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.

Response of a three-species cyclic ecosystem to a short-lived elevation of death rate.

A balanced ecosystem with coexisting constituent species is often perturbed by different natural events that persist only for a finite duration of time. What becomes important is whether, in the aftermath, the ecosystem recovers its balance or not. Here we study the fate of an ecosystem by monitoring the dynamics of a particular species that encounters a sudden increase in death rate. For exploration of the fate of the species, we use Monte-Carlo simulation on a three-species cyclic rock-paper-scissor model. The density of the affected (by perturbation) species is found to drop exponentially immediately after the pulse is applied. In spite of showing this exponential decay as a short-time behavior, there exists a region in parameter space where this species surprisingly remains as a single survivor, wiping out the other two which had not been directly affected by the perturbation. Numerical simulations using stochastic differential equations of the species give consistency to our results.

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.

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.

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.

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.

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.

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.

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.

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.

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.

Role of assortativity in predicting burst synchronization using echo state network.

In this study, we use a reservoir computing based echo state network (ESN) to predict the collective burst synchronization of neurons. Specifically, we investigate the ability of ESN in predicting the burst synchronization of an ensemble of Rulkov neurons placed on a scale-free network. We have shown that a limited number of nodal dynamics used as input in the machine can capture the real trend of burst synchronization in this network. Further, we investigate the proper selection of nodal inputs of degree-degree (positive and negative) correlated networks. We show that for a disassortative network, selection of different input nodes based on degree has no significant role in the machine's prediction. However, in the case of assortative network, training the machine with the information (i.e., time series) of low degree nodes gives better results in predicting the burst synchronization. The results are found to be consistent with the investigation carried out with a continuous time Hindmarsh-Rose neuron model. Furthermore, the role of hyperparameters like spectral radius and leaking parameter of ESN on the prediction process has been examined. Finally, we explain the underlying mechanism responsible for observing these differences in the prediction in a degree correlated network.

Effect of mobility in the rock-paper-scissor dynamics with high mortality.

In the evolutionary dynamics of a rock-paper-scissor model, the effect of natural death plays a major role in determining the fate of the system. Coexistence, being an unstable fixed point of the model, becomes very sensitive toward this parameter. In order to study the effect of mobility in such a system which has explicit dependence on mortality, we perform Monte Carlo simulation on a two-dimensional lattice having three cyclically competing species. The spatiotemporal dynamics has been studied along with the two-site correlation function. Spatial distribution exhibits emergence of spiral patterns in the presence of mobility. It reveals that the joint effect of death rate and mobility (diffusion) leads to new coexistence and extinction scenarios.

Topological synchronization of chaotic systems.

A chaotic dynamics is typically characterized by the emergence of strange attractors with their fractal or multifractal structure. On the other hand, chaotic synchronization is a unique emergent self-organization phenomenon in nature. Classically, synchronization was characterized in terms of macroscopic parameters, such as the spectrum of Lyapunov exponents. Recently, however, we attempted a microscopic description of synchronization, called topological synchronization, and showed that chaotic synchronization is, in fact, a continuous process that starts in low-density areas of the attractor. Here we analyze the relation between the two emergent phenomena by shifting the descriptive level of topological synchronization to account for the multifractal nature of the visited attractors. Namely, we measure the generalized dimension of the system and monitor how it changes while increasing the coupling strength. We show that during the gradual process of topological adjustment in phase space, the multifractal structures of each strange attractor of the two coupled oscillators continuously converge, taking a similar form, until complete topological synchronization ensues. According to our results, chaotic synchronization has a specific trait in various systems, from continuous systems and discrete maps to high dimensional systems: synchronization initiates from the sparse areas of the attractor, and it creates what we termed as the 'zipper effect', a distinctive pattern in the multifractal structure of the system that reveals the microscopic buildup of the synchronization process. Topological synchronization offers, therefore, a more detailed microscopic description of chaotic synchronization and reveals new information about the process even in cases of high mismatch parameters.

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.

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.

Reservoir computing on epidemic spreading: A case study on COVID-19 cases.

A reservoir computing based echo state network (ESN) is used here for the purpose of predicting the spread of a disease. The current infection trends of a disease in some targeted locations are efficiently captured by the ESN when it is fed with the infection data for other locations. The performance of the ESN is first tested with synthetic data generated by numerical simulations of independent uncoupled patches, each governed by the classical susceptible-infected-recovery model for a choice of distributed infection parameters. From a large pool of synthetic data, the ESN predicts the current trend of infection in 5% patches by exploiting the uncorrelated infection trend of 95% patches. The prediction remains consistent for most of the patches for approximately 4 to 5 weeks. The machine's performance is further tested with real data on the current COVID-19 pandemic collected for different countries. We show that our proposed scheme is able to predict the trend of the disease for up to 3 weeks for some targeted locations. An important point is that no detailed information on the epidemiological rate parameters is needed; the success of the machine rather depends on the history of the disease progress represented by the time-evolving data sets of a large number of locations. Finally, we apply a modified version of our proposed scheme for the purpose of future forecasting.