Systemic risk in dynamical networks with stochastic failure criterion

Complex non-linear interactions between banks and assets we model by two time-dependent Erdos-Renyi network models where each node, representing a bank, can invest either to a single asset (model I) or multiple assets (model II). We use a dynamical network approach to evaluate the collective financial failure -systemic risk- quantified by the fraction of active nodes. The systemic risk can be calculated over any future time period, divided into sub-periods, where within each sub-period banks may contiguously fail due to links to either i) assets or ii) other banks, controlled by two parameters, probability of internal failure p and threshold T-h ("solvency" parameter). The systemic risk decreases with the average network degree faster when all assets are equally distributed across banks than if assets are randomly distributed. The more inactive banks each bank can sustain (smaller T-h), the smaller the systemic risk -for some Th values in I we report a discontinuity in systemic risk. When contiguous spreading becomes stochastic ii) controlled by probability p(2) -a condition for the bank to be solvent (active) is stochasticthe- systemic risk decreases with decreasing p(2). We analyse the asset allocation for the U.S. banks. Copyright (C) EPLA, 2014

THREE TIME SCALE SINGULAR PERTURBATION PROBLEMS AND NONSMOOTH DYNAMICAL SYSTEMS

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DYNAMICAL JUMP ATTENUATION IN A NON-IDEAL SYSTEM THROUGH A MAGNETORHEOLOGICAL DAMPER

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Geometric singular perturbartion theory for non-smooth dynamical systems

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Some Results in Stability Analysis of Hybrid Dynamical Systems

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Sliding vector fields for non-smooth dynamical systems having intersecting switching manifolds

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Transport and dynamical properties for a bouncing ball model with regular and stochastic perturbations

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Protecting the root SWAP operation from general and residual errors by continuous dynamical decoupling

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Contribution of electrical parameters on the dynamical behaviour of a nonlinear electromagnetic damper

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Influence of a dynamical gluon mass in the pp and (p)over-bar-p forward scattering

We compute the tree level cross section for gluon-gluon elastic scattering taking into account a dynamical gluon mass, and show that this mass scale is a natural regulator for this subprocess cross section. Using an eikonal approach in order to examine the relationship between this gluon-gluon scattering and the elastic pp and (p) over barp channels, we found that the dynamical gluon mass is of the same order of magnitude as the ad hoc infrared mass scale m(0) underlying eikonalized QCD-inspired models. We argue that this correspondence is not an accidental result, and that this dynamical scale indeed represents the onset of nonperturbative contributions to the elastic hadron-hadron scattering. We apply the eikonal model with a dynamical infrared mass scale to obtain predictions for sigma(tot)(pp,(p) over barp), rho(pp,(p) over barp), slope B-pp,B-(p) over barp, and differential elastic scattering cross section d sigma((p) over barp)/dt at Tevatron and CERN-LHC energies.

Dynamical algebra of quasi-exactly-solvable potentials

We show that by using second-order differential operators as a realization of the so(2,1) Lie algebra, we can extend the class of quasi-exactly-solvable potentials with dynamical symmetries. As an example, we dynamically generate a potential of tenth power, which has been treated in the literature using other approaches, and discuss its relation with other potentials of lowest orders. The question of solvability is also studied. © 1991 The American Physical Society.

Renormalization-group calculation of dynamical properties for impurity models

The numerical renormalization-group method was originally developed to calculate the thermodynamical properties of impurity Hamiltonians. A recently proposed generalization capable of computing dynamical properties is discussed. As illustrative applications, essentially exact results for the impurity specttral densities of the spin-degenerate Anderson model and of a model for electronic tunneling between two centers in a metal are presented. © 1991.

Protecting the √SWAP operation from general and residual errors by continuous dynamical decoupling

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On an energy exchange process and appearance of chaos in a non-ideal portal frame dynamical system

In this paper, we consider non-ideal excitation devices such as DC motors with restrictenergy output capacity. When such motors are attached to structures which needexcitation power levels similar to the source power capacity, jump phenomena and theincrease in power required near resonance characterize the Sommerfeld Effect, actingas a sort of an energy sink. One of the problems often faced by designers of suchstructures is how to drive the system through resonance and avoid this energy sink.Our basic structural model is a simple portal frame driven by a num-ideal powersource-(NIPF). We also investigate the absorption of resonant vibrations (nonlinearand chaotic) by means of a nonlinear sub-structure known as a Nonlinear Energy Sink(NES). An energy exchange process between the NIPF and NES in the passagethrough resonance is investigated, as well the suppression of chaos.

Protecting the √SWAP operation from general and residual errors by continuous dynamical decoupling

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