相关论文: Phase Transitions in Operational Risk

A network as a substrate for dynamic processes may have its own dynamics. We propose a model for networks which evolve together with diffusing particles through a coupled dynamics, and investigate emerging structural property. The model…

We explore the cooperative behaviour and phase transitions of interacting networks by studying a simplified model consisting of Ising spins placed on the nodes of two coupled Erd\"os-R\'enyi random graphs. We derive analytical expressions…

Models of the convergence of opinion in social systems have been the subject of a considerable amount of recent attention in the physics literature. These models divide into two classes, those in which individuals form their beliefs based…

We propose the use of recurrent neural networks for classifying phases of matter based on the dynamics of experimentally accessible observables. We demonstrate this approach by training recurrent networks on the magnetization traces of two…

Biology achieves novel functions like error correction, ultra-sensitivity and accurate concentration measurement at the expense of free energy through Maxwell Demon-like mechanisms. The design principles and free energy trade-offs have been…

Equilibrium phase transitions may be defined as nonanalytic points of thermodynamic functions, e.g., of the canonical free energy. Given a certain physical system, it is of interest to understand which properties of the system account for…

Epidemic spreading processes in the real world can interact with each other in a cooperative, competitive, or asymmetric way, requiring a description based on coevolution dynamics. Rich phenomena such as discontinuous outbreak transitions…

Phase transitions in equilibrium and nonequilibrium systems play a major role in the natural sciences. In dynamical networks, phase transitions organize qualitative changes in the collective behavior of coupled dynamical units. Adaptive…

Methods for sequential decision-making are often built upon a foundational assumption that the underlying decision process is stationary. This limits the application of such methods because real-world problems are often subject to changes…

Hazard functions play a central role in survival analysis, providing insight into the underlying risk dynamics of time-to-event data, with broad applications in medicine, epidemiology, and related fields. First-order ordinary differential…

The dynamics of network formation are generally very complex, making the study of distributions over the space of networks often intractable. Under a condition called conservativeness, I show that the stationary distribution of a network…

We solve a simple model that supports a dynamic phase transition and show conditions for the existence of the transition. Using methods of large deviation theory we analytically compute the probability distribution for activity and entropy…

The incorporation of stochastic loads and generation into the operation of power grids gives rise to an exposure to stochastic risk. This risk has been addressed in prior work through a variety of mechanisms, such as scenario generation or…

We develop a structural default model for interconnected financial institutions in a probabilistic framework. For all possible network structures we characterize the joint default distribution of the system using Bayesian network…

We develop a generalized stability framework for stochastic discrete-time systems, where the generality pertains to the ways in which the distribution of the state energy can be characterized. We use tools from finance and operations…

The thermodynamic formalism for dynamical systems with many degrees of freedom is extended to deal with time averages and fluctuations of some macroscopic quantity along typical orbits, and applied to coupled map lattices exhibiting phase…

In active systems, whose constituents have non-equilibrium dynamics at local level, fluid-fluid phase separation is widely observed. Examples include the formation of membraneless organelles within cells; the clustering of self-propelled…

We consider a non-attractive three state contact process on $\mathbb Z$ and prove that there exists a regime of survival as well as a regime of extinction. In more detail, the process can be regarded as an infection process in a dynamic…

Many complex systems satisfy a set of constraints on their degrees of freedom, and at the same time, they are able to work and adapt to different conditions. Here, we describe the emergence of this ability in a simplified model in which the…

Successfully anticipating sudden major changes in complex systems is a practical concern. Such complex systems often form a heterogeneous network, which may show multistage transitions in which some nodes experience a regime shift earlier…