《Analytical solution for a class of network dynamics with mechanical and
financial applications》
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作者:
Pavel Krej\\v{c}\\\'i, Harbir Lamba, Sergey Melnik and Dmitrii Rachinskii
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最新提交年份:
2014
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英文摘要:
We show that for a certain class of dynamics at the nodes the response of a network of any topology to arbitrary inputs is defined in a simple way by its response to a monotone input. The nodes may have either a discrete or continuous set of states and there is no limit on the complexity of the network. The results provide both an efficient numerical method and the potential for accurate analytic approximation of the dynamics on such networks. As illustrative applications, we introduce a quasistatic mechanical model with objects interacting via frictional forces, and a financial market model with avalanches and critical behavior that are generated by momentum trading strategies.
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中文摘要:
我们证明了对于节点处的某类动力学,任何拓扑的网络对任意输入的响应都是通过其对单调输入的响应以一种简单的方式定义的。节点可以具有离散或连续的状态集,并且对网络的复杂性没有限制。这些结果提供了一种有效的数值方法,并为此类网络上的动力学提供了精确的解析近似。作为示例应用,我们介绍了一个准静态力学模型,其中对象通过摩擦力相互作用,以及一个金融市场模型,其中包含由动量交易策略产生的雪崩和临界行为。
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分类信息:
一级分类:Physics 物理学
二级分类:Statistical Mechanics 统计力学
分类描述:Phase transitions, thermodynamics, field theory, non-equilibrium phenomena, renormalization group and scaling, integrable models, turbulence
相变,热力学,场论,非平衡现象,重整化群和标度,可积模型,湍流
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一级分类:Physics 物理学
二级分类:Disordered Systems and Neural Networks 无序系统与神经网络
分类描述:Glasses and spin glasses; properties of random, aperiodic and quasiperiodic systems; transport in disordered media; localization; phenomena mediated by defects and disorder; neural networks
眼镜和旋转眼镜;随机、非周期和准周期系统的性质;无序介质中的传输;本地化;由缺陷和无序介导的现象;神经网络
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一级分类:Computer Science 计算机科学
二级分类:Social and Information Networks 社会和信息网络
分类描述:Covers the design, analysis, and modeling of social and information networks, including their applications for on-line information access, communication, and interaction, and their roles as datasets in the exploration of questions in these and other domains, including connections to the social and biological sciences. Analysis and modeling of such networks includes topics in ACM Subject classes F.2, G.2, G.3, H.2, and I.2; applications in computing include topics in H.3, H.4, and H.5; and applications at the interface of computing and other disciplines include topics in J.1--J.7. Papers on computer communication systems and network protocols (e.g. TCP/IP) are generally a closer fit to the Networking and Internet Architecture (cs.NI) category.
涵盖社会和信息网络的设计、分析和建模,包括它们在联机信息访问、通信和交互方面的应用,以及它们作为数据集在这些领域和其他领域的问题探索中的作用,包括与社会和生物科学的联系。这类网络的分析和建模包括ACM学科类F.2、G.2、G.3、H.2和I.2的主题;计算应用包括H.3、H.4和H.5中的主题;计算和其他学科接口的应用程序包括J.1-J.7中的主题。关于计算机通信系统和网络协议(例如TCP/IP)的论文通常更适合网络和因特网体系结构(CS.NI)类别。
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一级分类:Physics 物理学
二级分类:Physics and Society 物理学与社会
分类描述:Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体(人类或其他)的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统(如能源网、运输网络)的物理和工程。
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一级分类:Quantitative Finance 数量金融学
二级分类:Statistical Finance 统计金融
分类描述:Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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