Infinite volume limit of the Abelian sandpile model in dimensions d >= 3
Antal A. Jarai, Frank Redig
备注：
First version: LaTeX; 29 pages. Revised version: LaTeX; 29 pages. The main result of the paper has been extended to all dimensions at least 3, with a new and simplyfied proof of finiteness of the two-component spanning tree. Second revision: LaTeX; 32 pages
发表信息：
Probab. Theory Related Fields 141 (2008), no. 1-2, 181-212
We study the Abelian sandpile model on Z^d. In dimensions at least 3 we prove existence of the infinite volume addition operator, almost surely with respect to the infinite volume limit mu of the uniform measures on recurrent configurations. We prove the existence of a Markov process with stationary measure mu, and study ergodic properties of this process. The main techniques we use are a connection between the statistics of waves and uniform two-component spanning trees and results on the uniform spanning tree measure on Z^d.
We consider the standard Abelian sandpile process on the Bethe lattice. We show the existence of the thermodynamic limit for the finite volume stationary measures and the existence of a unique infinite volume Markov process exhibiting features of self-organized criticality.
In their previous work, the authors studied the abelian sandpile model on graphs constructed from a growing piece of a plane or space tiling, given periodic or open boundary conditions, and identified spectral factors which govern the asymptotic spectral gap and asymptotic mixing time. This article gives a general method of determining the spectral factor either computationally or asymptotically and performs the determination in specific examples.
We prove that the Abelian sandpile model on a random binary and binomial tree, as introduced in \cite{rrs}, is not critical for all branching probabilities $p<1$; by estimating the tail of the annealed survival time of a random walk on the binary tree with randomly placed traps, we obtain some more information about the exponential tail of the avalanche radius. Next we study the sandpile model on $\mathbb{Z}^d$ with some additional dissipative sites: we provide examples and sufficient conditions for non-criticality; we also make a connection with the parabolic Anderson model. Finally we initia…
We analyse the abelian sandpile model on $\mathbbm{Z}^d$ for the starting configuration of $n$ particles in the origin and $2d-2$ particles otherwise. We give a new short proof of the theorem of Fey, Levine and Peres \cite{FLP} that the radius of the toppled cluster of this configuration is $O(n^{1/d})$.
We define stabilizability of an infinite volume height configuration and of a probability measure on height configurations. We show that for high enough densities, a probability measure cannot be stabilized. We also show that in some sense the thermodynamic limit of the uniform measures on the recurrent configurations of the abelian sandpile model (ASM) is a maximal element of the set of stabilizable measures. In that sense the self-organized critical behavior of the ASM can be understood in terms of an ordinary transition between stabilizable and non-stabilizable
We study the abelian sandpile model on a random binary tree. Using a transfer matrix approach introduced by Dhar & Majumdar, we prove exponential decay of correlations, and in a small supercritical region (i.e., where the branching process survives with positive probability) exponential decay of avalanche sizes. This shows a phase transition phenomenon between exponential decay and power law decay of avalanche sizes. Our main technical tools are: (1) A recursion for the ratio between the numbers of weakly and strongly allowed configurations which is proved to have a well-defined stochastic sol…
The aim of the current work is to investigate structural properties of the sandpile group of a special class of self-similar graphs. More precisely, we consider Abelian sandpiles on Sierpinski gasket graphs and for the choice of normal boundary conditions, we give a characterization of the identity element and a recursive description of the sandpile group. Finally, we consider Abelian sandpile Markov chains on the aforementioned graphs and we improve the existing bounds on the speed of convergence to stationarity.
We prove that Abelian sandpiles with random initial states converge almost surely to unique scaling limits. The proof follows the Armstrong-Smart program for stochastic homogenization of uniformly elliptic equations. Using simple random walk estimates, we prove an analogous result for the divisible sandpile and identify its scaling limit as exactly that of the averaged divisible sandpile. As a corollary, this gives a new quantitative proof of known results on the stabilizability of Abelian sandpiles.
We show that the patterns in the Abelian sandpile are stable. The proof combines the structure theory for the patterns with the regularity machinery for non-divergence form elliptic equations. The stability results allows one to improve weak-* convergence of the Abelian sandpile to pattern convergence for certain classes of solutions.
Tail exponents of the three-dimensional uniform spanning tree and Abelian sandpile
Beijing International Center for Mathematical Research, Peking University（北京大学数学中心）；School of Mathematical Sciences, Peking University（北京大学数学科学学院）；Graduate School of Informatics, Kyoto University（京都大学情报学府）
We present limiting shape results for a non-abelian variant of the abelian sandpile growth model (ASGM), some of which have no parallel in the ASGM. One of our limiting shapes is an octagon. In our model, mass spreads from the origin by the toppling rule in Zhang's sandpile model. Previously, several limiting shape results have been obtained for the ASGM using abelianness and monotonicity as main tools. As both properties fail for our model, we use a new proof technique: in our main proof, we introduce several cellular automata to mimic our growth model.
This survey is an extended version of lectures given at the Cornell Probability Summer School 2013. The fundamental facts about the Abelian sandpile model on a finite graph and its connections to related models are presented. We discuss exactly computable results via Majumdar and Dhar's method. The main ideas of Priezzhev's computation of the height probabilities in 2D are also presented, including explicit error estimates involved in passing to the limit of the infinite lattice. We also discuss various questions arising on infinite graphs, such as convergence to a sandpile measure, and stabil…
We prove the dimensional reduction conjecture of Fey, Levine, and Peres (2010) on the hypercube. The proof shows that dimensional reduction, symmetry, and regularity of the Abelian sandpile persist during the parallel toppling process. This stronger result verifies empirical observations first documented by Liu, Kaplan, and Gray (1990).
We consider a continuous height version of the Abelian sandpile model with small amount of bulk dissipation gamma > 0 on each toppling, in dimensions d = 2, 3. In the limit gamma -> 0, we give a power law upper bound, based on coupling, on the rate at which the stationary measure converges to the discrete critical sandpile measure. The proofs are based on a coding of the stationary measure by weighted spanning trees, and an analysis of the latter via Wilson's algorithm. In the course of the proof, we prove an estimate on coupling a geometrically killed loop-erased random walk to an unkilled lo…
We review the Majumdar-Dhar bijection between recurrent states of the Abelian sandpile model and spanning trees. We generalize earlier results of Athreya and Jarai on the infinite volume limit of the stationary distribution of the sandpile model on Z^d, d >= 2, to a large class of graphs. This includes: (i) graphs on which the wired spanning forest is connected and has one end; (ii) transitive graphs with volume growth at least c n^5 on which all bounded harmonic functions are constant. We also extend a result of Maes, Redig and Saada on the stationary distribution of sandpiles on infinite reg…
Let Λbe a finite subset of Z^d. We study the following sandpile model on Λ. The height at any given vertex x of Λis a positive real number, and additions are uniformly distributed on some interval [a,b], which is a subset of [0,1]. The threshold value is 1; when the height at a given vertex exceeds 1, it topples, that is, its height is reduced by 1, and the heights of all its neighbours in Λincrease by 1/2d. We first establish that the uniform measure μon the so called "allowed configurations" is invariant under the dynamics. When a < b, we show with coupling ideas that starting from any initi…
We discuss various critical densities in sandpile models. The stationary density is the average expected height in the stationary state of a finite-volume model; the transition density is the critical point in the infinite-volume counterpart. These two critical densities were generally assumed to be equal, but this has turned out to be wrong for deterministic sandpile models. We show they are not equal in a quenched version of the Manna sandpile model either. In the literature, when the transition density is simulated, it is implicitly or explicitly assumed to be equal to either the so-called …
We introduce a family of abelian sandpile models with two parameters $n, m \in {\bf N}$ defined on finite lattices on $d$-dimensional torus. Sites with $2dn+m$ or more grains of sand are unstable and topple, and in each toppling $m$ grains dissipate from the system. Because of dissipation in bulk, the models are well-defined on the shift-invariant lattices and the infinite-volume limit of systems can be taken. From the determinantal expressions, we obtain the asymptotic forms of the avalanche propagators and the height-$(0,0)$ correlations of sandpiles for large distances in the infinite-volum…
The abelian sandpile model defines a Markov chain whose states are integer-valued functions on the vertices of a simple connected graph $G$. By viewing this chain as a (nonreversible) random walk on an abelian group, we give a formula for its eigenvalues and eigenvectors in terms of `multiplicative harmonic functions' on the vertices of $G$. We show that the spectral gap of the sandpile chain is within a constant factor of the length of the shortest non-integer vector in the dual Laplacian lattice, while the mixing time is at most a constant times the smoothing parameter of the Laplacian latti…
We study the Abelian sandpile model (ASM), a process where grains of sand are placed on a graph's vertices. When the number of grains on a vertex is at least its degree, one grain is distributed to each neighboring vertex. This model has been shown to form fractal patterns on the integer lattice, and using these fractal patterns as motivation, we consider the model on graph approximations of post critically finite (p.c.f) fractals. We determine asymptotic behavior of the diameter of sites toppled and characterize graphs which exhibit a periodic number of grains with respect to the initial plac…
We study the sandpile model in infinite volume on $\mathbb{Z}^d$. In particular, we are interested in the question whether or not initial configurations, chosen according to a stationary measure $μ$, are $μ$-almost surely stabilizable. We prove that stabilizability does not depend on the particular procedure of stabilization we adopt. In $d=1$ and $μ$ a product measure with density $ρ=1$ (the known critical value for stabilizability in $d=1$) with a positive density of empty sites, we prove that $μ$ is not stabilizable. Furthermore, we study, for values of $ρ$ such that $μ$ is stabilizable, pe…
The divisible sandpile model is a fixed-energy continuous counterpart of the Abelian sandpile model. We start with a random initial configuration and redistribute mass deterministically. Under certain conditions the sandpile will stabilize. The associated odometer function describes the amount of mass emitted from each vertex during stabilization. In this survey we describe recent scaling limit results of the odometer function depending on different initial configurations and redistribution rules. Moreover we review connections to the obstacle problem from potential theory, including the conne…
We study Abelian sandpiles on graphs of the form $G \times I$, where $G$ is an arbitrary finite connected graph, and $I \subset \Z$ is a finite interval. We show that for any fixed $G$ with at least two vertices, the stationary measures $μ_I = μ_{G \times I}$ have two extremal weak limit points as $I \uparrow \Z$. The extremal limits are the only ergodic measures of maximum entropy on the set of infinite recurrent configurations. We show that under any of the limiting measures, one can add finitely many grains in such a way that almost surely all sites topple infinitely often. We also show tha…
We give an asymptotic formula for the single site height distribution of Abelian sandpiles on $\mathbb{Z}^d$ as $d \to \infty$, in terms of $\mathsf{Poisson}(1)$ probabilities. We provide error estimates.
The Abelian sandpile growth model is a diffusion process for configurations of chips placed on vertices of the integer lattice $\mathbb{Z}^d$, in which sites with at least 2d chips {\em topple}, distributing 1 chip to each of their neighbors in the lattice, until no more topplings are possible. From an initial configuration consisting of $n$ chips placed at a single vertex, the rescaled stable configuration seems to converge to a particular fractal pattern as $n\to \infty$. However, little has been proved about the appearance of the stable configurations. We use PDE techniques to prove that th…
Consider the Abelian sandpile measure on $\mathbb{Z}^d$, $d \ge 2$, obtained as the $L \to \infty$ limit of the stationary distribution of the sandpile on $[-L,L]^d \cap \mathbb{Z}^d$. When adding a grain of sand at the origin, some region, called the avalanche cluster, topples during stabilization. We prove bounds on the behaviour of various avalanche characteristics: the probability that a given vertex topples, the radius of the toppled region, and the number of vertices toppled. Our results yield rigorous inequalities for the relevant critical exponents. In $d = 2,$ we show that for any $1 …
We establish quantitative spherical shape theorems for rotor-router aggregation and abelian sandpile growth on the graphical Sierpinski gasket ($SG$) when particles are launched from the corner vertex. In particular, the abelian sandpile growth problem is exactly solved via a recursive construction of self-similar sandpile tiles. We show that sandpile growth and patterns exhibit a $(2\cdot 3^n)$-periodicity as a function of the initial mass. Moreover, the cluster explodes---increments by more than 1 in radius---at periodic intervals, a phenomenon not seen on $\mathbb{Z}^d$ or trees. We explici…
We introduce a new model of a stochastic sandpile on a graph $G$ containing a sink. When unstable, a site sends one grain to each of its neighbours independently with probability $p \in (0,1]$. For $p=1$, this coincides with the standard Abelian sandpile model. In general, for $p\in(0,1)$, the set of recurrent configurations of this sandpile model is different from that of the Abelian sandpile model. We give a characterisation of this set in terms of orientations of the graph $G$. We also define the lacking polynomial $L_G$ as the generating function counting this set according to the number o…
A popular theory of self-organized criticality relates the critical behavior of driven dissipative systems to that of systems with conservation. In particular, this theory predicts that the stationary density of the abelian sandpile model should be equal to the threshold density of the corresponding fixed-energy sandpile. This "density conjecture" has been proved for the underlying graph Z. We show (by simulation or by proof) that the density conjecture is false when the underlying graph is any of Z^2, the complete graph K_n, the Cayley tree, the ladder graph, the bracelet graph, or the flower…
The leaky abelian sandpile model (Leaky-ASM) is a growth model in which $n$ grains of sand start at the origin in $\mathbb{Z}^2$ and diffuse along the vertices according to a toppling rule. A site can topple if its amount of sand is above a threshold. In each topple a site sends some sand to each neighbor and leaks a portion $1-1/d$ of its sand. We compute the limit shape as a function of $d$ in the symmetric case where each topple sends an equal amount of sand to each neighbor. The limit shape converges to a circle as $d\to 1$ and a diamond as $d\to\infty$. We compute the limit shape by compa…
We show that Zhang's sandpile model (N,[a,b]) on N sites and with uniform additions on [a,b] has a unique stationary measure for all 0 <= a < b <= 1. This generalizes earlier results where this was shown in some special cases. We define the infinite volume Zhang's sandpile model in dimension d >= 1, in which topplings occur according to a Markov toppling process, and we study the stabilizability of initial configurations chosen according to some measure μ. We show that for a stationary ergodic measure μwith density ρ, for all ρ< 1/2, μis stabilizable; for all ρ>= 1, μis not stabilizable; for 1…
We consider the abelian sandpile model and the uniform spanning unicycle on random planar maps. We show that the sandpile density converges to 5/2 as the maps get large. For the spanning unicycle, we show that the length and area of the cycle converges to the hitting time and location of a simple random walk in the first quadrant. The calculations use the "hamburger-cheeseburger" construction of Fortuin--Kasteleyn random cluster configurations on random planar maps.
We consider the abelian stochastic sandpile model. In this model, a site is deemed unstable when it contains more than one particle. Each unstable site, independently, is toppled at rate $1$, sending two of its particles to neighbouring sites chosen independently. We show that when the initial average density is less than $1/2$, the system locally fixates almost surely. We achieve this bound by analysing the parity of the total number of times each site is visited by a large number of particles under the sandpile dynamics.
We show that in abelian sandpiles on infinite Galton-Watson trees, the probability that the total avalanche has more than $t$ topplings decays as $t^{-1/2}$. We prove both quenched and annealed bounds, under suitable moment conditions. Our proofs are based on an analysis of the conductance martingale of Morris (2003), that was previously used by Lyons, Morris and Schramm (2008) to study uniform spanning forests on $\mathbb{Z}^d$, $d\geq 3$, and other transient graphs.
Considering the standard abelian sandpile model in one dimension, we construct an infinite volume Markov process corresponding to its thermodynamic (infinite volume) limit. The main difficulty we overcome is the strong non-locality of the dynamics. However, using similar ideas as in recent extensions of the standard Gibbs formalism for lattice spin systems, we can identify a set of `good' configurations on which the dynamics is effectively local. We prove that every configuration converges in a finite time to the unique invariant measure.
The main result of this paper is a rigorous proof of criticality and an explicit computation of critical exponents for the decay of avalanches in the Abelian sandpile model (ASM) on a large family of infinite graphs. We begin by introducing the notion of criticality of the ASM for limits of finite graphs in local convergence, which naturally leads to the question about criticality of the ASM in the random weak limit. Our main technical ingredient is a sufficient condition for almost sure criticality of the ASM on sequences of finite cacti (i.e., separable graphs whose blocks are cycles or sing…
We give a new simple construction of the sandpile measure on an infinite graph G, under the sole assumption that each tree in the Wired Uniform Spanning Forest on G has one end almost surely. For, the so called, generalized minimal configurations the limiting probability on G exists even without this assumption. We also give determinantal formulas for minimal configurations on general graphs in terms of the transfer current matrix.
Laplacian growth is the study of interfaces that move in proportion to harmonic measure. Physically, it arises in fluid flow and electrical problems involving a moving boundary. We survey progress over the last decade on discrete models of (internal) Laplacian growth, including the abelian sandpile, internal DLA, rotor aggregation, and the scaling limits of these models on the lattice Z^d as the mesh size goes to zero. These models provide a window into the tools of discrete potential theory: harmonic functions, martingales, obstacle problems, quadrature domains, Green functions, smoothing. We…
