Moment analysis of the probability distribution of different 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.

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.

Finite-size scaling of critical avalanches

We examine probability distribution for avalanche sizes observed in self-organized critical systems. While a power-law distribution with a cutoff because of finite system size is typical behavior, a systematic investigation reveals that it may also decrease with increasing the system size at a fixed avalanche size. We implement the scaling method and identify scaling functions. The data collapse ensures a correct estimation of the critical exponents and distinguishes two exponents related to avalanche size and system size. Our simple analysis provides striking implications. While the exact value for avalanches size exponent remains elusive for the prototype sandpile on a square lattice, we suggest the exponent should be 1. The simulation results represent that the distribution shows a logarithmic system size dependence, consistent with the normalization condition. We also argue that for the train or Oslo sandpile model with bulk drive, the avalanche size exponent is slightly less than 1, which differs significantly from the previous estimate of 1.11.

A self-organized critical model and multifractal analysis for earthquakes in Central Alborz, Iran

This paper is devoted to a phenomenological study of the earthquakes in central Alborz, Iran. Using three observational quantities, namely the weight function, the quality factor, and the velocity model in this region, we develop a modified dissipative sandpile model which captures the main features of the system, especially the average activity field over the region of study. The model is based on external stimuli, the location of which is chosen (I) randomly, (II) on the faults, (III) on the low active points, (IV) on the moderately active points, and (V) on the highly active points in the region. We uncover some universal behaviors depending slightly on the method of external stimuli. A multi-fractal detrended fluctuation analysis is exploited to extract the spectrum of the Hurst exponent of the time series obtained by each of these schemes. Although the average Hurst exponent depends slightly on the method of stimuli, we numerically show that in all cases it is lower than 0.5, reflecting the anti-correlated nature of the system. The lowest average Hurst exponent is found to be associated with the case (V), in such a way that the more active the stimulated sites are, the lower the average Hurst exponent is obtained, i.e. the large earthquakes are more anticorrelated. Moreover, we find that the activity field achieved in this study provide information about the depth and topography of the basement, and also the area that can potentially be the location of the future large events. We successfully determine a high activity zone on the Mosha Fault, where the mainshock occurred on May 7th, 2020 (M\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$_W$$\end{document}W 4.9).

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.

Statistical investigation of avalanches of three-dimensional small-world networks and their boundary and bulk cross-sections

In many situations we are interested in the propagation of energy in some portions of a three-dimensional system with dilute long-range links. In this paper, a sandpile model is defined on the three-dimensional small-world network with real dissipative boundaries and the energy propagation is studied in three dimensions as well as the two-dimensional cross-sections. Two types of cross-sections are defined in the system, one in the bulk and another in the system boundary. The motivation of this is to make clear how the statistics of the avalanches in the bulk cross-section tend to the statistics of the dissipative avalanches, defined in the boundaries as the concentration of long-range links (α) increases. This trend is numerically shown to be a power law in a manner described in the paper. Two regimes of α are considered in this work. For sufficiently small αs the dominant behavior of the system is just like that of the regular BTW, whereas for the intermediate values the behavior is nontrivial with some exponents that are reported in the paper. It is shown that the spatial extent up to which the statistics is similar to the regular BTW model scales with α just like the dissipative BTW model with the dissipation factor (mass in the corresponding ghost model) m^{2}∼α for the three-dimensional system as well as its two-dimensional cross-sections.

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.

Crossover from rotational to stochastic sandpile universality in the random rotational sandpile model

In the rotational sandpile model, either the clockwise or the anticlockwise toppling rule is assigned to all the lattice sites. It has all the features of a stochastic sandpile model but belongs to a different universality class than the Manna class. A crossover from rotational to Manna universality class is studied by constructing a random rotational sandpile model and assigning randomly clockwise and anticlockwise rotational toppling rules to the lattice sites. The steady state and the respective critical behavior of the present model are found to have a strong and continuous dependence on the fraction of the lattice sites having the anticlockwise (or clockwise) rotational toppling rule. As the anticlockwise and clockwise toppling rules exist in equal proportions, it is found that the model reproduces critical behavior of the Manna model. It is then further evidence of the existence of the Manna class, in contradiction with some recent observations of the nonexistence of the Manna class.

Critical properties of a dissipative sandpile model on small-world networks

A dissipative sandpile model is constructed and studied on small-world networks (SWNs). SWNs are generated by adding extra links between two arbitrary sites of a two-dimensional square lattice with different shortcut densities ϕ. Three regimes are identified: regular lattice (RL) for ϕ≲2(-12), SWN for 2(-12)<ϕ<0.1, and random network (RN) for ϕ≥0.1. In the RL regime, the sandpile dynamics is characterized by the usual Bak, Tang, and Weisenfeld (BTW)-type correlated scaling, whereas in the RN regime it is characterized by mean-field scaling. On SWNs, both scaling behaviors are found to coexist. Small compact avalanches below a certain characteristic size s(c) are found to belong to the BTW universality class, whereas large, sparse avalanches above s(c) are found to belong to the mean-field universality class. A scaling theory for the coexistence of two scaling forms on a SWN is developed and numerically verified. Though finite-size scaling is not valid for the dissipative sandpile model on RLs or on SWNs, it is found to be valid on RNs for the same model. Finite-size scaling on RNs appears to be an outcome of super diffusive sand transport and uncorrelated toppling waves.

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.

Renormalization-group approach to the Manna sandpile

In this paper a renormalization group (RG) scheme for the q -state Manna model is proposed based on the stochastic characteristic and the similarity of topplings at different scales. A full enumeration of the RG evolution events inside a 2 x 2 RG cell for q=2 , 3, and 4 was carried out. A fixed point analysis shows that the resulting height probabilities are very close to the results obtained by the numerical simulations. The calculations of the toppling number exponent tau and the dynamical exponent z are also provided. It was found that the RG values of tau and z for q=4 are very close to the simulation values.

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.

Rethinking convective quasi-equilibrium: observational constraints for stochastic convective schemes in climate models

Convective quasi-equilibrium (QE) has for several decades stood as a key postulate for parametrization of the impacts of moist convection at small scales upon the large-scale flow. Departures from QE have motivated stochastic convective parametrization, which in its early stages may be viewed as a sensitivity study. Introducing plausible stochastic terms to modify the existing convective parametrizations can have substantial impact, but, as for so many aspects of convective parametrization, the results are sensitive to details of the assumed processes. We present observational results aimed at helping to constrain convection schemes, with implications for each of conventional, stochastic or 'superparametrization' schemes. The original vision of QE due to Arakawa fares well as a leading approximation, but with a number of updates. Some, like the imperfect connection between the boundary layer and the free troposphere, and the importance of free-tropospheric moisture to buoyancy, are quantitatively important but lie within the framework of ensemble-average convection slaved to the large scale. Observations of critical phenomena associated with a continuous phase transition for precipitation as a function of water vapour and temperature suggest a more substantial revision. While the system's attraction to the critical point is predicted by QE, several fundamental properties of the transition, including high precipitation variance in the critical region, need to be added to the theory. Long-range correlations imply that this variance does not reduce quickly under spatial averaging; scaling associated with this spatial averaging has potential implications for superparametrization. Long tails of the distribution of water vapour create relatively frequent excursions above criticality with associated strong precipitation events.

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.

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.

Self-organized criticality and coevolution of network structure and dynamics

We investigate, by numerical simulations, how the avalanche dynamics of the Bak-Tang-Wiesenfeld sandpile model can induce emergence of scale-free networks and how this emerging structure affects dynamics of the system.

Precise toppling balance, quenched disorder, and universality for sandpiles

A single sandpile model with quenched random toppling matrices captures the crucial features of different models of self-organized criticality. With symmetric matrices avalanche statistics falls in the multiscaling Bak-Tang-Wiesenfeld universality class. In the asymmetric case the simple scaling of the Manna model is observed. The presence or absence of a precise toppling balance between the amount of sand released by a toppling site and the total quantity the same site receives when all its neighbors topple once determines the appropriate universality class.

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.

Self-organized criticality: robustness of scaling exponents

We investigate a deterministic, conservative, undirected, critical height sandpile model with dissipation of an energy at boundaries that can simulate avalanche dynamics. It was derived from the Bak-Tang-Wiesenfeld model [P. Bak, C. Tang, and K. Wiesenfeld, Phys. Rev. Lett. 59, 381 (1987)] introducing an additional second-higher threshold so the model has two distinct thresholds. Our computer simulations for a two-dimensional lattice show that scaling properties of the model depend on the higher-threshold values and site concentrations. These results are not therefore consistent with the present self-organized criticality hypothesis where the scaling properties are independent of the model parameters.

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.

Critical behavior and conservation in directed sandpiles

We perform large-scale simulations of directed sandpile models with both deterministic and stochastic toppling rules. Our results show the existence of two distinct universality classes. We also provide numerical simulations of directed models in the presence of bulk dissipation. The numerical results indicate that the way in which dissipation is implemented is irrelevant for the determination of the critical behavior. The analysis of the self-affine properties of avalanches shows the existence of a subset of superuniversal exponents, whose value is independent of the universality class. This feature is accounted for by means of a phenomenological description of the energy balance condition in these models.

Field theory of absorbing phase transitions with a nondiffusive conserved field

We investigate the critical behavior of a reaction-diffusion system exhibiting a continuous absorbing-state phase transition. The reaction-diffusion system strictly conserves the total density of particles, represented as a nondiffusive conserved field, and allows an infinite number of absorbing configurations. Numerical results show that it belongs to a wide universality class that also includes stochastic sandpile models. We derive microscopically the field theory representing this universality class.

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.

From waves to avalanches: two different mechanisms of sandpile dynamics

Time series resulting from wave decomposition show the existence of different correlation patterns for avalanche dynamics. For the d=2 Bak-Tang-Wisenfeld model, long range correlations determine a modification of the wave size distribution under coarse graining in time, and multifractal scaling for avalanches. In the Manna model, the distribution of avalanche coincides with that of waves, which are uncorrelated and obey finite size scaling, a result expected also for the d=3 Bak-Tang-Wiesenfeld sandpile.

Universality class of absorbing phase transitions with a conserved field

We investigate the critical behavior of systems exhibiting a continuous absorbing phase transition in the presence of a conserved field coupled to the order parameter. The results obtained point out the existence of a new universality class of nonequilibrium phase transitions that characterizes a vast set of systems including conserved threshold transfer processes and stochastic sandpile models.

Corrections to scaling in the forest-fire model

We present a systematic study of corrections to scaling in the self-organized critical forest-fire model. The analysis of the steady-state condition for the density of trees allows us to pinpoint the presence of these corrections, which take the form of subdominant exponents modifying the standard finite-size scaling form. Applying an extended version of the moment analysis technique, we find the scaling region of the model and compute nontrivial corrections to scaling.