A mechanical model of normal and anomalous diffusion

The overdamped dynamics of a charged particle driven by an uniform electric field through a random sequence of scatterers in one dimension is investigated. Analytic expressions of the mean velocity and of the velocity power spectrum are presented. These show that above a threshold value of the field normal diffusion is superimposed to ballistic motion. The diffusion constant can be given explicitly. At the threshold field the transition between conduction and localization is accompanied by an anomalous diffusion. Our results exemplify that, even in the absence of time-dependent stochastic forces, a purely mechanical model equipped with a quenched disorder can exhibit normal as well as anomalous diffusion, the latter emerging as a critical property.Comment: 16 pages, no figure

Effects of diffusion rates on epidemic spreads in metapopulation networks

It is often useful to represent the infectious dynamics of mobile agents by metapopulation models. In such a model, metapopulations form a static network, and individuals migrate from one metapopulation to another. It is known that heterogeneous degree distributions of metapopulation networks decrease the epidemic threshold above which epidemic spreads can occur. We investigate the combined effect of heterogeneous degree distributions and diffusion on epidemics in metapopulation networks. We show that for arbitrary heterogeneous networks, diffusion suppresses epidemics in the sense of an increase in the epidemic threshold. On the other hand, some diffusion rates are needed to elicit epidemic spreads on a global scale. As a result of these opposing effects of diffusion, epidemic spreading near the epidemic threshold is the most pronounced at an intermediate diffusion rate. The result that diffusion can suppress epidemics contrasts with that for diffusive SIS dynamics and its variants when individuals are fixed at nodes on static networks.Comment: 4 figure

Forecasting Quarterly Brazilian GDP Growth Rate With Linear and NonLinear Diffusion Index Models

This paper uses linear and non-linear diffusion index models and combination of them to produce one-step-ahead forecast of quarterly Brazilian GDP growth rate. The non-linear diffusion index models are not only parsimonious ones, but they also purport to describe economic cycles through a Threshold diffusion index model and a Markov-Switching diffusion index model.Forecasting, Brazilian GDP, Diffusion Index, Threshold, Markov-Switching

Taking into Account the Variations of Neighbourhood Sizes in the Mean-Field Approximation of the Threshold Model on a Random Network

We compare the individual-based \'threshold model\' of innovation diffusion in the version which has been studied by Young (1998), with an aggregate model we derived from it. This model allows us to formalise and test hypotheses on the influence of individual characteristics upon global evolution. The classical threshold model supposes that an individual adopts a behaviour according to a trade-off between a social pressure and a personal interest. Our study considers only the case where all have the same threshold. We present an aggregated model, which takes into account variations of the neighbourhood sizes, whereas previous work assumed this size fixed (Edwards et al. 2003a). The comparison between the aggregated models (the first one assuming a neighbourhood size and the second one, a variable one) points out an improvement of the approximation in most of the value of parameter space. This proves that the average degree of connectivity (first aggregated model) is not sufficient for characterising the evolution, and that the node degree variability has an impact on the diffusion dynamics. Remaining differences between both models give us some clues about the specific ability of individual-based model to maintain a minority behaviour which becomes a majority by an addition of stochastic effects.Aggregate; Individual-Based Model; Innovation Diffusion; Mean Field Approximation; Model Comparison; Social Network Effect

Influence networks

Some behaviors, ideas or technologies spread and become persistent in society, whereas others vanish. This paper analyzes the role of social influence in determining such distinct collective outcomes. Agents are assumed to acquire information from others through a certain sampling process that generates an influence network, and they use simple rules to decide whether to adopt or not depending on the observed sample. We characterize, as a function of the primitives of the model, the diffusion threshold (i.e., the spreading rate above which the adoption of the new behavior becomes persistent in the population) and the endemic state (i.e., the fraction of adopters in the stationary state of the dynamics). We find that the new behavior will easily spread in the population if there is a high correlation between how influential (visible) and how easily influenced an agent is, which is determined by the sampling process and the adoption rule. We also analyze how the density and variance of the out-degree distribution affect the diffusion threshold and the endemic state.social influence, networks, diffusion threshold, endemic state

Moving mesh finite difference solution of non-equilibrium radiation diffusion equations

A moving mesh finite difference method based on the moving mesh partial differential equation is proposed for the numerical solution of the 2T model for multi-material, non-equilibrium radiation diffusion equations. The model involves nonlinear diffusion coefficients and its solutions stay positive for all time when they are positive initially. Nonlinear diffusion and preservation of solution positivity pose challenges in the numerical solution of the model. A coefficient-freezing predictor-corrector method is used for nonlinear diffusion while a cutoff strategy with a positive threshold is used to keep the solutions positive. Furthermore, a two-level moving mesh strategy and a sparse matrix solver are used to improve the efficiency of the computation. Numerical results for a selection of examples of multi-material non-equilibrium radiation diffusion show that the method is capable of capturing the profiles and local structures of Marshak waves with adequate mesh concentration. The obtained numerical solutions are in good agreement with those in the existing literature. Comparison studies are also made between uniform and adaptive moving meshes and between one-level and two-level moving meshes.Comment: 29 page

Influence Networks

Some behaviors, ideas or technologies spread and become persistent in society, whereas others vanish. This paper analyzes the role of social influence in determining such distinct collective outcomes. Agents are assumed to acquire information from others through a certain sampling process that generates an influence network and use simple rules to decide whether to adopt or not depending on the observed sample. The diffusion threshold (i.e., the spreading rate above which the behavior becomes persistent in the population) and the endemic state (i.e., the fraction of adopters in the stationary state of the dynamics) are characterized as a function of the primitives of the model. The results highlight the importance of the correlation between visibility and connectivity (or degree) for diffusion purposes.social influence, networks, diffusion threshold, endemic state.