Related papers: On a Differential Model for Sandpiles Growing in a…
We consider a structural credit model for a large portfolio of credit risky assets where the correlation is due to a market factor. By considering the large portfolio limit of this system we show the existence of a density process for the…
Can the concept of self-organized criticality, exemplified by models such as the sandpile model, be described within the framework of continuous phase transitions? In this paper, we provide extensive numerical evidence supporting an…
Sand pile models are dynamical systems describing the evolution from $N$ stacked grains to a stable configuration. It uses local rules to depict grain moves and iterate it until reaching a fixed configuration from which no rule can be…
With a toppling rule which generates metastable sites, we explore the properties of a gradient-driven sandpile that is minimally perturbed at one boundary. In two dimensions we find that the transport of grains takes place along deep…
The notion of Self-organized criticality (SOC) had been conceived to interpret the spontaneous emergence of long range correlations in nature. Since then many different models had been introduced to study SOC. All of them have few common…
This paper is about cubic sand grains moving around on nicely packed columns in one dimension (the physical sand pile is two dimensional, but the support of sand columns is one dimensional). The Kadanoff Sand Pile Model is a discrete…
A free boundary value problem related to the genesis of multispecies granular biofilms is presented. The granular biofilm is modelled as a spherical free boundary domain with radial symmetry. The proposed model is conceived in the framework…
Kinetic self-avoiding trails are introduced and used to generate a substrate of randomly quenched flow vectors. Sandpile model is studied on such a substrate with asymmetric toppling matrices where the precise balance between the net…
In this article we study a class of generalised linear systems of difference equations with given boundary conditions and assume that the boundary value problem is non-consistent, i.e. it has infinite many or no solutions. We take into…
The abelian sandpile model in two dimensions does not show the type of critical behavior familar from equilibrium systems. Rather, the properties of the stationary state follow from the condition that an avalanche started at a distance r…
We analysis some singular partial differential equations systems(PDAEs) with boundary conditions in high dimension bounded domain with sufficiently smooth boundary. With the eigenvalue theory of PDE the systems initially is formulated as an…
We study a nonconservative sandpile model in one dimension, in which, if the height at any site exceeds a threshold value, the site topples by transferring one particle along each bond connecting it to its neighbours. Its height is then set…
We consider an SPDE description of a large portfolio limit model where the underlying asset prices evolve according to certain stochastic volatility models with default upon hitting a lower barrier. The asset prices and their volatilities…
We investigate the limit shape of the single-source model for stochastic sandpiles on the integer line subject to $p$--topplings. In this model, an initial configuration of $n\in\mathbb{N}$ particles is placed at the origin and stabilized…
We investigate the bulldozing motion of a granular sandpile driven forwards by a vertical plate. The problem is set up in the laboratory by emplacing the pile on a table rotating underneath a stationary plate; the continual circulation of…
Parameter estimation for a parabolic linear stochastic partial differential equation in one space dimension is studied observing the solution field on a discrete grid in a fixed bounded domain. Considering an infill asymptotic regime in…
We consider the inhomogeneous Dirichlet problem on product domains. The main result is the asymptotic expansion of the solution in terms of increasing smoothness up to the boundary. In particular, we show the exact nature of the…
This article is focused on two related topics within the study of partial differential equations (PDEs) that illustrate a beautiful connection between dynamics, topology, and analysis: stability and spatial dynamics. The first is a property…
An interesting feature of growth in animals is that different parts of the body grow at approximately the same rate. This property is called proportionate growth. In this paper, we review our recent work on patterns formed by adding $N$…
The main purpose of the present paper is to establish a link between quadrature surfaces (potential theoretic concept) and sandpile dynamics (Laplacian growth models). For this aim, we introduce a new model of Laplacian growth on the…