arXiv subjects

Raúl Toral

Publications and source records attributed to Raúl Toral.

30 records · Page 2Linked to original sources

arXiv2016

Coupled dynamics of node and link states in complex networks: A model for language competition

Inspired by language competition processes, we present a model of coupled evolution of node and link states. In particular, we focus on the interplay between the use of a language and the preference or attitude of the speakers towards it, which we model, respectively, as a property of the interactions between speakers (a link state) and as a property of the speakers themselves (a node state). Furthermore, we restrict our attention to the case of two socially equivalent languages and to socially inspired network topologies based on a mechanism of triadic closure. As opposed to most of the previous literature, where language extinction is an inevitable outcome of the dynamics, we find a broad range of possible asymptotic configurations, which we classify as: frozen extinction states, frozen coexistence states, and dynamically trapped coexistence states. Moreover, metastable coexistence states with very long survival times and displaying a non-trivial dynamics are found to be abundant. Interestingly, a system size scaling analysis shows, on the one hand, that the probability of language extinction vanishes exponentially for increasing system sizes and, on the other hand, that the time scale of survival of the non-trivial dynamical metastable states increases linearly with the size of the system. Thus, non-trivial dynamical coexistence is the only possible outcome for large enough systems. Finally, we show how this coexistence is characterized by one of the languages becoming clearly predominant while the other one becomes increasingly confined to "ghetto-like" structures: small groups of bilingual speakers arranged in triangles, with a strong preference for the minority language, and using it for their intra-group interactions while they switch to the predominant language for communications with the rest of the population.

physics.soc-ph↗

arXiv2016

The noisy voter model on complex networks

We propose a new analytical method to study stochastic, binary-state models on complex networks. Moving beyond the usual mean-field theories, this alternative approach is based on the introduction of an annealed approximation for uncorrelated networks, allowing to deal with the network structure as parametric heterogeneity. As an illustration, we study the noisy voter model, a modification of the original voter model including random changes of state. The proposed method is able to unfold the dependence of the model not only on the mean degree (the mean-field prediction) but also on more complex averages over the degree distribution. In particular, we find that the degree heterogeneity ---variance of the underlying degree distribution--- has a strong influence on the location of the critical point of a noise-induced, finite-size transition occurring in the model, on the local ordering of the system, and on the functional form of its temporal correlations. Finally, we show how this latter point opens the possibility of inferring the degree heterogeneity of the underlying network by observing only the aggregate behavior of the system as a whole, an issue of interest for systems where only macroscopic, population level variables can be measured.

physics.soc-ph↗

arXiv2015

Signal amplification in an agent-based herding model

A growing part of the behavioral finance literature has addressed some of the stylized facts of financial time series as macroscopic patterns emerging from herding interactions among groups of agents with heterogeneous trading strategies and a limited rationality. We extend a stochastic herding formalism introduced for the modeling of decision making among financial agents, in order to take also into account an external influence. In particular, we study the amplification of an external signal imposed upon the agents by a mechanism of resonance. This signal can be interpreted as an advertising or a public perception in favor or against one of the two possible trading behaviors, thus periodically breaking the symmetry of the system and acting as a continuously varying exogenous shock. The conditions for the ensemble of agents to more accurately follow the periodicity of the signal are studied, finding a maximum in the response of the system for a given range of values of both the noise and the frequency of the input signal.

physics.soc-ph↗

arXiv2015

Markets, herding and response to external information

We focus on the influence of external sources of information upon financial markets. In particular, we develop a stochastic agent-based market model characterized by a certain herding behavior as well as allowing traders to be influenced by an external dynamic signal of information. This signal can be interpreted as a time-varying advertising, public perception or rumor, in favor or against one of two possible trading behaviors, thus breaking the symmetry of the system and acting as a continuously varying exogenous shock. As an illustration, we use a well-known German Indicator of Economic Sentiment as information input and compare our results with Germany's leading stock market index, the DAX, in order to calibrate some of the model parameters. We study the conditions for the ensemble of agents to more accurately follow the information input signal. The response of the system to the external information is maximal for an intermediate range of values of a market parameter, suggesting the existence of three different market regimes: amplification, precise assimilation and undervaluation of incoming information.

q-fin.GN↗

arXiv2014

Fragmentation transition in a coevolving network with link-state dynamics

We study a network model that couples the dynamics of link states with the evolution of the network topology. The state of each link, either A or B, is updated according to the majority rule or zero-temperature Glauber dynamics, in which links adopt the state of the majority of their neighboring links in the network. Additionally, a link that is in a local minority is rewired to a randomly chosen node. While large systems evolving under the majority rule alone always fall into disordered topological traps composed by frustrated links, any amount of rewiring is able to drive the network to complete order, by relinking frustrated links and so releasing the system from traps. However, depending on the relative rate of the majority rule and the rewiring processes, the system evolves towards different ordered absorbing configurations: either a one-component network with all links in the same state or a network fragmented in two components with opposite states. For low rewiring rates and finite size networks there is a domain of bistability between fragmented and non-fragmented final states. Finite size scaling indicates that fragmentation is the only possible scenario for large systems and any nonzero rate of rewiring.

physics.soc-ph↗

arXiv2012

Diversity and noise effects in a model of homeostatic regulation of the sleep-wake cycle

Recent advances in sleep neurobiology have allowed development of physiologically based mathematical models of sleep regulation that account for the neuronal dynamics responsible for the regulation of sleep-wake cycles and allow detailed examination of the underlying mechanisms. Neuronal systems in general, and those involved in sleep regulation in particular, are noisy and heterogeneous by their nature. It has been shown in various systems that certain levels of noise and diversity can significantly improve signal encoding. However, these phenomena, especially the effects of diversity, are rarely considered in the models of sleep regulation. The present paper is focused on a neuron-based physiologically motivated model of sleep-wake cycles that proposes a novel mechanism of the homeostatic regulation of sleep based on the dynamics of a wake-promoting neuropeptide orexin. Here this model is generalized by the introduction of intrinsic diversity and noise in the orexin-producing neurons in order to study the effect of their presence on the sleep-wake cycle. A quantitative measure of the quality of a sleep-wake cycle is introduced and used to systematically study the generalized model for different levels of noise and diversity. The model is shown to exhibit a clear diversity-induced resonance: that is, the best wake-sleep cycle turns out to correspond to an intermediate level of diversity at the synapses of the orexin-producing neurons. On the other hand only a mild evidence of stochastic resonance is found when the level of noise is varied. These results show that disorder, especially in the form of quenched diversity, can be a key-element for an efficient or optimal functioning of the homeostatic regulation of the sleep-wake cycle. Furthermore, this study provides an example of constructive role of diversity in a neuronal system that can be extended beyond the system studied here.

physics.bio-ph↗

arXiv2010

Synchronisation Induced by Repulsive Interactions in a System of van der Pol Oscillators

We consider a system of identical van der Pol oscillators, globally coupled through their velocities, and study how the presence of competitive interactions affects its synchronisation properties. We will address the question from two points of view. Firstly, we will investigate the role of competitive interactions on the synchronisation among identical oscillators. Then, we will show that the presence of an intermediate fraction of repulsive links results in the appearance of macroscopic oscillations at that signal's rhythm, in regions where the individual oscillator is unable to synchronise with a weak external signal.

cond-mat.stat-mech↗

arXiv2009

Drug absorption through a cell monolayer: a theoretical work on a non-linear three-compartment model

The subject of analysis is a non-linear three-compartment model, widely used in pharmacological absorption studies. It has been transformed into a general form, thus leading automatically to an appropriate approximation. This made the absorption profile accessible and expressions for absorption times, apparent permeabilities and equilibrium values were given. These findings allowed a profound analysis of results from non-linear curve fits and delivered the dependencies on the systems' parameters over a wide range of values. The results were applied to an absorption experiment with multidrug transporter-affected antibiotic CNV97100 on Caco-2 cell monolayers.

q-bio.OT↗

arXiv2007

Global firing induced by network disorder in ensembles of active rotators

We study the influence of repulsive interactions on an ensemble of coupled excitable rotators. We find that a moderate fraction of repulsive interactions can trigger global firing of the ensemble. The regime of global firing, however, is suppressed in sufficiently large systems if the network of repulsive interactions is fully random, due to self-averaging in its degree distribution. We thus introduce a model of partially random networks with a broad degree distribution, where self-averaging due to size growth is absent. In this case, the regime of global firing persists for large sizes. Our results extend previous work on the constructive effects of diversity in the collective dynamics of complex systems.

cond-mat.soft↗

arXiv2006

Collective effects induced by diversity in extended systems

We show that diversity, in the form of quenched noise, can have a constructive effect in the dynamics of extended systems. We first consider a bistable $ϕ^4$ model composed by many coupled units and show that the global response to an external periodic forcing is enhanced under the presence of the right amount of diversity (measured as the dispersion in one of the parameters defining the model). As a second example, we consider a system of active-rotators and show that while they are at rest in the homogeneous case, the disorder introduced by the diversity suffices to trigger the appearance of common firings or pulses. Both effects require very simple ingredients and we expect the results presented here to be of interest in similar models.

cond-mat.stat-mech↗

arXiv2006

Truels, or the survival of the weakest

In this paper we review some of the main results obtained in the field of truels. A "truel" is a generalization of a duel involving three players. Depending on the rules used for chosing the players, we may distinguish between the random, sequential and simultaneous truel. A paradoxical result appears in these games, as the player with the highest marksmanship does not necessarily possess the highest survival (or winning) probability. In this work we limit ourselves to the random and sequential truels in which players use their best possible strategy with no coalitions. Furthermore, we have modified the random truel and converted it into an opinion model. In this version each of the three players holds a different opinion on a given topic. We address next the question of who wins a "truel league". We will see that, despite the paradoxical result mentioned above, still the distribution of winners is peaked around the players with the higher marksmanship for the random and opinion versions. In the sequential truel, however, the paradoxical result remains partially since the distribution of winners is peaked around the intermediate players. If the rules of truels are extended from three to $N$ players, the paradoxical results shows up even more clearly since as $N$ increases it is more difficult for the player with the highest marksmanship to win the game. Finally, we consider the dynamics of the games in a spatial distribution in a given network of interactions.

math.PR↗

arXiv2005

Binary and Multivariate Stochastic Models of Consensus Formation

A current paradigm in computer simulation studies of social sciences problems by physicists is the emergence of consensus. The question is to establish when the dynamics of a set of interacting agents that can choose among several options (political vote, opinion, cultural features, etc.) leads to a consensus in one of these options, or when a state with several coexisting social options prevail. We consider here stochastic dynamic models naturally studied by computer simulations. We will first review some basic results for the voter model. This is a binary option stochastic model, and probably the simplest model of collective behavior. Next we consider a model proposed by Axelrod for the dissemination of culture. This model can be considered as a multivariable elaboration of the voter model dynamics.

physics.soc-ph↗