Self-organized branching processes: Avalanche models with dissipation

Anomalous Directed Percolation on a Dynamic Network Using Rydberg Facilitation

The facilitation of Rydberg excitations in a gas of atoms provides an ideal model system to study epidemic evolution on (dynamic) networks and self-organization of complex systems to the critical point of a nonequilibrium phase transition. Using Monte Carlo simulations and a machine learning algorithm we show that the universality class of this phase transition can be tuned but is robust against decay inherent to the self-organization process. The classes include directed percolation (DP), the most common class in short-range spreading models, and mean-field (MF) behavior, but also different types of anomalous directed percolation (ADP), characterized by rare long-range excitation processes. In a frozen gas, ground state atoms that can facilitate each other form a static network, for which we predict DP universality. With atomic motion the network becomes dynamic by long-range (Lévy-flight type) excitations. This leads to continuously varying critical exponents, varying smoothly between DP and MF values, corresponding to the ADP universality class. These findings also explain the recently observed critical exponent of Rydberg facilitation in an ultracold gas experiment [Helmrich et al., Nature (London) 577, 481 (2020)NATUAS0028-083610.1038/s41586-019-1908-6], which was in between DP and MF values.

Neuronal avalanches: Sandpiles of self-organized criticality or critical dynamics of brain waves?

Analytical expressions for scaling of brain wave spectra derived from the general nonlinear wave Hamiltonian form show excellent agreement with experimental "neuronal avalanche" data. The theory of the weakly evanescent nonlinear brain wave dynamics [Phys. Rev. Research 2, 023061 (2020); J. Cognitive Neurosci. 32, 2178 (2020)] reveals the underlying collective processes hidden behind the phenomenological statistical description of the neuronal avalanches and connects together the whole range of brain activity states, from oscillatory wave-like modes, to neuronal avalanches, to incoherent spiking, showing that the neuronal avalanches are just the manifestation of the different nonlinear side of wave processes abundant in cortical tissue. In a more broad way these results show that a system of wave modes interacting through all possible combinations of the third order nonlinear terms described by a general wave Hamiltonian necessarily produces anharmonic wave modes with temporal and spatial scaling properties that follow scale free power laws. To the best of our knowledge this has never been reported in the physical literature and may be applicable to many physical systems that involve wave processes and not just to neuronal avalanches.

Critical brain wave dynamics of neuronal avalanches

Analytical expressions for scaling of brain wave spectra derived from the general non-linear wave Hamiltonian form show excellent agreement with experimental "neuronal avalanche" data. The theory of the weakly evanescent non-linear brain wave dynamics reveals the underlying collective processes hidden behind the phenomenological statistical description of the neuronal avalanches and connects together the whole range of brain activity states, from oscillatory wave-like modes, to neuronal avalanches, to incoherent spiking, showing that the neuronal avalanches are just the manifestation of the different non-linear side of wave processes abundant in cortical tissue. In a more broad way these results show that a system of wave modes interacting through all possible combinations of the third order non-linear terms described by a general wave Hamiltonian necessarily produces anharmonic wave modes with temporal and spatial scaling properties that follow scale free power laws. To the best of our knowledge this has never been reported in the physical literature and may be applicable to many physical systems that involve wave processes and not just to neuronal avalanches.

Epidemic plateau in critical susceptible-infected-removed dynamics with nontrivial initial conditions

Containment measures implemented by some countries to suppress the spread of COVID-19 have resulted in a slowdown of the epidemic characterized by time series of daily infections plateauing over extended periods of time. We prove that such a dynamical pattern is compatible with critical susceptible-infected-removed (SIR) dynamics. In traditional analyses of the critical SIR model, the critical dynamical regime is started from a single infected node. The application of containment measures to an ongoing epidemic, however, has the effect to make the system enter in its critical regime with a number of infected individuals potentially large. We describe how such nontrivial starting conditions affect the critical behavior of the SIR model. We perform a theoretical and large-scale numerical investigation of the model. We show that the expected outbreak size is an increasing function of the initial number of infected individuals, while the expected duration of the outbreak is a nonmonotonic function of the initial number of infected individuals. Also, we precisely characterize the magnitude of the fluctuations associated with the size and duration of the outbreak in critical SIR dynamics with nontrivial initial conditions. Far from herd immunity, fluctuations are much larger than average values, thus indicating that predictions of plateauing time series may be particularly challenging.

Experimental Evidence of Accelerated Seismic Release without Critical Failure in Acoustic Emissions of Compressed Nanoporous Materials

The total energy of acoustic emission (AE) events in externally stressed materials diverges when approaching macroscopic failure. Numerical and conceptual models explain this accelerated seismic release (ASR) as the approach to a critical point that coincides with ultimate failure. Here, we report ASR during soft uniaxial compression of three silica-based (SiO_{2}) nanoporous materials. Instead of a singular critical point, the distribution of AE energies is stationary, and variations in the activity rate are sufficient to explain the presence of multiple periods of ASR leading to distinct brittle failure events. We propose that critical failure is suppressed in the AE statistics by mechanisms of transient hardening. Some of the critical exponents estimated from the experiments are compatible with mean field models, while others are still open to interpretation in terms of the solution of frictional and fracture avalanche models.

Universal avalanche statistics and triggering close to failure in a mean-field model of rheological fracture

The hypothesis of critical failure relates the presence of an ultimate stability point in the structural constitutive equation of materials to a divergence of characteristic scales in the microscopic dynamics responsible for deformation. Avalanche models involving critical failure have determined common universality classes for stick-slip processes and fracture. However, not all empirical failure processes exhibit the trademarks of criticality. The rheological properties of materials introduce dissipation, usually reproduced in conceptual models as a hardening of the coarse grained elements of the system. Here, we investigate the effects of transient hardening on (i) the activity rate and (ii) the statistical properties of avalanches. We find the explicit representation of transient hardening in the presence of generalized viscoelasticity and solve the corresponding mean-field model of fracture. In the quasistatic limit, the accelerated energy release is invariant with respect to rheology and the avalanche propagation can be reinterpreted in terms of a stochastic counting process. A single universality class can be defined from such analogy, and all statistical properties depend only on the distance to criticality. We also prove that interevent correlations emerge due to the hardening-even in the quasistatic limit-that can be interpreted as "aftershocks" and "foreshocks."

Critical phenomena at a first-order phase transition in a lattice of glow lamps: Experimental findings and analogy to neural activity

Networks of non-linear electronic oscillators have shown potential as physical models of neural dynamics. However, two properties of brain activity, namely, criticality and metastability, remain under-investigated with this approach. Here, we present a simple circuit that exhibits both phenomena. The apparatus consists of a two-dimensional square lattice of capacitively coupled glow (neon) lamps. The dynamics of lamp breakdown (flash) events are controlled by a DC voltage globally connected to all nodes via fixed resistors. Depending on this parameter, two phases having distinct event rate and degree of spatiotemporal order are observed. The transition between them is hysteretic, thus a first-order one, and it is possible to enter a metastability region, wherein, approaching a spinodal point, critical phenomena emerge. Avalanches of events occur according to power-law distributions having exponents ≈3/2 for size and ≈2 for duration, and fractal structure is evident as power-law scaling of the Fano factor. These critical exponents overlap observations in biological neural networks; hence, this circuit may have value as building block to realize corresponding physical models.

On the temporal organization of neuronal avalanches

Spontaneous activity of cortex in vitro and in vivo has been shown to organize as neuronal avalanches. Avalanches are cascades of neuronal activity that exhibit a power law in their size and duration distribution, typical features of balanced systems in a critical state. Recently it has been shown that the distribution of quiet times between consecutive avalanches in rat cortex slice cultures displays a non-monotonic behavior with a power law decay at short time scales. This behavior has been attributed to the slow alternation between up and down-states. Here we further characterize the avalanche process and investigate how the functional behavior of the quiet time distribution depends on the fine structure of avalanche sequences. By systematically removing smaller avalanches from the experimental time series we show that size and quiet times are correlated and highlight that avalanche occurrence exhibits the characteristic periodicity of θ and β/γ oscillations, which jointly emerge in most of the analyzed samples. Furthermore, our analysis indicates that smaller avalanches tend to be associated with faster β/γ oscillations, whereas larger ones are associated with slower θ and 1-2 Hz oscillations. In particular, large avalanches corresponding to θ cycles trigger cascades of smaller ones, which occur at β/γ frequency. This temporal structure follows closely the one of nested θ - β/γ oscillations. Finally we demonstrate that, because of the multiple time scales characterizing avalanche dynamics, the distributions of quiet times between avalanches larger than a certain size do not collapse onto a unique function when rescaled by the average occurrence rate. However, when considered separately in the up-state and in the down-state, these distributions are solely controlled by the respective average rate and two different unique function can be identified.

Usage leading to an abrupt collapse of connectivity

Network infrastructures are essential for the distribution of resources such as electricity and water. Typical strategies to assess their resilience focus on the impact of a sequence of random or targeted failures of network nodes or links. Here we consider a more realistic scenario, where elements fail based on their usage. We propose a dynamic model of transport based on the Bak-Tang-Wiesenfeld sandpile model where links fail after they have transported more than an amount μ (threshold) of the resource and we investigate it on the square lattice. As we deal with a new model, we provide insight on its fundamental behavior and dependence on parameters. We observe that, for low values of the threshold due to a positive feedback of link failure, an avalanche develops that leads to an abrupt collapse of the lattice. By contrast, for high thresholds the lattice breaks down in an uncorrelated fashion. We determine the critical threshold μ* separating these two regimes and show how it depends on the toppling threshold of the nodes and the mass increment added stepwise to the system. We find that the time of major disconnection is well described with a linear dependence on μ. Furthermore, we propose a lower bound for μ* by measuring the strength of the dynamics leading to abrupt collapses.

Scale-invariant neuronal avalanche dynamics and the cut-off in size distributions

Identification of cortical dynamics strongly benefits from the simultaneous recording of as many neurons as possible. Yet current technologies provide only incomplete access to the mammalian cortex from which adequate conclusions about dynamics need to be derived. Here, we identify constraints introduced by sub-sampling with a limited number of electrodes, i.e. spatial 'windowing', for well-characterized critical dynamics-neuronal avalanches. The local field potential (LFP) was recorded from premotor and prefrontal cortices in two awake macaque monkeys during rest using chronically implanted 96-microelectrode arrays. Negative deflections in the LFP (nLFP) were identified on the full as well as compact sub-regions of the array quantified by the number of electrodes N (10-95), i.e., the window size. Spatiotemporal nLFP clusters organized as neuronal avalanches, i.e., the probability in cluster size, p(s), invariably followed a power law with exponent -1.5 up to N, beyond which p(s) declined more steeply producing a 'cut-off' that varied with N and the LFP filter parameters. Clusters of size s≤N consisted mainly of nLFPs from unique, non-repeated cortical sites, emerged from local propagation between nearby sites, and carried spatial information about cluster organization. In contrast, clusters of size s>N were dominated by repeated site activations and carried little spatial information, reflecting greatly distorted sampling conditions. Our findings were confirmed in a neuron-electrode network model. Thus, avalanche analysis needs to be constrained to the size of the observation window to reveal the underlying scale-invariant organization produced by locally unfolding, predominantly feed-forward neuronal cascades.

Protein accumulation in the endoplasmic reticulum as a non-equilibrium phase transition

Several neurological disorders are associated with the aggregation of aberrant proteins, often localized in intracellular organelles such as the endoplasmic reticulum. Here we study protein aggregation kinetics by mean-field reactions and three dimensional Monte carlo simulations of diffusion-limited aggregation of linear polymers in a confined space, representing the endoplasmic reticulum. By tuning the rates of protein production and degradation, we show that the system undergoes a non-equilibrium phase transition from a physiological phase with little or no polymer accumulation to a pathological phase characterized by persistent polymerization. A combination of external factors accumulating during the lifetime of a patient can thus slightly modify the phase transition control parameters, tipping the balance from a long symptomless lag phase to an accelerated pathological development. The model can be successfully used to interpret experimental data on amyloid-β clearance from the central nervous system.

Misfolded protein accumulation is a hallmark of many neurodegenerative diseases. Here Budrikis et al. model protein aggregation in the endoplasmic reticulum and show that it is the result of a non-equilibrium phase transition caused by tipping the balance from the rates of protein production to degradation.

Brain modularity controls the critical behavior of spontaneous activity

The human brain exhibits a complex structure made of scale-free highly connected modules loosely interconnected by weaker links to form a small-world network. These features appear in healthy patients whereas neurological diseases often modify this structure. An important open question concerns the role of brain modularity in sustaining the critical behaviour of spontaneous activity. Here we analyse the neuronal activity of a model, successful in reproducing on non-modular networks the scaling behaviour observed in experimental data, on a modular network implementing the main statistical features measured in human brain. We show that on a modular network, regardless the strength of the synaptic connections or the modular size and number, activity is never fully scale-free. Neuronal avalanches can invade different modules which results in an activity depression, hindering further avalanche propagation. Critical behaviour is solely recovered if inter-module connections are added, modifying the modular into a more random structure.

Shocks generate crossover behavior in lattice avalanches

A spatial avalanche model is introduced, in which avalanches increase stability in the regions where they occur. Instability is driven globally by a driving process that contains shocks. The system is typically subcritical, but the shocks occasionally lift it into a near- or supercritical state from which it rapidly retreats due to large avalanches. These shocks leave behind a signature-a distinct power-law crossover in the avalanche size distribution. The model is inspired by landslide field data, but the principles may be applied to any system that experiences stabilizing failures, possesses a critical point, and is subject to an ongoing process of destabilization that includes occasional dramatic destabilizing events.

Crossover behavior in driven cascades

We propose a model which explains how power-law crossover behavior can arise in a system which is capable of experiencing cascading failure. In our model the susceptibility of the system to cascades is described by a single number, the propagation power, which measures the ease with which cascades propagate. Physically, such a number could represent the density of unstable material in a system, its internal connectivity, or the mean susceptibility of its component parts to failure. We assume that the propagation power follows an upward drifting Brownian motion between cascades, and drops discontinuously each time a cascade occurs. Cascades are described by a continuous state branching process with distributional properties determined by the value of the propagation power when they occur. In common with many cascading models, pure power-law behavior is exhibited at a critical level of propagation power, and the mean cascade size diverges. This divergence constrains large systems to the subcritical region. We show that as a result, crossover behavior appears in the cascade distribution when an average is performed over the distribution of propagation power. We are able to analytically determine the exponents before and after the crossover.

Controlling self-organizing dynamics on networks using models that self-organize

Controlling self-organizing systems is challenging because the system responds to the controller. Here, we develop a model that captures the essential self-organizing mechanisms of Bak-Tang-Wiesenfeld (BTW) sandpiles on networks, a self-organized critical (SOC) system. This model enables studying a simple control scheme that determines the frequency of cascades and that shapes systemic risk. We show that optimal strategies exist for generic cost functions and that controlling a subcritical system may drive it to criticality. This approach could enable controlling other self-organizing systems.

Branching with local probability as a paradigm of self-organized criticality

A self-organized critical branching process based on a local interaction rule is presented. In accordance with the self-organized branching process model introduced by Zapperi, Lauritsen, and Stanley, its event-size distribution follows a power law with scaling exponent τ=3/2, but the new model does not require a global variable to self-organize to a critical point. The self-organized critical behavior of the model seems to be extremely robust. The model may be seen as a new paradigm for progressive mechanical failure (e.g., earthquakes or landslides) or other avalanching phenomena, and perhaps even for self-organized criticality in general.

Self-organized criticality in developing neuronal networks

Recently evidence has accumulated that many neural networks exhibit self-organized criticality. In this state, activity is similar across temporal scales and this is beneficial with respect to information flow. If subcritical, activity can die out, if supercritical epileptiform patterns may occur. Little is known about how developing networks will reach and stabilize criticality. Here we monitor the development between 13 and 95 days in vitro (DIV) of cortical cell cultures (n = 20) and find four different phases, related to their morphological maturation: An initial low-activity state (≈19 DIV) is followed by a supercritical (≈20 DIV) and then a subcritical one (≈36 DIV) until the network finally reaches stable criticality (≈58 DIV). Using network modeling and mathematical analysis we describe the dynamics of the emergent connectivity in such developing systems. Based on physiological observations, the synaptic development in the model is determined by the drive of the neurons to adjust their connectivity for reaching on average firing rate homeostasis. We predict a specific time course for the maturation of inhibition, with strong onset and delayed pruning, and that total synaptic connectivity should be strongly linked to the relative levels of excitation and inhibition. These results demonstrate that the interplay between activity and connectivity guides developing networks into criticality suggesting that this may be a generic and stable state of many networks in vivo and in vitro.

Dissipative self-organized branching in a dynamic population

We study a locally nonconservative self-organized branching process (SOBP) in an open system of excitable agents exhibiting spontaneous excitation and deexcitation. The SOBP achieves criticality even in the absence of energy conservation as the population relaxes to a stable state with no overexcited agent. Criticality is widely thought to happen only in a locally conservative SOBP. Our model explains the observed characteristic size in the size distribution of tuna fish schools and the neuronal avalanches in cortical networks.

Kinetic description of avalanching systems

Avalanching systems are treated analytically using the renormalization group (in the self-organized-criticality regime) or mean-field approximation, respectively. The latter describes the state in terms of the mean number of active and passive sites, without addressing the inhomogeneity in their distribution. This paper goes one step further by proposing a kinetic description of avalanching systems making use of the distribution function for clusters of active sites. We illustrate an application of the kinetic formalism to a model proposed for the description of the avalanching processes in the reconnecting current sheet of the Earth's magnetosphere. A description of avalanching systems is proposed that makes use of the distribution function for clusters of active sites. A general kinetic equation is derived that describes the temporal evolution of the distribution function, in terms of growth and shrinking probabilities. The distribution of clusters is derived for the stationary regime, for a quite general class of avalanching systems or arbitrary dimensionality. The approach, including the probability calculation, is illustrated by an application of the kinetic description to the recently proposed burning model.

Continuously varying critical exponents in a sandpile model with internal disorder

A sandpile model with an internal disorder is presented. The updating of critical sites is done according to a stochastic rule (with a probabilistic toppling q). Using a unified mean-field theory and numerical simulations, we have shown that the criticality is ensured for any value of q. The static critical exponents have been calculated and found to be the same as those obtained for the deterministic sandpile model, which is a particular case of the stochastic model. They have a universal q-independent behavior. In the limit of slow driving, we have developed a relation between our model and the branching process in order to compute the size exponent tau. It presents a continuous variation with the parameter of toppling q.

Critical and near-critical branching processes

Scale-free dynamics in physical and biological systems can arise from a variety of causes. Here, we explore a branching process which leads to such dynamics. We find conditions for the appearance of power laws and study quantitatively what happens to these power laws when such conditions are violated. From a branching process model, we predict the behavior of two systems which seem to exhibit near scale-free behavior--rank-frequency distributions of number of subtaxa in biology, and abundance distributions of genotypes in an artificial life system. In the light of these, we discuss distributions of avalanche sizes in the Bak-Tang-Wiesenfeld sandpile model.

Influence of the number of layers on the equilibrium of a granular packing

This paper reports an experimental study on avalanches in a granular material contained in a confined geometry. The granular packing is made of monosize glass beads initially poured into a box that is slowly inclined until an avalanche takes place at a critical angle straight theta(M) (maximum angle of stability). The avalanche involves a decrease of the surface slope until a second critical angle straight theta(r) (angle of repose) is reached. Both angles and the mass displaced out of the box during the avalanche are studied as a function of the height of the granular packing. In order to avoid cohesion effects, experiments are carried out in a humidity controlled environment. For small packings, up to approximately ten layers, the stability of the system is significantly affected by the rough surface at the bottom. In contrast, for thicker systems, critical angles do not depend on the height.

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.