Symmetries and fixed point stability of stochastic differential equations modeling self-organized criticality

A stochastic nonlinear partial differential equation is constructed for two different models exhibiting self-organized criticality: the Bak-Tang-Wiesenfeld (BTW) sandpile model [Phys. Rev. Lett. 59, 381 (1987); Phys. Rev. A 38, 364 (1988)] and the Zhang model [Phys. Rev. Lett. 63, 470 (1989)]. The dynamic renormalization group (DRG) enables one to compute the critical exponents. However, the nontrivial stable fixed point of the DRG transformation is unreachable for the original parameters of the models. We introduce an alternative regularization of the step function involved in the threshold condition, which breaks the symmetry of the BTW model. Although the symmetry properties of the two models are different, it is shown that they both belong to the same universality class. In this case the DRG procedure leads to a symmetric behavior for both models, restoring the broken symmetry, and makes accessible the nontrivial fixed point. This technique could also be applied to other problems with threshold dynamics.

Noise and dynamics of self-organized critical phenomena

Different microscopic models exhibiting self-organized criticality are studied numerically and analytically. Numerical simulations are performed to compute critical exponents, mainly the dynamical exponent, and to check universality classes. We find that various models lead to the same exponent, but this universality class is sensitive to disorder. From the dynamic microscopic rules we obtain continuum equations with different sources of noise, which we call internal and external. Different correlations of the noise give rise to different critical behavior. A model for external noise is proposed that makes the upper critical dimensionality equal to 4 and leads to the possible existence of a phase transition above d=4. Limitations of the approach of these models by a simple nonlinear equation are discussed.

Self-organized evolution in a socio-economic environment

We propose a general scenario to analyze technological changes in socio-economic environments. We illustrate the ideas with a model that incorporating the main trends is simple enough to extract analytical results and, at the same time, sufficiently complex to display a rich dynamic behavior. Our study shows that there exists a macroscopic observable that is maximized in a regime where the system is critical, in the sense that the distribution of events follow power laws. Computer simulations show that, in addition, the system always self-organizes to achieve the optimal performance in the stationary state.

Dynamical properties of the Zhang model of self-organized criticality

Critical exponents of the infinitely slowly driven Zhang model of self-organized criticality are computed for d=2 and 3, with particular emphasis devoted to the various roughening exponents. Besides confirming recent estimates of some exponents, new quantities are monitored, and their critical exponents computed. Among other results, it is shown that the three-dimensional exponents do not coincide with the Bak-Tang-Wiesenfeld [Phys. Rev. Lett. 59, 381 (1987); Phys. Rev. A 38, 364 (1988)] (Abelian) model, and that the dynamical exponent as computed from the correlation length and from the roughness of the energy profile do not necessarily coincide, as is usually implicitly assumed. An explanation for this is provided. The possibility of comparing these results with those obtained from renormalization group arguments is also briefly addressed.

What determines the wavelength of self-organized shoreline sand waves?

Shoreline undulations extending into the bathymetric contours with a length scale larger than that of the rhythmic surf zone bars are referred to as shoreline sand waves. Many observed undulations along sandy coasts display a wavelength in the order 1-7 km. Several models that are based on the hypothesis that sand waves emerge from a morphodynamic instability in case of very oblique wave incidence predict this range of wavelengths. Here we investigate the physical reasons for the wavelength selection and the main parametric trends of the wavelength in case of sand waves arising from such instability. It is shown that the existence of a minimum wavelength depends on an interplay between three factors affecting littoral drift: (A) the angle of wave fronts relative to local shoreline, which tends to cause maximum transport at the downdrift flank of the sand wave, (B) the refractive energy spreading which tends to cause maximum transport at the updrift flank and (C) wave focusing (de-focusing) by the capes (bays), which tends to cause maximum transport at the crest or slightly downdrift of it. Processes A and C cause decay of the sand waves while process B causes their growth. For low incidence angles, B is very weak so that a rectilinear shoreline is stable. For large angles and long sand waves, B is dominant and causes the growth of sand waves. For large angles and short sand waves C is dominant and the sand waves decay. Thus, wavelength selection depends on process C, which essentially depends on shoreline curvature. The growth rate of very long sand waves is weak because the alongshore gradients in sediment transport decrease with the wavelength. This is why there is an optimum or dominant wavelength. It is found that sand wave wavelength scales with λ0/β where λ0 is the water wave wavelength in deep water and β is the mean bed slope from shore to the wave base.

Self-accelerating dolomite-for-calcite replacement: Self-organized dynamics of burial dolomitization and associated mineralization

A new dynamic model of dolomitization predicts a multitude of textural, paragenetic, geochemical and other properties of burial dolomites. The model is based on two postulates, (1) that the dolomitizing brine is Mg-rich but under saturated with both calcite and dolomite, and (2) that the dolomite-for-calcite replacement happens not by dissolution-precipitation as usually assumed, but by dolomite-growth-driven pressure solution of the calcite host. Crucially, the dolomite-for-calcite replacement turns out to be self-accelerating via Ca2 : the Ca2 released by each replacement increment accelerates the rate of the next, and so on. As a result, both pore-fluid Ca2 and replacement rate grow exponentially.

Confirmatory factor analysis of an inventory of perception of insecurity and fear of crime

This paper focuses on the study of the factorial structure of an inventory to estimate the subjective perception of insecurity and fear of crime. Made from the review of the literature on the subject and the results obtained in previous works, this factor structure shows that this attitude towards insecurity and fear of crime is identified through a number of latent factors which are schematically summarized in (a) personal safety, (b) the perception of personal and social control, (c) the presence of threatening people or situations, (d) the processes of identity and space appropriation, (e) satisfaction with the environment, and (f) the environmental and the use of space. Such factors are relevant dimensions to analyze the phenomenon. Method: A sample of 571 participants in a neighborhood of Barcelona was evaluated with the proposed inventory, which yielded data from the distributions of all the items provided. The administration was conducted by researchers specially trained for it and the results were analyzed by using standard procedures in the confirmatory factor analysis (CFA) from the hypothesized theoretical structure. The analysis was performed by decatypes according to the different response scales prepared in the inventory and their ordinal nature, and by estimating the polychoric correlation coefficients. The results show an acceptable fit of the proposed model, an appropriate behavior of the residuals and statistically significant estimates of the factor loadings. This would indicate the goodness of the proposed factor structure.