Stochastic resonance in bistable systems: The effect of simultaneous additive and multiplicative correlated noises

We analyze the effect of the simultaneous presence of correlated additive and multiplicative noises on the stochastic resonance response of a modulated bistable system. We find that when the correlation parameter is also modulated, the system's response, measured through the output signal-to-noise ratio, becomes largely independent of the additive noise intensity.Comment: RevTex, 10 pgs, 3 figure

Non-universal results induced by diversity distribution in coupled excitable systems

We consider a system of globally coupled active rotators near the excitable regime. The system displays a transition to a state of collective firing induced by disorder. We show that this transition is found generically for any diversity distribution with well defined moments. Singularly, for the Lorentzian distribution (widely used in Kuramoto-like systems) the transition is not present. This warns about the use of Lorentzian distributions to understand the generic properties of coupled oscillators

How big is too big? Critical Shocks for Systemic Failure Cascades

External or internal shocks may lead to the collapse of a system consisting of many agents. If the shock hits only one agent initially and causes it to fail, this can induce a cascade of failures among neighoring agents. Several critical constellations determine whether this cascade remains finite or reaches the size of the system, i.e. leads to systemic risk. We investigate the critical parameters for such cascades in a simple model, where agents are characterized by an individual threshold \theta_i determining their capacity to handle a load \alpha\theta_i with 1-\alpha being their safety margin. If agents fail, they redistribute their load equally to K neighboring agents in a regular network. For three different threshold distributions P(\theta), we derive analytical results for the size of the cascade, X(t), which is regarded as a measure of systemic risk, and the time when it stops. We focus on two different regimes, (i) EEE, an external extreme event where the size of the shock is of the order of the total capacity of the network, and (ii) RIE, a random internal event where the size of the shock is of the order of the capacity of an agent. We find that even for large extreme events that exceed the capacity of the network finite cascades are still possible, if a power-law threshold distribution is assumed. On the other hand, even small random fluctuations may lead to full cascades if critical conditions are met. Most importantly, we demonstrate that the size of the "big" shock is not the problem, as the systemic risk only varies slightly for changes of 10 to 50 percent of the external shock. Systemic risk depends much more on ingredients such as the network topology, the safety margin and the threshold distribution, which gives hints on how to reduce systemic risk.Comment: 23 pages, 7 Figure

Chaotic synchronizations of spatially extended systems as non-equilibrium phase transitions

Two replicas of spatially extended chaotic systems synchronize to a common spatio-temporal chaotic state when coupled above a critical strength. As a prototype of each single spatio-temporal chaotic system a lattice of maps interacting via power-law coupling is considered. The synchronization transition is studied as a non-equilibrium phase transition, and its critical properties are analyzed at varying the spatial interaction range as well as the nonlinearity of the dynamical units composing each system. In particular, continuous and discontinuous local maps are considered. In both cases the transitions are of the second order with critical indexes varying with the exponent characterizing the interaction range. For discontinuous maps it is numerically shown that the transition belongs to the {\it anomalous directed percolation} (ADP) family of universality classes, previously identified for L{\'e}vy-flight spreading of epidemic processes. For continuous maps, the critical exponents are different from those characterizing ADP, but apart from the nearest-neighbor case, the identification of the corresponding universality classes remains an open problem. Finally, to test the influence of deterministic correlations for the studied synchronization transitions, the chaotic dynamical evolutions are substituted by suitable stochastic models. In this framework and for the discontinuous case, it is possible to derive an effective Langevin description that corresponds to that proposed for ADP.Comment: 12 pages, 5 figures Comments are welcom

Evolutionary and Ecological Trees and Networks

Evolutionary relationships between species are usually represented in phylogenies, i.e. evolutionary trees, which are a type of networks. The terminal nodes of these trees represent species, which are made of individuals and populations among which gene flow occurs. This flow can also be represented as a network. In this paper we briefly show some properties of these complex networks of evolutionary and ecological relationships. First, we characterize large scale evolutionary relationships in the Tree of Life by a degree distribution. Second, we represent genetic relationships between individuals of a Mediterranean marine plant, Posidonia oceanica, in terms of a Minimum Spanning Tree. Finally, relationships among plant shoots inside populations are represented as networks of genetic similarity.Comment: 6 pages, 5 figures. To appear in Proceedings of the Medyfinol06 Conferenc