Self-Organization of Balanced Nodes in Random Networks with Transportation Bandwidths

We apply statistical physics to study the task of resource allocation in random networks with limited bandwidths along the transportation links. The mean-field approach is applicable when the connectivity is sufficiently high. It allows us to derive the resource shortage of a node as a well-defined function of its capacity. For networks with uniformly high connectivity, an efficient profile of the allocated resources is obtained, which exhibits features similar to the Maxwell construction. These results have good agreements with simulations, where nodes self-organize to balance their shortages, forming extensive clusters of nodes interconnected by unsaturated links. The deviations from the mean-field analyses show that nodes are likely to be rich in the locality of gifted neighbors. In scale-free networks, hubs make sacrifice for enhanced balancing of nodes with low connectivity.Comment: 7 pages, 8 figure

Dynamics underlying Box-office: Movie Competition on Recommender Systems

We introduce a simple model to study movie competition in the recommender systems. Movies of heterogeneous quality compete against each other through viewers' reviews and generate interesting dynamics of box-office. By assuming mean-field interactions between the competing movies, we show that run-away effect of popularity spreading is triggered by defeating the average review score, leading to hits in box-office. The average review score thus characterizes the critical movie quality necessary for transition from box-office bombs to blockbusters. The major factors affecting the critical review score are examined. By iterating the mean-field dynamical equations, we obtain qualitative agreements with simulations and real systems in the dynamical forms of box-office, revealing the significant role of competition in understanding box-office dynamics.Comment: 8 pages, 6 figure

Tracing the Evolution of Physics on the Backbone of Citation Networks

Many innovations are inspired by past ideas in a non-trivial way. Tracing these origins and identifying scientific branches is crucial for research inspirations. In this paper, we use citation relations to identify the descendant chart, i.e. the family tree of research papers. Unlike other spanning trees which focus on cost or distance minimization, we make use of the nature of citations and identify the most important parent for each publication, leading to a tree-like backbone of the citation network. Measures are introduced to validate the backbone as the descendant chart. We show that citation backbones can well characterize the hierarchical and fractal structure of scientific development, and lead to accurate classification of fields and sub-fields.Comment: 6 pages, 5 figure

Models of Financial Markets with Extensive Participation Incentives

We consider models of financial markets in which all parties involved find incentives to participate. Strategies are evaluated directly by their virtual wealths. By tuning the price sensitivity and market impact, a phase diagram with several attractor behaviors resembling those of real markets emerge, reflecting the roles played by the arbitrageurs and trendsetters, and including a phase with irregular price trends and positive sums. The positive-sumness of the players' wealths provides participation incentives for them. Evolution and the bid-ask spread provide mechanisms for the gain in wealth of both the players and market-makers. New players survive in the market if the evolutionary rate is sufficiently slow. We test the applicability of the model on real Hang Seng Index data over 20 years. Comparisons with other models show that our model has a superior average performance when applied to real financial data.Comment: 17 pages, 16 figure

Coarsening Dynamics of a One-Dimensional Driven Cahn-Hilliard System

We study the one-dimensional Cahn-Hilliard equation with an additional driving term representing, say, the effect of gravity. We find that the driving field $E$ has an asymmetric effect on the solution for a single stationary domain wall (or `kink'), the direction of the field determining whether the analytic solutions found by Leung [J.Stat.Phys.{\bf 61}, 345 (1990)] are unique. The dynamics of a kink-antikink pair (`bubble') is then studied. The behaviour of a bubble is dependent on the relative sizes of a characteristic length scale $E^{-1}$, where $E$ is the driving field, and the separation, $L$, of the interfaces. For $EL \gg 1$ the velocities of the interfaces are negligible, while in the opposite limit a travelling-wave solution is found with a velocity $v \propto E/L$. For this latter case ($EL \ll 1$) a set of reduced equations, describing the evolution of the domain lengths, is obtained for a system with a large number of interfaces, and implies a characteristic length scale growing as $(Et)^{1/2}$. Numerical results for the domain-size distribution and structure factor confirm this behavior, and show that the system exhibits dynamical scaling from very early times.Comment: 20 pages, revtex, 10 figures, submitted to Phys. Rev.

Dynamics of Ordering of Heisenberg Spins with Torque --- Nonconserved Case. I

We study the dynamics of ordering of a nonconserved Heisenberg magnet. The dynamics consists of two parts --- an irreversible dissipation into a heat bath and a reversible precession induced by a torque due to the local molecular field. For quenches to zero temperature, we provide convincing arguments, both numerically (Langevin simulation) and analytically (approximate closure scheme due to Mazenko), that the torque is irrelevant at late times. We subject the Mazenko closure scheme to systematic numerical tests. Such an analysis, carried out for the first time on a vector order parameter, shows that the closure scheme performs respectably well. For quenches to $T_c$, we show, to ${\cal O}(\epsilon^2)$, that the torque is irrelevant at the Wilson-Fisher fixed point.Comment: 13 pages, REVTEX, and 19 .eps figures, compressed, Submitted to Phys. Rev.