High-frequency stock market order transitions during the US-China trade war 2018: A discrete-time Markov chain analysis.

Statistical analysis of high-frequency stock market order transaction data is conducted to understand order transition dynamics. We employ a first-order time-homogeneous discrete-time Markov chain model to the sequence of orders of stocks belonging to six different sectors during the US-China trade war of 2018. The Markov property of the order sequence is validated by the Chi-square test. We estimate the transition probability matrix of the sequence using maximum likelihood estimation. From the heatmap of these matrices, we found the presence of active participation by different types of traders during high volatility days. On such days, these traders place limit orders primarily with the intention of deleting the majority of them to influence the market. These findings are supported by high stationary distribution and low mean recurrence values of add and delete orders. Further, we found similar spectral gap and entropy rate values, which indicates that similar trading strategies are employed on both high and low volatility days during the trade war. Among all the sectors considered in this study, we observe that there is a recurring pattern of full execution orders in the Finance & Banking sector. This shows that the banking stocks are resilient during the trade war. Hence, this study may be useful in understanding stock market order dynamics and devise trading strategies accordingly on high and low volatility days during extreme macroeconomic events.

Resetting-mediated navigation of an active Brownian searcher in a homogeneous topography.

Designing navigation strategies for search-time optimization remains of interest in various interdisciplinary branches in science. Herein, we focus on active Brownian walkers in noisy and confined environments, which are mediated by one such autonomous strategy, namely stochastic resetting. As such, resetting stops the motion and compels the walkers to restart from the initial configuration intermittently. The resetting clock is operated externally without any influence from the searchers. In particular, the resetting coordinates are either quenched (fixed) or annealed (fluctuating) over the entire topography. Although the strategy relies upon simple governing laws of motion, it shows a significant ramification for the search-time statistics, in contrast to the search process conducted by the underlying reset-free dynamics. Using extensive numerical simulations, we show that the resetting-driven protocols enhance the performance of these active searchers. This, however, depends robustly on the inherent search-time fluctuations, measured by the coefficient of variation of the underlying reset-free process. We also explore the effects of different boundaries and rotational diffusion constants on the search-time fluctuations in the presence of resetting. Notably, for the annealed condition, resetting is always found to expedite the search process. These features, as well as their applicability to more general optimization problems from queuing systems, computer science and randomized numerical algorithms, to active living systems such as enzyme turnover and backtracking recovery of RNA polymerases in gene expression, make resetting-based strategies universally promising.

Predicting aging transition using Echo state network.

It is generally known that in a mixture of coupled active and inactive nonlinear oscillators, the entire system may stop oscillating and become inactive if the fraction of active oscillators is reduced to a critical value. This emerging phenomenon, called the "aging transition," can be analytically predicted from the view point of cluster synchronization. One can question whether a model-free, data-driven framework based on neural networks could be used to foretell when such a system will cease oscillation. Here, we demonstrate how a straightforward ESN with trained output weights can accurately forecast both the temporal evaluation and the onset of collapse in coupled paradigmatic limit-cycle oscillators. In particular, we have demonstrated that an ESN can identify the critical fraction of inactive oscillators in a large all-to-all, small-world, and scale-free network when it is trained only with two nodes (one active and the other inactive) selected from three different pre-collapse regimes. We further demonstrate that ESN can anticipate aging transition of the network when trained with the mean-field dynamics of active and inactive oscillators.

Dimension reduction in higher-order contagious phenomena.

We investigate epidemic spreading in a deterministic susceptible-infected-susceptible model on uncorrelated heterogeneous networks with higher-order interactions. We provide a recipe for the construction of one-dimensional reduced model (resilience function) of the N-dimensional susceptible-infected-susceptible dynamics in the presence of higher-order interactions. Utilizing this reduction process, we are able to capture the microscopic and macroscopic behavior of infectious networks. We find that the microscopic state of nodes (fraction of stable healthy individual of each node) inversely scales with their degree, and it becomes diminished due to the presence of higher-order interactions. In this case, we analytically obtain that the macroscopic state of the system (fraction of infectious or healthy population) undergoes abrupt transition. Additionally, we quantify the network's resilience, i.e., how the topological changes affect the stable infected population. Finally, we provide an alternative framework of dimension reduction based on the spectral analysis of the network, which can identify the critical onset of the disease in the presence or absence of higher-order interactions. Both reduction methods can be extended for a large class of dynamical models.

Controlling species densities in structurally perturbed intransitive cycles with higher-order interactions.

The persistence of biodiversity of species is a challenging proposition in ecological communities in the face of Darwinian selection. The present article investigates beyond the pairwise competitive interactions and provides a novel perspective for understanding the influence of higher-order interactions on the evolution of social phenotypes. Our simple model yields a prosperous outlook to demonstrate the impact of perturbations on intransitive competitive higher-order interactions. Using a mathematical technique, we show how alone the perturbed interaction network can quickly determine the coexistence equilibrium of competing species instead of solving a large system of ordinary differential equations. It is possible to split the system into multiple feasible cluster states depending on the number of perturbations. Our analysis also reveals that the ratio between the unperturbed and perturbed species is inversely proportional to the amount of employed perturbation. Our results suggest that nonlinear dynamical systems and interaction topologies can be interplayed to comprehend species' coexistence under adverse conditions. Particularly, our findings signify that less competition between two species increases their abundance and outperforms others.

Model-free prediction of multistability using echo state network.

In the field of complex dynamics, multistable attractors have been gaining significant attention due to their unpredictability in occurrence and extreme sensitivity to initial conditions. Co-existing attractors are abundant in diverse systems ranging from climate to finance and ecological to social systems. In this article, we investigate a data-driven approach to infer different dynamics of a multistable system using an echo state network. We start with a parameter-aware reservoir and predict diverse dynamics for different parameter values. Interestingly, a machine is able to reproduce the dynamics almost perfectly even at distant parameters, which lie considerably far from the parameter values related to the training dynamics. In continuation, we can predict whole bifurcation diagram significant accuracy as well. We extend this study for exploring various dynamics of multistable attractors at an unknown parameter value. While we train the machine with the dynamics of only one attractor at parameter p, it can capture the dynamics of a co-existing attractor at a new parameter value p + Δ p. Continuing the simulation for a multiple set of initial conditions, we can identify the basins for different attractors. We generalize the results by applying the scheme on two distinct multistable systems.

Extreme events in a complex network: Interplay between degree distribution and repulsive interaction.

The role of topological heterogeneity in the origin of extreme events in a network is investigated here. The dynamics of the oscillators associated with the nodes are assumed to be identical and influenced by mean-field repulsive interactions. An interplay of topological heterogeneity and the repulsive interaction between the dynamical units of the network triggers extreme events in the nodes when each node succumbs to such events for discretely different ranges of repulsive coupling. A high degree node is vulnerable to weaker repulsive interactions, while a low degree node is susceptible to stronger interactions. As a result, the formation of extreme events changes position with increasing strength of repulsive interaction from high to low degree nodes. Extreme events at any node are identified with the appearance of occasional large-amplitude events (amplitude of the temporal dynamics) that are larger than a threshold height and rare in occurrence, which we confirm by estimating the probability distribution of all events. Extreme events appear at any oscillator near the boundary of transition from rotation to libration at a critical value of the repulsive coupling strength. To explore the phenomenon, a paradigmatic second-order phase model is used to represent the dynamics of the oscillator associated with each node. We make an annealed network approximation to reduce our original model and, thereby, confirm the dual role of the repulsive interaction and the degree of a node in the origin of extreme events in any oscillator associated with a node.

Neuron-like spiking and bursting in Josephson junctions: A review.

The superconducting Josephson junction shows spiking and bursting behaviors, which have similarities with neuronal spiking and bursting. This phenomenon had been observed long ago by some researchers; however, they overlooked the biological similarity of this particular dynamical feature and never attempted to interpret it from the perspective of neuronal dynamics. In recent times, the origin of such a strange property of the superconducting junction has been explained and such neuronal functional behavior has also been observed in superconducting nanowires. The history of this research is briefly reviewed here with illustrations from studies of two junction models and their dynamical interpretation in the sense of biological bursting.

Mitigating long transient time in deterministic systems by resetting.

How long does a trajectory take to reach a stable equilibrium point in the basin of attraction of a dynamical system? This is a question of quite general interest and has stimulated a lot of activities in dynamical and stochastic systems where the metric of this estimation is often known as the transient or first passage time. In nonlinear systems, one often experiences long transients due to their underlying dynamics. We apply resetting or restart, an emerging concept in statistical physics and stochastic process, to mitigate the detrimental effects of prolonged transients in deterministic dynamical systems. We show that resetting the intrinsic dynamics intermittently to a spatial control line that passes through the equilibrium point can dramatically expedite its completion, resulting in a huge reduction in mean transient time and fluctuations around it. Moreover, our study reveals the emergence of an optimal restart time that globally minimizes the mean transient time. We corroborate the results with detailed numerical studies on two canonical setups in deterministic dynamical systems, namely, the Stuart-Landau oscillator and the Lorenz system. The key features-expedition of transient time-are found to be very generic under different resetting strategies. Our analysis opens up a door to control the mean and fluctuations in transient time by unifying the original dynamics with an external stochastic or periodic timer and poses open questions on the optimal way to harness transients in dynamical systems.

Optimal test-kit-based intervention strategy of epidemic spreading in heterogeneous complex networks.

We propose a deterministic compartmental model of infectious disease that considers the test kits as an important ingredient for the suppression and mitigation of epidemics. A rigorous simulation (with an analytical argument) is provided to reveal the effective reduction of the final outbreak size and the peak of infection as a function of basic reproduction number in a single patch. Furthermore, to study the impact of long and short-distance human migration among the patches, we consider heterogeneous networks where the linear diffusive connectivity is determined by the network link structure. We numerically confirm that implementation of test kits in a fraction of nodes (patches) having larger degrees or betweenness centralities can reduce the peak of infection (as well as the final outbreak size) significantly. A next-generation matrix-based analytical treatment is provided to find out the critical transmission probability in the entire network for the onset of epidemics. Finally, the optimal intervention strategy is validated in two real networks: the global airport network and the transportation network of Kolkata, India.

Amplification of explosive width in complex networks.

We present an adaptive coupling strategy to induce hysteresis/explosive synchronization in complex networks of phase oscillators (Sakaguchi-Kuramoto model). The coupling strategy ensures explosive synchronization with significant explosive width enhancement. Results show the robustness of the strategy, and the strategy can diminish (by inducing enhanced hysteresis loop) the contrarian impact of phase frustration in the network, irrespective of the network structure or frequency distributions. Additionally, we design a set of frequency for the oscillators, which eventually ensure complete in-phase synchronization behavior among these oscillators (with enhanced explosive width) in the case of adaptive-coupling scheme. Based on a mean-field analysis, we develop a semi-analytical formalism, which can accurately predict the backward transition of the synchronization order parameter.

Routes to extreme events in dynamical systems: Dynamical and statistical characteristics.

Intermittent large amplitude events are seen in the temporal evolution of a state variable of many dynamical systems. Such intermittent large events suddenly start appearing in dynamical systems at a critical value of a system parameter and continues for a range of parameter values. Three important processes of instabilities, namely, interior crisis, Pomeau-Manneville intermittency, and the breakdown of quasiperiodic motion, are most common as observed in many systems that lead to such occasional and rare transitions to large amplitude spiking events. We characterize these occasional large events as extreme events if they are larger than a statistically defined significant height. We present two exemplary systems, a single system and a coupled system, to illustrate how the instabilities work to originate extreme events and they manifest as non-trivial dynamical events. We illustrate the dynamical and statistical properties of such events.

Emergent dynamics in delayed attractive-repulsively coupled networks.

We investigate different emergent dynamics, namely, oscillation quenching and revival of oscillation, in a global network of identical oscillators coupled with diffusive (positive) delay coupling as it is perturbed by symmetry breaking localized repulsive delayed interaction. Starting from the oscillatory state (OS), we systematically identify three types of transition phenomena in the parameter space: (1) The system may reach inhomogeneous steady states from the homogeneous steady state sometimes called as the transition from amplitude death (AD) to oscillation death (OD) state, i.e., OS-AD-OD scenario, (2) Revival of oscillation (OS) from the AD state (OS-AD-OS), and (3) Emergence of the OD state from the oscillatory state (OS) without passing through AD, i.e., OS-OD. The dynamics of each node in the network is assumed to be governed either by the identical limit cycle Stuart-Landau system or by the chaotic Rössler system. Based on clustering behavior observed in the oscillatory network, we derive a reduced low-dimensional model of the large network. Using the reduced model, we investigate the effect of time delay on these transitions and demarcate OS, AD, and OD regimes in the parameter space. We also explore and characterize the bifurcation transitions present in both systems. The generic behavior of the low dimensional model and full network is found to match satisfactorily.

Extreme multistability: Attractor manipulation and robustness.

The coexistence of infinitely many attractors is called extreme multistability in dynamical systems. In coupled systems, this phenomenon is closely related to partial synchrony and characterized by the emergence of a conserved quantity. We propose a general design of coupling that leads to partial synchronization, which may be a partial complete synchronization or partial antisynchronization and even a mixed state of complete synchronization and antisynchronization in two coupled systems and, thereby reveal the emergence of extreme multistability. The proposed design of coupling has wider options and allows amplification or attenuation of the amplitude of the attractors whenever it is necessary. We demonstrate that this phenomenon is robust to parameter mismatch of the coupled oscillators.

Interlayer antisynchronization in degree-biased duplex networks.

With synchronization being one of nature's most ubiquitous collective behaviors, the field of network synchronization has experienced tremendous growth, leading to significant theoretical developments. However, most previous studies consider uniform connection weights and undirected networks with positive coupling. In the present article, we incorporate the asymmetry in a two-layer multiplex network by assigning the ratio of the adjacent nodes' degrees as the weights to the intralayer edges. Despite the presence of degree-biased weighting mechanism and attractive-repulsive coupling strengths, we are able to find the necessary conditions for intralayer synchronization and interlayer antisynchronization and test whether these two macroscopic states can withstand demultiplexing in a network. During the occurrence of these two states, we analytically calculate the oscillator's amplitude. In addition to deriving the local stability conditions for interlayer antisynchronization via the master stability function approach, we also construct a suitable Lyapunov function to determine a sufficient condition for global stability. We provide numerical evidence to show the necessity of negative interlayer coupling strength for the occurrence of antisynchronization, and such repulsive interlayer coupling coefficients cannot destroy intralayer synchronization.

Diverse electrical responses in a network of fractional-order conductance-based excitable Morris-Lecar systems.

The diverse excitabilities of cells often produce various spiking-bursting oscillations that are found in the neural system. We establish the ability of a fractional-order excitable neuron model with Caputo's fractional derivative to analyze the effects of its dynamics on the spike train features observed in our results. The significance of this generalization relies on a theoretical framework of the model in which memory and hereditary properties are considered. Employing the fractional exponent, we first provide information about the variations in electrical activities. We deal with the 2D class I and class II excitable Morris-Lecar (M-L) neuron models that show the alternation of spiking and bursting features including MMOs & MMBOs of an uncoupled fractional-order neuron. We then extend the study with the 3D slow-fast M-L model in the fractional domain. The considered approach establishes a way to describe various characteristics similarities between fractional-order and classical integer-order dynamics. Using the stability and bifurcation analysis, we discuss different parameter spaces where the quiescent state emerges in uncoupled neurons. We show the characteristics consistent with the analytical results. Next, the Erdös-Rényi network of desynchronized mixed neurons (oscillatory and excitable) is constructed that is coupled through membrane voltage. It can generate complex firing activities where quiescent neurons start to fire. Furthermore, we have shown that increasing coupling can create cluster synchronization, and eventually it can enable the network to fire in unison. Based on cluster synchronization, we develop a reduced-order model which can capture the activities of the entire network. Our results reveal that the effect of fractional-order depends on the synaptic connectivity and the memory trace of the system. Additionally, the dynamics captures spike frequency adaptation and spike latency that occur over multiple timescales as the effects of fractional derivative, which has been observed in neural computation.

Perfect synchronization in complex networks with higher-order interactions.

Achieving perfect synchronization in a complex network, specially in the presence of higher-order interactions (HOIs) at a targeted point in the parameter space, is an interesting, yet challenging task. Here we present a theoretical framework to achieve the same under the paradigm of the Sakaguchi-Kuramoto (SK) model. We analytically derive a frequency set to achieve perfect synchrony at some desired point in a complex network of SK oscillators with higher-order interactions. Considering the SK model with HOIs on top of the scale-free, random, and small world networks, we perform extensive numerical simulations to verify the proposed theory. Numerical simulations show that the analytically derived frequency set not only provides stable perfect synchronization in the network at a desired point but also proves to be very effective in achieving a high level of synchronization around it compared to the other choices of frequency sets. The stability and the robustness of the perfect synchronization state of the system are determined using the low-dimensional reduction of the network and by introducing a Gaussian noise around the derived frequency set, respectively.

Impact of phase lag on synchronization in frustrated Kuramoto model with higher-order interactions.

The study of first order transition (explosive synchronization) in an ensemble (network) of coupled oscillators has been the topic of paramount interest among the researchers for more than one decade. Several frameworks have been proposed to induce explosive synchronization in a network and it has been reported that phase frustration in a network usually suppresses first order transition in the presence of pairwise interactions among the oscillators. However, on the contrary, by considering networks of phase frustrated coupled oscillators in the presence of higher-order interactions (up to 2-simplexes) we show here, under certain conditions, phase frustration can promote explosive synchronization in a network. A low-dimensional model of the network in the thermodynamic limit is derived using the Ott-Antonsen ansatz to explain this surprising result. Analytical treatment of the low-dimensional model, including bifurcation analysis, explains the apparent counter intuitive result quite clearly.

Contrarian role of phase and phase velocity coupling in synchrony of second-order phase oscillators.

Positive phase coupling plays an attractive role in inducing in-phase synchrony in an ensemble of phase oscillators. Positive coupling involving both amplitude and phase continues to be attractive, leading to complete synchrony in identical oscillators (limit cycle or chaotic) or phase coherence in oscillators with heterogeneity of parameters. In contrast, purely positive phase velocity coupling may originate a repulsive effect on pendulumlike oscillators (with rotational motion) to bring them into a state of diametrically opposite phases or a splay state. Negative phase velocity coupling is necessary to induce synchrony or coherence in the general sense. The contrarian roles of phase coupling and phase velocity coupling on the synchrony of networks of second-order phase oscillators have been explored here. We explain our proposition using networks of two model systems, a second-order phase oscillator representing the pendulum or the superconducting Josephson junction dynamics, and a voltage-controlled oscillations in neurons model. Numerical as well as semianalytical approaches are used to confirm our results.