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Modeling shock propagation and resilience in financial temporal networks. 金融时间网络中的冲击传播和弹性建模。
IF 2.7 2区 数学
Chaos Pub Date : 2025-01-01 DOI: 10.1063/5.0244665
Fabrizio Lillo, Giorgio Rizzini
{"title":"Modeling shock propagation and resilience in financial temporal networks.","authors":"Fabrizio Lillo, Giorgio Rizzini","doi":"10.1063/5.0244665","DOIUrl":"https://doi.org/10.1063/5.0244665","url":null,"abstract":"<p><p>Modeling how a shock propagates in a temporal network and how the system relaxes back to equilibrium is challenging but important in many applications, such as financial systemic risk. Most studies, so far, have focused on shocks hitting a link of the network, while often it is the node and its propensity to be connected that are affected by a shock. Using the configuration model-a specific exponential random graph model-as a starting point, we propose a vector autoregressive (VAR) framework to analytically compute the Impulse Response Function (IRF) of a network metric conditional to a shock on a node. Unlike the standard VAR, the model is a nonlinear function of the shock size and the IRF depends on the state of the network at the shock time. We propose a novel econometric estimation method that combines the maximum likelihood estimation and Kalman filter to estimate the dynamics of the latent parameters and compute the IRF, and we apply the proposed methodology to the dynamical network describing the electronic market of interbank deposit.</p>","PeriodicalId":9974,"journal":{"name":"Chaos","volume":"35 1","pages":""},"PeriodicalIF":2.7,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142982805","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Asymptotic convergence for the dynamics of a Duffing-like oscillator under scaling analyses. 标度分析下类duffing振子动力学的渐近收敛性。
IF 2.7 2区 数学
Chaos Pub Date : 2025-01-01 DOI: 10.1063/5.0233700
André Luís Prando Livorati, André Paganotti Faber, Daniel Borin
{"title":"Asymptotic convergence for the dynamics of a Duffing-like oscillator under scaling analyses.","authors":"André Luís Prando Livorati, André Paganotti Faber, Daniel Borin","doi":"10.1063/5.0233700","DOIUrl":"10.1063/5.0233700","url":null,"abstract":"<p><p>The dynamics of the convergence for the stationary state considering a Duffing-like equation are investigated. The driven potential for these dynamics is supplied by a damped forced oscillator that has a piecewise linear function. Fixed points and their basins of attraction were identified and measured. We used entropy basin techniques to characterize the basins of attraction, where a changeover in its boundary basin entropy is observed concerning the boundary length. Additionally, we have a set of polar coordinates to describe the asymptotic convergence of the dynamics based on the range of the control parameter and initial conditions. The entire convergence to the stationary state was characterized by scaling laws.</p>","PeriodicalId":9974,"journal":{"name":"Chaos","volume":"35 1","pages":""},"PeriodicalIF":2.7,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142920926","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Orbits of families of discrete dynamical systems evolving in the natural numbers. 以自然数演化的离散动力系统族的轨道。
IF 2.7 2区 数学
Chaos Pub Date : 2025-01-01 DOI: 10.1063/5.0233348
Eric Campos Cantón
{"title":"Orbits of families of discrete dynamical systems evolving in the natural numbers.","authors":"Eric Campos Cantón","doi":"10.1063/5.0233348","DOIUrl":"10.1063/5.0233348","url":null,"abstract":"<p><p>In this paper, we give a class of one-dimensional discrete dynamical systems with state space N+. This class of systems is defined by two parameters: one of them sets the number of nearest neighbors that determine the rule of evolution, and the other parameter determines a segment of natural numbers Λ={1,2,…,b}. In particular, we investigate the behavior of a class of one-dimensional maps where an integer moves to an other integer given by the sum of the nearest neighbors minus a multiple of b∈N+. We find the coexistence of fixed points and periodic cycles. Two single parameter families of maps are introduced and their dynamics in the segment of natural sequence Λ. Furthermore, an order of the numbers of the set Λ-b is given by these families. Last, we present a connection of the N+ generated by the orbits of a particular case.</p>","PeriodicalId":9974,"journal":{"name":"Chaos","volume":"35 1","pages":""},"PeriodicalIF":2.7,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142920936","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Universal finite-time scaling in the transcritical, saddle-node, and pitchfork discrete and continuous bifurcations. 跨临界、鞍节点和干草叉离散和连续分岔中的通用有限时间标度。
IF 2.7 2区 数学
Chaos Pub Date : 2025-01-01 DOI: 10.1063/5.0231950
Álvaro Corral
{"title":"Universal finite-time scaling in the transcritical, saddle-node, and pitchfork discrete and continuous bifurcations.","authors":"Álvaro Corral","doi":"10.1063/5.0231950","DOIUrl":"10.1063/5.0231950","url":null,"abstract":"<p><p>Bifurcations are one of the most remarkable features of dynamical systems. Corral et al. [Sci. Rep. 8(11783), 2018] showed the existence of scaling laws describing the transient (finite-time) dynamics in discrete dynamical systems close to a bifurcation point, following an approach that was valid for the transcritical as well as for the saddle-node bifurcations. We reformulate those previous results and extend them to other discrete and continuous bifurcations, remarkably the pitchfork bifurcation. In contrast to the previous work, we obtain a finite-time bifurcation diagram directly from the scaling law, without a necessary knowledge of the stable fixed point. The derived scaling laws provide a very good and universal description of the transient behavior of the systems for long times and close to the bifurcation points.</p>","PeriodicalId":9974,"journal":{"name":"Chaos","volume":"35 1","pages":""},"PeriodicalIF":2.7,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142920950","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Exploration of Bogdanov-Takens and Hopf bifurcation through coupling of nonlinear recovery with multiple reinfections of COVID-19. 新型冠状病毒肺炎非线性恢复与多次再感染耦合的Bogdanov-Takens和Hopf分岔
IF 2.7 2区 数学
Chaos Pub Date : 2025-01-01 DOI: 10.1063/5.0243816
Arpita Devi, Praveen Kumar Gupta
{"title":"Exploration of Bogdanov-Takens and Hopf bifurcation through coupling of nonlinear recovery with multiple reinfections of COVID-19.","authors":"Arpita Devi, Praveen Kumar Gupta","doi":"10.1063/5.0243816","DOIUrl":"https://doi.org/10.1063/5.0243816","url":null,"abstract":"<p><p>This study introduces a five-compartment model to account for the impacts of vaccination-induced recovery and nonlinear treatment rates in settings with limited hospital capacity. To reflect real-world scenarios, the model incorporates multiple reinfections in both vaccinated and recovered groups. It reveals a range of dynamics, including a disease-free equilibrium and up to six endemic equilibria. Notably, the model demonstrates that COVID-19 can persist even when the basic reproduction number is less than one, due to backward bifurcation, which conditions the global stability of the disease-free equilibrium. Various bifurcations are analyzed, including saddle-node, Bogdanov-Takens of codimension-2, and Hopf bifurcation of codimension-1. As transmission rates increase, unstable oscillations stabilize, with the Hopf bifurcation becoming supercritical. The model also highlights forward hysteresis, driven by the multistability of endemic equilibria. Key factors influencing the disease's local endemic behavior, such as effective transmission rates and reinfection rates among vaccinated and recovered individuals, are emphasized. Numerical simulations validate the model and underscore its practical relevance.</p>","PeriodicalId":9974,"journal":{"name":"Chaos","volume":"35 1","pages":""},"PeriodicalIF":2.7,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142945611","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The evolution of cooperation in spatial public goods game with tolerant punishment based on reputation threshold. 基于声誉阈值的宽容惩罚空间公共物品博弈中的合作演化。
IF 2.7 2区 数学
Chaos Pub Date : 2025-01-01 DOI: 10.1063/5.0250120
Gui Zhang, Yichao Yao, Ziyan Zeng, Minyu Feng, Manuel Chica
{"title":"The evolution of cooperation in spatial public goods game with tolerant punishment based on reputation threshold.","authors":"Gui Zhang, Yichao Yao, Ziyan Zeng, Minyu Feng, Manuel Chica","doi":"10.1063/5.0250120","DOIUrl":"10.1063/5.0250120","url":null,"abstract":"<p><p>Reputation and punishment are significant guidelines for regulating individual behavior in human society, and those with a good reputation are more likely to be imitated by others. In addition, society imposes varying degrees of punishment for behaviors that harm the interests of groups with different reputations. However, conventional pairwise interaction rules and the punishment mechanism overlook this aspect. Building on this observation, this paper enhances a spatial public goods game in two key ways: (1) We set a reputation threshold and use punishment to regulate the defection behavior of players in low-reputation groups while allowing defection behavior in high-reputation game groups. (2) Differently from pairwise interaction rules, we combine reputation and payoff as the fitness of individuals to ensure that players with both high payoff and reputation have a higher chance of being imitated. Through simulations, we find that a higher reputation threshold, combined with a stringent punishment environment, can substantially enhance the level of cooperation within the population. This mechanism provides deeper insight into the widespread phenomenon of cooperation that emerges among individuals.</p>","PeriodicalId":9974,"journal":{"name":"Chaos","volume":"35 1","pages":""},"PeriodicalIF":2.7,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142920877","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Metastability of multi-population Kuramoto-Sakaguchi oscillators. 多种群Kuramoto-Sakaguchi振荡子的亚稳态。
IF 2.7 2区 数学
Chaos Pub Date : 2025-01-01 DOI: 10.1063/5.0220321
Bojun Li, Nariya Uchida
{"title":"Metastability of multi-population Kuramoto-Sakaguchi oscillators.","authors":"Bojun Li, Nariya Uchida","doi":"10.1063/5.0220321","DOIUrl":"10.1063/5.0220321","url":null,"abstract":"<p><p>An Ott-Antonsen reduced M-population of Kuramoto-Sakaguchi oscillators is investigated, focusing on the influence of the phase-lag parameter α on the collective dynamics. For oscillator populations coupled on a ring, we obtained a wide variety of spatiotemporal patterns, including coherent states, traveling waves, partially synchronized states, modulated states, and incoherent states. Back-and-forth transitions between these states are found, which suggest metastability. Linear stability analysis reveals the stable regions of coherent states with different winding numbers q. Within certain α ranges, the system settles into stable traveling wave solutions despite the coherent states also being linearly stable. For around α≈0.46π, the system displays the most frequent metastable transitions between coherent states and partially synchronized states, while for α closer to π/2, metastable transitions arise between partially synchronized states and modulated states. This model captures metastable dynamics akin to brain activity, offering insights into the synchronization of brain networks.</p>","PeriodicalId":9974,"journal":{"name":"Chaos","volume":"35 1","pages":""},"PeriodicalIF":2.7,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142920929","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Wavebreakers in excitable systems and possible applications for corrosion mitigation. 可激系统中的破波器及其可能的缓蚀应用。
IF 2.7 2区 数学
Chaos Pub Date : 2025-01-01 DOI: 10.1063/5.0237388
Bruno C Batista, Elena Romanovskaia, Valentin Romanovski, John R Scully, Istvan Z Kiss, Oliver Steinbock
{"title":"Wavebreakers in excitable systems and possible applications for corrosion mitigation.","authors":"Bruno C Batista, Elena Romanovskaia, Valentin Romanovski, John R Scully, Istvan Z Kiss, Oliver Steinbock","doi":"10.1063/5.0237388","DOIUrl":"10.1063/5.0237388","url":null,"abstract":"<p><p>Traveling waves of excitation arise from the spatial coupling of local nonlinear events by transport processes. In corrosion systems, these electro-dissolution waves relay local perturbations across large portions of the metal surface, significantly amplifying overall damage. For the example of the magnesium alloy AZ31B exposed to sodium chloride solution, we report experimental results suggesting the existence of a vulnerable zone in the wake of corrosion waves where local perturbations can induce a unidirectional wave pulse or segment. The evolution of these segments, combined with the absence of rotating spiral waves, imply subexcitable dynamics for which the segments' open ends tangentially retract. Using a simple excitable reaction-diffusion model, we identify parameters that replicate these experimental observations. Under these conditions, small protected disks act as wavebreakers, disrupting continuous fronts, which then shrink and disappear. We further explore different placement schemes of these wavebreakers to optimize potential corrosion mitigation. For constant surface coverage, many small wavebreakers prove more effective than a few large ones. A comparison of triangular, square, rectangular, hexagonal, aperiodic Penrose, and random lattice geometries indicates that triangular placements of wavebreakers are generally the optimal choice, while rectangular and random lattices perform poorly. Although wavebreakers were not demonstrated experimentally in this study, these findings provide concrete design guidance for the protection of alloy surfaces prone to wave-mediated corrosion.</p>","PeriodicalId":9974,"journal":{"name":"Chaos","volume":"35 1","pages":""},"PeriodicalIF":2.7,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142920951","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Chimera states in a system of stationary and flying-through deterministic particles with an internal degree of freedom. 具有内部自由度的固定和穿越确定性粒子系统中的嵌合体状态。
IF 2.7 2区 数学
Chaos Pub Date : 2025-01-01 DOI: 10.1063/5.0242820
Maxim I Bolotov, Lev A Smirnov, Vyacheslav O Munyaev, Grigory V Osipov
{"title":"Chimera states in a system of stationary and flying-through deterministic particles with an internal degree of freedom.","authors":"Maxim I Bolotov, Lev A Smirnov, Vyacheslav O Munyaev, Grigory V Osipov","doi":"10.1063/5.0242820","DOIUrl":"https://doi.org/10.1063/5.0242820","url":null,"abstract":"<p><p>We consider the effect of the emergence of chimera states in a system of coexisting stationary and flying-through in potential particles with an internal degree of freedom determined by the phase. All particles tend to an equilibrium state with a small number of potential wells, which leads to the emergence of a stationary chimera. An increase in the number of potential wells leads to the emergence of particles flying-through along the medium, the phases of which form a moving chimera. Further, these two structures coexist and interact with each other. In this case, an increase in the local synchronization degree of the chimera is observed in the areas of the synchronous cluster location.</p>","PeriodicalId":9974,"journal":{"name":"Chaos","volume":"35 1","pages":""},"PeriodicalIF":2.7,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143000937","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Bifurcation and stability analysis of within host HIV dynamics with multiple infections and intracellular delay. 多重感染和细胞内延迟的宿主HIV动力学的分岔和稳定性分析。
IF 2.7 2区 数学
Chaos Pub Date : 2025-01-01 DOI: 10.1063/5.0232978
Surya Prakash, Anuj Kumar Umrao, Prashant K Srivastava
{"title":"Bifurcation and stability analysis of within host HIV dynamics with multiple infections and intracellular delay.","authors":"Surya Prakash, Anuj Kumar Umrao, Prashant K Srivastava","doi":"10.1063/5.0232978","DOIUrl":"https://doi.org/10.1063/5.0232978","url":null,"abstract":"<p><p>Human immunodeficiency virus (HIV) manifests multiple infections in CD4+ T cells, by binding its envelope proteins to CD4 receptors. Understanding these biological processes is crucial for effective interventions against HIV/AIDS. Here, we propose a mathematical model that accounts for the multiple infections of CD4+ T cells and an intracellular delay in the dynamics of HIV infection. We study the model system and establish the conditions under which the disease-free equilibrium point and the endemic equilibrium point are locally and globally asymptotically stable. We further provide the conditions under which these equilibrium points undergo forward or backward transcritical bifurcations for the autonomous model and Hopf bifurcation for both the delay model and autonomous models. Our simulation results show that an increase in the rate of multiple infections of CD4+ T cells stabilizes the endemic equilibrium point through Hopf bifurcation. However, in the presence of an intracellular delay, the model system evinces three types of stability scenarios at the endemic equilibrium point-instability switch, stability switch, and stability invariance and is demonstrated using bi-parameter diagrams. One of the novel aspects of this study is exhibiting all these interesting nonlinear dynamical results within a single model incorporating a single time delay.</p>","PeriodicalId":9974,"journal":{"name":"Chaos","volume":"35 1","pages":""},"PeriodicalIF":2.7,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142962003","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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