12,069 research outputs found
A generalized spin model of financial markets
We reformulate the Cont-Bouchaud model of financial markets in terms of
classical "super-spins" where the spin value is a measure of the number of
individual traders represented by a portfolio manager of an investment agency.
We then extend this simplified model by switching on interactions among the
super-spins to model the tendency of agencies getting influenced by the opinion
of other managers. We also introduce a fictitious temperature (to model other
random influences), and time-dependent local fields to model slowly changing
optimistic or pessimistic bias of traders. We point out close similarities
between the price variations in our model with super-spins and total
displacements in an -step Levy flight. We demonstrate the phenomena of
natural and artificially created bubbles and subsequent crashes as well as the
occurrence of "fat tails" in the distributions of stock price variations.Comment: 11 pages LATEX, 7 postscript figures; longer text with theoretical
analysis, more accurate numerical data, better terminology, additional
references. Accepted for publication in European Physical Journal
Competition of coarsening and shredding of clusters in a driven diffusive lattice gas
We investigate a driven diffusive lattice gas model with two oppositely
moving species of particles. The model is motivated by bi-directional traffic
of ants on a pre-existing trail. A third species, corresponding to pheromones
used by the ants for communication, is not conserved and mediates interactions
between the particles. Here we study the spatio-temporal organization of the
particles. In the uni-directional variant of this model it is known to be
determined by the formation and coarsening of ``loose clusters''. For our
bi-directional model, we show that the interaction of oppositely moving
clusters is essential. In the late stages of evolution the cluster size
oscillates because of a competition between their `shredding' during encounters
with oppositely moving counterparts and subsequent "coarsening" during
collision-free evolution. We also establish a nontrivial dependence of the
spatio-temporal organization on the system size
Length control of microtubules by depolymerizing motor proteins
In many intracellular processes, the length distribution of microtubules is
controlled by depolymerizing motor proteins. Experiments have shown that,
following non-specific binding to the surface of a microtubule, depolymerizers
are transported to the microtubule tip(s) by diffusion or directed walk and,
then, depolymerize the microtubule from the tip(s) after accumulating there. We
develop a quantitative model to study the depolymerizing action of such a
generic motor protein, and its possible effects on the length distribution of
microtubules. We show that, when the motor protein concentration in solution
exceeds a critical value, a steady state is reached where the length
distribution is, in general, non-monotonic with a single peak. However, for
highly processive motors and large motor densities, this distribution
effectively becomes an exponential decay. Our findings suggest that such motor
proteins may be selectively used by the cell to ensure precise control of MT
lengths. The model is also used to analyze experimental observations of
motor-induced depolymerization.Comment: Added section with figures and significantly expanded text, current
version to appear in Europhys. Let
More security or less insecurity
We depart from the conventional quest for ‘Completely Secure Systems’ and ask ‘How can we be more Secure’. We draw heavily from the evolution of the Theory of Justice and the arguments against the institutional approach to Justice. Central to our argument is the identification of redressable insecurity, or weak links. Our contention is that secure systems engineering is not really about building perfectly secure systems but about redressing manifest insecurities.Final Accepted Versio
Cluster formation and anomalous fundamental diagram in an ant trail model
A recently proposed stochastic cellular automaton model ({\it J. Phys. A 35,
L573 (2002)}), motivated by the motions of ants in a trail, is investigated in
detail in this paper. The flux of ants in this model is sensitive to the
probability of evaporation of pheromone, and the average speed of the ants
varies non-monotonically with their density. This remarkable property is
analyzed here using phenomenological and microscopic approximations thereby
elucidating the nature of the spatio-temporal organization of the ants. We find
that the observations can be understood by the formation of loose clusters,
i.e. space regions of enhanced, but not maximal, density.Comment: 11 pages, REVTEX, with 11 embedded EPS file
Collective traffic-like movement of ants on a trail: dynamical phases and phase transitions
The traffic-like collective movement of ants on a trail can be described by a
stochastic cellular automaton model. We have earlier investigated its unusual
flow-density relation by using various mean field approximations and computer
simulations. In this paper, we study the model following an alternative
approach based on the analogy with the zero range process, which is one of the
few known exactly solvable stochastic dynamical models. We show that our theory
can quantitatively account for the unusual non-monotonic dependence of the
average speed of the ants on their density for finite lattices with periodic
boundary conditions. Moreover, we argue that the model exhibits a continuous
phase transition at the critial density only in a limiting case. Furthermore,
we investigate the phase diagram of the model by replacing the periodic
boundary conditions by open boundary conditions.Comment: 8 pages, 6 figure
Subtleties in the quasi-classical calculation of Hawking radiation
he quasi-classical method of deriving Hawking radiation is investigated. In
order to recover the original Hawking temperature one must take into account a
previously ignored contribution coming from the temporal part of the action.
This contribution plus a contribution coming from the spatial part of the
action gives the correct temperature.Comment: 6 pages revtex. Honorable Mention in 2008 GRF essay contest, typos
fixed, sign errors corrected. To be published in Special Issue of IJMP
Optimizing Traffic Lights in a Cellular Automaton Model for City Traffic
We study the impact of global traffic light control strategies in a recently
proposed cellular automaton model for vehicular traffic in city networks. The
model combines basic ideas of the Biham-Middleton-Levine model for city traffic
and the Nagel-Schreckenberg model for highway traffic. The city network has a
simple square lattice geometry. All streets and intersections are treated
equally, i.e., there are no dominant streets. Starting from a simple
synchronized strategy we show that the capacity of the network strongly depends
on the cycle times of the traffic lights. Moreover we point out that the
optimal time periods are determined by the geometric characteristics of the
network, i.e., the distance between the intersections. In the case of
synchronized traffic lights the derivation of the optimal cycle times in the
network can be reduced to a simpler problem, the flow optimization of a single
street with one traffic light operating as a bottleneck. In order to obtain an
enhanced throughput in the model improved global strategies are tested, e.g.,
green wave and random switching strategies, which lead to surprising results.Comment: 13 pages, 10 figure
A Microscopic Model for the Black hole - Black string Phase Transition
Computations in general relativity have revealed an interesting phase diagram for the black hole - black string phase transition, with three different black objects present for a range of mass values. We can add charges to this system by `boosting' plus dualities; this makes only kinematic changes in the gravity computation but has the virtue of bringing the system into the near-extremal domain where a microscopic model can be conjectured. When the compactification radius is very large or very small then we get the microscopic models of 4+1 dimensional near-extremal holes and 3+1 dimensional near-extremal holes respectively (the latter is a uniform black string in 4+1 dimensions). We propose a simple model that interpolates between these limits and reproduces most of the features of the phase diagram. These results should help us understand how `fractionation' of branes works in general situations
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