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Despite the incredible complexity of our brains' neural networks, theoretical descriptions of neural dynamics have led to profound insights into possible network states and dynamics. It remains challenging to develop theories that apply to…

Neurons and Cognition · Quantitative Biology 2022-07-06 Jonas Ranft , Benjamin Lindner

We present a stochastic approach for charge transport in transistors. In this approach, the electron and hole densities are governed by diffusion-reaction stochastic differential equations satisfying local detailed balance and the electric…

Statistical Mechanics · Physics 2021-02-08 Jiayin Gu , Pierre Gaspard

Time-dependent driving influences the quantum and thermodynamic fluctuations of a system, changing the familiar physical picture of electronic noise which is an important source of information the about microscopic mechanism of quantum…

Mesoscale and Nanoscale Physics · Physics 2020-11-25 Thomas D. Honeychurch , Daniel S. Kosov

We consider a linear elliptic system in divergence form with random coefficients and study the random fluctuations of large-scale averages of the field and the flux of the solution operator. In the context of the random conductance model,…

Analysis of PDEs · Mathematics 2019-10-25 Mitia Duerinckx , Antoine Gloria , Felix Otto

We study the mean field approximation of a recent model of cascades on networks relevant to the investigation of systemic risk control in financial networks. In the model, the hypothesis of a trend reinforcement in the stochastic process…

Physics and Society · Physics 2007-11-13 Jan Lorenz , Stefano Battiston

This is the transcript of a talk given at the 1992 Complex Systems Summer School. The theory of large fluctuations of stochastically perturbed continuous-time dynamical systems is reviewed, and the large fluctuations of two stochastic…

chao-dyn · Physics 2008-02-03 Robert S. Maier

This paper studies a stochastic model that describes the evolution of vehicle densities in a road network. It is consistent with the class of (deterministic) kinematic wave models, which describe traffic flows on the basis of conservation…

Probability · Mathematics 2021-02-11 Michel Mandjes , Jaap Storm

We propose an adaptive diffusion mechanism to optimize a global cost function in a distributed manner over a network of nodes. The cost function is assumed to consist of a collection of individual components. Diffusion adaptation allows the…

Optimization and Control · Mathematics 2015-06-03 Jianshu Chen , Ali H. Sayed

This paper considers the problem of randomized influence maximization over a Markovian graph process: given a fixed set of nodes whose connectivity graph is evolving as a Markov chain, estimate the probability distribution (over this fixed…

Social and Information Networks · Computer Science 2017-11-10 Buddhika Nettasinghe , Vikram Krishnamurthy

In this work we study of the dynamics of large size random neural networks. Different methods have been developed to analyse their behavior, most of them rely on heuristic methods based on Gaussian assumptions regarding the fluctuations in…

Disordered Systems and Neural Networks · Physics 2018-12-19 A. Crisanti , H. Sompolinsky

Within the abstract framework of dynamical system theory we describe a general approach to the Transient (or Evans-Searles) and Steady State (or Gallavotti-Cohen) Fluctuation Theorems of non-equilibrium statistical mechanics. Our main…

Mathematical Physics · Physics 2011-06-21 Vojkan Jakšić , Claude-Alain Pillet , Luc Rey-Bellet

We study the role of finiteness and fluctuations about average quantities for basic structural properties of growing networks. We first determine the exact degree distribution of finite networks by generating function approaches. The…

Statistical Mechanics · Physics 2009-11-07 P. L. Krapivsky , S. Redner

We employ the macroscopic fluctuation theory to study fluctuations of integrated current in one-dimensional lattice gases with a step-like initial density profile. We analytically determine the variance of the current fluctuations for a…

Statistical Mechanics · Physics 2015-06-05 P. L. Krapivsky , Baruch Meerson

We present a theoretical approach to include dynamical aspects of molecular structural fluctuations, such as, for example, forming and breaking hydrogen bonds, isomerizations, and dynamical supramolecular structures, in nonequilibrium…

Mesoscale and Nanoscale Physics · Physics 2022-10-18 Daniel S. Kosov

We review various methods to investigate the statics and the dynamics of collective composition fluctuations in dense polymer mixtures within fluctuating-field approaches. The central idea of fluctuating-field theories is to rewrite the…

Soft Condensed Matter · Physics 2007-05-23 Marcus Mueller , Friederike Schmid

Fluctuation relations establish rigorous identities for the nonequilibrium averages of observables. Starting from a general transport master equation with time-dependent rates, we employ the stochastic path integral approach to study…

Statistical Mechanics · Physics 2010-10-21 A. Altland , A. De Martino , R. Egger , B. Narozhny

A probabilistic framework is introduced that represents stylized banking networks and aims to predict the size of contagion events. In contrast to previous work on random financial networks, which assumes independent connections between…

General Finance · Quantitative Finance 2011-10-20 Thomas R. Hurd , James P. Gleeson

We explore the distribution of paths followed in fluctuation-induced switching between coexisting stable states. We introduce a quantitative characteristic of the path distribution in phase space that does not require a priori knowledge of…

Statistical Mechanics · Physics 2009-11-13 H. B. Chan , M. I. Dykman , C. Stambaugh

Traffic fluctuation has so far been studied on unweighted networks. However many real traffic systems are better represented as weighted networks, where nodes and links are assigned a weight value representing their physical properties such…

Statistical Mechanics · Physics 2011-11-11 Yichao Zhang , Shi Zhou , Zhongzhi Zhang , Jihong Guan , Shuigeng Zhou , Guanrong Chen

Modeling and simulating movement of vehicles in established transportation infrastructures, especially in large urban road networks is an important task. It helps with understanding and handling traffic problems, optimizing traffic…

Systems and Control · Electrical Eng. & Systems 2021-06-09 Renátó Besenczi , Norbert Bátfai , Péter Jeszenszky , Roland Major , Fanny Monori , Márton Ispány