This paper is an introduction to a very specific toy model of memristive networks, for which an exact differential equation for the internal memory which contains the Kirchhoff laws is known. In particular, we highlight how the circuit topology enters the dynamics via an analysis of directed graph. We try to highlight in particular the […]

# Researcher Archives: Francesco Caravelli

## Correlations and Clustering in Wholesale Electricity Markets

We study the structure of locational marginal prices in day-ahead and real-time wholesale electricity markets. In particular, we consider the case of two North American markets and show that the price correlations contain information on the locational structure of the grid. We study various clustering methods and introduce a type of correlation function based on […]

## The mise en scène of memristive networks: effective memory, dynamics and learning

We discuss the properties of the dynamics of purely memristive circuits. In particular, we show that the amount of memory in a memristive circuit is constrained by the conservation laws of the circuit, and that the dynamics preserves the symmetry by means of a projection on this subspace. We obtain these results both for current […]

## The complex dynamics of memristive circuits: analytical results and universal slow relaxation

Networks with memristive elements (resistors with memory) are being explored for a variety of applications ranging from unconventional computing to models of the brain. However, analytical results that highlight the role of the graph connectivity on the memory dynamics are still a few, thus limiting our understanding of these important dynamical systems. In this paper, […]

## Trajectories entropy in dynamical graphs with memory

In this paper we investigate the application of non-local graph entropy to evolving and dynamical graphs. The measure is based upon the notion of Markov diffusion on a graph, and relies on the entropy applied to trajectories originating at a specific node. In particular, we study the model of reinforcement-decay graph dynamics, which leads to […]

## Conformity Driven Agents Support Ordered Phases in the Spatial Public Goods Game

We investigate the spatial Public Goods Game in the presence of conformity-driven agents on a bi-dimensional lattice with periodic boundary conditions. The present setting usually considers fitness-driven agents, i.e., agents that tend to imitate the strategy of their fittest neighbors. Here, fitness is a general property usually adopted to quantify the extent to which individuals […]

## Optimal growth trajectories with finite carrying capacity

We investigate the spatial Public Goods Game in the presence of conformity-driven agents on a bi-dimensional lattice with periodic boundary conditions. The present setting usually considers fitness-driven agents, i.e., agents that tend to imitate the strategy of their fittest neighbors. Here, fitness is a general property usually adopted to quantify the extent to which individuals […]

## Correlation Structure of Spiky Financial Data: The Case of Congestion in Day-Ahead Energy Markets

I study the correlation structure and argue that these should be ltered. I propose the use of dierent correlation measures other than Pearson, in particular a modication of Event Synchronization adapted to negative values or a ltered correlation matrix.

## On Moments of the Integrated Exponential Brownian Motion

We present new exact expressions for a class of moments for the geometric Brownian motion, in terms of determinants, obtained using a recurrence relation and combinatorial arguments for the case of a Ito’s Wiener process. We then apply the obtained exact formulas to computing averages of the solution of the logistic stochastic differential equation via […]

## Bounds on Transient Instability For Complex Ecosystems

Stability is a desirable property of complex ecosystems. If a community of interacting species is at a stable equilibrium point then it is able to withstand small perturbations without any adverse effect. In ecology, the Jacobian matrix evalufated at an equilibrium point is known as the community matrix, which represents the population dynamics of interacting […]