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Trade executions for major stocks come in bursts of activity, which can be partly attributed to the presence of self- and mutual excitations endogenous to the system. In this paper, we study transaction reports for five FTSE 100 stocks. We…

Computational Engineering, Finance, and Science · Computer Science 2022-07-29 Isobel Seabrook , Paolo Barucca , Fabio Caccioli

Bus bunching is a curse of transportation systems such as buses in a loop. Here we present an analytical method to find the number of revolutions before two buses bunch in an idealised system, as a function of the initial distance and the…

Statistical Mechanics · Physics 2021-04-30 Luca Vismara , Vee-Liem Saw , Lock Yue Chew

Spreading phenomena essentially underlie the dynamics of various natural and technological networked systems, yet how spatiotemporal propagation patterns emerge from such networks remains largely unknown. Here we propose a novel approach…

Physics and Society · Physics 2024-03-12 Xiaozhu Zhang , Dirk Witthaut , Marc Timme

We analyze access statistics of several popular webpages for a period of several years. The graphs of daily downloads are highly non-homogeneous with long periods of low activity interrupted by bursts of heavy traffic. These bursts are due…

Physics and Society · Physics 2009-11-13 M. V. Simkin , V. P. Roychowdhury

Self-exciting point processes describe the manner in which every event facilitates the occurrence of succeeding events. By increasing excitability, the event occurrences start to exhibit bursts even in the absence of external stimuli. We…

Data Analysis, Statistics and Probability · Physics 2014-05-01 Tomokatsu Onaga , Shigeru Shinomoto

Consider networks on $n$ vertices at average density 1 per unit area. We seek a network that minimizes total length subject to some constraint on journey times, averaged over source-destination pairs. Suppose journey times depend on both…

Statistical Mechanics · Physics 2007-05-23 David Aldous

In multi-class communication networks, traffic surges due to one class of users can significantly degrade the performance for other classes. During these transient periods, it is thus of crucial importance to implement priority mechanisms…

Performance · Computer Science 2011-12-12 Mathieu Feuillet , Matthieu Jonckheere , Balakrishna J. Prabhu

Temporal correlations in the time series observed in various systems have been characterized by the autocorrelation function. Such correlations can be explained by heavy-tailed interevent time distributions as well as by correlations…

Computational Physics · Physics 2025-06-17 Min-ho Yu , Hang-Hyun Jo

A trophallaxis inspired model for distributed transport between randomly interacting agents Trophallaxis, the regurgitation and mouth to mouth transfer of liquid food between members of eusocial insect societies, is an important process…

Biological Physics · Physics 2017-08-16 Johannes Gräwer , Henrik Ronellenfitsch , Marco G. Mazza , Eleni Katifori

When complex systems are driven to extinction by some external factor, their non-stationary dynamics can present an intermittent behaviour between relative tranquility and burst of activity whose consequences are often catastrophic. To…

Physics and Society · Physics 2018-03-21 Juan V Escobar , Isaac Pérez Castillo

The interaction of all mobile species with their environment hinges on their movement patterns: the places they visit and how frequently they go there. In human society, where the prevalent form of cohabitation is in cities, the highly…

Physics and Society · Physics 2020-02-17 Markus Schläpfer , Michael Szell , Hadrien Salat , Carlo Ratti , Geoffrey B. West

Turbulent winds and gusts fluctuate on a wide range of timescales from milliseconds to minutes and longer, a range that overlaps the timescales of avian flight behavior, yet the importance of turbulence to avian behavior is unclear. By…

Quantitative Methods · Quantitative Biology 2021-07-07 Kasey M. Laurent , Bob Fogg , Tobias Ginsburg , Casey Halverson , Michael Lanzone , Tricia A. Miller , David W. Winkler , Gregory P. Bewley

The importance of understanding human mobility patterns has led many studies to examine their spatial-temporal scaling laws. These studies mainly reveal that human travel can be highly non-homogeneous with power-law scaling distributions of…

Physics and Society · Physics 2021-10-14 Xiaoyan Feng , Huijun Sun , Bnaya Gross , Jianjun Wu , Daqing Li , Xin Yang , Dong Zhou , Ziyou Gao , Shlomo Havlin

Robustness is as important as efficiency in air transportation. All components in the air traffic system are connected to form an interactive network. So, a disturbance that occurs in one component, for example, a severe delay at an…

Other Computer Science · Computer Science 2021-11-19 Sang Hyun Kim , Eric Feron

We study the factorised steady state of a general class of mass transport models in which mass, a conserved quantity, is transferred stochastically between sites. Condensation in such models is exhibited when above a critical mass density…

Statistical Mechanics · Physics 2008-09-25 Martin R. Evans , Satya N. Majumdar

We propose a procedure to generate dynamical networks with bursty, possibly repetitive and correlated temporal behaviors. Regarding any weighted directed graph as being composed of the accumulation of paths between its nodes, our…

Physics and Society · Physics 2013-04-10 Alain Barrat , Bastien Fernandez , Kevin K Lin , Lai-Sang Young

Cities are typical dynamic complex systems that connect people and facilitate interactions. Revealing universal collective patterns behind spatio-temporal interactions between residents is crucial for various urban studies, of which we are…

Physics and Society · Physics 2024-06-11 Chenxin Liu , Yu Yang , Bingsheng Chen , Tianyu Cui , Fan Shang , Jingfang Fan , Ruiqi Li

We study anomalous transport arising in disordered one-dimensional spin chains, specifically focusing on the subdiffusive transport typically found in a phase preceding the many-body localization transition. Different types of transport can…

Disordered Systems and Neural Networks · Physics 2020-03-09 Maximilian Schulz , Scott R. Taylor , Antonello Scardicchio , Marko Žnidarič

We study the relaxation response of a social system after endogenous and exogenous bursts of activity using the time-series of daily views for nearly 5 million videos on YouTube. We find that most activity can be described accurately as a…

Physics and Society · Physics 2009-11-13 R. Crane , D. Sornette

The dynamics of technological, economic and social phenomena is controlled by how humans organize their daily tasks in response to both endogenous and exogenous stimulations. Queueing theory is believed to provide a generic answer to…

Physics and Society · Physics 2013-05-29 Thomas Maillart , Didier Sornette , Stefan Frei , Thomas Duebendorfer , Alexander Saichev
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