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Physica
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Physica

North-Holland

0378-4371

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    The influence of average speed ratio on multilayer traffic network

    Ding, RuiZhou, TaoDu, YiMingChen, Shihui...
    11页
    查看更多>>摘要:In traffic network design, operation and management, operation speed is one of the key indicators. However, only a few studies are based on traffic dynamics on networks with the consideration of different operation speeds, and less reflected the influence of multilayer networks, which illustrate and represent different appropriate urban traffic modes. In this paper, we constructed a multilayer traffic network model with time weighted adjacency matrix. Then with the study of the influence of different network operation speed ratios on the corresponding characteristics of the comprehensive traffic network, we can clearly know that the change of network operation speed ratio will have very obvious impact on the travel time between nodes, the average travel times, the cooperation strength, the accessibility, and the network community numbers. This research has connected the rencent related study of multilayer traffic network and network operation speeds, the findings of the study afford to improve the current design and operation of traffic integrated models, and can provide some suggestions for urban and urban agglomeration development. (C)& nbsp;2022 Elsevier B.V. All rights reserved.

    A novel method for forecasting time series based on directed visibility graph and improved random walk

    Hu, YuntongXiao, Fuyuan
    11页
    查看更多>>摘要:Recently network-based method for forecasting time series has become a hot research topic. Although some proposed network-based methods achieve good performance in forecasting some series, how to mine more information of time series and make more accurate predictions is still an open question. To address this issue, we propose a novel reconstructing-forecasting method based on directed visibility graph and random walk process. Firstly, the observed time series is reconstructed to explore more information of series. Then, the reconstructed series is converted into a directed visibility graph. Af-terwards, the reconstructed series is predicted with the similarity distribution obtained from improved random walk process. Eventually, the prediction of original time series is calculated using the predictions and the similarity distribution of the reconstructed one. To test the forecasting performance, the proposed method is applied to forecast construction cost index (CCI), China's quarterly total GDP growth (GDP) and China's tertiary industry quarterly GDP growth (TI). The results of experiments indicate that, with good robustness, the proposed method is of ability to provide more accurate predictions than compared methods.

    Quantum metrics based upon classical Jensen-Shannon divergence

    Osan, T. M.Bussandri, D. G.Lamberti, P. W.
    12页
    查看更多>>摘要:Jensen-Shannon divergence is an important distinguishability measure between probability distributions that finds interesting applications within the context of Information Theory. In particular, this classical divergence belongs to a remarkable class of divergences known as Csiszar or f-divergences. In this paper we analyze the problem of obtaining a distance measure between two quantum states starting from the classical Jensen-Shannon divergence between two probability distributions. Considering the Jensen-Shannon divergence as a Csiszar divergence, we first focus on the problem of distinguishability between two pure quantum states. We find a quantum version of the classical Jensen-Shannon divergence that differs from the previously introduced Quantum Jensen-Shannon Divergence. The two quantum versions of Jensen-Shannon divergence have different interpretations within the framework of Quantum Information Theory. Whereas the former quantum version of Jensen-Shannon divergence can be interpreted as the Holevo bound, the alternative quantum version obtained in this work equals the accessible information. Furthermore, we obtain a monoparametric family of metrics between two quantum pure states. Finally, we extend this family of metrics to the case of mixed quantum states by means of the concept of purification. (c) 2022 Elsevier B.V. All rights reserved.

    Pinning control strategy and stability analysis of mixed platoon: A cyber-physical perspective

    Liu, ZhongchengSun, DihuaZhao, MinJin, Shuang...
    23页
    查看更多>>摘要:Control of mixed traffic, consisting of manual driving vehicles and automated driving vehicles, remains a major challenge. In this paper, a novel pinning control strategy for mixed platoon to achieve indirect control of manual driving vehicles is proposed. Besides the control algorithm of pinning nodes, the impact of the spatial distribution of automated driving vehicles on traffic is studied. The approach is compatible with the existing control of automated driving vehicles in mixed vehicle platoon. Numerical simulation results illustrated the effectiveness of the proposed pinning control strategy.

    Suppressing traffic-driven epidemic spreading in multiplex networks by effective traffic-flow assignment strategy

    Jing, Xing-LiHu, Mao-BinChen, Jie
    11页
    查看更多>>摘要:Despite extensive research on the interplay between traffic dynamics and epidemic spreading, the control of epidemic spreading in multiplex networks by routing strategies has not received adequate attention. In this paper, we study the impact of effective traffic-flow assignment strategy on epidemic spreading in multiplex networks. Interestingly, epidemic spreading can be effectively controlled by tuning the routing assignment in a certain layer. In particular, by adjusting the routing parameters, the epidemic can be completely suppressed. Moreover, an increase in the average network connectivity of one layer of the multiplex networks can also suppress the outbreak of epidemic spreading. By both simulation and theoretical analysis, the epidemic suppression effect is confirmed on multiplex networks composed of Erdos-Renyi random and Scale-Free layers. (C) 2022 Elsevier B.V. All rights reserved.

    Non-equilibrium skewness, market crises, and option pricing: Non-linear Langevin model of markets with supersymmetry

    Halperin, Igor
    29页
    查看更多>>摘要:This paper presents a tractable model of non-linear dynamics of market returns using a Langevin approach. Due to non-linearity of an interaction potential, the model admits regimes of both small and large return fluctuations. Langevin dynamics are mapped onto an equivalent quantum mechanical (QM) system. Borrowing ideas from supersymmetric quantum mechanics (SUSY QM), a parameterized ground state wave function (WF) of this QM system is used as a direct input to the model, which also fixes a non-linear Langevin potential. Using a two-component Gaussian mixture as a ground state WF with an asymmetric double well potential produces a tractable low-parametric model with interpretable parameters, referred to as the NES (Non-Equilibrium Skew) model. Supersymmetry (SUSY) is then used to find time-dependent solutions of the model in an analytically tractable way. Additional approximations give rise to a final practical version of the NES model, where real-measure and risk-neutral return distributions are given by three component Gaussian mixtures. This produces a closed-form approximation for option pricing in the NES model by a mixture of three Black-Scholes prices, providing accurate calibration to option prices for either benign or distressed market environments, while using only a single volatility parameter. These results stand in stark contrast to the most of other option pricing models such as local, stochastic, or rough volatility models that need more complex specifications of noise to fit the market data. (c) 2022 Elsevier B.V. All rights reserved.

    Fragmentation instability in aggregating systems

    Berrones-Santos, ArturoSchaeffer, ElisaAlmaguer, JavierBenavides-Vazquez, Luis...
    12页
    查看更多>>摘要:The inclusion of a fragmentation mechanism in population balance equations introduces complex interactions that make the analytical or even computational treatment much more difficult than for the pure aggregation case. This is specially true when variable sized fragments are allowed, because of the exponential growth in fragments size combinations with the number of monomers in the exchanges. In this contribution we present a new model that incorporates an instability threshold in the clusters, which induces arbitrary losses or gains of particles by fracture with a substantial simplification of the combinatorics of the process. The model exhibits two different regimes. (C)& nbsp;2022 Elsevier B.V. All rights reserved.

    Constructing games on networks for controlling the inequalities in the capital distribution

    Miszczak, Jaroslaw Adam
    10页
    查看更多>>摘要:The inequality in capital or resource distribution is among the important phenomena observed in populations. The sources of inequality and methods for controlling it are of practical interest. To study this phenomenon, we introduce a model of interaction between agents in the network designed for the purpose of reducing the inequality in the distribution of capital. To achieve the effect of inequality reduction we interpret the outcome of the elementary game played in the network such that the wining the game is translated into the reduction of the inequality. We study different interpretations of the introduced scheme and their impact on the behaviour of agents in the terms of the capital distribution and we provide examples based on the capital dependent Parrondo's paradox. The results presented in this study provide insight into the mechanics of the inequality formation in the society. (C)& nbsp;2022 Elsevier B.V. All rights reserved.

    Growth kinetics of a single-walled carbon nanotube: Exact and simulation results

    Zounmenou, F.Hontinfinde, R. D.Hontinfinde, F.
    12页
    查看更多>>摘要:The single walled (SW) carbon nanotube (CNT), discovered in 1991, is a fascinating system for studying key processes relevant to nanomaterials synthesis. It has crucial technological applications, in particular in biomedecine, sensors and telecom networks. In this work, we study numerically the growth kinetics and surface roughness of a hexagonal SWCNT with zero chiral angle using Glauber dynamics. The SWCNT growth kinetics are described in terms of Markov processes whose states are given by its upper edge profile that we mapped onto a 5-vertex model. The model parameters considered are the supersaturation of the fluid phase or driving force and the temperature. The kinetic equation of the system is solved exactly by means of the transition matrix method for small samples and the steady state growth velocity is calculated. Kinetic Monte Carlo (KMC) simulations based on the Bortz-Kalos-Lebowitz (BKL) update algorithm are used to extract some large scale properties of the model. (c) 2022 Elsevier B.V. All rights reserved.

    Learning hidden Markov models with unknown number of states

    Zheng, JingYu, DongjieZhu, BinTong, Changqing...
    10页
    查看更多>>摘要:This paper proposes a novel method for learning hidden Markov models (HMMs) with an unknown number of states based on a valuable feature set. The feature set is built using the hitting times of HMMs. Based on the feature set, we obtain a parameter estimation for HMMs by SVD and the clustering algorithm. The advantages of the proposed method are that it can accurately and automatically identify the number of hidden states, it is robust to misspecified emission distributions, it is less sensitive to initialization, and is asymptotically consistent. Numerical experiments show that the proposed method performs better than other methods when the observed time series is long enough. (c) 2022 Elsevier B.V. All rights reserved.