Appreciation of Stochastic Loewner evolution (SLE$_κ$), as a powerful tool to check for conformal invariant properties of geometrical features of critical systems has been rising. In this paper we use this method to check conformal invariance in sandpile models. Avalanche frontiers in Abelian sandpile model (ASM) are numerically shown to be conformally invariant and can be described by SLE with diffusivity $κ=2$. This value is the same as value obtained for loop erased random walks (LERW). The fractal dimension and Schramm's formula for left passage probability also suggest the same result. We also check the same properties for Zhang's sandpile model.
Multiple avalanches, initiated by simultaneously toppling neighbouring sites, are studied in three different directed sandpile models. It is argued that, while the single avalanche exponents are different for the three models, a suitably defined two-avalanche distribution has identical exponents. The origin of this universality is traced to particle conservation.
We present a detailed analysis of large scale simulations of avalanches in the 2D Abelian sandpile model. We compare statistical properties of two different decompositions of avalanches into clusters of topplings and waves of topplings. Auxiliary critical exponents are introduced and the existence of the exponent governing the contraction of avalanches claimed in our previous work [Priezzhev et al, PRL 76,2093 (1996)] is confirmed. We also give more elaborated argumentation for the exact values of the exponents characterizing the statistics of waves.
Time series resulting from wave decomposition show the existence of different correlation patterns for avalanche dynamics. For the d=2 Bak-Tang-Wiesenfeld model, long range correlations determine a modification of the wave size distribution under coarse graining in time, and multifractal scaling for avalanches. In the Manna model, the distribution of avalanches coincides with that of waves, which are uncorrelated and obey finite size scaling, a result expected also for the d=3 Bak et al. model.
In a sandpile model addition of a hole is defined as the removal of a grain from the sandpile. We show that hole avalanches can be defined very similar to particle avalanches. A combined particle-hole sandpile model is then defined where particle avalanches are created with probability $p$ and hole avalanches are created with the probability $1-p$. It is observed that the system is critical with respect to either particle or hole avalanches for all values of $p$ except at the symmetric point of $p_c=1/2$. However at $p_c$ the fluctuating mass density is having non-trivial correlations characte…
We describe the surface properties of a simple lattice model of a sandpile that includes evolving structural disorder. We present a dynamical scaling hypothesis for generic sandpile automata, and additionally explore the kinetic roughening of the sandpile surface, indicating its relationship with the sandpile evolution. Finally, we comment on the surprisingly good agreement found between this model, and a previous continuum model of sandpile dynamics, from the viewpoint of critical phenomena.
Avalanche dynamics is an indispensable feature of complex systems. Here we study the self-organized critical dynamics of avalanches on scale-free networks with degree exponent $γ$ through the Bak-Tang-Wiesenfeld (BTW) sandpile model. The threshold height of a node $i$ is set as $k_i^{1-η}$ with $0\leqη<1$, where $k_i$ is the degree of node $i$. Using the branching process approach, we obtain the avalanche size and the duration distribution of sand toppling, which follow power-laws with exponents $τ$ and $δ$, respectively. They are given as $τ=(γ-2 η)/(γ-1-η)$ and $δ=(γ-1-η)/(γ-2)$ for $γ<3-η$,…
We show that deterministic systems with strong nonlinearities seem to be more appropriate to model sandpiles than stochastic systems or deterministic systems in which discontinuities are the only nonlinearity. In particular, we are able to reproduce the breakdown of Self-Organized Criticality found in two well known experiments, that is, a centrally fueled pile [Held et al. Phys. Rev. Lett. 65 (1990) 1120] and sand in a rotating tray [Bretz et al. Phys. Rev. Lett. 69 (1992) 2431]. By varying the parameters of the model we recover Self-Organized Criticality, in agreement with other experiments …
We perform extensive simulations of the sandpile model on a Sierpinski gasket. Critical exponents for waves and avalanches are determined. We extend the existing theory of waves to the present case. This leads to an exact value for the exponent $τ_w$ which describes the distribution of wave sizes: $τ_w = \ln{(9/5)}/\ln{3}$. Numerically, it is found that the number of waves in an avalanche is proportional to the number of distinct sites toppled in the avalanche. This leads to a conjecture for the exponent $τ$ that determines the distribution of avalanche sizes: $τ=1+τ_w = \ln{(27/5)}/\ln{3}$. O…
In this paper we prove that the general avalanche problem AP is in NC, for the Kadanoff sandpile model in one dimension, answering an open problem of Formenti, Goles and Martin in 2010. Thus adding one more item to the (slowly) growing list of dimension sensitive problems since in higher dimensions the problem is P-complete (for monotone sandpiles).
A dissipative stochastic sandpile model is constructed and studied on small world networks in one and two dimensions with different shortcut densities $ϕ$, where $ϕ=0$ represents regular lattice and $ϕ=1$ represents random network. The effect of dimension, network topology and specific dissipation mode (bulk or boundary) on the the steady state critical properties of non-dissipative and dissipative avalanches along with all avalanches are analyzed. Though the distributions of all avalanches and non-dissipative avalanches display stochastic scaling at $ϕ=0$ and mean-field scaling at $ϕ=1$, the …
We present a directed unloading sand box type avalanche model, driven by slowly lowering the retaining wall at the bottom of the slope. The avalanche propagation in the two dimensional surface is related to the space-time configurations of one dimensional Kardar-Parisi-Zhang (KPZ) type interface growth dynamics. We express the scaling exponents for the avalanche cluster distributions into that framework. The numerical results agree closely with KPZ scaling, but not perfectly.
The manipulation of the self-organized critical systems by repeatedly deliberate local relaxations (fillips) affect considerably the dynamics of avalanches and change their evolution. During a fillip, the energy diffuses to the neighboring regions, causing a smoothening of the height filed over the system. The fillips are controlled by a parameter $ζ$ which is related to the number of local smoothening events in an avalanche. The system shows a new (mass and time) scales, leading to some oscillatory behaviors. A bifurcation occurs at some $ζ$ value, above which some oscillations occur in the m…
We present and analyse in this paper three models of coupled continuum equations all united by a common theme: the intuitive notion that sandpile surfaces are left smoother by the propagation of avalanches across them. Two of these concern smoothing at the `bare' interface, appropriate to intermittent avalanche flow, while one of them models smoothing at the effective surface defined by a cloud of flowing grains across the `bare' interface, which is appropriate to the regime where avalanches flow continuously across the sandpile.
Avalanche frontiers in Abelian Sandpile Model (ASM) are random simple curves whose continuum limit is known to be a Schramm-Loewner Evolution (SLE) with diffusivity parameter $κ= 2$. In this paper we consider the dissipative ASM and study the statistics of the avalanche and wave frontiers for various rates of dissipation. We examine the scaling behavior of a number of functions such as the correlation length, the exponent of distribution function of loop lengths and gyration radius defined for waves and avalanches. We find that they do scale with the rate of dissipation. Two significant length…
This article is based on a talk given by one of us (EVI) at the conference ``StatPhys-Taipei-1997''. It overviews the exact results in the theory of the sandpile model and discusses shortly yet unsolved problem of calculation of avalanche distribution exponents. The key ingredients include the analogy with the critical reaction-diffusion system, the spanning tree representation of height configurations and the decomposition of the avalanche process into waves of topplings.
Motivated by multiphase flow in reservoirs, we propose and study a two-species sandpile model in two dimensions. A pile of particles becomes unstable and topples if, at least one of the following two conditions is fulfilled: 1) the number of particles of one species in the pile exceeds a given threshold or 2) the total number of particles in the pile exceeds a second threshold. The latter mechanism leads to the invasion of one species through regions dominated by the other species. We studied numerically the statistics of the avalanches and identified two different regimes. For large avalanche…
We study the two-dimensional Abelian Sandpile Model on a square lattice of linear size L. We introduce the notion of avalanche's fine structure and compare the behavior of avalanches and waves of toppling. We show that according to the degree of complexity in the fine structure of avalanches, which is a direct consequence of the intricate superposition of the boundaries of successive waves, avalanches fall into two different categories. We propose scaling ansätz for these avalanche types and verify them numerically. We find that while the first type of avalanches has a simple scaling behavior,…
We study distributions of dissipative and nondissipative avalanches in Manna's stochastic sandpile, in one and two dimensions. Our results lead to the following conclusions: (1) avalanche distributions, in general, do not follow simple power laws, but rather have the form $P(s) \sim s^{-τ_s} (\ln s)^γ f(s/s_c)$, with $f$ a cutoff function; (2) the exponents for sizes of dissipative avalanches in two dimensions differ markedly from the corresponding values for the Bak-Tang-Wiesenfeld (BTW) model, implying that the BTW and Manna models belong to distinct universality classes; (3) dissipative ava…
We study numerically the dynamical properties of the BTW model on a square lattice for various dimensions. The aim of this investigation is to determine the value of the upper critical dimension where the avalanche distributions are characterized by the mean-field exponents. Our results are consistent with the assumption that the scaling behavior of the four-dimensional BTW model is characterized by the mean-field exponents with additional logarithmic corrections. We benefit in our analysis from the exact solution of the directed BTW model at the upper critical dimension which allows to derive…
In this paper we consider sandpile models and modify the drive mechanisms to control the size of avalanches. The modification to the drive mechanism is local. We have studied the scaling behavior of the BTW and Manna models. We have found that the BTW model is more sensitive to the modification than the Manna model. Furthermore we have assigned a cost function to each avalanche and have found an optimum value for the modification to arrive at the lowest cost.
We study sandpile models with stochastic toppling rules and having sticky grains so that with a non-zero probability no toppling occurs, even if the local height of pile exceeds the threshold value. Dissipation is introduced by adding a small probability of particle loss at each toppling. Generically, for models with a preferred direction, the avalanche exponents are those of critical directed percolation clusters. For undirected models, avalanche exponents are those of directed percolation clusters in one higher dimension.
We introduce and study a new directed sandpile model with threshold dynamics and stochastic toppling rules. We show that particle conservation law and the directed percolation-like local evolution of avalanches lead to the formation of a spatial structure in the steady state, with the density developing a power law tail away from the top. We determine the scaling exponents characterizing the avalanche distributions in terms of the critical exponents of directed percolation in all dimensions.
We provide a comprehensive view on the role of Abelian symmetry and stochasticity in the universality class of directed sandpile models, in context of the underlying spatial correlations of metastable patterns and scars. It is argued that the relevance of Abelian symmetry may depend on whether the dynamic rule is stochastic or deterministic, by means of the interaction of metastable patterns and avalanche flow. Based on the new scaling relations, we conjecture critical exponents for avalanche, which is confirmed reasonably well in large-scale numerical simulations.
The existing estimation of the upper critical dimension of the Abelian Sandpile Model is based on a qualitative consideration of avalanches as self-avoiding branching processes. We find an exact representation of an avalanche as a sequence of spanning sub-trees of two-component spanning trees. Using equivalence between chemical paths on the spanning tree and loop-erased random walks, we reduce the problem to determination of the fractal dimension of spanning sub-trees. Then, the upper critical dimension $d_u=4$ follows from Lawler's theorems for intersection probabilities of random walks and l…
We derive the steady state properties of a general directed ``sandpile'' model in one dimension. Using a central limit theorem for dependent random variables we find the precise conditions for the model to belong to the universality class of the Totally Asymmetric Oslo model, thereby identifying a large universality class of directed sandpiles. We map the avalanche size to the area under a Brownian curve with an absorbing boundary at the origin, motivating us to solve this Brownian curve problem. Thus, we are able to determine the moment generating function for the avalanche-size probability i…
An analysis of moments and spectra shows that, while the distribution of avalanche areas obeys finite size scaling, that of toppling numbers is universally characterized by a full, nonlinear multifractal spectrum. Rare, large avalanches dissipating at the border influence the statistics very sensibly. Only once they are excluded from the sample, the conditional toppling distribution for given area simplifies enough to show also a well defined, multifractal scaling. The resulting picture brings to light unsuspected, novel physics in the model.
In a model of self-organized criticality unstable sites discharge to just one of their neighbors. For constant discharge ratio $α$ and for a certain range of values of the input energy, avalanches are simple branchless Pólya random walks, and their scaling properties can be derived exactly. If $α$ fluctuates widely enough, avalanches become branched, due to multiple discharges, and behave like those of the stochastic sandpile. At the threshold for branched behaviour, peculiar scaling and anomalous diffusive transport are observed.
We study the directed Abelian sandpile model on a square lattice, with $K$ downward neighbors per site, $K > 2$. The $K=3$ case is solved exactly, which extends the earlier known solution for the $K=2$ case. For $K>2$, the avalanche clusters can have holes and side-branches and are thus qualitatively different from the $K=2$ case where avalance clusters are compact. However, we find that the critical exponents for $K>2$ are identical with those for the $K=2$ case, and the large scale structure of the avalanches for $K>2$ tends to the $K=2$ case.
We study the sandpile model on three-dimensional spanning Ising clusters with the temperature $T$ treated as the control parameter. By analyzing the three dimensional avalanches and their two-dimensional projections (which show scale-invariant behavior for all temperatures), we uncover two universality classes with different exponents (an ordinary BTW class, and SOC$_{T=\infty}$), along with a tricritical point (at $T_c$, the critical temperature of the host) between them. The transition between these two criticalities is induced by the transition in the support. The SOC$_{T=\infty}$ universal…
A dissipative stochastic sandpile model is constructed on one and two dimensional small-world networks with different shortcut densities $ϕ$ where $ϕ=0$ and $1$ represent a regular lattice and a random network respectively. In the small-world regime ($2^{-12} \le ϕ\le 0.1$), the critical behaviour of the model is explored studying different geometrical properties of the avalanches as a function of avalanche size $s$. For both the dimensions, three regions of $s$, separated by two crossover sizes $s_1$ and $s_2$ ($s_1<s_2$), are identified analyzing the scaling behaviour of average height and a…
We analyze the power spectra of avalanches in two classes of self-organized critical sandpile models, the Bak-Tang-Wiesenfeld model and the Manna model. We show that these decay with a $1/f^α$ power law, where the exponent value $α$ is significantly smaller than 2 and equals the scaling exponent relating the avalanche size to its duration. We discuss the basic ingredients behind this result, such as the scaling of the average avalanche shape.
Universality in isotropic, abelian and non-abelian, sandpile models is examined using extensive numerical simulations. To characterize the critical behavior we employ an extended set of critical exponents, geometric features of the avalanches, as well as scaling functions describing the time evolution of average quantities such as the area and size during the avalanche. Comparing between the abelian Bak-Tang-Wiesenfeld model [P. Bak, C. Tang and K. Wiensenfeld, Phys. Rev. Lett. 59, 381 (1987)], and the non-abelian models introduced by Manna [S. S. Manna, J. Phys. A. 24, L363 (1991)] and Zhang …
We study a directed stochastic sandpile model of Self-Organized Criticality, which exhibits recurrent, multiple topplings, putting it in a separate universality class from the exactly solved model of Dhar and Ramaswamy. We show that in the steady-state all stable states are equally likely. Then we explicitly derive a discrete dynamical equation for avalanches on the lattice. By coarse-graining we arrive at a continuous Langevin equation for the propagation of avalanches and calculate all the critical exponents characterizing them. The avalanche equation is similar to the Edwards-Wilkinson equa…
We simulate queues of activity in a directed sandpile automaton in 1+1 dimensions by adding grains at the top row with driving rate $0 < r \leq 1$. The duration of elementary avalanches is exactly described by the distribution $P_1(t) \sim t^{-3/2}\exp{(-1/L_c)}$, limited either by the system size or by dissipation at defects $L_c= \min (L,ξ)$. Recognizing the probability $P_1$ as a distribution of service time of jobs arriving at a server with frequency $r$, the model represents a new example of the $<E,1,GI/\infty/1> $ server queue in the queue theory. We study numerically and analytically t…
A dynamical transition separating intermittent and continuous flow is observed in a sandpile model, with scaling functions relating the transport behaviors between both regimes. The width of the active zone diverges with system size in the avalanche regime but becomes very narrow for continuous flow. The change of the mean slope, Delta z, on increasing the driving rate, r, obeys Delta z ~ r^{1/theta}. It has nontrivial scaling behavior in the continuous flow phase with an exponent theta given, paradoxically, only in terms of exponents characterizing the avalanches theta = (1+z-D)/(3-D).
Avalanches in sandpiles are represented throughout a process of percolation in a Bethe lattice with a feedback mechanism. The results indicate that the frequency spectrum and probability distribution of avalanches resemble more to experimental results than other models using cellular automata simulations. Apparent discrepancies between experiments are reconciled. Critical behavior is here expressed troughout the critical properties of percolation phenomena.
We examine probability distribution for avalanche sizes observed in self-organized critical systems. While a power-law distribution with a cutoff because of finite system size is typical behavior, a systematic investigation reveals that it may decrease on increasing the system size at a fixed avalanche size. We implement the scaling method and identify scaling functions. The data collapse ensures a correct estimation of the critical exponents and distinguishes two exponents related to avalanche size and system size. Our simple analysis provides striking implications. While the exact value for …
We introduce an external control to reduce the size of avalanches in some sandpile models exhibiting self organized criticality. This rather intuitive approach seems to be missing in the vast literature on such systems. The control action, which amounts to triggering avalanches in sites that are near to be come critical, reduces the probability of very large events, so that energy dissipation occurs most locally. The control is applied to a directed Abelian sandpile model driven by both uncorrelated and correlated deposition. The latter is essential to design an efficient and simple control he…
We investigate the avalanche dynamics of the Bak-Tang-Wiesenfeld (BTW) sandpile model on scale-free (SF) networks, where threshold height of each node is distributed heterogeneously, given as its own degree. We find that the avalanche size distribution follows a power law with an exponent $τ$. Applying the theory of multiplicative branching process, we obtain the exponent $τ$ and the dynamic exponent $z$ as a function of the degree exponent $γ$ of SF networks as $τ=γ/(γ-1)$ and $z=(γ-1)/(γ-2)$ in the range $2 < γ< 3$ and the mean field values $τ=1.5$ and $z=2.0$ for $γ>3$, with a logarithmic c…
We numerically study avalanches in the two dimensional Abelian sandpile model in terms of a sequence of waves of toppling events. Priezzhev et al [PRL 76, 2093 (1996)] have recently proposed exact results for the critical exponents in this model based on the existence of a proposed scaling relation for the difference in sizes of subsequent waves, $Δs =s_{k}- s_{k+1}$, where the size of the previous wave $s_{k}$ was considered to be almost always an upper bound for the size of the next wave $s_{k+1}$. Here we show that the significant contribution to $Δs$ comes from waves that violate the bound…
The scaling properties of waves of topplings in the sandpile model on the Sierpinski gasket are investigated. The exponent describing the asymptotics of the distribution of last waves in an avalanche is found. Predictions for scaling exponents in the forward and backward conditional probabilites for two consecutive waves are given. All predictions were examined by numerical simulations and were found to be in reasonable agreement with the obtained data.
We study probability distributions of waves of topplings in the Bak-Tang-Wiesenfeld model on hypercubic lattices for dimensions D>=2. Waves represent relaxation processes which do not contain multiple toppling events. We investigate bulk and boundary waves by means of their correspondence to spanning trees, and by extensive numerical simulations. While the scaling behavior of avalanches is complex and usually not governed by simple scaling laws, we show that the probability distributions for waves display clear power law asymptotic behavior in perfect agreement with the analytical predictions.…
We present exact solutions of the non-linear {\sc bcre} model for granular avalanches without diffusion. We assume a generic sandpile profile consisting of two regions of constant but different slope. Our solution is constructed in terms of characteristic curves from which several novel predictions for experiments on avalanches are deduced: Analytical results are given for the shock condition, shock coordinates, universal quantities at the shock, slope relaxation at large times, velocities of the active region and of the sandpile profile.
A dissipative sandpile model (DSM) is constructed and studied on small world networks (SWN). SWNs are generated adding extra links between two arbitrary sites of a two dimensional square lattice with different shortcut densities $ϕ$. Three different regimes are identified as regular lattice (RL) for $ϕ\lesssim 2^{-12}$, SWN for $2^{-12}<ϕ< 0.1$ and random network (RN) for $ϕ\ge 0.1$. In the RL regime, the sandpile dynamics is characterized by usual Bak, Tang, Weisenfeld (BTW) type correlated scaling whereas in the RN regime it is characterized by the mean field (MF) scaling. On SWN, both the s…
Aging in complex systems is studied via the sandpile model. Relaxation of avalanches in sandpiles is observed to depend on the time elapsed since the begining of the relaxation. Levy behavior is observed in the distribution of characteristic times. In this way, aging and self-organized criticality appear to be closely related.
A sequence of bursts observed in an intermittent time series may be caused by a single avalanche, even though these bursts appear as distinct events when noise and/or instrument resolution impose a detection threshold. In the Bak-Tang-Wiesenfeld sandpile, the statistics of quiet times between bursts switches from Poissonian to scale invariant on raising the threshold for detecting instantaneous activity, since each zero-threshold avalanche breaks into a hierarchy of correlated bursts. Calibrating the model with the time resolution of GOES data, qualitative agreement with the inter-occurrence t…
The abelian sandpile model in two dimensions does not show the type of critical behavior familar from equilibrium systems. Rather, the properties of the stationary state follow from the condition that an avalanche started at a distance r from the system boundary has a probability proportional to 1/sqrt(r) to reach the boundary. As a consequence, the scaling behavior of the model can be obtained from evaluating dissipative avalanches alone, allowing not only to determine the values of all exponents, but showing also the breakdown of finite-size scaling.
Domain walls in magnets, vortex lattices in superconductors, contact lines at depinning, and many other systems can be modelled as an elastic system subject to quenched disorder. Its field theory possesses a well-controlled perturbative expansion around its upper critical dimension. Contrary to standard field theory, the renormalization group flow involves a function, the disorder correlator $Δ(w)$, therefore termed the functional renormalization group (FRG). $Δ(w)$ is a physical observable, the auto-correlation function of the centre of mass of the elastic manifold. In this review, we give a …
We present results of large scale numerical simulations of the Bak, Tang and Wiesenfeld sandpile model. We analyze the critical behavior of the model in Euclidean dimensions $2\leq d\leq 6$. We consider a dissipative generalization of the model and study the avalanche size and duration distributions for different values of the lattice size and dissipation. We find that the scaling exponents in $d=4$ significantly differ from mean-field predictions, thus suggesting an upper critical dimension $d_c\geq 5$. Using the relations among the dissipation rate $ε$ and the finite lattice size $L$, we fin…