Exchanging Data among processes

Hello, How can I exchange data among processes (i.e. two or more users accessing a php webpage)? The two "usual" ways would be using either a database or file, so I was wondering if there is another, more "fast" (with reduced latency) for different pages being processed to exchange information. In other words: how (if) can I make a chat program that doesn't use files or databases to exchange information between users. Thanks.