相关论文: Phase Transitions in Operational Risk

The focus of this thesis is about statistical mechanics on heterogeneous random graphs, i.e. how this heterogeneity affects the cooperative behavior of model systems. It is not intended as a review on it, rather it is showed how this…

We study the disequilibrium dynamics of a stylised model of production networks in which firms use perishable and non-substitutable intermediate inputs, so that adverse idiosyncratic productivity shocks can trigger downstream shortages and…

The organization of interactions in complex systems can be described by networks connecting different units. These graphs are useful representations of the local and global complexity of the underlying systems. The origin of their…

Building resilience into today's complex infrastructures is critical to the daily functioning of society and its ability to withstand and recover from natural disasters, epidemics, and cyber-threats. This study proposes quantitative…

We study the effect of varying wiring in excitable random networks in which connection weights change with activity to mold local resistance or facilitation due to fatigue. Dynamic attractors, corresponding to patterns of activity, are then…

The interconnectedness of financial institutions affects instability and credit crises. To quantify systemic risk we introduce here the PD model, a dynamic model that combines credit risk techniques with a contagion mechanism on the network…

The phase diagrams and transitions of nonequilibrium systems with multiplicative noise are studied theoretically. We show the existence of both strong and weak-coupling critical behavior, of two distinct active phases, and of a nonzero…

We study the dynamics of flow-networks in porous media using a pore-network model. First, we consider a class of erosion dynamics assuming a constitutive law depending on flow rate, local velocities, or shear stress at the walls. We show…

The traditional concept of phase transitions has, in recent years, been widened in a number of interesting ways. The concept of a topological phase transition separating phases with a different ground state topology, rather than phases of…

We analyze the probability distribution for entropy production rates of trajectories evolving on a class of out-of-equilibrium kinetic networks. These networks can serve as simple models for driven dynamical systems, which are of particular…

In this article, we consider a dynamic model of a three-phase power system including nonlinear generator dynamics, transmission line dynamics, and static nonlinear loads. We define a synchronous steady-state behavior which corresponds to…

Many-body systems when continuous phase transition occurs are mainly built in the interrelationship between particles, implemented through many-body correlations. Some of them may exhibit so-called topological order hardly measured by…

Multi-stability is a widely observed phenomenon in real complex networked systems, such as technological infrastructures, ecological systems, gene regulation, transportation and more. When a system functions normally but there exists also a…

Can the topology of a network that consists of many particles interacting with each other change in complexity when a phase transition occurs? The answer to this question is particularly interesting to understand the nature of phase…

The critical boundaries separating ordered from chaotic behavior in randomly wired S-state networks are calculated. These networks are a natural generalization of random Boolean nets and are proposed as on extended approach to genetic…

A model of phase transitions with coupling between the order parameter and its gradient is proposed. It is shown, that this nonlinear model is suitable for the description of phase transitions accompanied by the formation of spatially…

Many classic questions of structural theory concern discrete changes, such as the formation or dissolution of groups, role turnover, or faction realignment. Here, we consider a basic framework combining prior work on change paths and recent…

We look at the influence of external fields on systems described by generic free energy functional of the order parameter. The external force may have arbitrary spatial dependence, and the order parameter coupling may be nonlinear. The…

Processes occurring in real open systems are far from equilibrium state and they can lead to synergetic effects, which are caused by coordinated behavior of system units. Traditional methods of analysis often just establish such behavior,…

This paper is devoted to study thermodynamic formalism for suspension flows defined over countable alphabets. We are mostly interested in the regularity properties of the pressure function. We establish conditions for the pressure function…