Finite-size effects on the statistics of extreme events in the BTW model

The BTW Abelian sandpile model is a prominent example of systems showing self-organised criticality (SOC) in the infinite size limit. We study finite-size effects with special focus on the statistics of extreme events, i.e., of particularly large avalanches. Not only the avalanche size probability distribution, but also the mutual independence of large avalanches in the critical state is affected by finite-size effects. Instead of a Poissonian recurrencetime distribution, in the finite system we find a repulsion of extreme events that depends on the avalanche size and not on the respective probability. The dependence of these effects on the system size is investigated and some data collapse is found. Our results imply that SOC is an unsuitable mechanism for the explanation of extreme events which occur in clusters.     

Self-Organization in a Granular Medium by Internal Avalanches

Internal avalanches of grain displacements can be created inside a granular material kept in a bin in two ways: (i) by removing a randomly selected grain at the bottom of the bin; and (ii) by breaking a stable arch of grains clogging a hole at the bottom of the bin. Repeated generation of such avalanches leads the system to a steady state. It is relevant to ask whether this state is a critical state, as in self-organized criticality (SOC). We review here some recent studies of this problem using cellular automata and hard-disc models.     

Self-organized criticality and stock market dynamics: an empirical study

The stock market is a complex self-interacting system, characterized by intermittent behaviour. Periods of high activity alternate with periods of relative calm. In the present work we investigate empirically the possibility that the market is in a self-organized critical state (SOC). A wavelet transform method is used in order to separate high activity periods, related to the avalanches found in sandpile models, from quiescent. A statistical analysis of the filtered data shows a power law behaviour in the avalanche size, duration and laminar times. The memory process, implied by the power law distribution of the laminar times, is not consistent with classical conservative models for self-organized criticality. We argue that a “near-SOC” state or a time dependence in the driver, which may be chaotic, can explain this behaviour.     

Subsampling effects in neuronal avalanche distributions recorded in vivo

Background  

Many systems in nature are characterized by complex behaviour where large cascades of events, or avalanches, unpredictably alternate with periods of little activity. Snow avalanches are an example. Often the size distribution f(s) of a system's avalanches follows a power law, and the branching parameter sigma, the average number of events triggered by a single preceding event, is unity. A power law for f(s), and sigma = 1, are hallmark features of self-organized critical (SOC) systems, and both have been found for neuronal activity in vitro. Therefore, and since SOC systems and neuronal activity both show large variability, long-term stability and memory capabilities, SOC has been proposed to govern neuronal dynamics in vivo. Testing this hypothesis is difficult because neuronal activity is spatially or temporally subsampled, while theories of SOC systems assume full sampling. To close this gap, we investigated how subsampling affects f(s) and sigma by imposing subsampling on three different SOC models. We then compared f(s) and sigma of the subsampled models with those of multielectrode local field potential (LFP) activity recorded in three macaque monkeys performing a short term memory task.     

Avalanche dynamics of magnetic flux in a two-dimensional discrete superconductor

The critical state of a two-dimensional discrete superconductor in an external magnetic field is studied. This state is found to be self-organized in the generalized sense, i.e., is a set of metastable states that transform to each other by means of avalanches. An avalanche is characterized by the penetration of a magnetic flux to the system. The sizes of the occurring avalanches, i.e., changes in the magnetic flux, exhibit the power-law distribution. It is also shown that the size of the avalanche occurring in the critical state and the external magnetic field causing its change are statistically independent quantities.     

Universal phenomenon of self-organized criticality in magnetic flux dynamics

Magnetization curves of square arrays of Josephson junctions of two basic types were investigated: superconductor–insulator–superconductor (SIS) and superconductor–normal metal–superconductor (SNS).

Magnetic flux avalanches were observed in SIS arrays. A statistical analysis of flux avalanches showed that their size distribution can be described by a power law with a crossover where the exponent n varies from −1.2 for small avalanches to −3.5 for the large ones. Such a behavior of avalanches is interpreted as the self-organized criticality (SOC) manifestation. In SNS arrays, the flux avalanches were not observed, but a considerable asymmetry of a hysteresis curve was revealed.     

Anisotropy of a vortex instability observed at high current densities in YBa2Cu3O7δ superconducting films

Experimental data are provided for YBaCuO films that an instability of the vortex system, which manifests itself by a voltage jump at a critical current I*, exhibits strong anisotropy if the magnetic field is tilted from parallel to perpendicular to the c-axis. The angular dependence of I* can be well described by a model emphasizing the component of the magnetic field parallel to the c-axis. If the current range is restricted to values close to I*, the current-voltage characteristics below the instability show a satisfactory agreement with the prediction of the theory of ‘Self-Organized Criticality’ (SOC). In terms of this theory it is possible to relate the critical vortex velocity v* to the temperature and field dependent characteristic size of the underlying vortex avalanches. If, however, standard Larkin-Ovchinnikov theory is applied to describe the instability, this critical velocity is related to the scattering rate of quasiparticles. Analyzed in this way and assuming an isotropic diffusion constant of the quasiparticles, an anisotropic scattering rate and its temperature dependence can be extracted.     

Area Distribution for Directed Random Walks

We study the probability distribution for the area under a directed random walk in the plane. The walk can serve as a simple model for avalanches based on the idea that the front of an avalanche can be described by a random walk and the size is given by the area enclosed. This model captures some of the qualitative features of earthquakes, avalanches, and other self-organized critical phenomena in one dimension. By finding nonlinear functional relations for the generating functions we calculate directly the exponent in the size distribution law and find it to be 4/3.     

Proof of breaking of self-organized criticality in a nonconservative abelian sandpile model

By computer simulations, it was reported that the Bak-Tang-Wiesenfeld (BTW) model loses self-organized criticality (SOC) when some particles are annihilated in a toppling process in the bulk of system. We give a rigorous proof that the BTW model loses SOC as soon as the annihilation rate becomes positive. To prove this, a nonconservative Abelian sandpile model is defined on a square lattice, which has a parameter alpha (>/=1) representing the degree of breaking of the conservation law. This model is reduced to be the BTW model when alpha=1. By calculating the average number of topplings in an avalanche exactly, it is shown that for any alpha>1, with an exponent 1 as alpha-->1 gives a scaling relation 2nu(2-a)=1 for the critical exponents nu and a of the distribution function of T. The 1-1 height correlation C11(r) is also calculated analytically and we show that C11(r) is bounded by an exponential function when alpha>1, although C11(r) approximately r(-2d) was proved by Majumdar and Dhar for the d-dimensional BTW model. A critical exponent nu(11) characterizing the divergence of the correlation length xi as alpha-->1 is defined as xi approximately |alpha-1|(-nu(11)) and our result gives an upper bound nu(11)相似文献   

Two-threshold model for scaling laws of noninteracting snow avalanches

The sizes of snow slab failure that trigger snow avalanches are power-law distributed. Such a power-law probability distribution function has also been proposed to characterize different landslide types. In order to understand this scaling for gravity-driven systems, we introduce a two-threshold 2D cellular automaton, in which failure occurs irreversibly. Taking snow slab avalanches as a model system, we find that the sizes of the largest avalanches just preceding the lattice system breakdown are power-law distributed. By tuning the maximum value of the ratio of the two failure thresholds our model reproduces the range of power-law exponents observed for land, rock, or snow avalanches. We suggest this control parameter represents the material cohesion anisotropy.     

Are there “dragon-kings” events (i.e. genuine outliers) among extreme avalanches?

Predicting the occurrence and spatial extent of extreme avalanches is a longstanding issue. Using field data pooled from various sites within the same mountain range, authors showed that the avalanche size distribution can be described using either an extreme value distribution or a thick-tailed distribution, which implies that although they are much larger than common avalanches, extreme avalanches belong to the same population of events as “small” avalanches. Yet, when looking at historical records of catastrophic avalanches, archives reveal that a few avalanches had features that made them “extra-ordinary.” Applying avalanche-dynamics or statistical models to simulate these past events runs into considerable difficulty since the model parameters or the statical properties are very different from the values usually set to model extreme avalanches. Were these events genuine outliers (also called “dragon-kings”)? What were their distinctive features? This paper reviews some of the concepts in use to model extreme events, gives examples of processes that were at play in extreme avalanches, and shows that the concept of dragon-king avalanches is of particular relevance to describing some extreme avalanches.     

Magnetic properties of nonmagnetic metals with randomly distributed paramagnetic impurities

A generalized mean field theory for disordered systems with the RKKY interaction is constructed on the basis of calculation and analysis of distribution functions for random magnetic fields produced by magnetic moments with an irregularly spatial distribution. These distribution functions are determined by two methods: (i) analytically and (ii) numerically by statistical processing of the results of calculation of random fields in a model system. For metals diluted by magnetic impurities, it is shown that the ground state of the system becomes magnetically ordered when the impurity concentration exceeds a certain critical value depending on the type of crystal lattice of the metal and the sample shape. The magnetic phase diagram of the system is determined and the temperature dependence of its magnetic susceptibility, the concentration dependence of the Curie temperature, and the temperature and concentration dependences of the magnetization and magnetic part of the heat capacity of the system are established.     

Self-organized critical models of earthquakes

In this paper we briefly review few self-organized critical (SOC) models of the phenomenon of earthquakes. For example, the two-dimensional non-conservative SOC model of Olami, Feder and Christensen (OFC) has been described. It is known that the effect of the fixed boundary on this model is very strong. It has been recently observed that imposition of a moving boundary condition helps to remove the strong non-uniformity originated from the fixed boundary. A generalized spatio-temporal scaling for the recurrence time distribution was proposed by Bak et al. which was later confirmed by Corral. We studied the same scalings on the conservative OFC model with moving boundary condition.     

Complex scaling behavior of nonconserved self-organized critical systems

The Olami-Feder-Christensen earthquake model is often considered the prototype dissipative self-organized critical model. It is shown that the size distribution of events in this model results from a complex interplay of several different phenomena, including limited floating-point precision. Parallels between the dynamics of synchronized regions and those of a system with periodic boundary conditions are pointed out, and the asymptotic avalanche size distribution is conjectured to be dominated by avalanches of size 1, with the weight of larger avalanches converging towards zero as the system size increases.     

What Can One Learn About Self-Organized Criticality from Dynamical Systems Theory?

We develop a dynamical system approach for the Zhang model of self-organized criticality, for which the dynamics can be described either in terms of iterated function systems or as a piecewise hyperbolic dynamical system of skew-product type. In this setting we describe the SOC attractor, and discuss its fractal structure. We show how the Lyapunov exponents, the Haussdorf dimensions, and the system size are related to the probability distribution of the avalanche size via the Ledrappier–Young formula.     

Diffusion dominated dynamics of avalanching systems

A surprisingly large number of systems in nature are thought to be governed by internal dynamics which causes avalanches of various sizes. In such systems energy, which is delivered from outside, is redistributed as a result of the occurrence of localized avalanches. Starting an avalanche requires that some threshold condition be satisfied. Random driving (energy input) brings the system into a strongly inhomogeneous state, so that the probability of triggering an avalanche in a large part of the system is small. In most physical systems energy redistribution may occur due to diffusive processes without avalanches. Diffusion also makes the system more uniform, making large avalanche triggering more probable. The observed behavior of a such system may crucially depend on the competition between diffusion and driving. In this paper, the effects of diffusive processes are investigated using a dissipative, isotropic one-dimensional model, in which avalanches can propagate in both directions. It is shown that the system behavior changes progressively as the diffusion rate increases. In the absence of diffusion, many small avalanches are triggered. Increasing the diffusion rate gradually suppresses these small avalanches and leads to the development of large, quasi-periodic bursts.     

Bursty events and incremental diffusion in a local diffusion and multi—scale convection system

A one-dimensional cellular automaton is defined without the critical gradient rule (Δh>Δh_c) which is essential to the existence of avalanches in self-organized criticality (SOC) models. Instead, only the local diffusion rule is used, however, the characteristics of SOC, such as the bursty behaviour, power-law decay in fluctuation spectra, self-similarity over a broad range of scales and long-time correlations, are still observed in these numerical experiments. This numerical model is established to suggest that the bursty events and the incremental diffusion observed universally in fusion experiments do not necessarily imply the submarginal dynamics.     

Effect of the link lifetime in a dynamical lattice on the properties of the avalanche processes on it

The properties of the avalanche processes that develop on a dynamical lattice, the structure of links in which changes due to a specific characteristic of each lattice node, namely, its “activity,” which determines the probability of connection of a certain node with neighboring nodes in one step of lattice evolution. The statistics of the sizes of the avalanches appearing in the lattice system is studied as a function of the node activity and the link lifetime (the lifetime of the links formed in the system). It is analytically and numerically shows that the type of avalanche dynamics in the system changes as a function of these parameters. The following three regimes can take place in the system: (1) avalanches of any sizes, from small to catastrophic, can appear, which is reflected in the power-law behavior of the probability density function of the appearance of avalanches of certain sizes; (2) avalanches of a certain average size mainly appear in the system, and the probability density is close to that of a normal distribution; and (3) transient regime, where the probability density function of the appearance of avalanches of certain sizes is close to an exponential function. These results open up the possibilities of controlling the behavior of a complex system; in particular, they can be used to prevent catastrophic avalanches by changing the link lifetime and the average node activity.     

Complexity methods applied to turbulence in plasma astrophysics

In this review many of the well known tools for the analysis of Complex systems are used in order to study the global coupling of the turbulent convection zone with the solar atmosphere where the magnetic energy is dissipated explosively. Several well documented observations are not easy to interpret with the use of Magnetohydrodynamic (MHD) and/or Kinetic numerical codes. Such observations are: (1) The size distribution of the Active Regions (AR) on the solar surface, (2) The fractal and multi fractal characteristics of the observed magnetograms, (3) The Self-Organised characteristics of the explosive magnetic energy release and (4) the very efficient acceleration of particles during the flaring periods in the solar corona. We review briefly the work published the last twenty five years on the above issues and propose solutions by using methods borrowed from the analysis of complex systems. The scenario which emerged is as follows: (a) The fully developed turbulence in the convection zone generates and transports magnetic flux tubes to the solar surface. Using probabilistic percolation models we were able to reproduce the size distribution and the fractal properties of the emerged and randomly moving magnetic flux tubes. (b) Using a Non Linear Force Free (NLFF) magnetic extrapolation numerical code we can explore how the emerged magnetic flux tubes interact nonlinearly and form thin and Unstable Current Sheets (UCS) inside the coronal part of the AR. (c) The fragmentation of the UCS and the redistribution of the magnetic field locally, when the local current exceeds a Critical threshold, is a key process which drives avalanches and forms coherent structures. This local reorganization of the magnetic field enhances the energy dissipation and influences the global evolution of the complex magnetic topology. Using a Cellular Automaton and following the simple rules of Self Organized Criticality (SOC), we were able to reproduce the statistical characteristics of the observed time series of the explosive events, (d) finally, when the AR reaches the turbulently reconnecting state (in the language of the SOC theory this is called SOC state) it is densely populated by UCS which can act as local scatterers (replacing the magnetic clouds in the Fermi scenario) and enhance dramatically the heating and acceleration of charged particles.     

Adaptive Kalman filter based state of charge estimation algorithm for lithium-ion battery

In order to improve the accuracy of the battery state of charge(SOC) estimation, in this paper we take a lithiumion battery as an example to study the adaptive Kalman filter based SOC estimation algorithm. Firstly, the second-order battery system model is introduced. Meanwhile, the temperature and charge rate are introduced into the model. Then, the temperature and the charge rate are adopted to estimate the battery SOC, with the help of the parameters of an adaptive Kalman filter based estimation algorithm model. Afterwards, it is verified by the numerical simulation that in the ideal case, the accuracy of SOC estimation can be enhanced by adding two elements, namely, the temperature and charge rate.Finally, the actual road conditions are simulated with ADVISOR, and the simulation results show that the proposed method improves the accuracy of battery SOC estimation under actual road conditions. Thus, its application scope in engineering is greatly expanded.