Related papers: Phase Transitions in Operational Risk
We consider a phenomenological continuum model for an active nematic fluid and show a universal, model independent, instability which renders the homogeneous nematic state unstable to order fluctuations. Using numerical and analytic tools…
Operational risk is challenging to quantify because of the broad range of categories (fraud, technological issues, natural disasters) and the heavy-tailed nature of realized losses. Operational risk modeling requires quantifying how these…
The phase ordering dynamics of coupled chaotic maps on fractal networks are investigated. The statistical properties of the systems are characterized by means of the persistence probability of equivalent spin variables that define the…
Modular networks, such as critical infrastructures, are often built from distinct, densely connected modules (e.g., cities) that are sparsely interconnected. When such networks are gradually and randomly disrupted under a percolation…
In recent years, machine learning has been adopted to complex networks, but most existing works concern about the structural properties. To use machine learning to detect phase transitions and accurately identify the critical transition…
In discrete-time dynamics, it is frequently assumed that the transition probabilities (e.g., the recovery probability) are independent of the network structure. However, there is a lack of empirical evidence to support this claim in large…
We overview the concept of dynamical phase transitions in isolated quantum systems quenched out of equilibrium. We focus on non-equilibrium transitions characterized by an order parameter, which features qualitatively distinct temporal…
The percolation phase transition in complex network systems attracts much attention and has numerous applications in various research fields. Finite size effects smooth the transition and make it difficult to predict the critical point of…
Zero-range processes, in which particles hop between sites on a lattice, are closely related to equilibrium networks, in which rewiring of links take place. Both systems exhibit a condensation transition for appropriate choices of the…
We derive the exact solution of a one-dimensional Markov functional model with log-normally distributed interest rates in discrete time. The model is shown to have two distinct limiting states, corresponding to small and asymptotically…
We study deterministic continuous-time lossy dynamical flow networks with constant exogenous demands, fixed routing, and finite flow and buffer capacities. In the considered model, when the total net flow in a cell ---consisting of the…
The rapid advancement of technology underscores the critical importance of robustness in complex network systems. This paper presents a framework for investigating the structural robustness of interconnected network models. This paper…
Because of one-valued connection between the configurational entropy and the order parameter it is possible to present the theory of the second order phase transitions in terms of the configurational entropy. It is offered a variant of…
We propose a portfolio approach for operational risk quantification based on a class of analytical models from which we derive new results on the correlation problem. In particular, we show that uniform correlation is a robust assumption…
We propose to construct cross and joint ordinal pattern transition networks from multivariate time series for two coupled systems, where synchronizations are often present. In particular, we focus on phase synchronization, which is one of…
Analyzing synchronized nonlinear oscillators is one of the most important and attractive topics in nonlinear science. By understanding the interactions between the oscillators, we can figure out the synchronization process. A promising…
There is a pressing need for a description of complex systems that includes considerations of the underlying network of interactions, for a diverse range of biological, technological and other networks. In this work relationships between…
The possible paralelism existing between phase transitions and fracture in disordered materials, is discussed using the well-known Fiber Bundle Models and a probabilistic approach suited to smooth fluctuations near the critical point. Two…
We have studied the phase transition of the contact process near a multiple junction of $M$ semi-infinite chains by Monte Carlo simulations. As opposed to the continuous transitions of the translationally invariant ($M=2$) and semi-infinite…
The connectivity of individual neurons of large neural networks determine both the steady state activity of the network and its answer to external stimulus. Highly diluted random networks have zero activity. We show that increasing the…