Random growth of interfaces as a subordinated process

Complexity synchronization in living matter: a mini review

Fractal time series have been argued to be ubiquitous in human physiology and some of the implications of that ubiquity are quite remarkable. One consequence of the omnipresent fractality is complexity synchronization (CS) observed in the interactions among simultaneously recorded physiologic time series discussed herein. This new kind of synchronization has been revealed in the interaction triad of organ-networks (ONs) consisting of the mutually interacting time series generated by the brain (electroencephalograms, EEGs), heart (electrocardiograms, ECGs), and lungs (Respiration). The scaled time series from each member of the triad look nothing like one another and yet they bear a deeply recorded synchronization invisible to the naked eye. The theory of scaling statistics is used to explain the source of the CS observed in the information exchange among these multifractal time series. The multifractal dimension (MFD) of each time series is a measure of the time-dependent complexity of that time series, and it is the matching of the MFD time series that provides the synchronization referred to as CS. The CS is one manifestation of the hypothesis given by a "Law of Multifractal Dimension Synchronization" (LMFDS) which is supported by data. Therefore, the review aspects of this paper are chosen to make the extended range of the LMFDS hypothesis sufficiently reasonable to warrant further empirical testing.

Complexity Synchronization of Organ Networks

The transdisciplinary nature of science as a whole became evident as the necessity for the complex nature of phenomena to explain social and life science, along with the physical sciences, blossomed into complexity theory and most recently into complexitysynchronization. This science motif is based on the scaling arising from the 1/f-variability in complex dynamic networks and the need for a network of networks to exchange information internally during intra-network dynamics and externally during inter-network dynamics. The measure of complexity adopted herein is the multifractal dimension of the crucial event time series generated by an organ network, and the difference in the multifractal dimensions of two organ networks quantifies the relative complexity between interacting complex networks. Information flows from dynamic networks at a higher level of complexity to those at lower levels of complexity, as summarized in the 'complexity matching effect', and the flow is maximally efficient when the complexities are equal. Herein, we use the scaling of empirical datasets from the brain, cardiovascular and respiratory networks to support the hypothesis that complexity synchronization occurs between scaling indices or equivalently with the matching of the time dependencies of the networks' multifractal dimensions.

On the use of aggregated human mobility data to estimate the reproduction number

The reproduction number of an infectious disease, such as CoViD-19, can be described through a modified version of the susceptible-infected-recovered (SIR) model with time-dependent contact rate, where mobility data are used as proxy of average movement trends and interpersonal distances. We introduce a theoretical framework to explain and predict changes in the reproduction number of SARS-CoV-2 in terms of aggregated individual mobility and interpersonal proximity (alongside other epidemiological and environmental variables) during and after the lockdown period. We use an infection-age structured model described by a renewal equation. The model predicts the evolution of the reproduction number up to a week ahead of well-established estimates used in the literature. We show how lockdown policies, via reduction of proximity and mobility, reduce the impact of CoViD-19 and mitigate the risk of disease resurgence. We validate our theoretical framework using data from Google, Voxel51, Unacast, The CoViD-19 Mobility Data Network, and Analisi Distribuzione Aiuti.

Time-averaged mean squared displacement ratio test for Gaussian processes with unknown diffusion coefficient

The time-averaged mean squared displacement (TAMSD) is one of the most common statistics used for the analysis of anomalous diffusion processes. Anomalous diffusion is manifested by non-linear (mostly power-law) characteristics of the process in contrast to normal diffusion where linear characteristics are expected. One can distinguish between sub- and super-diffusive processes. We consider Gaussian anomalous diffusion models and propose a new approach used for their testing. This approach is based on the TAMSD ratio statistic for different time lags. Similar to the TAMSD, this statistic exhibits a specific behavior in the anomalous diffusion regime. Through its structure, it is independent of the diffusion coefficient, which, in general, does not influence anomalous diffusion behavior. Thus, the TAMSD ratio-based approach does not require preliminary knowledge of the diffusion coefficient's value, in contrast to the TAMSD-approach, where this value is crucial in the testing procedure. Based on the quadratic form representation of the TAMSD ratio, we calculate its main characteristics and propose a step-by-step testing procedure that can be applied for any Gaussian process. For the anomalous diffusion model used here, namely, the fractional Brownian motion, we demonstrate the effectiveness of the proposed methodology. We show that the new approach outperforms the TAMSD-based one, especially for small sample sizes. Finally, the methodology is applied to the real data from the financial market.

Fractional Dynamics Identification via Intelligent Unpacking of the Sample Autocovariance Function by Neural Networks

Many single-particle tracking data related to the motion in crowded environments exhibit anomalous diffusion behavior. This phenomenon can be described by different theoretical models. In this paper, fractional Brownian motion (FBM) was examined as the exemplary Gaussian process with fractional dynamics. The autocovariance function (ACVF) is a function that determines completely the Gaussian process. In the case of experimental data with anomalous dynamics, the main problem is first to recognize the type of anomaly and then to reconstruct properly the physical rules governing such a phenomenon. The challenge is to identify the process from short trajectory inputs. Various approaches to address this problem can be found in the literature, e.g., theoretical properties of the sample ACVF for a given process. This method is effective; however, it does not utilize all of the information contained in the sample ACVF for a given trajectory, i.e., only values of statistics for selected lags are used for identification. An evolution of this approach is proposed in this paper, where the process is determined based on the knowledge extracted from the ACVF. The designed method is intuitive and it uses information directly available in a new fashion. Moreover, the knowledge retrieval from the sample ACVF vector is enhanced with a learning-based scheme operating on the most informative subset of available lags, which is proven to be an effective encoder of the properties inherited in complex data. Finally, the robustness of the proposed algorithm for FBM is demonstrated with the use of Monte Carlo simulations.

Neuronal avalanches: Where temporal complexity and criticality meet

The model of the current paper is an extension of a previous publication, wherein we have used the leaky integrate-and-fire model on a regular lattice with periodic boundary conditions, and introduced the temporal complexity as a genuine signature of criticality. In that work, the power-law distribution of neural avalanches was a manifestation of supercriticality rather than criticality. Here, however, we show that the continuous solution of the model and replacing the stochastic noise with a Gaussian zero-mean noise leads to the coincidence of power-law display of temporal complexity, and spatiotemporal patterns of neural avalanches at the critical point. We conclude that the source of inconsistency may be a numerical artifact originated by the discrete description of the model which may imply a slow numerical convergence of the avalanche distribution compared to temporal complexity.

Non-Poisson renewal events and memory

We study two different forms of fluctuation-dissipation processes generating anomalous relaxations to equilibrium of an initial out-of-equilibrium condition, the former being based on a stationary although very slow correlation function and the latter characterized by the occurrence of crucial events, namely, non-Poisson renewal events, incompatible with the stationary condition. Both forms of regression to equilibrium have the same nonexponential Mittag-Leffler structure. We analyze the single trajectories of the two processes by recording the time distances between two consecutive origin recrossings and establishing the corresponding waiting time probability density function (PDF), ψ(t). In the former case, with no crucial events, ψ(t) is an exponential, and in the latter case, with crucial events, ψ(t) is an inverse power law PDF with a diverging first moment. We discuss the consequences that this result is expected to have for the correct interpretation of some anomalous relaxation processes.

Self-organizing Complex Networks: individual versus global rules

We introduce a form of Self-Organized Criticality (SOC) inspired by the new generation of evolutionary game theory, which ranges from physiology to sociology. The single individuals are the nodes of a composite network, equivalent to two interacting subnetworks, one leading to strategy choices made by the individuals under the influence of the choices of their nearest neighbors and the other measuring the Prisoner's Dilemma Game payoffs of these choices. The interaction between the two networks is established by making the imitation strength K increase or decrease according to whether the last two payoffs increase or decrease upon increasing or decreasing K. Although each of these imitation strengths is selected selfishly, and independently of the others as well, the social system spontaneously evolves toward the state of cooperation. Criticality is signaled by temporal complexity, namely the occurrence of non-Poisson renewal events, the time intervals between two consecutive crucial events being given by an inverse power law index μ = 1.3 rather than by avalanches with an inverse power law distribution as in the original form of SOC. This new phenomenon is herein labeled self-organized temporal criticality (SOTC). We compare this bottom-up self-organization process to the adoption of a global choice rule based on assigning to all the units the same value K, with the time evolution of common K being determined by consciousness of the social benefit, a top-down process implying the action of a leader. In this case self-organization is impeded by large intensity fluctuations and the global social benefit turns out to be much weaker. We conclude that the SOTC model fits the requests of a manifesto recently proposed by a number of European social scientists.

Effect of noise and detector sensitivity on a dynamical process: inverse power law and Mittag-Leffler interevent time survival probabilities

We study the combined effects of noise and detector sensitivity on a dynamical process that generates intermittent events mimicking the behavior of complex systems. By varying the sensitivity level of the detector we move between two forms of complexity, from inverse power law to Mittag-Leffler interevent time survival probabilities. Here fluctuations fight against complexity, causing an exponential truncation to the survival probability. We show that fluctuations of relatively weak intensity have a strong effect on the generation of Mittag-Leffler complexity, providing a reason why stretched exponentials are frequently found in nature. Our results afford a more unified picture of complexity resting on the Mittag-Leffler function and encompassing the standard inverse power law definition.

Renewal and memory origin of anomalous diffusion: a discussion of their joint action

The adoption of the formalism of fractional calculus is an elegant way to simulate either subdiffusion or superdiffusion from within a renewal perspective where the occurrence of an event at a given time t does not have any memory of the events occurring at earlier times. We illustrate a physical model to assign infinite memory to renewal anomalous diffusion and we find (i) a condition where the simultaneous action of a renewal and a memory source of subdiffusion generates localization and (ii) a condition where they make subdiffusion weaker and superdiffusion emerge. We argue that our approach may provide important contributions to the current search to distinguish the renewal from the memory source of subdiffusion.

From self-organized to extended criticality

We address the issue of criticality that is attracting the attention of an increasing number of neurophysiologists. Our main purpose is to establish the specific nature of some dynamical processes that although physically different, are usually termed as “critical,” and we focus on those characterized by the cooperative interaction of many units. We notice that the term “criticality” has been adopted to denote both noise-induced phase transitions and Self-Organized Criticality (SOC) with no clear connection with the traditional phase transitions, namely the transformation of a thermodynamic system from one state of matter to another. We notice the recent attractive proposal of extended criticality advocated by Bailly and Longo, which is realized through a wide set of critical points rather than emerging as a singularity from a unique value of the control parameter. We study a set of cooperatively firing neurons and we show that for an extended set of interaction couplings the system exhibits a form of temporal complexity similar to that emerging at criticality from ordinary phase transitions. This extended criticality regime is characterized by three main properties: (i) In the ideal limiting case of infinitely large time period, temporal complexity corresponds to Mittag-Leffler complexity; (ii) For large values of the interaction coupling the periodic nature of the process becomes predominant while maintaining to some extent, in the intermediate time asymptotic region, the signature of complexity; (iii) Focusing our attention on firing neuron avalanches, we find two of the popular SOC properties, namely the power indexes 2 and 1.5 respectively for time length and for the intensity of the avalanches. We derive the main conclusion that SOC emerges from extended criticality, thereby explaining the experimental observation of Plenz and Beggs: avalanches occur in time with surprisingly regularity, in apparent conflict with the temporal complexity of physical critical points.

Memory effects in fractional Brownian motion with Hurst exponent H<1/3

We study the regression to the origin of a walker driven by dynamically generated fractional Brownian motion (FBM) and we prove that when the FBM scaling, i.e., the Hurst exponent H<1/3 , the emerging inverse power law is characterized by a power index that is a compelling signature of the infinitely extended memory of the system. Strong memory effects leads to the relation H=θ/2 between the Hurst exponent and the persistent exponent θ , which is different from the widely used relation H=1-θ . The latter is valid for 1/3<H<1 and is known to be compatible with the renewal assumption.

Complexity and synchronization

We study a fully connected network (cluster) of interacting two-state units as a model of cooperative decision making. Each unit in isolation generates a Poisson process with rate g . We show that when the number of nodes is finite, the decision-making process becomes intermittent. The decision-time distribution density is characterized by inverse power-law behavior with index mu=1.5 and is exponentially truncated. We find that the condition of perfect consensus is recovered by means of a fat tail that becomes more and more extended with increasing number of nodes N . The intermittent dynamics of the global variable are described by the motion of a particle in a double well potential. The particle spends a portion of the total time tau(S) at the top of the potential barrier. Using theoretical and numerical arguments it is proved that tau(S) is proportional to (1/g)ln(const x N) . The second portion of its time, tau(K), is spent by the particle at the bottom of the potential well and it is given by tau(K)=(1/g)exp(const x N) . We show that the time tau(K) is responsible for the Kramers fat tail. This generates a stronger ergodicity breakdown than that generated by the inverse power law without truncation. We establish that the condition of partial consensus can be transmitted from one cluster to another provided that both networks are in a cooperative condition. No significant information transmission is possible if one of the two networks is not yet self-organized. We find that partitioning a large network into a set of smaller interacting clusters has the effect of converting the fat Kramers tail into an inverse power law with mu=1.5 .

Fluorescence intermittency in blinking quantum dots: renewal or slow modulation?

We study the time series produced by blinking quantum dots, by means of an aging experiment, and we examine the results of this experiment in the light of two distinct approaches to complexity, renewal and slow modulation. We find that the renewal approach fits the result of the aging experiment, while the slow modulation perspective does not. We make also an attempt at establishing the existence of an intermediate condition.

Brain, music, and non-Poisson renewal processes

In this paper we show that both music composition and brain function, as revealed by the electroencephalogram (EEG) analysis, are renewal non-Poisson processes living in the nonergodic dominion. To reach this important conclusion we process the data with the minimum spanning tree method, so as to detect significant events, thereby building a sequence of times, which is the time series to analyze. Then we show that in both cases, EEG and music composition, these significant events are the signature of a non-Poisson renewal process. This conclusion is reached using a technique of statistical analysis recently developed by our group, the aging experiment (AE). First, we find that in both cases the distances between two consecutive events are described by nonexponential histograms, thereby proving the non-Poisson nature of these processes. The corresponding survival probabilities Psi(t) are well fitted by stretched exponentials [Psi(t) proportional, variant exp (-(gammat){alpha}) , with 0.5<alpha<1 .] The second step rests on the adoption of AE, which shows that these are renewal processes. We show that the stretched exponential, due to its renewal character, is the emerging tip of an iceberg, whose underwater part has slow tails with an inverse power law structure with power index mu=1+alpha. Adopting the AE procedure we find that both EEG and music composition yield mu<2. On the basis of the recently discovered complexity matching effect, according to which a complex system S with mu{S}<2 responds only to a complex driving signal P with mu{P}< or =mu{S}, we conclude that the results of our analysis may explain the influence of music on the human brain.

Dynamical origin of memory and renewal

We show that the dynamic approach to fractional Brownian motion (FBM) establishes a link between a non-Poisson renewal process with abrupt jumps resetting to zero the system's memory and correlated dynamic processes, whose individual trajectories keep a nonvanishing memory of their past time evolution. It is well known that the recrossings of the origin by an ordinary one-dimensional diffusion trajectory generates a Lévy (and thus renewal) process of index theta = 1/2 . We prove with theoretical and numerical arguments that this is the special case of a more general condition, insofar as the recrossings produced by the dynamic FBM generates a Lévy process with 0 < theta < 1. This result is extended to produce a satisfactory model for the fluorescent signal of blinking quantum dots.