Importance-sampling computation of statistical properties of coupled oscillators

We introduce and implement an importance-sampling Monte Carlo algorithm to study systems of globally-coupled oscillators. Our computational method efficiently obtains estimates of the tails of the distribution of various measures of dynamical trajectories corresponding to states occurring with (exponentially) small probabilities. We demonstrate the general validity of our results by applying the method to two contrasting cases: the driven-dissipative Kuramoto model, a paradigm in the study of spontaneous synchronization; and the conservative Hamiltonian mean-field model, a prototypical system of long-range interactions. We present results for the distribution of the finite-time Lyapunov exponent and a time-averaged order parameter. Among other features, our results show most notably that the distributions exhibit a vanishing standard deviation but a skewness that is increasing in magnitude with the number of oscillators, implying that non-trivial asymmetries and states yielding rare/atypical values of the observables persist even for a large number of oscillators.Comment: 11 pages, 4 figures; v2: minor changes, close to the published version, title changed to conform to PRE guideline

Effect of noise in open chaotic billiards

We investigate the effect of white-noise perturbations on chaotic trajectories in open billiards. We focus on the temporal decay of the survival probability for generic mixed-phase-space billiards. The survival probability has a total of five different decay regimes that prevail for different intermediate times. We combine new calculations and recent results on noise perturbed Hamiltonian systems to characterize the origin of these regimes, and to compute how the parameters scale with noise intensity and billiard openness. Numerical simulations in the annular billiard support and illustrate our results.Comment: To appear in "Chaos" special issue: "Statistical Mechanics and Billiard-Type Dynamical Systems"; 9 pages, 5 figure

Sampling motif-constrained ensembles of networks

The statistical significance of network properties is conditioned on null models which satisfy spec- ified properties but that are otherwise random. Exponential random graph models are a principled theoretical framework to generate such constrained ensembles, but which often fail in practice, either due to model inconsistency, or due to the impossibility to sample networks from them. These problems affect the important case of networks with prescribed clustering coefficient or number of small connected subgraphs (motifs). In this paper we use the Wang-Landau method to obtain a multicanonical sampling that overcomes both these problems. We sample, in polynomial time, net- works with arbitrary degree sequences from ensembles with imposed motifs counts. Applying this method to social networks, we investigate the relation between transitivity and homophily, and we quantify the correlation between different types of motifs, finding that single motifs can explain up to 60% of the variation of motif profiles.Comment: Updated version, as published in the journal. 7 pages, 5 figures, one Supplemental Materia

Characterizing Weak Chaos using Time Series of Lyapunov Exponents

We investigate chaos in mixed-phase-space Hamiltonian systems using time series of the finite- time Lyapunov exponents. The methodology we propose uses the number of Lyapunov exponents close to zero to define regimes of ordered (stickiness), semi-ordered (or semi-chaotic), and strongly chaotic motion. The dynamics is then investigated looking at the consecutive time spent in each regime, the transition between different regimes, and the regions in the phase-space associated to them. Applying our methodology to a chain of coupled standard maps we obtain: (i) that it allows for an improved numerical characterization of stickiness in high-dimensional Hamiltonian systems, when compared to the previous analyses based on the distribution of recurrence times; (ii) that the transition probabilities between different regimes are determined by the phase-space volume associated to the corresponding regions; (iii) the dependence of the Lyapunov exponents with the coupling strength.Comment: 8 pages, 6 figure