arXiv subjects

Reimer Kühn

Publications and source records attributed to Reimer Kühn.

26 records · Page 2Linked to original sources

arXiv2016

Large Deviations of the Finite-Time Magnetization of the Curie-Weiss Random Field Ising Model

We study the large deviations of the magnetization at some finite time in the Curie-Weiss Random Field Ising Model with parallel updating. While relaxation dynamics in an infinite time horizon gives rise to unique dynamical trajectories (specified by initial conditions and governed by first-order dynamics of the form $m_{t+1}=f(m_t)$), we observe that the introduction of a finite time horizon and the specification of terminal conditions can generate a host of metastable solutions obeying \textit{second-order} dynamics. We show that these solutions are governed by a Newtonian-like dynamics in discrete time which permits solutions in terms of both the first order relaxation ("forward") dynamics and the backward dynamics $m_{t+1} = f^{-1}(m_t)$. Our approach allows us to classify trajectories for a given final magnetization as stable or metastable according to the value of the rate function associated with them. We find that in analogy to the Freidlin-Wentzell description of the stochastic dynamics of escape from metastable states, the dominant trajectories may switch between the two types (forward and backward) of first-order dynamics.

cond-mat.stat-mech↗

arXiv2015

Analytical results for the distribution of shortest path lengths in random networks

We present two complementary analytical approaches for calculating the distribution of shortest path lengths in Erdos-Rényi networks, based on recursion equations for the shells around a reference node and for the paths originating from it. The results are in agreement with numerical simulations for a broad range of network sizes and connectivities. The average and standard deviation of the distribution are also obtained. In the case that the mean degree scales as $N^α$ with the network size, the distribution becomes extremely narrow in the asymptotic limit, namely almost all pairs of nodes are equidistant, at distance $d=\lfloor 1/α\rfloor$ from each other. The distribution of shortest path lengths between nodes of degree $m$ and the rest of the network is calculated. Its average is shown to be a monotonically decreasing function of $m$, providing an interesting relation between a local property and a global property of the network. The methodology presented here can be applied to more general classes of networks.

cond-mat.dis-nn↗

arXiv2015

Rare events statistics of random walks on networks: localization and other dynamical phase transitions

Rare event statistics for random walks on complex networks are investigated using the large deviations formalism. Within this formalism, rare events are realized as typical events in a suitably deformed path-ensemble, and their statistics can be studied in terms of spectral properties of a deformed Markov transition matrix. We observe two different types of phase transition in such systems: (i) rare events which are singled out for sufficiently large values of the deformation parameter may correspond to {\em localized\/} modes of the deformed transition matrix, (ii) "mode-switching transitions" may occur as the deformation parameter is varied. Details depend on the nature of the observable for which the rare event statistics is studied, as well as on the underlying graph ensemble. In the present letter we report on the statistics of the average degree of the nodes visited along a random walk trajectory in Erdős-Rényi networks. Large deviations rate functions and localization properties are studied numerically. For observables of the type considered here, we also derive an analytical approximation for the Legendre transform of the large-deviations rate function, which is valid in the large connectivity limit. It is found to agree well with simulations.

cond-mat.stat-mech↗

arXiv2015

Contagion in an interacting economy

We investigate the credit risk model defined in Hatchett & Kühn under more general assumptions, in particular using a general degree distribution for sparse graphs. Expanding upon earlier results, we show that the model is exactly solvable in the $N\rightarrow \infty$ limit and demonstrate that the exact solution is described by the message-passing approach outlined by Karrer and Newman, generalized to include heterogeneous agents and couplings. We provide comparisons with simulations of graph ensembles with power-law degree distributions.

physics.soc-ph↗

arXiv2008

Cavity Approach to the Spectral Density of Sparse Symmetric Random Matrices

The spectral density of various ensembles of sparse symmetric random matrices is analyzed using the cavity method. We consider two cases: matrices whose associated graphs are locally tree-like, and sparse covariance matrices. We derive a closed set of equations from which the density of eigenvalues can be efficiently calculated. Within this approach, the Wigner semicircle law for Gaussian matrices and the Marcenko-Pastur law for covariance matrices are recovered easily. Our results are compared with numerical diagonalization, finding excellent agreement.

cond-mat.dis-nn↗

arXiv2006

Phase Transitions in Operational Risk

In this paper we explore the functional correlation approach to operational risk. We consider networks with heterogeneous a-priori conditional and unconditional failure probability. In the limit of sparse connectivity, self-consistent expressions for the dynamical evolution of order parameters are obtained. Under equilibrium conditions, expressions for the stationary states are also obtained. The consequences of the analytical theory developed are analyzed using phase diagrams. We find co-existence of operational and non-operational phases, much as in liquid-gas systems. Such systems are susceptible to discontinuous phase transitions from the operational to non-operational phase via catastrophic breakdown. We find this feature to be robust against variation of the microscopic modelling assumptions.

physics.soc-ph↗

arXiv1995

Equilibrium Ensemble Approach to Disordered Systems I: General Theory, Exact Results

An outline of Morita's equilibrium ensemble approach to disordered systems is given, and hitherto unnoticed relations to other, more conventional approaches in the theory of disordered systems are pointed out. It is demonstrated to constitute a generalization of the idea of grand ensembles and to be intimately related also to conventional low--concentration expansions as well as to perturbation expansions about ordered reference systems. Moreover, we draw attention to the variational content of the equilibrium ensemble formulation. A number of exact results are presented, among them general solutions for site-- and bond-- diluted systems in one dimension, both for uncorrelated, and for correlated disorder.

cond-mat↗

arXiv1995

Finite--Size Scaling Analysis of Generalized Mean--Field Theories

We investigate families of generalized mean--field theories that can be formulated using the Peierls--Bogoliubov inequality. For test--Hamiltonians describing mutually non--interacting subsystems of increasing size, the thermodynamics of these mean--field type systems approaches that of the infinite, fully interacting system except in the immediate vicinity of their respective mean--field critical points. Finite--size scaling analysis of this mean--field critical behaviour allows to extract the critical exponents of the fully interacting system. It turns out that this procedure amounts to the coherent anomaly method (CAM) proposed by Suzuki, which is thus given a transparent interpretation in terms of conventional renormalization group ideas. Moreover, given the geometry of approximating systems, we can identify the family of approximants which is optimal in the sense of the Peierls--Bogoliubov inequality. In the case of the 2--$d$ Ising model it turns out that, surprisingly, this optimal family gives rise to a spurious singularity of thermodynamic functions.

cond-mat↗