Solution of the nonlinear theory and tests of earthquake recurrence times.

We develop an efficient numerical scheme to solve accurately the set of nonlinear integral equations derived previously in [A. Saichev and D. Sornette, J. Geophys. Res. 112, B04313 (2007)], which describes the distribution of interevent times in the framework of a general model of earthquake clustering with long memory. Detailed comparisons between the linear and nonlinear versions of the theory and direct synthetic catalogs show that the nonlinear theory provides an excellent fit to the synthetic catalogs, while there are significant biases resulting from the use of the linear approximation. We then address the suggestions proposed by some authors to use the empirical distribution of interevent times to obtain a better determination of the so-called clustering parameter. Our theory and tests against synthetic and empirical catalogs find a rather dramatic lack of power for the distribution of interevent times to distinguish between quite different sets of parameters, casting doubt on the usefulness of this statistic for the specific purpose of identifying the clustering parameter.

Generic multifractality in exponentials of long memory processes.

We find that multifractal scaling is a robust property of a large class of continuous stochastic processes, constructed as exponentials of long-memory processes. The long memory is characterized by a power law kernel with tail exponent phi+1/2, where phi>0. This generalizes previous studies performed only with phi=0(with a truncation at an integral scale) by showing that multifractality holds over a remarkably large range of dimensionless scales for phi>0. The intermittency multifractal coefficient can be tuned continuously as a function of the deviation phi from 1/2 and of another parameter sigma2 embodying information on the short-range amplitude of the memory kernel, the ultraviolet cutoff ("viscous") scale, and the variance of the white-noise innovations. In these processes, both a viscous scale and an integral scale naturally appear, bracketing the "inertial" scaling regime. We exhibit a surprisingly good collapse of the multifractal spectra zeta(q) on a universal scaling function, which enables us to derive high-order multifractal exponents from the small-order values and also obtain a given multifractal spectrum zeta(q) by different combinations of phi and sigma2.

Andrade, Omori, and time-to-failure laws from thermal noise in material rupture.

Using a simple mean-field rupture model with quenched disorder in the presence of thermal fluctuations introduced by S. Ciliberto et al., we provide an analytical theory of three ubiquitous empirical observations obtained in creep (constant applied stress) experiments: the initial Andrade-like and Omori-like 1/t decay of the rate of deformation and of fiber ruptures and the 1/( tc-t) critical time-to-failure behavior of acoustic emissions just prior to the macroscopic rupture. The lifetime of the material is controlled by a thermally activated Arrhenius nucleation process, describing the crossover between these two regimes, as shown by S. Ciliberto et al. Thus tiny thermal fluctuations may actually play an essential role in macroscopic deformation and rupture processes at room temperature. We also discover a reentrant dependence of the lifetime as a function of the amount of quenched disorder.

Distribution of the largest aftershocks in branching models of triggered seismicity: theory of the universal Båth law.

Using the epidemic-type aftershock sequence (ETAS) branching model of triggered seismicity, we apply the formalism of generating probability functions to calculate exactly the average difference between the magnitude of a mainshock and the magnitude of its largest aftershock over all generations. This average magnitude difference is found empirically to be independent of the mainshock magnitude and equal to 1.2, a universal behavior known as Båth's law. Our theory shows that Båth's law holds only sufficiently close to the critical regime of the ETAS branching process. Allowing for error bars +/- 0.1 for Båth's constant value around 1.2, our exact analytical treatment of Båth's law provides new constraints on the productivity exponent alpha and the branching ratio n: 0.9 approximately < alpha < or =1. We propose a method for measuring alpha based on the predicted renormalization of the Gutenberg-Richter distribution of the magnitudes of the largest aftershock. We also introduce the "second Båth law for foreshocks:" the probability that a main earthquake turns out to be the foreshock does not depend on its magnitude rho.

Vere-Jones' self-similar branching model.

Motivated by its potential application to earthquake statistics as well as for its intrinsic interest in the theory of branching processes, we study the exactly self-similar branching process introduced recently by Vere-Jones. This model extends the ETAS class of conditional self-excited branching point-processes of triggered seismicity by removing the problematic need for a minimum (as well as maximum) earthquake size. To make the theory convergent without the need for the usual ultraviolet and infrared cutoffs, the distribution of magnitudes m' of daughters of first-generation of a mother of magnitude m has two branches m < m' with exponent beta - d and m' > m with exponent beta + d, where beta and d are two positive parameters. We investigate the condition and nature of the subcritical, critical, and supercritical regime in this and in an extended version interpolating smoothly between several models. We predict that the distribution of magnitudes of events triggered by a mother of magnitude m over all generations has also two branches m' < m with exponent and with exponent beta - h, with h=d squareroot of (1-s), where s is the fraction of triggered events. This corresponds to a renormalization of the exponent d into h by the hierarchy of successive generations of triggered events. For a significant part of the parameter space, the distribution of magnitudes over a full catalog summed over an average steady flow of spontaneous sources (immigrants) reproduces the distribution of the spontaneous sources with a single branch and is blind to the exponents beta, d of the distribution of triggered events. Since the distribution of earthquake magnitudes is usually obtained with catalogs including many sequences, we conclude that the two branches of the distribution of aftershocks are not directly observable and the model is compatible with real seismic catalogs. In summary, the exactly self-similar Vere-Jones model provides an attractive new approach to model triggered seismicity, which alleviates delicate questions on the role of magnitude cutoffs in other non-self-similar models. The new prediction concerning two branches in the distribution of magnitudes of aftershocks could be tested with recently introduced stochastic reconstruction methods, tailored to disentangle the different triggered sequences.

Anomalous power law distribution of total lifetimes of branching processes: application to earthquake aftershock sequences.

We consider a general stochastic branching process, which is relevant to earthquakes, and study the distributions of global lifetimes of the branching processes. In the earthquake context, this amounts to the distribution of the total durations of aftershock sequences including aftershocks of arbitrary generation number. Our results extend previous results on the distribution of the total number of offspring (direct and indirect aftershocks in seismicity) and of the total number of generations before extinction. We consider a branching model of triggered seismicity, the epidemic-type aftershock sequence model, which assumes that each earthquake can trigger other earthquakes ("aftershocks"). An aftershock sequence results in this model from the cascade of aftershocks of each past earthquake. Due to the large fluctuations of the number of aftershocks triggered directly by any earthquake ("productivity" or "fertility"), there is a large variability of the total number of aftershocks from one sequence to another, for the same mainshock magnitude. We study the regime where the distribution of fertilities mu is characterized by a power law approximately 1/ mu(1+gamma) and the bare Omori law for the memory of previous triggering mothers decays slowly as approximately 1/ t(1+theta;) , with 0

Wave function statistics for ballistic quantum transport through chaotic open billiards: statistical crossover and coexistence of regular and chaotic waves.

For ballistic transport through chaotic open billiards, we implement accurate fully quantal calculations of the probability distributions and spatial correlations of the local densities of single-electron wave functions within the cavity. We find wave-statistical behaviors intrinsically different from those in their closed counterparts. Chaotic-scattering wave functions in open systems can be quantitatively interpreted in terms of statistically independent real and imaginary random fields in the same way as for wave-function statistics of closed systems in the time-reversal symmetry-breaking crossover regime. We also discuss perceived statistical deviations, which are attributed to the coexistence of regular and chaotic waves and given analytical explanations.

Distribution of nearest distances between nodal points for the Berry function in two dimensions.

According to Berry a wave-chaotic state may be viewed as a superposition of monochromatic plane waves with random phases and amplitudes. Here we consider the distribution of nodal points associated with this state. Using the property that both the real and imaginary parts of the wave function are random Gaussian fields we analyze the correlation function and densities of the nodal points. Using two approaches (the Poisson and Bernoulli) we derive the distribution of nearest neighbor separations. Furthermore the distribution functions for nodal points with specific chirality are found. Comparison is made with results from numerical calculations for the Berry wave function.

Inertial nonlinearity and chaotic motion of particle fluxes.

A brief review is given of the nonlinear phenomena arising in the evolution of random perturbations in particle fluxes of the hydrodynamical type, the velocity field of which is described by equations similar to the Riemann and Burgers equations. It is shown that a nonlinearity of the inertial type deforming the fluxes owing to the inertia of the motion of their constituent particles leads to the formation of singularities in the realizations of the velocity and density fields, and, consequently, to the appearance of universal asymptotes in their spectra and probability distributions. Methods are presented for the statistical description of waves in dispersionless media. A brief discussion is given of the laws of evolution of the statistical characteristics of the velocity and density fields of particle fluxes, both without interactions and with a contact interaction. In particular, the analogy between the solution of the Burgers equation and a particle flux with adhesion is studied. Diverse physical applications are discussed: to the dynamics of particles and mixtures, intensity fluctuations of an optical wave which has passed through a phase screen and in a randomly nonuniform medium, gravitational instability, and acoustical turbulence.

Superlinear scaling of offspring at criticality in branching processes.

For any branching process, we demonstrate that the typical total number rmp(ντ) of events triggered over all generations within any sufficiently large time window τ exhibits, at criticality, a superlinear dependence rmp(ντ)∼(ντ)γ (with γ>1) on the total number ντ of the immigrants arriving at the Poisson rate ν. In branching processes in which immigrants (or sources) are characterized by fertilities distributed according to an asymptotic power-law tail with tail exponent 1<γ⩽2, the exponent of the superlinear law for rmp(ντ) is identical to the exponent γ of the distribution of fertilities. For γ>2 and for standard branching processes without power-law distribution of fertilities, rmp(ντ)∼(ντ)2. This scaling law replaces and tames the divergence ντ/(1-n) of the mean total number R̅t(τ) of events, as the branching ratio (defined as the average number of triggered events of first generation per source) tends to 1. The derivation uses the formalism of generating probability functions. The corresponding prediction is confirmed by numerical calculations, and an heuristic derivation enlightens its underlying mechanism. We also show that R̅t(τ) is always linear in ντ even at criticality (n=1). Our results thus illustrate the fundamental difference between the mean total number, which is controlled by a few extremely rare realizations, and the typical behavior represented by rmp(ντ).

Fertility heterogeneity as a mechanism for power law distributions of recurrence times.

We study the statistical properties of recurrence times in the self-excited Hawkes conditional Poisson process, the simplest extension of the Poisson process that takes into account how the past events influence the occurrence of future events. Specifically, we analyze the impact of the power law distribution of fertilities with exponent α, where the fertility of an event is the number of triggered events of first generation, on the probability distribution function (PDF) f(τ) of the recurrence times τ between successive events. The other input of the model is an exponential law quantifying the PDF of waiting times between an event and its first generation triggered events, whose characteristic time scale is taken as our time unit. At short-time scales, we discover two intermediate power law asymptotics, f(τ)~τ(-(2-α)) for τ<<τ(c) and f(τ)~τ(-α) for τ(c)<<τ<<1, where τ(c) is associated with the self-excited cascades of triggered events. For 1<<τ<<1/ν, we find a constant plateau f(τ)=/~const, while at long times, 1/ν

Quantification of deviations from rationality with heavy tails in human dynamics.

The dynamics of technological, economic and social phenomena is controlled by how humans organize their daily tasks in response to both endogenous and exogenous stimulations. Queueing theory is believed to provide a generic answer to account for the often observed power-law distributions of waiting times before a task is fulfilled. However, the general validity of the power law and the nature of other regimes remain unsettled. Using anonymized data collected by Google at the World Wide Web level, we identify the existence of several additional regimes characterizing the time required for a population of Internet users to execute a given task after receiving a message. Depending on the under- or over-utilization of time by the population of users and the strength of their response to perturbations, the pure power law is found to be coextensive with an exponential regime (tasks are performed without too much delay) and with a crossover to an asymptotic plateau (some tasks are never performed).

Effects of diversity and procrastination in priority queuing theory: the different power law regimes.

Empirical analyses show that after the update of a browser, or the publication of the vulnerability of a software, or the discovery of a cyber worm, the fraction of computers still using the older browser or software version, or not yet patched, or exhibiting worm activity decays as a power law approximately 1/t(alpha) with 0

"Universal" distribution of interearthquake times explained.

We propose a simple theory for the "universal" scaling law previously reported for the distributions of waiting times between earthquakes. It is based on a largely used benchmark model of seismicity, which just assumes no difference in the physics of foreshocks, mainshocks, and aftershocks. Our theoretical calculations provide good fits to the data and show that universality is only approximate. We conclude that the distributions of interevent times do not reveal more information than what is already known from the Gutenberg-Richter and the Omori power laws. Our results reinforce the view that triggering earthquakes by other earthquakes is a key physical mechanism to understand seismicity.