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We propose novel randomized geometric tools to detect low-volatility anomalies in stock markets; a principal problem in financial economics. Our modeling of the (detection) problem results in sampling and estimating the (relative) volume of…

Computational Geometry · Computer Science 2022-05-17 Cyril Bachelard , Apostolos Chalkis , Vissarion Fisikopoulos , Elias Tsigaridas

Boundary conditions may change the phase diagram of non-equilibrium statistical systems like the one-dimensional asymmetric simple exclusion process with and without particle number conservation. Using the quantum Hamiltonian approach, the…

High Energy Physics - Theory · Physics 2009-10-22 Malte Henkel , Gunter Schütz

Within this chapter, we discuss control in the coefficients of an obstacle problem. Utilizing tools from H-convergence, we show existence of optimal solutions. First order necessary optimality conditions are obtained after deriving…

Optimization and Control · Mathematics 2023-07-04 Andreas Hehl , Denis Khimin , Ira Neitzel , Nicolai Simon , Thomas Wick , Winnifried Wollner

The Non-thermal phase transition in high energy collisions is studied in some detail in the framework of random cascade model. The relation between the characteristic parameter $\lambda_q$ of phase transition and the rank $q$ of moment is…

High Energy Physics - Phenomenology · Physics 2007-05-23 Wang Qin , Li Zhiming , Liu Lianshou

This article surveys some of the work done in recent years on random simplicial complexes. We mostly consider higher-dimensional analogs of the well known phase transition in $G(n, p)$ theory that occurs at $p = \frac 1n$ . Our main…

Combinatorics · Mathematics 2016-09-06 Nati Linial , Yuval Peled

A combination of reaction-diffusion models with moving-boundary problems yields a system in which the diffusion (spreading and penetration) and reaction (transformation) evolve the system's state and geometry over time. These systems can be…

Computational Engineering, Finance, and Science · Computer Science 2020-08-26 Mojtaba Barzegari , Liesbet Geris

The phase transition in the XY model on one-dimensional small-world networks is investigated by means of Monte-Carlo simulations. It is found that long-range order is present at finite temperatures, even for very small values of the…

Statistical Mechanics · Physics 2007-05-23 Beom Jun Kim , H. Hong , Petter Holme , Gun Sang Jeon , Petter Minnhagen , M. Y. Choi

If a given behavior of a multi-agent system restricts the phase variable to a invariant manifold, then we define a phase transition as change of physical characteristics such as speed, coordination, and structure. We define such a phase…

Dynamical Systems · Mathematics 2017-07-21 Kelum Gajamannage , Erik M. Bollt

We introduce a variant of the asymmetric random average process with continuous state variables where the maximal transport is restricted by a cutoff. For periodic boundary conditions, we show the existence of a phase transition between a…

Statistical Mechanics · Physics 2009-11-07 Frank Zielen , Andreas Schadschneider

The density of states of a three dimensional Dirac equation with a random potential as well as in other problems of quantum motion in a random potential placed in sufficiently high spatial dimensionality appears to be singular at a certain…

Disordered Systems and Neural Networks · Physics 2017-08-02 V. Gurarie

For high dimensional data, some of the standard statistical techniques do not work well. So modification or further development of statistical methods are necessary. In this paper, we explore these modifications. We start with the important…

Statistical Finance · Quantitative Finance 2024-05-29 Arnab Chakrabarti , Rituparna Sen

Large-scale Monte Carlo simulations of the bond-diluted three-dimensional 4-state Potts model are performed. The phase diagram and the physical properties at the phase transitions are studied using finite-size scaling techniques. Evidences…

Statistical Mechanics · Physics 2007-05-23 Christophe Chatelain , Bertrand Berche , Wolfhard Janke , Pierre-Emmanuel Berche

We study the detection of a sparse change in a high-dimensional mean vector as a minimax testing problem. Our first main contribution is to derive the exact minimax testing rate across all parameter regimes for $n$ independent, $p$-variate…

Statistics Theory · Mathematics 2020-11-18 Haoyang Liu , Chao Gao , Richard J. Samworth

A relation between geometric phases and criticality of spin chains is established. As a result, we show how geometric phases can be exploited as a tool to detect regions of criticality without having to undergo a quantum phase transition.…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 Angelo C. M. Carollo , Jiannis K. Pachos

Boundary-induced phase transitions are one of the surprising phenomena appearing in nonequilibrium systems. These transitions have been found in driven systems, especially the asymmetric simple exclusion process. However, so far no direct…

Statistical Mechanics · Physics 2007-05-23 V. Popkov , L. Santen , A. Schadschneider , G. M. Schutz

We report an analytic and numerical study of a phase transition in a P problem (the assignment problem) that separates two phases whose representatives are the simple matching problem (an easy P problem) and the traveling salesman problem…

Computational Complexity · Computer Science 2007-05-23 J. G. Esteve , F. Falceto

Robustness of linear systems with constant coefficients is considered. There exist methods and tools for analyzing the stability of systems with random or deterministic uncertainties. At the same time, there are no approaches for the…

Optimization and Control · Mathematics 2020-12-08 Andrey Tremba

We study the probability distribution of a current flowing through a diffusive system connected to a pair of reservoirs at its two ends. Sufficient conditions for the occurrence of a host of possible phase transitions both in and out of…

Statistical Mechanics · Physics 2017-01-25 Yongjoo Baek , Yariv Kafri , Vivien Lecomte

The Hartree-Fock approximation to the many-fermion problem can break exact symmetries, and in some cases by changing a parameter in the interaction one can drive the Hartree-Fock minimum from a symmetry-breaking state to a…

Nuclear Theory · Physics 2009-09-11 Calvin W. Johnson , Ionel Stetcu

We investigate a model of transportation networks with nonlinear elements which may represent local shortage of resources. Frustrations arise from competition for resources. When the initial resources are uniform, different regimes with…

Disordered Systems and Neural Networks · Physics 2009-08-06 C. H. Yeung , K. Y. Michael Wong