In: Encyclopedia of Environmetrics, A.H. El-Shaarawi and W.W. Piegorsch (eds.

), John Wiley & Sons,

Chichester, UK, October 2001

Self-Organized Criticality

Bai-Lian Li
Department of Biology, University of New Mexico, Albuquerque, New Mexico 87131-1091,
USA

The causes and possible relations between the abundance of fractal structures and 1/f signals
found in nature have puzzled scientists for years. Based on observations of computer simulations
of the cellular automata sandpile model, the term, self-organized criticality (SOC) was invented
by theoretical physicists Bak and coworkers (1987) and was used to explain a universal dynamic
organizing process governing various fractal growths in space and time. SOC describes that
systems organize themselves so that their internal dynamics produce critical behavior over a very
wide range of length scales. The term consists of two parts. Self-organization has been used to
describe the ability of certain nonequilibrium systems to develop structures and patterns often
without explicit pressure or involvement from outside the systems (Prigogine, 1997). In other
words, the constraints on form (i.e., organization) of interest to us are internal to the system,
resulting from the interactions among the components and usually independent of the physical
nature of those components. The organization can evolve in either time or space, maintain a
stable form or show transient phenomena. Examples include lasers, Bernard cells, Belousov-
Zhabotinski and Brusselator reactions, cellular autocatalysis, organism structures, immune
system, brain, ecosystems, economies, etc. Criticality is a technical word used in connection with
phase transitions (strictly speaking, continuous or second-order transitions), and has a very
precise meaning, in which the system becomes critical in the sense that all members of the
system influence each other and events of all sizes occur. The key point of view in Bak et al.
(1987) is that they suggest that there are important analogies between the marginal stability
reached at the critical point of a phase transition and the complex self-organized features that
arise from the marginal stability of a dynamic system.
The aim of the study of SOC is to yield insight into the fundamental question of why nature is
complex, not simple, as the laws of physics imply. The physicist is largely concerned with
abstracting simple things from a complex world. In physics, a simple system might be defined as
one that obeys simple laws. But simplicity of the rules of the game does not necessarily imply
triviality of outcome. On the contrary, the action of elementary laws on many particles over long
periods of time will often give rise to interesting structures and events. All the richness of
structures or patterns observed in nature may not be a consequence of the complexity of physical
laws, but instead arises from many repeated applications of quite simple laws. SOC is a typical
example of such a derived complexity studied by physicists over the last 15 years. Because SOC
combines two fascinating concepts: self-organization and critical behavior, to explain a third, no
less fascinating and fashionable notion: complexity (Jensen, 1998), it has gained intense interest
in physics and a variety of other disciplines, including ecology and evolutionary biology (e.g.,
Kauffman and Johnsen, 1991; Halley, 1996; Milne, 1998; Sole et al., 1999; Li, 2000). It has also
been considered as a new way of viewing nature and a new paradigm in the physics of large,
complex, nonequilibrium, dynamical systems. Bak (1996) ambitiously claims that SOC is so far
the only known general mechanism to generate complexity of the systems. The systems are
complex in the same sense as fractals in that no single characteristic event size exists; there is no
single temporal and spatial scale that controls the evolution of these systems.

SOC is hypothesized to link the multitude of complex phenomena observed in nature to

simplistic physical laws and/or one underlying process. It reflects a universal tendency of the
internal interactions of large dynamic systems. Specifically, it states that large interactive
systems will self-organize into a critical state that is governed by a power law: f ( x ) ∝ x α −

unlike systems in thermodynamic equilibrium, for which external tuning (such as temperature) is
essential. Once in this state small perturbations result in chain reactions, which can affect any
number of elements within the system. This stationary state is characterized by statistical
fluctuations, which are referred generically to as “avalanches”. A separation of time scales is
required for the system evolving into a SOC dynamical state since such separation has intimate
connection with the existence of threshold and metastability. The process connected with
external driving of the system needs to be much slower than the internal relaxation or dissipation
processes. The existence of local thresholds is a necessary (although certainly not sufficient)
condition for self-organization to criticality. The nature of the critical state is characterized by
the response of a system to external disturbance. The crucial features of the response
distributions of a SOC system are fractal structure in space, 1/f-noise in time, and the power-law
distribution of event sizes.

The idea of SOC is commonly illustrated conceptually with intuitive example of avalanches in a
pile of sand grains. Imagine sand being added grain by grain on the top of a sandpile. At first, the
grains land harmlessly on the stable slope of a proto-sand pile. As more grains are added the
slope of the pile increases. Eventually, the slope locally reaches a critical value such that the
addition of one more grain results in an "avalanche" in response to a too-large local slope of the
pile. These avalanche events can be small or they can cover the entire system many times over.
The avalanche fills in empty areas of the sandbox. With the addition of still more grains the
sandbox will overflow. Sand is thus added and lost from the system. When the count of grains
added equals the count of grains lost (on average) then, according to the theory, the sandpile has
self-organized to a critical state.

The underlying algorithm for SOC models is relatively simple to understand. In essence, the
algorithm keeps track of numbers associated with points on a grid. Numbers on the grid can
increase, decrease or stay the same. If a number on the grid gets too big then the algorithm
decreases that number, and subsequently increases numbers elsewhere. For example, consider a
one-dimensional version of the avalanche model with square sand stacked in a region of size L.
The slope (height difference) will be measured by zi = hi +1 − hi , where the integer hi denotes the
number of grains in the sand column above position i. The dynamics of the model is defined in
the terms of the following two steps: (1) adding a grain to the pile, and (2) relaxing the slope of
the pile whenever the local gradient exceeds the stability threshold zc (see the following box).

An avalanche model
A. Add a grain at a random site
(Avalanche begins)
B. If the slope is greater than zc = 2, two grains from stack fall over. At right hand end, grains
fall off. Continue until no more stacks are unstable.
(Avalanche Ends)
C. Return to A.

Some computer programs of such models can be found in appendices of the book by Jensen
(1998) and various web sites.

The concept of SOC has been applied in fields spanning statistical mechanics, condensed matter
theory, geophysics, economy, biology and ecology. But the basic picture remains the same:
many slowly driven non-equilibrium systems organize in a poised state − the critical state −

where anything can happen within well-defined statistical laws. In ecology, for example, Li and
Forsythe (1992) use a cellular automata-based simulation model of a multi-patch landscape
subjected to different intensities and scales of disturbances to study criticality of spatially
heterogeneous vegetation landscape responses to disturbances. Their results indicate that
disturbance-influenced vegetation systems will exhibit SOC states and that ecosystems may
operate persistently out of equilibrium at or near a threshold of instability and coevolve to the
edge of chaos (Li, 2000). Sole and Manrubia (1995) examine whether a rainforest exhibited SOC
by using both the empirical data and a simulation of forest gap distributions, and claim that the
rainforest also evolves to SOC. Ito and Gunji (1994) argue that during evolutionary processes
self-organization of living systems moves toward a critical state. Jørgensen et al. (1995) regard
ecosystems as far-from-equilibrium, complex adaptive systems expanding into the “adjacent
possible” under SOC near the edge of order and chaos. And Malamud et al. (1998) demonstrate
from empirical data and a computer simulation model that forest fires are an example of SOC.
Many other ecological case studies involving SOC can be found in Halley (1996), Rodriguez-
Iturbe and Rinaldo (1997), Keitt and Stanley (1998), Milne (1998), Choi et al. (1999), Sole et al.
(1999), Gleiser et al. (2000), Li (2000), etc.

During the course of SOC development, many different views have been expressed regarding
SOC. There is neither general consensus nor agreement about ingredients necessary to create a
SOC state because the lack of a fundamental understanding prevents the construction of a
unifying framework of SOC. The term “SOC” has not always been used with the same meaning,
in some cases, it has been misused. One has to recognize that to be useful this concept must be
specified accurately and related to a well-defined situation based on physical mechanisms rather
than on simple observations (Sornette, 2000). As Kadanoff (2000) put forward, SOC was a
suggestion, not a fact. It is very likely that some systems will indeed show SOC. But we still do
not know how robust that behavior will be. And we certainly do not know if SOC is closely
connected with the mechanisms by which nature produces complexity. According to more than
2000 published studies, it is becoming evident that SOC can produce power-law or fractal-like
phenomena; but power-law or fractal-like patterns are not necessarily generated by SOC alone.
Many different statistical, mathematical and physical mechanisms can also generate similar
phenomena (e.g., Zolotarev, 1986; Fernandez and Plastino, 2000; Li et al., 2000; Newman, 2000;
Podobnik et al., 2000; Shiner, 2000; Sornette, 2000; Allen et al., 2001). One of the alternative
theories to SOC recently attracted much attention, is highly optimized tolerance (HOT) proposed
by Carlson and Doyle (1999, 2000) as a new mechanism for generating power law distributions.
These systems are optimized either through natural selection or engineering design. They suggest
that power laws in these systems are due to tradeoffs among yield, cost of resources, and
tolerance to risks. These tradeoffs lead to highly optimized designs that allow for occasional
large events. The characteristic features of HOT systems include (a) high efficiency,
performance, and robustness to designed-for uncertainties; (b) hypersensitivity to design flaws
and unanticipated perturbations, (c) nongeneric, specialized, structured configurations; and (d)
power laws.

In summary, the theory of SOC seeks to explain how the multitude of large interactive systems
observed in nature develops power law relationships from simple rules of interaction. Since SOC
models generate power law distributions (not all of them), proponents of the theory claim that
many natural phenomena can eventually be understood via SOC. Since the mechanism by which
an open system self-organizes into a state with no characteristic scales is not unique, we may
need to ask how SOC works before we talk about how nature works by using SOC.

SOC as a subfield of nonequilibrium statistical mechanics has played a key role in understanding
self-organized, complex many-body systems. Despite the problems we mentioned above, its
contribution to the complexity research community should be acknowledged. In his book, Bak
(1996) presents the historical development and general ideas behind the theory of SOC in a form
easily absorbed by the non-mathematically inclined reader. However, if you want to get a better
understanding with a certain mathematical rigor, and comprehensive, balanced views about SOC,
read the books by Jensen (1998) and Sornette (2000) as well as others referenced in this article.

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(See also Fractal Dimensions)