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A novel mathematical framework is proposed to describe the ecological and evolutionary consequences of consumer--resource interactions. Both the consumer and resource are assumed to consist of several (sub)species, which interact between…

Populations and Evolution · Quantitative Biology 2025-11-11 Alexander S. Bratus , Sergei V. Drozhzhin , Artem S. Novozhilov

We propose a simple quantitative model of Schumpeterian economic dynamics. New goods and services are endogenously produced through combinations of existing goods. As soon as new goods enter the market they may compete against already…

Physics and Society · Physics 2015-05-14 Stefan Thurner , Peter Klimek , Rudolf Hanel

Understanding the evolution of dispersal is an important issue in evolutionary ecology. For continuous time models in which individuals disperse throughout their lifetime, it has been shown that a balanced dispersal strategy, which results…

Populations and Evolution · Quantitative Biology 2019-02-12 Robert Stephen Cantrell , Chris Cosner , Yuan Lou , Sebastian J. Schreiber

We analyze export data aggregated at world global level of 219 classes of products over a period of 39 years. Our main goal is to set up a dynamical model to identify and quantify plausible mechanisms by which the evolutions of the various…

Economics · Quantitative Finance 2016-09-20 Michele Caraglio , Fulvio Baldovin , Attilio L. Stella

We present a novel microscopic stock market model consisting of a large number of random agents modeling traders in a market. Each agent is characterized by a set of parameters that serve to make iterated predictions of two successive…

Adaptation and Self-Organizing Systems · Physics 2009-11-07 R. Rothenstein , K. Pawelzik

We study the Proportional Response dynamic in exchange economies, where each player starts with some amount of money and a good. Every day, the players bring one unit of their good and submit bids on goods they like, each good gets…

Computer Science and Game Theory · Computer Science 2023-09-13 Simina Brânzei , Nikhil R. Devanur , Yuval Rabani

The difference diffusion model with two equilibrium states is given by a stochastic equation with two components: the predicted one, which is determined by the regression function of increments with two equilibriums, and the stochastic one,…

Probability · Mathematics 2020-08-11 D. Koroliouk , V. S. Koroliuk

Stochastic models of diffusion with excluded-volume effects are used to model many biological and physical systems at a discrete level. The average properties of the population may be described by a continuum model based on partial…

Chemical Physics · Physics 2012-12-20 Maria Bruna , S. Jonathan Chapman

We consider a macroscopic model for the growth of living tissues incorporating pressure-driven dispersal and pressure-modulated proliferation. Assuming a power-law relation between the mechanical pressure and the cell density, the model can…

Analysis of PDEs · Mathematics 2024-03-29 Tomasz Dębiec , Piotr Gwiazda , Błażej Miasojedow , Zuzanna Szymańska

McNamara and Dall (2011) identified novel relationships between the abundance of a species in different environments, the temporal properties of environmental change, and selection for or against dispersal. Here, the mathematics underlying…

Populations and Evolution · Quantitative Biology 2013-02-04 Lee Altenberg

Anomalous diffusions arise as scaling limits of continuous-time random walks (CTRWs) whose innovation times are distributed according to a power law. The impact of a non-exponential waiting time does not vanish with time and leads to…

Pricing of Securities · Quantitative Finance 2020-04-13 Antoine Jacquier , Lorenzo Torricelli

How do cost shocks pass through to prices in markets with price dispersion? We decompose the problem into two layers. In the competition layer, consumers' consideration sets determine equilibrium distributions of normalized margins. In the…

Theoretical Economics · Economics 2026-04-23 Brian C. Albrecht , Mark Whitmeyer

A microscopic approach to macroeconomic features is intended. A model for macroeconomic behavior under heterogeneous spatial economic conditions is reviewed. A birth-death lattice gas model taking into account the influence of an economic…

Statistical Mechanics · Physics 2009-11-10 Marcel Ausloos , Paulette Clippe , Janusz Miśkiewicz , Andrzej Pekalski

In this paper we investigate a dynamic pricing model for constant demand elasticity where customers have a probability distribution on the number of items they order. This is a generalization from standard models which restrict customers to…

Optimization and Control · Mathematics 2018-03-01 Nyles Breecher , Richard Stockbridge

The emergence and wide-spread use of online social networks has led to a dramatic increase on the availability of social activity data. Importantly, this data can be exploited to investigate, at a microscopic level, some of the problems…

Social and Information Networks · Computer Science 2015-06-12 Isabel Valera , Manuel Gomez-Rodriguez

We propose a continuous-time stock-flow consistent model for inventory dynamics in an economy with firms, banks, and households. On the supply side, firms decide on production based on adaptive expectations for sales demand and a desired…

General Finance · Quantitative Finance 2016-10-05 Matheus Grasselli , Adrien Nguyen-Huu

Local diffusion coefficients in disordered systems such as spin glass systems and living cells are highly heterogeneous and may change over time. Such a time-dependent and spatially heterogeneous environment results in irreproducibility of…

Statistical Mechanics · Physics 2016-12-21 Takuma Akimoto , Eiji Yamamoto

The question of whether biological populations survive or are eventually driven to extinction has long been examined using mathematical models. In this work we study population survival or extinction using a stochastic, discrete…

Populations and Evolution · Quantitative Biology 2021-09-15 Yifei Li , Stuart T. Johnston , Pascal R. Buenzli , Peter van Heijster , Matthew J. Simpson

Economic models with input-output networks assume that firm or sector (unit) growth is driven by a weighted sum of trade partners' growth and an independently-drawn idiosyncratic shock. I show that the idiosyncratic risk assumption in a…

General Economics · Economics 2022-08-03 Victor Sellemi

A micro-level agent-based model of innovation diffusion was developed that explicitly combines (a) an individual's perception of the advantages or relative utility derived from adoption, and (b) social influence from members of the…

Social and Information Networks · Computer Science 2015-06-12 Carlos E. Laciana , Santiago L. Rovere , Guillermo P. Podestá