Self-organized criticality: sandpiles, singularities, and scaling.

We present an overview of the statistical mechanics of self-organized criticality. We focus on the successes and failures of hydrodynamic description of transport, which consists of singular diffusion equations. When this description applies, it can predict the scaling features associated with these systems. We also identify a hard driving regime where singular diffusion hydrodynamics fails due to fluctuations and give an explicit criterion for when this failure occurs.

Fluctuations and correlations in sandpiles and interfaces with boundary pinning

Interfaces are studied in an inhomogeneous critical state where boundary pinning is compensated with a ramped force. Sandpiles driven off the self-organized critical point provide an example of this ensemble in the Edwards-Wilkinson (EW) model of kinetic roughening. A crossover from quenched to thermal noise violates spatial and temporal translational invariances. The bulk temporal correlation functions have the effective exponents β1D∼0.88±0.03 and β2D∼0.52±0.05, while at the boundaries βb,1D/2D∼0.47±0.05. The bulk β1D is shown to be reproduced in a randomly kicked thermal EW model.

Fluctuations and correlations in sandpiles and interfaces with boundary pinning

Interfaces are studied in an inhomogeneous critical state where boundary pinning is compensated with a ramped force. Sandpiles driven off the self-organized critical point provide an example of this ensemble in the Edwards-Wilkinson (EW) model of kinetic roughening. A crossover from quenched to thermal noise violates spatial and temporal translational invariances. The bulk temporal correlation functions have the effective exponents β1D∼0.88±0.03 and β2D∼0.52±0.05, while at the boundaries βb,1D/2D∼0.47±0.05. The bulk β1D is shown to be reproduced in a randomly kicked thermal EW model.

Soluble one-dimensional particle conservation models with infinitely many absorbing states

Particle conservation lattice-gas models with infinitely many absorbing states are studied on a one-dimensional lattice. As one increases the particle density, they exhibit a phase transition from an absorbing to an active phase. The models are solved exactly by the use of the transfer matrix technique from which the critical behavior was obtained. We have found that the exponent related to the order parameter, the density of active sites, is 1 for all studied models except one of them with exponent 2.

Universaidade em sistemas da mecâniaestatística de não equilíbrio com estados absorventes e percolação geográfica

Complex systems have stimulated much interest in the scientific community in the last twenty years. Examples this area are the Domany-Kinzel cellular automaton and Contact Process that are studied in the first chapter this tesis. We determine the critical behavior of these systems using the spontaneous-search method and short-time dynamics (STD). Ours results confirm that the DKCA e CP belong to universality class of Directed Percolation. In the second chapter, we study the particle difusion in two models of stochastic sandpiles. We characterize the difusion through diffusion constant D, definite through in the relation h(x)2i = 2Dt. The results of our simulations, using finite size scalling and STD, show that the diffusion constant can be used to study critical properties. Both models belong to universality class of Conserved Directed Percolation. We also study that the mean-square particle displacement in time, and characterize its dependence on the initial configuration and particle density. In the third chapter, we introduce a computacional model, called Geographic Percolation, to study watersheds, fractals with aplications in various areas of science. In this model, sites of a network are assigned values between 0 and 1 following a given probability distribution, we order this values, keeping always its localization, and search pk site that percolate network. Once we find this site, we remove it from the network, and search for the next that has the network to percole newly. We repeat these steps until the complete occupation of the network. We study the model in 2 and 3 dimension, and compare the bidimensional case with networks form at start real data (Alps e Himalayas)

Complexity, contingency, and criticality.

Complexity originates from the tendency of large dynamical systems to organize themselves into a critical state, with avalanches or "punctuations" of all sizes. In the critical state, events which would otherwise be uncoupled become correlated. The apparent, historical contingency in many sciences, including geology, biology, and economics, finds a natural interpretation as a self-organized critical phenomenon. These ideas are discussed in the context of simple mathematical models of sandpiles and biological evolution. Insights are gained not only from numerical simulations but also from rigorous mathematical analysis.