Physica A: Statistical Mechanics and its Applications最新文献_第5页

Vehicle platoon in road traffic: A survey of modeling, communication, controlling and perspectives 道路交通中的车辆排：模型、通信、控制和视角综述

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2025-06-05 DOI: 10.1016/j.physa.2025.130757

Haijian Li , Weizhe Meng , ZongLin Han , Zihan Zhang , Yanfang Yang

引用次数: 0

Cryptocurrency time series on the Binary Complexity-Entropy Plane: Ranking efficiency from the perspective of complex systems 二元复杂度-熵平面上的加密货币时间序列：复杂系统视角下的排序效率

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2025-06-04 DOI: 10.1016/j.physa.2025.130699

Erveton P. Pinto , Marcelo A. Pires , Rone N. da Silva , Sílvio M. Duarte Queirós

{"title":"Cryptocurrency time series on the Binary Complexity-Entropy Plane: Ranking efficiency from the perspective of complex systems","authors":"Erveton P. Pinto , Marcelo A. Pires , Rone N. da Silva , Sílvio M. Duarte Queirós","doi":"10.1016/j.physa.2025.130699","DOIUrl":"10.1016/j.physa.2025.130699","url":null,"abstract":"<div><div>We report the first application of a tailored Complexity-Entropy Plane designed for binary sequences and structures. We do so by considering the daily up/down price fluctuations of the largest cryptocurrencies in terms of capitalization (stable-coins excluded) that are worth approximately <span><math><mrow><mn>90</mn><mtext>%</mtext></mrow></math></span> of the total crypto market capitalization. We focus on the basic elements of price motion, comparing them to the backbone features of a random walk associated with the mathematical underpinnings of the Efficient Market Hypothesis. From the location of each crypto on the Binary Complexity-Entropy Plane (BiCEP), we define an inefficiency score, <span><math><mi>I</mi></math></span>. The results based on the BiCEP analysis, which we substantiate with statistical testing, indicate that only Shiba Inu (SHIB) is significantly inefficient, whereas the majority of cryptocurrency trading operates in close-to-efficient conditions. Broadly, our <span><math><mi>I</mi></math></span>-based ranking hints that the design and consensus architecture of a crypto is at least as relevant to efficiency as the features that are usually taken into account in the appraisal of the efficiency of financial instruments, namely canonical fiat money. Lastly, this set of results supports the validity of the binary complexity analysis.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"674 ","pages":"Article 130699"},"PeriodicalIF":2.8,"publicationDate":"2025-06-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144254890","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

Global balance and systemic risk in financial correlation networks 金融关联网络中的全球平衡与系统性风险

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2025-06-03 DOI: 10.1016/j.physa.2025.130698

Paolo Bartesaghi , Fernando Diaz-Diaz , Rosanna Grassi , Pierpaolo Uberti

{"title":"Global balance and systemic risk in financial correlation networks","authors":"Paolo Bartesaghi , Fernando Diaz-Diaz , Rosanna Grassi , Pierpaolo Uberti","doi":"10.1016/j.physa.2025.130698","DOIUrl":"10.1016/j.physa.2025.130698","url":null,"abstract":"<div><div>The global balance index is used in the network literature to quantify how balanced a signed network is. In this paper we show that the global balance index of financial correlation networks can be used as a systemic risk measure. We define the global balance index of a network starting from a diffusive process that describes how the information spreads across nodes in a network, providing an alternative derivation to the usual combinatorial one. The steady state of this process is the solution of a linear system governed by the exponential of the replication matrix of the process. We provide a bridge between the numerical stability of this linear system, measured by the condition number in an opportune norm, and the structural predictability of the underlying signed network. The link between the condition number and related systemic risk measures, such as the market rank indicators, allows the global balance index to be interpreted as a new systemic risk measure. A comprehensive empirical application to real financial data finally confirms that the global balance index of financial correlation networks represents a valuable and effective systemic risk indicator.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"674 ","pages":"Article 130698"},"PeriodicalIF":2.8,"publicationDate":"2025-06-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144241332","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

Output synchronization for fractional-order reaction–diffusion coupled neural networks with output coupling via event-triggered impulsive control 基于事件触发脉冲控制的分数阶反应-扩散耦合神经网络输出同步

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2025-06-02 DOI: 10.1016/j.physa.2025.130695

Haibo Bao, Xuelian Li

引用次数: 0

Statistical models for earthquakes: A Bayesian analysis 地震统计模型：贝叶斯分析

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2025-06-02 DOI: 10.1016/j.physa.2025.130678

M.O. Costa , S.L.E.F. da Silva , R. Silva , G.S. França , C.S. Vilar , J.S. Alcaniz

{"title":"Statistical models for earthquakes: A Bayesian analysis","authors":"M.O. Costa , S.L.E.F. da Silva , R. Silva , G.S. França , C.S. Vilar , J.S. Alcaniz","doi":"10.1016/j.physa.2025.130678","DOIUrl":"10.1016/j.physa.2025.130678","url":null,"abstract":"<div><div>The Gutenberg–Richter (GR) relation is an exponential law widely used for describing earthquakes’ statistical magnitude distributions. Using statistical physics approaches, we present robust models based on the Tsallis <span><math><mi>q</mi></math></span>- and Kaniadakis <span><math><mi>κ</mi></math></span>-entropies, aiming to capture the influence of irregular fragments occupying space between two tectonic plates with irregular surfaces. The proposed models are called <span><math><mi>q</mi></math></span>-GR and <span><math><mi>κ</mi></math></span>-GR laws, respectively. Using Bayesian statistical analysis, we examined a large dataset of over 450,000 seismic events recorded along the San Andreas Fault between 2000 and 2023. Our findings reveal that the <span><math><mi>q</mi></math></span>-GR and <span><math><mi>κ</mi></math></span>-GR models outperform the classical GR law. The results show the <span><math><mi>κ</mi></math></span>-GR model exhibits particularly strong empirical support, with optimal performance occurring when <span><math><mrow><mi>κ</mi><mo>≈</mo><mn>1</mn></mrow></math></span>.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"674 ","pages":"Article 130678"},"PeriodicalIF":2.8,"publicationDate":"2025-06-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144203353","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

Validity of Kubo’s Fluctuation–dissipation theorem in systems driven by a time-dependent electric field Kubo涨落耗散定理在时变电场驱动下的有效性

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2025-06-02 DOI: 10.1016/j.physa.2025.130692

J.F. García-Camacho , O. Contreras-Vergara , N. Sánchez-Salas , G. Ares de Parga , J.I. Jiménez-Aquino

引用次数: 0

Entropy study of adsorption of H and O atoms on Ag(001) and Cu(001) surfaces, by means of DFT, Monte Carlo simulations and Cluster Approximation 用DFT、蒙特卡罗模拟和聚类近似研究Ag（001）和Cu（001）表面H和O原子吸附的熵

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2025-06-02 DOI: 10.1016/j.physa.2025.130693

Elizabeth del V. Gómez , Fabricio O. Sanchez-Varretti , Lucía B. Avalle , Antonio J. Ramirez-Pastor , M. Cecilia Gimenez

{"title":"Entropy study of adsorption of H and O atoms on Ag(001) and Cu(001) surfaces, by means of DFT, Monte Carlo simulations and Cluster Approximation","authors":"Elizabeth del V. Gómez , Fabricio O. Sanchez-Varretti , Lucía B. Avalle , Antonio J. Ramirez-Pastor , M. Cecilia Gimenez","doi":"10.1016/j.physa.2025.130693","DOIUrl":"10.1016/j.physa.2025.130693","url":null,"abstract":"<div><div>DFT calculations are employed to calculate adsorption energies of hydrogen and oxygen atoms on Cu(001) and Ag(001) surfaces, in the presence of adsorbed neighboring atoms. These energies are used to carry out Monte Carlo (MC) simulations in the grand canonical ensemble. The thermodynamic process is monitored by following the dependence of the lattice coverage <span><math><mi>θ</mi></math></span> on the chemical potential <span><math><mi>μ</mi></math></span> (adsorption isotherm). Then, we perform the integration of <span><math><mrow><mi>μ</mi><mrow><mo>(</mo><mi>θ</mi><mo>)</mo></mrow></mrow></math></span> over <span><math><mi>θ</mi></math></span> to calculate the configurational entropy per site of the adsorbed phase <span><math><mi>s</mi></math></span> as a function of the coverage. Based on the minima of the entropy function <span><math><mi>s</mi></math></span>, the most stable surface configurations are obtained and discussed in the framework of the lattice-gas theory. MC data are compared with theoretical results derived from Cluster Approximation (CA). CA is based on exact calculation of states on finite cells. From there, the thermodynamic properties can be obtained. A reasonable agreement is found for adsorption isotherms and entropy curves with both techniques (MC and CA). The comparison study supports the validity of the CA scheme to predict the behavior of a wide variety of adsorption systems.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"674 ","pages":"Article 130693"},"PeriodicalIF":2.8,"publicationDate":"2025-06-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144203352","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

Delay propagation analysis based on an improved SIR infectious disease model 基于改进SIR传染病模型的延迟传播分析

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2025-06-02 DOI: 10.1016/j.physa.2025.130746

Ling-zhong Meng , Ming-gong Wu , Xiang-xi Wen , Guan-zhe Li , Xin-guo Sun

{"title":"Delay propagation analysis based on an improved SIR infectious disease model","authors":"Ling-zhong Meng , Ming-gong Wu , Xiang-xi Wen , Guan-zhe Li , Xin-guo Sun","doi":"10.1016/j.physa.2025.130746","DOIUrl":"10.1016/j.physa.2025.130746","url":null,"abstract":"<div><div>To investigate the propagation mechanism of delays during the flight phase of aircraft operations, this paper proposes an improved Susceptible-Infected-Recovered (SIR) model-based method for delay propagation analysis. Firstly, the correlation between flight segments is calculated using the delay information of the flights that the segments pass through to determine the probability of delay propagation between segments. Then, the adjustments made by air traffic controllers after the occurrence of delays are simulated, and the recovery rate is dynamically adjusted based on the relationship between the delay mitigation level during the flight phase and flight duration, thereby improving the SIR model. On this basis, an analysis of the delay propagation between flight segments is conducted using the delay propagation network and the improved SIR model. The impact of delays in different segments on the entire air traffic is analyzed to identify key segments. Finally, this method is used to evaluate the importance of flight segments and to discover segments that have a significant impact on the generation and propagation of delays. A simulation experiment based on the actual operational data of the Central and Southern regional route network from January 1, 2022, to May 31, 2022, identified 12 flight segments, including HOK-LKO, AKUBA-LUMKO, LIG-OPUNI,among others,as significantly important compared to other segments. By comparing the results between traditional node importance evaluation algorithms, the current infectious disease model, and the improved infectious disease model, it was found that the improved infectious disease model can better identify segments that contribute more to the stability and connectivity of the route network, and the differences in importance of different segments within the entire air traffic network structure. This method is effective in improving the understanding and control of delay propagation.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"674 ","pages":"Article 130746"},"PeriodicalIF":2.8,"publicationDate":"2025-06-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144231635","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

Advancing the inverse problem in statistical mechanics: A five-body interaction perspective 推进统计力学中的逆问题：一个五体相互作用的视角

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2025-06-02 DOI: 10.1016/j.physa.2025.130700

Richard Kwame Ansah , Kassim Tawiah , Ruth Naayi Odankey Abbey

引用次数: 0

Exploring occupant evacuation characteristics in the stairwell through an evacuation drill and a microscopic model 通过疏散演练和微观模型探讨楼梯间人员疏散特征

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2025-06-01 DOI: 10.1016/j.physa.2025.130726

Yiping Zeng , Rui Ye , Liping Lian , Jinlu Sun

{"title":"Exploring occupant evacuation characteristics in the stairwell through an evacuation drill and a microscopic model","authors":"Yiping Zeng , Rui Ye , Liping Lian , Jinlu Sun","doi":"10.1016/j.physa.2025.130726","DOIUrl":"10.1016/j.physa.2025.130726","url":null,"abstract":"<div><div>Occupant evacuation characteristics in the stairwell is studied through an evacuation drill and a revised optimal steps model. Through the evacuation drill, the descent speeds through different stair sections, different stair landings and two flights of stairs are derived, and the mean speeds are 0.76 m/s, 0.63 m/s and 0.92 m/s, respectively. The density-speed relations on stair landing and stair flight are also presented and compared with those in the SFPE Handbook. The comparison result indicates that turning movement on stair landing is significantly different from straight movement in corridor on level ground, and that culture difference may be a factor affecting movement speed on stairs. With the data from the evacuation drill, we perform a simulation based on a revised optimal steps model, where an additional navigation field is introduced to achieve realistic turning movement on stair landing. Simulation results such as evacuation curve and time evolution of evacuee number in each stair section are presented, and they are in good agreement with drill results. It demonstrates that our revised model does have the ability to reproduce occupant evacuation performance in multi-floor stairwell and that traditional concepts remain accurate in modern complex building environments and diverse crowd scenarios. This model can be further developed to generate the optimal evacuation strategy during stairwell evacuation in high-rise building.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"674 ","pages":"Article 130726"},"PeriodicalIF":2.8,"publicationDate":"2025-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144194635","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