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 Didier Sornette, Professor of Geophysics


Didier Sornette 
Mailing Address:

Department of Earth and Space Sciences
University of California, Los Angeles
595 Charles Young Drive East,
Box 951567
Los Angeles, CA 90095-1567

Office:Geology 1693A
Telephone:(310) 825-2863
Fax:(310) 206-3051
E-mail:sornette@moho.ess.ucla.edu
Related Site:UCLA Seismology Lab
Teaching- Earthquakes (ESS 8)
Quick Links:Current Research Interests
Education
Researchers, Post-docs & Students
Publications:Complex Systems
Discrete Scale Invariance & Complex Exponents
Earthquakes & Ruptures
Finance
Books:Mechanisms of Scale Invariance and Beyond
Critical Phenomena in Natural Sciences (Textbook)
- Why Stock Markets Crash?
      -- US edition
      -- Japanese translation
Extreme Financial Risks (Textbook)
   (From Dependence to Risk Management)
Predictions:The future of the USA stock market
Is There a Real-Estate Bubble in the US? (released 3rd June 2005)  
The future of the UK and US real estate market (released March 2003)
A complex system view of why stock markets crash
Scientific Prediction of Catastrophes: A New Approach
The end of the growth era (PDF File) or click here for the technical article
Interviews:UCLA Press release (Dec. 1, 2004): Physicist Applies Physics to Best-Selling Books
Interview with Physics World, July Issue (2003), pp. 8-9.
- Transcription of the interview with FS Newshour, California - Feb. 2003
  (Transcription of the Interview)
UCLA Press release (Dec. 14, 2002): Stock Market Crashes Are Predictable
Essays: Celebrating the Physics of Geophysics, EOS 86 (46), 461,467 (2005)
On Universality
Endogenous versus Exogenous Origins of Crises
Sandpile models (PDF)
  entry in the in Encyclopedia of Nonlinear Science, Alwyn Scott, editor
  (Routledge, An Imprint of Taylor & Francis Group, New York, London, 2004).
  http://www.routledge-ny.com/ref/nonlinearsci/

 Current Research Interest

  NOTE: LAST UPDATE OF THIS PAGE WAS IN FEBRUARY 2006.

PROF. SORNETTE is at ETH Zurich and has a NEW WEBSITE: http://www.er.ethz.ch/
 
 
  • Statistical physics modeling of earthquakes
  • Earthquake source mechanism: from chemical energy storage to mechanical rupture
  • Observational testing of the critical earthquake concepts
  • Rupture in heterogeneous systems: critical versus abrupt rupture; role of the heterogeneity; scaling laws and prediction.
  • Models of self-organization, self-organized criticality and crisis: numerical models and theory
  • Discrete scale invariance and complex exponents: evidence and theory of log-periodicity in rupture and growth processes, out-of-equilibrium systems; implications for predictions
  • Theoretical finance (Derivatives, portfolios, interest rates)
  • Analysis and theory of financial crashes
  • String theory of forward rate curves
  • Turbulence cascade models of stock market prices

Complex systems: my main research effort is devoted to the understanding of complex systems, using a multidisciplinary approach in order to tackle the ever growing complexity of the challenges we have to face for instance in seismo-tectonics, mechano-chemistry, geomorphology, meteorology, volcanology and even finance. From a general standpoint, I aim to understand the ubiquitous intermittent and punctuated dynamics (the fact that processes are not smooth but are often marked by brief bursts of activity interrupting long periods of stasis) presented by many dynamical systems in Natural Sciences. In other words, the question is how simple nonlinear behaviors that can act repetitively may lead to the emergence of complex cooperative behaviors.

Earthquake source: The earthquake source problem is characterized by the complexity coming from repeated interactions between many elemens.   The one-earthquake or one-fault problem is usually thought to be relatively well-understood and the excitement emerges when coupling (via long-range elasticity and relaxation processes) many faults presenting highly nonlinear responses (threshold dynamics) in the presence of rock heterogeneity and fault geometrical complexity. This is the vision that led me to propose an analogy between earthquakes deformations and self-organized criticality about a decade ago and to the recognition that earthquake dynamics offer for the solid earth a complexity and richness (and difficulties!) equivalent or even greater to that of hydrodynamic turbulence (usually considered to be one of the most important and difficult unsolved challenges nowadays).

Crisis: A crisis is defined as the dramatic and rapid change of a system which is the culmination of a complex preparatory stage. Crises have fundamental societal impacts and range from large natural catastrophes such as earthquakes, volcanic eruptions, hurricanes and tornadoes, landslides,avalanches, lightning strikes, meteorite/asteroid impacts, catastrophic events of environmental degradation, to the failure of engineering structures, crashes in the stock market, social unrest leading to large-scale strikes and upheaval, economic drawdowns on national and global scales, regional power blackouts, traffic gridlock, diseases and epidemics, etc.   The outstanding scientific question is how large-scale patterns of catastrophic nature might evolve from a series of interactions on the smallest and increasingly larger scales, where the rules for the interactions are presumed identifiable and known. For instance, a typical report on an industrial catastrophe describes the unprobable interplay between a succession of events. Each event has a small probability and limited impact in itself. However, their juxtaposition and chaining lead inexorably to the observed losses. The common denominator to the various examples of crises is that they emerge from a collective process: the repetitive actions of interactive nonlinear influences on many scales lead to a progressive build-up of large-scale correlations and ultimately to the crisis. In such systems, it has been found that the organization of spatial and temporal correlations do not stem, in general, from a nucleation phase diffusing across the system. It results rather from a progressive and more global cooperative process occurring over the whole system by repetitive interactions. An instance would be the many occurrences of simultaneous scientific and technical discoveries signaling the global nature of the maturing process.

Scientific Prediction of Catastrophes: A New Approach
     essay selected as one of the ten finalist to the James S. McDonnell,
     Centennial Fellowships (november 1998)

 Education

 

1977-81, Ecole Normale Superieure (ENS Ulm, Paris) in Physical Sciences
M.S., 1981, Ecole Normale Superieure (ENS Ulm, Paris, France)
Ph.D., 1985, University of Nice, France

 Researchers, Post-docs & Students

 

Max WERNER (Graduate student)

Wei-Xing ZHOU (Post-doc)


 
595 Charles Young Drive East • 3806 Geology Building • Box 951567 • Los Angeles • CA 90095-1567  
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