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H. E. Stanley

Publications and source records attributed to H. E. Stanley.

At least 19 recordsLinked to original sources

Scaling relations and finite-size scaling in gravitationally correlated lattice percolation models

In some systems, the connecting probability (and thus the percolation process) between two sites depends on the geometric distance between them. To understand such process, we propose gravitationally correlated percolation models for link-adding networks on the two-dimensional lattice $G$ with two strategies $S_{\rm max}$ and $S_{\rm min}$, to add a link $l_{i,j}$ to connect site $i$ and site $j$ with mass $m_i$ and $m_j$, respectively; $m_i$ and $m_j$ are sizes of the clusters which contain site $i$ and site $j$, respectively. The probability to add the link $l_{i,j}$ is related to the generalized gravity $g_{ij} \equiv m_i m_j/r_{ij}^d$, where $r_{ij}$ is the geometric distance between $i$ and $j$, and $d$ is an adjustable decaying exponent. In the beginning of the simulation, all sites of $G$ are occupied and there is no link. In the simulation process, two inter-cluster links $l_{i,j}$ and $l_{k,n}$ are randomly chosen and the generalized gravities $g_{ij}$ and $g_{kn}$ are computed. In the strategy $S_{\rm max}$, the link with larger generalized gravity is added. In the strategy $S_{\rm min}$, the link with smaller generalized gravity is added, which include percolation on the Erd\H os-Rényi random graph and the Achlioptas process of explosive percolation as the limiting cases, $d \to \infty$ and $d \to 0$, respectively. Adjustable strategies facilitate or inhibit the network percolation in a generic view. We calculate percolation thresholds $T_c$ and critical exponents $β$ by numerical simulations. We also obtain various finite-size scaling functions for the node fractions in percolating clusters or arrival of saturation length with different intervening strategies.

physics.soc-ph

Insights into bootstrap percolation: Its equivalence with k-core percolation and the giant component

K-core and bootstrap percolation are widely studied models that have been used to represent and understand diverse deactivation and activation processes in natural and social systems. Since these models are considerably similar, it has been suggested in recent years that they could be complementary. In this manuscript we provide a rigorous analysis that shows that for any degree and threshold distributions heterogeneous bootstrap percolation can be mapped into heterogeneous k-core percolation and vice versa, if the functionality thresholds in both processes satisfy a complementary relation. Another interesting problem in bootstrap and k-core percolation is the fraction of nodes belonging to their giant connected components $P_{\infty b}$ and $P_{\infty c}$, respectively. We solve this problem analytically for arbitrary randomly connected graphs and arbitrary threshold distributions, and we show that $P_{\infty b}$ and $P_{\infty c}$ are not complementary. Our theoretical results coincide with computer simulations in the limit of very large graphs. In bootstrap percolation, we show that when using the branching theory to compute the size of the giant component, we must consider two different types of links, which are related to distinct spanning branches of active nodes.

physics.soc-ph

Non-Poisson donation behaviors in virtual worlds

Similar to charitable giving in real world, donation behaviors play an important role in the complex interactions among individuals in virtual worlds. However, it is not clear if the donation process is random or not. We investigate this problem using detailed data from parallel virtual worlds adhered to a massively multiplayer online role-playing game. We find that the inter-donation durations follow power-law-tailed distributions distributed with an average tail exponent close to 1.91, have strong long-range correlations, and possess multifractal features. These findings indicate that the donation process is non-Poissonian, which has potential worth in modeling the complicated individuals behaviors in virtual worlds.

physics.soc-ph

Comparison of the roughness scaling of the surface topography of Earth and Venus

We report the scaling behavior of the Earth and Venus over a wider range of length scales than reported by previous researchers. All landscapes (not only mountains) together follow a consistent scaling behavior, demonstrating a crossover between highly correlated (smooth) behavior at short length scales (with a scaling exponent $α$=1) and self-affine behavior at long length scales ($α$=0.4). The self-affine behavior at long scales is achieved on Earth above 10 km and on Venus above 50 km.

cond-mat.stat-mech

Cascading Failures in Interdependent Networks with Multiple Supply-Demand Links and Functionality Thresholds

Various social, financial, biological and technological systems can be modeled by interdependent networks. It has been assumed that in order to remain functional, nodes in one network must receive the support from nodes belonging to different networks. So far these models have been limited to the case in which the failure propagates across networks only if the nodes lose all their supply nodes. In this paper we develop a more realistic model for two interdependent networks in which each node has its own supply threshold, i.e., they need the support of a minimum number of supply nodes to remain functional. In addition, we analyze different conditions of internal node failure due to disconnection from nodes within its own network. We show that several local internal failure conditions lead to similar nontrivial results. When there are no internal failures the model is equivalent to a bipartite system, which can be useful to model a financial market. We explore the rich behaviors of these models that include discontinuous and continuous phase transitions. Using the generating functions formalism, we analytically solve all the models in the limit of infinitely large networks and find an excellent agreement with the stochastic simulations.

physics.soc-ph

A nonlinear delayed model for the immune response in the presence of viral mutation

In this paper we consider a delayed nonlinear model of the dynamics of the immune system against a viral infection that contains wild-type virus and one mutant. A finite response time of the immune system was considered in order which leads to sustained oscillatory behavior as well as chaotic behavior, triggered by the presence of delays. We present a thoroughly numeric analysis and some analytical results.

q-bio.PE

Characterizing departure delays of flights in passenger aviation network of United States

Flight delay happens every day in airports all over the world. However, systemic investigation in large scales remains a challenge. We collect primary data of domestic departure records from Bureau of Transportation Statistics of United States, and do empirical statistics with them in form of complementary cumulative distributions functions (CCDFs) and transmission function of the delays. Fourteen main airlines are characterized by two types of CCDFs: shifted power-law and exponentially truncated shifted power-law. By setting up two phenomenological models based on mean-field approximation in temporal regime, we convert effect from other delay factors into a propagation one. Three parameters meaningful in measuring airlines emerge as universal metrics. Moreover, method used here could become a novel approach to revealing practical meanings hidden in temporal big data in wide fields.

physics.soc-ph

Quantifying immediate price impact of trades based on the $k$-shell decomposition of stock trading networks

Traders in a stock market exchange stock shares and form a stock trading network. Trades at different positions of the stock trading network may contain different information. We construct stock trading networks based on the limit order book data and classify traders into $k$ classes using the $k$-shell decomposition method. We investigate the influences of trading behaviors on the price impact by comparing a closed national market (A-shares) with an international market (B-shares), individuals and institutions, partially filled and filled trades, buyer-initiated and seller-initiated trades, and trades at different positions of a trading network. Institutional traders professionally use some trading strategies to reduce the price impact and individuals at the same positions in the trading network have a higher price impact than institutions. We also find that trades in the core have higher price impacts than those in the peripheral shell.

q-fin.TR

Cascading failures in interdependent networks with finite functional components

We present a cascading failure model of two interdependent networks in which functional nodes belong to components of size greater than or equal to $s$. We find theoretically and via simulation that in complex networks with random dependency links the transition is first-order for $s\geq 3$ and second-order for $s=2$. We find for two square lattices with a distance constraint $r$ in the dependency links that increasing $r$ moves the system from a regime without a phase transition to one with a second-order transition. As $r$ continues to increase the system collapses in a first-order transition. Each regime is associated with a different structure of domain formation of functional nodes.

physics.soc-ph

Recovery of Interdependent Networks

Recent network research has focused on the cascading failures in a system of interdependent networks and the necessary preconditions for system collapse. An important question that has not been addressed is how to repair a failing system before it suffers total breakdown. Here we introduce a recovery strategy of nodes and develop an analytic and numerical framework for studying the concurrent failure and recovery of a system of interdependent networks based on an efficient and practically reasonable strategy. Our strategy consists of repairing a fraction of failed nodes, with probability of recovery $γ$, that are neighbors of the largest connected component of each constituent network. We find that, for a given initial failure of a fraction $1-p$ of nodes, there is a critical probability of recovery above which the cascade is halted and the system fully restores to its initial state and below which the system abruptly collapses. As a consequence we find in the plane $γ-p$ of the phase diagram three distinct phases. A phase in which the system never collapses without being restored, another phase in which the recovery strategy avoids the breakdown, and a phase in which even the repairing process cannot avoid the system collapse.

physics.soc-ph

Estimating Tipping Points in Feedback-Driven Financial Networks

Much research has been conducted arguing that tipping points at which complex systems experience phase transitions are difficult to identify. To test the existence of tipping points in financial markets, based on the alternating offer strategic model we propose a network of bargaining agents who mutually either cooperate or where the feedback mechanism between trading and price dynamics is driven by an external "hidden" variable R that quantifies the degree of market overpricing. Due to the feedback mechanism, R fluctuates and oscillates over time, and thus periods when the market is underpriced and overpriced occur repeatedly. As the market becomes overpriced, bubbles are created that ultimately burst in a market crash. The probability that the index will drop in the next year exhibits a strong hysteresis behavior from which we calculate the tipping point. The probability distribution function of R has a bimodal shape characteristic of small systems near the tipping point. By examining the S&P500 index we illustrate the applicability of the model and demonstate that the financial data exhibits a hysteresis and a tipping point that agree with the model predictions. We report a cointegration between the returns of the S&P 500 index and its intrinsic value.

q-fin.CP

Predicting the extinction of Ebola spreading in Liberia due to mitigation strategies

The Ebola virus is spreading throughout West Africa and is causing thousands of deaths. In order to quantify the effectiveness of different strategies for controlling the spread, we develop a mathematical model in which the propagation of the Ebola virus through Liberia is caused by travel between counties. For the initial months in which the Ebola virus spreads, we find that the arrival times of the disease into the counties predicted by our model are compatible with World Health Organization data, but we also find that reducing mobility is insufficient to contain the epidemic because it delays the arrival of Ebola virus in each county by only a few weeks. We study the effect of a strategy in which safe burials are increased and effective hospitalisation instituted under two scenarios: (i) one implemented in mid-July 2014 and (ii) one in mid-August---which was the actual time that strong interventions began in Liberia. We find that if scenario (i) had been pursued the lifetime of the epidemic would have been three months shorter and the total number of infected individuals 80\% less than in scenario (ii). Our projection under scenario (ii) is that the spreading will stop by mid-spring 2015.

q-bio.PE

Epidemic Model with Isolation in Multilayer Networks

The Susceptible-Infected-Recovered (SIR) model has successfully mimicked the propagation of such airborne diseases as influenza A (H1N1). Although the SIR model has recently been studied in a multilayer networks configuration, in almost all the research the isolation of infected individuals is disregarded. Hence we focus our study in an epidemic model in a two-layer network, and we use an isolation parameter to measure the effect of isolating infected individuals from both layers during an isolation period. We call this process the Susceptible-Infected-Isolated-Recovered ($SI_IR$) model. The isolation reduces the transmission of the disease because the time in which infection can spread is reduced. In this scenario we find that the epidemic threshold increases with the isolation period and the isolation parameter. When the isolation period is maximum there is a threshold for the isolation parameter above which the disease never becomes an epidemic. We also find that epidemic models, like $SIR$ overestimate the theoretical risk of infection. Finally, our model may provide a foundation for future research to study the temporal evolution of the disease calibrating our model with real data.

physics.soc-ph

Predicting Lifetime of Dynamical Networks Experiencing Persistent Random Attacks

Empirical estimation of critical points at which complex systems abruptly flip from one state to another is among the remaining challenges in network science. However, due to the stochastic nature of critical transitions it is widely believed that critical points are difficult to estimate, and it is even more difficult, if not impossible, to predict the time such transitions occur [1-4]. We analyze a class of decaying dynamical networks experiencing persistent attacks in which the magnitude of the attack is quantified by the probability of an internal failure, and there is some chance that an internal failure will be permanent. When the fraction of active neighbors declines to a critical threshold, cascading failures trigger a network breakdown. For this class of network we find both numerically and analytically that the time to the network breakdown, equivalent to the network lifetime, is inversely dependent upon the magnitude of the attack and logarithmically dependent on the threshold. We analyze how permanent attacks affect dynamical network robustness and use the network lifetime as a measure of dynamical network robustness offering new methodological insight into system dynamics.

cs.SI

Network Risk and Forecasting Power in Phase-Flipping Dynamical Networks

In order to model volatile real-world network behavior, we analyze phase-flipping dynamical scale-free network in which nodes and links fail and recover. We investigate how stochasticity in a parameter governing the recovery process affects phase-flipping dynamics, and find the probability that no more than q% of nodes and links fail. We derive higher moments of the fractions of active nodes and active links, $f_n(t)$ and $f_{\ell}(t)$, and define two estimators to quantify the level of risk in a network. We find hysteresis in the correlations of $f_n(t)$ due to failures at the node level, and derive conditional probabilities for phase-flipping in networks. We apply our model to economic and traffic networks.

physics.soc-ph

Triple Point in Correlated Interdependent Networks

Many real-world networks depend on other networks, often in non-trivial ways, to maintain their functionality. These interdependent "networks of networks" are often extremely fragile. When a fraction $1-p$ of nodes in one network randomly fails, the damage propagates to nodes in networks that are interdependent and a dynamic failure cascade occurs that affects the entire system. We present dynamic equations for two interdependent networks that allow us to reproduce the failure cascade for an arbitrary pattern of interdependency. We study the "rich club" effect found in many real interdependent network systems in which the high-degree nodes are extremely interdependent, correlating a fraction $α$ of the higher degree nodes on each network. We find a rich phase diagram in the plane $p-α$, with a triple point reminiscent of the triple point of liquids that separates a non-functional phase from two functional phases.

physics.soc-ph

The Boson peak in supercooled water

We perform extensive molecular dynamics simulations of the TIP4P/2005 model of water to investigate the origin of the Boson peak reported in experiments on supercooled water in nanoconfined pores, and in hydration water around proteins. We find that the onset of the Boson peak in supercooled bulk water coincides with the crossover to a predominantly low-density-like liquid below the Widom line $T_W$. The frequency and onset temperature of the Boson peak in our simulations of bulk water agree well with the results from experiments on nanoconfined water. Our results suggest that the Boson peak in water is not an exclusive effect of confinement. We further find that, similar to other glass-forming liquids, the vibrational modes corresponding to the Boson peak are spatially extended and are related to transverse phonons found in the parent crystal, here ice Ih.

cond-mat.soft

Fragile to strong crossover coupled to liquid-liquid transition in hydrophobic solutions

Using discrete molecular dynamics simulations we study the relation between the thermodynamic and diffusive behaviors of a primitive model of aqueous solutions of hydrophobic solutes consisting of hard spheres in the Jagla particles solvent, close to the liquid-liquid critical point of the solvent. We find that the fragile-to-strong dynamic transition in the diffusive behavior is always coupled to the low-density/high-density liquid transition. Above the liquid-liquid critical pressure, the diffusivity crossover occurs at the Widom line, the line along which the thermodynamic response functions show maxima. Below the liquid-liquid critical pressure, the diffusivity crossover occurs when the limit of mechanical stability lines are crossed, as indicated by the hysteresis observed when going from high to low temperature and vice versa. These findings show that the strong connection between dynamics and thermodynamics found in bulk water persists in hydrophobic solutions for concentrations from low to moderate, indicating that experiments measuring the relaxation time in aqueous solutions represent a viable route for solving the open questions in the field of supercooled water.

cond-mat.soft