Analytical Solution for a Class of Network Dynamics with Mechanical and Financial Applications

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dc.contributor.ISNI0000 0003 5341 0057 (Rachinskii, DI)
dc.contributor.authorKrej?©, P.en_US
dc.contributor.authorLamba, H.en_US
dc.contributor.authorMelnik, S.en_US
dc.contributor.authorRachinskii, Dmitry I.en_US
dc.contributor.utdAuthorRachinskii, Dmitry I.en_US
dc.date.accessioned2014-11-20T23:08:32Z
dc.date.available2014-11-20T23:08:32Z
dc.date.created2014-09-29en_US
dc.date.issued2014-09-29en_US
dc.description.abstractWe show that for a certain class of dynamics at the nodes the response of a network of any topology to arbitrary inputs is defined in a simple way by its response to a monotone input. The nodes may have either a discrete or continuous set of states and there is no limit on the complexity of the network. The results provide both an efficient numerical method and the potential for accurate analytic approximation of the dynamics on such networks. As illustrative applications, we introduce a quasistatic mechanical model with objects interacting via frictional forces and a financial market model with avalanches and critical behavior that are generated by momentum trading strategies.en_US
dc.description.sponsorshipGAČR (Grant No. P201/10/2315 and RVO 67985840); Science Foundation Ireland (Grant No. 11/PI/1026); US National Science Foundation (Grant No. DMS-1413223).en_US
dc.identifier.bibliographicCitationKrejčí, P., H. Lamba, S. Melnik, and D. Rachinskii. 2014. "Analytical solution for a class of network dynamics with mechanical and financial applications." Physical Review E, Statistical, Nonlinear, and Soft Matter Physics 90(3): 032822.en_US
dc.identifier.issn1550-2376en_US
dc.identifier.issue3en_US
dc.identifier.urihttp://hdl.handle.net/10735.1/4213
dc.identifier.volume90en_US
dc.publisherPublished By The American Physical Society Through The American Institute Of Physicsen_US
dc.relation.urihttp://dx.doi.org/10.1103/PhysRevE.90.032822
dc.rights©2014 American Physical Societyen_US
dc.sourcePhysical Review E: Statistical, Nonlinear, and Soft Matter Physics
dc.subjectNetwork analysis (Planning)--Mathematical modelsen_US
dc.subjectPrandtl-Ishlinskii modelen_US
dc.subjectPrecision-recall curvesen_US
dc.subjectPricesen_US
dc.titleAnalytical Solution for a Class of Network Dynamics with Mechanical and Financial Applicationsen_US
dc.type.genreArticleen_US

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Rachinskiy, Dmitry I.