相关论文: Phase Transitions in Operational Risk

In a quantum system with a smoothly and slowly varying Hamiltonian, which approaches a constant operator at times $t\to \pm \infty$, the transition probabilities between adiabatic states are exponentially small. They are characterized by an…

To quantify the operational risk capital charge under the current regulatory framework for banking supervision, referred to as Basel II, many banks adopt the Loss Distribution Approach. There are many modeling issues that should be resolved…

We investigate the physical properties of steady flows in a holographic first-order phase transition model, extending from the thermodynamics at equilibrium to the real-time dynamics far from equilibrium. Through spinodal decomposition or…

A hybrid phase transition (HPT) that exhibits properties of continuous and discontinuous phase transitions at the same transition point has been observed in diverse complex systems. Previous studies of the HPTs on complex networks mainly…

If we add links to a network at random, a critical threshold can be crossed where a giant connected component forms. Conversely, if links or nodes are removed at random, the giant component shrinks and eventually breaks. In this paper, we…

We study dynamical fluctuations in overdamped diffusion processes driven by time periodic forces. This is done by studying fluctuation functionals (rate functions from large deviation theory), of fluctuations around the non-equilibrium…

As impressively shown by the financial crisis in 2007/08, contagion effects in financial networks harbor a great threat for the stability of the entire system. Without sufficient capital requirements for banks and other financial…

In network systems, a local perturbation can amplify as it propagates, potentially leading to a large-scale cascading failure. Here we derive a continuous model to advance our understanding of cascading failures in power-grid networks. The…

We obtain explicit expressions for the long range correlations in the ABC model and in diffusive models conditioned to produce an atypical current of particles.In both cases, the two-point correlation functions allow to detect the…

This paper proposes a novel approach for designing functional observers for nonlinear systems, with linear error dynamics and assignable poles. Sufficient conditions for functional observability are first derived, leading to functional…

Power systems are getting more complex than ever and are consequently operating close to their limit of stability. Moreover, with the increasing demand of renewable wind generation, and the requirement to maintain a secure power system, the…

An important characteristic of flocks of birds, school of fish, and many similar assemblies of self-propelled particles is the emergence of states of collective order in which the particles move in the same direction. When noise is added…

We consider phase separation on the strip for the two-dimensional Ising model in the near-critical region. Within the framework of field theory, we find exact analytic results for certain two- and three-point correlation functions of the…

This article is devoted to the study of certain models for phase transitions involving nonlocal energies. A first part is concerned with to the asymptotic analysis of a system of fractional elliptic equations of Allen-Cahn type as a…

Organizations interact with the environment and with other organizations, and these interactions constitute an important way of learning and evolution. To overcome the problems that they face during their existence, organizations must…

We study the structure of the phase diagram for systems consisting of 2- and 3- level particles dipolarly interacting with a 1-mode electromagnetic field, inside a cavity, paying particular attention to the case of a finite number of…

Real-world non-autonomous systems are open, out-of-equilibrium systems that evolve in and are driven by temporally varying environments. Such systems can show multiple timescale and transient dynamics together with transitions to very…

We introduce a general framework for models of cascade and contagion processes on networks, to identify their commonalities and differences. In particular, models of social and financial cascades, as well as the fiber bundle model, the…

In this paper we unveil the geometrical template of phase space structures that governs transport in a Hamiltonian system described by a potential energy surface with an entrance/exit channel and two wells separated by an index-1 saddle.…

We analyse biased ensembles of trajectories for the random-field Ising model on a fully-connected lattice, which is described exactly by mean-field theory. By coupling the activity of the system to a dynamical biasing field, we find a range…