Petter Holme 

Nature Communications volume 13, Article number: 2355 (2022)

Orders, rankings, and hierarchies on one side, universal statistical laws on the other—it is rare that these core concepts of complex systems science meet. This Comment sets the scene for some recent discoveries in this too seldomly visited border zone.

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Lei Dong, Paolo Santi, Yu Liu, Siqi Zheng, Carlo Ratti
Commuting is a key mechanism that governs the dynamics of cities. Despite its importance, very little is known of the properties and mechanisms underlying this crucial urban process. Here, we capitalize on ∼ 50 million individuals’ smartphone data from 234 Chinese cities to show that urban commuting obeys remarkable regularities. These regularities can be generalized as two laws: (i) the scale-invariance of the average commuting distance across cities, which is a long-awaited validation of Marchetti’s constant conjecture, and (ii) a universal inverted U-shape of the commuting distance as a function of the distance from the city centre within cities, indicating that the city centre’s attraction is bounded. Motivated by such empirical findings, we develop a simple urban growth model that connects individual-level mobility choices with macroscopic urban spatial structure and faithfully explains both commuting laws. Our results further show that the scale-invariants of human mobility will ultimately lead to the polycentric transition in cities, which could be used to better inform urban development strategies.

Read the full article at: arxiv.org

Jalshayin Bhachech, Arnab Chakrabarti, Taisei Kaizoji & Anindya S. Chakrabarti 

The European Physical Journal B volume 95, Article number: 71 (2022)

What determines the stability of networks inferred from dynamical behavior of a system? Internal and external shocks in a system can destabilize the topological properties of comovement networks. In real-world data, this creates a trade-off between identification of turbulent periods and the problem of high dimensionality. Longer time-series reduces the problem of high dimensionality, but suffers from mixing turbulent and non-turbulent periods. Shorter time-series can identify periods of turbulence more accurately, but introduces the problem of high dimensionality, so that the underlying linkages cannot be estimated precisely. In this paper, we exploit high-frequency multivariate financial data to analyze the origin of instability in the inferred networks during periods free from external disturbances. We show that the topological properties captured via centrality ordering is highly unstable even during such non-turbulent periods. Simulation results with multivariate Gaussian and fat-tailed stochastic process calibrated to financial data show that both sampling frequencies and the presence of outliers cause instability in the inferred network. We conclude that instability of network properties do not necessarily indicate systemic instability.

Read the full article at: link.springer.com