Stochastic partial differential equations arising in self-organized criticality

arXiv2104.13336MaRDI QIDQ6366275FDOQ6366275

Authors: Ľubomír Baňas, Benjamn Gess, Marius Neuss 

Publication date: 27 April 2021

Abstract: 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 $d=1,2$.

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Compactness in Banach (or normed) spaces (46B50) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)

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