Physica A: Statistical Mechanics and its Applications最新文献_第4页

Crypto network 加密网络

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2024-09-25 DOI: 10.1016/j.physa.2024.130128

{"title":"Crypto network","authors":"","doi":"10.1016/j.physa.2024.130128","DOIUrl":"10.1016/j.physa.2024.130128","url":null,"abstract":"<div><div>The empirical literature has studied linkages in the cryptocurrency market because knowing how shocks pass from one currency to another helps policymakers and practitioners better counter their propagation in these and related markets. This paper contributes to this literature by proposing a methodology based on Granger causality and network analysis. Using the daily log-returns of 22 cryptocurrencies over the period 2018–2023, I develop a VAR model to infer unidirectional or bidirectional Granger causality among cryptocurrencies. These relationships are then transformed into a directed network and several centrality measures are calculated. The centrality measures are also observed over the years to understand the dynamics of the cryptocurrency network. I find out that each one unit increase in eigencentrality is associated with a 0.22 percent increase in log-returns. Cryptocurrencies are nontrivially connected, and in this sample Cardano, Dogecoin, Gridcoin, and Neo are amongst the most central in the network throughout the period. Some cryptocurrencies, such as Dogecoin or Neo, show decreasing centrality over the years, while others, such as Gridcoin, Litecoin, Namecoin, or Ripple, gain centrality. These results support the idea that the cryptocurrency market is no longer exclusively associated with Bitcoin and lay the groundwork for further study of shock propagation in financial markets.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":null,"pages":null},"PeriodicalIF":2.8,"publicationDate":"2024-09-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142327095","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Jensen-Detrended Cross-Correlation function for non-stationary time series with application to Latin American stock markets 非平稳时间序列的詹森-去趋势交叉相关函数在拉丁美洲股票市场中的应用

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2024-09-25 DOI: 10.1016/j.physa.2024.130115

引用次数: 0

An innovative defense strategy against targeted spreading in complex networks 针对复杂网络定向传播的创新防御策略

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2024-09-24 DOI: 10.1016/j.physa.2024.130120

{"title":"An innovative defense strategy against targeted spreading in complex networks","authors":"","doi":"10.1016/j.physa.2024.130120","DOIUrl":"10.1016/j.physa.2024.130120","url":null,"abstract":"<div><div>Protecting target nodes in complex networks is a critical issue in network security research. In many real-world scenarios, the identities of certain target nodes remain unknown, and the impact of this incomplete information on appropriately selecting initial spreaders is not fully understood. This paper first examines how the observability rate of target nodes affects the effectiveness of targeted spreading. The findings indicate that even if most target nodes are unobservable, identifying the optimal spreader for targeted propagation is still feasible in many real-world networks. This indicates that solely relying on protecting target nodes through external observation avoidance is insufficient. To address this issue, we developed a novel camouflage defense strategy for target nodes in complex networks by integrating target centrality, the distribution of target node groups, and the network distance between disguised and hidden target nodes. This strategy effectively hinders attackers’ selection of the optimal initial spreader by adjusting the visibility of selected target nodes and their neighbors, without altering the network structure. Finally, we validate the effectiveness of the proposed model in three aspects: matching accuracy of the optimal initial spreader, implementation of SIR propagation dynamics, and comparative testing against other models. These results were obtained not only from three types of generic artificial networks but also from multiple real datasets.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":null,"pages":null},"PeriodicalIF":2.8,"publicationDate":"2024-09-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142327093","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

Synchronization on complex dynamical networks via intermittently sampled-data pinning control 通过间歇采样数据钉控在复杂动态网络上实现同步

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2024-09-24 DOI: 10.1016/j.physa.2024.130109

{"title":"Synchronization on complex dynamical networks via intermittently sampled-data pinning control","authors":"","doi":"10.1016/j.physa.2024.130109","DOIUrl":"10.1016/j.physa.2024.130109","url":null,"abstract":"<div><div>Each specific control strategy has a unique advantage, and combining multiple control strategies can harness the advantages of these strategies. Designing new control strategies by integrating different control strategies is an interesting and challenging topic. This paper introduces an intermittently sampled-data pinning (ISP) control strategy, which merges intermittent control, sampled-data control and pinning control, to study synchronization on complex dynamical networks. The ISP control strategy is proposed to solve three difficulties: first, the controllers transmitting feedback signals may be discontinuous; second, the controllers often cannot operate continuously in practical applications; third, it is usually hard to control all nodes in a dynamical network as the network size is huge. Sufficient conditions are obtained for realizing synchronization on dynamical networks. Furthermore, time delays are incorporated into the proposed control strategy to address the untimely reception of feedback signals and achieve the synchronization conditions on dynamical networks. Finally, two numerical examples demonstrate the effectiveness of the proposed control method.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":null,"pages":null},"PeriodicalIF":2.8,"publicationDate":"2024-09-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142427602","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

Corrigendum to “Exploring determinants of feeder mode choice behavior using Artificial Neural Network: Evidences from Delhi metro” [Phys. A: Stat. Mech. Appl. 598 (2022) 127363] 使用人工神经网络探索支线模式选择行为的决定因素：来自德里地铁的证据" [Phys. A: Stat. Mech. Appl.

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2024-09-24 DOI: 10.1016/j.physa.2024.130112

引用次数: 0

Impact of local navigation rules on biased random walks in multiplex Markov chains 局部导航规则对多路马尔可夫链中偏向随机游走的影响

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2024-09-24 DOI: 10.1016/j.physa.2024.130122

{"title":"Impact of local navigation rules on biased random walks in multiplex Markov chains","authors":"","doi":"10.1016/j.physa.2024.130122","DOIUrl":"10.1016/j.physa.2024.130122","url":null,"abstract":"<div><div>Our investigation centres on assessing the importance of a biased parameter (<span><math><mi>α</mi></math></span>) in a multiplex Markov chain (MMC) model that is characterized by biased random walks in multiplex networks. We explore how varying complex network topologies affect the total multiplex imbalance as a function of biased parameter. Our primary finding is that the system demonstrates a gradual increase in total imbalance within both positive and negative regions of the biased parameter, with a consistent minimum value occurring at <span><math><mrow><mi>α</mi><mo>=</mo><mo>−</mo><mn>1</mn></mrow></math></span>. In contrast to the negative region, the total imbalance is consistently high when <span><math><mi>α</mi></math></span> is significantly positive. We perform a detailed examination of four different network structures and establish three sets of multiplex networks. In each of these networks, the second layer consists of a Regular Random network, while the first layer is either a Barabási–Albert, Erdős-Rényi, or Watts Strogatz network, depending on the set. Our results demonstrate that the combination of Barabási–Albert and Random Regular Network exhibits the highest level of right saturation imbalance. Additionally, for left saturation imbalance, the Erdős–Rényi and Random Regular combination achieve a slightly higher value. We also observe that the total amount of imbalance at <span><math><mrow><mi>α</mi><mo>=</mo><mo>−</mo><mn>1</mn></mrow></math></span> follows a decreasing trend as the size of the network of each layer increases. Furthermore, we are also able to illustrate that the second most significant eigenvalue of the supra-transition matrix exhibits a similar pattern in response to changes in the bias parameter, aligning with the overall system’s imbalance.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":null,"pages":null},"PeriodicalIF":2.8,"publicationDate":"2024-09-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142327092","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

Improving community detection in blockmodel by distance-based observation selection 通过基于距离的观测选择改进块模型中的群落检测

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2024-09-24 DOI: 10.1016/j.physa.2024.130125

{"title":"Improving community detection in blockmodel by distance-based observation selection","authors":"","doi":"10.1016/j.physa.2024.130125","DOIUrl":"10.1016/j.physa.2024.130125","url":null,"abstract":"<div><div>Community detection is an important research topic in complex systems and has plenty of applications in real-world networks. Probabilistic methods, such as the Expectation–Maximization (EM), are developed to classify nodes that have similar connection patterns in a network based on blockmodels. However, the detection procedures in these models are typically started from randomly generated initial community distributions without prior knowledge. In biological and social networks, there are practical measures to obtain prior knowledge for a subset of nodes, such as local observations. These facts lead us to question how we can select a subset of nodes with known community labels to enhance the accuracy of the EM method. The current selection methods lack the relationship between detection accuracy and structural characteristics and most approaches consider the nodes as the center of communities, which is not suitable for block models. In this paper, we first study the relationships between the structural distance and detection accuracy without prior knowledge. Then we propose a distance-based indicator to describe the performance of the observation node set in the EM method. Finally, we introduce a scoring method based on the indicator to select a partial observation set, improving the accuracy of community detection using the EM method. Empirical results from synthetic and real-world networks corroborate that the proposed indicator could contribute to a better performance in kinds of scenarios.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":null,"pages":null},"PeriodicalIF":2.8,"publicationDate":"2024-09-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142357473","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

Influence of initiators on the tipping point in the extended Watts model 扩展瓦特模型中启动器对临界点的影响

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2024-09-24 DOI: 10.1016/j.physa.2024.130123

{"title":"Influence of initiators on the tipping point in the extended Watts model","authors":"","doi":"10.1016/j.physa.2024.130123","DOIUrl":"10.1016/j.physa.2024.130123","url":null,"abstract":"<div><div>In this paper, we study how the influence of initiators (seeds) affects the tipping point of information cascades in networks. We consider an extended version of the Watts model, in which each node is either active (i.e., having adopted an innovation) or inactive. In this extended model, the adoption threshold, defined as the fraction of active neighbors required for an inactive node to become active, depends on whether the node is a seed neighbor (i.e., connected to one or more initiators) or an ordinary node (i.e., not connected to any initiators). Using the tree approximation on random graphs, we determine the tipping point, at which the fraction of active nodes in the final state increases discontinuously with an increasing seed fraction. The occurrence of a tipping point and the scale of cascades depend on two factors: whether a giant component of seed neighbors is formed when the seed fraction is large enough to trigger cascades among seed neighbors, and whether the giant component of ordinary nodes is maintained when newly activated nodes trigger further activations among ordinary nodes. The coexistence of two giant components suggests that a tipping point can appear twice. We present an example demonstrating the existence of two tipping points when there is a gap between the adoption thresholds of seed neighbors and ordinary nodes. Monte Carlo simulations clearly show that the first cascade, occurring at a small tipping point, occurs in the giant component of seed neighbors, while the second cascade, occurring at a larger tipping point, extends into the giant component of ordinary nodes.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":null,"pages":null},"PeriodicalIF":2.8,"publicationDate":"2024-09-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142427658","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

On the kinetic temperature of a one-dimensional crystal on the long-time scale 论一维晶体的长时间尺度动力学温度

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2024-09-24 DOI: 10.1016/j.physa.2024.130114

{"title":"On the kinetic temperature of a one-dimensional crystal on the long-time scale","authors":"","doi":"10.1016/j.physa.2024.130114","DOIUrl":"10.1016/j.physa.2024.130114","url":null,"abstract":"<div><div>We investigate the dynamics of the kinetic temperature of a finite one-dimensional harmonic chain, the evolution of which is initiated by a thermal shock. We demonstrate that the kinetic temperature returns arbitrarily close to its initial state (the one immediately following the thermal shock) infinitely many times, and we give an estimate for the time elapsed until the recurrence. This assertion is closely related to the Poincare recurrence theorem and we discuss their relation. To estimate the recurrence time we use its averaging along system’s trajectory and provide a rigorous mathematical definition of the mean recurrence time. It turns out that the mean recurrence time exponentially increases with the number of particles in the chain. A connection is established between this problem and the local theorems of large deviations theory.</div><div>Previous studies have shown that in such a one-dimensional harmonic chain, at times of order <span><math><mi>N</mi></math></span>, a thermal echo phenomenon is observed — a sharp increase in the amplitude of kinetic temperature fluctuations. In the present work, we give a rigorous mathematical formulation to this phenomenon and estimate the amplitude of the fluctuations.</div><div>The research is funded by the Ministry of Science and Higher Education of the Russian Federation within the framework of the Research Center of World-Class Program: Advanced Digital Technologies (agreement №075-15-2020-311 dated 04.20.2022).</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":null,"pages":null},"PeriodicalIF":2.8,"publicationDate":"2024-09-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142427645","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

On the calibration and improvement of human mobility models in intercity transportation system 论城际交通系统中人员流动模型的校准与改进

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2024-09-23 DOI: 10.1016/j.physa.2024.130116

{"title":"On the calibration and improvement of human mobility models in intercity transportation system","authors":"","doi":"10.1016/j.physa.2024.130116","DOIUrl":"10.1016/j.physa.2024.130116","url":null,"abstract":"<div><div>As one of the research highlights of physics-level modelling, human mobility has generated numerous universal laws over the past decades. However, the majority of research has concentrated on the intracity networks, leaving the intercity mobility systems with insufficient attention despite its increasingly crucial role in the development of urban agglomerations. Related research gaps further extend to the limited understanding of spatiotemporal heterogeneity in intercity human mobility. To bridge these gaps, our study systematically validated and improved the modelling framework of intercity mobility flows utilizing real-world data sources. Specifically, building upon the nationwide Location-based Services (LBS) datasets in China, the applicability of classic human mobility models, including gravity model and intervening opportunities-class models, was extensively explored in the intercity domain by developing fitting models that incorporated multi-class urban attributes. Then, we contributed to proposing improved models that consider the diverse attraction effect of the origin and potential destinations. Moreover, our research scope was expanded to incorporate spatiotemporal heterogeneity through model comparisons among various city sets during both regular period and holiday. The findings suggested that our improved models effectively enhance the modelling accuracy while strengthening the explanatory power. They especially demonstrate a balanced performance even when handling datasets with spatiotemporal heterogeneity. Consequently, this study provides valuable insights into understanding intercity human mobility from the intrinsic mechanism of opportunity attraction. Our models hold practical significance in accurately modelling intercity mobility flows utilizing observable urban attributes and spatial layouts, further providing effective tools for preemptive traffic management.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":null,"pages":null},"PeriodicalIF":2.8,"publicationDate":"2024-09-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142323686","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