Related papers: Endogenous versus Exogenous Origins of Crises

In physics, I noticed subjects not explained by formulas were often not studied, like how uncontrolled growth systems changed form. Weather, businesses, societies, environments, communities, cultures, groups, relationships, lives, and…

Ecological networks describe the interactions between different species, informing us of how they rely on one another for food, pollination and survival. If a species in an ecosystem is under threat of extinction, it can affect other…

On timescales that greatly exceed an orbital period, typical planetary orbits evolve in a stochastic yet stable fashion. On even longer timescales, however, planetary orbits can spontaneously transition from bounded to unbound chaotic…

Ecosystems frequently display the coexistence of diverse species under resource competition, typically resulting in skewed distributions of rarity and abundance. A potential driver of such coexistence is environmental fluctuations that…

While network abrupt breakdowns due to overloads and cascading failures have been studied extensively, the critical exponents and the universality class of such phase transitions have not been discussed. Here, we study breakdowns triggered…

Biological systems with many components often exhibit seemingly critical behaviors, characterized by atypically large correlated fluctuations. Yet the underlying causes remain unclear. Here we define and examine two types of criticality.…

Our paper computationally explores the extinction dynamics of an animal species effected by a sudden spike in mortality due to an extreme event. In our study, the animal species has a 2-year life cycle and is endowed with a high survival…

This review is a partial synthesis of the book ``Why stock market crash'' (Princeton University Press, January 2003), which presents a general theory of financial crashes and of stock market instabilities that his co-workers and the author…

The response of precipitation extremes to climate change is considered using results from theory, modeling, and observations, with a focus on the physical factors that control the response. Observations and simulations with climate models…

Empirical estimation of critical points at which complex systems abruptly flip from one state to another is among the remaining challenges in network science. However, due to the stochastic nature of critical transitions it is widely…

Investigation of the critical levels and catastrophes in the complex systems of different nature is useful and perspective. Mathematical modeling and analysis is presented for revealing and investigation of the phenomena and critical levels…

Many illnesses are associated with an alteration of the immune system homeostasis due to any combination of factors, including exogenous bacterial insult, endogenous breakdown (e.g., development of a disease that results in immuno…

A general theory of top-down cascades in complex networks is described which explains two similar types of perturbation amplifications in the complex networks of business supply chains (the `bullwhip effect') and ecological food webs…

We present an extensive study of the foreshock and aftershock signatures accompanying peaks of book sales. The time series of book sales are derived from the ranking system of Amazon.com. We present two independent ways of classifying…

We simulate an individual-based model that represents both the phenotype and genome of digital organisms with predator-prey interactions. We show how open-ended growth of complexity arises from the invariance of genetic evolution operators…

Highly-diverse ecosystems exhibit a broad distribution of population sizes and species turnover, where species at high and low abundances are exchanged over time. We show that these two features generically emerge in the fluctuating phase…

We present a model that investigates the spontaneous emergence of randomness in equity market microstructure. The phase space analysis of our model exposes an endogenous source of fluctuation in price and volume. We formulate a control…

The frequency of disruptive and newly emerging threats (e.g. man-made attacks--cyber and physical attacks; extreme natural events--hurricanes, earthquakes, and floods) has escalated dramatically in the last decade. Impacts of these events…

We present numerical results based on a simplified ecological system in evolution, showing features of extinction similar to that claimed for the biosystem on Earth. In the model each species consists of a population in interaction with the…

Complex adaptive systems (CASs), from ecosystems to economies, are open systems and inherently dependent on external conditions. While a system can transition from one state to another based on the magnitude of change in external…