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Statistical physics approaches to nonlinear transport on complex networks

Research Project

Project/Area Number 24540395
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Mathematical physics/Fundamental condensed matter physics
Research InstitutionTokyo Institute of Technology

Principal Investigator

TAKAYASU MISAKO  東京工業大学, 総合理工学研究科(研究院), 准教授 (20296776)

Project Period (FY) 2012-04-01 – 2015-03-31
Project Status Completed (Fiscal Year 2014)
Budget Amount *help
¥4,940,000 (Direct Cost: ¥3,800,000、Indirect Cost: ¥1,140,000)
Fiscal Year 2014: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2013: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2012: ¥2,340,000 (Direct Cost: ¥1,800,000、Indirect Cost: ¥540,000)
Keywords複雑ネットワーク / 非線形輸送システム / 流域サイズ / 相転移現象 / 凝集現象 / 分岐過程 / 頑強性 / 物流ネットワーク / パーコレーション相転移 / 臨界点 / ネットワーク生存率
Outline of Final Research Achievements

By analyzing big-data about 1 million business firms, we firstly confirmed that the transaction network has typical properties of complex networks such as power law distribution of link numbers. We then observe the amount of flow between pairs and established a nonlinear transport relation in the framework so-called gravity law. Generalizing this pairwise relation to the whole network system, we constructed a nonlinear transport model which enables estimation of flow intensity at any point. Additionally, we defined a new quantity that characterizes fragility of network connectivity by applying theory of percolation.

Report

(4 results)
  • 2014 Annual Research Report   Final Research Report ( PDF )
  • 2013 Research-status Report
  • 2012 Research-status Report
  • Research Products

    (44 results)

All 2015 2014 2012 Other

All Journal Article (18 results) (of which Peer Reviewed: 15 results,  Open Access: 7 results,  Acknowledgement Compliant: 8 results) Presentation (18 results) (of which Invited: 16 results) Book (3 results) Remarks (4 results) Patent(Industrial Property Rights) (1 results) (of which Overseas: 1 results)

  • [Journal Article] Extraction of conjugate main-steam structures from a complex network flow2015

    • Author(s)
      Koutarou Tamura, Hideki Takayasu, Misako Takayasu
    • Journal Title

      Physical Review E

      Volume: 印刷中

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed / Open Access / Acknowledgement Compliant
  • [Journal Article] Empirical Analysis of Firm-Dynamics on Japanese Interfirm trade Network2015

    • Author(s)
      Hayato Goto, Hideki Takayasu, Misako Takayasu
    • Journal Title

      Proceedings of the International Conference on Social Modeling and Simulation, plus Econophysics Colloquium 2014

      Volume: 印刷中

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed / Open Access / Acknowledgement Compliant
  • [Journal Article] Analysis of Network Robustness for a Japanese Business Relation Network by Percolation Simulation2015

    • Author(s)
      Hirokazu Kawamoto, Hideki Takayasu, Misako Takayasu
    • Journal Title

      Proceedings of the International Conference on Social Modeling and Simulation, plus Econophysics Colloquium 2014

      Volume: 印刷中

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed / Open Access / Acknowledgement Compliant
  • [Journal Article] Simulation of Gross Domestic Product in International Trade Networkds: Linear Gravity Transportation Model2015

    • Author(s)
      Tsuyoshi Deguchi, Hideki Takayasu, Misako Takayasu
    • Journal Title

      Proceedings of the International Conference on Social Modeling and Simulation, plus Econophysics Colloquium 2014

      Volume: 印刷中

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed / Open Access / Acknowledgement Compliant
  • [Journal Article] Emotional Changes in Japanese Blog Space Resulting from the 3.11 Earthquake2015

    • Author(s)
      Yukie Sano, Hideki Takayasu, Misako Takayasu
    • Journal Title

      Proceedings of the International Conference on Social Modeling and Simulation, plus Econophysics Colloquium 2014

      Volume: 印刷中

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed / Open Access / Acknowledgement Compliant
  • [Journal Article] Precise Calculation of a Bond Percolation Transition and Survival Rates of Nodes in a Complex Network2015

    • Author(s)
      Hirokazu Kawamoto, Hideki Takayasu, Henrik J Jensen, Misako Takayasu
    • Journal Title

      PLOS ONE

      Volume: 10(4) Issue: 4 Pages: 0119979-0119979

    • DOI

      10.1371/journal.pone.0119979

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed / Open Access / Acknowledgement Compliant
  • [Journal Article] Rumor Diffusion and Convergence during the 3.11 Earthquake: A Twitter Case Study2015

    • Author(s)
      Misako Takayasu, Kazuya Sato, Yukie Sano, Kenta Yamada, Wataru Miura, Hideki Takayasu
    • Journal Title

      PLOS ONE

      Volume: 10(4) Issue: 4 Pages: 0121443-0121443

    • DOI

      10.1371/journal.pone.0121443

    • NAID

      120007130281

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed / Open Access / Acknowledgement Compliant
  • [Journal Article] Hubs and Authorities in the World Trade Network Using a Weighted HITS Algorithm2014

    • Author(s)
      Tsuyoshi Deguchi, Katsuhide Takahashi, Hideki Takayasu, Misako Takayasu
    • Journal Title

      PLOS ONE

      Volume: 9(7) Issue: 7 Pages: 0100338-0100338

    • DOI

      10.1371/journal.pone.0100338

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 外国為替市場のシミュレーション2014

    • Author(s)
      由良 嘉啓,高安 美佐子
    • Journal Title

      シミュレーション

      Volume: Vol.33 No.4 Pages: 8-11

    • Related Report
      2014 Annual Research Report
  • [Journal Article] 企業間取引ネットワーク上でのお金の流れのモデル化とシミュレーション2014

    • Author(s)
      田村 光太郎,高安 美佐子
    • Journal Title

      シミュレーション

      Volume: Vol.33 No.4 Pages: 16-22

    • Related Report
      2014 Annual Research Report
    • Acknowledgement Compliant
  • [Journal Article] サイバー空間中での口コミブームのシミュレーション2014

    • Author(s)
      山田 健太,高安 秀樹,高安 美佐子
    • Journal Title

      シミュレーション

      Volume: Vol.33 No.4 Pages: 31-36

    • Related Report
      2014 Annual Research Report
  • [Journal Article] Financial Brownian particle in the layered order book fluid and fluctuation-dissipation relations2014

    • Author(s)
      Yoshihiro Yura, Hideki Takayasu, Didier Sornette, Misako Takayasu
    • Journal Title

      Phys. Rev. Lett.

      Volume: 112 Issue: 9 Pages: 98703-98703

    • DOI

      10.1103/physrevlett.112.098703

    • Related Report
      2013 Research-status Report
    • Peer Reviewed
  • [Journal Article] Generalised Central Limit Theorems for Growth Rate2014

    • Author(s)
      Misako Takayasu
    • Journal Title

      Journal of Statistical Physics

      Volume: 155 Issue: 1 Pages: 47-71

    • DOI

      10.1007/s10955-014-0956-4

    • Related Report
      2013 Research-status Report
    • Peer Reviewed
  • [Journal Article] Rapid Detection of the Switcking Point in a Financial Market Structure Using the Particle Filter2014

    • Author(s)
      Yoshihiro Yura, Hideki Takayasu, Kazuyuki Nakamura, Misako Takayasu
    • Journal Title

      Journal of Statistical Computation and Simulation

      Volume: (印刷中) Issue: 10 Pages: 2073-2090

    • DOI

      10.1080/00949655.2013.781603

    • Related Report
      2013 Research-status Report
    • Peer Reviewed
  • [Journal Article] Effect of coagulation of nodes in an evolving complex network2012

    • Author(s)
      Wataru Miura, Hideki Takayasu, and Misako Takayasu
    • Journal Title

      Physical Review Letters

      Volume: 108 Issue: 16 Pages: 168701-168701

    • DOI

      10.1103/physrevlett.108.168701

    • NAID

      120006582180

    • Related Report
      2012 Research-status Report
    • Peer Reviewed
  • [Journal Article] Biased diffusion on the Japanese inter-firm trading network: estimateion of sales from the network structure2012

    • Author(s)
      Hayafumi Watanabe, Hideki Takayasu, and Misako Takayasu
    • Journal Title

      New Journal of Physics

      Volume: 14 Issue: 4 Pages: 43034-43034

    • DOI

      10.1088/1367-2630/14/4/043034

    • Related Report
      2012 Research-status Report
    • Peer Reviewed
  • [Journal Article] Estimation of flux between interacting nodes on huge inter-firm networks2012

    • Author(s)
      Koutarou Tamura, Wataru Miura, Misako Takayasu, Hideki Takayasu, Satoshi Kitajima, and Hayato Goto
    • Journal Title

      International Journal of Modern Physics: Conference Series

      Volume: 16 Pages: 93-104

    • DOI

      10.1142/s2010194512007805

    • Related Report
      2012 Research-status Report
    • Peer Reviewed
  • [Journal Article] The origin of asymmetric behavior of money flow in the business firm network2012

    • Author(s)
      W. Miura, H. Takayasu, and M. T. Takayasu
    • Journal Title

      The European Physics Journal Special Topics

      Volume: 212 Issue: 1 Pages: 65-75

    • DOI

      10.1140/epjst/e2012-01654-7

    • Related Report
      2012 Research-status Report
    • Peer Reviewed
  • [Presentation] 企業ネットワークの数理とその応用2014

    • Author(s)
      高安 美佐子
    • Organizer
      国際高等研究所 研究プロジェクト 2014年度 第2回研究会
    • Place of Presentation
      国際高等研究所(京都府)
    • Year and Date
      2014-12-26
    • Related Report
      2014 Annual Research Report
    • Invited
  • [Presentation] ソーシャルメディアの利活用事例について2014

    • Author(s)
      高安 美佐子
    • Organizer
      政府統計におけるビックデータの活用等に係る勉強会(経産省大臣官房調査統計グル―プ)
    • Place of Presentation
      経済産業省(東京都)
    • Year and Date
      2014-10-17
    • Related Report
      2014 Annual Research Report
    • Invited
  • [Presentation] 東日本大震災時におけるTwitter 内でのデマの拡散と収束2014

    • Author(s)
      高安 美佐子
    • Organizer
      日本学術振興会「放射線の影響とクライシスコミュニケーション」に関する先導的研究開発委員会
    • Place of Presentation
      株式会社堀場製作所東京支店(東京都)
    • Year and Date
      2014-10-15
    • Related Report
      2014 Annual Research Report
    • Invited
  • [Presentation] 社会・経済の現象の数理2014

    • Author(s)
      高安 美佐子
    • Organizer
      第35回数理の翼夏期セミナー
    • Place of Presentation
      筑波大学(茨城県)
    • Year and Date
      2014-08-20
    • Related Report
      2014 Annual Research Report
    • Invited
  • [Presentation] 経済・社会に観測される非平衡現象2014

    • Author(s)
      高安 美佐子
    • Organizer
      2014年度日本物理学会化学セミナー「非平衡の世界一凝集系、地震、経済、生命まで」
    • Place of Presentation
      東京大学駒場キャンパス(東京都)
    • Year and Date
      2014-08-07
    • Related Report
      2014 Annual Research Report
    • Invited
  • [Presentation] Statistical Physics of Financial Markets2014

    • Author(s)
      Misako Takayasu
    • Organizer
      4th Ph.D. Summer School -Conference on "Mathematical Modeling on Complex Systems"
    • Place of Presentation
      Cultural Foundation "Kritiki Estia", Athens, Greece
    • Year and Date
      2014-07-14
    • Related Report
      2014 Annual Research Report
    • Invited
  • [Presentation] Similarity between colloidal random walks and financial random walks2014

    • Author(s)
      Misako Takayasu
    • Organizer
      ΣΦ International Conference on Statistical Physics 2014
    • Place of Presentation
      Sheraton Resort, Rhodes, Greece
    • Year and Date
      2014-07-10
    • Related Report
      2014 Annual Research Report
    • Invited
  • [Presentation] Estimation of viscosity and Knudsen number of markets from order-book data2014

    • Author(s)
      Misako Takayasu
    • Organizer
      International Conference on Econophysics (2014) &Asia-Pacific Econophysics Conference (2014)
    • Place of Presentation
      華東理工大学,上海,中国
    • Year and Date
      2014-06-02
    • Related Report
      2014 Annual Research Report
    • Invited
  • [Presentation] Transition from power law to monopoly in complex business firm network2012

    • Author(s)
      高安美佐子
    • Organizer
      Complexity and Risk
    • Place of Presentation
      Imperial College London
    • Related Report
      2012 Research-status Report
    • Invited
  • [Presentation] The dynamics of the Japanese financial markets and the Bank of Japan's interventions: Real data case studies

    • Author(s)
      Misako Takayasu
    • Organizer
      The 20th Annual Riskminds Conference
    • Place of Presentation
      Hotel Okura, Amsterdam, Netherland
    • Related Report
      2013 Research-status Report
    • Invited
  • [Presentation] Network Properties of Business Firms in Japan: From Structure to Transport

    • Author(s)
      Misako Takayasu
    • Organizer
      ESHIA Winter Workshop in Singapore
    • Place of Presentation
      Nanyang Technological University,Singapore
    • Related Report
      2013 Research-status Report
    • Invited
  • [Presentation] Modeling of Japanese business transactions; Evaluation of systemic risks, and stress tests

    • Author(s)
      Misako Takayasu
    • Organizer
      AESCS2013 The 8th International Workshop on Agent-based Approach in Economic and Social Complex Systems
    • Place of Presentation
      Shibaura Institute of Technology, Tokyo
    • Related Report
      2013 Research-status Report
  • [Presentation] 日本企業間取引ネットワークを用いた日本経済のストレステストの提案

    • Author(s)
      高安美佐子
    • Organizer
      統数研共同研究集会「経済物理学とその周辺」平成25年度第一回研究会
    • Place of Presentation
      キャノングローバル研究所,東京
    • Related Report
      2013 Research-status Report
  • [Presentation] Estimation of flows in Business to Business transaction network

    • Author(s)
      Misako Takayasu
    • Organizer
      Econphysics Colloquium 2013 & Asia Pacific Econophysicss Conference 2013
    • Place of Presentation
      Postech, Pohang, Korea
    • Related Report
      2013 Research-status Report
    • Invited
  • [Presentation] Analysis and modeling of one million Japanese firms’ transactions: Evaluation of systemic risks, and stress tests

    • Author(s)
      Misako Takayasu
    • Organizer
      CORDIS FP7-ICT FET Proactive: “Dynamics and Coevolution in Multi-Level Strategic INteraction GAmes",CONGAS Delft Joint WP Meeting
    • Place of Presentation
      Delft University of Technology, Delft, Netherland
    • Related Report
      2013 Research-status Report
    • Invited
  • [Presentation] 社会・経済活動のマルチ階層シミュレーションにむけて

    • Author(s)
      高安美佐子
    • Organizer
      スーパーコンピュータによる社会シミュレーションとその将来
    • Place of Presentation
      理化学研究所計算科学研究機構,神戸
    • Related Report
      2013 Research-status Report
    • Invited
  • [Presentation] Quick detection of financial market instability

    • Author(s)
      Misako Takayasu
    • Organizer
      Workshop on Complexity and Systemic Stability
    • Place of Presentation
      Imperial College London, U.K.
    • Related Report
      2013 Research-status Report
    • Invited
  • [Presentation] Review of study on business firm networks in Japan:Transport on complex networks

    • Author(s)
      Misako Takayasu
    • Organizer
      Seminar talk at Prof. Aste's laboratory, University College London
    • Place of Presentation
      University College London, U.K.
    • Related Report
      2013 Research-status Report
    • Invited
  • [Book] 学生・技術者のためのビックデータ解析入門2014

    • Author(s)
      高安 美佐子/編著,田村 光太郎・三浦 航/著
    • Total Pages
      255
    • Publisher
      日本評論社
    • Related Report
      2014 Annual Research Report
  • [Book] ソーシャルメディアの経済物理学2012

    • Author(s)
      高安美佐子
    • Total Pages
      183
    • Publisher
      日本評論社
    • Related Report
      2012 Research-status Report
  • [Book] 計算科学6 計算と社会2012

    • Author(s)
      杉原正顯、高安美佐子、和泉潔、佐々木顕、杉山雄規
    • Total Pages
      61
    • Publisher
      岩波書店
    • Related Report
      2012 Research-status Report
  • [Remarks] 東京工業大学 総合理工学研究科 知能システム科学専攻 高安美佐子研究室

    • URL

      http://www.smp.dis.titech.ac.jp/index.html

    • Related Report
      2014 Annual Research Report
  • [Remarks] 東京工業大学 帝国データバンク先端データ解析共同研究講座

    • URL

      http://www.tdb.dis.titech.ac.jp/index.html

    • Related Report
      2014 Annual Research Report
  • [Remarks] 東京工業大学 高安美佐子研究室 ホームページ

    • URL

      http://www.smp.dis.titech.ac.jp/index.html

    • Related Report
      2013 Research-status Report
  • [Remarks] 東京工業大学 高安美佐子研究室ホームページ

    • URL

      http://www.smp.dis.titech.ac.jp/

    • Related Report
      2012 Research-status Report
  • [Patent(Industrial Property Rights)] 時系列データの変化点検出法及びプログラム、未来の時系列データ値の確立密度分布予測方法及びプログラム2012

    • Inventor(s)
      高安美佐子、由良嘉啓、中村和幸
    • Industrial Property Rights Holder
      高安美佐子、由良嘉啓、中村和幸
    • Industrial Property Rights Type
      特許
    • Filing Date
      2012-09-07
    • Related Report
      2012 Research-status Report
    • Overseas

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Published: 2013-05-31   Modified: 2019-07-29  

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