Related papers: Phase Transitions in Operational Risk
Hypergraphs naturally represent higher-order interactions, which persistently appear from social interactions to neural networks and other natural systems. Although their importance is well recognized, a theoretical framework to describe…
Dynamical phase transitions are defined through non-analyticities of the survival probability of an out-of-equilibrium time-evolving state at certain critical times. They ensue from zeros of the corresponding survival amplitude. By…
The present work is an endeavour to determine analytically features of the stationary measure of a non-integrable zero-range process, and to investigate the possible existence of phase transitions for such a nonequilibrium model. The rates…
Bank crisis is challenging to define but can be manifested through bank contagion. This study presents a comprehensive framework grounded in nonlinear time series analysis to identify potential early warning signals (EWS) for impending…
We study a mean field model of a complex network, focusing on edge and triangle densities. Our first result is the derivation of a variational characterization of the entropy density, compatible with the infinite node limit. We then…
We present a cascading failure model of two interdependent networks in which functional nodes belong to components of size greater than or equal to $s$. We find theoretically and via simulation that in complex networks with random…
Realistic large-scale networks display an heterogeneous distribution of connectivity weights, that might also randomly vary in time. We show that depending on the level of heterogeneity in the connectivity coefficients, different…
Projects are finite terminating endeavors with distinctive outcomes, usually, occurring under transient conditions. Nevertheless, most estimation, planning, and scheduling approaches overlook the dynamics of project-based systems in…
Many social, biological, and economic systems can be approached by complex networks of interacting units. The behaviour of several models on small-world networks has recently been studied. These models are expected to capture the essential…
Our current world is linked by a complex mesh of networks where information, people and goods flow. These networks are interdependent each other, and present structural and dynamical features different from those observed in isolated…
We describe a phase transition that gives rise to structurally non-trivial states in a two-dimensional ordered network of particles connected by harmonic bonds. Monte Carlo simulations reveal that the network supports, apart from the…
We perform simulations of random Ising models defined over small-world networks and we check the validity and the level of approximation of a recently proposed effective field theory. Simulations confirm a rich scenario with the presence of…
We present a new approach to the logical design of relational databases, based on strategic port graph rewriting. We show how to model relational schemata as attributed port graphs and provide port graph rewriting rules to perform…
Human mobility and activity patterns mediate contagion on many levels, including the spatial spread of infectious diseases, diffusion of rumors, and emergence of consensus. These patterns however are often dominated by specific locations…
Critical infrastructure systems must be both robust and resilient in order to ensure the functioning of society. To improve the performance of such systems, we often use risk and vulnerability analysis to find and address system weaknesses.…
Frailty models are essential tools in survival analysis for addressing unobserved heterogeneity and random effects in the data. These models incorporate a random effect, the frailty, which is assumed to impact the hazard rate…
The emergence of periodic oscillations is observed in various complex systems in nature and engineering. Thermoacoustic oscillations in systems comprising turbulent reactive flow exemplify such complexity in the engineering context, where…
To mimic the complex transport-like collective phenomena in a man-made or natural system, we study an open network junction model of totally asymmetric simple exclusion process with bulk particle attachment and detachment. The stationary…
Functional data analysis in a mixed-effects model framework is done using operator calculus. In this approach the functional parameters are treated as serially correlated effects giving an alternative to the penalized likelihood approach,…
We review selected results related to robustness of networked systems in finite and asymptotically large size regimes, under static and dynamical settings. In the static setting, within the framework of flow over finite networks, we discuss…