Promotion of cooperation by aspiration-induced migration

In this paper, we study an aspiration-induced migration model, in which each individual plays the prisoner’s dilemma game with those being within a circle of radius r centered on himself/herself. An individual will migrate to a randomly chosen place with the velocity v if his/her payoff is below the aspiration level. We report that cooperative behavior is favored when the aspiration level and interaction radius are moderate, and the migration velocity is slow.     

Dielectric resonances of ordered passive arrays

The electrical and optical properties of ordered passive arrays, constituted of inductive and capacitive components, are usually deduced from Kirchhoffs rules. Under the assumption of periodic boundary conditions, comparable results may be obtained via an approach employing transfer matrices. In particular, resonances in the dielectric spectrum are demonstrated to occur if all eigenvalues of the transfer matrix of the entire array are unity. The latter condition, which is shown to be equivalent to the habitual definition of a resonance in impedance for an array between electrodes, allows for a convenient and accurate determination of the resonance frequencies, and may thus be used as a tool for the design of materials with a specific dielectric response. For the opposite case of linear arrays in a large network, where periodic boundary condition do not apply, several asymptotic properties are derived. Throughout the article, the derived analytic results are compared to numerical models, based on either Exact Numerical Renormalisation or the spectral method.     

Promoting cooperation by local contribution under stochastic win-stay-lose-shift mechanism

We introduce a stochastic win-stay-lose-shift (WSLS) mechanism into evolutionary Prisoner’s Dilemma on small-world networks. At each time step, after playing with all its immediate neighbors, each individual gets a score to evaluate its performance in the game. The score is a linear combination of an individual’s total payoff (i.e., individual gain from the group) and local contribution to its neighbors (i.e., individual donation to the group). If one’s actual score is not larger than its desired score aspiration, it switches current strategy to the opposite one with the probability depending on the difference between the two scores. Under this stochastic WSLS regime, we assume that each focal individual gains its fixed score aspiration under the condition of full cooperation in its neighborhood, and find that cooperation is significantly enhanced under some certain parameters of the model by studying the evolution of cooperation. We also explore the influences of different values of learning rate and intensity of deterministic switch on the evolution of cooperation. Simulation results show that cooperation level monotonically increases with the relative weight of the local contribution to the score. For much low intensity of deterministic switch, cooperation is to a large extent independent of learning rate, and full cooperation can be reached when relative weight is not less than 0.5. Otherwise, cooperation level is affected by the value of learning rate. Besides, we find that the cooperation level is not sensitive to the topological parameters. To explain these simulation results, we provide corresponding analytical results based on mean-field approximation, and find out that simulation results are in close agreement with the analytical ones. Our work may be helpful in understanding the cooperative behavior in social systems based on this stochastic WSLS mechanism.     

Quantum dynamics of hydrogen atom in complex space

We show in this paper that the electron’s quantum dynamics in hydrogen atom can be modeled exactly by quantum Hamilton-Jacobi formalism. It is found that the quantizations of energy, angular momentum, and the action variable ∫p dq are all originated from the electron’s complex motion, and that the shell structure observed in hydrogen atom is indeed originated from the structure of the complex quantum potential, from which the quantum forces acting upon the electron can be uniquely determined, the stability of atomic configuration can be justified, and the electron’s complex trajectories can be derived accordingly. Based on the derived electron’s trajectory, we can explain why the electron appears at some positions with large probability, while at some other positions with small probability. The positions with maximum probability predicted by standard quantum mechanics are found to be just the stable equilibrium points of the electron’s non-linear complex dynamics. The electron’s trajectories in hydrogen atom are discovered to be very diverse and strongly state-dependent; some of them are open and non-periodic, while some are closed and periodic. Over such a great diversity of orbits, commensurability condition ensuring the existence of closed orbit will be derived and the de Broglie’s standing wave pattern will be identified. Along the investigation of the electron’s orbits in hydrogen atom, we will also clarify why old quantum mechanics using the concept of classical orbit can correctly predict the energy quantization of hydrogen atom and meanwhile why it is not applicable to general quantum system. Finally, the internal mechanism of how the precessing, non-conical eigen-trajectories can evolve continuously to the classical, non-precessing, conical orbits as n → ∞ is explained in detail.     

Evolutionary prisoner’s dilemma game in flocks

We investigate an evolutionary prisoner’s dilemma game among self-driven agents, where collective motion of biological flocks is imitated through averaging directions of neighbors. Depending on the temptation to defect and the velocity at which agents move, we find that cooperation can not only be maintained in such a system but there exists an optimal size of interaction neighborhood, which can induce the maximum cooperation level. When compared with the case that all agents do not move, cooperation can even be enhanced by the mobility of individuals, provided that the velocity and the size of neighborhood are not too large. Besides, we find that the system exhibits aggregation behavior, and cooperators may coexist with defectors at equilibrium.     

Modelling of linear wave propagation in spatial fluid filled pipe systems consisting of elastic curved and straight elements

This paper is concerned with the theoretical analysis of time harmonic dynamics of compound elastic pipes with and without internal fluid loading. Compound pipes are assembled as a sequence of segments, each of which has a constant curvature. As a prerequisite for the wave propagation analysis, dispersion equations are solved, Green’s matrices are formulated and Somigliana’s identities are derived for an isolated curved segment. The governing equations of wave motion of a compound pipe are obtained as an ensemble of the boundary integral equations for individual segments and the continuity conditions at their interfaces. The proposed methodology is validated in several benchmark problems and then applied for analysis of the periodicity effects. The results obtained for piping systems with a variable number of identical curved segments are put into the context of the classical Floquet theory. Brief parametric studies suggest that the curved inserts can be employed as a tool for the passive control of wave propagation in fluid-filled pipes, and their stop band characteristics may be tailored to reach desirable attenuation levels in prescribed frequency ranges.     

Centralized versus decentralized control—A solvable stylized model in transportation

Today’s supply networks consist of a certain amount of logistics objects that are enabled to interact with each other and to decide autonomously upon their next steps; in other words, they exhibit a certain degree of autonomous cooperation. Therefore, modern logistics research regards them as complex adaptive logistics systems. In order to analyze evolving dynamics and underlying implications for the respective systems’ behavior as well as the potential outcomes resulting from the interaction between autonomous decision-making “smart parts”, we propose in this contribution a fully solvable stylized model. We consider a population of homogeneous, autonomous interacting agents traveling on R with a given velocity that is itself corrupted by White Gaussian Noise. Based on real time observations of the positions of his neighbors, each agent is allowed to adapt his traveling velocity. These agent interactions are restricted to neighboring entities confined in finite spatial clusters (i.e. we have range-limited interactions). In the limit of a large population of neighboring agents, a mean-field dynamics can be derived and, for small interaction range, the resulting dynamics coincides with the exactly solvable Burgers’ nonlinear field equation. Explicit Burgers’ solution enables to explicitly appreciate the emergent structure due to the local and individual agent interactions. In particular, for strongly interactive regimes in the present model, the resulting spatial distribution of agents converges to a shock wave pattern. To compare performances of centralized versus decentralized organization, we assign cost functions incurred when velocity adaptations are triggered either by multi-agent interactions or by central control. The multi-agent cumulative costs are then compared with the costs that would be incurred by implementing an effective optimal central controller able, for a given time horizon, to reproduce an identical spatial probability distribution of agents. The resulting optimal control problem can be solved exactly and the corresponding costs can be expressed as the Kullback-Leibler relative entropy between the free and the controlled probability measures. This enables one to conclude that for time horizons shorter than a critical value, multi-agent interactions generate smaller cumulative costs than an optimal effective central controller.     

Characterization of Iran electricity market indices with pay-as-bid payment mechanism

Market data analysis in Iran’s electricity market as a market with a pay-as-bid payment mechanism has been considered in this paper. The analysis procedure includes both predictability and correlation analysis of the most important load and price indices. The experimental data from Iran’s electricity market has been employed in its real size which is long enough to take properties such as non-stationarity of the market into account. For predictability, the characteristics of the hourly accepted Weighted Average Price (WAP) as the topmost price index of this market is analyzed. The analysis tools are time series analysis methods such as power spectral density analysis, phase space reconstruction and test of surrogates, the fractional dimension and the slope of integral sums and the recurrence plots. The results indicate a deterministic, un-stationary and seasonal behavior in addition to unstable periodic orbits and even chaotic behavior in WAP time series. These observations imply just short-term predictability of WAP behavior. The interactive behavior of WAP with the hourly required load (RL) is also considered. For this interaction analysis, in addition to the common correlation methods, cross and joint recurrence plot are also employed. The joint behavioral analysis represents an un-stationary mimic correlation between WAP and RL.     

Bi-velocity transport processes. Single-component liquid and gaseous continua

The present contribution supplements the previous findings regarding the need for two independent velocities rather than one when quantifying mass, momentum and energy transport phenomena in fluid continua. Explicitly, for the case of single-component fluids the present paper furnishes detailed expressions for the phenomenological coefficients appearing in the constitutive equations governing these bi-velocity transport processes. Whereas prior analyses furnished coefficient values only for the case of dilute monatomic gases using data from Burnett’s solution of the Boltzmann equation, the present study furnishes values applicable to all fluids, liquids as well as dense gases. Moreover, whereas prior coefficient calculations derived these values (for dilute monatomic gases) from Burnett’s solution of Boltzmann’s gas-kinetic equation, the latter a molecular theory, the present analysis derives the liquid- and gas-phase values from purely macroscopic data requiring knowledge only of the fluid’s coefficients of thermal expansion, isothermal compressibility, and thermometric diffusivity. In the dilute monatomic gas case common to both levels of analysis, the respective molecularly and macroscopically derived phenomenological coefficients are found to be in excellent agreement, confirming the credibility of both bi-velocity theory and the theory establishing the values of the phenomenological coefficients appearing in the constitutive relations derived therefrom. Whereas the preceding macroscopic calculations invoked Onsager’s reciprocal theorem relating coupled phenomenological coefficients, an alternative scheme is presented at the conclusion of the paper, one that reverses the usual order of things, at least in the present single-component fluid case. This alternate scheme enables Onsager’s nonequilibrium reciprocal relation, originally derived by him using molecular arguments, to be derived using purely macroscopic arguments originating from knowledge of Maxwell’s equilibrium reciprocal relations, the latter fundamental to equilibrium thermodynamics.     

Buying on margin,selling short in an agent-based market model

Credit trading, or leverage trading, which includes buying on margin and selling short, plays an important role in financial markets, where agents tend to increase their leverages for increased profits. This paper presents an agent-based asset market model to study the effect of the permissive leverage level on traders’ wealth and overall market indicators. In this model, heterogeneous agents can assume fundamental value-converging expectations or trend-persistence expectations, and their effective demands of assets depend both on demand willingness and wealth constraints, where leverage can relieve the wealth constraints to some extent. The asset market price is determined by a market maker, who watches the market excess demand, and is influenced by noise factors. By simulations, we examine market results for different leverage ratios. At the individual level, we focus on how the leverage ratio influences agents’ wealth accumulation. At the market level, we focus on how the leverage ratio influences changes in the asset price, volatility, and trading volume. Qualitatively, our model provides some meaningful results supported by empirical facts. More importantly, we find a continuous phase transition as we increase the leverage threshold, which may provide a further prospective of credit trading.     

How happy is your web browsing? A model to quantify satisfaction of an Internet user searching for desired information

We feel happy when web browsing operations provide us with necessary information; otherwise, we feel bitter. How to measure this happiness (or bitterness)? How does the profile of happiness grow and decay during the course of web browsing? We propose a probabilistic framework that models the evolution of user satisfaction, on top of his/her continuous frustration at not finding the required information. It is found that the cumulative satisfaction profile of a web-searching individual can be modeled effectively as the sum of a random number of random terms, where each term is a mutually independent random variable, originating from ‘memoryless’ Poisson flow. Evolution of satisfaction over the entire time interval of a user’s browsing was modeled using auto-correlation analysis. A utilitarian marker, a magnitude of greater than unity of which describes happy web-searching operations, and an empirical limit that connects user’s satisfaction with his frustration level—are proposed too. The presence of pertinent information in the very first page of a website and magnitude of the decay parameter of user satisfaction (frustration, irritation etc.) are found to be two key aspects that dominate the web user’s psychology. The proposed model employed different combinations of decay parameter, searching time and number of helpful websites. The obtained results are found to match the results from three real-life case studies.     

Uncertainty relations for noise and disturbance in generalized quantum measurements

Heisenberg’s uncertainty relation for measurement noise and disturbance is commonly understood to state that in any measurement the product of the position measurement noise and the momentum disturbance is not less than Planck’s constant divided by 4π. However, it has been shown in many ways that this relation holds only for a restricted class of measuring apparatuses in the most general formulation of measuring processes. Here, Heisenberg’s uncertainty relation is generalized to a relation that holds for all the possible quantum measurements, from which rigorous conditions are obtained for measuring apparatuses to satisfy Heisenberg’s relation. In particular, every apparatus with the noise and the disturbance statistically independent from the measured object is proven to satisfy Heisenberg’s relation. For this purpose, all the possible quantum measurements are characterized by naturally acceptable axioms. Then, a mathematical notion of the distance between probability operator valued measures and observables is introduced and the basic properties are explored. Based on this notion, the measurement noise and disturbance are naturally defined for any quantum measurements in a model independent formulation. Under this formulation, various relations for noise and disturbance are also derived for apparatuses with independent noise, independent disturbance, unbiased noise, and unbiased disturbance as well as noiseless apparatuses and nondisturbing apparatuses. Two models of position measurements are also discussed in the light of the new uncertainty relations to show that Heisenberg’s relation can be violated even by approximately repeatable position measurements.     

Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient

In this study, we first build two empirical cross-correlation matrices in the US stock market by two different methods, namely the Pearson’s correlation coefficient and the detrended cross-correlation coefficient (DCCA coefficient). Then, combining the two matrices with the method of random matrix theory (RMT), we mainly investigate the statistical properties of cross-correlations in the US stock market. We choose the daily closing prices of 462 constituent stocks of S&P 500 index as the research objects and select the sample data from January 3, 2005 to August 31, 2012. In the empirical analysis, we examine the statistical properties of cross-correlation coefficients, the distribution of eigenvalues, the distribution of eigenvector components, and the inverse participation ratio. From the two methods, we find some new results of the cross-correlations in the US stock market in our study, which are different from the conclusions reached by previous studies. The empirical cross-correlation matrices constructed by the DCCA coefficient show several interesting properties at different time scales in the US stock market, which are useful to the risk management and optimal portfolio selection, especially to the diversity of the asset portfolio. It will be an interesting and meaningful work to find the theoretical eigenvalue distribution of a completely random matrix R for the DCCA coefficient because it does not obey the Mar?enko–Pastur distribution.     

Determination of the amplitude and the phase of the elements of electric cross-spectral density matrix by spectral measurements

The amplitudes and the phases of the elements of electric cross-spectral density matrix are determined experimentally for a pair of points in the cross-section of an expanded laser beam. A modified version of the Young’s interferometer is used as an experimental tool, which separates the beams emerging from the double-slit widely and provides ease in insertion of polarizers and half wave rotators in individual beams. To determine these complex elements of the cross-spectral density matrix, the experimentally obtained values of the spectral densities at an off-axis point are put in the mathematical expressions derived by us using the spectral interference law. The four complex generalized Stokes parameters are also determined using the linear combinations of the matrix elements. This unique but simple experimental approach for determining both the two-point parameters might provide a means to investigate the polarization and the coherence properties of the random electromagnetic beams on propagation.     

Self-consistent Green’s function formalism for acoustic and light scattering. Part 3: Unitarity and symmetry

This paper completes two previous papers in which we have developed the self-consistent Green’s function formalism for acoustic and light scattering. It is concerned with the unitarity and symmetry properties of the interaction and far field scattering operator of this formalism. We will show that these are primarily mathematical properties, and that the principles of energy conservation and reciprocity, which express our physical experience, can be modeled by these mathematical properties. For this we have to distinguish two experimental configurations, and only one of these configurations will allow us to relate energy conservation to unitarity. Closely related to this are questions concerning the definition and measurability of the scattering quantities and the importance of the optical and generalized optical theorem. These questions will be also discussed from the point of view of the self-consistent Green’s function formalism.     

An experimental and theoretical model of children’s search behavior in relation to target conspicuity and spatial distribution

This work explores search trajectories of children attempting to find targets distributed on a playing field. This task, of ludic nature, was developed to test the effect of conspicuity and spatial distribution of targets on the searcher’s performance. The searcher’s path was recorded by a Global Positioning System (GPS) device attached to the child’s waist. Participants were not rewarded nor their performance rated. Variation in the conspicuity of the targets influenced search performance as expected; cryptic targets resulted in slower searches and longer, more tortuous paths. Extracting the main features of the paths showed that the children: (1) paid little attention to the spatial distribution and at least in the conspicuous condition approximately followed a nearest neighbor pattern of target collection, (2) were strongly influenced by the conspicuity of the targets. We implemented a simple statistical model for the search rules mimicking the children’s behavior at the level of individual (coarsened) steps. The model reproduced the main features of the children’s paths without the participation of memory or planning.     

Quantum mechanics in space-time: The Feynman path amplitude description of physical optics, de Broglie matter waves and quark and neutrino flavour oscillations

Feynman’s laws of quantum dynamics are concisely stated, discussed in comparison with other formulations of quantum mechanics and applied to selected problems in the physical optics of photons and massive particles as well as flavour oscillations. The classical wave theory of light is derived from these laws for the case in which temporal variation of path amplitudes may be neglected, whereas specific experiments, sensitive to the temporal properties of path amplitudes, are suggested. The reflection coefficient of light from the surface of a transparent medium is found to be markedly different to that predicted by the classical Fresnel formula. Except for neutrino oscillations, good agreement is otherwise found with previous calculations of spatially dependent quantum interference effects.