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-Wiesenfeld 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 avalanches coincides with that of waves, which are uncorrelated and obey finite size scaling, a result expected also for the d=3 Bak et al. model.Comment: 5 pages, 4 figure

Particle-hole symmetry in a sandpile model

In a sandpile model addition of a hole is defined as the removal of a grain from the sandpile. We show that hole avalanches can be defined very similar to particle avalanches. A combined particle-hole sandpile model is then defined where particle avalanches are created with probability $p$ and hole avalanches are created with the probability $1-p$. It is observed that the system is critical with respect to either particle or hole avalanches for all values of $p$ except at the symmetric point of $p_c=1/2$. However at $p_c$ the fluctuating mass density is having non-trivial correlations characterized by $1/f$ type of power spectrum.Comment: Four pages, our figure

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.

Non conservative Abelian sandpile model with BTW toppling rule

A non conservative Abelian sandpile model with BTW toppling rule introduced in [Tsuchiya and Katori, Phys. Rev. E {\bf 61}, 1183 (2000)] is studied. Using a scaling analysis of the different energy scales involved in the model and numerical simulations it is shown that this model belong to a universality class different from that of previous models considered in the literature.Comment: RevTex, 5 pages, 6 ps figs, Minor change

Distribution of sizes of erased loops of loop-erased random walks in two and three dimensions

We show that in the loop-erased random walk problem, the exponent characterizing probability distribution of areas of erased loops is superuniversal. In d-dimensions, the probability that the erased loop has an area A varies as A^{-2} for large A, independent of d, for 2 <= d <= 4. We estimate the exponents characterizing the distribution of perimeters and areas of erased loops in d = 2 and 3 by large-scale Monte Carlo simulations. Our estimate of the fractal dimension z in two-dimensions is consistent with the known exact value 5/4. In three-dimensions, we get z = 1.6183 +- 0.0004. The exponent for the distribution of durations of avalanche in the three-dimensional abelian sandpile model is determined from this by using scaling relations.Comment: 25 pages, 1 table, 8 figure

Multifractal scaling in the Bak-Tang-Wiesenfeld Sandpile and edge events

An analysis of moments and spectra shows that, while the distribution of avalanche areas obeys finite size scaling, that of toppling numbers is universally characterized by a full, nonlinear multifractal spectrum. Rare, large avalanches dissipating at the border influence the statistics very sensibly. Only once they are excluded from the sample, the conditional toppling distribution for given area simplifies enough to show also a well defined, multifractal scaling. The resulting picture brings to light unsuspected, novel physics in the model.Comment: 5 pages, 4 figure

Fine Structure of Avalanches in the Abelian Sandpile Model

We study the two-dimensional Abelian Sandpile Model on a square lattice of linear size L. We introduce the notion of avalanche's fine structure and compare the behavior of avalanches and waves of toppling. We show that according to the degree of complexity in the fine structure of avalanches, which is a direct consequence of the intricate superposition of the boundaries of successive waves, avalanches fall into two different categories. We propose scaling ans\"{a}tz for these avalanche types and verify them numerically. We find that while the first type of avalanches has a simple scaling behavior, the second (complex) type is characterized by an avalanche-size dependent scaling exponent. This provides a framework within which one can understand the failure of a consistent scaling behavior in this model.Comment: 10 page

Maxwell Model of Traffic Flows

We investigate traffic flows using the kinetic Boltzmann equations with a Maxwell collision integral. This approach allows analytical determination of the transient behavior and the size distributions. The relaxation of the car and cluster velocity distributions towards steady state is characterized by a wide range of velocity dependent relaxation scales, $R^{1/2}<\tau(v)<R$, with $R$ the ratio of the passing and the collision rates. Furthermore, these relaxation time scales decrease with the velocity, with the smallest scale corresponding to the decay of the overall density. The steady state cluster size distribution follows an unusual scaling form $P_m \sim ^{-4} \Psi(m/< m>^2)$. This distribution is primarily algebraic, $P_m\sim m^{-3/2}$, for $m\ll ^2$, and is exponential otherwise.Comment: revtex, 10 page

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

Traffic and Related Self-Driven Many-Particle Systems

Since the subject of traffic dynamics has captured the interest of physicists, many astonishing effects have been revealed and explained. Some of the questions now understood are the following: Why are vehicles sometimes stopped by so-called ``phantom traffic jams'', although they all like to drive fast? What are the mechanisms behind stop-and-go traffic? Why are there several different kinds of congestion, and how are they related? Why do most traffic jams occur considerably before the road capacity is reached? Can a temporary reduction of the traffic volume cause a lasting traffic jam? Under which conditions can speed limits speed up traffic? Why do pedestrians moving in opposite directions normally organize in lanes, while similar systems are ``freezing by heating''? Why do self-organizing systems tend to reach an optimal state? Why do panicking pedestrians produce dangerous deadlocks? All these questions have been answered by applying and extending methods from statistical physics and non-linear dynamics to self-driven many-particle systems. This review article on traffic introduces (i) empirically data, facts, and observations, (ii) the main approaches to pedestrian, highway, and city traffic, (iii) microscopic (particle-based), mesoscopic (gas-kinetic), and macroscopic (fluid-dynamic) models. Attention is also paid to the formulation of a micro-macro link, to aspects of universality, and to other unifying concepts like a general modelling framework for self-driven many-particle systems, including spin systems. Subjects such as the optimization of traffic flows and relations to biological or socio-economic systems such as bacterial colonies, flocks of birds, panics, and stock market dynamics are discussed as well.Comment: A shortened version of this article will appear in Reviews of Modern Physics, an extended one as a book. The 63 figures were omitted because of storage capacity. For related work see http://www.helbing.org