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2022-03-03
摘要翻译:
“噪声引起的波动性”是指在存在快速变化的外部信号和中间噪声水平的情况下,双稳态单元的集体动力学中波动水平增加的现象。这种现象的典型特征是--除了涨落水平的增加之外--系统的响应变得与外部驱动力无关,使其不同于随机共振。数值模拟和伊辛模型在规则和随机网络上的随机动力学版本的分析理论证明了这一现象的普遍存在和鲁棒性,这被认为是金融市场过度波动、各种非平衡系统中有效温度提高以及复杂生物机体免疫系统强烈选择性反应的可能原因。对不同的网络拓扑进行了大量的数值模拟,并与平均场理论进行了比较。
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英文标题:
《Noise-induced volatility of collective dynamics》
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作者:
Georges Harras, Claudio J. Tessone, Didier Sornette
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最新提交年份:
2011
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分类信息:

一级分类:Physics        物理学
二级分类:Statistical Mechanics        统计力学
分类描述:Phase transitions, thermodynamics, field theory, non-equilibrium phenomena, renormalization group and scaling, integrable models, turbulence
相变,热力学,场论,非平衡现象,重整化群和标度,可积模型,湍流
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一级分类:Physics        物理学
二级分类:Adaptation and Self-Organizing Systems        自适应和自组织系统
分类描述:Adaptation, self-organizing systems, statistical physics, fluctuating systems, stochastic processes, interacting particle systems, machine learning
自适应,自组织系统,统计物理,波动系统,随机过程,相互作用粒子系统,机器学习
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一级分类:Physics        物理学
二级分类:Physics and Society        物理学与社会
分类描述:Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体(人类或其他)的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统(如能源网、运输网络)的物理和工程。
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一级分类:Quantitative Biology        数量生物学
二级分类:Other Quantitative Biology        其他定量生物学
分类描述:Work in quantitative biology that does not fit into the other q-bio classifications
不适合其他q-bio分类的定量生物学工作
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英文摘要:
  "Noise-induced volatility" refers to a phenomenon of increased level of fluctuations in the collective dynamics of bistable units in the presence of a rapidly varying external signal, and intermediate noise levels. The archetypical signature of this phenomenon is that --beyond the increase in the level of fluctuations-- the response of the system becomes uncorrelated with the external driving force, making it different from stochastic resonance. Numerical simulations and an analytical theory of a stochastic dynamical version of the Ising model on regular and random networks demonstrate the ubiquity and robustness of this phenomenon, which is argued to be a possible cause of excess volatility in financial markets, of enhanced effective temperatures in a variety of out-of-equilibrium systems and of strong selective responses of immune systems of complex biological organisms. Extensive numerical simulations are compared with a mean-field theory for different network topologies.
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PDF链接:
https://arxiv.org/pdf/1004.2149
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