Search results for "Complex system"
showing 10 items of 226 documents
Semipredictable dynamical systems
2015
A new class of deterministic dynamical systems, termed semipredictable dynamical systems, is presented. The spatiotemporal evolution of these systems have both predictable and unpredictable traits, as found in natural complex systems. We prove a general result: The dynamics of any deterministic nonlinear cellular automaton (CA) with $p$ possible dynamical states can be decomposed at each instant of time in a superposition of $N$ layers involving $p_{0}$, $p_{1}$,... $p_{N-1}$ dynamical states each, where the $p_{k\in \mathbb{N}}$, $k \in [0, N-1]$ are divisors of $p$. If the divisors coincide with the prime factors of $p$ this decomposition is unique. Conversely, we also prove that $N$ CA w…
Spatial risks and complex systems: methodological perspectives
2007
Research on risk and industrial catastrophes question the complexity theories. Besides the concepts of complexity which lead us to reconsider concepts of risk, hazard and vulnerability, we propose to think about more practical aspects, for example the modelling of human behaviour in crisis situations. The link between concepts as critical self-organization, emergence, bifurcation, and the methods in the Distributed Artificial Intelligence (DAI) used to model them is however difficult. In this paper, we present ongoing analysis on the key concepts of risk science, such as hazards and catastrophes. We propose to enrich them with complex systems theories. First, we present methodological persp…
General Introduction to Computer Simulation Methods
1986
Computer simulation methods are now an established tool in many branches of science. The motivation for computer simulations of physical systems are manifold. One of the main motivations is that one eliminates approximations with computer simulations. Usually to treat a problem analytically (if it can be done at all) one needs to resort to some kind of approximation; for exam- ple a mean-field-type approximation. With a computer simulation we have the ability to study systems not yet tractable with analytical methods. The computer simulation approach allows one to study complex systems and gain insight into their behaviour. Indeed, the complexity can go far beyond the reach of present analy…
On-chip quantum frequency combs for complex photon state generation (Conference Presentation)
2020
A key challenge in today’s quantum science is the realization of large-scale complex non-classical systems to enable e.g. ultra-secure communications, quantum-enhanced measurements, and computations faster than classical approaches. Optical frequency combs represent a powerful approach towards this, since they provide a very high number of temporal and frequency modes which can result in large-scale quantum systems. Here, we discuss the recent progress on the realization of integrated quantum frequency combs and reveal how their use in combination with on-chip and fiber-optic telecommunications components can enable quantum state control with new functionalities, yielding unprecedented capa…
An empirically grounded agent based simulator for the air traffic management in the SESAR scenario
2017
In this paper we present a simulator allowing to perform policy experiments relative to the air traffic management. Different SESAR solutions can be implemented in the model to see the reaction of the different stakeholders as well as other relevant metrics (delay, safety, etc). The model describes both the strategic phase associated to the planning of the flight trajectories and the tactical modifications occurring in the en-route phase. An implementation of the model is available as an open-source software and is freely accessible by any user. More specifically, different procedures related to business trajectories and free-routing are tested and we illustrate the capabilities of the mode…
A tool for filtering information in complex systems
2005
We introduce a technique to filter out complex data-sets by extracting a subgraph of representative links. Such a filtering can be tuned up to any desired level by controlling the genus of the resulting graph. We show that this technique is especially suitable for correlation based graphs giving filtered graphs which preserve the hierarchical organization of the minimum spanning tree but containing a larger amount of information in their internal structure. In particular in the case of planar filtered graphs (genus equal to 0) triangular loops and 4 element cliques are formed. The application of this filtering procedure to 100 stocks in the USA equity markets shows that such loops and cliqu…
Scaling laws of strategic behavior and size heterogeneity in agent dynamics
2008
The dynamics of many socioeconomic systems is determined by the decision making process of agents. The decision process depends on agent's characteristics, such as preferences, risk aversion, behavioral biases, etc.. In addition, in some systems the size of agents can be highly heterogeneous leading to very different impacts of agents on the system dynamics. The large size of some agents poses challenging problems to agents who want to control their impact, either by forcing the system in a given direction or by hiding their intentionality. Here we consider the financial market as a model system, and we study empirically how agents strategically adjust the properties of large orders in orde…
Volatility Effects on the Escape Time in Financial Market Models
2008
We shortly review the statistical properties of the escape times, or hitting times, for stock price returns by using different models which describe the stock market evolution. We compare the probability function (PF) of these escape times with that obtained from real market data. Afterwards we analyze in detail the effect both of noise and different initial conditions on the escape time in a market model with stochastic volatility and a cubic nonlinearity. For this model we compare the PF of the stock price returns, the PF of the volatility and the return correlation with the same statistical characteristics obtained from real market data.
Correlation filtering in financial time series
2005
We apply a method to filter relevant information from the correlation coefficient matrix by extracting a network of relevant interactions. This method succeeds to generate networks with the same hierarchical structure of the Minimum Spanning Tree but containing a larger amount of links resulting in a richer network topology allowing loops and cliques. In Tumminello et al. \cite{TumminielloPNAS05}, we have shown that this method, applied to a financial portfolio of 100 stocks in the USA equity markets, is pretty efficient in filtering relevant information about the clustering of the system and its hierarchical structure both on the whole system and within each cluster. In particular, we have…
Tailored pump-probe transient spectroscopy with time-dependent density-functional theory: controlling absorption spectra
2016
Recent advances in laser technology allow us to follow electronic motion at its natural time-scale with ultra-fast time resolution, leading the way towards attosecond physics experiments of extreme precision. In this work, we assess the use of tailored pumps in order to enhance (or reduce) some given features of the probe absorption (for example, absorption in the visible range of otherwise transparent samples). This type of manipulation of the system response could be helpful for its full characterization, since it would allow us to visualize transitions that are dark when using unshaped pulses. In order to investigate these possibilities, we perform first a theoretical analysis of the non…