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We present a general framework to study the metastability of random perturbations of dynamical systems. It integrates techniques from the theory of Markov processes, in particular the resolvent approach to metastability, with the spectral…

Dynamical Systems · Mathematics 2026-02-16 Diego Marcondes , Sandro Vaienti

System of partial differential equations with a convolution terms and non-local nonlinearity describing oscillations of plate due to Berger approach and with accounting for thermal regime in terms of Coleman-Gurtin and Gurtin-Pipkin law and…

Dynamical Systems · Mathematics 2008-08-28 Mykhailo Potomkin

The way granular materials response to an applied shear stress is of the utmost relevance to both human activities and natural environment. One of the their most intriguing and less understood behavior, is the stick-instability, whose most…

Soft Condensed Matter · Physics 2018-11-07 Andrea Baldassarri , Mario A. Annunziata , Andrea Gnoli , Giorgio Pontuale , Alberto Petri

Multi-agent systems can be successfully described by kinetic models, which allow one to explore the large scale aggregate trends resulting from elementary microscopic interactions. The latter may be formalised as collision-like rules, in…

Statistical Mechanics · Physics 2020-11-06 Nadia Loy , Andrea Tosin

The Glauber model on a one-dimensional lattice with boundaries (for the ferromagnetic- and anti-ferromagnetic case) is considered. The large-time behaviour of the one-point function is studied. It is shown that, for any positive…

Statistical Mechanics · Physics 2009-11-07 Mohammad Khorrami , Amir Aghamohammadi

We introduce a general class of mean-field-like spin systems with random couplings that comprises both the Ising model on inhomogeneous dense random graphs and the randomly diluted Hopfield model. We are interested in quantitative estimates…

Probability · Mathematics 2024-07-10 Anton Bovier , Frank den Hollander , Saeda Marello , Elena Pulvirenti , Martin Slowik

The thermodynamic formalism allows one to access the chaotic properties of equilibrium and out-of-equilibrium systems, by deriving those from a dynamical partition function. The definition that has been given for this partition function…

Statistical Mechanics · Physics 2011-11-29 Vivien Lecomte , Cécile Appert-Rolland , Frédéric van Wijland

The mean-field analysis of a multi-population agent-based model is performed. The model couples a particle dynamics driven by a nonlocal velocity with a Markow-type jump process on the probability that each agent has of belonging to a given…

Analysis of PDEs · Mathematics 2019-07-12 Marco Morandotti , Francesco Solombrino

The mean-field theory of Kinetically-Constrained-Models is developed by considering the Fredrickson-Andersen model on the Bethe lattice. Using certain properties of the dynamics observed in actual numerical experiments we derive asymptotic…

Disordered Systems and Neural Networks · Physics 2025-01-20 Gianmarco Perrupato , Tommaso Rizzo

A recently introduced model describing -on a 1d lattice- the velocity field of a granular fluid is discussed in detail. The dynamics of the velocity field occurs through next-neighbours inelastic collisions which conserve momentum but…

Soft Condensed Matter · Physics 2016-10-19 Alessandro Manacorda , Carlos A. Plata , Antonio Lasanta , Andrea Puglisi , Antonio Prados

Nonlinear dynamics of a bouncing ball moving vertically in a gravitational field and colliding with a moving limiter is considered and the Poincar\'e map, describing evolution from an impact to the next impact, is described. Displacement of…

Chaotic Dynamics · Physics 2014-07-22 Andrzej Okniński , Bogusław Radziszewski

The interplay of slow dynamics and thermodynamic features of dense liquids is studied by examinining how the glass transition changes depending on the presence or absence of Lennard-Jones-like attractions. Quite different thermodynamic…

Materials Science · Physics 2009-11-13 Th. Voigtmann

We introduce a generalized homogeneous function to describe the joint probability density for magnitude and duration of events in self-organized critical systems (SOC). It follows that the cumulative distributions of magnitude and of…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 J. Feder , H. Nordhagen , W. A. Watters

In analogy to Brownian computers we explicitly show how to construct stochastic models, which mimic the behaviour of a general purpose computer (a Turing machine). Our models are discrete state systems obeying a Markovian master equation,…

Statistical Mechanics · Physics 2015-10-13 Philipp Strasberg , Javier Cerrillo , Gernot Schaller , Tobias Brandes

Motivated by microscopic traffic modeling, we analyze dynamical systems which have a piecewise linear concave dynamics not necessarily monotonic. We introduce a deterministic Petri net extension where edges may have negative weights. The…

Optimization and Control · Mathematics 2010-01-26 Nadir Farhi , Maurice Goursat , Jean-Pierre Quadrat

We introduce a statistical mechanics formalism for the study of constrained graph evolution as a Markovian stochastic process, in analogy with that available for spin systems, deriving its basic properties and highlighting the role of the…

Disordered Systems and Neural Networks · Physics 2015-05-13 A. C. C. Coolen , A. De Martino , A. Annibale

Machine learning techniques not only offer efficient tools for modelling dynamical systems from data, but can also be employed as frontline investigative instruments for the underlying physics. Nontrivial information about the original…

Data Analysis, Statistics and Probability · Physics 2021-02-24 Francesco Borra , Marco Baldovin

We study the dynamics of a spin-flip model with a mean field interaction. The system is non reversible, spacially inhomogeneous, and it is designed to model social interactions. We obtain the limiting behavior of the empirical averages in…

Probability · Mathematics 2015-05-14 Francesca Collet , Paolo Dai Pra , Elena Sartori

We introduce a non linear pricing model of individual stock returns that defines a stickiness parameter of the returns. The pricing model resembles the capital asset pricing model used in finance but has a non linear component inspired from…

Statistical Finance · Quantitative Finance 2020-05-06 Naji Massad , Jørgen Vitting Andersen

Panel data, also known as longitudinal data, consist of a collection of time series. Each time series, which could itself be multivariate, comprises a sequence of measurements taken on a distinct unit. Mechanistic modeling involves writing…

Methodology · Statistics 2021-05-27 Carles Bretó , Edward L. Ionides , Aaron A. King