Mathematical Modeling of Complex Systems

Università “G. d’Annunzio”, Pescara (IT), July 3 – 11, 2019

This is the latest in a series of events that started at the University of Patras, Greece, in Julyy 11. The previous editions were:

- University of Patras, Greece, July 2011
- Università “G. d’Annunzio”, Pescara, July 2012
- Technological Educational Institute of Crete, Heraklion, Greece, July 2013
- CulturalFoundation “Kritiki Estia”, Athens, Greece, July 2014
- University of Patras, Greece, July 2015

This year’s event is dedicated to the memory of Professor Gregoire Nicolis, of the Université Libre de Bruxelles, who recently passed away. Professor Nicolis, one of the founding fathers and most influential advocates of Complexity Science, was an invited speaker in the Conference on Nonlinear Science and Complexity at Pescara, July 2009 (see his presentation).

The focus of the 6th Ph.D. School/Conference this year is on the connections between Information Theory and Complexity through the fundamental role of Entropy. It is primarily intended for postgraduate (and advanced undergraduate) students primarily from European countries (but students from other countries are also invited to apply) and offers four coherent lecture modules, taught by experts in each field, on:

*Fundamental Concepts of Complexity in Physical Systems*

A. Bountis (Astana), M. Robnik (Maribor), Ch. Skokos (Cape Town), M. G. Velarde (Madrid), J. P. van der Weele (Patras)*Complexity in Biomedical Sciences*

A. Athanassiadou (Patras), V. Basios (Brussels), A. Bezerianos (Singapore/Patras), A. S. Fokas (Cambridge), A. Piattelli (Chieti-Pescara), A. Provata (Athens)*Entropy and Information Theory*

D. P. K. Ghikas (Patras), G. Pistone (Torino), S. Puechmorel (Toulouse), C. Tsallis, (Rio de Janeiro) J. J. P. Veerman (Portland)

- G. Amato (Università “G. d’Annunzio”, Pescara)
- A. Bountis (Nazarbayev University, Astana)
- A. De Sanctis (Università “G. d’Annunzio”, Pescara)
- S. A. Gattone (Università “G. d’Annunzio”, Pescara)
- C. Mari (Università “G. d’Annunzio”, Pescara)
- M. Parton (Università “G. d’Annunzio”, Pescara)
- A. Piattelli (Università “G. d’Annunzio”, Pescara)
- J. J. P. Veerman (Portland State University)
- M. G. Velarde (Complutense University of Madrid)
- J. P. van der Weele (University of Patras)

- Chris Antonopoulos (University of Essex)
- Aglaia Athanassiadou (University of Patras)
- Vasileios Basios (University of Brussels)
- Tassos Bezerianos (University of Singapore)
- Tassos Bountis (University of Astana)
- Athanassios Fokas (University of Cambridge)
- Demetris Ghikas (University of Patras)
- George Livadiotis (Southwest Research Institute)
- Giovanni Pistone (University of Torino)
- Stephane Pluechmorel (University of Toulouse)
- Astero Provata (Demokritos Institute)
- Marko Robnik (University of Maribor)
- Charalampos Skokos (University of Cape Town)
- Costantino Tsallis (University of Rio de Janeiro)
- Peter Veerman (University of Portland)
- Manuel Velarde (University of Madrid)
- Ko van der Weele (University of Patras)

09:00-09:30, Angela De Sanctis: Greetings and opening remarks

09:30-11:30, Tassos Bountis (Patras and Astana): COMPLEX DYNAMICS AND STATISTICS OF 1-DIMENSIONAL HAMILTONIAN LATTICES I

12.00-12:45, Astero Provata (Athens): (to be defined)

13:00-13:30, Aglaia Athanassiadou (Patras): THE GENETIC COMPLEXITY OF THE HUMAN GENOME IN HEALTH AND DISEASE

15:00-15:45, Peter Veerman (Portland): DIFFUSION AND CONSENSUS ON WEAKLY CONNECTED DIRECTED GRAPHS

16:00-18:00, Tassos Bezerianos (Patras): GRAPH THEORY MODELS REPRESENT COGNITIVE PROCESSES IN THE BRAIN

09:30-11:30, Tassos Bountis (Patras and Astana): COMPLEX DYNAMICS AND STATISTICS OF 1-DIMENSIONAL HAMILTONIAN LATTICES II

12:00-13:00, Poster session

09:00-11:00, Marko Robnik (Maribor): QUANTUM CHAOS OF GENERIC SYSTEMS

11:30-13:30, Athanassios Fokas (Cambridge): (to be defined)

14:30-16:30, Manuel Velarde (Madrid): NONLINEAR DYNAMICS AT THE MICRO AND NANO SCLAES (FLUIDS, SOLIDS)

16:45-18:00, Haris Skokos (Cape Town): CHAOTIC BEHAVIOR OF MULTIDIMENSIONAL HAMILTONIAN SYSTEMS: Disordered lattices, Granular Chains and DNA models

09:30-11:30, Athanassios Fokas (Cambridge): (to be defined)

12:00-13:00, George Livadiotis (Southwest USA): THEORY OF KAPPA DISTRIBUTIONS AND NONEXTENSIVE STATISTICAL MECHANICS: APPLICATIONS IN ASTROPHYSICAL PLASMAS

13:00-13:30, Maria Christina Van der Weele (Cambridge): INTEGRABLE SYSTEMS IN 4+2 DIMENSIONS AND THEIR REDUCTION TO 3+1 DIMENSIONS

14:30-16:30, Vasileios Basios (Brussel): (to be defined)

16:45-18:30, Ko van der Weele (Patras): NONLINEAR WAVES: THE DYNAMICAL SYSTEMS APPROACH

09:30-11:30, Costantino Tsallis (Rio de Janeiro): BEYOND BOLTZMANN-GIBBS IN PHYSICS, MATHEMATICS AND ELSEWHERE

12:00-13:30, Chris G. Antonopoulos (Essex): (to be defined)

15:00-15:45, Demetris Ghikas (Patras): FROM COMPLEXITY TO INFORMATION GEOMETRY

16:00-18:00, Giovanni Pistone (Torino): GEOMETRY OF THE PROBABILITY SIMPLEX I

09:30-11:30, Giovanni Pistone: GEOMETRY OF THE PROBABILITY SIMPLEX II

12:00-12:45, Angela De Sanctis, Antonio Gattone (Pescara): A SHAPE DISTANCE BASED ON THE FISHER-RAO METRIC AND ITS APPLICATION FOR SHAPE CLUSTERING

14:30-16:30, Stephane Pluechmorel (Toulouse): (to be defined)

17:00-18:00, School closing

Anastasios (Tassos) Bountis

Department of Mathematics – Nazarbayev University, Republic of Kazakhstan

Department of Mathematics – Nazarbayev University, Republic of Kazakhstan

Complex Dynamics and Statistics of 1D Hamiltonian Lattices.

In these lectures, I will focus on one class of phenomena, which may be called "complex" in the sense that they deviate from what common wisdom expects. Our first discovery is that all types of chaotic behavior are not qualitatively the same. Indeed, very close to the boundaries of regular motion, where Lyapunov exponents are small and orbits exhibit "stickiness" effects, the statistics of averaged position (or momentum) sums is strongly correlated and probability density functions (pdfs) are not described by pure Gaussians, associated with what we call "strong chaos" and Boltzmann Gibbs (BG) statistical mechanics. Instead, the pdfs are well approximated by q (>1) – Gaussians (q=1 being the pure Gaussian), suggesting that their proper description is not through the classical BG entropy SBG, but rather via Tsallis' non-additive (and generally non-extensive) Sq entropy, associated by what one might call "weak chaos".

George Livadiotis

Southwest Research Institute, USA

Southwest Research Institute, USA

Theory of Kappa distributions and nonextensive statitsical mechanics: applications in astrophysical plasmas.

Classical collisional particle systems residing in thermal equilibrium have their particle velocity/energy distribution function stabilized into a Maxwell-Boltzmann distribution. On the contrary, space and astrophysical plasmas are exotic collisionless particle systems residing in stationary states characterized by the so-called kappa distributions. A breakthrough in the field came with the connection of kappa distributions with statistical mechanics and thermodynamics, accomplished by the following two findings: (i) kappa distributions maximize the entropy of nonextensive statistical mechanics under the constraints of canonical ensemble, and (ii) particle systems exchanging heat with each other reaching thermodynamic equilibrium are stabilized always into a kappa distribution. Thereafter, kappa distributions became increasingly widespread across the physics of astrophysical plasma processes, describing particles in the heliosphere, from the solar wind and planetary magnetospheres to the heliosheath and beyond, the interstellar and intergalactic plasmas. The lecture will review the physical foundations and recent developments of kappa distributions in space and astrophysical plasmas.

Giovanni Pistone

Collegio Carlo Alberto – Università degli Studi di Torino

Collegio Carlo Alberto – Università degli Studi di Torino

Geometry of the probability simplex

The probability simplex on a finite state space can be viewed as the support of various geometric structures e.g., it is an affine space, and a general exponential family, and a Riemannian manifold, and a metric space for the Kantorovich-Rubinstein distance. I will give a rigorous presentation of all these structures based on the general idea of Statistical Bundle. Cases were the sample space is infinite will be mentioned from the conceptual point of view with emphasis on the Gaussian case. The aim is to provide a self-contained critical introduction to the recent monograph by Shun-Ichi Amari "Information Geometry and its applications", Springer 2016. Applications to Statistics, Information Theory, Machine Learning, Lagrangian Mechanics will be discussed.

Marko Robnik

Center for Applied Mathematics and Theoretical Physics (CAMTP) – University of Maribor

Center for Applied Mathematics and Theoretical Physics (CAMTP) – University of Maribor

Quantum chaos of generic systems

Quantum chaos (or wave chaos) is a research field in theoretical and experimental physics dealing with the phenomena in the quantum domain (especially regarding solutions of the Schroedinger equation), or in other wave systems, which correspond to the classical chaos [1,2,8]. These other wave systems are electromagnetic, acoustic, elastic, surface, seismic, gravitational waves, etc. The classical dynamics describes the ”rays” of the underlying waves, and the bridge between the classical and quan- tum mechanics is the semiclassical mechanics, resting upon the short-wavelength approximations. If the classical dynamics is chaotic, we see clear signatures in the quantum (wave) domain, e.g. in statistical properties of discrete energy spectra, in the structure of eigenfunctions, and in the statistical properties of other observ- ables. Quantum chaos occurs in low-dimensional systems, e.g. with just two degrees of freedom (e.g. in 2D billiards), but of course also in multi-dimensional systems. From the above it is obvious that theory and experiment in quantum chaos are of fundamental importance in physics, and, moreover, also in technology.

Haris Skokos

Department of Mathematics and Applied Mathematics – University of Cape Town

Department of Mathematics and Applied Mathematics – University of Cape Town

Chaotic Behavior of Multidimensional Hamiltonian Systems: Disordered lattices, Granular Chains and DNA models

In this talk I will present results on the chaotic behavior of several disordered, nonlinear Hamiltonian systems, emphasizing the quantification of chaos strength through the computation of the maximum Lyapunov exponent (mLE, see for example [1] and references therein). Initially, I will discuss the dynamics of the disordered variants of two typical lattice models: the Klein-Gordon oscillator chain and the discrete nonlinear Schrödinger equation. At first, I will explain how one can use symplectic integration schemes for the efficient integration of the equations of motion, as well as the variational equations (needed for the computation of the mLE) of these models [2-7]. Then, I will present results concerning the chaoticity of these systems. In particular, I will focus on the time evolution of the mLE and the distribution of the associated deviation vector. I will emphasize the fact that the observed power law decays of the mLE have exponents different from -1, which is seen in the case of regular motion [8, 9]. This is a clear indication that the dynamics becomes less chaotic, since the constant total energy/norm of the system is shared among more sites, but it does not show any sign of crossing over to regular motion, which could imply a potential halt of spreading. The fact that the same dynamical behaviors are observed for both models signifies the generality of the underlying chaotic mechanisms.

Peter Veerman

Diffusion and consensus on weakly connected directed graphs

We outline a complete and self-contained treatment of the asymptotics of (discrete and continuous) consensus and diffusion on directed graphs. Let $G$ be a weakly connected directed graph with directed graph Laplacian ${\cal L}$. In many or most applications involving digraphs, it is possible to identify a direction of flow of information. We fix that direction as the direction of the edges. With this convention, consensus (and its discrete-time analogue) and diffusion (and its discrete-time analogue) are dual to one another in the sense that $\dot x=-{\cal L}x$ for consensus, and $\dot p=-p{\cal L}$ for diffusion. As a result, their asymptotic states can be described as duals. We give a precise characterization of a basis of row vectors $\{\bar \gamma_i\}_{i=1}^k$ of the left null-space of ${\cal L}$ and of a basis of column vectors $\{\gamma_i\}_{i=1}^k$ of the right null-space of ${\cal L}$. This characterization is given in terms of the partition of $G$ into strongly connected components and how these are connected to each other. In turn, this allows us to give a complete characterization of the asymptotic behavior of both diffusion and consensus in terms of these eigenvectors. As an application of these ideas, we present a treatment of the pagerank algorithm that is dual to the usual one, and give a new result that shows that the \emph{teleporting} (see below) feature usually included in the algorithm actually does not add information.

Ko van der Weele

Department of Mathematics – University of Patras

Department of Mathematics – University of Patras

Nonlinear waves: the dynamical systems approach

1. WAVES IN SHALLOW WATER

In this first lecture, the Dynamical Systems method of finding nonlinear traveling waves is introduced by means of a classic example: the Korteweg-deVries (KdV) equation, describing waves of long wavelength in relatively shallow water. The famous soliton solution, as well as the cnoidal waves, are found to correspond to closed orbits in phase space. By the same method we analyze a higher-order KdV equation introduced by A.S. Fokas in 1995, the solutions of which turn out to correspond more closely to actual experiments than those of the original KdV equation.
Time permitting, we will employ the Dynamical Systems approach also to other types of nonlinear waves, e.g. the shock waves that arise in the context of the Burgers equation used to describe gas dynamics and traffic flow.

2. WAVES IN FLOWING GRANULAR MATTER

The second lecture is devoted to surface waves in granular chute flow, which is encountered in innumerable industrial applications as well as in the natural environment in the form of devastating landslides and rock avalanches. We examine the succession of traveling waveforms that appear for growing Froude number Fr. Generally, for Fr < 2/3 one finds either a uniform flow of constant thickness or a monoclinal flood wave, i.e., a shock structure monotonically connecting a thick region upstream to a shallower one downstream. For Fr > 2/3 both the uniform flow and the monoclinal wave cease to be stable; the flow now organizes itself in a train of roll waves. On the basis of the governing granular Saint-Venant equations, we derive a dynamical system that elucidates the transition from monoclinal waves to roll waves. It is found that this transition involves a wealth of intermediate stages, including an undular bore that had hitherto not been reported for granular flows.

Maria Christina van der Weele

Department of Applied Mathematics and Theoretical Physics (DAMTP) – University of Cambridge

Department of Applied Mathematics and Theoretical Physics (DAMTP) – University of Cambridge

Integrable systems in 4+2 dimensions and their reduction to 3+1 dimensions

One of the main current topics in the field of integrable systems concerns the existence of nonlinear integrable evolution equations in more than two spatial dimensions. The fact that such equations exist has been proven by A.S. Fokas [1], who derived equations of this type in four spatial dimensions, which however had the disadvantage of containing two time dimensions. The associated initial value problem for such equations, where the dependent variables are specified for all space variables at t1 = t2 = 0, can be solved by means of a nonlocal d-bar problem.

The next step in this program is to formulate and solve nonlinear integrable systems in 3+1 dimensions (i.e., with three space variables and a single time variable) in agreement with physical reality. The method we employ is to first construct a system in 4+2 dimensions, which we then aim to reduce to 3+1 dimensions.

In this talk we will focus on the Davey-Stewartson system [2] and the 3-wave interaction equations. Both these integrable systems have their origins in fluid dynamics where they describe the evolution and interaction, respectively, of wave packets on e.g. a water surface. We start from these equations in their usual form in 2+1 dimensions (two space variables x, y and one time variable t) and we bring them to 4+2 dimensions by complexifying each of these variables. We solve the initial value problem of these equations in 4+2 dimensions. Subsequently, in the linear limit we reduce this analysis to 3+1 dimensions to comply with the natural world. Finally, we discuss the construction of the 3+1 reduction of the full nonlinear problem, which is currently under investigation.

This is joint work together with my PhD supervisor Prof. A.S. Fokas.

References

[1] A.S. Fokas, Integrable Nonlinear Evolution Partial Differential Equations in 4+2 and 3+1 Dimensions, Phys. Rev. Lett. 96 (2006), 190201.

[2] A.S. Fokas and M.C. van der Weele, Complexification and integrability in multidimensions, J. Math. Phys. 59 (2018), 091413.

Postgraduate or advanced undergraduate students aiming to obtain a Master’s or Ph.D. degree in any scientific area involving Complex Systems are invited to apply to Prof. Angela De Sanctis, at a.desanctis@unich.it. Each applicant is asked to submit a CV, including a transcript of grades obtained in his/her undergraduate studies, as well as a personal statement explaining why the School will be useful to his/her current studies, including names and contact information of two senior scientists recommending the applicant.

Based on the above information, the Scientific Organizing Committee will select 35 - 40 applicants to attend the School. To obtain a Certificate of Participation the selected students should attend all lectures and exercise sessions of the School. The total number of instruction hours is nearly 28, which corresponds to 3 ECTS credits, as stated on the Certificate that each student receives.

All interested students are invited to submit their application at the latest by May 31, 2019. They will then be informed about the decision of the Scientific Organizing Committee regarding their acceptance. The selected students will be asked to download and read preparatory material provided by the instructors and placed on the School’s website. In this way, the students will be better prepared to follow the lectures and exercise sessions of the School.

The attendance fee for each student participating in the Ph.D. School is € 150. Limited financial support can be provided to deserving students after sufficient justification. The attendance fee includes:

- Participation in all lectures and exercise sessions
- All printed material related to the Ph.D. School
- Participation in all the School’s social activities
- Coffee breaks during the School

Comfortable, low-cost double rooms will be provided to the students at a seaside hotel in Pescara.

# | Name | Affiliation |
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viale Pindaro 42, Pescara

Classroom 31

Pescara has a small airport, Abruzzo Airport, very close to downtown. If traveling directly to Abruzzo Airport is not an option (very likely!), consider going through Rome Fiumicino Airport From there, there are many bus connections (~3h 20m travel time), with either Prontobus or Di Carlo Bus.

Another option is landing in Rome Ciampino Airport: from there you can find bus connections to Pescara with Prontobus (~2h 30m). If you are in Rome but not at the airport, in addition to Prontobus and Di Carlo Bus, you may consider Flixbus and Arpa-Di Febo-Capuani-Di Fonzo buses.

Technically you could reach Pescara by train, with trains departing from Rome Tiburtina station. However, trains on the line Rome–Pescara are quite slow. On the bright side, the trip by train is interesting since trains pass trough many small rural villages in the innermost part of Italy. If you have time to spare (and no work to do... probably no Internet connection there) it could be an alternative.

If you are in Italy everywhere else, you can reach Pescara by bus with Flixbus or by train.

This is a list of hotels in downtown Pescara or near the place of the school.

4-stars hotel

Location: center of Pescara, at the seafront (the school place can be reached by bus in 15 minutes)

Location: center of Pescara, at the seafront (the school place can be reached by bus in 15 minutes)

4-stars hotel

Location: center of Pescara (the school place can be reached by bus in 15 minutes)

Location: center of Pescara (the school place can be reached by bus in 15 minutes)

3-stars hotel

Location: center of Pescara (the school place can be reached by bus in 15 minutes)

Location: center of Pescara (the school place can be reached by bus in 15 minutes)

3-stars hotel

Location: close to the university, at the seafront (the school place can be reached on foot in 15 minutes)

Location: close to the university, at the seafront (the school place can be reached on foot in 15 minutes)

Location: close to the university (the school place can be reached on foot in 5 minutes)

3-stars hotel

Location: at the seafront (the school place can be reached on foot in 15 minutes)

Location: at the seafront (the school place can be reached on foot in 15 minutes)