Spatiotemporal intermittency and scaling laws in the coupled sine circle map lattice

We study spatio-temporal intermittency (STI) in a system of coupled sine circle maps. The phase diagram of the system shows parameter regimes with STI of both the directed percolation (DP) and non-DP class. STI with synchronized laminar behaviour belongs to the DP class. The regimes of non-DP behaviour show spatial intermittency (SI), where the temporal behaviour of both the laminar and burst regions is regular, and the distribution of laminar lengths scales as a power law. The regular temporal behaviour for the bursts seen in these regimes of spatial intermittency can be periodic or quasi-periodic, but the laminar length distributions scale with the same power-law, which is distinct from the DP case. STI with traveling wave (TW) laminar states also appears in the phase diagram. Soliton-like structures appear in this regime. These are responsible for cross-overs with accompanying non-universal exponents. The soliton lifetime distributions show power law scaling in regimes of long average soliton life-times, but peak at characteristic scales with a power-law tail in regimes of short average soliton life-times. The signatures of each type of intermittent behaviour can be found in the dynamical characterisers of the system viz. the eigenvalues of the stability matrix. We discuss the implications of our results for behaviour seen in other systems which exhibit spatio-temporal intermittency.Comment: 25 pages, 11 figures. Submitted to Phys. Rev.

Comment on ``Deterministic equations of motion and phase ordering dynamics''

Zheng [Phys. Rev. E {\bf 61}, 153 (2000), cond-mat/9909324] claims that phase ordering dynamics in the microcanonical $\phi^4$ model displays unusual scaling laws. We show here, performing more careful numerical investigations, that Zheng only observed transient dynamics mostly due to the corrections to scaling introduced by lattice effects, and that Ising-like (model A) phase ordering actually takes place at late times. Moreover, we argue that energy conservation manifests itself in different corrections to scaling.Comment: 5 pages, 4 figure

How does the market react to your order flow?

We present an empirical study of the intertwined behaviour of members in a financial market. Exploiting a database where the broker that initiates an order book event can be identified, we decompose the correlation and response functions into contributions coming from different market participants and study how their behaviour is interconnected. We find evidence that (1) brokers are very heterogeneous in liquidity provision -- some are consistently liquidity providers while others are consistently liquidity takers. (2) The behaviour of brokers is strongly conditioned on the actions of {\it other} brokers. In contrast brokers are only weakly influenced by the impact of their own previous orders. (3) The total impact of market orders is the result of a subtle compensation between the same broker pushing the price in one direction and the liquidity provision of other brokers pushing it in the opposite direction. These results enforce the picture of market dynamics being the result of the competition between heterogeneous participants interacting to form a complicated market ecology.Comment: 22 pages, 5+9 figure

Lyapunov exponents as a dynamical indicator of a phase transition

We study analytically the behavior of the largest Lyapunov exponent $\lambda_1$ for a one-dimensional chain of coupled nonlinear oscillators, by combining the transfer integral method and a Riemannian geometry approach. We apply the results to a simple model, proposed for the DNA denaturation, which emphasizes a first order-like or second order phase transition depending on the ratio of two length scales: this is an excellent model to characterize $\lambda_1$ as a dynamical indicator close to a phase transition.Comment: 8 Pages, 3 Figure

Absorbing Phase Transitions of Branching-Annihilating Random Walks

The phase transitions to absorbing states of the branching-annihilating reaction-diffusion processes mA --> (m+k)A, nA --> (n-l)A are studied systematically in one space dimension within a new family of models. Four universality classes of non-trivial critical behavior are found. This provides, in particular, the first evidence of universal scaling laws for pair and triplet processes.Comment: 4 pages, 4 figure

Comment on ``Phase ordering in chaotic map lattices with conserved dynamics''

Angelini, Pellicoro, and Stramaglia [Phys. Rev. E {\bf 60}, R5021 (1999), cond-mat/9907149] (APS) claim that the phase ordering of two-dimensional systems of sequentially-updated chaotic maps with conserved ``order parameter'' does not belong, for large regions of parameter space, to the expected universality class. We show here that these results are due to a slow crossover and that a careful treatment of the data yields normal dynamical scaling. Moreover, we construct better models, i.e. synchronously-updated coupled map lattices, which are exempt from these crossover effects, and allow for the first precise estimates of persistence exponents in this case.Comment: 3 pages, to be published in Phys. Rev.

Phase separation in coupled chaotic maps on fractal networks

The phase ordering dynamics of coupled chaotic maps on fractal networks are investigated. The statistical properties of the systems are characterized by means of the persistence probability of equivalent spin variables that define the phases. The persistence saturates and phase domains freeze for all values of the coupling parameter as a consequence of the fractal structure of the networks, in contrast to the phase transition behavior previously observed in regular Euclidean lattices. Several discontinuities and other features found in the saturation persistence curve as a function of the coupling are explained in terms of changes of stability of local phase configurations on the fractals.Comment: (4 pages, 4 Figs, Submitted to PRE

Universality in the pair contact process with diffusion

The pair contact process with diffusion is studied by means of multispin Monte Carlo simulations and density matrix renormalization group calculations. Effective critical exponents are found to behave nonmonotonically as functions of time or of system length and extrapolate asymptotically towards values consistent with the directed percolation universality class. We argue that an intermediate regime exists where the effective critical dynamics resembles that of a parity conserving process.Comment: 8 Pages, 9 figures, final version as publishe