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Majority-Vote Cellular Automata, Ising Dynamics, and P-Completeness

We study cellular automata where the state at each site is decided by a majority vote of the sites in its neighborhood. These are equivalent, for a restricted set of initial conditions, to non-zero probability transitions in single spin-flip dynamics of the Ising model at zero temperature. We show that in three or more dimensions these systems can simulate Boolean circuits of AND and OR gates, and are therefore P-complete. That is, predicting their state t time-steps in the future is at least as hard as any other problem that takes polynomial time on a serial computer. Therefore, unless a widely believed conjecture in computer science is false, it is impossible even with parallel computation to predict majority-vote cellular automata, or zero-temperature single spin-flip Ising dynamics, qualitatively faster than by explicit simulation.

cond-mat.stat-mech↗

The diameter of the world wide web

Despite its increasing role in communication, the world wide web remains the least controlled medium: any individual or institution can create websites with unrestricted number of documents and links. While great efforts are made to map and characterize the Internet's infrastructure, little is known about the topology of the web. Here we take a first step to fill this gap: we use local connectivity measurements to construct a topological model of the world wide web, allowing us to explore and characterize its large scale properties.

cond-mat.dis-nn↗

Mapping Self-Organized Criticality onto Criticality

We present a general conceptual framework for self-organized criticality (SOC), based on the recognition that it is nothing but the expression, ''unfolded'' in a suitable parameter space, of an underlying {\em unstable} dynamical critical point. More precisely, SOC is shown to result from the tuning of the {\em order parameter} to a vanishingly small, but {\em positive} value, thus ensuring that the corresponding control parameter lies exactly at its critical value for the underlying transition. This clarifies the role and nature of the {\em very slow driving rate} common to all systems exhibiting SOC. This mechanism is shown to apply to models of sandpiles, earthquakes, depinning, fractal growth and forest-fires, which have been proposed as examples of SOC.

adap-org↗

Molecular dynamics of arbitrarily shaped granular particles}

We propose a new model for the description of complex granular particles and their interaction in molecular dynamics simulations of granular material in two dimensions. The grains are composed of triangles which are connected by deformable beams. Particles are allowed to be convex or concave. We present first results of simulations using this particle model.

adap-org↗

Exact Results of the Bit-String Model for Catastrophic Senescence

We succeeded in obtaining exact results of the bit-string model of biological aging for populations whose individuals breed only once. These results are in excellent agreement with those obtained through computer simulations. In addition, we obtain an expression for the minimum birth needed to avoid mutational meltdown.

adap-org↗

Truncated horseshoes and formal languages in chaotic scattering

In this paper we study parameter families of truncated horseshoes as models of multiscattering systems which show a transition to chaos without losing hyperbolicity, so that the topological features of the transition are completely describable by a parameterized family of symbolic dynamics. At a fixed parameter value the corresponding horseshoe represents the set of orbits trapped in the scattering region. The bifurcations are a pure boundary effect and no other bifurcations such as saddle center bifurcations occur in this transition scenario. Truncated horseshoes actually arise in concrete potential scattering under suitable conditions. It is shown that a simple scattering model introduced earlier can realize this scenario in a certain parameter range (the "truncated sawshoe") . For this purpose, we solve the inverse scattering problem of finding the central potential associated to the sawshoe model. Furthermore, we review classification schemes for the transition to chaos of truncated horseshoes originating from symbolic dynamics and formal language theory and apply them to the truncated double horseshoe and the truncated sawshoe.

chao-dyn↗

Scaling and interleaving of sub-system Lyapunov exponents for spatio-temporal systems

The computation of the entire Lyapunov spectrum for extended dynamical systems is a very time consuming task. If the system is in a chaotic spatio-temporal regime it is possible to approximately reconstruct the Lyapunov spectrum from the spectrum of a sub-system in a very cost effective way. In this work we present a new rescaling method, which gives a significantly better fit to the original Lyapunov spectrum. It is inspired by the stability analysis of the homogeneous evolution in a one-dimensional coupled map lattice but appears to be equally valid in a much wider range of cases. We evaluate the performance of our rescaling method by comparing it to the conventional rescaling (dividing by the relative sub-system volume) for one and two-dimensional lattices in spatio-temporal chaotic regimes. In doing so we notice that the Lyapunov spectra for consecutive sub-system sizes are interleaved and we discuss the possible ways in which this may arise. Finally, we use the new rescaling to approximate quantities derived from the Lyapunov spectrum (largest Lyapunov exponent, Lyapunov dimension and Kolmogorov-Sinai entropy) finding better convergence as the sub-system size is increased than with conventional rescaling.

chao-dyn↗

Soft Turbulence in the Atmospheric Boundary Layer

In this work we compare the spectral properties of the daily medium temperature fluctuations with the experimental results of the Chicago Group, in which the local temperature fluctuations were measured in a helium cell. The results suggest that the dynamics of the daily temperature fluctuations is determined by the oft turbulent state of the atmospheric boundary layer, which state is significantly different from low dimensional chaos.

adap-org↗

Limited Range Fractality of Randomly Adsorbed Rods

Multiple resolution analysis of two dimensional structures composed of randomly adsorbed penetrable rods, for densities below the percolation threshold, has been carried out using box-counting functions. It is found that at relevant resolutions, for box-sizes, $r$, between cutoffs given by the average rod length $<\ell>$ and the average inter-rod distance $r_1$, these systems exhibit apparent fractal behavior. It is shown that unlike the case of randomly distributed isotropic objects, the upper cutoff $r_1$ is not only a function of the coverage but also depends on the excluded volume, averaged over the orientational distribution. Moreover, the apparent fractal dimension also depends on the orientational distributions of the rods and decreases as it becomes more anisotropic. For box sizes smaller than $<\ell>$ the box counting function is determined by the internal structure of the rods, whether simple or itself fractal. Two examples are considered - one of regular rods of one dimensional structure and rods which are trimmed into a Cantor set structure which are fractals themselves. The models examined are relevant to adsorption of linear molecules and fibers, liquid crystals, stress induced fractures and edge imperfections in metal catalysts. We thus obtain a distinction between two ranges of length scales: $r < <\ell>$ where the internal structure of the adsorbed objects is probed, and $<\ell> < r < r_1$ where their distribution is probed, both of which may exhibit fractal behavior. This distinction is relevant to the large class of systems which exhibit aggregation of a finite density of fractal-like clusters, which includes surface growth in molecular beam epitaxy and diffusion-limited-cluster-cluster-aggregation models.

cond-mat↗

Feynman-Kac Kernels in Markovian Representations of the Schroedinger Interpolating Dynamics

Probabilistic solutions of the so called Schrödinger boundary data problem provide for a unique Markovian interpolation between any two strictly positive probability densities designed to form the input-output statistics data for the process taking place in a finite-time interval. The key issue is to select the jointly continuous in all variables positive Feynman-Kac kernel, appropriate for the phenomenological (physical) situation. We extend the existing formulations of the problem to cases when the kernel is \it not \rm a fundamental solution of a parabolic equation, and prove the existence of a continuous Markov interpolation in this case. Next, we analyze the compatibility of this stochastic evolution with the original parabolic dynamics, while assumed to be governed by the temporally adjoint pair of (parabolic) partial differential equations, and prove that the pertinent random motion is a diffusion process. In particular, in conjunction with Born's statistical interpretation postulate in quantum theory, we consider stochastic processes which are compatible with the Schrödinger picture quantum evolution.

quant-ph↗

Fluid Models for Kinetic Effects on Coherent Nonlinear Alfven Waves. I. Fundamental Theory

Collisionless regime kinetic models for coherent nonlinear Alfven wave dynamics are studied using fluid moment equations with an approximate closure anzatz. Resonant particle effects are modelled by incorporating an additional term representing dissipation akin to parallel heat conduction. Unlike collisional dissipation, parallel heat conduction is presented by an integral operator. The modified derivative nonlinear Schrodinger equation thus has a spatially nonlocal nonlinear term describing the long-time evolution of the envelope of parallel-propagating Alfven waves, as well. Coefficients in the nonlinear terms are free of the 1/(1-beta) singularity usually encountered in previous analyses, and have very a simple form which clarifies the physical processes governing the large amplitude Alfvenic nonlinear dynamics. The nonlinearity appears via coupling of an Alfvenic mode to a kinetic ion-acoustic mode. Damping of the nonlinear Alfven wave appears via strong Landau damping of the ion-acoustic wave when the electron-to-ion temperature ratio is close to unity. For a (slightly) obliquely propagating wave, there are finite Larmor radius corrections in the dynamical equation. This effect depends on the angle of wave propagation relative to B_0 and vanishes for the limit of strictly parallel propagation. Explicit magnetic perturbation envelope equations amenable to further analysis and numerical solution are obtained. Implications of these models for collisionless shock dynamics are discussed.

physics.plasm-ph↗

Fluid Models for Kinetic Effects on Coherent Nonlinear Alfven Waves. II. Numerical Solutions

The influence of various kinetic effects (e.g. Landau damping, diffusive and collisional dissipation, and finite Larmor radius terms) on the nonlinear evolution of finite amplitude Alfvenic wave trains in a finite-beta environment is systematically investigated using a novel, kinetic nonlinear Schrodinger (KNLS) equation. The dynamics of Alfven waves is sensitive to the sense of polarization as well as the angle of propagation with respect to the ambient magnetic field. Numerical solution for the case with Landau damping reveals the formation of dissipative structures, which are quasi-stationary, S-polarized directional (and rotational) discontinuities which self-organize from parallel propagating, linearly polarized waves. Parallel propagating circularly polarized packets evolve to a few circularly polarized Alfven harmonics on large scales. Stationary arc-polarized rotational discontinuities form from obliquely propagating waves. Collisional dissipation, even if weak, introduces enhanced wave damping when beta is very close to unity. Cyclotron motion effects on resonant particle interactions introduce cyclotron resonance into the nonlinear Alfven wave dynamics.

physics.plasm-ph↗

The Importance of Being Discrete - Life Always Wins on the Surface

Many systems in chemistry, biology, finance and social sciences present emerging features which are not easy to guess from the elementary interactions of their microscopic individual components. In the past, the macroscopic behavior of such systems was modeled by assuming that the collective dynamics of microscopic components can be effectively described collectively by equations acting on spatially continuous density distributions. It turns out that quite contrary, taking into account the actual individual/discrete character of the microscopic components of these systems is crucial for explaining their macroscopic behavior. In fact, we find that in conditions in which the continuum approach would predict the extinction of all the population (respectively the vanishing of the invested capital or of the concentration of a chemical substance, etc), the microscopic granularity insures the emergence of macroscopic localized sub-populations with collective adaptive properties which allow their survival and development. In particular it is found that in 2 dimensions "life" (the localized proliferating phase) always prevails.

adap-org↗

Evolutionary Games and Computer Simulations

The prisoner's dilemma has long been considered the paradigm for studying the emergence of cooperation among selfish individuals. Because of its importance, it has been studied through computer experiments as well as in the laboratory and by analytical means. However, there are important differences between the way a system composed of many interacting elements is simulated by a digital machine and the manner in which it behaves when studied in real experiments. In some instances, these disparities can be marked enough so as to cast doubt on the implications of cellular automata type simulations for the study of cooperation in social systems. In particular, if such a simulation imposes space-time granularity, then its ability to describe the real world may be compromised. Indeed, we show that the results of digital simulations regarding territoriality and cooperation differ greatly when time is discrete as opposed to continuous.

chao-dyn↗

Are Protein Folds Atypical?

Protein structures are a very special class among all possible structures. It was suggested that a ``designability principle'' plays a crucial role in nature's selection of protein sequences and structures. Here we provide a theoretical base for such a selection principle, using a novel formulation of the protein folding problem based on hydrophobic interactions. A structure is reduced to a string of 0's and 1's which represent the surface and core sites, respectively, as the backbone is traced. Each structure is therefore associated with one point in a high dimensional space. Sequences are represented by strings of their hydrophobicities and thus can be mapped into the same space. A sequence which lies closer to a particular structure in this space than to any other structures will have that structure as its ground state. Atypical structures, namely those far away from other structures in the high dimensional space, have more sequences which fold into them, and are thermodynamically more stable. We argue that the most common folds of proteins are the most atypical in the space of possible structures.

cond-mat.stat-mech↗

Neutral Evolution of Mutational Robustness

We introduce and analyze a general model of a population evolving over a network of selectively neutral genotypes. We show that the population's limit distribution on the neutral network is solely determined by the network topology and given by the principal eigenvector of the network's adjacency matrix. Moreover, the average number of neutral mutant neighbors per individual is given by the matrix spectral radius. This quantifies the extent to which populations evolve mutational robustness: the insensitivity of the phenotype to mutations. Since the average neutrality is independent of evolutionary parameters---such as, mutation rate, population size, and selective advantage---one can infer global statistics of neutral network topology using simple population data available from {\it in vitro} or {\it in vivo} evolution. Populations evolving on neutral networks of RNA secondary structures show excellent agreement with our theoretical predictions.

adap-org↗

Frontiers of finance: Evolution and efficient markets

In this review article we explore several recent advances in the quantitative modeling of financial markets. We begin with the Efficient Markets Hypothesis and describe how this controversial idea has stimulated a number of new directions of research, some focusing on more elaborate mathematical models that are captable of rationalizing the empirical facrts, others taking a completely different different tack in rejecting rationality altogether. One of the most promising directions is to view financial markets from a biological perspective and, specifically, with an evolutionary framework in which markets, instruments, institutions, and investors interact and evolve dynamically according to the "law" of economic selection. Under this view, financial agents compete and adapt, but they do not necessarily do so in an optimal fashion. Evolutionary and ecological models of financial markets is truly a new frontier whose exploration has just begun.

adap-org↗

Turbulent coronal heating and the distribution of nanoflares

We perform direct numerical simulations of an externally driven two-dimensional magnetohydrodynamic system over extended periods of time to simulate the dynamics of a transverse section of a solar coronal loop. A stationary and large-scale magnetic forcing was imposed, to model the photospheric motions at the magnetic loop footpoints. A turbulent stationary regime is reached, which corresponds to energy dissipation rates consistent with the heating requirements of coronal loops. The temporal behavior of quantities such as the energy dissipation rate show clear indications of intermittency, which are exclusively due to the strong nonlinearity of the system. We tentatively associate these impulsive events of magnetic energy dissipation to the so-called nanoflares. A statistical analysis of these events yields a power law distribution as a function of their energies with a negative slope of 1.5, which is consistent with those obtained for flare energy distributions reported from X-ray observations.

astro-ph↗