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The timing of human labor is among the most critical determinants of neonatal survival, yet the mechanisms that govern the transition from uterine quiescence to coordinated contractions remain elusive. Here we present a dynamical-systems…

Biological Physics · Physics 2026-01-13 Giuseppe Maria Ferro , Andrea Somazzi , Didier Sornette

In this paper, we are interested in linear prediction of a particular kind of stochastic process, namely a marked temporal point process. The observations are event times recorded on the real line, with marks attached to each event. We show…

Methodology · Statistics 2022-07-18 Maximilian Aigner , Valérie Chavez-Demoulin

Bifurcations can cause dynamical systems with slowly varying parameters to transition to far-away attractors. The terms ``critical transition'' or ``tipping point'' have been used to describe this situation. Critical transitions have been…

Dynamical Systems · Mathematics 2015-03-17 Christian Kuehn

Multivariate point processes are widely applied to model event-type data such as natural disasters, online message exchanges, financial transactions or neuronal spike trains. One very popular point process model in which the probability of…

Statistics Theory · Mathematics 2023-01-27 Deborah Sulem , Vincent Rivoirard , Judith Rousseau

The collapse of man-made and natural structures is a complex phenomenon that has been studied for centuries. We propose a new approach to understanding catastrophic instabilities, based on the idea that they do not occur at the critical…

Pattern Formation and Solitons · Physics 2023-08-29 Klaus Regenauer-Lieb , Manman Hu

Asynchronous events on the continuous time domain, e.g., social media actions and stock transactions, occur frequently in the world. The ability to recognize occurrence patterns of event sequences is crucial to predict which typeof events…

Machine Learning · Computer Science 2020-02-17 Qiang Zhang , Aldo Lipani , Omer Kirnap , Emine Yilmaz

Many geophysical and astrophysical phenomena are driven by turbulent fluid dynamics, containing behaviors separated by tens of orders of magnitude in scale. While direct simulations have made large strides toward understanding geophysical…

Fluid Dynamics · Physics 2018-10-10 Jonathan S Cheng , Jonathan M Aurnou , Keith Julien , Rudie P J Kunnen

In this review article, we discuss connections between the physics of disordered systems, phase transitions in inference problems, and computational hardness. We introduce two models representing the behavior of glassy systems, the spiked…

Disordered Systems and Neural Networks · Physics 2022-12-07 David Gamarnik , Cristopher Moore , Lenka Zdeborová

Prior research has shown that autocorrelation and variance in voltage measurements tend to increase as power systems approach instability. This paper seeks to identify the conditions under which these statistical indicators provide reliable…

Physics and Society · Physics 2015-04-23 Goodarz Ghanavati , Paul D. H. Hines , Taras I. Lakoba

We address the reachability problem for continuous-time stochastic dynamic systems. Our objective is to present a unified framework that characterizes the reachable set of a dynamic system in the presence of both stochastic disturbances and…

Systems and Control · Electrical Eng. & Systems 2024-09-04 Saber Jafarpour , Zishun Liu , Yongxin Chen

Catastrophic events, though rare, do occur and when they occur, they have devastating effects. It is, therefore, of utmost importance to understand the complexity of the underlying dynamics and signatures of catastrophic events, such as…

General Finance · Quantitative Finance 2018-09-25 Anirban Chakraborti , Kiran Sharma , Hirdesh K. Pharasi , Sourish Das , Rakesh Chatterjee , Thomas H. Seligman

In this work, we consider systems that are subjected to intermittent instabilities due to external stochastic excitation. These intermittent instabilities, though rare, have a large impact on the probabilistic response of the system and…

Chaotic Dynamics · Physics 2017-06-02 Mustafa A. Mohamad , Themistoklis P. Sapsis

In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…

Probability · Mathematics 2016-10-23 Mark Freidlin , Leonid Koralov

We analyst in detail a new approach to the monitoring and forecasting of the onset of transitions in high dimensional complex systems (see Phys. Rev. Lett . vol. 113, 264102 (2014)) by application to the Tangled Nature Model of evolutionary…

Adaptation and Self-Organizing Systems · Physics 2015-08-03 Duccio Piovani , Jelena Grujic , Henrik Jeldtoft Jensen

The effect of a stochastic displacement field on a statistically independent point process is analyzed. Stochastic displacement fields can be divided into two large classes: spatially correlated and uncorrelated. For both cases exact…

Statistical Mechanics · Physics 2008-11-26 Andrea Gabrielli

A wide variety of complex systems exhibit large fluctuations both in space and time that often can be attributed to the presence of some kind of critical phenomena. Under such critical scenario it is well known that the properties of the…

Disordered Systems and Neural Networks · Physics 2019-05-29 Dante R. Chialvo , Sergio A. Cannas , Dietmar Plenz , Tomas S. Grigera

Complex systems performing spiking dynamics are widespread in Nature. They cover from earthquakes, to neurons, variable stars, social networks, or stock markets. Understanding and characterizing their dynamics is relevant in order to detect…

Data Analysis, Statistics and Probability · Physics 2017-12-14 Meritxell Colet , Andrés Aragoneses

The mechanisms of psychotic symptoms like hallucinations and delusions are often investigated in fully-formed illness, well after symptoms emerge. These investigations have yielded key insights, but are not well-positioned to reveal the…

In this article we discuss several aspects of the stochastic dynamics of spin models. The paper has two independent parts. Firstly, we explore a few properties of the multi-point correlations and responses of generic systems evolving in…

Statistical Mechanics · Physics 2009-11-10 Guilhem Semerjian , Leticia F. Cugliandolo , Andrea Montanari

The paper represents the VLF/LF electromagnetic radiation as the earthquake's true precursor. It is shown that this parameter is capable of describing the fault formative process in the focal area. Besides, VLF/LF electromagnetic radiation…

Geophysics · Physics 2022-05-16 Manana Kachakhidze , Nino Kachakhidze-Murphy
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