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Disorder Unleashes Panic in Bitcoin Dynamics 混乱引发比特币动态恐慌
Q1 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2023-10-17 DOI: 10.1088/2632-072x/ad00f7
Marco Alberto Javarone, Gabriele Di Antonio, Gianni Valerio Vinci, Raffaele Cristodaro, Claudio J. Tessone, Luciano Pietronero
Abstract The behaviour of Bitcoin owners is reflected in the structure and the number of bitcoin transactions encoded in the Blockchain. Likewise, the behaviour of Bitcoin traders is reflected in the formation of bullish and bearish trends in the crypto market. In light of these observations, we wonder if human behaviour underlies some relationship between the Blockchain and the crypto market. To address this question, we map the Blockchain to a spin-lattice problem, whose configurations form ordered and disordered patterns, representing the behaviour of Bitcoin owners. This novel approach allows us to obtain time series suitable to detect a causal relationship between the dynamics of the Blockchain and market trends of the Bitcoin and to find that disordered patterns in the Blockchain precede Bitcoin panic selling. Our results suggest that human behaviour underlying Blockchain evolution and the crypto market brings out a fascinating connection between disorder and panic in Bitcoin dynamics.
比特币所有者的行为反映在区块链编码的比特币交易的结构和数量上。同样,比特币交易者的行为也反映在加密市场看涨和看跌趋势的形成上。根据这些观察结果,我们想知道人类行为是否构成了区块链和加密市场之间某种关系的基础。为了解决这个问题,我们将区块链映射为一个自旋晶格问题,其配置形成有序和无序模式,代表比特币所有者的行为。这种新颖的方法使我们能够获得适合于检测区块链动态与比特币市场趋势之间因果关系的时间序列,并发现区块链中的无序模式先于比特币恐慌性抛售。我们的研究结果表明,区块链进化和加密市场背后的人类行为,在比特币动态中带来了混乱和恐慌之间的迷人联系。
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引用次数: 3
Assessing the impact of Byzantine attacks on coupled phase oscillators 评估拜占庭攻击对耦合相位振荡器的影响
Q1 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2023-10-16 DOI: 10.1088/2632-072x/ad0390
Melvyn Tyloo
Abstract For many coupled dynamical systems, the interaction is the outcome of the measurement that each unit has of the others as e.g. in modern inverter-based power grids, autonomous vehicular platoons or swarms of drones, or it is the results of physical flows. Synchronization among all the components of these systems is of primal importance to avoid failures. The overall operational state of these systems therefore crucially depends on the correct and reliable functioning of the individual elements as well as the information they transmit through the network. Here, we investigate the effect of Byzantine attacks where one unit does not behave as expected, but is controlled by an external attacker. For such attacks, we assess the impact on the global collective behavior of nonlinearly coupled phase oscillators. We relate the synchronization error induced by the input signal to the properties of the attacked node. This allows to anticipate the potential of an attacker and identify which network components to secure.
对于许多耦合动力系统,相互作用是每个单元对其他单元进行测量的结果,例如在现代基于逆变器的电网,自动车辆队列或无人机群中,或者是物理流动的结果。这些系统的所有组件之间的同步对于避免故障至关重要。因此,这些系统的整体运行状态至关重要地取决于各个元件的正确和可靠的功能以及它们通过网络传输的信息。在这里,我们研究拜占庭攻击的影响,其中一个单元的行为不像预期的那样,而是由外部攻击者控制。对于这种攻击,我们评估了对非线性耦合相位振荡器全局集体行为的影响。我们将输入信号引起的同步误差与被攻击节点的特性联系起来。这允许预测攻击者的潜力,并确定要保护哪些网络组件。
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引用次数: 0
Modeling interdisciplinary interactions among Physics, Mathematics and Computer Science 模拟物理、数学和计算机科学之间的跨学科互动
Q1 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2023-10-13 DOI: 10.1088/2632-072x/ad0017
Rima Hazra, Mayank Singh, Pawan Goyal, Bibhas Adhikari, Animesh Mukherjee
Abstract Interdisciplinarity has over the recent years have gained tremendous importance and has become one of the key ways of doing cutting edge research. In this paper we attempt to model the citation flow across three different fields—physics (PHY), mathematics (MA) and computer science (CS). For instance, is there a specific pattern in which these fields cite one another? We carry out experiments on a dataset comprising more than 1.2 million articles taken from these three fields. We quantify the citation interactions among these three fields through temporal bucket signatures . We present numerical models based on variants of the recently proposed relay-linking framework to explain the citation dynamics across the three disciplines. These models make a modest attempt to unfold the underlying principles of how citation links could have been formed across the three fields over time.
近年来,交叉学科的重要性日益凸显,并已成为开展前沿研究的关键途径之一。在本文中,我们试图在物理学(PHY)、数学(MA)和计算机科学(CS)三个不同领域建立引文流模型。例如,这些字段之间是否存在相互引用的特定模式?我们对来自这三个领域的120多万篇文章的数据集进行了实验。我们通过时间桶签名量化了这三个领域之间的引文相互作用。我们提出了基于最近提出的中继链接框架变体的数值模型来解释这三个学科之间的引文动态。这些模型做了一个适度的尝试来揭示引文链接是如何随着时间的推移在三个领域形成的基本原则。
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引用次数: 0
Evolution of cooperation driven by sampling reward 抽样奖励驱动下的合作进化
Q1 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2023-10-10 DOI: 10.1088/2632-072x/ad0208
Jiafeng Xiao, Linjie Liu, Xiaojie Chen, Attila Szolnoki
Abstract A social dilemma implies that individuals will choose the defection strategy to maximize their individual gains. Reward is a powerful motivator to promote the evolution of cooperation, thus addressing the social dilemma. Nevertheless, it is costly since we need to monitor all participants in the game. Inspired by these observations, we here propose an inexpensive protocol, a so-called sampling reward mechanism, and apply it to social dilemmas, including public goods game and collective-risk social dilemma. More precisely, the actual usage of reward depends on the portion of cooperators in the sample. We show that the average cooperation level can be effectively improved under high reward threshold and high reward intensity, albeit at the expense of reward cost. It is intriguing to discover that for the latter aspect, there is a critical threshold at which further increases in reward intensity have no significant effect on improving the cooperation level. Moreover, we find that the small sample size favors the evolution of cooperation while an intermediate sample size always results in a lower reward cost. We also demonstrate that our findings are robust and remain valid for both types of social dilemma.
摘要社会困境是指个体为了实现自身利益最大化而选择背叛策略。奖励是促进合作进化的强大动力,从而解决了社会困境。然而,这是昂贵的,因为我们需要监控游戏中的所有参与者。受这些观察结果的启发,我们提出了一种廉价的协议,即所谓的抽样奖励机制,并将其应用于社会困境,包括公共产品博弈和集体风险社会困境。更准确地说,奖励的实际使用取决于样本中合作者的比例。研究表明,在高奖励门槛和高奖励强度条件下,平均合作水平可以有效提高,但要付出一定的奖励成本。有趣的是,对于后者,存在一个临界阈值,在此阈值下,奖励强度的进一步增加对合作水平的提高没有显著影响。此外,我们发现小样本容量有利于合作的进化,而中等样本容量总是导致较低的奖励成本。我们还证明了我们的发现是稳健的,并且对于两种类型的社会困境都是有效的。& & #xD;
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引用次数: 0
Efficient network exploration by means of resetting self-avoiding random walkers 通过重置自回避随机漫步者的有效网络探索
Q1 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2023-10-09 DOI: 10.1088/2632-072x/acff33
Gaia Colombani, Giulia Bertagnolli, Oriol Artime
Abstract The self-avoiding random walk (SARW) is a stochastic process whose state variable avoids returning to previously visited states. This non-Markovian feature has turned SARWs a powerful tool for modeling a plethora of relevant aspects in network science, such as network navigability, robustness and resilience. We analytically characterize self-avoiding random walkers that evolve on complex networks and whose memory suffers stochastic resetting, that is, at each step, with a certain probability, they forget their previous trajectory and start free diffusion anew. Several out-of-equilibrium properties are addressed, such as the time-dependent position of the walker, the time-dependent degree distribution of the non-visited network and the first-passage time distribution, and its moments, to target nodes. We examine these metrics for different resetting parameters and network topologies, both synthetic and empirical, and find a good agreement with simulations in all cases. We also explore the role of resetting on network exploration and report a non-monotonic behavior of the cover time: frequent memory resets induce a global minimum in the cover time, significantly outperforming the well-known case of the pure random walk, while reset events that are too spaced apart become detrimental for the network discovery. Our results provide new insights into the profound interplay between topology and dynamics in complex networks, and shed light on the fundamental properties of SARWs in nontrivial environments.
自回避随机漫步(SARW)是一种状态变量避免返回到先前访问状态的随机过程。这种非马尔可夫特征使sarw成为网络科学中大量相关方面建模的强大工具,例如网络可导航性、鲁棒性和弹性。我们分析描述了在复杂网络上进化的自我回避随机行走者,其记忆遭受随机重置,即在每一步,以一定的概率,他们忘记了之前的轨迹并重新开始自由扩散。讨论了几种非平衡特性,如步行者的时间依赖位置、非访问网络的时间依赖度分布和第一次通过时间分布及其到目标节点的矩。我们针对不同的重置参数和网络拓扑(综合的和经验的)检查了这些指标,并在所有情况下发现了与模拟的良好一致。我们还探讨了重置在网络探索中的作用,并报告了覆盖时间的非单调行为:频繁的内存重置会导致覆盖时间的全局最小值,显著优于众所周知的纯随机漫步的情况,而重置事件间隔太长对网络发现有害。我们的研究结果为复杂网络中拓扑和动力学之间的深刻相互作用提供了新的见解,并揭示了非平凡环境中sarw的基本特性。
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引用次数: 0
Unraveling the dynamics of wealth inequality and the impact on social mobility and health disparities 揭示财富不平等的动态以及对社会流动性和健康差距的影响
Q1 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2023-10-04 DOI: 10.1088/2632-072x/ad0018
Caterina A M La Porta, Stefano Zapperi
Abstract Inequalities in wealth, income, access to food and healthcare have been rising worldwide in the past decades, approaching levels seen in the early 20th century. Here we study the relationships between wealth inequality and mobility for different segments of the population, comparing longitudinal surveys conducted in the USA and in Italy. The larger wealth inequality observed in the USA is reflected by poorer health conditions than in Italy. We also find that in both countries wealth mobility becomes slower at the two extremes of the wealth distribution. Households trapped in a state of persistent lack of wealth are generally experiencing greater food insecurity and poorer health than the general population. We interpret the observed association between inequality and immobility using a simple agent based model of wealth condensation driven by random returns and exchanges. The model describes well survey data on a qualitative level, but the mobility is generally overestimated by the model. We trace back this discrepancy to the way income is generated for low-wealth households which is not correctly accounted by the model. On the other hand, the model is excellent in describing the wealth dynamics within a restricted class of ultra-wealthy, as we demonstrate by analyzing billionaires lists. Our results suggest that different forms of inequality are intertwined and should therefore be addressed together.
在过去的几十年里,财富、收入、获得食物和医疗保健方面的不平等在全球范围内不断加剧,接近20世纪初的水平。在这里,我们研究了财富不平等和人口流动之间的关系,比较了在美国和意大利进行的纵向调查。在美国观察到的更大的财富不平等反映在比意大利更差的健康状况上。我们还发现,在这两个国家,财富流动在财富分配的两个极端都变慢了。与一般人口相比,陷入持续缺乏财富状态的家庭通常面临更大的粮食不安全状况和更差的健康状况。我们使用一个简单的基于代理的财富凝聚模型来解释观察到的不平等和不流动性之间的关联,该模型由随机回报和交换驱动。该模型在定性层面上描述了油井调查数据,但该模型通常高估了流动性。我们将这种差异追溯到低财富家庭的收入产生方式,而模型没有正确地考虑到这一点。另一方面,正如我们通过分析亿万富翁名单所证明的那样,该模型在描述有限的超级富豪阶层的财富动态方面表现出色。我们的研究结果表明,不同形式的不平等是交织在一起的,因此应该一起解决。
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引用次数: 0
Focus on Monitoring and Control of Complex Supply Systems 关注复杂供应系统的监测和控制
Q1 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2023-09-18 DOI: 10.1088/2632-072x/acfadd
Robin Delabays, Laurent Pagnier, Benjamin Schäfer, Melvyn Tyloo, Dirk Witthaut
Abstract The ongoing rapid transformation of our energy supply challenges the operation and stability of electric power grids and other supply networks. This focus issue comprises new ideas and concepts in the monitoring and control of complex networks to address these challenges.
我国能源供应的快速转型对电网和其他供应网络的运行和稳定性提出了挑战。这一重点问题包括在监测和控制复杂网络方面的新思想和新概念,以应对这些挑战。& & #xD;
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引用次数: 0
Group polarization, influence, and domination in online interaction networks: A case study of the 2022 Brazilian elections 在线互动网络中的群体极化、影响和支配:以2022年巴西选举为例
Q1 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2023-09-01 DOI: 10.1088/2632-072x/acf6a4
Ruben Interian, Francisco Aparecido Rodrigues
The erosion of social cohesion and polarization is one of the topmost societal risks. In this work, we investigated the evolution of polarization, influence, and domination in online interaction networks using a large Twitter dataset collected before and during the 2022 Brazilian elections. From a theoretical perspective, we develop a methodology called d-modularity that allows discovering the contribution of specific groups to network polarization using the well-known modularity measure. While the overall network modularity (somewhat unexpectedly) decreased, the proposed group-oriented approach reveals that the contribution of the right-leaning community to this modularity increased, remaining very high during the analyzed period. Our methodology is general enough to be used in any situation when the contribution of specific groups to overall network modularity and polarization is needed to investigate. Moreover, using the concept of partial domination, we are able to compare the reach of sets of influential profiles from different groups and their ability to accomplish coordinated communication inside their groups and across segments of the entire network. We show that in the whole network, the left-leaning high-influential information spreaders dominated, reaching a substantial fraction of users with fewer spreaders. However, when comparing domination inside the groups, the results are inverse. Right-leaning spreaders dominate their communities using few nodes, showing as the most capable of accomplishing coordinated communication. The results bring evidence of extreme isolation and the ease of accomplishing coordinated communication that characterized right-leaning communities during the 2022 Brazilian elections, which likely influenced the subsequent coup events in Brasilia.
社会凝聚力的侵蚀和两极分化是最大的社会风险之一。在这项工作中,我们使用在2022年巴西大选之前和期间收集的大型Twitter数据集调查了在线互动网络中两极分化、影响和支配的演变。从理论角度来看,我们开发了一种称为d -模块化的方法,该方法允许使用众所周知的模块化测量来发现特定群体对网络极化的贡献。虽然整体网络模块化(有些出乎意料)下降了,但提出的面向群体的方法表明,右倾社区对这种模块化的贡献增加了,在分析期间保持很高的水平。当需要调查特定群体对整个网络模块化和极化的贡献时,我们的方法足够通用,可以在任何情况下使用。此外,利用部分支配的概念,我们能够比较来自不同群体的有影响力的个人资料的范围,以及他们在群体内部和整个网络的各个部分完成协调沟通的能力。我们发现,在整个网络中,左倾的高影响力信息传播者占主导地位,以较少的传播者接触到相当一部分用户。然而,当比较群体内部的支配地位时,结果是相反的。右倾传播者以较少的节点主导着他们的社区,显示出他们最有能力完成协调传播。结果表明,在2022年巴西选举期间,右倾社区的特点是极端孤立和容易实现协调沟通,这可能影响了随后在巴西利亚发生的政变事件。
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引用次数: 1
Crossover phenomenon in adversarial attacks on voter model 选民模型对抗性攻击中的交叉现象
Q1 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2023-09-01 DOI: 10.1088/2632-072x/acf90b
Shogo Mizutaka
Abstract A recent study (Chiyomaru and Takemoto 2022 Phys. Rev. E 106 014301) considered adversarial attacks conducted to distort voter model dynamics in networks. This method intervenes in the interaction patterns of individuals and induces them to be in a target opinion state through a small perturbation ε . In this study, we investigate adversarial attacks on voter dynamics in random networks of finite size n . The exit probability P +1 to reach the target absorbing state and the mean time τ n to reach consensus are analyzed in the mean-field approximation. Given ε > 0, the exit probability P +1 converges asymptotically to unity as n increases. The mean time τ n to reach consensus scales as <?CDATA $(ln epsilon n)/epsilon$?> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" overflow="scroll"> <mml:mrow> <mml:mo stretchy="false">(</mml:mo> <mml:mi>ln</mml:mi> <mml:mi>ϵ</mml:mi> <mml:mi>n</mml:mi> <mml:mo stretchy="false">)</mml:mo> <mml:mo>/</mml:mo> <mml:mi>ϵ</mml:mi> </mml:mrow> </mml:math> for homogeneous networks with a large finite n . By contrast, it scales as <?CDATA $(ln (epsilonmu_1^2n/mu_2))/epsilon$?> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" overflow="scroll"> <mml:mo stretchy="false">(</mml:mo> <mml:mo form="prefix">ln</mml:mo> <mml:mo stretchy="false">(</mml:mo> <mml:mi>ϵ</mml:mi> <mml:msubsup> <mml:mi>μ</mml:mi> <mml:mn>1</mml:mn> <mml:mn>2</mml:mn> </mml:msubsup> <mml:mi>n</mml:mi> <mml:mrow> <mml:mo>/</mml:mo> </mml:mrow> <mml:msub> <mml:mi>μ</mml:mi> <mml:mn>2</mml:mn> </mml:msub> <mml:mo stretchy="false">)</mml:mo> <mml:mo stretchy="false">)</mml:mo> <mml:mrow> <mml:mo>/</mml:mo> </mml:mrow> <mml:mi>ϵ</mml:mi> </mml:math> for heterogeneous networks with a large finite n , where µ 1 and µ 2 represent the first and second moments of the degree distribution, respectively. Moreover, we observe the crossover phenomenon of τ n from a linear scale to a logarithmic scale and find <?CDATA $n_{mathrm{co}}sim epsilon^{-1/alpha}$?> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" overflow="scroll"> <mml:msub> <mml:mi>n</mml:mi> <mml:mrow> <mml:mrow> <mml:mi mathvariant="normal">c</mml:mi> <mml:mi mathvariant="normal">o</mml:mi> </mml:mrow> </mml:mrow> </mml:msub> <mml:mo>∼</mml:mo> <mml:msup> <mml:mi>ϵ</mml:mi> <mml:mrow> <mml:mo>−</mml:mo> <mml:mn>1</mml:mn> <mml:mrow> <mml:mo>/</mml:mo> </mml:mrow> <mml:mi>α</mml:mi> </mml:mrow> </mml:msup> </mml:math> above which the state of all nodes becomes the target state in logarithmic time. Here, α = 1 for homogeneous networks and <?CDATA $alpha = (gamma-1)/2$?> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" overflow="scroll"> <mml:mi>α</mml:mi> <mml:mo>=</mml:mo> <mml:mo stretchy="false">(</mml:mo> <mml:mi>γ</mml:mi> <mml:mo>−</mml:mo> <mml:mn>1</mml:mn> <mml:mo stretchy="false">)</mml:mo> <mml:mrow> <mml:mo>/</mml:mo> </mml:mrow> <mml:mn>2</mml:mn> </mml:math> for scale-free networks with a degree exponent <?CDATA $2ltgammalt3$?> <mml:math xmlns:mml="ht
最近的一项研究(Chiyomaru and Takemoto 2022)。Rev. E 106 014301)考虑了进行对抗性攻击以扭曲网络中的选民模型动态。该方法通过一个小的扰动ε,对个体的交互模式进行干预,使个体处于目标意见状态。在这项研究中,我们研究了有限大小n的随机网络中对选民动态的对抗性攻击。在平均场近似中分析了达到目标吸收态的出口概率P +1和达到一致的平均时间τ n。给定ε >0时,退出概率P +1随着n的增大渐近收敛于1。对于具有较大有限n的齐次网络,达到一致尺度的平均时间τ n为(ln λ n) / λ。相比之下,对于具有较大有限n的异构网络,它的尺度为(ln (λ μ 1 2n / μ 2)) / λ,其中µ1和µ2分别代表度分布的第一和第二矩。此外,我们观察到τ n从线性尺度到对数尺度的交叉现象,并发现n co ~ ε−1 / α以上所有节点的状态在对数时间内成为目标状态。其中,对于齐次网络,α = 1;对于度指数为2 <的无标度网络,α = (γ−1)/ 2;γ& lt;3所示。
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引用次数: 0
Learning capacity and function of stochastic reaction networks 随机反应网络的学习能力与功能
IF 2.7 Q1 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2023-08-21 DOI: 10.1088/2632-072X/acf264
A. Ramezanpour, A. Mashaghi
Biochemical reaction networks are expected to encode an efficient representation of the function of cells in a variable environment. It is thus important to see how these networks do learn and implement such representations. The first step in this direction is to characterize the function and learning capabilities of basic artificial reaction networks. In this study, we consider multilayer networks of reversible reactions that connect two layers of signal and response species through an intermediate layer of hidden species. We introduce a stochastic learning algorithm that updates the reaction rates based on the correlation values between reaction products and responses. Our findings indicate that the function of networks with random reaction rates, as well as their learning capacity for random signal-response activities, are critically determined by the number of reactants and reaction products. Moreover, the stored patterns exhibit different levels of robustness and qualities as the reaction rates deviate from their optimal values in a stochastic model of defect evolution. These findings can help suggest network modules that are better suited to specific functions, such as amplifiers or dampeners, or to the learning of biologically relevant signal-response activities.
生化反应网络有望编码在可变环境中细胞功能的有效表示。因此,重要的是要了解这些网络是如何学习和实现这种表示的。这个方向的第一步是表征基本人工反应网络的功能和学习能力。在这项研究中,我们考虑了可逆反应的多层网络,该网络通过隐藏物种的中间层连接两层信号和响应物种。我们引入了一种随机学习算法,该算法基于反应产物和反应之间的相关值来更新反应速率。我们的研究结果表明,具有随机反应速率的网络的功能,以及它们对随机信号响应活动的学习能力,主要由反应物和反应产物的数量决定。此外,在缺陷演化的随机模型中,当反应速率偏离其最优值时,存储的模式表现出不同水平的鲁棒性和质量。这些发现有助于提出更适合特定功能(如放大器或阻尼器)或学习生物相关信号反应活动的网络模块。
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引用次数: 0
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Journal of Physics Complexity
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