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Related papers: Instability and Information

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Configurational information is generated when three or more sources of variance interact. The variations not only disturb each other relationally, but by selecting upon each other, they are also positioned in a configuration. A…

Physics and Society · Physics 2009-11-10 Loet Leydesdorff

Although ubiquitous, interactions of groups of individuals (e.g., modern messaging applications, group meetings, or even a parliament discussion) are not yet thoroughly studied. Frequently, single-groups are modeled as critical-mass…

Physics and Society · Physics 2023-06-19 Guilherme Ferraz de Arruda , Giovanni Petri , Pablo Martín Rodriguez , Yamir Moreno

Recently (arXiv:0910.2870), we have derived a fluctuation theorem for systems in thermodynamic equilibrium compatible with anomalous response functions, e.g. the existence of states with \textit{negative heat capacities} $C<0$. In this…

Statistical Mechanics · Physics 2013-07-31 L. Velazquez , S. Curilef

We review some recent developments which make use of the concept of `superstatistics', an effective description for nonequilibrium systems with a varying intensive parameter such as the inverse temperature. We describe how the asymptotic…

Statistical Mechanics · Physics 2017-08-23 Christian Beck

Many of life's most fascinating phenomena emerge from interactions among many elements--many amino acids determine the structure of a single protein, many genes determine the fate of a cell, many neurons are involved in shaping our thoughts…

Quantitative Methods · Quantitative Biology 2011-11-28 Thierry Mora , William Bialek

To identify emerging interdependencies between traded stocks we investigate the behavior of the stocks of FTSE 100 companies in the period 2000-2015, by looking at daily stock values. Exploiting the power of information theoretical measures…

Statistical Finance · Quantitative Finance 2017-07-05 Jacopo Rocchi , Enoch Yan Lok Tsui , David Saad

Randomly coupled Ising spins constitute the classical model of collective phenomena in disordered systems, with applications covering ferromagnetism, combinatorial optimization, protein folding, stock market dynamics, and social dynamics.…

Disordered Systems and Neural Networks · Physics 2016-08-24 David Dahmen , Hannah Bos , Moritz Helias

We study a dynamical model of interconnected firms which allows for certain market imperfections and frictions, restricted here to be myopic price forecasts and slow adjustment of production. Whereas the standard rational equilibrium is…

Economics · Quantitative Finance 2015-06-22 Julius Bonart , Jean-Philippe Bouchaud , Augustin Landier , David Thesmar

What features characterise complex system dynamics? Power laws and scale invariance of fluctuations are often taken as the hallmarks of complexity, drawing on analogies with equilibrium critical phenomena[1-3]. Here we argue that slow,…

Statistical Mechanics · Physics 2007-05-23 Paul Anderson , Henrik Jeldtoft Jensen , L. P. Oliveira , Paolo Sibani

The problems of causality, modeling, and control for chaotic, high-dimensional dynamical systems are formulated in the language of information theory. The central quantity of interest is the Shannon entropy, which measures the amount of…

Dynamical Systems · Mathematics 2022-06-01 Adrián Lozano-Durán , Gonzalo Arranz

This is the transcript of a talk given at the 1992 Complex Systems Summer School. The theory of large fluctuations of stochastically perturbed continuous-time dynamical systems is reviewed, and the large fluctuations of two stochastic…

chao-dyn · Physics 2008-02-03 Robert S. Maier

Concepts like `typicality' and the `eigenstate thermalization hypothesis' aim at explaining the apparent equilibration of quantum systems, possibly after a very long time. However, these concepts are not concerned with the specific way in…

Quantum Physics · Physics 2018-12-12 Lars Knipschild , Jochen Gemmer

The integration and innovation of finance and technology have gradually transformed the financial system into a complex one. Analyses of the causesd of abnormal fluctuations in the financial market to extract early warning indicators…

Risk Management · Quantitative Finance 2024-03-20 Shige Peng , Shuzhen Yang , Wenqing Zhang

The coexistence of infinitely many attractors is called extreme multistability in dynamical systems. In coupled systems, this phenomenon is closely related to partial synchrony and characterized by the emergence of a conserved quantity. We…

Chaotic Dynamics · Physics 2015-06-11 Chittaranjan Hens , Syamal K. Dana , Ulrike Feudel

Many real-world complex systems rely on cluster synchronization to function properly. A cluster of nodes exhibits synchronous behavior while others behave erratically. Predicting the emergence of these clusters and understanding the…

Adaptation and Self-Organizing Systems · Physics 2023-09-19 Rodrigo M. Corder , Zheng Bian , Tiago Pereira , Antonio Montalban

A well known result states that stability criterion for matchings in two-sided markets doesn't ensure uniqueness. This opens the door for a moral question with regard to the optimal stable matching from a social point of view. Here, a new…

Computer Science and Game Theory · Computer Science 2016-12-30 Royi Jacobovic

Chaotic itinerancy is a universal dynamical concept that describes itinerant motion among many different ordered states through chaotic transition in dynamical systems. Unlike the expectation of the prevalence of chaotic itinerancy in…

Chaotic Dynamics · Physics 2007-12-16 Pan-Jun Kim , Tae-Wook Ko , Hawoong Jeong , Kyoung J. Lee , Seung Kee Han

Catastrophic events in Nature can be often triggered by small perturbations, with "remote triggering" of earthquakes being an important example. Here we present a mechanism for the giant amplification of small perturbations that is expected…

Soft Condensed Matter · Physics 2020-07-01 Harish Charan , Oleg Gendelman , Itamar Procaccia , Yarden Sheffer

This paper provides an overview and critical analysis on the modeling and applications of the dynamics of human crowds, where social interactions can have an important influence on the behavioral dynamics of the crowd viewed as a living,…

Physics and Society · Physics 2017-09-21 Nicola Bellomo , Livio Gibelli , Nisrine Outada

Change-point detection methods are proposed for the case of temporary failures, or transient changes, when an unexpected disorder is ultimately followed by a readjustment and return to the initial state. A base distribution of the…

Statistics Theory · Mathematics 2021-12-14 Baron Michael , Malov Sergey
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