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We fill a void in merging empirical and phenomenological characterisation of the dynamical phase transitions in complex systems by identifying three of them on real-life financial markets. We extract and interpret the empirical, numerical,…

Statistical Finance · Quantitative Finance 2014-02-19 M. Wilinski , B. Szewczak , T. Gubiec , R. Kutner , Z. R. Struzik

Soft condensed matter structures often challenge us with complex many-body phenomena governed by collective modes spanning wide spatial and temporal domains. In order to successfully tackle such problems mesoscopic coarse-grained (CG)…

Soft Condensed Matter · Physics 2023-07-12 Vlad P Sokhan , Michael A Seaton , Ilian T Todorov

We study a coupled dynamics of a network and a particle system. Particles of density $\rho$ diffuse freely along edges, each of which is rewired at a rate given by a decreasing function of particle flux. We find that the coupled dynamics…

Statistical Mechanics · Physics 2008-03-24 Sang-Woo Kim , Jae Dong Noh

When studying out-of-equilibrium systems, one often excites the dynamics in some degrees of freedom while removing the excitation in others through damping. In order for the system to converge to a statistical steady state, the dynamics…

Probability · Mathematics 2025-03-26 David P. Herzog , Jonathan C. Mattingly

We study the behavior of exponential random graphs in both the sparse and the dense regime. We show that exponential random graphs are approximate mixtures of graphs with independent edges whose probability matrices are critical points of…

Probability · Mathematics 2018-04-20 Ronen Eldan , Renan Gross

The properties of compact stars and in particular the existence of twin star solutions are investigated within an effective model that is constrained by lattice QCD thermodynamics. The model is modified at large baryon densities to…

Nuclear Theory · Physics 2021-01-20 P. Jakobus , A. Motornenko , R. O. Gomes , J. Steinheimer , H. Stoecker

The dynamics of a two-state system whose energies undergo a real crossing at some instant of time is studied. At this instant, both the coupling and the detuning vanish simultaneously, which leads to an exact degeneracy of the eigenenergies…

Quantum Physics · Physics 2015-05-05 Benedetto D. Militello , Nikolay V. Vitanov

We present a mathematical description of the voter model dynamics on heterogeneous networks. When the average degree of the graph is $\mu \leq 2$ the system reaches complete order exponentially fast. For $\mu >2$, a finite system falls,…

Statistical Mechanics · Physics 2009-01-08 F. Vazquez , V. M. Eguiluz

There are many methods to estimate the quasi-stationary infected fraction of the SIS process on (random) graphs. A challenge is to adequately incorporate correlations, which is especially important in sparse graphs. Methods typically are…

Statistical Mechanics · Physics 2024-11-18 O. S. Awolude , H. Don , E. Cator

We study the ground state phase diagram of the hard-core extended boson Hubbard model on the square lattice with both nearest- (nn) and next-nearest-neighbor (nnn) hopping and repulsion, using Gutzwiller mean field theory and quantum Monte…

Strongly Correlated Electrons · Physics 2008-02-01 Yu-Chun Chen , Roger G. Melko , Stefan Wessel , Ying-Jer Kao

We study a minimal model of traffic flows in complex networks, simple enough to get analytical results, but with a very rich phenomenology, presenting continuous, discontinuous as well as hybrid phase transitions between a free-flow phase…

Statistical Mechanics · Physics 2015-05-13 Daniele De Martino , Luca Dall'Asta , Ginestra Bianconi , Matteo Marsili

In the evolving voter model, when an individual interacts with a neighbor having an opinion different from theirs, they will with probability $1-\alpha$ imitate the neighbor but with probability $ \alpha$ will sever the connection and…

Probability · Mathematics 2016-06-28 Anirban Basak , Rick Durrett , Yuan Zhang

Continuum models of plasticity fail to capture the richness of microstructural evolution because the continuum is a homogeneous construction. The present study shows that an alternative way is available at the mesoscale in the form of truly…

Materials Science · Physics 2025-10-01 Afonso D. M. Barroso , Elijah Borodin , Andrey P. Jivkov

Analytical results are presented for the structure of networks that evolve via a preferential-attachment-random-deletion (PARD) model in the regime of overall network growth and in the regime of overall contraction. The phase transition…

Statistical Mechanics · Physics 2025-01-13 Barak Budnick , Ofer Biham , Eytan Katzav

We consider a two-phase Darcy flow in a fractured porous medium consisting in a matrix flow coupled with a tangential flow in the fractures, described as a network of planar surfaces. This flow model is also coupled with the mechanical…

Numerical Analysis · Mathematics 2021-07-15 Francesco Bonaldi , Konstantin Brenner , Jérôme Droniou , Roland Masson

The focus of this thesis is about statistical mechanics on heterogeneous random graphs, i.e. how this heterogeneity affects the cooperative behavior of model systems. It is not intended as a review on it, rather it is showed how this…

Statistical Mechanics · Physics 2010-10-27 Daniele De Martino

I define a statistical model of graphs in which 2-dimensional spaces arise at low temperature. The configurations are given by graphs with a fixed number of edges and the Hamiltonian is a simple, local function of the graphs. Simulations…

General Relativity and Quantum Cosmology · Physics 2011-02-28 Florian Conrady

Although it is well-known that some exponential family random graph model (ERGM) families exhibit phase transitions (in which small parameter changes lead to qualitative changes in graph structure), the behavior of other models is still…

Social and Information Networks · Computer Science 2020-01-07 Carter T. Butts

A disordered version of the one dimensional asymmetric exclusion model where the particle hopping rates are quenched random variables is studied. The steady state is solved exactly by use of a matrix product. It is shown how the phenomenon…

Condensed Matter · Physics 2009-10-28 M. R. Evans

We study two dimensional frustrated but non-disordered systems applying a replica approach to a stripe forming model with competing interactions. The phenomenology of the model is representative of several well known systems, like high-Tc…

Statistical Mechanics · Physics 2013-06-18 Ana C. Ribeiro Teixeira , Daniel A. Stariolo , Daniel G. Barci
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