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This paper proposes a model of the dynamics of credit contagion through non-performing loans on financial networks. Credit risk contagion is modeled in the context of the classical SIS (Susceptibles-Infected-Susceptibles) epidemic processes on networks but with a fundamental novelty. In fact, we assume the presence of two different classes of infected agents, and then we differentiate the dynamics of assets subject to idiosyncratic risk from those affected by systemic risk by adopting a SIIS (Susceptible-Infected1-Infected2-Susceptible) model. In the recent literature in this field, the effect of systemic credit risk on the performance of the financial network is a hot topic. We perform numerical simulations intended to explore the roles played by two different network structures on the long-term behavior of assets affected by systemic risk in order to analyze the effect of the topology of the underlying network structure on the spreading of systemic risk on the structure. Random graphs, i.e., the Erd&ouml, s&ndash, R&eacute, nyi model, are considered &ldquo, benchmark&rdquo, network structures while core-periphery structures are often indicated in the literature as idealized structures, although they are able to capture interesting, specific features of real-world financial networks. Moreover, as a matter of comparison, we also perform numerical experiments on small-world networks.

A learning dynamics on network is introduced, characterized by binary and multiple nonlinear interactions among the individuals distributed in the different nodes. A particular topology of the network is considered by introducing a leader node which influences all the other “follower” nodes without being influenced in turn. Numerical simulations are provided, particularly focusing on the effect of the network structure and of the nonlinear interactions on the emerging behaviour of the system. It turns out that the leader node always exhibits an autonomous evolution, while the follower nodes may have a regression when the interactions with the leader node are switched off. There is instead a remarkable change in the final configurations of the follower nodes, even if only one of them is connected to the leader: indeed, due to the microscopic interactions among them, all the follower nodes feel a strong “leader effect”.

In this paper we analyze emergent collective phenomena in the evolution of opinions in a society structured into few interacting nodes of a network. The presented mathematical structure combines two dynamics: a first one on each single node and a second one among the nodes, i.e. in the network. The aim of the model is to analyze the effect of a network structure on a society with respect to opinion dynamics and we show some numerical solutions addressed in this direction, i.e. comparing the emergent behaviors of a consensus-dissent dynamic on a single node when the effect of the network is not considered, with respect to the emergent behaviors when the effect of a network structure linking few interacting nodes is considered. We adopt the framework of the Kinetic Theory for Active Particles (KTAP), deriving a general mathematical structure which allows to deal with nonlinear features of the interactions and representing the conceptual framework toward the derivation of specific models. A specific model is derived from the general mathematical structure by introducing a consensus-dissent dynamics of interactions and a qualitative analysis is given.

This paper deals with the modeling, qualitative and numerical analysis, of welfare dynamics in societies viewed as complex evolutive systems subject to different policies of wealth distribution. A nonlinear model of wealth distribution is presented. The state of a population is modeled by a probability distribution over wealth classes and the dynamic of interaction is parameterized by a threshold, whose dynamics depends on an internal competition related to the wealth distribution. Therefore, the model is a system of equations in which the threshold is one of the dynamic variables. The approach contains the whole path from modeling to simulations, through a qualitative analysis of the initial value problem.

In this paper we review methods that allow the construction of a consistent set of models that may describe the interactions between a tumor and the immune system on microscopic, mesoscopic, and macroscopic scales. The presented structures may be a basis for a description on the sub–cellular, cellular, and macroscopic levels. Important open problems are indicated.

In this paper a mesoscopic approach is proposed to describe the process of breaking of hydrogen bonds during the DNA thermal denaturation, also known as DNA melting. A system of integro-differential equations describing the dynamic of the variable which characterizes the opening of the base pairs is proposed. In the derivation of the model non linear effects arising from the collective behavior, namely the interactions, of base pairs are taken into account. Solutions of the mesoscopic model show significative analogies with the experimental S-shaped curves describing the fraction of broken bonds as a function of temperature at the macroscopic level, althought we instead simulate the variation in time. With this respect a research perspective connecting the theoretical results to the experimental one is proposed.

In this work we investigate a material point model (MP-model) and exploit the geometrical meaning of the "entropy form" introduced by Coleman and Owen. We show that a modification of the thermodynamical phase space (studied and exploited in numerous works) is an appropriate setting for the development of the MP-model in different physical situations. This approach allows to formulate the MP-model and the corresponding entropy form in terms similar to those of homogeneous thermodynamics. Closeness condition of the entropy form is reformulated as the requirement that admissible processes curves belong to the (extended) constitutive surfaces foliating the extended thermodynamical phase space [Formula: see text] of the model over the space X of basic variables. Extended constitutive surfaces ΣS,κ are described as the Legendre submanifolds ΣS of the space [Formula: see text]shifted by the flow of Reeb vector field. This shift is controlled by the entropy production function κ. We determine which contact Hamiltonian dynamical systems ξK are tangent to the surfaces ΣS,κ, introduce conformally Hamiltonian systems μξK where conformal factor μ characterizes the increase of entropy along the trajectories. These considerations are then illustrated by applying them to the Coleman–Owen model of thermoelastic point.

In a previous paper we outlined a geometric model for the thermodynamical description of ferrimagnetic crystals with a non-Euclidean structure. Applying a geometrization technique based on a model for magnetizable deformable media earlier introduced by Maugin, starting from an appropriate dynamical system on the fiber bundle of processes for simple material elements of these media, the expressions of the entropy function and the entropy 1-form were obtained. In this contribution we deepen the study of this geometrical model. We give a detailed description of the media under consideration, we introduce the transformation induced by the process and, applying the closure conditions for the entropy 1-form, we work out the necessary conditions for the existence of the entropy function. The derivation of the entropy 1-form is the starting point to introduce an extended thermodynamical phase space. Finally, from the exploitation of the Clausius–Duhem inequality, we derive, using Maugin's techniques, the residual dissipation inequality and the heat equation in the first and second form.

This paper proposes a two scale modeling approach to vehicular traffic, where macroscopic conservation equations are closed by models at the microscopic scale obtained by a mathematical interpretation of driver behaviors to local flow conditions. The paper focuses on the closure of the mass conservation equations by phenomenological models derived by a detailed analysis at the scale of individual vehicles.

This paper deals with the modeling of the dynamics of clonal expansion and immune competition of T cells. The modeling is based on the approach of continuum mechanics, namely by conservation equations closed by phenomenological constitutive equations concerning the material behaviors. The qualitative properties of the model are analyzed in detail. A critical analysis concludes this paper with indication of research perspectives.

In this work we analyze and compare the model of the material (elastic) element and the entropy form developed by Coleman and Owen with that one obtained by localizing the balance equations of the continuum thermodynamics. This comparison allows one to determine the relation between the entropy function S of Coleman–Owen and that one imported from the continuum thermodynamics. We introduce the Extended Thermodynamical Phase Space (ETPS) [Formula: see text] and realize the energy and entropy balance expressions as 1-forms in this space. This allows us to realizes I and II laws of thermodynamics as conditions on these forms. We study the integrability (closure) conditions of the entropy form for the model of thermoelastic element and for the deformable ferroelectric crystal element. In both cases closure conditions are used to rewrite the dynamical system of the model in term of the entropy form potential and to determine the constitutive relations among the dynamical variables of the model. In a related study (to be published) these results will be used for the formulation of the dynamical model of a material element in the contact thermodynamical phase space of Caratheodory and Hermann similar to that of homogeneous thermodynamics.