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Ludovico Minati

Publications and source records attributed to Ludovico Minati.

18 recordsLinked to original sources

Quantum reservoir computing for predicting and characterizing chaotic maps

Quantum reservoir computing has emerged as a promising paradigm for harnessing quantum systems to process temporal data efficiently by bypassing the costly training of gradient-based learning methods. Here, we demonstrate the capability of this approach to predict and characterize chaotic dynamics in discrete nonlinear maps, exemplified through the logistic and Hénon maps. While achieving excellent predictive accuracy, we also demonstrate the optimization of training hyperparameters of the quantum reservoir based on the properties of the underlying map, thus paving the way for efficient forecasting with other discrete and continuous time-series data. Using closed-loop prediction of distant future steps, our protocol discriminates between chaotic and nonchaotic phases without prior knowledge of the underlying map or the nature of the time series. Furthermore, the framework exhibits robustness against decoherence when trained in situ and shows insensitivity to reservoir Hamiltonian variations as well as robustness to finite-sampling error. These results highlight quantum reservoir computing as a scalable and noise-resilient tool for modeling complex dynamical systems, with immediate applicability in near-term quantum hardware.

quant-ph

A Dynamical Microscope for Multivariate Oscillatory Signals: Validating Regime Recovery on Shared Manifolds

Multivariate oscillatory signals from complex systems often exhibit non-stationary dynamics and metastable regime structure, making dynamical interpretation challenging. We introduce a ``dynamical microscope'' framework that converts multichannel signals into circular phase--amplitude features, learns a data-driven latent trajectory representation with an autoencoder, and quantifies dynamical regimes through trajectory geometry and flow field metrics. Using a coupled Stuart--Landau oscillator network with topology-switching as ground-truth validation, we demonstrate that the framework recovers differences in dynamical laws even when regimes occupy overlapping regions of state space. Group differences can be expressed as changes in latent trajectory speed, path geometry, and flow organization on a shared manifold, rather than requiring discrete state separation. Speed and explored variance show strong regime discriminability ($η^2 > 0.5$), while some metrics (e.g., tortuosity) capture trajectory geometry orthogonal to topology contrasts. The framework provides a principled approach for analyzing regime structure in multivariate time series from neural, physiological, or physical systems.

q-bio.NC

Redundant and synergistic interactions in a complex network of single-transistor electronic chaotic oscillators and in neurophysiological recordings

Complex networks often exhibit emergent behaviors, where simple dyadic interactions yield collective dynamics that cannot be explained by examining the system's units individually or in pairs. Understanding how redundant and synergistic interaction emerges from elementary connectivity patterns is important in characterizing the behavior of physical, biological, and engineering systems. In this study, the information-theoretic framework of Partial Information Decomposition (PID) is employed to investigate how pairs of signals measured at the nodes of large network systems contribute individually and in cooperation with each other to determine the overall state of the network. The analyzed systems are networks of numerically simulated Roessler oscillators and physical single-transistor electronic chaotic oscillators, reproducing purely pairwise and symmetric links in biological neuronal cultures, and cortical electroencephalographic networks assessed in humans. In the two settings, PID was extensively applied to decompose the information brought by pairs of signals to the overall state of the system, assessed respectively as the dynamic regime (from asynchronous chaos to synchronization) and the subject condition (open vs. closed eyes). Our approach highlights the coexistence of redundant and synergistic interplay in determining the effect of the pairwise dynamics on the system's state. Specifically, we demonstrate how, in a highly synchronized system, where units act following overlapped redundant behaviors, their joint consideration helps determine the system's state though their synergistic interactions. Our findings reveal the emergence of non-trivial behaviors in networked system based on pairwise connections and straightforward neural states, highlighting the need for using appropriate analytical tools to capture complex phenomena.

nlin.CD

A Method for the Time-Frequency Analysis of High-Order Interactions in Non-Stationary Physiological Networks

Several data-driven approaches based on information theory have been proposed for analyzing high-order interactions involving three or more components of a network system. Most of these methods are defined only in the time domain and rely on the assumption of stationarity in the underlying dynamics, making them inherently unable to detect frequency-specific behaviors and track transient functional links in physiological networks. This study introduces a new framework which enables the time-varying and time-frequency analysis of high-order interactions in network of random processes through the spectral representation of vector autoregressive models. The time- and frequency-resolved analysis of synergistic and redundant interactions among groups of processes is ensured by a robust identification procedure based on a recursive least squares estimator with a forgetting factor. Validation on simulated networks illustrates how the time-frequency analysis is able to highlight transient synergistic behaviors emerging in specific frequency bands which cannot be detected by time-domain stationary analyses. The application on brain evoked potentials in rats elicits the presence of redundant information timed with whisker stimulation and mostly occurring in the contralateral hemisphere. The proposed framework enables a comprehensive time-varying and time-frequency analysis of the hierarchical organization of dynamic networks. As our approach goes beyond pairwise interactions, it is well suited for the study of transient high-order behaviors arising during state transitions in many network systems commonly studied in physiology, neuroscience and other fields.

stat.AP

A double explosive Kuramoto transition in hypergraphs

This study aims to develop a generalised concept that will enable double explosive transitions in the forward and backward directions or a combination thereof. We found two essential factors for generating such phase transitions: the use of higher-order (triadic) interactions and the partial adaptation of a global order parameter acting on the triadic coupling. A compromise between the two factors may result in a double explosive transition. To reinforce numerical observations, we employed the Ott--Antonsen ansatz. We observed that for a wide class of hypergraphs, combining two elements can result in a double explosive transition.

nlin.AO

Periodic systems have new classes of synchronization stability

The Master Stability Function is a robust and useful tool for determining the conditions of synchronization stability in a network of coupled systems. While a comprehensive classification exists in the case in which the nodes are chaotic dynamical systems, its application to periodic systems has been less explored. By studying several well-known periodic systems, we establish a comprehensive framework to understand and classify their properties of synchronizability. This allows us to define five distinct classes of synchronization stability, including some that are unique to periodic systems. Specifically, in periodic systems, the Master Stability Function vanishes at the origin, and it can therefore display behavioral classes that are not achievable in chaotic systems, where it starts, instead, at a strictly positive value. Moreover, our results challenge the widely-held belief that periodic systems are easily put in a stable synchronous state, showing, instead, the common occurrence of a lower threshold for synchronization stability.

cond-mat.stat-mech

A taxonomy for generalized synchronization between flat-coupled systems

Generalized synchronization is plausibly the most complex form of synchronization. Previous studies have revealed the existence of weak or strong forms of generalized synchronization depending on the multi- or mono-valued nature of the mapping between the attractors of two unidirectionally-coupled systems. Generalized synchronization is here obtained by coupling two systems with a flat control law. Here, we demonstrate that the corresponding first-return maps can be topologically conjugate in some cases. Conversely, the response map can foliated while the drive map is not. We describe the corresponding types of generalized synchronization, explicitly focusing on the influence of the coupling strength when significantly different dimensions or dissipation properties characterize the coupled systems. A taxonomy of generalized synchronization based on these properties is proposed.

nlin.CD

Multiscale characteristics of the emerging global cryptocurrency market

The review introduces the history of cryptocurrencies, offering a description of the blockchain technology behind them. Differences between cryptocurrencies and the exchanges on which they are traded have been shown. The central part surveys the analysis of cryptocurrency price changes on various platforms. The statistical properties of the fluctuations in the cryptocurrency market have been compared to the traditional markets. With the help of the latest statistical physics methods the non-linear correlations and multiscale characteristics of the cryptocurrency market are analyzed. In the last part the co-evolution of the correlation structure among the 100 cryptocurrencies having the largest capitalization is retraced. The detailed topology of cryptocurrency network on the Binance platform from bitcoin perspective is also considered. Finally, an interesting observation on the Covid-19 pandemic impact on the cryptocurrency market is presented and discussed: recently we have witnessed a "phase transition" of the cryptocurrencies from being a hedge opportunity for the investors fleeing the traditional markets to become a part of the global market that is substantially coupled to the traditional financial instruments like the currencies, stocks, and commodities. The main contribution is an extensive demonstration that structural self-organization in the cryptocurrency markets has caused the same to attain complexity characteristics that are nearly indistinguishable from the Forex market at the level of individual time-series. However, the cross-correlations between the exchange rates on cryptocurrency platforms differ from it. The cryptocurrency market is less synchronized and the information flows more slowly, which results in more frequent arbitrage opportunities. The methodology used in the review allows the latter to be detected, and lead-lag relationships to be discovered.

q-fin.ST

Node differentiation dynamics along the route to synchronization in complex networks

Synchronization has been the subject of intense research during decades mainly focused on determining the structural and dynamical conditions driving a set of interacting units to a coherent state globally stable. However, little attention has been paid to the description of the dynamical development of each individual networked unit in the process towards the synchronization of the whole ensemble. In this paper, we show how in a network of identical dynamical systems, nodes belonging to the same degree class differentiate in the same manner visiting a sequence of states of diverse complexity along the route to synchronization independently on the global network structure. In particular, we observe, just after interaction starts pulling orbits from the initially uncoupled attractor, a general reduction of the complexity of the dynamics of all units being more pronounced in those with higher connectivity. In the weak coupling regime, when synchronization starts to build up, there is an increase in the dynamical complexity whose maximum is achieved, in general, first in the hubs due to their earlier synchronization with the mean field. For very strong coupling, just before complete synchronization, we found a hierarchical dynamical differentiation with lower degree nodes being the ones exhibiting the largest complexity departure. We unveil how this differentiation route holds for several models of nonlinear dynamics including toroidal chaos and how it depends on the coupling function. This study provides new insights to understand better strategies for network identification and control or to devise effective methods for network inference.

nlin.AO

An information-theoretic framework to measure the dynamic interaction between neural spike trains

Understanding the interaction patterns among simultaneous recordings of spike trains from multiple neuronal units is a key topic in neuroscience. However, an optimal approach of assessing these interactions has not been established, as existing methods either do not consider the inherent point process nature of spike trains or are based on parametric assumptions that may lead to wrong inferences if not met. This work presents a framework, grounded in the field of information dynamics, for the model-free, continuous-time estimation of both undirected (symmetric) and directed (causal) interactions between pairs of spike trains. The framework decomposes the overall information exchanged dynamically between two point processes X and Y as the sum of the dynamic mutual information (dMI) between the histories of X and Y, plus the transfer entropy (TE) along the directions X->Y and Y->X. Building on recent work which derived theoretical expressions and consistent estimators for the TE in continuous time, we develop algorithms for estimating efficiently all measures in our framework through nearest neighbor statistics. These algorithms are validated in simulations of independent and coupled spike train processes, showing the accuracy of dMI and TE in the assessment of undirected and directed interactions even for weakly coupled and short realizations, and proving the superiority of the continuous-time estimator over the discrete-time method. Then, the usefulness of the framework is illustrated in a real data scenario of recordings from in-vitro preparations of spontaneously-growing cultures of cortical neurons, where we show the ability of dMI and TE to identify how the networks of undirected and directed spike train interactions change their topology through maturation of the neuronal cultures.

q-bio.NC

A Generic Rotating-Frame-Based Approach to Chaos Generation in Nonlinear MEMS NEMS Resonators

This work provides a low-power method for chaos generation which is generally applicable to nonlinear M/NEMS resonators. The approach taken is independent of the material, scale, design, and actuation of the device in question; it simply assumes a good quality factor and a Duffing type nonlinearity, features that are commonplace to M/NEMS resonators. The approach models the rotating-frame dynamics to analytically constrain the parameter space required for chaos generation. By leveraging these common properties of M/NEMS devices, a period-doubling route to chaos is generated using an order-of-magnitude smaller forcing than typically reported in the literature.

cond-mat.mes-hall

Wavelet-based discrimination of isolated singularities masquerading as multifractals in detrended fluctuation analyses

The robustness of two widespread multifractal analysis methods, one based on detrended fluctuation analysis and one on wavelet leaders, is discussed in the context of time-series containing non-uniform structures with only isolated singularities. Signals generated by simulated and experimentally-realized chaos generators, together with synthetic data addressing particular aspects, are taken into consideration. The results reveal essential limitations affecting the ability of both methods to correctly infer the non-multifractal nature of signals devoid of a cascade-like hierarchy of singularities. Namely, signals harboring only isolated singularities are found to artefactually give rise to broad multifractal spectra, resembling those expected in the presence of a well-developed underlying multifractal structure. Hence, there is a real risk of incorrectly inferring multifractality due to isolated singularities. The careful consideration of local scaling properties and the distribution of Hölder exponent obtained, for example, through wavelet analysis, is indispensable for rigorously assessing the presence or absence of multifractality.

physics.data-an

Competition of noise and collectivity in global cryptocurrency trading: route to a self-contained market

Cross-correlations in fluctuations of the daily exchange rates within the basket of the 100 highest-capitalization cryptocurrencies over the period October 1, 2015, through March 31, 2019, are studied. The corresponding dynamics predominantly involve one leading eigenvalue of the correlation matrix, while the others largely coincide with those of Wishart random matrices. However, the magnitude of the principal eigenvalue, and thus the degree of collectivity, strongly depends on which cryptocurrency is used as a base. It is largest when the base is the most peripheral cryptocurrency; when more significant ones are taken into consideration, its magnitude systematically decreases, nevertheless preserving a sizable gap with respect to the random bulk, which in turn indicates that the organization of correlations becomes more heterogeneous. This finding provides a criterion for recognizing which currencies or cryptocurrencies play a dominant role in the global crypto-market. The present study shows that over the period under consideration, the Bitcoin (BTC) predominates, hallmarking exchange rate dynamics at least as influential as the US dollar. The BTC started dominating around the year 2017, while further cryptocurrencies, like the Ethereum (ETH) and even Ripple (XRP), assumed similar trends. At the same time, the USD, an original value determinant for the cryptocurrency market, became increasingly disconnected, its related characteristics eventually approaching those of a fictitious currency. These results are strong indicators of incipient independence of the global cryptocurrency market, delineating a self-contained trade resembling the Forex.

q-fin.ST

Signatures of crypto-currency market decoupling from the Forex

Based on the high-frequency recordings from Kraken, a cryptocurrency exchange and professional trading platform that aims to bring Bitcoin and other cryptocurrencies into the mainstream, the multiscale cross-correlations involving the Bitcoin (BTC), Ethereum (ETH), Euro (EUR) and US dollar (USD) are studied over the period between July 1, 2016 and December 31, 2018. It is shown that the multiscaling characteristics of the exchange rate fluctuations related to the cryptocurrency market approach those of the Forex. This, in particular, applies to the BTC/ETH exchange rate, whose Hurst exponent by the end of 2018 started approaching the value of 0.5, which is characteristic of the mature world markets. Furthermore, the BTC/ETH direct exchange rate has already developed multifractality, which manifests itself via broad singularity spectra. A particularly significant result is that the measures applied for detecting cross-correlations between the dynamics of the BTC/ETH and EUR/USD exchange rates do not show any noticeable relationships. This may be taken as an indication that the cryptocurrency market has begun decoupling itself from the Forex.

q-fin.ST

Warped phase coherence: an empirical synchronization measure combining phase and amplitude information

The entrainment between weakly-coupled nonlinear oscillators, as well as between complex signals such as those representing physiological activity, is frequently assessed in terms of whether a stable relationship is detectable between the instantaneous phases extracted from the measured or simulated time-series via the analytic signal. Here, we demonstrate that adding a possibly complex constant value to this normally null-mean signal has a non-trivial warping effect. Among other consequences, this introduces a level of sensitivity to the amplitude fluctuations and average relative phase. By means of simulations of Roessler systems and experiments on single-transistor oscillator networks, it is shown that the resulting coherence measure may have an empirical value in improving the inference of the structural couplings from the dynamics. When tentatively applied to the electroencephalogram recorded while performing imaginary and real movements, this straightforward modification of the phase locking value substantially improved the classification accuracy. Hence, its possible practical relevance in brain-computer and brain-machine interfaces deserves consideration.

q-bio.NC

High-dimensional dynamics in a single-transistor oscillator containing Feynman-Sierpinski resonators: effect of fractal depth and irregularity

Fractal structures pervade nature and are receiving increasing engineering attention towards the realization of broadband resonators and antennas. We show that fractal resonators can support the emergence of high-dimensional chaotic dynamics even in the context of an elementary, single-transistor oscillator circuit. Sierpiński gaskets of variable depth are constructed using discrete capacitors and inductors, whose values are scaled according to a simple sequence. It is found that in regular fractals of this kind each iteration effectively adds a conjugate pole/zero pair, yielding gradually more complex and broader frequency responses, which can also be implemented as much smaller Foster equivalent networks. The resonators are instanced in the circuit as one-port devices, replacing the inductors found in the initial version of the oscillator. By means of a highly simplified numerical model, it is shown that increasing the fractal depth elevates the dimension of the chaotic dynamics, leading to high-order hyperchaos. This result is overall confirmed by SPICE simulations and experiments, which however also reveal that the non-ideal behavior of physical components hinders obtaining high-dimensional dynamics. The issue could be practically mitigated by building the Foster equivalent networks rather than the verbatim fractals. Furthermore, it is shown that considerably more complex resonances, and consequently richer dynamics, can be obtained by rendering the fractal resonators irregular through reshuffling the inductors, or even by inserting a limited number of focal imperfections. The present results draw attention to the potential usefulness of fractal resonators for generating high-dimensional chaotic dynamics, and underline the importance of irregularities and component non-idealities.

nlin.CD

Bitcoin market route to maturity? Evidence from return fluctuations, temporal correlations and multiscaling effects

Based on 1-minute price changes recorded since year 2012, the fluctuation properties of the rapidly-emerging Bitcoin (BTC) market are assessed over chosen sub-periods, in terms of return distributions, volatility autocorrelation, Hurst exponents and multiscaling effects. The findings are compared to the stylized facts of mature world markets. While early trading was affected by system-specific irregularities, it is found that over the months preceding Apr 2018 all these statistical indicators approach the features hallmarking maturity. This can be taken as an indication that the Bitcoin market, and possibly other cryptocurrencies, carry concrete potential of imminently becoming a regular market, alternative to the foreign exchange (Forex). Since high-frequency price data are available since the beginning of trading, the Bitcoin offers a unique window into the statistical characteristics of a market maturation trajectory.

q-fin.ST

Apparent remote synchronization of amplitudes: a demodulation and interference effect

A form of "remote synchronization" was recently described wherein amplitude fluctuations across a ring of non-identical, non-linear electronic oscillators become entrained into spatially-structured patterns. According to linear models and mutual information, synchronization and causality dip at a certain distance, then recover before eventually fading. Here, the underlying mechanism is finally elucidated through novel experiments and simulations. The system non-linearity is found to have a dual role: it supports chaotic dynamics, and it enables energy exchange between the lower and higher sidebands of a predominant frequency. This frequency acts as carrier signal in an arrangement resembling standard amplitude modulation, wherein the lower sideband and the demodulated baseband signals spectrally overlap. Due to a spatially-dependent phase relationship, at a certain distance near-complete destructive interference occurs between them, causing the observed dip. Methods suitable for detecting non-trivial entrainment, such as transfer entropy and the auxiliary system approach, nevertheless reveal that synchronization and causality actually decrease with distance monotonically. Remoteness is, therefore, arguably only apparent, as also reflected in the propagation of external perturbations. These results demonstrate a complex mechanism of dynamical interdependence, and exemplify how it can lead to incorrectly inferring synchronization and causality.

nlin.CD