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Experiments in predator-prey systems show the emergence of long-term cycles. Deterministic model typically fails in capturing these behaviors, which emerge from the microscopic interplay of individual based dynamics and stochastic effects.…

Numerical Analysis · Mathematics 2022-03-03 Giacomo Albi , Roberto Chignola , Federica Ferrarese

The critical dynamics of conformal field theories on random surfaces is investigated beyond the previously studied dynamics of the overall area and the genus. It is found that the evolution of the order parameter in physical time performs a…

High Energy Physics - Theory · Physics 2025-11-04 Christof Schmidhuber

Empirically derived continuum models of collective behavior among large populations of dynamic agents are a subject of intense study in several fields, including biology, engineering and finance. We formulate and study a mean-field game…

Adaptation and Self-Organizing Systems · Physics 2018-06-22 Piyush Grover , Kaivalya Bakshi , Evangelos A. Theodorou

We consider the stochastic quantization method for scalar fields defined in a curved manifold. The two-point function associated to a massive self-interacting scalar field is evaluated, up to the first order level in the coupling constant…

High Energy Physics - Theory · Physics 2009-03-20 T. C. de Aguiar , G. Menezes , N. F. Svaiter

In this paper, we are concerned with a stochastic optimal control problem of mean-field type under partial observation, where the state equation is governed by the controlled nonlinear mean-field stochastic differential equation, moreover…

Optimization and Control · Mathematics 2016-11-15 Maonin Tang , Qingxin Meng

We propose a general analytical framework for single-facility continuous location problems under spatial demand uncertainty. In contrast to classical formulations based on discrete or regionally aggregated demands, the proposed model…

Optimization and Control · Mathematics 2025-11-05 Víctor Blanco , Miguel Martínez-Antón

The rigorous linking of exact stochastic models to mean-field approximations is studied. Starting from the differential equation point of view the stochastic model is identified by its Kolmogorov equations, which is a system of linear ODEs…

Dynamical Systems · Mathematics 2011-09-19 András Bátkai , Istvan Z. Kiss , Eszter Sikolya , Péter L. Simon

We show, using detailed numerical analysis and theoretical arguments, that the normalized participation number of the stationary solutions of disordered nonlinear lattices obeys a one-parameter scaling law. Our approach opens a new way to…

Disordered Systems and Neural Networks · Physics 2010-04-28 Joshua D. Bodyfelt , Tsampikos Kottos , Boris Shapiro

The aim of this work is to learn models of population dynamics of physical systems that feature stochastic and mean-field effects and that depend on physics parameters. The learned models can act as surrogates of classical numerical models…

Machine Learning · Statistics 2024-10-28 Jules Berman , Tobias Blickhan , Benjamin Peherstorfer

The main difficulty that arises in the analysis of most machine learning algorithms is to handle, analytically and numerically, a large number of interacting random variables. In this Ph.D manuscript, we revisit an approach based on the…

Disordered Systems and Neural Networks · Physics 2021-03-11 Benjamin Aubin

We investigate numerically the Self Organized Criticality (SOC) properties of the dissipative Olami-Feder-Christensen model on small-world and scale-free networks. We find that the small-world OFC model exhibits self-organized criticality.…

Statistical Mechanics · Physics 2007-05-23 Filippo Caruso , Vito Latora , Alessandro Pluchino , Andrea Rapisarda , Bosiljka Tadic

Power laws and distributions with heavy tails are common features of many experimentally studied complex systems, like the distribution of the sizes of earthquakes and solar flares, or the duration of neuronal avalanches in the brain.…

Adaptation and Self-Organizing Systems · Physics 2014-03-05 Dimitrije Markovic , Claudius Gros

We introduce and study a nonlinear discrete dynamical system describing the evolution of a resource distribution among interacting agents. The model generalizes several classical mean-field and opinion-dynamics frameworks and is defined on…

Dynamical Systems · Mathematics 2026-04-28 Oksana Satur

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

Incorporating the concept of order parameter of the mean-field theory into the simulated annealing method, we presented a new optimization algorithm, the guided simulated annealing method. In this method mean-field order parameters are…

Statistical Mechanics · Physics 2009-11-10 C. I. Chou , R. S. Han , S. P. Li , T. K. Lee

Studies on social networks have proved that endogenous and exogenous factors influence dynamics. Two streams of modeling exist on explaining the dynamics of social networks: 1) models predicting links through network properties, and 2)…

Social and Information Networks · Computer Science 2012-10-22 Julie M. Birkholz , Rena Bakhshi , Ravindra Harige , Maarten van Steen , Peter Groenewegen

An order parameter description of the Anderson-Mott transition (AMT) is given. We first derive an order parameter field theory for the AMT, and then present a mean-field solution. It is shown that the mean-field critical exponents are exact…

Condensed Matter · Physics 2009-10-22 D. Belitz , T. R. Kirkpatrick

We introduce a system of self-propelled agents (active Brownian particles) with velocity alignment in two spatial dimensions and derive a mean-field theory from the microscopic dynamics via a nonlinear Fokker-Planck equation and a moment…

Statistical Mechanics · Physics 2011-09-26 Pawel Romanczuk , Lutz Schimansky-Geier

Understanding the emergence of universal features such as the stylized facts in markets is a long-standing challenge that has drawn much attention from economists and physicists. Most existing models, such as stochastic volatility models,…

Trading and Market Microstructure · Quantitative Finance 2021-01-18 Fabin Shi , Nathan Aden , Shengda Huang , Neil Johnson , Xiaoqian Sun , Jinhua Gao , Li Xu , Huawei Shen , Xueqi Cheng , Chaoming Song

Recognising changes in collective dynamics in complex systems is essential for predicting potential events and their development. Possessing intrinsic attractors with laws associated with scale invariance, self-organised critical dynamics…

Statistical Mechanics · Physics 2024-03-26 Bosiljka Tadic , Alexander Shapoval , Mikhail Shnirman
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