We present a multifractal detrended fluctuation analysis (MFDFA) of the time series of return generated by our recently-proposed Ising financial market model with underlying small world topology. The result of the M...We present a multifractal detrended fluctuation analysis (MFDFA) of the time series of return generated by our recently-proposed Ising financial market model with underlying small world topology. The result of the MFDFA shows that there exists obvious multifractal scaling behavior in produced time series. We compare the MFDFA results for original time series with those for shuffled series, and find that its multifractal nature is due to two factors: broadness of probability density function of the series and different correlations in small- and large-scale fluctuations. This may provide new insight to the problem of the origin of multifractality in financial time series.展开更多
Small worm effects in the harmonious unifying hybrid preferential model (HUHPM) networks are studied both numerically and analytically. The idea and method of the HUHPM is applied to three typical examples of unweig...Small worm effects in the harmonious unifying hybrid preferential model (HUHPM) networks are studied both numerically and analytically. The idea and method of the HUHPM is applied to three typical examples of unweighted BA model, weighted BBV model, and the TDE rnodel, so-called HUHPM-BA, HUHPM-BBV and HUHPM- TDE networks. Comparing the HUHPM with current typical models above, it is found that the HUHPM networks has the smallest average path length and the biggest average clustering coefficient. The results demonstrate that the HUHPM is more suitable not only for the un-iveighted models but also for the weighted models.展开更多
Further to the investigation of the critical properties of the Potts model with <em>q</em> = 3 and 8 states in one dimension (1D) on directed small-world networks reported by Aquino and Lima, which present...Further to the investigation of the critical properties of the Potts model with <em>q</em> = 3 and 8 states in one dimension (1D) on directed small-world networks reported by Aquino and Lima, which presents, in fact, a second-order phase transition with a new set of critical exponents, in addition to what was reported in Sumour and Lima in studying Ising model on non-local directed small-world for several values of probability 0 < <em>P</em> < 1. In this paper the behavior of two models discussed previously, will be re-examined to study differences between their behavior on directed small-world networks for networks of different values of probability <em>P</em> = 0.1, 0.2, 0.3, 0.4 and 0.5 with different lattice sizes <em>L</em> = 10, 20, 30, 40, and 50 to compare between the important physical variables between Ising and Potts models on the directed small-world networks. We found in our paper that is a phase transitions in both Ising and Potts models depending essentially on the probability <em>P</em>.展开更多
We introduce a modified small-world network adding new links with nonlinearly preferential connectioninstead of adding randomly,then we apply Bak-Sneppen(BS)evolution model on this network.We study severalimportant st...We introduce a modified small-world network adding new links with nonlinearly preferential connectioninstead of adding randomly,then we apply Bak-Sneppen(BS)evolution model on this network.We study severalimportant structural properties of our network such as the distribution of link-degree,the maximum link-degree,and thegth of the shortest path.We further argue several dynamical characteristics of the model such as the important criticalvalue f_c,the f_0 avalanche,and the mutating condition,and find that those characteristics show panticular behaviors.展开更多
Complex hypernetworks are ubiquitous in the real system. It is very important to investigate the evolution mecha- nisms. In this paper, we present a local-world evolving hypernetwork model by taking into account the h...Complex hypernetworks are ubiquitous in the real system. It is very important to investigate the evolution mecha- nisms. In this paper, we present a local-world evolving hypernetwork model by taking into account the hyperedge growth and local-world hyperedge preferential attachment mechanisms. At each time step, a newly added hyperedge encircles a new coming node and a number of nodes from a randomly selected local world. The number of the selected nodes from the local world obeys the uniform distribution and its mean value is m. The analytical and simulation results show that the hyperdegree approximately obeys the power-law form and the exponent of hyperdegree distribution is 7 = 2 + 1/m. Furthermore, we numerically investigate the node degree, hyperedge degree, clustering coefficient, as well as the average distance, and find that the hypemetwork model shares the scale-flee and small-world properties, which shed some light for deeply understanding the evolution mechanism of the real systems.展开更多
Recently some P2P systems have constructed the small world network using the small world model so as to improve the routing performance.In this paper,we propose a novel probabilistic cache scheme to construct the smal...Recently some P2P systems have constructed the small world network using the small world model so as to improve the routing performance.In this paper,we propose a novel probabilistic cache scheme to construct the small world network based on the small world model and use it to improve CAN,that is,PCCAN(Probabilistic Cache-based CAN).PCCAN caches the long contact.It uses the worm routing replacing mechanism and probabilistic replacing strategy on the cache.The probabilistic cache scheme proves to be an efficient approach to model the small world phenomenon.Experiments in both the static and the dynamic network show that PCCAN can converge to the steady state with the cache scheme,and the routing performance is significantly improved with additional low overheads in the network compared with CAN.展开更多
It is the matter for achievement of the low carbon transport system that the excessive use of private vehicles can be controlled appropriately.Not only improvement of service level of modes except private vehicle,but ...It is the matter for achievement of the low carbon transport system that the excessive use of private vehicles can be controlled appropriately.Not only improvement of service level of modes except private vehicle,but also consciousness for environmental problem of individual trip maker is important for eco-commuting promotion.On the other hand,consciousness for environment would be changed by influence of other person.Accordingly,it is aimed in the study that the structure of decision-making process for modal shift to the eco-commuting mode in the local city is described considering environmental consciousness and social interaction.For the purpose,the consciousness for the environment problem and the travel behavior of the commuter at the suburban area in the local city are investigated by the questionnaire survey.The covariance structure about the eco-consciousness is analyzed with the database of the questionnaire survey by structural equation modeling.As the result,it can be confirmed with the structural equation model that the individual environmental consciousness is strongly related with the intention of self-sacrifice and is influenced with the local interaction of the individual connections.On the other hand,the intention of modal shift for the commuting mode is analyzed with the database of the questionnaire survey.It can be found out that the environmental consciousness is not statistically significant for commuting mode choice with the present poor level of service of public transport.However,the intention of self-sacrifice for the prevention of the global warming is statistically confirmed as the factor of modal shift with the operation of eco-commuting bus service with the RP/SP integrated estimation method.As the result,the multi-agent simulation system with social interaction model for eco consciousness is developed to measure the effect of the eco-commuting promotion.For the purpose,the carbon dioxide emission is estimated based on traffic demand and road network condition in the traffic environment model.On the other hand,the relation between agents is defined based on the small world network.The proposed multi-agent simulation is applied to measure the effect of the eco-commuting promotion such as improvement of level of service on the public transport or education of eco-consciousness.The effect of the promotion plan can be observed with the proposed multi-agent system.Finally,it can be concluded that the proposed multi-agent simulation with social interaction for eco-consciousness is useful for planning of eco-commuting promotion.展开更多
In this paper, we propose a novel neighbor-preferential growth (NPG) network model. Theoretical analysis and numerical simulations indicate the new model can reproduce not only a scale-free degree distribution and its...In this paper, we propose a novel neighbor-preferential growth (NPG) network model. Theoretical analysis and numerical simulations indicate the new model can reproduce not only a scale-free degree distribution and its power exponent is related to the edge-adding number m, but also a small-world effect which has large clustering coefficient and small average path length. Interestingly, the clustering coefficient of the model is close to that of globally coupled network, and the average path length is close to that of star coupled network. Meanwhile, the synchronizability of the NPG model is much stronger than that of BA scale-free network, even stronger than that of synchronization-optimal growth network.展开更多
We consider an epidemical model within soclally interacting mobile individuals to study the behaviors of steady states of epidemic propagation in 2D networks. Using mean-field approximation and large scale simulations...We consider an epidemical model within soclally interacting mobile individuals to study the behaviors of steady states of epidemic propagation in 2D networks. Using mean-field approximation and large scale simulations, we recover the usual epidemic behavior with critical thresholds δc and pc below which infectious disease dies out. For the population density δ far above δc it is found that there is linear relationship between contact rate λ and the population density δ in the main. At the same time, the result obtained from mean-field approximation is compared with our numerical result, and it is found that these two results are similar by and large but not completely the same.展开更多
The comparison of networks with different orders strongly depends on the stability analysis of graph features in evolving systems. In this paper, we rigorously investigate the stability of the weighted spectral distri...The comparison of networks with different orders strongly depends on the stability analysis of graph features in evolving systems. In this paper, we rigorously investigate the stability of the weighted spectral distribution(i.e., a spectral graph feature) as the network order increases. First, we use deterministic scale-free networks generated by a pseudo treelike model to derive the precise formula of the spectral feature, and then analyze the stability of the spectral feature based on the precise formula. Except for the scale-free feature, the pseudo tree-like model exhibits the hierarchical and small-world structures of complex networks. The stability analysis is useful for the classification of networks with different orders and the similarity analysis of networks that may belong to the same evolving system.展开更多
The use of mobile nodes to improve network system performance has drawn considerable attention recently The movement-assisted model considers mobility as a desirable feature, where routing is based on the store-carry-...The use of mobile nodes to improve network system performance has drawn considerable attention recently The movement-assisted model considers mobility as a desirable feature, where routing is based on the store-carry-forward paradigm with random or controlled movement of resource rich mobile nodes. The application of such a model has been used in several emerging networks, including mobile ad hoc networks (MANETs), wireless sensor networks (WSNs), and delay tolerant networks (DTNs). It is well known that mobility increases the capacity of MANETs by reducing the number of relays for routing, prolonging the lifespan of WSNs by using mobile nodes in place of bottleneck static sensors, and ensuring network connectivity in DTNs using mobile nodes to connect different parts of a disconnected network. Trajectory planning and the coordination of mobile nodes are two important design issues aiming to optimize or balance several measures, including delay, average number of relays, and moving distance. In this paper, we propose a new controlled mobility model with an expected polylogarithmic number of relays to achieve a good balance among several contradictory goals, including delay, the number of relays, and moving distance. The model is based on the small-world model where each static node has "short" link connections to its nearest neighbors and "long" link connections to other nodes following a certain probability distribution. Short links are regular wireless connections whereas long links are implemented using mobile nodes. Various issues are considered, including trade-offs between delay and average number of relays, selection of the number of mobile nodes, and selection of the number of long links. The effectiveness of the proposed model is evaluated analytically as well as through simulation.展开更多
基金Supported by the Scientific Research Foundation for the Returned Overseas Chinese Scholars of State Education Ministry
文摘We present a multifractal detrended fluctuation analysis (MFDFA) of the time series of return generated by our recently-proposed Ising financial market model with underlying small world topology. The result of the MFDFA shows that there exists obvious multifractal scaling behavior in produced time series. We compare the MFDFA results for original time series with those for shuffled series, and find that its multifractal nature is due to two factors: broadness of probability density function of the series and different correlations in small- and large-scale fluctuations. This may provide new insight to the problem of the origin of multifractality in financial time series.
基金The project supported by National Natural Science Foundation of China under Grant Nos. 70431002 and 70371068
文摘Small worm effects in the harmonious unifying hybrid preferential model (HUHPM) networks are studied both numerically and analytically. The idea and method of the HUHPM is applied to three typical examples of unweighted BA model, weighted BBV model, and the TDE rnodel, so-called HUHPM-BA, HUHPM-BBV and HUHPM- TDE networks. Comparing the HUHPM with current typical models above, it is found that the HUHPM networks has the smallest average path length and the biggest average clustering coefficient. The results demonstrate that the HUHPM is more suitable not only for the un-iveighted models but also for the weighted models.
文摘Further to the investigation of the critical properties of the Potts model with <em>q</em> = 3 and 8 states in one dimension (1D) on directed small-world networks reported by Aquino and Lima, which presents, in fact, a second-order phase transition with a new set of critical exponents, in addition to what was reported in Sumour and Lima in studying Ising model on non-local directed small-world for several values of probability 0 < <em>P</em> < 1. In this paper the behavior of two models discussed previously, will be re-examined to study differences between their behavior on directed small-world networks for networks of different values of probability <em>P</em> = 0.1, 0.2, 0.3, 0.4 and 0.5 with different lattice sizes <em>L</em> = 10, 20, 30, 40, and 50 to compare between the important physical variables between Ising and Potts models on the directed small-world networks. We found in our paper that is a phase transitions in both Ising and Potts models depending essentially on the probability <em>P</em>.
基金National Natural Science Foundation of China under Grant No.10675060the Doctoral Foundation of the Ministry of Education of China under Grant No.2002055009
文摘We introduce a modified small-world network adding new links with nonlinearly preferential connectioninstead of adding randomly,then we apply Bak-Sneppen(BS)evolution model on this network.We study severalimportant structural properties of our network such as the distribution of link-degree,the maximum link-degree,and thegth of the shortest path.We further argue several dynamical characteristics of the model such as the important criticalvalue f_c,the f_0 avalanche,and the mutating condition,and find that those characteristics show panticular behaviors.
基金Project supported by the National Natural Science Foundation of China(Grant Nos.71071098,91024026,and 71171136)supported by the Shanghai Rising-Star Program,China(Grant No.11QA1404500)the Leading Academic Discipline Project of Shanghai City,China(Grant No.XTKX2012)
文摘Complex hypernetworks are ubiquitous in the real system. It is very important to investigate the evolution mecha- nisms. In this paper, we present a local-world evolving hypernetwork model by taking into account the hyperedge growth and local-world hyperedge preferential attachment mechanisms. At each time step, a newly added hyperedge encircles a new coming node and a number of nodes from a randomly selected local world. The number of the selected nodes from the local world obeys the uniform distribution and its mean value is m. The analytical and simulation results show that the hyperdegree approximately obeys the power-law form and the exponent of hyperdegree distribution is 7 = 2 + 1/m. Furthermore, we numerically investigate the node degree, hyperedge degree, clustering coefficient, as well as the average distance, and find that the hypemetwork model shares the scale-flee and small-world properties, which shed some light for deeply understanding the evolution mechanism of the real systems.
基金Sponsored by the Science & Technology Committee of Shanghai Municipality Key Technologies R&D Project(Grant No.03dz15027)the Science & Technology Committee of Shanghai Municipality Key Project(Grant No.025115032).
文摘Recently some P2P systems have constructed the small world network using the small world model so as to improve the routing performance.In this paper,we propose a novel probabilistic cache scheme to construct the small world network based on the small world model and use it to improve CAN,that is,PCCAN(Probabilistic Cache-based CAN).PCCAN caches the long contact.It uses the worm routing replacing mechanism and probabilistic replacing strategy on the cache.The probabilistic cache scheme proves to be an efficient approach to model the small world phenomenon.Experiments in both the static and the dynamic network show that PCCAN can converge to the steady state with the cache scheme,and the routing performance is significantly improved with additional low overheads in the network compared with CAN.
基金The research is granted by Japanese Ministry of Education as a part of Grants-in-Aid for Scientific Research,No.(C)22560533.The author records here warmest appreciation to the Resident Conference for Environment of Tokushima Prefecture for collecting the data in the field of actual travel behavior on the social experiment.
文摘It is the matter for achievement of the low carbon transport system that the excessive use of private vehicles can be controlled appropriately.Not only improvement of service level of modes except private vehicle,but also consciousness for environmental problem of individual trip maker is important for eco-commuting promotion.On the other hand,consciousness for environment would be changed by influence of other person.Accordingly,it is aimed in the study that the structure of decision-making process for modal shift to the eco-commuting mode in the local city is described considering environmental consciousness and social interaction.For the purpose,the consciousness for the environment problem and the travel behavior of the commuter at the suburban area in the local city are investigated by the questionnaire survey.The covariance structure about the eco-consciousness is analyzed with the database of the questionnaire survey by structural equation modeling.As the result,it can be confirmed with the structural equation model that the individual environmental consciousness is strongly related with the intention of self-sacrifice and is influenced with the local interaction of the individual connections.On the other hand,the intention of modal shift for the commuting mode is analyzed with the database of the questionnaire survey.It can be found out that the environmental consciousness is not statistically significant for commuting mode choice with the present poor level of service of public transport.However,the intention of self-sacrifice for the prevention of the global warming is statistically confirmed as the factor of modal shift with the operation of eco-commuting bus service with the RP/SP integrated estimation method.As the result,the multi-agent simulation system with social interaction model for eco consciousness is developed to measure the effect of the eco-commuting promotion.For the purpose,the carbon dioxide emission is estimated based on traffic demand and road network condition in the traffic environment model.On the other hand,the relation between agents is defined based on the small world network.The proposed multi-agent simulation is applied to measure the effect of the eco-commuting promotion such as improvement of level of service on the public transport or education of eco-consciousness.The effect of the promotion plan can be observed with the proposed multi-agent system.Finally,it can be concluded that the proposed multi-agent simulation with social interaction for eco-consciousness is useful for planning of eco-commuting promotion.
文摘In this paper, we propose a novel neighbor-preferential growth (NPG) network model. Theoretical analysis and numerical simulations indicate the new model can reproduce not only a scale-free degree distribution and its power exponent is related to the edge-adding number m, but also a small-world effect which has large clustering coefficient and small average path length. Interestingly, the clustering coefficient of the model is close to that of globally coupled network, and the average path length is close to that of star coupled network. Meanwhile, the synchronizability of the NPG model is much stronger than that of BA scale-free network, even stronger than that of synchronization-optimal growth network.
基金The project supported by National Natural Science Foundation of China under Grant No. 50272022 and the Sunshine Foundation of Wuhan City under Grant No. 20045006071-40
文摘We consider an epidemical model within soclally interacting mobile individuals to study the behaviors of steady states of epidemic propagation in 2D networks. Using mean-field approximation and large scale simulations, we recover the usual epidemic behavior with critical thresholds δc and pc below which infectious disease dies out. For the population density δ far above δc it is found that there is linear relationship between contact rate λ and the population density δ in the main. At the same time, the result obtained from mean-field approximation is compared with our numerical result, and it is found that these two results are similar by and large but not completely the same.
基金Project supported by the National Natural Science Foundation of China(Grant Nos.61402485,61303061,and 71201169)
文摘The comparison of networks with different orders strongly depends on the stability analysis of graph features in evolving systems. In this paper, we rigorously investigate the stability of the weighted spectral distribution(i.e., a spectral graph feature) as the network order increases. First, we use deterministic scale-free networks generated by a pseudo treelike model to derive the precise formula of the spectral feature, and then analyze the stability of the spectral feature based on the precise formula. Except for the scale-free feature, the pseudo tree-like model exhibits the hierarchical and small-world structures of complex networks. The stability analysis is useful for the classification of networks with different orders and the similarity analysis of networks that may belong to the same evolving system.
基金NSF of USA under Grant Nos.CCR 0329741,CNS 0422762,CNS 0434533,CNS 0531410,and CNS 0626240.
文摘The use of mobile nodes to improve network system performance has drawn considerable attention recently The movement-assisted model considers mobility as a desirable feature, where routing is based on the store-carry-forward paradigm with random or controlled movement of resource rich mobile nodes. The application of such a model has been used in several emerging networks, including mobile ad hoc networks (MANETs), wireless sensor networks (WSNs), and delay tolerant networks (DTNs). It is well known that mobility increases the capacity of MANETs by reducing the number of relays for routing, prolonging the lifespan of WSNs by using mobile nodes in place of bottleneck static sensors, and ensuring network connectivity in DTNs using mobile nodes to connect different parts of a disconnected network. Trajectory planning and the coordination of mobile nodes are two important design issues aiming to optimize or balance several measures, including delay, average number of relays, and moving distance. In this paper, we propose a new controlled mobility model with an expected polylogarithmic number of relays to achieve a good balance among several contradictory goals, including delay, the number of relays, and moving distance. The model is based on the small-world model where each static node has "short" link connections to its nearest neighbors and "long" link connections to other nodes following a certain probability distribution. Short links are regular wireless connections whereas long links are implemented using mobile nodes. Various issues are considered, including trade-offs between delay and average number of relays, selection of the number of mobile nodes, and selection of the number of long links. The effectiveness of the proposed model is evaluated analytically as well as through simulation.