Extreme avalanches in the ABBM model

Extreme value statistics is becoming a popular and well-studied field. Just like the sums of random variables exhibit universality described by the central limit theorem, maxima of random variables also obey a universal distribution, the generalized extreme-value distribution. This is interesting for studying e.g. extreme events in finance (see this paper by McNeil and Frey) and climate statistics (see e.g. this physics paper in Science and this climatology paper).

Having refereed a related paper recently, I’d like to share some insights on the statistics of extreme avalanches in disordered systems. An example are particularly large jumps of the fracture front when slowly breaking a disordered solid. A simple but reasonable model for such avalanches is the Alessandro-Beatrice-Bertotti-Montorsi (ABBM) model, originally invented for describing Barkhausen noise. I already touched upon it in a previous blog post, and will focus on it again in the following.
I’ll show an exact formula for the distribution of the maximum avalanche size in an interval, and connect this result to the universal extreme value distribution when considering a large number of avalanches.

The Alessandro-Beatrice-Bertotti-Montorsi model

When a magnet is submitted to a slowly varying external magnetic field, its magnetization changes not smoothly, but in discrete jumps. These avalanches can be made audible using an induction coil. The resulting crackling signal is called Barkhausen noise. By analysing various features of this signal one can deduce information on material properties, for example residual stress or defect sizes, which is important for applications such as non-destructive testing. In this post, I will discuss a simple model describing the physics of Barkhausen noise. I will explain some of its predictions, including the stationary signal distribution, and sizes and durations of the avalanches.

Stochastic differential equation of the ABBM model

Example of signal generated by ABBM model

As you probably know, a ferromagnetic material with zero net magnetization consists of many magnetic domains. Inside one domain, the spins are oriented in parallel (thus each domain has a non-vanishing magnetization), however the magnetizations of different domains are randomly aligned and cancel out on average.
We will be interested in so-called soft magnets. In these materials domain walls can move quite freely, until they encounter a defect. This means they have a wide hysteresis loop. The dominant mechanism for magnetization is the motion of domain walls (and not the changing of magnetization inside one domain, as for hard magnets).

Alessandro, Beatrice, Bertotti and Montorsi (for details, see ref. [1]) model the change in magnetization under an external field through the motion of a single domain wall transverse to the magnetic field. They propose the following stochastic differential equation for the domain wall position :