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Competition for a limited resource is the hallmark of many complex systems, and often, that resource turns out to be the physical space itself. In this work, we study a novel model designed to elucidate the dynamics and emergence in complex…

Physics and Society · Physics 2026-03-18 Ann Mary Mathew , V Sasidevan

We address microscopic, agent based, and macroscopic, stochastic, modeling of the financial markets combining it with the exogenous noise. The interplay between the endogenous dynamics of agents and the exogenous noise is the primary…

Statistical Finance · Quantitative Finance 2016-11-22 Vygintas Gontis

We study an impact of a random environment on lifetimes of coherent systems with dependent components. There are two combined sources of this dependence. One results from the dependence of the components of the coherent system operating in…

Applications · Statistics 2018-09-18 Nil Kamal Hazra , Maxim Finkelstein

We numerically investigate the properties of speckle patterns formed by nonlinear point scatterers. We show that, in the weak localization regime, dynamical instability appears, eventually leading to chaotic behavior of the system.…

Mesoscale and Nanoscale Physics · Physics 2008-09-29 Benoit Gremaud , Thomas Wellens

We develop original models to study interacting agents in financial markets and in social networks. Within these models randomness is vital as a form of shock or news that decays with time. Agents learn from their observations and learning…

Mathematical Finance · Quantitative Finance 2023-07-14 Ionel Popescu , Tushar Vaidya

Collective leadership and herding may arise in standard models of opinion dynamics as an interplay of a strong separation of time scales within the population and its hierarchical organization. Using the voter model as a simple opinion…

Physics and Society · Physics 2017-07-12 Liudmila Rozanova , Marian Boguna

We define and study a rather complex market model, inspired from the Santa Fe artificial market and the Minority Game. Agents have different strategies among which they can choose, according to their relative profitability, with the…

Condensed Matter · Physics 2009-11-07 Irene Giardina , Jean-Philippe Bouchaud

Quantum coherences are paramount resources for applications, such as quantum-enhanced light-harvesting or quantum computing, which are fragile against environmental noise. We here derive generalized quantum master equations using…

Quantum Physics · Physics 2020-09-03 Chahan M. Kropf

We show that large, slowly driven systems can evolve to a self-organized critical state where long range temporal correlations between bursts or avalanches produce low frequency $1/f^{\alpha}$ noise. The avalanches can occur instantaneously…

Statistical Mechanics · Physics 2009-11-07 J. Davidsen , M. Paczuski

There are many natural, physical, and biological systems that exhibit multiple time scales. For example, the dynamics of a population of ticks can be described in continuous time during their individual life cycle yet discrete time is used…

Dynamical Systems · Mathematics 2009-07-10 Raquel M. Lopez , Sergei K. Suslov , Erika T. Camacho

We scrutinize the temporally-resolved speed of active cargo transport in living cells, and show intermittent bursting motions. These nonlinear fluctuations follow a scaling law over several decades of time and space, the statistical…

Subcellular Processes · Quantitative Biology 2015-06-16 Bo Wang , James Kuo , Steve Granick

A system of interacting particles described by stochastic differential equations is considered. As oppopsed to the usual model, where the noise perturbations acting on different particles are independent, here the particles are subject to…

Analysis of PDEs · Mathematics 2016-06-23 Michele Coghi , Franco Flandoli

Atmospheric flows, an example of turbulent fluid flows, exhibit fractal fluctuations of all space-time scales ranging from turbulence scale of mm -sec to climate scales of thousands of kilometers - years and may be visualized as a nested…

General Physics · Physics 2010-12-01 A. M. Selvam

In this paper we consider the modeling of opinion dynamics over time dependent large scale networks. A kinetic description of the agents' distribution over the evolving network is considered which combines an opinion update based on binary…

Numerical Analysis · Mathematics 2016-04-05 Giacomo Albi , Lorenzo Pareschi , Mattia Zanella

In this work, we investigate interactions that simultaneously order a system locally, while keeping it globally disordered. The study is done in the context of the emergence of diversity in opinion propagation models with interactions…

Physics and Society · Physics 2017-09-20 André M. Timpanaro

We investigate the emergence of localized coherent behavior in a system consisting of two populations of social agents possessing a condition for non-interacting states, mutually coupled through global interaction fields. As an example of…

Physics and Society · Physics 2013-12-31 J. C. González-Avella , M. G. Cosenza , M. San Miguel

Here we study the emergence of spontaneous leadership in large populations. In standard models of opinion dynamics, herding behavior is only obeyed at the local scale due to the interaction of single agents with their neighbors; while at…

Physics and Society · Physics 2015-06-11 Guillem Mosquera-Donate , Marian Boguna

We demonstrate the existence of noise-induced periodicity (coherence resonance) in both a discrete-time model and a continuous-time model of an excitable neuron. In particular, we show that the effects of noise added to the fast and slow…

Neurons and Cognition · Quantitative Biology 2009-11-10 Robert C. Hilborn , Rebecca J. Erwin

A mathematical model of interacting species filling ecological niches left by the extinction of others is introduced. Species organize themselves into genera of all sizes. The size of a genus on average grows linearly with its age,…

Condensed Matter · Physics 2008-02-03 Susanna Manrubia , Maya Paczuski

Imperfections in multimode systems lead to mode-mixing and interferences between propagating modes. Such disorder is typically characterized by a finite correlation time (in quantum evolution) or correlation length (in paraxial evolution).…

Disordered Systems and Neural Networks · Physics 2019-04-24 Yaxin Li , Doron Cohen , Tsampikos Kottos
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