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Physica
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Physica

North-Holland

0378-4371

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    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.

    Authoritarianism vs. democracy: Simulating responses to disease outbreaks

    Biondo, A. E.Brosio, G.Pluchino, A.Zanola, R....
    16页
    查看更多>>摘要:Disease outbreaks force the governments to rapid decisions. However, the stream of decision-making could be costly in terms of the democratic representativeness. The goal of the paper is to investigate the trade-off between pluralism of preferences and the time required to approach a decision. To this aim we develop and test a modified version of the Hegselmann and Krause (2002) model to capture these two characteristics of the decisional process in different institutional contexts. Using a twofold geometrical institutional setting, we simulate the impact of disease outbreaks to check whether countries exhibit idiosyncratic effects, depending on their institutional frameworks. Main findings are that the degree of pluralism is not necessarily associated with worse performances in managing emergencies, provided that the political debate is mature enough. (C)& nbsp;2022 Published by Elsevier B.V.

    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.

    The influence of autapse on synchronous firing in small-world neural networks

    Peng, LuTang, JunMa, JunLuo, Jinming...
    11页
    查看更多>>摘要:The synchronization of the nervous system is strongly related to diseases such as Parkinson's, epilepsy, and schizophrenia. Given that the existence of autapse has been proved experimentally, the influence of autapse on the synchronization in a neural network is studied numerically. The results show that increasing coupling intensity could destroy the synchronization of the neural firing pattern, and reduce the firing rate in the network. Especially, an inhibition zone, in which the neural firing is inhibited completely, exists for changes of both coupling intensity and time delay in all types of autapses. As a key factor for different types of autapses, the transmission time delay influences the synchronization complicatedly, i.e., increasing time delay could modulate synchronization for different types of autapse and parameter regions. The theoretical results in this paper shed some light on the study about the mechanism of neural synchronization. (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.

    Stochastic user equilibrium path planning for crowd evacuation at subway station based on social force model

    Yang, XiaoxiaZhang, RuiPan, FuquanYang, Yi...
    23页
    查看更多>>摘要:Evacuation path of pedestrians at subway station can directly affect the evacuation efficiency, and then affect the service level of the station. A Fisk stochastic user equilibrium model considering the congestion factor is established to assist evacuation path planning, which could avoid the bottleneck area and dangerous situation in advance. By comparing the field statistical data with simulation data of the number of pedestrians at the entrance gate of subway station, it is verified that the social force model and the minimum cost model can basically reproduce the movement law and path selection behavior of pedestrians at the subway station. Simulation experiment is carried out to compare the evacuation efficiency at the subway station under the stochastic user equilibrium model and the minimum cost model. The results indicate that the number of pedestrians at each gate is relatively balanced which can avoid overcrowding under the stochastic user equilibrium model. The total evacuation time can be reduced by 15%, and the individual evacuation time can be saved about 0.57 min. By comparing the 3D overall pedestrian trajectory and the 2D local pedestrian trajectory, it is found that the stochastic user equilibrium model is of great significance for evacuation path optimization at the subway station. The quantitative relationship between the number of pedestrians and evacuation time at the subway station is given through regression analysis under stochastic user equilibrium model and minimum cost model. The suspension of escalators can obviously result in congestion at the gate and increase the total evacuation time. When pedestrian density at the station is low, closing a certain exit can significantly improve the pedestrian traffic efficiency at the gate and greatly reduce the total evacuation time. The stochastic user equilibrium evacuation path planning model constructed in this paper provides a guidance strategy for pedestrian evacuation, which could improve the efficiency and safety of subway evacuation system. (C)& nbsp;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.

    Emergence of maximal hidden quantum correlations and its trade-off with the filtering probability in dissipative two-qubit systems

    Ducuara, Andres F.Susa, Cristian E.Reina, John H.
    12页
    查看更多>>摘要:We investigate the behaviour of quantum CHSH-nonlocality, F3-steering, and usefulness for teleportation in an interacting two-qubit dissipative system. We show regimes where these three quantum correlations can be extracted by means of local filtering operations, despite them not being displayed in the bare natural time evolution. Moreover, we show the existence of local hidden state (LHS) and local hidden variable (LHV) models for some states during the dynamics and thus, showing that apparently-useless physical systems could still exhibit quantum correlations, which are hidden from us, but that can still be revealed by means of local filtering operations and therefore, displaying the phenomenon of hidden quantum correlations. Furthermore, we report on extreme versions of these phenomena, where the revealed correlations achieve the maximal amount allowed by quantum theory. This phenomenon of maximal hidden correlations relies on the qubits collective damping, and may take place even in long-distance separated qubits. Despite the immediate appeal of the physical system displaying such an extreme phenomenon, we furthermore show however, that there actually exists a trade-off between the amount of quantum correlations which can be extracted and the filtering probability with which such protocol can be implemented. Explicitly, the higher the amount of correlations to be extracted, the more difficult it becomes for the protocol to be implemented (lower filtering probability). This is consequently showing us the remarkable fact that whilst the phenomenon of maximal hidden quantum correlations does naturally emerge during the evolution of physical systems, Nature does not completely give it away for free, by imposing a limit to the rate at which this can be done. From a theoretical point of view, the existence of such trade-off imposes a fundamental limit to the extraction of quantum correlations by local filtering operations. From a practical point of view on the other hand, the results here presented determine the amount of resources that should be invested in order to extract such maximal hidden quantum correlations.(c) 2022 Elsevier B.V. All rights reserved.

    Variation of Gini and Kolkata indices with saving propensity in the Kinetic Exchange model of wealth distribution: An analytical study

    Joseph, BijinChakrabarti, Bikas K.
    9页
    查看更多>>摘要:We study analytically the change in the wealth (x) distribution P(x) against saving propensity lambda in a closed economy, using the Kinetic theory. We estimate the Gini (g) and Kolkata (k) indices by deriving (using P(x)) the Lorenz function L(f), giving the cumulative fraction L of wealth possessed by fraction f of the people ordered in ascending order of wealth. First, using the exact result for P(x) when lambda = 0 we derive L(f), and from there the index values g and k. We then proceed with an approximate gamma distribution form of P(x) for non-zero values of lambda. Then we derive the results for g and k at lambda = 0.25 and as lambda -> 1. We note that for lambda -> 1 the wealth distribution P(x) becomes a Dirac delta-function. Using this and assuming that form for larger values of lambda we proceed for an approximate estimate for P(x) centered around the most probable wealth (a function of lambda). We utilize this approximate form to evaluate L(f), and using this along with the known analytical expression for g, we derive an analytical expression for k(lambda). These analytical results for g and k at different lambda are compared with numerical (Monte Carlo) results from the study of the Chakraborti-Chakrabarti model. Next we derive analytically a relation between g and k. From the analytical expressions of g and k, we proceed for a thermodynamic mapping to show that the former corresponds to entropy and the latter corresponds to the inverse temperature. (C)& nbsp;2022 Elsevier B.V. All rights reserved.

    Impact of resource-based conditional interaction on cooperation in spatial social dilemmas

    Li, XiaopengHan, WeiweiYang, WenjunWang, Juan...
    18页
    查看更多>>摘要:Due to the contradiction between the finiteness of resources and people's infinite demand for them, we cannot deny the impact of the limited resources on human behavior. To this end, we construct a novel resource-based conditional interaction model from a tiny perspective, in which not only can limited resources be redistributed among the population, but resources owned by players also affect whether they can interact with each other or not. To be specific, a player who successfully imitates his neighbor's strategy will have to pay epsilon proportion of his resources to the opponent as the learning cost. In addition, if and only if the resource difference between the focal player x and one of his neighbors y is within an acceptable tolerance interval tau, they will indisputably interact with each other. We mainly resort to the prisoner's dilemma game and asynchronous strategy update to verify the effectiveness of the model. By resorting to extensive Monte Carlo simulations, we find that there exists an optimal acceptable tolerance interval tau, varying with the value of cost-to-benefit ratio u, to make the promotion of cooperation the most obvious. We also confirm that players' irrational behavior can be influenced by this resource-based partner selection. However, if we introduce one kind of minimal resource protection mechanism into our proposed model, the level of cooperation cannot be further elevated, or even be hindered when compared with the case without the minimal resource protection mechanism. In the end, we further verify the robustness and effectiveness of the proposed model through other social dilemmas, network topologies, and synchronous strategy update pattern. To a certain extent, we wish that our efforts can wipe out some barriers for researching the evolution of cooperation within the selfish population. (C) 2022 Elsevier B.V. All rights reserved.