Complex dynamics of financial indices

This paper presents a novel method for the analysis of nonlinear financial and economic systems. The modeling approach integrates the classical concepts of state space representation and time series regression. The analytical and numerical scheme leads to a parameter space representation that constitutes a valid alternative to represent the dynamical behavior. The results reveal that business cycles can be clearly revealed, while the noise effects common in financial indices can elegantly be filtered out of the results.

Complex Dynamics of defective interfering baculoviruses during serial passage in insect cells

Defective interfering (DI) viruses are thought to cause oscillations in virus levels, known as the ‘Von Magnus effect’. Interference by DI viruses has been proposed to underlie these dynamics, although experimental tests of this idea have not been forthcoming. For the baculoviruses, insect viruses commonly used for the expression of heterologous proteins in insect cells, the molecular mechanisms underlying DI generation have been investigated. However, the dynamics of baculovirus populations harboring DIs have not been studied in detail. In order to address this issue, we used quantitative real-time PCR to determine the levels of helper and DI viruses during 50 serial passages of Autographa californica multiple nucleopolyhedrovirus (AcMNPV) in Sf21 cells. Unexpectedly, the helper and DI viruses changed levels largely in phase, and oscillations were highly irregular, suggesting the presence of chaos. We therefore developed a simple mathematical model of baculovirus-DI dynamics. This theoretical model reproduced patterns qualitatively similar to the experimental data. Although we cannot exclude that experimental variation (noise) plays an important role in generating the observed patterns, the presence of chaos in the model dynamics was confirmed with the computation of the maximal Lyapunov exponent, and a Ruelle-Takens-Newhouse route to chaos was identified at decreasing production of DI viruses, using mutation as a control parameter. Our results contribute to a better understanding of the dynamics of DI baculoviruses, and suggest that changes in virus levels over passages may exhibit chaos.

Complex dynamics in the trajectory control of redundant manipulators

Redundant manipulators allow the trajectory optimization, the obstacle avoidance, and the resolution of singularities. For this type of manipulators, the kinematic control algorithms adopt generalized inverse matrices that may lead to unpredictable responses. Motivated by these problems this paper studies the complexity revealed by the trajectory planning scheme when controlling redundant manipulators. The results reveal fundamental properties of the chaotic phenomena and give a deeper insight towards the development of superior trajectory control algorithms.

Convex and toric geometry to analyze complex dynamics in chemical reaction systems

Convex cone, toric variety, graph theory, electrochemical catalysis, oxidation of formic acid, feedback-loopsbifurcations, enzymatic catalysis, Peroxidase reaction, Shil'nikov chaos

Complex dynamics in simple systems with periodic parameter oscillations

We study systems with periodically oscillating parameters that can give way to complex periodic or nonperiodic orbits. Performing the long time limit, we can define ergodic averages such as Lyapunov exponents, where a negative maximal Lyapunov exponent corresponds to a stable periodic orbit. By this, extremely complicated periodic orbits composed of contracting and expanding phases appear in a natural way. Employing the technique of ϵ-uncertain points, we find that values of the control parameters supporting such periodic motion are densely embedded in a set of values for which the motion is chaotic. When a tiny amount of noise is coupled to the system, dynamics with positive and with negative nontrivial Lyapunov exponents are indistinguishable. We discuss two physical systems, an oscillatory flow inside a duct and a dripping faucet with variable water supply, where such a mechanism seems to be responsible for a complicated alternation of laminar and turbulent phases.

Geophysical characterization of the complex dynamics of groundwater and seawater exchange in a highly stressed aquifer system linked to a coastal lagoon (SE Spain)

Anthropogenic pressure influences the two-way interactions between shallow aquifers and coastal lagoons. Aquifer overexploitation may lead to seawater intrusion, and aquifer recharge from rainfall plus irrigation may, in turn, increase the groundwater discharge into the lagoon. We analyse the evolution, since the 1950s up to the present, of the interactions between the Campo de Cartagena Quaternary aquifer and the Mar Menor coastal lagoon (SE Spain). This is a very heterogeneous and anisotropic detrital aquifer, where aquifer–lagoon interface has a very irregular geometry. Using electrical resistivity tomography, we clearly identified the freshwater–saltwater transition zone and detected areas affected by seawater intrusion. Severity of the intrusion was spatially variable and significantly related to the density of irrigation wells in 1950s–1960s, suggesting the role of groundwater overexploitation. We distinguish two different mechanisms by which water from the sea invades the land: (a) horizontal advance of the interface due to a wide exploitation area and (b) vertical rise (upconing) caused by local intensive pumping. In general, shallow parts of the geophysical profiles show higher electrical resistivity associated with freshwater mainly coming from irrigation return flows, with water resources mostly from deep confined aquifers and imported from Tagus river, 400 km north. This indicates a likely reversal of the former seawater intrusion process.

Temporal dynamics of stomatal conductance of plants under water deficit: can homeostasis be improved by more complex dynamics?

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Complex dynamics of multilocus systems subjected to cyclical selection.

Earlier we have shown that oscillations with a long period ("supercycles") may arise in two-locus systems experiencing cyclical selection with a short period. However, this mode of complex limiting behavior appeared to be possible for narrow ranges of parameters. Here we demonstrate that a multilocus system subjected to stabilizing selection with cyclically moving optimum can generate ubiquitous complex limiting behavior including supercycles, T-cycles, and chaotic-like phenomena. This mode of multilocus dynamics far exceeds the potential attainable under ordinary selection models resulting in simple behavior. It may represent a novel evolutionary mechanism increasing genetic diversity over long-term time periods.

Characterization of complex quantum dynamics with a scalable NMR information processor

We present experimental results on the measurement of fidelity decay under contrasting system dynamics using a nuclear magnetic resonance quantum information processor. The measurements were performed by implementing a scalable circuit in the model of deterministic quantum computation with only one quantum bit. The results show measurable differences between regular and complex behavior and for complex dynamics are faithful to the expected theoretical decay rate. Moreover, we illustrate how the experimental method can be seen as an efficient way for either extracting coarse-grained information about the dynamics of a large system or measuring the decoherence rate from engineered environments.

Relativistic time effects in financial dynamics

Financial time series have a complex dynamic nature. Many techniques were adopted having in mind standard paradigms of time flow. This paper explores an alternative route involving relativistic effects. It is observed that the measuring perspective influences the results and that we can have different time textures.

Intrinsic fractal dynamics in the respiratory system by means of pressure-volume loops

This contribution presents novel concepts for analysis of pressure–volume curves, which offer information about the time domain dynamics of the respiratory system. The aim is to verify whether a mapping of the respiratory diseases can be obtained, allowing analysis of (dis)similarities between the dynamical pattern in the breathing in children. The groups investigated here are children, diagnosed as healthy, asthmatic, and cystic fibrosis. The pressure–volume curves have been measured by means of the noninvasive forced oscillation technique during breathing at rest. The geometrical fractal dimension is extracted from the pressure–volume curves and a power-law behavior is observed in the data. The power-law model coefficients are identified from the three sets and the results show that significant differences are present between the groups. This conclusion supports the idea that the respiratory system changes with disease in terms of airway geometry, tissue parameters, leading in turn to variations in the fractal dimension of the respiratory tree and its dynamics.

Fractional Dynamics in Forest Fires

Every year forest fires consume large areas, being a major concern in many countries like Australia, United States and Mediterranean Basin European Countries (e.g., Portugal, Spain, Italy and Greece). Understanding patterns of such events, in terms of size and spatiotemporal distributions, may help to take measures beforehand in view of possible hazards and decide strategies of fire prevention, detection and suppression. Traditional statistical tools have been used to study forest fires. Nevertheless, those tools might not be able to capture the main features of fires complex dynamics and to model fire behaviour [1]. Forest fires size-frequency distributions unveil long range correlations and long memory characteristics, which are typical of fractional order systems [2]. Those complex correlations are characterized by self-similarity and absence of characteristic length-scale, meaning that forest fires exhibit power-law (PL) behaviour. Forest fires have also been proved to exhibit time-clustering phenomena, with timescales of the order of few days [3]. In this paper, we study forest fires in the perspective of dynamical systems and fractional calculus (FC). Public domain forest fires catalogues, containing data of events occurred in Portugal, in the period 1980 up to 2011, are considered. The data is analysed in an annual basis, modelling the occurrences as sequences of Dirac impulses. The frequency spectra of such signals are determined using Fourier transforms, and approximated through PL trendlines. The PL parameters are then used to unveil the fractional-order dynamics characteristics of the data. To complement the analysis, correlation indices are used to compare and find possible relationships among the data. It is shown that the used approach can be useful to expose hidden patterns not captured by traditional tools.

Simple model for nonexponential relaxation in complex fluids

The nonexponential relaxation occurring in complex dynamics manifested in a wide variety of systems is analyzed through a simple model of diffusion in phase space. It is found that the inability of the system to find its equilibrium state in any time scale becomes apparent in an effective temperature field, which leads to a hierarchy of relaxation times responsible for the slow relaxation phenomena.

Unraveling dynamics of human physical activity patterns in chronic pain conditions.

Chronic pain is a complex disabling experience that negatively affects the cognitive, affective and physical functions as well as behavior. Although the interaction between chronic pain and physical functioning is a well-accepted paradigm in clinical research, the understanding of how pain affects individuals' daily life behavior remains a challenging task. Here we develop a methodological framework allowing to objectively document disruptive pain related interferences on real-life physical activity. The results reveal that meaningful information is contained in the temporal dynamics of activity patterns and an analytical model based on the theory of bivariate point processes can be used to describe physical activity behavior. The model parameters capture the dynamic interdependence between periods and events and determine a 'signature' of activity pattern. The study is likely to contribute to the clinical understanding of complex pain/disease-related behaviors and establish a unified mathematical framework to quantify the complex dynamics of various human activities.

Studies on Fluxon Dynamics in Coupled Josephson Junctions

The thesis deals with detailed theoretical analysis of fluxon dynamics in single and in coupled Josephson junctions of different geometries under various internal and external conditions. The main objective of the present work is to investigate the properties of narrow Long Josephson junctions (LJJs) and to discuss the intriguing physics. In this thesis, Josephson junctions of three types of geometries, viz, rectangular, semiannular and quarter annular geometries in single and coupled format are studied to implement various fluxon based devices. Studies presented in this thesis reveal that mulistacked junctions are extremely useful in the fabrication of various super conducting electronic devices. The stability of the dynamical mode and therefore the operational stability of the proposed devices depend on parameters such as coupling strength, external magnetic fields, damping parameters etc. Stacked junctions offer a promising way to construct high-TC superconducting electronic components. Exploring the complex dynamics of fluxons in coupled junctions is a challenging and important task for the future experimental and theoretical investigations