possible sources of reactive oxygen species, and how to minimize the oxidation of a solid drug product based on a well-planned accelerated study.
Journal Article