54 research outputs found

    Volatility of Linear and Nonlinear Time Series

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    Previous studies indicate that nonlinear properties of Gaussian time series with long-range correlations, uiu_i, can be detected and quantified by studying the correlations in the magnitude series ui|u_i|, i.e., the ``volatility''. However, the origin for this empirical observation still remains unclear, and the exact relation between the correlations in uiu_i and the correlations in ui|u_i| is still unknown. Here we find analytical relations between the scaling exponent of linear series uiu_i and its magnitude series ui|u_i|. Moreover, we find that nonlinear time series exhibit stronger (or the same) correlations in the magnitude time series compared to linear time series with the same two-point correlations. Based on these results we propose a simple model that generates multifractal time series by explicitly inserting long range correlations in the magnitude series; the nonlinear multifractal time series is generated by multiplying a long-range correlated time series (that represents the magnitude series) with uncorrelated time series [that represents the sign series sgn(ui)sgn(u_i)]. Our results of magnitude series correlations may help to identify linear and nonlinear processes in experimental records.Comment: 7 pages, 5 figure

    Width of percolation transition in complex networks

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    It is known that the critical probability for the percolation transition is not a sharp threshold, actually it is a region of non-zero width Δpc\Delta p_c for systems of finite size. Here we present evidence that for complex networks Δpcpcl\Delta p_c \sim \frac{p_c}{l}, where lNνoptl \sim N^{\nu_{opt}} is the average length of the percolation cluster, and NN is the number of nodes in the network. For Erd\H{o}s-R\'enyi (ER) graphs νopt=1/3\nu_{opt} = 1/3, while for scale-free (SF) networks with a degree distribution P(k)kλP(k) \sim k^{-\lambda} and 3<λ<43<\lambda<4, νopt=(λ3)/(λ1)\nu_{opt} = (\lambda-3)/(\lambda-1). We show analytically and numerically that the \textit{survivability} S(p,l)S(p,l), which is the probability of a cluster to survive ll chemical shells at probability pp, behaves near criticality as S(p,l)=S(pc,l)exp[(ppc)l/pc]S(p,l) = S(p_c,l) \cdot exp[(p-p_c)l/p_c]. Thus for probabilities inside the region ppc<pc/l|p-p_c| < p_c/l the behavior of the system is indistinguishable from that of the critical point

    Scale-Free Networks Emerging from Weighted Random Graphs

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    We study Erd\"{o}s-R\'enyi random graphs with random weights associated with each link. We generate a new ``Supernode network'' by merging all nodes connected by links having weights below the percolation threshold (percolation clusters) into a single node. We show that this network is scale-free, i.e., the degree distribution is P(k)kλP(k)\sim k^{-\lambda} with λ=2.5\lambda=2.5. Our results imply that the minimum spanning tree (MST) in random graphs is composed of percolation clusters, which are interconnected by a set of links that create a scale-free tree with λ=2.5\lambda=2.5. We show that optimization causes the percolation threshold to emerge spontaneously, thus creating naturally a scale-free ``supernode network''. We discuss the possibility that this phenomenon is related to the evolution of several real world scale-free networks

    Effect of Disorder Strength on Optimal Paths in Complex Networks

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    We study the transition between the strong and weak disorder regimes in the scaling properties of the average optimal path opt\ell_{\rm opt} in a disordered Erd\H{o}s-R\'enyi (ER) random network and scale-free (SF) network. Each link ii is associated with a weight τiexp(ari)\tau_i\equiv\exp(a r_i), where rir_i is a random number taken from a uniform distribution between 0 and 1 and the parameter aa controls the strength of the disorder. We find that for any finite aa, there is a crossover network size N(a)N^*(a) at which the transition occurs. For NN(a)N \ll N^*(a) the scaling behavior of opt\ell_{\rm opt} is in the strong disorder regime, with optN1/3\ell_{\rm opt} \sim N^{1/3} for ER networks and for SF networks with λ4\lambda \ge 4, and optN(λ3)/(λ1)\ell_{\rm opt} \sim N^{(\lambda-3)/(\lambda-1)} for SF networks with 3<λ<43 < \lambda < 4. For NN(a)N \gg N^*(a) the scaling behavior is in the weak disorder regime, with optlnN\ell_{\rm opt}\sim\ln N for ER networks and SF networks with λ>3\lambda > 3. In order to study the transition we propose a measure which indicates how close or far the disordered network is from the limit of strong disorder. We propose a scaling ansatz for this measure and demonstrate its validity. We proceed to derive the scaling relation between N(a)N^*(a) and aa. We find that N(a)a3N^*(a)\sim a^3 for ER networks and for SF networks with λ4\lambda\ge 4, and N(a)a(λ1)/(λ3)N^*(a)\sim a^{(\lambda-1)/(\lambda-3)} for SF networks with 3<λ<43 < \lambda < 4.Comment: 6 pages, 6 figures. submitted to Phys. Rev.

    Protein Dynamics in Individual Human Cells: Experiment and Theory

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    A current challenge in biology is to understand the dynamics of protein circuits in living human cells. Can one define and test equations for the dynamics and variability of a protein over time? Here, we address this experimentally and theoretically, by means of accurate time-resolved measurements of endogenously tagged proteins in individual human cells. As a model system, we choose three stable proteins displaying cell-cycle–dependant dynamics. We find that protein accumulation with time per cell is quadratic for proteins with long mRNA life times and approximately linear for a protein with short mRNA lifetime. Both behaviors correspond to a classical model of transcription and translation. A stochastic model, in which genes slowly switch between ON and OFF states, captures measured cell–cell variability. The data suggests, in accordance with the model, that switching to the gene ON state is exponentially distributed and that the cell–cell distribution of protein levels can be approximated by a Gamma distribution throughout the cell cycle. These results suggest that relatively simple models may describe protein dynamics in individual human cells

    Optimal Path and Minimal Spanning Trees in Random Weighted Networks

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    We review results on the scaling of the optimal path length in random networks with weighted links or nodes. In strong disorder we find that the length of the optimal path increases dramatically compared to the known small world result for the minimum distance. For Erd\H{o}s-R\'enyi (ER) and scale free networks (SF), with parameter λ\lambda (λ>3\lambda >3), we find that the small-world nature is destroyed. We also find numerically that for weak disorder the length of the optimal path scales logaritmically with the size of the networks studied. We also review the transition between the strong and weak disorder regimes in the scaling properties of the length of the optimal path for ER and SF networks and for a general distribution of weights, and suggest that for any distribution of weigths, the distribution of optimal path lengths has a universal form which is controlled by the scaling parameter Z=/AZ=\ell_{\infty}/A where AA plays the role of the disorder strength, and \ell_{\infty} is the length of the optimal path in strong disorder. The relation for AA is derived analytically and supported by numerical simulations. We then study the minimum spanning tree (MST) and show that it is composed of percolation clusters, which we regard as "super-nodes", connected by a scale-free tree. We furthermore show that the MST can be partitioned into two distinct components. One component the {\it superhighways}, for which the nodes with high centrality dominate, corresponds to the largest cluster at the percolation threshold which is a subset of the MST. In the other component, {\it roads}, low centrality nodes dominate. We demonstrate the significance identifying the superhighways by showing that one can improve significantly the global transport by improving a very small fraction of the network.Comment: review, accepted at IJB

    An Analytically Solvable Model for Rapid Evolution of Modular Structure

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    Biological systems often display modularity, in the sense that they can be decomposed into nearly independent subsystems. Recent studies have suggested that modular structure can spontaneously emerge if goals (environments) change over time, such that each new goal shares the same set of sub-problems with previous goals. Such modularly varying goals can also dramatically speed up evolution, relative to evolution under a constant goal. These studies were based on simulations of model systems, such as logic circuits and RNA structure, which are generally not easy to treat analytically. We present, here, a simple model for evolution under modularly varying goals that can be solved analytically. This model helps to understand some of the fundamental mechanisms that lead to rapid emergence of modular structure under modularly varying goals. In particular, the model suggests a mechanism for the dramatic speedup in evolution observed under such temporally varying goals
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