Scaling of waves in the Bak-Tang-Wiesenfeld sandpile model

We study probability distributions of waves of topplings in the Bak-Tang-Wiesenfeld model on hypercubic lattices for dimensions D>=2. Waves represent relaxation processes which do not contain multiple toppling events. We investigate bulk and boundary waves by means of their correspondence to spanning trees, and by extensive numerical simulations. While the scaling behavior of avalanches is complex and usually not governed by simple scaling laws, we show that the probability distributions for waves display clear power law asymptotic behavior in perfect agreement with the analytical predictions. Critical exponents are obtained for the distributions of radius, area, and duration, of bulk and boundary waves. Relations between them and fractal dimensions of waves are derived. We confirm that the upper critical dimension D_u of the model is 4, and calculate logarithmic corrections to the scaling behavior of waves in D=4. In addition we present analytical estimates for bulk avalanches in dimensions D>=4 and simulation data for avalanches in D<=3. For D=2 they seem not easy to interpret.Comment: 12 pages, 17 figures, submitted to Phys. Rev.

Universality in sandpiles

We perform extensive numerical simulations of different versions of the sandpile model. We find that previous claims about universality classes are unfounded, since the method previously employed to analyze the data suffered a systematic bias. We identify the correct scaling behavior and conclude that sandpiles with stochastic and deterministic toppling rules belong to the same universality class.Comment: 4 pages, 4 ps figures; submitted to Phys. Rev.

Traffic jams and ordering far from thermal equilibrium

The recently suggested correspondence between domain dynamics of traffic models and the asymmetric chipping model is reviewed. It is observed that in many cases traffic domains perform the two characteristic dynamical processes of the chipping model, namely chipping and diffusion. This correspondence indicates that jamming in traffic models in which all dynamical rates are non-deterministic takes place as a broad crossover phenomenon, rather than a sharp transition. Two traffic models are studied in detail and analyzed within this picture.Comment: Contribution to the Niels Bohr Summer Institute on Complexity and Criticality; to appear in a Per Bak Memorial Issue of PHYSICA

Finite-size scaling of directed percolation in the steady state

Recently, considerable progress has been made in understanding finite-size scaling in equilibrium systems. Here, we study finite-size scaling in non-equilibrium systems at the instance of directed percolation (DP), which has become the paradigm of non-equilibrium phase transitions into absorbing states, above, at and below the upper critical dimension. We investigate the finite-size scaling behavior of DP analytically and numerically by considering its steady state generated by a homogeneous constant external source on a d-dimensional hypercube of finite edge length L with periodic boundary conditions near the bulk critical point. In particular, we study the order parameter and its higher moments using renormalized field theory. We derive finite-size scaling forms of the moments in a one-loop calculation. Moreover, we introduce and calculate a ratio of the order parameter moments that plays a similar role in the analysis of finite size scaling in absorbing nonequilibrium processes as the famous Binder cumulant in equilibrium systems and that, in particular, provides a new signature of the DP universality class. To complement our analytical work, we perform Monte Carlo simulations which confirm our analytical results.Comment: 21 pages, 6 figure

Universal scaling behavior of non-equilibrium phase transitions

One of the most impressive features of continuous phase transitions is the concept of universality, that allows to group the great variety of different critical phenomena into a small number of universality classes. All systems belonging to a given universality class have the same critical exponents, and certain scaling functions become identical near the critical point. It is the aim of this work to demonstrate the usefulness of universal scaling functions for the analysis of non-equilibrium phase transitions. In order to limit the coverage of this article, we focus on a particular class of non-equilibrium critical phenomena, the so-called absorbing phase transitions. These phase transitions arise from a competition of opposing processes, usually creation and annihilation processes. The transition point separates an active phase and an absorbing phase in which the dynamics is frozen. A systematic analysis of universal scaling functions of absorbing phase transitions is presented, including static, dynamical, and finite-size scaling measurements. As a result a picture gallery of universal scaling functions is presented which allows to identify and to distinguish universality classes.Comment: review article, 160 pages, 60 figures include

Numerical Determination of the Avalanche Exponents of the Bak-Tang-Wiesenfeld Model

We consider the Bak-Tang-Wiesenfeld sandpile model on a two-dimensional square lattice of lattice sizes up to L=4096. A detailed analysis of the probability distribution of the size, area, duration and radius of the avalanches will be given. To increase the accuracy of the determination of the avalanche exponents we introduce a new method for analyzing the data which reduces the finite-size effects of the measurements. The exponents of the avalanche distributions differ slightly from previous measurements and estimates obtained from a renormalization group approach.Comment: 6 pages, 6 figure

The non-equilibrium phase transition of the pair-contact process with diffusion

The pair-contact process 2A->3A, 2A->0 with diffusion of individual particles is a simple branching-annihilation processes which exhibits a phase transition from an active into an absorbing phase with an unusual type of critical behaviour which had not been seen before. Although the model has attracted considerable interest during the past few years it is not yet clear how its critical behaviour can be characterized and to what extent the diffusive pair-contact process represents an independent universality class. Recent research is reviewed and some standing open questions are outlined.Comment: Latexe2e, 53 pp, with IOP macros, some details adde

Universality Classes in Isotropic, Abelian and non-Abelian, Sandpile Models

Universality in isotropic, abelian and non-abelian, sandpile models is examined using extensive numerical simulations. To characterize the critical behavior we employ an extended set of critical exponents, geometric features of the avalanches, as well as scaling functions describing the time evolution of average quantities such as the area and size during the avalanche. Comparing between the abelian Bak-Tang-Wiesenfeld model [P. Bak, C. Tang and K. Wiensenfeld, Phys. Rev. Lett. 59, 381 (1987)], and the non-abelian models introduced by Manna [S. S. Manna, J. Phys. A. 24, L363 (1991)] and Zhang [Y. C. Zhang, Phys. Rev. Lett. 63, 470 (1989)] we find strong indications that each one of these models belongs to a distinct universality class.Comment: 18 pages of text, RevTeX, additional 8 figures in 12 PS file

Patchiness and Demographic Noise in Three Ecological Examples

Understanding the causes and effects of spatial aggregation is one of the most fundamental problems in ecology. Aggregation is an emergent phenomenon arising from the interactions between the individuals of the population, able to sense only -at most- local densities of their cohorts. Thus, taking into account the individual-level interactions and fluctuations is essential to reach a correct description of the population. Classic deterministic equations are suitable to describe some aspects of the population, but leave out features related to the stochasticity inherent to the discreteness of the individuals. Stochastic equations for the population do account for these fluctuation-generated effects by means of demographic noise terms but, owing to their complexity, they can be difficult (or, at times, impossible) to deal with. Even when they can be written in a simple form, they are still difficult to numerically integrate due to the presence of the "square-root" intrinsic noise. In this paper, we discuss a simple way to add the effect of demographic stochasticity to three classic, deterministic ecological examples where aggregation plays an important role. We study the resulting equations using a recently-introduced integration scheme especially devised to integrate numerically stochastic equations with demographic noise. Aimed at scrutinizing the ability of these stochastic examples to show aggregation, we find that the three systems not only show patchy configurations, but also undergo a phase transition belonging to the directed percolation universality class.Comment: 20 pages, 5 figures. To appear in J. Stat. Phy