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Related papers: Self-organized model of cascade spreading

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We propose a dynamical model in which a network structure evolves in a self-organized critical (SOC) manner and explain a possible origin of the emergence of fractal and small-world networks. Our model combines a network growth and its…

Physics and Society · Physics 2015-07-22 Akitomo Watanabe , Shogo Mizutaka , Kousuke Yakubo

We study the susceptible-infected model with power-law waiting time distributions $P(\tau)\sim \tau^{-\alpha}$, as a model of spreading dynamics under heterogeneous human activity patterns. We found that the average number of new infections…

Data Analysis, Statistics and Probability · Physics 2011-03-09 Byungjoon Min , K. -I. Goh , Alexei Vazquez

Galaxies and clusters distributions show two major properties: (i) the positions of galaxies and clusters are characterized by a power law distribution indicating properties with respect to their positions. (ii) The distribution of masses…

Astrophysics · Physics 2009-09-25 Francesco Sylos Labini , Luciano Pietronero

Nonlinear dissipative systems in the state of self-organized criticality release energy sporadically in avalanches of all sizes, such as in earthquakes, auroral substorms, solar and stellar flares, soft gamma-ray repeaters, and pulsar…

Solar and Stellar Astrophysics · Physics 2010-08-06 Markus J. Aschwanden

We introduce a mean-field framework for the study of systems of interacting particles sharing a conserved quantity. The work generalises and unites the existing fields of asset-exchange models, often applied to socio-economic systems, and…

Physics and Society · Physics 2021-06-14 Dominic T Robson , Andreas CW Baas , Alessia Annibale

Recently, the paradigm that the dynamic magnetosphere displays sandpile-type phenomenology has been advanced, in which energy dissipation is by means of avalanches which do not have an intrinsic scale. This may in turn imply that the system…

Astrophysics · Physics 2007-05-23 S. C. Chapman , N. W. Watkins , G. Rowlands

Over the last few decades power law distributions have been suggested as forming generative mechanisms in a variety of disparate fields, such as, astrophysics, criminology and database curation. However, fitting these heavy tailed…

Computation · Statistics 2014-08-26 Colin S. Gillespie

Spatial self-organization emerges in distributed systems exhibiting local interactions when nonlinearities and the appropriate propagation of signals are at work. These kinds of phenomena can be modeled with different frameworks, typically…

Cell Behavior · Quantitative Biology 2016-11-23 Adriano Bonforti , Salva Duran-Nebreda , Raul Montañez , Ricard Solé

We give an exact solution for the complete distribution of component sizes in random networks with arbitrary degree distributions. The solution tells us the probability that a randomly chosen node belongs to a component of size s, for any…

Statistical Mechanics · Physics 2007-10-18 M. E. J. Newman

We study the asymptotics of the point process induced by an interacting particle system with mean-field drift interaction. Under suitable assumptions, we establish propagation of chaos for this point process: it has the same weak limit as…

Probability · Mathematics 2026-03-24 Nikolaos Kolliopoulos , Martin Larsson , Zeyu Zhang

In this paper, we consider an importance sampling problem for a certain rare-event simulations involving the behavior of a diffusion process pertaining to a chain of distributed systems with random perturbations. We also assume that the…

Optimization and Control · Mathematics 2020-08-26 Getachew K. Befekadu

Networked SIR models have become essential workhorses in the modeling of epidemics, their inception, propagation and control. Here, and building on this venerable tradition, we report on the emergence of a remarkable self-organization of…

Statistical Mechanics · Physics 2025-05-16 Sara Najem , Leonid Klushin , Jihad Touma

The processes of interplant competition within a field are still poorly understood. However, they explain a large part of the heterogeneity in a field and may have longer-term consequences, especially in mixed stands. Modeling can help to…

Analysis of PDEs · Mathematics 2019-06-05 Antonin Della Noce , Amélie Mathieu , Paul-Henry Cournède

We consider propagation models that describe the spreading of an attribute, called "damage", through the nodes of a random network. In some systems, the average fraction of nodes that remain undamaged vanishes in the large system limit, a…

Cellular Automata and Lattice Gases · Physics 2007-05-23 Björn Samuelsson , Joshua E. S. Socolar

Cascading failure of a power transmission system are initiated by an exogenous event that disable a set of elements (e.g., lines) followed by a sequence of interrelated failures (or more precisely, trips) of overloaded elements caused by…

Optimization and Control · Mathematics 2015-07-21 Daniel Bienstock , Guy Grebla

The concepts of scale invariance, self-similarity and scaling have been fruitfully applied to the study of price fluctuations in financial markets. After a brief review of the properties of stable Levy distributions and their applications…

Statistical Mechanics · Physics 2008-12-02 Rama Cont , Marc Potters , Jean-Philippe Bouchaud

Economy is demanding new models, able to understand and predict the evolution of markets. To this respect, Econophysics offers models of markets as complex systems, that try to comprehend macro-, system-wide states of the economy from the…

Trading and Market Microstructure · Quantitative Finance 2015-05-20 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz

Using large scale numerical simulations we analyze the statistical properties of fracture in the two dimensional random spring model and compare it with its scalar counterpart: the random fuse model. We first consider the process of crack…

Materials Science · Physics 2009-11-11 Phani Kumar V. V. Nukala , Stefano Zapperi , Srdan Simunovic

Cross-sectional dispersion in firm-level realized skewness is significantly and negatively related to future stock market returns. The predictive power of skewness dispersion is robust to in-sample and out-of-sample estimation and is…

General Finance · Quantitative Finance 2026-04-10 Mykola Babiak , Jozef Barunik , Josef Kurka

We study a random walk problem on the hierarchical network which is a scale-free network grown deterministically. The random walk problem is mapped onto a dynamical Ising spin chain system in one dimension with a nonlocal spin update rule,…

Statistical Mechanics · Physics 2007-05-23 Jae Dong Noh , Heiko Rieger