Universality in sandpile models

Describing self-organized criticality as a continuous phase transition

Can the concept of self-organized criticality, exemplified by models such as the sandpile model, be described within the framework of continuous phase transitions? In this paper, we provide extensive numerical evidence supporting an affirmative answer. Specifically, we explore the Bak, Tang, and Wiesenfeld (BTW) and Manna sandpile models as instances of percolation transitions from disordered to ordered phases. To facilitate this analysis, we introduce the concept of drop density-a continuously adjustable control variable that quantifies the average number of particles added to a site. By tuning this variable, we observe a transition in the sandpile from a subcritical to a critical phase. Additionally, we define the scaled size of the largest avalanche occurring from the beginning of the sandpile as the order parameter for the self-organized critical transition and analyze its scaling behavior. Furthermore, we calculate the correlation length exponent and note its divergence as the critical point is approached. The finite-size scaling analysis of the avalanche size distribution works quite well at the critical point of the BTW sandpile.

Comparing prediction efficiency in the BTW and Manna sandpiles

The state-of-the-art in the theory of self-organized criticality reveals that a certain inactivity precedes extreme events, which are located on the tail of the event probability distribution with respect to their sizes. The existence of the inactivity allows for the prediction of these events in advance. In this work, we explore the predictability of the Bak-Tang-Wiesenfeld (BTW) and Manna models on the square lattice as a function of the lattice length. For both models, we use an algorithm that forecasts the occurrence of large events after a fall in activity. The efficiency of the prediction can be universally described in terms of the event size divided by an appropriate power-law function of the lattice length. The power-law exponents are projected to be 2.75 and 3 for the Manna and BTW models respectively. The scaling with the exponent 2.75 is known for collapsing of the entire size-frequency relationship in the Manna model. However, the correspondence between events on different lattices in the BTW model requires a variety of exponents where 3 is the largest. This indicates that in thermodynamic limit, prediction does exist in the Manna but not in the BTW model, at least based on inactivity. The difference in the universality classes may underline the difference in the prediction.

Signatures of self-organized dynamics in rapidly driven critical sandpiles

We study two prototypical models of self-organized criticality, namely sandpile automata with deterministic (Bak-Tang-Wiesenfeld) and probabilistic (Manna model) dynamical rules, focusing on the nature of stress fluctuations induced by driving-adding grains during avalanche propagation, and dissipation through avalanches that hit the system boundary. Our analysis of stress evolution time series reveals robust cyclical trends modulated by collective fluctuations with dissipative avalanches. These modulated cycles attain higher harmonics, characterized by multifractal measures within a broad range of timescales. The features of the associated singularity spectra capture the differences in the dynamic rules behind the self-organized critical states at adiabatic driving and their pertinent response to the increased driving rate, which alters the process of stochasticity and causes a loss of avalanche scaling. In sequences of outflow current carried by dissipative avalanches, the first return distributions follow the q-Gaussian law in the adiabatic limit. They appear to follow different laws at an intermediate scale with an increased driving rate, describing different pathways to the gradual loss of cooperative behavior in these two models. The robust appearance of cyclical trends and their multifractal modulation thus represents another remarkable feature of self-organized dynamics beyond the scaling of avalanches. It can also help identify the prominence of self-organizational phenomenology in an empirical time series when underlying interactions and driving modes remain hidden.

Eigen microstates in self-organized criticality

We employ the eigen microstates approach to explore the self-organized criticality (SOC) in two celebrated sandpile models, namely the BTW model and the Manna model. In both models, phase transitions from the absorbing state to the critical state can be understood by the emergence of dominant eigen microstates with significantly increased weights. Spatial eigen microstates of avalanches can be uniformly characterized by a linear system size rescaling. The first temporal eigen microstates reveal scaling relations in both models. Furthermore, by finite-size scaling analysis of the first eigen microstates, we numerically estimate critical exponents, i.e., sqrt[σ_{0}w_{1}]/v[over ̃]_{1}∝L^{D} and v[over ̃]_{1}∝L^{D(1-τ_{s})/2}. Our findings could provide profound insights into eigen microstates of the universality and phase transition in nonequilibrium complex systems governed by self-organized criticality.

Non-Abelian sandpile automata with height restrictions

We have studied the properties of a sandpile automata under the constraint of height restriction of sand columns. In this sandpile, an active site transfers a grain to a neighboring site if and only if the height of the sand column at the destination site is less than a preassigned value n_{c}. This sandpile was studied by Dickman et al. [Phys. Rev. E 66, 016111 (2002)1063-651X10.1103/PhysRevE.66.016111] in a conserved system with a fixed number of sand grains. In contrast, we have studied the avalanche dynamics of the driven sandpile under the open boundary conditions. The deterministic dynamics of the Bak, Tang, and Wiesenfeld (BTW) sandpile under the height restriction is found to be non-Abelian. Using numerical results, we argue that the steady states of the sandpile are exactly the recurrent states of the BTW sandpile, but occur with nonuniform probabilities. A detailed analysis of the cluster size distributions indicates that the associated exponent values are likely to be different from those of the BTW sandpile. The other differences include that the drop number distribution decays as a power law, and the largest avalanche size grows as the fourth power of the system size.

Sandpiles subjected to sinusoidal drive

This paper considers a sandpile model subjected to a sinusoidal external drive with the period T. We develop a theoretical model for the Green's function in a large T limit, which predicts that the avalanches are anisotropic and elongated in the oscillation direction. We track the problem numerically and show that the system additionally shows a regime where the avalanches are elongated in the perpendicular direction with respect to the oscillations. We find a crossover between these two regimes. The power spectrum of avalanche size and the grains wasted from the parallel and perpendicular directions are studied. These functions show power-law behavior in terms of the frequency with exponents, which run with T.

Non-trivial avalanches triggered by shear banding in compression of metallic glass foams

Ductile metallic glass foams (DMGFs) are a new type of structural material with a perfect combination of high strength and toughness. Owing to their disordered atomic-scale microstructures and randomly distributed macroscopic voids, the compressive deformation of DMGFs proceeds through multiple nanoscale shear bands accompanied by local fracture of cellular structures, which induces avalanche-like intermittences in stress–strain curves. In this paper, we present a statistical analysis, including distributions of avalanche size, energy dissipation, waiting times and aftershock sequence, on such a complex dynamic process, which is dominated by shear banding. After eliminating the influence of structural disorder, we demonstrate that, in contrast to the mean-field results of their brittle counterparts, scaling laws in DMGFs are characterized by different exponents. It is shown that the occurrence of non-trivial scaling behaviours is attributed to the localized plastic yielding, which effectively prevents the system from building up a long-range correlation. This accounts for the high structural stability and energy absorption performance of DMGFs. Furthermore, our results suggest that such shear banding dynamics introduce an additional characteristic time scale, which leads to a universal gamma distribution of waiting times.

Universality of continuous phase transitions on random Voronoi graphs

The Voronoi construction is ubiquitous across the natural sciences and engineering. In statistical mechanics, however, only its dual, the Delaunay triangulation, has been considered in the investigation of critical phenomena. In this paper we set to fill this gap by studying three prominent systems of classical statistical mechanics, the equilibrium spin-1/2 Ising model, the nonequilibrium contact process, and the conserved stochastic sandpile model on two-dimensional random Voronoi graphs. Particular motivation comes from the fact that these graphs have vertices of constant coordination number, making it possible to isolate topological effects of quenched disorder from node-intrinsic coordination number disorder. Using large-scale numerical simulations and finite-size scaling techniques, we are able to demonstrate that all three systems belong to their respective clean universality classes. Therefore, quenched disorder introduced by the randomness of the lattice is irrelevant and does not influence the character of the phase transitions. We report the critical points to considerable precision and, for the Ising model, also the first correction-to-scaling exponent.

Critical density of the Abelian Manna model via a multitype branching process

A multitype branching process is introduced to mimic the evolution of the avalanche activity and determine the critical density of the Abelian Manna model. This branching process incorporates partially the spatiotemporal correlations of the activity, which are essential for the dynamics, in particular in low dimensions. An analytical expression for the critical density in arbitrary dimensions is derived, which significantly improves the results over mean-field theories, as confirmed by comparison to the literature on numerical estimates from simulations. The method can easily be extended to lattices and dynamics other than those studied in the present work.

Hydrodynamics, density fluctuations, and universality in conserved stochastic sandpiles

We study conserved stochastic sandpiles (CSSs), which exhibit an active-absorbing phase transition upon tuning density ρ. We demonstrate that a broad class of CSSs possesses a remarkable hydrodynamic structure: There is an Einstein relation σ^{2}(ρ)=χ(ρ)/D(ρ), which connects bulk-diffusion coefficient D(ρ), conductivity χ(ρ), and mass fluctuation, or scaled variance of subsystem mass, σ^{2}(ρ). Consequently, density large-deviations are governed by an equilibrium-like chemical potential μ(ρ)∼lna(ρ), where a(ρ) is the activity in the system. By using the above hydrodynamics, we derive two scaling relations: As Δ=(ρ-ρ_{c})→0^{+}, ρ_{c} being the critical density, (i) the mass fluctuation σ^{2}(ρ)∼Δ^{1-δ} with δ=0 and (ii) the dynamical exponent z=2+(β-1)/ν_{⊥}, expressed in terms of two static exponents β and ν_{⊥} for activity a(ρ)∼Δ^{β} and correlation length ξ∼Δ^{-ν_{⊥}}, respectively. Our results imply that conserved Manna sandpile, a well studied variant of the CSS, belongs to a distinct universality-not that of directed percolation (DP), which, without any conservation law as such, does not obey scaling relation (ii).

Multichain models of conserved lattice gas

Conserved lattice-gas models in one dimension exhibit absorbing state phase transition (APT) with simple integer exponents β=1=ν=η, whereas the same on a ladder belong to directed percolation (DP) universality. We conjecture that additional stochasticity in particle transfer is a relevant perturbation and its presence on a ladder forces the APT to be in the DP class. To substantiate this we introduce a class of restricted conserved lattice-gas models on a multichain system (M×L square lattice with periodic boundary condition in both directions), where particles which have exactly one vacant neighbor are active and they move deterministically to the neighboring vacant site. We show that for odd number of chains, in the thermodynamic limit L→∞, these models exhibit APT at ρ_{c}=1/2(1+1/M) with β=1. On the other hand, for even-chain systems transition occurs at ρ_{c}=1/2 with β=1,2 for M=2,4, respectively, and β=3 for M≥6. We illustrate this unusual critical behavior analytically using a transfer-matrix method.

Classification of universality classes for quasideterministic sandpile models

The critical behavior of the two-state rotational sandpile model proposed by Santra et al. [Phys. Rev. E 75, 041122 (2007)PLEEE81539-375510.1103/PhysRevE.75.041122] and the locally deterministic and globally stochastic three-state sandpile model are investigated via Monte Carlo simulations. Through these simulations, we are able to estimate critical exponents that characterize the avalanche properties, i.e., the probability distributions of the avalanche size, area, lifetime, and gyration radius, and the expectation values of the avalanche size and area against time and of the size against area. The results are compared with those of the known universality classes. The two models are found to yield consistent results within the range of statistical error, and appear to be consistent with the stochastic two-state Manna sandpile model; therefore, both models appear to belong to the Manna universality class. Our results contradict the earlier conclusion of Santra et al., which we attribute to the slow convergence of the probability distribution to the asymptotic power-law behavior, particularly for the size and lifetime of avalanches.

Dissipative stochastic sandpile model on small-world networks: Properties of nondissipative and dissipative avalanches

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 nondissipative and dissipative avalanches along with all avalanches are analyzed. Though the distributions of all avalanches and nondissipative avalanches display stochastic scaling at ϕ=0 and mean-field scaling at ϕ=1, the dissipative avalanches display nontrivial critical properties at ϕ=0 and 1 in both one and two dimensions. In the small-world regime (2^{-12}≤ϕ≤0.1), the size distributions of different types of avalanches are found to exhibit more than one power-law scaling with different scaling exponents around a crossover toppling size s_{c}. Stochastic scaling is found to occur for s<s_{c} and the mean-field scaling is found to occur for s>s_{c}. As different scaling forms are found to coexist in a single probability distribution, a coexistence scaling theory on small world network is developed and numerically verified.

Oslo model, hyperuniformity, and the quenched Edwards-Wilkinson model

We present simulations of the one-dimensional Oslo rice pile model in which the critical height at each site is randomly reset after each toppling. We use the fact that the stationary state of this sand-pile model is hyperuniform to reach system of sizes >10^{7}. Most previous simulations were seriously flawed by important finite-size corrections. We find that all critical exponents have values consistent with simple rationals: ν=4/3 for the correlation length exponent, D=9/4 for the fractal dimension of avalanche clusters, and z=10/7 for the dynamical exponent. In addition, we relate the hyperuniformity exponent to the correlation length exponent ν. Finally, we discuss the relationship with the quenched Edwards-Wilkinson model, where we find in particular that the local roughness exponent is α_{loc}=1.

Mean-field behavior as a result of noisy local dynamics in self-organized criticality: neuroscience implications

Motivated by recent experiments in neuroscience which indicate that neuronal avalanches exhibit scale invariant behavior similar to self-organized critical systems, we study the role of noisy (nonconservative) local dynamics on the critical behavior of a sandpile model which can be taken to mimic the dynamics of neuronal avalanches. We find that despite the fact that noise breaks the strict local conservation required to attain criticality, our system exhibits true criticality for a wide range of noise in various dimensions, given that conservation is respected on the average. Although the system remains critical, exhibiting finite-size scaling, the value of critical exponents change depending on the intensity of local noise. Interestingly, for a sufficiently strong noise level, the critical exponents approach and saturate at their mean-field values, consistent with empirical measurements of neuronal avalanches. This is confirmed for both two and three dimensional models. However, the addition of noise does not affect the exponents at the upper critical dimension (D = 4). In addition to an extensive finite-size scaling analysis of our systems, we also employ a useful time-series analysis method to establish true criticality of noisy systems. Finally, we discuss the implications of our work in neuroscience as well as some implications for the general phenomena of criticality in nonequilibrium systems.

Abelian Manna model in three dimensions and below

The Abelian Manna model of self-organized criticality is studied on various three-dimensional and fractal lattices. The exponents for avalanche size, duration, and area distribution of the model are obtained by using a high-accuracy moment analysis. Together with earlier results on lower-dimensional lattices, the present results reinforce the notion of universality below the upper critical dimension and allow us to determine the coefficients of an ε expansion. By rescaling the critical exponents by the lattice dimension and incorporating the random walker dimension, a remarkable relation is observed, satisfied by both regular and fractal lattices.

Flooding transition in the topography of toppling surfaces of stochastic and rotational sandpile models

A continuous phase transition occurs in the topography of toppling surfaces of stochastic and rotational sandpile models when they are flooded with liquid, say water. The toppling surfaces are extracted from the sandpile avalanches that appear due to sudden burst of toppling activity in the steady state of these sandpile models. Though a wide distribution of critical flooding heights exists, a critical point is defined by merging the flooding thresholds of all the toppling surfaces. The criticality of the transition is characterized by power-law distribution of island area in the critical regime. A finite size scaling theory is developed and verified by calculating several new critical exponents. The flooding transition is found to be an interesting phase transition and does not belong to the percolation universality class. The universality class of this transition is found to depend on the degree of self-affinity of the toppling surfaces characterized by the Hurst exponent H and the fractal dimension D(f) of critical spanning islands. The toppling surfaces of different stochastic sandpile models are found to have a single Hurst exponent, whereas those of different rotational sandpile models have another Hurst exponent. As a consequence, the universality class of different sandpile models remains preserved within the same symmetry of the models.

Suppressing cascades of load in interdependent networks

Understanding how interdependence among systems affects cascading behaviors is increasingly important across many fields of science and engineering. Inspired by cascades of load shedding in coupled electric grids and other infrastructure, we study the Bak-Tang-Wiesenfeld sandpile model on modular random graphs and on graphs based on actual, interdependent power grids. Starting from two isolated networks, adding some connectivity between them is beneficial, for it suppresses the largest cascades in each system. Too much interconnectivity, however, becomes detrimental for two reasons. First, interconnections open pathways for neighboring networks to inflict large cascades. Second, as in real infrastructure, new interconnections increase capacity and total possible load, which fuels even larger cascades. Using a multitype branching process and simulations we show these effects and estimate the optimal level of interconnectivity that balances their trade-offs. Such equilibria could allow, for example, power grid owners to minimize the largest cascades in their grid. We also show that asymmetric capacity among interdependent networks affects the optimal connectivity that each prefers and may lead to an arms race for greater capacity. Our multitype branching process framework provides building blocks for better prediction of cascading processes on modular random graphs and on multitype networks in general.

Abelian deterministic self-organized-criticality model: complex dynamics of avalanche waves

The aim of this study is to investigate a wave dynamics and a size scaling of avalanches which were created by the mathematical model [J. Černák, Phys. Rev. E 65, 046141 (2002)]. Numerical simulations were carried out on a two-dimensional lattice L×L in which two constant thresholds E(c)(I) = 4 and E(c)(II) > E(c)(I) were randomly distributed. The density of sites c of the thresholds E(c)(II) and threshold E(c)(II) are parameters of the model. Autocorrelations of avalanche size waves, Hurst exponents, avalanche structures, and avalanche size moments were determined for several densities c and thresholds E(c)(II). The results show correlated avalanche size waves and multifractal scaling of avalanche sizes not only for specific conditions, densities c = 0.0,1.0 and thresholds 8 ≤ E(c)(II) ≤ 32, in which relaxation rules were precisely balanced, but also for more general conditions, densities 0.0 < c < 1.0 and thresholds 8 ≤ E(c)(II) ≤ 32, 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.

Structures in magnetohydrodynamic turbulence: detection and scaling

We present a systematic analysis of statistical properties of turbulent current and vorticity structures at a given time using cluster analysis. The data stem from numerical simulations of decaying three-dimensional magnetohydrodynamic turbulence in the absence of an imposed uniform magnetic field; the magnetic Prandtl number is taken equal to unity, and we use a periodic box with grids of up to 1536³ points and with Taylor Reynolds numbers up to 1100. The initial conditions are either an X -point configuration embedded in three dimensions, the so-called Orszag-Tang vortex, or an Arn'old-Beltrami-Childress configuration with a fully helical velocity and magnetic field. In each case two snapshots are analyzed, separated by one turn-over time, starting just after the peak of dissipation. We show that the algorithm is able to select a large number of structures (in excess of 8000) for each snapshot and that the statistical properties of these clusters are remarkably similar for the two snapshots as well as for the two flows under study in terms of scaling laws for the cluster characteristics, with the structures in the vorticity and in the current behaving in the same way. We also study the effect of Reynolds number on cluster statistics, and we finally analyze the properties of these clusters in terms of their velocity-magnetic-field correlation. Self-organized criticality features have been identified in the dissipative range of scales. A different scaling arises in the inertial range, which cannot be identified for the moment with a known self-organized criticality class consistent with magnetohydrodynamics. We suggest that this range can be governed by turbulence dynamics as opposed to criticality and propose an interpretation of intermittency in terms of propagation of local instabilities.

Abelian Manna model on two fractal lattices

We analyze the avalanche size distribution of the Abelian Manna model on two different fractal lattices with the same dimension d(g)=ln 3/ln 2, with the aim to probe for scaling behavior and to study the systematic dependence of the critical exponents on the dimension and structure of the lattices. We show that the scaling law D(2-τ)=d(w) generalizes the corresponding scaling law on regular lattices, in particular hypercubes, where d(w)=2. Furthermore, we observe that the lattice dimension d(g), the fractal dimension of the random walk on the lattice d(w), and the critical exponent D form a plane in three-dimensional parameter space, i.e., they obey the linear relationship D=0.632(3)d(g)+0.98(1)d(w)-0.49(3).

Universality classes and crossover behaviors in non-Abelian directed sandpiles

We study universality classes and crossover behaviors in non-Abelian directed sandpile models in terms of the metastable pattern analysis. The non-Abelian property induces spatially correlated metastable patterns, characterized by the algebraic decay of the grain density along the propagation direction of an avalanche. Crossover scaling behaviors are observed in the grain density due to the interplay between the toppling randomness and the parity of the threshold value. In the presence of such crossovers, we show that the broadness of the grain distribution plays a crucial role in resolving the ambiguity of the universality class. Finally, we claim that the metastable pattern analysis is important as much as the conventional analysis of avalanche dynamics.

Asymptotic shape of the region visited by an Eulerian walker

We study an Eulerian walker on a square lattice, starting from an initial randomly oriented background using Monte Carlo simulations. We present evidence that, for a large number of steps N , the asymptotic shape of the set of sites visited by the walker is a perfect circle. The radius of the circle increases as N1/3, for large N , and the width of the boundary region grows as Nalpha/3, with alpha=0.40+/-0.06 . If we introduce stochasticity in the evolution rules, the mean-square displacement of the walker, <RN2> approximately <RN2> approximately N2nu, shows a crossover from the Eulerian (nu=1/3) to a simple random-walk (nu=1/2) behavior.

Active-absorbing-state phase transition beyond directed percolation: a class of exactly solvable models

We introduce and solve a model of hardcore particles on a one-dimensional periodic lattice which undergoes an active-absorbing-state phase transition at finite density. In this model, an occupied site is defined to be active if its left neighbor is occupied and the right neighbor is vacant. Particles from such active sites hop stochastically to their right. We show that both the density of active sites and the survival probability vanish as the particle density is decreased below half. The critical exponents and spatial correlations of the model are calculated exactly using the matrix product ansatz. Exact analytical study of several variations of the model reveals that these nonequilibrium phase transitions belong to a new universality class different from the generic active-absorbing-state phase transition, namely, directed percolation.

Relevance of Abelian symmetry and stochasticity in directed sandpiles

We provide a comprehensive view of the role of Abelian symmetry and stochasticity in the universality class of directed sandpile models, in the 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 an avalanche, which is confirmed reasonably well in large-scale numerical simulations.

Characteristics of deterministic and stochastic sandpile models in a rotational sandpile model

Rotational constraint representing a local external bias generally has a nontrivial effect on the critical behavior of lattice statistical models in equilibrium critical phenomena. In order to study the effect of rotational bias in an out-of-equilibrium situation like self-organized criticality, a two state "quasideterministic" rotational sandpile model is developed here imposing rotational constraint on the flow of sand grains. An extended set of critical exponents are estimated to characterize the avalanche properties at the nonequilibrium steady state of the model. The probability distribution functions are found to obey usual finite size scaling supported by negative time autocorrelation between the toppling waves. The model exhibits characteristics of both deterministic and stochastic sandpile models.

Sticky grains do not change the universality class of isotropic sandpiles

We revisit the sandpile model with "sticky" grains introduced by Mohanty and Dhar [Phys. Rev. Lett. 89, 104303 (2002)] whose scaling properties were claimed to be generically in the universality class of directed percolation for both isotropic and directed models. While for directed models this conclusion is unquestionable, for isotropic models we present strong evidence that the asymptotic scaling in the self-organized regime (in which a stationary critical state exists in the limit of slow driving and vanishing dissipation rate) is, like other stochastic sandpiles, generically in the Manna universality class. This conclusion is drawn from extensive Monte Carlo simulations, and is strengthened by the analysis of the Langevin equations (proposed by the same authors to account for this problem), argued to converge upon coarse-graining to the well-established set of Langevin equations for the Manna class.

Inhomogeneous sandpile model: Crossover from multifractal scaling to finite-size scaling

We study an inhomogeneous sandpile model in which two different toppling rules are defined. For any site only one rule is applied corresponding to either the Bak, Tang, and Wiesenfeld model [P. Bak, C. Tang, and K. Wiesenfeld, Phys. Rev. Lett. 59, 381 (1987)] or the Manna two-state sandpile model [S. S. Manna, J. Phys. A 24, L363 (1991)]. A parameter c is introduced which describes a density of sites which are randomly deployed and where the stochastic Manna rules are applied. The results show that the avalanche area exponent tau a, avalanche size exponent tau s, and capacity fractal dimension Ds depend on the density c. A crossover from multifractal scaling of the Bak, Tang, and Wiesenfeld model (c = 0) to finite-size scaling was found. The critical density c is found to be in the interval 0 < c < 0.01. These results demonstrate that local dynamical rules are important and can change the global properties of the model.

Dissipative sandpile models with universal exponents

We consider a dissipative variant of the stochastic-Abelian sandpile model on a two-dimensional lattice. The boundaries are closed and the dissipation is due to the fact that each toppled grain is removed from the lattice with probability epsilon. It is shown that the scaling properties of this model are in the universality class of the stochastic-Abelian models with conservative dynamics and open boundaries. In particular, the dissipation rate epsilon can be adjusted according to a suitable function epsilon = f(L), such that the avalanche size distribution will coincide with that of the conservative model on a finite lattice of size L.

Abrupt transition in a sandpile model

We present a fixed energy sandpile model which, by increasing the initial energy, undergoes, at the level of individual configurations, a discontinuous transition. The model is obtained by modifying the toppling procedure in the Bak-Tang-Wiesenfeld (BTW) [Phys. Rev. Lett. 59, 381 (1987); Phys. Rev. A 38, 364 (1988)] rules: the energy transfer from a toppling site takes place only to neighboring sites with less energy (negative gradient constraint) and with a time ordering (asynchronous). The model is minimal in the sense that removing either of the two above-mentioned constraints (negative gradient or time ordering) the abrupt transition goes over to a continuous transition as in the usual BTW case. Therefore, the proposed model offers a unique possibility to explore at the microscopic level the basic mechanisms underlying discontinuous transitions.

Sandpile model on a quenched substrate generated by kinetic self-avoiding trails

Kinetic self-avoiding trails are introduced and used to generate a substrate of randomly quenched flow vectors. A sandpile model is studied on such a substrate with asymmetric toppling matrices where the precise balance between the net outflow of grains from a toppling site, and the total inflow of grains to the same site when all its neighbors topple once, is maintained at all sites. Within numerical accuracy this model behaves in the same way as the multiscaling Bak, Tang, and Wiesenfeld model.

Comment on "universality in sandpiles"

The characterization of most of the scaling properties in sandpile models relies on numerical simulations, which allow us to collect a large number of avalanche events; in lack of an accepted theoretical framework, the estimate of the properties of probability distributions for an infinite system is based on empirical methods. Within the finite-size scaling hypothesis, for example, the scaling of the total energy dissipation s with the area a covered by the avalanche should follow the simple law s approximately a (gamma(sa) ), with gamma(sa) marking the universality class of the model; gamma(sa) is normally measured from the scaling of the average value of s given a. Chessa et al. [Phys. Rev. E 59, 12 (1999)] introduced a new procedure to extrapolate gamma(sa) for the Bak-Tang-Wiesenfeld model [P. Bak, C. Tang, and K. Wiesenfeld, Phys. Rev. A 38, 364 (1988)], which leads to a value that matches the analogous exponent obtained for the Manna sandpile [S.S. Manna, J. Phys. A 24, L363 (1991)], in support of the hypothesis of a unique universality class for the two models. This procedure is discussed in detail here; it is shown how the correction used by Chessa et al. depends on the lattice size L and disappears as L--> infinity.

Universal finite-size scaling behavior and universal dynamical scaling behavior of absorbing phase transitions with a conserved field

We analyze numerically three different models exhibiting an absorbing phase transition. We focus on the finite-size scaling as well as the dynamical scaling behavior. An accurate determination of several critical exponents allows one to validate certain hyperscaling relations. Using these hyperscaling relations it is possible to express the avalanche exponents of a self-organized critical system in terms of the ordinary exponents of a continuous absorbing phase transition.

Sandpile models and random walkers on finite lattices

Abelian sandpile models, both deterministic, such as the Bak, Tang, Wiesenfeld (BTW) model [P. Bak, C. Tang, and K. Wiesenfeld, Phys. Rev. Lett. 59, 381 (1987)] and stochastic, such as the Manna model [S.S. Manna, J. Phys. A 24, L363 (1991)] are studied on finite square lattices with open boundaries. The avalanche size distribution P(L)(n) is calculated for a range of system sizes, L. The first few moments of this distribution are evaluated numerically and their dependence on the system size is examined. The sandpile models are conservative in the sense that grains are conserved in the bulk and can leave the system only through the boundaries. It is shown that the conservation law provides an interesting connection between the sandpile models and random-walk models. Using this connection, it is shown that the average avalanche sizes <n>(L) for the BTW and Manna models are equal to each other, and both are equal to the average path length of a random walker starting from a random initial site on the same lattice of size L. This is in spite of the fact that the sandpile models with deterministic (BTW) and stochastic (Manna) toppling rules exhibit different critical exponents, indicating that they belong to different universality classes.

Stochastic processes and conformal invariance

We discuss a one-dimensional model of a fluctuating interface with a dynamic exponent z=1. The events that occur are adsorption, which is local, and desorption which is nonlocal and may take place over regions of the order of the system size. In the thermodynamic limit, the time dependence of the system is given by characters of the c=0 logarithmic conformal field theory of percolation. This implies in a rigorous way, a connection between logarithmic conformal field theory and stochastic processes. The finite-size scaling behavior of the average height, interface width and other observables are obtained. The avalanches produced during desorption are analyzed and we show that the probability distribution of the avalanche sizes obeys finite-size scaling with new critical exponents.

Generic sandpile models have directed percolation exponents

We study sandpile models with stochastic toppling rules and having sticky grains so that with a nonzero 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 the 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.

Directed avalanche processes with underlying interface dynamics

We describe a directed avalanche model; a slowly unloading sandbox driven by lowering a retaining wall. The directness of the dynamics allows us to interpret the stable sand surfaces as world sheets of fluctuating interfaces in one lower dimension. In our specific case, the interface growth dynamics belongs to the Kardar-Parisi-Zhang (KPZ) universality class. We formulate relations between the critical exponents of the various avalanche distributions and those of the roughness of the growing interface. The nonlinear nature of the underlying KPZ dynamics provides a nontrivial test of such generic exponent relations. The numerical values of the avalanche exponents are close to the conventional KPZ values, but differ sufficiently to warrant a detailed study of whether avalanche-correlated Monte Carlo sampling changes the scaling exponents of KPZ interfaces. We demonstrate that the exponents remain unchanged, but that the traces left on the surface by previous avalanches give rise to unusually strong finite-size corrections to scaling. This type of slow convergence seems intrinsic to avalanche dynamics.

Interface view of directed sandpile dynamics

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 in one-dimensional Kardar-Parisi-Zhang (KPZ) interface growth. We relate the scaling exponents of the avalanche cluster distribution to those for the growing surface. The numerical results are close but deviate significantly from the exact KPZ values. This might reflect stronger than usual corrections to scaling or be more fundamental, due to correlations between subsequent space-time interface configurations.

Evidence for universality within the classes of deterministic and stochastic sandpile models

Recent numerical studies have provided evidence that within the family of conservative, undirected sandpile models with short range dynamic rules, deterministic models such as the Bak-Tang-Wiesenfeld model [P. Bak, C. Tang, and K. Wiesenfeld, Phys. Rev. Lett. 59, 381 (1987)] and stochastic models such as the Manna model [S. S. Manna, J. Phys. A 24, L363 (1991)] belong to different universality classes. In this paper we examine the universality within each of the two classes in two dimensions by numerical simulations. To this end we consider additional deterministic and stochastic models and use an extended set of critical exponents, scaling functions, and geometrical features. Universal behavior is found within the class of deterministic Abelian models, as well as within the class of stochastic models (which includes both Abelian and non-Abelian models). In addition, it is observed that deterministic but non-Abelian models exhibit critical exponents that depend on a parameter, namely they are nonuniversal.

Crossover phenomenon in self-organized critical sandpile models

We consider a stochastic sandpile where the sand grains of unstable sites are randomly distributed to the nearest neighbors. Increasing the value of the threshold condition the stochastic character of the distribution is lost and a crossover to the scaling behavior of a different sandpile model takes place where the sand grains are equally transferred to the nearest neighbors. The crossover behavior is analyzed numerically in detail; especially we consider the exponents which determine the scaling behavior.

Absorbing-state phase transitions in fixed-energy sandpiles

We study sandpile models as closed systems, with the conserved energy density zeta playing the role of an external parameter. The critical energy density zeta(c) marks a nonequilibrium phase transition between active and absorbing states. Several fixed-energy sandpiles are studied in extensive simulations of stationary and transient properties, as well as the dynamics of roughening in an interface-height representation. Our primary goal is to identify the universality classes of such models, in hopes of assessing the validity of two recently proposed approaches to sandpiles: a phenomenological continuum Langevin description with absorbing states, and a mapping to driven interface dynamics in random media.

Theoretical results for sandpile models of self-organized criticality with multiple topplings

We study a directed stochastic sandpile model of self-organized criticality, which exhibits 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. Using this fact, 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 avalanches. The avalanche equation is similar to the Edwards-Wilkinson equation, but with a noise amplitude that is a threshold function of the local avalanche activity, or interface height, leading to a stable absorbing state when the avalanche dies.

Moment analysis of the probability distribution of different sandpile models

We reconsider the moment analysis of the Bak-Tang-Wiesenfeld and the stochastic sandpile model introduced by Manna [J. Phys. A 24, L363 (1991)] in two and three dimensions. In contrast to recently performed investigations our analysis reveals that the models are characterized by different scaling behavior, i.e., they belong to different universality classes.

Universality classes in the random-storage sandpile model

The avalanche statistics in a stochastic sandpile model where toppling takes place with a probability p is investigated. The limiting case p=1 corresponds to the Bak-Tang-Wiesenfeld (BTW) model with a deterministic toppling rule. Based on the moment analysis of the distribution of avalanche sizes we conclude that for 0<p<p(c) the model belongs to the direct percolation universality class while for p(c)<p<1 it belongs to the BTW universality class, where p(c) is identified with the critical probability for directed percolation in the corresponding lattice.

Modified renormalization strategy for sandpile models

Following the renormalization-group scheme recently developed by Pietronero et al. [Phys. Rev. Lett. 72, 1690 (1994)] we introduce a simplifying strategy for the renormalization of the relaxation dynamics of sandpile models. In our scheme, five subcells at a generic scale b form the renormalized cell at the next larger scale. Now the fixed point has a unique nonzero dynamical component that allows for a great simplification in the computation of the critical exponent z. The values obtained are in good agreement with both numerical and theoretical results previously reported.

Dynamical real space renormalization group applied to sandpile models

A general framework for the renormalization group analysis of self-organized critical sandpile models is formulated. The usual real space renormalization scheme for lattice models when applied to nonequilibrium dynamical models must be supplemented by feedback relations coming from the stationarity conditions. On the basis of these ideas the dynamically driven renormalization group is applied to describe the boundary and bulk critical behavior of sandpile models. A detailed description of the branching nature of sandpile avalanches is given in terms of the generating functions of the underlying branching process.

Bethe lattice representation for sandpiles

Avalanches in sandpiles are represented by a process of percolation in a Bethe lattice with a feedback mechanism. The results indicate that the frequency spectrum and probability distribution of avalanches provide a better resemblance to the experimental results than other models using cellular automata simulations. Apparent discrepancies between experiments performed by different authors are reconciled. Critical behavior is expressed here by the critical properties of percolation phenomena.