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The growth of world population, limitation of resources, economic problems and environmental issues force engineers to develop increasingly efficient solutions for logistic systems. Pure optimization for efficiency, however, has often led…

Optimal control of large particle systems with collective dynamics by few agents is a subject of high practical importance (e.g. in evacuation dynamics), but still limited mathematical basis. In particular the transition from discrete…

最优化与控制 · 数学 2016-10-06 Martin Burger , René Pinnau , Andreas Roth , Claudia Totzeck , Oliver Tse

Analogs are nearest neighbors of the state of a system. By using analogs and their successors in time, one is able to produce empirical forecasts. Several analog forecasting methods have been used in atmospheric applications and tested on…

数据分析、统计与概率 · 物理学 2021-07-28 P Platzer , P. Yiou , P. Naveau , P Tandeo , Y Zhen , P Ailliot , J-F Filipot

In the past years statistical physics has been successfully applied for complex networks modelling. In particular, it has been shown that the maximum entropy principle can be exploited in order to construct graph ensembles for real-world…

Maximum-entropy ensembles are key primitives in statistical mechanics from which thermodynamic properties can be derived. Over the decades, several approaches have been put forward in order to justify from minimal assumptions the use of…

量子物理 · 物理学 2018-03-13 Paul Boes , Henrik Wilming , Jens Eisert , Rodrigo Gallego

The report attempts of apply econophysics concepts to the Eurozone crisis. It starts by examining the idea of conservation laws as applied to market economies. It formulates a measure of financial entropy and gives numerical simulations…

综合金融 · 定量金融 2014-01-30 Paul Cockshott , David Zachariah

Economies are complex man-made systems where organisms and markets interact according to motivations and principles not entirely understood yet. The increasing dissatisfaction with the postulates of traditional economics i.e. perfectly…

适应与自组织系统 · 物理学 2012-06-04 Jaime Gomez-Ramirez , Manuel G. Bedia

In recent years there has been a closer interrelationship between several scientific areas trying to obtain a more realistic and rich explanation of the natural and social phenomena. Among these it should be emphasized the increasing…

物理与社会 · 物理学 2016-09-08 Andreia Dionisio , Rui Menezes , Diana A. Mendes

In ergodic physical systems, time-averaged quantities converge (for large times) to their ensemble-averaged values. Large deviation theory describes rare events where these time averages differ significantly from the corresponding ensemble…

统计力学 · 物理学 2020-05-20 Robert L. Jack

Living systems exhibit complex yet organized behavior on multiple spatiotemporal scales. To investigate the nature of multiscale coordination in living systems, one needs a meaningful and systematic way to quantify the complex dynamics, a…

适应与自组织系统 · 物理学 2020-03-11 Mengsen Zhang , William D. Kalies , J. A. Scott Kelso , Emmanuelle Tognoli

The thermodynamic approach to non-equilibrium dynamics describes the state of macroscopic systems by means of a collection of intensities or intensive variables. The latter are by definition the differentials of the entropy with respect to…

chao-dyn · 物理学 2008-02-03 Z. Hens , X. de Hemptinne

This essay provides a critical overview of the mathematical kinetic theory of active particles, which is used to model and study collective systems consisting of interacting living entities, such as those involved in behavior and evolution.…

物理与社会 · 物理学 2025-10-17 Marina Dolfin , Leone Leonida

Finite-dimensional dissipative dynamical systems with multiple time-scales are obtained when modeling chemical reaction kinetics with ordinary differential equations. Such stiff systems are computationally hard to solve and therefore,…

最优化与控制 · 数学 2019-07-03 Marcus Heitel , Robin Verschueren , Moritz Diehl , Dirk Lebiedz

We briefly review statistical models for the probability distribution of money developed in the econophysics literature since the late 1990s. In these models, economic transactions are modeled as random transfers of money between the agents…

统计金融 · 定量金融 2011-03-14 Victor M. Yakovenko

When deploying artificial agents in real-world environments where they interact with humans, it is crucial that their behavior is aligned with the values, social norms or other requirements of that environment. However, many environments…

机器学习 · 计算机科学 2023-05-05 Mattijs Baert , Pietro Mazzaglia , Sam Leroux , Pieter Simoens

A broad class of systems, including ecological, epidemiological, and sociological ones, are characterized by populations of individuals assigned to specific categories, e.g., a chemical species, an opinion or an epidemic state, that are…

The relationship between micro-structure and macro-structure of complex systems using information geometry has been dealt by several authors. From this perspective, we are going to apply it as a geometrical structure connecting both…

综合金融 · 定量金融 2013-10-17 M. E. Kahil

The population dynamics and stability of ecosystems of interacting species is studied from the perspective of non-equilibrium thermodynamics by assuming that species, through their biotic and abiotic interactions, are units of entropy…

生物物理 · 物理学 2007-05-23 Karo Michaelian

Feedback control synthesis for large-scale particle systems is reviewed in the framework of model predictive control (MPC). The high-dimensional character of collective dynamics hampers the performance of traditional MPC algorithms based on…

最优化与控制 · 数学 2024-02-27 Giacomo Albi , Sara Bicego , Michael Herty , Yuyang Huang , Dante Kalise , Chiara Segala

We describe, at the microscopic level, the dynamics of N interacting components where the probability is very small when N is large that a given component interact more than once, directly or indirectly, up to time t, with any other…

计算金融 · 定量金融 2012-02-24 Alain Bélanger , Gaston Giroux