Modeling and simulation of Japanese inter-firm network

A modeled Japanese inter-firm trading network is simulated to investigate phase transition structure in money transport. First, the network structure is calculated as a steady state in a stochastic process. Second, the money transport between the firms is estimated in terms of the gravity interaction model. A linear stability analysis is performed to detect the phase transition in the transport. Some of the phase transitions are accompanied by the significant changes in the sales of the several top firms.