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Systems with nonreciprocal interactions generically display time-dependent states. These are routinely observed in finite systems, from neuroscience to active matter, in which globally ordered oscillations exist. However, the stability of…
Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…
This article is concerned with stability analysis and stabilization of randomly switched systems under a class of switching signals. The switching signal is modeled as a jump stochastic (not necessarily Markovian) process independent of the…
We provide a detailed discussion about the unitary and reduced evolution induced by family of Hamiltonian models describing a multilevel system, with a ground state and a possibly multilevel excited sector, coupled to a multimode boson…
Based on empirical evidences and previous studies, we introduce and mathematically study a perception-driven model for the dynamics of buyer populations in markets of perishable goods. Buyer behaviours are driven partly by some loyalty to…
We introduce a stochastic heterogeneous interacting-agent model for the short-time non-equilibrium evolution of excess demand and price in a stylized asset market. We consider a combination of social interaction within peer groups and…
We use the Mandelbrot-Zipfs power law for the description of the inhomogenity of the spin system. We describe the statistical distributions of the domain's masses in the Ising model near the phase transition induced by the temperature. The…
We introduce solvable stochastic dealer models, which can reproduce basic empirical laws of financial markets such as the power law of price change. Starting from the simplest model that is almost equivalent to a Poisson random noise…
Randomly coupled Ising spins constitute the classical model of collective phenomena in disordered systems, with applications covering ferromagnetism, combinatorial optimization, protein folding, stock market dynamics, and social dynamics.…
Even the most regular stick-slip frictional sliding is always stochastic, with irregularity in both the intervals between slip events and the sizes of the associated stress drops. Applying small-amplitude oscillations to the shear force, we…
The traditional dynamical phase transition refers to the appearance of singularities in an observable with respect to a control parameter for a late-time state or singularities in the rate function of the Loschmidt echo with respect to…
To investigate novel aspects of pattern formation in spin systems, we use a mapping between reactive concentrations in a reaction-diffusion system and spin orientations in a dynamic multiple-spin Ising model. While pattern formation in…
In a system of interacting thin rigid rods of equal length $2 \ell$ on a two-dimensional grid of lattice spacing $a$, we show that there are multiple phase transitions as the coupling strength $\kappa=\ell/a$ and the temperature are varied.…
We consider the behavior of an Ising ferromagnet obeying the Glauber dynamics under the influence of a fast switching, random external field. Analytic results for the stationary state are presented in mean-field approximation, exhibiting a…
Most models for barrier pricing are designed to let a market maker tune the model-implied covariance between moves in the asset spot price and moves in the implied volatility skew. This is often implemented with a local…
Nonequilibrium behavior and dynamic phase transition properties of a kinetic Ising model under the influence of periodically oscillating random-fields have been analyzed within the framework of effective field theory (EFT) based on a…
We discuss Hamiltonian model of oscillator lattice with local coupling. Model describes spatial modes of nonlinear Schr\"{o}dinger equation with periodic tilted potential. The Hamiltonian system manifests reversibility of Topaj - Pikovsky…
We use a generic model for type-I excitability (known as the SNIPER or SNIC model) to describe the local dynamics of nodes within a network in the presence of non-zero coupling delays. Utilising the method of the Master Stability Function,…
We calculate the realized volatility in the spin model of financial markets and examine the returns standardized by the realized volatility. We find that moments of the standardized returns agree with the theoretical values of standard…
We present exact results, as well as some illustrative Monte Carlo simulations, concerning a stochastic network with weighted connections in which the fraction of nodes that are dynamically synchronized is a parameter. This allows one to…