Magneto-opitcal studies of a c-oriented epitaxial MgB2 film show that below 10 K the global penetration of vortices is dominated by complex dendritic structures abruptly entering the film. We suggest that the observed behavior is due to a thermo-magnetic instability which is supported by vortex dynamics simulations. The instability is also responsible for large fluctuations in the magnetization curves in MgB2 at low temperatures.
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