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Related papers: Preisach models of hysteresis driven by Markovian …

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The Preisach model has been useful as a null-model for understanding memory formation in periodically driven disordered systems. In amorphous solids for example, the athermal response to shear is due to localized plastic events (soft…

Soft Condensed Matter · Physics 2020-07-16 M. Mert Terzi , Muhittin Mungan

We consider general stochastic systems of interacting particles with noise which are relevant as models for the collective behavior of animals, and rigorously prove that in the mean-field limit the system is close to the solution of a…

Probability · Mathematics 2012-01-12 François Bolley , José Alfredo Cañizo , José Antonio Carrillo

We address the problem of long-range memory in the financial markets. There are two conceptually different ways to reproduce power-law decay of auto-correlation function: using fractional Brownian motion as well as non-linear stochastic…

Statistical Finance · Quantitative Finance 2017-05-24 V. Gontis , A. Kononovicius

A general formulation of scalar hysteresis is proposed. This formulation is based on two steps. First, a generating function g(x) is associated with an individual system, and a hysteresis evolution operator is defined by an appropriate…

Materials Science · Physics 2009-10-31 G. Bertotti , I. D. Mayergoyz , V. Basso , A. Magni

The field-driven magnetisation reversal processes in disordered systems exhibit a collective behaviour that is manifested in the scale-invariance of avalanches, closely related to underlying dynamical mechanisms. Using the multifractal time…

Disordered Systems and Neural Networks · Physics 2016-02-09 Bosiljka Tadic

We consider the correlations and the hydrodynamic description of random walkers with a general finite memory moving on a $d$ dimensional hypercubic lattice. We derive a drift-diffusion equation and identify a memory-dependent critical…

Statistical Mechanics · Physics 2020-01-29 Eial Teomy , Ralf Metzler

Ordinary differential equation models are used to describe dynamic processes across biology. To perform likelihood-based parameter inference on these models, it is necessary to specify a statistical process representing the contribution of…

Hysteresis, with rich dynamical behaviors-especially in interacting systems-has drawn broad research interest. Yet its dynamic scalings across time scales lack a unified description, and their transitions remain unclear. Here, we study the…

Statistical Mechanics · Physics 2026-05-19 Miao Chen , Xiu-Hua Zhao , Yu-Han Ma

Identifying and quantifying memory are often critical steps in developing a mechanistic understanding of stochastic processes. These are particularly challenging and necessary when exploring processes that exhibit long-range correlations.…

Statistical Mechanics · Physics 2016-04-20 Sarah E. Marzen , James P. Crutchfield

The standard consolidation theory states that short-term memories located in the hippocampus enable the consolidation of long-term memories in the neocortex. In other words, the neocortex slowly learns long-term memories with a transient…

Neurons and Cognition · Quantitative Biology 2024-04-05 Lisa Blum Moyse , Hugues Berry

We introduce a new class of stochastic processes which are stationary, Markovian and characterized by an infinite range of time-scales. By transforming the Fokker-Planck equation of the process into a Schrodinger equation with an…

Statistical Mechanics · Physics 2007-05-23 Fabrizio Lillo , Salvatore Micciche' , Rosario N. Mantegna

In this paper we give explicit examples of power-law correlated stationary Markovian processes y(t) where the stationary pdf shows tails which are gaussian or exponential. These processes are obtained by simply performing a coordinate…

Statistical Mechanics · Physics 2010-12-08 Salvatore Miccichè

Stochastic processes with long memories, known as long memory processes, are ubiquitous in various science and engineering problems. Superposing Markovian stochastic processes generates a non-Markovian long memory process serving as…

Probability · Mathematics 2025-11-24 Hidekazu Yoshioka

Linear Response theory aims to predict how added forcing alters the statistical properties of an unforced system. These kinds of questions have been studied predominantly for autonomous dynamical systems, yet many systems in the physical,…

Dynamical Systems · Mathematics 2026-04-07 Stefano Galatolo , Valerio Lucarini

At the very heart of the successful phenomenological model of magnetic hysteresis there is the so called Preisach distribution. In the existing literature it is implicitly assumed, that this distribution has a mirror symmetry. We show, by…

Materials Science · Physics 2007-05-23 Marek W. Gutowski

The Hopfield model provides a mathematically idealized yet insightful framework for understanding the mechanisms of memory storage and retrieval in the human brain. This model has inspired four decades of extensive research on learning and…

Neurons and Cognition · Quantitative Biology 2025-05-14 Simone Betteti , Giacomo Baggio , Francesco Bullo , Sandro Zampieri

Varied sensory systems use noise in order to enhance detection of weak signals. It has been conjectured in the literature that this effect, known as stochastic resonance, may take place in central cognitive processes such as the memory…

Neurons and Cognition · Quantitative Biology 2007-05-23 Julien Mayor , Wulfram Gerstner

We examine a previouly introduced attractor neural network model that explains the persistent activities of neurons in the anterior ventral temporal cortex of the brain. In this model, the coexistence of several attractors including…

Disordered Systems and Neural Networks · Physics 2009-11-10 T. Uezu , A. Hirano , M. Okada

The brain's activity is characterized by the interaction of a very large number of neurons that are strongly affected by noise. However, signals often arise at macroscopic scales integrating the effect of many neurons into a reliable…

Dynamical Systems · Mathematics 2012-11-07 Jonathan Touboul , G. Bard Ermentrout

Synaptic connections are known to change dynamically. High-frequency presynaptic inputs induce decrease of synaptic weights. This process is known as short-term synaptic depression. The synaptic depression controls a gain for presynaptic…

Disordered Systems and Neural Networks · Physics 2007-05-23 Narihisa Matsumoto , Daisuke Ide , Masataka Watanabe , Masato Okada