Asymmetric statistics of order books: the role of discreteness and evidence for strategic order placement.

We show that the statistics of spreads in real order books is characterized by an intrinsic asymmetry due to discreteness effects for even or odd values of the spread. An analysis of data from the New York Stock Exchange (NYSE) order book points out that traders' strategies contribute to this asymmetry. We also investigate this phenomenon in the framework of a microscopic model and, by introducing a nonuniform deposition mechanism for limit orders, we are able to quantitatively reproduce the asymmetry found in the experimental data. Simulations of our model also show a realistic dynamics with a sort of intermittent behavior characterized by long periods in which the order book is compact and liquid interrupted by volatile configurations. The order placement strategies produce a nontrivial behavior of the spread relaxation dynamics which is similar to the one observed in real markets.

Fermi-surface shrinking and interband coupling in iron-based pnictides.

Recent measurements of the Fermi surface with de Haas-van Alphen oscillations in LaFePO showed a shrinking of the Fermi pockets with respect to first-principle calculations, suggesting an energy shift of the hole and electrons bands with respect to local-density approximations. We show that this shift is a natural consequence of the strong particle-hole asymmetry of electronic bands in pnictides, and that it provides an indirect experimental evidence of a dominant interband scattering in these systems.

Brownian forces in sheared granular matter.

We present results from a series of experiments on a granular medium sheared in a Couette geometry and show that their statistical properties can be computed in a quantitative way from the assumption that the resultant from the set of forces acting in the system performs a Brownian motion. The same assumption has been utilized, with success, to describe other phenomena, such as the Barkhausen effect in ferromagnets, and so the scheme suggests itself as a more general description of a wider class of driven instabilities.

Shear stress fluctuations in the granular liquid and solid phases.

We report on experimentally observed shear stress fluctuations in both granular solid and fluid states, showing that they are non-Gaussian at low shear rates, reflecting the predominance of correlated structures (force chains) in the solidlike phase, which also exhibit finite rigidity to shear. Peaks in the rigidity and the stress distribution's skewness indicate that a change to the force-bearing mechanism occurs at the transition to fluid behavior, which, it is shown, can be predicted from the behavior of the stress at lower shear rates. In the fluid state stress is Gaussian distributed, suggesting that the central limit theorem holds. The fiber bundle model with random load sharing effectively reproduces the stress distribution at the yield point and also exhibits the exponential stress distribution anticipated from extant work on stress propagation in granular materials.

Topological approach to neural complexity.

Considerable effort in modern statistical physics is devoted to the study of networked systems. One of the most important example of them is the brain, which creates and continuously develops complex networks of correlated dynamics. An important quantity which captures fundamental aspects of brain network organization is the neural complexity C(X) introduced by Tononi et al. [Proc. Natl. Acad. Sci. USA 91, 5033 (1994)]. This work addresses the dependence of this measure on the topological features of a network in the case of a Gaussian stationary process. Both analytical and numerical results show that the degree of complexity has a clear and simple meaning from a topological point of view. Moreover, the analytical result offers a straightforward and faster algorithm to compute the complexity of a graph than the standard one.

Polaronic and nonadiabatic phase diagram from anomalous isotope effects.

Isotope effects (IEs) are powerful tools to probe directly the dependence of many physical properties on lattice dynamics. In this Letter we investigate the onset of anomalous IEs in the spinless Holstein model by employing the dynamical mean field theory. We show that the isotope coefficients of the electron effective mass and of the dressed phonon frequency are sizable also far away from the polaronic crossover and mark the importance of nonadiabatic lattice fluctuations. We draw a nonadiabatic phase diagram in which we identify a novel crossover, not related to polaronic features, where the IEs attain their largest anomalies.

Local rigidity in sandpile models.

We address the problem of the role of the concept of local rigidity in the family of sandpile systems. We define rigidity as the ratio between the critical energy and the amplitude of the external perturbation and we show, in the framework of the dynamically driven renormalization group, that any finite value of the rigidity in a generalized sandpile model renormalizes to an infinite value at the fixed point, i.e., on a large scale. The fixed-point value of the rigidity allows then for a nonambiguous distinction between sandpilelike systems and diffusive systems. Numerical simulations support our analytical results.

Probabilistic approach to the Bak-Sneppen model.

We study here the Bak-Sneppen model, a prototype model for the study of self-organized criticality. In this model several species interact and undergo extinction with a power-law distribution of activity bursts. Species are defined through their "fitness" whose distribution in the system is uniform above a certain threshold. Run time statistics is introduced for the analysis of the dynamics in order to explain the peculiar properties of the model. This approach based on conditional probability theory, takes into account the correlations due to memory effects. In this way, we may compute analytically the value of the fitness threshold with the desired precision. This represents a substantial improvement with respect to the traditional mean field approach.

High T(c) superconductivity in MgB2 by nonadiabatic pairing.

The evidence for the key role of the sigma bands in the electronic properties of MgB2 points to the possibility of nonadiabatic effects in the superconductivity of these materials. These are governed by the small value of the Fermi energy due to the vicinity of the hole doping level to the top of the sigma bands. We show that the nonadiabatic theory leads to a coherent interpretation of T(c) = 39 K and the boron isotope coefficient alphaB = 0.30 without invoking very large couplings and it naturally explains the role of the disorder on T(c). It also leads to various specific predictions for the properties of MgB2 and for the material optimization of these types of compounds.

Growing dynamics of Internet providers.

In this paper we present a model for the growth and evolution of Internet providers. The model reproduces the data observed for the Internet connection as probed by tracing routes from different computers. This problem represents a paramount case of study for growth processes in general, but can also help in the understanding the properties of the Internet. Our main result is that this network can be reproduced by a self-organized interaction between users and providers that can rearrange in time. This model can then be considered as a prototype model for the class of phenomena of aggregation processes in social networks.

Perturbative approach to the Bak-Sneppen model.

We study the Bak-Sneppen model in the probabilistic framework of the run time statistics (RTS). This model has attracted a large interest for its simplicity being a prototype for the whole class of models showing self-organized criticality. The dynamics is characterized by a self-organization of almost all the species fitnesses above a nontrivial threshold value, and by a lack of spatial and temporal characteristic scales. This results in avalanches of activity power law distributed. In this Letter we use the RTS approach to compute the value of x(c), the value of the avalanche exponent tau, and the asymptotic distribution of minimal fitnesses.

Discretized diffusion processes

We study the properties of the "rigid Laplacian" operator; that is we consider solutions of the Laplacian equation in the presence of fixed truncation errors. The dynamics of convergence to the correct analytical solution displays the presence of a metastable set of numerical solutions, whose presence can be related to granularity. We provide some scaling analysis in order to determine the value of the exponents characterizing the process. We believe that this prototype model is also suitable to provide an explanation of the widespread presence of power law in a social and economic system where information and decision diffuse, with errors and delay from agent to agent.

Nonadiabatic channels in the superconducting pairing of fullerides

We show the intrinsic inconsistency of the conventional phonon mediated theory of superconductivity in relation to the observed properties of Rb3C60. The recent, highly accurate measurement of the carbon isotope coefficient alpha(C) = 0.21, together with the high value of T(c) (30 K) and the very small Fermi energy E(F) (0.25 eV), unavoidably implies the opening of nonadiabatic channels in the superconducting pairing. We estimate these effects and show that they are actually the key elements for the high value of T(c) in these materials compared to the very low values of graphite intercalation compounds.

Invasion percolation with temperature and the nature of self-organized criticality in real systems

In this paper we present a theoretical approach that allows us to describe the transition between critical and noncritical behavior when stocastic noise is introduced in extremal models with disorder. Namely, we show that the introduction of thermal noise in invasion percolation (IP) brings the system outside the critical point. This result suggests a possible definition of self-organized criticality systems as ordinary critical systems where the critical point corresponds to set to 0 one of the parameters. We recover both the IP and Eden models for T-->0 and T-->infinity, respectively. For small T we find a dynamical second-order transition with correlation length diverging when T-->0.

Scale invariant dynamics of surface growth.

We describe in detail and extend a recently introduced nonperturbative renormalization group (RG) method for surface growth. The scale invariant dynamics which is the key ingredient of the calculation is obtained as the fixed point of a RG transformation relating the representation of the microscopic process at two different coarse-grained scales. We review the RG calculation for systems in the Kardar-Parisi-Zhang (KPZ) universality class and compute the roughness exponent for the strong coupling phase in dimensions from 1 to 9. Discussions of the approximations involved and possible improvements are also presented. Moreover, very strong evidence of the absence of a finite upper critical dimension for KPZ growth is presented. Finally, we apply the method to the linear Edwards-Wilkinson dynamics where we reproduce the known exact results, proving the ability of the method to capture qualitatively different behaviors.

Renormalization-group study of one-dimensional systems with roughening transitions.

A recently introduced real-space renormalization-group technique, developed for the analysis of processes in the Kardar-Parisi-Zhang universality class, is generalized and tested by applying it to a different family of surface-growth processes. In particular, we consider a growth model exhibiting a rich phenomenology even in one dimension. It has four different phases and a directed percolation-related roughening transition. The renormalization method reproduces extremely well all of the phase diagram, the roughness exponents in all the phases, and the separatrix among them. This proves the versatility of the method and elucidates interesting physical mechanisms.