用真实生产网络模拟经济系统中的应力传导与级联崩溃,揭示脆弱性如何被外部冲击激活。
Hall-Like Transversal Stress and Sandpile Criticality on Real Production Networks

- 将经济冲击类比为物理霍尔效应,通过横向应力机制在低冗余节点间传播风险。
- 在2014年全球投入产出网络上模拟出四种状态:稳定、潜伏脆弱、临界转变和级联崩塌。
- 发现外部冲击越强、冗余越低,系统发生大规模连锁故障的概率越高,但无普适幂律临界性。
本文构建了一个基于真实生产网络的霍尔-沙堆经济不稳定性模型,结合类霍尔横向应力机制与沙堆阈值动力学。类比物理霍尔效应中外场使流经节点产生横向应力,我们将经济冲击视为作用于高流量、低冗余、低容量节点的外场,通过乘法转换函数引发系统应力累积。应力积累触发离散倒塌规则与级联动力学,其有效激活阈值随横向暴露程度降低。模型基于2000–2014年世界投入产出数据库(WIOD)校准,以2014年网络(2,283个国别-产业节点)为底图,在三种不同传播归一化下模拟,避免行随机算子导致的近临界伪象。受控蒙特卡洛实验显示四个有序态:稳定吸收、潜伏脆弱、临界转变与级联爆发。平均级联规模及有限规模系统事件概率(Pr(S≥5)、Pr(S≥10)、Pr(S≥20))随外场强度与冗余应力升高而同步上升。尾部分析显示级联分布的厚尾特征随状态变化,但估算尾指数仍过高,不足以支持普适幂律临界性证据。因此,本研究贡献的是有限尺寸真实网络中横向应力激活结构性脆弱的描述,而非全球经济体存在自组织临界的主张。
原文摘要 · Abstract (English)
This paper develops a Hall-Sandpile model of economic instability that combines a Hall-like transversal stress mechanism with sandpile threshold dynamics on a real production-network substrate. In analogy with the physical Hall effect, where exposed flows under an external field generate stress in a transversal direction, we model economic shocks as fields that act on flow-intensive, low-redundancy, low-capacity nodes and produce systemic stress through a multiplicative conversion function. The accumulated stress drives a discrete toppling rule and an avalanche dynamics whose effective activation threshold declines with transversal exposure. The model is calibrated on annual World Input--Output Database (WIOD) production networks for 2000--2014 and simulated on the 2014 substrate (2{,}283 country--sector nodes) under three alternative propagation normalisations to avoid mechanical near-criticality from row-stochastic operators. Controlled Monte Carlo experiments over external field intensity and redundancy stress generate four ordered regimes: stable absorption, latent fragility, critical transition, and avalanche regime. Mean avalanche size and the probabilities of finite-size systemic events $\Pr(S\!\geq\!5)$, $\Pr(S\!\geq\!10)$ and $\Pr(S\!\geq\!20)$ rise jointly with field intensity and redundancy stress. Tail diagnostics show regime-dependent thickening of the avalanche distribution, but the estimated tail indices remain too high to interpret as evidence of universal power-law criticality. The contribution is therefore a finite-size, real-network description of how transversal stress activates structural fragility, not a claim of self-organised criticality in the global economy.
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