arXiv subjects

Roberto da Silva

Publications and source records attributed to Roberto da Silva.

At least 37 records · Page 2Linked to original sources

arXiv2023

Exploring Crossing Times and Congestion Patterns at Scramble Intersections in Pedestrian Dynamics Models: A Statistical Analysis

Scramble intersections stand as compelling examples of complex systems, shedding light on the pressing challenge of urban mobility. In this paper, we introduce a model aimed at unraveling the statistical intricacies of pedestrian crossing times and their fluctuations in scenarios commonly encountered in major urban centers. Our findings offer snapshots that faithfully mirror real-world situations. Significantly, our results underscore the importance of two key factors: pedestrian flexibility and population density. These factors play a pivotal role in triggering the transition between mobile and immobile behavior in the steady state, a concept expounded upon within this paper through a straightforward order parameter known as directed mobility.

physics.soc-ph↗

arXiv2023

Mean-field criticality explained by random matrices theory

How a system initially at infinite temperature responds when suddenly placed at finite temperatures is a way to check the existence of phase transitions. It has been shown in [R. da Silva, IJMPC 2023] that phase transitions are imprinted in the spectra of matrices built from time evolutions of magnetization of spin models. In this paper, we show that this method works very accurately in determining the critical temperature in the mean-field Ising model. We show that for Glauber or Metropolis dynamics, the average eigenvalue has a minimum at the critical temperature, which is corroborated by an inflection at eigenvalue dispersion at this same point. Such transition is governed by a gap in the density of eigenvalues similar to short-range spin systems. We conclude that the thermodynamics of this mean-field system can be described by the fluctuations in the spectra of Wishart matrices which suggests a direct relationship between thermodynamic fluctuations and spectral fluctuations.

cond-mat.stat-mech↗

arXiv2023

Random Telegraph Noise based True Random Number Generator for Fully Integrated Systems

Generating streams of true random numbers is a critical component of many embedded systems. The design of fully integrated, area and power efficient True Random Number Generators is a challenge. We propose a fully integrated, lightweight implementation, that uses the random telegraph noise (RTN) of standard MOSFET as entropy source. It is not analog-intensive, and without traditional post-processing algorithms, the generated random bit sequence passes the National Institute of Standards and Technology (NIST) tests.

eess.SP↗

arXiv2022

Lattice Gas model to describe a nightclub dynamics

In this work, we propose a simple stochastic agent-based model to describe the revenue dynamics of a nightclub venue based on the relationship between profit and spatial occupation. The system consists of an underlying square lattice (nightclub's dance floor) where every attendee (agent) is allowed to move to its first neighboring cells. Each guess has a characteristic delayed time between drinks, denoted as $τ$, after which it will show an urge to drink. At this moment, the attendee will tend to move towards the bar where a drink will be bought. After it has left the bar zone, $τ$ time steps should pass so it shows once again the need to drink. Our model among other points show that it is no use filling the bar to obtain profit, and optimization should be analyzed. This can be done in a more secure way taking into consideration the ratio between income and ticket cost.

physics.soc-ph↗

arXiv2022

Transfer matrix in counting problems made easy

The transfer matrix is a powerful technique that can be applied to statistical mechanics systems as, for example, in the calculus of the entropy of the ice model. One interesting way to study such systems is to map it onto a 3-color problem. In this paper, we explicitly build the transfer matrix for the 3-color problem in order to calculate the number of possible configurations for finite systems with free, periodic in one direction and toroidal boundary conditions (periodic in both directions)

cond-mat.stat-mech↗

arXiv2022

Random matrices theory elucidates the critical nonequilibrium phenomena

The earlier times of evolution of a magnetic system contain more information than we can imagine. Capturing correlation matrices G of different time evolutions of a simple testbed spin system, as the Ising model, we analyzed the density of eigenvalues of G^{T}G for different temperatures. We observe a transition of the shape of the distribution that presents a gap of eigenvalues from critical temperature with a continuous migration to the Marchenko-Pastur law for the paramagnetic phase. We consider the analysis a promising method to be applied in other spin systems to characterize phase transitions. Our approach is different from alternatives in the literature since it uses the magnetization matrix and not the spatial matrix of spins.

cond-mat.stat-mech↗

arXiv2022

Estimating time constants of the RTS noise in semiconductor devices: a complete description of the observation window in the time domain

We obtained a semi-analytical treatment obtaining estimators for the sample variance and variance of sample variance for the RTS noise. Our method suggests a way to experimentally determine the constants of capture and emission in the case of a dominant trap and universal behaviors for the superposition from many traps. We present detailed closed-form expressions corroborated by MC simulations. We are sure to have an important tool to guide developers in building and analyzing low-frequency noise in semiconductor devices.

physics.app-ph↗

arXiv2021

First numerical evidence of Janssen-Oerding's prediction in a three-dimensional spin model far from equilibrium

Jansen and Oerding [H. K. Janssen, K. Oerding, J. Phys. A: Math. Gen. 27, 715 (1994)] predicted an interesting anomalous tricritical dynamic behavior in three-dimensional models via renormalization group theory. However, we verify a lack of literature about the computational verification of this universal behavior. Here, we used some tricks to capture the log corrections and the parameters predicted by these authors using the three-dimensional Blume-Capel model. In addition, we also performed a more detailed study of the dynamic localization of the phase diagram via power laws optimization. We quantify the crossover phenomena by computing the critical exponents near the tricritical point.

cond-mat.stat-mech↗

arXiv2021

A physics-based algorithm to perform predictions in football leagues

In this work, we extended a stochastic model for football leagues based on the team's potential [R. da Silva et al. Comput. Phys. Commun. \textbf{184} 661--670 (2013)] for making predictions instead of only performing a successful characterization of the statistics on the punctuation of the real leagues. Our adaptation considers the advantage of playing at home when considering the potential of the home and away teams. The algorithm predicts the tournament's outcome by using the market value or/and the ongoing team's performance as initial conditions in the context of Monte Carlo simulations. We present and compare our results to the worldwide known SPI predictions performed by the "FiveThirtyEight" project. The results show that the algorithm can deliver good predictions even with a few ingredients and in more complicated seasons like the 2020 editions where the matches were played without fans in the stadiums.

physics.soc-ph↗

arXiv2021

A thorough study of the performance of simulated annealing with geometric cooling in correlated and long tailed spatial scenarios

Metaheuristics, as the simulated annealing used in the optimization of disordered systems, goes beyond physics, and the traveling salesman is a paradigmatic NP-complete problem that allows inferring important theoretical properties of the algorithm in different random environments. Many versions of the algorithm are explored in the literature, but so far the effects of the statistical distribution of the coordinates of the cities on the performance of the algorithm have been neglected. We propose a simple way to explore this aspect by analyzing the performance of a standard version of the simulated annealing (geometric cooling) in correlated systems with a simple and useful method based on a linear combination of independent random variables. Our results suggest that performance depends on the shape of the statistical distribution of the coordinates but not necessarily on its variance corroborated by the cases of uniform and normal distributions. On the other hand, a study with different power laws (different decay exponents) for the coordinates always produces different performances. We show that the performance of the simulated annealing, even in its best version, is not improved when the distribution of the coordinates does not have the first moment. However, surprisingly, we still observe improvements in situations where the second moment is not defined but not where the first one is not defined. Finite-size scaling fits, and universal laws support all of our results. In addition, our study show when the cost must be scaled.

cond-mat.dis-nn↗

arXiv2021

Affinities and disagreements between Mean-field and short-range critical dynamics

In this work, we explore some interesting details of the time-dependent regime of the long-range systems under mean-field approximation in comparison with the critical dynamics of the short-range systems. First, we discuss some mechanisms of the initial anomalous behavior of the magnetization via two-dimensional Monte Carlo simulations to later compare with results from Mean-field simulations in both: spin 1/2 (Ising) and spin 1 (Blume Capel model) Ising models. The distinction between critical and tricritical points is also investigated. For a complete analysis, we performed short-time simulations in the mean-field regime to determine the critical temperatures optimizing power laws and the critical exponents of the different points, which were independently calculated, i.e. without using previous critical exponents estimates from literature/theory. Our investigations corroborate analytical results here also developed.

cond-mat.stat-mech↗

arXiv2020

The 7% Rule: A Maximum Entropy Prediction on New Decays of the Higgs Boson

The entropy of the Higgs boson decay probabilities distribution in the Standard Model (SM) is maximized for a Higgs mass value that is less than one standard deviation away from the current experimental measurement. This successful estimate of the Higgs mass encourages us to propose tests of the Maximum Entropy Principle (MEP) as a tool for theoretical inferences in other instances of Higgs physics. In this letter, we show that, irrespective of the extension of the SM predicting a new Higgs boson decay channel, its branching ratio can be inferred to be around 7% in such a way that the new entropy of decays still exhibits a maximum at the experimental Higgs mass. This 7% rule can be tested whenever a new Higgs decay channel is found. In order to illustrate the MEP predictions, we apply the MEP inference to Higgs portal models, Higgs-axion interactions, lepton flavour violating decays of the Higgs boson, and a dark gauge boson model.

hep-ph↗

arXiv2020

On the quantum behavior and clustering properties of correlated financial portfolios

We investigate 17 digital currencies making an analogy with quantum systems and develop the concept of eigenportfolios. We show that the density of states of the correlation matrix of these assets shows a behavior between that of the Wishart ensemble and one whose elements are Cauchy distributed. A metric for the participation matrix based on superposition of Gaussian functions is proposed and we show that small eigenvalues correspond to localized states. Nonetheless, some level of localization is also present for bigger eigenvalues probably caused by the fat tails of the distribution of returns of these assets. We also show through a clustering study that the digital currencies tend to stagger together. We conclude the paper showing that this correlation structure leads to an Epps effect.

q-fin.ST↗

arXiv2020

Analysis of the earlier times and flux of the entropy on the majority voter model with difusion

We study the properties of nonequilibrium systems modelled as spin models without defined Hamiltonian as the majority voter model. This model has transition probabilities that do not satisfy the condition of detailed balance. The lack of detailed balance leads to entropy production phenomena, which are a hallmark of the irreversibility. By considering that voters can diffuse on the lattice we analyze how the entropy production and how the critical properties are affected by this diffusion. We also explore two important aspects of the diffusion effects on the majority voter model by studying entropy production and entropy flux via time-dependent and steady state simulations. This study is completed by calculating some critical exponents as function of the diffusion probability.

cond-mat.stat-mech↗

arXiv2019

A simple study of the correlation effects in the superposition of waves of electric fields: the emergence of extreme events

In this paper, we study the effects of correlated random phases in the intensity of a superposition of $N$ wave-fields. Our results suggest that regardless of whether the phase distribution is continuous or discrete if the phases are random correlated variables, we must observe a heavier tail distribution and the emergence of extreme events as the correlation between phases increases. We believe that such a simple method can be easily applied in other situations to show the existence of extreme statistical events in the context of nonlinear complex systems.

stat.AP↗

arXiv2019

Numerical study of condensation in a Fermi-like model of conterflowing particles via Gini coefficient

The collective motion of self-driven particles shows interesting novel phenomena such as swarming and the emergence of patterns. We have recently proposed a model for counterflowing particles that captures this idea and exhibits clogging transitions. This model is based on a generalization of the Fermi-Dirac statistics wherein the maximal occupation of a cell is used. Here we present a detailed study comparing synchronous and asynchronous stochastic dynamics within this model. We show that an asynchronous updating scheme supports the mobile-clogging transition and eliminates some mobility anomalies that are present in synchronous Monte Carlo simulations. Moreover, we show that this transition is dependent upon its initial conditions. Although the Gini coefficient was originally used to model wealth inequalities, we show that it is also efficient for studying the mobile-clogging transition. Finally, we compare our stochastic simulation with direct numerical integration of partial differential equations used to describe this model.

cond-mat.stat-mech↗

arXiv2019

A Reactive-Darwinian Model for the Ultimatum Game: On the Dominance of Moderation in High Diffusion

We consider a version of the ultimatum game which simultaneously combines reactive and Darwinian aspects with offers in [0,1]. By reactive aspects, we consider the effects that lead the player to change their offer given the previous result. On the other hand, Darwinian aspects correspond to copying a better strategy according to best game payoff when the current player compares with one of their neighbours. Therefore, we consider three different strategies, which govern how the players change their offers: greedy, moderate, and conservative. First, we provide an analytic study of a static version of game, where Darwinian aspects are not considered. Then, by using numerical simulations of a detailed and complete multi-agent system on a two dimensional lattice, we add an extra feature, in which players probabilistically scape from extreme offers (those close to 0 or 1) for obvious reasons. The players are also endowed reciprocity on their gains as proposers, which is reflected on their gains as responders. We also analyse the influence of the player's mobility effects. An analysis of the emergence of coexistence of strategies and changes on the dominant strategies are observed, which in turn depends on the player's mobility rate.

physics.soc-ph↗

arXiv2019

Mobile-clogging transition in a Fermi-like model of counterflowing particles

In this paper we propose a generalized model for the motion of a two-species self-driven objects ranging from a scenario of a completely random environment of particles of negligible excluded volume to a more deterministic regime of rigid objects in an environment. Each cell of the system has a maximum occupation level called $σ_{\max }$. Both species move in opposite directions. The probability of any given particle to move to a neighboring cell depends on the occupation of this cell according to a Fermi-Dirac like distribution, considering a parameter $α$ that controls the system randomness. We show that for a certain $α=α_{c}$ the system abruptly transits from a mobile scenario to a clogged state which is characterized by condensates. We numerically describe the details of this transition by coupled partial differential equations (PDE) and Monte Carlo (MC) simulations that are in good agreement.

cond-mat.stat-mech↗