Correlations and Clustering in Wholesale Electricity Markets

We study the structure of locational marginal prices in day-ahead and real-time wholesale electricity markets. In particular, we consider the case of two North American markets and show that the price correlations contain information on the locational structure of the grid. We study various clustering methods and introduce a type of correlation function based on event synchronization for spiky time series, and another based on string correlations of location names provided by the markets. This allows us to reconstruct aspects of the locational structure of the grid.Comment: 30 pages, several picture

Detection of Complex Networks Modularity by Dynamical Clustering

Based on cluster de-synchronization properties of phase oscillators, we introduce an efficient method for the detection and identification of modules in complex networks. The performance of the algorithm is tested on computer generated and real-world networks whose modular structure is already known or has been studied by means of other methods. The algorithm attains a high level of precision, especially when the modular units are very mixed and hardly detectable by the other methods, with a computational effort ${\cal O}(KN)$ on a generic graph with $N$ nodes and $K$ links.Comment: 5 pages, 2 figures. Version accepted for publication on PRE Rapid Communications: figures changed and text adde

The Parallelism Motifs of Genomic Data Analysis

Genomic data sets are growing dramatically as the cost of sequencing continues to decline and small sequencing devices become available. Enormous community databases store and share this data with the research community, but some of these genomic data analysis problems require large scale computational platforms to meet both the memory and computational requirements. These applications differ from scientific simulations that dominate the workload on high end parallel systems today and place different requirements on programming support, software libraries, and parallel architectural design. For example, they involve irregular communication patterns such as asynchronous updates to shared data structures. We consider several problems in high performance genomics analysis, including alignment, profiling, clustering, and assembly for both single genomes and metagenomes. We identify some of the common computational patterns or motifs that help inform parallelization strategies and compare our motifs to some of the established lists, arguing that at least two key patterns, sorting and hashing, are missing

Community structure in real-world networks from a non-parametrical synchronization-based dynamical approach

This work analyzes the problem of community structure in real-world networks based on the synchronization of nonidentical coupled chaotic R\"{o}ssler oscillators each one characterized by a defined natural frequency, and coupled according to a predefined network topology. The interaction scheme contemplates an uniformly increasing coupling force to simulate a society in which the association between the agents grows in time. To enhance the stability of the correlated states that could emerge from the synchronization process, we propose a parameterless mechanism that adapts the characteristic frequencies of coupled oscillators according to a dynamic connectivity matrix deduced from correlated data. We show that the characteristic frequency vector that results from the adaptation mechanism reveals the underlying community structure present in the network.Comment: 21 pages, 7 figures; Chaos, Solitons & Fractals (2012

Synchronization and structure in an adaptive oscillator network

We analyze the interplay of synchronization and structure evolution in an evolving network of phase oscillators. An initially random network is adaptively rewired according to the dynamical coherence of the oscillators, in order to enhance their mutual synchronization. We show that the evolving network reaches a small-world structure. Its clustering coefficient attains a maximum for an intermediate intensity of the coupling between oscillators, where a rich diversity of synchronized oscillator groups is observed. In the stationary state, these synchronized groups are directly associated with network clusters.Comment: 6 pages, 7 figure