The role of time scale separation in a nonequilibrium roughening transition

In this work we analyze the role of time scale separation between the external driving and the avalanche relaxation dynamics in a one-dimensional model of propagation of innovations among economic agents. When the time scales are separated the model presents a nonequilibrium roughening transition. We show that when avalanche overlapping is permitted, only a rough phase is observed.     

Dynamic exponent in extremal models of pinning

The depinning transition of a front moving in a time-independent random potential is studied. The temporal development of the overall roughness w(L,t) of an initially flat front, , is the classical means to have access to the dynamic exponent. However, in the case of front propagation in quenched disorder via extremal dynamics, we show that the initial increase in front roughness implies an extra dependence over the system size which comes from the fact that the activity is essentially localized in a narrow region of space. We propose an analytic expression for the exponent and confirm this for different models (crack front propagation, Edwards-Wilkinson model in a quenched noise etc.). Received 27 August 1999     

Clusters in an assembly of globally coupled bistable oscillators

We study the dynamics of an assembly of globally coupled bistable elements. We show that bistability of elements results in some new features of clustering in the assembly when there is global coupling. We provide conditions for the existence of stable amplitude-phase clusters and splay-phase states. Received 12 June 1998 and Received in final form 30 November 1998     

Spike-burst and other oscillations in a system composed of two coupled, drastically different elements

The dynamics of a system composed of two nonlinearly coupled, drastically different nonlinear and eventually oscillatory elements is studied. The rich variety of attractors of the system is studied with the help of phase space analysis and Poincare maps. Received 19 March 1999 and Received in final form 1 November 1999     

Model for DNA hairpin denaturation

We investigate the thermal denaturation of DNA hairpins using molecular dynamics simulations of a simple model describing the molecule at a scale of a nucleotide. The model allows us to analyze the different interacting features that determine how an hairpin opens, such as the role of the loop and the properties intrinsic to the stem.     

Dynamics of a single peak of the Rosensweig instability in a magnetic fluid

To describe the dynamics of a single peak of the Rosensweig instability a model is proposed which approximates the peak by a half-ellipsoid atop a layer of magnetic fluid. The resulting nonlinear equation for the height of the peak leads to the correct subcritical character of the bifurcation for static induction. For a time-dependent induction the effects of inertia and damping are incorporated. The results of the model show qualitative agreement with the experimental findings, as in the appearance of period doubling, trebling, and higher multiples of the driving period. Furthermore, a quantitative agreement is also found for the parameter ranges of frequency and induction in which these phenomena occur.     

Lyapunov exponent, generalized entropies and fractal dimensions of hot drops

We calculate the maximal Lyapunov exponent, the generalized entropies, the asymptotic distance between nearby trajectories and the fractal dimensions for a finite two-dimensional system at different initial excitation energies. We show that these quantities have a maximum at about the same excitation energy. The presence of this maximum indicates the transition from a chaotic regime to a more regular one. In the chaotic regime the system is composed mainly of a liquid drop while the regular one corresponds to almost freely flowing particles and small clusters. At the transitional excitation energy the fractal dimensions are similar to those estimated from the Fisher model for a liquid-gas phase transition at the critical point. Received: 16 March 2001 / Accepted: 12 July 2001     

A cellular automata model for highway traffic

We present results relative to a simple cellular automata model without periodic boundary conditions for an highway with on-ramps. Simulations performed with this model reproduce experimental phenomena observed in traffic such as free flow, synchronized flow, congested flow, lane inversion, forward and backward propagating waves. On-ramps play the important role of nucleation points for the dynamic features of traffic. Received 4 February 2000 and Received in final form 5 May 2000     

Numerical study of the oscillatory convergence to the attractor at the edge of chaos

This paper compares three different types of “onset of chaos” in the logistic and generalized logistic map: the Feigenbaum attractor at the end of the period doubling bifurcations; the tangent bifurcation at the border of the period three window; the transition to chaos in the generalized logistic with inflection 1/2 (x_n+1 = 1-μx_n^1/2), in which the main bifurcation cascade, as well as the bifurcations generated by the periodic windows in the chaotic region, collapse in a single point. The occupation number and the Tsallis entropy are studied. The different regimes of convergence to the attractor, starting from two kinds of far-from-equilibrium initial conditions, are distinguished by the presence or absence of log-log oscillations, by different power-law scalings and by a gap in the saturation levels. We show that the escort distribution implicit in the Tsallis entropy may tune the log-log oscillations or the crossover times.     

Precise (m,k)-Zipf diagram analysis of mathematical and financial time series when m=6, k=2

For studying short-range time correlations in financial signals, we have envisaged to combine the Zipf method and the i-variability diagrams (VD) as useful tools. The 2-VD describes the local curvature short-range correlations. We have resulted into ranking the 2-VD data according to their frequency of occurrence. After having tested the ideas and estimated the error bars on a Brownian motion signal, we have examined two stocks, i.e. SGP and OXHP closing price and volume of transaction long series. A precise (m,k)-Zipf diagram analysis when m=6, k=2 has been shown to lead to a non-immediate information on the signal behavior, even taking into account error bars. The set of curvatures (translated into “words”) indicates a Brownian motion-like set for the closing price local curvature of such signals over a 6 day span. Moreover, it has been shown that the conjecture about a simple relationship between the Hurst exponent H and the ζ exponent of Zipf plots does not seem to be substantiated here.     

Multi-affinity and multi-fractality in systems of chaotic elements with long-wave forcing

Multi-scaling properties in quasi-continuous arrays of chaotic maps driven by long-wave random force are studied. The spatial pattern of the amplitude X(x,t) is characterized by multi-affinity, while the field defined by its coarse-grained spatial derivative exhibits multi-fractality. The strong behavioral similarity of the X- and Y-fields respectively to the velocity and energy dissipation fields in fully-developed fluid turbulence is remarkable, still our system is unique in that the scaling exponents are parameter-dependent and exhibit nontrivial q-phase transitions. A theory based on a random multiplicative process is developed to explain the multi-affinity of the X-field, and some attempts are made towards the understanding of the multi-fractality of the Y-field. Received 16 November 1998     

Vehicular motion in counter traffic flow through a series of signals controlled by a phase shift

We study the dynamical behavior of counter traffic flow through a sequence of signals (traffic lights) controlled by a phase shift. There are two lanes for the counter traffic flow: the first lane is for east-bound vehicles and the second lane is for west-bound vehicles. The green-wave strategy is studied in the counter traffic flow where the phase shift of signals in the second lane has opposite sign to that in the first lane. A nonlinear dynamic model of the vehicular motion is presented by nonlinear maps at a low density. There is a distinct difference between the traffic flow in the first lane and that in the second lane. The counter traffic flow exhibits very complex behavior on varying the cycle time, the phase difference, and the split. Also, the fundamental diagram is derived by the use of the cellular automaton (CA) model. The dependence of east-bound and west-bound vehicles on cycle time, phase difference, and density is clarified.     

Driver choice compared to controlled diversion for a freeway double on-ramp in the framework of three-phase traffic theory

Two diversion schemes that apportion demand between two on-ramps to reduce congestion and improve throughput on a freeway are analyzed. In the first scheme, drivers choose to merge or to divert to a downstream on-ramp based on information about average travel times for the two routes: (1) merge and travel on the freeway or (2) divert and travel on a surface street with merging downstream. The flow, rate of merging at the ramps, and the travel times oscillate strongly, but irregularly, due to delayed feedback. In the second scheme, diversion is controlled by the average mainline velocities just upstream of the on-ramps. Driver choice is not involved. If the average upstream velocity on the mainline drops below a predetermined value (20 m/s) vehicles are diverted to the downstream ramp. When the average mainline velocity downstream becomes too low, diversion is no longer permitted. The resultant oscillations in this scheme are nearly periodic. The period is dominated by the response time of the mainline to interruption of merging rather than delayed feedback, which contributes only a minor component linear in the distance separating the on-ramps. In general the second scheme produces more effective congestion reduction and greater throughput. Also the travel times for on-ramp drivers are less than that obtained by drivers who attempt to minimize their own travel times (first scheme). The simulations are done using the Kerner-Klenov stochastic three-phase theory of traffic [B.S. Kerner, S.L. Klenov, Phys. Rev. E 68 (2003) 036130].     

Improved visibility graph fractality with application for the diagnosis of Autism Spectrum Disorder

Recently, the visibility graph (VG) algorithm was proposed for mapping a time series to a graph to study complexity and fractality of the time series through investigation of the complexity of its graph. The visibility graph algorithm converts a fractal time series to a scale-free graph. VG has been used for the investigation of fractality in the dynamic behavior of both artificial and natural complex systems. However, robustness and performance of the power of scale-freeness of VG (PSVG) as an effective method for measuring fractality has not been investigated. Since noise is unavoidable in real life time series, the robustness of a fractality measure is of paramount importance. To improve the accuracy and robustness of PSVG to noise for measurement of fractality of time series in biological time-series, an improved PSVG is presented in this paper. The proposed method is evaluated using two examples: a synthetic benchmark time series and a complicated real life Electroencephalograms (EEG)-based diagnostic problem, that is distinguishing autistic children from non-autistic children. It is shown that the proposed improved PSVG is less sensitive to noise and therefore more robust compared with PSVG. Further, it is shown that using improved PSVG in the wavelet-chaos neural network model of Adeli and c-workers in place of the Katz fractality dimension results in a more accurate diagnosis of autism, a complicated neurological and psychiatric disorder.     

A neural network model composed of two-state and three-state neurons

A neural network model composed of two-state (1 and -1) and three-state (1, 0 and -1) neurons is proposed. The two-state neurons are connected with the three-state ones only and vice versa. We derive dynamic equations for the model under the assumption of non-symmetrical dilution of connections. A zero-noise phase diagram is obtained and a region in which two fixed point solutions can coexist is found. Basins of attraction for the solutions are also investigated. Received 26 October 1998 and Received in final form 12 February 1999     

Info-quantifiers’ map-characterization revisited

We highlight the potentiality of a special Information Theory (IT) approach in order to unravel the intricacies of nonlinear dynamics, the methodology being illustrated with reference to the logistic map. A rather surprising dynamic feature→plane-topography map becomes available.     

Phase characterization of experimental gas-liquid two-phase flows

We propose a method to characterize and distinguish flow patterns in experimental two-phase (e.g., gas-liquid) flows. The basic idea is to calculate the instantaneous phase from the signal and to extract scaling behaviors associated with the phase fluctuations. The effectiveness of the method is demonstrated and its applicability is articulated.     

The topological non-connectivity threshold in quantum long-range interacting spin systems

Quantum characteristics of the Topological Non-connectivity Threshold (TNT), introduced in [F. Borgonovi, G.L. Celardo, M. Maianti, E. Pedersoli, J. Stat. Phys. 116, 516 (2004)], have been analyzed in the hard quantum regime. New interesting perspectives in term of the possibility to study the intriguing quantum-classical transition through Macroscopic Quantum Tunneling have been addressed.