Invariant submanifold for series arrays of Josephson junctions

We study the nonlinear dynamics of series arrays of Josephson junctions in the large-N limit, where N is the number of junctions in the array. The junctions are assumed to be identical, overdamped, driven by a constant bias current and globally coupled through a common load. Previous simulations of such arrays revealed that their dynamics are remarkably simple, hinting at the presence of some hidden symmetry or other structure. These observations were later explained by the discovery of (N - 3) constants of motion, each choice of which confines the resulting flow in phase space to a low-dimensional invariant manifold. Here we show that the dimensionality can be reduced further by restricting attention to a special family of states recently identified by Ott and Antonsen. In geometric terms, the Ott-Antonsen ansatz corresponds to an invariant submanifold of dimension one less than that found earlier. We derive and analyze the flow on this submanifold for two special cases: an array with purely resistive loading and another with resistive-inductive-capacitive loading. Our results recover (and in some instances improve) earlier findings based on linearization arguments.Comment: 10 pages, 6 figure

Synchronization of globally coupled two-state stochastic oscillators with a state dependent refractory period

We present a model of identical coupled two-state stochastic units each of which in isolation is governed by a fixed refractory period. The nonlinear coupling between units directly affects the refractory period, which now depends on the global state of the system and can therefore itself become time dependent. At weak coupling the array settles into a quiescent stationary state. Increasing coupling strength leads to a saddle node bifurcation, beyond which the quiescent state coexists with a stable limit cycle of nonlinear coherent oscillations. We explicitly determine the critical coupling constant for this transition

Spreading dynamics on spatially constrained complex brain networks

The study of dynamical systems defined on complex networks provides a natural framework with which to investigate myriad features of neural dynamics and has been widely undertaken. Typically, however, networks employed in theoretical studies bear little relation to the spatial embedding or connectivity of the neural networks that they attempt to replicate. Here, we employ detailed neuroimaging data to define a network whose spatial embedding represents accurately the folded structure of the cortical surface of a rat brain and investigate the propagation of activity over this network under simple spreading and connectivity rules. By comparison with standard network models with the same coarse statistics, we show that the cortical geometry influences profoundly the speed of propagation of activation through the network. Our conclusions are of high relevance to the theoretical modelling of epileptic seizure events and indicate that such studies which omit physiological network structure risk simplifying the dynamics in a potentially significant way

Signal processing with Levy information

Levy processes, which have stationary independent increments, are ideal for modelling the various types of noise that can arise in communication channels. If a Levy process admits exponential moments, then there exists a parametric family of measure changes called Esscher transformations. If the parameter is replaced with an independent random variable, the true value of which represents a "message", then under the transformed measure the original Levy process takes on the character of an "information process". In this paper we develop a theory of such Levy information processes. The underlying Levy process, which we call the fiducial process, represents the "noise type". Each such noise type is capable of carrying a message of a certain specification. A number of examples are worked out in detail, including information processes of the Brownian, Poisson, gamma, variance gamma, negative binomial, inverse Gaussian, and normal inverse Gaussian type. Although in general there is no additive decomposition of information into signal and noise, one is led nevertheless for each noise type to a well-defined scheme for signal detection and enhancement relevant to a variety of practical situations.Comment: 27 pages. Version to appear in: Proc. R. Soc. London

Transfer Entropy as a Log-likelihood Ratio

Transfer entropy, an information-theoretic measure of time-directed information transfer between joint processes, has steadily gained popularity in the analysis of complex stochastic dynamics in diverse fields, including the neurosciences, ecology, climatology and econometrics. We show that for a broad class of predictive models, the log-likelihood ratio test statistic for the null hypothesis of zero transfer entropy is a consistent estimator for the transfer entropy itself. For finite Markov chains, furthermore, no explicit model is required. In the general case, an asymptotic chi-squared distribution is established for the transfer entropy estimator. The result generalises the equivalence in the Gaussian case of transfer entropy and Granger causality, a statistical notion of causal influence based on prediction via vector autoregression, and establishes a fundamental connection between directed information transfer and causality in the Wiener-Granger sense

Schulman Replies

This is a reply to a comment of Casati, Chirikov and Zhirov (PRL 85, 896 (2000)) on PRL 83, 5419 (1999). The suitability of the particlar two-time boundary value problem used in the earlier PRL is argued

Opposite Thermodynamic Arrows of Time

A model in which two weakly coupled systems maintain opposite running thermodynamic arrows of time is exhibited. Each experiences its own retarded electromagnetic interaction and can be seen by the other. The possibility of opposite-arrow systems at stellar distances is explored and a relation to dark matter suggested.Comment: To appear in Phys. Rev. Let

Precautionary Regulation in Europe and the United States: A Quantitative Comparison

Much attention has been addressed to the question of whether Europe or the United States adopts a more precautionary stance to the regulation of potential environmental, health, and safety risks. Some commentators suggest that Europe is more risk-averse and precautionary, whereas the US is seen as more risk-taking and optimistic about the prospects for new technology. Others suggest that the US is more precautionary because its regulatory process is more legalistic and adversarial, while Europe is more lax and corporatist in its regulations. The flip-flop hypothesis claims that the US was more precautionary than Europe in the 1970s and early 1980s, and that Europe has become more precautionary since then. We examine the levels and trends in regulation of environmental, health, and safety risks since 1970. Unlike previous research, which has studied only a small set of prominent cases selected non-randomly, we develop a comprehensive list of almost 3,000 risks and code the relative stringency of regulation in Europe and the US for each of 100 risks randomly selected from that list for each year from 1970 through 2004. Our results suggest that: (a) averaging over risks, there is no significant difference in relative precaution over the period, (b) weakly consistent with the flip-flop hypothesis, there is some evidence of a modest shift toward greater relative precaution of European regulation since about 1990, although (c) there is a diversity of trends across risks, of which the most common is no change in relative precaution (including cases where Europe and the US are equally precautionary and where Europe or the US has been consistently more precautionary). The overall finding is of a mixed and diverse pattern of relative transatlantic precaution over the period

Noise-induced dynamics in bistable systems with delay

Noise-induced dynamics of a prototypical bistable system with delayed feedback is studied theoretically and numerically. For small noise and magnitude of the feedback, the problem is reduced to the analysis of the two-state model with transition rates depending on the earlier state of the system. In this two-state approximation, we found analytical formulae for the autocorrelation function, the power spectrum, and the linear response to a periodic perturbation. They show very good agreement with direct numerical simulations of the original Langevin equation. The power spectrum has a pronounced peak at the frequency corresponding to the inverse delay time, whose amplitude has a maximum at a certain noise level, thus demonstrating coherence resonance. The linear response to the external periodic force also has maxima at the frequencies corresponding to the inverse delay time and its harmonics.Comment: 4 pages, 4 figures, submitted to Physical Review Letter