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The goal of this article is to describe the concepts of system dynamics and its applications to the simulation modeling of financial institutions daily activity. The hybrid method of the re-engineering of banking business processes based…

综合金融 · 定量金融 2009-12-08 Mikhail I. Rumyantsev

We present a general formalism able to derive the kinetic equations of polymer dynamics. It is based on the application of nonequilibrium thermodynamics to analyze the irreversible processes taking place in the conformational space of the…

软凝聚态物质 · 物理学 2009-11-07 J. M. Rubi , A. Perez-Madrid

Within the frames of the analytical mechanics the method of the description of dynamics of nonequilibrium systems of potentially interacting elements is develops. The method is based on an opportunity of representation of nonequilibrium…

综合物理 · 物理学 2012-05-14 V. M. Somsikov

In this paper we revisit the notion of the "minus logarithm of stationary probability" as a generalized potential in nonequilibrium systems and attempt to illustrate its central role in an axiomatic approach to stochastic nonequilibrium…

统计力学 · 物理学 2016-08-30 Lowell F. Thompson , Hong Qian

A new theoretical approach to non-equilibrium statistical systems has recently been proposed by the author, a co-author and others. It is based on a variational principle which is associated with the discrepancy of a path through…

统计力学 · 物理学 2019-08-06 Richard Kleeman

The aim of this survey is to present the main important techniques and tools from variational analysis used for first and second order dynamical systems of implicit type for solving monotone inclusions and non-smooth optimization problems.…

最优化与控制 · 数学 2020-07-02 Ernö Robert Csetnek

Measurements of the kinematics of merging galaxies are often used to derive dynamical masses, study evolution onto the fundamental plane, or probe relaxation processes. These measurements are often compromised to some degree by strong…

天体物理学 · 物理学 2007-05-23 Chris Mihos

This paper details a developing artistic practice around an ongoing series of works called (un)stable equilibrium. These works are the product of using modern machine toolkits to train generative models without data, an approach akin to…

机器学习 · 计算机科学 2019-10-08 Terence Broad , Mick Grierson

We investigate functions that are exact solutions to chaotic dynamical systems. A generalization of these functions can produce truly random numbers. For the first time, we present solutions to random maps. This allows us to check,…

混沌动力学 · 物理学 2009-11-07 J. A. Gonzalez , L. I. Reyes , L. E. Guerrero

A method for constructing homogeneous Lyapunov functions of degree 1 from polynomial invariant sets is presented for linear time varying systems, homogeneous dynamic systems and the class of nonlinear systems that can be represented as…

动力系统 · 数学 2023-03-07 Hassan Abdelraouf , Eric Feron , Jeff Shamma

The method of Lyapunov functions is one of the most effective ones for the investigation of stability of dynamical systems, in particular, of stochastic differential systems. The main purpose of the paper is the analysis of the stability of…

偏微分方程分析 · 数学 2015-03-13 Tomas Caraballo , Mohamed Ali Hammami , Lasaad Mchiri

Nonequilibrium systems driven by additive or multiplicative dichotomous Markov noise appear in a wide variety of physical and mathematical models. We review here some prototypical examples, with an emphasis on {\em analytically-solvable}…

统计力学 · 物理学 2009-11-11 Ioana Bena

The unique fluctuation-dissipation theorem for equilibrium stands in contrast with the wide variety of nonequilibrium linear response formulae. Their most traditional approach is "analytic", which, in the absence of detailed balance,…

统计力学 · 物理学 2013-01-21 Marco Baiesi , Christian Maes

Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…

动力系统 · 数学 2025-02-04 David Sabin-Miller , Daniel M. Abrams

We extend the phase field crystal method for nonequilibrium patterning to stochastic systems with external source where transient dynamics is essential. It was shown that at short time scales the system manifests pattern selection…

统计力学 · 物理学 2011-01-18 D. Kharchenko , V. Kharchenko , I. Lysenko

An overview is given of recent advances in nonequilibrium statistical mechanics about the statistics of random paths and current fluctuations. Although statistics is carried out in space for equilibrium statistical mechanics, statistics is…

统计力学 · 物理学 2016-04-12 Pierre Gaspard

The paper is concerned with the development of Lyapunov methods for the analysis of equilibrium stability in a dynamical system on the space of probability measures driven by a non-local continuity equation. We derive sufficient conditions…

偏微分方程分析 · 数学 2024-10-14 Yurii Aveboukh , Aleksei Volkov

The harmonic balance (HB) method is widely used in the literature for analyzing the periodic solutions of nonlinear mechanical systems. The objective of this paper is to exploit the method for bifurcation analysis, i.e., for the detection…

动力系统 · 数学 2016-04-20 Thibaut Detroux , Ludovic Renson , Luc Masset , Gaetan Kerschen

We discuss recent advances in the regularity problem of a variety of fluid equations and systems. The purpose is to illustrate the advantage of harmonic analysis techniques in obtaining sharper conditional regularity results when compared…

偏微分方程分析 · 数学 2018-09-19 Mimi Dai , Han Liu

Equilibrium properties in statistical physics are obtained by computing averages with respect to Boltzmann-Gibbs measures, sampled in practice using ergodic dynamics such as the Langevin dynamics. Some quantities however cannot be computed…

数值分析 · 数学 2023-01-02 Gabriel Stoltz