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Many natural or human-made systems encompassing local reactions and diffusion processes exhibit spatially distributed patterns of some relevant dynamical variable. These interactions, through self-organization and critical phenomena, give…

Pattern Formation and Solitons · Physics 2024-07-08 Jean-François de Kemmeter , Adam Byrne , Amy Dunne , Timoteo Carletti , Malbor Asllani

The statistics of natural catastrophes contains very counter-intuitive results. Using earthquakes as a working example, we show that the energy radiated by such events follows a power-law or Pareto distribution. This means, in theory, that…

Statistical Mechanics · Physics 2012-10-04 Alvaro Corral , Francesc Font-Clos

Models of how things spread often assume that transmission mechanisms are fixed over time. However, social contagions--the spread of ideas, beliefs, innovations--can lose or gain in momentum as they spread: ideas can get reinforced, beliefs…

We investigate the relevance of {\sl self-organized criticality (SOC)} models in previously published empirical datasets, which includes statistical observations in astrophysics, geophysics, biophysics, sociophysics, and informatics. We…

Instrumentation and Methods for Astrophysics · Physics 2025-05-05 Markus J. Aschwanden , Felix Scholkmann

A new class of probabilistic models for cascading failure propagation in interconnected systems is proposed. The models take into account important characteristics of real systems that are not considered in existing generic approaches.…

Disordered Systems and Neural Networks · Physics 2010-03-31 Jörg Lehmann , Jakob Bernasconi

It has been recently found that a number of systems displaying crackling noise also show a remarkable behavior regarding the temporal occurrence of successive events versus their size: a scaling law for the probability distributions of…

Statistical Mechanics · Physics 2009-11-13 Alvaro Corral

We study the emergence of a power law distribution in the systems which can be characterized by a hierarchically organized supplying network. It is shown that conservation laws on the branches of the network can, at some approximation,…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 V. Gafiychuk , I. Lubashevsky , A. Stosyk

The present paper describes a stochastic model of fracture, whose fragment size distribution can be calculated analytically as a power-law-like distribution. The model is basically cascade fracture, but incorporates the effect that each…

Statistical Mechanics · Physics 2013-04-10 Ken Yamamoto , Yoshihiro Yamazaki

We consider diffusion processes on power-law small-world networks in different dimensions. In one dimension, we find a rich phase diagram, with different transient and recurrent phases, including a critical line with continuously varying…

Statistical Mechanics · Physics 2007-05-23 Balázs Kozma , Matthew B. Hastings , G. Korniss

We propose a model which explains how power-law crossover behaviour can arise in a system which is capable of experiencing cascading failure. In our model the susceptibility of the system to cascades is described by a single number, the…

Adaptation and Self-Organizing Systems · Physics 2015-06-16 James Burridge

Inspired by reliability issues in electric transmission networks, we use a probabilistic approach to study the occurrence of large failures in a stylized cascading failure model. In this model, lines have random capacities that initially…

Probability · Mathematics 2016-04-14 F. Sloothaak , S. C. Borst , A. P. Zwart

A self-organized model with social percolation process is proposed to describe the propagations of information for different trading ways across a social system and the automatic formation of various groups within market traders. Based on…

Statistical Mechanics · Physics 2009-10-31 Zhi-Feng Huang

In the Cont-Bouchaud model [cond-mat/9712318] of stock markets, percolation clusters act as buying or selling investors and their statistics controls that of the price variations. Rather than fixing the concentration controlling each…

Statistical Mechanics · Physics 2009-10-31 Dietrich Stauffer , D. Sornette

In this paper, a simple dynamical model in which fractal networks are formed by self-organized critical (SOC) dynamics is proposed; the proposed model consists of growth and collapse processes. It has been shown that SOC dynamics are…

Physics and Society · Physics 2019-01-18 Shogo Mizutaka

Power laws and distributions with heavy tails are common features of many experimentally studied complex systems, like the distribution of the sizes of earthquakes and solar flares, or the duration of neuronal avalanches in the brain.…

Adaptation and Self-Organizing Systems · Physics 2014-03-05 Dimitrije Markovic , Claudius Gros

A methodology is developed to identify, as units of study, each decrease in the value of a stock from a given maximum price level. A critical level in the amount of price declines is found to separate a segment operating under a random walk…

Statistical Finance · Quantitative Finance 2017-03-28 Leopoldo Sánchez-Cantú , Carlos Arturo Soto-Campos , Andriy Kryvko

Disordered systems are characterized by the existence of many sample- dependent local energy minima, that cause a stepwise response when the system is perturbed. In this article we use an approach based on elementary probabilistic methods…

Disordered Systems and Neural Networks · Physics 2017-03-08 Silvio Franz , Stefano Spigler

We construct a model of wealth distribution, based on an interactive multiplicative stochastic process on static complex networks. Through numerical simulations we show that a decrease in the number of links discourages equality in wealth…

Statistical Mechanics · Physics 2007-05-23 Wataru Souma , Yoshi Fujiwara , Hideaki Aoyama

Scale-free dynamics in physical and biological systems can arise from a variety of causes. Here, we explore a branching process which leads to such dynamics. We find conditions for the appearance of power laws and study quantitatively what…

Disordered Systems and Neural Networks · Physics 2009-10-31 Christoph Adami , Johan Chu

A statistical model of fragmentation of aggregates is proposed, based on the stochastic propagation of cracks through the body. The propagation rules are formulated on a lattice and mimic two important features of the process -- a crack…

Statistical Mechanics · Physics 2014-10-15 F. Spahn , E. V. Neto , A. H. F. Guimaraes , A. N. Gorban , N. V. Brilliantov
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