Dynamics of Surface Roughening with Quenched Disorder

We study the dynamical exponent $z$ for the directed percolation depinning (DPD) class of models for surface roughening in the presence of quenched disorder. We argue that $z$ for $(d+1)$ dimensions is equal to the exponent $d_{\rm min}$ characterizing the shortest path between two sites in an isotropic percolation cluster in $d$ dimensions. To test the argument, we perform simulations and calculate $z$ for DPD, and $d_{\rm min}$ for percolation, from $d = 1$ to $d = 6$.Comment: RevTex manuscript 3 pages + 6 figures (obtained upon request via email [email protected]

Worldwide spreading of economic crisis

We model the spreading of a crisis by constructing a global economic network and applying the Susceptible-Infected-Recovered (SIR) epidemic model with a variable probability of infection. The probability of infection depends on the strength of economic relations between the pair of countries, and the strength of the target country. It is expected that a crisis which originates in a large country, such as the USA, has the potential to spread globally, like the recent crisis. Surprisingly we show that also countries with much lower GDP, such as Belgium, are able to initiate a global crisis. Using the {\it k}-shell decomposition method to quantify the spreading power (of a node), we obtain a measure of ``centrality'' as a spreader of each country in the economic network. We thus rank the different countries according to the shell they belong to, and find the 12 most central countries. These countries are the most likely to spread a crisis globally. Of these 12 only six are large economies, while the other six are medium/small ones, a result that could not have been otherwise anticipated. Furthermore, we use our model to predict the crisis spreading potential of countries belonging to different shells according to the crisis magnitude.Comment: 13 pages, 4 figures and Supplementary Materia

Directed Polymer -- Directed Percolation Transition

We study the relation between the directed polymer and the directed percolation models, for the case of a disordered energy landscape where the energies are taken from bimodal distribution. We find that at the critical concentration of the directed percolation, the directed polymer undergoes a transition from the directed polymer universality class to the directed percolation universality class. We also find that directed percolation clusters affect the characterisrics of the directed polymer below the critical concentration.Comment: LaTeX 2e; 12 pages, 5 figures; in press, will be published in Europhys. Let

Optimization of Network Robustness to Waves of Targeted and Random Attack

We study the robustness of complex networks to multiple waves of simultaneous (i) targeted attacks in which the highest degree nodes are removed and (ii) random attacks (or failures) in which fractions $p_t$ and $p_r$ respectively of the nodes are removed until the network collapses. We find that the network design which optimizes network robustness has a bimodal degree distribution, with a fraction $r$ of the nodes having degree k_2= (\kav - 1 +r)/r and the remainder of the nodes having degree $k_1=1$, where \kav is the average degree of all the nodes. We find that the optimal value of $r$ is of the order of $p_t/p_r$ for $p_t/p_r\ll 1$

Financial factor influence on scaling and memory of trading volume in stock market

We study the daily trading volume volatility of 17,197 stocks in the U.S. stock markets during the period 1989--2008 and analyze the time return intervals $\tau$ between volume volatilities above a given threshold q. For different thresholds q, the probability density function P_q(\tau) scales with mean interval as P_q(\tau)=^{-1}f(\tau/) and the tails of the scaling function can be well approximated by a power-law f(x)~x^{-\gamma}. We also study the relation between the form of the distribution function P_q(\tau) and several financial factors: stock lifetime, market capitalization, volume, and trading value. We find a systematic tendency of P_q(\tau) associated with these factors, suggesting a multi-scaling feature in the volume return intervals. We analyze the conditional probability P_q(\tau|\tau_0) for $\tau$ following a certain interval \tau_0, and find that P_q(\tau|\tau_0) depends on \tau_0 such that immediately following a short/long return interval a second short/long return interval tends to occur. We also find indications that there is a long-term correlation in the daily volume volatility. We compare our results to those found earlier for price volatility.Comment: 17 pages, 6 figure

Traveling length and minimal traveling time for flow through percolation networks with long-range spatial correlations

We study the distributions of traveling length l and minimal traveling time t through two-dimensional percolation porous media characterized by long-range spatial correlations. We model the dynamics of fluid displacement by the convective movement of tracer particles driven by a pressure difference between two fixed sites (''wells'') separated by Euclidean distance r. For strongly correlated pore networks at criticality, we find that the probability distribution functions P(l) and P(t) follow the same scaling Ansatz originally proposed for the uncorrelated case, but with quite different scaling exponents. We relate these changes in dynamical behavior to the main morphological difference between correlated and uncorrelated clusters, namely, the compactness of their backbones. Our simulations reveal that the dynamical scaling exponents for correlated geometries take values intermediate between the uncorrelated and homogeneous limiting cases

Scaling behavior in economics: II. Modeling of company growth

In the preceding paper we presented empirical results describing the growth of publicly-traded United States manufacturing firms within the years 1974--1993. Our results suggest that the data can be described by a scaling approach. Here, we propose models that may lead to some insight into these phenomena. First, we study a model in which the growth rate of a company is affected by a tendency to retain an ``optimal'' size. That model leads to an exponential distribution of the logarithm of the growth rate in agreement with the empirical results. Then, we study a hierarchical tree-like model of a company that enables us to relate the two parameters of the model to the exponent $\beta$, which describes the dependence of the standard deviation of the distribution of growth rates on size. We find that $\beta = -\ln \Pi / \ln z$, where $z$ defines the mean branching ratio of the hierarchical tree and $\Pi$ is the probability that the lower levels follow the policy of higher levels in the hierarchy. We also study the distribution of growth rates of this hierarchical model. We find that the distribution is consistent with the exponential form found empirically.Comment: 19 pages LateX, RevTeX 3, 6 figures, to appear J. Phys. I France (April 1997

Scaling behavior in economics: I. Empirical results for company growth

We address the question of the growth of firm size. To this end, we analyze the Compustat data base comprising all publicly-traded United States manufacturing firms within the years 1974-1993. We find that the distribution of firm sizes remains stable for the 20 years we study, i.e., the mean value and standard deviation remain approximately constant. We study the distribution of sizes of the ``new'' companies in each year and find it to be well approximated by a log-normal. We find (i) the distribution of the logarithm of the growth rates, for a fixed growth period of one year, and for companies with approximately the same size $S$ displays an exponential form, and (ii) the fluctuations in the growth rates -- measured by the width of this distribution $\sigma_1$ -- scale as a power law with $S$, $\sigma_1\sim S^{-\beta}$. We find that the exponent $\beta$ takes the same value, within the error bars, for several measures of the size of a company. In particular, we obtain: $\beta=0.20\pm0.03$ for sales, $\beta=0.18\pm0.03$ for number of employees, $\beta=0.18\pm0.03$ for assets, $\beta=0.18\pm0.03$ for cost of goods sold, and $\beta=0.20\pm0.03$ for property, plant, & equipment.Comment: 16 pages LateX, RevTeX 3, 10 figures, to appear J. Phys. I France (April 1997

Diffusion and Trapping on a one-dimensional lattice

The properties of a particle diffusing on a one-dimensional lattice where at each site a random barrier and a random trap act simultaneously on the particle are investigated by numerical and analytical techniques. The combined effect of disorder and traps yields a decreasing survival probability with broad distribution (log-normal). Exact enumerations, effective-medium approximation and spectral analysis are employed. This one-dimensional model shows rather rich behaviours which were previously believed to exist only in higher dimensionality. The possibility of a trapping-dominated super universal class is suggested.Comment: 20 pages, Revtex 3.0, 13 figures in compressed format using uufiles command, to appear in Phys. Rev. E, for an hard copy or problems e-mail to: [email protected]