No Arabic abstract
We explain why a sampling (division of data into homogenous sub-samples), segmentation (selection of sub-samples belonging to a small sub-area in ID plane - a segmentation zone), and scaling (a linear transformation of random variables representing a standard sub-routine in a general scheme of an unfolding procedure) are necessary parts of any vehicular data investigations. We demonstrate how representative traffic micro-quantities (in an unified representation) are changing with a location of a segmentation zone. It is shown that these changes are non-trivial and correspond fully to some previously-published results. Furthermore, we present a simple mathematical technique for the unification of GIG-distributed random variables.
Production in an economy is a set of firms activities as suppliers and customers; a firm buys goods from other firms, puts value added and sells products to others in a giant network of production. Empirical study is lacking despite the fact that the structure of the production network is important to understand and make models for many aspects of dynamics in economy. We study a nation-wide production network comprising a million firms and millions of supplier-customer links by using recent statistical methods developed in physics. We show in the empirical analysis scale-free degree distribution, disassortativity, correlation of degree to firm-size, and community structure having sectoral and regional modules. Since suppliers usually provide credit to their customers, who supply it to theirs in turn, each link is actually a creditor-debtor relationship. We also study chains of failures or bankruptcies that take place along those links in the network, and corresponding avalanche-size distribution.
We study the cluster dynamics of multichannel (multivariate) time series by representing their correlations as time-dependent networks and investigating the evolution of network communities. We employ a node-centric approach that allows us to track the effects of the community evolution on the functional roles of individual nodes without having to track entire communities. As an example, we consider a foreign exchange market network in which each node represents an exchange rate and each edge represents a time-dependent correlation between the rates. We study the period 2005-2008, which includes the recent credit and liquidity crisis. Using dynamical community detection, we find that exchange rates that are strongly attached to their community are persistently grouped with the same set of rates, whereas exchange rates that are important for the transfer of information tend to be positioned on the edges of communities. Our analysis successfully uncovers major trading changes that occurred in the market during the credit crisis.
We introduce a formalism to deal with the microscopic modeling of vehicular traffic on a road network. Traffic on each road is uni-directional, and the dynamics of each vehicle is described by a Follow-the-Leader model. From a mathematical point of view, this amounts to define a system of ordinary differential equations on an arbitrary network. A general existence and uniqueness result is provided, while priorities at junctions are shown to hinder the stability of solutions. We investigate the occurrence of the Braess paradox in a time-dependent setting within this model. The emergence of Nash equilibria in a non-stationary situation results in the appearance of Braess type paradoxes, and this is supported by numerical simulations.
In this paper, the impact of escaping in couples on the evacuation dynamics has been investigated via experiments and modeling. Two sets of experiments have been implemented, in which pedestrians are asked to escape either in individual or in couples. The experiments show that escaping in couples can decrease the average evacuation time. Moreover, it is found that the average evacuation time gap is essentially constant, which means that the evacuation speed essentially does not depend on the number of pedestrians that have not yet escaped. To model the evacuation dynamics, an improved social force model has been proposed, in which it is assumed that the driving force of a pedestrian cannot be fulfilled when the composition of physical forces exceeds a threshold because the pedestrian cannot keep his/her body balance under this circumstance. To model the effect of escaping in couples, attraction force has been introduced between the partners. Simulation results are in good agreement with the experimental ones.
Observations of tropical convection from precipitation radar and the concurring large-scale atmospheric state at two locations (Darwin and Kwajalein) are used to establish effective stochastic models to parameterise subgrid-scale tropical convective activity. Two approaches are presented which rely on the assumption that tropical convection induces a stationary equilibrium distribution. In the first approach we parameterise convection variables such as convective area fraction as an instantaneous random realisation conditioned on the large-scale vertical velocities according to a probability density function estimated from the observations. In the second approach convection variables are generated in a Markov process conditioned on the large-scale vertical velocity, allowing for non-trivial temporal correlations. Despite the different prevalent atmospheric and oceanic regimes at the two locations, with Kwajalein being exposed to a purely oceanic weather regime and Darwin exhibiting land-sea interaction, we establish that the empirical measure for the convective variables conditioned on large-scale mid-level vertical velocities for the two locations are close. This allows us to train the stochastic models at one location and then generate time series of convective activity at the other location. The proposed stochastic subgrid-scale models adequately reproduce the statistics of the observed convective variables and we discuss how they may be used in future scale-independent mass-flux convection parameterisations.