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Related papers: Complex Systems with Trivial Dynamics

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We combine geometric data analysis and stochastic modeling to describe the collective dynamics of complex systems. As an example we apply this approach to financial data and focus on the non-stationarity of the market correlation structure.…

Statistical Finance · Quantitative Finance 2015-09-30 Yuriy Stepanov , Philip Rinn , Thomas Guhr , Joachim Peinke , Rudi Schäfer

In this paper we show how almost cosymplectic structures are a natural framework to study thermodynamical systems. Indeed, we are able to obtain the same evolution equations obtained previously by Gay-Balmaz and Yoshimura (see Entropy,…

Mathematical Physics · Physics 2024-12-25 Manuel de León , Jaime Bajo

Within the description of stochastic differential equations it is argued that the existence of Boltzmann-Gibbs type distribution in economy is independent of the time reversal symmetry in econodynamics. Both power law and exponential…

Physics and Society · Physics 2008-12-02 P. Ao

Mounting evidences are being gathered suggesting that income and wealth distribution in various countries or societies follow a robust pattern, close to the Gibbs distribution of energy in an ideal gas in equilibrium, but also deviating…

Physics and Society · Physics 2008-12-02 Arnab Chatterjee , Sitabhra Sinha , Bikas K. Chakrabarti

Boltzmann-Gibbs statistical mechanics applies satisfactorily to a plethora of systems. It fails however for complex systems generically involving strong space-time entanglement. Its generalization based on nonadditive $q$-entropies…

Statistical Mechanics · Physics 2021-01-15 R. M. de Oliveira , Samuraí Brito , L. R. da Silva , Constantino Tsallis

In this paper we discuss some examples of systems composed of $N$ units, which exchange a conserved quantity $x$ according to some given stochastic rule, from some standard kinetic model of condensed matter physics to the kinetic exchange…

Statistical Mechanics · Physics 2016-10-12 Marco Patriarca , Els Heinsalu , Amrita Singh , Anirban Chakraborti

Recent investigations of turbulent circulation fluctuations have uncovered substantial insights into the statistical organization of flow structures and revealed unexpected geometric features of turbulent intermittency. Of particular…

We investigate the overdamped stochastic dynamics of a particle in an asymptotically flat external potential field, in contact with a thermal bath. For an infinite system size, the particles may escape the force field and diffuse freely at…

Statistical Mechanics · Physics 2020-06-24 Erez Aghion , David A. Kessler , Eli Barkai

The dynamics of the spin-boson Hamiltonian is considered in the stochastic approximation. The Hamiltonian describes a two-level system coupled to an environment and is widely used in physics, chemistry and the theory of quantum measurement.…

Quantum Physics · Physics 2016-09-08 L. Accardi , S. V. Kozyrev , I. V. Volovich

We introduce amorphic complexity as a new topological invariant that measures the complexity of dynamical systems in the regime of zero entropy. Its main purpose is to detect the very onset of disorder in the asymptotic behaviour. For…

Dynamical Systems · Mathematics 2016-02-17 G. Fuhrmann , M. Gröger , T. Jäger

We study the structure of the asymptotic expansion of the probability that a combinatorial object is connected. We show that the coefficients appearing in those asymptotics are integers and can be interpreted as the counting sequences of…

Combinatorics · Mathematics 2024-01-02 Thierry Monteil , Khaydar Nurligareev

The acclaimed Maxwell-Bloch (or Arecchi-Bonifacio) equations are a valid dynamical model, effectively describing wave propagation in nonlinear optical media: from the amplification in input-output devices to multimode instabilities arising…

Optics · Physics 2021-12-01 Giovanni Giacomelli , Serhiy Yanchuk , Antonio Politi

We analyze the properties of a Lennard-Jones system at the level of the potential energy landscape. After an exhaustive investigation of the topological features of the landscape of the systems, obtained studying small size sample, we…

Disordered Systems and Neural Networks · Physics 2016-08-31 L. Angelani , G. Parisi , G. Ruocco , G. Viliani

In this paper, we investigate the asymptotic behaviors of the solutions of nonlinear dynamic systems nearby an equilibrium point, when the nominal parts are subject to non necessarily small perturbations. We show that, under some estimates…

Dynamical Systems · Mathematics 2020-08-07 Mondher Benjemaa , Wided Gouadri , Mohamed Ali Hammami

We consider a nonlinear autonomous system of $N\gg 1$ degrees of freedom randomly coupled by both relaxational ('gradient') and non-relaxational ('solenoidal') random interactions. We show that with increased interaction strength such…

Mathematical Physics · Physics 2022-05-17 Gérard Ben Arous , Yan V Fyodorov , Boris A Khoruzhenko

Quasistationary states are long-lived nonequilibrium states, observed in some systems with long-range interactions under deterministic Hamiltonian evolution. These intriguing non-Boltzmann states relax to equilibrium over times which…

Statistical Mechanics · Physics 2015-03-17 Shamik Gupta , David Mukamel

The large deviation properties of equilibrium (reversible) lattice gases are mathematically reasonably well understood. Much less is known in non--equilibrium, namely for non reversible systems. In this paper we consider a simple example of…

Statistical Mechanics · Physics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim

Simplicial complexes describe collaboration networks, protein interaction networks and brain networks and in general network structures in which the interactions can include more than two nodes. In real applications, often simplicial…

Physics and Society · Physics 2017-06-21 Owen T. Courtney , Ginestra Bianconi

We give examples of quasi-hyperbolic dynamical systems with the following properties : polynomial decay of correlations, convergence in law toward a non gaussian law of the ergodic sums (divided by $n^{3/4}$) associated to non degenerated…

Dynamical Systems · Mathematics 2007-05-23 Stephane Le Borgne

Diffusive motion in an externally driven potential is considered. It is shown that the distribution of work required to drive the system from an initial equilibrium state to another is Gaussian for slow but finite driving. Our result is…

Statistical Mechanics · Physics 2007-05-23 Thomas Speck , Udo Seifert