Multi-stage models for the failure of complex systems, cascading disasters, and the onset of disease

Abstract: Complex systems can fail through different routes, often progressing through a series of (rate-limiting) steps and modified by environmental exposures. The onset of disease, cancer in particular, is no different. Multi-stage models provide a simple but very general mathematical framework for studying the failure of complex systems, or equivalently, the onset of disease. They include the Armitage Doll multi-stage cancer model as a particular case, and have potential to provide new insights into how failures and disease, arise and progress. A method described by E.T. Jaynes is developed to provide an analytical solution for a large class of these models, and highlights connections between the convolution of Laplace transforms, sums of random variables, and Schwinger/Feynman parameterisations. Examples include: exact solutions to the Armitage-Doll model, the sum of Gamma-distributed variables with integer-valued shape parameters, a clonal-growth cancer model, and a model for cascading disasters. Applications and limitations of the approach are discussed in the context of recent cancer research. The model is sufficiently general to be used in many contexts, such as engineering, project management, disease progression, and disaster risk for example, allowing the estimation of failure rates in complex systems and projects. The intended result is a mathematical toolkit for applying multi-stage models to the study of failure rates in complex systems and to the onset of disease, cancer in particular.