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200 papers

Will a large economy be stable? Building on Robert May's original argument for large ecosystems, we conjecture that evolutionary and behavioural forces conspire to drive the economy towards marginal stability. We study networks of firms in…

Physics and Society · Physics 2019-09-25 José Moran , Jean-Philippe Bouchaud

We consider the basic features of complex dynamic and control systems, including systems having hierarchical structure. Special attention is paid to the problems of design and synthesis of complex systems and control models, and to the…

Computational Engineering, Finance, and Science · Computer Science 2008-12-25 Armen Bagdasaryan

Stability and control of a non-linear system represent an important system configuration that frequently arises in practical engineering. Stability covers a vast range of systems that do not obey the superposition principle and applies to…

Systems and Control · Electrical Eng. & Systems 2022-02-04 Asifa Yousaf

The accurate characterization of the business cycles in the nonlinear dynamic financial and economic systems in the time of globalization represents a formidable research problem. The central banks and other financial institutions make…

General Finance · Quantitative Finance 2013-04-18 Dimitri O. Ledenyov , Viktor O. Ledenyov

We introduce and analyze a new class of monotone stochastic recursions in a regenerative environment which is essentially broader than that of Markov chains. We prove stability theorems and apply our results {to three canonical models in…

Probability · Mathematics 2022-02-22 Sergey Foss , Vsevolod Shneer , Jonathan P. Thomas , Tim Worrall

Recent measurements of durations of non-equilibrium processes provide valuable information on microscopic mechanisms and energetics. Comprehensive theory for corresponding experiments so far is well developed for single-particle systems…

Statistical Mechanics · Physics 2020-09-04 David Voráč , Philipp Maass , Artem Ryabov

The mechanics of the structured particles develops. The substantiation of applicability of such mechanics for the description of processes of evolution in open nonequilibrium systems is offered. The consequences following from the equations…

General Physics · Physics 2012-10-03 V. M. Somsikov

The methods of statistical physics of open systems are used for describing the time dependence of economic characteristics (income, profit, cost, supply, currency etc.) and their correlations with each other. Nonlinear equations (analogies…

General Physics · Physics 2007-05-23 L. Ya. Kobelev , O. L. Kobeleva , Ya. L. Kobelev

Non-linear maps can possess various dynamical behaviors varying from stable steady states and cycles to chaotic oscillations. Most models assume that individuals within a given population are identical ignoring the fundamental role of…

Populations and Evolution · Quantitative Biology 2007-05-23 Georgy P. Karev

The principle of linearized stability and instability is established for a classical model describing the spatial movement of an age-structured population with nonlinear vital rates. It is shown that the real parts of the eigenvalues of the…

Analysis of PDEs · Mathematics 2023-12-21 Christoph Walker

I sketch a program for a microeconomic theory of the main component of the business cycle as a recurring disequilibrium, driven by incompleteness of the financial market and by information asymmetries between borrowers and lenders. This…

General Finance · Quantitative Finance 2015-07-02 Alejandro Jenkins

Market-based coordination of demand side assets has gained great interests in recent years. In spite of its efficiency, there is a risk that the interaction between the dynamic assets through the price signal could result in an unstable…

Optimization and Control · Mathematics 2017-04-04 Lin Zhao , Wei Zhang

Nonequilibrium statistical mechanics exhibit a variety of complex phenomena far from equilibrium. It inherits challenges of equilibrium, including accurately describing the joint distribution of a large number of configurations, and also…

Statistical Mechanics · Physics 2024-02-08 Ying Tang , Jing Liu , Jiang Zhang , Pan Zhang

Continuing the investigation for the number of crossing limit cycles of nonsmooth Li\'enard systems in [Nonlinearity 21(2008), 2121-2142] for the case of a unique equilibrium, in this paper we consider the case of any number of equilibria.…

Dynamical Systems · Mathematics 2020-10-28 Tao Li , Hebai Chen , Xingwu Chen

We prove structural stability under perturbations for a class of discrete-time dynamical systems near a non-hyperbolic fixed point. We reformulate the stability problem in terms of the well-posedness of an infinite-dimensional nonlinear…

Dynamical Systems · Mathematics 2015-11-05 Roland Bauerschmidt , David C. Brydges , Gordon Slade

The reasons which restrict opportunities of classical mechanics at the description of nonequilibrium systems are discussed. The way of overcoming of the key restrictions is offered. This way is based on an opportunity of representation of…

General Physics · Physics 2012-05-14 V. M. Somsikov

There has been a long-standing and at times fractious debate whether complex and large systems can be stable. In ecology, the so-called `diversity-stability debate' arose because mathematical analyses of ecosystem stability were either…

Dynamical Systems · Mathematics 2015-09-02 Paul Kirk , Delphine M. Y. Rolando , Adam L. MacLean , Michael P. H. Stumpf

The current work discusses how complex networks can be applied in order to aid economical development and stability at several scales and contexts. The following activities are involved: (a) compilation of several types of data related to…

Physics and Society · Physics 2007-05-23 Luciano da Fontoura Costa

The vast majority of the literature dealing with quantum dynamics is concerned with linear evolution of the wave function or the density matrix. A complete dynamical description requires a full understanding of the evolution of measured…

Symmetries represent a fundamental constraint for physical systems and relevant new phenomena often emerge as a consequence of their breaking. An important example is provided by space- and time-translational invariance in statistical…

Statistical Mechanics · Physics 2012-12-21 Matteo Marcuzzi , Andrea Gambassi , Michel Pleimling