Correlated adaptation of agents in a simple market: a statistical physics perspective

We discuss recent work in the study of a simple model for the collective behaviour of diverse speculative agents in an idealized stockmarket, considered from the perspective of the statistical physics of many-body systems. The only information about other agents available to any one is the total trade at time steps. Evidence is presented for correlated adaptation and phase transitions/crossovers in the global volatility of the system as a function of appropriate information scaling dimension. Stochastically controlled irrationally of individual agents is shown to be globally advantageous. We describe the derivation of the underlying effective stochastic differential equations which govern the dynamics, and make an interpretation of the results from the point of view of the statistical physics of disordered systems.Comment: 15 Pages. 5 figure

Noise Effects on Synchronized Globally Coupled Oscillators

The synchronized phase of globally coupled nonlinear oscillators subject to noise fluctuations is studied by means of a new analytical approach able to tackle general couplings, nonlinearities, and noise temporal correlations. Our results show that the interplay between coupling and noise modifies the effective frequency of the system in a non trivial way. Whereas for linear couplings the effect of noise is always to increase the effective frequency, for nonlinear couplings the noise influence is shown to be positive or negative depending on the problem parameters. Possible experimental verification of the results is discussed.Comment: 6 Pages, 4 EPS figures included (RevTeX and epsfig needed). Submitted to Phys. Re

Produção animal e meio ambiente: o caso TAC da suinocultura em Santa Catarina.

Projeto/Plano de Ação: 03.06.05.020

Time as a limited resource: Communication Strategy in Mobile Phone Networks

We used a large database of 9 billion calls from 20 million mobile users to examine the relationships between aggregated time spent on the phone, personal network size, tie strength and the way in which users distributed their limited time across their network (disparity). Compared to those with smaller networks, those with large networks did not devote proportionally more time to communication and had on average weaker ties (as measured by time spent communicating). Further, there were not substantially different levels of disparity between individuals, in that mobile users tend to distribute their time very unevenly across their network, with a large proportion of calls going to a small number of individuals. Together, these results suggest that there are time constraints which limit tie strength in large personal networks, and that even high levels of mobile communication do not fundamentally alter the disparity of time allocation across networks.Comment: 10 pages, 3 figures. Accepted for publication in Social Network

Spreading of thin films assisted by thermal fluctuations

We study the spreading of viscous drops on a solid substrate, taking into account the effects of thermal fluctuations in the fluid momentum. A nonlinear stochastic lubrication equation is derived, and studied using numerical simulations and scaling analysis. We show that asymptotically spreading drops admit self-similar shapes, whose average radii can increase at rates much faster than these predicted by Tanner's law. We discuss the physical realizability of our results for thin molecular and complex fluid films, and predict that such phenomenon can in principal be observed in various flow geometries.Comment: 5 pages, 3 figure

Effects of Diversity on Multi-agent Systems: Minority Games

We consider a version of large population games whose agents compete for resources using strategies with adaptable preferences. The games can be used to model economic markets, ecosystems or distributed control. Diversity of initial preferences of strategies is introduced by randomly assigning biases to the strategies of different agents. We find that diversity among the agents reduces their maladaptive behavior. We find interesting scaling relations with diversity for the variance and other parameters such as the convergence time, the fraction of fickle agents, and the variance of wealth, illustrating their dynamical origin. When diversity increases, the scaling dynamics is modified by kinetic sampling and waiting effects. Analyses yield excellent agreement with simulations.Comment: 41 pages, 16 figures; minor improvements in content, added references; to be published in Physical Review

Emergence of pulled fronts in fermionic microscopic particle models

We study the emergence and dynamics of pulled fronts described by the Fisher-Kolmogorov-Petrovsky-Piscounov (FKPP) equation in the microscopic reaction-diffusion process A + A A$ on the lattice when only a particle is allowed per site. To this end we identify the parameter that controls the strength of internal fluctuations in this model, namely, the number of particles per correlated volume. When internal fluctuations are suppressed, we explictly see the matching between the deterministic FKPP description and the microscopic particle model.Comment: 4 pages, 4 figures. Accepted for publication in Phys. Rev. E as a Rapid Communicatio

Dynamic renormalization group study of a generalized continuum model of crystalline surfaces

We apply the Nozieres-Gallet dynamic renormalization group (RG) scheme to a continuum equilibrium model of a d-dimensional surface relaxing by linear surface tension and linear surface diffusion, and which is subject to a lattice potential favoring discrete values of the height variable. The model thus interpolates between the overdamped sine-Gordon model and a related continuum model of crystalline tensionless surfaces. The RG flow predicts the existence of an equilibrium roughening transition only for d = 2 dimensional surfaces, between a flat low-temperature phase and a rough high-temperature phase in the Edwards-Wilkinson (EW) universality class. The surface is always in the flat phase for any other substrate dimensions d > 2. For any value of d, the linear surface diffusion mechanism is an irrelevant perturbation of the linear surface tension mechanism, but may induce long crossovers within which the scaling properties of the linear molecular-beam epitaxy equation are observed, thus increasing the value of the sine-Gordon roughening temperature. This phenomenon originates in the non-linear lattice potential, and is seen to occur even in the absence of a bare surface tension term. An important consequence of this is that a crystalline tensionless surface is asymptotically described at high temperatures by the EW universality class.Comment: 22 pages, 5 figures. Accepted for publication in Physical Review