Partial synchronization （PaS） on regular networks with a few non-local couplings are studied. The criterion that PaS can emerge in any given network and some relevant phenomena about Lyapunov exponents are found. Th...Partial synchronization （PaS） on regular networks with a few non-local couplings are studied. The criterion that PaS can emerge in any given network and some relevant phenomena about Lyapunov exponents are found. Theoretical and numerical analysis show that the non-local coupling is the key mechanism of the emergence of PaS.展开更多
Dynamical behaviours of the motion of particles in a periodic potential under a constant driving velocity by a spring at one end are explored. In the stationary case, the stable equilibrium position of the particle ex...Dynamical behaviours of the motion of particles in a periodic potential under a constant driving velocity by a spring at one end are explored. In the stationary case, the stable equilibrium position of the particle experiences an elasticity instability transition. When the driving velocity is nonzero, depending on the elasticity coefficient and the pulling velocity, the system exhibits complicated and interesting dynamics, such as periodic and chaotic motions. The results obtained here may shed light on studies of dynamical processes in sliding friction.展开更多
Nonlinear dynamics of the sliding process of a chain driven with a constant velocity at one end in a periodic substrate potential is investigated. The driven chain exhibits distinctly different dynamical characteristi...Nonlinear dynamics of the sliding process of a chain driven with a constant velocity at one end in a periodic substrate potential is investigated. The driven chain exhibits distinctly different dynamical characteristics at different velocities. In the low velocity region, the chain moves in a stick-slip manner. When the driving velocity is increased, the stick-slip behaviour is replaced by complicated and regular oscillatory motions. The dependence of the dynamics on the coupling strength is studied and the step-like behaviour is found, where different steps correspond to different dynamical phases.展开更多
Nonlinear dynamics of the time-delayed Mackey-Glass systems is explored. Coexistent multiple chaotic attractors are found. Attractors with double-scroll structures can be well classified in terms of different return t...Nonlinear dynamics of the time-delayed Mackey-Glass systems is explored. Coexistent multiple chaotic attractors are found. Attractors with double-scroll structures can be well classified in terms of different return times within one period of the delay time by constructing the Poincare section. Synchronizations of the drive-response Mackey-Glass oscillators are investigated. The critical coupling strength for the emergence of generalized synchronization against the delay time exhibits the interesting resonant behaviour. We reveal that stronger resonance effect may be observed when different attractors are applied to the drivers, i.e., more resonance peaks can be found.展开更多
The behaviour of coupled chaotic oscillators before complete synchronization is investigated. Long-time residence of trajectories appears besides one of the saddle foci. The tendency that orbits of the two oscillators...The behaviour of coupled chaotic oscillators before complete synchronization is investigated. Long-time residence of trajectories appears besides one of the saddle foci. The tendency that orbits of the two oscillators get closer becomes faster with the increasing coupling strength. The diffusion of phase difference between the two oscillators is first enhanced and then suppressed. There are exact correspondences among these phenomena. The mechanism of these correspondences is explored. These phenomena uncover the route to synchronization of coupled chaotic oscillators.展开更多
We have studied the Langevin description of stochastic dynamics of financial time series. A sliding-window algorithm is used for our analysis. We find that the fluctuation of stock prices can be understood from the vi...We have studied the Langevin description of stochastic dynamics of financial time series. A sliding-window algorithm is used for our analysis. We find that the fluctuation of stock prices can be understood from the view of a time-dependent drift force corresponding to the drift parameter in Langevin equation. It is revealed that the statistical results of the drift force estimated from financial time series can be approximately considered as a linear restoring force. We investigate the significance of this linear restoring force to the prices evolution from its two coefficients, the equilibrium position and the slope coefficient. The daily log-returns of S＆P 500 index from 1950 to 1999 are especially analysed. The new simple form of the restoring force obtained both from mathematical and numerical analyses suggests that the Langevin approach can effectively present not only the macroscopical but also the detailed properties of the price evolution.展开更多
We present a new cellular automata model for one-lane traffic flow. In this model, we consider the driver prejudgment according to the state of the leading car. We also consider that the vehicle deceleration capabilit...We present a new cellular automata model for one-lane traffic flow. In this model, we consider the driver prejudgment according to the state of the leading car. We also consider that the vehicle deceleration capability is finite and the braking distance of the high-speed running cars cannot be ignored, which is not considered in most models. Furthermore, comfortable driving is considered, too. Using computer simulations we obtain some basic qualitative results and the fundamental diagram of the proposed model. In comparison with the known models, we find that the fundamental diagram of the proposed model is more realistic than that of the known models.展开更多
Phase synchronization of two linearly coupled Rossler oscillators with parameter misfits is explored. It is found that depending on parameter mismatches, the synchronization of phases exhibits different manners. The s...Phase synchronization of two linearly coupled Rossler oscillators with parameter misfits is explored. It is found that depending on parameter mismatches, the synchronization of phases exhibits different manners. The synchronization regime can be divided into three regimes. For small mismatches, the amplitude-insensitive regime gives the phase-dominant synchronization; When the parameter misfit increases, the amplitudes and phases of oscillators are correlated） and the amplitudes will dominate the synchronous dynamics for very large mismatches. The lag time among phases exhibits a power law when phase synchronization is achieved.展开更多
This paper studies the judgement problem of full-period maps on Z(p^n) and proposes a novel congruential map with double modulus on Z(p^n). The full-period properties of the sequences generated by the novel map are st...This paper studies the judgement problem of full-period maps on Z(p^n) and proposes a novel congruential map with double modulus on Z(p^n). The full-period properties of the sequences generated by the novel map are studied completely. We prove some theorems including full-period judgement theorem on Z(p^n) and validate them by some numerical experiments. In the experiments, full-period sequences are generated by a full-period map on Z(p^n). By the binarization, full-period sequences are transformed into binary sequences. Then, we test the binary sequences with the NIST SP 800-22 software package and make the poker test. The passing rates of the statistical tests are high in NIST test and the sequences pass the poker test. So the randomness and statistic characteristics of the binary sequences are good. The analysis and experiments show that these full-period maps can be applied in the pseudo-random number generation(PRNG), cryptography, spread spectrum communications and so on.展开更多
The double-well potential systems and a hybrid optical bistability device with liquid crystal have a relation to quartic maps with two equally high peaks.The star products for all doubly superstable kneading sequences...The double-well potential systems and a hybrid optical bistability device with liquid crystal have a relation to quartic maps with two equally high peaks.The star products for all doubly superstable kneading sequences in the kneading plane are presented,the generalized Feigenbaum's metric universalities such as scaling factors{αc,αD,αE}and convergent rates{δ_(a),δ_(η),δ_(a,η)}are obtained.展开更多
The behaviors of coupled oscillators, each of which has periodic motion with random natural frequency in the absence of coupling, are investigated when phase shifts are considered. In the system of coupled oscillators...The behaviors of coupled oscillators, each of which has periodic motion with random natural frequency in the absence of coupling, are investigated when phase shifts are considered. In the system of coupled oscillators, phase shifts are the same between different oscillators. Synchronization and synchronization transition are revealed with different phase shifts. Phase shifts play an important role for this kind of system. When the phase shift α〈 0.5π, the synchronization state can be attained by increasing the coupling, and the system cannot reach the synchronization state while α≥ 0.5π. A clear scaling between complete synchronization critical coupling strength Kpc and α - 0.5π is found.展开更多
We investigate the wavefronts depinning in current biased, infinitely long semiconductor superlattice systems by the method of discrete mapping and show that the wavefront depinning corresponds to the discrete mapping...We investigate the wavefronts depinning in current biased, infinitely long semiconductor superlattice systems by the method of discrete mapping and show that the wavefront depinning corresponds to the discrete mapping failure. For parameter values near the lower critical current in both discrete drift model （DD model） and discrete drift-diffusion model （DDD model）, the mapping failure is determined by the important mapping step from the bottom of branch to branch α. For the upper critical parameters in DDD model, the key mapping step is from branch γ to the top of the corresponding branch α and we may need several active wells to describe the wavefronts.展开更多
The association between intrinsic noises and deterministic descriptions/properties of the rate equations for chemical reactions is analyzed using the linear noise approximation of the master equation. We illustrate th...The association between intrinsic noises and deterministic descriptions/properties of the rate equations for chemical reactions is analyzed using the linear noise approximation of the master equation. We illustrate that the effect of intrinsic noise is determined in combination by three components： the system size, the matrix associated with reaction kinetics, and the eigenvalues associated with the system＇s dissipation. Generally, a more attractive dynamics tends to attenuate the internal fluctuations more significantly because intrinsic noises are inversely proportional to the absolute value of the real part of the eigenvalues. In addition, a higher reaction rate and larger stoichiometry coefficients will give rise to stronger intrinsic noise.展开更多
We report stochastic simulations of the yeast mating signal transduction pathway. The effects of intrinsic and external noise, the influence of cell-to-cell difference in the pathway capacity, and noise propagation in...We report stochastic simulations of the yeast mating signal transduction pathway. The effects of intrinsic and external noise, the influence of cell-to-cell difference in the pathway capacity, and noise propagation in the pathway have been examined. The stochastic temporal behaviour of the pathway is found to be robust to the influence of inherent fluctuations, and intrinsic noise propagates in the pathway in a uniform pattern when the yeasts are treated with pheromones of different stimulus strengths and of varied fluctuations. In agreement with recent experimental findings, extrinsic noise is found to play a more prominent role than intrinsic noise in the variability of proteins. The occurrence frequency for the reactions in the pathway are also examined and a more compact network is obtained by dropping most of the reactions of least occurrence.展开更多
We investigate the effects of intrinsic noise on Turing pattern formation near the onset of bifurcation from the homogeneous state to Turing pattern in the reaction-diffusion Brusselator. By performing stochastic simu...We investigate the effects of intrinsic noise on Turing pattern formation near the onset of bifurcation from the homogeneous state to Turing pattern in the reaction-diffusion Brusselator. By performing stochastic simulations of the master equation and using Gillespie＇s algorithm, we check the spatiotemporal behaviour influenced by internal noises. We demonstrate that the patterns of occurrence frequency for the reaction and diffusion pro- cesses are also spatially ordered and temporally stable. Turing patterns are found to be robust against intrinsic fluctuations. Sfochastic simulations also reveal that under the influence of intrinsic noises, the onset of Turing instability is advanced in comparison to that predicted deterministically.展开更多
The ground state of a generalized Frenkel–Kontorova model with a transversal degree of freedom is studied.When the coupling strength,K,and the frequency of a single−atom vibration in the transversal direction,ω0y,ar...The ground state of a generalized Frenkel–Kontorova model with a transversal degree of freedom is studied.When the coupling strength,K,and the frequency of a single−atom vibration in the transversal direction,ω0y,are increased,the ground state of the model undergoes a transition from a two−dimensional configuration to a one-dimensional one.This transition can manifest in different ways.Furthermore,we find that the prerequisite of a two-dimensional ground state isθ≠1/q.展开更多
A hierarchical cluster-tendency （HCT） method in analyzing the group structure of networks of the global foreign exchange （FX） market is proposed by combining the advantages of both the minimal spanning tree （MST...A hierarchical cluster-tendency （HCT） method in analyzing the group structure of networks of the global foreign exchange （FX） market is proposed by combining the advantages of both the minimal spanning tree （MST） and the hierarchical tree （HT）. Fifty currencies of the top 50 World GDP in 2010 according to World Bank＇s database are chosen as the underlying system. By using the HCT method, all nodes in the FX market network can be ＂colored＂ and distinguished. We reveal that the FX networks can be divided into two groups, i.e., the Asia-Pacific group and the Pan-European group. The results given by the hierarchical cluster-tendency method agree well with the formerly observed geographical aggregation behavior in the FX market. Moreover, an oil-resource aggregation phenomenon is discovered by using our method. We find that gold could be a better numeraire for the weekly-frequency FX data.展开更多
We study the deternfinistic dynanfics of rotator chain with purely mechanical driving on the boundary by stability analysis and numerical sinmlation. Globally synchronous rotation, clustered synchronous rotation, and ...We study the deternfinistic dynanfics of rotator chain with purely mechanical driving on the boundary by stability analysis and numerical sinmlation. Globally synchronous rotation, clustered synchronous rotation, and split synchronous rotation states are identified. In particular, we find that the single-peaked wariance distribution of angular momenta is the consequence of the deterministic dynamics. As a result, the operational definition of temperature used in the previous studies on rotator chain should be revisited.展开更多
基金Supported in part by the National Natural Science Foundation of China under Grant Nos 70431002 and 10575010, the FANEDD under Grant No 200120, the TRAP0YT in Higher Education Iastitutioas of M0E under Grant No 209, and the Foundation of Doctoral Training under Grant No 20020027011.
文摘Partial synchronization （PaS） on regular networks with a few non-local couplings are studied. The criterion that PaS can emerge in any given network and some relevant phenomena about Lyapunov exponents are found. Theoretical and numerical analysis show that the non-local coupling is the key mechanism of the emergence of PaS.
基金Project supported in part by the National Natural Science Foundation of China （Grant Nos 70431002 and 10575010）, the Foundation for the Author of National Excellent Doctoral Dissertation of China （Grant No 200120）, and the Teaching and Research Award Program for 0utstanding Young Teachers in Higher Education Institutions, Ministry of Education of China （Grant No 209）.
文摘Dynamical behaviours of the motion of particles in a periodic potential under a constant driving velocity by a spring at one end are explored. In the stationary case, the stable equilibrium position of the particle experiences an elasticity instability transition. When the driving velocity is nonzero, depending on the elasticity coefficient and the pulling velocity, the system exhibits complicated and interesting dynamics, such as periodic and chaotic motions. The results obtained here may shed light on studies of dynamical processes in sliding friction.
基金Supported by the National Natural Science Foundation of China under Grant Nos 70431002 and 10575010, the Foundation of Doctoral Training of High Education of China （No 20060027009）, the Foundation for the Authors of National Excellent Doctoral Dissertation of China under Grant No 200120, the Teaching and Research Award Programme for 0utstanding Young Teachers in Higher Education of China under Grant No 209, and the National Basic Research Programme of China under Grant No 2007CB814800.
文摘Nonlinear dynamics of the sliding process of a chain driven with a constant velocity at one end in a periodic substrate potential is investigated. The driven chain exhibits distinctly different dynamical characteristics at different velocities. In the low velocity region, the chain moves in a stick-slip manner. When the driving velocity is increased, the stick-slip behaviour is replaced by complicated and regular oscillatory motions. The dependence of the dynamics on the coupling strength is studied and the step-like behaviour is found, where different steps correspond to different dynamical phases.
基金Project supported in part by the State Key Program of National Natural Science Foundation of China (Grant No 70431002)the National Basic Research Program of China (Grant No 2007CB814800)+3 种基金the Doctorate Foundation of the State Education Ministry of China (Grant No 20060027009)Supports from the Research Grant Council (RGC)the Hong Kong Baptist University Faculty Research Grant (FRG)the Croucher Foundation of Hong Kong are acknowledged
文摘Nonlinear dynamics of the time-delayed Mackey-Glass systems is explored. Coexistent multiple chaotic attractors are found. Attractors with double-scroll structures can be well classified in terms of different return times within one period of the delay time by constructing the Poincare section. Synchronizations of the drive-response Mackey-Glass oscillators are investigated. The critical coupling strength for the emergence of generalized synchronization against the delay time exhibits the interesting resonant behaviour. We reveal that stronger resonance effect may be observed when different attractors are applied to the drivers, i.e., more resonance peaks can be found.
基金Supported in part by the National Natural Science Foundation of China under Grant Nos 70431002 and 10575010, the FANEDD of China under Grant No 200120, the TRAP0YT in Higher Education Institutions of M0E of China under Grant No 209, and the Foundation of Doctoral Training under Grant No 20020027011.
文摘The behaviour of coupled chaotic oscillators before complete synchronization is investigated. Long-time residence of trajectories appears besides one of the saddle foci. The tendency that orbits of the two oscillators get closer becomes faster with the increasing coupling strength. The diffusion of phase difference between the two oscillators is first enhanced and then suppressed. There are exact correspondences among these phenomena. The mechanism of these correspondences is explored. These phenomena uncover the route to synchronization of coupled chaotic oscillators.
基金Project supported by the National Natural Science Foundation of China （Grant No 10305005）, the Fundamental Research Fund for Physics and Mathematics of Lanzhou University （Grant No Lzu05008）. We would like to thank Professor Zhao Hong and Dr Xu Xin-Jian for helpful discussions.
文摘We have studied the Langevin description of stochastic dynamics of financial time series. A sliding-window algorithm is used for our analysis. We find that the fluctuation of stock prices can be understood from the view of a time-dependent drift force corresponding to the drift parameter in Langevin equation. It is revealed that the statistical results of the drift force estimated from financial time series can be approximately considered as a linear restoring force. We investigate the significance of this linear restoring force to the prices evolution from its two coefficients, the equilibrium position and the slope coefficient. The daily log-returns of S＆P 500 index from 1950 to 1999 are especially analysed. The new simple form of the restoring force obtained both from mathematical and numerical analyses suggests that the Langevin approach can effectively present not only the macroscopical but also the detailed properties of the price evolution.
文摘We present a new cellular automata model for one-lane traffic flow. In this model, we consider the driver prejudgment according to the state of the leading car. We also consider that the vehicle deceleration capability is finite and the braking distance of the high-speed running cars cannot be ignored, which is not considered in most models. Furthermore, comfortable driving is considered, too. Using computer simulations we obtain some basic qualitative results and the fundamental diagram of the proposed model. In comparison with the known models, we find that the fundamental diagram of the proposed model is more realistic than that of the known models.
基金The project supported in part by National Natural Science Foundation of China under.Grant Nos. 70431002 and 10575010, the FANEDD, and the TRAP0YT in Higher Education Institutions of M0E
文摘Phase synchronization of two linearly coupled Rossler oscillators with parameter misfits is explored. It is found that depending on parameter mismatches, the synchronization of phases exhibits different manners. The synchronization regime can be divided into three regimes. For small mismatches, the amplitude-insensitive regime gives the phase-dominant synchronization; When the parameter misfit increases, the amplitudes and phases of oscillators are correlated） and the amplitudes will dominate the synchronous dynamics for very large mismatches. The lag time among phases exhibits a power law when phase synchronization is achieved.
基金supported in part by the National Natural Science Foundation of China(NSFC)(Grant Nos.11365023)the Science and Technology Program of Shaanxi Province(Grant Nos.2018GY-050)+1 种基金the Key Scientific Research Program of Department of Education of Shaanxi Province(Grant No.16JS008)the Key Projects of Baoji University of Arts and Sciences(Grant Nos.ZK2017037)
文摘This paper studies the judgement problem of full-period maps on Z(p^n) and proposes a novel congruential map with double modulus on Z(p^n). The full-period properties of the sequences generated by the novel map are studied completely. We prove some theorems including full-period judgement theorem on Z(p^n) and validate them by some numerical experiments. In the experiments, full-period sequences are generated by a full-period map on Z(p^n). By the binarization, full-period sequences are transformed into binary sequences. Then, we test the binary sequences with the NIST SP 800-22 software package and make the poker test. The passing rates of the statistical tests are high in NIST test and the sequences pass the poker test. So the randomness and statistic characteristics of the binary sequences are good. The analysis and experiments show that these full-period maps can be applied in the pseudo-random number generation(PRNG), cryptography, spread spectrum communications and so on.
基金Supported in part by the Nonlinear Science Project of the National Key Projects Program of Basic Research of China(the Climbing Program)the National Natural Science Foundation of China under Grant No.19765001the Natural Science Foundation of Yunnan Province(96A001Z).
文摘The double-well potential systems and a hybrid optical bistability device with liquid crystal have a relation to quartic maps with two equally high peaks.The star products for all doubly superstable kneading sequences in the kneading plane are presented,the generalized Feigenbaum's metric universalities such as scaling factors{αc,αD,αE}and convergent rates{δ_(a),δ_(η),δ_(a,η)}are obtained.
基金Project supported in part by the National Natural Science Foundation of China (Grant No 10875011)the 973 Programme (Grant No 2007CB814805)the Foundation of Doctoral Training of China (Grant No 20060027009)
文摘The behaviors of coupled oscillators, each of which has periodic motion with random natural frequency in the absence of coupling, are investigated when phase shifts are considered. In the system of coupled oscillators, phase shifts are the same between different oscillators. Synchronization and synchronization transition are revealed with different phase shifts. Phase shifts play an important role for this kind of system. When the phase shift α〈 0.5π, the synchronization state can be attained by increasing the coupling, and the system cannot reach the synchronization state while α≥ 0.5π. A clear scaling between complete synchronization critical coupling strength Kpc and α - 0.5π is found.
基金Project supported in part by the State Key Program of National Natural Science of China (Grant No 70431002)the National Natural Science Foundation of China (Grant No 10575010)+1 种基金the National Basic Research Program of China (Grant No 2007CB814805)the Foundation of Doctoral Training of China (Grant No 20060027009)
文摘We investigate the wavefronts depinning in current biased, infinitely long semiconductor superlattice systems by the method of discrete mapping and show that the wavefront depinning corresponds to the discrete mapping failure. For parameter values near the lower critical current in both discrete drift model （DD model） and discrete drift-diffusion model （DDD model）, the mapping failure is determined by the important mapping step from the bottom of branch to branch α. For the upper critical parameters in DDD model, the key mapping step is from branch γ to the top of the corresponding branch α and we may need several active wells to describe the wavefronts.
基金Supported by the National Natural Science Foundation of China under Grant No 10774008, and the National Basic Research Program of China under Grant Nos 2007CB814800 and 2006CB910706.
文摘The association between intrinsic noises and deterministic descriptions/properties of the rate equations for chemical reactions is analyzed using the linear noise approximation of the master equation. We illustrate that the effect of intrinsic noise is determined in combination by three components： the system size, the matrix associated with reaction kinetics, and the eigenvalues associated with the system＇s dissipation. Generally, a more attractive dynamics tends to attenuate the internal fluctuations more significantly because intrinsic noises are inversely proportional to the absolute value of the real part of the eigenvalues. In addition, a higher reaction rate and larger stoichiometry coefficients will give rise to stronger intrinsic noise.
基金supported by the National Natural Science Foundation of China(Grant No 10774008)National Key Basic Research Program of China(Grant Nos 2007CB814800 and 2006CB910706)the support of the National Funds for Fostering Talents in Basic Science of China(Grant No J0630311)
文摘We report stochastic simulations of the yeast mating signal transduction pathway. The effects of intrinsic and external noise, the influence of cell-to-cell difference in the pathway capacity, and noise propagation in the pathway have been examined. The stochastic temporal behaviour of the pathway is found to be robust to the influence of inherent fluctuations, and intrinsic noise propagates in the pathway in a uniform pattern when the yeasts are treated with pheromones of different stimulus strengths and of varied fluctuations. In agreement with recent experimental findings, extrinsic noise is found to play a more prominent role than intrinsic noise in the variability of proteins. The occurrence frequency for the reactions in the pathway are also examined and a more compact network is obtained by dropping most of the reactions of least occurrence.
基金Supported by the National Basic Research Programme of China under Grant Nos 2006CB910706 and 2007CB814800, the National Natural Science Foundation of China under Grant No 10774008, and the NFFTBS （J0630311）.
文摘We investigate the effects of intrinsic noise on Turing pattern formation near the onset of bifurcation from the homogeneous state to Turing pattern in the reaction-diffusion Brusselator. By performing stochastic simulations of the master equation and using Gillespie＇s algorithm, we check the spatiotemporal behaviour influenced by internal noises. We demonstrate that the patterns of occurrence frequency for the reaction and diffusion pro- cesses are also spatially ordered and temporally stable. Turing patterns are found to be robust against intrinsic fluctuations. Sfochastic simulations also reveal that under the influence of intrinsic noises, the onset of Turing instability is advanced in comparison to that predicted deterministically.
基金Supported in part by the National Natural Science Foundation of China under Grant Nos.10875011 and 11075016the National Basic Research Program of China under Grant No.2007CB814805+2 种基金the Foundation of Doctoral Training(No.20100003110007)the Fundamental Research Funds for the Central Universitiesthe Natural Science Foundation from the Educational Commission of Zhejiang Province(GK100801067).
文摘The ground state of a generalized Frenkel–Kontorova model with a transversal degree of freedom is studied.When the coupling strength,K,and the frequency of a single−atom vibration in the transversal direction,ω0y,are increased,the ground state of the model undergoes a transition from a two−dimensional configuration to a one-dimensional one.This transition can manifest in different ways.Furthermore,we find that the prerequisite of a two-dimensional ground state isθ≠1/q.
文摘A hierarchical cluster-tendency （HCT） method in analyzing the group structure of networks of the global foreign exchange （FX） market is proposed by combining the advantages of both the minimal spanning tree （MST） and the hierarchical tree （HT）. Fifty currencies of the top 50 World GDP in 2010 according to World Bank＇s database are chosen as the underlying system. By using the HCT method, all nodes in the FX market network can be ＂colored＂ and distinguished. We reveal that the FX networks can be divided into two groups, i.e., the Asia-Pacific group and the Pan-European group. The results given by the hierarchical cluster-tendency method agree well with the formerly observed geographical aggregation behavior in the FX market. Moreover, an oil-resource aggregation phenomenon is discovered by using our method. We find that gold could be a better numeraire for the weekly-frequency FX data.
基金This work was financially supported by grants from the National Natural Science Foundation of China （Grant No. 11075016） and the Foundation for Doctoral Training from Ministry of Education.
文摘We study the deternfinistic dynanfics of rotator chain with purely mechanical driving on the boundary by stability analysis and numerical sinmlation. Globally synchronous rotation, clustered synchronous rotation, and split synchronous rotation states are identified. In particular, we find that the single-peaked wariance distribution of angular momenta is the consequence of the deterministic dynamics. As a result, the operational definition of temperature used in the previous studies on rotator chain should be revisited.
