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The fluctuation theorem characterizes the distribution of the dissipation in nonequilibrium systems and proves that the average dissipation will be positive. For a large system with no external source of fluctuation, fluctuations in…

Statistical Mechanics · Physics 2018-12-18 Guillaume Michel , Debra J. Searles

This paper presents a computational evolutionary game model to study and understand fraud dynamics in the consumption tax system. Players are cooperators if they correctly declare their value added tax (VAT), and are defectors otherwise.…

Neural and Evolutionary Computing · Computer Science 2021-01-13 M. Chica , J. Hernandez , C. Manrique-de-Lara-Peñate , R. Chiong

Control systems are exposed to unintentional errors, deliberate intrusions, false data injection attacks, and various other disruptions. In this paper we propose, justify, and illustrate a rule of thumb for detecting, or confirming the…

Methodology · Statistics 2018-06-19 Nadezhda Gribkova , Ričardas Zitikis

We introduce and solve a general model of dynamic response under external perturbations. This model captures a wide range of systems out of equilibrium including Ising models of physical systems, social opinions, and population genetics.…

Exactly Solvable and Integrable Systems · Physics 2007-11-19 David D. Chinellato , Marcus A. M. de Aguiar , Irving R. Epstein , Dan Braha , Yaneer Bar-Yam

Various functions of a network of excitable units can be enhanced if the network is in the `critical regime', where excitations are, on average, neither damped nor amplified. An important question is how can such networks self-organize to…

Disordered Systems and Neural Networks · Physics 2020-02-19 Yogesh S. Virkar , Juan G. Restrepo , Woodrow L. Shew , Edward Ott

Taxes are an essential and uniformly applied institution for maintaining modern societies. However, the levels of taxation remain an intensive debate topic among citizens. If each citizen contributes to common goals, a minimal tax would be…

Physics and Society · Physics 2024-04-24 Hsuan-Wei Lee , Colin Cleveland , Attila Szolnoki

We study how a fluctuating domain wall in three dimensions modifies bulk observables in a gapped phase. We introduce an effective interaction between the wall and the lightest bulk massive mode, and identify the regime in which this…

High Energy Physics - Theory · Physics 2026-04-13 J. M. Viana Parente Lopes , José Matos , Joao Penedones

We derive a system of stochastic differential equations simulating the dynamics of the three agent groups with herding interaction. Proposed approach can be valuable in the modeling of the complex socio-economic systems with similar…

Statistical Finance · Quantitative Finance 2018-10-17 Vygintas Gontis , Aleksejus Kononovicius

We consider a toy model of interacting extrovert and introvert agents introduced earlier by Liu et al [Europhys. Lett. {\bf 100} (2012) 66007]. The number of extroverts, and introverts is $N$ each. At each time step, we select an agent at…

Physics and Society · Physics 2016-06-03 Deepak Dhar , Kevin E. Bassler , R. K. P. Zia

Identifying behavior that is relatively invariant under different conditions is a challenging task in far-from-equilibrium complex systems. As an example of how the existence of a semi-invariant signature can be masked by the heterogeneity…

Statistical Finance · Quantitative Finance 2018-06-22 Abhijit Chakraborty , Soumya Easwaran , Sitabhra Sinha

Social network analysis tools can infer various attributes just by scrutinizing one's connections. Several researchers have studied the problem faced by an evader whose goal is to strategically rewire their social connections in order to…

Physics and Society · Physics 2021-07-29 Marcin Waniek , Petter Holme , Talal Rahwan

This is the transcript of a talk given at the 1992 Complex Systems Summer School. The theory of large fluctuations of stochastically perturbed continuous-time dynamical systems is reviewed, and the large fluctuations of two stochastic…

chao-dyn · Physics 2008-02-03 Robert S. Maier

We investigate Ising model description of dynamics of stock price. The model is defined in near 2 dimensions, one dimension is time and another represents ensemble of stocks, and strength of response of investors to price change corresponds…

Statistical Mechanics · Physics 2008-12-02 Takeshi Inagaki

Deriving precise system dynamic models through traditional numerical methods is often a challenging endeavor. The performance of Model Predictive Control is heavily contingent on the accuracy of the system dynamic model. Consequently, this…

Systems and Control · Electrical Eng. & Systems 2023-11-14 Shuai Niu , Qing Sun , Minrui Fei , Xuqian Ju

In this work I clarify VAT evasion incentives through a game theoretical approach. Traditionally, evasion has been linked to the decreasing risk aversion in higher revenues (Allingham and Sandmo (1972), Cowell (1985) (1990)). I claim tax…

Theoretical Economics · Economics 2021-03-01 Maria-Augusta Miceli

We discuss the problem of facilitating tax auditing assuming "programmable money", i.e., digital monetary instruments that are managed by an underlying distributed ledger. We explore how a taxation authority can verify the declared returns…

Cryptography and Security · Computer Science 2021-07-27 Dimitris Karakostas , Aggelos Kiayias

Open systems may be perturbed out of equilibrium states either by subjecting them to nonconservative forces or by injecting external currents. For small perturbations, the linear response is quantified by two different matrices. In the…

Statistical Mechanics · Physics 2020-02-21 Matteo Polettini

A characteristic property of networks is their ability to propagate influences, such as infectious diseases, behavioral changes, and failures. An especially important class of such contagious dynamics is that of cascading processes. These…

Physics and Society · Physics 2017-01-26 Adilson E. Motter , Yang Yang

In this paper, it is shown that a simple formulation of Economic Model Predictive Control can be used which possesses two features that are generally viewed as mutually exclusive, namely, a rather short prediction horizon…

Systems and Control · Electrical Eng. & Systems 2020-11-23 Mazen Alamir , Gabriele Pannochia

The development of sophisticated experimental means to control nanoscale systems has motivated efforts to design driving protocols which minimize the energy dissipated to the environment. Computational models are a crucial tool in this…

Statistical Mechanics · Physics 2016-09-14 Todd R. Gingrich , Grant M. Rotskoff , Gavin E. Crooks , Phillip L. Geissler
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