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This paper consider a highly general dissemination model that keeps track of the stochastic evolution of the distribution of wealth over a set of agents. There are two types of events: (i) units of wealth externally arrive, and (ii) units…

Probability · Mathematics 2022-07-12 K. M. D. Chan , M. R. H. Mandjes

We present the general properties of dynamic dissipative fluid distribution endowed with hyperbolical symmetry. All the equations required for its analysis are exhibited and used to contrast the behavior of the system with the spherically…

General Relativity and Quantum Cosmology · Physics 2022-10-05 L. Herrera

Mechanisms are elucidated underlying the existence of dynamical systems whose generic solutions approach asymptotically (at large time) isochronous evolutions: all their dependent variables tend asymptotically to functions periodic with the…

Exactly Solvable and Integrable Systems · Physics 2015-05-13 Francesco Calogero , David Gomez-Ullate

We describe classes of ergodic dynamical systems for which some statistical properties are known exactly. These systems have integer dimension, are not globally dissipative, and are defined by a probability density and a two-form. This…

Chaotic Dynamics · Physics 2014-06-09 Zachary Guralnik , Cengiz Pehlevan , Gerald Guralnik

A new, extended nonlinear framework of the ordinary real analysis incorporating a novel concept of {\em duality structure} and its applications into various nonlinear dynamical problems is presented. The duality structure is an asymptotic…

Classical Analysis and ODEs · Mathematics 2019-03-27 Dhurjati Prasad Datta , Soma Sarkar

In complex systems, the interplay between nonlinear and stochastic dynamics, e.g., J. Monod's necessity and chance, gives rise to an evolutionary process in Darwinian sense, in terms of discrete jumps among attractors, with punctuated…

Adaptation and Self-Organizing Systems · Physics 2013-03-18 Hong Qian

In the article correct method for the kinetic Boltzmann equation asymptotic solution is formulated, the Hilbert's and Enskog's methods are discussed. The equations system of multicomponent non-equilibrium gas dynamics is derived, that…

Fluid Dynamics · Physics 2013-03-27 S. A. Serov , S. S. Serova

We consider the familiar problem of a minimally coupled scalar field with quadratic potential in flat Friedmann-Lema\^itre-Robertson-Walker cosmology to illustrate a number of techniques and tools, which can be applied to a wide range of…

General Relativity and Quantum Cosmology · Physics 2015-06-19 Artur Alho , Claes Uggla

The dynamics of the expansion of a Lennard-Jones system, initially confined at high density and subsequently expanding freely in the vacuum, is confronted to an expanding statistical ensemble, derived in the diluted quasi-ideal Boltzmann…

Statistical Mechanics · Physics 2008-03-12 M. J. Ison , F. Gulminelli , C. Dorso

We propose a combination of cluster analysis and stochastic process analysis to characterize high-dimensional complex dynamical systems by few dominating variables. As an example, stock market data are analyzed for which the dynamical…

Statistical Finance · Quantitative Finance 2015-03-10 Philip Rinn , Yuriy Stepanov , Joachim Peinke , Thomas Guhr , Rudi Schäfer

Many interesting phenomena in nature are described by stochastic processes with irreversible dynamics. To model these phenomena, we focus on a master equation or a Fokker-Planck equation with rates which violate detailed balance. When the…

Statistical Mechanics · Physics 2016-10-11 R K P Zia , Jeffrey B Weiss , Dibyendu Mandal , Baylor Fox-Kemper

This paper presents new analytical results for a class of nonlinear parabolic systems of partial different equations with small cross-diffusion which describe the macroscopic dynamics of a variety of large systems of interacting particles.…

Analysis of PDEs · Mathematics 2020-03-04 Luca Alasio , Helene Ranetbauer , Markus Schmidtchen , Marie-Therese Wolfram

Although coarse-grained models have been widely used to explain exotic phenomena in complex fluids, such as droplet formation in living cells, these conventional approaches often fail to capture the intricate microscopic degrees of freedom…

Soft Condensed Matter · Physics 2025-06-13 Masanari Shimada , Tetsuya J. Kobayashi

A Langevin equation is suggested to describe a system driven by correlated Gaussian white noise as well as with positive and negative damping demarcated by a critical velocity. The equation can be transformed into the Fokker-Planck equation…

Physics and Society · Physics 2019-09-11 Peng Wang , Feng-Chun Pan , Jie Huo , Xu-Ming Wang

An heuristic model of the society, as an assembly of weakly interacting individuals, is discussed. The model allows to connect macroscopic phenomena with features of relations between individuals. Addressing to the problem of inequality, a…

Biological Physics · Physics 2023-10-16 Vladimir Pokrovskii

We propose a stochastic map model of economic dynamics. In the last decade, an array of observations in economics has been investigated in the econophysics literature, a major example being the universal features of inequality in terms of…

General Finance · Quantitative Finance 2015-05-27 Anindya S. Chakrabarti

We briefly review results on nonlinear kinetic equation of Boltzmann type which describe the evolution of wealth in a simple agents market. The mathematical structure of the underlying kinetic equations allows to use well-known techniques…

Statistical Mechanics · Physics 2010-05-28 Giuseppe Toscani

The stochastic scenario of relaxation in the complex systems is presented. It is based on a general probabilistic formalism of limit theorems. The nonexponential relaxation is shown to result from the asymptotic self-similar properties in…

Statistical Mechanics · Physics 2011-11-15 Aleksander Stanislavsky

A multicanonical formalism is introduced to describe statistical equilibrium of complex systems exhibiting a hierarchy of time and length scales, where the hierarchical structure is described as a set of nested "internal heat reservoirs"…

Statistical Mechanics · Physics 2012-11-15 Domingos S. P. Salazar , Giovani L. Vasconcelos

We investigate the uniform reshuffling model for money exchanges: two agents picked uniformly at random redistribute their dollars between them. This stochastic dynamics is of mean-field type and eventually leads to a exponential…

Probability · Mathematics 2021-04-06 Fei Cao , Pierre-Emmanuel Jabin , Sebastien Motsch
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