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URBAN-SEGREGATION MODELS (WITH A STATISTICAL-PHYSICS FLAVOUR) Aur´ elien Hazan , Julien Randon-Furling LISSI, Universit´ e Paris-Est Cr´ eteil, France SAMM, Universit´ e de Paris Panth´ eon-Sorbonne, France MASHS 2012, PARIS Monday, June 4th J. Randon-Furling (SAMM, Paris Panth´ eon-Sorbonne) Urban-Segregation Models MASHS, Paris - Juin 2012 1 / 11

URBAN-SEGREGATION MODELS (WITH A STATISTICAL-PHYSICS

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Page 1: URBAN-SEGREGATION MODELS (WITH A STATISTICAL-PHYSICS

URBAN-SEGREGATION MODELS(WITH A STATISTICAL-PHYSICS FLAVOUR)

Aurelien Hazan†, Julien Randon-Furling‡

†LISSI, Universite Paris-Est Creteil, France

‡SAMM, Universite de Paris Pantheon-Sorbonne, France

MASHS 2012, PARIS

Monday, June 4th

J. Randon-Furling (SAMM, Paris Pantheon-Sorbonne) Urban-Segregation Models MASHS, Paris - Juin 2012 1 / 11

Page 2: URBAN-SEGREGATION MODELS (WITH A STATISTICAL-PHYSICS

Introduction

1 Introduction

2 Schelling’s Model

3 Emergence of Segregation: the Rogers-MacKane Model

4 Dynamical Trajectories: Controling Segregation?

J. Randon-Furling (SAMM, Paris Pantheon-Sorbonne) Urban-Segregation Models MASHS, Paris - Juin 2012 2 / 11

Page 3: URBAN-SEGREGATION MODELS (WITH A STATISTICAL-PHYSICS

Introduction

Segregation

Can we ”understand” racial and/or social segregation patterns in cities?

Ref: Gauvin, PhD Thesis (2010)

A Complex Phenomenon

Key factors: (in)tolerance, prices ?

Micro- or macroscopic drive tosegregation ?

Schelling’s multi-agent model(s)Ref: Schelling, J. Math. Sociol., 1, 143 (1971)

J. Randon-Furling (SAMM, Paris Pantheon-Sorbonne) Urban-Segregation Models MASHS, Paris - Juin 2012 3 / 11

Page 4: URBAN-SEGREGATION MODELS (WITH A STATISTICAL-PHYSICS

Introduction

Segregation

Can we ”understand” racial and/or social segregation patterns in cities?

Ref: Gauvin, PhD Thesis (2010)

A Complex Phenomenon

Key factors: (in)tolerance, prices ?

Micro- or macroscopic drive tosegregation ?

Schelling’s multi-agent model(s)Ref: Schelling, J. Math. Sociol., 1, 143 (1971)

J. Randon-Furling (SAMM, Paris Pantheon-Sorbonne) Urban-Segregation Models MASHS, Paris - Juin 2012 3 / 11

Page 5: URBAN-SEGREGATION MODELS (WITH A STATISTICAL-PHYSICS

Schelling’s Model

Schelling’s Model

Initial configuration on a checkerboard of size L× L, incl. density of vacant sites ρ.

Satisfaction of agents given by:

Nd < T (Nd + Ns),

where T is the ”tolerance”.

Dynamics incl. choice of moving agent and rules for moving.

Definition and measure of segregation:

S =2

(L2(1− ρ))2

∑{C}

n2C ,

where nC is the size of cluster C .

J. Randon-Furling (SAMM, Paris Pantheon-Sorbonne) Urban-Segregation Models MASHS, Paris - Juin 2012 4 / 11

Page 6: URBAN-SEGREGATION MODELS (WITH A STATISTICAL-PHYSICS

Schelling’s Model

Segregation

A Complex Phenomenon

Key factors: (in)tolerance, prices ?

Micro- or macroscopic drive tosegregation ?

Schelling’s multi-agent model(s)Ref: Schelling, Micromotives and Macrobehavior, New York:

Norton (1978)

J. Randon-Furling (SAMM, Paris Pantheon-Sorbonne) Urban-Segregation Models MASHS, Paris - Juin 2012 5 / 11

Page 7: URBAN-SEGREGATION MODELS (WITH A STATISTICAL-PHYSICS

Schelling’s Model

Segregation

A Complex Phenomenon

Key factors: (in)tolerance, prices ?

Micro- or macroscopic drive tosegregation ?

Schelling’s multi-agent model(s)Ref: Schelling, Micromotives and Macrobehavior, New York:

Norton (1978)

J. Randon-Furling (SAMM, Paris Pantheon-Sorbonne) Urban-Segregation Models MASHS, Paris - Juin 2012 5 / 11

Page 8: URBAN-SEGREGATION MODELS (WITH A STATISTICAL-PHYSICS

Schelling’s Model

Segregation

A Complex Phenomenon

Key factors: (in)tolerance, prices ?

Micro- or macroscopic drive tosegregation ?

Schelling’s multi-agent model(s)Ref: Schelling, Micromotives and Macrobehavior, New York:

Norton (1978)

A Statistical-Physics Problem?

Large interacting-particle systems

Micro-dynamics with macroscopiceffects

Pattern formation and criticality

J. Randon-Furling (SAMM, Paris Pantheon-Sorbonne) Urban-Segregation Models MASHS, Paris - Juin 2012 5 / 11

Page 9: URBAN-SEGREGATION MODELS (WITH A STATISTICAL-PHYSICS

Schelling’s Model

Segregation

A Complex Phenomenon

Key factors: (in)tolerance, prices ?

Micro- or macroscopic drive tosegregation ?

Schelling’s multi-agent model(s)Ref: Schelling, Micromotives and Macrobehavior, New York:

Norton (1978)

A Statistical-Physics Problem?

Large interacting-particle systems

Micro-dynamics with macroscopiceffects

Pattern formation and criticality

Can one establish fruitful analogies?J. Randon-Furling (SAMM, Paris Pantheon-Sorbonne) Urban-Segregation Models MASHS, Paris - Juin 2012 5 / 11

Page 10: URBAN-SEGREGATION MODELS (WITH A STATISTICAL-PHYSICS

Schelling’s Model

Phase Diagram of the Gauvin-Vannimenus-Nadal Model

Ref: Gauvin et al., European Physical Journal B, 70, 293–304 (2009)

J. Randon-Furling (SAMM, Paris Pantheon-Sorbonne) Urban-Segregation Models MASHS, Paris - Juin 2012 6 / 11

Page 11: URBAN-SEGREGATION MODELS (WITH A STATISTICAL-PHYSICS

Emergence of Segregation: the Rogers-MacKane Model

A Theoretical Physicist’s Approach: Start With the Bare Bones

Network ”abstracted” away: simply N2

pairs

Satisfaction of agent at site i is u if her unique neighbour is of the same type, v ifshe is different (u > v)

Transfer matrix: Tij(σ) = 1N2 (1− si )s

(i,j)j

J. Randon-Furling (SAMM, Paris Pantheon-Sorbonne) Urban-Segregation Models MASHS, Paris - Juin 2012 7 / 11

Page 12: URBAN-SEGREGATION MODELS (WITH A STATISTICAL-PHYSICS

Emergence of Segregation: the Rogers-MacKane Model

A Theoretical Physicist’s Approach: Start With the Bare Bones

Time evolution of the interface density (fraction of inhomogeneous pairs), in thelarge-N limit:

dx

dt= β(1− x(t))2 − αx(t)2, x(0) =

1

2,

with β = 2(1− u)v , α = 2(1− v)u

J. Randon-Furling (SAMM, Paris Pantheon-Sorbonne) Urban-Segregation Models MASHS, Paris - Juin 2012 7 / 11

Page 13: URBAN-SEGREGATION MODELS (WITH A STATISTICAL-PHYSICS

Emergence of Segregation: the Rogers-MacKane Model

A Theoretical Physicist’s Approach: Start With the Bare Bones

Time evolution of the interface density (fraction of inhomogeneous pairs), in thelarge-N limit:

dx

dt= β(1− x(t))2 − αx(t)2, x(0) =

1

2,

with β = 2(1− u)v , α = 2(1− v)u

Interface density at time t:

x(t) =

√αβ + αtanh(t

√αβ)

2√αβ + (α + β)tanh(t

√αβ)

J. Randon-Furling (SAMM, Paris Pantheon-Sorbonne) Urban-Segregation Models MASHS, Paris - Juin 2012 7 / 11

Page 14: URBAN-SEGREGATION MODELS (WITH A STATISTICAL-PHYSICS

Emergence of Segregation: the Rogers-MacKane Model

A Theoretical Physicist’s Approach: Start With the Bare Bones

Time evolution of the interface density (fraction of inhomogeneous pairs), in thelarge-N limit:

dx

dt= β(1− x(t))2 − αx(t)2, x(0) =

1

2,

with β = 2(1− u)v , α = 2(1− v)u

Interface density at time t:

x(t) =

√αβ + αtanh(t

√αβ)

2√αβ + (α + β)tanh(t

√αβ)

In the large-t limit:

x(t)→ 1

1 +√α/β

J. Randon-Furling (SAMM, Paris Pantheon-Sorbonne) Urban-Segregation Models MASHS, Paris - Juin 2012 7 / 11

Page 15: URBAN-SEGREGATION MODELS (WITH A STATISTICAL-PHYSICS

Emergence of Segregation: the Rogers-MacKane Model

Emergence of Segregation: the Rogers-MacKane ModelInterface density at time t:

x(t) =

√αβ + αtanh(t

√αβ)

2√αβ + (α + β)tanh(t

√αβ)

In the large-t limit:

x(t)→ 1

1 +√α/β

Ref: Rogers and McKane, arXiv:1104.1971v2 (2011)

J. Randon-Furling (SAMM, Paris Pantheon-Sorbonne) Urban-Segregation Models MASHS, Paris - Juin 2012 7 / 11

Page 16: URBAN-SEGREGATION MODELS (WITH A STATISTICAL-PHYSICS

Dynamical Trajectories: Controling Segregation?

Ref: Gauvin et al., European Physical Journal B, 70, 293–304 (2009)

J. Randon-Furling (SAMM, Paris Pantheon-Sorbonne) Urban-Segregation Models MASHS, Paris - Juin 2012 8 / 11

Page 17: URBAN-SEGREGATION MODELS (WITH A STATISTICAL-PHYSICS

Dynamical Trajectories: Controling Segregation?

Ref: Gauvin et al., European Physical Journal B, 70, 293–304 (2009)

Phase-space dynamics

What are the relevant parametersto tune?

What parameters can actually betuned?

urban renovation policies?(sustainibility of enforced mixity)

J. Randon-Furling (SAMM, Paris Pantheon-Sorbonne) Urban-Segregation Models MASHS, Paris - Juin 2012 8 / 11

Page 18: URBAN-SEGREGATION MODELS (WITH A STATISTICAL-PHYSICS

Dynamical Trajectories: Controling Segregation?

Ref: Gauvin et al., European Physical Journal B, 70, 293–304 (2009)

Phase-space dynamics

What are the relevant parametersto tune?

What parameters can actually betuned?

urban renovation policies?(sustainibility of enforced mixity)

Perturbating the social grid

Introduce C -type agents which canflip from type A to type B

Faster (de)segregation? Phasediagram?

role of social mobility?(mixing dynamics & time scales)

J. Randon-Furling (SAMM, Paris Pantheon-Sorbonne) Urban-Segregation Models MASHS, Paris - Juin 2012 8 / 11

Page 19: URBAN-SEGREGATION MODELS (WITH A STATISTICAL-PHYSICS

Thanks

THANK YOU FOR YOUR ATTENTION!

J. Randon-Furling (SAMM, Paris Pantheon-Sorbonne) Urban-Segregation Models MASHS, Paris - Juin 2012 9 / 11

Page 20: URBAN-SEGREGATION MODELS (WITH A STATISTICAL-PHYSICS

Thanks

Analogy with Spin-Models

Ising Model: sites have spin σi = ±1

Blume-Capel Model: sites have spin σi = ±1 or are vacant (σi = 0)

Blume-Emery-Griffiths Energy for the B-C model:

E = −∑〈i,j〉

σiσj − K(T )∑〈i,j〉

σ2i σ

2j

E interpreted as the sum over all sites of Nd − T (Nd + Ns), provided thatsubstituting

T = temperature↔ T = tolerance

makes sense...

J. Randon-Furling (SAMM, Paris Pantheon-Sorbonne) Urban-Segregation Models MASHS, Paris - Juin 2012 10 / 11

Page 21: URBAN-SEGREGATION MODELS (WITH A STATISTICAL-PHYSICS

Thanks

Analogy with Spin-Models

Ising Model: sites have spin σi = ±1

Blume-Capel Model: sites have spin σi = ±1 or are vacant (σi = 0)

Blume-Emery-Griffiths Energy for the B-C model:

E = −∑〈i,j〉

σiσj − K(T )∑〈i,j〉

σ2i σ

2j

E interpreted as the sum over all sites of Nd − T (Nd + Ns), provided thatsubstituting

T = temperature↔ T = tolerance

makes sense...

J. Randon-Furling (SAMM, Paris Pantheon-Sorbonne) Urban-Segregation Models MASHS, Paris - Juin 2012 10 / 11

Page 22: URBAN-SEGREGATION MODELS (WITH A STATISTICAL-PHYSICS

Thanks

Analogy with Spin-Models

Ising Model: sites have spin σi = ±1

Blume-Capel Model: sites have spin σi = ±1 or are vacant (σi = 0)

Blume-Emery-Griffiths Energy for the B-C model:

E = −∑〈i,j〉

σiσj − K(T )∑〈i,j〉

σ2i σ

2j

E interpreted as the sum over all sites of Nd − T (Nd + Ns), provided thatsubstituting

T = temperature↔ T = tolerance

makes sense...

J. Randon-Furling (SAMM, Paris Pantheon-Sorbonne) Urban-Segregation Models MASHS, Paris - Juin 2012 10 / 11

Page 23: URBAN-SEGREGATION MODELS (WITH A STATISTICAL-PHYSICS

Thanks

Analogy with Spin-Models

Ising Model: sites have spin σi = ±1

Blume-Capel Model: sites have spin σi = ±1 or are vacant (σi = 0)

Blume-Emery-Griffiths Energy for the B-C model:

E = −∑〈i,j〉

σiσj − K(T )∑〈i,j〉

σ2i σ

2j

E interpreted as the sum over all sites of Nd − T (Nd + Ns), provided thatsubstituting

T = temperature↔ T = tolerance

makes sense...

J. Randon-Furling (SAMM, Paris Pantheon-Sorbonne) Urban-Segregation Models MASHS, Paris - Juin 2012 10 / 11

Page 24: URBAN-SEGREGATION MODELS (WITH A STATISTICAL-PHYSICS

Thanks

A General Framework: Schelling-Class Models

A common mathematical description for all variants of Schelling’s model?

agents of two types, A and B;

N sites joined by some edges;

σi = 1 (resp. −1) if site i occupied by an A (resp. B)-type agent, 0 if site i isvacant (NB the convenience of the product σiσj);

fraction of vacant sites: ρ = 1N

∑i (1− |σi |)

satisfaction si of agent at site i depends only on:

xi =

∑j∈∂i (|σiσj | − σiσj)

2∑

j∈∂i |σiσj |

J. Randon-Furling (SAMM, Paris Pantheon-Sorbonne) Urban-Segregation Models MASHS, Paris - Juin 2012 11 / 11

Page 25: URBAN-SEGREGATION MODELS (WITH A STATISTICAL-PHYSICS

Thanks

A General Framework: Schelling-Class Models

satisfaction si of agent at site i depends only on:

xi =

∑j∈∂i (|σiσj | − σiσj)

2∑

j∈∂i |σiσj |

write σ = (σ1, . . . , σN) for the state vector, and s = (s1, . . . , sN) for the satisfactionvector ; and write σ(i,j), s(i,j) for the new vectors resulting from interchanging i ↔ j .

J. Randon-Furling (SAMM, Paris Pantheon-Sorbonne) Urban-Segregation Models MASHS, Paris - Juin 2012 11 / 11

Page 26: URBAN-SEGREGATION MODELS (WITH A STATISTICAL-PHYSICS

Thanks

A General Framework: Schelling-Class Models

satisfaction si of agent at site i depends only on:

xi =

∑j∈∂i (|σiσj | − σiσj)

2∑

j∈∂i |σiσj |

write σ = (σ1, . . . , σN) for the state vector, and s = (s1, . . . , sN) for the satisfactionvector ; and write σ(i,j), s(i,j) for the new vectors resulting from interchanging i ↔ j .

specify transfer probabilities Tij(σ) (non decreasing in si and s(i,j)j ), with∑

i,j Ti,j = 1;

J. Randon-Furling (SAMM, Paris Pantheon-Sorbonne) Urban-Segregation Models MASHS, Paris - Juin 2012 11 / 11

Page 27: URBAN-SEGREGATION MODELS (WITH A STATISTICAL-PHYSICS

Thanks

A General Framework: Schelling-Class Models

satisfaction si of agent at site i depends only on:

xi =

∑j∈∂i (|σiσj | − σiσj)

2∑

j∈∂i |σiσj |

write σ = (σ1, . . . , σN) for the state vector, and s = (s1, . . . , sN) for the satisfactionvector ; and write σ(i,j), s(i,j) for the new vectors resulting from interchanging i ↔ j .

specify transfer probabilities Tij(σ) (non decreasing in si and s(i,j)j ), with∑

i,j Ti,j = 1;

write P(σ, t) for the probability of finding the system in state σ at time t;

J. Randon-Furling (SAMM, Paris Pantheon-Sorbonne) Urban-Segregation Models MASHS, Paris - Juin 2012 11 / 11

Page 28: URBAN-SEGREGATION MODELS (WITH A STATISTICAL-PHYSICS

Thanks

A General Framework: Schelling-Class Models

satisfaction si of agent at site i depends only on:

xi =

∑j∈∂i (|σiσj | − σiσj)

2∑

j∈∂i |σiσj |

write σ = (σ1, . . . , σN) for the state vector, and s = (s1, . . . , sN) for the satisfactionvector ; and write σ(i,j), s(i,j) for the new vectors resulting from interchanging i ↔ j .

specify transfer probabilities Tij(σ) (non decreasing in si and s(i,j)j ), with∑

i,j Ti,j = 1;

write P(σ, t) for the probability of finding the system in state σ at time t;

write the master equation for the corresponding dynamics:

P(σ, t + 1) =∑i,j

Tij(σ(i,j))P(σ(i,j), t),

J. Randon-Furling (SAMM, Paris Pantheon-Sorbonne) Urban-Segregation Models MASHS, Paris - Juin 2012 11 / 11

Page 29: URBAN-SEGREGATION MODELS (WITH A STATISTICAL-PHYSICS

Thanks

A General Framework: Schelling-Class Models

satisfaction si of agent at site i depends only on:

xi =

∑j∈∂i (|σiσj | − σiσj)

2∑

j∈∂i |σiσj |

write σ = (σ1, . . . , σN) for the state vector, and s = (s1, . . . , sN) for the satisfactionvector ; and write σ(i,j), s(i,j) for the new vectors resulting from interchanging i ↔ j .

specify transfer probabilities Tij(σ) (non decreasing in si and s(i,j)j ), with∑

i,j Ti,j = 1;

write P(σ, t) for the probability of finding the system in state σ at time t;

write the master equation for the corresponding dynamics:

P(σ, t + 1) =∑i,j

Tij(σ(i,j))P(σ(i,j), t),

measure segregation via:

x =number of edges between agents of opposite types

number of edges between agents of any type.

J. Randon-Furling (SAMM, Paris Pantheon-Sorbonne) Urban-Segregation Models MASHS, Paris - Juin 2012 11 / 11