The fractional calculus has been part of the mathematics and science literature for 310 years. However, it is only in the past decade or so that it has drawn the attention of mainstream science as a way to describe the dynamics of complex phenomena with long-term memory, spatial heterogeneity, along with nonstationary and nonergodic statistics. The most recent application encompasses complex networks, which require new ways of thinking about the world. Part of the new cognition is provided by the fractional calculus description of temporal and topological complexity. Consequently, this Colloquium is not so much a tutorial on the mathematics of the fractional calculus as it is an exploration of how complex phenomena in the physical, social, and life sciences that have eluded traditional mathematical modeling become less mysterious when certain historical assumptions such as differentiability are discarded and the ordinary calculus is replaced with the fractional calculus. Exemplars considered include the fractional differential equations describing the dynamics of viscoelastic materials, turbulence, foraging, and phase transitions in complex social networks.
20 July 2020 in Proceedings of the National Academy of Sciences
Extensive empirical evidence suggests that there is a maximal number of people with whom an individual can maintain stable social relationships (the Dunbar number). We argue that this arises as a consequence of a natural phase transition in the dynamic self-organization among N individuals within a social system. We present the calculated size dependence of the scaling properties of complex social network models to argue that this collective behavior is an enhanced form of collective intelligence. Direct calculation establishes that the complexity of social networks as measured by their scaling behavior is nonmonotonic, peaking around 150, thereby providing a theoretical basis for the value of the Dunbar number. Thus, we establish a theory-based bridge spanning the gap between sociology and psychology. Significance Dunbar hypothesized, on the basis of empirical evidence, that a typical individual can have a stable relation with at most 150 other people. We establish that this number results from the internal dynamics of a complex network. Two network models having phase transitions are used to determine the optimal size for the most efficient information exchange. Such criticality generates intermittent events, with time intervals between successive events being independent (renewal) and scaling. The scaling index depends nonmonotonically on network size and direct calculations show that the index is maximum for networks the size of the Dunbar number and provides maximal information exchange efficiency. This result provides a theory-based bridge to span the conceptual gap between psychology and sociology.
We study complex processes whose evolution in time rests on the occurrence of a large and random number of events. The mean time interval between two consecutive critical events is infinite, thereby violating the ergodic condition and activating at the same time a stochastic central limit theorem that supports the hypothesis that the Mittag-Leffler function is a universal property of nature. The time evolution of these complex systems is properly generated by means of fractional differential equations, thus leading to the interpretation of fractional trajectories as the average over many random trajectories each of which satisfies the stochastic central limit theorem and the condition for the Mittag-Leffler universality.
2 August 2005 in Journal of NeuroEngineering and Rehabilitation
The stride interval in healthy human gait fluctuates from step to step in a random manner and scaling of the interstride interval time series motivated previous investigators to conclude that this time series is fractal. Early studies suggested that gait is a monofractal process, but more recent work indicates the time series is weakly multifractal. Herein we present additional evidence for the weakly multifractal nature of gait. We use the stride interval time series obtained from ten healthy adults walking at a normal relaxed pace for approximately fifteen minutes each as our data set. A fractional Langevin equation is constructed to model the underlying motor control system in which the order of the fractional derivative is itself a stochastic quantity. Using this model we find the fractal dimension for each of the ten data sets to be in agreement with earlier analyses. However, with the present model we are able to draw additional conclusions regarding the nature of the control system guiding walking. The analysis presented herein suggests that the observed scaling in interstride interval data may not be due to long-term memory alone, but may, in fact, be due partly to the statistics.
We study the quantum effect of chaos on dynamical tunneling in the driven pendulum. We analyze the avoided level crossing between the Floquet states associated with the chaotic part of the phase space and a member of the quasidegenerate doublet. As a result of the interaction, the doublet state whose Husimi distribution was initially localized on Kolmogorov-Arnold-Moser symmmetric islands exchanges its structure with the chaotic state. We investigate the implications of this kind of avoided crossing on the quantum dynamics of a wave packet initially centered on one of the symmetric islands.