text:
# From boom to bust and back again: the complex dynamics of trends and fashions

## I Introduction

Making choices about which social circles to join or evade is one of the most ubiquitous, important and difficult decisions facing each one of us every day. The basis for this difficulty is that our social environment is too complex for us to predict the detailed outcome of our actions. It is also a dynamical environment so that past experience may be a poor indicator of future events. As a result many of our most important choices must be made within a limited timespan and without full information.

These practical limitations make many different courses of action seem equally viable. This degeneracy can be described mathematically as a symmetry among all equally good choices at the individual level. This choice degeneracy is also familiar from information saturated environments, where useful information is not easily discriminated from noise, of times when information is accessible but not reliable, or may simply result from a choice not to form our own opinions.

How do we actually make choices in these difficult environments? In many cases we rely on the actions of others we know as the basis for our decisions. If their choices appear successful to us we may adopt them as our own. Whether this is a good or bad strategy depends then on how well informed our acquaintances are. In any case we are guaranteed not to do worse than most of the people that surround us, which may be all that matters. In this light the spontaneous emergence of collective behavior corresponds to a particular choice, made simultaneously by many agents, among others that are equally good \- a spontaneous breaking of individual choice symmetry by the state of the population as a whole.

The strategy to base our decisions on the actions of others is very universal. The natural languages, for example, are rich in related aphorisms. Recently this decision making strategy has become the focus of a sizable literature in economics  and the social sciences . Bikhchandani, Hirshleifer and Welch  (BHW) were, to my knowledge, the first to stress the universal nature of trends and fashions . They also proposed a simple model of sequential choice in which they can develop . BHW called the widespread adoption of a particular decision an information cascade. The term refers to how a piece of information can spread quickly through the whole population as a trend. They also collected a vast literature, across many scientific disciplines in support of trend dynamics as an important social mechanism .

In financial markets for example, where collecting quantitative data a posteriori is relatively easy, analysts  and mutual fund managers  are observed to follow each other’s choices and recommendations. In elections it is well documented that opinion poles influence the decision process . Cycles of innovation in industrial production  are determined in part by the success of one’s industrial peers and/or by the fear of lagging behind or losing market share. Television programming displays similar patters . The incidence of crime or fraud , e.g. tax evasion, depends in part on the observation of others who may have gotten away with it.

There has also been a growing interest in related ideas  in the literature of complex systems and critical phenomena. Close relatives of trend dynamics are models of flocking  and herd behavior . The latter have been developed to model financial markets, the former to describe how groups of animals may coordinate their movements to form a flock and, more generally, the collective dynamics of self-propelled particles. Flocking requires the spontaneous breaking of rotational symmetry, which happens when the velocity of most moving agents aligns to form the familiar pattern of organized collective motion.

In financial models of herd behavior agents are grouped together by given rules. Each of these groups or herds then makes collective decisions (buy/sell) in unison. Trend dynamics is somewhat different: each agent actually tries to stay ahead of the crowd, trading his position for another only if the latter offers greater promise. As we shall see below trend dynamics leads to spontaneous consensus even as all agents exercise free will. In this sense the class of models considered here will differ from those describing herd behavior, although some aspects of the emergent collective behavior may be similar.

Trend setting and trend following can often be thought of as a game, to be played many times by a large number of participants. For maximal advantage one would like to join a winning trend at the earliest possible opportunity, ride it to the height of its popularity, and leave before it collapses. However, because this strategy is shared by all players, it leads to some choices becoming very widespread. Once it is apparent that the same state is shared by all social advantage is lost and some agents are tempted to leave. At this point dominant trends become unstable to decay due to competition from new faster movements.

Thus we see qualitatively the two most important features of trend dynamics: the faster a trend is growing the greater its promise i.e. the more attractive it feels. Consequently, when a trend becomes widespread and cannot sustain its pace of growth, it looses its appeal. Then agents begin to look elsewhere for the next ’hot thing’. The purpose of the present paper is to capture the essence of trend formation and decay, starting at the individual level, in a population facing many competing choices. To do that I will construct simple models of agents interacting with each other and acting according to their (perceived) individual best interest.

Beyond analyzing the genesis of trends I will show that social behavior under trend dynamics is a prototypical complex system. A unifying property common to many complex systems is the interesting way in which their dynamics samples large dimensional configuration spaces. Here too we will see that the population is driven back and forth between states of order, or large configurational information, and disorder. Both these extremes are unstable so that the system spends a long time in between. This cycling between order and disorder, once time averaged, shows interesting analogies with ensemble averages of statistical systems in the vicinity of a critical point. Thus trend dynamics can display a specific sort of self-organized criticality .

Another interesting aspect of trend dynamics is its susceptibility to external influences. Because, as we shall see below, the system has no global stable fixed points its dynamics are extremely sensitive to the introduction or subtraction of new agents with particular preferences. These properties produce insights into the fragility or robustness of ’public opinion’ in specific circumstances and tell us how it may be driven to generate social consensus or dissonance.

The remaining of this paper is organized as follows. In sec. II I describe the basic agent based model and several of its possible variations. In sec. III I construct quantities that give a global characterization of the dynamics. Firstly I will define an information (Shannon) entropy over population configurations. Secondly it is natural to define cumulants analogous to a percolation strength and susceptibility . These quantities allow a comparison between time averages of population configurations and typical properties of critical phenomena. Section IV is devoted to a more detailed analysis of the dynamics. There I show how several macroscopic properties can be understood by simpler analytical expressions, without requiring knowledge of the whole population. Sec. V is devoted to some of the properties of the driven system where individuals are added to or subtracted from the population with specific trend preferences. This will show how trend dynamics can be driven by external influences. Finally in Sec. VI I summarize the results and discuss other related problems and applications.

## II The model and its global dynamics

In this section I define the agent based model used in the remaining of this paper. I will also give a first characterization of the resulting dynamics by constructing quantities that capture their most important global properties.

### A Definition of the model and possible variants

I consider a population with $`N`$ agents and $`L`$ trends or labels. Every agent is characterized by a single label, denoting the group or trend he/she belongs to at a given time. All labels are equally good from the point of view of an isolated agent. For a discrete set of $`L`$ labels this is a $`Z_L`$ symmetry. This prescription implements the basic individual choice degeneracy discussed in the Introduction. Nevertheless, as we shall see, spontaneous collective choices will be generated and subsequently destroyed dynamically. The specification of a single label per agent can be easily relaxed, but would lead to more complicated (and arbitrary) dynamical rules.

At each time every agent $`i`$ contacts another $`j`$ at random in his social circle. He compares the relative growth (or momentum) of their labels $`p_i(t)=\mathrm{\Delta }N_i(t)/N_i(t)`$, where $`N_i(t)`$ is the number of agents in label $`i`$ at time $`t`$ and $`\mathrm{\Delta }N_i(t)=N_i(t)N_i(t1)`$. If his label’s momentum $`p_i`$ is smaller that $`p_j`$ he adopts the other agent’s trend; otherwise he keeps his .

Moreover if the momentum of a given trend is smaller than a given value $`p_{\mathrm{crit}}`$, agents leave their label for a brand new (empty) one. Thus $`p_{\mathrm{crit}}`$ parameterizes conformism; the threshold momentum below which staying in a slow moving trend becomes unbearable and taking the risk on a brand new thing is preferred. This parameter will play an important role in trend dynamics, as we shall see below. Here, I will assume, for simplicity, that all agents share the same value of $`p_{\mathrm{crit}}`$.

A few extra remarks are in order:

i) the values of $`N`$ and $`L`$ can be made functions of time, reflecting population growth or decrease and the change in their realm of choices. Some of these scenarios will be explored in sec. V.

ii) Each agent’s social circle can be limited to subsets of the population; as it happens in reality in social networks . These restrictions effectively condition the flow of information and make the choices of certain individuals more influential that those of others. These properties lead to fascinating dynamical effects, which can depend sensitively on the morphology of the network. Such issues require an adequate discussion of social networks and a parametric exploration of some of their structural freedoms. For this reason the influence of the structure of social networks on the dynamics of trends will be presented in a separate publication . Below I shall use an unstructured population, where each agent can contact any other with equal probability.

iii) The individual choice to change label can be made according to a more sophisticated probabilistic transition amplitude. This becomes essential if more parameters condition the choice or if agents do not act deterministically on the facts. Although these refinements may be necessary to model complex situations I shall not consider them in the context of the present paper.

iv) The value of $`p_{\mathrm{crit}}`$ is taken below as an input, a property shared by all agents. An interesting possibility is that its value may reflect a global sentiment that can change in time with the state of the population. Then $`p_{\mathrm{crit}}`$ should be computed self-consistently in time, e.g. conformism may decrease as agents perceive that most others belong to their trend or may rise during difficult times of population decrease.

Fig. 1 shows a typical evolution for a low value of $`p_{\mathrm{crit}}=10^5`$. Clearly dominant trends alternate with periods of coexistence of many competing labels from which one eventually emerges to dominate and so on. The spontaneous formation of a large trend corresponds qualitatively to the phenomenon that BHW coined an information cascade as a label becomes widespread in the whole population. Here, however, the realm of choices is arbitrarily large and the population is not organized in a queue making sequential choices. This will allow us richer dynamics and closer similarities to systems familiar from statistical mechanics. Moreover the agents in the present model do not know about the previous choices of all others before them; they can merely compare the progress of their labels to those of their neighbors. Technically the implementation used here is a Markov chain, where the state of the system at one time (its occupation numbers and their momenta) is determined (stochastically) from its state at the previous time. In this sense agents are not aware that they may be joining a large scale movement, they are just searching for the most promising choice in their realm of observation. The degeneracy of choice, built in at the individual level, persists as collective movements emerge dynamically because the winning trend can assume any of the $`L`$ labels  with equal probability.

The dynamical structure of the system implies that there is no global stable fixed point. Demanding that a configuration be static implies $`p_i=p_j=p`$. If we insist that all $`p_i=p`$ are the same then $`p=0`$ because of the overall conservation of individuals. This is a trivial static point. It can be realized in many ways (any arrangement of $`N`$ individuals in $`L`$ labels); most of which are close to the flat distribution, the most disordered state of the population. This fixed point is clearly unstable to any perturbation: if a single trend acquires positive momentum (and another negative from agent number conservation) the system will move away from the original configuration as all agents try to join the former and exit the latter.

A very particular instance of this fixed point is the asymptotic situation where $`N_iN`$, $`p_i0^+`$ and $`N_j0`$, $`p_j0^{}`$ $`_{ji}`$, which corresponds to the growth of a single dominant trend at the expense of all others. This situation can be realized for each one of the $`L`$ labels. A single fully occupied trend is the most ordered state the system can take. For it not to be stable it is necessary that $`p_{\mathrm{crit}}>0`$ \- this is the first crucial role of $`p_{\mathrm{crit}}`$. Otherwise, if $`p_{\mathrm{crit}}0`$, agents have no desire to leave a static (or decaying) trend in the absence of faster growing competitors and the evolution freezes when the first dominant trend is formed.

### B Global characterization of trend dynamics

As we have already seen one of the features of the evolution at small $`p_{\mathrm{crit}}`$ is the formation of widespread trends, i.e. situations where one of the labels is substantially more populated than all the others. However, as it does so, the dominant trend must slow down and will eventually collapse into many small, fast moving trends, which proceed to compete for dominance, see Fig. 1. The instability of these states leads to characteristic cyclic (but aperiodic) dynamics. This section is dedicated to constructing global quantities inspired by analogies to statistical physics that capture these properties.

First, the qualitative sense that the population is alternatively in states of disorder (when many trends coexist) and order (where one emerges as dominant) can be captured by defining a Shannon entropy $`S`$, over the discrete set of labels

$`S={\displaystyle \underset{i=1}{\overset{L}{}}}n_i\mathrm{ln}n_i,`$ (1)
where $`0n_i1`$ is the probability of finding an individual in label $`i`$. Thus by knowing $`n_i`$ as a function of time we can measure the evolution of the total entropy of the system. $`S`$ is not conserved because the evolution is not Hamiltonian.

The value of $`n_i`$ leading to the highest entropy $`S_{\mathrm{max}}`$ is the flat distribution

$`n_i={\displaystyle \frac{1}{L}},_i.`$ (2)
Then the entropy $`S_{\mathrm{max}}=\mathrm{ln}(L)`$. In contrast for one single trend containing the whole population $`S_{\mathrm{min}}=0`$. Dynamically we expect the system to alternate between these two asymptotic states, at least at low $`p_{\mathrm{crit}}`$. Fig. 2 shows several cycles of growth and decay in the entropy $`S`$, for $`p_{\mathrm{crit}}=10^5`$, $`N=10^5`$ and $`L=10^3`$.

We have already anticipated that the dynamics of trends, in analogy with many other complex systems, may display certain forms of self-organized criticality. I now define quantities that allow us to diagnose such behavior. The simplest and most paradigmatic critical phenomenon is percolation . As in other second order transitions the critical point is associated with the the divergence of a characteristic macroscopic length, together with several other susceptibilities, associated with the system’s response to macroscopic stresses.

Statistical distributions in the vicinity of the critical point can be defined by two critical exponents (and by dimensionality). For percolation these two exponents can be obtained from the behavior of two independent ensemble averages, usually the percolation strength $`P_c`$ (the ”size” of the largest correlated cluster) and a percolation susceptibility $`S_c`$, defined by the sum of squares of the cluster sizes with the largest cluster subtracted. Criticality is the onset of the formation of a spanning cluster and is associated with a sharp increase of $`P_c`$ and a peak (in the finite volume) in $`S_c`$. In the thermodynamic limit, where the number of degrees of freedom tends to infinity (the infinite volume limit), $`S_c`$ usually diverges with some characteristic critical exponent.

In the context of our model each agent can exist in one of $`L`$ states. Thus a percolation strength $`P_c`$ can be defined as the fraction of the population in the largest trend $`P_c=\mathrm{max}(N_i)`$. The percolation susceptibility $`S_c`$ is then defined as

$`S_c=\left({\displaystyle \underset{i=1}{\overset{L}{}}}N_i^2\right)P_c^2.`$ (3)
A limit analogous to the thermodynamic limit in statistical systems can be taken by letting the number of agents $`N`$ tend to infinity while also increasing the number of labels $`L`$ such that the ratio of agents to labels $`N/L`$ stays constant.

Fig. 3 show the evolution of $`P_c`$ and $`S_c`$ for the example of Fig. 2. We see that when a label emerges as the dominant trend $`P_c`$ grows rapidly, and $`S_c`$ goes through a sharp maximum. Fig. 4 shows the variation of the peak of $`S_c`$ with $`N`$, at fixed $`N/L=100`$. The behavior of $`S_c`$’s peak vs. $`N`$ shows a divergence as $`N\mathrm{}`$, making a good case for the analogy between the dynamical spontaneous symmetry breaking of choice symmetry described here and critical phenomena.

## III Boom and bust: the rise and fall of trends

As we have seen in the previous section the global motion of the system can be characterized by a few simple quantities for which we have some intuition from statistical physics. In this section I analyze trend dynamics in more detail and derive semi-analytic reduced descriptions for some of their properties.

I start with the decay of a dominant trend. This is a simple process because it involves the transfer of agents from the main label to all others and, at least initially, can be understood without taking into account the detailed dynamics of the latter.

As discussed in sec. II the dominant cluster will only decay if some individuals choose to leave it, even though there may not be any alternative faster growing label available at that time. For the detailed implementation I choose that the decision to abandon a trend is made when its momentum becomes smaller than a certain value $`p_{\mathrm{crit}}`$. When $`p_i<p_{\mathrm{crit}}`$ each agent makes a trial search of label space at random; if an empty label is found it is adopted. Then the first few steps in the decay of the main cluster result in $`n_c(t+1)=n_c(t)(L1)`$, see Fig. 5.

As labels become filled many small fast growing trends are formed and the usual momentum comparison between agents becomes the dominant dynamical force. Then the occupation number distribution will be characterized by the dominant trend with negative momentum and all other much smaller trends, initially with large positive momentum. In these circumstances the decay of the main cluster is dictated by the probability of an individual belonging to it to find another individual outside. This process it is approximately described by $`n_c(t+1)=n_c(t)p_{\mathrm{out}}n_c(t)`$, where $`p_{\mathrm{out}}`$ is the probability of finding an individual outside the main cluster, $`p_{\mathrm{out}}=_{kc}n_k`$.

Figure 6 shows that this expectation fits the decay of the main cluster extremely well, even at relatively late times. This description breaks down as other trends become similar in size to the original dominant one.

The subsequent growth of trends is more difficult to analyze because it involves the comparison between many different competitors. Note, however, that as dominant trends emerge the system undergoes an effective reduction of its phase space. This is because many labels become empty. The evolution of the probability to find an empty label $`P_0`$ is reasonably well described by

$`P_0(t+1)=P_0(t)+\left[{\displaystyle \frac{1P_0(t)}{2}}\right]P_0(t),`$ (4)
see fig. 7 for a comparison to data. Eq. (4) is based on the simple expectation that at each time step half of the filled trends become empty.

Because of this dynamical thinning of the number of available labels the late evolution of trend formation becomes fairly simple as it is characterized only by a few choices.

It is useful to consider some very simple cases. If only two trends are present, a typical endgame situation, the outcome is invariably that the faster growing one always wins, even if it is initially smaller. In fact, because of the total agent number is conserved they cannot both grow. This may not always reflect the real world of e.g. brand or political party competition, situations that can in many instances be dominated by choosing between two alternatives. In reality in these cases the relative growth of mutual competitors has become closely monitored. Intervention in the form of e.g. publicity campaigns is used to change agents perceptions leading to more complicated decision making processes, beyond the scope of the present model.

If three or more trends are present more interesting situations are possible. A typical situation that we explored above is that one of the labels is decaying and feeding the growth of others. In this situation the decaying cluster functions as a source that allows other trends to grow simultaneously. The fate of the latter is largely determined at the time when this source is extinguished, and the remaining labels need to start competing for population.

Is it possible, at this particular, time to predict the next winning trend? There is a delicate balance between the visibility of a trend and its momentum. For example it is not true that the fastest growing trend becomes dominant and neither does the largest (secondary) cluster. In most cases the fastest moving trends are the smallest, which suffer from lack of visibility (i.e. it is unlikely to find an agent belonging to it). On the other hand a secondary large trend will not become dominant if the result of many inquires find it the laggard. Thus becoming the next winner requires being both relatively large, being fast and some good portion of luck. Fig. 8 shows how well several of these criteria fare at predicting the winner.

The results of Fig. 8 show that even if one is aware that a whole population is following trends it is difficult to call a winner early enough to profit from the realization. In fact, the most successful criterion shown in fig. 8, picking the trend with the largest product of size and momentum at the critical time, offers odds comparable to tossing a coin when $`L`$ becomes large. Moreover this strategy requires precise knowledge of the state of the whole population at a very particular time, which is in general difficult (and expensive) to obtain.

## IV Time averages and distributions: analogies to critical phenomena

I have up to this point analyzed some of the general dynamical properties of the model introduced in sec. II. As we have seen there are no static stable solutions, and the population cycles between ordered states, where there is one dominant trend, and periods where many similar sized trends coexist and compete for dominance. In this section I discuss some of the time-averaged properties of these distributions, over many cycles of growth and collapse. Much like microcanonical time averages can coincide with canonical ensemble expectation values, time averages of complex systems give us a statistical measure of their most likely states. It is usually these averages that are compared to analogous quantities (over ensembles) in critical phenomena in order to demonstrate that the system displays self-organized criticality .

Before analyzing time averages of distributions it is important to understand better another role of the conformism parameter $`p_{\mathrm{crit}}`$. Fig. 9 shows how $`p_{\mathrm{crit}}`$ determines the amplitude of the motion between order and disorder. Evolutions with low values of $`p_{\mathrm{crit}}N^1`$ reach absolute order (where one single trend engulfs the whole population) alternating with very disordered states. As $`p_{\mathrm{crit}}`$ is increased the amplitude decreases and the system spends more and more time in intermediate states. These are neither extremely ordered nor disordered but rather somewhere in between, as can be seen in an entropy plot, Fig. 9.

From these considerations about the role of $`p_{\mathrm{crit}}`$ we expect that time averages of distributions with small $`p_{\mathrm{crit}}`$ will include regions of configuration space with both more ordered and disordered states, those with higher $`p_{\mathrm{crit}}`$ will be peaked in between. This potentially leads to different time averaged distributions, as seen in Fig. 10, which shows the number distribution of trend sizes.

Another interesting quantity is the size distribution of population fluxes, defined as the number of individuals leaving or joining a trend per unit time. This is shown in Fig. 11. The flux size distribution is essentially a dynamical process and shows much more robustness against changes of $`p_{\mathrm{crit}}`$. A related quantity is the number distribution of individuals entering or leaving a trend after a test agent.

The number of individuals that join or leave after a given agent is a quantity that carries an important meaning. Think again of trend dynamics as a race, a game among agents. Ideally an agent wants to join a winning trend early in its development and ride it until it is dominant; he also wants to leave before it starts decaying and start off the next winner.

This strategy is simply that of being followed by the maximum number of others and follow the least. This is desirable in many circumstances e.g. in (speculative) financial markets. Here, however, the cost of joining a trend does not increase with the number of agents already in it. Thus the present model can only hope to describe speculative bubbles in financial markets as long as price is no object for most agents.

Fig. 12 shows that over many cycles of trend growth and decay an individual is on average followed by as many others as those he follows. More interestingly the second moment of the distribution measures the possible fluctuations around zero gain or loss. If the game of following trends is played only a few times it will give a measure of the possible losses or gains incurred by a typical agent. Fig. 13 shows a detail of the distribution of gains. Although displaying finite population effects for very large numbers it is clear that the main distribution is very flat, making it possible for an individual playing the game only a few times to experience spectacular gains and/or losses.

## V Trend dynamics of open systems: changing populations and external information biases

So far I have considered the dynamics of trends over closed populations, characterized by a fixed number of agents $`N`$ and trends $`L`$. It is interesting to generalize this closed system to an open one, and examine the effects of adding or subtracting new individuals with particular preferences. This is the subject of this section.

For purposes of illustration I consider a linear population growth law, i.e.

$`N(t+1)=N(t)+R,`$ (5)
where $`R`$ is the number of individuals joining the populations at each time step. The exact form of Eq. (5) is not particularly important for our discussion.

The influence of the new individuals on a population undergoing trend dynamics depends sensitively on their trend preferences. First I investigate the effect of letting the new agents enter the population at a random trend, an ”open minded youth”. Note that this type of driving force, once time averaged, does not break the choice symmetry of the closed system (any trend may still become dominant). It does however introduce a disordering external effect on the dynamics, much like driving a statistical system with white noise.

Fig. 14 shows the evolution of the total entropy under these circumstances, for several values of $`R`$. The introduction of new agents at random, even in a population with small $`p_{\mathrm{crit}}=10^5`$ and at small rates, leads to dramatic results. The distinctive cycling between order and disorder becomes less well defined even for the smallest $`R=1`$. The lifetime of the largest trends is reduced as they suffer from stiffer competition from smaller movements. These receive the strongest enhancement of their relative numbers and momentum due to the injection of new agents. Curiously the highest entropy states of the population are also suppressed, at least for small $`R`$. These states were formerly produced in the early decay of a very dominant trend. For large $`R`$ the average state of the population remains fairly disordered, but still far from the random distribution, which is presumably reached as $`R\mathrm{}`$.

If after a period of growth the population ceases to increase, i.e. if the drive is switched off at some late time, the dynamics quickly resumes its cyclic pattern of dominant trend formation and decay, see Fig 15, although now involving many more agents

Alternatively new agents may not be introduced at random. This constitutes a systematic ordering effect that explicitly breaks trend choice symmetry. Because the evolution is characterized by a sequence of instabilities the dynamics are extremely sensitive to the preferences of the new agents. If new agents are introduced in a specific label then it becomes invariably the dominant trend, even at the smallest $`R=1`$. Similarly if the new agents prefer a subset of the total labels, these become all the dominant trends. Remaining trends gather at best a small fraction of the population and only at times when a dominant trend decays.

Finally I consider the effects of a decreasing population. The simplest and most natural situation is that individuals are eliminated from the population at random, according to Eq. (5), now with $`R<0`$. This operation actually has no effect on most aspects of the dynamics. This is because the change in momentum of each trend due to population losses is on average proportional to trend size (the probability that the individual is in that trend). Thus the change in momentum of a trend $`i`$ due to random population loss is $`\mathrm{\Delta }p_i=Rn_i/(Nn_i)=R/N`$, the same for all trends. We conclude (and observe explicitly in the dynamics) that eliminating individuals at random preserves the momentum hierarchy among trends and consequently does not change the dynamics.

The exception to this rule is the decay of the single dominant trend. I postulated that only if the trend momentum is slow enough (but still positive) will agents leave it to start something new. However, due to population loss, the largest trend may never come sufficiently close to $`p=0`$ (it would in a continuous time approximation). Then it is possible that all remaining agents become stuck in a single decaying trend. This happens at a characteristic time $`tN/Rp_{\mathrm{crit}}^1`$, obtained from comparing the momentum due to population losses alone to $`p_{\mathrm{crit}}`$, starting at $`t=0`$ with $`N`$ agents. For small $`p_{\mathrm{crit}}`$ the evolution freezes as the first large trend is formed.

We see that random population growth or decay have quite different consequences. A growing population with no particular preference at birth makes spontaneous consensus rarer, more unstable and encompassing fewer agents. Population growth with particular preferences, on the other hand, explicitly breaks the spontaneous choice symmetry of the closed model and reduces the space of possible large trends to those preferred by the new agents. To combat this tendency the existing (older) elements of the population must not follow trends. Finally the effects of population decrease are generally more benign. The important exception is that if a consensus occurs at a time of population decrease in a conformist population agents may become stuck in a sinking trend. The same effect can take place if conformism rose with population loss and would have devastating consequences if diversity were necessary for eventual population recovery.

## VI Conclusions and outlook

In this paper I introduced a simple agent based model describing how coherent social choices - trends - arise spontaneously and how these movements eventually slow down and disappear. Trends, fashions, fads are all well documented mechanisms for the creation of shared knowledge (culture) and triggers for behavior change and its self-regulation in human societies. Examples range from the most mundane (fads in popular culture) to the most important (setting cultural norms, fraud/crime control).

The dynamical pattern of trend formation and decay developed in this paper is particularly clear in populations with a high degree of conformism (small $`p_{\mathrm{crit}}`$), where individuals are slow to leave sluggish trends in order to start something new. Then the population goes through cycles alternating states of order, dominated by a single label, and disorder where many small trends compete for population. If conformism is lower the size and frequency of occurrence of dominant trends becomes smaller. As a result the state of the population remains somewhere halfway in between order and disorder and is characterized by scale invariant (power law) distributions - the dynamics oscillates about a state of criticality. The amplitude of fluctuations around this state is also determined by the conformism parameter $`p_{\mathrm{crit}}`$. The passage through criticality is made apparent by the construction of familiar quantities from statistical mechanics, analogous to percolation cumulants.

The fundamental instabilities characteristic of both asymptotic states of absolute order and absolute disorder make the dynamics extremely susceptible to external influences, such as the preferences of new individuals. Simple as the model is it suggests that variety can be sustained in an open population following trends only if new agents (youth) remain unprejudiced. On the other hand diversity of choices will be quenched if their attention spans only a subset of all pre-existing possibilities. To prevent this loss of diversity it is then necessary that older agents stick to their own preferences and do not follow trends. Population loss at random on the other hand does not affect most aspects of trend dynamics but may lead to a scenario where the state of the population is frozen in a single decaying trend if conformism is too high. The maintenance of diversity in this situation requires that agents continue to take risks in the face of adversity.

The spontaneous breaking of choice symmetry inherent to trend dynamics illustrates a simple but important point about decision making strategies. In the present model there is no extremum principle that makes the choice of a winning trend predictable. Instead a consensus is built out of accidental elements of the dynamics and, paradoxically, the desire of individual agents to stay ahead of the crowd. Thus a trend that finds itself large and fast growing at the right moment will have a sort of first striker’s advantage. This leads to accidental winners that may not be optimal solutions in the long run, a phenomenon familiar to technological and (presumably) biological development.

The most important consequence of the difficulty to predict winning trends is that, although it may be apparent to an external observer that everyone is following trends, it is extremely difficult to take advantage of the phenomenon for individual profit. This interesting aspect of the problem will be discussed further in a future publication . There I will consider how trend dynamics can be formulated as a game played for social advantage over a typical social network. It will then become apparent that some of morphological characteristics of social networks are not accidental, but rather may follow from our collective desire to access socially relevant information as early as possible and from the necessity to keep up with our friends and neighbors.

## Acknowledgments

I am much indebted to Stirling Colgate for awakening my interest in several questions in complex systems. I would also like to thank Christoph Best for several discussions about the workings of the model and diagnostics and Nuno Antunes, Yoav Bergner, Luis Rocha and Ben Svetitsky for useful comments.


format: text

text:
# Breakup of 17F on 208Pb near the Coulomb barrier

## I introduction

The study of nuclear reactions near the Coulomb barrier involving loosely bound nuclei has received considerable attention in recent years. This is primarily driven by the advent of radioactive ion beamssi01 . It is frequently observed in stable beam experiments that the subbarrier fusion cross sections are enhanced over one-dimensional barrier penetration model predictions. The enhancement can be described by channel couplings where the interplay of the intrinsic degrees of freedom and reaction channels modify the single barrier to multiple barriersda98 . The barriers appearing at lower energies are responsible for the fusion enhancement. Breakup is a major reaction channel in the scattering of loosely bound nuclei; this removal of the incident flux would lead to fusion suppressionhu92 ; ta93 . On the other hand, the coupling to the breakup channel can change the barrier distribution which could result in fusion enhancementda94 . Experimental efforts have been put forward to study the influence of breakup on subbarrier fusionsi01 .

The fusion excitation functions of the neutron skin nucleus 6He on 209Biko98a ; ko98b ; de98  and 238Utr00  were measured and large subbarrier fusion enhancements were observed in both cases. The breakup cross sections of 6He on 209Bi measured below the Coulomb barrier are orders of magnitude greater than fusionag00 ; ag01 . Measurements with stable 9Be, which has a neutron binding energy of 1.665 MeV, on 208Pbda99  and 209Biyo96 ; si98  found that the fusion was not enhanced below the Coulomb barrier and was suppressed by about 30% above the barrier. In the 9Be+208Pb reaction, the incomplete fusion reaction $`\alpha `$+208Pb following the breakup of 9Be into n+$`\alpha `$+$`\alpha `$ was observed. The suppression of fusion at energies above the barrier was attributed to the projectile breakup. The barrier distribution extracted from the fusion excitation functions is consistent with a single barrier for the 9Be+208Pb and 9Be+209Bisi02  even though very large breakup yields were observed below the barriersi02 . The fusion of 9Be+209Bi was compared to that of 11Be (a neutron halo nucleus with neutron binding energy of 0.504 MeV)+209Bi. At energies below the barrier the cross sections were similar to that of 9Be+209Bi whereas at energies above the barrier the cross sections are significantly larger than the predictions from a coupled-channels calculation which takes into account the large rms radius of 11Be. However, the precision of the data was not very good and further measurements are requiredsi02 .

On the proton rich side, fusion of a proton drip line nucleus, 17F, with 208Pb was measuredre98 . The fusion excitation function is almost identical to that of 16O+208Pb and 19F+208Pb after correcting for the Coulomb barrier arising from the charge and size differences. There was no enhancement or perhaps a small suppression of fusion below the barrier. It is noted that the loosely bound proton can be polarized in the large Coulomb field of the target in such a way that the proton is shielded by the core and the breakup probability is reducedes96 ; es02 . This paper reports the breakup of 17F on 208Pb measured near the Coulomb barrier.

## II experiment

The experiment was carried out at the Holifield Radioactive Ion Beam Facility (HRIBF) where the Isotope Separator On-Line (ISOL) technique was employed for radioactive ion beam production. A 44 MeV deuteron beam from the Oak Ridge Isochronous Cyclotron (ORIC) was incident on a fibrous hafnium oxide target to produce short-lived 17F by the 16O(d,n)17F reactionwe99 . The reaction products were extracted from a closely coupled kinetic ejection negative ion sourceal00 , mass analyzed, and accelerated by the 25 MV tandem electrostatic accelerator. The 17O isobar was removed from the accelerated beams by inserting an 80 $`\mu `$g/cm2 carbon foil at the exit of the tandem accelerator and selecting the 9+ ions with a 90 degree analyzing magnet. The target used was a self-supporting 208Pb foil with a nominal thickness of 1.8 mg/cm2. The reaction energies, 98 and 120 MeV, were calculated for the beams at the middle of the target by taking into account the energy loss in the target. The beam intensity was measured by detecting the secondary electrons generated during transmission of the beam through a 10 $`\mu `$g/cm2 carbon foil with a microchannel plate detector. The average intensity was $`1.5\times 10^6`$ and $`8\times 10^6`$ 17F9+/s for the 98 and 120 MeV reactions, respectively. The highest intensity achieved was 107 ions/s for the 120 MeV beam.

The reaction products were detected by a $`\mathrm{\Delta }E`$-$`E`$ telescope composed of a 29 $`\mu `$m Si detector mounted in front of a 1000 $`\mu `$m double-sided silicon strip detector (DSSD). The area of the Si detector and the DSSD is 5$`\times `$5 cm2. The DSSD, which has 16 vertical and 16 horizontal strips, was placed near the grazing angle at 10.5 cm from the target and symmetric with respect to the horizontal plane, i.e. half of the detector above and half of the detector below the plane. At backward angles, the variation of scattering angle for pixels on a vertical strip is small. Events in pixels on the same vertical strip can be summed to increase statistics. At forward angles, pixels on the same vertical strip have to be divided into two groups, 8 middle pixels and 8 outer pixels, in order to keep the angular spread similar to the backward angles ($`2^{}`$). The uniformity of the Si detector was determined by measuring elastic scattering at forward angles. The position of the elastically scattered particles penetrating the detector was obtained from the overlap of the horizontal and vertical strips of the DSSD. The energy loss of the elastically scattered particles in the 256 (16$`\times `$16) pixels was compared to kinematics and stopping power calculations. Two 50 mm2 Si surface barrier detectors placed at 10 on either side of the beam were used to monitor the beam position and for normalization between runs.

An $`E`$ versus $`\mathrm{\Delta }E`$ plot for the 120 MeV 17F-induced reaction is displayed in Fig. 1. It is obtained by summing events in the pixels of one vertical strip at $`\theta _{lab}=65^{}`$. The energy loss, $`\mathrm{\Delta }E`$, was corrected for the nonuniformity of the Si detector. A group of oxygen events can be clearly identified and is well separated from the elastically scattered 17F.

## III result and discussion

The angular distributions of oxygen produced in 17F+208Pb collisions at 98 and 120 MeV are shown in Fig. 2 and Fig. 3, respectively. The angular distributions are bell shaped and have a peak near the grazing angle. Since the $`\mathrm{\Delta }E`$-$`E`$ telescope is not able to resolve mass, calculations were performed to estimate contributions of reactions leading to oxygen isotopes other than 16O. The charge exchange reaction (17F,17O) has a Q-value of –0.11 MeV. Two-step Distorted Wave Born Approximation (DWBA) calculations using the code frescoth88  were performed to estimate the contribution of this reaction. Sequential single-nucleon transfer reactions, 17F $``$ 16O $``$ 17O and 17F $``$ 18F $``$ 17O, were calculated. In the calculations, transfer to excited states in the projectile- and target-like nuclei were included. States which have large spectroscopic factors measured in light ion transfer reactions or large cross sections calculated in one-step single-nucleon transfer reactions were selected for the two-step DWBA calculations. Table 1 presents the states included in the calculations. In these calculations, the spectroscopic factors were set to 1.0 to estimate the magnitude of the yields. The shape of the calculated (17F,17O) angular distribution at Elab = 120 MeV is similar to the measured angular distribution and has a peak at $`\theta _{lab}=58^{}`$. However, the calculated peak cross section is 0.0028 mb/sr which is several orders of magnitude less than the measured value. Although reactions leading to 18O and 207Bi in the exit channel have positive Q-values, they cannot occur by simple single-step transfer processes. Therefore, the cross sections are expected to be smaller than that for one-proton transferko74 . The results of DWBA calculations for one-step proton transfer 208Pb(17F,16O)209Bi at 120 MeV are shown by the dotted curve in Fig. 3. One proton transfer to the six lowest single particle states in 209Bi was calculated by the code Ptolemyma78  with the spectroscopic factors set to 1.0. It can be seen that neither one-proton transfer nor charge exchange can account for the measured oxygen angular distribution. Since the direct charge exchange is orders of magnitude smaller than that of one-nucleon transferdu74 , its contribution to the data can be safely ignored.

The measured angular distributions are compared to results of dynamical calculations where the relative motion of the proton and the 16O core is described quantum mechanically by solving the time dependent Schrödinger equation for the two-body breakup in the Coulomb and nuclear fields from the target nucleuses95 . It has been shown that calculations of this kind are suitable for energies near the Coulomb barrieres99 . The time evolution of the projectile wave function was calculated to obtain the angular distribution of 16O from the 17F$``$16O+p reaction. The breakup angular distribution is obtained by multiplying the breakup probability calculated as a function of impact parameter by a fit to the measured elastic scattering cross section at the corresponding Rutherford scattering angle. The measured angular distribution of elastic scattering at 120 MeV is shown in Fig. 4. Since the angular resolution is $`2^{}`$ and the cross sections fall off exponentially at large angles, exponential functions fitted between two adjacent data points were used to calculate the weighted average of each data point at large angles. The solid curve shows an optical model fit to the elastic scattering, which is used in converting calculated breakup probabilities into an angular distribution. The resulting breakup cross section is shown by the dashed curve in Fig. 4. The dotted curve is the separate contribution from stripping, which dominates the breakup and is in fairly good agreement with the measurement shown by the open triangles.

The calculated breakup cross section is compared to the measured angular distribution of oxygen fragments in Fig. 2 and Fig. 3, for 98 and 120 MeV, respectively. The dashed curve is the stripping and the dash-dotted curves is the diffraction dissociation, and their sum is shown by the solid curve. It can be seen that the measured angular distribution is predominantly due to the stripping breakup reaction. The agreement between the data and calculations is very good for the 98 MeV measurement. For the 120 MeV reaction, the measured angular distribution is shifted slightly forward compared to the calculated distribution but the total cross sections are in good agreement (see Fig. 5).

The angular distributions of oxygen were fit to a Gaussian function to obtain angle integrated breakup cross sections. Fig. 5 displays the fusion excitation function measured by Rehm et al.re98  and the breakup cross sections measured in this work. The calculated diffraction and stripping breakup are shown by the dash-dotted and dashed curves, respectively. As it was seen in the angular distribution of oxygen fragments that the measured breakup is dominated by proton stripping, the angle integrated breakup cross sections are in good agreement with the calculated stripping cross sections. Near the barrier, the diffraction breakup is a factor of 3 less than stripping which, in turn, is about a factor of 3 less than fusion.

The result of a one-dimensional barrier penetration model calculation for 17F+208Pb using the code ccmodda92  is shown in Fig. 5 and Fig. 6 by the dotted curve. The barrier potential parameters, $`V_0=235.5`$ MeV, $`r_0=1.1`$ fm, and $`a=0.65`$ fm, were taken from the analysis of fusion measurements of a neighboring system, 16O+208Pbda97 , since the excitation function is almost identical to that of 17F+208Pb after correcting for the Coulomb barrier. As can be seen, the calculation underpredicts the cross sections at subbarrier energies. Coupled-channels calculations were performed with the code ccmod using procedures employed for analysis of the 16O+208Pb measurement in Ref. da97 . It is well established that inelastic excitations of the projectile and target can contribute to subbarrier fusion enhancement. In many cases, coupling to inelastic excitation channels can account for the enhanced fusion rates. Calculations including the excitation of 208Pb to the lowest 2+, 3-, and 5- states were carried out. Furthermore, it was found in the analysis of the 16O+208Pb data that the coupling of double-phonon excitations is essential for reproducing the barrier distribution. The coupling of two-phonon states $`3^{}3^{}`$ in the harmonic limit and all the resulting cross coupling terms, e.g. $`3^{}5^{}`$ were considered in the calculations. The result is shown by the dashed curve in Fig. 6. The calculation still underpredicts the measurement. The first excited state of 17F is bound by 105 keV and can be excited from the ground state with a large B(E2) value, B(E2)$``$ = 63.4 e2fm4adndt79 ; br82 . The results of coupled-channels calculations including the excitation of 17F is shown by the solid curve in Fig. 6. It can be seen that the increase in the subbarrier cross sections is very small when this projectile excitation is included and the coupled-channels calculations still underpredict the subbarrier cross sections.

In the fusion of 16O+208Pb, the excitation function was reproduced by calculations coupling to the inelastic excitation channels only. Since all the Q-values for neutron transfer are negative, it is not necessary to consider transfer in the coupled-channels calculations. The neutron transfer Q-values in 17F+208Pb are positive for up to six-neutron pickup. In particular, the two- and four-neutron transfer have Q-values greater than 5 MeV. This can be compared to 40Ca+90Zr and 40Ca+96Zr where very large subbarrier fusion enhancement was observed in the latterti98 . Coupling to the inelastic excitations of projectile and target only reproduces the 40Ca+90Zr measurement. There are still large discrepancies between the measured cross sections of 40Ca+96Zr and the coupled-channels calculations. The major difference in the two reactions is neutron transfer. The Q-values for multi-neutron transfer are negative in 40Ca+90Zr but positive in 40Ca+96Zr. Measurements of transfer near the barrier found large cross sections for the 96Zr targetmo02 . The influence of transfer on fusion is demonstrated in a semiclassical model calculationmo02 ; wi94 ; wi95  where the fusion cross sections as well as transfer for 40Ca+96Zr are reproduced. Fig. 7 presents the results of coupled-channels calculations including the inelastic excitations discussed above and nucleon transfer. The transfer is treated approximately in the code ccmod, therefore only qualitative comparison can be made here. The transfer form factor is given by

$$F(r)=\frac{F_0}{\sqrt{4\pi }}exp\left[\frac{(rR_1R_2)}{a}\right]\mathrm{MeV},$$

where $`F_0`$ is the coupling constant, $`R_{1,2}`$ are the nuclear radii, and $`a`$=1.2 fm is the diffuseness parameter. The solid, dashed, dotted, and dash-dotted curves are for coupling constant $`F_0`$ = 0.4, 1.0, 2.0, and 4.0 MeV, respectively. To simplify the calculation, three channels: one-proton stripping, one-neutron pickup, and two-neutron pickup, were included. The fusion excitation function can be reasonably reproduced with $`F_0`$ set between 0.4 and 1 MeV. However, it is noted that the quantity $`F_0`$ can be as large as 3 or 4 MeV depending on the transferred angular momentum and the orbitals occupied by the transferred nucleonspo83 ; da92 ; ti98 . Based on the calculations presented in Fig. 7, the fusion excitation function can be reproduced by including transfer of up to two nucleons in the calculations with the coupling constant $`F_01`$ MeV. If channels of transferring more than two nucleons are included and $`F_0>1`$ MeV is used, the calculation will overpredict the measured cross sections, i.e. the fusion is suppressed below the barrier. To better account for the influence of transfer on fusion in 17F+208Pb, measurements of multi-nucleon transfer and more sophisticated model calculations such as in Ref. mo02  are required. Up to now, one of the reactions which has not been considered in the calculations is breakup. The simplified coupled-channels code used here cannot treat breakup rigorously. Nevertheless, it is conceivable that if fusion is suppressed, breakup can be responsible.

It has been reported that the 17F has a large rms radius, $`<r>_{rms}=3.7`$ fmmo97 . In the coupled-channels calculations, the nuclear radius is given by $`r_0A^{1/3}`$ where $`r_0`$=1.1 fm is the radius parameter and $`A`$ is the mass number. The effect of the large rms radius of 17F was not accounted for in the previous calculations. To explore these effects, the radius parameter of the projectile was adjusted in the calculations. Since the treatment of coupling to transfer degrees of freedom has large uncertainties introduced by the coupling constant $`F_0`$, only inelastic excitations were included. In Fig. 8, the dashed, dash-dotted, and solid curves are for increasing the radius of 17F by 5 %, 10 %, and 20 %, respectively. It can be seen that the fusion excitation function can be well reproduced by increasing the radius of 17F by 5 % whereas increasing the radius by 10 % results in a calculated cross section that exceeds the measurements. If transfer channels were included, the discrepancy would be larger. This further suggests that the fusion of 17F and 208Pb may be suppressed.

In the 9Be+208Pb reaction, complete fusion was found to be suppressed at energies above the barrier. However, the sum of complete and incomplete fusion agrees with a coupled-channels calculation. The discrepancy between the measured complete fusion cross sections and the coupled-channels prediction is attributed to the breakup of 9Beda99 . The incomplete fusion arises from 9Be breaking up into two $`\alpha `$ particles and a neutron, and subsequently an $`\alpha `$ particle fuses with the target. The fusion measurements in Ref. re98  are made by detecting fission fragments, and therefore probably determine total fusion-like cross section (complete + incomplete fusion) rather than the complete fusion cross section since the incomplete fusion reaction, 16O+208Pb, produces fission events very similar to those of the complete fusion reaction. Consequently, it is not known whether the complete fusion of 17F+208Pb is suppressed above the barrier. Measurements of 17F on 208Pb at 10 MeV/nucleon showed that it is necessary to consider core absorption (16O absorbed by 208Pb) in the dynamical calculation to reproduce the measured diffraction breakup yieldli02 . The dynamical calculations presented in Fig. 2 and Fig. 3 also include core absorption. It is expected that incomplete fusion is present in 17F+208Pb. A coincidence measurement of the breakup proton and the fission fragments are required to identify the incomplete fusion reaction.

The predicted diffraction breakup seems too small to influence fusion significantly. However, the stripping breakup yield is about one third of fusion. The energy dependence of this reaction predicted by the dynamical calculation is presented by the dashed curve in Fig. 5. The calculated stripping cross section exceeds that for fusion below the barrier. The measured breakup of 6,7Li and 9Be in the vicinity of the barrier in 6,7Li+208Pbke00  and 9Be+209Bisi02 , respectively, shows similar behavior. The analysis of elastic scattering of 6Li+208Pb in Ref. ke94  shows that the imaginary potential increases as the energy decreases below the barrier and the threshold anomalyna85  disappears. Because of this strong absorption, the enhancement of fusion at low energies should be small and the breakup reaction is expected to be strongke94 . The measured fusion yields for 17F+208Pb were not enhanced and perhaps even slightly suppressed below the barrier. It is conceivable that strong absorption exists resulting in large stripping breakup which removes 17F from the fusion channel. It would be interesting to measure the elastic scattering and study the energy dependence of the interaction potentials.

Large subbarrier fusion enhancement and transfer/breakup were observed in the 6He+209Bi reactionko98b ; ag00 . Analysis of elastic scattering indicated an absence of the threshold anomalyag01 . In this case, the strong absorption may not enhance fusion much but may contribute mostly to transfer/breakup, as pointed out in Ref. ke94 . The neutron binding energy of 6He is fairly low. As suggested in Ref. ko98b , the large subbarrier fusion enhancement may arise from neutron flow since the threshold barrier correlates with neutron binding energiesst90 . In the 17F+208Pb reaction, the proton binding energy is very low but the proton flow must be strongly suppressed because of the Coulomb barrier. Therefore, the behavior of fusion below the barrier is different from that of 6He+209Bi.

## IV summary and conclusion

The breakup of 98 and 120 MeV 17F on 208Pb was measured by detecting oxygen in singles. The angular distributions of oxygen are well reproduced by dynamical calculations and found to be dominated by stripping breakup. Near the barrier, the angle integrated stripping cross section is about 30% of that of fusion. It has been shown in the analysis of 6Li+208Pb elastic scattering that the imaginary potential continues to be large below the barrier. In this case, the breakup yields are large but fusion is not much enhanced because the threshold anomaly is absent. This may explain why a subbarrier fusion enhancement was not observed in 17F+208Pb. Simplified coupled-channels calculations were performed to explore the effects of coupling to both inelastic excitations and transfer degrees of freedom on fusion. Furthermore, the radius of 17F was adjusted in the calculations to study the change in the fusion excitation function. The results suggest that fusion may be suppressed at energies below the barrier. In contrast, large subbarrier fusion enhancements were observed for fusion of the neutron skin nucleus 6He on 209Bi and 238U. Further experiments are required to examine whether the differences observed between the 6He- and 17F- induced fusion are due to breakup or other reaction mechanisms. Measurements using neutron halo nuclei, such as 11Be and 11Li, and proton halo nuclei, such as 8B and 26P, would provide useful additional information.

###### Acknowledgements.

We are grateful to F. M. Nunes and J. A. Tostevin for valuable discussions. We would like to thank M. Dasgupta for discussion of the coupled-channels code ccmod and the analysis of their data. Research at the Oak Ridge National Laboratory is supported by the U.S. Department of Energy under contract DE-AC05-00OR22725 with UT-Battelle, LLC. One of us (H.E.) was supported by the U.S. Department of Energy, Nuclear Physics Division, under Contract No. W-31-109-ENG-38.


text:
# Reply to “Comment on “Some implications of the quantum nature of laser fields for quantum computations” ”

## Abstract

We point out several superficialities in Itano’s comment (quant-ph/0211165).

Although the recent Comment by Itano is directed at two papers by J. Gea-Banacloche , it also calls into question our paper . Here we address the latter criticisms, and show that the arguments in Itano’s comment are superficial and do not affect the correctness nor conclusions of our analysis.

Itano claims that a laser field initially in a coherent state does not become entangled with an atom it is interacting with, in contrast to the conclusion we reached in , and that all the decoherence effects discussed there can in fact be attributed to spontaneous emission. Three arguments are given for this conclusion:

1. The formalism that we employed in  is “inappropriate” for the setting of free space, since the field is not confined by a cavity.
2. Mollow  showed that by applying an appropriate unitary transformation the Hamiltonian can be transformed into one that describes the interaction of the atom with a classical field and the vacuum. Clearly, the classical field will not become entangled with the atom, so all entanglement can only be with the vacuum.
3. In free space, the atom radiates a dipole field and coherent forward scattering, “which do not modify the incident field”.

Our responses are

1. Ref.  discusses how one may quantize the electromagnetic field in terms of freely propagating modes, not confined by any cavity. That is the formalism we used, with the propagating laser pulse being one of those modes. Now it is true one has to be careful when describing the interaction of such a mode with an atom, as pointed out in the paper by Silverfarb and Deutsch, with which we agree. Although Itano refers to the fact that Silverfarb and Deutsch have “independently reached similar conclusions,” to those in his comment , this actually refers to another issue: Refer to the second paragraph of Section II in : “This approach was taken by van Enk and Kimble and also by Gea-Banacloche …” whose … “analysis led to an effective single temporal mode theory. Though their conclusions are correct (our emphasis), one must take great care to understand the regimes under which this formalism is applicable, ” which we did indeed do in Ref. . The subject of our paper was to assess the amount of decoherence due to the atom-laser field entanglement only, while leaving out all other decoherence effects, in particular spontaneous emission into modes that are initially empty. We of course agree that if spontaneous emission is included, a single-mode model cannot be correct, as explicitly demonstrated in . The result of  is that the decoherence effect due to stimulated emission into the laser mode is much smaller, in general, than decoherence due to spontaneous emission, but not zero. Note that in Section III A of  it is concluded that “decay due to entanglement with the laser modes is small compared to decay due to spontaneous emission…” but this entanglement is not zero, exactly as concluded and calculated explicitly in , but in disagreement with Itano’s statements, who claims the decoherence due to laser-atom entanglement is zero.
2. The “vacuum” in the Mollow picture is not the standard vacuum. Having initially performed Mollow’s unitary transformation $`U`$, one has to apply the inverse operation $`U^{}`$ to get back to the correct physical picture. In particular, if an atom emits a photon into a mode that was occupied prior to the initial transformation $`U`$, the “one-photon state” will be transformed by $`U^{}`$ back to a state that is close to, but not quite equal to, a coherent state. Thus, the atom becomes entangled with the laser field by stimulated emission into the laser mode, exactly as we concluded in .
3. In two previous related papers , not mentioned by the Comment, we studied how quantum-statistical properties of an incident field are modified by its interaction with a single atom. We used a well-known expression for the total electric field in the Heisenberg picture, namely $`\stackrel{}{E}=\stackrel{}{E}_{\mathrm{free}}+\stackrel{}{E}_{\mathrm{source}}.`$ The “source” field is a dipole field (in the far field). If one identifies that field with spontaneous emission (which Itano seems to do) and the “free” field with the incident field, one would indeed conclude that the incident field is never ever changed (there is only free evolution). While this may be formally true, it is physically irrelevant, since only the total field $`\stackrel{}{E}`$ is relevant subsequent to the atom-field interaction. That Itano’s conclusion is odd, to say the least, can be seen from the fact that it would hold regardless of the state of the incident field, not just for coherent states, but for Fock states as well. What Itano overlooks is that the incident laser field will contain dipole waves as well. Subsequent to the interaction, the dipole waves in the incident field cannot be distinguished from the dipole waves emitted by the atom. For example, if an atom scatters a photon from the incident beam into other modes, or if an initially excited atom deposits a photon into the laser mode, there are unavoidable imprints of these processes left in the total forward propagating field $`\stackrel{}{E}`$, since after all energy is conserved.

In short, while we agree that one has to take great care applying a single-mode model to the description of the interaction of an atom with a laser field in free space, we do not agree with any of the arguments put forward by Itano that purportedly show that the laser-atom entanglement is zero.


text:
# 1 Abstract

## 1 Abstract

A generic proecological traffic control model for the urban street canyon is proposed by development of advanced continuum field hydrodynamical control model of the street canyon. The model of optimal control of street canyon dynamics is also investigated. The mathematical physics’ approach (Eulerian approach) to vehicular movement, to pollutants’ emission, and to pollutants’ dynamics is used. The rigorous mathematical model is presented, using hydrodynamical theory for both air constituents and vehicles, including many types of vehicles and many types of pollutants emitted from vehicles. The six proposed optimal monocriterial control problems consist of minimization of functionals of the total travel time, of global emissions of pollutants, and of global concentrations of pollutants, both in the studied street canyon, and in its two nearest neighbour substitute canyons, respectively. The six optimization problems are solved numerically. Generic traffic control issues are inferred. The discretization method, comparison with experiment, mathematical issues, and programming issues are discussed.

## 2 Description of the model.

In the present article we develop a continuum field model of the street canyon. In the next article we will deal with numerical examples . The vehicular flow in the canyon is multilane bidirectional one-level rectilinear, and it is considered with two coordinated signalized junctions . The vehicles belong to different vehicular classes: passenger cars, and trucks. Emissions from the vehicles are based on technical measurements and many types of pollutants are considered (carbon monoxide CO, hydrocarbons HC, nitrogen oxides $`\mathrm{NO}_\mathrm{x}`$). The vehicular dynamics is based on a hydrodynamical approach . The governing equations are the continuity equation for the number of vehicles, and Greenshields’ equilibrium speed-density u-k model .

The model of dynamics of pollutants is also hydrodynamical. The model consists of a set of mutually interconnected nonlinear, three-dimensional, time-dependent, partial differential equations with nonzero right-hand sides (sources), and of boundary and of initial problem. The pollutants, oxygen, and the remaining gaseous constituents of air, are treated as mixture of noninteracting, Newtonian, viscous fluid (perfect or ideal gases). The complete model incorporates as variables the following fields: density of the mixture, mass concentrations of constituents of the mixture, velocity of mixture, temperature of mixture, pressure of mixture, intrinsic (internal) energy of mixture, densities of vehicles, and velocities of vehicles. The model is based on the assumption of local laws of balance (conservation) of: mass of the mixture, masses of its constituents, momentum and energy of the mixture, the numbers of the vehicles, as well as of the state equations (Clapeyron’s law and Greenshields’ model). The equations of dynamics are solved by the finite difference scheme.

The six separate monocriterial optimization problems are formulated by defining the functionals of total travel time, of global emissions of pollutants, and of global concentrations of pollutants, both in the studied street canyon and in its two nearest neighbour substitute canyons. The vector of control is a five-tuple composed of two cycle times, two green times, and one offset time between the traffic lights. The optimal control problem consists of minimization of the six functionals over the admissible control domain.

## 3 Equations of dynamics.

Under the above model specifications, the complete set of equations of dynamics of the model is formulated as follows (we follow the general idea presented in ):

E1. Balance of momentum of mixture - Navier Stokes equation.

$$\rho (\frac{𝐯}{t}+(𝐯)𝐯)+S𝐯=p+\eta \mathrm{\Delta }𝐯+(\xi +\frac{\eta }{3})(\mathrm{div}𝐯)+𝐅,$$
(1)
where $`\eta `$ is the first viscosity coefficient ($`\eta =18.110^6[\frac{\mathrm{kg}}{\mathrm{m}\mathrm{s}}]`$ for air at temperature $`T=293.16`$ \[K\]), $`\xi `$ is the second viscosity coefficient ($`\xi =15.610^6[\frac{\mathrm{kg}}{\mathrm{m}\mathrm{s}}]`$ for air at temperature $`T=293.16`$\[K\]), $`𝐅=\rho 𝐠`$ is the gravitational body force density, $`𝐠`$ is the gravitational acceleration of Earth ($`𝐠=(0,0,9.81)[\frac{\mathrm{m}}{\mathrm{s}^2}]`$), $`𝐯`$ is gradient of the vector (so it is a tensor of rank 2). We assume that the gaseous mixture is a compressible and viscous fluid.

E2. Balance of mass of mixture - Equation of continuity.

$$\frac{\rho }{t}+\mathrm{div}(\rho 𝐯)=S.$$
(2)
We have assumed the source D1.

E3. Balances of masses of constituents of mixture - Diffusion equations.

E3a.

$`\rho ({\displaystyle \frac{c_i}{t}}+𝐯c_i)=S_i^Ec_iS+`$ (3)
$`+{\displaystyle \underset{m=1}{\overset{N1}{}}}\{(D_{im}D_{iN})\mathrm{div}[\rho (c_m+{\displaystyle \frac{k_{T,m}}{T}}T)]\},i=1,\mathrm{},N_E.`$
E3b.

$`\rho ({\displaystyle \frac{c_i}{t}}+𝐯c_i)=c_iS+`$ (4)
$`+{\displaystyle \underset{m=1}{\overset{N1}{}}}\{(D_{im}D_{iN})\mathrm{div}[\rho (c_m+{\displaystyle \frac{k_{T,m}}{T}}T)]\},i=(N_E+1),\mathrm{},N,`$
where $`D_{im}=D_{mi}`$ is the mutual diffusivity coefficient from the $`i`$-th constituent to $`m`$-th one, and $`D_{ii}`$ is the autodiffusivity coefficient of the $`i`$-th constituent, and $`k_{T,m}`$ is the thermodiffusion ratio of the $`m`$-th constituent. The diffusivity coefficients and thermodiffusion ratios are constant and known). In E3a we have assumed the sources D1-D2. In E3b only the source D1 is taken into account. Since the mixture is in motion, we cannot neglect the convection term: $`𝐯c_i`$. We assume that the barodiffusion and gravitodiffusion coefficients are equal to zero.

E4. Balance of energy of mixture.

$$\rho (\frac{ϵ}{t}+𝐯ϵ)=(\frac{1}{2}𝐯^2+ϵ)S+𝐓:𝐯+\mathrm{div}(𝐪)+\sigma ,$$
(5)
where $`ϵ`$ is the mass density of intrinsic (internal) energy of the air mixture, $`𝐓`$ is the stress tensor, symbol $`:`$ denotes the contraction operation, $`𝐪`$ is the vector of flux of heat. We assume that :

$`ϵ={\displaystyle \underset{i=1}{\overset{N}{}}}ϵ_i,`$ (6)
$`ϵ_i={\displaystyle \frac{1}{m_i}}\{c_ik_BT\mathrm{exp}({\displaystyle \frac{m_i|𝐠|z}{k_BT}})[({\displaystyle \frac{z}{c}})(1\mathrm{exp}({\displaystyle \frac{m_i|𝐠|c}{k_BT}}))\mathrm{exp}({\displaystyle \frac{m_i|𝐠|c}{k_BT}})]\}+`$ (7)
$`+\stackrel{~}{\mu }_ic_i,`$
$`\stackrel{~}{\mu }_i={\displaystyle \frac{\mu _i}{m_i}},`$ (8)
$`\mu _i=k_BT\{\mathrm{ln}[(c_ip)(k_BT)^{\frac{c_{p,i}}{k_B}}({\displaystyle \frac{m_{\mathrm{air}}}{m_i}})({\displaystyle \frac{2\pi h^2}{m_i}})^{\frac{3}{2}}]\}+m_i|𝐠|z,`$ (9)
$`\mathrm{T}_{mk}=p\delta _{mk}+`$ (10)
$`+\eta [({\displaystyle \frac{v_m}{x_k}}+{\displaystyle \frac{v_k}{x_m}}{\displaystyle \frac{2}{3}}\delta _{mk}\mathrm{div}(𝐯)){\displaystyle \frac{v_k}{x_m}}]+\xi [(\delta _{mk}\mathrm{div}(𝐯))^2],m,k=1,\mathrm{},3,`$
$`𝐓:𝐯={\displaystyle \underset{m=1}{\overset{3}{}}}{\displaystyle \underset{k=1}{\overset{3}{}}}\mathrm{T}_{mk}{\displaystyle \frac{v_m}{x_k}},`$ (11)
$`𝐪={\displaystyle \underset{i=1}{\overset{N}{}}}\{[({\displaystyle \frac{\beta _iT}{\alpha _{ii}}}+\stackrel{~}{\mu }_i)𝐣_i]+[(\kappa )T]\},`$ (12)
$`𝐣_i=\rho D_{ii}(c_i+{\displaystyle \frac{k_{T,i}}{T}}T),`$ (13)
$`\alpha _{ii}={\displaystyle \frac{[\rho D_{ii}]}{[(\frac{\stackrel{~}{\mu }_i}{c_i})_{(c_n)_{n=1,\mathrm{},N,in},T,p}]}},`$ (14)
$`\beta _i=[\rho D_{ii}]\{{\displaystyle \frac{k_{T,i}}{T}}{\displaystyle \frac{[(\frac{\stackrel{~}{\mu }_i}{T})_{(c_n)_{n=1,\mathrm{},N},p}]}{[(\frac{\stackrel{~}{\mu }_i}{c_i})_{(c_n)_{n=1,\mathrm{},N,in},T,p}]}}\},`$ (15)
where $`ϵ_i`$ is the mass density of intrinsic (internal) energy of the $`i`$th constituent of the air mixture, $`m_i`$ the molecular mass of the $`i`$th constituent, $`k_B=1.380710^{23}[\frac{\mathrm{J}}{\mathrm{kg}}]`$ is Boltzmann’s constant, $`\mu _i`$ is the complete partial chemical potential of the $`i`$th constituent of the air mixture (it is complete since it is composed of chemical potential without external force field and of external potential), $`m_{\mathrm{air}}=28.966`$ \[u\] is the molecular mass of air ($`1[\mathrm{u}]=1.6605410^{27}`$ \[kg\]), $`\delta _{mk}`$ is Kronecker’s delta, $`c_{p,i}`$ is the specific heat at constant pressure of the $`i`$th constituent of air mixture, $`h=6.6260810^{34}`$ \[$`Js`$\] is Planck’s constant, $`𝐣_i`$ is the vector of flux of mass of the $`i`$th constituent of the air mixture, and $`\kappa `$ is the coefficient of thermal conductivity of air. These magnitudes are derived from Grand Canonical ensemble with external gravitational Newtonian field.

E5. Equation of state of the mixture - Constitutive equation - Clapeyron’s equation.

$$\frac{p}{\rho }=\frac{R}{m_{\mathrm{air}}}T$$
(16)
is Clapeyron’s equation of state for a gaseous mixture, where $`R=8.3145`$ \[$`\frac{\mathrm{J}}{\mathrm{mole}\mathrm{K}}`$\] is the gas constant.

$$p_i=c_i\frac{m_{\mathrm{air}}}{m_i}p$$
(17)
are partial pressures of constituents according to Dalton’s law.

E6. Balances of numbers of vehicles - Equations of continuity of vehicles.

$$\frac{k_{l,vt}^s}{t}+\mathrm{div}(k_{l,vt}^s𝐰_{l,vt}^s)=0.$$
(18)
E7. Equations of state of vehicles - Greenshields model.

$$𝐰_{l,vt}^s(x,t)=(w_{l,vt,f}^s(1\frac{k_{l,vt}^s(x,t)}{k_{l,vt,\mathrm{jam}}^s}),0,0).$$
(19)
The Greenshields equilibrium speed-density u-k model is assumed . The values of maximum free flow speed $`w_{l,vt,f}^s`$, and of jam vehicular densities $`k_{l,vt,\mathrm{jam}}^s`$, are given in Tables 3 and 8 of .

E8. Technical parameters.

The dependence of emissivity on the density and velocity of vehicles is assumed in the form:

E8a.

$$e_{l,ct,vt}^s(x,t)=k_{l,vt}^s(x,t)[(\frac{|𝐰_{l,vt}^s(x,t)|\stackrel{~}{w}_{ct,vt,i_l}}{\stackrel{~}{w}_{ct,vt,i_l+1}\stackrel{~}{w}_{ct,vt,i_l}})(\stackrel{~}{e}_{ct,vt,i_l+1}\stackrel{~}{e}_{ct,vt,i_l})+\stackrel{~}{e}_{ct,vt,i_l}],$$
(20)
where $`\stackrel{~}{w}_{ct,vt,i_l}`$ are experimental velocities, $`|𝐰_{l,vt}^s(x,t)|(\stackrel{~}{w}_{ct,vt,i_l},\stackrel{~}{w}_{ct,vt,i_l+1}),`$ $`\stackrel{~}{e}_{ct,vt,i_l},`$ are experimental emissions of the $`ct`$th exhaust gas from single vehicle of $`vt`$th type at velocities $`\stackrel{~}{w}_{ct,vt,i_l}`$, respectively, measured in \[$`\frac{\mathrm{kg}}{\mathrm{veh}\mathrm{s}}`$\], $`i_l=1,\mathrm{},N_{EM},`$ $`N_{EM}`$ is the number of experimental measurements. Similarly, the dependence of the change of the linear density of energy on the density and velocity of vehicles is taken in the form:

E8b.

$$\sigma _{l,vt}^s(x,t)=q_{vt}k_{l,vt}^s(x,t)[(\frac{|𝐰_{l,vt}^s(x,t)|\overline{w}_{vt,i_l}}{\overline{w}_{vt,i_l+1}\overline{w}_{vt,i_l}})(\sigma _{vt,i_l+1}\sigma _{vt,i_l})+\sigma _{vt,i_l}],$$
(21)
where $`\sigma _{vt,i_l},`$ are experimental values of consumption of gasoline/diesel for a single vehicle of $`vt`$th type at velocities $`\overline{w}_{vt,i_l},`$ respectively, measured in \[$`\frac{\mathrm{kg}}{\mathrm{veh}\mathrm{s}}`$\], $`q_{vt}`$ is the emitted combustion energy per unit mass of gasoline/diesel \[$`\frac{\mathrm{J}}{\mathrm{kg}}`$\].

## 4 Optimization problems.

Our control task is the minimization of the measures of the total travel time (TTT) , emissions (E), and concentrations (C) of exhaust gases in the street canyon, therefore the appropriate optimization problems may be formulated as follows :

F0. Vector of control.

$$𝐮=(g_1,C_1,g_2,C_2,F)U^{\mathrm{adm}},$$
(1)
where $`𝐮`$ is vector of boundary control, $`g_m`$ are green times, $`C_m`$ are cycle times, $`F`$ is offset time, and $`U^{\mathrm{adm}}`$ is a set of admissible control variables (compare A8, A9, B5, B5S, B5SS).

We define six functionals F1-F6 of the total travel time, emissions, and concentrations of pollutants in single canyon, and in canyon with the nearest neighbour substitute canyons, respectively.

F1. Total travel time for a single canyon.

$$J_{\mathrm{TTT}}(𝐮)=\underset{s=1}{\overset{2}{}}\underset{l=1}{\overset{n_s}{}}\underset{vt=1}{\overset{VT}{}}_0^a_0^{T_S}k_{l,vt}^s(x,t)𝑑x𝑑t.$$
(2)
F2. Global emission for a single canyon.

$$J_\mathrm{E}(𝐮)=\underset{s=1}{\overset{2}{}}\underset{l=1}{\overset{n_s}{}}\underset{ct=1}{\overset{CT}{}}\underset{vt=1}{\overset{VT}{}}_0^a_0^{T_S}e_{l,ct,vt}^s(x,t)𝑑x𝑑t.$$
(3)
F3. Global pollutants concentration for a single canyon.

$$J_\mathrm{C}(𝐮)=\rho _{\mathrm{STP}}\underset{i=1}{\overset{N_E1}{}}_0^a_0^b_0^c_0^{T_S}c_i(x,y,z,t)𝑑x𝑑y𝑑z𝑑t.$$
(4)
F4. Total travel time for the canyon in street subnetwork.

$`J_{\mathrm{TTT},\mathrm{ext}}(𝐮)=J_{\mathrm{TTT}}(𝐮)+`$ (5)
$`+a{\displaystyle \underset{s=1}{\overset{2}{}}}\alpha _{\mathrm{TTT},\mathrm{ext}}^s{\displaystyle \underset{l=1}{\overset{n_s}{}}}{\displaystyle \underset{vt=1}{\overset{VT}{}}}k_{l,vt,\mathrm{jam}}^s(C_sg_s).`$
F5. Global emission for the canyon in street subnetwork.

$`J_{\mathrm{E},\mathrm{ext}}(𝐮)=J_\mathrm{E}(𝐮)+`$ (6)
$`+a{\displaystyle \underset{s=1}{\overset{2}{}}}\alpha _{\mathrm{E},\mathrm{ext}}^s{\displaystyle \underset{l=1}{\overset{n_s}{}}}{\displaystyle \underset{ct=1}{\overset{CT}{}}}{\displaystyle \underset{vt=1}{\overset{VT}{}}}e_{l,ct,vt,\mathrm{jam}}^s(C_sg_s).`$
F6. Global pollutants concentration for the canyon in street subnetwork.

$`J_{\mathrm{C},\mathrm{ext}}(𝐮)=J_\mathrm{C}(𝐮)+`$ (7)
$`+\rho _{\mathrm{STP}}abc{\displaystyle \underset{i=1}{\overset{N_E1}{}}}c_{i,\mathrm{STP}}{\displaystyle \underset{s=1}{\overset{2}{}}}\alpha _{\mathrm{C},\mathrm{ext}}^s(C_sg_s).`$
The integrands $`k_{l,vt}^s,e_{l,ct,vt}^s,c_i`$ in functionals F1-F6 depend on the control vector $`𝐮`$ F0 through the boundary conditions B0-B8, through the equations of dynamics E1-E8, as well as, through the sources D0-D2. The value of the vector of control $`u`$ directly affects the boundary conditions B5, B5S, B5SS, and then the boundary conditions B6-B8 for vehicular densities, velocities, and emissivities. It also affects the sources D0-D2. Next, it propagates to the equations of dynamics E1-E8 and then it influences the values of functionals F1-F6. We only deal with six monocriterial optimization problems O1-O6, and not with one multicriterial problem. We put the scaling parameters equal to unity: $`\alpha _{\mathrm{TTT},\mathrm{ext}}^s=\alpha _{\mathrm{E},\mathrm{ext}}^s=\alpha _{\mathrm{C},\mathrm{ext}}^s=1.0,`$ in functionals F4-F6. $`\rho _{\mathrm{STP}}`$ is the density of air at standard temperature and pressure STP, $`c_{i,\mathrm{STP}}`$ is concentration of the $`i`$th constituent of air at standard temperature and pressure. $`J_{\mathrm{TTT}}`$ and $`J_{\mathrm{TTT},\mathrm{ext}}`$ are measured in \[$`vehs`$\], $`J_\mathrm{E}`$ and $`J_{\mathrm{E},\mathrm{ext}}`$ are measured in \[kg\], and $`J_\mathrm{C}`$ and $`J_{\mathrm{C},\mathrm{ext}}`$ are measured in \[$`kgs`$\], respectively.

Now we formulate six separate monocriterial optimization problems O1-O6 that consist in minimization of functionals F1-F6 with respect to control vector F0 over admissible domain, while the equations of dynamics E1-E8 are fulfilled.

O1. Minimization of total travel time for a single canyon.

$$J_{\mathrm{TTT}}^{}=J_{\mathrm{TTT}}(𝐮_{\mathrm{TTT}}^{})=\mathrm{min}\{𝐮U^{\mathrm{adm}}:J_{\mathrm{TTT}}(𝐮)\};$$
(8)
O2. Minimization of global emission for a single canyon.

$$J_\mathrm{E}^{}=J_\mathrm{E}(𝐮_\mathrm{E}^{})=\mathrm{min}\{𝐮U^{\mathrm{adm}}:J_\mathrm{E}(𝐮)\};$$
(9)
O3. Minimization of global pollutants concentration for a single canyon.

$$J_\mathrm{C}^{}=J_\mathrm{C}(𝐮_\mathrm{C}^{})=\mathrm{min}\{𝐮U^{\mathrm{adm}}:J_\mathrm{C}(𝐮)\};$$
(10)
O4. Minimization of total travel time for a canyon in street subnetwork.

$$J_{\mathrm{TTT},\mathrm{ext}}^{}=J_{\mathrm{TTT},\mathrm{ext}}(𝐮_{\mathrm{TTT},\mathrm{ext}}^{})=\mathrm{min}\{𝐮U^{\mathrm{adm}}:J_{\mathrm{TTT},\mathrm{ext}}(𝐮)\};$$
(11)
O5. Minimization of global emission for a canyon in street subnetwork.

$$J_{\mathrm{E},\mathrm{ext}}^{}=J_{\mathrm{E},\mathrm{ext}}(𝐮_{\mathrm{E},\mathrm{ext}}^{})=\mathrm{min}\{𝐮U^{\mathrm{adm}}:J_{\mathrm{E},\mathrm{ext}}(𝐮)\};$$
(12)
O6. Minimization of global pollutants concentration for a canyon in street subnetwork.

$$J_{\mathrm{C},\mathrm{ext}}^{}=J_{\mathrm{C},\mathrm{ext}}(𝐮_{\mathrm{C},\mathrm{ext}}^{})=\mathrm{min}\{𝐮U^{\mathrm{adm}}:J_{\mathrm{C},\mathrm{ext}}(𝐮)\},$$
(13)
where $`J_{\mathrm{TTT}}^{},J_\mathrm{E}^{},J_\mathrm{C}^{},J_{\mathrm{TTT},\mathrm{ext}}^{},J_{\mathrm{E},\mathrm{ext}}^{},J_{\mathrm{C},\mathrm{ext}}^{}`$, are the minimal values of the functionals F1-F6, and $`𝐮_{\mathrm{TTT}}^{},𝐮_\mathrm{E}^{},𝐮_\mathrm{C}^{},𝐮_{\mathrm{TTT},\mathrm{ext}}^{},𝐮_{\mathrm{E},\mathrm{ext}}^{},𝐮_{\mathrm{C},\mathrm{ext}}^{}`$, are control vectors at which the functionals reach the minima, respectively.

## 5 Computer simulations.

From thousands of performed optimizations O1-O6 we selected some representable optimizations. The C language programme of more than 14000 lines written by the author was being run on workstations of Hewlett-Packard, Sun, Silicon Graphics, under UNIX operating system. It was being run also on Pentium personal computers under Linux operating system. We used C language UNIX/Linux compilers cc. The time of simulations varied from a couple of hours to several days or even weeks, depending on the discretization parameters. The discretization steps were tested in order to obtain finite solutions to the optimization problems in reasonable time of simulation. They were also studied from the point of view of sensitiveness of optima appearing on them.

## 6 Mathematical questions.

The problem of uniqueness of solutions of optimization problems O1-O6 is complex. If there are no vehicles allowed in the canyon, then all the six functionals O1-O6 are constant functions of parameters, the optima exist, and the number of optimal solutions is continuum. The values of functionals are then zero for total travel time and emissions, and are positive for concentrations. These results are analytical. For other cases there are no such analytical results for both the uniqueness and existence known to the author. The numerical solutions of optimization problems are approximately global within the error induced by discretization of the physical domain $`\mathrm{\Sigma }`$ and of the domain of control parameters $`U^{\mathrm{adm}}`$. The method of optimization was a full search.

## 7 Conclusions.

The proecological traffic control idea and advanced model of the street canyon have been developed. It has been found that the proposed model represents the main features of complex air pollution phenomena.