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Financial markets convert the incremental arrival of information into asset price changes. In a sandpile model grains of sand represent bits of data, and the size of an avalanche, governed by a scaling law, is linked to price volatility.…

Portfolio Management · Quantitative Finance 2026-03-03 Bernhard K Meister

The effect of small-amplitude noise on excitable systems with large time-scale separation is analyzed. It is found that small random perturbations of the fast excitatory variable result in the onset of a quasi-deterministic limit cycle…

Quantitative Methods · Quantitative Biology 2007-05-23 Cyrill B. Muratov , Eric Vanden-Eijnden , Weinan E

Traffic flow oscillations, including traffic waves, are a common yet incompletely understood feature of congested traffic. Possible mechanisms include traffic flow instabilities, indifference regions or finite human perception thresholds…

Physics and Society · Physics 2017-08-24 Martin Treiber , Arne Kesting

Self-organized critical states are found in many natural systems, from earthquakes to forest fires, they have also been observed in neural systems, particularly, in neuronal cultures. However, the presence of critical states in the awake…

Neurons and Cognition · Quantitative Biology 2012-08-20 Nima Dehghani , Nicholas G. Hatsopoulos , Zach D. Haga , Rebecca A. Parker , Bradley Greger , Eric Halgren , Sydney S. Cash , Alain Destexhe

It is shown, with citing tunnel junction as an example, that mutual interplay of electron quantum transfers in a conducting system can be the fast mechanism for generation fundamental low-frequency flicker conductance fluctuations (1/f…

Statistical Mechanics · Physics 2007-05-23 Yu. E. Kuzovlev , Yu. V. Medvedev , A. M. Grishin

Neuronal networks can present activity described by power-law distributed avalanches presumed to be a signature of a critical state. Here we study a random-neighbor network of excitable cellular automata coupled by dynamical synapses. The…

Adaptation and Self-Organizing Systems · Physics 2015-07-21 Ariadne de A. Costa , Mauro Copelli , Osame Kinouchi

Travelling wave is identified as the mechanism of avalanche propagation in the continuum SOC (self-organized critical) system. Recovering the hidden causality based on a generalization of Fick's law, we lead the equivalent continuum…

Adaptation and Self-Organizing Systems · Physics 2014-04-15 Dong Keun Oh , Hogun Jhang

We study small random perturbations by additive white-noise of a spatial discretization of a reaction-diffusion equation with a stable equilibrium and solutions that blow up in finite time. We prove that the perturbed system blows up with…

Probability · Mathematics 2015-01-12 Pablo Groisman , Santiago Saglietti

We study a one-dimensional system of spatially extended particles, which are fixated to regularly spaced locations by means of elastic springs. The particles are assumed to be driven by a Gaussian noise and to have dissipative,…

Statistical Mechanics · Physics 2014-04-30 Roman Mani , Lucas Böttcher , Hans J. Herrmann , Dirk Helbing

We introduce a simple model for the size distribution of avalanches based on the idea that the front of an avalanche can be described by a directed random walk. The model captures some of the qualitative features of earthquakes, avalanches…

Condensed Matter · Physics 2007-05-23 T. Jonsson , J. F. Wheater

A system is in a self-organized critical state if the distribution of some measured events (avalanche sizes, for instance) obeys a power law for as many decades as it is possible to calculate or measure. The finite-size scaling of this…

Statistical Mechanics · Physics 2007-05-23 Josue X. Carvalho , Carmen P. C. Prado

Self-organizing system is studied whose behavior is governed by field of an order parameter, a fluctuation amplitude of conjugate field and a couple of Grassmannian conjugated fields that define the entropy as a control parameter. Within…

Statistical Mechanics · Physics 2007-05-23 Alexander I. Olemskoi , Alexei V. Khomenko

The presence of both critical behavior and oscillating patterns in brain dynamics is a very interesting issue. In this paper, we consider a model for a neuron population, where each neuron is modeled by an over-damped rotator. We find that…

Disordered Systems and Neural Networks · Physics 2020-11-12 Amin Safaeesirat , Saman Moghimi-Araghi

Many systems in Nature exhibit avalanche dynamics with scale-free features. A general scaling theory has been proposed for critical avalanche profiles in crackling noise, predicting the collapse onto a universal avalanche shape, as well as…

Neurons and Cognition · Quantitative Biology 2022-09-14 Manoj K. Nandi , Alessandro Sarracino , Hans J. Herrmann , Lucilla de Arcangelis

Nonlinear stochastic differential equations generating signals with 1/f spectrum have been used so far to describe socio-economical systems. In this paper we consider the motion of a Brownian particle in an inhomogeneous environment such…

Statistical Mechanics · Physics 2015-06-23 Rytis Kazakevicius , Julius Ruseckas

A variety of physical, social and biological systems generate complex fluctuations with correlations across multiple time scales. In physiologic systems, these long-range correlations are altered with disease and aging. Such correlated…

Other Quantitative Biology · Quantitative Biology 2009-11-10 Luis A. N. Amaral , Albert Diaz-Guilera , Andre A. Moreira , Ary L. Goldberger , Lewis A. Lipsitz

We derive a general formulation of the self-organized branching process by considering sandpile dynamics in an evolving population characterized by "birth" (excitation) and "death" (de-excitation) of active sites ($z=1$). New active sites…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 D. E. Juanico , C. Monterola , C. Saloma

Critical dynamics of cortical neurons have been intensively studied over the past decade. Neuronal avalanches provide the main experimental as well as theoretical tools to consider criticality in such systems. Experimental studies show that…

Statistical Mechanics · Physics 2016-03-04 S. Amin Moosavi , Afshin Montakhab

We investigate thermal avalanche dynamics in amorphous solids using elastoplastic models with local activation rules and no external driving. Dynamical heterogeneities, quantified through persistence measurements and the associated…

Disordered Systems and Neural Networks · Physics 2026-02-26 Gieberth Rodriguez-Lopez , Ezequiel E. Ferrero

We demonstrate how to model the toppling activity in avalanching systems by stochastic differential equations (SDEs). The theory is developed as a generalization of the classical mean field approach to sandpile dynamics by formulating it as…

Adaptation and Self-Organizing Systems · Physics 2009-11-13 Martin Rypdal , Kristoffer Rypdal