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Discretized Diffusion Processes

Stefano Ciliberti·Guido Caldarelli·Paolo De Los Rios·Luciano Pietronero·Yi-Cheng Zhang
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Abstract

We study the properties of the ``Rigid Laplacian'' operator, that is we consider solutions of the Laplacian equation in the presence of fixed truncation errors. The dynamics of convergence to the correct analytical solution displays the presence of a metastable set of numerical solutions, whose presence can be related to granularity. We provide some scaling analysis in order to determine the value of the exponents characterizing the process. We believe that this prototype model is also suitable to provide an explanation of the widespread presence of power-law in social and economic system where information and decision diffuse, with errors and delay from agent to agent.

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Stefano Ciliberti, Guido Caldarelli, Paolo De Los Rios, Luciano Pietronero, Yi-Cheng Zhang. 2000-10-18. Discretized Diffusion Processes. https://doi.org/10.1103/physrevlett.85.4848

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