Hierarchy of Temporal Responses of Multivariate Self-Excited Epidemic Processes

We present the first exact analysis of some of the temporal properties of multivariate self-excited Hawkes conditional Poisson processes, which constitute powerful representations of a large variety of systems with bursty events, for which past activity triggers future activity. The term "multivariate" refers to the property that events come in different types, with possibly different intra- and inter-triggering abilities. We develop the general formalism of the multivariate generating moment function for the cumulative number of first-generation and of all generation events triggered by a given mother event (the "shock") as a function of the current time $t$. This corresponds to studying the response function of the process. A variety of different systems have been analyzed. In particular, for systems in which triggering between events of different types proceeds through a one-dimension directed or symmetric chain of influence in type space, we report a novel hierarchy of intermediate asymptotic power law decays $\sim 1/t^{1-(m+1)\theta}$ of the rate of triggered events as a function of the distance $m$ of the events to the initial shock in the type space, where $0 < \theta <1$ for the relevant long-memory processes characterizing many natural and social systems. The richness of the generated time dynamics comes from the cascades of intermediate events of possibly different kinds, unfolding via a kind of inter-breeding genealogy.Comment: 40 pages, 8 figure

Power Law Distributions of Seismic Rates

We report an empirical determination of the probability density functions $P_{\text{data}}(r)$ of the number $r$ of earthquakes in finite space-time windows for the California catalog. We find a stable power law tail $P_{\text{data}}(r) \sim 1/r^{1+\mu}$ with exponent $\mu \approx 1.6$ for all space ($5 \times 5$ to $20 \times 20$ km$^2$) and time intervals (0.1 to 1000 days). These observations, as well as the non-universal dependence on space-time windows for all different space-time windows simultaneously, are explained by solving one of the most used reference model in seismology (ETAS), which assumes that each earthquake can trigger other earthquakes. The data imposes that active seismic regions are Cauchy-like fractals, whose exponent $\delta =0.1 \pm 0.1$ is well-constrained by the seismic rate data.Comment: 5 pages with 1 figur

Vere-Jones' Self-Similar Branching Model

Motivated by its potential application to earthquake statistics, we study the exactly self-similar branching process introduced recently by Vere-Jones, which extends the ETAS class of conditional branching point-processes of triggered seismicity. One of the main ingredient of Vere-Jones' model is that the power law distribution of magnitudes m' of daughters of first-generation of a mother of magnitude m has two branches m'm with exponent beta+d, where beta and d are two positive parameters. We predict that the distribution of magnitudes of events triggered by a mother of magnitude $m$ over all generations has also two branches m'm with exponent beta+h, with h= d \sqrt{1-s}, where s is the fraction of triggered events. This corresponds to a renormalization of the exponent d into h by the hierarchy of successive generations of triggered events. The empirical absence of such two-branched distributions implies, if this model is seriously considered, that the earth is close to criticality (s close to 1) so that beta - h \approx \beta + h \approx \beta. We also find that, for a significant part of the parameter space, the distribution of magnitudes over a full catalog summed over an average steady flow of spontaneous sources (immigrants) reproduces the distribution of the spontaneous sources and is blind to the exponents beta, d of the distribution of triggered events.Comment: 13 page + 3 eps figure

New possibility of the ground state of quarter-filled one-dimensional strongly correlated electronic system interacting with localized spins

We study numerically the ground state properties of the one-dimensional quarter-filled strongly correlated electronic system interacting antiferromagnetically with localized $S=1/2$ spins. It is shown that the charge-ordered state is significantly stabilized by the introduction of relatively small coupling with the localized spins. When the coupling becomes large the spin and charge degrees of freedom behave quite independently and the ferromagnetism is realized. Moreover, the coexistence of ferromagnetism with charge order is seen under strong electronic interaction. Our results suggest that such charge order can be easily controlled by the magnetic field, which possibly give rise to the giant negative magnetoresistance, and its relation to phthalocyanine compounds is discussed.Comment: 5pages, 4figure

Variational ground states of the two-dimensional Hubbard model

Recent refinements of analytical and numerical methods have improved our understanding of the ground-state phase diagram of the two-dimensional (2D) Hubbard model. Here we focus on variational approaches, but comparisons with both Quantum Cluster and Gaussian Monte Carlo methods are also made. Our own ansatz leads to an antiferromagnetic ground state at half filling with a slightly reduced staggered order parameter (as compared to simple mean-field theory). Away from half filling, we find d-wave superconductivity, but confined to densities where the Fermi surface passes through the antiferromagnetic zone boundary (if hopping between both nearest-neighbour and next-nearest-neighbour sites is considered). Our results agree surprisingly well with recent numerical studies using the Quantum Cluster method. An interesting trend is found by comparing gap parameters (antiferromagnetic or superconducting) obtained with different variational wave functions. They vary by an order of magnitude and thus cannot be taken as a characteristic energy scale. In contrast, the order parameter is much less sensitive to the degree of sophistication of the variational schemes, at least at and near half filling.Comment: 18 pages, 4 figures, to be published in New J. Phy

Intercluster Correlation in Seismicity

Mega et al.(cond-mat/0212529) proposed to use the ``diffusion entropy'' (DE) method to demonstrate that the distribution of time intervals between a large earthquake (the mainshock of a given seismic sequence) and the next one does not obey Poisson statistics. We have performed synthetic tests which show that the DE is unable to detect correlations between clusters, thus negating the claimed possibility of detecting an intercluster correlation. We also show that the LR model, proposed by Mega et al. to reproduce inter-cluster correlation, is insufficient to account for the correlation observed in the data.Comment: Comment on Mega et al., Phys. Rev. Lett. 90. 188501 (2003) (cond-mat/0212529

Invariant manifolds and orbit control in the solar sail three-body problem

In this paper we consider issues regarding the control and orbit transfer of solar sails in the circular restricted Earth-Sun system. Fixed points for solar sails in this system have the linear dynamical properties of saddles crossed with centers; thus the fixed points are dynamically unstable and control is required. A natural mechanism of control presents itself: variations in the sail's orientation. We describe an optimal controller to control the sail onto fixed points and periodic orbits about fixed points. We find this controller to be very robust, and define sets of initial data using spherical coordinates to get a sense of the domain of controllability; we also perform a series of tests for control onto periodic orbits. We then present some mission strategies involving transfer form the Earth to fixed points and onto periodic orbits, and controlled heteroclinic transfers between fixed points on opposite sides of the Earth. Finally we present some novel methods to finding periodic orbits in circumstances where traditional methods break down, based on considerations of the Center Manifold theorem

Generating Functions and Stability Study of Multivariate Self-Excited Epidemic Processes

We present a stability study of the class of multivariate self-excited Hawkes point processes, that can model natural and social systems, including earthquakes, epileptic seizures and the dynamics of neuron assemblies, bursts of exchanges in social communities, interactions between Internet bloggers, bank network fragility and cascading of failures, national sovereign default contagion, and so on. We present the general theory of multivariate generating functions to derive the number of events over all generations of various types that are triggered by a mother event of a given type. We obtain the stability domains of various systems, as a function of the topological structure of the mutual excitations across different event types. We find that mutual triggering tends to provide a significant extension of the stability (or subcritical) domain compared with the case where event types are decoupled, that is, when an event of a given type can only trigger events of the same type.Comment: 27 pages, 8 figure

A possible phase diagram of a t-J ladder model

We investigate a t-J ladder model by numerical diagonalization method. By calculating correlation functions and assuming the Luttinger liquid relation, we obtained a possible phase diagram of the ground state as a function of J/t and electron density $n$. We also found that behavior of correlation functions seems to consist with the prediction of Luttinger liquid relation. The result suggests that the superconducting phase appear in the region of $J/t \displaystyle{ \mathop{>}_{\sim}} 0.5$ for high electron density and $J/t \displaystyle{ \mathop{>}_{\sim}} 2.0$ for low electron density.Comment: Latex, 10 pages, figures available upon reques

Effects of Fermi surface and superconducting gap structure in the field-rotational experiments: A possible explanation of the cusp-like singularity in YNi2_2B2_2C

We have studied the field-orientational dependence of zero-energy density of states (FODOS) for a series of systems with different Fermi surface and superconducting gap structures. Instead of phenomenological Doppler-shift method, we use an approximate analytical solution of Eilenberger equation together with self-consistent determination of order parameter and a variational treatment of vortex lattice. First, we compare zero-energy density of states (ZEDOS) when a magnetic field is applied in the nodal direction ($\nu_{node}(0)$) and in the antinodal direction ($\nu_{anti}(0)$), by taking account of the field-angle dependence of order parameter. As a result, we found that there exists a crossover magnetic field $H^*$ so that $\nu_{anti}(0) > \nu_{node}(0)$ for $H \nu_{anti}(0)$ for $H > H^*$, consistent with our previous analyses. Next, we showed that $H^*$ and the shape of FODOS are determined by contribution from the small part of Fermi surface where Fermi velocity is parallel to field-rotational plane. In particular, we found that $H^*$ is lowered and FODOS has broader minima, when a superconducting gap has point nodes, in contrast to the result of the Doppler-shift method. We also studied the effects of in-plane anisotropy of Fermi surface. We found that in-plane anisotropy of quasi-two dimensional Fermi surface sometimes becomes larger than the effects of Doppler-shift and can destroy the Doppler-shift predominant region. In particular, this tendency is strong in a multi-band system where superconducting coherence lengths are isotropic. Finally, we addressed the problem of cusp-like singularity in YNi$_2$B$_2$C and present a possible explanation of this phenomenon.Comment: 13pages, 23figure