Physica A: Statistical Mechanics and its Applications最新文献_第2页

A unified framework for divergences, free energies, and Fokker–Planck equations 散度、自由能和福克-普朗克方程的统一框架

IF 3.1 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2025-10-17 DOI: 10.1016/j.physa.2025.131059

Anna L.F. Lucchi , Jean H.Y. Passos , Max Jauregui , Renio S. Mendes

{"title":"A unified framework for divergences, free energies, and Fokker–Planck equations","authors":"Anna L.F. Lucchi , Jean H.Y. Passos , Max Jauregui , Renio S. Mendes","doi":"10.1016/j.physa.2025.131059","DOIUrl":"10.1016/j.physa.2025.131059","url":null,"abstract":"<div><div>Many efforts have been made to explore systems that show significant deviations from predictions related to the standard statistical mechanics. The present work introduces a unified formalism that connects divergences, generalized free energies, generalized Fokker–Planck equations, and <span><math><mi>H</mi></math></span>-theorem. This framework is applied here in a range of scenarios, illustrating both established and novel results. In many cases, the approach begins with a free energy functional that explicitly includes a potential energy term, leading to a direct relation between this energy and the stationary solution. Conversely, when a divergence is used as free energy, the associated Fokker–Planck-like equation lacks any explicit dependence on the potential energy, depending instead on the stationary solution. To restore a potential-based interpretation, an additional relation between the stationary solution and the potential energy must be imposed. This duality underlines the flexibility of the formalism and its capacity to adapt to systems where the potential energy is unknown or unnecessary.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"681 ","pages":"Article 131059"},"PeriodicalIF":3.1,"publicationDate":"2025-10-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145340965","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

A statistical physics perspective on fairness in shared expenses: The bar bill analogy 从统计物理学角度看分摊费用的公平性：酒吧账单的类比

IF 3.1 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2025-10-17 DOI: 10.1016/j.physa.2025.131051

Nuno Crokidakis, Lucas Sigaud

{"title":"A statistical physics perspective on fairness in shared expenses: The bar bill analogy","authors":"Nuno Crokidakis, Lucas Sigaud","doi":"10.1016/j.physa.2025.131051","DOIUrl":"10.1016/j.physa.2025.131051","url":null,"abstract":"<div><div>In social contexts where individuals consume varying amounts, such as shared meals or bar gatherings, splitting the total bill equally often yields surprisingly fair outcomes. In this work, we develop a statistical physics framework to explain this emergent fairness by modeling individual consumption as stochastic variables drawn from a realistic distribution, specifically the gamma distribution. Introducing a Boltzmann-like weighting factor, we derive exact analytical expressions for the partition function, average consumption, variance, and entropy under economic or social penalization constraints. Numerical simulations, performed using the Marsaglia-Tsang algorithm, confirm the analytical results with high precision. Drawing a direct parallel between individual consumption and ideal gas particle energy in the canonical ensemble, we show how the law of large numbers, mutual compensation, and the effective ordering induced by penalization combine to make equal cost-sharing statistically robust and predictable. These findings reveal that what appears to be an informal social convention is, in fact, grounded in the same fundamental principles that govern the collective behavior of particles in thermodynamic systems, highlighting the interdisciplinary power of statistical physics.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"680 ","pages":"Article 131051"},"PeriodicalIF":3.1,"publicationDate":"2025-10-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145333578","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Wealth inequality in agent-based economies: The dominant role of social protection over growth 代理人经济中的财富不平等：社会保护对经济增长的主导作用

IF 3.1 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2025-10-16 DOI: 10.1016/j.physa.2025.131053

Gastón Villafañe , Lautaro Giordano , María Fabiana Laguna

{"title":"Wealth inequality in agent-based economies: The dominant role of social protection over growth","authors":"Gastón Villafañe , Lautaro Giordano , María Fabiana Laguna","doi":"10.1016/j.physa.2025.131053","DOIUrl":"10.1016/j.physa.2025.131053","url":null,"abstract":"<div><div>Persistent wealth inequality, where a small fraction of the population accumulates most resources while the majority remains economically vulnerable, is a widespread phenomenon. We investigate its underlying mechanisms using an agent-based Yard-Sale model that incorporates two complementary features: transaction rules that favor poorer agents, representing social protection policies, and an economic growth process with explicit wealth redistribution. Our results reveal that social protection plays a dominant role in reducing inequality, while redistribution primarily serves to reintegrate excluded agents. These findings suggest that social protection policies, that is, targeted mechanisms favoring economically vulnerable agents, may have a substantially greater impact on reducing inequality than redistribution driven solely by economic growth. We also find that both the shape of the wealth distributions and the resulting inequality levels are strongly influenced by the underlying distribution of individual risk, highlighting the importance of considering agent heterogeneity when modeling economic dynamics.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"680 ","pages":"Article 131053"},"PeriodicalIF":3.1,"publicationDate":"2025-10-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145334422","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Extreme volatility risk dynamic diffusion in financial market based on a new VEBN framework 基于新VEBN框架的金融市场极端波动风险动态扩散

IF 3.1 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2025-10-16 DOI: 10.1016/j.physa.2025.131058

Jiang-Cheng Li , Chen Tao , Yi-Zhen Xu , Guang-Yan Zhong

引用次数: 0

Inequality measures in wealth exchange models based on saving propensity 基于储蓄倾向的财富交换模型中的不平等度量

IF 3.1 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2025-10-16 DOI: 10.1016/j.physa.2025.131057

Xiang Lu, Xudong Wang

{"title":"Inequality measures in wealth exchange models based on saving propensity","authors":"Xiang Lu, Xudong Wang","doi":"10.1016/j.physa.2025.131057","DOIUrl":"10.1016/j.physa.2025.131057","url":null,"abstract":"<div><div>Wealth inequality has gradually become a widely discussed and researched topic. Building upon existing researches related to saving propensity and kinetic models of wealth distribution, we propose the implicit saving propensity (ISP) model and the explicit saving propensity (ESP) model. We obtain the steady state wealth distributions as well as the Gini and <span><math><mi>k</mi></math></span>-indices of the ISP and ESP models through simulations. We find that the ISP model produces very limited types of wealth distribution shapes and yields relatively large Gini indices, whereas the ESP model, after incorporating saving behavior, is able to generate more diverse results, including producing power-law tails, and the Pareto exponent exhibits robustness for some specific parameters. The Gini index of the ESP model is also compared with empirical data from countries around the world and can effectively cover them. This indicates that, after incorporating saving behavior, the explanatory power and realistic value of our model have been significantly enhanced. Moreover, the mixture of Gamma distribution is used to fit the wealth distributions with different parameters, which shows the excellent agreement between simulation and theoretical results. Based on the mechanism of saving propensity, the ISP and ESP models are effective to reveal the wealth inequality qualitatively and quantitatively, which have flexible applicability in modeling the wealth dynamics in the real-world.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"680 ","pages":"Article 131057"},"PeriodicalIF":3.1,"publicationDate":"2025-10-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145334279","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Local persistence exponent and its log-periodic oscillations 局部持续指数及其对数周期振荡

IF 3.1 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2025-10-16 DOI: 10.1016/j.physa.2025.131047

Yilin Ye, Denis S. Grebenkov

引用次数: 0

Crystallization process under strong spatial confinement and stepwise cooling in a nonvibrating granular system 非振动颗粒系统中强空间约束和逐步冷却的结晶过程

IF 3.1 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2025-10-16 DOI: 10.1016/j.physa.2025.131048

A. Escobar, F. Donado

{"title":"Crystallization process under strong spatial confinement and stepwise cooling in a nonvibrating granular system","authors":"A. Escobar, F. Donado","doi":"10.1016/j.physa.2025.131048","DOIUrl":"10.1016/j.physa.2025.131048","url":null,"abstract":"<div><div>We study the effects of strong confinement on crystallization in a 2D-dimensional magnetic granular system fluidized by an alternating magnetic field whose amplitude controls the effective temperature. The granular system comprises spherical magnetic particles confined within a prismatic box slightly tilted to create an energy gradient that produces particle sedimentation. Three different geometries were used: hexagonal, circular, and rectangular. The systems start from a fluid state and go to a solid state by following a linear or stepwise cooling down. It is found that confinement reduces the crystallization time compared to the case of no spatial confinement by walls, and an additional reduction is found when using a stepwise cooling profile. In the unconfined case, the system crystallizes in the hexagonal close-packed configuration. In contrast, strong spatial confinement imposes extreme restrictions on the final configuration of the particles. While the hexagonal container favors the hexagonal close-packed arrangement, the rectangular cell imposes the square order, and the circular cell favors the formation of necklace-like structures piled one over the other. The results of the orientational order parameter and the radial distribution function corroborate these observations. As the container size increases, the effects of the walls on bulk ordering decrease, now dominating the hexagonal close-packed order in all cases. However, defects in the structure are more numerous than those without walls.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"680 ","pages":"Article 131048"},"PeriodicalIF":3.1,"publicationDate":"2025-10-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145334429","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

A normalized variable-order time-fractional diffusion equation 一种归一化变阶时间分数扩散方程

IF 3.1 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2025-10-16 DOI: 10.1016/j.physa.2025.131052

Chaeyoung Lee , Junseok Kim

{"title":"A normalized variable-order time-fractional diffusion equation","authors":"Chaeyoung Lee , Junseok Kim","doi":"10.1016/j.physa.2025.131052","DOIUrl":"10.1016/j.physa.2025.131052","url":null,"abstract":"<div><div>In this article, we propose a normalized variable-order time-fractional diffusion equation that effectively models anomalous diffusion phenomena characterized by evolving memory effects. The normalization ensures consistent scaling of the fractional operator across varying orders and thus allows more accurate and stable numerical simulations. Unlike conventional fixed-order models, the proposed formulation permits temporal variation of the fractional order, which results in a more accurate and flexible description of nonlocal and heterogeneous diffusion phenomena observed in various physical and biological systems. A normalization factor is introduced to ensure that the associated weight function maintains a unit sum, which preserves the consistency of the memory representation. To solve the resulting equation, a finite difference discretization method is developed that accounts for the time-varying nature of the fractional derivative. Numerical simulations are carried out to investigate the influence of different variable-order functions on the solution dynamics. The computational results demonstrate that even when the time-averaged fractional order is the same, the temporal variation in the order significantly affects the evolution of the diffusion profile. In particular, the proposed model captures transitions between fast and slow diffusion regimes that are not attainable using fixed-order approaches. Additionally, it is shown that when the fractional order reaches zero at the final time, the numerical solution coincides with the result obtained from the fully implicit Euler method using a single large time step. This observation provides further insight into the interplay between memory decay and solution behavior. The proposed method offers a computationally feasible and physically consistent framework for modeling time-dependent anomalous diffusion.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"680 ","pages":"Article 131052"},"PeriodicalIF":3.1,"publicationDate":"2025-10-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145334278","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Explainability, fairness and the Simpson’s paradox in credit lending 信贷中的可解释性、公平性和辛普森悖论

IF 3.1 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2025-10-15 DOI: 10.1016/j.physa.2025.131030

Golnoosh Babaei , Paolo Giudici , Parvati Neelakantan

{"title":"Explainability, fairness and the Simpson’s paradox in credit lending","authors":"Golnoosh Babaei , Paolo Giudici , Parvati Neelakantan","doi":"10.1016/j.physa.2025.131030","DOIUrl":"10.1016/j.physa.2025.131030","url":null,"abstract":"<div><div>Fairness is a key requirement for artificial intelligence applications. The assessment of fairness is typically based on group based measures, such as statistical parity, which compares the machine learning output for different protected population groups, such as male and females. Although intuitive and simple, statistical parity may be affected by the presence of explanatory variables correlated with the protected variable. To remove this effect, we propose to replace statistical parity with Shapley values, which measures the difference in output specifically due to the protected variable. This allows to check for the presence of Simpson’s paradox, for which a fair model may become unfair when conditioning on the explanatory variables. We apply our proposal to a real-world database that concerns credit lending in the state of New York, containing 157,269 personal lending decisions. The empirical findings show that both logistic regression and random forest models are fair, when all loan applications are considered; but become unfair, when the requested loan amount is high.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"680 ","pages":"Article 131030"},"PeriodicalIF":3.1,"publicationDate":"2025-10-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145334421","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Estimating the recovery time of complex ecosystems 复杂生态系统恢复时间的估算

IF 3.1 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2025-10-15 DOI: 10.1016/j.physa.2025.131017

Yongzheng Sun , Xiaoting Liu , Rong Yuan , Maoxing Liu

引用次数: 0