Probabilistic Enhancement of the Failure Forecast Method Using a Stochastic Differential Equation and Application to Volcanic Eruption Forecasts
Abstract
We introduce a doubly stochastic method for performing material failure theory based forecasts of volcanic eruptions. The method enhances the well known Failure Forecast Method equation, introducing a new formulation similar to the Hull-White model in financial mathematics. In particular, we incorporate a stochastic noise term in the original equation, and systematically characterize the uncertainty. The model is a stochastic differential...
Paper Details
Title
Probabilistic Enhancement of the Failure Forecast Method Using a Stochastic Differential Equation and Application to Volcanic Eruption Forecasts
Published Date
Jul 3, 2019
Journal
Volume
7
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