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Nonequilibrium dynamics in quantum field theory has been studied extensively using truncations of the 2PI effective action. Both 1/N and loop expansions beyond leading order show remarkable improvement when compared to mean-field…

High Energy Physics - Theory · Physics 2008-11-26 Gert Aarts , Anders Tranberg

In this work, we develop an equilibrium model for price formation of securities in a market composed of two populations of different types: the first one consists of cooperative agents, while the other one consists of non-cooperative…

Mathematical Finance · Quantitative Finance 2023-06-22 Masaaki Fujii

Nonlinearity and non-Hermiticity, for example due to environmental gain-loss processes, are a common occurrence throughout numerous areas of science and lie at the root of many remarkable phenomena. For the latter, parity-time-reflection…

Biological Physics · Physics 2025-04-03 Alexander Felski , Flore K. Kunst

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

It has been supposed that the interplay of elasticity and activity plays a key role in triggering the non-equilibrium behaviors in biological systems. However, the experimental model system is missing to investigate the spatiotemporally…

Soft Condensed Matter · Physics 2024-07-31 Tian-liang Xu , Chao-ran Qin , Bin Tang , Jin-cheng Gao , Jiankang Zhou , Kang Chen , Tian Hui Zhang , Wen-de Tian

Recognising changes in collective dynamics in complex systems is essential for predicting potential events and their development. Possessing intrinsic attractors with laws associated with scale invariance, self-organised critical dynamics…

Statistical Mechanics · Physics 2024-03-26 Bosiljka Tadic , Alexander Shapoval , Mikhail Shnirman

The development of stochastic thermodynamics during the last decades prompted the discovery of novel nonequilibrium relations refining our understanding of the second law in small fluctuating systems and its connection with information…

Physics and Society · Physics 2025-11-19 Luis Irisarri , Lucas Trigal , Raúl Toral , Gonzalo Manzano

In this paper, we consider the gradual-impulse control problem of continuous-time Markov decision processes, where the system performance is measured by the expectation of the exponential utility of the total cost. We prove, under very…

Optimization and Control · Mathematics 2023-11-16 Xin Guo , Aiko Kurushima , Alexey Piunovskiy , Yi Zhang

This work explores models of opinion dynamics with opinion-dependent connectivity. Our starting point is that individuals have limited capabilities to engage in interactions with their peers. Motivated by this observation, we propose a…

Systems and Control · Electrical Eng. & Systems 2020-07-01 Francesca Ceragioli , Paolo Frasca , Wilbert Samuel Rossi

We develop a model for the evolution of economic entities within a geographical type of framework. On a square symmetry lattice made of three (economic) regions, firms, described by a scalar fitness, are allowed to move, adapt, merge or…

Statistical Mechanics · Physics 2009-11-10 Marcel Ausloos , Paulette Clippe , Andrzej Pekalski

Recently, a model of opinion formation with kinetic exchanges has been proposed in which a spontaneous symmetry breaking transition was reported [M. Lallouache et al, Phys. Rev. E, {\bf 82} 056112 (2010)]. We generalise the model to…

Physics and Society · Physics 2013-05-29 Parongama Sen

Taylor's power law (or fluctuation scaling) states that on comparable populations, the variance of each sample is approximately proportional to a power of the mean of the population. It has been shown to hold by empirical observations in a…

Statistics Theory · Mathematics 2020-10-22 Victor De la Pena , Paul Doukhan , Yahia Salhi

We revisit here the problem of the collective non-equilibrium dynamics of a classical statistical system at a critical point and in the presence of surfaces. The effects of breaking separately space- and time-translational invariance are…

Statistical Mechanics · Physics 2014-11-24 Matteo Marcuzzi , Andrea Gambassi

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

In this contribution we show that a suitably defined nonequilibrium entropy of an N-body isolated system is not a constant of the motion in general and its variation is bounded, the bounds determined by the thermodynamic entropy, i.e., the…

Statistical Mechanics · Physics 2009-11-13 A. Perez-Madrid

Scaling limits are analyzed for stochastic continuous opinion dynamics systems, also known as gossip models. In such models, agents update their vector-valued opinion to a convex combination (possibly agent- and opinion-dependent) of their…

Probability · Mathematics 2011-09-23 Giacomo Como , Fabio Fagnani

The interplay between topology and dynamics in complex networks is a fundamental but widely unexplored problem. Here, we study this phenomenon on a prototype model in which the network is shaped by a dynamical variable. We couple the…

Statistical Mechanics · Physics 2008-06-13 Diego Garlaschelli , Andrea Capocci , Guido Caldarelli

We show that an economic system populated by multiple agents generates an equilibrium distribution in the form of multiple scaling laws of conditional PDFs, which are sufficient for characterizing the probability distribution. The existence…

General Finance · Quantitative Finance 2010-03-12 Hideaki Aoyama , Yoshi Fujiwara , Mauro Gallegati

In this article we present a novel discrete-time design approach which reduces the deteriorating effects of sampling on stability and performance in digitally controlled nonlinear mechanical systems. The method is motivated by recent…

Systems and Control · Electrical Eng. & Systems 2021-04-30 Paul Kotyczka , Tobias Thoma

We introduce a comprehensive analytical benchmark, relying on Fokker-Planck formalism, to study microbial dynamics in presence of both biotic and abiotic forces. In equilibrium, we observe a balance between the two kinds of forces, leading…

Populations and Evolution · Quantitative Biology 2024-10-17 José Camacho-Mateu , Aniello Lampo , Saúl Ares , José A. Cuesta