Related papers: Evolution of statistical averages: an interdiscipl…
Paper is published in J. Phys. A: Math. Theor. 43 (2010) 225001, doi:10.1088/1751-8113/43/22/225001. Exact analytical solution for the universal probability distribution of the order parameter fluctuations as well as for the universal…
The aim of this work is to implement a statistical mechanics theory of social interaction, generalizing econometric discrete choice models. A class of simple mean field discrete models is introduced and discussed both from the theoretical…
The classical Poisson-Boltzmann equation (CPBE), which is a mean field theory by averaging the ion fluctuation, has been widely used to study ion distributions in charged fluids. In this study, we derive a modified Poisson-Boltzmann…
This paper reframes approachability theory within the context of population games. Thus, whilst one player aims at driving her average payoff to a predefined set, her opponent is not malevolent but rather extracted randomly from a…
Spectral estimation (SE) aims to identify how the energy of a signal (e.g., a time series) is distributed across different frequencies. This can become particularly challenging when only partial and noisy observations of the signal are…
We describe a method to extract from experimental data the important dynamical modes in spatio-temporal patterns in a system driven out of thermodynamic equilibrium. Using a novel optical technique for controlling fluid flow, we create an…
The primary tool for predicting infectious disease spread and intervention effectiveness is the mass action Susceptible-Infected-Recovered model of Kermack and McKendrick. Its usefulness derives largely from its conceptual and mathematical…
We argue that one can model deviations from the ensemble average in non-equilibrium statistical mechanics by promoting the Boltzmann equation to an equation in terms of {\em functionals} , representing possible candidates for phase space…
We study a nonlinear recombination model from population genetics as a combinatorial version of the Kac-Boltzmann equation from kinetic theory. Following Kac's approach, the nonlinear model is approximated by a mean field linear evolution…
A spline chaos expansion, referred to as SCE, is introduced for uncertainty quantification analysis. The expansion provides a means for representing an output random variable of interest with respect to multivariate orthonormal basis…
A kind of fluid dynamic description for the collective movement of pedestrians is developed on the basis of a Boltzmann-like gaskinetic model. The differences between these pedestrian specific equations and those for ordinary fluids are…
Normal and anomalous diffusion are ubiquitous in many complex systems [1] . Here, we define a time and space generalized diffusion equation (GDE), which uses fractional-time derivatives and transformed d-path Laplacian operators on…
The method of Maximum (relative) Entropy (ME) is used to translate the information contained in the known form of the likelihood into a prior distribution for Bayesian inference. The argument is guided by intuition gained from the…
Within its range of applicability, the Boltzmann equation seems unique in its capacity to accurately describe the transition from almost any initial state to a self-equilibrated thermal state. Using information-theoretic methods to rephrase…
This paper presents description of time evolution of averages of Markov process in wide range of noise intensity. Exact expression of time scale of average evolution has been obtained. It has been demonstrated numerically that for purely…
To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime (the first passage time) of a system. The statistical distributions that can be obtained out of the mesoscopic description…
The Hegselmann--Krause model is a prototypical model for opinion dynamics. It models the stochastic time evolution of an agent's or voter's opinion in response to the opinion of other like-minded agents. The Hegselmann--Krause model only…
The statistical properties of pairwise majority voting over S alternatives is analyzed in an infinite random population. We first compute the probability that the majority is transitive (i.e. that if it prefers A to B to C, then it prefers…
The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we…
Statistical arbitrage strategies, such as pairs trading and its generalizations, rely on the construction of mean-reverting spreads enjoying a certain degree of predictability. Gaussian linear state-space processes have recently been…