Roberto da Silva
Current Organizations / Institutes
The organizations/institutes from the scholar's latest article
Research Subjects
Roberto da Silva has a total of 147 co-authors. Here are the top co-authors by number of shared publications:
- Jose Roberto Drugowich de Felicio
Departamento de Física e Matemática FFCLRP Universidade de São Paulo Avenida Bandeirantes 3900 014040-901 Ribeirão Preto São Paulo CEP Brazil
22 shared publications - Henrique Almeida Fernandes
Universidade Federal de Jataí
20 shared publications - Luis C. Lamb
Institute of Informatics, Federal University of Rio Grande do Sul, Porto Alegre, Brazil
11 shared publications - Eduardo Velasco Stock
Universidade Federal do Rio Grande do Sul
9 shared publications Gilson I. Wirth
Engenharia Elétrica, Universidade Federal do Rio Grande do Sul, Porto Alegre, Brazil
8 shared publicationsLucas Brusamarello
Informatics Institute, Federal University of Rio Grande do Sul, Av Bento Gonçalves, 9500, 91501-970 – Porto Alegre RS, Brasil
7 shared publications
Latest Publications
- Open Access
Does the Power-Law Advantage in the Tails Outweigh the Global q-Gaussian Description?
Financial markets are complex systems whose return distributions exhibit heavy tails, traditionally described by power laws. An alternative framework based on Tsallis nonextensive statistical mechanics allows both the central region and the tails of the distribution to be represented by a single q-Gaussian functional form. In this work, we systematically compare these two descriptions across different time scales, considering stock markets from Brazil and the United States, as well as traditional assets and cryptocurrencies. The q-Gaussian parameters are estimated using the method of moments ratio, whereas the power-law parameters are obtained by maximum likelihood estimation in the asymptotic region. The quality of the fits is assessed using goodness-of-fit measures, bootstrap resampling, and the Vuong test. When the analysis is restricted exclusively to the extreme tails, the power law generally provides a better description, as expected from the asymptotic power-law behavior of the q-Gaussian itself. However, this superiority is not sufficiently pronounced to outweigh the main advantage of the q-Gaussian: its ability to provide a consistent description of the entire distribution, including the central peak, bulk, and tails, over all investigated time scales. Moreover, the evolution of the parameter q offers a simple and direct characterization of aggregational Gaussianity and of the transition between heavy- and short-tailed statistical regimes, without requiring separate fits for different regions of the distribution. These results indicate that, although the power law remains particularly suitable for describing extreme events, the q-Gaussian provides a broader and more practical framework for characterizing the statistical evolution of financial returns.
Open AccessDoes the Power-Law Advantage in the Tails Outweigh the Global q-Gaussian Description?
Financial markets are complex systems whose return distributions exhibit heavy tails, traditionally described by power laws. An alternative framework based on Tsallis nonextensive statistical mechanics allows both the central region and the tails of the distribution to be represented by a single q-Gaussian functional form. In this work, we systematically compare these two descriptions across different time scales, considering stock markets from Brazil and the United States, as well as traditional assets and cryptocurrencies. The q-Gaussian parameters are estimated using the method of moments ratio, whereas the power-law parameters are obtained by maximum likelihood estimation in the asymptotic region. The quality of the fits is assessed using goodness-of-fit measures, bootstrap resampling, and the Vuong test. When the analysis is restricted exclusively to the extreme tails, the power law generally provides a better description, as expected from the asymptotic power-law behavior of the q-Gaussian itself. However, this superiority is not sufficiently pronounced to outweigh the main advantage of the q-Gaussian: its ability to provide a consistent description of the entire distribution, including the central peak, bulk, and tails, over all investigated time scales. Moreover, the evolution of the parameter q offers a simple and direct characterization of aggregational Gaussianity and of the transition between heavy- and short-tailed statistical regimes, without requiring separate fits for different regions of the distribution. These results indicate that, although the power law remains particularly suitable for describing extreme events, the q-Gaussian provides a broader and more practical framework for characterizing the statistical evolution of financial returns.
- Open Access
- 20 August 2026
- Published by Springer Nature in Scientific Reports
- Vol. 16 (1)
Crossover effects on the phase transitions phenomena translated by arborecences and spectral properties
- 20 August 2026
- Published by Springer Nature in Scientific Reports
- Vol. 16 (1)
Open AccessCrossover effects on the phase transitions phenomena translated by arborecences and spectral properties
- Open Access
- 15 May 2026
- Published by Elsevier in Physica A: Statistical Mechanics and its Applications
- Vol. 695
Phase diagrams of the YK surface-reaction model on 2D lattices with exchange diffusion
- 15 May 2026
- Published by Elsevier in Physica A: Statistical Mechanics and its Applications
- Vol. 695
Open AccessPhase diagrams of the YK surface-reaction model on 2D lattices with exchange diffusion
- 2 April 2026
- Published by American Physical Society (APS) in Physical Review E
- Vol. 113 (4) , 044301
Number of spanning trees as an indicator of critical phenomena: When Kirchhoff meets Ising
Visibility graphs are spatial interpretations of time series. When derived from the time evolution of physical systems, the graphs associated with such series may exhibit properties that can reflect aspects such as ergodicity, criticality, or other dynamical behaviors. It is important to describe how the criticality of a system is manifested in the structure of the corresponding graphs or, in a particular way, in the spectra of certain matrices constructed from them. In this paper, we show how the critical behavior of an Ising spin system manifests in the spectra of the adjacency and Laplacian matrices constructed from an ensemble of time evolutions simulated via Monte Carlo (MC) Markov chains, even for small systems and short MC steps. In particular, we show that the number of spanning trees-or its logarithm-which represents a kind of structural entropy or topological complexity here obtained from Kirchhoff's theorem, can, in an alternative way, describe the criticality of the spin system. These findings parallel those obtained from the spectra of correlation matrices, which similarly encode signatures of critical and chaotic behavior.
- 2 April 2026
- Published by American Physical Society (APS) in Physical Review E
- Vol. 113 (4) , 044301
Number of spanning trees as an indicator of critical phenomena: When Kirchhoff meets Ising
Visibility graphs are spatial interpretations of time series. When derived from the time evolution of physical systems, the graphs associated with such series may exhibit properties that can reflect aspects such as ergodicity, criticality, or other dynamical behaviors. It is important to describe how the criticality of a system is manifested in the structure of the corresponding graphs or, in a particular way, in the spectra of certain matrices constructed from them. In this paper, we show how the critical behavior of an Ising spin system manifests in the spectra of the adjacency and Laplacian matrices constructed from an ensemble of time evolutions simulated via Monte Carlo (MC) Markov chains, even for small systems and short MC steps. In particular, we show that the number of spanning trees-or its logarithm-which represents a kind of structural entropy or topological complexity here obtained from Kirchhoff's theorem, can, in an alternative way, describe the criticality of the spin system. These findings parallel those obtained from the spectra of correlation matrices, which similarly encode signatures of critical and chaotic behavior.
- Open Access
- 11 December 2025
- Published by MDPI AG in Publications
- Vol. 13 (4) , 66
Measuring Group Performance Fairly: The h-Group, Homogeneity, and the α-Index
Ranking research groups plays a crucial role in various contexts, such as ensuring the fair allocation of research grants, assigning projects, and evaluating journal editorial boards. In this paper, we analyze the distribution of h-indexes within research groups and propose a single metric to quantify their overall performance, termed the α-index. This index integrates two complementary aspects: the homogeneity of members’ h-indexes, captured by the Gini coefficient (g), and the h-group, an extension of the individual h-index to groups. By combining both uniformity and collective research output, the α-index provides a consistent and equitable metric for comparative evaluation, essentially calculated as the average relative h-group multiplied by and normalized by the maximum value of this quantity across all analyzed groups. We describe the full procedure for computing the index and its components and illustrate its application to computer science conferences, where program committees are compared through a resampling procedure that ensures fair comparisons across groups of different sizes. Additional results are presented for postgraduate programs, further demonstrating the method’s applicability. Correlation analyses are used to establish rankings; however, our primary goal is to recommend a fairer index that reduces deviations from those currently used by governmental agencies to evaluate conferences and graduate programs. The proposed approach offers a more nuanced assessment than simply averaging members’ h-indexes and can be applied broadly–for example, to university departments and research councils–contributing to a more equitable distribution of research funding, an issue of increasing importance.- 11 December 2025
- Published by MDPI AG in Publications
- Vol. 13 (4) , 66
Open AccessMeasuring Group Performance Fairly: The h-Group, Homogeneity, and the α-Index
Ranking research groups plays a crucial role in various contexts, such as ensuring the fair allocation of research grants, assigning projects, and evaluating journal editorial boards. In this paper, we analyze the distribution of h-indexes within research groups and propose a single metric to quantify their overall performance, termed the α-index. This index integrates two complementary aspects: the homogeneity of members’ h-indexes, captured by the Gini coefficient (g), and the h-group, an extension of the individual h-index to groups. By combining both uniformity and collective research output, the α-index provides a consistent and equitable metric for comparative evaluation, essentially calculated as the average relative h-group multiplied by and normalized by the maximum value of this quantity across all analyzed groups. We describe the full procedure for computing the index and its components and illustrate its application to computer science conferences, where program committees are compared through a resampling procedure that ensures fair comparisons across groups of different sizes. Additional results are presented for postgraduate programs, further demonstrating the method’s applicability. Correlation analyses are used to establish rankings; however, our primary goal is to recommend a fairer index that reduces deviations from those currently used by governmental agencies to evaluate conferences and graduate programs. The proposed approach offers a more nuanced assessment than simply averaging members’ h-indexes and can be applied broadly–for example, to university departments and research councils–contributing to a more equitable distribution of research funding, an issue of increasing importance. - Open Access
- 26 August 2025
- Published by Frontiers Media SA in Frontiers in Physics
- Vol. 13, 1648895
Mean-field and Monte Carlo analysis of multi-species agent dynamics
We propose a mean-field (MF) approximation as a recurrence relation governing the dynamics of species of particles on a square lattice. We simultaneously perform Monte Carlo (MC) simulations under identical initial conditions to emulate the intricate motion observed in environments such as subway corridors and scramble crossings in large cities. Each species moves according to transition probabilities influenced by its respective static floor field and the state of neighboring cells. To illustrate the methodology, we analyze statistical fluctuations in the spatial distribution for , , and and for different regimes of average density and biased movement. A numerical comparison is conducted to determine the best agreement between the MC simulations and the MF approximation considering a renormalization exponent that optimizes the fit between methods. Finally, we report a phenomenon we term “Gaussian-to-Gaussian” behavior, in which an initially normal distribution of particles becomes distorted due to interactions among same and opposing species, passes through a transient regime, and eventually returns to a Gaussian-like profile in the steady state, after multiple rounds of motion under periodic boundary conditions.- 26 August 2025
- Published by Frontiers Media SA in Frontiers in Physics
- Vol. 13, 1648895
Open AccessMean-field and Monte Carlo analysis of multi-species agent dynamics
We propose a mean-field (MF) approximation as a recurrence relation governing the dynamics of species of particles on a square lattice. We simultaneously perform Monte Carlo (MC) simulations under identical initial conditions to emulate the intricate motion observed in environments such as subway corridors and scramble crossings in large cities. Each species moves according to transition probabilities influenced by its respective static floor field and the state of neighboring cells. To illustrate the methodology, we analyze statistical fluctuations in the spatial distribution for , , and and for different regimes of average density and biased movement. A numerical comparison is conducted to determine the best agreement between the MC simulations and the MF approximation considering a renormalization exponent that optimizes the fit between methods. Finally, we report a phenomenon we term “Gaussian-to-Gaussian” behavior, in which an initially normal distribution of particles becomes distorted due to interactions among same and opposing species, passes through a transient regime, and eventually returns to a Gaussian-like profile in the steady state, after multiple rounds of motion under periodic boundary conditions. - 18 July 2025
- Published by Wiley in Journal of Computational Chemistry
- Vol. 46 (20) , e70182
Topology‐Induced Modifications in the Critical Behavior of the Yaldram–Khan Catalytic Reaction Model
In this work, we investigated how the use of complex networks as catalytic surfaces can affect the phase diagram of the Yaldram–Khan model, as well as how the order of the phase transitions present in the seminal work behaves when randomness is added to the model. The study was conducted by taking into consideration two well‐known random networks, the Erdős‐Rényi network (ERN), with its long‐range randomness, and the random geometric graph (RGG), with its spatially constrained randomness. We perform extensive steady‐state Monte Carlo simulations for , the NO dissociation rate, and show the behavior of the reactive window as a function of the average degree of the networks. Our results also show that, different from the ERN, which preserves the nature of the phase transitions of the original model for all considered average degrees, the RGG seems to have two second‐order phase transitions for small values of average degree.
- 18 July 2025
- Published by Wiley in Journal of Computational Chemistry
- Vol. 46 (20) , e70182
Topology‐Induced Modifications in the Critical Behavior of the Yaldram–Khan Catalytic Reaction Model
In this work, we investigated how the use of complex networks as catalytic surfaces can affect the phase diagram of the Yaldram–Khan model, as well as how the order of the phase transitions present in the seminal work behaves when randomness is added to the model. The study was conducted by taking into consideration two well‐known random networks, the Erdős‐Rényi network (ERN), with its long‐range randomness, and the random geometric graph (RGG), with its spatially constrained randomness. We perform extensive steady‐state Monte Carlo simulations for , the NO dissociation rate, and show the behavior of the reactive window as a function of the average degree of the networks. Our results also show that, different from the ERN, which preserves the nature of the phase transitions of the original model for all considered average degrees, the RGG seems to have two second‐order phase transitions for small values of average degree.
- Open Access
Mean-field and Monte Carlo Analysis of Multi-Species Dynamics of agents
We propose a mean-field (MF) approximation for the recurrence relation governing the dynamics of $m$ species of particles on a square lattice, and we simultaneously perform Monte Carlo (MC) simulations under identical initial conditions to emulate the intricate motion observed in environments such as subway corridors and scramble crossings in large cities. Each species moves according to transition probabilities influenced by its respective static floor field and the state of neighboring cells. To illustrate the methodology, we analyze statistical fluctuations in the spatial distribution for $m = 1$, $m = 2$, and $m = 4$ and for different regimes of average density and biased movement. A numerical comparison is conducted to determine the best agreement between the MC simulations and the MF approximation considering a renormalization exponent $β$ that optimizes the fit between methods. Finally, we report a phenomenon we term "Gaussian-to-Gaussian" behavior, in which an initially normal distribution of particles becomes distorted due to interactions among same and opposing species, passes through a transient regime, and eventually returns to a Gaussian-like profile in the steady state, after multiple rounds of motion under periodic boundary conditions.Open AccessMean-field and Monte Carlo Analysis of Multi-Species Dynamics of agents
We propose a mean-field (MF) approximation for the recurrence relation governing the dynamics of $m$ species of particles on a square lattice, and we simultaneously perform Monte Carlo (MC) simulations under identical initial conditions to emulate the intricate motion observed in environments such as subway corridors and scramble crossings in large cities. Each species moves according to transition probabilities influenced by its respective static floor field and the state of neighboring cells. To illustrate the methodology, we analyze statistical fluctuations in the spatial distribution for $m = 1$, $m = 2$, and $m = 4$ and for different regimes of average density and biased movement. A numerical comparison is conducted to determine the best agreement between the MC simulations and the MF approximation considering a renormalization exponent $β$ that optimizes the fit between methods. Finally, we report a phenomenon we term "Gaussian-to-Gaussian" behavior, in which an initially normal distribution of particles becomes distorted due to interactions among same and opposing species, passes through a transient regime, and eventually returns to a Gaussian-like profile in the steady state, after multiple rounds of motion under periodic boundary conditions. - Open Access
- 10 June 2025
- Published by Wolters Kluwer Health in Journal of Neuroscience Nursing
- Vol. 57 (4) , 152-157
Neuromonitoring in Neuroscience Nursing: Collaboration From the 2025 International Neuroscience Nursing Symposium
INTRODUCTION: Neuromonitoring enhances patient assessment in neuroscience nursing, yet its integration varies globally. At the 2025 International Neuroscience Nursing Research Symposium, nurses from 16 countries discussed the adoption of neuromonitoring devices. This proceedings article explores international perspectives on neuromonitoring use, barriers, and facilitators. METHODS: Participants summarized their country's neuromonitoring technology level, key facilitators and barriers to adoption, and devices with the greatest potential impact. RESULTS: Significant disparities exist in neuromonitoring accessibility. Developed countries frequently use continuous electroencephalography, intracranial pressure monitoring, and pupillometry, whereas lower-resource settings face financial and training limitations. Key facilitators include policy support, funding, and interdisciplinary training, whereas barriers include cost, limited resources, and competency gaps. CONCLUSION: Nurses worldwide recognize how neuromonitoring may improve outcomes. International collaboration, standardization of training, and technological advancements could help bridge disparities in access and implementation. Addressing systemic barriers and investing in education and policy support will enhance equitable neuromonitoring integration, ultimately improving neurological patient care across diverse healthcare settings.
- 10 June 2025
- Published by Wolters Kluwer Health in Journal of Neuroscience Nursing
- Vol. 57 (4) , 152-157
Open AccessNeuromonitoring in Neuroscience Nursing: Collaboration From the 2025 International Neuroscience Nursing Symposium
INTRODUCTION: Neuromonitoring enhances patient assessment in neuroscience nursing, yet its integration varies globally. At the 2025 International Neuroscience Nursing Research Symposium, nurses from 16 countries discussed the adoption of neuromonitoring devices. This proceedings article explores international perspectives on neuromonitoring use, barriers, and facilitators. METHODS: Participants summarized their country's neuromonitoring technology level, key facilitators and barriers to adoption, and devices with the greatest potential impact. RESULTS: Significant disparities exist in neuromonitoring accessibility. Developed countries frequently use continuous electroencephalography, intracranial pressure monitoring, and pupillometry, whereas lower-resource settings face financial and training limitations. Key facilitators include policy support, funding, and interdisciplinary training, whereas barriers include cost, limited resources, and competency gaps. CONCLUSION: Nurses worldwide recognize how neuromonitoring may improve outcomes. International collaboration, standardization of training, and technological advancements could help bridge disparities in access and implementation. Addressing systemic barriers and investing in education and policy support will enhance equitable neuromonitoring integration, ultimately improving neurological patient care across diverse healthcare settings.
- Open Access
Revisiting the Contact Model with Diffusion Beyond the Conventional Methods
The contact process is a nonequilibrium Hamiltonian model that, even in one dimension, lacks an exact solution and has been extensively studied via Monte Carlo simulations, both in steady-state and time-dependent scenarios. Although the effects of particle mobility and diffusion on criticality have been preliminarily explored, they remain poorly understood in many aspects. In this work, we examine how the critical rate of the model varies with the probability of particle mobility. By analyzing different stochastic evolutions of the system, we employ two modern approaches: (1) Random Matrix Theory (RMT): By building on the success of RMT, particularly Wishart-like matrices, in studying statistical physics of systems with up-down symmetry via magnetization dynamics [R. da Silva, IJMPC 2022], we demonstrate its applicability to models with an absorbing state; (2) Optimized Temporal Power Laws: By using short-time dynamics, we optimize power laws derived from ensemble-averaged evolutions of the system. Both methods consistently reveal that the critical rate decays with mobility according to a simple Belehradek function. Additionally, a straightforward mean-field analysis supports the decay of the critical parameter with mobility, although it predicts a simpler linear dependence. We also demonstrate that the more sophisticated pair approximation mean-field model developed by ben-Avraham and Köhler aligns closely with the Belehradek function, precisely matching our lattice simulation results.
Open AccessRevisiting the Contact Model with Diffusion Beyond the Conventional Methods
The contact process is a nonequilibrium Hamiltonian model that, even in one dimension, lacks an exact solution and has been extensively studied via Monte Carlo simulations, both in steady-state and time-dependent scenarios. Although the effects of particle mobility and diffusion on criticality have been preliminarily explored, they remain poorly understood in many aspects. In this work, we examine how the critical rate of the model varies with the probability of particle mobility. By analyzing different stochastic evolutions of the system, we employ two modern approaches: (1) Random Matrix Theory (RMT): By building on the success of RMT, particularly Wishart-like matrices, in studying statistical physics of systems with up-down symmetry via magnetization dynamics [R. da Silva, IJMPC 2022], we demonstrate its applicability to models with an absorbing state; (2) Optimized Temporal Power Laws: By using short-time dynamics, we optimize power laws derived from ensemble-averaged evolutions of the system. Both methods consistently reveal that the critical rate decays with mobility according to a simple Belehradek function. Additionally, a straightforward mean-field analysis supports the decay of the critical parameter with mobility, although it predicts a simpler linear dependence. We also demonstrate that the more sophisticated pair approximation mean-field model developed by ben-Avraham and Köhler aligns closely with the Belehradek function, precisely matching our lattice simulation results.