Critical and Near-Critical Branching Processes

Scale-free dynamics in physical and biological systems can arise from a variety of causes. Here, we explore a branching process which leads to such dynamics. We find conditions for the appearance of power laws and study quantitatively what happens to these power laws when such conditions are violated. From a branching process model, we predict the behavior of two systems which seem to exhibit near scale-free behavior--rank-frequency distributions of number of subtaxa in biology, and abundance distributions of genotypes in an artificial life system. In the light of these, we discuss distributions of avalanche sizes in the Bak-Tang-Wiesenfeld sandpile model.Comment: 9 pages LaTex with 10 PS figures. v.1 of this paper contains results from non-critical sandpile simulations that were excised from the published versio

A self-adjusted Monte Carlo simulation as model of financial markets with central regulation

Properties of the self-adjusted Monte Carlo algorithm applied to 2d Ising ferromagnet are studied numerically. The endogenous feedback form expressed in terms of the instant running averages is suggested in order to generate a biased random walk of the temperature that converges to criticality without an external tuning. The robustness of a stationary regime with respect to partial accessibility of the information is demonstrated. Several statistical and scaling aspects have been identified which allow to establish an alternative spin lattice model of the financial market. It turns out that our model alike model suggested by S. Bornholdt, Int. J. Mod. Phys. C {\bf 12} (2001) 667, may be described by L\'evy-type stationary distribution of feedback variations with unique exponent $\alpha_1 \sim 3.3$. However, the differences reflected by Hurst exponents suggest that resemblances between the studied models seem to be nontrivial.Comment: 19 pages, 9 figures, 30 reference

Piecewise Linear Models for the Quasiperiodic Transition to Chaos

We formulate and study analytically and computationally two families of piecewise linear degree one circle maps. These families offer the rare advantage of being non-trivial but essentially solvable models for the phenomenon of mode-locking and the quasi-periodic transition to chaos. For instance, for these families, we obtain complete solutions to several questions still largely unanswered for families of smooth circle maps. Our main results describe (1) the sets of maps in these families having some prescribed rotation interval; (2) the boundaries between zero and positive topological entropy and between zero length and non-zero length rotation interval; and (3) the structure and bifurcations of the attractors in one of these families. We discuss the interpretation of these maps as low-order spline approximations to the classic ``sine-circle'' map and examine more generally the implications of our results for the case of smooth circle maps. We also mention a possible connection to recent experiments on models of a driven Josephson junction.Comment: 75 pages, plain TeX, 47 figures (available on request

A Bethe lattice representation for sandpiles

Avalanches in sandpiles are represented throughout a process of percolation in a Bethe lattice with a feedback mechanism. The results indicate that the frequency spectrum and probability distribution of avalanches resemble more to experimental results than other models using cellular automata simulations. Apparent discrepancies between experiments are reconciled. Critical behavior is here expressed troughout the critical properties of percolation phenomena.Comment: 5 pages, 4 figures, submitted for publicatio

Controlling the chaotic motions of an airfoil with a nonlinear stiffness using closed-loop harmonic parametric excitation

The purpose of this research is to conduct a preliminary investigation into the possibility of suppressing the flutter and post-flutter (chaotic) responses of a two-dimensional self-excited airfoil with a cubic nonlinear stiffness (in torsion) and linear viscous damping via closed-loop harmonic parametric excitation. It was found that the initial configuration of the proposed control scheme caused the torsional/pitch dynamics to act as a nonlinear energy sink; as a result, it was identified that the mechanisms of vibration suppression are the resonance capture cascade and the short duration or isolated resonance capture. It is the isolated resonance capture that is responsible for the second-order-like damping and full vibration suppression of the aeroelastic system. The unforced and closed-loop system was subjected to random excitation to simulate aerodynamic turbulence. It was found that the random excitation suppresses the phase-coherent chaotic response, and the closed-loop system is susceptible to random excitation

Mode-Locking in Driven Disordered Systems as a Boundary-Value Problem

We study mode-locking in disordered media as a boundary-value problem. Focusing on the simplest class of mode-locking models which consists of a single driven overdamped degree-of-freedom, we develop an analytical method to obtain the shape of the Arnol'd tongues in the regime of low ac-driving amplitude or high ac-driving frequency. The method is exact for a scalloped pinning potential and easily adapted to other pinning potentials. It is complementary to the analysis based on the well-known Shapiro's argument that holds in the perturbative regime of large driving amplitudes or low driving frequency, where the effect of pinning is weak.Comment: 6 pages, 7 figures, RevTeX, Submitte

Multifractal Behaviour of n-Simplex Lattice

We study the asymptotic behaviour of resistance scaling and fluctuation of resistance that give rise to flicker noise in an {\em n}-simplex lattice. We propose a simple method to calculate the resistance scaling and give a closed-form formula to calculate the exponent, $\beta_L$, associated with resistance scaling, for any n. Using current cumulant method we calculate the exact noise exponent for n-simplex lattices.Comment: Latex, 9 pages including one figur