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Related papers: Bubble burst as jamming phase transition

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Analytical investigations are made on BML two-dimensional traffic flow model with alternative movement and exclude-volume effect. Several exact results are obtained, including the upper critical density above which there are only jamming…

Statistical Mechanics · Physics 2007-05-23 Y. Shi

Small bubbles rising in a chain can self-organize into regular patterns upon reaching a liquid's free surface. This phenomenon is investigated through direct numerical simulations. By varying the bubble release period, distinct branching…

Fluid Dynamics · Physics 2026-02-09 Dabao Li , Lang Qin , Zhigang Zuo , Guangzhao Zhou

By investigating nonfungible tokens (NFTs), we provide the first systematic study of retail investor behavior through asset bubbles. Given that NFTs are recorded in public blockchains, we are able to track investor behavior over time,…

Pricing of Securities · Quantitative Finance 2023-03-13 Andrea Barbon , Angelo Ranaldo

The recently suggested correspondence between domain dynamics of traffic models and the asymmetric chipping model is reviewed. It is observed that in many cases traffic domains perform the two characteristic dynamical processes of the…

Statistical Mechanics · Physics 2009-11-10 E. Levine , G. Ziv , L. Gray , D. Mukamel

We study the information dynamics between the largest Bitcoin exchange markets during the bubble in 2017-2018. By analysing high-frequency market-microstructure observables with different information theoretic measures for dynamical…

Statistical Finance · Quantitative Finance 2022-05-04 Vaiva Vasiliauskaite , Fabrizio Lillo , Nino Antulov-Fantulin

It is understood that congestion in traffic can be interpreted in terms of the instability of the equation of dynamic motion. The evolution of a traffic system from an unstable or metastable state to a globally stable state bears a strong…

Physics and Society · Physics 2016-12-06 Wei-Liang Qian , Bin Wang , Kai Lin , Romuel F. Machado , Yogiro Hama

A novel theoretical model for bubble dynamics is established that simultaneously accounts for the liquid compressibility, phase transition, oscillation, migration, ambient flow field, etc. The bubble dynamics equations are presented in a…

Fluid Dynamics · Physics 2024-11-05 A-Man Zhang , Shi-Min Li , Run-Ze Xu , Shao-Cong Pei , Shuai Li , Yun-Long Liu

This article deals with the issues of global-in-time existence and asymptotic analysis of a fluid-particle interaction model in the so-called bubbling regime. The mixture occupies the physical space $\Omega \subset \mathbb{R}^3$ which may…

Analysis of PDEs · Mathematics 2010-06-16 Jose A. Carrillo , Trygve Karper , Konstantina Trivisa

The cosmological remnants of a first-order phase transition generally depend on the perturbations that the walls of expanding bubbles originate in the plasma. Several of the formation mechanisms occur when bubbles collide and lose their…

Cosmology and Nongalactic Astrophysics · Physics 2011-10-17 Leonardo Leitao , Ariel Megevand

We consider a market where many agents trade many different types of products with each other. We model development of collective modes in this market, and quantify these by fluctuations that scale with time with a Hurst exponent of about…

Condensed Matter · Physics 2009-10-31 Raul Donangelo , Alex Hansen , Kim Sneppen , Sergio R. Souza

We numerically investigate jamming transitions in complex heterogeneous networks. Inspired by Internet routing protocols, we study a general model that incorporates local traffic information through a tunable parameter. The results show…

Statistical Mechanics · Physics 2007-05-23 Pablo Echenique , Jesus Gomez-Gardenes , Yamir Moreno

The bubble is a controversial and important issue. Many methods which based on the rational expectation have been proposed to detect the bubble. However, for some developing countries, epically China, the asset markets are so young that for…

Statistical Finance · Quantitative Finance 2016-10-25 Shu-Peng Chen , Ling-Yun He

Here we study a driven lattice gas model for microtubule depolymerizing molecular motors, where traffic jams of motors induce stochastic switching between microtubule growth and shrinkage. We term this phenomenon \enquote{traffic dynamic…

Statistical Mechanics · Physics 2015-05-07 Louis Reese , Anna Melbinger , Erwin Frey

Physical concepts developed to describe instabilities in traffic flows can be generalized in a way that allows one to understand the well-known instability of supply chains (the so-called ``bullwhip effect''). That is, small variations in…

Statistical Mechanics · Physics 2007-05-23 Dirk Helbing

Large variations in stock prices happen with sufficient frequency to raise doubts about existing models, which all fail to account for non-Gaussian statistics. We construct simple models of a stock market, and argue that the large…

Condensed Matter · Physics 2015-06-25 P. Bak , M. Paczuski , M. Shubik

We numerically examine the dynamics of a probe particle driven at a constant force through an assembly of particles with competing long-range repulsion and short-range attraction that forms a bubble or stripe state. In the bubble regime, we…

Soft Condensed Matter · Physics 2025-05-27 C. Reichhardt , C. J. O. Reichhardt

We present a new approach to studies of bubble dynamics in fluids. Relying on particle-based simulations, this method is general and suitable for cases where the commonly used perfect fluid description fails. We study expanding true vacuum…

Cosmology and Nongalactic Astrophysics · Physics 2022-11-14 Marek Lewicki , Ville Vaskonen , Hardi Veermäe

Cavitation is a ubiquitous phenomenon in nature and bubble dynamics in open spaces have been widely studied, but the effects of the wall on the dynamics of cavitation bubbles in confined spaces are still unclear. Here, the dynamics of…

Fluid Dynamics · Physics 2024-12-17 Jinzhao Liu , Tianyou Wang , Zhizhao Che

We adapt a previous model and analysis method (the {\it master stability function}), extensively used for studying the stability of the synchronous state of networks of identical chaotic oscillators, to the case of oscillators that are…

Chaotic Dynamics · Physics 2009-11-10 Juan G. Restrepo , Edward Ott , Brian R. Hunt

In the Cont-Bouchaud model [cond-mat/9712318] of stock markets, percolation clusters act as buying or selling investors and their statistics controls that of the price variations. Rather than fixing the concentration controlling each…

Statistical Mechanics · Physics 2009-10-31 Dietrich Stauffer , D. Sornette