Empirical data reveals that the liquidity flow into the order book (limit orders, cancellations and market orders) is influenced by past price changes. In particular, we show that liquidity tends to decrease with the amplitude of past volatility and price trends. Such a feedback mechanism in turn increases the volatility, possibly leading to a liquidity crisis. Accounting for such effects within a

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We present an analytical treatment of anomalous diffusion in a three-dimensional comb ( xyz -comb) by using the Green’s function approach. We derive exact analytical solutions for the propagators for an instantaneous point injection and natural boundary conditions. The marginal distributions for all three directions are obtained and the corresponding mean squared displacements are found. The analytical

Follow-the-leader is one of the fundamental behaviors in bicycle traffic that describes the longitudinal interactions between two consecutive bicycles. It plays a predominant role in the development of micro-simulation models, safety evaluation and the capacity estimation of bicycle infrastructure. To understand bicycle-following movements, previous studies have either adopted car-following models

We construct a family of 1D and 2D long-range SU (2) spin models as parent Hamiltonians associated with infinite dimensional matrix product states that arise from simple current correlation functions in SU (2) k WZW models. Our results provide a conformal field theory foundation for recent proposals by Greiter and coauthors regarding the realization of non-abelian chiral spin liquids. We explain, in

In this article we study the relation between the eigenstates of open rational spin ##IMG## [http://ej.iop.org/images/1742-5468/2020/5/053104/jstatab7af3ieqn1.gif] {$\frac{1}{2}$} Heisenberg chains with different boundary conditions. The focus lies on the relation between the spin chain with diagonal boundary conditions and the spin chain with triangular boundary conditions as well as the class of

Materials undergoing both phase separation and chemical reactions (defined here as all processes that change particle type or number) form an important class of non-equilibrium systems. Examples range from suspensions of self-propelled bacteria with birth–death dynamics, to bio-molecular condensates, or ‘membraneless organelles’, within cells. In contrast to their passive counterparts, such systems

In a recent paper, we considered the effects of the torus lattice topology on the two-point connectivity of Q- Potts clusters. These effects are universal and probe non-trivial structure constants of the theory. We complete here this work by considering the torus corrections to the three- and four-point connectivities. These corrections, which depend on the scale invariant ratios of the triangle and

We analyse a first-order dynamical phase transition that takes place in the Fredrickson–Andersen (FA) model. We construct a two-dimensional spin system whose thermodynamic properties reproduce the dynamical large deviations of the FA model and we analyse this system numerically, comparing our results with finite-size scaling theory. This allows us to rationalise recent results for the FA model, including

The Moyal equation for the Wigner function was obtained under the assumption that the potential is an analytic function. The polynomial form of the potential is a natural approximation of the analytical potential with any necessary accuracy. The simplest quantum system with a second-order polynomial potential is a quantum harmonic oscillator. In this paper, for a quantum system with a polynomial potential

We describe results of computer simulations of steady state heat transport in a fluid of hard discs undergoing both elastic interparticle collisions and ‘pseudo collisions’ which do not conserve momentum. The latter are done by picking particles at random and randomizing the directions of their velocities. The system consists of N discs of radius r in a unit square, periodic in the y -direction and

We study the statistical properties of the convex hull of a planar run-and-tumble particle (RTP), also known as the ‘persistent random walk’, where the particle/walker runs ballistically between tumble events at which it changes its direction randomly. We consider two different statistical ensembles where we either fix (i) the total number of tumblings n or (ii) the total duration t of the time interval

Experimental studies of the escape events of single-stranded DNA (ssDNA) molecules from the membrane embedded α -hemolysin nanopores exhibited the non-exponential kinetics. The data for homopolymers of adenine (dA27) and cytosine (dC27) revealed the profound influence of the sequence dependent DNA–pore interactions and the applied potentials on the escape kinetics. The non-exponential behavior is a

The concealed voter model (CVM) is an extension of the original voter model, where two different opinions compete until consensus is reached. In the CVM, agents express an opinion not only publicly, they also hold a private opinion, which they may disclose or change. In this paper I derive the critical exponents of both models via renormalised field theory and show that both belong to the compact directed

We study numerical propagation of energy in a one-dimensional Ding-Dong lattice composed of linear oscillators with elastic collisions. Wave propagation is suppressed by breaking translational symmetry, and we consider three ways to do this: position disorder, mass disorder, and a dimer lattice with alternating distances between the units. In all cases the spreading of an initially localized wavepacket

We study the effect of the shape of different potential barriers on a transmitted charged current whose fermionic population is not monoenergetic but is described by means of an energy spectrum. The generalised kappa Fermi–Dirac distribution function is able to take into account both equilibrium and non-equilibrium populations of particles by changing the kappa index. Moreover, the corresponding current

Totally asymmetric tracer particles in an environment of symmetric hard-core particles on a ring are studied. Stationary state properties, including the environment density profile and tracer velocity are derived explicitly for a single tracer. Systems with more than one tracer are shown to factorise into single-tracer subsystems, allowing the single tracer results to be extended to an arbitrary number

We review and systematize two (analytic) bootstrap techniques in two-dimensional conformal field theories using the S -modular transformation. The first one gives universal results in asymptotic regimes by relating extreme temperatures. Along with the presentation of known results, we use this technique to also derive asymptotic formulae for the Zamolodchikov recursion coefficients which match previous

High future discounting rates favor inaction on present expending while lower rates advise for a more immediate political action. A possible approach to this key issue in global economy is to take historical time series for nominal interest rates and inflation, and to construct then real interest rates and finally obtaining the resulting discount rate according to a specific stochastic model. Extended

We begin from the quantization algebras and constraint for analyzing the choice of centers in the first-order formulation without losing generality. Then we calculate the entanglement entropy in the non-interacting p -form theory in 2 p + 2 dimensional Euclidean flat background with an S 2 p entangling surface. The universal term of the entanglement entropy in the non-interacting p -form theory is

In this paper, we consider the average trapping time (ATT) on the weighted pseudofractal scale-free web (WPSFW) with weight factor r . According to the iteration mechanism of WPSFW, we consider the weight-dependent walk from the node of web subunit to the trap fixed in a hub node. Using the tool of probability generating function, the relationship between the mean first passage time (MFPT) of two generations

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The electrical response of an electrolytic cell to an external ac excitation is analysed by solving the equations of the Poisson–Nernst–Planck (PNP) continuum model for two ions (ambipolar) and one mobile ion diffusive systems. The theoretical predictions of the ambipolar system, formed by positive ions of mobility μ p and negative ions of mobility μ m , are investigated in the limit in which one of

We present a stochastic model for programmed ribosomal −1 frameshift, triggered by a slippery sequence and a following pseudoknot on the mRNA template, that allows for the exact derivation of the stationary distribution of ribosome positions and for exact analytical calculations of the stationary rate of frameshift, its efficiency and other quantities of interest. We also present the stationary phase

We investigate the effect of dissipation from a thermal environment on topological pumping in the periodically-driven Rice–Mele model. We report that dissipation can improve the robustness of pumping quantisation in a regime of finite driving frequencies. Specifically, in this regime, low-temperature dissipative dynamics can lead to a pumped charge that is much closer to the Thouless quantised value

It is shown that the extended one-dimensional dimer Bose–Hubbard model with multi-body interactions can be solved exactly by using the algebraic Bethe ansatz mainly due to the site-permutation S 2 symmetry. The solution for the model with up to three-particle hopping and three-body on-site interaction is explicitly shown. As an example of the application, lower part of the excitation energy levels

There are various dynamic networks around us. Many researchers have investigated the fitness, i.e. ability to get edges from other nodes, and popularity effects on network growth. The fitness-popularity dynamic network (FPDN) model was introduced recently. In the FPDN model, the fitness of a node is assumed invariant for a given period of time. In many real networks, however, the fitness may change

We revisit the Lieb–Liniger model for n bosons in one dimension with attractive delta interaction in a half-space ##IMG## [http://ej.iop.org/images/1742-5468/2020/4/043207/jstatab7751ieqn001.gif] with diagonal boundary conditions. This model is integrable for the arbitrary value of ##IMG## [http://ej.iop.org/images/1742-5468/2020/4/043207/jstatab7751ieqn002.gif] , the interaction parameter with the

We study colloidal particles with chemically inhomogeneous surfaces suspended in a critical binary liquid mixture. The inhomogeneous particle surface is composed of patches with alternating adsorption preferences for the two components of the binary solvent. By describing the binary liquid mixture at its consolute point in terms of the critical Ising model we exploit its conformal invariance in two

A lattice of three-state stochastic phase-coupled oscillators exhibits a phase transition at a critical value of the coupling parameter a , leading to stable global oscillations . On a complete graph, upon further increase in a , the model exhibits an infinite-period (IP) phase transition, at which collective oscillations cease and discrete rotational ( C 3 ) symmetry is broken. The IP phase does not

We have used Langevin dynamics to simulate the forced translocation of linked polymer rings through a narrow pore. For fixed size (i.e. fixed number of monomers) the translocation time depends on the link type and on whether the rings are knotted or unknotted. For links with two unknotted rings the crossings between the rings can slow down the translocation and are responsible for a delay as the crossings

A central question in ecology is to understand the ecological processes that shape community structure. Niche-based theories have emphasized the important role played by competition for maintaining species diversity. Many of these insights have been derived using MacArthur's consumer resource model (MCRM) or its generalizations. Most theoretical work on the MCRM has focused on small ecosystems with

We present the exact solution of a microscopic statistical mechanical model for the transformation of a long polypeptide between an unstructured coil conformation and an α-helix conformation. The polypeptide is assumed to be adsorbed to the interface between a polar and a non-polar environment such as realized by water and the lipid bilayer of a membrane. The interfacial coil-helix transformation is

The proliferation of models for networks raises challenging problems of model selection: the data are sparse and globally dependent, and models are typically high-dimensional and have large numbers of latent variables. Together, these issues mean that the usual model-selection criteria do not work properly for networks. We illustrate these challenges, and show one way to resolve them, by considering

Mean field theories have been a stalwart for studying the dynamics of networks of coupled neurons. They are convenient because they are relatively simple and possible to analyze. However, classical mean field theory neglects the effects of fluctuations and correlations due to single neuron effects. Here, we consider various possible approaches for going beyond mean field theory and incorporating correlation

Human immunodeficiency virus (HIV-1 or simply HIV) induces a persistent infection, which in the absence of treatment leads to AIDS and death in almost all infected individuals. HIV infection elicits a vigorous immune response starting about 2-3 weeks post infection that can lower the amount of virus in the body, but which cannot eradicate the virus. How HIV establishes a chronic infection in the face

Two recent theoretical models, Bai et al. (2004, 2007) and Tadigotla et al. (2006), formulated thermodynamic explanations of sequence-dependent transcription pausing by RNA polymerase (RNAP). The two models differ in some basic assumptions and therefore make different yet overlapping predictions for pause locations, and different predictions on pause kinetics and mechanisms. Here we present a comprehensive

We discuss open problems related to the stochastic modeling of cardiac function. The work is based on an experimental investigation of the dynamics of heart rate variability (HRV) in the absence of respiratory perturbations. We consider first the cardiac control system on short time scales via an analysis of HRV within the framework of a random walk approach. Our experiments show that HRV on timescales

The Cellular Potts Model (CPM) successfully simulates drainage and shear in foams. Here we use the CPM to investigate instabilities due to the flow of a single large bubble in a dry, monodisperse two-dimensional flowing foam. As in experiments in a Hele-Shaw cell, above a threshold velocity the large bubble moves faster than the mean flow. Our simulations reproduce analytical and experimental predictions

We investigate an idealized model of microtubule dynamics that involves: (i) attachment of guanosine triphosphate (GTP) at rate λ, (ii) conversion of GTP to guanosine diphosphate (GDP) at rate 1, and (iii) detachment of GDP at rate μ. As a function of these rates, a microtubule can grow steadily or its length can fluctuate wildly. For μ = 0, we find the exact tubule and GTP cap length distributions

We suggest a fast method for finding possibly overlapping network communities of a desired size and link density. Our method is a natural generalization of the finite-T superparamagnetic Potts clustering introduced by Blatt et al (1996 Phys. Rev. Lett.76 3251) and the annealing of the Potts model with a global antiferromagnetic term recently suggested by Reichard and Bornholdt (2004 Phys. Rev. Lett

Integrative approaches to the study of complex systems demand that one knows the manner in which the parts comprising the system are connected. The structure of the complex network defining the interactions provides insight into the function and evolution of the components of the system. Unfortunately, the large size and intricacy of these networks implies that such insight is usually difficult to

Molecular spiders are synthetic bio-molecular systems which have "legs" made of short single-stranded segments of DNA. Spiders move on a surface covered with single-stranded DNA segments complementary to legs. Different mappings are established between various models of spiders and simple exclusion processes. For spiders with simple gait and varying number of legs we compute the diffusion coefficient;