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Related papers: Cross-diffusion Modeling in Macroeconomics

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We develop a tractable macroeconomic model that captures dynamic behaviors across multiple timescales, including business cycles. The model is anchored in a dynamic capital demand framework reflecting an interactions-based process whereby…

General Economics · Economics 2022-09-08 Karl Naumann-Woleske , Michael Benzaquen , Maxim Gusev , Dimitri Kroujiline

We introduce a fiber bundle model where the interaction among fibers is modeled by an adjustable stress-transfer function which can interpolate between the two limiting cases of load redistribution, the global and the local load sharing…

Statistical Mechanics · Physics 2009-11-07 Raul Cruz Hidalgo , Yamir Moreno , Ferenc Kun , Hans J. Herrmann

One-dimensional non-equilibrium models of particles subjected to a coagulation-diffusion process are important in understanding non-equilibrium dynamics, and fluctuation-dissipation relation. We consider in this paper transport properties…

Statistical Mechanics · Physics 2015-06-18 Jean-Yves Fortin

Economy is demanding new models, able to understand and predict the evolution of markets. To this respect, Econophysics is offering models of markets as complex systems, such as the gas-like model, able to predict money distributions…

Chaotic Dynamics · Physics 2010-08-05 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz

We study self-organized models for information transmission and herd behavior in financial markets. Existing models are generalized to take into account the effect of size-dependent fragmentation and coagulation probabilities of groups of…

Disordered Systems and Neural Networks · Physics 2009-11-07 Dafang Zheng , G. J. Rodgers , P. M. Hui , R. D'Hulst

We present a simple model of a stock market where a random communication structure between agents gives rise to a heavy tails in the distribution of stock price variations in the form of an exponentially truncated power-law, similar to…

Statistical Mechanics · Physics 2014-01-14 Rama Cont , Jean-Philippe Bouchaud

The spread of behavior in a society has two major features: the synergy of multiple spreaders and the dominance of hubs. While strong synergy is known to induce mixed-order transitions (MOTs) at percolation, the effects of hubs on the…

Physics and Society · Physics 2019-03-06 Yongjoo Baek , Kihong Chung , Meesoon Ha , Hawoong Jeong , Daniel Kim

In a previous paper(2021), the author studied the asymptotic behavior of coexistence steady-states to the Shigesada-Kawasaki-Teramoto model as both cross-diffusion coefficients tend to infinity at the same rate. As a result, he proved that…

Analysis of PDEs · Mathematics 2021-06-07 Kousuke Kuto

Kinetic exchange models have been successful in explaining the shape of the income/wealth distribution in the economies. However, such models usually make some ad-hoc assumptions when it comes to determining the savings factor. Here, we…

Trading and Market Microstructure · Quantitative Finance 2010-06-28 Anindya S. Chakrabarti

The transient behavior of an ecosystem with N random interacting species in the presence of a multiplicative noise is analyzed. The multiplicative noise mimics the interaction with the environment. We investigate different asymptotic…

Statistical Mechanics · Physics 2009-11-10 B. Spagnolo , D. Valenti , A. Fiasconaro

We develop a mathematical model to describe the persistence of rule-breaking behaviors in societies, such as traffic violations, disregard for legal restrictions and other forms of noncompliance. Using a replicator-type dynamics with…

Physics and Society · Physics 2026-05-27 Nuno Crokidakis

Reaction-diffusion systems may lead to the formation of steady state heterogeneous spatial patterns, known as Turing patterns. Their mathematical formulation is important for the study of pattern formation in general and play central roles…

Pattern Formation and Solitons · Physics 2015-06-05 Lucas D. Fernandes , Marcus A. M. Aguiar

The influence of migration on the stochastic dynamics of subdivided populations is still an open issue in various evolutionary models. We develop here a self-consistent mean-field-like method in order to determine the effects of migration…

Statistical Mechanics · Physics 2014-04-10 Pierangelo Lombardo , Andrea Gambassi , Luca Dall'Asta

We develop inference for a two-sided matching model where the characteristics of agents on one side of the market are endogenous due to pre-matching investments. The model can be used to measure the impact of frictions in labour markets…

Econometrics · Economics 2019-08-28 Jacob Schwartz

This paper is concerned with a family of Reaction-Diffusion systems that we introduced in [15], and that generalizes the SIR type models from epidemiology. Such systems are now also used to describe collective behaviors.In this paper, we…

Analysis of PDEs · Mathematics 2021-02-16 Henri Berestycki , Samuel Nordmann , Luca Rossi

We study a spatial (two-dimensional) Rosenzweig-MacArthur model under the following assumptions: $(1)$ prey movement follows a nonlinear diffusion, $(2)$ preys have a refuge zone (sometimes called "protection zone") where predators cannot…

Analysis of PDEs · Mathematics 2020-10-21 Leoncio Rodriguez Quinones , Jia Zhao , Luis Gordillo

This paper introduces an approach to gas-like models, from the concept of entropy, using the money stock data of two economic agents, in this case of two countries, which carry out market actions (trading) in two theoretical scenarios: in…

Physics and Society · Physics 2024-06-25 Henry D. Vera Ramirez

We present a general, physically motivated non-linear and non-local advection equation in which the diffusion of interacting random walkers competes with a local drift arising from a kind of peer pressure. We show, using a mapping to an…

Statistical Mechanics · Physics 2009-11-07 Fabio Cecconi , Matteo Marsili , Jayanth R. Banavar , Amos Maritan

We introduce a simple model of economy, where the time evolution is described by an equation capturing both exchange between individuals and random speculative trading, in such a way that the fundamental symmetry of the economy under an…

Condensed Matter · Physics 2007-05-23 Jean-Philippe Bouchaud , Marc Mezard

This paper investigates a predator-prey reaction-diffusion model incorporating predator-taxis and a prey refuge mechanism, subject to homogeneous Neumann boundary conditions. Our primary focus is the analysis of codimension-two…

Dynamical Systems · Mathematics 2025-12-25 Yehu Lv
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