arXiv subjects

Shuigeng Zhou

Publications and source records attributed to Shuigeng Zhou.

At least 109 records · Page 6Linked to original sources

arXiv2011

Traffic Fluctuations on Weighted Networks

Traffic fluctuation has so far been studied on unweighted networks. However many real traffic systems are better represented as weighted networks, where nodes and links are assigned a weight value representing their physical properties such as capacity and delay. Here we introduce a general random diffusion (GRD) model to investigate the traffic fluctuation in weighted networks, where a random walk's choice of route is affected not only by the number of links a node has, but also by the weight of individual links. We obtain analytical solutions that characterise the relation between the average traffic and the fluctuation through nodes and links. Our analysis is supported by the results of numerical simulations. We observe that the value ranges of the average traffic and the fluctuation, through nodes or links, increase dramatically with the level of heterogeneity in link weight. This highlights the key role that link weight plays in traffic fluctuation and the necessity to study traffic fluctuation on weighted networks.

cond-mat.stat-mech↗

arXiv2011

Detecting Collusive Cliques in Futures Markets Based on Trading Behaviors from Real Data

In financial markets, abnormal trading behaviors pose a serious challenge to market surveillance and risk management. What is worse, there is an increasing emergence of abnormal trading events that some experienced traders constitute a collusive clique and collaborate to manipulate some instruments, thus mislead other investors by applying similar trading behaviors for maximizing their personal benefits. In this paper, a method is proposed to detect the hidden collusive cliques involved in an instrument of future markets by first calculating the correlation coefficient between any two eligible unified aggregated time series of signed order volume, and then combining the connected components from multiple sparsified weighted graphs constructed by using the correlation matrices where each correlation coefficient is over a user-specified threshold. Experiments conducted on real order data from the Shanghai Futures Exchange show that the proposed method can effectively detect suspect collusive cliques. A tool based on the proposed method has been deployed in the exchange as a pilot application for futures market surveillance and risk management.

q-fin.TR↗

arXiv2011

Diffusion-annihilation proecesses in weighted scale-free networks with identical degree sequence

The studies based on $A+A \rightarrow \emptyset$ and $A+B\rightarrow \emptyset$ diffusion-annihilation processes have so far been studied on weighted uncorrelated scale-free networks and fractal scale-free networks. In the previous reports, it is widely accepted that the segregation of particles in the processes is introduced by the fractal structure. In this paper, we study these processes on a family of weighted scale-free networks with identical degree sequence. We find that the depletion zone and segregation are essentially caused by the disassortative mixing, namely, high-degree nodes tend to connect with low-degree nodes. Their influence on the processes is governed by the correlation between the weight and degree. Our finding suggests both the weight and degree distribution don't suffice to characterize the diffusion-annihilation processes on weighted scale-free networks.

cond-mat.dis-nn↗

arXiv2011

Characteristics of Real Futures Trading Networks

Futures trading is the core of futures business, and it is considered as one of the typical complex systems. To investigate the complexity of futures trading, we employ the analytical method of complex networks. First, we use real trading records from the Shanghai Futures Exchange to construct futures trading networks, in which nodes are trading participants, and two nodes have a common edge if the two corresponding investors appear simultaneously in at least one trading record as a purchaser and a seller respectively. Then, we conduct a comprehensive statistical analysis on the constructed futures trading networks. Empirical results show that the futures trading networks exhibit features such as scale-free behavior with interesting odd-even-degree divergence in low-degree regions, small-world effect, hierarchical organization, power-law betweenness distribution, disassortative mixing, and shrinkage of both the average path length and the diameter as network size increases. To the best of our knowledge, this is the first work that uses real data to study futures trading networks, and we argue that the research results can shed light on the nature of real futures business.

q-fin.ST↗

arXiv2011

Group-theoretical analysis of variable coefficient nonlinear telegraph equations

Given a class of differential equations with arbitrary element, the problems of symmetry group, nonclassical symmetry and conservation law classifications are to determine for each member the structure of its Lie symmetry group, conditional symmetry and conservation law under some proper equivalence transformations groups. In this paper, an extensive investigation of these three aspects is carried out for the class of variable coefficient (1+1)-dimensional nonlinear telegraph equations with coefficients depending on the space variable. The usual equivalence group and the extended one including transformations which are nonlocal with respect to arbitrary elements are first constructed. Then using the technique of variable gauges of arbitrary elements under equivalence transformations, we restrict ourselves to the symmetry group classifications for the equations with two different gauges g=1 and g=h. In order to get the ultimate classification, the method of furcate split is also used and consequently a number of new interesting nonlinear invariant models which have non-trivial invariance algebra are obtained. As an application, exact solutions for some equations which are singled out from the classification results are constructed by the classical Lie reduction. The classification of nonclassical symmetries for the classes of differential equations with gauge g=1 is discussed within the framework of singular reduction operator. Using the direct method, we also carry out two classifications of local conservation laws up to equivalence relations generated by both usual and extended equivalence groups. Equivalence with respect to these groups and correct choice of gauge coefficients of equations play the major role for simple and clear formulation of the final results.

math-ph↗

arXiv2010

Mapping Koch curves into scale-free small-world networks

The class of Koch fractals is one of the most interesting families of fractals, and the study of complex networks is a central issue in the scientific community. In this paper, inspired by the famous Koch fractals, we propose a mapping technique converting Koch fractals into a family of deterministic networks, called Koch networks. This novel class of networks incorporates some key properties characterizing a majority of real-life networked systems---a power-law distribution with exponent in the range between 2 and 3, a high clustering coefficient, small diameter and average path length, and degree correlations. Besides, we enumerate the exact numbers of spanning trees, spanning forests, and connected spanning subgraphs in the networks. All these features are obtained exactly according to the proposed generation algorithm of the networks considered. The network representation approach could be used to investigate the complexity of some real-world systems from the perspective of complex networks.

cond-mat.stat-mech↗

arXiv2010

Enumeration of spanning trees in a pseudofractal scale-free web

Spanning trees are an important quantity characterizing the reliability of a network, however, explicitly determining the number of spanning trees in networks is a theoretical challenge. In this paper, we study the number of spanning trees in a small-world scale-free network and obtain the exact expressions. We find that the entropy of spanning trees in the studied network is less than 1, which is in sharp contrast to previous result for the regular lattice with the same average degree, the entropy of which is higher than 1. Thus, the number of spanning trees in the scale-free network is much less than that of the corresponding regular lattice. We present that this difference lies in disparate structure of the two networks. Since scale-free networks are more robust than regular networks under random attack, our result can lead to the counterintuitive conclusion that a network with more spanning trees may be relatively unreliable.

cond-mat.stat-mech↗

arXiv2010

Deterministic weighted scale-free small-world networks

We propose a deterministic weighted scale-free small-world model for considering pseudofractal web with the coevolution of topology and weight. In the model, we have the degree distribution exponent $γ$ restricted to a range between 2 and 3, simultaneously tunable with two parameters. At the same time, we provide a relatively complete view of topological structure and weight dynamics characteristics of the networks: weight and strength distribution; degree correlations; average clustering coefficient and degree-cluster correlations; as well as the diameter. We show that our model is particularly effective at mimicing weighted scale-free small-world networks with a high and relatively stable clustering coefficient, which rapidly decline with the network size in most previous models.

cond-mat.stat-mech↗

arXiv2010

Determining global mean-first-passage time of random walks on Vicsek fractals using eigenvalues of Laplacian matrices

The family of Vicsek fractals is one of the most important and frequently-studied regular fractal classes, and it is of considerable interest to understand the dynamical processes on this treelike fractal family. In this paper, we investigate discrete random walks on the Vicsek fractals, with the aim to obtain the exact solutions to the global mean first-passage time (GMFPT), defined as the average of first-passage time (FPT) between two nodes over the whole family of fractals. Based on the known connections between FPTs, effective resistance, and the eigenvalues of graph Laplacian, we determine implicitly the GMFPT of the Vicsek fractals, which is corroborated by numerical results. The obtained closed-form solution shows that the GMFPT approximately grows as a power-law function with system size (number of all nodes), with the exponent lies between 1 and 2. We then provide both the upper bound and lower bound for GMFPT of general trees, and show that leading behavior of the upper bound is the square of system size and the dominating scaling of the lower bound varies linearly with system size. We also show that the upper bound can be achieved in linear chains and the lower bound can be reached in star graphs. This study provides a comprehensive understanding of random walks on the Vicsek fractals and general treelike networks.

cond-mat.stat-mech↗

arXiv2010

Explicit determination of mean first-passage time for random walks on deterministic uniform recursive trees

The determination of mean first-passage time (MFPT) for random walks in networks is a theoretical challenge, and is a topic of considerable recent interest within the physics community. In this paper, according to the known connections between MFPT, effective resistance, and the eigenvalues of graph Laplacian, we first study analytically the MFPT between all node pairs of a class of growing treelike networks, which we term deterministic uniform recursive trees (DURTs), since one of its particular cases is a deterministic version of the famous uniform recursive tree. The interesting quantity is determined exactly through the recursive relation of the Laplacian spectra obtained from the special construction of DURTs. The analytical result shows that the MFPT between all couples of nodes in DURTs varies as $N \ln N$ for large networks with node number $N$. Second, we study trapping on a particular network of DURTs, focusing on a special case with the immobile trap positioned at a node having largest degree. We determine exactly the average trapping time (ATT) that is defined as the average of FPT from all nodes to the trap. In contrast to the scaling of the MFPT, the leading behavior of ATT is a linear function of $N$. Interestingly, we show that the behavior for ATT of the trapping problem is related to the trapping location, which is in comparison with the phenomenon of trapping on fractal T-graph although both networks exhibit treestructure. Finally, we believe that the methods could open the way to exactly calculate the MFPT and ATT in a wide range of deterministic media.

cond-mat.stat-mech↗

arXiv2009

An alternative approach to determining average distance in a class of scale-free modular networks

Various real-life networks of current interest are simultaneously scale-free and modular. Here we study analytically the average distance in a class of deterministically growing scale-free modular networks. By virtue of the recursive relations derived from the self-similar structure of the networks, we compute rigorously this important quantity, obtaining an explicit closed-form solution, which recovers the previous result and is corroborated by extensive numerical calculations. The obtained exact expression shows that the average distance scales logarithmically with the number of nodes in the networks, indicating an existence of small-world behavior. We present that this small-world phenomenon comes from the peculiar architecture of the network family.

physics.soc-ph↗

arXiv2009

Trapping in scale-free networks with hierarchical organization of modularity

A wide variety of real-life networks share two remarkable generic topological properties: scale-free behavior and modular organization, and it is natural and important to study how these two features affect the dynamical processes taking place on such networks. In this paper, we investigate a simple stochastic process--trapping problem, a random walk with a perfect trap fixed at a given location, performed on a family of hierarchical networks that exhibit simultaneously striking scale-free and modular structure. We focus on a particular case with the immobile trap positioned at the hub node having the largest degree. Using a method based on generating functions, we determine explicitly the mean first-passage time (MFPT) for the trapping problem, which is the mean of the node-to-trap first-passage time over the entire network. The exact expression for the MFPT is calculated through the recurrence relations derived from the special construction of the hierarchical networks. The obtained rigorous formula corroborated by extensive direct numerical calculations exhibits that the MFPT grows algebraically with the network order. Concretely, the MFPT increases as a power-law function of the number of nodes with the exponent much less than 1. We demonstrate that the hierarchical networks under consideration have more efficient structure for transport by diffusion in contrast with other analytically soluble media including some previously studied scale-free networks. We argue that the scale-free and modular topologies are responsible for the high efficiency of the trapping process on the hierarchical networks.

cond-mat.stat-mech↗

arXiv2009

Analytic Solution to Clustering Coefficients on Weighted Networks

Clustering coefficient is an important topological feature of complex networks. It is, however, an open question to give out its analytic expression on weighted networks yet. Here we applied an extended mean-field approach to investigate clustering coefficients in the typical weighted networks proposed by Barrat, Barthélemy and Vespignani (BBV networks). We provide analytical solutions of this model and find that the local clustering in BBV networks depends on the node degree and strength. Our analysis is well in agreement with results of numerical simulations.

cond-mat.dis-nn↗

arXiv2009

Average distance in a hierarchical scale-free network: an exact solution

Various real systems simultaneously exhibit scale-free and hierarchical structure. In this paper, we study analytically average distance in a deterministic scale-free network with hierarchical organization. Using a recursive method based on the network construction, we determine explicitly the average distance, obtaining an exact expression for it, which is confirmed by extensive numerical calculations. The obtained rigorous solution shows that the average distance grows logarithmically with the network order (number of nodes in the network). We exhibit the similarity and dissimilarity in average distance between the network under consideration and some previously studied networks, including random networks and other deterministic networks. On the basis of the comparison, we argue that the logarithmic scaling of average distance with network order could be a generic feature of deterministic scale-free networks.

cond-mat.stat-mech↗

arXiv2009

Mean first-passage time for random walks on the T-graph

For random walks on networks (graphs), it is a theoretical challenge to explicitly determine the mean first-passage time (MFPT) between two nodes averaged over all pairs. In this paper, we study the MFPT of random walks in the famous T-graph, linking this important quantity to the resistance distance in electronic networks. We obtain an exact formula for the MFPT that is confirmed by extensive numerical calculations. The interesting quantity is derived through the recurrence relations resulting from the self-similar structure of the T-graph. The obtained closed-form expression exhibits that the MFPT approximately increases as a power-law function of the number of nodes, with the exponent lying between 1 and 2. Our research may shed light on the deeper understanding of random walks on the T-graph.

cond-mat.stat-mech↗

arXiv2009

Anomalous behavior of trapping on a fractal scale-free network

It is known that the heterogeneity of scale-free networks helps enhancing the efficiency of trapping processes performed on them. In this paper, we show that transport efficiency is much lower in a fractal scale-free network than in non-fractal networks. To this end, we examine a simple random walk with a fixed trap at a given position on a fractal scale-free network. We calculate analytically the mean first-passage time (MFPT) as a measure of the efficiency for the trapping process, and obtain a closed-form expression for MFPT, which agrees with direct numerical calculations. We find that, in the limit of a large network order $V$, the MFPT $ $ behaves superlinearly as $ \sim V^{3/2}$ with an exponent 3/2 much larger than 1, which is in sharp contrast to the scaling $ \sim V^θ$ with $θ\leq 1$, previously obtained for non-fractal scale-free networks. Our results indicate that the degree distribution of scale-free networks is not sufficient to characterize trapping processes taking place on them. Since various real-world networks are simultaneously scale-free and fractal, our results may shed light on the understanding of trapping processes running on real-life systems.

cond-mat.stat-mech↗

arXiv2009

Distinct scalings for mean first-passage time of random walks on scale-free networks with the same degree sequence

In general, the power-law degree distribution has profound influence on various dynamical processes defined on scale-free networks. In this paper, we will show that power-law degree distribution alone does not suffice to characterize the behavior of trapping problem on scale-free networks, which is an integral major theme of interest for random walks in the presence of an immobile perfect absorber. In order to achieve this goal, we study random walks on a family of one-parameter (denoted by $q$) scale-free networks with identical degree sequence for the full range of parameter $q$, in which a trap is located at a fixed site. We obtain analytically or numerically the mean first-passage time (MFPT) for the trapping issue. In the limit of large network order (number of nodes), for the whole class of networks, the MFPT increases asymptotically as a power-law function of network order with the exponent obviously different for different parameter $q$, which suggests that power-law degree distribution itself is not sufficient to characterize the scaling behavior of MFPT for random walks, at least trapping problem, performed on scale-free networks.

cond-mat.stat-mech↗

arXiv2009

Contact graphs of disk packings as a model of spatial planar networks

Spatially constrained planar networks are frequently encountered in real-life systems. In this paper, based on a space-filling disk packing we propose a minimal model for spatial maximal planar networks, which is similar to but different from the model for Apollonian networks [J. S. Andrade, Jr. et al., Phys. Rev. Lett. {\bf 94}, 018702 (2005)]. We present an exhaustive analysis of various properties of our model, and obtain the analytic solutions for most of the features, including degree distribution, clustering coefficient, average path length, and degree correlations. The model recovers some striking generic characteristics observed in most real networks. To address the robustness of the relevant network properties, we compare the structural features between the investigated network and the Apollonian networks. We show that topological properties of the two networks are encoded in the way of disk packing. We argue that spatial constrains of nodes are relevant to the structure of the networks.

cond-mat.stat-mech↗