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Emergence and Complexity in Theoretical Models of Self-Organized Criticality 7 1 0 2 A Thesis n a J Submitted to the 4 Tata Institute of Fundamental Research, Mumbai ] for the degree of Doctor of Philosophy h c in Physics e m - t a by t s . t a m Tridib Sadhu - Department of theoretical physics d n Tata Institute of Fundamental Research o Mumbai c [ 1 v 5 2 1 1 0 . 1 0 7 1 : v July 2011 i X r a Statutory Declarations Name of the Candidate : Tridib Sadhu Title of the Thesis : Emergence and Complexity in Theoretical Models of Self- Organized Criticality. Degree : Doctor of Philosophy (Ph.D.) Subject : Physics Name of the advisor : Prof. Deepak Dhar Registration number : PHYS–154 Place of Research : Tata Institute of Fundamental Research, Mumbai 400005 1 Declaration Of Authorship This thesis is a presentation of my original research work. Wherever con- tributions of others are involved, every effort is made to indicate this clearly, with due reference to the literature, and acknowledgement of col- laborative research and discussions. The work was done under the guidance of Professor Deepak Dhar, at the Tata Institute of Fundamental Research, Mumbai. Signed: ........................ Date:........................ Name: Tridib Sadhu In my capacity as supervisor of the candidate’s thesis, I certify that the above statements are true to the best of my knowledge. Signed: ........................ Date:........................ Name: Prof. Deepak Dhar 3 Acknowledgements I would like to express my gratitude to all those who helped me in the completion of this work. Most importantly, I gratefully acknowledge the guidance and support of my thesis advisor Prof. Deepak Dhar. His em- phasis on perfection and strong sense of work ethics have had a deep influence on me. I also acknowledge the financial support I received from TIFR, Mum- bai. My special thanks to Shaista for proofreading, and for helping me in many technical aspects of preparing the thesis. Finally, I would like to thank my family for their unconditional love and support. 5 Contents Statutory Declarations 1 Declaration of Authorship 3 Acknowledgements 5 1 Synopsis 19 1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19 1.2 Spatial patterns . . . . . . . . . . . . . . . . . . . . . . . . . . 21 1.2.1 The characterization of the pattern . . . . . . . . . . . 23 1.2.2 The effect of multiple sources or sinks . . . . . . . . . 24 1.2.3 The compact and non-compact growth . . . . . . . . 26 1.3 Zhang model . . . . . . . . . . . . . . . . . . . . . . . . . . . 27 1.4 Stochastic models . . . . . . . . . . . . . . . . . . . . . . . . . 29 2 List of publications 33 3 Introduction 35 3.1 Self-organized criticality (SOC) . . . . . . . . . . . . . . . . . 35 3.2 Theoretical models . . . . . . . . . . . . . . . . . . . . . . . . 37 3.2.1 Deterministic abelian Sandpile Model (DASM) . . . 38 3.2.2 Zhang model . . . . . . . . . . . . . . . . . . . . . . . 41 3.2.3 Manna model . . . . . . . . . . . . . . . . . . . . . . . 42 3.3 Universality in the sandpile models. . . . . . . . . . . . . . . 43 3.4 Experimental models of SOC . . . . . . . . . . . . . . . . . . 45 3.5 Remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46 3.6 Overview of the later chapters . . . . . . . . . . . . . . . . . 48 4 Pattern formation on growing sandpiles 51 4.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51 4.2 Definition of the model . . . . . . . . . . . . . . . . . . . . . . 56 4.3 Characterizing asymptotic pattern: A general theory . . . . 58 4.4 Determination of the potential function . . . . . . . . . . . . 62 4.5 Other patterns . . . . . . . . . . . . . . . . . . . . . . . . . . . 73 5 Effectofmultiplesourcesandsinksonthegrowingsandpilepat- tern 75 5.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75 5.2 Rate of growth of the patterns. . . . . . . . . . . . . . . . . . 77 5.3 A single sink site . . . . . . . . . . . . . . . . . . . . . . . . . 81 5.4 Numerical results . . . . . . . . . . . . . . . . . . . . . . . . . 85 7 CONTENTS 5.5 Characterization of the pattern with a line sink . . . . . . . . 87 5.6 Patterns with two sources . . . . . . . . . . . . . . . . . . . . 90 5.7 Numerical analysis . . . . . . . . . . . . . . . . . . . . . . . . 95 5.8 Discussion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96 6 Pattern Formation in Fast-Growing Sandpiles 101 6.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101 6.2 Compact and non-compact growth . . . . . . . . . . . . . . . 107 6.3 Examples of non-compact growth . . . . . . . . . . . . . . . 110 6.4 Piece-wise linearity of the toppling function . . . . . . . . . 113 6.5 Characterizing the class I asymptotic patterns . . . . . . . . 116 6.6 Non-compact patterns with exponent α < 1. . . . . . . . . . 125 6.7 Summary and concluding remarks . . . . . . . . . . . . . . . 126 7 A continuous height sandpile model 135 7.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135 7.2 Definition and preliminaries . . . . . . . . . . . . . . . . . . . 137 7.3 The propagator, and its relation to the discrete abelian model 138 7.4 Calculation of Σ2(x) in large-L limit . . . . . . . . . . . . . . 140 7.5 Numerical results . . . . . . . . . . . . . . . . . . . . . . . . . 144 7.6 Concluding remarks . . . . . . . . . . . . . . . . . . . . . . . 146 8 Stochastic sandpile models 147 8.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147 8.2 The Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 149 8.3 Determination of the steady state for a DASM . . . . . . . . 150 8.4 Algebra of the addition operators for SASM . . . . . . . . . 152 8.5 Jordan Block structure of the addition operators . . . . . . . 154 8.6 Matrix representation in the configuration basis . . . . . . . 157 8.7 Determination of the steady state vector . . . . . . . . . . . . 159 8.8 Numerical Results . . . . . . . . . . . . . . . . . . . . . . . . 159 8.9 Concluding remarks. . . . . . . . . . . . . . . . . . . . . . . . 163 A Solution of Laplace’s equation on hexagonal lattice 165 B Relation to the theory of discrete analytic functions 169 C Solution of the Eq. (5.18) 173 D Jordon Block for L=3 SASM 175 8

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