Biomedical subjects

F Slanina

Publications and source records attributed to F Slanina.

4 recordsLinked to original sources

PubMed2001

Mean-field approximation for a limit order driven market model.

A mean-field variant of the model of limit order driven market introduced recently by Maslov is formulated and solved. The agents do not have any strategies and the memory of the system is kept within the order book. We show that the evolution of the order book is governed by a matrix multiplicative process. The resulting stationary distribution of step-to-step price changes is calculated. It exhibits a power-law tail with exponent 2. We obtain also the price autocorrelation function, which agrees qualitatively with the experimentally observed negative autocorrelation for short times.

Journal Article↗

PubMed2000

Random networks created by biological evolution.

We investigate a model of an evolving random network, introduced by us previously [Phys. Rev. Lett. 83, 5587 (1999)]. The model is a generalization of the Bak-Sneppen model of biological evolution, with the modification that the underlying network can evolve by adding and removing sites. The behavior and the averaged properties of the network depend on the parameter p, the probability to establish a link to the newly introduced site. For p=1 the system is self-organized critical, with two distinct power-law regimes with forward-avalanche exponents tau=1.98+/-0.04 and tau(')=1.65+/-0.05. The average size of the network diverges as a powerlaw when p-->1. We study various geometrical properties of the network: the probability distribution of sizes and connectivities, size and number of disconnected clusters, and the dependence of the mean distance between two sites on the cluster size. The connection with models of growing networks with a preferential attachment is discussed.

Biological Evolution↗

PubMed2000

Toy model for the mean-field theory of hard-sphere liquids

We investigate a toy model of liquid, based on simplified hypernetted chain equations in very large spatial dimension D. The model does not exhibit a phase transition, but several regimes of behavior when D-->infinity can be observed in different intervals of the density.

Journal Article↗

PubMed1999

Cracking piles of brittle grains.

A model which accounts for cracking avalanches in piles of grains subject to external load is introduced and numerically simulated. The stress is stochastically transferred from higher layers to lower ones. Cracked areas exhibit various morphologies, depending on the degree of randomness in the packing and on the ductility of the grains. The external force necessary to continue the cracking process is constant in a wide range of values of the fraction of already cracked grains. If the grains are very brittle, the force fluctuations become periodic in early stages of cracking. The distribution of cracking avalanches obeys a power law with exponent tau=2.4+/-0.1.

Journal Article↗