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Related papers: Instability and Information

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We study statistical properties of the irregular bursting arising in a class of neuronal models close to the transition from spiking to bursting. Prior to the transition to bursting, the systems in this class develop chaotic attractors,…

Chaotic Dynamics · Physics 2011-11-10 Georgi S. Medvedev

The theory of complex networks and of disordered systems is used to study the stability and dynamical properties of a simple model of material flow networks defined on random graphs. In particular we address instabilities that are…

Disordered Systems and Neural Networks · Physics 2009-11-13 Kartik Anand , Tobias Galla

Using the superstatistics method, we propose an extension of the random matrix theory to cover systems with mixed regular-chaotic dynamics. Unlike most of the other works in this direction, the ensembles of the proposed approach are basis…

Statistical Mechanics · Physics 2007-05-23 A. Y. Abul-Magd

Standard economic theory assumes that agents in markets behave rationally. However, the observation of extremely large fluctuations in the price of financial assets that are not correlated to changes in their fundamental value, as well as…

Physics and Society · Physics 2015-06-26 Sitabhra Sinha

When a dynamical system contains several different modes of oscillations it may behave in a variety of ways: If the modes oscillate at their own individual frequencies, it exhibits quasiperiodic behavior; when the modes lock to one another…

Chaotic Dynamics · Physics 2012-01-04 Mogens H. Jensen , Leo P. Kadanoff

Earthquakes occur because of abrupt slips on faults due to accumulated stress in the Earth's crust. Because most of these faults and their mechanisms are not readily apparent, deterministic earthquake prediction is difficult. For effective…

Methodology · Statistics 2013-12-31 Yosihiko Ogata

Disordered many-body systems exhibit a wide range of emergent phenomena across different scales. These complex behaviors can be utilized for various information processing tasks such as error correction, learning, and optimization. Despite…

Disordered Systems and Neural Networks · Physics 2023-08-04 Weishun Zhong

Information and individual activities often spread globally through the network of social ties. While social contagion phenomena have been extensively studied within the framework of threshold models, it is common to make an assumption that…

Physics and Society · Physics 2023-06-07 Teruyoshi Kobayashi

Understanding the relationship between complexity and stability in large dynamical systems -- such as ecosystems -- remains a key open question in complexity theory which has inspired a rich body of work developed over more than fifty…

Populations and Evolution · Quantitative Biology 2021-07-14 Yvonne Krumbeck , Qian Yang , George W. A. Constable , Tim Rogers

When developing autonomous systems, engineers and other stakeholders make great effort to prepare the system for all foreseeable events and conditions. However, these systems are still bound to encounter events and conditions that were not…

Software Engineering · Computer Science 2024-08-13 Assaf Marron , Lior Limonad , Sarah Pollack , David Harel

We present an analytical model to study the role of expectation feedbacks and overlapping portfolios on systemic stability of financial systems. Building on [Corsi et al., 2016], we model a set of financial institutions having Value at Risk…

General Economics · Economics 2018-07-23 Piero Mazzarisi , Fabrizio Lillo , Stefano Marmi

Financial markets are a typical example of complex systems where interactions between constituents lead to many remarkable features. Here, we show that a pairwise maximum entropy model (or auto-logistic model) is able to describe switches…

Statistical Finance · Quantitative Finance 2014-01-28 Thomas Bury

The boundaries between physical and social networks have narrowed with the advent of the Internet and its pervasive platforms. This has given rise to a complex adaptive information ecosystem where individuals and machines compete for…

Dynamical fluctuations or rare events associated with atypical trajectories in chaotic maps due to specific initial conditions can crucially determine their fate, as the may lead to stability islands or regions in phase space otherwise…

Statistical Mechanics · Physics 2024-01-31 Ricardo Gutiérrez , Adrián Canella-Ortiz , Carlos Pérez-Espigares

We explore the effect of discounting and experimentation in a simple model of interacting adaptive agents. Agents belong to either of two types and each has to decide whether to participate a game or not, the game being profitable when…

Physics and Society · Physics 2009-11-13 Damien Challet , Andrea De Martino , Matteo Marsili

Random perturbations applied in tandem to an ensemble of oscillating objects can synchronize their motion. We study multiple copies of an arbitrary dynamical system in a stable limit cycle, described via a standard phase reduction picture.…

Statistical Mechanics · Physics 2024-02-23 Yunxiang Song , Thomas A. Witten

We study the emergence of instabilities in a stylized model of a financial market, when different market actors calculate prices according to different (local) market measures. We derive typical properties for ensembles of large random…

Trading and Market Microstructure · Quantitative Finance 2012-09-04 Marco Bardoscia , Giacomo Livan , Matteo Marsili

For infinitely large sparse networks of spiking neurons mean field theory shows that a balanced state of highly irregular activity arises under various conditions. Here we analytically investigate the microscopic irregular dynamics in…

Disordered Systems and Neural Networks · Physics 2009-11-13 Sven Jahnke , Raoul-Martin Memmesheimer , Marc Timme

Stochastic motion of particles in a highly unstable potential generates a number of diverging trajectories leading to undefined statistical moments of the particle position. This makes experiments challenging and breaks down a standard…

Behavior of condensed matter systems deviating from the standard equilibrium conditions is discussed. Statistical properties of coupled dynamic-stochastic systems are studied within a combination of the maximum information principle and the…

Statistical Mechanics · Physics 2013-12-24 E. V. Vakarin