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Recurrence networks are a novel tool of nonlinear time series analysis allowing the characterisation of higher-order geometric properties of complex dynamical systems based on recurrences in phase space, which are a fundamental concept in…

Chaotic Dynamics · Physics 2016-04-07 Y. Zou , J. Heitzig , R. V. Donner , J. F. Donges , J. D. Farmer , R. Meucci , S. Euzzor , N. Marwan , J. Kurths

We propose a new mechanism for generating power laws. Starting from a random walk, we first outline a simple derivation of the Fokker-Planck equation. By analogy, starting from a certain Markov chain, we derive a master equation for power…

Statistical Mechanics · Physics 2022-12-09 Sabin Roman , Francesco Bertolotti

In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…

Probability · Mathematics 2010-07-07 Gyorgy Steinbrecher , Xavier Garbet , Boris Weyssow

A new type of collective excitations, due exclusively to the topology of a complex random network that can be characterized by a fractal dimension $D_F$, is investigated. We show analytically that these excitations generate phase…

Statistical Mechanics · Physics 2015-12-21 Felipe Torres , Jose Rogan , Miguel Kiwi , Juan Alejandro Valdivia

Fractional moments have been investigated by many authors to represent the density of univariate and bivariate random variables in different contexts. Fractional moments are indeed important when the density of the random variable has…

Statistical Mechanics · Physics 2009-11-18 Giulio Cottone , Mario Di Paola , Ralf Metzler

Fractional calculus allows one to generalize the linear, one-dimensional, diffusion equation by replacing either the first time derivative or the second space derivative by a derivative of fractional order. The fundamental solutions of…

Statistical Mechanics · Physics 2007-05-23 Francesco Mainardi , Paolo Paradisi , Rudolf Gorenflo

Network calculus is a min-plus system theory for performance evaluation of queuing networks. Its elegance stems from intuitive convolution formulas for concatenation of deterministic servers. Recent research dispenses with the worst-case…

Information Theory · Computer Science 2009-09-29 Markus Fidler

Functional networks of complex systems are obtained from the analysis of the temporal activity of their components, and are often used to infer their unknown underlying connectivity. We obtain the equations relating topology and function in…

Disordered Systems and Neural Networks · Physics 2015-03-18 Víctor M. Eguíluz , Toni Pérez , Javier Borge-Holtoefer , Alex Arenas

We introduce a stochastic model to explain a double power-law distribution which exhibits two different Paretian behaviors in the upper and the lower tail and widely exists in social and economic systems. The model incorporates fitness…

Physics and Society · Physics 2011-04-25 D. D. Han , J. H. Qian , Y. G. Ma

We propose a model of random diffusion to investigate flow fluctuations in complex networks. We derive an analytical law showing that the dependence of fluctuations with the mean traffic in a network is ruled by the delicate interplay of…

Physics and Society · Physics 2008-05-21 S. Meloni , J. Gomez-Gardenes , V. Latora , Y. Moreno

We define a class of growing networks in which new nodes are given a spatial position and are connected to existing nodes with a probability mechanism favoring short distances and high degrees. The competition of preferential attachment and…

Probability · Mathematics 2015-03-18 Emmanuel Jacob , Peter Mörters

Preferential attachment is a popular model of growing networks. We consider a generalized model with random node removal, and a combination of preferential and random attachment. Using a high-degree expansion of the master equation, we…

Statistical Mechanics · Physics 2012-01-20 Heiko Bauke , Cristopher Moore , Jean-Baptiste Rouquier , David Sherrington

Scaling properties in financial fluctuations are reviewed from the standpoint of statistical physics. We firstly show theoretically that the balance of demand and supply enhances fluctuations due to the underlying phase transition…

Statistical Mechanics · Physics 2008-12-10 H. Takayasu , M. Takayasu , M. P. Okazaki , K. Marumo , T. Shimizu

In the paper we deal with linear fractional control problems with constant delays in the state. Single-order systems with fractional derivative in Caputo sense of orders between 0 and 1 are considered. The aim is to introduce a new…

Numerical Analysis · Mathematics 2024-12-20 Josef Rebenda , Zdeněk Šmarda

The dynamics of complex-valued fractional-order neuronal networks are investigated, focusing on stability, instability and Hopf bifurcations. Sufficient conditions for the asymptotic stability and instability of a steady state of the…

Dynamical Systems · Mathematics 2017-03-21 Eva Kaslik , Ileana Rodica Radulescu

Data series generated by complex systems exhibit fluctuations on many time scales and/or broad distributions of the values. In both equilibrium and non-equilibrium situations, the natural fluctuations are often found to follow a scaling…

Data Analysis, Statistics and Probability · Physics 2008-04-07 Jan W. Kantelhardt

We derive a simple expression for the probability of trajectories of a master equation. The expression is particularly useful when the number of states is small and permits the calculation of observables that can be defined as functionals…

Statistical Mechanics · Physics 2009-02-23 Andrew D. Jackson , Simone Pigolotti

Factorial moments are convenient tools in particle physics to characterize the multiplicity distributions when phase-space resolution ($\Delta$) becomes small. They include all correlations within the system of particles and represent…

Statistical Finance · Quantitative Finance 2011-08-31 Laurent Schoeffel

The Master equation describes the time evolution of the probabilities of a system with a discrete state space. This time evolution approaches for long times a stationary state that will in general depend on the initial probability…

Mathematical Physics · Physics 2022-03-09 Bernd Fernengel , Barbara Drossel

In this paper, we study the continuous-time consensus problem in the presence of adversaries. The networked multi-agent system is modeled as a switched system, where the normal agents have integrator dynamics and the switching signal…

Systems and Control · Computer Science 2013-03-13 Heath J. LeBlanc , Haotian Zhang , Shreyas Sundaram , Xenofon Koutsoukos
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