Aperiodicity in one-way Markov cycles and repeat times of large earthquakes in faults

A common use of Markov Chains is the simulation of the seismic cycle in a fault, i.e. as a renewal model for the repetition of its characteristic earthquakes. This representation is consistent with Reid's elastic rebound theory. Here it is proved that in {\it any} one-way Markov cycle, the aperiodicity of the corresponding distribution of cycle lengths is always lower than one. This fact concurs with observations of large earthquakes in faults all over the world

Depinning with dynamic stress overshoots: A hybrid of critical and pseudohysteretic behavior

A model of an elastic manifold driven through a random medium by an applied force F is studied focussing on the effects of inertia and elastic waves, in particular {\it stress overshoots} in which motion of one segment of the manifold causes a temporary stress on its neighboring segments in addition to the static stress. Such stress overshoots decrease the critical force for depinning and make the depinning transition hysteretic. We find that the steady state velocity of the moving phase is nevertheless history independent and the critical behavior as the force is decreased is in the same universality class as in the absence of stress overshoots: the dissipative limit which has been studied analytically. To reach this conclusion, finite-size scaling analyses of a variety of quantities have been supplemented by heuristic arguments. If the force is increased slowly from zero, the spectrum of avalanche sizes that occurs appears to be quite different from the dissipative limit. After stopping from the moving phase, the restarting involves both fractal and bubble-like nucleation. Hysteresis loops can be understood in terms of a depletion layer caused by the stress overshoots, but surprisingly, in the limit of very large samples the hysteresis loops vanish. We argue that, although there can be striking differences over a wide range of length scales, the universality class governing this pseudohysteresis is again that of the dissipative limit. Consequences of this picture for the statistics and dynamics of earthquakes on geological faults are briefly discussed.Comment: 43 pages, 57 figures (yes, that's a five followed by a seven), revte

Dragon-kings: mechanisms, statistical methods and empirical evidence

This introductory article presents the special Discussion and Debate volume "From black swans to dragon-kings, is there life beyond power laws?" published in Eur. Phys. J. Special Topics in May 2012. We summarize and put in perspective the contributions into three main themes: (i) mechanisms for dragon-kings, (ii) detection of dragon-kings and statistical tests and (iii) empirical evidence in a large variety of natural and social systems. Overall, we are pleased to witness significant advances both in the introduction and clarification of underlying mechanisms and in the development of novel efficient tests that demonstrate clear evidence for the presence of dragon-kings in many systems. However, this positive view should be balanced by the fact that this remains a very delicate and difficult field, if only due to the scarcity of data as well as the extraordinary important implications with respect to hazard assessment, risk control and predictability.Comment: 20 page

Black swans, power laws, and dragon-kings: Earthquakes, volcanic eruptions, landslides, wildfires, floods, and SOC models

Extreme events that change global society have been characterized as black swans. The frequency-size distributions of many natural phenomena are often well approximated by power-law (fractal) distributions. An important question is whether the probability of extreme events can be estimated by extrapolating the power-law distributions. Events that exceed these extrapolations have been characterized as dragon-kings. In this paper we consider extreme events for earthquakes, volcanic eruptions, wildfires, landslides and floods. We also consider the extreme event behavior of three models that exhibit self-organized criticality (SOC): the slider-block, forest-fire, and sand-pile models. Since extrapolations using power-laws are widely used in probabilistic hazard assessment, the occurrence of dragon-king events have important practical implications