Dimensional Crossover in the Effective Second Harmonic Generation of Films of Random Dielectrics

The effective nonlinear response of films of random composites consisting of a binary composite with nonlinear particles randomly embedded in a linear host is theoretically and numerically studied. A theoretical expression for the effective second harmonic generation susceptibility, incorporating the thickness of the film, is obtained by combining a modified effective-medium approximation with the general expression for the effective second harmonic generation susceptibility in a composite. The validity of the thoretical results is tested against results obtained by numerical simulations on random resistor networks. Numerical results are found to be well described by our theory. The result implies that the effective-medium approximation provides a convenient way for the estimation of the nonlinear response in films of random dielectrics.Comment: 9 pages, 2 figures; accepted for publication in Phys. Rev.

Volatility and Agent Adaptability in a Self-Organizing Market

We present results for the so-called `bar-attendance' model of market behavior: $p$ adaptive agents, each possessing $n$ prediction rules chosen randomly from a pool, attempt to attend a bar whose cut-off is $s$. The global attendance time-series has a mean near, but not equal to, $s$. The variance, or `volatility', can show a minimum with increasing adaptability of the individual agents.Comment: 8 pages, 3 figs. [email protected], [email protected]

Minority game with arbitrary cutoffs

We study a model of a competing population of N adaptive agents, with similar capabilities, repeatedly deciding whether to attend a bar with an arbitrary cutoff L. Decisions are based upon past outcomes. The agents are only told whether the actual attendance is above or below L. For L-> N/2, the game reproduces the main features of Challet and Zhang's minority game. As L is lowered, however, the mean attendances in different runs tend to divide into two groups. The corresponding standard deviations for these two groups are very different. This grouping effect results from the dynamical feedback governing the game's time-evolution, and is not reproduced if the agents are fed a random history.Comment: 4 pages (Revtex) + 6 separate pdf figure

Second Harmonic Generation for a Dilute Suspension of Coated Particles

We derive an expression for the effective second-harmonic coefficient of a dilute suspension of coated spherical particles. It is assumed that the coating material, but not the core or the host, has a nonlinear susceptibility for second-harmonic generation (SHG). The resulting compact expression shows the various factors affecting the effective SHG coefficient. The effective SHG per unit volume of nonlinear coating material is found to be greatly enhanced at certain frequencies, corresponding to the surface plasmon resonance of the coated particles. Similar expression is also derived for a dilute suspension of coated discs. For coating materials with third-harmonic (THG) coefficient, results for the effective THG coefficients are given for the cases of coated particles and coated discs.Comment: 11 pages, 3 figures; accepted for publication in Phys. Rev.

Analytical Studies on a Modified Nagel-Schreckenberg Model with the Fukui-Ishibashi Acceleration Rule

We propose and study a one-dimensional traffic flow cellular automaton model of high-speed vehicles with the Fukui-Ishibashi-type (FI) acceleration rule for all cars, and the Nagel-Schreckenberg-type (NS) stochastic delay mechanism. By using the car-oriented mean field theory, we obtain analytically the fundamental diagrams of the average speed and vehicle flux depending on the vehicle density and stochastic delay probability. Our theoretical results, which may contribute to the exact analytical theory of the NS model, are in excellent agreement with numerical simulations.Comment: 3 pages previous; now 4 pages 2 eps figure

A model for the size distribution of customer groups and businesses

We present a generalization of the dynamical model of information transmission and herd behavior proposed by Eguiluz and Zimmermann. A characteristic size of group of agents s0 is introduced. The fragmentation and coagulation rates of groups of agents are assumed to depend on the size of the group. We present results of numerical simulations and mean field analysis. It is found that the size distribution of groups of agents ns exhibits two distinct scaling behavior depending on s ≤ s0 or s > s0. For s ≤ s0, ns ∼ s-(5/2 + δ), while for s > s0, ns ∼ s-(5/2 -δ), where δ is a model parameter representing the sensitivity of the fragmentation and coagulation rates to the size of the group. Our model thus gives a tunable exponent for the size distribution together with two scaling regimes separated by a characteristic size s0. Suitably interpreted, our model can be used to represent the formation of groups of customers for certain products produced by manufacturers. This, in turn, leads to a distribution in the size of businesses. The characteristic size s0, in this context, represents the size of a business for which the customer group becomes too large to be kept happy but too small for the business to become a brand name

Crowd-anticrowd theory of the Minority Game

The Minority Game is a simple yet highly non-trivial agent-based model for a complex adaptive system. Despite its importance, a quantitative explanation of the game's fluctuations which applies over the entire parameter range of interest has so far been lacking. We provide such a quantitative description based on the interplay between crowds of like-minded agents and their anti-correlated partners (anticrowds).Comment: Shortened version of cond-mat/0003486. Submitted for publicatio

Non-universal scaling and dynamical feedback in generalized models of financial markets

We study self-organized models for information transmission and herd behavior in financial markets. Existing models are generalized to take into account the effect of size-dependent fragmentation and coagulation probabilities of groups of agents and to include a demand process. Non-universal scaling with a tunable exponent for the group size distribution is found in the resulting system. We also show that the fragmentation and coagulation probabilities of groups of agents have a strong influence on the average investment rate of the system

Evolutionary minority game with heterogeneous strategy distribution

We present detailed numerical results for a modified form of the so-called Minority Game, which provides a simplified model of a competitive market. Each agent has a limited set of strategies, and competes to be in a minority. An evolutionary rule for strategy modification is included to mimic simple learning. The results can be understood by considering crowd formation within the population.Comment: Revtex file + 4 figure

Alternative analysis to perturbation theory

We develop an alternative approach to time independent perturbation theory in non-relativistic quantum mechanics. The method developed has the advantage to provide in one operation the correction to the energy and to the wave function, additionally we can analyze the time evolution of the system. To verify our results, we apply our method to the harmonic oscillator perturbed by a quadratic potential. An alternative form of the Dyson series, in matrix form instead of integral form, is also obtained.Comment: 12 pages, no figure