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I used to see these insects frequently in Chennai and Bangalore (South India). I just would like to know if this is a kind of lovebug. The lovebug as mentioned in the Wikipedia page is, however, different in appearance, although they too are walking as pairs.

Why are they always walking as attached pairs? It also seems to me that the bigger one drives the motion and decides the direction. Is that true?

enter image description here

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I believe this is a member of the family of Phyrrocoridae also called firebugs. A more detailed identification would require a more high resolution image of the head and also an image of the ventral (belly) side. However, they are certainly not lovebugs.

Edit: As PhilipC pointed out, they are probably from the genus Melamphaus.

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    $\begingroup$ Taking a more high resolution picture is only necessary if you need to know to which subfamily or species of phyrrocoridae this bug belongs. However this classification will require a lot of detailed information (there are more than 300 species in the family of phyrrocoridae world wide), maybe even about the larval stages and thus a lot of work on your side and on the side of an expert doing the classification. Thus if you are satisfied with the information that this is a firebug, the picture is perfectly fine. $\endgroup$ – Thawn Feb 8 '16 at 10:25
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    $\begingroup$ There's a pretty reasonable chance they are Melamphaus looking at the picture on Wikipedia, and that Bangalore is mentioned on that page. $\endgroup$ – Philip C Feb 8 '16 at 13:33
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As to them 'always' walking in pairs: I had a different firebug (Pyrrhocoris apterus) living around my previous house. They do not always walk in pairs, especially early in spring i've often seen them walking alone. In summer pairs become more common indeed.

You will probably have guessed that the pairing has to do with sexual reproduction. The question however is why they stay together so long, as mating in insects usually takes no more then a few minutes. This is called mate-guarding, the male wants to make sure that the female deposits eggs with his sperm and stays with her until she has layed her eggs, as shown Shöfl & Taborsky 2002 (thanks to @fileunderwater for this reference.) This behaviour is not uncommon for insects, and is also well documented for dragonflies (odonata, e.g. Corbet 1962).

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I agree with Phillip C's comment – this pretty much seems to look like a melamphaus

Melamphaus Stål, 1868

kingdom Animalia

phylum Arthropoda

class Insecta

order Hemiptera

suborder Heteroptera

superfamily Pyrrhocoroidea

family Pyrrhocoridae

melamphus

Descriptive features

Body large (15–30 mm), elongate oval. Colour usually dark with different pattern on dorsum and venter; abdominal venter never with alternating black and light transverse stripes. Integument dull, covered by very short but distinct, dense pubescence. Head (Fig. 25) triangular, as wide as anterior margin of pronotum, postocular part gradually narrowing posteriad, eyes medium-sized, not stalked, remote from anterior margin of pronotum. Antenna relatively long, second segment distinctly longer than third. Labium long and gracile, surpassing posterior margin of metasternum, first segment surpassing base of head. Thorax: pronotum (Fig. 25) subtrapezoid, relatively elongate, lateral margins not explanate and reflexed. Metathoracic scent gland ostiole with well-developed peritreme (Fig. 20). Fore wing: apical angle of corium narrowly rounded. Abdomen: intersegmental sutures between abdominal sternites 4/5 and 5/6 laterally strongly curved anteriad. Legs: fore femora with small denticles ventrally.

Melamphus

Sources: http://psybugs.biota.biodiv.tw/files/biota_psybugs/fig.1-2.jpg http://psybugs.biota.biodiv.tw/pages/598

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