We introduce a deterministic dealer model which implements most of the empirical laws, such as fat tails in the price change distributions, autocorrelation of price change and non-Poissonian intervals. We also clarify the causality between microscopic dealers’ dynamics and macroscopic market's...

We present a family of scale-free network model consisting of cliques, which is established by a simple recursive algorithm. We investigate the networks both analytically and numerically. The obtained analytical solutions show that the networks follow a power-law degree distribution, with degree...

There has been a quickly growing interest in properties of complex networks, such as the small world property, power-law degree distribution, network transitivity, and community structure, which seem to be common to many real world networks. In this study, we consider the community property...

Using computer simulations, we show that metastable states still occur in two-lane traffic models with slow to start rules. However, these metastable states no longer exist in systems where aggressive drivers (which do not look back before changing lanes) are present. Indeed, the presence of...

Controlling the transition between the low (nucleate) and high temperature (film) regimes of boiling is a serious challenge for a number of technological applications. Based on the theoretical analysis of a simplified reaction-diffusion model, it has recently been shown [A. Pumir, V.V. Barelko,...

The energy diffusion controlled reaction rate of a reacting particle with linear weak damping and broad-band noise excitation is studied by using the stochastic averaging method. First, the stochastic averaging method for strongly nonlinear oscillators under broad-band noise excitation using...

We consider site percolation of dimers (“needles”) on simple cubic lattice. The percolation threshold is estimated as p<Subscript>c</Subscript> <Superscript>perc</Superscript> ≈ 0.2555 ± 0.0001. The jamming threshold is estimated as p<Subscript>c</Subscript> <Superscript>jamm</Superscript>=0.799 ± 0.002. Copyright EDP Sciences/Società Italiana di Fisica/Springer-Verlag 2007

We develop the kinetic theory of point vortices in two-dimensional hydrodynamics and illustrate the main results of the theory with numerical simulations. We first consider the evolution of the system “as a whole” and show that the evolution of the vorticity profile is due to resonances...

Generalized synchronization in a drive-response Chua circuits is investigated. A cascade of transitions to GS is observed with increasing the interaction strength. The mechanism on the transitions to GS is given based on the asymptotic behaviors of response dynamics. Copyright EDP...

We numerically investigate how to enhance synchronizability of coupled identical oscillators in complex networks with research focus on the roles of the high level of clustering for a given heterogeneity in the degree distribution. By using the edge-exchange method with the fixed degree...