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The Dynamics of Money

We present a dynamical many-body theory of money in which the value of money is a time dependent ``strategic variable'' that is chosen by the individual agents. The value of money in equilibrium is not fixed by the equations, and thus represents a continuous symmetry. The dynamics breaks this continuous symmetry by fixating the value of money at a level which depends on initial conditions. The fluctuations around the equilibrium, for instance in the presence of noise, are governed by the ``Goldstone modes'' associated with the broken symmetry. The idea is illustrated by a simple network model of monopolistic vendors and buyers.

cond-mat.stat-mech↗

Noise-induced breakdown of coherent collective motion in swarms

We consider swarms formed by populations of self-propelled particles with attractive long-range interactions. These swarms represent multistable dynamical systems and can be found either in coherent traveling states or in an incoherent oscillatory state where translational motion of the entire swarm is absent. Under increasing the noise intensity, the coherent traveling state of the swarms is destroyed and an abrupt transition to the oscillatory state takes place.

adap-org↗

An Exactly Soluble Hierarchical Clustering Model: Inverse Cascades, Self-Similarity, and Scaling

We show how clustering as a general hierarchical dynamical process proceeds via a sequence of inverse cascades to produce self-similar scaling, as an intermediate asymptotic, which then truncates at the largest spatial scales. We show how this model can provide a general explanation for the behavior of several models that has been described as ``self-organized critical,'' including forest-fire, sandpile, and slider-block models.

adap-org↗

Phase Diagram Of The Biham-Middleton-Levine Traffic Model In Three Dimensions

We study numerically the behavior of the Biham-Middleton-Levine traffic model in three dimensions. Our extensive numerical simulations show that the phase diagram for this model in three dimensions is markedly different from that in one and two dimensions. In addition to the full speed moving as well as the completely jamming phases, whose respective average asymptotic car speeds $ $ equal one and zero, we observe an extensive region of car densities $ρ$ with a low but non-zero average asymptotic car speed. The transition from this extensive low average asymptotic car speed region to the completely jamming region is at least second order. We argue that this low speed region is a result of the formation of a spatially-limited-extended percolating cluster. Thus, this low speed phase is present in $n > 3$ dimensional Biham-Middleton-Levine model as well.

cond-mat↗

Scaling and percolation in the small-world network model

In this paper we study the small-world network model of Watts and Strogatz, which mimics some aspects of the structure of networks of social interactions. We argue that there is one non-trivial length-scale in the model, analogous to the correlation length in other systems, which is well-defined in the limit of infinite system size and which diverges continuously as the randomness in the network tends to zero, giving a normal critical point in this limit. This length-scale governs the cross-over from large- to small-world behavior in the model, as well as the number of vertices in a neighborhood of given radius on the network. We derive the value of the single critical exponent controlling behavior in the critical region and the finite size scaling form for the average vertex-vertex distance on the network, and, using series expansion and Pade approximants, find an approximate analytic form for the scaling function. We calculate the effective dimension of small-world graphs and show that this dimension varies as a function of the length-scale on which it is measured, in a manner reminiscent of multifractals. We also study the problem of site percolation on small-world networks as a simple model of disease propagation, and derive an approximate expression for the percolation probability at which a giant component of connected vertices first forms (in epidemiological terms, the point at which an epidemic occurs). The typical cluster radius satisfies the expected finite size scaling form with a cluster size exponent close to that for a random graph. All our analytic results are confirmed by extensive numerical simulations of the model.

cond-mat.stat-mech↗

Phase Transition and Symmetry Breaking in the Minority Game

We show that the Minority Game, a model of interacting heterogeneous agents, can be described as a spin systems and it displays a phase transition between a symmetric phase and a symmetry broken phase where the games outcome is predicable. As a result a ``spontaneous magnetization'' arises in the spin formalism.

cond-mat.stat-mech↗

One-dimensional dynamics for travelling fronts in coupled map lattices

Multistable coupled map lattices typically support travelling fronts, separating two adjacent stable phases. We show how the existence of an invariant function describing the front profile, allows a reduction of the infinitely-dimensional dynamics to a one-dimensional circle homeomorphism, whose rotation number gives the propagation velocity. The mode-locking of the velocity with respect to the system parameters then typically follows. We study the behaviour of fronts near the boundary of parametric stability, and we explain how the mode-locking tends to disappear as we approach the continuum limit of an infinite density of sites.

chao-dyn↗

A ratchet driven by quasimonochromatic noise

The currents generated by noise-induced activation processes in a periodic potential are investigated analytically, by digital simulation and by performing analogue experiments.

cond-mat.stat-mech↗

Self-organized evolution in socio-economic environments

We propose a general scenario to analyze social and economic changes in modern environments. We illustrate the ideas with a model that incorporating the main trends is simple enough to extract analytical results and, at the same time, sufficiently complex to display a rich dynamic behavior. Our study shows that there exists a macroscopic observable that is maximized in a regime where the system is critical, in the sense that the distribution of events follow power-laws. Computer simulations show that, in addition, the system always self-organizes to achieve the optimal performance in the stationary state.

cond-mat.stat-mech↗

Memory Effects and Macroscopic Manifestation of Randomness

It is shown that due to memory effects the complex behaviour of components in a stochastic system can be transmitted to macroscopic evolution of the system as a whole. Within the Markov approximation widely using in ordinary statistical mechanics, memory effects are neglected. As a result, a time-scale separation between the macroscopic and the microscopic level of description exists, the macroscopic differential picture is no a consequence of microscopic non-differentiable dynamics. On the other hand, the presence of complete memory in a system means that all its components have the same behaviour. If the memory function has no characteristic time scales, the correct description of the macroscopic evolution of such systems have to be in terms of the fractional calculus.

adap-org↗

Noise-induced memory in extended excitable systems

We describe a form of memory exhibited by extended excitable systems driven by stochastic fluctuations. Under such conditions, the system self-organizes into a state characterized by power-law correlations thus retaining long-term memory of previous states. The exponents are robust and model-independent. We discuss novel implications of these results for the functioning of cortical neurons as well as for networks of neurons.

adap-org↗

Critical and Near-Critical Branching Processes

Scale-free dynamics in physical and biological systems can arise from a variety of causes. Here, we explore a branching process which leads to such dynamics. We find conditions for the appearance of power laws and study quantitatively what happens to these power laws when such conditions are violated. From a branching process model, we predict the behavior of two systems which seem to exhibit near scale-free behavior--rank-frequency distributions of number of subtaxa in biology, and abundance distributions of genotypes in an artificial life system. In the light of these, we discuss distributions of avalanche sizes in the Bak-Tang-Wiesenfeld sandpile model.

cond-mat.dis-nn↗

Water Droplet Avalanches

We analyze the statistics of water droplet avalanches in a continuously driven system. Distributions are obtained for avalanche size, lifetime, and time between successive avalanches, along with power spectra and return maps. For low flow rates and different water viscosities, we observe a power-law scaling in the size and lifetime distributions of water droplet avalanches, indicating that a state with no characteristic time and length scales was reached. Higher flow rates resulted in an exponential behavior with characteristic scales.

cond-mat.dis-nn↗

Static Friction Phenomena in Granular Materials: Coulomb Law vs. Particle Geometry

The static as well as the dynamic behaviour of granular material are determined by dynamic {\it and} static friction. There are well known methods to include static friction in molecular dynamics simulations using scarcely understood forces. We propose an Ansatz based on the geometrical shape of nonspherical particles which does not involve an explicit expression for static friction. It is shown that the simulations based on this model are close to experimental results.

hep-lat↗

Confirmation of the Modified Bean Model from Simulations of Superconducting Vortices

From a very simple description of vortices and pinning centers and without using any electrodynamical assumptions, we obtain nonlinear density profiles of vortices in type-II dirty superconductors that result from raising or lowering an external magnetic field. The results confirm a modified Bean model description of these systems, and in particular, follow the Kim empirical form that relates the current inside the material to the local magnetic field. We also obtain realistic magnetization hysteresis loops and examine the discrete evolution of the density profiles in our systems. This evolution is not continuous, but takes place by the occurrence of avalanches of vortices promoted by the addition or extraction of vortices from the edges of the system.

cond-mat.supr-con↗

Novel Phases and Finite-Size Scaling in Two-Species Asymmetric Diffusive Processes

We study a stochastic lattice gas of particles undergoing asymmetric diffusion in two dimensions. Transitions between a low-density uniform phase and high-density non-uniform phases characterized by localized or extended structure are found. We develop a mean-field theory which relates coarse-grained parameters to microscopic ones. Detailed predictions for finite-size ($L$) scaling and density profiles agree excellently with simulations. Unusual large-$L$ behavior of the transition point parallel to that of self-organized sandpile models is found.

cond-mat↗

Physical tests for Random Numbers in Simulations

We propose three physical tests to measure correlations in random numbers used in Monte Carlo simulations. The first test uses autocorrelation times of certain physical quantities when the Ising model is simulated with the Wolff algorithm. The second test is based on random walks, and the third on blocks of n successive numbers. We apply the tests to show that recent errors in high precision simulations using generalized feedback shift register algorithms are due to short range correlations in random number sequences. We also determine the length of these correlations.

cond-mat↗

Scaling behaviour in daily air humidity fluctuations

We show that the daily average air humidity fluctuations exhibit non-trivial $1/f^α$ behaviour which different from the spectral properties of other meteorological quantities. This feature and the fractal spatial strucure found in clouds make it plausible to regard air humidity fluctuations as a manifestation of self-organized criticality. We give arguments why the dynamics in air humidity can be similar to those in sandpile models of SOC.

adap-org↗