Evolution in complex systems

What features characterise complex system dynamics? Power laws and scale invariance of fluctuations are often taken as the hallmarks of complexity, drawing on analogies with equilibrium critical phenomena[1-3]. Here we argue that slow, directed dynamics, during which the system's properties change significantly, is fundamental. The underlying dynamics is related to a slow, decelerating but spasmodic release of an intrinsic strain or tension. Time series of a number of appropriate observables can be analysed to confirm this effect. The strain arises from local frustration. As the strain is released through "quakes", some system variable undergoes record statistics with accompanying log-Poisson statistics for the quake event times[4]. We demonstrate these phenomena via two very different systems: a model of magnetic relaxation in type II superconductors and the Tangled Nature model of evolutionary ecology, and show how quantitative indications of ageing can be found.Comment: 8 pages, 5 figures all in one fil

Universal local versus unified global scaling laws in the statistics of seismicity

The unified scaling law for earthquakes, proposed by Bak, Christensen, Danon and Scanlon, is shown to hold worldwide, as well as for areas as diverse as Japan, New Zealand, Spain or New Madrid. The scaling functions that account for the rescaled recurrence-time probability densities show a power-law behavior for long times, with a universal exponent about (minus) 2.2. Another decreasing power law governs short times, but with an exponent that may change from one area to another. This is in contrast with a spatially independent, time-homogenized version of Bak et al's procedure, which seems to present a universal scaling behavior.Comment: submitted to Per Bak's memorial issue of Physica

Conformal field theory correlations in the Abelian sandpile mode

We calculate all multipoint correlation functions of all local bond modifications in the two-dimensional Abelian sandpile model, both at the critical point, and in the model with dissipation. The set of local bond modifications includes, as the most physically interesting case, all weakly allowed cluster variables. The correlation functions show that all local bond modifications have scaling dimension two, and can be written as linear combinations of operators in the central charge -2 logarithmic conformal field theory, in agreement with a form conjectured earlier by Mahieu and Ruelle in Phys. Rev. E 64, 066130 (2001). We find closed form expressions for the coefficients of the operators, and describe methods that allow their rapid calculation. We determine the fields associated with adding or removing bonds, both in the bulk, and along open and closed boundaries; some bond defects have scaling dimension two, while others have scaling dimension four. We also determine the corrections to bulk probabilities for local bond modifications near open and closed boundaries.Comment: 13 pages, 5 figures; referee comments incorporated; Accepted by Phys. Rev.

Replicating financial market dynamics with a simple self-organized critical lattice model

We explore a simple lattice field model intended to describe statistical properties of high frequency financial markets. The model is relevant in the cross-disciplinary area of econophysics. Its signature feature is the emergence of a self-organized critical state. This implies scale invariance of the model, without tuning parameters. Prominent results of our simulation are time series of gains, prices, volatility, and gains frequency distributions, which all compare favorably to features of historical market data. Applying a standard GARCH(1,1) fit to the lattice model gives results that are almost indistinguishable from historical NASDAQ data.Comment: 20 pages, 33 figure