Self-organized criticality and universality in a nonconservative earthquake model

Criticality of the nonconservative earthquake model on random spatial networks

We study the nonconservative earthquake model on random spatial networks. The spatial networks are composed of sites on a two-dimensional (2D) plane which are connected locally. Differently from a regular lattice, the locations of sites are modeled in the way that sites are randomly placed on the plane. Using the same connectivity degree as a 2D lattice, however, the spatial network cannot exhibit critical earthquake behavior. Mimicking long range energy transfer, the connection radius is increased and the connectivity degree of the spatial network is increased. Then we show that the model exhibits self-organized criticality. The mechanism of the structural effect is presented. The spatial network includes many modules when connectivity degree is very small. The effect of modular structure on the avalanche dynamics is to limit the spreading of avalanches in the whole network. When the connectivity degree is larger, the long range energy transfer can overcome the effect of local modularity and criticality can be reached.

Asperity characteristics of the Olami-Feder-Christensen model of earthquakes

Properties of the Olami-Feder-Christensen (OFC) model of earthquakes are studied by numerical simulations. The previous study indicated that the model exhibited "asperity"-like phenomena, i.e., the same region ruptures many times near periodically [T. Kotani, Phys. Rev. E 77, 010102(R) (2008)]. Such periodic or characteristic features apparently coexist with power-law-like critical features, e.g., the Gutenberg-Richter law observed in the size distribution. In order to clarify the origin and the nature of the asperity-like phenomena, we investigate here the properties of the OFC model with emphasis on its stress distribution. It is found that the asperity formation is accompanied by self-organization of the highly concentrated stress state. Such stress organization naturally provides the mechanism underlying our observation that a series of asperity events repeat with a common epicenter site and with a common period solely determined by the transmission parameter of the model. Asperity events tend to cluster both in time and in space.

Entropy production and self-organized (sub)criticality in earthquake dynamics

We derive an analytical expression for entropy production in earthquake populations based on Dewar's formulation, including flux (tectonic forcing) and source (earthquake population) terms, and apply it to the Olami-Feder-Christensen numerical model for earthquake dynamics. Assuming the commonly observed power-law rheology between driving stress and remote strain rate, we test the hypothesis that maximum entropy production (MEP) is a thermodynamic driver for self-organized 'criticality' (SOC) in the model. MEP occurs when the global elastic strain is near-critical, with small relative fluctuations in macroscopic strain energy expressed by a low seismic efficiency, and broad-bandwidth power-law scaling of frequency and rupture area. These phenomena, all as observed in natural earthquake populations, are hallmarks of the broad conceptual definition of SOC (which has, to date, often included self-organizing systems in a near but strictly subcritical state). In the MEP state, the strain field retains some memory of past events, expressed as coherent 'domains', implying a degree of predictability, albeit strongly limited in practice by the proximity to criticality and our inability to map the natural stress field at an equivalent resolution to the numerical model.

Network of recurrent events for the Olami-Feder-Christensen model

We numerically study the dynamics of a discrete spring-block model introduced by Olami, Feder, and Christensen (OFC) to mimic earthquakes and investigate to what extent this simple model is able to reproduce the observed spatiotemporal clustering of seismicity. Following a recently proposed method to characterize such clustering by networks of recurrent events [J. Davidsen, P. Grassberger, and M. Paczuski, Geophys. Res. Lett. 33, L11304 (2006)], we find that for synthetic catalogs generated by the OFC model these networks have many nontrivial statistical properties. This includes characteristic degree distributions, very similar to what has been observed for real seismicity. There are, however, also significant differences between the OFC model and earthquake catalogs, indicating that this simple model is insufficient to account for certain aspects of the spatiotemporal clustering of seismicity.

Near-mean-field behavior in the generalized Burridge-Knopoff earthquake model with variable-range stress transfer

Simple models of earthquake faults are important for understanding the mechanisms for their observed behavior in nature, such as Gutenberg-Richter scaling. Because of the importance of long-range interactions in an elastic medium, we generalize the Burridge-Knopoff slider-block model to include variable range stress transfer. We find that the Burridge-Knopoff model with long-range stress transfer exhibits qualitatively different behavior than the corresponding long-range cellular automata models and the usual Burridge-Knopoff model with nearest-neighbor stress transfer, depending on how quickly the friction force weakens with increasing velocity. Extensive simulations of quasiperiodic characteristic events, mode-switching phenomena, ergodicity, and waiting-time distributions are also discussed. Our results are consistent with the existence of a mean-field critical point and have important implications for our understanding of earthquakes and other driven dissipative systems.

Periodicity and criticality in the Olami-Feder-Christensen model of earthquakes

Characteristic versus critical features of earthquakes are studied on the basis of the Olami-Feder-Christensen model. It is found that the local recurrence-time distribution exhibits a sharp delta -function-like peak corresponding to rhythmic recurrence of events with a fixed "period" uniquely determined by the transmission parameter of the model, together with a power-law-like tail corresponding to scale-free recurrence of events. The model exhibits phenomena closely resembling the asperity known in seismology.

Network analysis of the state space of discrete dynamical systems

We study networks representing the dynamics of elementary 1D cellular automata (CA) on finite lattices. We analyze scaling behaviors of both local and global network properties as a function of system size. The scaling of the largest node in-degree is obtained analytically for a variety of CA including rules 22, 54, and 110. We further define the path diversity as a global network measure. The coappearance of nontrivial scaling in both the hub size and the path diversity separates simple dynamics from the more complex behaviors typically found in Wolfram's class IV and some class III CA.

Transient and stationary behavior of the Olami-Feder-Christensen model

Using long-term computer simulations and mean-field-like arguments, we investigate the transient time and the properties of the stationary state of the Olami-Feder-Christensen model as function of the coupling parameter alpha and the system size N. The most important findings are that the transient time increases with a nonuniversal exponent of the system size, and that the avalanche size distribution will not approach a power law with increasing system size.

Effects of bulk dissipation on the critical exponents of a sandpile

Bulk dissipation of a sandpile on a square lattice with the periodic boundary condition is investigated through a dissipating probability f during each toppling process. We find that the power-law behavior is broken for f>10(-1) and not evident for 10(-1)}>f>10(-2). In the range 10(-2)>or=f>or=10(-5), numerical simulations for the toppling size exponents of all, dissipative, and last waves have been studied. Two kinds of definitions for exponents are considered: the exponents obtained from the direct fitting of data and the exponents defined by the simple scaling. Our result shows that the exponents from these two definitions may be different. Furthermore, we propose analytic expressions of the exponents for the direct fitting, and it is consistent with the numerical result. Finally, we point out that small dissipation drives the behavior of this model toward the simple scaling.

Network of epicenters of the Olami-Feder-Christensen model of earthquakes

We study the dynamics of the Olami-Feder-Christensen (OFC) model of earthquakes, focusing on the behavior of sequences of epicenters regarded as a growing complex network. Besides making a detailed and quantitative study of the effects of the borders (the occurrence of epicenters is dominated by a strong border effect which does not scale with system size), we examine the degree distribution and the degree correlation of the graph. We detect sharp differences between the conservative and nonconservative regimes of the model. Removing border effects, the conservative regime exhibits a Poisson-like degree statistics and is uncorrelated, while the nonconservative has a broad power-law-like distribution of degrees (if the smallest events are ignored), which reproduces the observed behavior of real earthquakes. In this regime the graph has also an unusually strong degree correlation among the vertices with higher degree, which is the result of the existence of temporary attractors for the dynamics: as the system evolves, the epicenters concentrate increasingly on fewer sites, exhibiting strong synchronization, but eventually spread again over the lattice after a series of sufficiently large earthquakes. We propose an analytical description of the dynamics of this growing network, considering a Markov process network with hidden variables, which is able to account for the mentioned properties.

Quasiperiodic events in an earthquake model

We introduce a modification of the Olami-Feder-Christensen earthquake model [Phys. Rev. Lett. 68, 1244 (1992)10.1103/PhysRevLett.68.1244] in order to improve the resemblence with the Burridge-Knopoff mechanical model and with possible laboratory experiments. A constant and finite force continually drives the system, resulting in instantaneous relaxations. Dynamical disorder is added to the thresholds following a narrow distribution. We find quasiperiodic behavior in the avalanche time series with a period proportional to the degree of dissipation of the system. Periodicity is not as robust as criticality when the threshold force distribution widens, or when an increasing noise is introduced in the values of the dissipation.

Devil's-staircase-like behavior of the range of random time series with record-breaking fluctuations

We propose insight into the analysis of the record-breaking fluctuations in random time series, which permits to distinguish between the self-organized criticality and the record dynamics (RD) scenarios of system evolution, using a finite time series realization. Performed analysis of the time series associated with the historical prices of different commodities has shown that the evolution of commodity markets is controlled by the record-breaking fluctuations as it is outlined by the RD. Furthermore, we found that the sizes of record-breaking fluctuations follow a fat-tailed distribution and the devil's-staircase-like records of price ranges are multiaffine and persistent, nevertheless, the high moments (q> q(C) >2) of their q-order height-height correlation functions behave logarithmically.

Criticality and universality in a generalized earthquake model

We propose that an appropriate prototype for modeling self-organized criticality in dissipative systems is a generalized version of the two-variable cellular automata model introduced by Hergarten and Neugebauer [Phys. Rev. E 61, 2382 (2000)]. We show that the model predicts exponents for the event size distribution which are consistent with physically observed results for dissipative phenomena such as earthquakes. In addition we provide evidence that the model is critical based on both scaling analyses and direct observation of the distribution and behavior of the two variables in the interior of the lattice. We further argue that for reasonably large lattices the results are universal for all dissipative choices of the model parameters.

Properties of foreshocks and aftershocks of the nonconservative self-organized critical Olami-Feder-Christensen model

Following Phys. Rev. Lett. 88, 238501 (2002)] who discovered aftershocks and foreshocks in the Olami-Feder-Christensen (OFC) discrete block-spring earthquake model, we investigate to what degree the simple toppling mechanism of this model is sufficient to account for the clustering of real seismicity in time and space. We find that synthetic catalogs generated by the OFC model share many properties of real seismicity at a qualitative level: Omori's law (aftershocks) and inverse Omori's law (foreshocks), increase of the number of aftershocks and of the aftershock zone size with the mainshock magnitude. There are, however, significant quantitative differences. The number of aftershocks per mainshock in the OFC model is smaller than in real seismicity, especially for large mainshocks. We find that foreshocks in the OFC catalogs can be in large part described by a simple model of triggered seismicity, such as the epidemic-type aftershock sequence (ETAS) model. But the properties of foreshocks in the OFC model depend on the mainshock magnitude, in qualitative agreement with the critical earthquake model and in disagreement with real seismicity and with the ETAS model.

Long-range temporal correlations in alpha and beta oscillations: effect of arousal level and test–retest reliability

OBJECTIVE

The aim of the present study was to evaluate test-retest reliability and condition sensitivity of long-range temporal correlations in the amplitude dynamics of electroencephalographic alpha and beta oscillations.

METHODS

Twelve normal subjects were measured two times with a test-retest interval of several days. Open- and closed-eyes conditions were used, representing different levels of arousal. The amplitude of the alpha and beta oscillations was extracted with bandpass filtering and the Hilbert transform. The long-range temporal correlations were quantified with detrended fluctuation analysis.

RESULTS

The amplitude dynamics of the alpha and beta oscillations demonstrated power-law long-range temporal correlations lasting for tens of seconds. These correlations were degraded in the open- compared to the closed-eyes condition. Test-retest statistics demonstrated that the long-range temporal correlations had significant reliability, which was greatest in the closed-eyes condition.

CONCLUSIONS

The presence of long-range temporal correlations indicates that the amplitude of neuronal oscillations at a given time is dependent on the amplitude at times as remote in the past as tens of seconds. The reliability of long-range temporal correlations suggests that the mechanisms generating the amplitude fluctuations are not perturbed over several days. The systematic changes in the scaling exponents at different levels of arousal indicate that these changes occur on many time scales (5-80 s) as a result of modifications in the intrinsic dynamics of the neuronal oscillations.

SIGNIFICANCE

This study demonstrates that the dynamics of spontaneous neuronal oscillations possess long-range temporal correlations with properties suitable for functional and clinical studies.

Distribution of epicenters in the Olami-Feder-Christensen model

We show that the well established Olami-Feder-Christensen (OFC) model for the dynamics of earthquakes is able to reproduce a striking property of real earthquake data. Recently, it has been pointed out by Abe and Suzuki that the epicenters of earthquakes could be connected in order to generate a graph, with properties of a scale-free network of the Barabási-Albert type. However, only the nonconservative version of the Olami-Feder-Christensen model is able to reproduce this behavior. The conservative version, instead, behaves like a random graph. Besides indicating the robustness of the model to describe earthquake dynamics, those findings reinforce that conservative and nonconservative versions of the OFC model are qualitatively different. Also, we propose a completely different dynamical mechanism that, even without an explicit rule of preferential attachment, generates a scale-free network. The preferential attachment is in this case a "byproduct" of the long term correlations associated with the self-organized critical state.

Nonuniversality and scaling breakdown in a nonconservative earthquake model

We use extensive numerical simulations to test recent claims of universality in the nonconservative regime of the Olami-Feder-Christensen model. By studying larger systems and a wider range of dissipation levels than previously considered we conclude that there is no evidence of universality in the model with only limited regions of the event size distributions displaying power-law behavior. We further analyze the dimension of the largest events in the model, D(max), using a multiscaling method. This reveals that although D(max) initially increases with system size, for larger systems the dimension ultimately decreases with system size casting further doubt on the criticality of the model.

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.

Modeling diffusion of innovations in a social network

A simple model of diffusion of innovations in a social network with upgrading costs is introduced. Agents are characterized by a single real variable, their technological level. According to local information, agents decide whether to upgrade their level or not, balancing their possible benefit with the upgrading cost. A critical point where technological avalanches display a power-law behavior is also found. This critical point is characterized by a macroscopic observable that turns out to optimize technological growth in the stationary state. Analytical results supporting our findings are found for the globally coupled case.

Nonconservative earthquake model of self-organized criticality on a random graph

We numerically investigate the Olami-Feder-Christensen model on a quenched random graph. Contrary to the case of annealed random neighbors, we find that the quenched model exhibits self-organized criticality deep within the nonconservative regime. The probability distribution for avalanche size obeys finite size scaling, with universal critical exponents. In addition, a power law relation between the size and the duration of an avalanche exists. We propose that this may represent the correct mean-field limit of the model rather than the annealed random neighbor version.

Self-organized criticality: robustness of scaling exponents

We investigate a deterministic, conservative, undirected, critical height sandpile model with dissipation of an energy at boundaries that can simulate avalanche dynamics. It was derived from the Bak-Tang-Wiesenfeld model [P. Bak, C. Tang, and K. Wiesenfeld, Phys. Rev. Lett. 59, 381 (1987)] introducing an additional second-higher threshold so the model has two distinct thresholds. Our computer simulations for a two-dimensional lattice show that scaling properties of the model depend on the higher-threshold values and site concentrations. These results are not therefore consistent with the present self-organized criticality hypothesis where the scaling properties are independent of the model parameters.

Anomalous scaling and Lee-Yang zeros in self-organized criticality

We show that the generating functions of probability distributions in self-organized criticality (SOC) models exhibit a Lee-Yang phenomenon [Phys. Rev. 87, 404 (1952)]. Namely, their zeros pinch the real axis at z=1, as the system size goes to infinity. This establishes a new link between the classical theory of critical phenomena and SOC. A scaling theory of the Lee-Yang zeros is proposed in this setting.

Self-organized critical forest-fire model on large scales

We discuss the scaling behavior of the self-organized critical forest-fire model on large length scales. As indicated in earlier publications, the forest-fire model does not show conventional critical scaling, but has two qualitatively different types of fires that superimpose to give the effective exponents typically measured in simulations. We show that this explains not only why the exponent characterizing the fire-size distribution changes with increasing correlation length, but allows us also to predict its asymptotic value. We support our arguments by computer simulations of a coarse-grained model, by scaling arguments and by analyzing states that are created artificially by superimposing the two types of fires.

Scaling in a nonconservative earthquake model of self-organized criticality

We numerically investigate the Olami-Feder-Christensen model for earthquakes in order to characterize its scaling behavior. We show that ordinary finite size scaling in the model is violated due to global, system wide events. Nevertheless we find that subsystems of linear dimension small compared to the overall system size obey finite (subsystem) size scaling, with universal critical coefficients, for the earthquake events localized within the subsystem. We provide evidence, moreover, that large earthquakes responsible for breaking finite-size scaling are initiated predominantly near the boundary.