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We discuss the role of the initial conditions for the dynamical anomalies observed in the quasi-stationary states of the Hamiltonian mean field (HMF) model.
Persistent link: https://www.econbiz.de/10010872954
We discuss an effective spin-glass Hamiltonian which can be used to study the glassy-like dynamics observed in the metastable states of the Hamiltonian mean field (HMF) model. By means of the Replica formalism, we were able to find a self-consistent equation for the glassy order parameter which...
Persistent link: https://www.econbiz.de/10010874945
In this paper we discuss opinion dynamics in the opinion changing rate (OCR) model, recently proposed in Pluchino et al. [Int. J. Mod. Phys. C 16(4) (2005) 515–531]. The OCR model allows to study whether and how a group of social agents, with a different intrinsic tendency (rate) to change...
Persistent link: https://www.econbiz.de/10011058140
We study the dynamics of a Hamiltonian system of N classical spins with infinite-range interaction. We present numerical results which confirm the existence of metaequilibrium quasi stationary states (QSS), characterized by non-Gaussian velocity distributions, anomalous diffusion, Lévy walks...
Persistent link: https://www.econbiz.de/10010874525
With the help of the diffusion entropy technique we show the non-Poisson statistics of the distances between consecutive Omori's swarms of earthquakes. We give an analytical proof of the numerical results of an earlier paper (Phys. Rev. Lett. 90 (2003) 188501).
Persistent link: https://www.econbiz.de/10010591385
The concept of network efficiency, recently proposed to characterize the properties of small-world networks, is here used to study the effects of errors and attacks on scale-free networks. Two different kinds of scale-free networks, i.e., networks with power law P(k), are considered: (1)...
Persistent link: https://www.econbiz.de/10011058074
Communication/transportation systems are often subjected to failures and attacks. Here we represent such systems as networks and we study their ability to resist failures (attacks) simulated as the breakdown of a group of nodes of the network chosen at random (chosen accordingly to degree or...
Persistent link: https://www.econbiz.de/10011062533
We briefly discuss the state of the art on the anomalous dynamics of the Hamiltonian mean field (HMF) model. We stress the important role of the initial conditions for understanding the microscopic nature of the intriguing metastable quasi-stationary states (QSS) observed in the model and the...
Persistent link: https://www.econbiz.de/10010874227
In this paper, making use of recent statistical physics techniques and models, we address the specific role of randomness in financial markets, both at the micro and the macro level. In particular, we review some recent results obtained about the effectiveness of random strategies of investment,...
Persistent link: https://www.econbiz.de/10010941722
Building on similarities between earthquakes and extreme financial events, we use a self-organized criticality-generating model to study herding and avalanche dynamics in financial markets. We consider a community of interacting investors, distributed on a small-world network, who bet on the...
Persistent link: https://www.econbiz.de/10010723219