漫谈社会物理学

进入21世纪以来,社会系统的复杂性已经逐步成为科学研究的热点领域,社会物理学利用物理学的思想和方法研究社会问题,已经取得了不少成果.文章首先简要回顾了社会物理学发展的历史,然后简要介绍了当代社会物理学的研究问题和成果,主要包括行人动力学、社会网络分析和舆论动力学三个方面.涉及社会力作用下行人的运动以及所表现出的群体行为、社会网络结构分析的基本概念,特别是社团结构的定义及其探测方法、基于自旋相互作用的舆论形成模型和相变行为等.     

漫谈表面物理学

 表面研究的重要性很早就为科学家所认识.在本世纪二十年代,美国物理学家吉布斯就提出了表面相的概念,并且奠定了表面热力学的基础.但从现代科学的意义上说的表面物理学则是从六十年代初才开始发展起来的.这是由于超高真空技术的实用化和各种电子能谱技术的发明,人们便能够从原子的线度上来研究表面的性质以及在其上面所发生的物理和化学过程,从而奠定了现代表面物理学的基础.     

漫谈社会物理学

进入21世纪以来,社会系统的复杂性已经逐步成为科学研究的热点领域,社会物理学利用物理学的思想和方法研究社会问题,已经取得了不少成果.文章首先简要回顾了社会物理学发展的历史,然后简要介绍了当代社会物理学的研究问题和成果,主要包括行人动力学、社会网络分析和舆论动力学三个方面.涉及社会力作用下行人的运动以及所表现出的群体行为、社会网络结构分析的基本概念,特别是社团结构的定义及其探测方法、基于自旋相互作用的舆论形成模型和相变行为等.     

漫谈比喻和物理学

 古人曰:“言而无文,行之不远。”为增强语言的力量,提高表达的效果,便产生了各种修辞方法。比喻是广泛运用的一种。它以具体、浅显、熟悉的甲事物说明抽象、深奥、陌生的乙事物。甲乙既有某些相似,故可“比”;又有本质区别,故称“喻”。不论明喻、暗喻、借喻,巧在洞察出本体和喻体间的相似处。“治学门径本相通,评文论理皆神飞”,人文学科如此,自然科学也不例外。在破译大自然里隐蔽着的法则及应用它们的探索中,比喻倍受青睐。物理学里的比喻与普通比喻相比,敏锐的洞察力是发端于文理贯通的根基上的,即人文、物理的完美结合。     

漫谈《大学物理学》教材建设

介绍了作者在编写《大学物理学》教材时的构思和编写情况.以课程建设的目标为指导思想,阐述了在教材编写过程中如何突出科学思想和方法、如何理论联系实际、如何全面展示我们周围的物质世界,以使学生在学习物理学知识的同时把物理学当作一门科学素质教育课程来学习;同时也介绍了在教材编写过程中借鉴国外优秀教材之长,从版面色彩、教材体例和文字叙述等各个方面进行综合处理,以达到新编教材具有通俗性、趣味性以及亲和作用的特色,使这套教材不仅使教师便于讲授,更有助于学生的自学和阅读.     

漫谈理想实验在物理学发展中的作用

 理想实验亦称思想实验、构想实验、臆想实验或假想实验等.它是借助人脑的想象功能,凭借理想的或者说是最少外界干扰和影响的极端条件下,利用想象中最理想化的仪器,进行最理想化的实验操作和观察来完成的     

物理学的新延拓——经济物理学

 经济物理学的提出及其发展近年来,由大量的、存在强相互作用的组分组成的、远离平衡的复杂系统研究中,发展起来的复杂性理论取得了很大进展,由于经济系统与其他复杂系统具有相同或十分相似的性质,比如,热力学系统中的分子运动和经济系统中的商品运动都具有数量极大和运动随机的特征,其运动的相似性如下表:分子运动分子扩散涨落分子密度速率碰撞商品运动商品扩散价格波动商品密度流通速率竞争这使得人们自然想到运用处理复杂系统的熵理论和方法对经济系统进行分析。根据热力学第二定律,一个孤立系统必定自发向熵极大的平衡态发展。由此可以定性推定,市场的某些表征量发展,也是符合热力学第二定律的。     

经济研究中的物理学

当前的金融危机再次表明,传统经济学作为一门学科缺乏解释力和预测力.造成这个令人失望的状况的根本原因是由于经济学家没有按照科学的范式来发展这个学科.经济学的现状吸引了一群物理学家进入这个学科并形成了一个新的交叉学科——经济物理学,人们期望它在促进经济学科学化的进程中起决定性作用.文章首先简要介绍了经济学的主要内容,说明经济学理论是建立在理性和均衡假定基础之上的;接着论述了为什么经济学还不是一门科学,指出经济学研究不是基于逻辑实证主义原则来开展的;文章还分析了物理学家是如何研究经济问题的,介绍了经济物理学的主要研究内容和研究方法;文章最后提出经济学范式的转变必须从观察和实验出发,经济学理论必须建立在一个合理设计的量纲体系和对实际经济运行过程的正确理解基础之上.     

经济研究中的物理学

当前的金融危机再次表明,传统经济学作为一门学科缺乏解释力和预测力.造成这个令人失望的状况的根本原因是由于经济学家没有按照科学的范式来发展这个学科.经济学的现状吸引了一群物理学家进入这个学科并形成了一个新的交叉学科——经济物理学,人们期望它在促进经济学科学化的进程中起决定性作用.文章首先简要介绍了经济学的主要内容,说明经济学理论是建立在理性和均衡假定基础之上的;接着论述了为什么经济学还不是一门科学,指出经济学研究不是基于逻辑实证主义原则来开展的;文章还分析了物理学家是如何研究经济问题的,介绍了经济物理学的主要研究内容和研究方法;文章最后提出经济学范式的转变必须从观察和实验出发,经济学理论必须建立在一个合理设计的量纲体系和对实际经济运行过程的正确理解基础之上.     

Special issue on Econophysics

What is “Econophysics"? Who is an “econophysicist"? The coining of a new scientific term, composed of the names of two fields, traditionally considered to be far from each other, brings new dreams to investigators, by mere virtue of a new ensemble of viewpoints. The term “econophysics" has revealed a kinship between the fields of physics and economics, which was not obvious before. The first officially recognized conference by a professional society on “econophysics", Applications of Physics to Financial Analysis (APFA, soon to become APFA1) was held in Dublin in 1999. Since then APFA and its companion meetings have begun to reveal new branches of research from the established pathways explored in applied statistical physics and thus economics (in particular finance). The analysis of fluctuations in financial data by new or modified techniques has led to new insights. Such analysis involves physicists looking for correlation between entities in financial matter in much the same way as they have done for physical systems in their laboratories. This approach leads to useful new methods and results in different outputs. The studies of phase transitions and non-equilibrium effects, including self-organisation have progressed the understanding of many physical phenomena. So why not use the same methodology in a field which is thought to be governed by sociology, psychology, politics and other so called softer science? The observations of deterministic chaos, scaling, in financial time series (tools such as recurrence, plots exploiting symmetries in pricing theory or the use of the wavelet or path integral or renormalisation group method) will still give some work ahead even though all these tools have a basic origin or are rather standard tools nowadays. Characterization of data and theory talks broke new ground in pursuit of e.g. useful strategies or political consequences. One continues to ask, how is it that fluctuations or other agents in a system conspire to give surprising anomalous properties? By broadening discussion to the category of econophysics topics, as covered in APFA2 (held in Liège, Belgium on July 13-15, 2000), we have gained new paradigms to study this question. Several reports to APFA2 are not included in the following to avoid duplicating reports in this proceedings. Very warm and profound acknowledgments are in order here. APFA2 was made possible mainly by the European Physical Society (EPS), the Fond National de la Recherche Scientifique (FNRS, Brussels), the Fonds voor Wetenschappelijk Onderzoek-Vlaanderen (FWO), and the University of Liège.     

Special issue on Econophysics

The area of research described as 'econophysics" is renewing a kinship between physicists and economists and financial practitioners, that has been lost since the 19th century when scientists such as Pascal and Halley made groundbreaking advances in the area. Now, new meetings are revealing new research opportunities outside the established pathways traditionally explored within economics and finance. In December 2001, around 100 researchers from across the world attended the EPS meeting 'Applications of Physics to Financial Analysis' (APFA3). This was held in the Museum of London Conference Centre which was chosen for its proximity to the City of London and its trading centres. The meeting was especially useful in bringing together roughly equal numbers of physicists, mathematicians and financial practitioners. Taking part in the conference we had the impression that, whilst the relation between physics and applied finance may still be at an early stage, it is evolving very quickly. As in nature, a sign of evolution is the emergence of different and specialised branches, each with their own specific character. Papers covered a range of topics, including: market modelling, risk management, agent-based modelling, hedging in incomplete markets, benchmarking, performance measurement, foreign exchange markets, time series analysis and prediction, efficient market hypothesis, equilibrium and non-equilibrium markets, economic and financial networks, the valuation of derivatives, growth and bankruptcy. The meeting was sponsored by the European Physical Society and the UK Institute of Physics. The invited speakers were J.Ph. Bouchaud, J.F. Muzy, K. Sneppen, G. Iori and S. Solomon. Articles outlining some of the more interesting advances in this field have been selected by the Guest Editors, from amongst the submitted articles, and after having been refereed, they are presented here in this edition of EPJ B. APFA3 closed on a positive note. There was a feeling that links between academia and industry are healthy and that these new interactions between Physics and Finance are producing valuable scientific and economic results.     

Plotting the Words of Econophysics

Text mining is applied to 510 articles on econophysics to reconstruct the lexical evolution of the discipline from 1999 to 2020. The analysis of the relative frequency of the words used in the articles and their “visualization” allow us to draw some conclusions about the evolution of the discipline. The traditional areas of research, financial markets and distribution of wealth, remain central, but they are flanked by other strands of research—production, currencies, networks—which broaden the discipline by pushing towards a dialectical application of traditional concepts and tools drawn from statistical physics.     

Econophysics and the Entropic Foundations of Economics

This paper examines relations between econophysics and the law of entropy as foundations of economic phenomena. Ontological entropy, where actual thermodynamic processes are involved in the flow of energy from the Sun through the biosphere and economy, is distinguished from metaphorical entropy, where similar mathematics used for modeling entropy is employed to model economic phenomena. Areas considered include general equilibrium theory, growth theory, business cycles, ecological economics, urban–regional economics, income and wealth distribution, and financial market dynamics. The power-law distributions studied by econophysicists can reflect anti-entropic forces is emphasized to show how entropic and anti-entropic forces can interact to drive economic dynamics, such as in the interaction between business cycles, financial markets, and income distributions.     

Econophysics: Scaling and its breakdown in finance

We discuss recent empirical results obtained by analyzing high-frequency data of a stock market index, the Standard and Poor’s 500. We focus on the scaling properties and on its breakdown of the index dynamics. A simple stochastic model, the truncated Lévy flight, is illustrated. Successes and limitations of this model are presented. A discussion about similarities and differences between the scaling properties observed in financial markets and in fully developed turbulence is also provided.     

Competition of Multi-Agent Systems: Analysis of a Three-Company Econophysics Model

A three-company econophysics model for competing multi-agent systems in a triangular lattice is analyzed using mean field theory for its phase diagram. Interpretations for the temperature, spin density and lattice structures are presented. Suggestions for the use of this model for econophysics in the context of multi-agent systems are made.     

Dynamics of Fokker-Planck Equation with Logarithmic Coefficients and Its Application in Econophysics

We demonstrate that Fokker Planck equations with logarithmic factors in diffusion and drift terms can be straightforwardly derived from the class of ＂constant elasticity of variance＂ stochastic processes without appealing to any symmetry argument, Analytical closed-form solutions are available for some special cases of this class of Fokker-Planck equations. The dynamics of the underlying stochastic variables are examined. These Fokker-Planck equations have found a rather wide range of applications in various contexts. In particular, in the field of econophysics we have demonstrated their immediate relevance to modelling the exchange rate dynamics in a target zone, e.g. the linked exchange rate system of the Hong Kong dollar. Furthermore, the knowledge of exact solutions in some special cases can be useful as a benchmark to test approximate numerical or analytical procedures.