Showing posts with label simulation. Show all posts
Showing posts with label simulation. Show all posts

Saturday, September 25, 2010

Understanding behavioural patterns: why bird flocks move in unison

Animal flocks, be it honeybees, fish, ants or birds, often move in surprising synchronicity and seemingly make unanimous decisions at a moment’s notice, a phenomenon which has remained puzzling to many researchers.

New research published today in the New Journal of Physics ( co-owned by the Institute of Physics and German Physical Society ), uses a particle model to explain the collective decision making process of flocks of birds landing on foraging flights.

Using a simple self-propelled particle (SPP) system, which sees the birds represented by particles with such parameters as position and velocity, the researchers from Budapest, Hungary, find that the collective switching from the flying to the landing state overrides the individual landing intentions of each bird.

Sunday, June 13, 2010

Entropy study suggests Pictish symbols likely were part of a written language

How can you tell the difference between random pictures and an ancient, symbol-based language ?

 A new study has shown that concepts in entropy can be used to measure the degree of repetitiveness in Pictish symbols from the Dark Ages, with the results suggesting that the inscriptions appear be much closer to a modern written language than to random symbols 

. The Picts, a group of Celtic tribes that lived in Scotland from around the 4th-9th centuries AD, left behind only a few hundred stones expertly carved with symbols. Although the symbols appear to convey information, it has so far been impossible to prove that this small sample of symbols represents a written language.

Monday, June 7, 2010

Physicsts reveal how to cope with 'frustration'

For most people, frustration is a condition to be avoided. But for scientists studying certain "frustrated" ensembles of interacting components -that is, those which cannot settle into a state that minimizes each interaction-

 it may be the key to understanding a host of puzzling phenomena that affect systems from neural networks and social structures to protein folding and magnetism.

Friday, May 21, 2010

Recurrence Analysis of Stock and Commodity indices

In the contemporary global scenario, the working of the complex and multidimensional factors on the time behaviour of financial series necessitates an investigation of the underlying characteristic features of the same. In addition to the state of the art econometric approaches, analysis in terms of state space dynamics considering the financial time series as deterministic chaos has emerged to be of utmost importance. Understanding the dynamics of a financial series, as a stock market index or a commodity market index is still however, a complex task having its specific requirements.  Market behaviour, in case of both commodity and securities is ultimately reflected by the average trading price movement . Thus the time series representing the indices in the respective markets is a key to understanding the economic similarities/dissimilarities in the two markets.  Our purpose was to analyse the time series representing the indices of commodity and stock markets .

Tuesday, February 16, 2010

Paul Krugman: Good and Boring ("Right now, Canada is a very important role model")

First, some background. Over the past decade the United States and Canada faced the same global environment. Both were confronted with the same flood of cheap goods and cheap money from Asia. Economists in both countries cheerfully declared that the era of severe recessions was over.
But when things fell apart, the consequences were very different here and there.

In the United States, mortgage defaults soared, some major financial institutions collapsed, and others survived only thanks to huge government bailouts. In Canada, none of that happened. What did the Canadians do differently ?

read more...

Friday, November 13, 2009

The Dark Attractor: What's Pulling the Milky Way Towards It at 14-Million MPH?

Astronomers have known for years that something unknown apears to be pulling our Milky Way and tens of thousands of other galaxies toward itself at a breakneck 22 million kilometers (14 million miles) per hour. But they couldn’t pinpoint exactly what, or where it is. A huge volume of space that includes the Milky Way and super-clusters of galaxies is flowing towards a mysterious, gigantic unseen mass named mass astronomers have dubbed "The Great Attractor," some 250 million light years from our Solar System. The Milky Way and Andromeda galaxies are the dominant structures in a galaxy cluster called the Local Group which is, in turn, an outlying member of the Virgo supercluster. Andromeda--about 2.2 million light-years from the Milky Way--is speeding toward our galaxy at 200,000 miles per hour...

Friday, October 30, 2009

EconoPhysics (On offer: laws of nature)

In yesterday's post I asked why economics doesn't have a few laws of nature that could prevent people from basing decisions on the financial equivalent of a perpetual motion machine. Enter the econophysicists, academics, ( usually physicists delving outside the field and not economists borrowing from physics ), who want to apply the rigorous mathematical methods of physics to understanding the economy. By modeling the economy as a collection of minor actors, like the molecules of gas, they hope to uncover how individual actions give rise to the emergent, large-scale phenomena that have sweeping effects—the booms and busts that take us by surprise.

Tuesday, October 20, 2009

Stephen Wolfram: The Man Who Cracked The Code to Everything ...

..."The climax of the book is the principle of computational equivalence, which may as well be called "Wolfram's law." After hundreds of pages of laying groundwork, presenting case after case of visual examples where simple rules generate counterintuitively complex results, Wolfram concludes that this phenomenon is overwhelmingly commonplace - it's at the base of everything from morphology to traffic jams. Then he goes further, stating that once a system achieves a certain, easily attainable degree of complexity, it's reached the point of maximum complexity, as measured by the computation required to crank out the end result. Everything at that level of complexity - and that means almost everything you can think of, from human thought to rain hitting pavement - is exactly as complex as anything else."...

Monday, August 31, 2009

AAAI Fall Symposium - Nov. 5 - 7, 2009 - Arlington, VA

Complex Adaptive Systems and the Threshold Effect: Views from the Natural and Social Sciences

Most interesting phenomena in natural and social systems include constant transitions and oscillations among their various phases. Wars, companies, societies, markets, and humans rarely stay in a stable, predictable state for long. Randomness, power laws, and human behavior ensure that the future is both unknown and challenging. How do events unfold ? When do they take hold ? Why do some initial events cause an avalanche while others do not ? What characterizes these events ? What are the thresholds that differentiate a sea change from a non-event ?

Complex Adaptive Systems have proven to be a powerful tool for exploring these and other related phenomena. We characterize a general CAS model as having a large number of self-similar agents that:

  1. utilize one or more levels of feedback;
  2. exhibit emergent properties and self-organization; and
  3. produce non-linear dynamic behavior.

Advances in modeling and computing technology have led not only to a deeper understanding of complex systems in many areas, but they have also raised the possibility that similar fundamental principles may be at work across these systems, even though the underlying principles may manifest themselves differently.

Tuesday, August 25, 2009

Econophysicist Predicts Date of Chinese Stock Market Collapse

The Shanghai Composite Index was supposed to burst before July 27 but didn't. A few days after that deadline, however, it dropped by 20 percent. Coincidence ?.

Last month, we looked at a prediction that the Shanghai Composite stock market index was about to crash. The forecast was made by a team lead by the econophysicist Didier Sornette at the Swiss Federal Institute of Technology in Zurich, who has made a study of economic bubbles and how they burst. His thinking is that bubbles are the result of some kind of feedback mechanism that creates faster-than-exponential growth. This kind of growth rate is straightforward to measure, and so bubbles should be easy to identify. In July, he and his buddies pointed out that the Shanghai Composite stock market index was following exactly this kind of trend. But they also made an extraordinary prediction. They said that this bubble would burst between July 17 and 27.

Thursday, July 2, 2009

Mark Gimein -> Swan Song: Why Nassim Taleb is Still Wrong

While for just about everyone involved in the markets the last two years of financial history have been a massacre, they have been a long victory lap for Nassim Nicholas Taleb. Taleb is the author of The Black Swan, the book about, as the subtitle puts it, "The Impact of the Highly Improbable." It came out in 2007, just before everything that seemed highly improbable became painfully actual. As everyone else's fortunes have shrunk, Taleb's have risen. Not only have his books made him the public face of the New Catastrophism, but his insights have turned out to be extremely profitable: The Wall Street Journal reports that Universa, a hedge fund for which Taleb serves as guru and adviser, gained more than 100 percent last year and now holds $6 billion.

Ant mega-colony takes over world

A single mega-colony of ants has colonised much of the world, scientists have discovered. Argentine ants living in vast numbers across Europe, the US and Japan belong to the same inter-related colony, and will refuse to fight one another. The colony may be the largest of its type ever known for any insect species, and could rival humans in the scale of its world domination. What's more, people are unwittingly helping the mega-colony stick together. Argentine ants (Linepithema humile) were once native to South America. But people have unintentionally introduced the ants to all continents except Antarctica. These introduced Argentine ants are renowned for forming large colonies, and for becoming a significant pest, attacking native animals and crops.

Tuesday, June 30, 2009

How to Avoid Yourself

Every Sunday morning you go for a walk in the city, heading nowhere in particular, with just one rule to your rambling: You never retrace your steps or cross your own path. If you have already walked along a certain block or passed through an intersection, you refuse to set foot there again.

This recipe for tracing a loopless path through a grid of city streets leads into some surprisingly dark back alleys of mathematics—not to mention byways of physics, chemistry, computer science and biology. Avoiding yourself, it turns out, is a hard problem. The exact analysis of self-avoiding walks has stumped mathematicians for half a century; even counting the walks is a challenge.

My own initiation into the trials of self-avoidance came when I began experimenting with a simple model of the folding of protein molecules, a story I told in an earlier "Computing Science" column (see Hayes 1998). Protein folding is close to the historical roots of the self-avoiding walk, which was first conceived as a tool for understanding the geometry of long-chain polymer molecules. A polymer writhing and wriggling in solution forms a random tangle—random, that is, except that no two atoms can occupy the same position at the same time. This "excluded volume effect" in the polymer is modeled by the walk's insistence on avoiding itself.