arXiv subjects

H. Eugene Stanley

Publications and source records attributed to H. Eugene Stanley.

At least 109 records · Page 6Linked to original sources

arXiv2013

Calling patterns in human communication dynamics

Modern technologies not only provide a variety of communication modes, e.g., texting, cellphone conversation, and online instant messaging, but they also provide detailed electronic traces of these communications between individuals. These electronic traces indicate that the interactions occur in temporal bursts. Here, we study the inter-call durations of the 100,000 most-active cellphone users of a Chinese mobile phone operator. We confirm that the inter-call durations follow a power-law distribution with an exponential cutoff at the population level but find differences when focusing on individual users. We apply statistical tests at the individual level and find that the inter-call durations follow a power-law distribution for only 3460 individuals (3.46%). The inter-call durations for the majority (73.34%) follow a Weibull distribution. We quantify individual users using three measures: out-degree, percentage of outgoing calls, and communication diversity. We find that the cellphone users with a power-law duration distribution fall into three anomalous clusters: robot-based callers, telecom frauds, and telephone sales. This information is of interest to both academics and practitioners, mobile telecom operator in particular. In contrast, the individual users with a Weibull duration distribution form the fourth cluster of ordinary cellphone users. We also discover more information about the calling patterns of these four clusters, e.g., the probability that a user will call the $c_r$-th most contact and the probability distribution of burst sizes. Our findings may enable a more detailed analysis of the huge body of data contained in the logs of massive users.

physics.soc-ph↗

arXiv2013

Cascading Failures in Bi-partite Graphs: Model for Systemic Risk Propagation

As economic entities become increasingly interconnected, a shock in a financial network can provoke significant cascading failures throughout the system. To study the systemic risk of financial systems, we create a bi-partite banking network model composed of banks and bank assets and propose a cascading failure model to describe the risk propagation process during crises. We empirically test the model with 2007 US commercial banks balance sheet data and compare the model prediction of the failed banks with the real failed banks after 2007. We find that our model efficiently identifies a significant portion of the actual failed banks reported by Federal Deposit Insurance Corporation. The results suggest that this model could be useful for systemic risk stress testing for financial systems. The model also identifies that commercial rather than residential real estate assets are major culprits for the failure of over 350 US commercial banks during 2008-2011.

q-fin.GN↗

arXiv2012

Languages cool as they expand: Allometric scaling and the decreasing need for new words

We analyze the occurrence frequencies of over 15 million words recorded in millions of books published during the past two centuries in seven different languages. For all languages and chronological subsets of the data we confirm that two scaling regimes characterize the word frequency distributions, with only the more common words obeying the classic Zipf law. Using corpora of unprecedented size, we test the allometric scaling relation between the corpus size and the vocabulary size of growing languages to demonstrate a decreasing marginal need for new words, a feature that is likely related to the underlying correlations between words. We calculate the annual growth fluctuations of word use which has a decreasing trend as the corpus size increases, indicating a slowdown in linguistic evolution following language expansion. This "cooling pattern" forms the basis of a third statistical regularity, which unlike the Zipf and the Heaps law, is dynamical in nature.

physics.soc-ph↗

arXiv2012

Assortativity Decreases the Robustness of Interdependent Networks

It was recently recognized that interdependencies among different networks can play a crucial role in triggering cascading failures and hence system-wide disasters. A recent model shows how pairs of interdependent networks can exhibit an abrupt percolation transition as failures accumulate. We report on the effects of topology on failure propagation for a model system consisting of two interdependent networks. We find that the internal node correlations in each of the two interdependent networks significantly changes the critical density of failures that triggers the total disruption of the two-network system. Specifically, we find that the assortativity (i.e. the likelihood of nodes with similar degree to be connected) within a single network decreases the robustness of the entire system. The results of this study on the influence of assortativity may provide insights into ways of improving the robustness of network architecture, and thus enhances the level of protection of critical infrastructures.

physics.soc-ph↗

arXiv2012

Temperature and Length Scale Dependence of Solvophobic Solvation in a Single-site Water-like Liquid

The temperature and length scale dependence of solvation properties of spherical hard solvophobic solutes is investigated in the Jagla liquid, a simple liquid that consists of particles interacting via a spherically symmetric potential combining a hard core repulsion and a longer ranged soft core interaction, yet exhibits water-like anomalies. The results are compared with equivalent calculations for a model of a typical atomic liquid, the Lennard-Jones (LJ) potential, and with predictions for hydrophobic solvation in water using the cavity equation of state and the extended simple point charge (SPC/E) model. We find that the Jagla liquid captures the qualitative thermodynamic behavior of hydrophobic hydration as a function of temperature for both small and large length scale solutes. In particular, for both the Jagla liquid and water, we observe temperature-dependent enthalpy and entropy of solvation for all solute sizes as well as a negative solvation entropy for sufficiently small solutes at low temperature. The results suggest that, compared to a simple liquid, it is the presence of a second thermally accessible repulsive energy scale, acting to increasingly favor larger separations for decreasing temperature, that is the essential characteristic of a liquid that favors low-density, open structures and models hydrophobic hydration, and that it is the presence of this second energy scale that leads to the similarity in the behavior of water and the Jagla liquid. The implications of the temperature and length scale dependence of solvation free energies in water-like liquids are explored with a simple model for the aggregation of solvophobic solutes. We show how aggregate stability depends upon the size of the aggregate and the size of its constituent solutes, and we relate this dependence to cold-induced destabilization phenomena such as the cold-induced denaturation of proteins.

cond-mat.soft↗

arXiv2012

The robustness of interdependent clustered networks

It was recently found that cascading failures can cause the abrupt breakdown of a system of interdependent networks. Using the percolation method developed for single clustered networks by Newman [Phys. Rev. Lett. {\bf 103}, 058701 (2009)], we develop an analytical method for studying how clustering within the networks of a system of interdependent networks affects the system's robustness. We find that clustering significantly increases the vulnerability of the system, which is represented by the increased value of the percolation threshold $p_c$ in interdependent networks.

physics.soc-ph↗

arXiv2012

Non-consensus opinion models on complex networks

We focus on non-consensus opinion models in which above a certain threshold two opinions coexist in a stable relationship. We revisit and extend the non-consensus opinion (NCO) model introduced by Shao. We generalize the NCO model by adding a weight factor W to individual's own opinion when determining its future opinion (NCOW model). We find that as W increases the minority opinion holders tend to form stable clusters with a smaller initial minority fraction compared to the NCO model. We also revisit another non-consensus opinion, the inflexible contrarian opinion (ICO) model, which introduces inflexible contrarians to model a competition between two opinions in the steady state. In the ICO model, the inflexible contrarians effectively decrease the size of the largest cluster of the rival opinion. All of the above models have previously been explored in terms of a single network. However opinions propagate not only within single networks but also between networks, we study here the opinion dynamics in coupled networks. We apply the NCO rule on each individual network and the global majority rule on interdependent pairs. We find that the interdependent links effectively force the system from a second order phase transition, which is characteristic of the NCO model on a single network, to a hybrid phase transition, i.e., a mix of second-order and abrupt jump-like transitions that ultimately becomes, as we increase the percentage of interdependent agents, a pure abrupt transition. We conclude that for the NCO model on coupled networks, interactions through interdependent links could push the non-consensus opinion type model to a consensus opinion type model, which mimics the reality that increased mass communication causes people to hold opinions that are increasingly similar.

physics.soc-ph↗

arXiv2012

The competitiveness versus the wealth of a country

Politicians world-wide frequently promise a better life for their citizens. We find that the probability that a country will increase its {\it per capita} GDP ({\it gdp}) rank within a decade follows an exponential distribution with decay constant $λ= 0.12$. We use the Corruption Perceptions Index (CPI) and the Global Competitiveness Index (GCI) and find that the distribution of change in CPI (GCI) rank follows exponential functions with approximately the same exponent as $λ$, suggesting that the dynamics of {\it gdp}, CPI, and GCI may share the same origin. Using the GCI, we develop a new measure, which we call relative competitiveness, to evaluate an economy's competitiveness relative to its {\it gdp}. For all European and EU countries during the 2008-2011 economic downturn we find that the drop in {\it gdp} in more competitive countries relative to {\it gdp} was substantially smaller than in relatively less competitive countries, which is valuable information for policymakers.

q-fin.GN↗

arXiv2012

Preferential Attachment in the Interaction between Dynamically Generated Interdependent Networks

We generalize the scale-free network model of Barabàsi and Albert [Science 286, 509 (1999)] by proposing a class of stochastic models for scale-free interdependent networks in which interdependent nodes are not randomly connected but rather are connected via preferential attachment (PA). Each network grows through the continuous addition of new nodes, and new nodes in each network attach preferentially and simultaneously to (a) well-connected nodes within the same network and (b) well-connected nodes in other networks. We present analytic solutions for the power-law exponents as functions of the number of links both between networks and within networks. We show that a cross-clustering coefficient vs. size of network $N$ follows a power law. We illustrate the models using selected examples from the Internet and finance.

physics.soc-ph↗

arXiv2012

Effect of pressure on the anomalous response functions of a confined water monolayer at low temperature

We study a coarse-grained model for a water monolayer that cannot crystallize due to the presence of confining interfaces, such as protein powders or inorganic surfaces. Using both Monte Carlo simulations and mean field calculations, we calculate three response functions: the isobaric specific heat $C_P$, the isothermal compressibility $K_T$, and the isobaric thermal expansivity $α_P$. At low temperature $T$, we find two distinct maxima in $C_P$, $K_T$ and $|α_P|$, all converging toward a liquid-liquid critical point (LLCP) with increasing pressure $P$. We show that the maximum in $C_P$ at higher $T$ is due to the fluctuations of hydrogen (H) bond formation and that the second maximum at lower $T$ is due to the cooperativity among the H bonds. We discuss a similar effect in $K_T$ and $|α_P|$. If this cooperativity were not taken into account, both the lower-$T$ maximum and the LLCP would disappear. However, comparison with recent experiments on water hydrating protein powders provides evidence for the existence of the lower-$T$ maximum, supporting the hypothesized LLCP at positive $P$ and finite $T$. The model also predicts that when $P$ moves closer to the critical $P$ the $C_P$ maxima move closer in $T$ until they merge at the LLCP. Considering that other scenarios for water are thermodynamically possible, we discuss how an experimental measurement of the changing separation in $T$ between the two maxima of $C_P$ as $P$ increases could determine the best scenario for describing water.

cond-mat.stat-mech↗

arXiv2012

Nanoparticle Confinement in Anomalous Liquids

We investigate using molecular dynamics the effect of the structure of nanoconfinement for liquids with water-like anomalies and liquid-liquid phase transition (LLPT). We find that if the confinement is in an ordered matrix of nanoparticles (NPs) the anomalies are preserved, although the LLPT shifts to lower temperatures, higher pressures and higher densities with respect to bulk. On the contrary, if the NPs matrix is disordered, we find a drastically different phase diagram: the LLPT occurs only in a reduced interval of densities and the anomalies are washed out. To understand this effect we calculate the changes in the system at the microscopic level. In all the different confinements considered here we observe a dramatic increase of density of liquid near the confining NPs. In the disordered case the confinement induces larger heterogeneity in the local density, responsible for the weakening of the LLPT and the disappearance of anomalies.

cond-mat.stat-mech↗

arXiv2012

Earthquake networks based on similar activity patterns

Earthquakes are a complex spatiotemporal phenomenon, the underlying mechanism for which is still not fully understood despite decades of research and analysis. We propose and develop a network approach to earthquake events. In this network, a node represents a spatial location while a link between two nodes represents similar activity patterns in the two different locations. The strength of a link is proportional to the strength of the cross-correlation in activities of two nodes joined by the link. We apply our network approach to a Japanese earthquake catalog spanning the 14-year period 1985-1998. We find strong links representing large correlations between patterns in locations separated by more than 1000 km, corroborating prior observations that earthquake interactions have no characteristic length scale. We find network characteristics not attributable to chance alone, including a large number of network links, high node assortativity, and strong stability over time.

physics.geo-ph↗

arXiv2012

Cascading Failures in Interdependent Lattice Networks: The Critical Role of the Length of Dependency Links

We study the cascading failures in a system composed of two interdependent square lattice networks A and B placed on the same Cartesian plane, where each node in network A depends on a node in network B randomly chosen within a certain distance $r$ from the corresponding node in network A and vice versa. Our results suggest that percolation for small $r$ below $r_{\rm max}\approx 8$ (lattice units) is a second-order transition, and for larger $r$ is a first-order transition. For $r<r_{\rm max}$, the critical threshold increases linearly with $r$ from 0.593 at $r=0$ and reaches a maximum, 0.738 for $r=r_{\rm max}$ and then gradually decreases to 0.683 for $r=\infty$. Our analytical considerations are in good agreement with simulations. Our study suggests that interdependent infrastructures embedded in Euclidean space become most vulnerable when the distance between interdependent nodes is in the intermediate range, which is much smaller than the size of the system.

physics.data-an↗

arXiv2012

Nanoscale Dynamics of Phase Flipping in Water near its Hypothesized Liquid-Liquid Critical Point

Achieving a coherent understanding of the many thermodynamic and dynamic anomalies of water is among the most important unsolved puzzles in physics, chemistry, and biology. One hypothesized explanation imagines the existence of a line of first order phase transitions separating two liquid phases and terminating at a novel "liquid-liquid" critical point in a region of low temperature ($T \approx 250 \rm{K}$) and high pressure ($P \approx 200 \rm{MPa}$). Here we analyze a common model of water, the ST2 model, and find that the entire system flips between liquid states of high and low density. Further, we find that in the critical region crystallites melt on a time scale of nanoseconds. We perform a finite-size scaling analysis that accurately locates both the liquid-liquid coexistence line and its associated liquid-liquid critical point.

cond-mat.stat-mech↗

arXiv2012

Physics of the Jagla Model as the Liquid-Liquid Coexistence Line Approaches Horizontal

The slope of the coexistence line of the liquid-liquid phase transition (LLPT) can be positive, negative, or zero. All three possibilities have been found in Monte-Carlo simulations of a modified spherically symmetric two-scale Jagla model. Since the liquid-liquid critical point (LLCP) frequently lies in a region of the phase diagram that is difficult to access experimentally, it is of great interest to study critical phenomena in the supercritical region. We therefore study the properties of the Widom line, which is defined in the one-phase region above the critical point as the locus of maximum correlation length as function of the ordering field at constant thermal field. Asymptotically close to the critical point, the Widom line coincides with the loci of the response function extrema, because all response functions can be asymptotically expressed as functions of the diverging correlation length. We find that the method of identifying the Widom line as the loci of heat capacity maxima becomes unfruitful when the slope of the coexistence line approaches zero in the $T$-$P$ plane. In this case the specific heat displays no maximum in the one-phase region because for a horizontal phase coexistence line, according to the Clapeyron equation, the enthalpy difference between the coexisting phases is zero, and thus there can be no contribution to enthalpy fluctuations from the critical fluctuations. The extension of the coexistence line beyond the critical point into the one-phase region must in this case be performed using density fluctuations; the line of compressibility maxima remains well defined, though it bifurcates into a symmetrical pair of lines. These findings agree well with the linear scaling theory of the LLCP by Anisimov and collaborators.

cond-mat.stat-mech↗

arXiv2012

Persistence and Uncertainty in the Academic Career

Understanding how institutional changes within academia may affect the overall potential of science requires a better quantitative representation of how careers evolve over time. Since knowledge spillovers, cumulative advantage, competition, and collaboration are distinctive features of the academic profession, both the employment relationship and the procedures for assigning recognition and allocating funding should be designed to account for these factors. We study the annual production n_{i}(t) of a given scientist i by analyzing longitudinal career data for 200 leading scientists and 100 assistant professors from the physics community. We compare our results with 21,156 sports careers. Our empirical analysis of individual productivity dynamics shows that (i) there are increasing returns for the top individuals within the competitive cohort, and that (ii) the distribution of production growth is a leptokurtic "tent-shaped" distribution that is remarkably symmetric. Our methodology is general, and we speculate that similar features appear in other disciplines where academic publication is essential and collaboration is a key feature. We introduce a model of proportional growth which reproduces these two observations, and additionally accounts for the significantly right-skewed distributions of career longevity and achievement in science. Using this theoretical model, we show that short-term contracts can amplify the effects of competition and uncertainty making careers more vulnerable to early termination, not necessarily due to lack of individual talent and persistence, but because of random negative production shocks. We show that fluctuations in scientific production are quantitatively related to a scientist's collaboration radius and team efficiency.

physics.soc-ph↗

arXiv2012

Robustness of onion-like correlated networks against targeted attacks

Recently, it was found by Schneider et al. [Proc. Natl. Acad. Sci. USA, 108, 3838 (2011)], using simulations, that scale-free networks with "onion structure" are very robust against targeted high degree attacks. The onion structure is a network where nodes with almost the same degree are connected. Motivated by this work, we propose and analyze, based on analytical considerations, an onion-like candidate for a nearly optimal structure against simultaneous random and targeted high degree node attacks. The nearly optimal structure can be viewed as a hierarchically interconnected random regular graphs, the degrees and populations of which are specified by the degree distribution. This network structure exhibits an extremely assortative degree-degree correlation and has a close relationship to the "onion structure." After deriving a set of exact expressions that enable us to calculate the critical percolation threshold and the giant component of a correlated network for an arbitrary type of node removal, we apply the theory to the cases of random scale-free networks that are highly vulnerable against targeted high degree node removal. Our results show that this vulnerability can be significantly reduced by implementing this onion-like type of degree-degree correlation without much undermining the almost complete robustness against random node removal. We also investigate in detail the robustness enhancement due to assortative degree-degree correlation by introducing a joint degree-degree probability matrix that interpolates between an uncorrelated network structure and the onion-like structure proposed here by tuning a single control parameter. The optimal values of the control parameter that maximize the robustness against simultaneous random and targeted attacks are also determined. Our analytical calculations are supported by numerical simulations.

physics.soc-ph↗

arXiv2012

Statistical Laws Governing Fluctuations in Word Use from Word Birth to Word Death

We analyze the dynamic properties of 10^7 words recorded in English, Spanish and Hebrew over the period 1800--2008 in order to gain insight into the coevolution of language and culture. We report language independent patterns useful as benchmarks for theoretical models of language evolution. A significantly decreasing (increasing) trend in the birth (death) rate of words indicates a recent shift in the selection laws governing word use. For new words, we observe a peak in the growth-rate fluctuations around 40 years after introduction, consistent with the typical entry time into standard dictionaries and the human generational timescale. Pronounced changes in the dynamics of language during periods of war shows that word correlations, occurring across time and between words, are largely influenced by coevolutionary social, technological, and political factors. We quantify cultural memory by analyzing the long-term correlations in the use of individual words using detrended fluctuation analysis.

physics.soc-ph↗