System dynamics of behaviour-evolutionary mix-game models

In real financial markets there are two kinds of traders:one is fundamentalist,and the other is a trend-follower.The mix-game model is proposed to mimic such phenomena.In a mix-game model there are two groups of agents:Group 1 plays the majority game and Group 2 plays the minority game.In this paper,we investigate such a case that some traders in real financial markets could change their investment behaviours by assigning the evolutionary abilities to agents:if the winning rates of agents are smaller than a threshold,they will join the other group;and agents will repeat such an evolution at certain time intervals.Through the simulations,we obtain the following findings:(i) the volatilities of systems increase with the increase of the number of agents in Group 1 and the times of behavioural changes of all agents;(ii) the performances of agents in both groups and the stabilities of systems become better if all agents take more time to observe their new investment behaviours;(iii) there are two-phase zones of market and non-market and two-phase zones of evolution and non-evolution;(iv) parameter configurations located within the cross areas between the zones of markets and the zones of evolution are suited for simulating the financial markets.     

Prediction of stock markets by the evolutionary mix-game model

This paper presents the efforts of using the evolutionary mix-game model, which is a modified form of the agent-based mix-game model, to predict financial time series. Here, we have carried out three methods to improve the original mix-game model by adding the abilities of strategy evolution to agents, and then applying the new model referred to as the evolutionary mix-game model to forecast the Shanghai Stock Exchange Composite Index. The results show that these modifications can improve the accuracy of prediction greatly when proper parameters are chosen.     

两种扩展Harper模型的波包动力学

本文通过二次矩M₂(t)和概率分布W_n(t)数值地研究了两种扩展Harper模型的波包动力学,得到了这两种模型中各个相、各条临界线以及三相点的波包扩散情况.对于第一种扩展Harper模型,发现两个金属相中波包是弹道扩散的,在绝缘体相中波包不扩散,而在三相点以及各条临界线上波包是反常扩散的.同时,发现金属相—金属相转变的临界线上的波包动力学行为与金属相—绝缘体相转变的临界线上的相同,但三相点的动力学行为与各临 关键词： 金属绝缘体转变 扩展Harper模型 波包动力学     

On the stochastic dynamics of Ising models

With the help of recent results in the mathematical theory of master equations, we present a rigorous derivation of the stochastic Glauber dynamics of Ising models from Hamiltonian quantum mechanics. A thermal bath is explicitly constructed and, as an illustration, the dynamics of the Ising-Weiss model is analyzed in the thermodynamic limit. We thus obtain an example of a nonequilibrium statistical mechanical system for which a link without mathematical gap can be established from microscopic quantum mechanics to a macroscopic irreversible thermodynamic process.     

Non-Markovian random unitary qubit dynamics

We compare two approaches to non-Markovian quantum evolution: one based on the concept of divisible maps and the other one based on distinguishability of quantum states. The former concept is fully characterized in terms of local generator whereas it is in general not true for the latter one. A simple example of random unitary dynamics of a qubit shows the intricate difference between those approaches. Moreover, in this case both approaches are fully characterized in terms of local decoherence rates.     

Cu-Au体系非对称异质外延行为的分子动力学研究

利用分子动力学模拟方法研究了Cu/Au(001)和Au/Cu(001)异质外延岛的演化行为. 研究结果显示：Cu-Au体系的相互外延行为呈现出明显的非对称性. Cu在Au(001)基体表面可以形成完整的外延结构，而Au在Cu(001)基体表面外延将导致失配位错的出现. 导致非对称外延生长行为的根本原因是外延岛的应变状态的差异和外延岛自身性质的不同. 随着外延岛的长大，Cu外延岛与Au(001)基体的微观失配度由最初的接近宏观失配度的9%左右迅速单调下降，并最终趋于晶格匹配；而Au在Cu(001)基体表面外延的微观失配度则呈现出振荡增加趋势. Cu/Au(001)体系的基体形变主要发生在外延岛的边缘，而Au/Cu(001)体系的基体形变主要发生在外延岛内部所对应的区域.     

Temporal behavior of evolutionary dynamics in finite dimensional population

We systematically study the temporal behavior of evolutionary dynamics in finite dimensional population based on evolutionary graph theory. Besides the spread of mutants, we also consider the spread of the impact of the initial mutant seed. The time-dependent behavior of these two spreading processes and their relationship are theoretically and computationally investigated. The ingredients and scaling behaviors of the interface between mutants and wild-type individuals are analyzed in detail, which have significant impact on temporal behavior of evolutionary dynamics. Since the evolutionary systems in nature are generally local and spatial, this research provides further understanding of temporal behavior in evolutionary dynamics at the theoretical level.     

Properties of metastable ising models evolving under the Swendsen-Wang dynamics

The behavior of the metastable nearest neighbor Ising model governed by Swendsen-Wang dynamics (SW) is investigated ind=2. The results are compared to those obtained in standard Metropolis dynamics. Both the SW and Metropolis systems are observed to decay from the metastable state via the formation of nucleating droplets. Nucleation rates are measured and found to agree with those predicted by classical nucleation theory. The growth rates of the droplets are observed to differ between the two dynamics. In addition, the dynamic critical exponentz is measured in a mean-field (Curie-Weiss) metastable Ising model at the spinodal. It is found that for SW dynamics,z=2. Since this is the same value as that obtained in the Metropolis case, this result shows that SW does not change the dynamical universality class at the spinodal.     

Topological dynamics of flipping Lorentz lattice gas models

We study the topological dynamics of the flipping mirror model of Ruijgrok and Cohen with one or an infinite number of particles. In particular we prove the topological transitivity and topological mixing up to a natural first integral for the one-particle model.     

累积放电模型及其符号动力学研究

基于累积释放模型提出了一种累积放电模型.相比于累积释放模型, 累积放电模型无须变化的阈值调制, 即可出现多种状态, 例如混沌态、锁频等. 利用符号动力学对其进行研究, 发现在一定的参数条件下, 模型的输出符号序列可以被用于监测模型参数的变化, 而且与神经系统的测量相似, 都具有很高的分辨率. 计算机仿真和电路实验得到的结果也验证了上述说法. 电路实验结果显示模型的输出符号序列对输入频率的分辨率最高可以达到0.05 Hz, 对电流幅值的分辨率可达到1 μA, 并且都具有很大的动态范围. 关键词： 符号动力学 混沌 累积释放模型 非线性电路     

Non-boost-invariant anisotropic dynamics

We study the non-boost-invariant evolution of a quark–gluon plasma subject to large early-time momentum–space anisotropies. Rather than using the canonical hydrodynamical expansion of the distribution function around an isotropic equilibrium state, we expand around a state which is anisotropic in momentum space and parameterize this state in terms of three proper-time and spatial-rapidity dependent parameters. Deviations from the Bjorken scaling solutions are naturally taken into account by the time evolution of the spatial-rapidity dependence of the anisotropic ansatz. As a result, we obtain three coupled partial differential equations for the momentum–space anisotropy, the typical momentum of the degrees of freedom, and the longitudinal flow. Within this framework (0+1)$(0+1)$-dimensional Bjorken expansion is obtained as an asymptotic limit. Finally, we make quantitative comparisons of the temporal and spatial-rapidity evolution of the dynamical parameters and resulting pressure anisotropy in both the strong and weak coupling limits.     

Topological properties of phylogenetic trees in evolutionary models

The extent to which evolutionary processes affect the shape of phylogenetic trees is an important open question. Analyses of small trees seem to detect non-trivial asymmetries which are usually ascribed to the presence of correlations in speciation rates. Many models used to construct phylogenetic trees have an algorithmic nature and are rarely biologically grounded. In this article, we analyze the topological properties of phylogenetic trees generated by different evolutionary models (populations of RNA sequences and a simple model with inheritance and mutation) and compare them with the trees produced by known uncorrelated models as the backward coalescent, paying special attention to large trees. Our results demonstrate that evolutionary parameters as mutation rate or selection pressure have a weak influence on the scaling behavior of the trees, while the size of phylogenies strongly affects measured scaling exponents. Within statistical errors, the topological properties of phylogenies generated by evolutionary models are compatible with those measured in balanced, uncorrelated trees.     

Evolutionary dynamics of imatinib-treated leukemic cells by stochastic approach

The evolutionary dynamics of a system of cancerous cells in a model of chronic myeloid leukemia (CML) is investigated by a statistical approach. Cancer progression is explored by applying a Monte Carlo method to simulate the stochastic behavior of cell reproduction and death in a population of blood cells which can experience genetic mutations. In CML front line therapy is represented by the tyrosine kinase inhibitor imatinib which strongly affects the reproduction of leukemic cells only. In this work, we analyze the effects of a targeted therapy on the evolutionary dynamics of normal, first-mutant and cancerous cell populations. Several scenarios of the evolutionary dynamics of imatinib-treated leukemic cells are described as a consequence of the efficacy of the different modelled therapies. We show how the patient response to the therapy changes when a high value of the mutation rate from healthy to cancerous cells is present. Our results are in agreement with clinical observations. Unfortunately, development of resistance to imatinib is observed in a fraction of patients, whose blood cells are characterized by an increasing number of genetic alterations. We find that the occurrence of resistance to the therapy can be related to a progressive increase of deleterious mutations.      

无标度网络上的传播动力学

介绍了无标度网络上的传播动力学,在susceptible-infected-susceptible（SIS）模型的基础上考察了一般情况下无标度网络中疾病爆发的临界点问题,得出了关于临界点一般性的表达式.得到的结果在特殊情况下分别退化为已有的一些经典结论.同时分别讨论了这些情况的建模意义和可靠性. 关键词： 无标度网络 传播动力学 susceptible-infected-susceptible模型 临界点     

狭义相对论动力学的逻辑体系

阐述了物理逻辑体系的构成,依据马赫动力学逻辑体系的基本思想,给出了狭义相对论动力学的一个严格的逻辑体系.其中给出了一般情况(包括高速和低速情况)下质量和力的操作型定义,并对马赫提出的力的定义———“质量与加速度的乘积”进行了批评和修正.对另外一些相关问题,如牛顿第二定律的实验检验也作了讨论.     

Algebraic dynamics solutions and algebraic dynamics algorithm for nonlinear partial differential evolution equations of dynamical systems

Using functional derivative technique in quantum field theory, the algebraic dynamics approach for solution of ordinary differential evolution equations was generalized to treat partial differential evolution equations. The partial differential evolution equations were lifted to the corresponding functional partial differential equations in functional space by introducing the time translation operator. The functional partial differential evolution equations were solved by algebraic dynamics. The algebraic dynamics solutions are analytical in Taylor series in terms of both initial functions and time. Based on the exact analytical solutions, a new numerical algorithm—algebraic dynamics algorithm was proposed for partial differential evolution equations. The difficulty of and the way out for the algorithm were discussed. The application of the approach to and computer numerical experiments on the nonlinear Burgers equation and meteorological advection equation indicate that the algebraic dynamics approach and algebraic dynamics algorithm are effective to the solution of nonlinear partial differential evolution equations both analytically and numerically. Supported by the National Natural Science Foundation of China (Grant Nos. 10375039, 10775100 and 90503008), the Doctoral Program Foundation of the Ministry of Education of China, and the Center of Nuclear Physics of HIRFL of China     

碳化硅合成反应动力学研究

基于经典轨迹法研究了碳化硅合成反应C(3Pg) SiO(X1∑ ,V=0,1;J=0)→SiC(X1∑ ) O(3Pg)的动力学.该反应存在阈能,反应截面均存在一个极大值和最佳反应能量.当SiO(X1∑ )分别处于V=0、J=0和V=1、J=0状态时,反应阈能分别约为1.2552×103kJ.mol-1和1.1297×103kJ.mol-1,反应截面极大值分别为5.3742×10-3nm2和5.1824×10-3nm2,而最佳初始碰撞能Et(the Optimal InitialCollision Translation Energy)分别为3.3472×103kJ.mol-1和3.7656×103kJ.mol-1.在SiC的最佳产率区(即最佳反应能区),通过反应物的振动激发并不能使SiC产率明显提高,因此基态下SiC合成反应的最佳能区即为该反应的最佳产率区.     

Linking electromagnetic precursors with earthquake dynamics: An approach based on nonextensive fragment and self-affine asperity models

Understanding the earthquake (EQ) preparation process in terms of precursory electromagnetic (EM) emissions has been an evolving field of multi-disciplinary research. EM emissions in a wide frequency spectrum ranging from kHz to MHz are produced by opening cracks, which can be considered as precursors of general fracture. An important feature, observed on both laboratory and geophysical scale, is that the MHz radiation systematically precedes the kHz one. Yet, the link between an individual EM precursor and a distinctive stage of the EQ preparation comprises a crucial open question. A recently proposed two-stage model on preseismic EM activity suggests that the MHz EM emission is due to the fracture of the highly heterogeneous system that surrounds the fault. The finally emerged kHz EM emission is rooted in the final stage of EQ generation, namely, the fracture of entities sustaining the system. In this work we try to further penetrate and elucidate the link of the precursory kHz EM activity with the last stage of EQ generation building on two theoretical models for EQ dynamics. First, the self-affine model states that an EQ is due to the slipping of two rough and rigid fractional Brownian profiles, one over the other, when there is an intersection between them. Second, the fragment-asperity model, rooted in a nonextensive Tsallis framework starting from first principles, consists of two rough profiles interacting via fragments filling the gap. In the latter approach, the mechanism of triggering EQ is established through the interaction of the irregularities of the fault planes and the fragments between them. This paper shows that these models of EQ dynamics can be linked with the detected kHz EM emission. In this framework of analysis of preseismic EM activity, we identify sufficient criteria that offer the possibility to discriminate whether a seismic shock is sourced in the fracture of fragments filling the gap between the rough profiles or in the fracture of “teeth” distributed across the fractional Brownian profiles that sustain the system.     

Study of acoustic bubble cluster dynamics using a lattice Boltzmann model

The search for the development of a reliable mathematical model for understanding bubble dynamics behavior is an ongoing endeavor.A long list of complex phenomena underlies the physics of this problem.In the past decades,the lattice Boltzmann method has emerged as a promising tool to address such complexities.In this regard,we have applied a 121-velocity multiphase lattice Boltzmann model to an asymmetric cluster of bubbles in an acoustic field.A problem as a benchmark is studied to check the consistency and applicability of the model.The problem of interest is to study the deformation and coalescence phenomena in bubble cluster dynamics,as well as the screening effect on an acoustic multibubble medium.It has been observed that the LB model is able to simulate the combination of the three aforementioned phenomena for a bubble cluster as a whole and for every individual bubble in the cluster.