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In this paper, we consider a simple kinetic model of economy involving both exchanges between agents and speculative trading. We show that the kinetic model admits non trivial quasi-stationary states with power law tails of Pareto type. In…

偏微分方程分析 · 数学 2009-11-10 Stephane Cordier , Lorenzo Pareschi , Giuseppe Toscani

We introduce and discuss spatially homogeneous Maxwell-type models of the nonlinear Boltzmann equation undergoing binary collisions with a random component. The random contribution to collisions is such that the usual collisional invariants…

偏微分方程分析 · 数学 2008-01-18 José Antonio Carrillo , Stéphane Cordier , Giuseppe Toscani

Maxwell models for nonlinear kinetic equations have many applications in physics, dynamics of granular gases, economy, etc. In the present manuscript we consider such models from a very general point of view, including those with arbitrary…

数学物理 · 物理学 2007-05-23 A. V. Bobylev , C. Cercignani , I. M. Gamba

We consider generalizations of kinetic granular gas models given by Boltzmann equations of Maxwell type. These type of models for non-linear elastic or inelastic interactions, have many applications in physics, dynamics of granular gases,…

数学物理 · 物理学 2009-01-27 A. V. Bobylev , C. Cercignani , I. M. Gamba

In this paper we introduce kinetic equations for the evolution of the probability distribution of two goods among a huge population of agents. The leading idea is to describe the trading of these goods by means of some fundamental rules in…

综合金融 · 定量金融 2015-06-11 G. Toscani , C. Brugna , S. Demichelis

We consider the Boltzmann equations for mixtures ofMaxwell gases. It is shown that in certain limiting case the equations admit self-similar solutions that can be constructed in explicit form. More precisely, the solutions have simple…

统计力学 · 物理学 2009-11-11 A. V. Bobylev , I. M. Gamba

This paper deals with solutions of the nonlinear Boltzmann equation for spatially uniform freely cooling inelastic Maxwell models for large times and for large velocities, and the nonuniform convergence to these limits. We demonstrate how…

统计力学 · 物理学 2015-06-24 M. H. Ernst , R. Brito

We briefly review results on nonlinear kinetic equation of Boltzmann type which describe the evolution of wealth in a simple agents market. The mathematical structure of the underlying kinetic equations allows to use well-known techniques…

统计力学 · 物理学 2010-05-28 Giuseppe Toscani

Various multi-agent models of wealth distributions defined by microscopic laws regulating the trades, with or without a saving criterion, are reviewed. We discuss and clarify the equilibrium properties of the model with constant global…

物理与社会 · 物理学 2013-03-19 Marco Patriarca , Anirban Chakraborti , Kimmo Kaski , Guido Germano

We analyze the asymptotic behavior of linear Fokker-Planck equations with time-dependent coefficients. Relaxation towards a Maxwellian distribution with time-dependent temperature is shown under explicitly computable conditions. We apply…

软凝聚态物质 · 物理学 2007-05-23 Bertrand Lods , Giuseppe Toscani

Analytic solutions $F(v,t)$ of the nonlinear Boltzmann equation in $d$-dimensions are studied for a new class of dissipative models, called inelastic repulsive scatterers, interacting through pseudo-power law repulsions, characterized by a…

统计力学 · 物理学 2015-06-24 M. H. Ernst , R. Brito

We study the formation of high energy tails in a one-dimensional kinetic model for granular gases, the so-called Inelastic Maxwell Model. We introduce a time- discretized version of the stochastic process, and show that continuous time…

统计力学 · 物理学 2007-06-13 R. Lambiotte , L. Brenig , J. M. Salazar

An important class of economic models involve agents whose wealth changes due to transactions with other agents. Several authors have pointed out an analogy with kinetic theory, which describes molecules whose momentum and energy changes…

物理与社会 · 物理学 2014-07-22 Bruce M. Boghosian

We propose and investigate general kinetic models %of Boltzmann type with transition probabilities that can describe the simultaneous change of multiple microscopic states of the interacting agents. These models can be applied to many…

数学物理 · 物理学 2023-02-23 Marzia Bisi , Nadia Loy

Exact analytic calculations in spin-1/2 XY chains, show the presence of long-time tails in the asymptotic dynamics of spatially inhomogeneous excitations. The decay of inhomogeneities, for $t\to \infty $, is given in the form of a power law…

统计力学 · 物理学 2009-11-07 G. O. Berim , S. Berim , G. G. Cabrera

We investigate the asymptotic behaviour of solutions of a class of nonlocal Fokker--Planck equations defined by nonsingular, heavy-tailed convolution kernels and characterised by a scaling parameter $\e\in(0,1]$ and a fractional index…

偏微分方程分析 · 数学 2026-02-03 Niccolò Tassi

We propose a kinetic model to describe the dynamical evolution of wealth and knowledge in national and global markets, starting from a microscopic description of individual interactions. The model is built upon interaction rules that…

物理与社会 · 物理学 2026-02-24 Marzia Bisi , Martina Conte , Maria Groppi

Using a model based on generalised Lotka Volterra dynamics together with some recent results for the solution of generalised Langevin equations, we show that the equilibrium solution for the probability distribution of wealth has two…

统计力学 · 物理学 2008-12-10 Peter Richmond , Sorin Solomon

We study the large-time asymptotic of renewal-reward processes with a heavy-tailed waiting time distribution. It is known that the heavy tail of the distribution produces an extremely slow dynamics, resulting in a singular large deviation…

数学物理 · 物理学 2022-01-05 Hiroshi Horii , Raphael Lefevere , Takahiro Nemoto

In this paper we consider a Boltzmann-type kinetic description of Follow-the-Leader traffic dynamics and we study the resulting asymptotic distributions, namely the counterpart of the Maxwellian distribution of the classical kinetic theory.…

物理与社会 · 物理学 2021-07-19 Andrea Tosin , Mattia Zanella
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