Showing papers in "European Physical Journal B in 2009"

Predicting missing links via local information

Abstract: Missing link prediction in networks is of both theoretical interest and practical significance in modern science. In this paper, we empirically investigate a simple framework of link prediction on the basis of node similarity. We compare nine well-known local similarity measures on six real networks. The results indicate that the simplest measure, namely Common Neighbours, has the best overall performance, and the Adamic-Adar index performs second best. A new similarity measure, motivated by the resource allocation process taking place on networks, is proposed and shown to have higher prediction accuracy than common neighbours. It is found that many links are assigned the same scores if only the information of the nearest neighbours is used. We therefore design another new measure exploiting information on the next nearest neighbours, which can remarkably enhance the prediction accuracy.

Quantifying cross-correlations using local and global detrending approaches

Abstract: In order to quantify the long-range cross-correlations between two time series qualitatively, we introduce a new cross-correlations test QCC(m), where m is the number of degrees of freedom. If there are no cross-correlations between two time series, the cross-correlation test agrees well with the χ2(m) distribution. If the cross-correlations test exceeds the critical value of the χ2(m) distribution, then we say that the cross-correlations are significant. We show that if a Fourier phase-randomization procedure is carried out on a power-law cross-correlated time series, the cross-correlations test is substantially reduced compared to the case before Fourier phase randomization. We also study the effect of periodic trends on systems with power-law cross-correlations. We find that periodic trends can severely affect the quantitative analysis of long-range correlations, leading to crossovers and other spurious deviations from power laws, implying both local and global detrending approaches should be applied to properly uncover long-range power-law auto-correlations and cross-correlations in the random part of the underlying stochastic process.

Public transport networks: empirical analysis and modeling

Abstract: Public transport networks of fourteen cities of so far unexplored network size are analyzed in standardized graph representations: the simple graph of the network map, the bipartite graph of routes and stations, and both one mode projections of the latter. Special attention is paid to the inter-relations and spatial embedding of transport routes. This systematic approach reveals rich behavior beyond that of the ubiquitous scale-free complex network. We find strong evidence for structures in PTNs that are counter-intuitive and need to be explained, among these a pronounced diversity in the expression of typical network characteristics within the present sample of cities, a surprising geometrical behavior with respect to the two-dimensional geographical embedding and an unexpected attraction between transport routes. A simple model based on these observations reproduces many of the identified PTN properties by growing networks of attractive self-avoiding walks.

Systemic risk in a unifying framework for cascading processes on networks

Abstract: We introduce a general framework for models of cascade and contagion processes on networks, to identify their commonalities and differences. In particular, models of social and financial cascades, as well as the fiber bundle model, the voter model, and models of epidemic spreading are recovered as special cases. To unify their description, we define the net fragility of a node, which is the difference between its fragility and the threshold that determines its failure. Nodes fail if their net fragility grows above zero and their failure increases the fragility of neighbouring nodes, thus possibly triggering a cascade. In this framework, we identify three classes depending on the way the fragility of a node is increased by the failure of a neighbour. At the microscopic level, we illustrate with specific examples how the failure spreading pattern varies with the node triggering the cascade, depending on its position in the network and its degree. At the macroscopic level, systemic risk is measured as the final fraction of failed nodes, X*, and for each of the three classes we derive a recursive equation to compute its value. The phase diagram of X* as a function of the initial conditions, thus allows for a prediction of the systemic risk as well as a comparison of the three different model classes. We could identify which model class leads to a first-order phase transition in systemic risk, i.e. situations where small changes in the initial conditions determine a global failure. Eventually, we generalize our framework to encompass stochastic contagion models. This indicates the potential for further generalizations.

Resilience of public transport networks against attacks

Abstract: The behavior of complex networks under failure or attack depends strongly on the specific scenario. Of special interest are scale-free networks, which are usually seen as robust under random failure but appear to be especially vulnerable to targeted attacks. In recent studies of public transport networks of fourteen major cities of the world it was shown that these systems when represented by appropriate graphs may exhibit scale-free behavior [Physica A 380, 585 (2007); Eur. Phys. J. B 68, 261 (2009)]. Our present analysis focuses on the effects that defunct or removed nodes have on the properties of public transport networks. Simulating different directed attack strategies, we derive vulnerability criteria that result in minimal strategies with high impact on these systems.

Electronic properties and quantum transport in Graphene-based nanostructures

Abstract: Carbon nanotubes (CNTs) and graphene nanoribbons (GNRs) represent a novel class of low-dimensional materials. All these graphene-based nanostructures are expected to display the extraordinary electronic, thermal and mechanical properties of graphene and are thus promising candidates for a wide range of nanoscience and nanotechnology applications. In this paper, the electronic and quantum transport properties of these carbon nanomaterials are reviewed. Although these systems share the similar graphene electronic structure, confinement effects are playing a crucial role. Indeed, the lateral confinement of charge carriers could create an energy gap near the charge neutrality point, depending on the width of the ribbon, the nanotube diameter, the stacking of the carbon layers regarding the different crystallographic orientations involved. After reviewing the transport properties of defect-free systems, doping and topological defects (including edge disorder) are also proposed as tools to taylor the quantum conductance in these materials. Their unusual electronic and transport properties promote these carbon nanomaterials as promising candidates for new building blocks in a future carbon-based nanoelectronics, thus opening alternatives to present silicon-based electronics devices.

Random planar graphs and the London street network

Abstract: In this paper we analyse the street network of London both in its primary and dual representation. To understand its properties, we consider three idealised models based on a grid, a static random planar graph and a growing random planar graph. Comparing the models and the street network, we find that the streets of London form a self-organising system whose growth is characterised by a strict interaction between the metrical and informational space. In particular, a principle of least effort appears to create a balance between the physical and the mental effort required to navigate the city.

Promoting cooperation in social dilemmas via simple coevolutionary rules

Abstract: We study the evolution of cooperation in structured populations within popular models of social dilemmas, whereby simple coevolutionary rules are introduced that may enhance players abilities to enforce their strategy on the opponent. Coevolution thus here refers to an evolutionary process affecting the teaching activity of players that accompanies the evolution of their strategies. Particularly, we increase the teaching activity of a player after it has successfully reproduced, yet we do so depending on the disseminated strategy. We separately consider coevolution affecting either only the cooperators or only the defectors, and show that both options promote cooperation irrespective of the applied game. Opposite to intuitive reasoning, however, we reveal that the coevolutionary promotion of players spreading defection is, in the long run, more beneficial for cooperation than the likewise promotion of cooperators. We explain the contradictive impact of the two considered coevolutionary rules by examining the differences between resulting heterogeneities that segregate participating players, and furthermore, demonstrate that the influential individuals completely determine the final outcome of the games. Our findings are immune to changes defining the type of considered social dilemmas and highlight that the heterogeneity of players, resulting in a positive feedback mechanism, is a fundamental property promoting cooperation in groups of selfish individuals.

Stochastic Resonance: A remarkable idea that changed our perception of noise

Abstract: Despite a slow start after being introduced in the 1980's, the idea of Stochastic Resonance spurred since remarkable cross disciplinary interest in natural and social sciences. Ten years after our comprehensive review (Rev. Mod. Phys. 70, 223 (1998)) Stochastic Resonance has become a research field on its own. The present Topical Issue presents the most recent applications and extensions of this surprisingly simple and still powerful idea.

A short review of the magnetoelectric effect and related experimental techniques on single phase (multi-) ferroics

Abstract: Whereas materials with intrinsic magnetoelectric (ME) effects have not yet made inroads in technology, the measurement of their tensor characteristics has become a precious tool for magnetic point group determination. Therefore, it is worthwhile to consider different measurement techniques. In particular techniques for determining the linear and bilinear ME effects will be discussed, essentially the quasi-static and dynamic magnetic field-induced methods will be evaluated. The measurement and application of ME “butterfly" loops for determining (weak) ferromagnetism and internal bias fields will be described. For the bilinear ME effect (with invariant EHH) a particularly sensitive measurement method with amplification effect will be highlighted, permitting, e.g., to detect subtle magnetic phase transitions. At least for the linear ME effect, we will stress that in the future only a dimensionless quantity should be used which is valid in all systems of units. Finally, the linear ME effect of TbPO4 crystals is reexamined because in a former publication it was not clear which system of units was effectively used (“rationalized” or “not rationalized” Gaussian system of units). Effectively, this crystal has the largest linear ME effect known. At T = 1.50 K, in SI units: α xy or α yx = 730 ps/m, i.e., 0.220 in “not rationalized” Gaussian system of units.

Electronic structure of defects in a boron nitride monolayer

Abstract: We investigate, using first-principles calculations, the electronic structure of substitutional and vacancy defects in a boron nitride monolayer. We found that the incorporation of a substitutional carbon atom induces appreciable modification on the electronic properties, when compared to a non-defective boron nitride sheet. The incorporation of substitutional carbon impurity also induces a significant reduction of the work function. In addition, we found that defects introduce electronic states in the energy-gap region, with strong impact on the optical properties of the material. The calculation results indicate that spin polarization is obtained when substitutional impurities or vacancy defects are introduced in the structure

A universal Hamiltonian for motion and merging of Dirac points in a two-dimensional crystal

Abstract: We propose a simple Hamiltonian to describe the motion and the merging of Dirac points in the electronic spectrum of two-dimensional electrons. This merging is a topological transition which separates a semi-metallic phase with two Dirac cones from an insulating phase with a gap. We calculate the density of states and the specific heat. The spectrum in a magnetic field B is related to the resolution of a Schrodinger equation in a double well potential. The Landau levels obey the general scaling law epsilonn ∝B2/3 fn(Δ/B2/3), and they evolve continuously from a $\sqrt{n B}$ to a linear (n+1/2)B dependence, with a [(n+1/2)B]2/3 dependence at the transition. The spectrum in the vicinity of the topological transition is very well described by a semiclassical quantization rule. This model describes continuously the coupling between valleys associated with the two Dirac points, when approaching the transition. It is applied to the tight-binding model of graphene and its generalization when one hopping parameter is varied. It remarkably reproduces the low field part of the Rammal-Hofstadter spectrum for the honeycomb lattice.

Multifractal detrended cross-correlation analysis of temporal and spatial seismic data

Abstract: We use Multi-Fractal Detrended Cross-Correlation Analysis (MF-DXA) method to investigate the cross-correlation of temporal and spatial inter-events seismic data, which expected to be correlated The mentioned data are the California earthquakes' data which are simultaneously recorded, over an extended period of time We get the cross-correlation exponent 076±001 We determine generalized Hurst exponent and singularity spectrum and find that these sequences are joined in various scales and have a multifractality behavior It means that the correlation in small scales of the sequences (the earthquakes which are close together in space and time) are different from in the large ones We also find that in spite of the multifractal behavior of temporal and spatial time series, their cross series shows fractal behavior, meaning that the statistical properties of the cross series are invariant under the change of scale

Theoretical vs. Empirical Classification and Prediction of Congested Traffic States

Abstract: Starting from the instability diagram of a traffic flow model, we derive conditions for the occurrence of congested traffic states, their appearance, their spreading in space and time, and the related increase in travel times. We discuss the terminology of traffic phases and give empirical evidence for the existence of a phase diagram of traffic states. In contrast to previously presented phase diagrams, it is shown that “widening synchronized patterns” are possible, if the maximum flow is located inside of a metastable density regime. Moreover, for various kinds of traffic models with different instability diagrams it is discussed, how the related phase diagrams are expected to approximately look like. Apart from this, it is pointed out that combinations of on- and off-ramps create different patterns than a single, isolated on-ramp.

Derivation of a fundamental diagram for urban traffic flow

Abstract: Despite the importance of urban traffic flows, there are only a few theoretical approaches to determine fundamental relationships between macroscopic traffic variables such as the traffic density, the utilization, the average velocity, and the travel time. In the past, empirical measurements have primarily been described by fit curves. Here, we derive expected fundamental relationships from a model of traffic flows at intersections, which suggest that the recently measured fundamental diagrams for urban flows can be systematically understood. In particular, this allows one to derive the average travel time and the average vehicle speed as a function of the utilization and/or the average number of delayed vehicles.

Topics in the theory of amorphous materials

Abstract: In this Colloquium, I describe some current frontiers in the physics of semiconducting amorphous materials and glasses, including a short, but self-contained discussion of techniques for creating computer models, among them the quench from the melt method, the Activation-Relaxation Technique, the decorate and relax method, and the experimentally constrained molecular relaxation scheme. A representative study of an interesting and important glass (amorphous GeSe3:Ag) is provided. This material is a fast-ion conductor and a serious candidate to replace current FLASH memory. Next, I discuss the effects of topological disorder on electronic states. By computing the decay of the density matrix in real space, and also computing well-localized Wannier functions, we close with a quantitative discussion of Kohn’s Principle of Nearsightedness in amorphous silicon.

Number of closed-channel molecules in the BEC-BCS crossover

Abstract: Using a two-channel model, we show that the number of closed-channel molecules in a two-component Fermi gas close to a Feshbach resonance is directly related to the derivative of the energy of the gas with respect to the inverse scattering length. We extract this quantity from the fixed-node Monte Carlo equation of state and we compare to the number of closed-channel molecules measured in the Rice experiment with lithium [Partridge et al., Phys. Rev. Lett. 95, 020404 (2005)]. We also discuss the effect of a difference between the trapping potentials seen by a closed-channel molecule and by an open-channel pair of atoms in terms of an effective position-dependent scattering length.

Phase diagram of a Schelling segregation model

Abstract: The collective behavior in a variant of Schelling’s segregation model is characterized with methods borrowed from statistical physics, in a context where their relevance was not conspicuous. A measure of segregation based on cluster geometry is defined and several quantities analogous to those used to describe physical lattice models at equilibrium are introduced. This physical approach allows to distinguish quantitatively several regimes and to characterize the transitions between them, leading to the building of a phase diagram. Some of the transitions evoke empirical sudden ethnic turnovers. We also establish links with ‘spin-1’ models in physics. Our approach provides generic tools to analyze the dynamics of other socio-economic systems.

Atomistic simulations of the sliding friction of graphene flakes

Abstract: Using a tight-binding atomistic simulation, we simulate the recent atomic-force microscopy experiments probing the slipperiness of graphene flakes made slide against a graphite surface. Compared to previous theoretical models, where the flake was assumed to be geometrically perfect and rigid, while the substrate is represented by a static periodic potential, our fully-atomistic model includes quantum mechanics with the chemistry of bond breaking and bond formation, and the flexibility of the flake. These realistic features, include in particular the crucial role of the flake rotation in determining the static friction, in qualitative agreement with experimental observations.

Spin squeezing in a bimodal condensate: spatial dynamics and particle losses

Abstract: We propose an analytical method to study the entangled spatial and spin dynamics of interacting bimodal Bose-Einstein condensates. We show that at particular times during the evolution spatial and spin dynamics disentangle and the spin squeezing can be predicted by a simple two-mode model. We calculate the maximum spin squeezing achievable in experimentally relevant situations with Sodium or Rubidium bimodal condensates, including the effect of the dynamics and of one, two and three-body losses.

Nonlinear voter models: the transition from invasion to coexistence

Abstract: In nonlinear voter models the transitions between two states depend in a nonlinear manner on the frequencies of these states in the neighborhood. We investigate the role of these nonlinearities on the global outcome of the dynamics for a homogeneous network where each node is connected to m = 4 neighbors. The paper unfolds in two directions. We first develop a general stochastic framework for frequency dependent processes from which we derive the macroscopic dynamics for key variables, such as global frequencies and correlations. Explicit expressions for both the mean-field limit and the pair approximation are obtained. We then apply these equations to determine a phase diagram in the parameter space that distinguishes between different dynamic regimes. The pair approximation allows us to identify three regimes for nonlinear voter models: (i) complete invasion; (ii) random coexistence; and – most interestingly – (iii) correlated coexistence. These findings are contrasted with predictions from the mean-field phase diagram and are confirmed by extensive computer simulations of the microscopic dynamics.

Maximum entropy principle and power-law tailed distributions

Abstract: In ordinary statistical mechanics the Boltzmann-Shannon entropy is related to the Maxwell-Bolzmann distribution pi by means of a twofold link. The first link is differential and is offered by the Jaynes Maximum Entropy Principle. Indeed, the Maxwell-Boltzmann distribution is obtained by maximizing the Boltzmann-Shannon entropy under proper constraints. The second link is algebraic and imposes that both the entropy and the distribution must be expressed in terms of the same function in direct and inverse form. Indeed, the Maxwell-Boltzmann distribution pi is expressed in terms of the exponential function, while the Boltzmann-Shannon entropy is defined as the mean value of -ln (pi). In generalized statistical mechanics the second link is customarily relaxed. Of course, the generalized exponential function defining the probability distribution function after inversion, produces a generalized logarithm Λ(pi). But, in general, the mean value of -Λ(pi) is not the entropy of the system. Here we reconsider the question first posed in [Phys. Rev. E 66, 056125 (2002) and 72, 036108 (2005)], if and how is it possible to select generalized statistical theories in which the above mentioned twofold link between entropy and the distribution function continues to hold, such as in the case of ordinary statistical mechanics. Within this scenario, apart from the standard logarithmic-exponential functions that define ordinary statistical mechanics, there emerge other new couples of direct-inverse functions, i.e. generalized logarithms Λ(x) and generalized exponentials Λ-1(x), defining coherent and self-consistent generalized statistical theories. Interestingly, all these theories preserve the main features of ordinary statistical mechanics, and predict distribution functions presenting power-law tails. Furthermore, the obtained generalized entropies are both thermodynamically and Lesche stable.

First-principles study of bulk and surface oxygen vacancies in SrTiO3 crystal

Abstract: The structural and electronic properties of the neutral and positively charged oxygen vacancies (F and F + centres) in the bulk and on the (001) surfaces of SrTiO3 crystal are examined within the hybrid Hartree-Fock and density functional theory (HF-DFT) method based upon the linear combination of atomic orbital (LCAO) approach. A comparison of the formation energy for surface and bulk defects indicates a perceptible propensity for the segregation of neutral and charged vacancies to both SrO and TiO2 surface terminations with a preference in the latter case which is important for interpretation of space charge effects at ceramic interfaces. It is found that the vacancies reveal more shallow energy levels in the band gap on surfaces rather than in the bulk, in particular, on the TiO2 surface. The charged F + centre has significantly deeper energy levels both in bulk and on the surfaces, as compared with the neutral F centre.

The Index cohesive effect on stock market correlations

Abstract: We present empirical examination and reassessment of the functional role of the market Index, using datasets of stock returns for eight years, by analyzing and comparing the results for two very different markets: 1) the New York Stock Exchange (NYSE), representing a large, mature market, and 2) the Tel Aviv Stock Exchange (TASE), representing a small, young market. Our method includes special collective (holographic) analysis of stock-Index correlations, of nested stock correlations (including the Index as an additional ghost stock) and of bare stock correlations (after subtraction of the Index return from the stocks returns). Our findings verify and strongly substantiate the assumed functional role of the index in the financial system as a cohesive force between stocks, i.e., the correlations between stocks are largely due to the strong correlation between each stock and the Index (the adhesive effect), rather than inter-stock dependencies. The Index adhesive and cohesive effects on the market correlations in the two markets are presented and compared in a reduced 3-D principal component space of the correlation matrices (holographic presentation). The results provide new insights into the interplay between an index and its constituent stocks in TASE-like versus NYSE-like markets.

Physics of risk and uncertainty in quantum decision making

Abstract: The Quantum Decision Theory, developed recently by the authors, is applied to clarify the role of risk and uncertainty in decision making and in particular in relation to the phenomenon of dynamic inconsistency. By formulating this notion in precise mathematical terms, we distinguish three types of inconsistency: time inconsistency, planning paradox, and inconsistency occurring in some discounting effects. While time inconsistency is well accounted for in classical decision theory, the planning paradox is in contradiction with classical utility theory. It finds a natural explanation in the frame of the Quantum Decision Theory. Different types of discounting effects are analyzed and shown to enjoy a straightforward explanation within the suggested theory. We also introduce a general methodology based on self-similar approximation theory for deriving the evolution equations for the probabilities of future prospects. This provides a novel classification of possible discount factors, which include the previously known cases (exponential or hyperbolic discounting), but also predicts a novel class of discount factors that decay to a strictly positive constant for very large future time horizons. This class may be useful to deal with very long-term discounting situations associated with intergenerational public policy choices, encompassing issues such as global warming and nuclear waste disposal.

On the Controversy Around Daganzo’s Requiem for and Aw–Rascle’s Resurrection of Second-Order Traffic Flow Models

Abstract: Daganzo’s criticisms of second-order fluid approximations of traffic flow [C. Daganzo, Transpn. Res. B. 29, 277 (1995)] and Aw and Rascle’s proposal how to overcome them [A. Aw, M. Rascle, SIAM J. Appl. Math. 60, 916 (2000)] have stimulated an intensive scientific activity in the field of traffic modeling. Here, we will revisit their arguments and the interpretations behind them. We will start by analyzing the linear stability of traffic models, which is a widely established approach to study the ability of traffic models to describe emergent traffic jams. Besides deriving a collection of useful formulas for stability analyses, the main attention is put on the characteristic speeds, which are related to the group velocities of the linearized model equations. Most macroscopic traffic models with a dynamic velocity equation appear to predict two characteristic speeds, one of which is faster than the average velocity. This has been claimed to constitute a theoretical inconsistency. We will carefully discuss arguments for and against this view. In particular, we will shed some new light on the problem by comparing Payne’s macroscopic traffic model with the Aw-Rascle model and macroscopic with microscopic traffic models.

Conservation laws, soliton solutions and modulational instability for the higher-order dispersive nonlinear Schrödinger equation

Abstract: In this paper, analytically investigated is a higher-order dispersive nonlinear Schrodinger equation. Based on the linear eigenvalue problem associated with this equation, the integrability is identified by admitting an infinite number of conservation laws. By using the Darboux transformation method, the explicit multi-soliton solutions are generated in a recursive manner. The propagation characteristic of solitons and their interactions under the periodic plane wave background are discussed. Finally, the modulational instability of solutions is analyzed in the presence of small perturbation.

Percolation model of interfacial effects in polymeric glasses

Abstract: Recent observations using fluorophore probes of local dynamics in polymer films have provided new insight into the glass transition. Using a percolation model, we predict the local Tg in a polymer film, as a function of distance from a substrate or a free surface. Our predictions are in good agreement with the observed elevation of Tg near a substrate, whereas the observed reduction of Tg near a free surface is too strong to be accounted for by percolation effects.

Generalized Fokker-Planck equation: Derivation and exact solutions

Abstract: We derive the generalized Fokker-Planck equation associated with the Langevin equation (in the Ito sense) for an overdamped particle in an external potential driven by multiplicative noise with an arbitrary distribution of the increments of the noise generating process. We explicitly consider this equation for various specific types of noises, including Poisson white noise and Levy stable noise, and show that it reproduces all Fokker-Planck equations that are known for these noises. Exact analytical, time-dependent and stationary solutions of the generalized Fokker-Planck equation are derived and analyzed in detail for the cases of a linear, a quadratic, and a tailored potential.

Minimal agent based model for financial markets I - Origin and self-organization of stylized facts

Abstract: We introduce a minimal agent based model for financial markets to understand the nature and self-organization of the stylized facts. The model is minimal in the sense that we try to identify the essential ingredients to reproduce the most important deviations of price time series from a random walk behavior. We focus on four essential ingredients: fundamentalist agents which tend to stabilize the market; chartist agents which induce destabilization; analysis of price behavior for the two strategies; herding behavior which governs the possibility of changing strategy. Bubbles and crashes correspond to situations dominated by chartists, while fundamentalists provide a long time stability (on average). The stylized facts are shown to correspond to an intermittent behavior which occurs only for a finite value of the number of agents N. Therefore they correspond to finite size effects which, however, can occur at different time scales. We propose a new mechanism for the self-organization of this state which is linked to the existence of a threshold for the agents to be active or not active. The feedback between price fluctuations and number of active agents represents a crucial element for this state of self-organized intermittency. The model can be easily generalized to consider more realistic variants.