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Bastien Fernandez

Publications and source records attributed to Bastien Fernandez.

At least 19 recordsLinked to original sources

Convergence to stationary points in the Weisbuch-Kirman-Herreiner model for buyers' preferences in fish markets

In a paper published in The Economic Journal in 2000, Weisbuch et al.\ introduce a model for buyers' preferences to the various sellers in over-the-counter (OTC) fish markets. While this model has become an archetype of economic conceptualization that combines bounded rationality and myopic reasoning, the literature on its asymptotic behaviours has remained scarce. In this paper, we proceed to a mathematical analysis of the dynamics and its full characterization in the simplest case of homogeneous buyer populations. By using elements of the theory of cooperative dynamical systems, we prove that, independently of the number of sellers and parameters, for almost every initial condition, the subsequent trajectory must asymptotically approach a stationary state. Moreover, for simple enough distributions of the sellers' attractiveness, we determine all stationary states and their parameter-dependent stability. This analysis shows that in most cases, the asymptotic preferences are ordered as the attractiveness are. However, depending on the parameters, there also exist robust functioning modes in which those sellers with highest preference are not the ones that provide highest profit.

econ.TH

A simple model for the population dynamics in OTC wholesale fresh product markets

Given the combined evidences of bounded rationality, limited information and short-term optimization, over-the-counter (OTC) fresh product markets provide a perfect instance where to develop a behavioural approach to the analysis of micro-economic systems. Aiming at characterizing via a rigorous mathematical analysis, the main features of the spontaneous organization and functioning of such markets, we introduce and we study a stylized dynamical model for the time evolution of buyers populations and prices/attractiveness at each wholesaler. The dynamics is governed by immediate reactions of the actors to changes in basic indicators. Buyers are influenced by some degree of loyalty to their regular suppliers. Yet, at times, they also prospect for potential better offers. On the other hand, sellers primarily aim at maximising their profit. Yet, they can be also prone to improving their competitiveness in case of clientele deficit. Our results reveal that, in spite of being governed by simple and immediate rules, the competition between sellers self-regulates in time, as it constrains to bounded ranges the dispersion of both prices and clientele volumes, does similarly for the mean clientele volume, and it generates oscillatory behaviours that prevent any seller to dominate permanently its competitors (and to be dominated forever). Long-term behaviours are also investigated, with focus on asymptotic convergence to an equilibrium, as can be expected for a standard functioning mode. In particular, in the simplest case of 2 competing sellers, a normal-form-like analysis proves that such convergence holds, provided that the buyer's loyalty is sufficiently high or the sellers' reactivity is sufficiently low. In other words, this result identifies and proves those characteristics of the system that are responsible for long term stability and asymptotic damping of the oscillations.

econ.TH

Dynamics of buyer populations in fresh product markets

Based on empirical evidences and previous studies, we introduce and mathematically study a perception-driven model for the dynamics of buyer populations in markets of perishable goods. Buyer behaviours are driven partly by some loyalty to the sellers that they previously purchased at, and partly by the sensitivity to the intrinsic attractiveness of each seller in the market. On the other hand, the sellers update they attractiveness in time according to the difference between the volume of their clientele and the mean volume of buyers in the market, optimising either their profit when this difference is favourable or their competitiveness otherwise. While this negative feedback mechanism is a source of instability that promotes oscillatory behaviour, our analysis identifies the critical features of the dynamics that are responsible for the asymptotic stability of the stationary states, both in their immediate neighbourhood and globally in phase space. Altogether, this study provides mathematical insights into the consequences of introducing feedback into buyer-seller interactions in such markets, with emphasis on identifying conditions for long term constancy of clientele volumes.

econ.TH

Feedback-delay dependence of the stability of cluster periodic orbits in populations of degrade-and-fire oscillators with common activator

Feedback delay has been identified as a key ingredient in the quorum sensing synchronization of synthetic gene oscillators. While this influence has been evidenced at the theoretical level in a simplified system of degrade-and-fire oscillators coupled via a common activator protein, full mathematical certifications remained to be provided. Here, we prove from a rigorous mathematical viewpoint that, for the very same model, the synchronized degrade-and-fire oscillations are 1/ unstable with respect to out-of-sync perturbations in absence of delay, and 2/ are otherwise asymptotically stable in presence of delay, no matter how small is its amplitude. To that goal, we proceed to an extensive study of the population dynamics in this system, which in particular identifies the mechanisms of, and related criteria for, the delay-dependent stability of periodic orbits with respect to out-of-sync perturbations. As an additional outcome, the analysis also reveals that, depending on the parameters, multiple stable partially synchronized periodic orbits can coexist with the fully synchronized one.

math.DS

Symmetry-breaking-induced loss of ergodicity in maps of the simplex with inversion symmetry

Motivated by proving the loss of ergodicity in expanding systems of piecewise affine coupled maps with arbitrary number of units, all-to-all coupling and inversion symmetry, we provide ad-hoc substitutes - namely inversion-symmetric maps of the simplex with arbitrary number of vertices - that exhibit several asymmetric absolutely continuous invariant measures when their expanding rate is sufficiently small. In a preliminary study, we consider arbitrary maps of the multi-dimensional torus with permutation symmetries. Using these symmetries, we show that the existence of multiple invariant sets of such maps can be obtained from their analogues in some reduced maps of a smaller phase space. For the coupled maps, this reduction yields inversion-symmetric maps of the simplex. The subsequent analysis of these reduced maps show that their systematic dynamics is intractable because some essential features vary with the number of units; hence the substitutes which nonetheless capture the coupled maps common characteristics. The construction itself is based on a simple mechanism for the generation of asymmetric invariant union of polytopes, whose basic principles should extend to a broad range of maps with permutation and inversion symmetries.

math.DS

Conditioning problems for invariant sets of expanding piecewise affine mappings: Application to loss of ergodicity in globally coupled maps

We propose a systematic approach to the construction of invariant union of polytopes (IUP) in expanding piecewise affine mappings whose linear components are isotropic scalings. The approach relies on using empirical information embedded in trajectories in order to infer, and then to solve, a so-called conditioning problem for some generating collection of polytopes. A conditioning problem consists of a series of requirements on the polytopes' localisation and on the dynamical transitions between these elements. The core element of the approach is a reformulation of the problem as a set of piecewise linear inequalities for some matrices which encapsulate geometric constraints. In that way, the original topological puzzle is converted into a standard problem in computational geometry. This transformation involves an optimization procedure that ensures that both problems are equivalent. As a proof of concept, the approach is applied to the study of the loss of ergodicity in basic examples of globally coupled maps. The study explains, completes and substantially extends previous achievements about asymmetric IUP in these systems. Comparison with the numerics reveals sharp existence conditions depending on the map parameters, and accurate fits of the empirical ergodic components. In addition, this application also reveals unanticipated features about conditioning problem solutions, especially as the dependence on the set of admissible face directions is concerned.

math.DS

Slow-fast dynamics in stochastic Lotka-Volterra systems

We investigate the large population dynamics of a family of stochastic particle systems with three-state cyclic individual behaviour and parameter-dependent transition rates. On short time scales, the dynamics turns out to be approximated by an integrable Hamiltonian system whose phase space is foliated by periodic trajectories. This feature suggests to consider the effective dynamics of the long-term process that results from averaging over the rapid oscillations. We establish the convergence of this process in the large population limit to the solutions of an explicit stochastic differential equation. Remarkably, this averaging phenomenon is complemented by the convergence of stationary measures. The proof of averaging follows the Stroock-Varadhan approach to martingale problems and relies on a fine analysis of the system's dynamical features.

math.PR

Computer-assisted proof of ergodicity breaking in expanding coupled maps

From a dynamical viewpoint, basic phase transitions of statistical mechanics can be regarded as a breaking of ergodicity. While many random models exhibiting such transitions at the thermodynamics limit exist, finite-dimensional examples with deterministic dynamics on a chaotic attractor are rare, if at all existent. Here, the dynamics of a family of $N$ coupled expanding circle maps is investigated in a parameter regime where absolutely continuous invariant measures are known to exist. At first, empirical evidence is given of symmetry breaking of the ergodic components upon increase of the coupling strength, suggesting that breaking of ergodicity should occur for every integer $N>2$. Then, a numerical algorithm is proposed which aims to rigorously construct asymmetric ergodic components of positive Lebesgue measure. Due to the explosive growth of the required computational resources, the algorithm successfully terminates for small values of $N$ only. However, this approach shows that phase transitions should be provable for systems of arbitrary number of particles with erratic dynamics, in a purely deterministic setting, without any reference to random processes.

math-ph

The mathematics of asymptotic stability in the Kuramoto model

Now a standard in Nonlinear Sciences, the Kuramoto model is the perfect example of the transition to synchrony in heterogeneous systems of coupled oscillators. While its basic phenomenology has been sketched in early works, the corresponding rigorous validation has long remained problematic and was achieved only recently. This paper reviews the mathematical results on asymptotic stability of stationary solutions in the continuum limit of the Kuramoto model, and provides insights into the principal arguments of proofs. This review is complemented with additional original results, various examples, and possible extensions to some variations of the model in the literature.

math.AP

Selective chaos of travelling waves in feedforward chains of bistable maps

We study the chaos of travelling waves (TW) in unidirectional chains of bistable maps. Previous numerical results suggested that this property is selective, {\sl viz.}\ given the parameters, there is at most a single (non-trivial) velocity for which the corresponding set of wave profiles has positive topological entropy. However, mathematical proofs have remained elusive, in particular because the related symbolic dynamics involves entire past sequences. Here, we consider instead inite (short) rank approximations for which the symbolic dynamics has finite memory. For every possible velocity, we compute the existence domains of all possible finite type subshifts of TW with positive entropy. In all examples, chaos of TW turns out to be selective, indeed.

nlin.CG

Revisiting asymptotic periodicity in networks of degrade-and-fire oscillators

Networks of degrade-and-fire oscillators are elementary models of populations of synthetic gene circuits with negative feedback, which show elaborate phenomenology while being amenable to mathematical analysis. In addition to thorough investigation in various examples of interaction graphs, previous studies have obtained conditions on interaction topology and strength that ensure that asymptotic behaviors are periodic (assuming that the so-called firing sequence is itself periodic and involves all nodes). Here, we revisit and extend these conditions and we analyse the dynamics in a case of unidirectional periodic chain. This example shows in particular that the updated conditions for asymptotic periodicity are optimal. Altogether, our results provide a novel instance of direct impact of the topology of interactions in the global dynamics of a collective system.

nlin.AO

The variation of invariant graphs in forced systems

In skew-product systems with contractive factors, all orbits asymptotically approach the graph of the so-called sync function; hence, the corresponding regularity properties primarily matter. In the literature, sync function Lipschitz continuity and differentiability have been proved to hold depending on the derivative of the base reciprocal, if not on its Lyapunov exponent. However, forcing topological features can also impact the sync function regularity. Here, we estimate the total variation of sync functions generated by one-dimensional Markov maps. A sharp condition for bounded variation is obtained depending on parameters, that involves the Markov map topological entropy. The results are illustrated with examples.

math.DS

Landau damping to partially locked states in the Kuramoto model

In the Kuramoto model of globally coupled oscillators, partially locked states (PLS) are stationary solutions that incorporate the emergence of partial synchrony when the interaction strength increases. While PLS have long been considered, existing results on their stability are limited to neutral stability of the linearized dynamics in strong topology, or to specific invariant subspaces (obtained via the so-called Ott-Antonsen (OA) ansatz) with specific frequency distributions for the oscillators. In the mean field limit, the Kuramoto model shows various ingredients of the Landau damping mechanism in the Vlasov equation. This analogy has been a source of inspiration for stability proofs of regular Kuramoto equilibria. Besides, the major mathematical issue with PLS asymptotic stability is that these states consist of heterogeneous and singular measures. Here, we establish an explicit criterion for their spectral stability and we prove their local asymptotic stability in weak topology, for a large class of analytic frequency marginals. The proof strongly relies on a suitable functional space that contains (Fourier transforms of) singular measures, and for which the linearized dynamics is well under control. For illustration, the stability criterion is evaluated in some standard examples. We show in particular that no loss of generality results in assuming the OA ansatz. To our best knowledge, our result provides the first proof of Landau damping to heterogeneous and irregular equilibria, in absence of dissipation.

math.AP

Wave generation in unidirectional chains of idealized neural oscillators

We investigate the dynamics of unidirectional semi-infinite chains of type-I oscillators that are periodically forced at their root node, as an archetype of wave generation in neural networks. In previous studies, numerical simulations based on uniform forcing have revealed that trajectories approach a traveling wave in the far-downstream, large time limit. While this phenomenon seems typical, it is hardly anticipated because the system does not exhibit any of the crucial properties employed in available proofs of existence of traveling waves in lattice dynamical systems. Here, we give a full mathematical proof of generation under uniform forcing in a simple piecewise affine setting for which the dynamics can be solved explicitly. In particular, our analysis proves existence, global stability, and robustness with respect to perturbations of the forcing, of families of waves with arbitrary period/wave number in some range, for every value of the parameters in the system.

nlin.AO

Asymptotic periodicity in networks of degrade-and-fire oscillators

Networks of coupled degrade-and-fire (DF) oscillators are simple dynamical models of assemblies of interacting self-repressing genes. For mean-field interactions, which most mathematical studies have assumed so far, every trajectory must approach a periodic orbit. Moreover, asymptotic cluster distributions can be computed explicitly in terms of coupling intensity, and a massive collection of distributions collapses when this intensity passes a threshold. Here, we show that most of these dynamical features persist for an arbitrary coupling topology. In particular, we prove that, in any system of DF oscillators for which in and out coupling weights balance, trajectories with reasonable firing sequences must be asymptotically periodic, and periodic orbits are uniquely determined by their firing sequence. In addition to these structural results, illustrative examples are presented, for which the dynamics can be entirely described.

nlin.AO

Population Dynamics of Globally Coupled Degrade-and-Fire Oscillators

This paper reports the analysis of the dynamics of a model of pulse-coupled oscillators with global inhibitory coupling. The model is inspired by experiments on colonies of bacteria-embedded synthetic genetic circuits. The total population can be either of finite (arbitrary) size or infinite, and is represented by a one-dimensional profile. Profiles can be discontinuous, possibly with infinitely many jumps. Their time evolution is governed by a singular differential equation. We address the corresponding initial value problem and characterize the dynamics' main features. In particular, we prove that trajectory behaviors are asymptotically periodic, with period only depending on the profile (and on the model parameters). A criterion is obtained for the existence of the corresponding periodic orbits, which reveals the existence of a sharp transition as the coupling parameter is increased. The transition separates a regime where any profile can be obtained in the limit of large times, to a situation where only trajectories with sufficiently large groups of synchronized oscillators perdure.

math.CA

Landau damping in the Kuramoto model

We consider the Kuramoto model of globally coupled phase oscillators in its continuum limit, with individual frequencies drawn from a distribution with density of class $C^n$ ($n\geq 4$). A criterion for linear stability of the uniform stationary state is established which, for basic examples of frequency distributions, is equivalent to the standard condition on the coupling strength in the literature. We prove that, under this criterion, the Kuramoto order parameter, when evolved under the full nonlinear dynamics, asymptotically vanishes (with polynomial rate $n$) for every trajectory issued from sufficiently small $C^n$ perturbation. The proof uses techniques from the Analysis of PDEs and closely follows recent proofs of the nonlinear Landau damping in the Vlasov equation and Vlasov-HMF model.

math.AP

Escape Rates and Singular Limiting Distributions for Intermittent Maps with Holes

We study the escape dynamics in the presence of a hole of a standard family of intermittent maps of the unit interval with neutral fixed point at the origin (and finite absolutely continuous invariant measure). Provided that the hole (is a cylinder that) does not contain any neighborhood of the origin, the surviving volume is shown to decay at polynomial speed with time. The associated polynomial escape rate depends on the density of the initial distribution, more precisely, on its behavior in the vicinity of the origin. Moreover, the associated normalized push forward measures are proved to converge to the point mass supported at the origin, in sharp contrast to systems with exponential escape rate. Finally, a similar result is obtained for more general systems with subexponential escape rates; namely that the Cesàro limit of normalized push forward measures is typically singular, invariant and supported on the asymptotic survivor set.

math.DS