Dynamics of Sand States Belonging to the Attractor Grows Exponentially with the Size of the Sys­ Tem

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Dynamics of Sand States Belonging to the Attractor Grows Exponentially with the Size of the Sys­ Tem collapse urider small perturbations. The attractor is high dimensional in the sensé that the motion is described by many variables. The number of Dynamics of Sand states belonging to the attractor grows exponentially with the size of the Sys­ tem. The complex dynamics cannot be Per Bak and Michael Creutz thought of as low-dimensional chaotic, or low dimensional anything. The most important property of the self-organized critical state is its resil- Introduction of ail sizes (limited only by the size of iency with respect to modifications of "Sand" represents a "state of matter" the system) following a power-law dis­ the system. Suppose that at some point, to which not much attention has been tribution. The criticality can also be one starts to use wet sand instead of paid. A sand pile can be formed into thought of as a critical chain reaction: dry. For a transient period the ava­ différent shapes; it can exist in many the instability caused by a single fall- lanches will be smaller, but eventually stable states, almost ail of which are ing grain of sand propagates by a the pile organizes itself into a steeper not the flat lowest energy state. Thus, branching process where the branch- state, where again there will be col- sand contains memory; one can write ing probability is precisely balanced by lapses of ail sizes. Also, if one builds letters in sand. If a heap of sand is per- the probability that the activity dies. snow screens locally to prevent slid- turbed, for instance by adding more Starting from an arbitrary config­ ing, the pile will again respond by sand, by tilting the pile, or by shaking uration of sand, the chain reaction is building up steeper states, and the it, the system goes from one metastable generally supercritical or suberitical, large avalanches will résume. The sand state to another. In some sensé, this but eventually the process of adding pile picture provides an intuitive pic- happens by a diffusion process, but this sand modifies the médium to the point ture of the consistency of a stable dy- process is very différent from the pro­ where it is critical. namical attractor, and the existence of cess which relaxes a glass of water to large fluctuations. Without this resil- equilibrium after shaking. The diffu­ iency one would not expect the concept sion process in sand can stop at any to apply to real Systems in nature. of many states, and the process is a threshold process, where nothing hap­ Simulations pens before the perturbation reaches a The convergence to the self-orga­ minimum magnitude. nized critical state can be demonstrated The threshold dynamics of sand is a by computer simulations on toy sand paradigm of many processes in nature. models. In the simplest model1 one de- Earthquakes occur only when the stress fines a "height" variable Z(i,j) on a somewhere on the crust of the Earth two-dimensional lattice. The pile is exceeds a critical value, and the earth- grown by adding sand, Z —» Z + 1 at quake takes the crust from one stable random position, one grain at a time. state to another. Economie Systems are When the height Z at some point ex­ driven by threshold processes: the in- ceeds a critical value Zcr, the pile re­ dividual agents change their behavior laxes by sending one grain of sand to only when certain factors reach a cer­ each of the four neighbors of that tain level. Biological species émerge point, i.e., Z —-* Z - 4, Znn —* Zn„ + 1. or die when spécifie conditions in the (Hère, Znn dénotes the nearest neigh­ ecology are fulfilled. Neurons in a net­ Figure 1. Evolution to the critical bors of Z.) At the edges or corners, only work fire when the input reaches a attractor in the space of metastable states. three or two neighbors, respectively, threshold level, etc. are affected, and sand is lost off the We shall be mostly concerned with a edge. When one or more of the neigh­ situation where the sand pile is built bors becomes critical the process is on a flat surface by randomly adding repeated at those sites, so a chain reac­ one grain at a time. In the beginning, Figure 1 schematically illustrâtes the tion, or avalanche, may take place. If at the particles stay more or less where configuration space of the sand pile some time several sites are supercriti­ they land, but after a while there will and other self-organized critical Sys­ cal, they ail relax simultaneously. In be small avalanches. Eventually the tems. Some states (the dots) represent some ways it may be more realistic to pile reaches a statistically stationary stable configurations of not-too-steep think of the Zs as the local slopes rather state where the amount of sand added piles. The states outside the surface than the local heights. on average balances what falls off the represent unstable states of steep piles. Starting from an empty pile, there edge. When a particle is added to one Starting anywhere, the dynamics will are no tumblings in the beginning. As configuration belonging to this state, a eventually carry the System to the at­ the pile grows (Z increases), there will collapse may occur, and the System tractor inside the stable volume. The be collapses, first small, then bigger ends up in another stable configura­ stable states outside the attractor can and bigger. Eventually, the avalanches tion belonging to the "attractor." We be reached only by carefully placing become large enough that the amount 1 shall argue that the attractor is critical the individual grains (like cards in a of sand added is balanced on average in the sensé that there are avalanches card house), but will catastrophically by the sand falling off the edges; so, MRS BULLETIN/JUNE1991 17 Downloaded from http:/www.cambridge.org/core. Brookhaven National Laboratory, on 21 Oct 2016 at 17:54:38, subject to the Cambridge Core terms of use, available at http:/www.cambridge.org/core/terms. http://dx.doi.org/10.1557/S0883769400056694 Dynamics of Sand (c) (d) Figure 2a-d. Evolving avalanche in a critical sand-pile. the growth has stopped. At this point where b = 1.1 in two dimensions, b » an analytic theory, such as the renor- there are avalanches of ail sizes, and 1.35 in three dimensions. Such power malization group theory for equili- the stationary state is critical. laws are fingerprints of a critical state, brium critical phenomena, so we could Monitoring how many avalanches and b is an example of a critical expo- estimate the exponents, and at the same there are of each size s in the station­ nent. The fractal dimension of, say, the time gain insights into the mechanisms ary state, one finds that the distribu­ set of tumbling sites can be seen as an- of self-organized criticality. We are not tion N(s) is a power law other critical exponent. yet at that point. However, in a remark- 2 N(s) ~ s~b, It would be highly désirable to hâve able séries of papers, Deepak Dhar has 18 MRS BULLETIN/JUNE1991 Downloaded from http:/www.cambridge.org/core. Brookhaven National Laboratory, on 21 Oct 2016 at 17:54:38, subject to the Cambridge Core terms of use, available at http:/www.cambridge.org/core/terms. http://dx.doi.org/10.1557/S0883769400056694 Dynamics of Sand calculated some properties of the sand subtle corrélations. For example, never lanche is started by adding a grain to a pile models, including the number of are two black cells adjacent, nor does site on the boundary, any other site in states belonging to the critical attrac- any site hâve four black neighbors. the System can tumble at most once. tor, and the rate of convergence to the To this configuration a small amount Complementarily, if a single grain of attractor. He introduced a complète al­ of sand was added to a site near the sand starts an avalanche at any site, at gebra, where the individual operator a-, center, triggering an avalanche. We most one tumbling can occur at any represents the effect of an avalanche trace this slide in the following figures given edge site. induced by adding a grain of sand to a by giving the cells which hâve tumbled Most of the exactly known proper­ site i. He exploited the fact that the a muddy red color. Figures 2b and ties of this System follow from the alge­ avalanche algebra is Abelian to calcu- 2c show intermediate active stages in bra of sand création operators studied late the number of operators, and thus the collapse. Yellow sites are still ac­ in Référence 2. Figure 3 shows a par­ the number of states of the attractor. tive. Figure 2d displays the final stable ticularly spécial state. This represents The number of states grows exponen- configuration. the identity operator under this alge­ tially with the number of sites of the This was a particularly large ava­ bra. The state is unique in that if ail its System, so there is an entropy associ- lanche, shown for illustration. In gêner­ ZiS are doubled, i.e., the state is added ated with the dynamics. Also, Dhar ai the ultimate size of the disturbance to itself, then it relaxes exactly back to and co-workers calculated the height- is unpredictable without actually run- itself. This state explicitly exhibits height corrélation function (represent- ning the simulation. Some avalanches structures involving a wide range of ing color corrélations in the critical may involve but a single tumbling, and length scales, showing how fractal pat- state illustrated in Figure 2).
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