The seniority of debt, which determines the order in which a bankrupt institution repays its debts, is an important and sometimes contentious feature of financial crises, yet its impact on systemwide stability is not well understood. We capture seniority of debt in a multiplex network, a graph of nodes connected by multiple types of edges. Here an edge between banks denotes a debt contract of a certain level of seniority. Next we study cascading default. There exist multiple kinds of bankruptcy, indexed by the highest level of seniority at which a bank cannot repay all its debts. Self-interested banks would prefer that all their loans be made at the most senior level. However, mixing debts of different seniority levels makes the system more stable in that it shrinks the set of network densities for which bankruptcies spread widely. We compute the optimal ratio of senior to junior debts, which we call the optimal seniority ratio, for two uncorrelated Erdős-Rényi networks. If institutions erode their buffer against insolvency, then this optimal seniority ratio rises; in other words, if default thresholds fall, then more loans should be senior. We generalize the analytical results to arbitrarily many levels of seniority and to heavy-tailed degree distributions.

A comprehensive exploration of regional dust evacuation in complex plasma crystals is presented. Voids created in three-dimensional crystals on the International Space Station have provided a rich foundation for experiments, but cavities in dust crystals formed in ground-based experiments have not received as much attention. Inside a modified Gaseous Electronics Conference rf cell, a powered vertical probe was used to clear the central area of a dust crystal, producing a cavity with high cylindrical symmetry. Cavities generated by three mechanisms are examined. First, repulsion of micrometer-sized particles by a negatively charged probe is investigated. A model of this effect developed for a dc plasma is modified and applied to explain experimental data in rf plasma. Second, the formation of natural cavities is surveyed; a radial ion drag proposed to occur due to a curved sheath is considered in conjunction with thermophoresis and a flattened confinement potential above the center of the electrode. Finally, cavity formation upon increasing the probe potential above the plasma floating potential is justified by a combination of ion drag and sheath edge modification. The cavities produced by these methods appear similar, but each is shown to be facilitated by fundamentally different processes.

We typically think of cells as responding to external signals independently by regulating their gene expression levels, yet they often locally exchange information and coordinate. Can such spatial coupling be of benefit for conveying signals subject to gene regulatory noise? Here we extend our information-theoretic framework for gene regulation to spatially extended systems. As an example, we consider a lattice of nuclei responding to a concentration field of a transcriptional regulator (the input) by expressing a single diffusible target gene. When input concentrations are low, diffusive coupling markedly improves information transmission; optimal gene activation functions also systematically change. A qualitatively different regulatory strategy emerges where individual cells respond to the input in a nearly steplike fashion that is subsequently averaged out by strong diffusion. While motivated by early patterning events in the Drosophila embryo, our framework is generically applicable to spatially coupled stochastic gene expression models.

Equilibrium states of a closed semiflexible polymer binding to a cylinder are described. This may be either by confinement or by constriction. Closed completely bound states are labeled by two integers: the number of oscillations, $n$, and the number of times it winds the cylinder, $p$, the latter being a topological invariant. We examine the behavior of these states as the length of the loop is increased by evaluating the energy, the conserved axial torque, and the contact force. The ground state for a given $p$ is the state with $n=1$; a short loop with $p=1$ is an elliptic deformation of a parallel circle; as its length increases it elongates along the cylinder axis with two hairpin ends. Excited states with $n\ge 2$ and $p=1$ possess $n$-fold axial symmetry. Short (long) loops possess energies $\approx p{E}_0\left(n{E}_0\right)$, with $E_0$ the energy of a circular loop with same radius as the cylinder; in long loops the axial torque vanishes. Confined bound excited states are initially unstable; however, above a critical length each $n$-fold state becomes stable: The folded hairpin cannot be unfolded. The ground state for each $p$ is also initially unstable with respect to deformations rotating the loop off the surface into the interior. A closed planar elastic curve aligned along the cylinder axis making contact with the cylinder on its two sides is identified as the ground state of a confined loop. Exterior bound states behave very differently, if free to unbind, as signaled by the reversal in the sign of the contact force. If $p=1$, all such states are unstable. If $p\ge 2$, however, a topological obstruction to complete unbinding exists. If the loop is short, the bound state with $p=2$ and $n=1$ provides a stable constriction of the cylinder, partially unbinding as the length is increased. This motif could be relevant to an understanding of the process of membrane fission mediated by dynamin rings.

The equipartition theorem states that in equilibrium, thermal energy is equally distributed among uncoupled degrees of freedom that appear quadratically in the system's Hamiltonian. However, for spatially coupled degrees of freedom, such as interacting particles, one may speculate that the spatial distribution of thermal energy may differ from the value predicted by equipartition, possibly quite substantially in strongly inhomogeneous or disordered systems. Here we show that for systems undergoing simple Gaussian fluctuations around an equilibrium state, the spatial distribution is universally bounded from above by $\frac{1}{2}{k}_{B}T$. We further show that in one-dimensional systems with short-range interactions, the thermal energy is equally partitioned even for coupled degrees of freedom in the thermodynamic limit and that in higher dimensions nontrivial spatial distributions emerge. Some implications are discussed.

A laterally confined thin elastic sheet lying on a liquid substrate displays regular undulations, called wrinkles, characterized by a spatially extended energy distribution and a well-defined wavelength $\lambda$. As the confinement increases, the deformation energy is progressively localized into a single narrow fold. An exact solution for the deformation of an infinite sheet was previously found, indicating that wrinkles in an infinite sheet are unstable against localization for arbitrarily small confinement. We present an extension of the theory to sheets of finite length $L$, accounting for the experimentally observed wrinkle-to-fold transition. We derive an exact solution for the periodic deformation in the wrinkled state, and an approximate solution for the localized, folded state. We find that a second-order transition between these two states occurs at a critical confinement ${\mathrm{\Delta }}_{\text{F}}={\lambda }^2/L$.

We introduce a simple analysis of the structural complexity of infinite-memory processes built from random samples of stationary, ergodic finite-memory component processes. Such processes are familiar from the well known multiarm Bandit problem. We contrast our analysis with computation-theoretic and statistical inference approaches to understanding their complexity. The result is an alternative view of the relationship between predictability, complexity, and learning that highlights the distinct ways in which informational and correlational divergences arise in complex ergodic and nonergodic processes. We draw out consequences for the resource divergences that delineate the structural hierarchy of ergodic processes and for processes that are themselves hierarchical.

Submerged granular material exhibits a wide range of behavior when the saturating fluid is slowly displaced by a gas phase. In confined systems, the moving interface between the invading gas and the fluid/grain mixture can cause beads to jam, and induce intermittency in the dynamics. Here, we study the stability of layers of saturated jammed beads around stuck air bubbles, and the deformation mechanism leading to air channel formations in these layers. We describe a two-dimensional extension of a previous model of the effective stress in the jammed packing. The effect of the tangential stress component on the yield stress is discussed, in particular how arching effects may impact the yield threshold. We further develop a linear stability analysis, to study undulations which develop under certain experimental conditions at the air-liquid interface. The linear analysis gives estimates for the most unstable wavelengths for the initial growth of the perturbations. The estimates correspond well with peak to peak length measurements of the experimentally observed undulations.

Self-organization in a voltage-driven nonequilibrium system, consisting of conducting beads immersed in a viscous medium, gives rise to a dynamic tree structure that exhibits wormlike motion. The complex motion of the beads driven by the applied field, the dipole-dipole interaction between the beads and the hydrodynamic flow of the viscous medium, results in a time evolution of the tree structure towards states of lower resistance or higher dissipation and thus higher rates of entropy production. Thus emerges a remarkably organismlike energy-seeking behavior. The dynamic tree structure draws the energy needed to form and maintain its structure, moves to positions at which it receives more energy, and avoids conditions that lower available energy. It also is able to restore its structure when damaged, i.e., it is self-healing. The emergence of energy-seeking behavior in a nonliving complex system that is extremely simple in its construct is unexpected. Along with the property of self-healing, this system, in a rudimentary way, exhibits properties that are analogous to those we observe in living organisms. Thermodynamically, the observed diverse behavior can be characterized as end-directed evolution to states of higher rates of entropy production.

We derive scaling relations for the extension statistics and the confinement free energy for a semiflexible polymer confined to a channel with a rectangular cross section. Our motivation is recent numerical results [Gupta et al., J. Chem. Phys. 140, 214901 (2014)] indicating that extensional fluctuations are quite different in rectangular channels compared to square channels. Our results are of direct relevance for interpreting current experiments on DNA molecules confined to nanochannels, as many experiments are performed for rectangular channels with large aspect ratios, while theoretical and simulation results are usually obtained for square channels.

We show that a reversible pumping mechanism operating between two states of a kinetic network can give rise to Poisson transitions between these two states. An external observer, for whom the pumping mechanism is not accessible, will observe a Markov chain satisfying local detailed balance with an emerging effective force induced by the hidden pump. Due to the reversibility of the pump, the actual entropy production turns out to be lower than the coarse-grained entropy production estimated from the flows and affinities of the resulting Markov chain. Moreover, in presence of a large time scale separation between the fast-pumping dynamics and the slow-network dynamics, a finite current with zero dissipation may be produced. We make use of these general results to build a synthetase-like kinetic scheme able to reversibly produce high free-energy molecules at a finite rate and a rotatory motor achieving 100% efficiency at finite speed.

Here we study the emergence of spontaneous collective leadership in large populations. In standard models of opinion dynamics, herding behavior is only obeyed at the local scale due to the interaction of single agents with their neighbors; while at the global scale, such models are governed by purely diffusive processes. Surprisingly, in this paper we show that the combination of a strong separation of time scales within the population and a hierarchical organization of the influences of some agents on the others induces a phase transition between a purely diffusive phase, as in the standard case, and a herding phase where a fraction of the agents self-organize and lead the global opinion of the whole population.

Response lags are generic to almost any physical system and often play a crucial role in the feedback loops present in artificial nanodevices and biological molecular machines. In this paper, we perform a comprehensive study of small stochastic systems governed by an underdamped Langevin equation and driven out of equilibrium by a time-delayed continuous feedback control. In their normal operating regime, these systems settle in a nonequilibrium steady state in which work is permanently extracted from the surrounding heat bath. By using the Fokker-Planck representation of the dynamics, we derive a set of second-law-like inequalities that provide bounds to the rate of extracted work. These inequalities involve additional contributions characterizing the reduction of entropy production due to the continuous measurement process. We also show that the non-Markovian nature of the dynamics requires a modification of the basic relation linking dissipation to the breaking of time-reversal symmetry at the level of trajectories. The modified relation includes a contribution arising from the acausal character of the reverse process. This, in turn, leads to another second-law-like inequality. We illustrate the general formalism with a detailed analytical and numerical study of a harmonic oscillator driven by a linear feedback, which describes actual experimental setups.

Motivated by studies of the cylinder wake, in which the vortex-shedding frequency can be obtained from the mean flow, we study thermosolutal convection driven by opposing thermal and solutal gradients. In the archetypal two-dimensional geometry with horizontally periodic and vertical no-slip boundary conditions, branches of traveling waves and standing waves are created simultaneously by a Hopf bifurcation. Consistent with similar analyses performed on the cylinder wake, we find that the traveling waves of thermosolutal convection have the RZIF property, meaning that linearization about the mean fields of the traveling waves yields an eigenvalue whose real part is almost zero and whose imaginary part corresponds very closely to the nonlinear frequency. In marked contrast, linearization about the mean field of the standing waves yields neither zero growth nor the nonlinear frequency. It is shown that this difference can be attributed to the fact that the temporal power spectrum for the traveling waves is peaked, while that of the standing waves is broad. We give a general demonstration that the frequency of any quasimonochromatic oscillation can be predicted from its temporal mean.

We report a systematic study of the effects of the external force $F$ on the nonequilibrium steady-state (NESS) dynamics of the diffusing particles over a tilted periodic potential, in which detailed balance is broken due to the presence of a steady particle flux. A tilted two-layer colloidal system is constructed for this study. The periodic potential is provided by the bottom-layer colloidal spheres forming a fixed crystalline pattern on a glass substrate. The corrugated surface of the bottom colloidal crystal provides a gravitational potential field for the top-layer diffusing particles. By tilting the sample at an angle $\theta$ with respect to the vertical (gravity) direction, a tangential component of the gravitational force $F$ is applied to the diffusing particles. The measured NESS probability density function $P_{ss}(x,y)$ of the particles is found to deviate from the equilibrium distribution $P(x,y)$ to a different extent, depending on the driving or distance from equilibrium. The experimental results are compared with the exact solution of the one-dimensional (1D) Smoluchowski equation and the numerical results of the 2D Smoluchowski equation. From the obtained exact solution of the 1D Smoluchowski equation, we develop an analytical method to accurately extract the 1D potential $U_0\left(x\right)$ from the measured $P_{ss}\left(x\right)$. This work demonstrates that the tilted periodic potential provides a useful platform for the study of forced barrier-crossing dynamics beyond the Arrhenius-Kramers equation.

A boundary-driven quantum master equation for a general inhomogeneous (nonintegrable) anisotropic Heisenberg spin-$1/2$ chain, or an equivalent nearest neighbor interacting spinless fermion chain, is considered in the presence of a strong external field $f$. We present an exact closed form expression for large $f$ asymptotics of the current in the presence of a pure incoherent source and sink dissipation at the boundaries. In application, we demonstrate an arbitrary large current rectification in the presence of the interaction.

Ellipsoidal micron-sized colloidal particles can oscillate spontaneously when trapped in a focused laser beam. If two oscillating particles are held in proximity their oscillations synchronize through hydrodynamic interactions. The degree of synchronization depends on the distance between the oscillators and on their orientation. Due to the anisotropic nature of hydrodynamic coupling the synchronization is strongest when particles are arranged along the direction of oscillations. Similar behavior is observed for many oscillating particles arranged in a row. Experimental observations are well reproduced with a model that uses a phenomenological description of the optical force and hydrodynamic interactions. Our results show that oscillating ellipsoidal particles can serve as a model system for studying hydrodynamic synchronization between biological cilia.

We present a model of soft active particles that leads to a rich array of collective behavior found also in dense biological swarms of bacteria and other unicellular organisms. Our model uses only local interactions, such as Vicsek-type nearest-neighbor alignment, short-range repulsion, and a local boundary term. Changing the relative strength of these interactions leads to migrating swarms, rotating swarms, and jammed swarms, as well as swarms that exhibit run-and-tumble motion, alternating between migration and either rotating or jammed states. Interestingly, although a migrating swarm moves slower than an individual particle, the diffusion constant can be up to three orders of magnitude larger, suggesting that collective motion can be highly advantageous, for example, when searching for food.

Irregular firing of neurons can be modeled as a stochastic process. Here we study the perfect integrate-and-fire neuron driven by dichotomous noise, a Markovian process that jumps between two states (i.e., possesses a non-Gaussian statistics) and exhibits nonvanishing temporal correlations (i.e., represents a colored noise). Specifically, we consider asymmetric dichotomous noise with two different transition rates. Using a first-passage-time formulation, we derive exact expressions for the probability density and the serial correlation coefficient of the interspike interval (time interval between two subsequent neural action potentials) and the power spectrum of the spike train. Furthermore, we extend the model by including additional Gaussian white noise, and we give approximations for the interspike interval (ISI) statistics in this case. Numerical simulations are used to validate the exact analytical results for pure dichotomous noise, and to test the approximations of the ISI statistics when Gaussian white noise is included. The results may help to understand how correlations and asymmetry of noise and signals in nerve cells shape neuronal firing statistics.

We outline a framework for describing photoactivated biological reactions as generalized quantum measurements of external fields, for which the biological system takes on the role of a quantum meter. By using general arguments regarding the Hamiltonian that describes the measurement interaction, we identify the cases where it is essential for a complex chemical or biological system to exhibit nonequilibrium quantum coherent dynamics in order to achieve the requisite functionality. We illustrate the analysis by considering measurement of the solar radiation field in photosynthesis and measurement of the earth's magnetic field in avian magnetoreception.