arXiv subjects

H. Eugene Stanley

Publications and source records attributed to H. Eugene Stanley.

At least 253 records · Page 14Linked to original sources

arXiv2002

Characterization of Sleep Stages by Correlations of Heartbeat Increments

We study correlation properties of the magnitude and the sign of the increments in the time intervals between successive heartbeats during light sleep, deep sleep, and REM sleep using the detrended fluctuation analysis method. We find short-range anticorrelations in the sign time series, which are strong during deep sleep, weaker during light sleep and even weaker during REM sleep. In contrast, we find long-range positive correlations in the magnitude time series, which are strong during REM sleep and weaker during light sleep. We observe uncorrelated behavior for the magnitude during deep sleep. Since the magnitude series relates to the nonlinear properties of the original time series, while the signs series relates to the linear properties, our findings suggest that the nonlinear properties of the heartbeat dynamics are more pronounced during REM sleep. Thus, the sign and the magnitude series provide information which is useful in distinguishing between the sleep stages.

cond-mat.stat-mech↗

arXiv2002

Multifractal detrended fluctuation analysis of nonstationary time series

We develop a method for the multifractal characterization of nonstationary time series, which is based on a generalization of the detrended fluctuation analysis (DFA). We relate our multifractal DFA method to the standard partition function-based multifractal formalism, and prove that both approaches are equivalent for stationary signals with compact support. By analyzing several examples we show that the new method can reliably determine the multifractal scaling behavior of time series. By comparing the multifractal DFA results for original series to those for shuffled series we can distinguish multifractality due to long-range correlations from multifractality due to a broad probability density function. We also compare our results with the wavelet transform modulus maxima (WTMM) method, and show that the results are equivalent.

physics.data-an↗

arXiv2002

Dynamics of Sleep-Wake Transitions During Sleep

We study the dynamics of the awakening during the night for healthy subjects and find that the wake and the sleep periods exhibit completely different behavior: the durations of wake periods are characterized by a scale-free power-law distribution, while the durations of sleep periods have an exponential distribution with a characteristic time scale. We find that the characteristic time scale of sleep periods changes throughout the night. In contrast, there is no measurable variation in the power-law behavior for the durations of wake periods. We develop a stochastic model which agrees with the data and suggests that the difference in the dynamics of sleep and wake states arises from the constraints on the number of microstates in the sleep-wake system.

cond-mat.stat-mech↗

arXiv2002

Beyond Blobs in Percolation Cluster Structure: The Distribution of 3-Blocks at the Percolation Threshold

The incipient infinite cluster appearing at the bond percolation threshold can be decomposed into singly-connected ``links'' and multiply-connected ``blobs.'' Here we decompose blobs into objects known in graph theory as 3-blocks. A 3-block is a graph that cannot be separated into disconnected subgraphs by cutting the graph at 2 or fewer vertices. Clusters, blobs, and 3-blocks are special cases of $k$-blocks with $k=1$, 2, and 3, respectively. We study bond percolation clusters at the percolation threshold on 2-dimensional square lattices and 3-dimensional cubic lattices and, using Monte-Carlo simulations, determine the distribution of the sizes of the 3-blocks into which the blobs are decomposed. We find that the 3-blocks have fractal dimension $d_3=1.2\pm 0.1$ in 2D and $1.15\pm 0.1$ in 3D. These fractal dimensions are significantly smaller than the fractal dimensions of the blobs, making possible more efficient calculation of percolation properties. Additionally, the closeness of the estimated values for $d_3$ in 2D and 3D is consistent with the possibility that $d_3$ is dimension independent. Generalizing the concept of the backbone, we introduce the concept of a ``$k$-bone'', which is the set of all points in a percolation system connected to $k$ disjoint terminal points (or sets of disjoint terminal points) by $k$ disjoint paths. We argue that the fractal dimension of a $k$-bone is equal to the fractal dimension of $k$-blocks, allowing us to discuss the relation between the fractal dimension of $k$-blocks and recent work on path crossing probabilities.

cond-mat.stat-mech↗

arXiv2002

Interplay Between Time-Temperature-Transformation and the Liquid-Liquid Phase Transition in Water

We study the TIP5P water model proposed by Mahoney and Jorgensen, which is closer to real water than previously-proposed classical pairwise additive potentials. We simulate the model in a wide range of deeply supercooled states and find (i) the existence of a non-monotonic ``nose-shaped'' temperature of maximum density line and a non-reentrant spinodal, (ii) the presence of a low temperature phase transition, (iii) the free evolution of bulk water to ice, and (iv) the time-temperature-transformation curves at different densities.

cond-mat.soft↗

arXiv2002

Non-Lévy Distribution of Commodity Price Fluctuations

Price fluctuations of commodities like cotton and wheat are thought to display probability distributions of returns that follow a Lévy stable distribution. Recent analysis of stocks and foreign exchange markets show that the probability distributions are not Lévy stable, a plausible result since commodity markets have quite different features than stock markets. We analyze daily returns of 29 commodities over typically 20 years and find that the distributions of returns decay as power laws with exponents $α$ which have values $α> 2$, outside the Lévy-stable domain. We also find that the amplitudes of the returns display long-range time correlations, like stocks, while the returns themselves are uncorrelated for time lags $\approx$ 2 days, much larger than for stocks ($\approx$ 4 min).

cond-mat.stat-mech↗

arXiv2002

Truncation of power law behavior in "scale-free" network models due to information filtering

We formulate a general model for the growth of scale-free networks under filtering information conditions--that is, when the nodes can process information about only a subset of the existing nodes in the network. We find that the distribution of the number of incoming links to a node follows a universal scaling form, i.e., that it decays as a power law with an exponential truncation controlled not only by the system size but also by a feature not previously considered, the subset of the network ``accessible'' to the node. We test our model with empirical data for the World Wide Web and find agreement.

cond-mat.stat-mech↗

arXiv2002

Dynamic Properties of Stretched Water

We investigate the dynamics of the extended simple point charge (SPC/E) model of water in the supercooled region. The dynamics at negative pressures show a minimum in the diffusion constant $D$ when the density is decreased at constant temperature, complementary to the known maximum of $D$ at higher pressures. A similar trend in the rotational diffusion is also observed.

cond-mat.stat-mech↗

arXiv2002

Translational and Rotational Diffusion in Stretched Water

We perform molecular dynamics simulations using the extended simple point charge SPC/E water model in order to investigate the dynamical behavior of supercooled-stretched water. We focus on the behavior of the translational diffusion coefficient, the orientational relaxation time, and the local hydrogen bond network. Decreasing density or pressure along an isothermal path, there is a mininum in the diffusion coefficient and a maximum in the orientational relaxation time, suggesting an initial enhancement and subsequent breakdown of the tetrahedral structure and of the hydrogen bond network as the density decreases. The analysis of the tetrahedral structure of the nearest neighbors help to clarify the relationship between the local structural changes and the system dynamics. We also find that the product of diffusion coefficient and relaxation time is nearly constant, indicating that the anomalous behavior observed in the rotational and translational diffusion arise from the same microscopic mechanism.

cond-mat.stat-mech↗

arXiv2002

Transitions between Inherent Structures in Water

The energy landscape approach has been useful to help understand the dynamic properties of supercooled liquids and the connection between these properties and thermodynamics. The analysis in numerical models of the inherent structure (IS) trajectories -- the set of local minima visited by the liquid -- offers the possibility of filtering out the vibrational component of the motion of the system on the potential energy surface and thereby resolving the slow structural component more efficiently. Here we report an analysis of an IS trajectory for a widely-studied water model, focusing on the changes in hydrogen bond connectivity that give rise to many IS separated by relatively small energy barriers. We find that while the system \emph{travels} through these IS, the structure of the bond network continuously modifies, exchanging linear bonds for bifurcated bonds and usually reversing the exchange to return to nearly the same initial configuration. For the 216 molecule system we investigate, the time scale of these transitions is as small as the simulation time scale ($\approx 1$ fs). Hence for water, the transitions between each of these IS is relatively small and eventual relaxation of the system occurs only by many of these transitions. We find that during IS changes, the molecules with the greatest displacements move in small ``clusters'' of 1-10 molecules with displacements of $\approx 0.02-0.2$ nm, not unlike simpler liquids. However, for water these clusters appear to be somewhat more branched than the linear ``string-like'' clusters formed in a supercooled Lennar d-Jones system found by Glotzer and her collaborators.

cond-mat.soft↗

arXiv2001

Scaling of Cluster and Backbone Mass Between Two Lines in 3d Percolation

We consider the cluster and backbone mass distributions between two lines of arbitrary orientations and lengths in porous media in three dimensions, and model the porous media by bond percolation at the percolation threshold $p_c$. We observe that for many geometrical configurations the mass probability distribution presents power law behavior. We determine how the characteristic mass of the distribution scales with such geometrical parameters as the line length, w, the minimal distance between lines, r, and the angle between the lines, $θ$. The fractal dimensions of both the cluster and backbone mass are independent of w, r, and $θ$. The slope of the power law regime of the cluster mass is unaffected by changes in these three variables. However, the slope of the power law regime of the backbone mass distribution is dependent upon $θ$. The characteristic mass of the cluster also depends upon $θ$, but the characteristic backbone mass is only weakly affected by $θ$. We propose new scaling functions that reproduce the $θ$ dependence of the characteristic mass found in the simulations.

cond-mat.stat-mech↗

arXiv2001

Symmetry Breaking in Stock Demand

Scale-free distributions and correlation functions found in financial data are reminiscent of the scale invariance of physical observables in the vicinity of a critical point. Here, we present empirical evidence for a transition phenomenon, accompanied by a symmetry breaking, in the investors' demand for stocks. We study the volume imbalance $Ω$ -- difference between the number of shares traded in buyer-initiated and seller-initiated trades in a time interval $Δt$ -- conditioned on $Σ$ which is defined as the local first moment of $Ω$ in $Δt$. We find that the conditional distribution $P(Ω| Σ)$ undergoes a qualitative change in behavior as $Σ$ increases beyond a critical threshold $Σ_c$. For $Σ<Σ_c$, $P(Ω|Σ)$ displays a maximum at $Ω=0$, i.e., trades in $Δt$ are equally likely to be buyer initiated or seller initiated. For $Σ> Σ_c$, $Ω=0$ becomes a local minimum and two new maxima $Ω_{+}$ and $Ω_{-}$ appear at non-zero values of $Ω$, i.e., trades in $Δt$ are either predominantly buyer initiated or predominantly seller initiated. We interpret these results using a Langevin equation with multiplicative noise.

cond-mat.stat-mech↗

arXiv2001

Glassy behavior of a homopolymer from molecular dynamics simulations

We study at- and out-of-equilibrium dynamics of a single homopolymer chain at low temperature using molecular dynamics simulations. The main quantities of interest are the average root mean square displacement of the monomers below the theta point, and the structure factor, as a function of time. The observation of these quantities show a close resemblance to those measured in structural glasses and suggest that the polymer chain in its low temperature phase is in a glassy phase, with its dynamics dominated by traps. In equilibrium, at low temperature, we observe the trapping of the monomers and a slowing down of the overall motion of the polymer as well as non-exponential relaxation of the structure factor. In out-of-equilibrium, at low temperatures, we compute the two-time quantities and observe breaking of ergodicity in a range of waiting times, with the onset of aging.

cond-mat.soft↗

arXiv2001

Configuration space connectivity across the fragile to strong transition in silica

We present a numerical analysis for SiO_2 of the fraction of diffusive direction f_diff for temperatures T on both sides of the fragile-to-strong crossover. The T-dependence of f_diff clearly reveals this change in dynamical behavior. We find that for T above the crossover (fragile region) the system is always close to ridges of the potential energy surface (PES), while below the crossover (strong region), the system mostly explores the PES local minima. Despite this difference, the power law dependence of f_diff on the diffusion constant, as well as the power law dependence of f_diff on the configurational entropy, shows no change at the fragile to strong crossover.

cond-mat.soft↗

arXiv2001

Quantifying Stock Price Response to Demand Fluctuations

We address the question of how stock prices respond to changes in demand. We quantify the relations between price change $G$ over a time interval $Δt$ and two different measures of demand fluctuations: (a) $Φ$, defined as the difference between the number of buyer-initiated and seller-initiated trades, and (b) $Ω$, defined as the difference in number of shares traded in buyer and seller initiated trades. We find that the conditional expectations $ _Ω$ and $ _Φ$ of price change for a given $Ω$ or $Φ$ are both concave. We find that large price fluctuations occur when demand is very small --- a fact which is reminiscent of large fluctuations that occur at critical points in spin systems, where the divergent nature of the response function leads to large fluctuations.

cond-mat.stat-mech↗

arXiv2001

The Web of Human Sexual Contacts

Many ``real-world'' networks are clearly defined while most ``social'' networks are to some extent subjective. Indeed, the accuracy of empirically-determined social networks is a question of some concern because individuals may have distinct perceptions of what constitutes a social link. One unambiguous type of connection is sexual contact. Here we analyze data on the sexual behavior of a random sample of individuals, and find that the cumulative distributions of the number of sexual partners during the twelve months prior to the survey decays as a power law with similar exponents $α\approx 2.4$ for females and males. The scale-free nature of the web of human sexual contacts suggests that strategic interventions aimed at preventing the spread of sexually-transmitted diseases may be the most efficient approach.

cond-mat.stat-mech↗

arXiv2001

Behavioral-Independent Features of Complex Heartbeat Dynamics

We test whether the complexity of cardiac interbeat interval time series is simply a consequence of the wide range of scales characterizing human behavior, especially physical activity, by analyzing data taken from healthy adult subjects under three conditions with controls: (i) a ``constant routine'' protocol where physical activity and postural changes are kept to a minimum, (ii) sympathetic blockade, and (iii) parasympathetic blockade. We find that when fluctuations in physical activity and other behavioral modifiers are minimized, a remarkable level of complexity of heartbeat dynamics remains, while for neuroautonomic blockade the multifractal complexity decreases.

cond-mat.stat-mech↗

arXiv2001

Effect of Trends on Detrended Fluctuation Analysis

Detrended fluctuation analysis (DFA) is a scaling analysis method used to estimate long-range power-law correlation exponents in noisy signals. Many noisy signals in real systems display trends, so that the scaling results obtained from the DFA method become difficult to analyze. We systematically study the effects of three types of trends -- linear, periodic, and power-law trends, and offer examples where these trends are likely to occur in real data. We compare the difference between the scaling results for artificially generated correlated noise and correlated noise with a trend, and study how trends lead to the appearance of crossovers in the scaling behavior. We find that crossovers result from the competition between the scaling of the noise and the ``apparent'' scaling of the trend. We study how the characteristics of these crossovers depend on (i) the slope of the linear trend; (ii) the amplitude and period of the periodic trend; (iii) the amplitude and power of the power-law trend and (iv) the length as well as the correlation properties of the noise. Surprisingly, we find that the crossovers in the scaling of noisy signals with trends also follow scaling laws -- i.e. long-range power-law dependence of the position of the crossover on the parameters of the trends. We show that the DFA result of noise with a trend can be exactly determined by the superposition of the separate results of the DFA on the noise and on the trend, assuming that the noise and the trend are not correlated. If this superposition rule is not followed, this is an indication that the noise and the superimposed trend are not independent, so that removing the trend could lead to changes in the correlation properties of the noise.

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