334 research outputs found
Analytical results for the Sznajd model of opinion formation
The Sznajd model, which describes opinion formation and social influence, is
treated analytically on a complete graph. We prove the existence of the phase
transition in the original formulation of the model, while for the Ochrombel
modification we find smooth behaviour without transition. We calculate the
average time to reach the stationary state as well as the exponential tail of
its probability distribution. An analytical argument for the observed
dependence in the distribution of votes in Brazilian elections is provided.Comment: 10 pages 5 figure
Kinetic roughening and phase ordering in the two-component growth model
Interplay between kinetic roughening and phase ordering is studied in a
growth SOS model with two kinds of particles and Ising-like interaction by
Monte Carlo simulations. We found that, for a sufficiently large coupling,
growth is strongly affected by interaction between species. Surface roughness
increases rapidly with coupling. Scaling exponents for kinetic roughening are
enhanced with respect to homogeneous situation. Phase ordering which leads to
the lamellar structure persisting for a long time is observed. Surface profiles
in strong coupling regime have a saw-tooth form, with the correlation between
the positions of local minima and the domain boundaries.Comment: 6 pages, 3 postscript figures, accepted in Surface Scienc
Expression of Interest ICES/KIS-3 : Thema 4: Hoogwaardig Ruimtegebruik Speerpunt 6
Hoofddoel van dit speerpunt is om zowel de Nederlandse overheid als het bedrijfsleven uit te rusten met een operationele kennisinfrastructuur die toegesneden is op de relatie tussen (antropogene en natuurlijke) klimaatverandering en meervoudig ruimtegebrui
Loop expansion around the Bethe-Peierls approximation for lattice models
We develop an effective field theory for lattice models, in which the only
non-vanishing diagrams exactly reproduce the topology of the lattice. The
Bethe-Peierls approximation appears naturally as the saddle point
approximation. The corrections to the saddle-point result can be obtained
systematically. We calculate the lowest loop corrections for magnetisation and
correlation function.Comment: 8 page
Multi-market minority game: breaking the symmetry of choice
Generalization of the minority game to more than one market is considered. At
each time step every agent chooses one of its strategies and acts on the market
related to this strategy. If the payoff function allows for strong fluctuation
of utility then market occupancies become inhomogeneous with preference given
to this market where the fluctuation occured first. There exists a critical
size of agent population above which agents on bigger market behave
collectively. In this regime there always exists a history of decisions for
which all agents on a bigger market react identically.Comment: 15 pages, 12 figures, Accepted to 'Advances in Complex Systems
Dynamic scaling and universality in evolution of fluctuating random networks
We found that models of evolving random networks exhibit dynamic scaling
similar to scaling of growing surfaces. It is demonstrated by numerical
simulations of two variants of the model in which nodes are added as well as
removed [Phys. Rev. Lett. 83, 5587 (1999)]. The averaged size and connectivity
of the network increase as power-laws in early times but later saturate.
Saturated values and times of saturation change with paramaters controlling the
local evolution of the network topology. Both saturated values and times of
saturation obey also power-law dependences on controlling parameters. Scaling
exponents are calculated and universal features are discussed.Comment: 7 pages, 6 figures, Europhysics Letters for
Statistical properties of stock order books: empirical results and models
We investigate several statistical properties of the order book of three
liquid stocks of the Paris Bourse. The results are to a large degree
independent of the stock studied. The most interesting features concern (i) the
statistics of incoming limit order prices, which follows a power-law around the
current price with a diverging mean; and (ii) the humped shape of the average
order book, which can be quantitatively reproduced using a `zero intelligence'
numerical model, and qualitatively predicted using a simple approximation.Comment: Revised version, 10 pages, 4 .eps figures. to appear in Quantitative
Financ
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