Related papers: Phase Transitions in Operational Risk
The properties of the first-order phase transition in a set of plasma models with common feature - absence of individual correlations between charges of op-posite sign, have been studied. Predicted discontinuities in equilibrium non-uniform…
It is often the case that risk assessment and prognostics are viewed as related but separate tasks. This chapter describes a risk-based approach to prognostics that seeks to provide a tighter coupling between risk assessment and fault…
Random walks serve as important tools for studying complex network structures, yet their dynamics in cases where transition probabilities are not static remain under explored and poorly understood. Here we study nonlinear random walks that…
In this paper, we study the phase transition behavior emerging from the interactions among multiple agents in the presence of noise. We propose a simple discrete-time model in which a group of non-mobile agents form either a fixed connected…
We set out to explore the possibility of investigating the critical behavior of systems with first-order phase transition using deep machine learning. We propose a machine learning protocol with ternary classification of instantaneous spin…
Cascading failures, such as bankruptcies and defaults, pose a serious threat for the resilience of the global financial system. Indeed, because of the complex investment and cross-holding relations within the system, failures can occur as a…
Nonequilibrium steady states in an open system connecting two reservoirs of platelike colloidal particles are investigated by means of a recently proposed phenomenological dynamic density functional theory [M. Bier and R. van Roij, Phys.…
The fate of cities under natural hazards depends not only on hazard intensity but also on the coupling of structural damage, a collective process that remains poorly understood. Here we show that urban structural damage exhibits…
The functions of many networked systems in physics, biology or engineering rely on a coordinated or synchronized dynamics of its constituents. In power grids for example, all generators must synchronize and run at the same frequency and…
The emergence of labor division in multi-agent system is analyzed by the method of statistical physics. Considering a system consists of N homogeneous agents. Their behaviors are determined by the returns from their production. Using the…
A version of the second order phase transition theory, in which the Nernst theorem holds automatically, is proposed. The theory is constructed in terms of the order parameter and the (configurational) entropy. It faithfully reproduces the…
Identifying causal relationships is a challenging yet crucial problem in many fields of science like epidemiology, climatology, ecology, genomics, economics and neuroscience, to mention only a few. Recent studies have demonstrated that…
Stochastic point processes with refractoriness appear frequently in the quantitative analysis of physical and biological systems, such as the generation of action potentials by nerve cells, the release and reuptake of vesicles at a synapse,…
Risks threatening modern societies form an intricately interconnected network that often underlies crisis situations. Yet, little is known about how risk materializations in distinct domains influence each other. Here we present an approach…
We present a method for determining optimal modes of operation for autonomously oscillating systems with uncertain parameters. In a typical application of the method, a nonlinear dynamical system is optimized with respect to an economic…
Based on numerical simulation and local stability analysis we describe the structure of the phase space of the edge/triangle model of random graphs. We support simulation evidence with mathematical proof of continuity and discontinuity for…
Distribution-dependent stochastic dynamical systems arise widely in engineering and science. We consider a class of such systems which model the limit behaviors of interacting particles moving in a vector field with random fluctuations. We…
We study a modified version of the stochastic susceptible-infected-refractory-susceptible (SIRS) model by employing a nonlinear (exponential) reinforcement in the contagion rate and no diffusion. We run simulations for complete and random…
Recent studies have investigated various dynamic processes characterizing collective behaviors in real-world systems. However, these dynamics have been studied individually in specific contexts. In this article, we present a holistic…
The relation between thermodynamic phase transitions in classical systems and topology changes in their configuration space is discussed for a one-dimensional, analytically tractable solid-on-solid model. The topology of a certain family of…