arXiv subjects

Dale Roberts

Publications and source records attributed to Dale Roberts.

7 recordsLinked to original sources

arXiv2026

Stochastic Non-Linear Influence in Synchronisation Dynamics

We propose a mathematical model that represents the influence of an external actor (influencer) on a network of actors (influenced). The model is an adaptation of control systems within the family of formulations inspired by the Kuramoto Model of synchronisation. Capturing influence as a capacity to affect the character or behaviour of another, we study an external node's ability to influence the synchronisation of the Kuramoto system while its global behaviour is pulled to the external node's frequency and away from its natural mean frequency. In our work, stochastically generated dynamical weights assigned to the links between the network and the external influencer whereby links from one system to the other are assigned via one-sided heavy tail noise, generated by the Gamma distribution. We perform numerical experiments to examine transition points in the ability of the external node to alter the behaviour of the influenced network; either to disrupt synchronisation or to drive it to collective frequencies determined by the external node. We examine the dependence of transition points on the external node's frequency, where too ambitious a driving frequency fails to influence the system while retaining a synchronised state, and reducing achieves a state of synchronisation at a frequency shifted from the mean natural frequency. We also look at the analytic approximation for the system close to synchronisation and fragmentation to understand its behaviour around this limit.

math.DS↗

arXiv2022

Mathematical modelling of decision cycles in a competitive environment with neutral parties

Decision making is a human process that is a fundamental part of competition. As a realisation of decision making, Command and Control, or C2, has been studied in the literature for adversarial populations, yet these models do not explicitly capture competition. Our work here seeks to enrich such competition models by extending ecologically inspired population models to include decision dynamics through coupling with a nonlinear system of oscillators (the Kuramoto equation) to model the action-perception cycle in decision making. Through asymmetric competition models of increasing complexity, we highlight the importance of competitive agility and decision making processes necessary for a population to be successful.

math.DS↗

arXiv2021

Two network Kuramoto-Sakaguchi model under tempered stable L\'evy noise

We examine a model of two interacting populations of phase oscillators labelled `Blue' and `Red'. To this we apply tempered stable L\'{e}vy noise, a generalisation of Gaussian noise where the heaviness of the tails parametrised by a power law exponent $\alpha$ can be controlled by a tempering parameter $\lambda$. This system models competitive dynamics, where each population seeks both internal phase synchronisation and a phase advantage with respect to the other population, subject to exogenous stochastic shocks. We study the system from an analytic and numerical point of view to understand how the phase lag values and the shape of the noise distribution can lead to steady or noisy behaviour. Comparing the analytic and numerical studies shows that the bulk behaviour of the system can be effectively described by dynamics in the presence of tilted ratchet potentials. Generally, changes in $\alpha$ away from the Gaussian noise limit, $1< \alpha < 2$, disrupts the locking between Blue and Red, while increasing $\lambda$ acts to restore it. However we observe that with further decreases of $\alpha$ to small values, $\alpha\ll 1$, with $\lambda\neq 0$, locking between Blue and Red may be restored. This is seen analytically in a restoration of metastability through the ratchet mechanism, and numerically in transitions between periodic and noisy regions in a fitness landscape using a measure of noise. This non-monotonic transition back to an ordered regime is surprising for a linear variation of a parameter such as the power law exponent and provides a novel mechanism for guiding the collective behaviour of such a complex competitive dynamical system.

cond-mat.stat-mech↗

arXiv2021

Noise driven current reversal and stabilisation in the tilted ratchet potential subject to tempered stable L\'{e}vy noise

We consider motion of a particle in a one-dimensional tilted ratchet potential subject to two-sided tempered stable L\'{e}vy noise characterised by strength $\Omega$, fractional index $\alpha$, skew $\theta$ and tempering $\lambda$. We derive analytic solutions to the corresponding Fokker-Planck L\'{e}vy equations for the probability density. Due to the periodicity of the potential, we carry out reduction to a compact domain and solve for the analogue there of steady-state solutions which we represent as wrapped probability density functions. By solving for the expected value of the current associated with the particle motion, we are able to determine threshold for metastability of the system, namely when the particle stabilises in a well of the potential and when the particle is in motion, for example as a consequence of the tilt of the potential. Because the noise may be asymmetric, we examine the relationship between skew of the noise and the tilt of the potential. With tempering, we find two remarkable regimes where the current may be reversed in a direction opposite to the tilt or where the particle may be stabilised in a well in circumstances where deterministically it should flow with the tilt.

cond-mat.stat-mech↗

arXiv2015

N* Spectroscopy from Lattice QCD: The Roper Explained

This brief review focuses on the low-lying even- and odd-parity excitations of the nucleon obtained in recent lattice QCD calculations. Commencing with a survey of the 2014-15 literature we'll see that results for the first even-parity excitation energy can differ by as much as 1 GeV, a rather unsatisfactory situation. Following a brief review of the methods used to isolate excitations of the nucleon in lattice QCD, and drawing on recent advances, we'll see how a consensus on the low-lying spectrum has emerged among many different lattice groups. To provide insight into the nature of these states we'll review the wave functions and electromagnetic form factors that are available for a few of these states. Consistent with the Luscher formalism for extracting phase shifts from finite volume spectra, the Hamiltonian approach to effective field theory in finite volume can provide guidance on the manner in which physical quantities manifest themselves in the finite volume of the lattice. With this insight, we will address the question; Have we seen the Roper in lattice QCD?

hep-lat↗

arXiv2013

Finite Time Ruin Probabilities for Tempered Stable Insurance Risk Processes

We study the probability of ruin before time $t$ for the family of tempered stable Lévy insurance risk processes, which includes the spectrally positive inverse Gaussian processes. Numerical approximations of the ruin time distribution are derived via the Laplace transform of the asymptotic ruin time distribution, for which we have an explicit expression. These are benchmarked against simulations based on importance sampling using stable processes. Theoretical consequences of the asymptotic formulae are found to indicate some potential drawbacks to the use of the inverse Gaussian process as a risk reserve process. We offer as alternatives natural generalizations which fall within the tempered stable family of processes.

math.PR↗

arXiv2012

Quasi-Monte Carlo methods for the Heston model

In this paper, we discuss the application of quasi-Monte Carlo methods to the Heston model. We base our algorithms on the Broadie-Kaya algorithm, an exact simulation scheme for the Heston model. As the joint transition densities are not available in closed-form, the Linear Transformation method due to Imai and Tan, a popular and widely applicable method to improve the effectiveness of quasi-Monte Carlo methods, cannot be employed in the context of path-dependent options when the underlying price process follows the Heston model. Consequently, we tailor quasi-Monte Carlo methods directly to the Heston model. The contributions of the paper are threefold: We firstly show how to apply quasi-Monte Carlo methods in the context of the Heston model and the SVJ model, secondly that quasi-Monte Carlo methods improve on Monte Carlo methods, and thirdly how to improve the effectiveness of quasi-Monte Carlo methods by using bridge constructions tailored to the Heston and SVJ models. Finally, we provide some extensions for computing greeks, barrier options, multidimensional and multi-asset pricing, and the 3/2 model.

q-fin.CP↗