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, and obtained the same exponents.
Recently it was shown that self-organized criticality is an important ingredient of the dynamics of cumulus clouds (Physical Review E, 103(5), p.052106, 2021). Here we introduce a new algorithm to simulate cumulus clouds in two-dimensional square lattices, based on two important facts: the cohesive energy of wet air parcels and a sandpile-type diffusion of cloud segments. The latter is realized by considering the evaporation/condensation of air parcels in various regions of the cloud, which enables them to diffuse to the neighboring regions. The results stemming from this model are in excellen…
This paper is devoted to the recent advances in self-organized criticality (SOC), and the concepts. The paper contains three parts; in the first part we present some examples of SOC systems, in the second part we add some comments concerning its relation to logarithmic conformal field theory, and in the third part we report on the application of SOC concepts to various systems ranging from cumulus clouds to 2D electron gases.
Motivated by a recent observation on the self-organized criticality of cumulus clouds (Phys. Rev E 103, 052106, 2021) we study their connection to self-similar rough surfaces, in which $f\equiv \log I$ plays the role of the main field, where $I$ is the intensity of the received visible light. By simulating the light scattering based on a coarse-grained phenomenological model in a two-dimensional cloud, we argue the possible connection of $I$ to the actual cloud thickness. Although in the vertical incident light $f$ is proportional to the cloud thickness, in the general case it is complected. W…
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.
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 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.
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…
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…
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…
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 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.
The avalanche properties of models that exhibit 'self-organized criticality' (SOC) are still mostly awaiting theoretical explanations. A recent mapping (Europhys. Lett.~53, 569) of many sandpile models to interface depinning is presented first, to understand how to reach the SOC ensemble and the differences of this ensemble with the usual depinning scenario. In order to derive the SOC avalanche exponents from those of the depinning critical point, a geometric description is discussed, of the quenched landscape in which the 'interface' measuring the integrated activity moves. It turns out that …
We review the properties of the self-organized critical (SOC) forest-fire model. The paradigm of self-organized criticality refers to the tendency of certain large dissipative systems to drive themselves into a critical state independent of the initial conditions and without fine-tuning of the parameters. After an introduction, we define the rules of the model and discuss various large-scale structures which may appear in this system. The origin of the critical behavior is explained, critical exponents are introduced, and scaling relations between the exponents are derived. Results of computer…
A minimal model for self-organized critical percolation on directed graphs with activating and de-activating links is studied. Unlike classical self-organized criticality, the variables that determine criticality are separated from the dynamical variables of the system and evolve on a slower timescale, resulting in robust criticality. While activity of nodes percolates across the network, the network self-organizes through local adjustment of links according to the criterion that a link's adjacent nodes' average activities become similar. As a result, the network self-organizes to the percolat…
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 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.
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.
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 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.
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.
The statistical properties of the intermittent signal generated by a recent model for self-organized-criticality (SOC) are examined. A successful comparison is made with previously published results of the equivalent quantities measured in the electrostatic turbulence at the edge of a fusion plasma. This result re-establishes SOC as a potential paradigm for transport in magnetic fusion devices, overriding shortcomings pointed out in earlier works [E. Spada, et al, Phys. Rev. Lett. 86, 3032 (2001); V. Antoni, et al, Phys. Rev. Lett. 87, 045001 (2001)].
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.
The concept of Self-Organized Criticality (SOC) was proposed in an attempt to explain the widespread appearance of power-law in nature. It describes a mechanism in which a system reaches spontaneously a state where the characteristic events (avalanches) are distributed according to a power law. We present a dynamical systems approach to Self-Organized Criticality where the dynamics is described either in terms of Iterated Function Systems, or as a piecewise hyperbolic dynamical system of skew-product type. Some results linking the structure of the attractor and some characteristic properties o…
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…
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…
A simple random-neighbor SOC model that combines properties of the Bak-Sneppen and the relaxation oscillators (slip-stick) models is introduced. The analysis in terms of branching processes is transparent and gives insight about the development of large but finite mean avalanche sizes in dissipative models. In the thermodynamic limit, the distribution of states has a simple analytical form and the mean avalanche size, as a function of the coupling parameter strength, is exactly calculable.
Neuronal networks can present activity described by power-law distributed avalanches presumed to be a signature of a critical state. Here we study a random-neighbor network of excitable cellular automata coupled by dynamical synapses. The model exhibits a very similar to conservative self-organized criticality (SOC) models behavior even with dissipative bulk dynamics. This occurs because in the stationary regime the model is conservative on average, and, in the thermodynamic limit, the probability distribution for the global branching ratio converges to a delta-function centered at its critica…
Jaynes' information theory formalism of statistical mechanics is applied to the stationary states of open, non-equilibrium systems. The key result is the construction of the probability distribution for the underlying microscopic phase space trajectories. Three consequences of this result are then derived : the fluctuation theorem, the principle of maximum entropy production, and the emergence of self-organized criticality for flux-driven systems in the slowly-driven limit. The accumulating empirical evidence for these results lends support to Jaynes' formalism as a common predictive framework…
We propose a kind of Ginzburg--Landau equation with quenched randomness. There is a pinning--depinning transition in the system when the external magnetic force is changed. The transition is self-organized when the external magnetic field is slowly changed under the demagnetizing effect. The total magnetization increases stepwise and the probability distribution of the increase in the total magnetization approximately obeys a power law. A hysteresis loop is obtained when the external magnetic field is changed reciprocally. In our model, the coercivity in the magnetization curve is expressed as…
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 …
We study a simple model of spin network evolution motivated by the hypothesis that the emergence of classical space-time from a discrete microscopic dynamics may be a self-organized critical process. Self organized critical systems are statistical systems that naturally evolve without fine tuning to critical states in which correlation functions are scale invariant. We study several rules for evolution of frozen spin networks in which the spins labelling the edges evolve on a fixed graph. We find evidence for a set of rules which behaves analogously to sand pile models in which a critical stat…
Critical exponents of the infinitely slowly driven Zhang model of self-organized criticality are computed for $d=2,3$ with particular emphasis devoted to the various roughening exponents. Besides confirming recent estimates of some exponents, new quantities are monitored and their critical exponents computed. Among other results, it is shown that the three dimensional exponents do not coincide with the Bak, Tang, and Wiesenfeld (abelian) model and that the dynamical exponent as computed from the correlation length and from the roughness of the energy profile do not necessarily coincide as it i…
Kardar-Parisi-Zhang interface depinning with quenched noise is studied in an ensemble that leads to self-organized criticality in the quenched Edwards-Wilkinson (QEW) universality class and related sandpile models. An interface is pinned at the boundaries, and a slowly increasing external drive is added to compensate for the pinning. The ensuing interface behavior describes the integrated toppling activity history of a QKPZ cellular automaton. The avalanche picture consists of several phases depending on the relative importance of the terms in the interface equation. The SOC state is more comp…
The question we address here is of whether phenomena of collective bankruptcies are related to self-organized criticality. In order to answer it we propose a simple model of banking networks based on the random directed percolation. We study effects of one bank failure on the nucleation of contagion phase in a financial market. We recognize the power law distribution of contagion sizes in 3d- and 4d-networks as an indicator of SOC behavior. The SOC dynamics was not detected in 2d-lattices. The difference between 2d- and 3d- or 4d-systems is explained due to the percolation theory.
We introduce a general theoretical scheme for a class of phenomena characterized by an extremal dynamics and quenched disorder. The approach is based on a transformation of the quenched dynamics into a stochastic one with cognitive memory and on other concepts which permit a mathematical characterization of the self-organized nature of the avalanche type dynamics. In addition it is possible to compute the relevant critical exponents directly from the microscopic model. A specific application to Invasion Percolation is presented but the approach can be easily extended to various other problems.
We analyze a random neighbor version of the OFC stick-slip model. We find that the mean avalanche size is finite as soon as dissipation exists in the bulk but that this size grows exponentially fast when dissipation tends to zero.
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 Deterministic Lattice Gas (DLG) (Phys. Rev. Lett. 26, 3103 (1990)) model of Self-Organized Criticality (SOC) despite of its deterministic micro dynamics belongs to the Manna universality class of absorbing state phase transitions. This finding is consistent with our observation that an effective stochastic term is generated in the DLG at large length scales, whereby the macro dynamics of the DLG appears closer to the other stochastic SOC models of the Manna class.
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…
In this thesis we present few theoretical studies of the models of self-organized criticality. Following a brief introduction of self-organized criticality, we discuss three main problems. The first problem is about growing patterns formed in the abelian sandpile model (ASM). The patterns exhibit proportionate growth where different parts of the pattern grow in same rate, keeping the overall shape unchanged. This non-trivial property, often found in biological growth, has received increasing attention in recent years. In this thesis, we present a mathematical characterization of a large class …
We discuss recent results on a new analysis regarding models showing Self-Organized Criticality (SOC), and in particular on the OFC one. We show that Probability Density Functions (PDFs) for the avalanche size differences at different times have fat tails with a q-Gaussian shape. This behavior does not depend on the time interval adopted and it is also found when considering energy differences between real earthquakes.
We perform a new analysis on the dissipative Olami-Feder-Christensen model on a small world topology considering avalanche size differences. We show that when criticality appears the Probability Density Functions (PDFs) for the avalanche size differences at different times have fat tails with a q-Gaussian shape. This behaviour does not depend on the time interval adopted and is found also when considering energy differences between real earthquakes. Such a result can be analytically understood if the sizes (released energies) of the avalanches (earthquakes) have no correlations. Our findings s…
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…
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…
