Detrended fluctuation analysis as a statistical tool to monitor the climate

Detrended fluctuation analysis is used to investigate power law relationship between the monthly averages of the maximum daily temperatures for different locations in the western US. On the map created by the power law exponents, we can distinguish different geographical regions with different power law exponents. When the power law exponents obtained from the detrended fluctuation analysis are plotted versus the standard deviation of the temperature fluctuations, we observe different data points belonging to the different climates, hence indicating that by observing the long-time trends in the fluctuations of temperature we can distinguish between different climates.Comment: 8 pages, 4 figures, submitted to JSTA

Width of percolation transition in complex networks

It is known that the critical probability for the percolation transition is not a sharp threshold, actually it is a region of non-zero width $\Delta p_c$ for systems of finite size. Here we present evidence that for complex networks $\Delta p_c \sim \frac{p_c}{l}$, where $l \sim N^{\nu_{opt}}$ is the average length of the percolation cluster, and $N$ is the number of nodes in the network. For Erd\H{o}s-R\'enyi (ER) graphs $\nu_{opt} = 1/3$, while for scale-free (SF) networks with a degree distribution $P(k) \sim k^{-\lambda}$ and $3<\lambda<4$, $\nu_{opt} = (\lambda-3)/(\lambda-1)$. We show analytically and numerically that the \textit{survivability} $S(p,l)$, which is the probability of a cluster to survive $l$ chemical shells at probability $p$, behaves near criticality as $S(p,l) = S(p_c,l) \cdot exp[(p-p_c)l/p_c]$. Thus for probabilities inside the region $|p-p_c| < p_c/l$ the behavior of the system is indistinguishable from that of the critical point

Graph Partitioning Induced Phase Transitions

We study the percolation properties of graph partitioning on random regular graphs with N vertices of degree $k$. Optimal graph partitioning is directly related to optimal attack and immunization of complex networks. We find that for any partitioning process (even if non-optimal) that partitions the graph into equal sized connected components (clusters), the system undergoes a percolation phase transition at $f=f_c=1-2/k$ where $f$ is the fraction of edges removed to partition the graph. For optimal partitioning, at the percolation threshold, we find $S \sim N^{0.4}$ where $S$ is the size of the clusters and $\ell\sim N^{0.25}$ where $\ell$ is their diameter. Additionally, we find that $S$ undergoes multiple non-percolation transitions for $f<f_c$

Fractal dimensions of the Q-state Potts model for the complete and external hulls

Fortuin-Kastelyn clusters in the critical $Q$-state Potts model are conformally invariant fractals. We obtain simulation results for the fractal dimension of the complete and external (accessible) hulls for Q=1, 2, 3, and 4, on clusters that wrap around a cylindrical system. We find excellent agreement between these results and theoretical predictions. We also obtain the probability distributions of the hull lengths and maximal heights of the clusters in this geometry and provide a conjecture for their form.Comment: 9 pages 4 figure

Percolation theory applied to measures of fragmentation in social networks

We apply percolation theory to a recently proposed measure of fragmentation $F$ for social networks. The measure $F$ is defined as the ratio between the number of pairs of nodes that are not connected in the fragmented network after removing a fraction $q$ of nodes and the total number of pairs in the original fully connected network. We compare $F$ with the traditional measure used in percolation theory, $P_{\infty}$, the fraction of nodes in the largest cluster relative to the total number of nodes. Using both analytical and numerical methods from percolation, we study Erd\H{o}s-R\'{e}nyi (ER) and scale-free (SF) networks under various types of node removal strategies. The removal strategies are: random removal, high degree removal and high betweenness centrality removal. We find that for a network obtained after removal (all strategies) of a fraction $q$ of nodes above percolation threshold, $P_{\infty}\approx (1-F)^{1/2}$. For fixed $P_{\infty}$ and close to percolation threshold ($q=q_c$), we show that $1-F$ better reflects the actual fragmentation. Close to $q_c$, for a given $P_{\infty}$, $1-F$ has a broad distribution and it is thus possible to improve the fragmentation of the network. We also study and compare the fragmentation measure $F$ and the percolation measure $P_{\infty}$ for a real social network of workplaces linked by the households of the employees and find similar results.Comment: submitted to PR

On the Aizenman exponent in critical percolation

The probabilities of clusters spanning a hypercube of dimensions two to seven along one axis of a percolation system under criticality were investigated numerically. We used a modified Hoshen--Kopelman algorithm combined with Grassberger's "go with the winner" strategy for the site percolation. We carried out a finite-size analysis of the data and found that the probabilities confirm Aizenman's proposal of the multiplicity exponent for dimensions three to five. A crossover to the mean-field behavior around the upper critical dimension is also discussed.Comment: 5 pages, 4 figures, 4 table

Self-similarity of complex networks

Complex networks have been studied extensively due to their relevance to many real systems as diverse as the World-Wide-Web (WWW), the Internet, energy landscapes, biological and social networks \cite{ab-review,mendes,vespignani,newman,amaral}. A large number of real networks are called ``scale-free'' because they show a power-law distribution of the number of links per node \cite{ab-review,barabasi1999,faloutsos}. However, it is widely believed that complex networks are not {\it length-scale} invariant or self-similar. This conclusion originates from the ``small-world'' property of these networks, which implies that the number of nodes increases exponentially with the ``diameter'' of the network \cite{erdos,bollobas,milgram,watts}, rather than the power-law relation expected for a self-similar structure. Nevertheless, here we present a novel approach to the analysis of such networks, revealing that their structure is indeed self-similar. This result is achieved by the application of a renormalization procedure which coarse-grains the system into boxes containing nodes within a given "size". Concurrently, we identify a power-law relation between the number of boxes needed to cover the network and the size of the box defining a finite self-similar exponent. These fundamental properties, which are shown for the WWW, social, cellular and protein-protein interaction networks, help to understand the emergence of the scale-free property in complex networks. They suggest a common self-organization dynamics of diverse networks at different scales into a critical state and in turn bring together previously unrelated fields: the statistical physics of complex networks with renormalization group, fractals and critical phenomena.Comment: 28 pages, 12 figures, more informations at http://www.jamlab.or

Amnestically induced persistence in random walks

We study how the Hurst exponent $\alpha$ depends on the fraction $f$ of the total time $t$ remembered by non-Markovian random walkers that recall only the distant past. We find that otherwise nonpersistent random walkers switch to persistent behavior when inflicted with significant memory loss. Such memory losses induce the probability density function of the walker's position to undergo a transition from Gaussian to non-Gaussian. We interpret these findings of persistence in terms of a breakdown of self-regulation mechanisms and discuss their possible relevance to some of the burdensome behavioral and psychological symptoms of Alzheimer's disease and other dementias.Comment: 4 pages, 3 figs, subm. to Phys. Rev. Let

Percolation and Conduction in Restricted Geometries

The finite-size scaling behaviour for percolation and conduction is studied in two-dimensional triangular-shaped random resistor networks at the percolation threshold. The numerical simulations are performed using an efficient star-triangle algorithm. The percolation exponents, linked to the critical behaviour at corners, are in good agreement with the conformal results. The conductivity exponent, t', is found to be independent of the shape of the system. Its value is very close to recent estimates for the surface and bulk conductivity exponents.Comment: 10 pages, 7 figures, TeX, IOP macros include

Random Walks on a Fluctuating Lattice: A Renormalization Group Approach Applied in One Dimension

We study the problem of a random walk on a lattice in which bonds connecting nearest neighbor sites open and close randomly in time, a situation often encountered in fluctuating media. We present a simple renormalization group technique to solve for the effective diffusive behavior at long times. For one-dimensional lattices we obtain better quantitative agreement with simulation data than earlier effective medium results. Our technique works in principle in any dimension, although the amount of computation required rises with dimensionality of the lattice.Comment: PostScript file including 2 figures, total 15 pages, 8 other figures obtainable by mail from D.L. Stei