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Modelling and forecasting the occurrence of extreme events is especially difficult when the event process is nonstationary, with changes in both the rate at which extremes occur and the magnitude of the extremes when they occur. We approach…

Methodology · Statistics 2026-05-06 Gordon J. Ross , Dean Markwick

Recent advances have shown that introducing dependency interactions between two superconducting networks can trigger abrupt, hysteretic normal-superconductor phase transitions. In this study, we demonstrate that such behavior can also arise…

We develop a linear theory for the prediction of excitation wave quenching -- the construction of minimal perturbations which return stable excitations to quiescence -- for localized pulse solutions in models of excitable media. The theory…

Pattern Formation and Solitons · Physics 2024-11-27 Christopher D. Marcotte

Transition path theory provides a statistical description of the dynamics of a reaction in terms of local spatial quantities. In its original formulation, it is limited to reactions that consist of trajectories flowing from a reactant set A…

Data Analysis, Statistics and Probability · Physics 2022-09-21 Chatipat Lorpaiboon , Jonathan Weare , Aaron R. Dinner

The paper formulates the concept of persistence of excitation for discrete-time linear switched systems, and provides sufficient conditions for an input signal to be persistently exciting. Persistence of excitation is formulated as a…

Optimization and Control · Mathematics 2011-03-08 Mihaly Petreczky , Laurent Bako

A unique feature of neuromorphic computing is that memory is an implicit part of processing through traces of past information in the system's collective dynamics. The extent of memory about past inputs is commonly quantified by the…

Based on the energy gradient method, criteria for turbulent transition are proposed for pressure driven flow and shear driven flow, respectively. For pressure driven flow, the necessary and sufficient condition for turbulent transition is…

Fluid Dynamics · Physics 2015-05-13 Hua-Shu Dou , Boo Cheong Khoo

The problem of detecting the presence of a signal that can lead to a disaster is studied. A decision-maker collects data sequentially over time. At some point in time, called the change point, the distribution of data changes. This change…

Signal Processing · Electrical Eng. & Systems 2023-03-07 Tim Brucks , Taposh Banerjee , Rahul Mishra

Diffusion processes are instrumental to describe the movement of a continuous quantity in a generic network of interacting agents. Here, we present a probabilistic framework for diffusion in networks and propose to classify agent…

Social and Information Networks · Computer Science 2015-08-28 Wai Hong Ronald Chan , Matthias Wildemeersch , Tony Q. S. Quek

Critical phenomena of a second-order percolation transition are known to be independent of cluster merging or pruning process. However, those of a hybrid percolation transition (HPT), mixed properties of both first-order and second-order…

Statistical Mechanics · Physics 2020-03-10 Jinha Park , Sudo Yi , K. Choi , Deokjae Lee , B. Kahng

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

Flow networks can describe many natural and artificial systems. We present a model for a flow system that allows for volume accumulation, includes conduits with a non-linear relation between current and pressure difference, and can be…

Soft Condensed Matter · Physics 2021-06-15 Miguel Ruiz-Garcia , Eleni Katifori

In a coupled cavity QED network model, we study the transition from a localized super fluid like state to a delocalized Mott insulator like state, triggered by losses. Without cavity losses, the transition never takes place. Further, if one…

Quantum Physics · Physics 2015-06-11 Raul Coto , Miguel Orszag , Vitalie Eremeev

In this paper we develop a perturbation method to predict the rate of occurrence of rare events for singularly perturbed stochastic systems using a probability density function approach. In contrast to a stochastic normal form approach, we…

Dynamical Systems · Mathematics 2015-06-16 Christoffer R. Heckman , Ira B. Schwartz

Self-sustained activity in the brain is observed in the absence of external stimuli and contributes to signal propagation, neural coding, and dynamic stability. It also plays an important role in cognitive processes. In this work, by means…

Adding a column of numbers produces "carries" along the way. We show that random digits produce a pattern of carries with a neat probabilistic description: the carries form a one-dependent determinantal point process. This makes it easy to…

Probability · Mathematics 2009-04-24 Alexei Borodin , Persi Diaconis , Jason Fulman

In this paper, we study the phase transition behavior emerging from the interactions among multiple agents in the presence of noise. We propose a simple discrete-time model in which a group of non-mobile agents form either a fixed connected…

Optimization and Control · Mathematics 2008-10-21 Jialing Liu , Vikas Yadav , Hullas Sehgal , Joshua M. Olson , Haifeng Liu , Nicola Elia

Sudden and abrupt changes can occur in a nonlinear system within many fields of science when such a system crosses a tipping point and rapid changes of the system occur in response to slow changes in an external forcing. These can occur…

Dynamical Systems · Mathematics 2025-09-05 Paul D. L. Ritchie , Robbin Bastiaansen , Anna S. von der Heydt , Peter Ashwin

We investigate exceedances of the process over a sufficiently high threshold. The exceedances determine the risk of hazardous events like climate catastrophes, huge insurance claims, the loss and delay in telecommunication networks. Due to…

Statistics Theory · Mathematics 2015-01-08 Natalia Markovich

Excitable waves arise in many spatially-extended systems of either biological, chemical, or physical nature due to the interplay between local reaction and diffusion processes. Here we demonstrate that similar phenomena are encoded in the…

Pattern Formation and Solitons · Physics 2019-05-08 Francesco Marino , Giovanni Giacomelli
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