局域化条件下宏观经济代理人基模型的相变 Phase Transition of the Localized Macroeconomic Agent-Based Model

Abstract

本文应用统计物理相变理论研究了局域化条件对宏观经济代理人基模型系统的振动动力学行为和相变现象的影响。通过数值模拟“MARK I型”的代理人基模型，分析了宏观经济系统的相变现象。文章引入了局域化条件来限制节点之间相互作用的范围并分析了由此产生的相变点位置的改变。我们进一步研究了不同策略调整的敏感系数的影响并分析了这些敏感系数的调整和局域化条件的耦合关系。本文从物理相变和同步的角度为驱动经济系统向好提供了一定的参考。 The fluctuations and phase transition phenomena in the macroeconomic agent-based model are investigated by using phase transition theory in statistical physics. Numerical simulations are performed on the MARK I agent-based model and typical discontinuous phase transitions are found. Localization conditions are introduced in the model so that the interactions between agents are limited geographically and the critical points in the phase transitions are analyzed. Moreover, the influence of the different values of price and production sensitivity parameters are studied as well as the coupling relations with the localization conditions. Our results may be potentially useful in providing a clue to improve the economic conditions from the viewpoint of phase transitions and synchronization in physics.