Stochastic partial differential equations arising in self-organized criticality

Banas L, Gess B, Neuss M (2025)
Annals of Applied Probability 35(1): 481-522.

Zeitschriftenaufsatz | Veröffentlicht | Englisch
 
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Abstract / Bemerkung
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.
Stichworte
Self-organized criticality; scaling limits; explicit finite difference; approximation; weak convergence approach; singular-degenerate SPDEs
Erscheinungsjahr
2025
Zeitschriftentitel
Annals of Applied Probability
Band
35
Ausgabe
1
Seite(n)
481-522
ISSN
1050-5164
Page URI
https://pub.uni-bielefeld.de/record/3001624

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Banas L, Gess B, Neuss M. Stochastic partial differential equations arising in self-organized criticality. Annals of Applied Probability. 2025;35(1):481-522.
Banas, L., Gess, B., & Neuss, M. (2025). Stochastic partial differential equations arising in self-organized criticality. Annals of Applied Probability, 35(1), 481-522. https://doi.org/10.1214/24-AAP2119
Banas, Lubomir, Gess, Benjamin, and Neuss, Marius. 2025. “Stochastic partial differential equations arising in self-organized criticality”. Annals of Applied Probability 35 (1): 481-522.
Banas, L., Gess, B., and Neuss, M. (2025). Stochastic partial differential equations arising in self-organized criticality. Annals of Applied Probability 35, 481-522.
Banas, L., Gess, B., & Neuss, M., 2025. Stochastic partial differential equations arising in self-organized criticality. Annals of Applied Probability, 35(1), p 481-522.
L. Banas, B. Gess, and M. Neuss, “Stochastic partial differential equations arising in self-organized criticality”, Annals of Applied Probability, vol. 35, 2025, pp. 481-522.
Banas, L., Gess, B., Neuss, M.: Stochastic partial differential equations arising in self-organized criticality. Annals of Applied Probability. 35, 481-522 (2025).
Banas, Lubomir, Gess, Benjamin, and Neuss, Marius. “Stochastic partial differential equations arising in self-organized criticality”. Annals of Applied Probability 35.1 (2025): 481-522.
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