STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS ARISING IN SELF-ORGANIZED CRITICALITY

• 成果类型: Article
• 署名作者: Banas, L'Umbomir; Gess, Benjamin; Neuss, Marius
• 署名单位: University of Bielefeld; Max Planck Society; Deutsche Bundesbank
• 刊物名称: ANNALS OF APPLIED PROBABILITY
• ISSN/ISSBN: 1050-5164
• DOI: 10.1214/24-AAP2119
• 发表日期: 2025
• 页码: 481-522
• 关键词: porous-media equations; robust numerical-methods; finite-time extinction; fast diffusion; local equations; WEAK SOLUTIONS; EXISTENCE; MODEL; approximations; martingale

摘要

We study scaling limits of the weakly driven Zhang and the Bak- Tang-Wiesenfeld (BTW) model for self-organized criticality. We show that the weakly driven Zhang model converges to a stochastic partial differential equation (PDE) with singular-degenerate diffusion. In addition, the deterministic BTW model is shown to converge to a singular-degenerate PDE. Alternatively, the proof of the scaling limit can be understood as a convergence proof of a finite-difference discretization for singular-degenerate stochastic PDEs. This extends recent work on finite difference approximation of (deterministic) quasilinear diffusion equations to discontinuous diffusion coefficients and stochastic PDEs. In addition, we perform numerical simulations illustrating key features of the considered models and the convergence to stochastic PDEs in spatial dimension d = 1, 2.