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# 1 Introduction

## 1 Introduction

Bubbles in financial market are one of the most spectacular stylised fact in contradiction with General Equilibrium Theory. Economists and “econophysicists” have also noticed that the spectral properties of stock, commodities and foreign exchange return series were far from Gaussian noise: return series display scale invariance, a property that physicists and economists relate to cooperativity (interactions) among the agents. To our knowledge there have been few explicit models of the phenomenon and our aim in this contribution is to discuss one of the simplest theoretical approaches.

Basically our model couples interaction among agents with their tatonnement procedure to get “fair” prices. Both processes have attracted the attention of modelers, see e.g. Fölmer (1974), Galam (1982, 1991) and Orlean (1995) for interactions and herding behaviour and Lesourne (1992) for adjustment.

* We suppose that agents are not independent and that their individual choices are influenced by the choice of their neighbours for whatever reason, externalities or information;
* Agents initially have some reservation price (the highest price they would accept for the good) that they adjust to match offers.

In a previous attempt to understand these phenomena, we used a percolation model to describe the information contagion dynamics (Solomon et al 2000, Goldenberg et al 2000, Weisbuch and Solomon 2000, Weisbuch et al 2001). Agents are nodes of a lattice and are susceptible to purchase a good when its quality meets their expectations after one of their neighbours purchased. Adjustment of qualities and expectations are based on a standard tatonnement process which we describe further in section 2.2. The resulting dynamics were checked by the observation of time series of purchase, patterns of purchase, and Fourier transform of the time series. A distinctive feature of cooperativity was the observed $`1/f^2`$ spectrum of the purchase time series. Comparable results were obtained by Plouraboué etal (1998) and Steyer and Zimmermann (2000) who reported $`1/f`$ noise when the slow dynamics is Hebbian learning.

One of the purposes of the present study is to check the genericity of the previously modeled behavior: we only have a very indirect knowledge of the reasons why agents decide to purchase a good or not to purchase it, not to mention the specific algorithm they would use to survey their neighbours before taking a decision. The previously used percolation approach supposes that the purchase by one of their neighbours is sufficient to provide a full knowledge of the quality of the product, while the “counter” (or voting) dynamics presented here implies that agents survey all their neighbours to take some average opinion. There might be specific situations for which one or the other scheme would make more sense, but in general we would like to know how different would the resulting global dynamics be.

The paper first describes the model. We then give simulation results for the two different dynamical regimes. After some study of the influence of parameters we discuss in the conclusion the relevance of the observed dynamics to business cycles and financial markets.

## 2 The INCA model

### 2.1 Information contagion

A rather standard model of information contagion is based based on cellular “counters” (also called voters dynamics). Let us consider cellular automata: binary agents occupy sites of a two dimensional lattice. The decision rule, buy or not buy, corresponding to state $`S_i=1`$ or to state $`S_i=1`$,111the choice 1 or 0 for buy or not buy, is more standard in economics, but our choice, inspired from physics, respects symmetry and thus makes computations and mathematical expressions simpler. is based on some combination of private information and information coming from neighboring (on the lattice) agents. The private information of agent $`i`$ is some threshold $`\theta _i`$, and information incoming from neighbours is simply the sum of their individual states. At each time step one agent randomly selected updates its state by comparing the sum of its neighbours’ states to its threshold:

$$S_i=1\mathrm{𝑖𝑓𝑓}\underset{j}{}S_j>\theta _i$$
(1)
Otherwise $`S_i=1`$.

Homogeneous counters automata, with identical thresholds, are simple cellular automata which dynamical attractors depend on the amplitude of the threshold as compared to the number of neighbours. Lower thresholds (less than -2) give homogeneous attractors with state 1 for all automata, higher thresholds (more than +2) give homogeneous attractors with state -1 for all automata. Intermediate threshold values give coexisting domains of plus and minus ones which size depends upon thresholds and initial conditions (see e.g. Weisbuch 1991 for more details).

But we are interested here in inhomogeneous counters with different thresholds: INCA222INhomogeneous Cellular Automata (Vichniac 1986). are disordered systems and their dynamical properties reflect their disordered structure: one observes stable dynamical regimes separated by finite width phase transitions for which attraction basins depend up on the particular realisation of disorder. Weisbuch and Boudjema (1999) have shown for instance that even under a favourable average threshold which would predict invasion by +1’s in a sea of -1’s, the detailed positions of the automata initially at state +1 are important. The phenomenon is well-known in the physics of phase transitions: germs are initially necessary to the growth of a stable phase in conditions of supercooling for instance.

### 2.2 The adjustment model

Let us now be more specific about the interpretation of the threshold in terms of economics. The threshold which drives the buying behavior of the agent can be seen as a price difference between how much a seller would like to get from a product $`p_s`$ and how much $`p_b`$ a buyer is ready to pay for it when the signal from neighbours would cancel (in other words with an equal number of buyers and non-buyers in the agent neighborhood).

$$\theta _i=p_sp_b.$$
(2)
A positive threshold would prevent purchase, a negative one would allow it. The presence of other purchasers in the neighborhood would favour purchase. (Of course prices have to be expressed in some units consistent with equation 1. Two units in price difference corresponds to a threshold change of one extra neighbour).

The adjustment process now can be simply stated as:

* When an agent did not purchase upon update ($`S_i=1`$), she decreases her threshold with the hope to be able to be in a better condition to purchase next time;
* in the opposite case she increases it.

The algorithm is above described as adjustment of a buyer reservation price, but a symmetrical reasoning for a seller would give the same threshold dynamics. In fact we cannot directly suppose a symmetrical reasoning on the buyer side: it makes a difference whether there is only one seller (monopoly) and how fast he would react, or whether we have several buyers and what are the trading relationships between buyers and sellers. Let us then supppose for the sake of simplicity that only buyers adjust their reservation price.

The adjustment dynamics in the absence of any coupling between agents would be similar to the simple mechanism describe e.g. by Laffond and Lesourne (1992) and would yield a similar clearing of the market as described in Lesourne’s book (1992). The difference here is that we are interested in multiple purchases by agents and that we couple adjustment and contagion dynamics.

## 3 Simulation results

### 3.1 The slow adjustment regime

Before a full study of parameters and variants let us try to understand the simplest case. An obvious parameter of the model is how fast the threshold is adjusted with respect to the buying propagation dynamics. Let us suppose that at every update, the adjustment amplitude is random and uniformly distributed on $`[0,q]`$. We further refer to $`q`$ as the adjustment rate. Its magnitude has to be compared with the number of neighbours taken into account in the simulation: we used four. For slow adjustment rate such as $`q=0.1`$, we expect the dynamics of adjustment to be slow with respect to the diffusion dynamics. Let us define the relative adjustment rate $`\rho `$ as the ratio between the average adjustment, here $`q/2`$, and the difference between thresholds such that isolated individuals among a neighbourhood of either buyers or non-buyers would take an opposite view to their neighbours, here 8. The slow adjustment regime is such that:

$$\rho <\frac{2}{L}$$
(3)
where $`L`$ is the width of the square lattice. The rhs term is the inverse of the time necessary to propagate a position, buying or not buying, across the net, under the most favourable threshold condition (the term 2 is due to the fact that we use periodic boundary conditions).

The simulation conditions are then:

* A square lattice of dimension $`L^2`$ (e.g. $`20\times 20`$ for figure 1);
* random333at each time step one node randomly chosen is updated according to equation 1 for its state and section 2.2 for its threshold updating based on the described algorithms;
* The initial configuration of agents is random for the binary state and thresholds are uniformly distributed on \[-1,1\].

Figure 1 is a time plot of the average state of agents (fraction of buyers) and average threshold.

The regular oscillations of agents states and average thresholds obtained at long time give some indication of the processes which control the dynamics. Note that both quantities display relaxation rather than sinusoidal oscillations, threshold varying as a triangular wave and purchases more like a square wave which saturates at maximum (all or no agents purchasing). The two quantities have a phase shift of $`\pi /2`$: extreme variations of the average threshold occur when purchases saturate. These observations plus direct online observations of the lattice dynamics for purchase and threshold can be easily understood.

Once the lattice is in a saturated condition, say everyone buying, an isolated agent who would choose not to buy needs a threshold much higher than if she were surrounded by non-buyers. The system has to “wait” until thresholds which were low during the rise of the purchasing behaviour rise again to allow the apparition of isolated non-buyers. Hence the straight part of the average threshold evolution corresponding to its slow and regular increase. But as soon as isolated non-buyers are present, their neighbours need a lower threshold to switch to no-purchase; a wave of no-purchase propagates across the lattice. Hence the fast switch observed on the purchase time evolution: online observation display the growth of non-purchaser germs surrounded by disappearing domains of purchasers. One single sweep from purchasing to non-purchasing is the equivalent of a phase transition for which germs are needed (first order phase transitions). The phenomenon is symmetrical for purchase and no purchase, hence the observed oscillations.

### 3.2 The fast adjustment regime

With large networks and fast adjustment rates, the global synchrony between all agents on the lattice is destroyed. Agent states (purchase/no-purchase) and thresholds display small homogeneous domains on the lattice. Because of the randomness of the updating process, some agents easily reach “eccentric” (opposed to their neighbours) positions and many domains out of phase start growing in different places444By contrast, in the slow adjustment regime, many time steps are needed to sweep from the lower to the upper threshold, and the standard deviation of the threshold is reduced by the summing process, thus allowing synchrony of agents behaviour.. This behaviour is observed with online simulations and displayed on figure 2 at time 100 000.

The change of dynamical regime with adjustment rates $`q`$ is very smooth and corresponds to a crossover rather than to a phase transition.

Because of domains asynchrony, oscillations are relatively smaller and less regular in amplitude in the fast adjustment regime than in the slow adjustment regime as observed in figure 3. Saturation of the (no)purchaser fraction is never reached.

Another way to monitor inhomogeneity is to check the spatial autocorrelation function of states.

$`C(d)={\displaystyle \frac{_iS(i)S(i+d)(_iS(i))^2}{L^2}}`$ (4)
where $`i`$ is the position of lattice sites and $`d`$ the translation distance. $`L^2`$ is the number of agents.

Figure 4 displays the autocorrelation function for different lattice sizes in the fast adjustment regime when the adjustment rate $`q=0.7`$. Its fast decay, over some 4 lattice sites, tells us that the average linear dimension of purchasing or no-purchasing domains is of order 4 to be compared with the patterns observed on figure 2. A striking result is that although lattice linear sizes change by a factor 8, the autocorrelation function are very similar, implying that the average size of domains is independent of lattice size in the fast adjustment regime. In other words, figure 2 is statistically representative of any part of a larger lattice.

Scaling

The system has only two parameters, $`L`$ the lattice dimension and the average adjustment rate $`\rho `$. We would like to know how the characteristic variable of the dynamics, frequency and amplitude of the oscillations, and their space dependence through the autocorrelation function, vary with $`L`$ and $`\rho `$.

Frequencies are surprisingly stable over time and from sample to sample as opposed to magnitudes. A direct measure on time plots of oscillations shows that periods $`T`$ vary as:

$`T{\displaystyle \frac{10L^2}{q}}`$ (5)
This result has a very simple interpretation. The factor $`L^2`$ is simply the number of agents. The period is close to the number of agents multiplied by a time which scales with average time it takes for threshold to switch between extremal values of -4 and 4. The threshold dynamics is the rate limiting step of the overall dynamics.

As seen in figure 3, amplitudes display a lot of variations. A simple way to average them on time is to measure power, namely the time averaged squared amplitudes. Even with time averaging over some 800 periods, power values had to be further averaged over several runs (9 in our measurements) to further reduce noise. A first result is that for larger values $`\rho `$ values, $`\rho >5`$, average power scales as $`L^2=N`$ the number of agents. If agents behaviour were oscillating in phase, we would expect power to scale in $`N^2`$. The scaling in $`N`$ implies that $`N/s`$ patches of constant size $`s`$ oscillate independently giving:

$`P{\displaystyle \frac{N}{s}}P_sNs{\displaystyle \frac{N}{q^2}}`$ (6)
where $`P_s`$ is the power of one patch, proportional to $`s^2`$. This interpretation is consistent with our interpretation of autocorrelation measurements and the observation of small domains. The scaling of $`s`$ in $`q^2`$ is obtained from the equivalence between the time it takes for the social influence to sweep the patch and the time it takes to the threshold adjustment to sweep between the extreme values.

Figure 5 displays the rescaled inverse power (i.e. $`\frac{P}{N}`$) as a function of $`q`$ the maximum adjustment rate ($`q=8\rho `$) for $`N`$ varying from 400 to 6400. The collapse of the three curves above $`q=0.6`$ is good, the quadratic scaling in $`q`$ is approximate.

Figure 6 displays the Fourier power spectrum of the time series of agent states when $`q=1`$. The large peak around abscissa 30 corresponds to a frequency of 10 iterations per agent. At larger frequencies, the long tail corresponds to a $`1/f^2`$ noise. Small scale correlations in agents behaviour due to local imitation processes are responsible for this long tail. For lower values of the maximum adjustment rate $`q`$, the importance of the peak with respect to the $`1/f^2`$ noise is increased.

## 4 Conclusions

The obtained results were based on very simple assumptions on the economic network structure and on the imitation and adjustment process. But these results, especially the $`1/f^2`$ noise, should not depend upon the details of these assumptions. Let us give some directions about the generality of our hypotheses.

* We based the “voting” process on information processing, but this process can be also be accounted for on the basis of “positive externalities”. Agents can experience increase in the utility of equipments when their neighbours also own such equipments.
* Who are the agents? The discussion implicitly assumes for simplicity reasons that agents are individuals, but the same reasoning could apply to firms taking decisions on purchasing goods or equipment or even making strategic decisions. In this respect the size of the network (number of firms) would be much smaller which could move the dynamics towards the slow adjustment regime.
* The network topology: a lattice is an extremely regular network which allows nice pattern observation, but which cannot be considered as a good model of a socio-economic network. In fact a lattice shares with real networks the property of having many short loops, which is not the case of random nets. Anyway the imitation model can be extended to structures with inhomogeneous local connectivity, small worlds or scale free networks, by rewriting equation 1 using fraction of sites with positive or negative state rather than direct summation.
* We discussed random updating of agent states, but one can also introduce other conditions, such as propagation of a purchase wave as in the Weisbuch and Solomon (2000), Weisbuch etal (2001) percolation model for which $`1/f^2`$ noise was also observed.

Let us now come to the observations.

* The $`1/f^2`$ noise was expected: such fat tails have been consistently reported in empirical data from financial markets. The commonly admitted reason for the fat tails are interactions among agents.
* The periodic oscillations were unexpected, although their origin becomes pretty evident after observation. The most interesting interpretation in real life are business cycles. In this framework the agents are firms and the network is the “economy”: the set of production, trade and services which form the economic network. We here have a possible microscopic theory of business cycles which does not suppose any external trigger such as innovation cycles often suggested by macro-economists. We probably have to take into account some specific features of economic networks such as the anisotropic character of connections (producers/users interactions are different from competition interactions) to get more precise predictions but some results such as the increase of the amplitude of activity variation with coupling are already within the framework of the present model.

Acknowledgments: We thank Alan Kirman, Jean-Francois Laslier, Jacques Lesourne, Jean-Pierre Nadal, Sorin Solomon, Antonio Turiel and Jean Vannimenus for collaborations and helpful discussions. We acknowledge partial support from the FET-IST grant of the EC IST 2001-33555 COSIN.

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Solomon S., Weisbuch G., de Arcangelis L., Jan N., and Stauffer D. (2000), ”Social percolation models”, Physica A 277, 239.

Steyer A. and Zimmermann J.B., “Self Organised Criticality in Economic and Social Networks: The case of innovation diffusion” proceedings of the Workshop on Economics and Heterogeneous Interacting (2000).

Vichniac G. (1986), “Cellular automata models of disorder and organization”, in “Disordered Systems and biological organization”, eds. Bienenstock E., Fogelman-Soulié, F. and Weisbuch G., Springer Verlag Berlin.

Watts D. J. and S. H. Strogatz (1998), ”Collective dynamics of ’small-world’ networks” Nature, 393, 440.

Weisbuch G. (1990), Complex Systems Dynamics, Redwood City (CA): Addison Wesley.

G. Weisbuch and G. Boudjema (1999), “Dynamical aspects in the adoption of agri-environmental measures”, Advances in Complex Systems, 2, pp. 11-36.

G. Weisbuch and S. Solomon ”Self Organized Percolation and Critical Sales Fluctuations” Int. Jour. Mod. Phys. C, Vol 11, No. 6, 1263-1272, (2000).

G. Weisbuch, S. Solomon and D. Stauffer (2001) “ Social Percolators and Self-Organized Criticality “ in: Economics with heterogeneous interacting agents, ed. by A.Kirman and J.B. Zimmermann, Lecture Notes in Economics and Mathematical Systems, Springer, Berlin- Heidelberg 2001 page 43.


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# On solutions of the vacuum Einstein equation in the radiation regime

## Abstract

We review recent results by the author, in collaboration with Erwann Delay, Olivier Lengard, and Rafe Mazzeo, on existence and properties of space-times with controlled asymptotic behavior at null infinity.

The standard description of gravitational radiation proceeds as follows: one considers space-times $`(\mathrm{M},g)`$ which can be conformally completed by adding a boundary $`\mathrm{M}=\mathrm{I}`$, so that an appropriate conformal rescaling of $`g`$ leads to a metric which extends by continuity to a Lorentzian metric $`\stackrel{~}{g}`$ on the new manifold with boundary $`\stackrel{~}{\mathrm{M}}:=\mathrm{M}\mathrm{I}`$. This raises several questions: do there exist non-trivial vacuum space-times in which this can be done? does this prescription cover all radiating space-times? or at least all interesting ones? is this the right way to proceed anyway? In this talk I will review some recent progress concerning those questions.

Recall  that a space-time is called *asymptotically simple* if the above conformal completion $`(\stackrel{~}{\mathrm{M}},\stackrel{~}{g})`$ is smooth, and if every null geodesic of $`(\mathrm{M},g)`$ has precisely two end points on $`\mathrm{I}`$. It has been an open question whether there exist any vacuum asymptotically space-times other than the Minkowski one. A celebrated theorem of Christodoulou and Klainerman  proves existence of a large family of space-times which are close to being asymptotically simple: The Christodoulou-Klainerman metrics are geodesically complete, and admit conformal completions. However, the differentiability properties of the conformally rescaled metrics are poorly controlled. This last issue does play a role in the theory, as the properties of $`\mathrm{I}`$’s with low differentiability are rather different from those of the smooth ones. For instance, the peeling properties of the gravitational field, which are sometimes considered as a characteristic feature of gravitational radiation, are different for conformal completions which are, or which are not, of $`C^3`$ differentiability class (cf., e.g. ). Further, while it is rather likely that null geodesics will also have precisely two end points on $`\mathrm{I}`$ for the Christodoulou-Klainerman space-times, no analysis of this question is known to the author. In conclusion, it is not a priori clear whether any of the spaces-times constructed by Christodoulou-Klainerman are asymptotically simple in the original sense of Penrose.111The space-times of  described below do actually belong to the Christodoulou-Klainerman class, so it is known in retrospect that some of the Christodoulou-Klainerman space-times will fit the Penrose scheme.

The main difficulty here can be traced back to the following question: how to control the asymptotic properties of the gravitational field near $`\mathrm{I}`$ in terms of the asymptotic properties of the initial data in a neighborhood of $`i^0`$. We note a recent important paper of Friedrich  which provides the first result in this direction for the linearised spin-2 equations. However, the transition from the linearised theory to the non-linear one does not appear to be straightforward, so that work remains to be done in order to go from  to a full answer to the question.

A pioneering construction of non-trivial, physically interesting, asymptotically simple space-times is due to Cutler and Wald , for gravitation interacting with an electromagnetic field. Cutler and Wald’s idea is to construct a non-trivial family of initial data on $`^3`$ for the coupled Einstein-Maxwell equations which are exactly Schwarzschildian outside of a ball, and which are as close to Minkowski initial data as desired. The main interest of such data stems from the fact that the evolution of the initial data set provides a space-time which is exactly the Schwarzschild one near $`i^0`$. For data small enough one then obtains an asymptotically simple space-time by invoking a stability theorem of Friedrich .

To repeat this argument in vacuum all one needs is appropriate initial data. In a recent work with Erwann Delay  we have been able to construct such data, using a variation of an important construction of Corvino and Schoen . In  we consider vacuum, time symmetric ($`K_{ij}0`$) initial data on a ball $`B(0,1)^3`$ satisfying the parity condition

$$g_{ij}(\stackrel{}{x})=g_{ij}(\stackrel{}{x}).$$
(0.1)
(Large families of such metrics can be constructed using the conformal method.) We show that all such metrics on $`B(0,1)`$ which are close enough to Minkowski space-time can be extended to scalar flat metrics on $`^3`$ which are exactly Schwarzschildian on $`^3B(0,2)`$. As already mentioned, the technique is a gluing construction along the lines of that of . The point of the parity condition is the following: one of the steps of the proof of the extension theorem requires an adjustment of the centre of mass $`\stackrel{}{c}`$ of a tentative Schwarzschildian extension. This adjustment requires a translation of the Schwarzschild metric by a vector $`\stackrel{}{c}/m`$. When $`m`$ gets small the vector $`\stackrel{}{c}/m`$ could become very large, in which case the construction breaks down. The parity condition (0.1) guarantees that the centre of mass $`\stackrel{}{c}`$ is zero regardless of $`m`$, and the problem with the division by the small parameter $`m`$ goes away.

Summarising: one starts with any one-parameter family of time symmetric vacuum initial data on $`B(0,1)`$ satisfying (0.1), such that the initial data approach the trivial ones as the parameter goes to zero. For values of the parameter small enough one can extend the initial data to Schwarzschildian ones using the extension technique above. Making the parameter smaller if necessary one obtains an asymptotically simple222In  we asserted that the construction leads to $`C^k`$ conformal completions, where $`k`$ can be chosen at will, but finite. However, one can show  that if the starting metric on $`B(0,1)`$ is smooth up-to-boundary, then things can be arranged so that the resulting conformal completion will also be smooth. space-time using Friedrich’s conformal system of equations .

Exactly the same construction allows one to make an extension in which the Schwarzschild metric is replaced by any asymptotically flat metric with non-zero mass $`m`$, satisfying the parity condition (0.1), in the following sense: let $`g(1)`$ be any metric defined for $`|\stackrel{}{x}|`$ large enough, and consider the family of metrics $`g(\lambda )`$ obtained by scaling, $`g(1)_{ij}(\stackrel{}{x})g(\lambda )_{ij}(\stackrel{}{x}):=g(1)_{ij}(\lambda \stackrel{}{x})`$. Then the mass $`m(\lambda )`$ of $`g(\lambda )`$ equals $`m/\lambda `$. If the initial vacuum metric on $`B(0,1)`$ is close enough to the flat one, then there exists a scalar flat extension which coincides with $`g(\lambda )`$ on $`^3B(0,2)`$, for some $`\lambda `$ large enough. This construction becomes most useful when $`g=g(1)`$ satisfies the static constraint equations; equivalently, when $`g(1)`$ arises from a static solution of the vacuum Einstein equations. Since stationary vacuum metrics have a smooth $`\mathrm{I}`$ , one thus obtains a reasonably large new family of asymptotically simple space-times.

In  yet another interesting application of the Corvino-Schoen technique has been pointed out: the extension theorem can be used to construct initial data sets for a “many-black-hole” space-time, as follows: one chooses any number of non-intersecting balls $`B_i`$, $`i=1,\mathrm{},I`$, which are symmetrically distributed around the origin. To each of those balls one assigns a small positive mass parameter $`m_i`$, again symmetrically with respect to the origin. If the parameters $`m_i`$ are small enough, then  one can find a vacuum initial data set such that the initial Riemannian metric is exactly the (space) Schwarzschild metric, centred333Here we have in mind the conformally flat representation of the (space) Schwarzschild metric, in which the ”other infinity” of the Einstein-Rosen bridge corresponds to the centre of the ball. on the centre of $`B_i`$, with mass $`m_i`$, within each of the balls $`B_i`$, and also exactly the (space) Schwarzschild metric outside of a sufficiently large ball, with some mass $`m`$ which is close to the sum of the masses $`m_i`$. The fact that the metric is exactly Schwarzschildian in each of the balls $`B_i`$ guarantees that there will be $`I`$ marginally trapped surfaces in the initial data set. Further, the evolution of the metric in the domain of dependence of the $`B_i`$’s will produce exactly a Schwarzschild metric there, with an associated black hole region. The fact that the metric is exactly Schwarzschildian outside of a large ball guarantees that one has reasonably good control of the properties of the resulting $`\mathrm{I}`$. Those facts put together allow one to establish  (see also ) the following properties of the maximal globally hyperbolic development $`(\mathrm{M},g)`$ of so-constructed initial data:

1. If the mass parameters are small enough, then the only marginally trapped surfaces in the initial data set are the usual minimal surfaces occurring in each of the Schwarzschildian balls. Recall that a bounding marginally trapped surface within an initial data set always encloses a black hole region, and a non-connected outermost marginally trapped surface is usually interpreted as reflecting existence of a non-connected black hole.
2. Making the mass parameters smaller if necessary, any configuration with two $`B_i`$’s will lead to a space-time in which the intersection of the event horizon with the initial data hypersurface will not be connected. Thus the initial data surface does indeed contain two distinct black hole regions.

We note that the paper  is the first one which proves rigorously that some families of vacuum initial data contain non-connected black hole regions. The proof again uses Friedrich’s stability results. Other existing results  or methods  do not guarantee non-connectedness of the black hole.

The reader is referred to  for further variations on the Corvino-Schoen technique.

The space-times discussed so far have smooth conformal completions, but they are also extremely special because of (0.1). In fact, there have been various indications that generic $`\mathrm{I}`$’s will not even be $`C^3`$. First, this seems to occur in the Christodoulou-Klainerman space-times (compare ). Next, it has been observed in  that generic solutions of the constraint equations on hyperboloids, constructed by the conformal method, will not be $`C^3`$ at the surface where the hyperboloid intersects $`\mathrm{I}`$, even if the seed fields which enter the construction are smooth there. It has been similarly observed in  (compare ) that generic initial data on outgoing null cones will not lead to smooth $`\mathrm{I}`$’s, even though the data induced on the initial light cone are smooth at $`\mathrm{I}`$. Now, those last two results leave open the possibility that the resulting space-times will not have a smooth $`\mathrm{I}`$ for the simple reason that they will have no $`\mathrm{I}`$ at all. In recent work with O. Lengard we have shown that this is not the case, for large classes of hyperboloidal initial data. In  one considers initial data in weighted Sobolev spaces, with regularity at the boundary compatible with that which is obtained in the conformal construction of . Roughly speaking, the weighting corresponds to the following behavior of the derivatives of the metric in terms of pseudo-Minkowskian coordinates:

$$|_u^i_r^j_\theta ^k_\phi ^{\mathrm{}}g_{\mu \nu }(u,r,\theta ,\phi )|C(i,j,k,\mathrm{})r^{3/2}$$
(0.2)
for $`j1`$, and for $`u=tr`$ near $`u_0`$. This should be contrasted with smooth conformal completions, which would lead to a power $`r^{1j}`$ in (0.2). In those function spaces the derivatives of the fields are too singular for the usual Friedrich evolution theorems  to apply. It is shown in  that the maximal globally hyperbolic development of large classes of such initial data will possess a conformal completion in a neighborhood of the initial data hypersurface. The weighted Sobolev regularity (hence, also a weighted $`C^k`$ regularity with a differentiability index $`k`$ lower by two) of the metric is preserved during evolution.

Similar, and actually sharper, results can be proved for large classes of semi-linear wave equations, and for the wave-map equation, on Minkowski space-time . In particular for such equations one can show that polyhomogeneity of the initial data is preserved by evolution. We expect this to be also true for Einstein equations, and we are hoping to settle this issue in the near future.

Acknowledgements: The author wishes to thank prof. Ferrarese for the invitation to participate in this nice meeting, in the beautiful surroundings of Elba.


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# Anomalous Pd substitution effects in the thermoelectric oxide NaCo2-xPdxO4

## I Introduction

A thermoelectric material converts heat into electricity and vice versa through the Seebeck and Peltier effects, which is characterized by a low resistivity ($`\rho `$), a large Seebeck coefficient ($`S`$), and a low thermal conductivity ($`\kappa `$). Thermoelectric devices are attracting renewed interests in recent years, because they are direct energy conversion devices without any wastes, and can work for a long time without maintenance.

Terasaki et al. terasaki  discovered high thermoelectric properties in NaCo2O4 in 1997. A single crystal of this material showed low resistivity (200 $`\mu \mathrm{\Omega }`$cm) and large Seebeck coefficient (100 $`\mu `$V/K) at room temperature. Fujita et al. fujita  reported a low value of $`\kappa `$ (50 mW/cmK) for single-crystal NaCo2O4 at 800 K, which strongly suggests that NaCo2O4 is a potential thermoelectric material at high temperature.

In spite of low thermoelectric performance for conventional oxides, the thermoelectric properties of NaCo2O4 are exceptionally high. Thus a central issue is to elucidate the mechanism of the thermoelectric properties of NaCo2O4. We have proposed that the strong (electron-electron) correlation plays an important role in this compound, as is similar to the case of the Ce-based intermetallic compounds (so-called valence fluctuation/heavy-fermion systems) terasaki2 . Koshibae et al. koshibae  evaluated $`S`$ induced from the correlated electrons to be 150 $`\mu `$V/K in the high-temperature limit by using the extended Heikes formula, which roughly agrees with experiments. On the other hand, Singh singh  predicted a large value of $`S`$=100 $`\mu `$V/K at 300 K on the basis of the band calculation.

We have studied various substitution effects to examine whether or not the band picture is broken down by the correlation. Upon the Na-site substitution, the transport properties were rather insensitive, where the Ca substitution reduced carrier concentration slightly kawata . Most of the impurities substituted for Co acted as a strong scatterer, and increased resistivity with a strong upturn at low temperatures ict2000 . Exceptions were found in Cu- and Pd-substitutions for Co. The Cu substitution improved the thermoelectric performance Cu , which was successfully explained in analogy to the Ce-based intermetallic compounds Cu2 . The Pd substitution is another anomalous case, where it decreases both the resistivity and the Seebeck coefficient. In this paper we report on a semi-quantitative analysis of the Pd substitution effect in NaCo2-xPdxO4, which strongly supports our strong correlation picture rather than the simple band picture.

## II Experimental

Polycrystalline samples of Na1.2Co2-xPdxO4 ($`x`$=0, 0.05, 0.1 and 0.2) were prepared by a solid-state reaction. Stoichiometric amounts of Na2CO3, Co3O4 and PdO were mixed, and the mixture was calcined at 860C for 12 h in air. The product was finely ground, pressed into a pellet, and sintered at 920C for 12 h in air. Since Na tends to evaporate during calcination, we added 20% excess Na. We expected samples of the nominal composition of Na1.2Co2-xPdxO4 to be NaCo2-xPdxO4.

The resistivity was measured by a four-terminal method from 4.2 to 300 K in a liquid He cryostat. The Seebeck coefficient was measured using a steady-state technique with a typical temperature gradient of 0.5 K/cm from 4.2 to 300 K in a liquid He cryostat. The thermopower of the voltage leads was carefully subtracted. The Hall coefficient ($`R_H`$) was measured in a closed refrigerator from 15 to 200 K. A CERNOX resistive thermometer was placed at 45 cm above the magnet core, which successfully suppressed the magnetoresistance of the thermometer to keep the accuracy of the measured temperature within 0.01% at 7 T. An AC-bridge nano-ohmmeter was used to measure the resistivity by sweeping magnetic field from -7 to 7 T in 20 minutes at constant temperatures. An unwanted signal occurring from a misalignment of the voltage pads was carefully removed by subtracting negative-field data from positive-field data. The Hall voltage was linear in magnetic field, and $`R_H`$ was determined by the data at $`\pm `$7 T.

The X-ray diffraction (XRD) of the samples was measured using a standard diffractometer with Fe Kα radiation as an X-ray source in the $`\theta 2\theta `$ scan mode. Figure 1 shows typical XRD patterns of NaCo2-xPdxO4. Almost all the peaks are indexed as the $`\gamma `$ phase jansen . For $`x=0`$, a small amount of Co3O4 indicated by ‘$``$’ appears. For $`x`$=0.2, a tiny trace of PdO indicated by ‘$`\times `$’ and an unidentified phase indicated as ‘$``$’ appears instead of the peaks of Co3O4. Although Pd did not fully substitute for Co in a strict sense, the volume fraction of the impurity phases (3%) is small enough to retain high signal-noise ratio of the XRD pattern. In the next section we will see a systematic evolution of the transport parameters with the Pd substitution, which allows us to conclude that Pd in NaCo2-xPdxO4 surely modified the electronic states of the host.

## III Results and Discussion

Figure 2(a) shows the resistivity of the prepared samples of NaCo2-xPdxO4 plotted as a function of temperature ($`T`$). The resistivity decreases systematically with the Pd content $`x`$, whose magnitude decreases from 3 m$`\mathrm{\Omega }`$cm for $`x`$=0 to 0.7 m$`\mathrm{\Omega }`$cm for $`x`$=0.2 at room temperature. This is a quite unusual substitution effect. NaCo2O4 is a layered oxide consisting of the conductive CoO2 layer and the insulating Na layer, where an impurity in the conductive layer would normally act as a scattering center. Thus one can expect that the impurity induces a residual resistivity in conventional metals, and in fact the Mn- Fe- Ru- and Rh-substitutions dramatically increase the residual resistivity in NaCo2O4 ict2000 .

The inset of figure 2(a) shows the low-temperature resistivity of the same samples as a function of $`(T/100\mathrm{K})^2`$, where no resistivity upturn is seen. This indicates that the Pd substitution makes no localization down to 4.2 K, and that the scattering cross section of Pd is negligibly small. We should further note that all the resistivities strongly depend on temperature down to 4.2 K, which suggests that the carriers are predominantly scattered through the electron-electron interaction, not through the electron-phonon interaction. Thus the electron-electron correlation still dominates in the most conductive sample of $`x=`$0.2, the low-temperature resistivity for which is roughly proportional to $`T^2`$ that is usually expected for the electron-electron scattering.

Figure 2 (b) shows the Seebeck coefficient of NaCo2-xPdxO4 plotted as a function of temperature. As is similar to the resistivity, the Seebeck coefficient decreases with $`x`$, where $`S`$ for $`x=0.2`$ (20 $`\mu `$V/K at 300 K) is about quarter of that for $`x=0`$. This is another quite anomalous substitution effect. Since the Seebeck coefficient is independent of scattering time in the lowest order approximation, it is insensitive to the disorder and/or impurities in usual cases. However, the substituted Pd not only decreases the magnitude of $`S`$, but also modifies the temperature dependence. As is shown in the inset of figure 2(b), $`S`$ goes to negative at low temperatures. We do not understand the mechanism of the sign change at present. Suffice it to say that similar sign change is observed in Ce$`M_2`$Si2 ($`M`$=Au, Pd, Rh and Ru)amato , whose origin is not fully understood either.

Figure 2 (c) shows the temperature dependence of the Hall coefficient of NaCo2-xPdxO4. The sign is negative for all the samples, and the temperature dependence becomes weaker with $`x`$. The magnitude of $`R_H`$ significantly increases from 5$`\times `$10-4cm3/C for $`x=0`$ to 3$`\times `$10-3cm3/C for $`x=0.2`$ at 15 K. We should emphasize that a value of 3$`\times `$10-3cm3/C is considerably large, implying that the k-space volume surrounded by the Fermi surface is sufficiently small. The Hall coefficient for a two-band model is written as $`R_H=(n_pn_e)/e(n_p+n_e)^2`$, where $`n_p`$ and $`n_e`$ are the carrier concentrations for the hole band and the electron band, respectively (for simplicity, the same mobility is assumed). Since this expression clearly shows $`|1/eR_H|>n_e`$, the electron concentration is smaller than 2-3$`\times 10^{21}`$ cm-3. We can also point out that $`n_e`$ and $`n_p`$ should be of the order of $`10^{21}10^{22}`$ cm-3, considering that the formal valence of Co does not change so much from +3.5. Thus we conclude that the minority carrier concentration must be small for $`x=0.2`$, and that the electric conduction is dominated by a single band. We note that $`|R_H|`$ for $`x=0.2`$ is as large as $`|R_H|`$ of optimally-doped high-temperature superconductors, which has been analysed with a single band hall . $`R_H`$ for $`x=0.2`$ is as weakly dependent on temperature as $`R_H`$ for high-temperature superconductors, which is further consistent with the single-band picture, because a temperature-dependent $`R_H`$ is often due to different mobilities in multi-bands.

Now we will discuss the Pd-substitution effect more quantitatively. As mentioned above, the large value of $`|R_H|`$ is likely to allow us to apply a single-band picture, although the signs of $`S`$ and $`R_H`$ are different. Then we can evaluate the carrier concentration ($`n`$), the effective mass ($`m`$) and the scattering time ($`\tau `$) for the single band. In the lowest order approximation, $`\rho `$, $`R_H`$ and $`S`$ are expressed as functions of $`n`$, $`m`$ and $`\tau `$ as

$`\rho `$ $`=`$ $`{\displaystyle \frac{m}{ne^2\tau }}`$ (1)
$`|R_H|`$ $`=`$ $`{\displaystyle \frac{1}{ne}}`$ (2)
$`|S|`$ $`=`$ $`{\displaystyle \frac{\pi k_B^2}{2\mathrm{}^2d_ce}}{\displaystyle \frac{m}{n}}T`$ (3)
where $`d_c`$(=0.54 nm) is the inter-layer spacing, and $`e(>0)`$ is the unit charge. For the expression of $`S`$, we assumed the two-dimensional Fermi surface mandal .

Unfortunately equations (1)-(3) are valid only in the limited temperature range, where $`T`$-linear $`S`$ and $`T`$-independent $`R_H`$ are expected. Thus we conclude that the data below 100 K is unsuitable for the analysis. The upper limit is set to be 160 K, the highest measured temperature for $`R_H`$ of $`x=0`$. Consequently we have chosen 100 and 160 K as two representative temperatures.

Figure 3 shows thus evaluated $`n`$, $`m/m_0`$ and $`\tau `$ using equations (1)-(3) and the data in figure 2, where $`m_0`$ is the free electron mass. In spite of the rough assumptions, the parameters are reasonably evaluated: $`n`$ and $`m`$ are found to be essentially independent of temperature, and is highly dependent on $`x`$. On the other hand, $`\tau `$ is highly dependent on temperature, but is weakly dependent on $`x`$. These are indeed what we expect in a simple metal of a single band. Apparent $`T`$-dependence in $`m`$ and $`n`$ for $`x=0`$ is due to the fact that the single-band analysis is not guaranteed for $`x=0`$ because of the small $`|R_H|`$. Nonetheless the three parameters are systematically varied from $`x=0.2`$ down to $`x=0`$, which strongly suggests that the single-band picture is more or less valid for all the samples. In particular, we think that the data for $`x0.05`$ are reasonably evaluated.

Let us take a closer look at the $`x`$ dependence of $`n`$, $`m`$ and $`\tau `$. Reflecting that the substituted Pd does not cause the residual resistivity, $`\tau `$ is evaluated to be essentially independent of $`x`$, which indicates that the scattering cross section of Pd is negligibly small. The magnitude is of the order of $`10^{15}`$ s, which is as large as $`\tau `$ of usual metals. The evaluated magnitudes of $`n`$ and $`m`$ for $`x=0`$ are satisfactory, although the single-band analysis is less reliable than for $`x>0`$. A value of $`m/m_0=1030`$ is consistent with the specific-heat measurement ando , and $`n=`$1022cm-3 is of the same order of the value estimated from the formal valence of Co ($`3.5+`$). An important finding is that the $`x`$ dependence of $`m`$ and $`n`$ is surprisingly large. In going from $`x=0.05`$ to $`x=0.2`$, $`n`$ decreases by 1.5-2 times, and $`m`$ decreases by 4-5 times. As a result, $`n/m`$ is found to increase by 3 times from $`x`$=0.05 to 0.2, which is the origin for the decrease in $`\rho `$ and $`S`$ with $`x`$.

We should note that the rapid decrease in $`m`$ is seriously incompatible to the band picture. According to the band structure by Singh singh , the band dispersion near the Fermi energy is smooth without any singularities. Thus the band mass is unlikely to change by 4-5 times in the rigid-band picture. Furthermore the $`a_{1g}`$ band (responsible for the large S) forms the cylindrical Fermi surface, which makes the density of states at the Fermi energy nearly independent of $`x`$ in the rigid-band picture. Thus the rapid decrease in $`n`$ with $`x`$ is also incompatible to the band picture.

On the contrary, the strong correlation scenario can, at least qualitatively, explain the rapid change in $`n`$ and $`m`$. In the previous paper, we compared the physical properties of the Cu substituted samples with the Ce-based compounds Cu2 . According to this, two valence bands near the Fermi level for NaCo2O4 are well compared with those of the Ce-based compounds. One is the $`a_{1g}+e_g`$ band responsible for the electric conduction, corresponding to the $`sp`$ conduction band. The other is the $`a_{1g}`$ band responsible for the large density of states, corresponding to the Ce $`4f`$ band. Unlike the Ce-based compound, both bands cross the Fermi level to form two kinds of the Fermi surface. Therefore, the rapid decrease in $`m`$ accompanied by the rapid decrease in $`n`$ can occur, when the Fermi surface of the $`a_{1g}`$ band disappears (or decouples with the $`a_{1g}+e_g`$ band) upon the Pd substitution. A possible candidate for the disappearance is a pseudogap opening. The Cu substitution induces the spin-density-wave like transition at 22 K, below which the $`a_{1g}`$ Fermi surface seems to be gapped Cu2 .

Finally, we will briefly comment on some remaining issues. (i) Thermoelectric power factor $`S^2/\rho `$, a measure of thermoelectric performance, is proportional to $`m/n`$, according to equations (1) and (3). In this case, good conduction adversely affects the thermoelectric properties. In fact, the Pd substitution decreases the thermoelectric performance of NaCo2O4. (ii) The magnetoresistance of the Pd-substituted samples is positive. We previously reported that NaCo2O4 shows negative magnetoresistance, which is attributed to the pseudogap in the $`a_{1g}`$ band terasaki2 . In this sense the positive magnetoresistance is consistent with the disappearance of the $`a_{1g}`$ band, but the field dependence is too complicated to analyze. The angular dependence/anisotropy should be measured by using single crystals. Unfortunately we have not yet succeeded in preparing Pd-substituted single crystals. (iii) We failed to address how Pd modifies the electronic states at a microscopic level. Our measurement is limited to the transport properties, and a microscopic probe such as photoemission is necessary. Nevertheless we expect the small scattering cross section for Pd. Probably Pd exists as Pd2+ with the highest occupied orbital of $`d_{z^2}`$, which is orthogonal to the valence bands of NaCo2O4 of $`t_{2g}`$. (iv) We do not understand why the sign of $`S`$ and $`R_H`$ differs. A number of materials show different signs of $`R_H`$ and $`S`$, most of which are due to the multi-bands. In the present case, however, we assumed that the single band gives the positive $`S`$ and the negative $`R_H`$. A similar sign difference is seen in the Kondo semiconductor CeNiSn below the pseudogap temperature takaba\_rh ; takaba\_s , and high-temperature superconductors terasaki3 . In general, the signs of $`S`$ and $`R_H`$ are determined through different averaging of the energy bands, which can be different even in a single band allen .

## IV Summary

In summary, we prepared a set of polycrystalline samples of Na1.2Co2-xPdxO4 ($`x`$ = 0, 0.05, 0.1 and 0.2). The substituted Pd decreases both the resistivity and the Seebeck coefficient, and increases the absolute value of the Hall coefficient. These results indicate that Pd decreases the carrier concentration and the effective mass significantly, while it does not influence the scattering time. Though microscopic details are still unknown, the present study reinforces our scenario that interplay between the two bands is a key to the high thermoelectricity in NaCo2O4, just as in the case of heavy-fermion systems.

## Acknowledgements

The authors would like to appreciate K. Takahata for fruitful discussions and valuable comments. We would also like to thank W. Kobayashi and A. Satake for collaboration.


text:
# A toy model of faith-based systems evolution

## I Introduction

Human societies tend to hold sets of shared and interrelated beliefs that are not directly or easily accessible to proof or disproof. Such sets of beliefs, which will be called Faith-Based Systems (FBSs), may include, for example, cultural preferences, personal worldview, and belief or disbelief in one or more supreme beings. FBSs are often highly detailed and tend to be shared within local communities, but are highly diverse among global communities.

Dawkins dawkins  suggested that the evolution and spread of FBSs and other cultural information (memes) may be subject to natural selection, noting that both parasites and memes are transmissible between hosts and show heritable variation, creating the potential for competition for survival and reproduction. While the meme hypothesis has received considerable theoretical attention, there have been few attempts to explicitly model it.

Previous models of social transmission holyst ; kacperski ; plewczynski ; sznajd  have examined mainly two-state systems; in such models, agent opinions are considered to be transmissible Boolean states. Such Boolean state models do not allow for the evolutionary potential of memetic transmission, which may influence final state distribution, or for the potential for a large number of FBSs to exist simultaneously in a single social system. In contrast, FBSs can be modelled as continuous states on a binary vector, allowing for memetic evolution among populations of varying FBSs.

In this paper an agent-based model of the evolution and spread of FBSs in a two-dimensional lattice is presented. Agent-based models are useful for examining how local properties of individual units interact to produce macroscopic properties of systems, and have been applied in the analysis of social opinion formation holyst ; kacperski ; plewczynski ; sznajd , cultural interactions klemm , epidemiology and population dynamics sznajd2 . The current model explores the development of FBSs with evolutionarily relevant properties (faith, proselytism and mutability), in simple, individually varying agents. Mortality and fecundity probability curves for agents are applied based on human population data from the 1990s internet . Agents have heritable personality characteristics that affect their susceptibility to conversion and their likelihood of creating a new FBS; this provides a non-uniform spatial environment for the evolution of FBSs. Characteristics of agents modelled are (cf. Tab. 1) resistance ($`R`$) (the tendency to resist conversion to a different FBS), activity ($`A`$) (the tendency to participate in transmission of FBSs), charisma ($`C`$) (ability to convert other agents to their current FBS), and imagination ($`I`$) (the tendency to invent a new FBS based on the existing one).

The influence of two factors on the distribution and characteristics of FBSs is examined. The frequency of social interactions of agents, where social interactions offer the potential for conversion between beliefs, seems likely to influence the spread and survival of FBSs. When social interactions are less frequent, pressure for conversion between FBSs is likely to be smaller, but social support for existing FBSs is also decreased. If social support plays an important role in preventing conversion, extinction of unsuccessful FBSs may occur more quickly when social interactions are less frequent. This could lead to decreased numbers of FBSs, each on average having a larger number of adherents. Additionally, the effect of varying total social network size on FBS evolution is explored. Larger total social network size may increase the influence of the social interaction condition, and may allow a larger number of coexisting FBSs and older FBSs (due to lower extinction rates in larger grids).

## II Model

The model initially consists of $`N=10\times 10`$ or $`N=20\times 20`$ agents which are located on a regular rectangular two dimensional lattice with free boundary conditions. Each agent, occupying a single site on the grid, interacts with up to eight social neighbors which are randomly chosen from nearest geometric neighbors; agents located at the border of the grid have fewer neighbors. (cf. agent k on Fig. 1). For comments on other possible grids see flasche .

Within the model, social space is created by a regular rectangular lattice and social distance is equal to one for the nearest interacting neighbors and infinity for others, i.e. there are no long range interactions (in strict meaning). This may be somewhat analogous to social transmission in pre-literate human societies, but is less applicable to modern societies.

Every agent is characterized by a set of internal parameters which are constant over the life time of an agent (cf. Tab. 1). Features of agents provide a non uniform environment for the evolution and spread of FBSs.

Every FBS is characterized by a set of external parameters which are constant over time (cf. Tab. 2). Since a large number of agents may share the same FBS, a single parameter set can be widespread and sometimes dominant throughout a grid.

All characteristic parameters of FBSs and individuals are randomly generated from a restricted Gaussian distribution with mean $`\mu =10`$ and standard deviation $`\sigma =3`$ and converted into integers. The above restrictions are related only to the initial state distribution; over time values of parameters can change due to mutation processes.

The parameters in the model (Tab. 1 and 2) reflect a limited selection of features of real agents and FBSs. These parameters were chosen to express some of the most influential properties of real agents and FBSs, while limiting the parameter space explored.

Agent $`m`$ receives support $`𝒮`$ from social neighbors (surrounding interacting agents) (cf. Fig. 1) which accept the same FBS $`B(m)`$

$$𝒮(B(m))=\underset{s\{i,j,k,l,n,p,q,r\}}{}\delta _{B(m),B(s)}C(s)P(B(m)).$$
(1)
where $`\delta _{i,j}`$ is a Kronecker delta function, $`P(B(m))`$ is proselytism of the FBS accepted by the agent $`m`$ and all other symbols are described in Tab. 1 and 2. The agent $`m`$ is also subjected to the environmental pressure $`𝒫`$ (cf. Fig. 1) which is caused by surrounding interacting individuals having different FBS, e.g. pressure caused by agent $`k`$ accepting FBS $`B(k)`$ ($`B(k)B(m)`$)

$$𝒫(B(k))=\underset{s\{i,j,k,l,n,p,q,r\}}{}\delta _{B(k),B(s)}C(s)P(B(k)).$$
(2)
The sum in eq. (1) and (2) is performed over $`s\{i,j,k,l,n,p,q,r\}`$ i.e. $`s`$ takes 1, 4 or all possible values from the set $`\{i,j,k,l,n,p,q,r\}`$. The $`\delta _{i,j}`$ in eq. (1) and (2) with appropriate indices allow to choose agents sharing the same FBS, which in particular may be different than accepted by the agent $`m`$. Support $`𝒮`$ and pressure $`𝒫`$ (eq. 1 and 2) are weighted sums of social neighbors’ charisma as a weight the proselytism of FBSs are taken.

Every agent is characterized by total self resistance $``$

$$(m)=R(m)F(B(m)).$$
(3)
Total self resistance is calculated as a product of an agent’s resistance $`R(m)`$ and faith of an agent’s FBS $`F(B(m))`$.

Social interactions between agents cause the agent $`m`$ accepting FBS $`B(m)`$ to be converted into the FBS $`B(k)`$ of an agent $`k`$ if

$$𝒫(B(k))>\text{max}[𝒮(B(m)),(m)].$$
(4)
Transmission of FBSs can be interpreted in terms of epidemiology as infection, in that an FBS depends on a host agent, and can be transmitted between agents via specific forms of contact. In our model, transmission is limited both by the individual resistance of an agent, and by the presence of social support for the agent’s current FBS. This attempts to reflect the interaction of personality and environment in social transmission; for some individuals, personal characteristics are the main factors preventing conversion, while for others, social support is more important.

New FBSs are created randomly with probability dependent on the imagination of the agent and the mutability of its current FBS, e.g. agent $`m`$ can create new FBS with probability $`I(m)M(B(m))`$. The new FBS has the same characteristics as the old FBS, with a random increase or decrease by 1 unit to any one of its characteristic values (proselytism, faith or mutability). This mechanism introduces an evolutionary principle, which allows directed change in FBS characteristics over time.

The probability that a given agent (e.g. $`m`$) is going to participate in social interactions during a given iteration of the model is $`A(m)`$. Additionally, during each iteration, agents can move to a randomly selected adjacent cell, provided it is empty.

Space occupied by agents is limited to the total area of the grid, but the number of agents can vary over time due to mortality and fecundity of individuals. The agents can reproduce, producing a new agent with similar personality characteristics in any adjacent empty cell. The probability of reproduction depends on the age of the parent agent and is proportional to $`121(t25)^2`$ with $`t[14,\mathrm{\hspace{0.33em}36}].`$ The agents die at random according to a probability curve based on data for Australian, English, Polish and US populations during the 1990s internet . Conditional probability to die at given age $`t`$ is proportional to $`(t12)^2.`$ These phenomenological relations reflect the shape of real life fecundity and mortality curves. More details about the phenomenological theory of mortality and aging can be found in azbel .

In the model the agents are updated in a random order. This kind of updating corresponds to local social interactions which, as in reality, occur non-synchronously within small social groups. Social interactions are governed by a deterministic rule applied to randomly chosen agents. These dynamics create a modified version of social impact theory nowak .

## III Results

Macroscopic features of the intermediate and final state for different lattice sizes ($`10\times 10`$ and $`20\times 20`$) and different numbers of interactions per agent per timestep (1, 4, 8 agent interactions) (cf. Fig. 1) were analyzed. Data were collected every 1000 iterations until the final state was reached (state after 10000 iterations). To obtain sufficient statistics, around 1000 simulations were performed for each model considered. Probability density functions (PDFs) of number of FBSs (Fig. 2), age of FBSs (Fig. 4) and numbers of adherents (size of FBSs) (Fig. 6) are shown. Additionally, time behavior of these variables (Fig. 3 and 5) and correlations between FBSs’ characteristics were examined.

PDFs of a number of FBSs seem to have exponential tails (cf. semi-log Fig. 2), i.e.

$$\text{P(\#FBS)}\mathrm{exp}(\alpha \text{\#FBS}).$$
(5)
There is a high probability of a small number of FBSs, and a small probability of a large number of FBSs co-existing in a single system. Values of exponents $`\alpha `$ for the lattice $`10\times 10`$ are higher than for the grid $`20\times 20`$. Time behavior of exponents $`\alpha `$ (with error bars) is presented in Fig. 3. For $`t>4000`$ there is a difference between values of exponents $`\alpha `$ for binary, 1 to 1, interaction (higher exponent) and group, 4 or 8 to 1, interaction (lower exponent), for both lattice sizes. Values of exponents $`\alpha `$ for 4 or 8 interacting agents are similar.

At any point in time it is possible to find an FBS as old as the system. There is also a significant probability of finding young and very young FBSs. The age distribution expresses a power law (cf. log-log plot Fig. 4), i.e.

$$\text{P(age)}\text{age}^\beta .$$
(6)
Small deviations from a straight line, which are visible on the log-log plot are caused by the finite world size and limited size of random sample. The order of magnitude is affected by the age of the model. Time behavior of exponents $`\beta `$ (with error bars) is presented in Fig. 5. Values of exponents $`\beta `$ for every type of interaction depend on the size of the lattice, but do not change dramatically over time (cf. Fig. 5). For binary interactions, values of exponents $`\beta `$ are smaller than for group interactions. Interactions with 4 or 8 agents seem to be equally efficient, i.e. values of exponents are similar.

Each agent occupies a single cell on the lattice, i.e. the size of FBS is the number of adherents. Distributions of size are shown in the Fig. 6. In the log-log plot the linear decay and local maxima of PDFs for both lattice sizes are visible. For the $`20\times 20`$ grid the linear part of the PDF is steeper than for the $`10\times 10`$ grid. For the bigger world size, differences in slope for binary and group interactions are observable. The differences for the small world size are not so apparent. Local maxima of PDFs which are visible (cf. Fig. 6) correspond to the situation when a large cluster of a single FBS occupies almost the whole lattice. The size of a macroscopic cluster is approximately $`7080\%`$ of the whole lattice. Local maxima of PDFs are most visible for the $`20\times 20`$ lattice with 4 or 8 agents interaction and are not visible for binary interactions on the same lattice. This phenomenon can be explained by a kind of “non-local” character of a social interaction with 4 or 8 social neighbors. Despite the fact that in the interaction only some of nearest geometrical neighbors participate, the interacting agent is more linked with its environment. The larger number of links provides a kind of social connection, which introduces effects similar to long range interactions. This is in agreement with the theory of social distance, which in general can be different from geometrical distance. For lattice $`10\times 10`$ the local maxima of FBSs’ size distribution are visible for all interaction conditions. This is probably a consequence of the finite world size.

Effects of the number of interactions per agent are visible, manifested as different values of exponents for systems with only 1 agent interaction compared with systems with 4 or 8 agent interactions (Figs. 23 and 45). Binary interactions seem to be more efficient in terms of FBS transmission. This efficiency is manifested by a smaller number of FBSs existing in the 1 to 1 interaction condition, in comparison with the group interaction conditions. Additionally, FBSs in the 1 interaction condition are older and have more adherents. The phenomenon of higher efficiency can be explained by the lack of support for agents participating in binary interactions. Binary interactions might be seen as corresponding to informed discussions in real social interactions, which provide an efficient way of convincing people by largely avoiding negotiation of opinions.

Initially all characteristics were generated as independent and identically distributed random variables, according to the restricted Gaussian distribution. Over time the mechanisms of conversion and mutation included in the model introduce correlations. Positive correlations (0.58–0.80) between the age of an FBS and the number of adherents can be observed. Within the model, it seems that even highly successful FBSs need time to become widespread. The variations of correlation value are caused by mortality and conversion processes. The absolute values of other correlations are smaller. In particular, small negative correlations (-0.17 – -0.08) between mutability and the age of FBSs, and mutability and the size of FBS were observed. As mutability increased, both the age and size of FBSs decreased; this is attributed to the increased tendency for agents holding high-mutability FBSs to invent new FBSs. Smaller negative correlations also occurred between proselytism and age, and proselytism and size. Because of the generally low level of correlation, it is hard to draw any detailed conclusion from these findings. What is intriguing, however, is an unexpected sign of correlation between age and proselytism, and size and proselytism. This effect may be caused by the limited size of our random samples or the short time of simulation. It is also necessary to emphasize that if random variables are independent they are uncorrelated. The inverse theorem is not necessarily true.

## IV Summary

A simple agent-based model of the formation and evolution of FBSs has been presented. The influence of the lattice size and frequency of social encounters on macroscopic output have been examined in detail.

In the model, the age distributions of FBSs express power laws (Fig. 4). Larger social networks, as reflected in larger lattices, have larger numbers of coexisting FBSs; on average, FBSs in such systems are younger and have more adherents. At low levels of social encounters, FBSs are, in general, older and have more adherents, than at higher levels of social encounters. A possible explanation of this pattern is that the single-encounter condition prevented agents from receiving support for their current FBS from adjacent interacting agents of the same FBS; this could cause a higher incidence of conversion leading to more rapid extinction of unsuccessful FBSs.

On the distributions of the FBSs’ size (cf. Fig. 6) local maxima of PDFs are visible. These maxima manifest the state in which almost all agents share the same FBS. These phenomena are clearly visible for non-binary interactions which in social systems correspond to long range interactions.

The toy model which was presented above allows for further possible extensions. In particular, it would be interesting to examine fitness effects of FBSs on agents, different distributions of agent and FBS traits, and more realistic social network and agent traits. Such extensions may enable a better critique of the utility and robustness of models that perceive FBSs as objects of natural selection.

###### Acknowledgements.

The authors thank the organizers of the Complex Systems Summer School 2002 in Budapest, where this project was partially completed. One of us (BD) acknowledges a stimulating influence of the visit at the Graduate School of Biophysics at the Niels Bohr Institute (Copenhagen, Denmark).
Special thanks are directed to J. A. Hołyst (Warsaw University of Technology, Poland) for a very fruitful and inspiring discussion during $`15^{\mathrm{th}}`$Marian Smoluchowski Symposium on Statistical Physics (Zakopane, Poland).