Nonstationary dynamics of the Alessandro-Beatrice-Bertotti-Montorsi model

We obtain an exact solution for the motion of a particle driven by a spring in a Brownian random-force landscape, the Alessandro-Beatrice-Bertotti-Montorsi (ABBM) model. Many experiments on quasi-static driving of elastic interfaces (Barkhausen noise in magnets, earthquake statistics, shear dynamics of granular matter) exhibit the same universal behavior as this model. It also appears as a limit in the field theory of elastic manifolds. Here we discuss predictions of the ABBM model for monotonous, but otherwise arbitrary, time-dependent driving. Our main result is an explicit formula for the generating functional of particle velocities and positions. We apply this to derive the particle-velocity distribution following a quench in the driving velocity. We also obtain the joint avalanche size and duration distribution and the mean avalanche shape following a jump in the position of the confining spring. Such non-stationary driving is easy to realize in experiments, and provides a way to test the ABBM model beyond the stationary, quasi-static regime. We study extensions to two elastically coupled layers, and to an elastic interface of internal dimension d, in the Brownian force landscape. The effective action of the field theory is equal to the action, up to 1-loop corrections obtained exactly from a functional determinant. This provides a connection to renormalization-group methods.Comment: 18 pages, 3 figure

Generalized (m,k)-Zipf law for fractional Brownian motion-like time series with or without effect of an additional linear trend

We have translated fractional Brownian motion (FBM) signals into a text based on two ''letters'', as if the signal fluctuations correspond to a constant stepsize random walk. We have applied the Zipf method to extract the $\zeta '$ exponent relating the word frequency and its rank on a log-log plot. We have studied the variation of the Zipf exponent(s) giving the relationship between the frequency of occurrence of words of length $m<8$ made of such two letters: $\zeta '$ is varying as a power law in terms of $m$. We have also searched how the $\zeta '$ exponent of the Zipf law is influenced by a linear trend and the resulting effect of its slope. We can distinguish finite size effects, and results depending whether the starting FBM is persistent or not, i.e. depending on the FBM Hurst exponent $H$. It seems then numerically proven that the Zipf exponent of a persistent signal is more influenced by the trend than that of an antipersistent signal. It appears that the conjectured law $\zeta ' = |2H-1|$ only holds near $H=0.5$. We have also introduced considerations based on the notion of a {\it time dependent Zipf law} along the signal.Comment: 24 pages, 12 figures; to appear in Int. J. Modern Phys

Statistical properties of SGR 1900+14 bursts

We study the statistics of soft gamma repeater (SGR) bursts, using a data base of 187 events detected with BATSE and 837 events detected with RXTE PCA, all from SGR 1900+14 during its 1998-1999 active phase. We find that the fluence or energy distribution of bursts is consistent with a power law of index 1.66, over 4 orders of magnitude. This scale-free distribution resembles the Gutenberg-Richter Law for earthquakes, and gives evidence for self-organized criticality in SGRs. The distribution of time intervals between successive bursts from SGR 1900+14 is consistent with a log-normal distribution. There is no correlation between burst intensity and the waiting times till the next burst, but there is some evidence for a correlation between burst intensity and the time elapsed since the previous burst. We also find a correlation between the duration and the energy of the bursts, but with significant scatter. In all these statistical properties, SGR bursts resemble earthquakes and solar flares more closely than they resemble any known accretion-powered or nuclear-powered phenomena. Thus our analysis lends support to the hypothesis that the energy source for SGR bursts is internal to the neutron star, and plausibly magnetic.Comment: 11 pages, 4 figures, accepted for publication in ApJ

Renormalization group theory for finite-size scaling in extreme statistics

We present a renormalization group (RG) approach to explain universal features of extreme statistics, applied here to independent, identically distributed variables. The outlines of the theory have been described in a previous Letter, the main result being that finite-size shape corrections to the limit distribution can be obtained from a linearization of the RG transformation near a fixed point, leading to the computation of stable perturbations as eigenfunctions. Here we show details of the RG theory which exhibit remarkable similarities to the RG known in statistical physics. Besides the fixed points explaining universality, and the least stable eigendirections accounting for convergence rates and shape corrections, the similarities include marginally stable perturbations which turn out to be generic for the Fisher-Tippett-Gumbel class. Distribution functions containing unstable perturbations are also considered. We find that, after a transitory divergence, they return to the universal fixed line at the same or at a different point depending on the type of perturbation.Comment: 15 pages, 8 figures, to appear in Phys. Rev.

1/f1/f noise and avalanche scaling in plastic deformation

We study the intermittency and noise of dislocation systems undergoing shear deformation. Simulations of a simple two-dimensional discrete dislocation dynamics model indicate that the deformation rate exhibits a power spectrum scaling of the type $1/f^{\alpha}$. The noise exponent is far away from a Lorentzian, with $\alpha \approx 1.5$. This result is directly related to the way the durations of avalanches of plastic deformation activity scale with their size.Comment: 6 pages, 5 figures, submitted to Phys. Rev.

Brownian forces in sheared granular matter

We present results from a series of experiments on a granular medium sheared in a Couette geometry and show that their statistical properties can be computed in a quantitative way from the assumption that the resultant from the set of forces acting in the system performs a Brownian motion. The same assumption has been utilised, with success, to describe other phenomena, such as the Barkhausen effect in ferromagnets, and so the scheme suggests itself as a more general description of a wider class of driven instabilities.Comment: 4 pages, 5 figures and 1 tabl

Extreme value distributions and Renormalization Group

In the classical theorems of extreme value theory the limits of suitably rescaled maxima of sequences of independent, identically distributed random variables are studied. So far, only affine rescalings have been considered. We show, however, that more general rescalings are natural and lead to new limit distributions, apart from the Gumbel, Weibull, and Fr\'echet families. The problem is approached using the language of Renormalization Group transformations in the space of probability densities. The limit distributions are fixed points of the transformation and the study of the differential around them allows a local analysis of the domains of attraction and the computation of finite-size corrections.Comment: 16 pages, 5 figures. Final versio

Energy constrained sandpile models

We study two driven dynamical systems with conserved energy. The two automata contain the basic dynamical rules of the Bak, Tang and Wiesenfeld sandpile model. In addition a global constraint on the energy contained in the lattice is imposed. In the limit of an infinitely slow driving of the system, the conserved energy $E$ becomes the only parameter governing the dynamical behavior of the system. Both models show scale free behavior at a critical value $E_c$ of the fixed energy. The scaling with respect to the relevant scaling field points out that the developing of critical correlations is in a different universality class than self-organized critical sandpiles. Despite this difference, the activity (avalanche) probability distributions appear to coincide with the one of the standard self-organized critical sandpile.Comment: 4 pages including 3 figure

The origin of power-law distributions in self-organized criticality

The origin of power-law distributions in self-organized criticality is investigated by treating the variation of the number of active sites in the system as a stochastic process. An avalanche is then regarded as a first-return random walk process in a one-dimensional lattice. Power law distributions of the lifetime and spatial size are found when the random walk is unbiased with equal probability to move in opposite directions. This shows that power-law distributions in self-organized criticality may be caused by the balance of competitive interactions. At the mean time, the mean spatial size for avalanches with the same lifetime is found to increase in a power law with the lifetime.Comment: 4 pages in RevTeX, 3 eps figures. To appear in J.Phys.G. To appear in J. Phys.

Rain: Relaxations in the sky

We demonstrate how, from the point of view of energy flow through an open system, rain is analogous to many other relaxational processes in Nature such as earthquakes. By identifying rain events as the basic entities of the phenomenon, we show that the number density of rain events per year is inversely proportional to the released water column raised to the power 1.4. This is the rain-equivalent of the Gutenberg-Richter law for earthquakes. The event durations and the waiting times between events are also characterised by scaling regions, where no typical time scale exists. The Hurst exponent of the rain intensity signal $H = 0.76 > 0.5$. It is valid in the temporal range from minutes up to the full duration of the signal of half a year. All of our findings are consistent with the concept of self-organised criticality, which refers to the tendency of slowly driven non-equilibrium systems towards a state of scale free behaviour.Comment: 9 pages, 8 figures, submitted to PR