Physica A: Statistical Mechanics and its Applications最新文献_第6页

Self-organized criticality and structural dynamics in evolving neuronal networks: A modified sandpile model

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2025-03-18 DOI: 10.1016/j.physa.2025.130535

Hossein Nowrouzi-Nezhad, Saeed Mahdisoltani , Saman Moghimi-Araghi

{"title":"Self-organized criticality and structural dynamics in evolving neuronal networks: A modified sandpile model","authors":"Hossein Nowrouzi-Nezhad, Saeed Mahdisoltani , Saman Moghimi-Araghi","doi":"10.1016/j.physa.2025.130535","DOIUrl":"10.1016/j.physa.2025.130535","url":null,"abstract":"<div><div>We investigate a modified sandpile model on a directed network with evolving weighted links as a model for the dynamics and structural evolution of the brain. The main goal is to derive the distribution of neuronal avalanches as well as the distribution of connection weights between voxels. In this non-Abelian sandpile model, the node dynamics represent the evolution of voltages across different voxels and follow the Bak-Tang-Wiesenfeld (BTW) threshold spiking rules. The directed link weights, representing connections among the voxels, evolve according to Hebb’s rule and spike-timing-dependent plasticity (STDP). Additionally, mechanisms for pruning and adding new connections are introduced to the model. Our simulations reveal that the size distribution of spike avalanches follows a power-law distribution with a mean-field exponent of <span><math><mrow><mn>3</mn><mo>/</mo><mn>2</mn></mrow></math></span>. Moreover, the steady-state link weight distribution also exhibits power-law scaling with an exponent of 1. We discuss the parallels between these findings and the distributions of neuronal avalanches and connectivity observed in some results from the Human Connectome Project, emphasizing the significance of structural changes in the brain’s critical dynamics.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"666 ","pages":"Article 130535"},"PeriodicalIF":2.8,"publicationDate":"2025-03-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143681432","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

How fractal defects can affect critical phenomena?

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2025-03-17 DOI: 10.1016/j.physa.2025.130531

Xiaoping Wu, Wei Zhong

引用次数: 0

Phase behaviors and dynamics of active particle systems in double-well potential 双阱势能中活性粒子系统的相行为和动力学

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2025-03-17 DOI: 10.1016/j.physa.2025.130538

Lu Chen , Baopi Liu , Ning Liu

引用次数: 0

Does making a reservation make sense? Understanding charging induction scheme performance for electric vehicles

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2025-03-17 DOI: 10.1016/j.physa.2025.130537

Jianxin Lin , Ziyang Wang , Binbin Peng , Ziqi Lu

{"title":"Does making a reservation make sense? Understanding charging induction scheme performance for electric vehicles","authors":"Jianxin Lin , Ziyang Wang , Binbin Peng , Ziqi Lu","doi":"10.1016/j.physa.2025.130537","DOIUrl":"10.1016/j.physa.2025.130537","url":null,"abstract":"<div><div>There is a critical imbalance between the supply and demand of public charging infrastructure in urban hotspots during peak hours for electric vehicles (EVs). This phenomenon has led to extended charging queue times and inefficient utilization of public resources. Therefore, this study proposes the electric vehicle elastic travel induction problem (EVETIP-RP) from a reservation perspective. We establish an electric vehicle route planning (EVRP) model focused on minimizing total travel distance. After determining the optimal charging route, an electric vehicle reservation charging optimization (EVRCO) model is developed to minimize total queue time, with constraints on user flexible travel times. The models were tested in the Sioux Falls road network, showing a 70.48% reduction in total EV queuing time with the reservation charging induction scheme, and the charging infrastructure’s utilization and turnover rates significantly improved as well. Moreover, sensitivity analysis confirms the impact of the synergy between charging supply and demand behavior on reservations. To improve the effectiveness of reservation charging, we recommend that EV users upload their travel demands, and the government should develop charging pile combination configuration strategies for charging stations of different scales.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"666 ","pages":"Article 130537"},"PeriodicalIF":2.8,"publicationDate":"2025-03-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143681428","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

Critical dynamics of epidemic processes with Lévy-like diffusion

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2025-03-17 DOI: 10.1016/j.physa.2025.130523

C. Argolo , C. Nauber , A.L. Moura , M.L. Lyra

{"title":"Critical dynamics of epidemic processes with Lévy-like diffusion","authors":"C. Argolo , C. Nauber , A.L. Moura , M.L. Lyra","doi":"10.1016/j.physa.2025.130523","DOIUrl":"10.1016/j.physa.2025.130523","url":null,"abstract":"<div><div>We investigate the critical behavior of a stochastic one-dimensional lattice model of a diffusion-limited epidemic process with Lévy flights. Particles <span><math><mi>A</mi></math></span> represent healthy individuals and particles <span><math><mi>B</mi></math></span> are infected. These particles diffuse along the chain with distinct diffusion rates. The hopping distance is assumed to obey a Lévy power-law distribution governed by a characteristic exponent <span><math><mi>α</mi></math></span>. The epidemic process is governed by the reaction processes <span><math><mrow><mi>A</mi><mo>+</mo><mi>B</mi><mo>→</mo><mn>2</mn><mi>B</mi></mrow></math></span> and <span><math><mrow><mi>B</mi><mo>→</mo><mi>A</mi></mrow></math></span> with proper reaction rates. The system presents a non-equilibrium absorbing state phase-transition at a critical total particle density on which the population of <span><math><mi>B</mi></math></span> becomes extinct. Using short-time dynamics Monte Carlo simulations, we determine a set of relevant critical exponents for distinct diffusion regimes going from the non-trivial short-range hopping universality classes holding for large values of <span><math><mi>α</mi></math></span> towards the mean-field exponents as <span><math><mi>α</mi></math></span> approaches unity.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"666 ","pages":"Article 130523"},"PeriodicalIF":2.8,"publicationDate":"2025-03-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143644402","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

Decoding financial markets: Empirical DGPs as the key to model selection and forecasting excellence – A proof of concept

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2025-03-16 DOI: 10.1016/j.physa.2025.130542

Markus Vogl , Milena Kojić , Abhishek Sharma , Nikola Stanisic

{"title":"Decoding financial markets: Empirical DGPs as the key to model selection and forecasting excellence – A proof of concept","authors":"Markus Vogl , Milena Kojić , Abhishek Sharma , Nikola Stanisic","doi":"10.1016/j.physa.2025.130542","DOIUrl":"10.1016/j.physa.2025.130542","url":null,"abstract":"<div><div>In this study we demonstrate whether information about the empirical data generating process (DGP) can optimise quantitative model selection and present a proof-of-concept. We derive the empirical DGP characteristics of nine (financial) time-series and interpret these as model requirements. These insights are tested via a comparative cascadic out-of-sample prediction scheme to demonstrate potential outperformance. The empirical DGP characteristics of (denoised) daily adjusted logarithmic returns are extracted with a nonlinear dynamics analysis framework. Thereinafter, various forecasting models and error metrics are implemented for the non-filtered returns. The models’ out-of-sample performance is subsequently ranked across these multiple metrics. Finally, we assess the models' alignment with the empirical DGPs. Our results show that all time-series exhibit very similar dynamics, independent of the underlying asset class. The dynamics are characterised by a mixture of deterministic (hyper-)chaotic and stochastically imbued quasi-periodic motions. Further, these dynamics are visualised through the reconstructions of the strange (fractal) attractors of the time-series. Models that capture the dynamics best outperform standard benchmarks and other state-of-the-art methods. Nonetheless, we have to state an overall lack of suitable DGP-conform models. Finally, we critically discuss the robustness, sensitivity and implications of our approach and findings.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"666 ","pages":"Article 130542"},"PeriodicalIF":2.8,"publicationDate":"2025-03-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143681427","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

Modeling and analysis of SIR epidemic model concerning nonlinear incidence rate, births and deaths on simplicial complexes

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2025-03-16 DOI: 10.1016/j.physa.2025.130506

Lixin Yang, Jia Li, Mengjiao Li, Yiqing Zhang

{"title":"Modeling and analysis of SIR epidemic model concerning nonlinear incidence rate, births and deaths on simplicial complexes","authors":"Lixin Yang, Jia Li, Mengjiao Li, Yiqing Zhang","doi":"10.1016/j.physa.2025.130506","DOIUrl":"10.1016/j.physa.2025.130506","url":null,"abstract":"<div><div>To capture the intracommunity epidemic transmission process, this paper presents a SIR epidemic model incorporating nonlinear incidence rates alongside birth and death rates on the 2-order simplicial complexes. Firstly, the existence and stability of equilibrium points are analyzed. Meanwhile, we derive the basic reproduction number, two epidemic outbreak thresholds related to the bistability region, and the critical value for higher-order enhancement factor. Theoretical findings indicate that the system produces the bistable state. In addition, when the higher-order enhancement factor exceeds the critical value and the contagion coefficient exceeds two epidemic thresholds, the system exhibits discontinuous transitions. Furthermore, the sensitivity analysis reveals that recovery rate and the pairwise transmission rate have a significant impact on the propagation threshold. Simulation results demonstrate that as the birth rate and higher-order enhancement factors increase, and as the natural and disease mortality rates decrease, the system transitions from a forward bifurcation to a backward bifurcation.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"666 ","pages":"Article 130506"},"PeriodicalIF":2.8,"publicationDate":"2025-03-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143681433","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

Stock market forecasting based on machine learning: The role of investor sentiment

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2025-03-13 DOI: 10.1016/j.physa.2025.130533

Tingting Ren , Shaofang Li

{"title":"Stock market forecasting based on machine learning: The role of investor sentiment","authors":"Tingting Ren , Shaofang Li","doi":"10.1016/j.physa.2025.130533","DOIUrl":"10.1016/j.physa.2025.130533","url":null,"abstract":"<div><div>Stock market prediction remains a classical yet challenging problem, with the focus on the investor sentiment growing increasing significant in big data era. This analysis delves into the question whether and how predicable is the stock market when considering investor sentiment. By leveraging the initial and customized LM financial lexicon and Vader technology, Word2vec and Doc2vec and BERT embedding vector method (along with two fine-tuned models: FinBERT and SentiBERT), we first construct nine investor sentiment indexes based on the textual data from Twitter between November 2019 and December 2021. And then we employ three machine learning algorithms (SVR, AdaBoost, and RF) to predict the daily return of the S&P 500 index. The experiment results confirm that the investor sentiment index can enhance prediction accuracy beyond the market indicator, aligning with prior research. Embedding vector methods exhibit superior performance compared to the fine-tuned models, and the customized dictionaries outperform their traditional counterparts. Furthermore, the composite sentiment index, integrating all the single indexes, achieves the best overall performance. To further validate our findings, we conduct robustness checks on the DJIA index and across different economic cycles, observe that the single sentiment index performs worse with shorter datasets, whereas the composite index demonstrates consistent improvement in both volatile and steady periods. These findings offer valuable insights for future research and provide practical applications in stock market prediction.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"666 ","pages":"Article 130533"},"PeriodicalIF":2.8,"publicationDate":"2025-03-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143644403","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

Does climate risk drive digital asset returns?

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2025-03-13 DOI: 10.1016/j.physa.2025.130530

Mohammad Abdullah , David Adeabah , Chi-Chuan Lee , Emmanuel Joel Aikins Abakah , Rubaiyat Ahsan Bhuiyan

引用次数: 0

Geodesic learning

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2025-03-13 DOI: 10.1016/j.physa.2025.130539

Arnab Barua , Haralampos Hatzikirou , Sumiyoshi Abe

{"title":"Geodesic learning","authors":"Arnab Barua , Haralampos Hatzikirou , Sumiyoshi Abe","doi":"10.1016/j.physa.2025.130539","DOIUrl":"10.1016/j.physa.2025.130539","url":null,"abstract":"<div><div>Learning is a fundamental characteristic of living systems, enabling them to comprehend their environments and make informed decisions. These decision-making processes are inherently influenced by available information about their surroundings and specific objectives. There is an intriguing perspective is that each process is highly efficient under a given set of conditions. A key question, then, is how close to optimality it is or how efficient it is under given conditions. Here, the concept of <em>geodesic learning</em> as the optimal reference process, with which each process can be compared, is introduced and formulated on the basis of geometry. The probability distribution describing the state of the composite system consisting of the environment, termed the <em>information bath</em>, and a decision-maker is described by use of the entropic quantities. This enables one to study the system in analogy with thermodynamics. Learning processes are expressed as the changes of parameters contained in the distribution. For a geometric interpretation of the processes, the manifold endowed with the Fisher-Rao metric as the Riemannian metric is considered. This framework allows one to conceptualize the optimality of each process as a state change along a geodesic curve on the manifold, which gives rise to geodesic learning. Then, the bivariate Gaussian model is presented, and the processes of geodesic learning and adaptation are analyzed for illustrating this approach.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"669 ","pages":"Article 130539"},"PeriodicalIF":2.8,"publicationDate":"2025-03-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143845268","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