No Arabic abstract
Many real-world complex systems have small-world topology characterized by the high clustering of nodes and short path lengths.It is well-known that higher clustering drives localization while shorter path length supports delocalization of the eigenvectors of networks. Using multifractals technique, we investigate localization properties of the eigenvectors of the adjacency matrices of small-world networks constructed using Watts-Strogatz algorithm. We find that the central part of the eigenvalue spectrum is characterized by strong multifractality whereas the tail part of the spectrum have Dq->1. Before the onset of the small-world transition, an increase in the random connections leads to an enhancement in the eigenvectors localization, whereas just after the onset, the eigenvectors show a gradual decrease in the localization. We have verified an existence of sharp change in the correlation dimension at the localization-delocalization transition
Characterizing temporal evolution of stock markets is a fundamental and challenging problem. The literature on analyzing the dynamics of the markets has focused so far on macro measures with less predictive power. This paper addresses this issue from a micro point of view. Given an investigating period, a series of stock networks are constructed first by the moving-window method and the significance test of stock correlations. Then, several conserved networks are generated to extract different backbones of the market under different states. Finally, influential stocks and corresponding sectors are identified from each conserved network, based on which the longitudinal analysis is performed to describe the evolution of the market. The application of the above procedure to stocks belonging to Standard & Pools 500 Index from January 2006 to April 2010 recovers the 2008 financial crisis from the evolutionary perspective.
We study various box-size scaling techniques to obtain the multifractal properties, in terms of the singularity spectrum f(alpha), of the critical eigenstates at the metal-insulator transition within the 3-D Anderson model of localisation. The typical and ensemble averaged scaling laws of the generalised inverse participation ratios are considered. In pursuit of a numerical optimisation of the box-scaling technique we discuss different box-partitioning schemes including cubic and non-cubic boxes, use of periodic boundary conditions to enlarge the system and single and multiple origins for the partitioning grid are also implemented. We show that the numerically most reliable method is to divide a system of linear size L equally into cubic boxes of size l for which L/l is an integer. This method is the least numerically expensive while having a good reliability.
Complex networks characterized by global transport processes rely on the presence of directed paths from input to output nodes and edges, which organize in characteristic linked components. The analysis of such network-spanning structures in the framework of percolation theory, and in particular the key role of edge interfaces bridging the communication between core and periphery, allow us to shed light on the structural properties of real and theoretical flow networks, and to define criteria and quantities to characterize their efficiency at the interplay between structure and functionality. In particular, it is possible to assess that an optimal flow network should look like a hairy ball, so to minimize bottleneck effects and the sensitivity to failures. Moreover, the thorough analysis of two real networks, the Internet customer-provider set of relationships at the autonomous system level and the nervous system of the worm Caenorhabditis elegans --that have been shaped by very different dynamics and in very different time-scales--, reveals that whereas biological evolution has selected a structure close to the optimal layout, market competition does not necessarily tend toward the most customer efficient architecture.
We propose a generalization of multifractal analysis that is applicable to the critical regime of the Anderson localization-delocalization transition. The approach reveals that the behavior of the probability distribution of wavefunction amplitudes is sufficient to characterize the transition. In combination with finite-size scaling, this formalism permits the critical parameters to be estimated without the need for conductance or other transport measurements. Applying this method to high-precision data for wavefunction statistics obtained by exact diagonalization of the three-dimensional Anderson model, we estimate the critical exponent $ u=1.58pm 0.03$.
Methods connecting dynamical systems and graph theory have attracted increasing interest in the past few years, with applications ranging from a detailed comparison of different kinds of dynamics to the characterisation of empirical data. Here we investigate the effects of the (multi)fractal properties of a time signal, common in sequences arising from chaotic or strange attractors, on the topology of a suitably projected network. Relying on the box counting formalism, we map boxes into the nodes of a network and establish analytic expressions connecting the natural measure of a box with its degree in the graph representation. We single out the conditions yielding to the emergence of a scale-free topology, and validate our findings with extensive numerical simulations.