The generalized diffusion equations with fractional order derivatives have shown be quite efficient to describe the diffusion in complex systems, with the advantage of producing exact expressions for the underlying diffusive properties. Recently, researchers have proposed different fractional-time operators (namely: the Caputo-Fabrizio and Atangana-Baleanu) which, differently from the well-known Riemann-Liouville operator, are defined by non-singular memory kernels. Here we proposed to use these new operators to generalize the usual diffusion equation. By analyzing the corresponding fractional diffusion equations within the continuous time random walk framework, we obtained waiting time distributions characterized by exponential, stretched exponential, and power-law functions, as well as a crossover between two behaviors. For the mean square displacement, we found crossovers between usual and confined diffusion, and between usual and sub-diffusion. We obtained the exact expressions for the probability distributions, where non-Gaussian and stationary distributions emerged. This former feature is remarkable because the fractional diffusion equation is solved without external forces and subjected to the free diffusion boundary conditions. We have further shown that these new fractional diffusion equations are related to diffusive processes with stochastic resetting, and to fractional diffusion equations with derivatives of distributed order. Thus, our results suggest that these new operators may be a simple and efficient way for incorporating different structural aspects into the system, opening new possibilities for modeling and investigating anomalous diffusive processes.
Complexity measures are essential to understand complex systems and there are numerous definitions to analyze one-dimensional data. However, extensions of these approaches to two or higher-dimensional data, such as images, are much less common. Here, we reduce this gap by applying the ideas of the permutation entropy combined with a relative entropic index. We build up a numerical procedure that can be easily implemented to evaluate the complexity of two or higher-dimensional patterns. We work out this method in different scenarios where numerical experiments and empirical data were taken into account. Specifically, we have applied the method to fractal landscapes generated numerically where we compare our measures with the Hurst exponent; liquid crystal textures where nematic-isotropic-nematic phase transitions were properly identified; 12 characteristic textures of liquid crystals where the different values show that the method can distinguish different phases; and Ising surfaces where our method identified the critical temperature and also proved to be stable.
We report on a quantitative analysis of relationships between the number of homicides, population size and ten other urban metrics. By using data from Brazilian cities, we show that well-defined average scaling laws with the population size emerge when investigating the relations between population and number of homicides as well as population and urban metrics. We also show that the fluctuations around the scaling laws are log-normally distributed, which enabled us to model these scaling laws by a stochastic-like equation driven by a multiplicative and log-normally distributed noise. Because of the scaling laws, we argue that it is better to employ logarithms in order to describe the number of homicides in function of the urban metrics via regression analysis. In addition to the regression analysis, we propose an approach to correlate crime and urban metrics via the evaluation of the distance between the actual value of the number of homicides (as well as the value of the urban metrics) and the value that is expected by the scaling law with the population size. This approach has proved to be robust and useful for unveiling relationships/behaviors that were not properly carried out by the regression analysis, such as the non-explanatory potential of the elderly population when the number of homicides is much above or much below the scaling law, the fact that unemployment has explanatory potential only when the number of homicides is considerably larger than the expected by the power law, and a gender difference in number of homicides, where cities with female population below the scaling law are characterized by a number of homicides above the power law.
1 June 2000 in Physica A: Statistical Mechanics and its Applications
The search for patterns in time series is a very common task when dealing with complex systems. This is usually accomplished by employing a complexity measure such as entropies and fractal dimensions. However, such measures usually only capture a single aspect of the system dynamics. Here, we propose a family of complexity measures for time series based on a generalization of the complexity-entropy causality plane. By replacing the Shannon entropy by a monoparametric entropy (Tsallis entropy) and after considering the proper generalization of the statistical complexity ( complexity), we build up a parametric curve (the -complexity-entropy curve) that is used for characterizing and classifying time series. Based on simple exact results and numerical simulations of stochastic processes, we show that these curves can distinguish among different long-range, short-range, and oscillating correlated behaviors. Also, we verify that simulated chaotic and stochastic time series can be distinguished based on whether these curves are open or closed. We further test this technique in experimental scenarios related to chaotic laser intensity, stock price, sunspot, and geomagnetic dynamics, confirming its usefulness. Finally, we prove that these curves enhance the automatic classification of time series with long-range correlations and interbeat intervals of healthy subjects and patients with heart disease.