Related papers: Mean field approximation for biased diffusion on J…
In this work, we consider rather general and broad class of Markov chains, Ito chains, that look like Euler-Maryama discretization of some Stochastic Differential Equation. The chain we study is a unified framework for theoretical analysis.…
This paper deals with the derivation of the mean-field limit for multi-agent systems on a large class of sparse graphs. More specifically, the case of non-exchangeable multi-agent systems consisting of non-identical agents is addressed. The…
We analyze the distribution of income and income tax of individuals in Japan for the fiscal year 1998. From the rank-size plots we find that the accumulated probability distribution of both data obey a power law with a Pareto exponent very…
Interacting particle systems are known for their ability to generate large-scale self-organized structures from simple local interaction rules between each agent and its neighbors. In addition to studying their emergent behavior, a main…
We consider diffusion processes on power-law small-world networks in different dimensions. In one dimension, we find a rich phase diagram, with different transient and recurrent phases, including a critical line with continuously varying…
We have performed a detailed investigation on the world investment networks constructed from the Coordinated Portfolio Investment Survey (CPIS) data of the International Monetary Fund, ranging from 2001 to 2006. The distributions of degrees…
We study the phase transition of dynamical herd behaviors for the yen-dollar exchange rate in the Japanese financial market. It is obtained that the probability distribution of returns satisfies the power-law behavior with three different…
Publicly traded companies are fundamental units of contemporary economies and markets and are important mechanisms through which humans interact with their environments. Understanding the general properties that underlie the processes of…
This paper provides the first empirical network analysis of the Argentine interbank money market. Its main topological features are examined applying graph theory, focusing on the unsecured overnight loans settled from 2003 to 2017. The…
Population cross-diffusion systems of Shigesada-Kawasaki-Teramoto type are derived in a mean-field-type limit from stochastic, moderately interacting many-particle systems for multiple population species in the whole space. The diffusion…
We introduce in this paper new and very effective numerical methods based on neural networks for the approximation of the mean curvature flow of either oriented or non-orientable surfaces. To learn the correct interface evolution law, our…
We show that an economic system populated by multiple agents generates an equilibrium distribution in the form of multiple scaling laws of conditional PDFs, which are sufficient for characterizing the probability distribution. The existence…
We propose a hybrid message passing method for distributed cooperative localization and tracking of mobile agents. Belief propagation and mean field message passing are employed for, respectively, the motion-related and measurement-related…
We consider a class of macroscopic models for the spatio-temporal evolution of urban crime, as originally going back to Short et al. (Math. Mod. Meth. Appl. Sci. 18, 2008). The focus here is on the question how far a certain nonlinear…
We present results of numerical analysis of several simple models for the microstructure of a double auction market without intermediaries which were introduced in cond-mat/9808240. We perform computer simulations of the minimal model in…
We extend the statistical field-theoretical framework of rough surface contact mechanics to characterize the interfacial gap between an elastic half-space and a randomly rough surface incorporating exponential repulsion. Building upon a…
We have conducted an agent-based simulation of chain bankruptcy. The propagation of credit risk on a network, i.e., chain bankruptcy, is the key to nderstanding largesized bankruptcies. In our model, decrease of revenue by the loss of…
Metcalfe's Law captures the relationship between the value of a network and its scale, asserting that a network's value is directly proportional to the square of its size. Over the past four decades, various researchers have proposed…
We use scaling results to identify the crossover to mean-field behavior of equilibrium statistical mechanics models on a variant of the small world network. The results are generalizable to a wide-range of equilibrium systems. Anomalous…
In order to study the phenomenon in detail that income distribution follows Pareto law, we analyze the database of high income companies in Japan. We find a quantitative relation between the average capital of the companies and the Pareto…