Related papers: Spin Glass Model of Operational Risk

In this paper, we model dependence between operational risks by allowing risk profiles to evolve stochastically in time and to be dependent. This allows for a flexible correlation structure where the dependence between frequencies of…

We review some recent results on finite dimensional spin glasses by studying recent numerical simulations and their relationship with experiments. In particular we will show results obtained at zero and non zero temperature, focusing in the…

Glass is highly sensitive to surface flaws generated by contact. Surface cracks threaten both its mechanical strength and visual aspect. Recent trends in glass functionalisation by grafting or coating lend an even more prominent role to the…

Marginal stability is the notion that stability is achieved, but only barely so. This property constrains the ensemble of configurations explored at low temperature in a variety of systems, including spin, electron and structural glasses. A…

A spin model that displays inverse melting and inverse glass transition is presented and analyzed. Strong degeneracy of the interacting states of an individual spin leads to entropic preference of the "ferromagnetic" phase, while lower…

We explore glassy dynamics of dense assemblies of soft particles that are self-propelled by active forces. These forces have a fixed amplitude and a propulsion direction that varies on a timescale tau_p, the persistence timescale. Numerical…

We study analytically the dynamics of a generalized p-spin model, starting with a thermalized initial condition. The model presents birth and death of states, hence the dynamics (even starting at equilibrium) may go out of equilibrium when…

We studied the performance of the multicanonical algorithm by simulating the van Hemmen spin glass model and reproduced the exact results for this mean field model. Physical quantities such as energy density, specific heat, susceptibility…

In this paper we present a method of discrete modeling and analysis of multi-level dynamics of complex large-scale hierarchical dynamic systems subject to external dynamic control mechanism. In a model each state describes parallel dynamics…

Models of spin glasses are studied with a phase transition discontinuous in the Parisi order parameter. It is assumed that the leading order corrections to the thermodynamic limit of the high temperature free energy are due to the existence…

A mean-field model of Ising spin glass with the Hamiltonian being a sum of the infinite-range ferromagnetic and random antiferromagnetic interactions is studied. It is shown that this model has phase transition in external magnetic field…

We study discrete dynamical systems through the topological concepts of limit set, which consists of all points that can be reached arbitrarily late, and asymptotic set, which consists of all adhering values of orbits. In particular, we…

A theoretical analysis [Angelani et al., Phys. Rev. Lett. 96, 065702 (2006)] predicts glassy behaviour of light in a nonlinear random medium. This implies slow dynamics related to the presence of many metastable states. We consider very…

In this article we study a simple spin model which has a non-interacting Hamiltonian but constrained dynamics. The model, which is a simplification of a purely toplogical cellular model, displays glassy behaviour, involves activated…

Spin-dynamics techniques can now be used to study the deterministic time-dependent behavior of magnetic systems containing over 10^5 spins with quite good accuracy. This approach will be introduced, including the theoretical foundations of…

The spin-flip model describing optically pumped spin-polarized vertical-cavity surface-emitting lasers is considered. The steady-state solutions of the model for elliptically-polarised fields are studied. Asymptotic analysis for the…

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…

We investigate the problem of monitoring partially observable systems with nondeterministic and probabilistic dynamics. In such systems, every state may be associated with a risk, e.g., the probability of an imminent crash. During runtime,…

Glassy systems are disordered systems characterized by extremely slow dynamics. Examples are supercooled liquids, whose dynamics slow down under cooling. The specific pattern of slowing-down depends on the material considered. This…

We propose and study a model with glassy behavior. The state space of the model is given by all triangulations of a sphere with $n$ nodes, half of which are red and half are blue. Red nodes want to have 5 neighbors while blue ones want 7.…