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The design of reliable indicators to anticipate critical transitions in complex systems is an im portant task in order to detect a coming sudden regime shift and to take action in order to either prevent it or mitigate its consequences. We…

Data Analysis, Statistics and Probability · Physics 2022-12-14 Martin Heßler , Oliver Kamps

Equilibrium phase transitions may be defined as nonanalytic points of thermodynamic functions, e.g., of the canonical free energy. Given a certain physical system, it is of interest to understand which properties of the system account for…

Statistical Mechanics · Physics 2008-01-08 Michael Kastner

Changes in parameters of a physical device can eventually lead to catastrophic failure. This paper discusses a parameter estimation method based on synchronization between a model and time series data. In particular, we examine the…

chao-dyn · Physics 2007-05-23 Justin Goodwin , Reggie Brown , Lutz Junge

Equilibrium statistical mechanics is intended to link the microscopic dynamics of particles to the thermodynamic laws for macroscopic quantities. However, the modern statistical theory is faced with significant difficulties, as applied to…

Statistical Mechanics · Physics 2016-03-15 A. G. Godizov , A. A. Godizov

We consider causal inference in dynamic settings where treatment is assigned by thresholding a state variable that can change over time. There is a large literature on regression-discontinuity methods building on the fact that, in the…

Methodology · Statistics 2026-05-25 Aditya Ghosh , Stefan Wager

We propose threshold diffusion processes as unique solutions to stochastic differential equations with step-function coefficients, and obtain explicit expressions for the conditional Laplace transform of the hitting times and the potential…

Probability · Mathematics 2025-08-26 Lina Ji , Chuyang Li , Xiaowen Zhou

In the present paper we investigate the impact of the external noise and detection threshold level on the simulation data for the systems that evolve through metastable states. As a representative model of such systems we chose the…

Statistical Mechanics · Physics 2021-06-30 Dragutin Jovkovic , Sanja Janicevic , Svetislav Mijatovic , Lasse Laurson , Djordje Spasojevic

Weak measurements offer the possibility of tuning the information acquired on a system, hence the imposed disturbance. This suggests that it could be a useful tool for multi-parameter estimation, when two parameters can not be measured…

Quantum Physics · Physics 2015-10-05 Matteo Altorio , Marco G. Genoni , Mihai D. Vidrighin , Fabrizia Somma , Marco Barbieri

The Non-thermal phase transition in high energy collisions is studied in some detail in the framework of random cascade model. The relation between the characteristic parameter $\lambda_q$ of phase transition and the rank $q$ of moment is…

High Energy Physics - Phenomenology · Physics 2007-05-23 Wang Qin , Li Zhiming , Liu Lianshou

The incredible thermo-mechanical properties of biological materials arise from the microscopic scale due to a complex hierarchical mechanism, regulated by microinstabilities at the molecular level. The description of such complex structures…

Biological Physics · Physics 2022-10-26 Luca Bellino

The thresholding of time series of activity or intensity is frequently used to define and differentiate events. This is either implicit, for example due to resolution limits, or explicit, in order to filter certain small scale physics from…

Data Analysis, Statistics and Probability · Physics 2015-05-20 Francesc Font-Clos , Gunnar Pruessner , Anna Deluca , Nicholas R. Moloney

Recent studies demonstrate that trends in indicators extracted from measured time series can indicate approaching to an impending transition. Kendall's {\tau} coefficient is often used to study the trend of statistics related to the…

Data Analysis, Statistics and Probability · Physics 2020-10-07 Shiyang Chen , Amin Ghadami , Bogdan I. Epureanu

Boundary effect is a widespread idea in many-body theories. However, it is more of a conceptual notion than a rigorously defined physical quantity. One can quantify the boundary effect by comparing two ground states of the same physical…

Strongly Correlated Electrons · Physics 2024-05-01 Jinhyeok Ryu , Jaeyoon Cho

Critical transitions, or large changes in the state of a system after a small change in the system's external conditions or parameters, commonly occur in a wide variety of disciplines, from the biological and social sciences to physics.…

Statistical Mechanics · Physics 2021-10-26 George I. Hagstrom , Simon A. Levin

This paper applies the formalism of classical, Gibbs-Boltzmann statistical mechanics to the phenomenon of non-thermal damage. As an example, a non-thermal fiber-bundle model with the global uniform (meanfield) load sharing is considered.…

Statistical Mechanics · Physics 2008-10-01 S. G. Abaimov

This paper develops a threshold regression model where an unknown relationship between two variables nonparametrically determines the threshold. We allow the observations to be cross-sectionally dependent so that the model can be applied to…

Econometrics · Economics 2021-01-29 Yoonseok Lee , Yulong Wang

A selected set of topics in quantum phase transition is discussed. It includes dissipative quantum phase transitions, the role of disorder, and the relevance of quantum phase transition to measurement theory in quantum mechanics.

Strongly Correlated Electrons · Physics 2015-03-13 Sudip Chakravarty

Simple rules of thumb are derived for the precision with which s-wave and p-wave thresholds can be determined by a series of equally spaced cross section mesasurements near threshold. Backgrounds and beam spreads are ignored.

High Energy Physics - Experiment · Physics 2007-05-23 Robert N. Cahn

The nonequilibrium phase transition in a system of diffusing, coagulating particles in the presence of a steady input and evaporation of particles is studied. The system undergoes a transition from a phase in which the average number of…

Statistical Mechanics · Physics 2009-11-10 R. Rajesh

In this work we investigate the phenomena associated with the new thresholds in the spectrum of excitations arising when different one-dimensional strongly interacting systems are voltage biased and weakly coupled by tunneling. We develop…

Mesoscale and Nanoscale Physics · Physics 2019-02-27 Artem Borin , Eugene Sukhorukov