Dynamics of a stochastic rumor propagation model incorporating media coverage and driven by Lévy noise

With the development of information technology, rumors propagate faster and more widely than in the past. In this paper, a stochastic rumor propagation model incorporating media coverage and driven by Lévy noise is proposed. The global positivity of the solution process is proved, and further the basic reproductive number R₀ is obtained. When R₀ < 1, the dynamical process of system with Lévy jump tends to the rumor-free equilibrium point of the deterministic system, and the rumor tends to extinction; when R₀ > 1, the rumor will keep spreading and the system will oscillate randomly near the rumor equilibrium point of the deterministic system. The results show that the oscillation amplitude is related to the disturbance of the system. In addition, increasing media coverage can effectively reduce the final spread of rumors. Finally, the above results are verified by numerical simulation.     

Ergodic stationary distribution of a stochastic rumor propagation model with general incidence function

In daily lives, when emergencies occur, rumors will spread widely on the internet. However, it is quite difficult for the netizens to distinguish the truth of the information. The main reasons are the uncertainty of netizens' behavior and attitude, which make the transmission rates of these information among social network groups be not fixed. In this paper, we propose a stochastic rumor propagation model with general incidence function. The model can be described by a stochastic differential equation. Applying the Khasminskii method via a suitable construction of Lyapunov function, we first prove the existence of a unique solution for the stochastic model with probability one. Then we show the existence of a unique ergodic stationary distribution of the rumor model, which exhibits the ergodicity. We also provide some numerical simulations to support our theoretical results. The numerical results give us some possible methods to control rumor propagation. Firstly, increasing noise intensity can effectively reduce rumor propagation when $\widehat{\mathcal{R}}$₀>1. That is, after rumors spread widely on social network platforms, government intervention and authoritative media coverage will interfere with netizens' opinions, thus reducing the degree of rumor propagation. Secondly, speed up the rumor refutation, intensify efforts to refute rumors, and improve the scientific quality of netizen (i.e., increase the value of β and decrease the value of α and γ), which can effectively curb the rumor propagation.     

Near-optimal control of a stochastic rumor spreading model with Holling II functional response function and imprecise parameters

In recent years, rumor spreading has caused widespread public panic and affected the whole social harmony and stability. Consequently, how to control the rumor spreading effectively and reduce its negative influence urgently needs people to pay much attention. In this paper, we mainly study the near-optimal control of a stochastic rumor spreading model with Holling II functional response function and imprecise parameters. Firstly, the science knowledge propagation and the refutation mechanism as the control strategies are introduced into a stochastic rumor spreading model. Then, some sufficient and necessary conditions for the near-optimal control of the stochastic rumor spreading model are discussed respectively. Finally, through some numerical simulations, the validity and availability of theoretical analysis is verified. Meanwhile, it shows the significance and effectiveness of the proposed control strategies on controlling rumor spreading, and demonstrates the influence of stochastic disturbance and imprecise parameters on the process of rumor spreading.     

复杂网络上的意见动力学对谣言传播的影响

通过在SIR(susceptible-infected-recovered)模型中引入抑制者对谣言的辟谣机制研究了在线社交网络上的意见动力学对谣言传播的影响.在这一模型中,节点可以与自身的邻居组成1个群,传播者可以通过该群传播信息,抑制者也可以在此群中对信息发表意见进行辟谣.辟谣机制在降低未知者对于谣言的接受概率的同时也可以促使传播者向抑制者转变.本文采用ER(Erd?s-Rényi)随机网络、无标度网络以及真实的社交网络研究了抑制者的沉默概率对于谣言传播范围的影响.首先发现,谣言传播的过程以传播者的峰值为界可以分为两个阶段,即谣言自由传播的前期以及抑制者和传播者互相制衡的后期;其次,谣言的传播会随着抑制者的沉默概率的增大而突然暴发.在谣言暴发阈值之下,沉默概率的增大不会导致谣言传播范围显著增大,这是由于未知者在感知到谣言并转变为传播者后又迅速转变为抑制者;而当沉默概率达到谣言暴发阈值时,抑制者将不能控制传播者对谣言的传播从而导致抑制者的降低和谣言的暴发;最后,无标度上的谣言自由传播的前期阶段比随机网络持续的时间更短,从而使无标度上的谣言更难以暴发.本文的模型综合考虑了意见动力学和谣言传播的相互作用,更加真实地模拟了真实世界社交网络中的谣言传播过程.为谣言传播的控制和干预提供了一些有用的思路和见解.     

Verhulst model with Lévy white noise excitation

The transient dynamics of the Verhulst model perturbed by arbitrary non-Gaussian white noise is investigated. Based on the infinitely divisible distribution of the Lévy process we study the nonlinear relaxation of the population density for three cases of white non-Gaussian noise: (i) shot noise; (ii) noise with a probability density of increments expressed in terms of Gamma function; and (iii) Cauchy stable noise. We obtain exact results for the probability distribution of the population density in all cases, and for Cauchy stable noise the exact expression of the nonlinear relaxation time is derived. Moreover starting from an initial delta function distribution, we find a transition induced by the multiplicative Lévy noise, from a trimodal probability distribution to a bimodal probability distribution in asymptotics. Finally we find a nonmonotonic behavior of the nonlinear relaxation time as a function of the Cauchy stable noise intensity.     

Stationary states in bistable system driven by Lévy noise

We study the properties of the probability density function (PDF) of a bistable system driven by heavy tailed white symmetric Lévy noise. The shape of the stationary PDF is found analytically for the particular case of the Lévy index α = 1 (Cauchy noise). For an arbitrary Lévy index we employ numerical methods based on the solution of the stochastic Langevin equation and space fractional kinetic equation. In contrast to the bistable system driven by Gaussian noise, in the Lévy case, the positions of maxima of the stationary PDF do not coincide with the positions of minima of the bistable potential. We provide a detailed study of the distance between the maxima and the minima as a function of the depth of the potential and the Lévy noise parameters.     

Correlated Lvy flight in external force fields

The correlated Lvy flight is studied analytically in terms of the fractional Fokker-Planck equation and simulated numerically by using the Langevin equation,where the usual white Lvy noise is generalized to an Ornstein-Uhlenbeck Lvy process(OULP)with a correlation timeτc.We analyze firstly the stable behavior of OULP.The probability density function of Lvy flight particle driven by the OULP in a harmonic potential is exactly obtained,which is also a Lvy-type one withτc-dependence width;when the particle is bounded by a quartic potential,its stationary distribution has a bimodality shape and becomes noticeable with the increase of τc.     

Time characteristics of Lévy flights in a steep potential well

Using the method previously developed for ordinary Brownian diffusion, we derive a new formula to calculate the correlation time of stationary Lévy flights in a steep potential well. For the symmetric quartic potential, we obtain the exact expression of the correlation time of steady-state Lévy flights with index α = 1. The correlation time of stationary Lévy flights decreases with an increasing noise intensity and steepness of potential well.     

The distribution and scaling of fluctuations for Hang Seng index in Hong Kong stock market

The statistical properties of the Hang Seng index in the Hong Kong stock market are analyzed. The data include minute by minute records of the Hang Seng index from January 3, 1994 to May 28, 1997. The probability distribution functions of index returns for the time scales from 1 minute to 128 minutes are given. The results show that the nature of the stochastic process underlying the time series of the returns of Hang Seng index cannot be described by the normal distribution. It is more reasonable to model it by a truncated Lévy distribution with an exponential fall-off in its tails. The scaling of the maximium value of the probability distribution is studied. Results show that the data are consistent with scaling of a Lévy distribution. It is observed that in the tail of the distribution, the fall-off deviates from that of a Lévy stable process and is approximately exponential, especially after removing daily trading pattern from the data. The daily pattern thus affects strongly the analysis of the asymptotic behavior and scaling of fluctuation distributions. Received 9 August 2000 and Received in final form 28 August 2000     

Non-Gaussian noise effects in the dynamics of a short overdamped Josephson junction

The role of thermal and non-Gaussian noise on the dynamics of driven short overdamped Josephson junctions is studied. The mean escape time of the junction is investigated considering Gaussian, Cauchy-Lorentz and Lévy-Smirnov probability distributions of the noise signals. In these conditions we find resonant activation and the first evidence of noise enhanced stability in a metastable system in the presence of Lévy noise. For Cauchy-Lorentz noise source, trapping phenomena and power law dependence on the noise intensity are observed.     

The analysis of stochastic resonance and bearing fault detection based on linear coupled bistable system under lévy noise

In this paper, the stochastic resonance (SR) phenomenon of the linear coupled bistable system induced by Lévy noise is analyzed. Meanwhile, the characteristics of Lévy noise is also analyzed according to its probability density functions (PDFs) of different stability index α, symmetry parameter β, scale parameter σ and location index μ. The mean of signal-noise ratio increase (MSNRI) is regarded as an index to measure the SR phenomenon. Then, the rules for MSNRI affected by noise intensity D are explored under different charastic indexes of Lévy noise, system parameters a, b, c and coupling coefficient r. The results are beneficial to the numerical simulation of single-frequency and multi-frequency weak signals detection based on single bistable system and linear coupled system respectively. It is found that the performance of the proposed system is better than single bistable system and results of bearing fault detection could also verify the conclusion.     

Generalized Fokker-Planck equation: Derivation and exact solutions

We derive the generalized Fokker-Planck equation associated with the Langevin equation (in the Ito sense) for an overdamped particle in an external potential driven by multiplicative noise with an arbitrary distribution of the increments of the noise generating process. We explicitly consider this equation for various specific types of noises, including Poisson white noise and Lévy stable noise, and show that it reproduces all Fokker-Planck equations that are known for these noises. Exact analytical, time-dependent and stationary solutions of the generalized Fokker-Planck equation are derived and analyzed in detail for the cases of a linear, a quadratic, and a tailored potential.     

Lévy flights and superdiffusion in the context of biological encounters and random searches

We review the general problem of random searches in the context of biological encounters. We analyze deterministic and stochastic aspects of searching in general and address the destructive and nondestructive cases specifically. We discuss the concepts of Lévy walks as adaptive strategies and explore possible examples. We also review Lévy searches in other media and spaces, including lattices and networks as opposed to continuous environments. We analyze empirical evidence supporting the Lévy flight foraging hypothesis, as well as the more general idea of superdiffusive foraging. We compare these hypothesis with alternative theories of random searches. Finally, we comment on several issues relevant to the practical application of models of Lévy and superdiffusive strategies to the general question of biological foraging.     

基于辟谣机制的时滞谣言传播模型的动力学分析

在社交网络谣言传播模型中,考虑到辟谣机制和时滞效应对网络谣言传播的影响,建立基于辟谣机制和时滞效应的SIR谣言传播模型.利用再生矩阵谱半径方法得到R0;根据二次函数图像特征给出谣言盛行平衡点存在的条件;通过特征值理论和Routh-Hurwitz判据确定无谣言平衡点和谣言盛行平衡点的局部稳定性以及发生Hopf分支的条件;数值仿真结果表明政府和媒体发布的辟谣信息会加快谣言收敛的速度和降低谣言传播者的最大密度.     

A Stochastic Differential Equation Model with Jumps for Fractional Advection and Dispersion

The path of a tracer particle through a porous medium is typically modeled by a stochastic differential equation (SDE) driven by Brownian noise. This model may not be adequate for highly heterogeneous media. This paper extends the model to a general SDE driven by a Lévy noise. Particle paths follow a Markov process with long jumps. Their transition probability density solves a forward equation derived here via pseudo-differential operator theory and Fourier analysis. In particular, the SDE with stable driving noise has a space-fractional advection-dispersion equation (fADE) with variable coefficients as the forward equation. This result provides a stochastic solution to anomalous diffusion models, and a solid mathematical foundation for particle tracking codes already in use for fractional advection equations.     

Lévy flights and Lévy-Schrödinger semigroups

We analyze two different confining mechanisms for Lévy flights in the presence of external potentials. One of them is due to a conservative force in the corresponding Langevin equation. Another is implemented by Lévy-Schrödinger semigroups which induce so-called topological Lévy processes (Lévy flights with locally modified jump rates in the master equation). Given a stationary probability function (pdf) associated with the Langevin-based fractional Fokker-Planck equation, we demonstrate that generically there exists a topological Lévy process with the same invariant pdf and in reverse.     

Truncated Lévy flights and generalized Cauchy processes

A continuous Markovian model for truncated Lévy flights is proposed. It generalizes the approach developed previously by Lubashevsky et al. [Phys. Rev. E 79, 011110 (2009); Phys. Rev. E 80, 031148 (2009), Eur. Phys. J. B 78, 207 (2010)] and allows for nonlinear friction in wandering particle motion as well as saturation of the noise intensity depending on the particle velocity. Both the effects have own reason to be considered and, as shown in the paper, individually give rise to a cutoff in the generated random walks meeting the Lévy type statistics on intermediate scales. The nonlinear Langevin equation governing the particle motion was solved numerically using an order 1.5 strong stochastic Runge-Kutta method. The obtained numerical data were employed to analyze the statistics of the particle displacement during a given time interval, namely, to calculate the geometric mean of this random variable and to construct its distribution function. It is demonstrated that the time dependence of the geometric mean comprises three fragments following one another as the time scale increases that can be categorized as the ballistic regime, the Lévy type regime (superballistic, quasiballistic, or superdiffusive one), and the standard motion of Brownian particles. For the intermediate Lévy type part the distribution of the particle displacement is found to be of the generalized Cauchy form with cutoff. Besides, the properties of the random walks at hand are shown to be determined mainly by a certain ratio of the friction coefficient and the noise intensity rather than their characteristics individually.     

Influence of the finiteness of particle velocity on the energy spectrum of cosmic rays in an anomalous diffusion model with Lévy flights

An estimate of the influence the finiteness of particle velocity has on the results of a fractional differential (anomalous) model of cosmic ray propagation in the Galaxy with Lévy flights developed by the authors is considered. The results from Monte Carlo simulations of particle diffusion in random walk models with finite and infinite velocities are presented. It is shown that considering particle velocity finiteness has almost no effect on the cosmic ray energy spectrum obtained for E > 1 GeV in the anomalous diffusion model with Lévy flights for nearby young sources.     

非高斯Lévy噪声驱动下的非对称双稳系统的相转移和平均首次穿越时间

研究了非高斯Lévy噪声激励下非对称双稳系统的相转移和首次穿越问题.首先利用Grünwald-Letnikov有限差分方法数值求解系统所对应的分数阶Fokker-Plank方程,得到了系统的稳态概率密度函数.然后分析了系统的非对称参数以及噪声强度和稳定性指标对稳态概率密度函数的影响,发现了非对称参数和稳定性指标的变化都能够诱导系统发生相转移.进一步研究了系统的平均首次穿越时间,得到了非对称参数、噪声强度和稳定性指标影响系统平均首次穿越时间的不同作用机理. 关键词： 非高斯Lévy噪声 非对称双稳系统 相转移 平均首次穿越时间     

Slow dynamics in colloidal glasses and porous media as probed by NMR relaxometry: assessment of solvent levy statistics in the strong adsorption regime

Mesoscopic media such as porous materials or colloidal pastes develop large specific surface area which strongly influence the dynamics of the embedded fluid. This fluid confinement can be used either to probe the interfacial geometry (frozen porous media) or the particle dynamics (paste and colloidal glass). In the strong adsorption regime, it was recently proposed that the effective surface diffusion on flat surface is anomalous and exhibits long time pathology (Lévy walks). This phenomena is directly related to the time and space properties of loop trajectories appearing in the bulk between a desorption and a readsorption step. The Lévy statistics extends the time domain of the embedded fluid dynamics toward the low frequency regime. An interesting way to probe such a slow interfacial process is to use field cycling NMR relaxometry. In the first part of this paper, we propose a simple theoretical model of NMR dispersion which only involves elementary time steps of the solvent dynamics near an interface (loops, trains, tails in relation with the confining geometry). In the second part, field cycling NMR relaxometry is used to probe the slow solvent dynamics in two type of interfacial systems: (i) a colloidal glass made of thin and flat particles (ii) two fully saturated porous media, the Vycor glass and MCM48 respectively. Experimental results are critically compared to closed-form analytical expressions and numerical simulations.