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This article is concerned with stochastic control problems for backward doubly stochastic differential equations of mean-field type, where the coefficient functions depend on the joint distribution of the state process and the control…

Probability · Mathematics 2022-05-26 Jian Song , Meng Wang

Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…

Systems and Control · Computer Science 2017-01-11 Luca Bortolussi , Guido Sanguinetti

Mean-field approaches where a complex fermionic many-body problem is replaced by an ensemble of independent particles in a self-consistent mean-field can describe many static and dynamical aspects. It generally provides a rather good…

Nuclear Theory · Physics 2015-06-18 Denis Lacroix , Sakir Ayik

We consider mean-field models for data--clustering problems starting from a generalization of the bounded confidence model for opinion dynamics. The microscopic model includes information on the position as well as on additional features of…

Numerical Analysis · Mathematics 2020-03-16 Michael Herty , Lorenzo Pareschi , Giuseppe Visconti

In this paper, we study the optimal control of a discrete-time stochastic differential equation (SDE) of mean-field type, where the coefficients can depend on both a function of the law and the state of the process. We establish a new…

Optimization and Control · Mathematics 2022-10-05 Arzu Ahmadova , Nazim I. Mahmudov

We introduce a stochastic sandpile model where finite drive and dissipation are coupled to the activity field. The absorbing phase transition here, as expected, belongs to the directed percolation (DP) universality class. We focus on the…

Statistical Mechanics · Physics 2015-06-23 U. Basu , P. K. Mohanty

Self-organized criticality is a well-established phenomenon, where a system dynamically tunes its structure to operate on the verge of a phase transition. Here, we show that the dynamics inside the self-organized critical state are…

Adaptation and Self-Organizing Systems · Physics 2025-08-19 Silja Sormunen , Thilo Gross , Jari Saramäki

Active systems, which are driven out of equilibrium by local non-conservative forces, exhibit unique behaviors and structures with potential utility for the design of novel materials. An important and difficult challenge along the path…

Soft Condensed Matter · Physics 2022-08-09 Laura Tociu , Gregory Rassolov , Étienne Fodor , Suriyanarayanan Vaikuntanathan

Projective measurements of collective observables can be employed to herald the preparation of entangled states of quantum systems, and the resulting conditional dynamics is usually handled by stochastic master equation (SME) for small…

Quantum Physics · Physics 2026-02-13 ZhiQing Zhang , HaiZhong Guo , Lingrui Wang , Gang Chen , Chongxin Shan , Klaus Mølmer , Yuan Zhang

This paper studies the rate of convergence of a family of continuous-time Markov chains (CTMC) to a mean-field model. When the mean-field model is a finite-dimensional dynamical system with a unique equilibrium point, an analysis based on…

Performance · Computer Science 2015-10-06 Lei Ying

High-order extensions of the Hopfield model are known to exhibit dramatically enhanced storage capacity at equilibrium, while their dynamical retrieval properties remain less well understood. In our previous work, we carried out a dynamical…

Statistical Mechanics · Physics 2026-04-06 Yuto Sumikawa , Yoshiyuki Kabashima

The mean-field theory of Kinetically-Constrained-Models is developed by considering the Fredrickson-Andersen model on the Bethe lattice. Using certain properties of the dynamics observed in actual numerical experiments we derive asymptotic…

Disordered Systems and Neural Networks · Physics 2025-01-20 Gianmarco Perrupato , Tommaso Rizzo

A general class of dynamical systems which can be trained to operate in classification and generation modes are introduced. A procedure is proposed to plant asymptotic stationary attractors of the deterministic model. Optimizing the…

Disordered Systems and Neural Networks · Physics 2025-10-15 Stefano Gagliani , Feliciano Giuseppe Pacifico , Lorenzo Chicchi , Duccio Fanelli , Diego Febbe , Lorenzo Buffoni , Raffaele Marino

We study a simple model of spin network evolution motivated by the hypothesis that the emergence of classical space-time from a discrete microscopic dynamics may be a self-organized critical process. Self organized critical systems are…

High Energy Physics - Theory · Physics 2008-11-26 Mohammad H. Ansari , Lee Smolin

To describe and analyze the dynamics of Self-Organized Criticality (SOC) systems, a four-state continuous-time Markov model is proposed in this paper. Different to computer simulation or numeric experimental approaches commonly employed for…

Statistical Mechanics · Physics 2009-10-05 De Tao Mao , Yisheng Zhong

We investigate team optimal control of stochastic subsystems that are weakly coupled in dynamics (through the mean-field of the system) and are arbitrary coupled in the cost. The controller of each subsystem observes its local state and the…

Optimization and Control · Mathematics 2020-12-04 Jalal Arabneydi , Aditya Mahajan

Depending on the rule for tree growth, the forest-fire model shows either self-organized criticality with rule-dependent exponents, or synchronization, or an intermediate behavior. This is shown analytically for the one-dimensional system,…

Condensed Matter · Physics 2009-10-28 Barbara Drossel

The Olami--Feder--Christensen earthquake model is often considered the prototype dissipative self--organized critical model. It is shown that the size distribution of events in this model results from a complex interplay of several…

Statistical Mechanics · Physics 2009-11-07 Barbara Drossel

In the modelling of stochastic phenomena, such as quasi-reaction systems, parameter estimation of kinetic rates can be challenging, particularly when the time gap between consecutive measurements is large. Local linear approximation…

Methodology · Statistics 2026-03-10 Matteo Framba , Veronica Vinciotti , Ernst C. Wit

We discuss a class of explicitly solvable mean field type control problems/mean field games with a clear economic interpretation. More precisely, we consider long term average impulse control problems with underlying general one-dimensional…

Optimization and Control · Mathematics 2021-04-28 Sören Christensen , Berenice Anne Neumann , Tobias Sohr