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The Stock Market is a complex self-interacting system, characterized by an intermittent behaviour. Periods of high activity alternate with periods of relative calm. In the present work we investigate empirically about the possibility that…

Other Condensed Matter · Physics 2016-08-31 M. Bartolozzi , D. B. Leinweber , A. W. Thomas

We study the non-equilibrium dynamics (purely dissipative and relaxational) in a semi-infinite system following a quench from the high temperature disordered phase to its critical temperature. We show that the local autocorrelation near the…

Condensed Matter · Physics 2009-10-28 Satya N. Majumdar , Anirvan M. Sengupta

We present a general conceptual framework for self-organized criticality (SOC), based on the recognition that it is nothing but the expression, ''unfolded'' in a suitable parameter space, of an underlying {\em unstable} dynamical critical…

adap-org · Physics 2009-10-22 Didier Sornette , Anders Johansen , Ivan Dornic

We propose practical extensions to Bayesian optimization for solving dynamic problems. We model dynamic objective functions using spatiotemporal Gaussian process priors which capture all the instances of the functions over time. Our…

Machine Learning · Statistics 2018-03-12 Favour M. Nyikosa , Michael A. Osborne , Stephen J. Roberts

In this paper we study a simple model of a purely excitatory neural network that, by construction, operates at a critical point. This model allows us to consider various markers of criticality and illustrate how they should perform in a…

Neurons and Cognition · Quantitative Biology 2013-05-17 Timothy J. Taylor , Caroline Hartley , Péter L. Simon , Istvan Z Kiss , Luc Berthouze

This paper concerns discrete-time infinite-horizon stochastic control systems with Borel state and action spaces and universally measurable policies. We study optimization problems on strategic measures induced by the policies in these…

Optimization and Control · Mathematics 2023-12-22 Huizhen Yu

This paper examines a variety of classical optimization problems, including well-known minimization tasks and more general variational inequalities. We consider a stochastic formulation of these problems, and unlike most previous work, we…

Optimization and Control · Mathematics 2025-11-11 Vladimir Solodkin , Andrew Veprikov , Aleksandr Beznosikov

We explore systematically perturbations of self-similar solutions to the Einstein-axion-dilaton system, whose dynamics are invariant under spacetime dilations combined with internal $SL(2,R)$ transformations. The self-similar solutions…

High Energy Physics - Theory · Physics 2022-02-15 Riccardo Antonelli , Ehsan Hatefi

In [Braz. J. Phys. 30, 27 (2000)] Dickman et al. suggested that self-organized criticality can be produced by coupling the activity of an absorbing state model to a dissipation mechanism and adding an external drive. We analyzed the…

Statistical Mechanics · Physics 2009-11-13 Gunnar Pruessner , Ole Peters

Feedback optimization has emerged as a promising approach for regulating dynamical systems to optimal steady states that are implicitly defined by underlying optimization problems. Despite their effectiveness, existing methods face two key…

Optimization and Control · Mathematics 2025-09-18 Gianluca Bianchin , Bryan Van Scoy

Safety-critical cyber-physical systems require control strategies whose worst-case performance is robust against adversarial disturbances and modeling uncertainties. In this paper, we present a framework for approximate control and learning…

Optimization and Control · Mathematics 2023-04-04 Aditya Dave , Ioannis Faros , Nishanth Venkatesh , Andreas A. Malikopoulos

We introduce a variational algorithm to estimate the likelihood of a rare event within a nonequilibrium molecular dynamics simulation through the evaluation of an optimal control force. Optimization of a control force within a chosen basis…

Statistical Mechanics · Physics 2021-01-14 Avishek Das , David T. Limmer

Designing high-performance electric machines that maintain their efficiency and reliability under uncertain material and operating conditions is crucial for industrial applications. In this paper, we present a novel framework for robust…

Optimization and Control · Mathematics 2025-04-08 Peter Gangl , Theodor Komann , Nepomuk Krenn , Stefan Ulbrich

Distributed optimization for resource allocation problems is investigated and a sub-optimal continuous-time algorithm is proposed. Our algorithm has lower order dynamics than others to reduce burdens of computation and communication, and is…

Optimization and Control · Mathematics 2020-02-13 Shu Liang , Xianlin Zeng , Guanpu Chen , Yiguang Hong

A control scheme to reduce the size of avalanches of the Bak-Tang-Wiesenfeld model on complex networks is proposed. Three network types are considered: those proposed by Erd\H{o}s-Renyi, Goh-Kahng-Kim, and a real network representing the…

Physics and Society · Physics 2015-06-16 Daniel O. Cajueiro , Roberto F. S. Andrade

We consider an optimization problem related to semi-active damping of vibrating systems. The main problem is to determine the best damping matrix able to minimize influence of the input on the output of the system. We use a minimization…

Dynamical Systems · Mathematics 2017-07-07 Zoran Tomljanović , Christopher Beattie , Serkan Gugercin

In this paper we introduce new notions of local extremality for finite and infinite systems of closed sets and establish the corresponding extremal principles for them called here rated extremal principles. These developments are in the…

Optimization and Control · Mathematics 2011-02-28 Boris S. Mordukhovich , Hung M. Phan

The work [8] established memory loss in the time-dependent (non-random) case of uniformly expanding maps of the interval. Here we find conditions under which we have convergence to the normal distribution of the appropriately scaled…

Dynamical Systems · Mathematics 2016-03-25 Peter Nandori , Domokos Szasz , Tamas Varju

This work proposes an implementable proximal-type method for a broad class of optimization problems involving nonsmooth and nonconvex objective and constraint functions. In contrast to existing methods that rely on an ad hoc model…

Optimization and Control · Mathematics 2024-09-26 Gregorio M. Sempere , Welington de Oliveira , Johannes O. Royset

The critical behavior of the gauge-glass and the XY spin-glass models in three dimensions is studied by analyzing their nonequilibrium aging dynamics. A new numerical method, which relies on the calculation of the two-time correlation and…

Statistical Mechanics · Physics 2014-01-22 F. Roma , D. Dominguez