The aim of this study is to investigate a wave dynamics and size scaling of avalanches which were created by the mathematical model {[}J. Černák Phys. Rev. E \textbf{65}, 046141 (2002)]. Numerical simulations were carried out on a two dimensional lattice $L\times L$ in which two constant thresholds $E_{c}^{I}=4$ and $E_{c}^{II}>E_{c}^{I}$ were randomly distributed. A density of sites $c$ with the threshold $E_{c}^{II}$ and threshold $E_{c}^{II}$ are parameters of the model. I have determined autocorrelations of avalanche size waves, Hurst exponents, avalanche structures and avalanche size moments for several densities $c$ and thresholds $E_{c}^{II}$. I found correlated avalanche size waves and multifractal scaling of avalanche sizes not only for specific conditions, densities $c=0.0$, 1.0 and thresholds $8\leq E_{c}^{II}\leq32$, in which relaxation rules were precisely balanced, but also for more general conditions, densities $0.0<c<1.0$ and thresholds $8\leq E_{c}^{II}\leq3 in which relaxation rules were unbalanced. The results suggest that the hypothesis of a precise relaxation balance could be a specific case of a more general rule.
The average avalanche size can be calculated exactly in a number of models of self-organised criticality (SOC). While the calculation is straight-forward in one dimension, it is more involved in higher dimensions and further complicated by the presence of different boundary conditions and different forms of external driving. Amplitudes of the leading order are determined analytically and evaluated to obtain analytical references for numerical work. A subtle link exists between the procedure to calculate the average avalanche size and the field theory of SOC.
We discuss the relation between self-organized criticality and depinning transitions by mapping sandpile models to equations that describe driven interfaces in random media. This equivalence yields a continuum description and gives insight about various ways of reaching the depinning critical point: slow drive (self-organized criticality), fixed density simulations, tuning the interface velocity (extremal drive criticality), or tuning the driving force. We obtain a scaling relation for the correlation length exponent for sandpiles.
I have proposed a\textit{non-Abelian}and stochastic self-organized criticality model in which each avalanche contains one stochastic site and all remaining sites in the avalanche are deterministic with a constant threshold $E_{c}^{I}$. Studies of avalanche structures, waves and autocorrelations, size moments and probability distribution functions of avalanche size, for the thresholds $4\leq E_{c}^{I}\leq256$, were performed. The shell-like avalanche structures, correlated waves within avalanches, complex size moments and probability distribution functions show multifractal scaling like the \te…
Certain systems with slow driving and avalanche-like dissipation events are naturally close to a critical point when the ratio of two energy scales is large. The first energy scale is the threshold above which an avalanche is triggered, the second scale is the threshold above which a site is affected by an avalanche. I present results of computer simulations, and a mean-field theory.
We present an experimental study of the influence of quenched disorder on the distribution of flux avalanches in type-II superconductors. In the presence of much quenched disorder, the avalanche sizes are power-law distributed and show finite size scaling, as expected from self-organized criticality (SOC). Furthermore, the shape of the avalanches is observed to be fractal. In the absence of quenched disorder, a preferred size of avalanches is observed and avalanches are smooth. These observations indicate that a certain minimum amount of disorder is necessary for SOC behavior. We relate these …
The Olami--Feder--Christensen earthquake model is often considered the prototype dissipative self--organized critical model. It is shown that the size distribution of events in this model results from a complex interplay of several different phenomena, including limited floating--point precision. Parallels between the dynamics of synchronized regions and those of a system with periodic boundary conditions are pointed out, and the asymptotic avalanche size distribution is conjectured to be dominated by avalanches of size one, with the weight of larger avalanches converging towards zero as the s…
We review the use of superconductors as a playground for the experimental study of front roughening and avalanches. Using the magneto-optical technique, the spatial distribution of the vortex density in the sample is monitored as a function of time. The roughness and growth exponents corresponding to the vortex landscape are determined and compared to the exponents that characterize the avalanches in the framework of Self-Organized Criticality. For those situations where a thermo-magnetic instability arises, an analytical non-linear and non-local model is discussed, which is found to be consis…
Self-organized criticality can be translated into the language of absorbing state phase transitions. Most models for which this analogy is established have been investigated for their absorbing state characteristics. In this article, we transform the self-organized critical Oslo model into an absorbing state Oslo model and analyze the avalanche behavior. We find that the resulting gap exponent, D, is consistent with its value in the self-organized critical model. For the avalanche size exponent, τ, an analysis of the effect of the external drive and the boundary conditions is required.
We present generic scaling laws relating spreading critical exponents and avalanche exponents (in the sense of self-organized criticality) in general systems with absorbing states. Using these scaling laws we present a collection of the state-of-the-art exponents for directed percolation, dynamical percolation and other universality classes. This collection of results should help to elucidate the connections of self-organized criticality and systems with absorbing states. In particular, some non-universality in avalanche exponents is predicted for systems with many absorbing states.
A globally driven self-organized critical model of earthquakes with conservative dynamics has been studied. An open but moving boundary condition has been used so that the origin (epicenter) of every avalanche (earthquake) is at the center of the boundary. As a result, all avalanches grow in equivalent conditions and the avalanche size distribution obeys finite size scaling excellent. Though the recurrence time distribution of the time series of avalanche sizes obeys well both the scaling forms recently observed in analysis of the real data of earthquakes, it is found that the scaling function…
We show that large, slowly driven systems can evolve to a self-organized critical state where long range temporal correlations between bursts or avalanches produce low frequency $1/f^α$ noise. The avalanches can occur instantaneously in the external time scale of the slow drive, and their event statistics are described by power law distributions. A specific example of this behavior is provided by numerical simulations of a deterministic ``sandpile'' model.
In the prototype sandpile model of self-organized criticality time series obtained by decomposing avalanches into waves of toppling show intermittent fluctuations. The q-th moments of wave size differences possess local multiscaling and global simple scaling regimes analogous to those holding for velocity structure functions in fluid turbulence. The correspondence involves identity of a basic scaling relation and of the form of relevant probability distributions. The sandpile provides a qualitative analog of many features of turbulent phenomena.
We investigate a suggested path to self-organized criticality. Originally, this path was devised to "generate criticality" in systems displaying an absorbing-state phase transition, but closer examination of the mechanism reveals that it can be used for any continuous phase transition. We used the Ising model as well as the Manna model to demonstrate how the finite-size scaling exponents depend on the tuning of driving and dissipation rates with system size.Our findings limit the explanatory power of the mechanism to non-universal critical behavior.
This is a somewhat expanded version of the notes of a series of lectures given at Lausanne and Stellenbosch in 1998-99. They are intended to provide a pedagogical introduction to the abelian sandpile model of self-organized criticality, and its related models : the q=0 state Potts model, Takayasu aggregation model, the voter model, spanning trees, Eulerian walkers model etc. It provides an overview of the known results, and explains the equivalence of these models. Some open questions are discussed in the concluding section.
We show using numerical simulations that slowly driven skyrmions interacting with random pinning move via correlated jumps or avalanches. The avalanches exhibit power law distributions in their duration and size, and the average avalanche shape for different avalanche durations can be scaled to a universal function, in agreement with theoretical predictions for systems in a nonequilibrium critical state. A distinctive feature of skyrmions is the influence of the non-dissipative Magnus term. When we increase the ratio of the Magnus term to the damping term, a change in the universality class of…
We elucidate a long-standing puzzle about the non-equilibrium universality classes describing self-organized criticality in sandpile models. We show that depinning transitions of linear interfaces in random media and absorbing phase transitions (with a conserved non-diffusive field) are two equivalent languages to describe sandpile criticality. This is so despite the fact that local roughening properties can be radically different in the two pictures, as explained here. Experimental implications of our work as well as promising paths for future theoretical investigations are also discussed.
We show that the generating functions of avalanche observables in SOC models exhibits a Lee-Yang phenomenon. This establishes a new link between the classical theory of critical phenomena and SOC. A scaling theory of the Lee-Yang zeroes is proposed including finite sampling effects.
In [Braz. J. Phys. 30, 27 (2000)] Dickman et al. suggested that self-organized criticality can be produced by coupling the activity of an absorbing state model to a dissipation mechanism and adding an external drive. We analyzed the proposed mechanism in [Phys. Rev. E 73, 025106R (2006)] and found that if this mechanism is at work, the finite-size scaling found in self-organized criticality will depend on the details of the implementation of dissipation and driving. In the preceding comment [Phys. Rev. E XX, XXXX (2008)] Alava et al. show that one avalanche exponent in the AS approach becomes …
We introduce two sandpile models which show the same behavior of real sandpiles, that is, an almost self-organized critical behavior for small systems and the dominance of large avalanches as the system size increases. The systems become fully self-organized critical, with the critical exponents of the Bak, Tang and Wiesenfeld model, as the system parameters are changed, showing that these systems can make a bridge between the well known theoretical and numerical results and what is observed in real experiments. We find that a simple mechanism determines the boundary where self-organized can o…
We numerically investigate the Olami-Feder-Christensen model on a quenched random graph. Contrary to the case of annealed random neighbors, we find that the quenched model exhibits self-organized criticality deep within the nonconservative regime. The probability distribution for avalanche size obeys finite size scaling, with universal critical exponents. In addition, a power law relation between the size and the duration of an avalanche exists. We propose that this may represent the correct mean-field limit of the model rather than the annealed random neighbor version.
In a recent Letter (EPL 105, 40006; arXiv:1309.7107), Liu and Hu presented a model of toppling-coupled sandpiles, where they found that the avalanche exponents for two toppling-coupled sandpiles are the same as those for a single uncoupled sandpile. In this Comment we provide a proof of this observation for the case when there is conservation of grains in the bulk.
The origin of power-law distributions in self-organized criticality is investigated by treating the variation of the number of active sites in the system as a stochastic process. An avalanche is then regarded as a first-return random walk process in a one-dimensional lattice. Power law distributions of the lifetime and spatial size are found when the random walk is unbiased with equal probability to move in opposite directions. This shows that power-law distributions in self-organized criticality may be caused by the balance of competitive interactions. At the mean time, the mean spatial size …
Self-organized critical models are used to describe the 1/f-spectra of rather different physical situations like snow avalanches, noise of electric currents, luminosities of stars or topologies of landscapes. The prototype of the SOC-models is the sandpile model of Bak, Tang and Wiesenfeld (Phys. Rev. Lett. 59, (1987) 351). We implement this model on non-periodic graphs where it can become either isotropic or anisotropic and compare its properties with the periodic counterpart on the square lattice.
The shape of clouds has proven to be essential for classifying them. Our analysis of images from fair weather cumulus clouds reveals that, besides by turbulence they are driven by self-organized criticality (SOC). Our observations yield exponents that support the fact the clouds, when projected to two dimensions (2D), exhibit conformal symmetry compatible with $c=-2$ conformal field theory (CFT), in contrast to 2D turbulence which has $c=0$ CFT. By using a combination of the Navier-Stokes equation, diffusion equations and a coupled map lattice (CML) we successfully simulated cloud formation, a…
Plastic events in sheared glasses are considered an example of so-called avalanches, whose sizes obey a power-law probability distribution with the avalanche critical exponent $τ$. Although mean-field theory predicts a universal value of this exponent, $τ_{\rm MF}=1.5$, numerical simulations have reported different values depending on the literature. Moreover, in the elastic regime, it has been noted that the critical exponent can be different from that in the steady state, and even criticality itself is a matter of debate. Because these confusingly varying results were reported under differen…
Many natural phenomena exhibit power law behaviour in the distribution of event size. This scaling is successfully reproduced by Self Organized Criticality (SOC). On the other hand, temporal occurrence in SOC models has a Poisson-like statistics, i.e. exponential behaviour in the inter-event time distribution, in contrast with experimental observations. We present a SOC model with memory: events are nucleated not only as a consequence of the instantaneous value of the local field with respect to the firing threshold, but on the basis of the whole history of the system. The model is able to rep…
The concept of percolation is combined with a self-consistent treatment of the interaction between the dynamics on a lattice and the external drive. Such a treatment can provide a mechanism by which the system evolves to criticality without fine tuning, thus offering a route to self-organized criticality (SOC) which in many cases is more natural than the weak random drive combined with boundary loss/dissipation as used in standard sand-pile formulations. We introduce a new metaphor, the e-pile model, and a formalism for electric conduction in random media to compute critical exponents for such…
We turn the stochastic critical forest-fire model introduced by Drossel and Schwabl (PRL 69, 1629, 1992) into a deterministic threshold model. This new model has many features in common with sandpile and earthquake models of Self-Organized Criticality. Nevertheless our deterministic forest-fire model exhibits in detail the same macroscopic statistical properties as the original Drossel and Schwabl model. We use the deterministic model and a related semi-deterministic version of the model to elaborate on the relation between forest-fire, sandpile and earthquake models.
A spring-block model governed by threshold dynamics and driven by temporally increasing spring constants is investigated. Due to its novel multiplicative driving, criticality occurs even with periodic boundary conditions via a mechanism distinct from that of previous models. This mechanism is dictated by a coarsening process. The results show a high degree of universality. The observed behavior should be relevant to a class of systems approaching equilibrium via a punctuated threshold dynamics.
We present a pedagogical introduction to self-organized criticality (SOC), unraveling its connections with nonequilibrium phase transitions. There are several paths from a conventional critical point to SOC. They begin with an absorbing-state phase transition (directed percolation is a familiar example), and impose supervision or driving on the system; two commonly used methods are extremal dynamics, and driving at a rate approaching zero. We illustrate this in sandpiles, where SOC is a consequence of slow driving in a system exhibiting an absorbing-state phase transition with a conserved dens…
According to Pruessner and Peters [Phys. Rev. E {\bf 73}, 025106(R) (2006)], the finite size scaling exponents of the order parameter in sandpile models depend on the tuning of driving and dissipation rates with system size. We point out that the same is not true for {\em avalanches} in the slow driving limit.
We present a unified dynamical mean-field theory for stochastic self-organized critical models. We use a single site approximation and we include the details of different models by using effective parameters and constraints. We identify the order parameter and the relevant scaling fields in order to describe the critical behavior in terms of usual concepts of non equilibrium lattice models with steady-states. We point out the inconsistencies of previous mean-field approaches, which lead to different predictions. Numerical simulations confirm the validity of our results beyond mean-field theory…
We present the first solvable non-conservative sandpile-like critical model of Self-Organized Criticality (SOC), and thereby substantiate the suggestion by Vespignani and Zapperi [A. Vespignani and S. Zapperi, Phys. Rev. E 57, 6345 (1998)] that a lack of conservation in the microscopic dynamics of an SOC-model can be compensated by introducing an external drive and thereby re-establishing criticality. The model shown is critical for all values of the conservation parameter. The analytical derivation follows the lines of Broeker and Grassberger [H.-M. Broeker and P. Grassberger, Phys. Rev. E 56…
In 1993 Tang proposed [1] that vortex avalanches should produce a self organized critical state in superconductors, but conclusive evidence for this has heretofore been lacking. In the present paper, we report extensive micro-Hall probe data from the vortex dynamics in superconducting niobium, where a broad distribution of avalanche sizes scaling as a power-law for more than two decades is found. The measurements are combined with magneto-optical imaging, and show that over a widely varying magnetic landscape the scaling behaviour does not change, hence establishing that the dynamics of superc…
We present a two-dimensional system which exhibits features of self-organized criticality. The avalanches which occur on the surface of a pile of rice are found to exhibit finite size scaling in their probability distribution. The critical exponents are $τ$ = 1.21(2) for the avalanche size distribution and $D$ = 1.99(2) for the cut-off size. Furthermore the geometry of the avalanches is studied leading to a fractal dimension of the active sites of $d_B$ = 1.58(2). Using a set of scaling relations, we can calculate the roughness exponent $α= D - d_B$ = 0.41(3) and the dynamic exponent $z = D(2 …
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.
Using a simple lattice model for granular media, we present a scenario of self-organization that we term self-organized structuring where the steady state has several unusual features: (1) large scale space and/or time inhomogeneities and (2) the occurrence of a non-trivial peaked distribution of large events which propagate like ``bubbles'' and have a well-defined frequency of occurrence. We discuss the applicability of such a scenario for other models introduced in the framework of self-organized criticality.
We propose a kind of Bak-Sneppen dynamics as a general optimization technique to treat magnetic systems. The resulting dynamics shows self-organized criticality with power law scaling of the spatial and temporal correlations. An alternative method of the extremal optimization is also analyzed here. We provided a numerical confirmation that, for any possible value of its free parameter $τ$, the extremal optimization dynamics exhibits a non-critical behavior with an infinite spatial range and exponential decay of the avalanches. Using the chiral clock model as our test system, we compare the eff…
Zero-temperature Avalanche Criticality Governing Dynamical Heterogeneity in Supercooled Liquids
Toyota Central R&D Labs., Inc.(丰田中央研究所);D3 Center, The University of Osaka(大阪大学D3中心);Department of Physics, The University of Osaka(大阪大学物理系);Department of Physics, Nagoya University(名古屋大学物理系);Division of Chemical Engineering, Graduate School of Engineering Science, The University of Osaka(大阪大学工学研究科化学工程专修)
To describe and analyze the dynamics of Self-Organized Criticality (SOC) systems, a four-state continuous-time Markov model is proposed in this paper. Different to computer simulation or numeric experimental approaches commonly employed for explaining the power law in SOC, in this paper, based on this Markov model, using E.T.Jayness' Maximum Entropy method, we have derived a mathematical proof on the power law distribution for the size of these events. Both this Makov model and the mathematical proof on power law present a new angle on the universality of power law distributions, they also sho…
It is a common belief that power-law distributed avalanches are inherently unpredictable. This idea affects phenomena as diverse as evolution, earthquakes, superconducting vortices, stock markets, etc; from atomic to social scales. It mainly comes from the concept of ``Self-organized criticality" (SOC), where criticality is interpreted in the way that at any moment, any small avalanche can eventually cascade into a large event. Nevertheless, this work demonstrates experimentally the possibility of avalanche prediction in the classical paradigm of SOC: a sandpile. By knowing the position of eve…
We introduce a deterministic self-organized critical system that is one dimensional and bulk driven. We find that there is no universality class associated with the system. That is, the critical exponents change as the parameters of the system are changed. This is in contrast with the boundary driven version of the model [M. de Sousa Vieira, Phys. Rev. E 61 (2000) 6056] in which the exponents are unique. This model can be seen as a discretized version of the conservative limit of the Burridge-Knopoff model for earthquakes.
We show that both square and kagome artificial spin ice systems exhibit disorder-induced nonequilibrium phase transitions, with power law avalanche distributions at the critical disorder level. The different nature of geometrical frustration in the two lattices produces distinct types of critical avalanche behavior. For the square ice, the avalanches involve the propagation of locally stable domain walls separating the two polarized ground states, and the scaling collapse agrees with an interface depinning mechanism. In contrast, avalanches in the fully frustrated kagome ice exhibit pronounced…
The penetration of magnetic flux into a thin film of YBa$_2$Cu$_3$O$_{7-x}$ is studied when the external field is ramped slowly. In this case the flux penetrates in bursts or avalanches. The size of these avalanches is distributed according to a power law with an exponent of $τ$ = 1.29(2). The additional observation of finite-size scaling of the avalanche distributions, with an avalanche dimension D = 1.89(3), gives strong indications towards self-organized criticality in this system. Furthermore we determine exponents governing the roughening dynamics of the flux surface using some universal …
We show that the coupled complex systems can evolve into a new kind of self-organized critical state where each subsystem is not critical, however, they cooperate to be critical. This criticality is different from the classical BTW criticality where the single system itself evolves into a critical state. We also find that the outflows can be accumulated in the coupled systems. This will lead to the emergency of spatiotemporal intermittency in the critical state.
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.
We study a modified model of the Kardar-Parisi-Zhang equation with quenched disorder, in which the driving force decreases as the interface rises up. A critical state is self-organized, and the anomalous scaling law with roughness exponent alpha=0.63 is numerically obtained.
Potential energy landscape picture of zero-temperature avalanche criticality governing dynamics in supercooled liquids
Toyota Central R&D Labs., Inc.(丰田中央研究所);D3 Center, The University of Osaka(大阪大学D3中心);Department of Physics, The University of Osaka(大阪大学物理系);Department of Physics, Nagoya University(名古屋大学物理系);Division of Chemical Engineering, Graduate School of Engineering Science, The University of Osaka(大阪大学工学研究科化学工程专攻)
We study the BTW-height model of self-organized criticality on a square lattice with some long range connections giving to the lattice the character of small world network. We find that as function of the fraction $p$ of long ranged bonds the power law of the avalanche size and lifetime distribution changes following a crossover scaling law with crossover exponents 2/3 and 1 for size and lifetime respectively.
Critical dynamics of cortical neurons have been intensively studied over the past decade. Neuronal avalanches provide the main experimental as well as theoretical tools to consider criticality in such systems. Experimental studies show that critical neuronal avalanches show mean-field behavior. There are structural as well as recently proposed [Phys. Rev. E 89, 052139 (2014)] dynamical mechanisms which can lead to mean-field behavior. In this work we consider a simple model of neuronal dynamics based on threshold self-organized critical models with synaptic noise. We investigate the role of hi…
We base our study on the statistical analysis of the Rigan earthquake 2010 December 20, which consists of estimating the earthquake network by means of virtual seismometer technique, and also considering the avalanche-type dynamics on top of this complex network.The virtual seismometer complex network shows power-law degree distribution with the exponent $γ=2.3\pm 0.2$. Our findings show that the seismic activity is strongly intermittent, and have a \textit{cyclic shape} as is seen in the natural situations, which is main finding of this study. The branching ratio inside and between avalanches…
We obtain evidence that the dynamics of glassy systems below the glass transition is characterized by self-organized criticality. Using molecular dynamics simulations of a model glass-former we identify clusters of cooperatively jumping particles. We find string-like clusters whose size is power-law distributed not only close to T_c but for ALL temperatures below T_c, indicating self-organized criticality which we interpret as a freezing in of critical behavior.
A simple model economy with locally interacting producers and consumers is introduced. When driven by extremal dynamics, the model self-organizes {\em not} to an attractor state, but to an asymptote, on which the economy has a constant rate of deflation, is critical, and exhibits avalanches of activity with power-law distributed sizes. This example demonstrates that self-organized critical behavior occurs in a larger class of systems than so far considered: systems not driven to an attractive fixed point, but, e.g., an asymptote, may also display self-organized criticality.
We investigate, by numerical simulations, how the avalanche dynamics of the Bak-Tang-Wiesenfeld (BTW) sandpile model can induce emergence of scale-free (SF) networks and how this emerging structure affects dynamics of the system. We also discuss how the observed phenomenon can be used to explain evolution of scientific collaboration.
An interbank market lets participants pool the risk arising from the combination of illiquid investments and random withdrawals by depositors. But it also creates the potential for one bank's failure to trigger off avalanches of further failures. We simulate a model of interbank lending to study the interplay of these two effects. We show that when banks are similar in size and exposure to risk, avalanche effects are small so that widening the interbank market leads to more stability. But as heterogeneity increases, avalanche effects become more important. By varying the heterogeneity and conn…
The sun provides an explosive, heavenly example of self-organized criticality. Sudden bursts of intense radiation emanate from rapid rearrangements of the magnetic field network in the corona. Avalanches are triggered by loops of flux that reconnect or snap into lower energy configurations when they are overly stressed. Our recent analysis of observational data reveals that the loops (links) and footpoints (nodes), where they attach on the photosphere, embody a scale free network. The statistics of the avalanches and of the network structure are unified through a simple dynamical model where t…
The dynamics of a fibre-bundle type model with equal load sharing rule is numerically studied. The system, formed by N elements, is driven by a slow increase of the load upon it which is removed in a novel way through internal transfers to the elements broken during avalanches. When an avalanche ends, failed elements are regenerated with strengths taken from a probability distribution. For a large enough N and certain restrictions on the distribution of individual strengths, the system reaches a self-organized critical state where the spectrum of avalanche sizes is a power law with an exponent…