Publications

Authors: José Luis Iribarren, Esteban Moro Journal: Preprint 0706.0641 arXiv Abstract: The dynamics of information dissemination in social networks is of paramount importance in processes such as rumors or fads propagation, spread of product innovations or “word-of-mouth” communications. Due to the difficulty in tracking a specific information when it is transmitted by people, most understanding of information spreading in social networks comes from models or indirect measurements. Here we present an integrated experimental and theoretical framework to understand and quantitatively predict how and when information spreads over social networks. ...

Authors: Gabriella Vaglica, Fabrizio Lillo, Esteban Moro y Rosario N. Mantegna Journal: Physical Review E 77, 036110 (2008). LINK | arXiv Abstract: The dynamics of many socioeconomic systems is determined by the decision making process of agents. The decision process depends on agent’s characteristics, such as preferences, risk aversion, behavioral biases, etc. In addition, in some systems the size of agents can be highly heterogeneous leading to very different impacts of agents on the system dynamics. ...

Authors: Benny Davidovitch, Esteban Moro, and Howard A. Stone Journal: Physical Review Letters 95, 244505 (2005). LINK Abstract: We study the spreading of viscous drops on a solid substrate, taking into account the effects of thermal fluctuations in the fluid momentum. A nonlinear stochastic lubrication equation is derived and studied using numerical simulations and scaling analysis. We show that asymptotically spreading drops admit self-similar shapes, whose average radii can increase at rates much faster than these predicted by Tanner’s law. ...

Authors: Esteban Moro and Henri Schurz Journal: SIAM Journal of Scientific Computing, Volume 29 Issue 4, Pages 1525-1549 (2007). LINK | arXiv Abstract: Construction of splitting-step methods and properties of related non-negativity andboundary preserving numerical algorithms for solving stochastic differential equations (SDEs) of Ito-type are discussed. We present convergence proofs for a newly designed splitting-step algorithm and simulation studies for numerous numerical examples ranging from stochastic dynamics occurring in asset pricing theory in mathematical finance (SDEs of CIR and CEV models) to measure-valued diffusion and superBrownian motion (SPDEs) as met in biology and physics. ...

Authors: Esteban Moro Journal: Physical Review E (Rapid Communication) 70, 045102 (2004). LINK | arXiv Abstract: We present numerical schemes to integrate stochastic partial differential equations which describe the spatiotemporal dynamics of reaction-diffusion problems under the effect of internal fluctuations. The schemes conserve the non-negativity of the solutions and incorporate the Poissonian nature of internal fluctuations at small densities, their performance being limited by the level of approximation of density fluctuations at small scales. ...

Authors: Esteban Moro Book: Advances in Condensed Matter and __Statistical Physics, _E. Korutcheva and R. Cuerno eds. (Nova Science Publishers, New York 2004). LINK | arXiv Abstract: The Minority Game is a simple model for the collective behavior of agents in an idealized situation where they have to compete through adaptation for a finite resource. This review summarizes the statistical mechanics community efforts to clear up and understand the behavior of this model. ...