Noise-induced volatility of collective dynamics

Details Noise-induced volatility of collective dynamics Noise-induced volatility of collective dynamics

2010-04-13

arxiv.org/abs/1004.2149v2

Physics

Condensed Matter

Statistical Mechanics

Scientific paper

10.1103/PhysRevE.85.011150

"Noise-induced volatility" refers to a phenomenon of increased level of fluctuations in the collective dynamics of bistable units in the presence of a rapidly varying external signal, and intermediate noise levels. The archetypical signature of this phenomenon is that --beyond the increase in the level of fluctuations-- the response of the system becomes uncorrelated with the external driving force, making it different from stochastic resonance. Numerical simulations and an analytical theory of a stochastic dynamical version of the Ising model on regular and random networks demonstrate the ubiquity and robustness of this phenomenon, which is argued to be a possible cause of excess volatility in financial markets, of enhanced effective temperatures in a variety of out-of-equilibrium systems and of strong selective responses of immune systems of complex biological organisms. Extensive numerical simulations are compared with a mean-field theory for different network topologies.

Affiliated with

Also associated with

No associations

Rating

Noise-induced volatility of collective dynamics does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Noise-induced volatility of collective dynamics, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Noise-induced volatility of collective dynamics will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-282238