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We study a directed stochastic sandpile model of Self-Organized Criticality, which exhibits recurrent, multiple topplings, putting it in a separate universality class from the exactly solved model of Dhar and Ramaswamy. We show that in the…
The theory of a flux steady-state related to avalanche formation is presented for the simplest model of a sand pile within framework of the Lorenz approach. The stationary values of sand velocity and sand pile slope are derived as functions…
We review the properties of the self-organized critical (SOC) forest-fire model. The paradigm of self-organized criticality refers to the tendency of certain large dissipative systems to drive themselves into a critical state independent of…
Multiplicative cascades have been introduced in turbulence to generate random or deterministic fields having intermittent values and long-range power-law correlations. Generally this is done using discrete construction rules leading to…
We employ the eigen microstate approach to explore the self-organized criticality (SOC) in two celebrated sandpile models, namely, the BTW model and the Manna model. In both models, phase transitions from the absorbing-state to the critical…
The propagator for the activity in a broad class of self-organized critical models obeys an imaginary-time Schr\"odinger equation with a nonlocal, history-dependent potential representing memory. Consequently, the probability for an…
This paper applies the theory of continuous phase transitions of statistical mechanics to a slider-block model. The slider-block model is chosen as a representative of systems with avalanches. Similar behavior can be observed in a…
The train model which is a variant of the Burridge-Knopoff earthquake model is investigated for a velocity-strengthening friction law. It shows self-organized criticality with complex scaling exponents. That is, the probability density…
Complex systems are often characterized by the interplay of multiple interconnected dynamical processes operating across a range of temporal scales. This phenomenon is widespread in both biological and artificial scenarios, making it…
A damped chain of particles with harmonic nearest-neighbor interactions in a spatially periodic, piecewise harmonic potential (Frenkel-Kontorova model) is studied numerically. One end of the chain is pulled slowly which acts as a weak…
When complex systems are driven to extinction by some external factor, their non-stationary dynamics can present an intermittent behaviour between relative tranquility and burst of activity whose consequences are often catastrophic. To…
Motivated by the fact that empirical time series of earthquakes exhibit long-range correlations in space and time and the Gutenberg-Richter distribution of magnitudes, we propose a simple fault model that can account for these types of…
The concept of multifractality offers a powerful formal tool to filter out multitude of the most relevant characteristics of complex time series. The related studies thus far presented in the scientific literature typically limit themselves…
Stock market indices are volatile by nature, and sudden shocks are known to affect volatility patterns. The autoregressive conditional heteroskedasticity (ARCH) and generalized ARCH (GARCH) models neglect structural breaks triggered by…
Phase transitions and critical behavior are crucial issues both in theoretical and experimental neuroscience. We report analytic and computational results about phase transitions and self-organized criticality (SOC) in networks with general…
Multiplicative cascades have been used in turbulence to generate fields with multifractal statistics and long-range correlations. Examples of continuous and causal stochastic processes which generate such a random field have been carefully…
We show that correlated dynamics and long time memory persist in self-organized criticality (SOC) systems even when forced away from the defined critical point that exists at vanishing drive strength. These temporal correlations are found…
We propose a picture of stock market crashes as critical points in a hierachical system with discrete scaling. The critical exponent is then complex, leading to log-periodic fluctuations in stock market indexes. We present ``experimental''…
We have investigated the essential ingredients allowing a system to show Self Organized Criticality (SOC) in its collective behavior. Using the Bak-Sneppen model of biological evolution as our paradigm, we show that the random microscopic…
We introduce a simple model for the size distribution of avalanches based on the idea that the front of an avalanche can be described by a directed random walk. The model captures some of the qualitative features of earthquakes, avalanches…