Related papers: Stochastic domination for the Ising and fuzzy Pott…
A measure of cluster size heterogeneity ($H$), introduced by Lee et al [Phys. Rev. E {\bf 84}, 020101 (2011)] in the context of explosive percolation, was recently applied to random percolation and to domains of parallel spins in the Ising…
This dissertation investigates the ability of the Ising model to replicate statistical characteristics, or stylized facts, commonly observed in financial assets. The study specifically examines in the S&P500 index the following features:…
In stochastic optimal control, change of measure arguments have been crucial for stochastic analysis. Such an approach is often called static reduction in dynamic team theory (or decentralized stochastic control) and has been an effective…
We study the ferromagnetic Ising model on the infinite $d$-regular tree under the free boundary condition. This model is known to be a factor of IID in the uniqueness regime, when the inverse temperature $\beta\ge 0$ satisfies $\tanh \beta…
In the ordered phase of the 3D Ising model, minority spin clusters are surrounded by a boundary of dual plaquettes. As the temperature is raised, these spin clusters become more numerous, and it is found that eventually their boundaries…
We consider a stochastic Hodgkin-Huxley model driven by a periodic signal as model for the membrane potential of a pyramidal neuron. The associated five dimensional diffusion process is a time inhomogeneous highly degenerate diffusion for…
We analyze the generalized mean-field q-state Potts model which is obtained by replacing the usual quadratic interaction function in the mean-field Hamiltonian by a higher power z. We first prove a generalization of the known limit result…
The Ising and Potts models, among the most important models in statistical physics, have been used for modeling binary and multinomial data on lattices in a wide variety of disciplines such as psychology, image analysis, biology, and…
We develop a machine learning algorithm to infer the emergent stochastic equation governing the evolution of an order parameter of a many-body system. We train our neural network to independently learn the directed force acting on the order…
Proportional-Integral-Differential (PID) control is widely used in industrial control systems. However, up to now there are at least two open problems related with PID control. One is to have a comprehensive understanding of its robustness…
Mixed order transitions are those which show a discontinuity of the order parameter as well as a divergent correlation length. We show that the behaviour of the order parameter correlation function along the transition line of mixed order…
In the present paper we address stochastic optimal control problems for a step process $(X,\mathbb{F})$ under a progressive enlargement of the filtration. The global information is obtained adding to the reference filtration $\mathbb{F}$…
This paper explores a stochastic Gause predator-prey model with bounded or sub-linear functional response. The model, described by a system of stochastic differential equations, captures the influence of stochastic fluctuations on…
The analysis of the dynamics of a large class of excitable systems on locally tree-like networks leads to the conclusion that at $\lambda=1$ a continuous phase transition takes place, where $\lambda$ is the largest eigenvalue of the…
This paper is concerned with one kind of partially observed progressive optimal control problems of coupled forward-backward stochastic systems driven by both Brownian motion and Poisson random measure with risk-sensitive criteria. The…
The two-dimensional Ising model defined on square lattices with diamond-type bond-decorations is employed to study the nature of the ferromagnetic phase transitions of inhomogeneous systems. The model is studied analytically under the…
This paper is concerned with a linear-quadratic partially observed Stackelberg stochastic differential game with correlated state and observation noises, where the diffusion coefficient does not contain the control variable and the control…
We studied the dynamic response and stochastic resonance of kinetic Ising spin system (ISS), subject to the joint external field of weak sinusoidal modulation and stochastic white-noise, through solving the mean-field equation of motion…
We describe numerical simulations of the stochastic diffusion equation with a conserved charge. We focus on the dynamics in the vicinity of a critical point in the Ising universality class. The model we consider is expected to describe the…
Let G=(V,E) be a locally finite graph. Let \vec{p}\in[0,1]^V. We show that Shearer's measure, introduced in the context of the Lovasz Local Lemma, with marginal distribution determined by \vec{p} exists on G iff every Bernoulli random field…