相关论文: Phase Transitions in Operational Risk

We introduce a condition for an ensemble of networked phase oscillators to feature an abrupt, first-order phase transition from an unsynchronized to a synchronized state. This condition is met in a very wide spectrum of situations, and for…

Several data-driven approaches based on information theory have been proposed for analyzing high-order interactions involving three or more components of a network system. Most of these methods are defined only in the time domain and rely…

The aim of this paper is a short survey of models and methods that developed by the authors. These models and methods are used to optimize general networks with nonlinear non-convex restrictions and objectives possessing mixed…

Standard Random Boolean Networks display an order-disorder phase transition. We add to the standard Random Boolean Networks a disconnection rule which couples the control and order parameters. By this way, the system is driven to the…

In social networks, the balance theory has been studied by considering either the triple interactions between the links (structural balance) or the triple interaction of nodes and links (coevolutionary balance). In the structural balance…

Most of the banks' operational risk internal models are based on loss pooling in risk and business line categories. The parameters and outputs of operational risk models are sensitive to the pooling of the data and the choice of the risk…

Real systems are usually composed by units or nodes whose activity can be interrupted and restored intermittently due to complex interactions not only with the environment, but also with the same system. Majdand\v{z}i\'c $et\;al.$ [Nature…

The scope of the paper is the theoretical analysis of the time rate in which a dynamical system reaches a stable stationary state or stable oscillations. The method used for the analysis is based on the so-called iterative time profiles,…

Nonequlibrium phase transition of an open Takayama-Lin Liu-Maki chain coupled with two reservoirs is investigated by combining a mean-field approximation and a formula characterizing nonequlibrium steady states, which is obtained from the…

The latest financial crisis has painfully revealed the dangers arising from a globally interconnected financial system. Conventional approaches based on the notion of the existence of equilibrium and those which rely on statistical…

In epidemiological modelling, dynamics on networks, and in particular adaptive and heterogeneous networks have recently received much interest. Here we present a detailed analysis of a previously proposed model that combines heterogeneity…

The presence of one or more species at some spatial locations but not others is a central matter in ecology. This phenomenon is related to ecological pattern formation. Nonlocal interactions can be considered as one of the mechanisms…

The design of reliable indicators to anticipate critical transitions in complex systems is an im portant task in order to detect a coming sudden regime shift and to take action in order to either prevent it or mitigate its consequences. We…

Under many circumstances many soft and hard materials are present in a puzzling wealth of non-equilibrium amorphous states, whose properties are not stationary and depend on preparation. They are often summarized in unconventional "phase…

We consider an off-lattice liquid crystal pair potential in strictly two dimensions. The potential is purely repulsive and short-ranged. Nevertheless, by means of a single parameter in the potential, the system is shown to undergo a…

This paper studies nonstationary open dynamical systems from the statistical viewpoint. By open, we mean that trajectories may escape through holes in the phase space. By nonstationary, we mean that the dynamical model itself (as well as…

Dynamical phase transitions (DPTs) characterize critical changes in system behavior occurring at finite times, providing a lens to study nonequilibrium phenomena beyond conventional equilibrium physics. While extensively studied in quantum…

Inverse phase transitions are striking phenomena in which an apparently more ordered state disorders under cooling. This behavior can naturally emerge in tricritical systems on heterogeneous networks and it is strongly enhanced by the…

Empirical estimation of critical points at which complex systems abruptly flip from one state to another is among the remaining challenges in network science. However, due to the stochastic nature of critical transitions it is widely…

A load sharing system has several components and the failure of one component can affect the lifetime of the surviving components. Since component failure does not equate to system failure for different system designs, the analysis of the…