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 $1/n$ 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