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Related papers: A concept of antifragility for dynamical systems

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In contrast with robust systems that resist noise or fragile systems that break with noise, antifragility is defined as a property of complex systems that benefit from noise or disorder. Here we define and test a simple measure of…

Statistical Finance · Quantitative Finance 2025-12-22 Darío Alatorre , Carlos Gershenson , José L. Mateos

Antifragility characterizes the benefit of a dynamical system derived from the variability in environmental perturbations. Antifragility carries a precise definition that quantifies a system's output response to input variability. Systems…

Populations and Evolution · Quantitative Biology 2023-12-22 Cristian Axenie , Oliver López-Corona , Michail A. Makridis , Meisam Akbarzadeh , Matteo Saveriano , Alexandru Stancu , Jeffrey West

This chapter introduces evolutionary antifragility as the time-scale interaction characteristics of a natural dynamic system. It describes the benefit derived from input distribution unevenness, based on the emergent system dynamics and its…

Populations and Evolution · Quantitative Biology 2025-04-25 Cristian Axenie , Roman Bauer , Oliver Lopez Corona , Elvia Ramirez-Carrillo , Ari Barnett , Jeffrey West

We provide a mathematical definition of fragility and antifragility as negative or positive sensitivity to a semi-measure of dispersion and volatility (a variant of negative or positive "vega") and examine the link to nonlinear effects. We…

Risk Management · Quantitative Finance 2012-08-07 Nassim N. Taleb , Raphael Douady

The present article introduces a reference framework for discussing resilience of computational systems. Rather than a property that may or may not be exhibited by a system, resilience is interpreted here as the emerging result of a dynamic…

Systems and Control · Computer Science 2015-04-13 Vincenzo De Florio

We extend techniques and learnings about the stochastic properties of nonlinear responses from finance to medicine, particularly oncology where it can inform dosing and intervention. We define antifragility. We propose uses of risk analysis…

Quantitative Methods · Quantitative Biology 2023-03-22 Nassim Nicholas Taleb , Jeffrey West

We consider the notion of resilience for cyber-physical systems, that is, the ability of the system to withstand adverse events while maintaining acceptable functionality. We use finite temporal logic to express the requirements on the…

Systems and Control · Electrical Eng. & Systems 2024-05-01 Adnane Saoud , Pushpak Jagtap , Sadegh Soudjani

We study the robustness of system estimation to parametric perturbations in system dynamics and initial conditions. We define the problem of sensitivity-based parametric uncertainty quantification in dynamical system estimation. The main…

Systems and Control · Electrical Eng. & Systems 2025-09-09 Ayush Pandey

A system is called antifragile when damage acts as a constructive element improving the performance of a global function. In this paper, we analyze the emergence of antifragility in the movement of random walkers on networks with modular…

Statistical Mechanics · Physics 2024-10-22 L. K. Eraso-Hernandez , A. P. Riascos

The dissipation function for a system is defined as the natural logarithm of the ratio between probabilities of a trajectory and its time-reversed trajectory, and its probability distribution follows a well-known relation called the…

Statistical Mechanics · Physics 2023-01-16 Harsh Soni

In this work we investigate the information loss in (nonlinear) dynamical input-output systems and provide some general results. In particular, we present an upper bound on the information loss rate, defined as the (non-negative) difference…

Information Theory · Computer Science 2012-02-03 Bernhard C. Geiger , Gernot Kubin

This paper deals with uncertain dynamical systems in which predictions about the future state of a system are assessed by so called pseudomeasures. Two special cases are stochastic dynamical systems, where the pseudomeasure is the…

chao-dyn · Physics 2016-08-31 Andreas Hamm

Resilience broadly describes a quality of withstanding perturbations. Measures of system resilience have gathered increasing attention across applied disciplines, yet existing metrics often lack computational accessibility and…

Dynamical Systems · Mathematics 2026-02-09 Andreas Morr , Christian Kuehn , George Datseris

Antifragility is a property that enhances the capability of a system in response to external perturbations. Although the concept has been applied in many areas, a practical measure of antifragility has not been developed yet. Here we…

Adaptation and Self-Organizing Systems · Physics 2026-02-04 Omar K. Pineda , Hyobin Kim , Carlos Gershenson

Analog computation is an alternative to digital computation, that has recently re-gained prominence, since it includes neural networks and neuromorphic computing. Further important examples are cellular automata and differential analyzers.…

Dynamical Systems · Mathematics 2026-01-14 Levin Hornischer

We propose a new method for controlling linear dynamical systems under adversarial disturbances and cost functions. Our algorithm achieves a running time that scales polylogarithmically with the inverse of the stability margin, improving…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Anand Brahmbhatt , Gon Buzaglo , Sofiia Druchyna , Elad Hazan

The concept of "fragility", which was introduced to characterize the degree of super-Arrhenius temperature dependence of the relaxation time and transport coefficients, has since been taken as a key quantity that seems to correlate with…

Statistical Mechanics · Physics 2014-01-14 Gilles Tarjus , Christiane Alba-Simionesco

We present log-linear dynamical systems, a dynamical system model for positive quantities. We explain the connection to linear dynamical systems and show how convex optimization can be used to identify and control log-linear dynamical…

Optimization and Control · Mathematics 2020-02-07 Steven Diamond

This paper applies risk analysis to medical problems, through the properties of nonlinear responses (convex or concave). It shows 1) necessary relations between the nonlinearity of dose-response and the statistical properties of the…

Quantitative Methods · Quantitative Biology 2018-08-02 Nassim Nicholas Taleb

Classically, a control loop is designed to be executed strictly periodically. This is, however, difficult to achieve in many scenarios, for example, when overload or packet loss cannot be entirely avoided. Here, weakly-hard real-time…

Systems and Control · Electrical Eng. & Systems 2020-06-25 Maximilian Gaukler , Tim Rheinfels , Peter Ulbrich , Günter Roppenecker
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