- Letter
- Open Access
Apparent universality of spectra as an artifact of finite-size effects
Phys. Rev. Research 5, L022066 – Published 29 June, 2023
DOI: https://doi.org/10.1103/PhysRevResearch.5.L022066
Abstract
Power spectral density scaling with frequency as and is widely found in natural and socioeconomic systems. Consequently, it has been suggested that such self-similar spectra reflect the universal dynamics of complex phenomena. Here, we show that for a superposition of uncorrelated pulses with a power-law distribution of duration times the estimated scaling exponents depend on the system size. We derive a parametrized, closed-form expression for the power spectral density, and demonstrate that for the estimated scaling exponents have a bias towards . For and the explicit logarithmic corrections to frequency scaling are derived. The bias is particularly strong when the scale invariance spans less than four decades in frequency. Since this is the case for the majority of empirical data, the boundedness of systems well described by the superposition of uncorrelated pulses may contribute to overemphasizing the universality of .
Physics Subject Headings (PhySH)
Article Text
References (43)
- B. R. Dennis, Solar hard X-ray bursts, Sol. Phys. 100, 465 (1985).
- G. Boffetta, V. Carbone, P. Giuliani, P. Veltri, and A. Vulpiani, Power Laws in Solar Flares: Self-Organized Criticality or Turbulence?, Phys. Rev. Lett. 83, 4662 (1999).
- R. Sánchez, B. P. van Milligen, D. E. Newman, and B. A. Carreras, Quiet-Time Statistics of Electrostatic Turbulent Fluxes from the JET Tokamak and the W7-AS and TJ-II Stellarators, Phys. Rev. Lett. 90, 185005 (2003).
- L. de Arcangelis, C. Godano, E. Lippiello, and M. Nicodemi, Universality in Solar Flare and Earthquake Occurrence, Phys. Rev. Lett. 96, 051102 (2006).
- M. J. Aschwanden, Finite system-size effects in self-organized criticality systems, Astrophys. J. 909, 69 (2021).
- M. Paczuski, S. Boettcher, and M. Baiesi, Interoccurrence Times in the Bak-Tang-Wiesenfeld Sandpile Model: A Comparison with the Observed Statistics of Solar Flares, Phys. Rev. Lett. 95, 181102 (2005).
- E. Tindale, S. C. Chapman, N. R. Moloney, and N. W. Watkins, The dependence of solar wind burst size on burst duration and its invariance across solar cycles 23 and 24, J. Geophys. Res.: Space Phys. 123, 7196 (2018).
- B. Pellegrini, R. Saletti, P. Terreni, and M. Prudenziati, noise in thick-film resistors as an effect of tunnel and thermally activated emissions, from measures versus frequency and temperature, Phys. Rev. B 27, 1233 (1983).
- G. Liu, S. Rumyantsev, M. S. Shur, and A. A. Balandin, Origin of noise in graphene multilayers: Surface vs. volume, Appl. Phys. Lett. 102, 093111 (2013).
- B. Tadić, Self-organised criticality and emergent hyperbolic networks: blueprint for complexity in social dynamics, Eur. J. Phys. 40, 024002 (2019).
- C. L. E. Franzke, S. Barbosa, R. Blender, H.-B. Fredriksen, T. Laepple, F. Lambert, T. Nilsen, K. Rypdal, M. Rypdal, M. G. Scotto, S. Vannitsem, N. W. Watkins, L. Yang, and N. Yuan, The structure of climate variability across scales, Rev. Geophys. 58, e2019RG000657 (2020).
- M. Rypdal and K. Rypdal, Late Quaternary temperature variability described as abrupt transitions on a noise background, Earth Syst. Dyn. 7, 281 (2016).
- P. Huybers and W. Curry, Links between annual, Milankovitch and continuum temperature variability, Nature (London) 441, 329 (2006).
- B. B. Mandelbrot, The Fractal Geometry of Nature (W. H. Freeman, New York, 1983).
- P. Bak, How Nature Works: The Science of Self-Organized Criticality (Oxford University Press, Oxford, UK, 1997).
- M. R. Schroeder, Fractals, Chaos, Power Laws: Minutes From an Infinite Paradise (W. H. Freeman, New York, 1991).
- W. Schottky, Small-shot effect and flicker effect, Phys. Rev. 28, 74 (1926).
- J. B. Johnson, The Schottky effect in low frequency circuits, Phys. Rev. 26, 71 (1925).
- P. Bak, C. Tang, and K. Wiesenfeld, Self-Organized Criticality: An Explanation of the Noise, Phys. Rev. Lett. 59, 381 (1987).
- P. De Los Rios and Y.-C. Zhang, Universal Noise from Dissipative Self-Organized Criticality Models, Phys. Rev. Lett. 82, 472 (1999).
- R. V. Chamberlin and D. M. Nasir, noise from the laws of thermodynamics for finite-size fluctuations, Phys. Rev. E 90, 012142 (2014).
- A. C. Yadav, R. Ramaswamy, and D. Dhar, General mechanism for the noise, Phys. Rev. E 96, 022215 (2017).
- I. Eliazar and J. Klafter, Universal generation of noises, Phys. Rev. E 82, 021109 (2010).
- A. De, flux noise in low- SQUIDs due to superparamagnetic phase transitions in defect clusters, Phys. Rev. B 99, 024305 (2019).
- M. Nardone, V. I. Kozub, I. V. Karpov, and V. G. Karpov, Possible mechanisms for noise in chalcogenide glasses: A theoretical description, Phys. Rev. B 79, 165206 (2009).
- E. S. Loscar and C. M. Horowitz, Size effects in finite systems with long-range interactions, Phys. Rev. E 97, 032103 (2018).
- M. Niemann, H. Kantz, and E. Barkai, Fluctuations of Noise and the Low-Frequency Cutoff Paradox, Phys. Rev. Lett. 110, 140603 (2013).
- P. Bak, C. Tang, and K. Wiesenfeld, Self-organized criticality, Phys. Rev. A 38, 364 (1988).
- H. J. Jensen, K. Christensen, and H. C. Fogedby, noise, distribution of lifetimes, and a pile of sand, Phys. Rev. B 40, 7425 (1989).
- S. Lowen and M. Teich, Fractal-Based Point Processes (Wiley, Hoboken, NJ, 2005), Chap. 9.
- M. J. Aschwanden, Self-Organized Criticality in Astrophysics: The Statistics of Nonlinear Processes in the Universe, Vol. 11 (Springer, Berlin, 2011), Chap. 4.8, pp. 129–135.
- G. Samorodnitsky, Stochastic Processes and Long Range Dependence (Springer, Berlin, 2016), Chap. 3.4.
- V. Pipiras and M. S. Taqqu, Long-Range Dependence and Self-Similarity (Cambridge University Press, Cambridge, UK, 2017).
- O. E. Garcia and A. Theodorsen, Auto-correlation function and frequency spectrum due to a super-position of uncorrelated exponential pulses, Phys. Plasmas 24, 032309 (2017).
- N. Campbell, The study of discontinuous phenomena, Proc. Cambridge Philos. Soc. 15, 117 (1909).
- A. R. Butz, A theory of noise, J. Stat. Phys. 4, 199216 (1972).
- A. B. Olde Daalhuis, NIST Digital Library of Mathematical Functions, Hypergeometric Function, Release 1.1.9 (2022), Chap. 15, https://dlmf.nist.gov/15.2.E1.
- R. Kenna, D. A. Johnston, and W. Janke, Scaling Relations for Logarithmic Corrections, Phys. Rev. Lett. 96, 115701 (2006).
- A. W. Sandvik, Continuous Quantum Phase Transition between an Antiferromagnet and a Valence-Bond Solid in Two Dimensions: Evidence for Logarithmic Corrections to Scaling, Phys. Rev. Lett. 104, 177201 (2010).
- S. Hong and D.-H. Kim, Logarithmic finite-size scaling correction to the leading Fisher zeros in the -state clock model: A higher-order tensor renormalization group study, Phys. Rev. E 101, 012124 (2020).
- S. B. Lowen and M. C. Teich, Fractal renewal processes generate noise, Phys. Rev. E 47, 992 (1993).
- S. Lovejoy, A voyage through scales, a missing quadrillion and why the climate is not what you expect, Clim. Dyn. 44, 3187 (2015).
- V. Navas-Portella, Á. González, I. Serra, E. Vives, and Á. Corral, Universality of power-law exponents by means of maximum-likelihood estimation, Phys. Rev. E 100, 062106 (2019).