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D. Stauffer

Publications and source records attributed to D. Stauffer.

At least 73 records · Page 4Linked to original sources

Should retirement age be coupled to life expectancy ?

Increasing every year the retirement age by the same amount as the increase of the life expectancy gives roughly stable ratios of the number of retired to working-age people in industrialized countries. Continuous influx of immigrants, below one percent per year of the total population, is needed for this stabilization.

cond-mat.stat-mech↗

Why everything gets slower ?

A social system is represented by the Barabasi-Albert model. At each node of the graph, an Ising spin is placed with antiferromagnetic interaction between connected nodes. ... The system changes only at its initial stages. ... The conclusions are illustrated with events from recent European history where after some strong change a rather immobile society evolved.

cond-mat.stat-mech↗

Bit-String Models for Parasex

We present different bit-string models of haploid asexual populations in which individuals may exchange part of their genome with other individuals (parasex) according to a given probability. We study the advantages of this parasex concerning population sizes, genetic fitness and diversity. We find that the exchange of genomes always improves these features.

cond-mat.stat-mech↗

Density Profile and Flow of Miscible Fluid with Dissimilar Constituent Masses

A computer simulation model is used to study the density profile and flow of a miscible gaseous fluid mixture consisting of differing constituent masses ($m_A = m_B/3$) through an open matrix. The density profile is found to decay with the height $\propto \exp(-m_{A(B)}h)$, consistent with the barometric height law. The flux density shows a power-law increase $\propto {(p_c-p)}^μ$ with $μ\simeq 2.3$ at the porosity $1-p$ above the pore percolation threshold $1-p_c$

cond-mat.stat-mech↗

The Sznajd model of consensus building with limited persuasion

The Sznajd model, where two people having the same opinion can convince their neighbours on the square lattice, is modified in the sense of Deffuant et al and Hegselmann, that only neighbours of similar opinions can be convinced. Then consensus is easy for the competition of up to three opinions but difficult for four and more opinions.

cond-mat.stat-mech↗

Election results and the Sznajd model on Barabasi network

The network of Barabasi and Albert, a preferential growth model where a new node is linked to the old ones with a probability proportional to their connectivity, is applied to Brazilian election results. The application of the Sznajd rule, that only agreeing pairs of people can convince their neighbours, gives a vote distribution in good agreement with reality.

cond-mat.stat-mech↗

Microscopic Models of Financial Markets

Submitted to F. Schweitzer (ed.), Microscopic Models for Economic Dynamics, Lecture notes in physics, Springer, Berlin-Heidelberg 2002.kiel.tex

cond-mat.stat-mech↗

Applications and Sexual Version of a Simple Model for Biological Ageing

We use a simple model for biological ageing to study the mortality of the population, obtaining a good agreement with the Gompertz law. We also simulate the same model on a square lattice, considering different strategies of parental care. The results are in agreement with those obtained earlier with the more complicated Penna model for biological ageing. Finally, we present the sexual version of this simple model.

cond-mat.stat-mech↗

Asymmetries, Correlations and Fat Tails in Percolation Market Model

Modifications of the Cont-Bouchaud percolation model for price fluctuations give an asymmetry for time-reversal, an asymmetry between high and low prices, volatility clustering, effective multifractality, correlations between volatility and traded volume, and a power law tail with exponent near 3 for the cumulative distribution of price changes. Combining them together still gives the same power law. Using Ising-correlated percolation does not change these results. Different modifications give log-periodic oscillations before a crash, arising from nonlinear feedback between random fluctuations.

cond-mat.stat-mech↗

Concentration Gradient, Diffusion, and Flow Through Open Porous Medium Near Percolation Threshold via Computer Simulations

The interacting lattice gas model is used to simulate fluid flow through an open percolating porous medium with the fluid entering at the source-end and leaving from the opposite end. The shape of the steady-state concentration profile and therefore the gradient field depends on the is found to scale with the porosity according to porosity p. The root mean square (rms) displacements of fluid and its constituents (tracers) show a drift power-law behavior, in the asymptotic regime. The flux current density is found to scale with the porosity according to an exponent near 1.7.

cond-mat.stat-mech↗

Justification of Sexual Reproduction by Modified Penna Model of Ageing

We generalize the standard Penna bit-string model of biological ageing by assuming that each deleterious mutation diminishes the survival probability in every time interval by a small percentage. This effect is added to the usual lethal but age-dependent effect of the same mutation. We then find strong advantages or disadvantages of sexual reproduction (with males and females) compared to asexual cloning, depending on parameters.

cond-mat.stat-mech↗

Computer Simulations for Biological Ageing and Sexual Reproduction

The sexual version of the Penna model of biological ageing, simulated since 1996, is compared here with alternative forms of reproduction as well as with models not involving ageing. In particular we want to check how sexual forms of life could have evolved and won over earlier asexual forms hundreds of million years ago. This computer model is based on the mutation-accumulation theory of ageing, using bits-strings to represent the genome. Its population dynamics is studied by Monte Carlo methods.

cond-mat.stat-mech↗

Marketing Percolation

A percolation model is presented, with computer simulations for illustrations, to show how the sales of a new product may penetrate the consumer market. We review the traditional approach in the marketing literature, which is based on differential or difference equations similar to the logistic equation (Bass 1969). This mean field approach is contrasted with the discrete percolation on a lattice, with simulations of "social percolation" (Solomon et al 2000) in two to five dimensions giving power laws instead of exponential growth, and strong fluctuations right at the percolation threshold.

cond-mat.stat-mech↗

Market Fluctuations: multiplicative and percolation models, size effects and predictions

We present a set of models of the main stylized facts of market price fluctuations. These models comprise dynamical evolution with threshold dynamics and Langevin price equation with multiplicative noise, percolation models to describe the interaction between traders and hierarchical cascade models to unravel the possible correlation accross time scales, including the log-periodic signatures associated to financial crashes. The main empirical knowledge is summarized and some key empirical tests are presented.

cond-mat.stat-mech↗

Nonmonotonic External Field Dependence of the Magnetization in a Finite Ising Model: Theory and MC Simulation

Using $ϕ^4$ field theory and Monte Carlo (MC) simulation we investigate the finite-size effects of the magnetization $M$ for the three-dimensional Ising model in a finite cubic geometry with periodic boundary conditions. The field theory with infinite cutoff gives a scaling form of the equation of state $h/M^δ= f(hL^{βδ/ν}, t/h^{1/βδ})$ where $t=(T-T_c)/T_c$ is the reduced temperature, $h$ is the external field and $L$ is the size of system. Below $T_c$ and at $T_c$ the theory predicts a nonmonotonic dependence of $f(x,y)$ with respect to $x \equiv hL^{βδ/ν}$ at fixed $y \equiv t/h^{1/βδ}$ and a crossover from nonmonotonic to monotonic behaviour when $y$ is further increased. These results are confirmed by MC simulation. The scaling function $f(x,y)$ obtained from the field theory is in good quantitative agreement with the finite-size MC data. Good agreement is also found for the bulk value $f(\infty,0)$ at $T_c$.

cond-mat.stat-mech↗

Monte Carlo Simulations of Sexual Reproduction

Modifying the Redfield model of sexual reproduction and the Penna model of biological aging, we compare reproduction with and without recombination in age-structured populations. In contrast to Redfield and in agreement with Bernardes we find sexual reproduction to be preferred to asexual one. In particular, the presence of old but still reproducing males helps the survival of younger females beyond their reproductive age.

cond-mat↗

FINITE SIZE SCALING FOR FIRST ORDER TRANSITIONS: POTTS MODEL

The finite-size scaling algorithm based on bulk and surface renormalization of de Oliveira (1992) is tested on q-state Potts models in dimensions D = 2 and 3. Our Monte Carlo data clearly distinguish between first- and second-order phase transitions. Continuous-q analytic calculations performed for small lattices show a clear tendency of the magnetic exponent Y = D - beta/nu to reach a plateau for increasing values of q, which is consistent with the first-order transition value Y = D. Monte Carlo data confirm this trend.

cond-mat↗