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Related papers: Instability and Information

200 papers

We show that stability of planetary systems is intimately connected with their internal order. An arbitrary initial distribution of planets is susceptible to catastrophic events in which planets either collide or are ejected from the…

Earth and Planetary Astrophysics · Physics 2018-05-08 Rentao Pakter , Yan Levin

Extreme events gain the attention of researchers due to their utmost importance in various contexts ranging from finance to climatology. This brings such recurrent events to the limelight of attention in interdisciplinary research. A…

Data Analysis, Statistics and Probability · Physics 2022-05-18 Sayantan Nag Chowdhury , Arnob Ray , Syamal K. Dana , Dibakar Ghosh

Complex, interdependent systems are necessary to the delivery of goods and services critical to societal function. Here we demonstrate how interdependent systems respond to disruptions. Specifically, we change the spatial arrangement of a…

Physics and Society · Physics 2019-04-12 Benjamin Rachunok , Roshanak Nateghi

Consequences of the basic and most evident consistency requirement-that measured events cannot happen and not happen at the same time-are shortly reviewed. Particular emphasis is given to event forecast and event control. As a consequence,…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Karl Svozil

A dynamical model is introduced for the formation of a bullish or bearish trends driving an asset price in a given market. Initially, each agent decides to buy or sell according to its personal opinion, which results from the combination of…

Physics and Society · Physics 2011-06-09 Serge Galam

We study a one-dimensional chain of harmonically coupled units in an asymmetric anharmonic soft potential. Due to nonlinear localisation of energy, this system exhibits extreme events in the sense that individual elements of the chain show…

Chaotic Dynamics · Physics 2016-12-28 Colm Mulhern , Stephan Bialonski , Holger Kantz

Stochastic feedback systems give rise to a variety of notions of stability. The conditions for the stability of the median, mean, and variance stability conditions differ. These conditions can be stated explicitly for scalar discrete-time…

Systems and Control · Electrical Eng. & Systems 2019-12-19 Roy S. Smith , Bassam Bamieh

Predicting the evolution of a large system of units using its structure of interaction is a fundamental problem in complex system theory. And so is the problem of reconstructing the structure of interaction from temporal observations. Here,…

Statistical Mechanics · Physics 2025-02-10 Charles Murphy , Vincent Thibeault , Antoine Allard , Patrick Desrosiers

We study the dynamics of correlation and variance in systems under the load of environmental factors. A universal effect in ensembles of similar systems under the load of similar factors is described: in crisis, typically, even before…

Biological Physics · Physics 2010-08-27 A. N. Gorban , E. V. Smirnova , T. A. Tyukina

When complex systems are driven to extinction by some external factor, their non-stationary dynamics can present an intermittent behaviour between relative tranquility and burst of activity whose consequences are often catastrophic. To…

Physics and Society · Physics 2018-03-21 Juan V Escobar , Isaac Pérez Castillo

Collective behaviours taking place in financial markets reveal strongly correlated states especially during a crisis period. A natural hypothesis is that trend reversals are also driven by mutual influences between the different stock…

Statistical Finance · Quantitative Finance 2015-06-17 Thomas Bury

We discuss models and data of crowd disasters, crime, terrorism, war and disease spreading to show that conventional recipes, such as deterrence strategies, are often not effective and sufficient to contain them. Many common approaches do…

Networks in nature do not act in isolation but instead exchange information, and depend on each other to function properly. An incipient theory of Networks of Networks have shown that connected random networks may very easily result in…

We analyze the stability properties of equilibrium solutions and periodicity of orbits in a two-dimensional dynamical system whose orbits mimic the evolution of the price of an asset and the excess demand for that asset. The construction of…

Dynamical Systems · Mathematics 2009-09-29 Vladimir Belitsky , Antonio L. Pereira , Fernando P. de Almeida Prado

Many systems in nature, from ferromagnets to flocks of birds, exhibit ordering phenomena on the large scale. In physical systems order is statistically robust for large enough dimensions, with relative fluctuations due to noise vanishing…

Statistical Mechanics · Physics 2017-04-05 Andrea Cavagna , Irene Giardina , Asja Jelic , Edmondo Silvestri , Massimiliano Viale

There is a clear distinction between simple laminar and complex turbulent fluids. But in some cases, as for the nocturnal planetary boundary layer, a stable and well-ordered flow can develop intense and sporadic bursts of turbulent activity…

Fluid Dynamics · Physics 2015-06-17 C. Rorai , P. D. Mininni , A. Pouquet

Decisions taken in our everyday lives are based on a wide variety of information so it is generally very difficult to assess what are the strategies that guide us. Stock market therefore provides a rich environment to study how people take…

General Finance · Quantitative Finance 2016-09-28 Mario Gutiérrez-Roig , Carlota Segura , Jordi Duch , Josep Perelló

Recent advances on human dynamics have focused on the normal patterns of human activities, with the quantitative understanding of human behavior under extreme events remaining a crucial missing chapter. This has a wide array of potential…

Physics and Society · Physics 2014-06-27 Liang Gao , Chaoming Song , Ziyou Gao , Albert-László Barabási , James P. Bagrow , Dashun Wang

We derive a class of macroscopic differential equations that describe collective adaptation, starting from a discrete-time stochastic microscopic model. The behavior of each agent is a dynamic balance between adaptation that locally…

Adaptation and Self-Organizing Systems · Physics 2024-05-15 Yuzuru Sato , Eizo Akiyama , James P. Crutchfield

The question of how irreversibility can emerge as a generic phenomena when the underlying mechanical theory is reversible has been a long-standing fundamental problem for both classical and quantum mechanics. We describe a mechanism for the…

Quantum Physics · Physics 2013-09-20 Cozmin Ududec , Nathan Wiebe , Joseph Emerson