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Physica
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Physica

North-Holland

0378-4371

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    Exact solution for the Anisotropic Ornstein-Uhlenbeck process

    de Almeida, Rita M. C.Giardini, Guilherme S. Y.Vainstein, MendeliGlazier, James A....
    13页
    查看更多>>摘要:Active-Matter models commonly consider particles with overdamped dynamics subject to a force (speed) with constant modulus and random direction. Some models also include random noise in particle displacement (a Wiener process), resulting in diffusive motion at short time scales. On the other hand, Ornstein-Uhlenbeck processes apply Langevin dynamics to the particles' velocity and predict motion that is not diffusive at short time scales. Experiments show that migrating cells have gradually varying speeds at intermediate and long time scales, with short-time diffusive behavior. While Ornstein-Uhlenbeck processes can describe the moderate-and long-time speed variation, Active-Matter models for over-damped particles can explain the short-time diffusive behavior. Isotropic models cannot explain both regimes, because short-time diffusion renders instantaneous velocity ill-defined, and prevents the use of dynamical equations that require velocity time-derivatives. On the other hand, both models correctly describe some of the different temporal regimes seen in migrating biological cells and must, in the appropriate limit, yield the same observable predictions. Here we propose and solve analytically an Anisotropic Ornstein-Uhlenbeck process for polarized particles, with Langevin dynamics governing the particle's movement in the polarization direction and a Wiener process governing displacement in the orthogonal direction. Our characterization provides a theoretically robust way to compare movement in dimensionless simulations to movement in experiments in which measurements have meaningful space and time units. We also propose an approach to deal with inevitable finite-precision effects in experiments and simulations. (C) 2021 Elsevier B.V. All rights reserved.

    Feedback and reactive flow effects on living crystal formation

    Zafer, Ayturk HamdiAkguc, Gursoy B.
    10页
    查看更多>>摘要:Active spherical particles in a water film form aggregate on two neighboring water bubbles, where one of the bubbles' half surface is heated by a laser source, creating a convective flow field. The specific geometry is similar to the experimental setup we used for colloidal particles (Ilday et al., 2017). Water flow is considered reactive during the simulation due to changing flow field, as well as temperature field. A feedback interaction is introduced, which may be due to the concentration of particles in some region of fluid, effectively a time-dependent accumulation. We show the effect of attractive and repulsive feedback forces, and observe, under attractive feedback, the formation of patches of aggregate distributed all over the space, and eventually a greater aggregate formation on the bubble surface. Reactive flow effects, with and without feedback effects, are analyzed, by examining the pair correlation and mean square displacement indicators, as well as the single-particle trajectories. (C) 2021 Elsevier B.V. All rights reserved.

    Testing stationarity of the detrended price return in stock markets

    Arias-Calluari, KarinaNajafi, Morteza N.Harre, Michael S.Tang, Yaoyue...
    22页
    查看更多>>摘要:This paper proposes a generalized porous media equation with drift as the governing equation for stock market indexes. The proposed governing equation can be expressed as a Fokker-Planck equation (FPE) with a non-constant diffusion coefficient. The governing equation accounts for non-stationary effects and describes the time evolution of the probability distribution function (PDF) of the price return. By applying Ito's Lemma, the FPE is associated with a stochastic differential equation (SDE) that models the time evolution of the price return in a fashion different from the classical Black-Scholes equation. Both FPE and SDE equations account for a deterministic part or trend and a stochastic part or q-Gaussian noise. The q-Gaussian noise can be decomposed into a Gaussian noise affected by a standard deviation or volatility. The presented model is validated using the S&P500 index's data from the past 25 years per minute. We show that the price return becomes Gaussian, consequently stationary by normalizing the detrended data set. The normalization of the data is calculated by subtracting the trend and then dividing by the standard deviation of the detrended price return. The stationarity test consists of representing the power spectrum in terms of the time series's autocorrelation. Additionally, this paper presents the multifractal analysis for the detrended and normalized price return to describe the Hurst exponent dynamics over the dataset. (C) 2021 Elsevier B.V. All rights reserved.

    Critical behavior at the onset of synchronization in a neuronal model

    Safaeesirat, AminMoghimi-Araghi, Saman
    14页
    查看更多>>摘要:It has been observed experimentally that the neural tissues generate highly variable and scale-free distributed outbursts of activity both in vivo and in vitro. Understanding whether these heterogeneous patterns of activity come from operation of the brain at the edge of a phase transition is an interesting possibility. Therefore, constructing simple model that exhibits such behavior is of great interest. Additionally, the presence of both critical behavior and oscillatory patterns in brain dynamics is a very interesting phenomenon: Oscillatory patterns define a temporal scale, while criticality imposes scale-free characteristics. In this paper, we consider a model for a neuronal population where each neuron is modeled by an over-damped rotator. We find that there are some regions in the space of external parameters where the system shows synchronization. Interestingly, just at the transition point, the avalanche statistics show power-law behavior. Also, in the case of small systems, the (partial) synchronization and power-law behavior can occur simultaneously. (C) 2021 Elsevier B.V. All rights reserved.

    Comment on the paper by R. Maniar and A. Bhattacharyay, [Random walk model for coordinate-dependent diffusion in a force field, Physica A 584 (2021)126348]

    Vezzani, Alessandro
    4页
    查看更多>>摘要:Paper (Maniar and Bhattacharyay, 2021) introduces a discrete random-walk (RW) model with a site dependent waiting time and an external force i.e. a site dependent drift. The RW is compared with a Smoluchowski equation in continuous space and time with space dependent diffusivity and space dependent damping. Using numerical simulations in Maniar and Bhattacharyay (2021) it is shown that the equilibrium distribution satisfies locally the Stokes-Einstein relation i.e. there is a constant temperature in the whole system. Here we show that the result can be recovered analytically with a continuous limit in the RW master equation. Moreover, we evidence that the RW model should be carefully defined in order to satisfy locally Stokes-Einstein relation, indeed a different definition of the discrete RW process describes a system that satisfies the Smoluchowski equation with constant damping, where the temperature is not uniform. (C) 2021 Elsevier B.V. All rights reserved.

    Stability analysis of pedestrian traffic flow in horizontal channels: A numerical simulation method

    Zhou, JibiaoChen, SiyuanMa, ChangxiDong, Sheng...
    11页
    查看更多>>摘要:The operational state of the pedestrian flow through the horizontal passage has a direct bearing on the operational efficiency of the entire urban railway transit hub. This study aimed to build a lattice hydrodynamic model considering the overtaking effect of pedestrian traffic and the proportion of the pedestrian flow in two opposite directions. Based on the linear stability analysis, the stability condition of the model was obtained. The results showed that reducing the difference in the proportion of the pedestrian flow in two opposite directions could expand the stable region. Further, the mKdV equation describing the density wave propagation behavior near the critical point was derived based on nonlinear analysis. The kink-anti-kink wave solution was found for the mKdV equation. The results showed that when the overtaking effect was less than the threshold of 0.16, the jamming transition occurred between the uniform pedestrian flow and the kink density waves. When the overtaking constant was more than the threshold, a chaotic region appeared on the phase diagram. The anti-interference capability of the pedestrian flow decreased, and the entire system was in an unstable state. The numerical simulation verified the accuracy of the linear and nonlinear analyzes. (C) 2021 Elsevier B.V. All rights reserved.

    Corrections for "Agreement coordination of fractional- order multi-agent systems with reaction-diffusion and persistent disturbances"

    Mo, LipoYu, YongguangYuan, Xiaolin
    2页
    查看更多>>摘要:In this paper, an error is corrected in the proof of Theorem 6 of Yuan et al. (2019). (C) 2021 Elsevier B.V. All rights reserved.

    Predicting the survivability of invasive species with mutualistic and competing interaction networks

    Duan DongliWu ChengxingSi Shubin
    11页
    查看更多>>摘要:Ecosystem can be abstracted as a complex network of interactions between species. We develop a mathematical framework to explore the survivability of alien species through the interaction between invasive species and local ecosystems. The proposed approach allows us to reduce N-dimensional systems involving symbiosis and competition into one-dimensional problem with mean-field theory, so as to reveal the invasion mechanism of alien species into the local interaction networks. Our results suggest that whether an alien species can invade successfully depends on the structure of the ecosystem as well as the change of interactions between species caused by alien species. The invasion process can be classified into four patterns according to the level of difficulty of invasive local ecosystems by alien species, which can help us better understand and intervene the spreading process of alien species. (C) 2021 Elsevier B.V. All rights reserved.

    Kinetic-controlled hydrodynamics for multilane traffic models

    Borsche, RaulKlar, AxelZanella, Mattia
    17页
    查看更多>>摘要:We study the application of a recently introduced hierarchical description of traffic flow control by driver-assist vehicles to include lane changing dynamics. Lane-dependent feedback control strategies are implemented at the level of vehicles and the aggregate trends are studied by means of Boltzmann-type equations determining three different hydrodynamics based on the lane switching frequency. System of first order macroscopic equations describing the evolution of densities along the lanes are then consistently determined through a suitable closure strategy. Numerical examples are then presented to illustrate the features of the proposed hierarchical approach. (C) 2021 Elsevier B.V. All rights reserved.

    Network dynamic and stability on European Union

    Pereira, Hernane Borges de Barrosdo Rosario, Raphael SilvaPereira, Eder Johnson de Area LeaoMoreira, Davidson Martins...
    12页
    查看更多>>摘要:This paper proposes an analysis of the financial market of 14 countries of the European Union, under the vision of the dynamic networks using the motif-synchronization method. It is found that the countries of Central Europe (France, the Netherlands, Germany, and the UK) are the most influential in the remaining exchanges of the European Union countries. They were also found as hubs during and after the subprime crisis in Ireland and Greece. The network formed between the indices of the countries in the European Union increased its connectivity constantly from 1988 up to 2008 and 2009, years in which the subprime crisis occurred, and after 2008-2009 the connection gradually decreased until the year 2017, revealing behavior before and after the crisis. The results corroborate the thesis that strongly connected financial networks are more susceptible to exogenous shocks than sparse networks. (C) 2021 Elsevier B.V. All rights reserved.