Search Results (10)

The time irreversibility of a dynamical process refers to the phenomenon where its behaviour or statistical properties change when it is observed under a time-reversal operation, i.e., backwards in time and indicates the presence of an “arrow of time”. It is an important feature of both synthetic and real-world systems, as it represents a macroscopic property that describes the mechanisms driving the dynamics at a microscale level and that stems from non-linearities and the presence of non-conservative forces within them. While many alternatives have been proposed in recent decades to assess this feature in experimental time series, the evaluation of their performance is hindered by the lack of benchmark time series of known reversibility. To solve this problem, we here propose and evaluate the use of a geometric Brownian motion model with stochastic resetting. We specifically use synthetic time series generated with this model to evaluate eight irreversibility tests in terms of sensitivity with respect to several characteristics, including their degree of irreversibility and length. We show how tests yield at times contradictory results, including the false detection of irreversible dynamics in time-reversible systems with a frequency higher than expected by chance and how most of them detect a multi-scale irreversibility structure that is not present in the underlying data. Full article

Air pollution remains a major public health concern globally, especially in the Western Balkan countries facing severe air quality problems. This study investigates the relationship between air quality, news media sentiment, and public discourse in Macedonia over a ten-year period (2014–2023). We employed sentiment analysis to examine the emotional tone of news coverage related to air pollution, and topic modeling to uncover recurring themes within news articles. Our analysis revealed a distinct seasonal pattern, with negative media sentiments peaking during winter months when PM10 levels were the highest. This finding aligns with the increased reliance on polluting fuels for winter heating. Interestingly, despite a stable number of neutral articles, a rise in positive-sentiment articles suggests a potential decrease in pollution levels or the effectiveness of new government policies. We identified recurring topics like air quality concerns in specific cities, public unease regarding factories, and ongoing scrutiny of government policies. Emerging topics included the impact of the COVID-19 pandemic on air quality, public discourse surrounding heating practices, and growing concerns about waste management. This study contributes to a deeper understanding of the complex interplay between air pollution data, public discourse, and media framing, offering valuable insights for policymakers and media outlets in Macedonia. Full article

The Ornstein–Uhlenbeck (O-U) process with resetting is considered as the anomalous transport taking place on a three-dimensional comb. The three-dimensional comb is a comb inside a comb structure, consisting of backbones and fingers in the following geometrical correspondence x–backbone →y–fingers–backbone →z–fingers. Realisation of the O-U process on the three-dimensional comb leads to anomalous (non-Markovian) diffusion. This specific anomalous transport in the presence of resets results in non-equilibrium stationary states. Explicit analytical expressions for the mean values and the mean squared displacements along all three directions of the comb are obtained and verified numerically. The marginal probability density functions for each direction are obtained numerically by Monte Carlo simulation of a random transport described by a system of coupled Langevin equations for the comb geometry. Full article

Higher education research has claimed that the successful future of the educational service is highly dependent on the competencies and observations of the participants in the system, where service quality, employee satisfaction and engagement play an essential role in organizational competitiveness. Therefore, to contribute to the scarce investigation of the role of the institutions’ efforts in the support of engaged academics, we aim to assess the quality of higher education from an internal angle by investigating universities’ and academics’ resources as the antecedents of job satisfaction and engagement. The data from a survey with 322 academics from Macedonian public universities were analyzed using partial least squares structural equations modelling. The results of the estimated model reveal that institutional and educational capacities and academics’ adequate competencies are essential for accomplishing favorable perceptions, leading to a committed community dedicated to improving the higher education system. The implications underline that it is vital to recognize the institution’s potential by identifying and assessing the resources and capacities it possesses or can access. Moreover, to involve satisfied employees, universities must encourage academics’ position and integrity in the institution and promote harmonious collaboration while motivating their capacities and excellence development. Full article

We introduce a refined way to diffusely explore complex networks with stochastic resetting where the resetting site is derived from node centrality measures. This approach differs from previous ones, since it not only allows the random walker with a certain probability to jump from the current node to a deliberately chosen resetting node, rather it enables the walker to jump to the node that can reach all other nodes faster. Following this strategy, we consider the resetting site to be the geometric center, the node that minimizes the average travel time to all the other nodes. Using the established Markov chain theory, we calculate the Global Mean First Passage Time (GMFPT) to determine the search performance of the random walk with resetting for different resetting node candidates individually. Furthermore, we compare which nodes are better resetting node sites by comparing the GMFPT for each node. We study this approach for different topologies of generic and real-life networks. We show that, for directed networks extracted for real-life relationships, this centrality focused resetting can improve the search to a greater extent than for the generated undirected networks. This resetting to the center advocated here can minimize the average travel time to all other nodes in real networks as well. We also present a relationship between the longest shortest path (the diameter), the average node degree and the GMFPT when the starting node is the center. We show that, for undirected scale-free networks, stochastic resetting is effective only for networks that are extremely sparse with tree-like structures as they have larger diameters and smaller average node degrees. For directed networks, the resetting is beneficial even for networks that have loops. The numerical results are confirmed by analytic solutions. Our study demonstrates that the proposed random walk approach with resetting based on centrality measures reduces the memoryless search time for targets in the examined network topologies. Full article

The application of the fractional calculus in the mathematical modelling of relaxation processes in complex heterogeneous media has attracted a considerable amount of interest lately. The reason for this is the successful implementation of fractional stochastic and kinetic equations in the studies of non-Debye relaxation. In this work, we consider the rotational diffusion equation with a generalised memory kernel in the context of dielectric relaxation processes in a medium composed of polar molecules. We give an overview of existing models on non-exponential relaxation and introduce an exponential resetting dynamic in the corresponding process. The autocorrelation function and complex susceptibility are analysed in detail. We show that stochastic resetting leads to a saturation of the autocorrelation function to a constant value, in contrast to the case without resetting, for which it decays to zero. The behaviour of the autocorrelation function, as well as the complex susceptibility in the presence of resetting, confirms that the dielectric relaxation dynamics can be tuned by an appropriate choice of the resetting rate. The presented results are general and flexible, and they will be of interest for the theoretical description of non-trivial relaxation dynamics in heterogeneous systems composed of polar molecules. Full article

This review addresses issues of various drift–diffusion and inhomogeneous advection problems with and without resetting on comblike structures. Both a Brownian diffusion search with drift and an inhomogeneous advection search on the comb structures are analyzed. The analytical results are verified by numerical simulations in terms of coupled Langevin equations for the comb structure. The subordination approach is one of the main technical methods used here, and we demonstrated how it can be effective in the study of various random search problems with and without resetting. Full article

Classical option pricing schemes assume that the value of a financial asset follows a geometric Brownian motion (GBM). However, a growing body of studies suggest that a simple GBM trajectory is not an adequate representation for asset dynamics, due to irregularities found when comparing its properties with empirical distributions. As a solution, we investigate a generalisation of GBM where the introduction of a memory kernel critically determines the behaviour of the stochastic process. We find the general expressions for the moments, log-moments, and the expectation of the periodic log returns, and then obtain the corresponding probability density functions using the subordination approach. Particularly, we consider subdiffusive GBM (sGBM), tempered sGBM, a mix of GBM and sGBM, and a mix of sGBMs. We utilise the resulting generalised GBM (gGBM) in order to examine the empirical performance of a selected group of kernels in the pricing of European call options. Our results indicate that the performance of a kernel ultimately depends on the maturity of the option and its moneyness. Full article

The expansion of global production networks has raised many important questions about the interdependence among countries and how future changes in the world economy are likely to affect the countries’ positioning in global value chains. We are approaching the structure and lengths of value chains from a completely different perspective than has been available so far. By assigning a random endogenous variable to a network linkage representing the number of intermediate sales/purchases before absorption (final use or value added), the discrete-time absorbing Markov chains proposed here shed new light on the world input/output networks. The variance of this variable can help assess the risk when shaping the chain length and optimize the level of production. Contrary to what might be expected simply on the basis of comparative advantage, the results reveal that both the input and output chains exhibit the same quasi-stationary product distribution. Put differently, the expected proportion of time spent in a state before absorption is invariant to changes of the network type. Finally, the several global metrics proposed here, including the probability distribution of global value added/final output, provide guidance for policy makers when estimating the resilience of world trading system and forecasting the macroeconomic developments. Full article

Sustainable development is critical to ensure the future of humanity. Therefore, the assessment and governance of sustainability becomes a central challenge our society is facing. This paper provides a novel ICT framework for addressing sustainable development goals. It is characterized by both local and global considerations, in the context of economic, ecological, and social aspects of sustainable development. The framework consists of three modules: data module, sustainability module, and governance module. Data module integrates data from several sources, processes data, infers knowledge, and transforms data into understandable information and knowledge. The second module implements SDGs at the level of municipality/city, ensures ranking of locally transformed SDGs to arrange them in line with the values and needs of the local communities, and proposes an integrated approach in modeling the social-ecological systems. By implementing governance theories, the governance module permits an effective citizen engagement in governance of SDGs. The ICT framework addresses short-term and long-term SDGs and allows for the vertical and horizontal linkages among diverse stakeholders, as well as for their contributions to the nested rule structures employed at operational, collective, and constitutional levels. Thus, the framework we provide here ensures a paradigm shift in approaching SDGs for the advancement of our society. Full article