Statistical physics has proven to be a fruitful framework to describe phenomena outside the realm of traditional physics. Recent years have witnessed an attempt by physicists to study collective phenomena emerging from the interactions of individuals as elementary units in social structures. A wide list of topics are reviewed ranging from opinion and cultural and language dynamics to crowd behavior, hierarchy formation, human dynamics, and social spreading. The connections between these problems and other, more traditional, topics of statistical physics are highlighted. Comparison of model results with empirical data from social systems are also emphasized.

Statistical physics of social dynamics

Since the subject of traffic dynamics has captured the interest of physicists, many surprising effects have been revealed and explained. Some of the questions now understood are the following: Why are vehicles sometimes stopped by ``phantom traffic jams'' even though drivers all like to drive fast? What are the mechanisms behind stop-and-go traffic? Why are there several different kinds of congestion, and how are they related? Why do most traffic jams occur considerably before the road capacity is reached? Can a temporary reduction in the volume of traffic cause a lasting traffic jam? Under which conditions can speed limits speed up traffic? Why do pedestrians moving in opposite directions normally organize into lanes, while similar systems ``freeze by heating''? All of these questions have been answered by applying and extending methods from statistical physics and nonlinear dynamics to self-driven many-particle systems. This article considers the empirical data and then reviews the main approaches to modeling pedestrian and vehicle traffic. These include microscopic (particle-based), mesoscopic (gas-kinetic), and macroscopic (fluid-dynamic) models. Attention is also paid to the formulation of a micro-macro link, to aspects of universality, and to other unifying concepts, such as a general modeling framework for self-driven many-particle systems, including spin systems. While the primary focus is upon vehicle and pedestrian traffic, applications to biological or socio-economic systems such as bacterial colonies, flocks of birds, panics, and stock market dynamics are touched upon as well.

Traffic and related self-driven many-particle systems

/pdf/global-continental-and-ocean-basin-reconstructions-since-200-huopwd2ldv.pdf

Global continental and ocean basin reconstructions since 200 Ma

The paper proposes Metropolis adjusted Langevin and Hamiltonian Monte Carlo sampling methods defined on the Riemann manifold to resolve the shortcomings of existing Monte Carlo algorithms when sampling from target densities that may be high dimensional and exhibit strong correlations. The methods provide fully automated adaptation mechanisms that circumvent the costly pilot runs that are required to tune proposal densities for Metropolis-Hastings or indeed Hamiltonian Monte Carlo and Metropolis adjusted Langevin algorithms. This allows for highly efficient sampling even in very high dimensions where different scalings may be required for the transient and stationary phases of the Markov chain. The methodology proposed exploits the Riemann geometry of the parameter space of statistical models and thus automatically adapts to the local structure when simulating paths across this manifold, providing highly efficient convergence and exploration of the target density. The performance of these Riemann manifold Monte Carlo methods is rigorously assessed by performing inference on logistic regression models, log-Gaussian Cox point processes, stochastic volatility models and Bayesian estimation of dynamic systems described by non-linear differential equations. Substantial improvements in the time-normalized effective sample size are reported when compared with alternative sampling approaches. MATLAB code that is available from http://www.ucl.ac.uk/statistics/research/rmhmc allows replication of all the results reported.

Riemann manifold Langevin and Hamiltonian Monte Carlo methods

Starting with a short review of the available literature in the field of pedestrian and evacuation research, an overview is given over the observed collective phenomena in pedestrian crowds. This includes lane formation in corridors and oscillations at bottlenecks in normal situations, while different kinds of blocked states are produced in panic situations. By means of molecular-dynamic-like microsimulations based on a generalized force model of interactive pedestrian dynamics, the spatio-temporal patterns in pedestrian crowds are successfully reproduced and interpreted as self-organized phenomena. In contrast to previous socio-psychological approaches, this allows a physical understanding of the observations. Despite the significantly different phenomena occuring in normal and panic situations, the main effects can be described by a unified model containing only well interpretable and plausible terms. The transition between the “rational” normal behavior and the apparently “irrational” panic behavior is controlled by a single parameter, the “nervousness”, which influences fluctuation strengths, desired speeds, and the tendency of herding. Thereby, it causes paradoxial effects like “freezing by heating”, “faster is slower”, and the ignorance of available exits. Nevertheless, there are measures to improve pedestrian flows, both in normal and panic situations. For example, the suitable placement of columns can help, although they reduce the accessible space.

Simulation of pedestrian crowds in normal and evacuation situations

We propose a two-dimensional cellular automaton model to simulate pedestrian tra.c. It is a vmax = 1 model with exclusion statistics and parallel dynamics. Long-range interactions between the pedestrians are mediated by a so-called "oor #eld which modi4es the transition rates to neighbouring cells. This 4eld, which can be discrete or continuous, is subject to di7usion and decay. Furthermore it can be modi4ed by the motion ofthe pedestrians. Theref ore, the model uses an idea similar to chemotaxis, but with pedestrians following a virtual rather than a chemical trace. Our main goal is to show that the introduction ofsuch a :oor 4eld is su.cient to model collective e7ects and self-organization encountered in pedestrian dynamics, e.g. lane formation in counter:ow through a large corridor. As an application we also present simulations ofthe evacuation ofa large room with reduced visibility, e.g. due to f ailure oflights or smoke. c 2001 Elsevier Science B.V. All rights reserved.

/pdf/simulation-of-pedestrian-dynamics-using-a-two-dimensional-so5vmdk88q.pdf

Simulation of pedestrian dynamics using a two dimensional cellular automaton

We propose a 2-dimensional cellular automaton model to simulate pedestrian traffic. It is a vmax=1 model with exclusion statistics and parallel dynamics. Long-range interactions between the pedestrians are mediated by a so called floor field which modifies the transition rates to neighbouring cells. This field, which can be discrete or continuous, is subject to diffusion and decay. Furthermore it can be modified by the motion of the pedestrians. Therefore the model uses an idea similar to chemotaxis, but with pedestrians following a virtual rather than a chemical trace. Our main goal is to show that the introduction of such a floor field is sufficient to model collective effects and self-organization encountered in pedestrian dynamics, e.g. lane formation in counterflow through a large corridor. As an application we also present simulations of the evacuation of a large room with reduced visibility, e.g. due to failure of lights or smoke.

Simulation of pedestrian dynamics using a 2-dimensional cellular automaton

We present scalable algorithms for parallel adaptive mesh refinement and coarsening (AMR), partitioning, and 2:1 balancing on computational domains composed of multiple connected two-dimensional quadtrees or three-dimensional octrees, referred to as a forest of octrees. By distributing the union of octants from all octrees in parallel, we combine the high scalability proven previously for adaptive single-octree algorithms with the geometric flexibility that can be achieved by arbitrarily connected hexahedral macromeshes, in which each macroelement is the root of an adapted octree. A key concept of our approach is an encoding scheme of the interoctree connectivity that permits arbitrary relative orientations between octrees. Based on this encoding we develop interoctree transformations of octants. These form the basis for high-level parallel octree algorithms, which are designed to interact with an application code such as a numerical solver for partial differential equations. We have implemented and tested these algorithms in the p4est software library. We demonstrate the parallel scalability of p4est on its own and in combination with two geophysics codes. Using p4est we generate and adapt multioctree meshes with up to $5.13\times10^{11}$ octants on as many as 220,320 CPU cores and execute the 2:1 balance algorithm in less than 10 seconds per million octants per process.

p4est : Scalable Algorithms for Parallel Adaptive Mesh Refinement on Forests of Octrees

We address the solution of large-scale statistical inverse problems in the framework of Bayesian inference. The Markov chain Monte Carlo (MCMC) method is the most popular approach for sampling the posterior probability distribution that describes the solution of the statistical inverse problem. MCMC methods face two central difficulties when applied to large-scale inverse problems: first, the forward models (typically in the form of partial differential equations) that map uncertain parameters to observable quantities make the evaluation of the probability density at any point in parameter space very expensive; and second, the high-dimensional parameter spaces that arise upon discretization of infinite-dimensional parameter fields make the exploration of the probability density function prohibitive. The challenge for MCMC methods is to construct proposal functions that simultaneously provide a good approximation of the target density while being inexpensive to manipulate. Here we present a so-called Stoch...

A Stochastic Newton MCMC Method for Large-Scale Statistical Inverse Problems with Application to Seismic Inversion

Plate tectonics is regulated by driving and resisting forces concentrated at plate boundaries, but observationally constrained high-resolution models of global mantle flow remain a computational challenge. We capitalized on advances in adaptive mesh refinement algorithms on parallel computers to simulate global mantle flow by incorporating plate motions, with individual plate margins resolved down to a scale of 1 kilometer. Back-arc extension and slab rollback are emergent consequences of slab descent in the upper mantle. Cold thermal anomalies within the lower mantle couple into oceanic plates through narrow high-viscosity slabs, altering the velocity of oceanic plates. Viscous dissipation within the bending lithosphere at trenches amounts to ~5 to 20% of the total dissipation through the entire lithosphere and mantle.

https://science.sciencemag.org/content/sci/329/5995/1033.full.pdf

Carsten Burstedde

Papers

Simulation of pedestrian dynamics using a two dimensional cellular automaton

Simulation of pedestrian dynamics using a 2-dimensional cellular automaton

p4est : Scalable Algorithms for Parallel Adaptive Mesh Refinement on Forests of Octrees

A Stochastic Newton MCMC Method for Large-Scale Statistical Inverse Problems with Application to Seismic Inversion

The Dynamics of Plate Tectonics and Mantle Flow: From Local to Global Scales