finite time extinction for stochastic sign fast di usion ...gentz/pages/ws13/rds13/slides/… ·...
TRANSCRIPT
![Page 1: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/1.jpg)
Finite time extinction for stochastic sign fast di�usion and
self-organized criticality.
Benjamin Gess
Fakultät für Mathematik
Universität Bielefeld
Sixth Workshop on Random Dynamical Systems,Bielefeld, October 2013
preprint:[arXiv:1310.6971].
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 1 / 30
![Page 2: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/2.jpg)
Outline
1 Self-organized criticality
2 Derivation of the BTW model from a cellular automaton
3 Finite time extinction and self-organized criticality
4 Finite time extinction for stochastic BTW
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 2 / 30
![Page 3: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/3.jpg)
Self-organized criticality
Self-organized criticality
Self-organized criticality
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 3 / 30
![Page 4: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/4.jpg)
Self-organized criticality
Self-organized criticality
Many (complex) systems in nature exhibit power law scaling: The number ofan event N(s) scales with the event size s as
N(s)∼ s−α
For example:earthquakes 50 largest cities in the USA
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 4 / 30
![Page 5: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/5.jpg)
Self-organized criticality
Self-organized criticality
Many (complex) systems in nature exhibit power law scaling: The number ofan event N(s) scales with the event size s as
N(s)∼ s−α
For example:earthquakes 50 largest cities in the USA
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 4 / 30
![Page 6: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/6.jpg)
Self-organized criticality
Self-organized criticality
Phase-transitions: The Ising model, ferromagnetism
Critical temperature T = Tc :
strongly correlated: small perturbations can have global e�ectsno speci�c length scale (complex system, criticality)
Observe: For T = Tc , power-law scaling for N(s) being the number of +1clusters of size s.
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 5 / 30
![Page 7: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/7.jpg)
Self-organized criticality
Self-organized criticality
Phase-transitions: The Ising model, ferromagnetism
Critical temperature T = Tc :
strongly correlated: small perturbations can have global e�ectsno speci�c length scale (complex system, criticality)
Observe: For T = Tc , power-law scaling for N(s) being the number of +1clusters of size s.
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 5 / 30
![Page 8: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/8.jpg)
Self-organized criticality
Self-organized criticality
Phase-transitions: The Ising model, ferromagnetism
Critical temperature T = Tc :
strongly correlated: small perturbations can have global e�ectsno speci�c length scale (complex system, criticality)
Observe: For T = Tc , power-law scaling for N(s) being the number of +1clusters of size s.
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 5 / 30
![Page 9: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/9.jpg)
Self-organized criticality
Self-organized criticality
Ising model needs precise tuning T = Tc to display power law scalingHow can this occur in nature?Idea of self-organized criticality: [Bantay, Ianosi; Physica A, 1992]
�Criticality� refers to the power-law behavior of the spatial and temporal
distributions, characteristic of critical phenomena.
�Self-organized� refers to the fact that these systems naturally evolve into a
critical state without any tuning of the external parameters, i.e. the critical
state is an attractor of the dynamics.
Bak, Tang, Wiesenfeld: Sandpile as a toy model of self-organized criticality
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 6 / 30
![Page 10: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/10.jpg)
Self-organized criticality
Self-organized criticality
Ising model needs precise tuning T = Tc to display power law scalingHow can this occur in nature?Idea of self-organized criticality: [Bantay, Ianosi; Physica A, 1992]
�Criticality� refers to the power-law behavior of the spatial and temporal
distributions, characteristic of critical phenomena.
�Self-organized� refers to the fact that these systems naturally evolve into a
critical state without any tuning of the external parameters, i.e. the critical
state is an attractor of the dynamics.
Bak, Tang, Wiesenfeld: Sandpile as a toy model of self-organized criticality
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 6 / 30
![Page 11: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/11.jpg)
Self-organized criticality
Self-organized criticality
Ising model needs precise tuning T = Tc to display power law scalingHow can this occur in nature?Idea of self-organized criticality: [Bantay, Ianosi; Physica A, 1992]
�Criticality� refers to the power-law behavior of the spatial and temporal
distributions, characteristic of critical phenomena.
�Self-organized� refers to the fact that these systems naturally evolve into a
critical state without any tuning of the external parameters, i.e. the critical
state is an attractor of the dynamics.
Bak, Tang, Wiesenfeld: Sandpile as a toy model of self-organized criticality
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 6 / 30
![Page 12: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/12.jpg)
Self-organized criticality
Self-organized criticality
Ising model needs precise tuning T = Tc to display power law scalingHow can this occur in nature?Idea of self-organized criticality: [Bantay, Ianosi; Physica A, 1992]
�Criticality� refers to the power-law behavior of the spatial and temporal
distributions, characteristic of critical phenomena.
�Self-organized� refers to the fact that these systems naturally evolve into a
critical state without any tuning of the external parameters, i.e. the critical
state is an attractor of the dynamics.
Bak, Tang, Wiesenfeld: Sandpile as a toy model of self-organized criticality
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 6 / 30
![Page 13: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/13.jpg)
Self-organized criticality
Sandpiles
Two scales: Slow energy injection (adding sand), fast energy di�usion(avalanches)
Criticality: No typical avalanche size, local perturbation may have globale�ects
Power law scaling: N(s) is the number of valances of size s.
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 7 / 30
![Page 14: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/14.jpg)
Self-organized criticality
Sandpiles
Two scales: Slow energy injection (adding sand), fast energy di�usion(avalanches)
Criticality: No typical avalanche size, local perturbation may have globale�ects
Power law scaling: N(s) is the number of valances of size s.
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 7 / 30
![Page 15: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/15.jpg)
Self-organized criticality
Sandpiles
Two scales: Slow energy injection (adding sand), fast energy di�usion(avalanches)
Criticality: No typical avalanche size, local perturbation may have globale�ects
Power law scaling: N(s) is the number of valances of size s.
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 7 / 30
![Page 16: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/16.jpg)
Derivation of the BTW model from a cellular automaton
Derivation of the BTW model from a cellular automaton
Derivation of the BTW model from a cellular automaton
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 8 / 30
![Page 17: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/17.jpg)
Derivation of the BTW model from a cellular automaton
Cellular automata model
The following model goes back to [Bantay, Ianosi; Physica A, 1992].
Aim: De�ne a cellular automaton displaying SOC.
Consider an N×N square lattice, representing a discrete region O = {(i , j)}Ni ,j=1.
At each site (i , j) the height of the sandpile at time t is htij .
The system is perturbed externally until the height h exceeds a threshold (crit-ical) value hc .
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 9 / 30
![Page 18: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/18.jpg)
Derivation of the BTW model from a cellular automaton
Cellular automata model
The following model goes back to [Bantay, Ianosi; Physica A, 1992].
Aim: De�ne a cellular automaton displaying SOC.
Consider an N×N square lattice, representing a discrete region O = {(i , j)}Ni ,j=1.
At each site (i , j) the height of the sandpile at time t is htij .
The system is perturbed externally until the height h exceeds a threshold (crit-ical) value hc .
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 9 / 30
![Page 19: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/19.jpg)
Derivation of the BTW model from a cellular automaton
Cellular automata model
The following model goes back to [Bantay, Ianosi; Physica A, 1992].
Aim: De�ne a cellular automaton displaying SOC.
Consider an N×N square lattice, representing a discrete region O = {(i , j)}Ni ,j=1.
At each site (i , j) the height of the sandpile at time t is htij .
The system is perturbed externally until the height h exceeds a threshold (crit-ical) value hc .
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 9 / 30
![Page 20: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/20.jpg)
Derivation of the BTW model from a cellular automaton
Cellular automata model
The following model goes back to [Bantay, Ianosi; Physica A, 1992].
Aim: De�ne a cellular automaton displaying SOC.
Consider an N×N square lattice, representing a discrete region O = {(i , j)}Ni ,j=1.
At each site (i , j) the height of the sandpile at time t is htij .
The system is perturbed externally until the height h exceeds a threshold (crit-ical) value hc .
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 9 / 30
![Page 21: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/21.jpg)
Derivation of the BTW model from a cellular automaton
Cellular automata model
The following model goes back to [Bantay, Ianosi; Physica A, 1992].
Aim: De�ne a cellular automaton displaying SOC.
Consider an N×N square lattice, representing a discrete region O = {(i , j)}Ni ,j=1.
At each site (i , j) the height of the sandpile at time t is htij .
The system is perturbed externally until the height h exceeds a threshold (crit-ical) value hc .
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 9 / 30
![Page 22: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/22.jpg)
Derivation of the BTW model from a cellular automaton
Cellular automata model
The following model goes back to [Bantay, Ianosi; Physica A, 1992].
Aim: De�ne a cellular automaton displaying SOC.
Consider an N×N square lattice, representing a discrete region O = {(i , j)}Ni ,j=1.
At each site (i , j) the height of the sandpile at time t is htij .
The system is perturbed externally until the height h exceeds a threshold (crit-ical) value hc .
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 9 / 30
![Page 23: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/23.jpg)
Derivation of the BTW model from a cellular automaton
Cellular automata model
Then, a toppling (avalanche) event occurs: The toppling at any `activated'site (k, l) is described by:
ht+1
ij → htij −Mklij , ∀(i , j) ∈ O,
where
Mklij =
4 (k, l) = (i , j)
−1 (k, l)∼ (i , j)
0 otherwise.
Rewrite as:ht+1
ij −htij =−Mklij H(htij −hcij), ∀(i , j) ∈ O,
where H is the Heaviside function.
The avalanches are continued until no site exceeds the threshold (which obvi-ously happens after �nitely many steps).
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 10 / 30
![Page 24: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/24.jpg)
Derivation of the BTW model from a cellular automaton
Cellular automata model
Then, a toppling (avalanche) event occurs: The toppling at any `activated'site (k, l) is described by:
ht+1
ij → htij −Mklij , ∀(i , j) ∈ O,
where
Mklij =
4 (k, l) = (i , j)
−1 (k, l)∼ (i , j)
0 otherwise.
Rewrite as:ht+1
ij −htij =−Mklij H(htij −hcij), ∀(i , j) ∈ O,
where H is the Heaviside function.
The avalanches are continued until no site exceeds the threshold (which obvi-ously happens after �nitely many steps).
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 10 / 30
![Page 25: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/25.jpg)
Derivation of the BTW model from a cellular automaton
Cellular automata model
Then, a toppling (avalanche) event occurs: The toppling at any `activated'site (k, l) is described by:
ht+1
ij → htij −Mklij , ∀(i , j) ∈ O,
where
Mklij =
4 (k, l) = (i , j)
−1 (k, l)∼ (i , j)
0 otherwise.
Rewrite as:ht+1
ij −htij =−Mklij H(htij −hcij), ∀(i , j) ∈ O,
where H is the Heaviside function.
The avalanches are continued until no site exceeds the threshold (which obvi-ously happens after �nitely many steps).
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 10 / 30
![Page 26: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/26.jpg)
Derivation of the BTW model from a cellular automaton
Cellular automata model
As an example:
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 11 / 30
![Page 27: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/27.jpg)
Derivation of the BTW model from a cellular automaton
Continuum limit
Passing to a continuum limit in
ht+1
ij −htij =−Mklij H(htij −hcij), ∀(i , j) ∈ O,
gives (informally)
∂
∂ tX (t,ξ ) = ∆H(X (t,ξ )−X c(ξ )),
where X is the continuous height-density function.
In addition we impose zero Dirichlet boundary conditions:
H(X (t,ξ )−X c(ξ )) = 0, on ∂O.
Note: Only the relaxation/di�usion part modeled here. For full SOC-modelwe would have to include the external, random energy input.
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 12 / 30
![Page 28: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/28.jpg)
Derivation of the BTW model from a cellular automaton
Continuum limit
Passing to a continuum limit in
ht+1
ij −htij =−Mklij H(htij −hcij), ∀(i , j) ∈ O,
gives (informally)
∂
∂ tX (t,ξ ) = ∆H(X (t,ξ )−X c(ξ )),
where X is the continuous height-density function.
In addition we impose zero Dirichlet boundary conditions:
H(X (t,ξ )−X c(ξ )) = 0, on ∂O.
Note: Only the relaxation/di�usion part modeled here. For full SOC-modelwe would have to include the external, random energy input.
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 12 / 30
![Page 29: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/29.jpg)
Derivation of the BTW model from a cellular automaton
Continuum limit
Passing to a continuum limit in
ht+1
ij −htij =−Mklij H(htij −hcij), ∀(i , j) ∈ O,
gives (informally)
∂
∂ tX (t,ξ ) = ∆H(X (t,ξ )−X c(ξ )),
where X is the continuous height-density function.
In addition we impose zero Dirichlet boundary conditions:
H(X (t,ξ )−X c(ξ )) = 0, on ∂O.
Note: Only the relaxation/di�usion part modeled here. For full SOC-modelwe would have to include the external, random energy input.
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 12 / 30
![Page 30: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/30.jpg)
Finite time extinction and self-organized criticality
Finite time extinction and SOC
Finite time extinction and self-organized criticality
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 13 / 30
![Page 31: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/31.jpg)
Finite time extinction and self-organized criticality
Finite time extinction and SOC
Question: Do avalanches end in �nite time?
Recall:∂
∂ tX (t,ξ ) = ∆H(X (t,ξ )−X c(ξ )),
We will restrict to the supercritical case, i.e. supposing x0 ≥ X c .
Substituting X → X −X c and using X ≥ 0 yields
∂
∂ tX (t,ξ ) = ∆sgn(X (t,ξ )),
X (0,ξ ) = x0(ξ )
with x0 ≥ 0 and zero Dirichlet boundary conditions:
sgn(X (t,ξ )) = 0, on ∂O.
Informally:∆sgn(X ) = δ0(X )∆X + sgn′′(X )|∇X |2.
Avalanches end in �nite time = Finite time extinction.B. Gess (Universität Bielefeld) Finite time extinction and SOC. 14 / 30
![Page 32: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/32.jpg)
Finite time extinction and self-organized criticality
Finite time extinction and SOC
Question: Do avalanches end in �nite time?
Recall:∂
∂ tX (t,ξ ) = ∆H(X (t,ξ )−X c(ξ )),
We will restrict to the supercritical case, i.e. supposing x0 ≥ X c .
Substituting X → X −X c and using X ≥ 0 yields
∂
∂ tX (t,ξ ) = ∆sgn(X (t,ξ )),
X (0,ξ ) = x0(ξ )
with x0 ≥ 0 and zero Dirichlet boundary conditions:
sgn(X (t,ξ )) = 0, on ∂O.
Informally:∆sgn(X ) = δ0(X )∆X + sgn′′(X )|∇X |2.
Avalanches end in �nite time = Finite time extinction.B. Gess (Universität Bielefeld) Finite time extinction and SOC. 14 / 30
![Page 33: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/33.jpg)
Finite time extinction and self-organized criticality
Finite time extinction and SOC
Question: Do avalanches end in �nite time?
Recall:∂
∂ tX (t,ξ ) = ∆H(X (t,ξ )−X c(ξ )),
We will restrict to the supercritical case, i.e. supposing x0 ≥ X c .
Substituting X → X −X c and using X ≥ 0 yields
∂
∂ tX (t,ξ ) = ∆sgn(X (t,ξ )),
X (0,ξ ) = x0(ξ )
with x0 ≥ 0 and zero Dirichlet boundary conditions:
sgn(X (t,ξ )) = 0, on ∂O.
Informally:∆sgn(X ) = δ0(X )∆X + sgn′′(X )|∇X |2.
Avalanches end in �nite time = Finite time extinction.B. Gess (Universität Bielefeld) Finite time extinction and SOC. 14 / 30
![Page 34: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/34.jpg)
Finite time extinction and self-organized criticality
Finite time extinction and SOC
Question: Do avalanches end in �nite time?
Recall:∂
∂ tX (t,ξ ) = ∆H(X (t,ξ )−X c(ξ )),
We will restrict to the supercritical case, i.e. supposing x0 ≥ X c .
Substituting X → X −X c and using X ≥ 0 yields
∂
∂ tX (t,ξ ) = ∆sgn(X (t,ξ )),
X (0,ξ ) = x0(ξ )
with x0 ≥ 0 and zero Dirichlet boundary conditions:
sgn(X (t,ξ )) = 0, on ∂O.
Informally:∆sgn(X ) = δ0(X )∆X + sgn′′(X )|∇X |2.
Avalanches end in �nite time = Finite time extinction.B. Gess (Universität Bielefeld) Finite time extinction and SOC. 14 / 30
![Page 35: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/35.jpg)
Finite time extinction and self-organized criticality
Finite time extinction and SOC
Question: Do avalanches end in �nite time?
Recall:∂
∂ tX (t,ξ ) = ∆H(X (t,ξ )−X c(ξ )),
We will restrict to the supercritical case, i.e. supposing x0 ≥ X c .
Substituting X → X −X c and using X ≥ 0 yields
∂
∂ tX (t,ξ ) = ∆sgn(X (t,ξ )),
X (0,ξ ) = x0(ξ )
with x0 ≥ 0 and zero Dirichlet boundary conditions:
sgn(X (t,ξ )) = 0, on ∂O.
Informally:∆sgn(X ) = δ0(X )∆X + sgn′′(X )|∇X |2.
Avalanches end in �nite time = Finite time extinction.B. Gess (Universität Bielefeld) Finite time extinction and SOC. 14 / 30
![Page 36: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/36.jpg)
Finite time extinction and self-organized criticality
Finite time extinction and SOC
Question: Do avalanches end in �nite time?
Recall:∂
∂ tX (t,ξ ) = ∆H(X (t,ξ )−X c(ξ )),
We will restrict to the supercritical case, i.e. supposing x0 ≥ X c .
Substituting X → X −X c and using X ≥ 0 yields
∂
∂ tX (t,ξ ) = ∆sgn(X (t,ξ )),
X (0,ξ ) = x0(ξ )
with x0 ≥ 0 and zero Dirichlet boundary conditions:
sgn(X (t,ξ )) = 0, on ∂O.
Informally:∆sgn(X ) = δ0(X )∆X + sgn′′(X )|∇X |2.
Avalanches end in �nite time = Finite time extinction.B. Gess (Universität Bielefeld) Finite time extinction and SOC. 14 / 30
![Page 37: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/37.jpg)
Finite time extinction and self-organized criticality
Finite time extinction for deterministic PDE
Finite time extinction for deterministic PDE
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 15 / 30
![Page 38: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/38.jpg)
Finite time extinction and self-organized criticality
Finite time extinction for singular ODE
Consider the singular ODE
f =−cf α , α ∈ (0,1), c > 0.
Then:(f 1−α )
′=−(1−α).
We obtainf 1−α (t) = f 1−α (0)− (1−α)ct
which implies �nite time extinction.
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 16 / 30
![Page 39: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/39.jpg)
Finite time extinction and self-organized criticality
Finite time extinction for singular ODE
Consider the singular ODE
f =−cf α , α ∈ (0,1), c > 0.
Then:(f 1−α )
′=−(1−α).
We obtainf 1−α (t) = f 1−α (0)− (1−α)ct
which implies �nite time extinction.
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 16 / 30
![Page 40: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/40.jpg)
Finite time extinction and self-organized criticality
Finite time extinction for singular ODE
Consider the singular ODE
f =−cf α , α ∈ (0,1), c > 0.
Then:(f 1−α )
′=−(1−α).
We obtainf 1−α (t) = f 1−α (0)− (1−α)ct
which implies �nite time extinction.
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 16 / 30
![Page 41: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/41.jpg)
Finite time extinction and self-organized criticality
Finite time extinction and SOC
[Diaz, Diaz; CPDE, 1979] �nite time extinction (FTE) was �rst proven for
∂
∂ tX (t,ξ ) = ∆sgn(X (t,ξ )).
In [Barbu; MMAS, 2012] another (more robust) approach based on energymethods was introduced.
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 17 / 30
![Page 42: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/42.jpg)
Finite time extinction and self-organized criticality
Finite time extinction and SOC
Informally the proof boils down to a combination of an L1 and an L∞ estimateof the solution:
Informal L∞ estimate:
‖X (t)‖∞ ≤ ‖x0‖∞, ∀t ≥ 0.
Informal L1-estimate:
∂t
∫O|X (t,ξ )|dξ =
∫Osgn(X (t,ξ ))∆sgn(X (t,ξ ))dξ
=−∫
O|∇sgn(X (t,ξ ))|2dξ
≤−(∫
O|sgn(X (t,ξ ))|pdξ
) 2
p
≤−(|{ξ |X (t,ξ ) 6= 0}|)2
p ,
for some (dimension dependent) p > 2. Note: 2
p< 1.
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 18 / 30
![Page 43: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/43.jpg)
Finite time extinction and self-organized criticality
Finite time extinction and SOC
Informally the proof boils down to a combination of an L1 and an L∞ estimateof the solution:
Informal L∞ estimate:
‖X (t)‖∞ ≤ ‖x0‖∞, ∀t ≥ 0.
Informal L1-estimate:
∂t
∫O|X (t,ξ )|dξ =
∫Osgn(X (t,ξ ))∆sgn(X (t,ξ ))dξ
=−∫
O|∇sgn(X (t,ξ ))|2dξ
≤−(∫
O|sgn(X (t,ξ ))|pdξ
) 2
p
≤−(|{ξ |X (t,ξ ) 6= 0}|)2
p ,
for some (dimension dependent) p > 2. Note: 2
p< 1.
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 18 / 30
![Page 44: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/44.jpg)
Finite time extinction and self-organized criticality
Finite time extinction and SOC
Informally the proof boils down to a combination of an L1 and an L∞ estimateof the solution:
Informal L∞ estimate:
‖X (t)‖∞ ≤ ‖x0‖∞, ∀t ≥ 0.
Informal L1-estimate:
∂t
∫O|X (t,ξ )|dξ =
∫Osgn(X (t,ξ ))∆sgn(X (t,ξ ))dξ
=−∫
O|∇sgn(X (t,ξ ))|2dξ
≤−(∫
O|sgn(X (t,ξ ))|pdξ
) 2
p
≤−(|{ξ |X (t,ξ ) 6= 0}|)2
p ,
for some (dimension dependent) p > 2. Note: 2
p< 1.
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 18 / 30
![Page 45: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/45.jpg)
Finite time extinction and self-organized criticality
Finite time extinction and SOC
Observe ∫O|X (t,ξ )|dξ ≤ ‖X (t)‖∞|{ξ |X (t,ξ ) 6= 0}|.
≤ ‖x0‖∞|{ξ |X (t,ξ ) 6= 0}|.
Using this above gives
∂t
∫O|X (t,ξ )|dξ ≤− 1
‖x0‖2
p
∞
(∫O|X (t,ξ )|dξ
) 2
p
.
We are left with the singular ODE
f =−cf α , α ∈ (0,1), c > 0
for which we have seen that �nite time extinction holds.
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 19 / 30
![Page 46: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/46.jpg)
Finite time extinction and self-organized criticality
Finite time extinction and SOC
Observe ∫O|X (t,ξ )|dξ ≤ ‖X (t)‖∞|{ξ |X (t,ξ ) 6= 0}|.
≤ ‖x0‖∞|{ξ |X (t,ξ ) 6= 0}|.
Using this above gives
∂t
∫O|X (t,ξ )|dξ ≤− 1
‖x0‖2
p
∞
(∫O|X (t,ξ )|dξ
) 2
p
.
We are left with the singular ODE
f =−cf α , α ∈ (0,1), c > 0
for which we have seen that �nite time extinction holds.
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 19 / 30
![Page 47: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/47.jpg)
Finite time extinction and self-organized criticality
Finite time extinction and SOC
Observe ∫O|X (t,ξ )|dξ ≤ ‖X (t)‖∞|{ξ |X (t,ξ ) 6= 0}|.
≤ ‖x0‖∞|{ξ |X (t,ξ ) 6= 0}|.
Using this above gives
∂t
∫O|X (t,ξ )|dξ ≤− 1
‖x0‖2
p
∞
(∫O|X (t,ξ )|dξ
) 2
p
.
We are left with the singular ODE
f =−cf α , α ∈ (0,1), c > 0
for which we have seen that �nite time extinction holds.
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 19 / 30
![Page 48: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/48.jpg)
Finite time extinction for stochastic BTW
Finite time extinction for stochastic BTW
Finite time extinction for stochastic BTW
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 20 / 30
![Page 49: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/49.jpg)
Finite time extinction for stochastic BTW
The stochastic BTW model
In [Díaz-Guilera; EPL (Europhysics Letters), 1994], [Giacometti, Diaz-Guilera;Phys. Rev. E, 1998], [Díaz-Guilera; Phys. Rev. A, 1992] it was pointed outthat it is more realistic to include stochastic perturbations.
This leads to SPDE of the form
dXt = ∆H(Xt −X c) +B(Xt −X c)dWt ,
with appropriate di�usion coe�cients B.
We study linear multiplicative noise, i.e.
dXt = ∆H(Xt −X c) +N
∑k=1
fk(Xt −X c)dβkt .
Question: Do avalanches end in �nite time?
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 21 / 30
![Page 50: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/50.jpg)
Finite time extinction for stochastic BTW
The stochastic BTW model
In [Díaz-Guilera; EPL (Europhysics Letters), 1994], [Giacometti, Diaz-Guilera;Phys. Rev. E, 1998], [Díaz-Guilera; Phys. Rev. A, 1992] it was pointed outthat it is more realistic to include stochastic perturbations.
This leads to SPDE of the form
dXt = ∆H(Xt −X c) +B(Xt −X c)dWt ,
with appropriate di�usion coe�cients B.
We study linear multiplicative noise, i.e.
dXt = ∆H(Xt −X c) +N
∑k=1
fk(Xt −X c)dβkt .
Question: Do avalanches end in �nite time?
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 21 / 30
![Page 51: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/51.jpg)
Finite time extinction for stochastic BTW
The stochastic BTW model
In [Díaz-Guilera; EPL (Europhysics Letters), 1994], [Giacometti, Diaz-Guilera;Phys. Rev. E, 1998], [Díaz-Guilera; Phys. Rev. A, 1992] it was pointed outthat it is more realistic to include stochastic perturbations.
This leads to SPDE of the form
dXt = ∆H(Xt −X c) +B(Xt −X c)dWt ,
with appropriate di�usion coe�cients B.
We study linear multiplicative noise, i.e.
dXt = ∆H(Xt −X c) +N
∑k=1
fk(Xt −X c)dβkt .
Question: Do avalanches end in �nite time?
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 21 / 30
![Page 52: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/52.jpg)
Finite time extinction for stochastic BTW
The stochastic BTW model
In [Díaz-Guilera; EPL (Europhysics Letters), 1994], [Giacometti, Diaz-Guilera;Phys. Rev. E, 1998], [Díaz-Guilera; Phys. Rev. A, 1992] it was pointed outthat it is more realistic to include stochastic perturbations.
This leads to SPDE of the form
dXt = ∆H(Xt −X c) +B(Xt −X c)dWt ,
with appropriate di�usion coe�cients B.
We study linear multiplicative noise, i.e.
dXt = ∆H(Xt −X c) +N
∑k=1
fk(Xt −X c)dβkt .
Question: Do avalanches end in �nite time?
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 21 / 30
![Page 53: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/53.jpg)
Finite time extinction for stochastic BTW
The stochastic BTW model
Recall:
dXt = ∆sgn(Xt) +N
∑k=1
fkXtdβkt ,
with zero Dirichlet boundary conditions.
Finite time extinction can be reformulated in terms of the extinction time
τ0(ω) := inf{t≥0|Xt(ω) = 0, a.e. in O}.
We distinguish the following concepts:
(F1) Extinction with positive probability for small initial conditions:P[τ0 < ∞] > 0, for small X0 = x0.
(F2) Extinction with positive probability: P[τ0 < ∞] > 0, for all X0 = x0.
(F3) Finite time extinction: P[τ0 < ∞] = 1, for all X0 = x0.
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 22 / 30
![Page 54: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/54.jpg)
Finite time extinction for stochastic BTW
The stochastic BTW model
Recall:
dXt = ∆sgn(Xt) +N
∑k=1
fkXtdβkt ,
with zero Dirichlet boundary conditions.
Finite time extinction can be reformulated in terms of the extinction time
τ0(ω) := inf{t≥0|Xt(ω) = 0, a.e. in O}.
We distinguish the following concepts:
(F1) Extinction with positive probability for small initial conditions:P[τ0 < ∞] > 0, for small X0 = x0.
(F2) Extinction with positive probability: P[τ0 < ∞] > 0, for all X0 = x0.
(F3) Finite time extinction: P[τ0 < ∞] = 1, for all X0 = x0.
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 22 / 30
![Page 55: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/55.jpg)
Finite time extinction for stochastic BTW
The stochastic BTW model
Recall:
dXt = ∆sgn(Xt) +N
∑k=1
fkXtdβkt ,
with zero Dirichlet boundary conditions.
Finite time extinction can be reformulated in terms of the extinction time
τ0(ω) := inf{t≥0|Xt(ω) = 0, a.e. in O}.
We distinguish the following concepts:
(F1) Extinction with positive probability for small initial conditions:P[τ0 < ∞] > 0, for small X0 = x0.
(F2) Extinction with positive probability: P[τ0 < ∞] > 0, for all X0 = x0.
(F3) Finite time extinction: P[τ0 < ∞] = 1, for all X0 = x0.
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 22 / 30
![Page 56: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/56.jpg)
Finite time extinction for stochastic BTW
The stochastic BTW model
Recall:
dXt = ∆sgn(Xt) +N
∑k=1
fkXtdβkt ,
with zero Dirichlet boundary conditions.
Finite time extinction can be reformulated in terms of the extinction time
τ0(ω) := inf{t≥0|Xt(ω) = 0, a.e. in O}.
We distinguish the following concepts:
(F1) Extinction with positive probability for small initial conditions:P[τ0 < ∞] > 0, for small X0 = x0.
(F2) Extinction with positive probability: P[τ0 < ∞] > 0, for all X0 = x0.
(F3) Finite time extinction: P[τ0 < ∞] = 1, for all X0 = x0.
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 22 / 30
![Page 57: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/57.jpg)
Finite time extinction for stochastic BTW
The stochastic BTW model
Recall:
dXt = ∆sgn(Xt) +N
∑k=1
fkXtdβkt ,
with zero Dirichlet boundary conditions.
Finite time extinction can be reformulated in terms of the extinction time
τ0(ω) := inf{t≥0|Xt(ω) = 0, a.e. in O}.
We distinguish the following concepts:
(F1) Extinction with positive probability for small initial conditions:P[τ0 < ∞] > 0, for small X0 = x0.
(F2) Extinction with positive probability: P[τ0 < ∞] > 0, for all X0 = x0.
(F3) Finite time extinction: P[τ0 < ∞] = 1, for all X0 = x0.
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 22 / 30
![Page 58: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/58.jpg)
Finite time extinction for stochastic BTW
Some known results
Existence and uniqueness of solutions to
dXt ∈ ∆φ(Xt)dt +N
∑k=1
fkXtdβkt
with φ being possibly multi-valued goes back to [Barbu, Da Prato, Röckner;CMP, 2009].
In the same paper (F1) for the Zhang model is shown for d = 1.
In [Barbu, Da Prato, Röckner; JMAA, 2012] this was extended to prove (F1)for the BTW model for d = 1.
In the recent work [Röckner, Wang; JLMS, 2013] �nite time extinction for theZhang model has been solved.
In case of additive noise
dXt ∈ ∆sgn(Xt)dt +dWt ,
ergodicity has been shown for d = 1 in [Gess, Tölle; JMPA, to appear].
In [Barbu, Röckner; ARMA, 2013] (F1) has been shown for the related stochas-tic total variation �ow for d ≤ 3.
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 23 / 30
![Page 59: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/59.jpg)
Finite time extinction for stochastic BTW
Some known results
Existence and uniqueness of solutions to
dXt ∈ ∆φ(Xt)dt +N
∑k=1
fkXtdβkt
with φ being possibly multi-valued goes back to [Barbu, Da Prato, Röckner;CMP, 2009].
In the same paper (F1) for the Zhang model is shown for d = 1.
In [Barbu, Da Prato, Röckner; JMAA, 2012] this was extended to prove (F1)for the BTW model for d = 1.
In the recent work [Röckner, Wang; JLMS, 2013] �nite time extinction for theZhang model has been solved.
In case of additive noise
dXt ∈ ∆sgn(Xt)dt +dWt ,
ergodicity has been shown for d = 1 in [Gess, Tölle; JMPA, to appear].
In [Barbu, Röckner; ARMA, 2013] (F1) has been shown for the related stochas-tic total variation �ow for d ≤ 3.
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 23 / 30
![Page 60: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/60.jpg)
Finite time extinction for stochastic BTW
Some known results
Existence and uniqueness of solutions to
dXt ∈ ∆φ(Xt)dt +N
∑k=1
fkXtdβkt
with φ being possibly multi-valued goes back to [Barbu, Da Prato, Röckner;CMP, 2009].
In the same paper (F1) for the Zhang model is shown for d = 1.
In [Barbu, Da Prato, Röckner; JMAA, 2012] this was extended to prove (F1)for the BTW model for d = 1.
In the recent work [Röckner, Wang; JLMS, 2013] �nite time extinction for theZhang model has been solved.
In case of additive noise
dXt ∈ ∆sgn(Xt)dt +dWt ,
ergodicity has been shown for d = 1 in [Gess, Tölle; JMPA, to appear].
In [Barbu, Röckner; ARMA, 2013] (F1) has been shown for the related stochas-tic total variation �ow for d ≤ 3.
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 23 / 30
![Page 61: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/61.jpg)
Finite time extinction for stochastic BTW
Some known results
Existence and uniqueness of solutions to
dXt ∈ ∆φ(Xt)dt +N
∑k=1
fkXtdβkt
with φ being possibly multi-valued goes back to [Barbu, Da Prato, Röckner;CMP, 2009].
In the same paper (F1) for the Zhang model is shown for d = 1.
In [Barbu, Da Prato, Röckner; JMAA, 2012] this was extended to prove (F1)for the BTW model for d = 1.
In the recent work [Röckner, Wang; JLMS, 2013] �nite time extinction for theZhang model has been solved.
In case of additive noise
dXt ∈ ∆sgn(Xt)dt +dWt ,
ergodicity has been shown for d = 1 in [Gess, Tölle; JMPA, to appear].
In [Barbu, Röckner; ARMA, 2013] (F1) has been shown for the related stochas-tic total variation �ow for d ≤ 3.
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 23 / 30
![Page 62: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/62.jpg)
Finite time extinction for stochastic BTW
Some known results
Existence and uniqueness of solutions to
dXt ∈ ∆φ(Xt)dt +N
∑k=1
fkXtdβkt
with φ being possibly multi-valued goes back to [Barbu, Da Prato, Röckner;CMP, 2009].
In the same paper (F1) for the Zhang model is shown for d = 1.
In [Barbu, Da Prato, Röckner; JMAA, 2012] this was extended to prove (F1)for the BTW model for d = 1.
In the recent work [Röckner, Wang; JLMS, 2013] �nite time extinction for theZhang model has been solved.
In case of additive noise
dXt ∈ ∆sgn(Xt)dt +dWt ,
ergodicity has been shown for d = 1 in [Gess, Tölle; JMPA, to appear].
In [Barbu, Röckner; ARMA, 2013] (F1) has been shown for the related stochas-tic total variation �ow for d ≤ 3.
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 23 / 30
![Page 63: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/63.jpg)
Finite time extinction for stochastic BTW
Some known results
Existence and uniqueness of solutions to
dXt ∈ ∆φ(Xt)dt +N
∑k=1
fkXtdβkt
with φ being possibly multi-valued goes back to [Barbu, Da Prato, Röckner;CMP, 2009].
In the same paper (F1) for the Zhang model is shown for d = 1.
In [Barbu, Da Prato, Röckner; JMAA, 2012] this was extended to prove (F1)for the BTW model for d = 1.
In the recent work [Röckner, Wang; JLMS, 2013] �nite time extinction for theZhang model has been solved.
In case of additive noise
dXt ∈ ∆sgn(Xt)dt +dWt ,
ergodicity has been shown for d = 1 in [Gess, Tölle; JMPA, to appear].
In [Barbu, Röckner; ARMA, 2013] (F1) has been shown for the related stochas-tic total variation �ow for d ≤ 3.
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 23 / 30
![Page 64: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/64.jpg)
Finite time extinction for stochastic BTW
Main result
Theorem (Main result)
Let x0 ∈ L∞(O), X be the unique variational solution to BTW and let
τ0(ω) := inf{t ≥ 0|Xt(ω) = 0, for a.e. ξ ∈ O}.
Then �nite time extinction holds, i.e.
P[τ0 < ∞] = 1.
For every p > d2∨ 1, the extinction time τ0(ω) may be chosen uniformly for x0
bounded in Lp(O).
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 24 / 30
![Page 65: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/65.jpg)
Finite time extinction for stochastic BTW
Main result
Theorem (Main result)
Let x0 ∈ L∞(O), X be the unique variational solution to BTW and let
τ0(ω) := inf{t ≥ 0|Xt(ω) = 0, for a.e. ξ ∈ O}.
Then �nite time extinction holds, i.e.
P[τ0 < ∞] = 1.
For every p > d2∨ 1, the extinction time τ0(ω) may be chosen uniformly for x0
bounded in Lp(O).
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 24 / 30
![Page 66: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/66.jpg)
Finite time extinction for stochastic BTW
Transformation
Recall:
dXt = ∆sgn(Xt) +N
∑k=1
fkXtdβkt ,
Our approach to FTE will be based on considering the following transformation:Set µt := ∑
Nk=1 fkβ k
t , µ := ∑Nk=1 f
2
k and Yt := e−µtXt . An informal calculationshows
∂Yt ∈ eµt∆sgn(Yt)− µYt . (*)
Compare the deterministic setting:
∂Yt ∈∆sgn(Yt).
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 25 / 30
![Page 67: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/67.jpg)
Finite time extinction for stochastic BTW
Transformation
Recall:
dXt = ∆sgn(Xt) +N
∑k=1
fkXtdβkt ,
Our approach to FTE will be based on considering the following transformation:Set µt := ∑
Nk=1 fkβ k
t , µ := ∑Nk=1 f
2
k and Yt := e−µtXt . An informal calculationshows
∂Yt ∈ eµt∆sgn(Yt)− µYt . (*)
Compare the deterministic setting:
∂Yt ∈∆sgn(Yt).
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 25 / 30
![Page 68: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/68.jpg)
Finite time extinction for stochastic BTW
Transformation
Recall:
dXt = ∆sgn(Xt) +N
∑k=1
fkXtdβkt ,
Our approach to FTE will be based on considering the following transformation:Set µt := ∑
Nk=1 fkβ k
t , µ := ∑Nk=1 f
2
k and Yt := e−µtXt . An informal calculationshows
∂Yt ∈ eµt∆sgn(Yt)− µYt . (*)
Compare the deterministic setting:
∂Yt ∈∆sgn(Yt).
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 25 / 30
![Page 69: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/69.jpg)
Finite time extinction for stochastic BTW
Outline of the proof
There are two main ingredients of the proof:
1 A uniform control on ‖Xt‖p for all p ≥ 1.2 An energy inequality for a weighted L1-norm.
On an intuitive level the arguments become clear by approximating
r [m] := |r |m−1r → sgn, for m ↓ 0.
To make these arguments rigorous, in fact a di�erent (non-singular, non-degenerate) approximation of sgn is used.
In the following let Yt be a solution to
∂tYt ∈ eµt∆Y[m]t − µYt .
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 26 / 30
![Page 70: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/70.jpg)
Finite time extinction for stochastic BTW
Outline of the proof
There are two main ingredients of the proof:
1 A uniform control on ‖Xt‖p for all p ≥ 1.2 An energy inequality for a weighted L1-norm.
On an intuitive level the arguments become clear by approximating
r [m] := |r |m−1r → sgn, for m ↓ 0.
To make these arguments rigorous, in fact a di�erent (non-singular, non-degenerate) approximation of sgn is used.
In the following let Yt be a solution to
∂tYt ∈ eµt∆Y[m]t − µYt .
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 26 / 30
![Page 71: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/71.jpg)
Finite time extinction for stochastic BTW
Outline of the proof
There are two main ingredients of the proof:
1 A uniform control on ‖Xt‖p for all p ≥ 1.2 An energy inequality for a weighted L1-norm.
On an intuitive level the arguments become clear by approximating
r [m] := |r |m−1r → sgn, for m ↓ 0.
To make these arguments rigorous, in fact a di�erent (non-singular, non-degenerate) approximation of sgn is used.
In the following let Yt be a solution to
∂tYt ∈ eµt∆Y[m]t − µYt .
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 26 / 30
![Page 72: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/72.jpg)
Finite time extinction for stochastic BTW
Step 1: Informal Lp bound
Step 1: A uniform control on ‖Xt‖p for all p ≥ 1.
We may informally compute for all p ≥ 1:
∂t
∫O|Yt |pdξ =p
∫OYt
[p−1]eµt∆Yt[m]dξ
=− 4(p−1)mp
(p+m−1)2
∫Oeµt
(∇|Yt |
p+m−12
)2dξ
+pm
p+m−1
∫O|Yt |p+m−1∆eµtdξ .
Taking p > 1 and then m→ 0 we may �deduce� from this
∂t
∫O|Yt |pdξ ≤ 0.
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 27 / 30
![Page 73: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/73.jpg)
Finite time extinction for stochastic BTW
Step 1: Informal Lp bound
Step 1: A uniform control on ‖Xt‖p for all p ≥ 1.
We may informally compute for all p ≥ 1:
∂t
∫O|Yt |pdξ =p
∫OYt
[p−1]eµt∆Yt[m]dξ
=− 4(p−1)mp
(p+m−1)2
∫Oeµt
(∇|Yt |
p+m−12
)2dξ
+pm
p+m−1
∫O|Yt |p+m−1∆eµtdξ .
Taking p > 1 and then m→ 0 we may �deduce� from this
∂t
∫O|Yt |pdξ ≤ 0.
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 27 / 30
![Page 74: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/74.jpg)
Finite time extinction for stochastic BTW
Step 1: Informal Lp bound
Step 1: A uniform control on ‖Xt‖p for all p ≥ 1.
We may informally compute for all p ≥ 1:
∂t
∫O|Yt |pdξ =p
∫OYt
[p−1]eµt∆Yt[m]dξ
=− 4(p−1)mp
(p+m−1)2
∫Oeµt
(∇|Yt |
p+m−12
)2dξ
+pm
p+m−1
∫O|Yt |p+m−1∆eµtdξ .
Taking p > 1 and then m→ 0 we may �deduce� from this
∂t
∫O|Yt |pdξ ≤ 0.
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 27 / 30
![Page 75: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/75.jpg)
Finite time extinction for stochastic BTW
Step 2: Informal �L1� bound
Step 2: An energy inequality for a weighted L1-norm.
∂t
∫O|Yt |pdξ =− 4(p−1)mp
(p+m−1)2
∫Oeµt
(∇|Yt |
p+m−12
)2dξ
+pm
p+m−1
∫O|Yt |p+m−1∆eµtdξ , p ≥ 1.
Choose p = m+1 and let m→ 0. We obtain
∂t
∫O|Yt |dξ =−
∫Oeµt (∇sgn(Yt))2 dξ +
1
2
∫O
∆eµtdξ
Recall: deterministic case
∂t
∫O|Yt |dξ =−
∫O|∇sgn(Yt)|2dξ .
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 28 / 30
![Page 76: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/76.jpg)
Finite time extinction for stochastic BTW
Step 2: Informal �L1� bound
Step 2: An energy inequality for a weighted L1-norm.
∂t
∫O|Yt |pdξ =− 4(p−1)mp
(p+m−1)2
∫Oeµt
(∇|Yt |
p+m−12
)2dξ
+pm
p+m−1
∫O|Yt |p+m−1∆eµtdξ , p ≥ 1.
Choose p = m+1 and let m→ 0. We obtain
∂t
∫O|Yt |dξ =−
∫Oeµt (∇sgn(Yt))2 dξ +
1
2
∫O
∆eµtdξ
Recall: deterministic case
∂t
∫O|Yt |dξ =−
∫O|∇sgn(Yt)|2dξ .
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 28 / 30
![Page 77: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/77.jpg)
Finite time extinction for stochastic BTW
Step 2: Informal �L1� bound
Step 2: An energy inequality for a weighted L1-norm.
∂t
∫O|Yt |pdξ =− 4(p−1)mp
(p+m−1)2
∫Oeµt
(∇|Yt |
p+m−12
)2dξ
+pm
p+m−1
∫O|Yt |p+m−1∆eµtdξ , p ≥ 1.
Choose p = m+1 and let m→ 0. We obtain
∂t
∫O|Yt |dξ =−
∫Oeµt (∇sgn(Yt))2 dξ +
1
2
∫O
∆eµtdξ
Recall: deterministic case
∂t
∫O|Yt |dξ =−
∫O|∇sgn(Yt)|2dξ .
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 28 / 30
![Page 78: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/78.jpg)
Finite time extinction for stochastic BTW
Step 2: Informal �L1� bound
Step 2: An energy inequality for a weighted L1-norm.
∂t
∫O|Yt |pdξ =− 4(p−1)mp
(p+m−1)2
∫Oeµt
(∇|Yt |
p+m−12
)2dξ
+pm
p+m−1
∫O|Yt |p+m−1∆eµtdξ , p ≥ 1.
Choose p = m+1 and let m→ 0. We obtain
∂t
∫O|Yt |dξ =−
∫Oeµt (∇sgn(Yt))2 dξ +
1
2
∫O
∆eµtdξ
Recall: deterministic case
∂t
∫O|Yt |dξ =−
∫O|∇sgn(Yt)|2dξ .
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 28 / 30
![Page 79: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/79.jpg)
Finite time extinction for stochastic BTW
Step 2: Informal �L1� bound
Key trick: Use a weighted L1-norm
Let ϕ be the classical solution to
∆ϕ =−1, on O
ϕ = 1, on ∂O.
Note 1≤ ϕ ≤ ‖ϕ‖∞ =: Cϕ .We informally compute
∂t
∫O
ϕ|Yt |dξ =−∫
Oϕeµt (∇sgn(Yt))2 dξ +
1
2
∫O
∆(ϕeµt )dξ .
Note∆(ϕeµt ) =−eµt +2∇ϕ ·∇eµt + ϕ∆eµt
has a negative sign for small times (eµt ≈ 1)!
Shift the initial time
∂t
∫Oe−µsϕ|Yt |dξ =−
∫Oeµt−µsϕ (∇sgn(Yt))2 dξ +
1
2
∫Osgn(Yt)
2∆eµt−µsϕdξ .
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 29 / 30
![Page 80: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/80.jpg)
Finite time extinction for stochastic BTW
Step 2: Informal �L1� bound
Key trick: Use a weighted L1-norm
Let ϕ be the classical solution to
∆ϕ =−1, on O
ϕ = 1, on ∂O.
Note 1≤ ϕ ≤ ‖ϕ‖∞ =: Cϕ .We informally compute
∂t
∫O
ϕ|Yt |dξ =−∫
Oϕeµt (∇sgn(Yt))2 dξ +
1
2
∫O
∆(ϕeµt )dξ .
Note∆(ϕeµt ) =−eµt +2∇ϕ ·∇eµt + ϕ∆eµt
has a negative sign for small times (eµt ≈ 1)!
Shift the initial time
∂t
∫Oe−µsϕ|Yt |dξ =−
∫Oeµt−µsϕ (∇sgn(Yt))2 dξ +
1
2
∫Osgn(Yt)
2∆eµt−µsϕdξ .
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 29 / 30
![Page 81: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/81.jpg)
Finite time extinction for stochastic BTW
Step 2: Informal �L1� bound
Key trick: Use a weighted L1-norm
Let ϕ be the classical solution to
∆ϕ =−1, on O
ϕ = 1, on ∂O.
Note 1≤ ϕ ≤ ‖ϕ‖∞ =: Cϕ .We informally compute
∂t
∫O
ϕ|Yt |dξ =−∫
Oϕeµt (∇sgn(Yt))2 dξ +
1
2
∫O
∆(ϕeµt )dξ .
Note∆(ϕeµt ) =−eµt +2∇ϕ ·∇eµt + ϕ∆eµt
has a negative sign for small times (eµt ≈ 1)!
Shift the initial time
∂t
∫Oe−µsϕ|Yt |dξ =−
∫Oeµt−µsϕ (∇sgn(Yt))2 dξ +
1
2
∫Osgn(Yt)
2∆eµt−µsϕdξ .
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 29 / 30
![Page 82: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/82.jpg)
Finite time extinction for stochastic BTW
Step 2: Informal �L1� bound
Key trick: Use a weighted L1-norm
Let ϕ be the classical solution to
∆ϕ =−1, on O
ϕ = 1, on ∂O.
Note 1≤ ϕ ≤ ‖ϕ‖∞ =: Cϕ .We informally compute
∂t
∫O
ϕ|Yt |dξ =−∫
Oϕeµt (∇sgn(Yt))2 dξ +
1
2
∫O
∆(ϕeµt )dξ .
Note∆(ϕeµt ) =−eµt +2∇ϕ ·∇eµt + ϕ∆eµt
has a negative sign for small times (eµt ≈ 1)!
Shift the initial time
∂t
∫Oe−µsϕ|Yt |dξ =−
∫Oeµt−µsϕ (∇sgn(Yt))2 dξ +
1
2
∫Osgn(Yt)
2∆eµt−µsϕdξ .
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 29 / 30
![Page 83: Finite time extinction for stochastic sign fast di usion ...gentz/pages/WS13/RDS13/slides/… · Finite time extinction for stochastic sign fast di usion and self-organized criticalit.y](https://reader034.vdocuments.net/reader034/viewer/2022050120/5f50e7c9fc0c8342a55af939/html5/thumbnails/83.jpg)
Finite time extinction for stochastic BTW
Thanks
Thanks!
B. Gess (Universität Bielefeld) Finite time extinction and SOC. 30 / 30