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Register a new userStochastic Porous Media Equation and Self-Organized Criticality
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Added by
Michael R\\\"ockner
Publication date
2008
fields
Physics
and research's language is
English
Authors
Viorel Barbu
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No Arabic abstract
The existence and uniqueness of nonnegative strong solutions for stochastic porous media equations with noncoercive monotone diffusivity function and Wiener forcing term is proven. The finite time extinction of solutions with high probability is also proven in 1-D. The results are relevant for self-organized critical behaviour of stochastic nonlinear diffusion equations with critical states.
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Models of self-organized criticality, which can be described as singular diffusions with or without (multiplicative) Wiener forcing term (as e.g. the Bak/Tang/Wiesenfeld- and Zhang-models), are analyzed. Existence and uniqueness of nonnegative strong solutions are proved. Previously numerically predicted transition to the critical state in 1-D is confirmed by a rigorous proof that this indeed happens in finite time with high probability.
In this thesis we present few theoretical studies of the models of self-organized criticality. Following a brief introduction of self-organized criticality, we discuss three main problems. The first problem is about growing patterns formed in the abelian sandpile model (ASM). The patterns exhibit proportionate growth where different parts of the pattern grow in same rate, keeping the overall shape unchanged. This non-trivial property, often found in biological growth, has received increasing attention in recent years. In this thesis, we present a mathematical characterization of a large class of such patterns in terms of discrete holomorphic functions. In the second problem, we discuss a well known model of self-organized criticality introduced by Zhang in 1989. We present an exact analysis of the model and quantitatively explain an intriguing property known as the emergence of quasi-units. In the third problem, we introduce an operator algebra to determine the steady state of a class of stochastic sandpile models.
We consider a nonlinear stochastic heat equation $partial_tu=frac{1}{2}partial_{xx}u+sigma(u)partial_{xt}W$, where $partial_{xt}W$ denotes space-time white noise and $sigma:mathbf {R}to mathbf {R}$ is Lipschitz continuous. We establish that, at every fixed time $t>0$, the global behavior of the solution depends in a critical manner on the structure of the initial function $u_0$: under suitable conditions on $u_0$ and $sigma$, $sup_{xin mathbf {R}}u_t(x)$ is a.s. finite when $u_0$ has compact support, whereas with probability one, $limsup_{|x|toinfty}u_t(x)/({log}|x|)^{1/6}>0$ when $u_0$ is bounded uniformly away from zero. This sensitivity to the initial data of the stochastic heat equation is a way to state that the solution to the stochastic heat equation is chaotic at fixed times, well before the onset of intermittency.
We consider a porous media type equation over all of $R^d$ with $d = 1$, with monotone discontinuous coefficients with linear growth and prove a probabilistic representation of its solution in terms of an associated microscopic diffusion. This equation is motivated by some singular behaviour arising in complex self-organized critical systems. One of the main analytic ingredients of the proof, is a new result on uniqueness of distributional solutions of a linear PDE on $R^1$ with non-continuous coefficients.
From the starting point of the well known Reynolds number of fluid turbulence we propose a control parameter $R$ for a wider class of systems including avalanche models that show Self Organized Criticality (SOC) and ecosystems. $R$ is related to the driving and dissipation rates and from similarity analysis we obtain a relationship $Rsim N^{beta_N}$ where $N$ is the number of degrees of freedom. The value of the exponent $beta_N$ is determined by detailed phenomenology but its sign follows from our similarity analysis. For SOC, $R=h/epsilon$ and we show that $beta_N<0$ hence we show independent of the details that the transition to SOC is when $R to 0$, in contrast to fluid turbulence, formalizing the relationship between turbulence (since $beta_N >0$, $R to infty$) and SOC ($R=h/epsilonto 0$). A corollary is that SOC phenomenology, that is, power law scaling of avalanches, can persist for finite $R$ with unchanged exponent if the system supports a sufficiently large range of lengthscales; necessary for SOC to be a candidate for physical systems. We propose a conceptual model ecosystem where $R$ is an observable parameter which depends on the rate of throughput of biomass or energy; we show this has $beta_N>0$, so that increasing $R$ increases the abundance of species, pointing to a critical value for species explosion.
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