Tuesday, October 6, 2009

Chaos from equilibrium gives the models a long finger

WIKI : In physics, self-organized criticality (SOC) is a property of (classes of) dynamical systems which have a critical point as an attractor. Their macroscopic behaviour thus displays the spatial and/or temporal scale-invariance characteristic of the critical point of a phase transition, but without the need to tune control parameters to precise values.

The concept was put forward by Per Bak, Chao Tang and Kurt Wiesenfeld in a paper published in 1987 in Physical Review Letters, and is considered to be one of the mechanisms by which complexity arises in nature. Its concepts have been enthusiastically applied across fields as diverse as geophysics, physical cosmology, evolutionary biology and ecology, economics, quantum gravity, sociology, solar physics, plasma physics, neurobiology and others.

(In other words accidents happen but not by accident. Chaos can spring from equilibrium for no apparent reason. And equilibrium can spring from randomness. The question plaguing the Federales' modelers is, is the equilibrium the normal state or is reality the tail risk? -AM)

WIKI : An attractor is a set to which a dynamical system evolves after a long enough time. That is, points that get close enough to the attractor remain close even if slightly disturbed. Geometrically, an attractor can be a point, a curve, a manifold, or even a complicated set with a fractal structure known as a strange attractor. Describing the attractors of chaotic dynamical systems has been one of the achievements of chaos theory.

(Equilibrium without chaos would imagine that the sandpile after enough sand has fallen will reach a steady state whereby for each new grain of sand that falls another grain is pushed off the pile. -AM)

By John Maudlin
via Minyanville

In 1987, three physicists named Per Bak, Chao Tang, and Kurt Weisenfeld, began to play the sandpile game in their lab at Brookhaven National Laboratory in New York. Now actually piling up one grain of sand at a time is a slow process, so they wrote a computer program to do it. Not as much fun, but a whole lot faster. Not that they really cared about sandpiles. They were more interested in what are called nonequilibrium systems.

They learned some interesting things. What is the typical size of an avalanche? After a huge number of tests with millions of grains of sand, they found that there’s no typical number. “Some involved a single grain; others, ten, a hundred or a thousand. Still others were pile-wide cataclysms involving millions that brought nearly the whole mountain down. At any time, literally anything, it seemed, might be just about to occur.”

The piles were indeed completely chaotic in their unpredictability.

(Mr. Maudlin provides a book to read,

Mark Buchanan, called Ubiquity: Why Catastrophes Happen. -AM


“To find out why [such unpredictability] should show up in their sandpile game, Bak and colleagues next played a trick with their computer. Imagine peering down on the pile from above, and coloring it in according to its steepness. Where it is relatively flat and stable, color it green; where steep and, in avalanche terms, ‘ready to go,’ color it red. What do you see? They found that at the outset the pile looked mostly green, but that, as the pile grew, the green became infiltrated with ever more red. With more grains, the scattering of red danger spots grew until a dense skeleton of instability ran through the pile. Here then was a clue to its peculiar behavior: a grain falling on a red spot can, by domino-like action, cause sliding at other nearby red spots. If the red network was sparse, and all trouble spots were well isolated one from the other, then a single grain could have only limited repercussions. But when the red spots come to riddle the pile, the consequences of the next grain become fiendishly unpredictable. It might trigger only a few tumblings, or it might instead set off a cataclysmic chain reaction involving millions. The sandpile seemed to have configured itself into a hypersensitive and peculiarly unstable condition in which the next falling grain could trigger a response of any size whatsoever.”

“But to physicists, [the critical state] has always been seen as a kind of theoretical freak and sideshow, a devilishly unstable and unusual condition that arises only under the most exceptional circumstances [in highly controlled experiments]… In the sandpile game, however, a critical state seemed to arise naturally through the mindless sprinkling of grains."

“There are many subtleties and twists in the story … but the basic message, roughly speaking, is simple: The peculiar and exceptionally unstable organization of the critical state does indeed seem to be ubiquitous in our world.

(Reality is the tail risk. -AM)

Researchers in the past few years have found its mathematical fingerprints in the workings of all the upheavals I’ve mentioned so far [earthquakes, eco-disasters, market crashes], as well as in the spreading of epidemics, the flaring of traffic jams, the patterns by which instructions trickle down from managers to workers in the office, and in many other things. At the heart of our story, then, lies the discovery that networks of things of all kinds -- atoms, molecules, species, people, and even ideas – have a marked tendency to organize themselves along similar lines.

(History rhymes. Vuja de non! - AM)

On the basis of this insight, scientists are finally beginning to fathom what lies behind tumultuous events of all sorts, and to see patterns at work where they have never seen them before.”

"...after the pile evolves into a critical state, many grains rest just on the verge of tumbling, and these grains link up into ‘fingers of instability’ of all possible lengths. While many are short, others slice through the pile from one end to the other. So the chain reaction triggered by a single grain might lead to an avalanche of any size whatsoever, depending on whether that grain fell on a short, intermediate or long finger of instability.”

(Banksters that are too bankrupt to go broke most certainly raise the long finger of instability. -AM)

“In this simplified setting of the sandpile, the power law also points to something else: the surprising conclusion that even the greatest of events have no special or exceptional causes. After all, every avalanche large or small starts out the same way, when a single grain falls and makes the pile just slightly too steep at one point. What makes one avalanche much larger than another has nothing to do with its original cause, and nothing to do with some special situation in the pile just before it starts. Rather, it has to do with the perpetually unstable organization of the critical state, which makes it always possible for the next grain to trigger an avalanche of any size.”

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