相关论文: On the effect of heterogeneity in stochastic inter…

Complex macroscopic behaviour can arise in many-body systems with only very simple elements as a consequence of the combination of competition and inhomogeneity. This paper attempts to illustrate how statistical physics has driven this…

The goal of this paper is to study organized flocking behavior and systemic risk in heterogeneous mean-field interacting diffusions. We illustrate in a number of case studies the effect of heterogeneity in the behavior of systemic risk in…

Standard results for the fluctuations of thermodynamic quantities are derived under the assumption of sampling identical systems that are in different, not fully equilibrated states. These results apply to fluctuations with time in a…

We study consumption behaviour in systems with heterogeneous interacting agents. Two different models are introduced, respectively with long and short range interactions among agents. At any time step an agent decides whether or not to…

We study stochastic particle systems that conserve the particle density and exhibit a condensation transition due to particle interactions. We restrict our analysis to spatially homogeneous systems on finite lattices with stationary product…

In this article, we study an interacting particle system in the context of epidemiology where the individuals (particles) are characterized by their position and infection state. We begin with a description at the microscopic level where…

Risk-driven behavior provides a feedback mechanism through which individuals both shape and are collectively affected by an epidemic. We introduce a general and flexible compartmental model to study the effect of heterogeneity in the…

This essay discusses the advantages of a probabilistic agent-based approach to questions in theoretical economics, from the nature of economic agents, to the nature of the equilibria supported by their interactions. One idea we propose is…

When the complete understanding of a complex system is not available, as, e.g., for systems considered in the real-world, we need a top-down approach to complexity. In this approach one may start with the desire to understand general…

Many data sets contain an inherent multilevel structure, for example, because of repeated measurements of the same observational units. Taking this structure into account is critical for the accuracy and calibration of any statistical…

Using a semi-structural approach, the paper identifies how heterogeneity and financial frictions affect the transmission of aggregate shocks. Approximating a heterogeneous agent model around the representative agent allocation can…

We present an efficient particle filtering algorithm for multiscale systems, that is adapted for simple atmospheric dynamics models which are inherently chaotic. Particle filters represent the posterior conditional distribution of the state…

Prolongating our previous paper on the Einstein relation, we study the motion of a particle diffusing in a random reversible environment when subject to a small external forcing. In order to describe the long time behavior of the particle,…

Can one demonstrate quantitative effects of diversity within a system comprised of distinct individuals on the performance of the system as a whole? Assuming that individuals can be different, we develop a model to interpolate between…

We consider the effects of long-range temporal correlations in many-particle systems, focusing particularly on fluctuations about the typical behaviour. For a specific class of memory dependence we discuss the modification of the large…

The climate system is a forced, dissipative, nonlinear, complex and heterogeneous system that is out of thermodynamic equilibrium. The system exhibits natural variability on many scales of motion, in time as well as space, and it is subject…

We consider stochastic thermodynamics as a theory of statistical inference for experimentally observed fluctuating time-series. To that end, we introduce a general framework for quantifying the knowledge about the dynamical state of the…

We study the role of fluctuations in particle systems modeled by Dean-Kawasaki-type equations, which describe the evolution of particle densities in systems with Brownian motion. By comparing microscopic simulations, stochastic partial…

This article concerns a systemic manifestation of small scale interfacial heterogeneities in large scale quantities of interest to a variety of diverse applications spanning the earth, biological and ecological sciences. Beginning with…

We discuss the relevance of studying ecology within the framework of Complexity Science from a statistical mechanics approach. Ecology is concerned with understanding how systems level properties emerge out of the multitude of interactions…