GeoComplexity and the Physicsof

Geophysical Monograph Series

Including

IUGG Volumes
Maurice EwingVolumes
Mineral Physics
 Geophysical Monograph Series

84 SolarSystemPlasmas
in spaceandTime]. Burch,]. 103 Measurement Techniques in SpacePlasmas:Fields
H. Waite, Jr. (Eds.) RobertF.Pfaff,JosephE. Borovskj4and DavidT.
85 The PolarOceansandTheir Rolein Shapingthe Young(Eds.)
Global Environment O. M. Johannessen,R. D. 104 Geospace MassandEnergyFlow:Results Fromthe
Muench, and J. E. Overland (Eds.) International
Solar-Terrestrial
Physics
Program James
86 SpacePlasmas:
CouplingBetween
Smalland L. Horwitz,DennisL. Gallagher,
and WilliamK.
Medium Scale ProcessesMaha Ashour-Abdalla, Tom Peterson(Eds.)
Chang,and PaulDusenbery(Eds.) 105 New Perspectiveson the Earth'sMagnetotail
A.
87 TheUpperMesosphere andLowerThermosphere:
A Nishida,D. N. Baker,andS. W. H. Cowley(Eds.)
Reviewof Experiment
andTheoryR. M. Johnson 106 Faulting
andMagrnatism at Mid-OceanRidgesW.
and T. L. Killeen (Eds.) RogerBuck,PaulT.Delane•Jeffrey A. Karson,
and
88 ActiveMarginsandMarginalBasins of theWestern YvesLagabrielle(Eds.)
?acificBrianTaylorandJamesNatland(Eds.) 107 Rivers Over Rock: Fluvial Processes in Bedrock

89 NaturalandAnthropogenic Influencesin Fluvial ChannelsKeithJ. 77nklerand Ellen E. Wohl (Eds.)

Geomorphology JohnE. Costa,AndrewJ. Miller, 108 Assessment of Non-Point Source Pollution in the
KennethW. Potter,and PeterR. Wilcock (Eds.) VadoseZoneDennisL. Cotwin,KeithLoague,
and
90 Physics
of theMagnetopause
PaulSong,
B.U.(•. Tirnothy
R. Ellsworth
(Eds.)
Sonnerup,andM.F.Thomsen (Eds.) 109 Sun-EarthPlasmaInteractionsJ. L. Burch,R. L.
91 SeafloorHydrothermal Systems: Physical, Carovillano,and S. K. Antiochos(Eds.)
Chemical,Biological,and GeologicalInteractions 110 TheControlledFloodin GrandCanyonRobertH.
SusanE. Hurnphris,RobertA. Zierenberg,LaurenS. Webb,JohnC. Schmidt,G. RichardMarzolf, and
Mullineaux, and RichardE. Thomson(Eds.) RichardA. Valdez (Eds.)
92 Mauna Loa Revealed:Structure,Composition, 111 MagneticHelicityin SpaceandLaboratory
Plasmas
History,and HazardsJ. M. RhodesandJohnP. Michael R. Brown,RichardC. Canfield,andAlexeiA.
Lockwood (Eds.) Pevtsov(Eds.)
93 Cross-Scale
Couplingin SpacePlasmas
JamesL. 112 Mechanisms of GlobalClimateChangeat Millennial
Horwitz,NagendraSingh,andJamesL. Burch(Eds.) TimeScalesPeterU. Clark,RobertS. Webb,andLloyd
94 Double-Diffusive Convection Alan Brandt and H. J. D. Keigwin(Eds.)
S. Fernando (Eds.) 113 Faults and Subsurface Fluid Flow in the Shallow Crust
95 EarthProcesses:
Readingthe IsotopicCodeAsish WilliamC. Haneberg,
PeterS.Mozle)•J. CaseyMoore,
Basu and Stan Hart (Eds.) and Laurel B. Goodwin (Eds.)
96 SubductionTopto BottomGrayE. Bebout,David 114 InverseMethodsin GlobalBiogeochemical
Cycles
Scholl,StephenKirb• andJohnPlatt(Eds.) PrasadKasibhatla,
MartinHeimann,PeterRayner,
97 Radiation Belts: Models and Standards J. F. Lemaire, Natalie Mahowald, RonaldG. Prinn,and Dana E.
D. Heynderickx,
andD. N. Baker(Eds.) Hartley(Eds.)
98 MagneticStormsBruceT.Tsurutani,
WalterD. 115 AtlanticRiftsandContinental
Margins Webster
Gonzalez,YohsukeKamide,andJohnK. Arballo Mohriak and Manik Talwani(Eds.)
(Eds.) 116 RemoteSensing ofActiveVolcanismPeterJ.Mouginis-
99 CoronalMassEjectionsNancyCrooker,
JoAnn Mark,JoyA. Crisp,andJonathanH. Fink(Eds.)
Joselyn,
andJoanFeynman (Eds.) 117 Earth'sDeepInterior:MineralPhysics
and
lOO LargeIgneous
Provinces
JohnJ. Mahoney
and Tomography FromtheAtomicto the GlobalScale
Millard F. Coffin (Eds.) Shun-ichiroKarato,AlessandroForte,Robert
lol Properties
of EarthandPlanetary
Materials
at High Liebermann,GuyMasters, LarsStixrude
(Eds.)
Pressure
andTemperature MurliManghnaniand 118 Magnetospheric CurrentSystemsShin-ichiOhtani,
TakehikiYagi(Eds.) RyoichiFujii,MichaelHesse,andRobertL. Lysak
(Eds.)
lO2 Measurement Techniques in SpacePlasmas: 119 RadioAstronomy at LongWavelengthsRobertG.
ParticlesRobertF. Pfaff,JosephE. Borovsk)4
and Stone,KurtW. Weiler,MelvynL. Goldstein,
andJean-
DavidT.Young(Eds.) LouisBougeret
 Geophysical Monograph 120

GeoComplexity and the

Physicsof Earthqua <es

John B. Rundle
Donald L. Turcotte
William Klein
Editors

American GeophysicalUnion
Washington,
Published under the aegis of the AGU Books Board

RobertaM. Johnson,Chair; JohnE. Costa,Andrew Dessler,JeffreyM. Forbes,

W. Rockwell Geyer, RebeccaLange,DouglasS. Luther,Darrell Strobel,
and R. EugeneTurner,members.

Library of CongressCataloging-in-Publication Data

GeoComplexityandthe physicsof earthquakes / JohnB. Rundle,DonaldL.
Turcotte,William Klein, editors.
p. cm -- (Geophysicalmonographseries;no. 120)
Includesbibliographicalreferences.
ISBN 0-87590-978-7
1. Earthquakes--Computer
simulation.I. Rundle,John.II Turcotte,Donald
Lawson. III. Klein, William, 1943- IV. Series.

QE539.2.D36 G46 2000

551.22--dc21 00-030618

ISBN 0-87590-978-7
ISSN 0065-8448

Back Cover: An example of a complexpattern of earthquakesin southern

California.The figure showsthe relativeintensityof seismicactivityduringthe
years 1932-December31, 1991, endingjust prior to the M- 7.4, June28, 1992
Landers,Calforniaearthquake.Relativeintensityis plottedon a scalefrom 0+
(lightestred) to 1 (darkestred).Analysisusingconventional
techniques failedto
indicatethat any specialattentionshouldbe givento the Mojave Desertregion
wherethe earthquakeoccurred.

Copyright2000 by theAmericanGeophysicalUnion
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Washington,DC 20009

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Printed in the United States of

 CONTENTS

Preface
J. B. Rundle,D. L. Turcotte,and William Klein ........................................ ix

Introduction
JohnB. Rundle,Donald L. Turcotte,and William Klein .................................. 1

Models

Deterministic Chaos in two State-variable Friction Sliders and the Effect of Elastic Interactions
Thorsten •4,. Becker ............................................................ 5

Spring-block
Modelsof Seismicity:
Review
andAnalysis
of a Structurally
Heterogeneous
Model
Coupledto a Viscous
Asthenosphere
]on D. Pelletier ............................................................... 27

Statistical
Analysis
of a Modelfor EarthquakeFaultsWithLong-range Stress Transfer
W. Klein,M. Anghel,C. D. Ferguson,
J. B. Rundle,andJ.S.S• Martins...................... 43

Traveling
WaveandRough
FaultEarthquake
Models:
Illuminating
theRelationship
Between
SlipDeficitandEventFrequency
Statistics
SusannaJ. Gross ............................................................. 73

A Statistical
Physics
Approach
to Earthquakes
D. L. Turcotte,W. I. Newman,andA. Gabrielov ...................................... 83

Earthquakes:
Frictionor a PlasticInstability?
D.C. Roberts and D. L. Turcotte .................................................. 97

LatticeSolidSimulation
of the Physics
of FaultZonesandEarthquakes:
TheModel,
Results,and Directions
P.Mora, D. Place,S.Abe, andS.Jaum• ........................................... 105

Patterns

Dynamics
of Seismicity
Patterns
in Systems
of Earthquake
Faults
JohnB. Rundle,W. Klein,KristyTiampoandSusanna
Gross ............................ 127

Constraintsfrom Fieldand LaboratoryData

Microscopic
andMacroscopic
Physics
of Earthquakes
Hiroo Kanamori and ThomasH. Heaton ........................................... 147

DepthDependent
Rupture
Properties
in Circum-Pacific
Subduction
Zones
SusanL. BilekandThorneLay .................................................. 1
CONTENTS

Effects
of Loading
RateandNormalStress
on Stress
DropandStick-Slip
Recurrence
Interval
StephenL. Karnerand ChrisMarone ............................................. 187

Changes
in Earthquake
Size-Frequency
Distributions
Underlying
Accelerating
Seismic
Moment/EnergyRelease
Steven C. Jaum• ............................................................ 199

Observationof Systematic Variationsin Non-localSeismicity Patterns fromSouthernCalifornia

K. F.Tiampo,J. B. Rundle,S. McGinnis,S.J. Gross,and VII.Klein ........................ 211

ComputationalMethods
Introducing
a NewParadigm
for Computational
EarthScience:
A Web-Object-Based
Approach
to EarthquakeSimulations
GeoffreyC. Fox,KenHurst,AndreaDonnellan,andJayParker .......................... 219

ModelingComplexCrustalProcesses
William J. Bosl ............................................................. 245

CrustalFluidsand Earthquakes
William J. Bosl and Amos Nur ..................................................
 PREFACE
Earthquakesin urban centersare capableof causing
enormousdamage. The January 16, 1995 Kobe, Japan
earthquakewas only a magnitude6.9 event and yet pro-
duced an estimated$200 billion loss. Despite an active
earthquakepredictionprogramin Japan,this event was a
completesurprise.Similar scenariosare possiblein Los
Angeles, San Francisco,Seattle,and other urban centers
aroundthe Pacific plate boundary.The developmentof
forecastor predictionmethodologiesfor thesegreat dam-
agingearthquakes hasbeencomplicatedby the factthatthe
largesteventsrepeat at irregularintervalsof hundredsto
thousandsof years,resultingin a limited historicalrecord
thathasfrustratedphenomenological studies.The papersin
thisbook describean emergingalternativeapproach,which
is basedon a new understanding of earthquake physicsaris-
ing from the constructionand analysisof numericalsimu-
lations. With these numerical simulations, earthquake
physicsnow can be investigatedin numericallaboratories.
Simulationdatafrom numericalexperimentscanbe usedto
developtheoreticalunderstanding that canbe subsequently
appliedto observeddata.Thesemethodshavebeenenabled
by the informationtechnologyrevolution,in which funda-
mental advancesin computingand communications are
placingvastcomputational resourcesat our disposal.
Many of our colleagueshaveexpressed to us the feel-
ingthatan excitingnew kind of scienceis beingborn,a sci-
ence of GeoComplexitythat focuseson the temporaland
spatial evolution of strongly correlated earth systems.
Within this new scienceof GeoComplexity,the study of
earthquakeswill play a central role, encompassing as it
does ideas of self-organization,nucleation,critical phe-
nomena,self-organizedcriticality,and emergentstructures
and phenomena.Many of the resultsand methodsthat are
discussed in thisbook arebeginningto havea majorimpact
on otherareasof physicswell beyondearthscience.In par-
ticular, ideasabout scalingregimesand friction are being
usedasparadigmsin explainingthebehaviorof otherkinds
of thresholdsystemsthat displaysuddentransitionsand
"avalanche" phenomena,suchasneuralnetworksin biolo-
gy, driven foams, charge density wave semiconductor
devices,superconductors,
and even the expansionof the
early universe.
In thismonograph,we havecollecteda numberof arti-
clesthat describerecentadvancesin the understanding of
earthquakephysics,togetherwith suggestions for new
researchdirectionsand new ideasthat might be exploited
by subsequent investigations.The greatmajority of these
articlesuse the conceptthat earthquakefault systemsare
characterized by stronglycorrelateddynamics,givingrise
to the observedscalinglaws, correlations, and space-time
patterns.We hope that the papersin this volume, which
grewoutof a seriesof AGU specialsessions on the Physics
of Earthquakes,will help to communicatesome of the
excitementwe feel about the emergenceand promiseof
this new field of research.We believethat the papersthat
we havecollectedherewill be accessible to a broadrange
of earthscientists.We furtherhopethat amongthe readers
of this book will be scientistswho, althoughnot familiar
with GeoComplexity,will nonetheless be stimulatedto find
out more.We encouragereadersof this monograph,partic-
ularly studentsandyoungscientists, to exploretheseideas
ontheirown,andto contributeto thisrapidlygrowingbody
of literature.
Most of our work andthat of our colleagueshasbeen
funded by a variety of federal agencies,including the
National Science Foundation,the U.S. Department of
Energy, the National Aeronautics and Space
Administration,the National Oceanic and Atmospheric
Administration, and the Office of Naval Research.Without
the generoussupportprovidedby theseagencies,the work
describedin thismonographwouldnot havebeenpossible.
J. B. Rundle
ColoradoCenterfor Chaosand Complexity,and CIRES
D. L. Turcotte
Cornell University
W. Klein
Boston
 Introduction

John B. Rundle
Colorado Centerfor Chaos& Complexity,& CIRES

Donald L. Turcotte
Cornell University

William Klein
Boston University

Earthquakephysicsis a very broad topic, and only a scalesextending

overtimeintervals
of 10'3seconds
to days,
subsetof subjectsis coveredin thismonograph.The major and over length scales of centimetersto meters. We
focus is the contributions that studies in the new field of therefore have a critical need to understand how these
GeoComplexity,which dealswith the physicsof chaotic physicalprocesses thatoperateon the laboratoryscalescan
andcomplexearthsystems, havemadeto theunderstanding be connectedto the processesthat we observeon much
of the physicsof earthquakes.The relevant aspectsof larger and longer scalesin field situations.Some of the
GeoComplexity are fractals and chaos, together with spatialscalesfor physicalfault geometriesinclude:
nucleation and critical phenomena, self-organized
criticality, and more generally,self-organizingcomplex Themicroscopic
scale(- 10'6 m to 10• m) associated
systems.The dynamicsof the stronglycorrelatedsystems withstatic
anddynamic
friction
(theprimary
nonlinearities
studied in GeoComplexityare characterizedby a large associatedwith the earthquakeprocess).
multiplicityof spatialandtemporalscales,and earthquakes Thefault-zonescale(- 10'l m to 1• m) that features
areno exception.Strongcorrelations leaddirectlyto space- complex structurescontainingmultiple fractures and
time clustering of earthquakes,self-organizationand crushed rock.
scaling. Examples of the latter include the Gutenberg- Thefault-system scale(102m to 104m), in whichfaults
Richter magnitude-frequency relation,and the Omori law areseento be neitherstraightnor simplyconnected, but in
for aftershocks (andforeshocks).More generally,nonlinear which bends,offsettingjogs and sub-parallelstrandsare
fault instabilityprocessesqualitativelysimilarto frictionare common and known to have important mechanical
knownto be physicallysignificantfrom themolecularscale, consequences duringfault slip.
on time intervalsof lessthan 104 seconds
andlengthsof Theregionalfault-network scale(104m to 10sm), where
Angstroms
(A), to platemotionscales,
ontimeintervals
of seismicityon an individual fault cannotbe understoodin
106yearsandlengthsin excessof 1000km. The physical isolationfrom the seismicityon the entireregionalnetwork
processesdirectlyassociated
with faultingandseismology, of surrounding faults, and where concepts such as
includingnucleationand quasi-staticcrustaldeformation, correlation length and critical state borrowed from
occur over time intervals of fractions of seconds to statistical physics have led to new approachesto
thousandsof years,and lengthsof metersto hundredsof understanding regionalseismicity.
kilometers. The tectonicplate-boundary scale(10sm to 107 m), at
By contrast,laboratoryexperiments
on frictionalsliding which PlanetaryScale boundariesbetweenplatescan be
of rock samplesare usually carried out over bench-top approximatedasthin shearzonesandthe motionis uniform
at long time scales.

In GeoComplexity,the dynamicalsystemsunderstudy,
GeoComplexity andthePhysicsof Earthquakes
such as earthquakesand earthquake faults, cannot be
GeophysicalMonograph120
Copyright2000 by theAmericanGeophysical
Union understood
deterministically.
Insteadthescientific
2 INTRODUCTION
are focussedon usingmethodsof nonlinearand statistical
mechanicsto understand the stochasticprocesses involved,
anduponcharacterizing andunderstanding the space-time
pattemsof activitythatoccur.The usualscientificmethods
are still applied,in which hypothesesare formulatedbased
on data,predictions aremadeandtestedwith new data,and
the resultsfed backintoformulatingnew hypotheses. In the
new methodsassociatedwith GeoComplexity,there are
now often intermediatestepsthat involvethe construction
and analysis of numerical simulations,together with
considerationof universalbehaviorand processesthat arise
in otherdiversenonlineardynamicalsystems. As appliedto
earthquakes, thesequestionswould relateto:
Cataloging and understanding the nature and
configurationsof space-timepatternsof earthquakes, and
examining whether these are scale-dependent or scale-
invariantin spaceandtime. Certaincharacteristic patterns
may indicatethat a given eventis a candidateforeshockof
a future, largerevent.
Developingand testingpotentialearthquakeforecast
algorithms,basedprimarily upon the use of space-time
patternsin the fault systemof interest.
Understanding thephysicalconditionsthatallow space-
time coarse-grainingof sub-grid scale processes,and
whethertheseprocesses canbe representedascorrelatedor
uncorrelated noise.
Developing the theoreticalframework to integrate
diversedataandextrapolateexistingdatain spaceandtime
so that model predictions can be tested with new
observations("Model-BasedInference").
Developingan understanding of hardware,softwareand
algorithmicissuesin computationalsupportfor multi-scale
scienceandengineering simulationswhichare of pervasive
importancein many fields.
Pastearthquakeresearchhasoften focusedon problems
that displayonly a limited range of spatialand temporal
scales. The examples discussed previously include
laboratory studiesof friction at the bench-topscale and
crustaldeformationat the plate boundaryscale.However,
the Gutenberg-Richterand Omori scalinglaws, the scale-
invariantphysicalstructureof faultzones,andobservations
that seismic events cluster at all spaceand time scales
investigated,all imply that multi-scaleprocessesare at
work. In most other areas of science in which multi-scale
processes dominate,large-scalecomputingapproaches have spinodalthatis seenin first-orderthermalphasetransitions.
had a significantand lastingimpact.It is highly likely that Gross uses a slider-blockmodel, togetherwith a slip-
a computational approachto the earthquakeproblemin the
spirit of GeoComplexitywill enablemajor advancesin
earthquakescience.A classicexampleof fractalstatistics, explainthe behaviorof slider-blockmodelsin termsof an
or scaling laws, is the Gutenberg-Richterfrequency- inverse cascadeand a mappingof a fractal network
magnituderelationfor earthquakes. First observedin the
United Statesin 1942 (a similarobservationalrelationhad
been observedearlier in Japanby Ishimotoand Iida), the
frequency-magnitude relationcanactuallybe interpretedas
a power-lawscalingrelationfor cumulativefrequencyof
occurrenceof earthquakes havinga seismicmomentlarger
than some value Mo. Similar scalinglaws are the Omori
relation for aftershocks,and the more recentlydiscovered
Bufe-Varnes relation for pre-seismicactivation.During
much of the 20th century, the focus in earthquake
investigationswasof necessityon observationally oriented
research.However,asthe21stcenturydawns,andwith it the
adventof the InformationAge, the focusis shiftingin part
towards the implementationand analysisof numerical
simulationsof earthquakesandothertectonicphenomena.
Sinceall of thesesystemsare fundamentallynonlinearin
character,andmostof them are high-dimensionalcomplex
systems,
a varietyof new techniques
mustbe developed
to
make senseof the simulation data, then usedto understand
observed data. Some of these methodologies are
applicationsof existinganalyticaltechniques
from similar
areasof statistical
physicsandchaoticsystems, but others
are new.
Oneof themostrapidlydevelopingareasis the analysis
of slider-blockmodels of earthquakefaults. Since it was
first introducedby Burridgeand Knopoff in 1967, the
nearest-neighborslider-block model has grown in
popularityas a simplemodel for the behaviorof faults.
Dependingon the parameters
used,eventhe simplestof
these models have been shown to exhibit chaotic behavior.
Forexample,a pairof interacting
sliderblocksdemonstrates
classicaldeterministic
chaoswith a perioddoublingrouteto
chaos.Slider-blockmodelshavingmanyinteracting blocks,
both with and without inertia, have now been analyzed
extensively.Slider-blockmodelsand related approaches
form a major part of this volume. For example,Becker
examines in detail the chaotic behavior of a slider-block
model. Pelletier argues that realistic simulationsof
earthquakes using slider-block models require both
structuralheterogeneityand a viscousinteraction.Klein et
al. showthatthe scalingstatistics
andnonlinearbehaviorof
largearraysof sliderblockswith heterogeneous frictioncan
be understoodandpredictedin the limit wheneachblock
interactswith many other blocks. These modelshaving
long-rangeinteractionsare genericallycalled meanfieM
models and lead to the appearanceof the samekind of
dependentfrictionalmodel (travelingdensitywave model)
to understandthe earthquakeruptureprocess.Turcotteet al.

percolationclusters.Robertsand Turcotteargue that a
plastic instability mechanisms proposed for deep
earthquakesis also applicable to crustal earthquakes.
Finally, an alternativesimulationmodelis the latticesolid
model,which is a particle-based computation thatmodels
thephysicsof faultgouge.Mora et al. discussthe abilityof
thismodelto reproduceobservedseismicphenomena. One
of the fundamentalobservations of earthquake physicsis the
tendency of seismicityto form space-timeclustersof
activity.Rundleet al. discussmethodsof analysisthatrely
on the decomposition of seismicityinto sumsover space-
timeeigenvectors (eigenpatterns) of a correlationoperator.
They further show that the temporal behavior of the
seismicitydefinesan apparent"patterndynamics"thatcan
be used to forecastfuture activity in relatively realistic
simulationsof earthquakefault systems.
Explainingand predictingthe inter-relationships of
physical variablessuch as stress,strain,displacements,
temperatures, changes in gravityor densityobserved in field
and laboratorydata is the primary goal of modelsand
simulations.The problemwith which we are frequently
faced in earthquakescienceis that the data that we can
observeare not thesephysicalvariables.For example,it is
easy to observe epicenters, occurrencetimes, and
magnitudes of earthquakes, but not the failurethresholds,
space-time variations
in stressfield, loadingratesandother
factorsthat leadto the earthquakes. Selectedobservations
and laboratorydata that serveto constrainthe physical
processes in earthquakes arecriticalto testingthe success
andvalidity of the models,andeventuallyfor assimilation
into the simulations. Kanamori and Heaton use observations
andinferences for the energybudgetof deepearthquakes to
constructa model for frictionthat involvesfrictionalheating
andmeltingon the fault surface.They proposea two-stage
process in whichslipoccursat onevalueof kineticfriction
until an effectiveslidingdistanceis reached,afterwhichthe
kinetic friction coefficient falls to a new, much lower value
asa resultof melting on the slidingsurface.Bilek and Lay
find a systematicdepthdependenceof the sourcerupture
durationof deepsubduction earthquakes thatany modelfor
deep seismicitymust explain. Karner and Marone report
laboratorystudiesof stick-slipbehavioron bare granite
surfacesemphasizing the role of surfacehealing.One of the
mostpromisingapproaches to earthquake forecastingis the
RUNDLE, TURCOTTE, AND KLEIN 3
observedacceleratingprecursoryseismicmoment/energy
release. Jaum6 discusses the relevant observations and uses
modelsto interpretthe data to define underlyingcauses.
Finally, Tiampo et al. apply the methodsdevelopedby
Rundle et al. and find that systematic variations in
seismicitycan be found to precedemajor earthquakesin
southern California.
Friction laws of the kinds proposedby Kanamori and
Heaton and by Karner and Marone are now finding their
way into modeling codes,that are in turn being used to
carry out realistic simulationsof the fault systemsin
southernCalifornia.Papersin the final sectionpointoutthat
new advancesin computationalmethodsenablemanynew
approaches to the modelingand simulationof earthquakes
and other crustalprocesses.Fox et al. give a detailed
ßsummaryof the state-of-the-art of developments in modern
Web-basedcomputing,focusingspecificallyon Object-
Broker systemsand computational"middleware."The
emergenceof these methodsare a direct result of the
rapidity with which the Web has come to dominateall
aspectsof computingand informationtechnology.Bosl
presentsa detailed finite element discretizationfor the
thermoporoelastic continuumequationsapplicableto the
behavior of the crust. Bosl and Nur incorporatethe pore
pressure in considering theporoelastic responseof the crust
followingthe 1992 Landers,Californiaearthquake.
Looking at progressin the recentpast, it is clear that
research in GeoComplexity and earthquake physics
represents an extremelypromisingdirectionfor the future.
The new tools of analysis and interpretation that
GeoComplexityhasprovidedto us haverevealeda wealth
of new informationon problemsthat had previouslybeen
resistantto understandingand solution.The papersin this
volume describeonly a small subsetof recentresults,but
neverthelessprovidea clear indicationof the interestand
vitality in the field. GeoComplexity,this new marriageof
geoscience, nonlinearand statisticalphysicstogetherwith
moderninformationtechnology,promisesto revolutionize
the way in which we view and understand the nonlinear
dynamicsof the complexearthsystem,aswell asthe roles
of itsmanycomponentparts.Froma personalperspective,
we feel extremely fortunate to have experiencedthe
excitementof partcipatingin the birth anddevelopmentof
this entirelynew field of
 Deterministic Chaos in two State-variable Friction Sliders and the Effect of
Elastic Interactions

Thorsten W. Becker

Departmentof Earth and Planetaw Sciences,Harvard University,Cambr•idge,

Massachusetts,
USA

It is demonstratedthat a quasistaticslider model with two state-variable

rate and state dependentfrictionshowschaoticdynamicsin the deterministic
sense.The irregularsystembehaviorcan be reducedto a one-dimensional,
unilnodalmappingwhichexplainsthe existenceof universalperioddoubling
sequences in the stick-slipcyclesen routeto chaos. This property further-
more allows the approximateprediction of time intervals between sliding
events.Lyapunovexponentsand periodogrambranchesdependon the con-
trol parameter,the loadpointcoupling,in a self-similarway. Thus,the single
slider is a goodexampleof low-dimensional chaosin a homogeneous system,
possiblyimplyinga microscopic soumeof irregularityfor earthquakesin na-
ture. However,the slidingpatterns of interactingslider modelsare found
to be dominatedby perturbationwavephenomena.The wavelengthof the
asperitiesthat are formedalonga sliderchain("fault") increases with the
strengthof the springcouplingbetweensliders.This couldimply a regular-
izing effectof interactions,but instabilitiesprohibit the explorationof the
full parameterrangefor coupledsliderswithout damping.
1. INTRODUCTION Schmittbuhlet al., 1996]. However,I will proceedto
examine rate and state friction under the assumption
Laboratory rock sliding experiments initiated by Di-
that these laws are also relevant for seismicity in nature.
eterich[1979]and Ruina [1980]haveled to the estab- Only simplified quasistatic slider models and elastic in-
lishment of semi-empirical laws that describethe depen-
teractions will be considered. My models, therefore,
dence of the friction coefficient on the rate and history
do not capture all important processesfor faulting in
of sliding. These "rate and state dependent" laws can
nature, but this simplicity will allow us to gain some
explain most of the laboratory observationsfor a range
physical insight into what lnight be a part of the com-
of materialsand parameters[for a recent review, see plex earthquake system.
Marone, 1998], and there has been progressin the ap- In the laboratory experiments, complicated stick-slip
plicationto seismicityin nature [e.g., Dieterich, 1994; sequenceshave been studied in which slow shear stress
$cholz, 1998]. Yet, it is still not entirely clear if and increasesand vanishing sliding velocities alternate with
how the microscopicresultsfrom samplesizesof.O(cm)
rapid stress drop and slip. The underlying sliding and
and slidingvelocitiesof O(y,m/s) can be scaledto real
history dependence of the friction coefficient, which was
faultswith lengthsof O(km) andspeeds of O(m/s) [e.g.,
formerly reduced to a "static" and a "dynamic" value,
can be studied as a microscopic source leading to the
observedseismiccyclesin fault zonesin nature [e.g.,
GeoComplexityandthe Physicsof Earthquakes Rice and Tse, 1986]. Usually,one "state-variable"laws
GeophysicalMonograph120 suffice to explain the observed deviations from the tra-
Copyright2000 by the AmericanGeophysicalUnion ditional concept of static and dynamic friction.
6 CHAOS IN FRICTION
simplest mathematical model which mimics stick-slip
with one state-variable friction is a one degree of free-
dom slider that is spring-coupled to a steadily progress-
ing load point. When inertia is neglected, the resulting
quasistatic system of non-linear, ordinary differential
equationsis two-dimensional(2-D), i.e., it is fully de-
termined by two initial conditions, for example, stress
and sliding velocity.
The linear and non-linear stability of this slider sys-
tem with respect to perturbations has been studied pre- resultingplots resemblethosefor the logisticmap [e.g.,
viouslyJR'ice and Ruina, 1983;Gu et al., 1984;Cornberg ilia.t/, 1976] and demonstratepeculiarfeaturesof non-
et al., 1998; Ran.fith and Rice, 1999], and I will con- linear dynamics such as universal period doubling cas-
sider these equations as a starting point for slightly in-
creased complexity. More complicated system behavior
can arisewheninertia [e.g.,Rice and Tse, 1986],con-
tinuuminteractions[e.g.,HorowitzandRuina, 1989],or
a secondstate-variable[Gu et al., 1984; Gu and Wong,
1994;Zhirenand Chen,1994]are considered.The latter
approach results in the introduction of one additional
degree of freedom, and it seems that this is required
by somelaboratoryobservations[e.g.,Ruina, 1980;Di-
eter•ich,1981; Gu et al., 1984; Blanpied and Tullis, 1986;
Gu and Wong, 19941which show that a singlestate-
variable friction law might be insufiicicnt to interpret
the data.
Here I will focus on a quasistatic slider model with
two state-variables so that the effect of this
rive relation can be studied in isolation from other pro-
cessessuch as dissipation or the effect of inertia. Also,
I will not be considering pre-existing heterogeneities,
be it in the initial conditions(pre-loading)or the
terial properties. Mathematically, the resulting three
dimensional(3-D) phasespacedynamicsare no longer
limited to fixed points (correspondingto stable sliding
in the rock friction experiments) or limit cycle oscil-
lations (stick-slip "carthquakcs").It was notcd earlier
that friction measurements from the laboratory and the
corrcsponding numerical models show period doubling
cascadcs toward irregularity for certain parameter val-
ues [Ruina, 1983; Gu et al., 1984; Cu and Wong,1994].
More recently,Z,5irenand Chen [1994]studieda two
state-variable slider numerically and suggestedthat the
irregular state which is reached by successiveperiod
doubling bifurcations might be chaotic. However, they
failed to demonstratequantitative period doublingcon-
clusively.
This paper will show how the irregular system be-
havior of a one slider, quasistatic, two state-variable
system can be quantified and how certain parameter
settings can lead to chaos in the strict deterministic
sense. Further, it will be demonstrated that the 3-D
dynamics of the chaotic state can be reduced to a one
dimensional, unimodal mapping. This allows the
proximate prediction of the time intervals between slid-
ing events. As shownby Feigenbaurn[1978],the ex-
istence of this low-dimensional structure is the reason
that a universal period doubling route is realized. The
convergenceof the control parameter intervals for bi-
furcations is extracted using "periodograms" that are
derived from Poincare sectionsof the phase space. The
cades and intermittent period-three windows. Both the
period bifurcations and the Lyapunov exponents de-
pend on the controlling load point stiffness in a self-
similar way. The slider system thus turns out to be a
good example of low-dimensional deterministic chaos.
However, when next-neighborinteractions for coupled
sliders are taken into account, the resulting perturba-
tion waves dominate the sliding heterogeneities,and
regularizing effect is observedwith increasingcoupling
stiffness.
2. THEORETICAL BACKGROUND
This section will discussthe mathematical properties
constitu- and governing equations of the quasistatic two state-
variable slider model and briefly review some measures
of irregularity in non-linear dynamical systems.
2.1. Model Definition
We, can write a constitutive law for rock interface fric-
tion at constant normal stress in terms of the shear
stress, •-, as a function of sliding velocity, V, and two
"state-variables", 0• and 02:
2
(1)
i=1
The material and environment(e.g., temperatureand
gouge width) dependent parameters A and Bi con-
trol the character of the velocity dependenceof fric-
tion (weakeningor strengthening),and the criticalslip
lengths, Li, are relevant for stability. For simplicity, we
assumeA, Bi, and Li are constant.Further, V, and •-,
denote a referencevelocity and stressrespectively,and
the 0i as well as V depend on time, t. When the fric-
tion law is castin the form of eq. (1), the
 BECKER 7

can be interpreted as averagecontact lifetimes for slid- K

ing surface roughness. The Oi were introduced by the Vo
experimentersto fit, the observedexponentialdecaypro-
cessestogether with an evolution law like: '!•=• g•01,02)

dOi-77l/Oiln(VOi)
' (2) Figure 1. Cartoon of the one degreeof freedom slider sys-
wherewehaveusedthe Ruina ("slip")version[see,e.g., tem. The block is pulled at constant rate V0 and the friction
at the contact interface follows a two state-variable rate and
]liarone, 1998, for discussion
1. Inertia-free load point
state dependent law.
couplingwith fixed load point,velocity 1• and coupling
stiffness K > 0 can be written as:
parameter, the non-dimensionalized stiffness n.
dr
2.1.1. Stability. The steady state for the model sys-
d! K(V0
- V), (3) tem corresponds to a fixed point in phase space for x,
and the only solution to
and completesour model equationsystemfor stick-slip
(seeFigure 1).
F(x) -- 0 (9)
We can non-dimensionalize eqs.(1), (2), and (3) by
introducing the following variables [slightly modified is x -- 0 with the physical interpretation of steady slid-
from Gu et al., 1984]' ing along at the speed of the load point. Rice and Ruina
[1983]give a generalcriterionfor the linear stability of
x -- In V•, Y= A this fixed point for a class of rate and state type fric-
tion systems. Let us consider constant load point ve-
Bi KL•
.•i n -- locity, x - 0 (correspondingto slow aseismiccreepof
A A
a fault), and a suddenperturbationin slidingspeed,x,

z--•21n(1/•02)
L• say due to a passing seismic wave. For very stiff cou-
L2 P -- L2 pling with large values of n, x = 0 is a linearly stable
T V*t. state and small perturbations will die out. Yet, when
L• n is decreased below a critical value, nor, the system
undergoes a Hopf bifurcation. This means that the spi-
The resultingequationsthat constituteour model are: raling attraction of the fixed point is transformed into a
limit cycle, and further to a repelling spiral where small
t9 - ex((/•x-1)x+y-z)+•-z; (4)
perturbations from x: 0 move away froin the origin
•0- (1-ex)n (5) without bounds. The system has then become unstable.
- (6) Gu et al. [1984]haveappliedRiceand Ruina [1983]'s
criterion to eqs. (4) to (6) and discussseveralgeneral
where dotted quantities are derived with respect to
properties of the two state-variable friction law. Here,
rescaled time T, and we have set the load point ve-
I will only state that their formula for the critical stiff-
locityV0to V, withoutlossof generality.Equations(4)
ness, (2) translates
ncr, to myscaling
as
to (6) describethe frictionsystemin termsof the non-
dimensionalizedquantities velocity,x, stress,y, and sec-
ond state-variable, z. In shorthand we can write

5c--F(x) with x-(x,y,z). (7)

Gu et al. [1984]state that the choice (n::'

+p2(.2
- 1))2
}•]/[2+2p].
(10)
•--1 /32-0.84 and p-0.048 (8) n[}) denotes
thecriticalstiffness
of a onestate-variable
law
for three of the four remainingfree parametersis appro-
priate to reproduceexperiments
of Ruina [1980].Keep-
•[};- •x - 1 (11)
ing these numbers fixed, the system behavior for a cer- and eq. (10) transformsinto eq. (11) for p : 1 and
tain initial value is fully characterized by the control •2 = O. All control parameter values in this paper
8 CHAOS IN FRICTION
be given in dimensionlessform as a fraction of the crit-
ical stiffness
.
where
•(•2•)
• 0.08028
forthechoice
ofparameters
(8).
Only the normalizedquantity •' is independentof any
non-dimensionalization scheme and
(13)
is the condition for a linearly unstable system.
There hasnot beena comprehensive parameterstudy
for the two state-variable quasistaticslider equations
yet, althoughBlanpiedand Tullis [1986]exploredsta-
bility surfacesand Gu and Wong [1994]conducteda
range of laboratory and numerical experiments. It is
thus not clear if the system properties under considera-
tion here are general,intrinsic featuresor if they depend
strongly on the fine tuning. In addition, other issues
suchas the questfor the right evolutionlaw (eq. (2))
remainunresolved[e.g.,]liarone,1998].At thisstage,it
seems reasonable to be foremost consistent with the lit-
erature [Gu et al., 1984],and I will assumethat generic merical realization of this method has to include fre-
aspectsof the friction law (eq. (1)) are capturedby the quent re-normalization to obtain accurate results. An
particular parameterchoice(8). alternative approachto quantify stretchinghas become
2.1.2. Numerical irn,plementation.A step size con- standardand was proposedby Benettin et al. [1980]:
trolled Cash-KarpRunge-Kutta scheme[Presset al., for 3-D, the schemeis basedon tracking the evolution
1993]wasusedto solvethe systemof equationsnumer- of three orthogonalvectors,Yi, which can be approxi-
ically. The integration routine has been benchmarked, mated by
was compiled at double precisionmachinenumber rep-
resentation,and set to a precisionbetter than 10-8 and
an accuracybetter than 10-7 for singleand coupled
sliders respectively.
2.2. Measures of the Irregular System State
Various tools have been developedto quantify the ir-
regularity of non-linear dynamical systemssuch as the
one realizedby our set of model equations[e.g., Ott,
1993]. Changesin the systemvariableswith time can
be describedas Lagrangian flow of state points forming
a trajectory in phasespacefrom x to x •. Calculating
Lyapunov exponentsfor that flow then gives: a) a de-
scription of the dynamic stretching of a small sphereof
radius r0 around any initial condition x0, and, by in-
ference,b) a way to determinethe dimensionalityof an
attracting limit object if sucha thing exists for bounded
trajectories.
Consideringa) first, the vigor of mixing and stretch-
ing of the initial conditions-sphere tells us about the
irregularity of the system evolution from different start-
ing points. The time evolution of the major axes
(eigendirections)ri of the ellipsoidthat results from
stretchingin a 3-D flow can be written in the Floquet
form as:
ri(T) crroexp(hiT) with i: 1,2,3. (14)
This definesthe Lyapunov exponentshi, so that
T_• • In r0 . (15)
We will sort accordingto h• > h2 > h3. Under the as-
sumptionthat the systemis ergodic,the time-averaging
of eq. (15) shouldbe equivalentto an ensemble
average
over different initial conditions x0, and the values for
hi are taken as representativeof the flow in general.
h• > 0 correspondsto exponentiallyfast divergenceof
initial conditionsin one direction, the so called "butter-
fly effect".
When the system equations are known the hi can be
approximated by averaging the singular values of the
Jacobian matrix which gives a linearized versionof the
flow F(x). Sincethe propertiesof the systemlead to
rapid growth and st•rinkageof matrix elements,a nu-
•i(T) = Jlx(•')yi(T) with i: 1,2,3, (16)
where is the JacobJan
of F at the positionto
which initial condition x0 has moved at time T. When a
Gram-Schmidt ortho-normalizationis applied to the Yi
at time intervals 6T to avoid overflow, approximations
for hi can be obtained by
(17)
Here, 1 denotes the number of times the test vectors
havebeennormalized.
a(•
¸ isthe/-dimensional
"vol-
ume"of the parallelepiped
spanned
by the y•... Yi vec-
tors(i.e., lyxl, lyx x y21,and (y• x y2) 'y3 for i= 1,
i - 2, and i - 3 respectively)beforethe kth normaliza-
tiontookplace[see,e.g.,Ott, 1993,p. 138].TheBenet-
tin et al. [1980]methoddescribed abovewasimple-
mentedby analyticallycalculatingthe Jacobian,evalu-
atingit at the x(T) locationobtainedby stepsizecon-
trolledRunge-Kuttaand propagatingthe Yi by the Eu-
ler method. 1 and 6T were usually on the order of

and 50 respectively, and the integration along trajec-
tories was stopped when changes for the hi converged
below 10 -6.
The connection between Lyapunov exponents and
fractal dimension of objects attracting trajectories is
the conjectureof Kaplan and Yorke [1979]. Theseau-
thors demonstrated that it is likely that the informa-
tion dimensionand the quantity D•-y (the Lyapunov
or Kaplan-Yorke dimension)are identical. DKy is given
by
D
D•½¾ 1 ,/•1
..=hi
- D4 [hD+•]
where
D isthelargest
integer
forwhich
•i• hi > O.
D•,ry is therefore a convenient geometrical measure of
objects in phase space if Lyapunov exponents can be
calculated readily.
3. RESULTS AND DISCUSSION
The next two sections are concerned with
cussion of model results, first from a single slider sys-
tem and second from interacting spring-coupled slider
chains.
3.1. Single Slider Experiments
3.1.1. Period doublingcascades. Previous studies have
shown that the two state-variable quasistatic slider sys-
tem can evolve into a stick-slip limit cycle below the
stability boundat -- i [e.g., Gu et al., 1984]. When the
stiffnessa t is continuouslydecreased,a period-doubling
sequenceis observed, eventually leading to irregular be-
havior. Figure 2 shows results from my numerical ex-
periments to illustrate this behavior.
For a stable limit cycle of period two, a slow build-up
of stress is followed by a rapid stress-drop in a sliding
event, and this is repeated in a strictly periodic fashion.
The characteristic zig-zag pattern of stick-slip in the
stress versus time plots translates to a deformed limit-
cycle in phasespace,as shownin Figure 2a for at = 0.9.
For the parametersgivenin (8), the systemevolvesinto
this state froin the unstable fixed point x - 0 when
it is slightly perturbed. Large perturbations, on the
other hand, lead to growing oscillations and unstable
sliding since at < 1. When at is decreasedfurther to
a t = 0.86, the system changes to period four oscilla-
tions as in Figure 2b. By looking at the phase space
trajectories in Figure 2b, it becomes evident that the
folded-loop structure that characterizesperiod four os-
cillations could not have been realized in a system with
a single state-variable. In that model, the phase space
is restricted to 2-D, where uniquenessrequires that tra-
jectories do not cross.
BECKER 9
Another folding of trajectories forms the period eight
cyclewhen at is downto •0 0.856 (Figure 2c), period
sixteenfor at•- 0.8552 (Figure 2d), and so on until an
apparentlychaoticstate is reachedat at •0 0.853 (see,
e.g., Figure 5). This period doubling behavior can be
quantified using the frequency spectrum of the corre-
spondingtiIne series[Zhiren and C.hen, 1994]. In the
case of laboratory experiments with incomplete knowl-
edge of the system equations, this is sometimes the only
way to proceedin analyzingthe systemproperties[e.g.,
Libchaberet al., 1982]. Detectingthe bifurcationvalues
(18) of a • where new 2• orbits are formed from the power
spectrum can be coinplicated. For our model I propose
the use of simple Poincare sections as a more accurate
and straightforward way of quantifying the period dou-
bling cascade.
If we plot the y position of trajectories intersect-
ing the x-z-plane versusat (seeFigure 2a), the "peri-
odograms" of Figures 3a and 3b arise. Branching lines
in these plots correspond to newly created cycles en-
the dis-
route to irregularity on the right hand side. Figure 3
shows all the features which have been discussed for
the one-dimensional logisticequation[e.g.,May, 1976]
suchas the period three windows(e.g., at at•- 0.854)
and geometricalself-similarity(compareFigure 3a with
3b). Period doubling bifurcations are now easily de-
tected when the integration of the system equations is
run for longenoughtilneS(on the orderof 25000) to get
rid of transients which introduce spurious higher order
cycles.
If the two state-variable quasistatic friction system
follows the universal period doubling route [Feigen-
baum, 1978], the distancefactor betweenthe critical
values of a t for the bifurcation sequencen- 1, n and
n+l,
t t
an -- an-- 1
5•: , ,, (19)
an+ 1 -- a n
should convergeto one of the Feigenbaum numbers:
• -- 4.669201....
To test this hypothesis experimentally when a t is con-
tinuously decreased, a bifurcation can be defined as the
point where the number of Poincare intersections,2•,
leaves the plateau of the current cycle of order n. It
will then rise to the next level of 2 •+• after some nu-
merical transient. Based on this definition, Table 1 was
obtained by varying the stepsizein a t and iteratively
narrowing the intervals around the critical values. The
5• can be observedto convergemonotonicallyto a value
•04.48. I interpret this as satisfactory agreement with
the Feigenbaum[1978]theory and attribute the
10 CHAOS IN FRICTION

a) b)

-0.5

-0.5

-1

x 1

0 2bo 0 2[)0
T T

C) K'=0.856 d) :'=0.8552

-0.5 -0.5

-1

-1.5 -1.5

0 200 0 200
T T

Figure 2. Phasespacetrajectories(top) and parts of the corresponding stress,y, versustime, T, series

(bottom) for differentvaluesof the controllingstiffnessn•. (T scaleis offsetso that initial transients
havedecayed.)(a) showsperiodtwo, (b) periodfour, (c) periodeight, and (d) periodsixteenstick-slip
limit cycles.The shadedx-z-plane for part a) illustrateshow the Poincaresectionsfor Figures3a and 3b
are obtained; the trajectories were reduced to a projection on z: 0 so that the period two orbit would
result in two pointsat differenty values.Trajectoriesweregeneratedby numericallyintegratingeqs.(4),
(5) and (6) from x0 = (0.05,0, 0) until T: 2000 and plotting the systemevolutionfor the next 1000
 BECKER 11

a) i i i

-0.5

-1.5

0.868 0.866 0.864 0.862 0.86 0.858 0.856 0.854 0.852

b)

=2 i i I I i i i I
0.855 0,8548 0.8546 0.8544 0.8542 0.854 0.8538 0.8536 0.8534 0.8532
K!

Figure 3. (a) Periodogramshowinga montageof l>oincaresectionsof the asymptoticsystembehavior.

Obtained by integrating the model equationsfrom x0: (0.05, 0, 0) until T -- 20000 and then tracking
all Poincare intersectionsuntil T: 23000. The apparent distortion of the y scale for the upper tree
structure is due to the choicefor the Poincaresectionand could be improved by adjusting the projection
furthertowardthe attractor.Systembehaviorfor n• •< 0.852is unstable.(b) Magnification
of the box
marked by dashedlines in
12 CHAOS IN FRICTION

Table 1. CriticM numbersfor the controllingstiffnessn• at Proceeding to construct such a Lorenz-mapping, I

• n+l
the creation of a 2'•-period limit cycle. The progression plot the y'•. versusYminfor the irregularsystemstate
• m•n

fax:tor&• is calculatedfrom eq. (19). at n• -- 0.8525 in Figure 4a as small dots (--Ymin is

used for convenience).We find that the graph which
is traced out is indeed almost unique, i.e. the dots lie
1 2 1
basically on a line with small width that does not curve
2 4 0.866592 14.09 over. Second, the mapping is unimodal; there is only
3 8 0.857127 5.56 one maximum. The existence of this maximum where
4 16 0.855424 4.69 the derivative of the mapping goes to zero is in fact
5 :32 0.8550609 4.50 the reason for the darker streaks of accumulating points
6 64 0.854980:3 4.48
7 128 0.8549623
one can find in the irregular regionof Figure 3a [e.g.,
Strogatz,1994, p. 463]. Third, a fixed point for the 1-
D mapping is found at the intersection of the dotted
. n+l n
graphand the Ymin-- Yminline at Ymin• -1.36. Since
deviation to systematic errors, probably due to numer- the dot mapping has a slope with absolute value larger
ical noise or the way the bifurcations were picked. than unity at this point, small offsetsfrom it will have
My results are at odds with the study of Zhiren and grown by the next iteration. This meansthat the fixed
Uhen [1994]who did not find a clear cut convergence point is unstable and we can expect aperiodic system
for a similar system of equations. These authors used behavior for all times.
a different parameter choice, though, and I could not A similar mapping exists for the maximum stressval-
directly reproduce their results, probably because of a ues y,•ax. Since the loading rate is constant, we might
misprint in their paper. The discrepanciesmight there- then infer that it is possible to predict the "quiet" time
fore be due to actually different system behavior or due intervalsAT betweenslidingevents(seeFigures2 and
to differences in the approach of quantifying the bifur- 5) on the basis of a simple mapping as well. Figure 4b
cation locations. Spurious transients might have led to demonstrates that this is only approximately the case
inaccuracies in their Fourier spectrum approach. since the finite width of the stress minima and max-
By using periodograms, we could therefore show that ima mappings add up to substantial non-uniquenessfor
the quasistatic two state-variable slider follows a univer- the "seismicperiod" AT, especiallyfor 40 < AT < 45.
sal period doubling road to irregularity, as suggestedby However, even a rough chance of predicting the timing
Zhiren and Chen [1994]. Previously,similar behavior of the next sliding events might be considereda remark-
has been found for asymmetrically coupled slider pairs able property that arises simply from the determinism
with a simplerfriction law [Huangand Turcotte,1990; behind the chaotic time-series of Figure 5.
Turcotte,1997,chap. 11], but this papermakesthe first Summing
up,quanti^tative
perioddoubling
withtnono-
stringent case for a homogeneousfriction system. tonic convergence to 5 can be observed as a route to
3.1.2. Unimodal
Lorenzmappings. Feigenbaum[1978] irregularity for the two state-variable friction slider. It
demonstrated that quantitative universality in period was demonstrated that the reason for this universal be-
doubling cascades arises because the dynamics of all havior is the existence of a unimodal mapping between
qualifying systems can be reduced to a unimodal map- stress extrema. This property allows the approximate
ping. It is thus an obvious step to look for the existence reduction of the 3-D dynamics to a 1-D mapping and
of such a mapping in the search for an explanation of confirms our suspicion that the system behavior will be
the period doubling we found. aperiodic for all times in the irregular state.
As suggestedby Lorenz [1963],an irregulartime se- 3.1.3. Lyapunov exponents. Figure 5 shows the ob-
ries, in our case the stress y, can be analyzed by plot- ject that is traced out by trajectories in phase space for
ting the amplitudes of sequential extrema n and n + 1 the irregular system state at n• = 0.8525. It is char-
against each other. If the resulting dots of, say, ynmi
n acteristic for the whole irregular parameter range as
• n+l
versusYmintrace out a uniquegraph this indicatesthat indicated in Figure 3 and also found for different val-
the irregular system has hidden low dimensionality and ues of n•, say, 0.853. The suggestiveinterpretation is
can be reduced to a 1-D mapping. As a more practi- that it is a strange attractor. With the tools described
cal aspect, we could then determine the next minimum in section 2.2 we can address the question of classifi-
value based on the knowledge of the current one, even if cation by calculating the Lyapunov exponents hi. The
a strange looking time-series might suggest otherwise. numbers obtained for the typical irregular system
 BECKER 13

a) at n• = 0.8525 are given in Table 2, where the error

2.2
/ • i i i i i
2.0
range has been estimated on the basis of convergence.
The results for the Lyapunov exponents illustrate four
ß
points:
1.8 First, h l is small but positive in the irregular state,
indicating exponential stretching of small deviations
1.6
from a trajectory on the attractor. (We will assume
that linear stretching -which could also lead to posi-
tive h• for finite times- can be ruled out and we ran
•'"1.4
the simulation long enoughto insure this.) This sensi-
tive dependenceon initial conditions is one hallmark of
1.2
deterministic chaos, the others being aperiodicity and
determinism. The latter is fulfilled since we specifically
1.0 set.out not to consider any inhomogeneities or random
fluctuations. Aperiodicity is indicated by the Lorenz
0.8
mappings of Figure 4a, which demonstrate that there is
0.8 1.0 1.2 1.4 1.6 1.8 2.0 2.2
no fixed point where the system might get hung up. We
-ynmin can therefore finally classify the irregular system state
of the two state-variable slider as chaotic in the strict

b) sense.

Second, h• > 0, h2 • 0 and h3 < 0 holds for

chaotic control parameter values. This sign triple ap-
pears when trajectoriesform a strangeattractor [e.g.,
Ott, 1993,p. 136];then h• > 0 corresponds
to stretching
of flow perpendicular to the trajectory along the attrac-
tor shape, h3 < 0 arises from the contracting properties
of the flow toward the attractor, and the remaining van-
j__40
ishingLyapunovexponent(h2 • 0) corresponds to flow
tangentialto the trajectory (seealsoFigure 6).
Third, the sum of all hi is negative. This means that
the flow is on average contractive, corresponding to

3 T

• hi• lim
i----1
71• v.
34 36 38 40 42 44 46
• 0. (2o)
AT n

When we consider a volume V that encompassesall

Figure 4. (a) Lorenz mappingsof subsequentminima in trajectories, we can also write
n versusyn+•
stressamplitudes, Y,,•i,• , mi,•, for differentvaluesof
n• (--Ymi,• is shownfor visualizationpurposes).The sin-
gle triangle for n• : 0.9 correspondsto period two stick-
slip (compareFigure 2a), all stressminima plot on the fixed
•n+l -- Ymi,•
n .
vV.F(x)dV
<0. (21)
pointlinefor Y,•i,• -- 0.86(diamonds)
is a period
four limit cyclewherey,•i,• alternatesin amplitude(compare
Figure2b). Further,n•: 0.856(stars)and n' = 0.8552(cir- Eq. (21) couldhavebeenderivedby integratingthe di-
cles) symbolscorrespondto period eight and sixteencycles, vergence of F directly, but with the drawback that the
respectively(compare Figure 2c and 2d), and the numer- resulting expressiondepends on the integration bounds.
ous small dots for n• -- 0.8525 trace out the mapping for Contracting flow all over the phasespaceimplies the ex-
the irregular systemstate (compareFigure 5). Note that istenceof a limit state. Since we observelong excursions
the resulting graph is almost unique with some indication of
higher dimensionalityat y --• -1.3. (b) Mapping of subse- in pimsespacenevertheless(seeFigure 5) we conclude
quent"quiet"seismic AT •+•, between that this limit state has to be an object with "holes" and
periods,AT = versus
steepdropsof y for n•: 0.8525. can not be a simple geometric surface. We have
14 CHAOS IN FRICTION

a)

¸.¸

b) 0

-1.5

0 500 1000
T

Figure 5. (a) Strangeattractorfor thechaotic

system
stateat n' - 0.8525in phasespace(sidewalls
showprojections).(b) Corresponding
stressversustime series.Note howthe trajectoriesalmostforma
surfaceresemblinga Moebiusribbonin phasespace.While the stick-slipsequence is strictlyaperiodic
and irregular overall, intermittent quasiperiodicsequences
can be

Table 2. Lyapunov exponents hi, sum of all hi, and
Kaplan-Yorkedimensioncalculatedfrom eq. (18) with
D=2.
Quantity Value
h• 0.01 4- 10-4
h2 0.00024- 10-4
ha -0.086 4- 10-4
3
•i=1 hi -0.07584-10-4
D•:y 2.1194- 10-3
shown that the object that is traced by trajectories in
Figure 5 is an attractor.
Fourth, the Kaplan-Yorke dimension indicates that
the attractor has a fractal strangeness,meaning a non-
integer dimension of-o2.11. Preliminary calculations
of the correlation dimension of the attractor, Do, as
definedby Grassberger
and Procaccia[1983]indicate
that D•. is substantially lower than 2.11, closeto
A puzzling and as yet unexplainedresult, sinceD/•y
D• • 2 is what is usually found for 3-D systemssuchas
the Lorenzattractor [Grassberger
and Procaccia,1983].
After completing this study I became aware of the
paper of Niu and Uhen [1995],in which the authors
calculated Lyapunov exponents in a similar fashion for
a two state-variable slider system with different param-
eter values and a single value of n•. Niu and Uhen's
exponents can be rewritten as hi --0.0124, h2 = 0 and
h3 -- -0.1094 in my notation. Hence, the hi are roughly
in agreement and a Lyapunov dimension of 2.11 follows
as well. I take this as an indication that the chaotic
dynamics might be a stable characteristic of the single
slider system for a range of parameters.
3.1.4. The hi as a function of n'. This section will
be completed by a discussionof the dependence of the
Lyapunovexponentson n• (seeFigure 6). By compar-
ing Figure 3 and Figure 6 the values of the hi can be
interpreted in terms of the asymptotic system behavior.
For low valuesof n• < 0.855, hi (solidline) is positive,
indicating a sensitive dependence on initial conditions,
hence chaos. The spikes in that parameter range where
h• > 0 correlate with the period three windows of Fig-
ure 3 becauseh2 (dashedline) is zeroin chaoticregions
but negative in the periodic windows. For higher val-
ues of n•, h2 is in generalnegativebut increasesto zero
repeatedly at the period doubling bifurcations. This
dependenceis analogousto the first Lyapunov exponent
in chaotic1-D mappingssuchas the logisticmap [e.g.,
May, 1976]. h3 (dotted line) mirrorshi and h2 since
BECKER 15
the sum • hi (dash-dottedline in Figure 6a) is con-
strained by the contracting property of the flow, and
h3 stays negative for all valuesof n•. The overall pat-
terns repeat, themselves at different magnification scales
(compareFigure 6a and 6b), suggesting
that the hi ver-
sus n• plot. showsself-similarity as well.
In summary, the results for the quasistatic single
slider model with a two state-variable rate and state
dependent friction law have demonstrated that the sys-
tem is inherently chaotic in the deterministic sense. The
model system is universal in that the road to chaos
goesthrough period doubling cycles. If experiments and
observations further substantiate the use of two state-
variable friction laws to explain fault processesin na-
ture, complex friction laws like the one examined here
should be considered a microscopic source for irregular
seismicity in the Earth.
3.2. Spring Coupled Sliders
With the results of the last section in mind, one can
ask what effect elastic coupling between sliders has on
the model seismicity. The inclusion of such interactions
is a first step toward accounting for continuum effectsin
our model, attempting eventually to study the effect of
microscopicallychaotic friction laws in a homogeneous
medium. In the following I will present observations on
the resulting stress cycle oscillations.
Figure 7 showsthe modified model set-up, a chain of
coupledsliders with connectingsprings. For mathemat-
ical simplicity, only next neighborinteractions are taken
into account. This type of interacting slider block-
model is similar to other studiesin geophysics[e.g.,
Burridge and Knopoff , 1967; Horowitz and Ruina, 1989;
Carlsonand Langer, 1989;Espanol,1994]or in tribol-
ogy [e.g., Weissand Elmer, 1996], but it is uniquein
the choiceof friction law. Equation (3) for the i-th
slider is modified to become
d•
/•'([•0-- l/•) q-/•cp/(V/+lq-V/_1 - 2V/). (22)
dt
I//is the velocity of the slider where the force balance is
taken, I//+1 and ¾•-1 are the neighboringslider speeds,
and K•pt is the springconstantbetweenslidersn- l, n
and n + 1. For simplicityand symmetryK•pt is assumed
constant. I4•.ptwill further be non-dimensionalized in
the same way as K and the resultingt•cp!will be ex-
pressedas a fraction of n• so that
t I•cpl
•cpl --. (23)
16 CHAOS IN FRICTION

a)
0.02 m m m m / I m

-0.02
h2,,/ !
l
l

-0.04 :

-0.06

-0.08

-0.1 I I I I I I I

0.98 0.96 0.94 0.92 0.9 0.88 0.86

K'

b)
0.02

-0.02

.6:- -0.04 - h1
h2 ß ..'
h3 ...'
ß
.,

-0.06 .,

-0.08

-0.1 • ' ' ' ' ' '

0.864 0.862 0.86 0.858 0.856 0.854 0.852
.K!

Figure 6. (a) Lyapunovexponents

hz, he, andha (solid,dashed,anddottedline respectively)
aswell as
• hi (dash-dotted
line)versus
controlparameter
n'. (b) Magnification
of part a), onlythe'hi areshown
for

Figure 7. Cartoon of a coupled spring slider system mim-
icking a fault.
Therefore,
if Iqtcpl
isoforderunityor largerthesystem
can be expected to behave homogeneouslylike a single
slider, possibly with a modified effective stiffness. The
!
othercase,t%p
I • 1, corresponds
to isolatedsliders
with very weak interactions. In the continuum analogy,
we can think of • eigenvalue
t%pI as the elasticitymodulof the ma-
terial that ruptures along the slider plane, and n• is a
-possibly different- stiffness that connects the material
to a fixed driving mechanism,correspondingto astheno-
spheric loading of a fault in nature. Two examples of
coupledmodelswith varying Iq•cpI will be describednextß
3.2.1. Modulatedstick-slipcycles. Figure 8a showsthe
stress, y, versus time, T, for 10 coupled slider blocks
and three different valuesof the couplingstiffnessIq•cpI ß
The load point stiffnessis n• - 0.965, a value at which
the single slider would show stable period two stick-
slip. The initial condition of the coupled modelsis a y-
perturbation of one slider at T = 0. As can be seenby
comparing different traces in Figure 8a, stick-slip oscil-
lations of varying regularity build up over time for every
model, regardlessof Iq•cpI ß It is found, however,that a
new type of irregularity was introduced and interaction
has led to modulation of individual stick-slip oscillators.
Forweakcoupling,
t•cpl- 0.05,thechanges
in ampli-
tude and phase ("beating") are strong and an irregu-
lar stress drop pattern results. Some traces show that
varying amplitude stick-slip alternates with "quiet" pe-
riods during which individual sliders creep along with
the loading.
Figure 8b shows the average frequency domain rep-
resentation for the three different coupling experiments
of part a), and the powerspectrumof a syntheticsaw-
tooth timeseries for comparison. The plots were ob-
tained by Bartlett-tapering all stress timeseries, taking
the Fourier transformof the signal [FFT, e.g., Press
et al., 1993, p. 504], and averagingover all participat-
ing sliders. As expected, the power spectrum of the
Iq•cpl - 1 slider chain has the characteristics of the saw-
tooth (stick-slip) timeseriesalthough the slidershave
slightly less power in the side bands since the transi-
tion to sliding is not as abrupt in the friction models
BECKER 17
(comparethe solid and the dashedlinesin Figure 8b).
The main frequency, y*, of the high coupling "fault"
for Iq•cpl - 1 is y* -0 0.0317. This correspondsto a
seismic period of T -0 31.5 for sliding events that span
the whole fault. From linear perturbation analysis we
know that the circular frequency of the periodic orbit
at the Hopfbifurcationfor the singleslider,ccø, is equal
to the imaginary part of the complex conjugate pair
that is found in the three eigenvalues of the JacobJan
of the flow F at the fixed point x = 0. For n• = 1 and
the parametersgivenin (8), the eigenvalues Ax,2,3of J
are Ax,2 -0 -[-0.2093i,and A3 -0 -0.088. Sincewe are
still close to the bifurcation, the system frequency •* is
therefore only slightly detuned from the corresponding
frequencyat n• = 1, •0 • 0.033, evenwith
interactions.
Turningto thet•tcpl
- 0.5slidersignal(dashed
line)
in Figure 8b, we observethat its spectral power is richer
in frequenciesother than the base frequency of the seis-
mic cycle which dominates the Iq•cpI - 1 spectrumß The
beating that is observed in the stressdrop amplitudes in
Figure 8a for Iq•cpl - 0.5 correspondsto two discernible
side band entries at AM-modulation periods of T -0 670
and T -0 1430 (small bumps, offset Ay -0 4-0.0015
and Ay • 4-0.0007 from ys, respectively). Finally,
the stronger irregularities observed in the timeseries of
Iq•cpl - 0.05 show up as a broad, irregular band of mod-
ulation frequencies(dotted line in Figure 8b), as the
absence of any dominating cycle modulation pattern in
Figure 8a would have led us to suspect. The range of
modulation frequencies that is observed for weak cou-
pling correspondsto a broad distribution of the extent
of lateral coherence for sliding events, analogous to a
broad distribution of seismic event sizes.
In summary, Figure 8 demonstrates that the increase
of Iq•cpl leads to greater uniformity in the time series
until all sliders are almost perfectly synchronized for
• •cpl - 1'0 ' This behavior can be interpreted intuitively
along the lines of a typical physics textbook example:
two spring-coupled pendula. If the coupling between
the individual oscillators is weak, an amplitude modu-
lation arises and kinetic energy is transferred back and
forth between the pendula. For high coupling, both
pendula will swing at the same amplitude and period,
acting almost as one pendulum with a modified eigen-
frequency.
3.2.2. Slip deficit aspevities. Figure 9 presents an al-
ternativeviewof the slidinghistory("seismicity"),now
for a larger system with 100 sliders. The plots are gray-
shaded representationsof the slider slip surplus, Z, in
18 CHAOS IN FRICTION

r' cp =0.05
a) •'•vvvvvvvvvvvwvvvvvvvvvvvvv'

r' cp i=0' 5
,,•.,-•.,,vvvvv•vvv,/vYvvvvvvvvvvvYvvvvvvvv,•,,',•'-

K' 1
ivvvvvvvvvvvvvvvvvvvvvvvvv•

4000 4500 5000 5500 600•

T

40O0 4500 5000 5500 600

T •,•Vt•VV• ••

4000 4500 5000 5500 600

T

b) 1

,' ' i•l

o. 1 e-05

• le-10
" ":! ' ' K'K'cpL:l'
•
lOO

0.02 0.04 0.06 0.08 0.1 0.12 0.14 0.16 0.18 0.2 J'• --;b5
frequency
' 1/T •] L•
•1 •"•.• cpl•
K'c•I •_ '....................
=u.u• ........

/'• /
•;•
i[•'"V S•"•00th
: ,
...... • '"•
0.01

0.0001

1 e-06

• ,.•/•' •' ,'/ •,., • ....

... ,.• 1 e-08

le-10

le-12

le-14
0.015 0.02 0.025 0.03 0.035 0.04 0.045 0.05

frequency, 1/T

Figure 8. (a) Non-dimensionalized

stressy versustime T for 10 coupledslidersand three different
coupling
stiffnesses,
ntcpt.
Theindividual
slidertraceswereoffsetin y-direction
according
to theirposition
in the chain, absolutevaluesof y-oscillationsare --• -t-2. nt is 0.965and openendedboundaryconditions
are applied,that is sliders1 and 10 hadonlysinglesidedinteractions.(b) Fourierdomainrepresentation
of the time seriesof part a). All y-traceswereBartlett-windowtapered,Fouriertransformed,and then
averagedover all sliders. Both parts of the figureshowthe absolutevalueof the Fouriercoefficients
versusfrequency,while the largeplot is a blow-upof the smallupperfigurearoundthe dominantstick-
slip frequencyof v* ---0.0317.Solid,dashed,dotted,anddash-dotted linesare for slidertime serieswith
I• •cpl -- 1, I• •cpI -- 0.5, I• •cpI -- 0.05, and a syntheticsawtoothsignalwith u - 0.0317 respectively.The
syntheticserieswassampledat the sametime intervalsas the sliderchainand addedfor comparison.
(Notethelog-scale
whichbroadens
thesteepsidebandsin theFFT of a
 BECKER 19

K:' --01
cp- 0.05 cpl - ß

25o •

position
position

slip surplus
-2 -1 0 1 2 3 4 5
K' -- 1
K'cp
I -- 0.5
.z

?•o •

c:)

position position

K• K' -- 2
cpl- 1.5

5O 100 5O
position position

Figure 9. Slipsurplus
E for 100coupled
sliders
andsixdifferent
coupling
stiffnesses,
•cp•,while• is
0.965. The abscissa indicates the slider location in the chain while the ordinate shows time with a scale
of T/10. Centerplot showsthe gray-scale
used,whileindividualslipsurpluspeaksarebetween-2 and
• 20. The initial conditionis a perturbationin slidingspeedat the leftmostsliderthat can be traced as
it spreads laterally as an oscillatory
20 CHAOS IN FRICTION
position versus time plane. The neutral state is shown
in medium gray shades, denoting sliders whose slip is
equal to the amount that would have accumulated by
simple sliding along with the load point, V0t. While
darker shadingdenotesa slip deficit (E < •0) arising changes in velocity V, thereby representing resistance
from long "healing" times, bright shading marks slip
surplus (E > 0) in which individual slidersovershoot effectis independentof N;tcpl to first order and that there
the average offset. The resulting irregular pattern can
be considered as an analog to the stressfield formed by
asperities along a fault subjected to a seismic cycle in
nature. (Here, the term asperitiesis usedin a general
sense for patches with varying pre-stress along a fault,
not necessarily implying changesin the surface proper-
ties.) As for the experimentpresentedin Figure 8, it
is evident that higher N;•cpl valuesresult in a more regu-
lar seismicity whereas weakly coupled sliders show more
small scale irregularity.
Hence, introducing interactions, not surprisingly, has
lead to a modulation of the slip characteristicsalong the
coupled oscillator system. On the other hand, increas-
ing the interaction to the same order as the load point
coupling has been shown to have a regularizing effect.
Similar results were presented by Horowitz and Ruina
[1989] and Espanol [1994]for differenttypes of fault
models. That these modulations show up here as well
hints at their common origin as an elasticity-coupled
oscillator phenomenon.
It is important to note that it was not possible to
reproduce the chaotic behavior of the one slider system
discussed in the previous section with the undamped
inertia-free multi-slider model of this study. Rather wave front (higher valuesof c mean larger amplitudes
than revealing the same period doubling cascadesfor of E) seemsto scalewith a smaller exponentand the
decreasing•t as the singleslider, numericalsimulations slopeof 000.54 for c - 0.1% is closeto the predictionof
of coupled chains of sliders showedunstable behavior for
• < 0.9. Fault zones in nature are clearly dissipative
because of wear on the sliding interface and the radia-
tion of seismic waves. However, the introduction of a
regularizing term that might damp the aforementioned
instabilities is beyond the scope of this study.
3.2.3. Spatialheterogeneityas a wavephenomenon. As
the varying slope of the propagating perturbation wave
front for different N;tcpl in Figure 9 indicates,the group
velocity with which perturbations in the stick-slip oscil-
lations travel, u, increaseswith N;cp
t I . Since N;•cpl serves
as an analog to an elastic modulus for the slider chain,
it can be expected that a wave speed analog depends
Oil t•A•
cpl . For constantmaterial parametersand unit vol-
ume, we expect that the phase velocity should scale
as V/•/rn, for an elasticmediumwith inertia,where•
and m denotea stiffness(modul per unit length) and
mass respectively. In our quasistatic analysis, the rate
and state dependent friction alone plays a role similar
to inertia. For example,the "directeffect"in eq. (1),
A ln(l//V,), gives instantaneouschangesin stressfor
to acceleration. Assuming then that this virtual inertia
t 0.5
is nodispersion
wewouldexpectthat u •c•cp• ß
u can be estimated in numerical experiments based
on the time it takes the initial perturbation to reach a
certain slider starting from the initial condition applied
at position one. However, it is not clear how this on-
set of a perturbation wave front should be determined
exactly. Figure 10a shows data for five measurements
where the onset has been defined as the time when the
absoluteslip surplus,IZI, of the middleslideris larger
than c timesthe maximumslipsurplus,IZl,•a•, that is
reached by the slider in the remaining experiment. The
data points are plotted in a log-log plot for different
c valuesbetween 0.0001% and 1% together with linear
regressionlines.
!
We seethat the u dependence
on •cp•canbe fit by
a power law regardlessof the value of c. The exponent
of the power law does vary, however, between • 0.8
for low values of c and •-•0.2 for c -- 1%. We also
observe that the slope of the fitted lines convergesto
• 0.8 toward the smallest values of c. I take this as
an indicationthat u scalesas t 0.s for the high-
est interaction frequencies,which might be expected to
travel fastest. The velocity of the main perturbation
0.5 based on the hand-waving argument above. Values
of c larger than 1% are probably not meaningful if we
are interested in determining the perturbation velocity
u. It was alsofound that the exponentof the 1l•--Ncp
' l re-
lation does not depend significantly on the system size
(numberof sliders)or the type of boundarycondition.
This is in accordance with the wave speed interpreta-
tion of u. However, the results for scaling exponents
demonstrate that quantitative statements about u are
complicated by nonlinearities and dispersion.
We now turn to the lateral heterogeneities in the slip
deficit that form after the initial transients in the mod-
els of Figure 9ß We can observethat small Ncpl
' models
showshort wavelengthasperitiesalongthe fault. Strong
coupling, on the other hand, goes along with longer
wavelength,larger scale heterogeneity. (For periodic
boundaryconditions(not shown),variationsin
 BECKER 21

a)
0.1
0.0001%I•l• ß
0.04•o.77eo.o2
0.001% I•l• ß
0.04•0.75•.01.........
o.o1%IZl,,• ß
0.03K0'74:t0'02
..........
o.1% I•lm• ß
0.02•o.54:t.o.o3
..........
E 0.01 1% IZl.• ß
._

....•..-.' ß ß ............... • ß ß O.Ol•o.2o.zo.o4

........
....... ...........
-,. -

0.1 1

K'cp
I

b) lOO
P(K'cpl=l
) P(K'cpl=0.05)

lO

o.1
1

: ....
•'::;::"•':"'
'......
>:" 'c.,=o.o5 '"",""" •'.,"•\"': "•'"'"K'
i=0
1
O.Ol

o.ool [....
.......
::.........
"'"'".'
........
"'""',
c.
%'¾"
ß
WcP
•=0'2
o.oool

1 e-o5
K'cpl=l
......... '".,.
"....
1 e-o6 K'cpl=1.5
.......... '-,.,
"K'cpl=1.5
.,

I
K'cpl=4
........
I I I I I I I I I i i
'•K'cpl
=4
3 i i i i
1 e-o7
O.Ol 0.1 fNyq=0.5
spatial frequency f

c)
8 lOOO

• 6

ø• 4
E
2 2

•o lOO •
a ß ß
1/P ß -- ß ß
o 0 55:t-002 ß ß

T I I I I I I I I I I

0.1 fNyq=0.5 1
K'cp
I

Figure 10. (a) Perturbationvelocityu versuscoup]ingstiffnessncp

' •. u wasobtainedfromthe inverse of
the time at whichthe middlesliderin Figure9 showsan absoluteslipdeficit,[I•[, of magnitude_>C[I•[ma•.
denotesthe maximumof Irl during the remainderof the experimentand five measurements
between c - 0.0001% and c - 1% are shown. The data was fit with a power law for each experiment and
the exponents are given in the legend together with formal a posterior estimates of lo-uncertainty using
X2. _(b)Average
spectral
powerforslipasperities
in thespatialdomain,
f'(E), versus
spatialfrequency,
f. F(I•) was computedfrom the modelsshownin Figure 9 by taking the FFT of the Bartlett-window
tapered slip deficit at constant times and averaging over 100 timesteps. Distributions for six different
! !

experimentswith ncpz-- 0.05, 0.1, 0.2, 0.5, 1, 1.5, and •pt - 4 are shown.Also indicatedare the ! !

centerof mass,P, valuesasdefinedin eq. (24) for •pt -- 1 and•pt - 0.5. (c) Quantitative
analysis
of
the power spectra of part b). Circle symbolsdenote estimatedexponents,a, of a power-lawfrequency
decay oc 1If •, obtained by linear regressionto get the slopeof the spectrain part b) within the range
0.06 _<f _<0.2. Errorbarsare formaluncertainties
basedon X2 (linearscalefor a). Squaresymbols
indicate the inverseof the first moment,lip (log scalefor l/P). The solid line is a fit for lip in the
range
0.05_<n'•p
t _<1,indicating
that1/P oc/•/cpl
ø'5ø'ø2forsmall
values
22 CHAOS IN FRICTION

history are almost entirely

ß suppressedfor ncp I • 1.) • I - 0.05 with a -• 0.5 to more rapid power cut-off
I'i;cp !
If we assumea constantspatial modulation (or inter- withexponents
r. 6.5at I.i;
•cpI -- 0.7. Forlargerncp
!,
action) frequencyfm for lateral cycle perturbationsat Figure 10c indicates a saturation at large scale organi-
constantn•cpland constantslider number, an average zation,corresponding to • l/f6. However, weobserve
dominantwavelength of the lateralslip irregularity,
_
considerable scatter and a decrease in the slope toward
should scale with u when u - fmA. This means that synchronous
slidersat ncp
I _

higher velocities will tend to organize the slip pattern Finally, the first moment,P, of the F(E) curves,
over larger length scales. Higher coupling should, there-
fore, not only bring about a higher perturbation velocity
u as was demonstrated in Figure 10a, but also longer P M fF(E)df with (24)
wavelength asperities, as observed in the E-patterns of
Figure 9. M - p(r)af,
While a spectral analysis of the sliding heterogene-
ity with time was already presented in section 3.2.1, can be calculated as a measure for the "center of mass"
I will now proceed to analyze the spatial frequency of the spectralpowerdistributions(seealsoFigure 10b).
content of the asperities that are shown in Figure 9. Square symbols in Figure 10c denote the inverseof P so
Figure 10b is a plot of the average spectral power of that higher valuesof lIP correspondto morepowerin
the slip deficit asperities,P(E), versusfrequency,f the lowerspatial frequencies.Vqecan observethat 1/P
(0 __•f __•fNyquist 0.5), for sevendifferentmodels increases with • for t'i;cp
t'i;cpl, • I •< 1 roughly
as a power
with varying coupling stiffness. The graphs were ob- law with •-•cpl0.6ß For largert'i;tcpl the plot againindicates
tained by averaging the spectral density estimate for somescatterand super-powerlaw increaseof 1/? when
the last 100 timesteps in each experiment. Figure 10b the systemsgets close to synchrony. The spectral anal-
confirmsthat high b;
'•cpl seismicity
. is equivalentto a con- ysis has therefore demonstrated that we can interpret
centration of power in the lower frequencies,and weaker the increase in the length scale of slip organization for
coupling results in an emphasis of the short spatial pe- increasingncp
• I asa resultof longerperturbation
wave-
riods. The t'i;cp
' l - 4 spectrumcorresponds
to the syn- lengths.
lIP scales
roughly
in thesamewaywitht'i;tcpl
chronous end-member case with almost no variations asthe perturbationvelocityu. For n•cp
I • 1weobserved
along strike, similar to the t'i;
' 1 - 1 experiment for a
cp somequalitative differencesbetweenhigh and low t'i;
•cpl
ten slider model that was shown in Figure 8a. seismicity which result from the coherent sliding events
The frequency distributions are roughly linear in the of the asymptotic end-member state without variations
log-log-plotfor spatial frequenciesin the range 0.06 in the seismic cycle.
f •< 0.2, and the rate of decay (the negativeslopeof Summing up, coupling modifies the single slider dy-
the power-lawpart of the distributions)increaseswith namics. The extreme casesof weak coupling with small
increasing coupling. It is also found that there is a tran- wavelength cycle perturbations and very strong cou-
sition from a rough power spectrum at low ncp I (e.g., pling where sliders move in synchrony border a range
solid line in Figure 10b for t'i; •cpl - 0.05) to a smoother in which irregular sliding histories form as a result of
distribution for high couplingexperiments(e.g., dash- sustained modulation waves.
dotted line for t'i;•cpl - 1)' the characterof the spectral
power distributions changesat I'i;cp • ! • 0.7. Also, the , LIMITATIONS AND IMPLICATIONS OF
•
t'i;
cpl -- 1 spectrum is somewhat of an exceptionin that THE MODEL
is does not follow the general trend for f • 0.2 where
we can observemore spectral power for t'i;•cpl - 1 than Investigationsof the single quasistatic slider system
for t'i;
•cpI --0.5 ß demonstrate that two state-variable friction laws can
To quantify the observation that the slope of the lead to deterlninistic chaos in a homogeneoussystem.
power spectra decays
ß as a function of I'i;cp
• I , I fitted a Laboratory rock friction can therefore serve as yet an-
powerlaw 1If • to the data in the interval0.06 <_f _< other example of the peculiarities of nonlinear dynam-
0.2. The circle symbols in Figure 10c indicate the values ics: while some aspects show the underlying determin-
• We see that ism (e.g., map-predictionsof the seismicperiod, Fig-
for that best-fitexponent,a, versusncpt.
the slopechangesfrom a very slow, 1/f-type decayfor ure 4), any irregularity will be locally amplifiedby

sensitive dependence on initial conditions. If for noth-
ing else, the system can be viewed as a tutorial for
low-dimensional chaos from the Earth sciences, to be
compared with other irregular systemsas reviewed, for
example,by Turcotte[1997].
In the following, I will discussthe possible effect of
inertia and elaborate on conclusions one can draw from
the results of interacting sliders.
•. 1. Inertia
The influence of inertia on the dynamics of the slider
block system might be important, yet it has been ne-
glected in all the above models. We can estimate that
the effect of mass will be twofold. First, inertia will
tend to destabilize the system. As discussedby Rice
and Ruina [1983],includinga non-zeromassin the lin-
ear stability analysis of any single slider rate and state
friction type system results in a decrease in the critical
stiffness. A material with a constant nt analog modu-
lus will thus be more unstable with inertia than
out. However,as calculationsof Rice and Tse [1986]
for single state-variable sliders show, the overall stick-
slip characteristics of systems with inertia are similar
to the quasistatic case, although the stress drop events
are modified by the induced dynamic overshoot. Fur-
ther, Gu and Wong [1994]demonstratedthat period
doubling cascades are also observed in inertial systems
with two state-variables. In their models, the irregular
parameter range as in Figure 3 toward lower values of
n• was not terminated by unstableslidingbut rather by
quasiperiodic system behavior.
Second, mass introduces another degree of freedom
in the slider equations. Since three mathematical di-
mensions are a necessarycondition for chaos, one state-
variable sliders with inertia would also be possible can-
didates for a microscopicsourceof irregularity. I am not
aware of any studies that show chaotic behavior for less
than two state-variables for single slider rate and state
friction systems. Yet, two dynamical sliders with asym-
metric coupling were demonstrated to undergo period
doublingcascades[Huang and Turcotte,1990]. Based ticated continuum models [e.g., Horowitz and Ruina,
on the results of the studies mentioned above, we can
state that the inclusion of inertia leads to modified sys- 1996}. However,the conditionsunder which fully dy-
tem behavior, including shifted stability bounds. How-
ever, since inertia alone apparently does not change the
overall characteristics, studying the simpler quasistatic
system should be a good start, especially given the com-
plexity that is already unraveled at this level of simpli-
fication.
BECKER 23
As the comparison with the work of Huang and Tur-
cotte [1990] further shows,even for simple slider sys-
tems two possible origins of irregularity are found which
might lead to the seismicity that is observed in nature:
either a complicated friction law working at the micro-
scopiclevel might be the cause(as in the studiesof Gu
•t ,t. [1984], C,• ,•a mow [1994],Z•,• ,•a C•
[1994], and in this work), or irregularity might arise
with simpler microscopiclaws but heterogeneousinter-
actions. This leads to the discussion of effects that arise
when sliders are coupled.
•. 2. Interaction
Seismicityin the Earth showssomeregular features
of ahnostperiodic earthquakerecurrence[e.g., Bakun
and McEvilly, 1984], many more examplesof irreg-
ular seismiccyclesthat are only quasiperiodic(large
scaleheterogeneity)[e.g., $ieh, 1981],and power-law
with- magnitude-frequency distributions of events. The latter
Gutenbergand Richter [1949}-type(GR type) sizedis-
tributions might indicate criticality in the senseof Bak
et al. I1988],with possibleconsequencesfor earthquake
interactionrangesand predictability[e.g.,$ornetteand
Sornette,1989].
Assumingthat the complex, possiblychaotic labo-
ra.tory friction laws we studied have relevance for the
behavior of fault zones in nature, we can try to eval-
uate whether a homogeneousfault in which these laws
apply still produces regular seismiccycles in a contin-
uum. If it does, then other mechanismssuchas spatial
heterogeneityof material parameters(noiseinput), ge-
ometricalcomplexityof fault traces [fractalgroundsto
start from, e.g., King, 1983],or mechanicalfault inter-
actions[e.g.,Harris, 1998,andreferences
therein}might
be more important in leading to the observedirregular-
ities in nature.
Previous studies have incorporated simpler friction
laws in slider blocks[see,e.g, Elmer, 1996; and Tur-
cotte, 1997, chap. 17, for reviews}, or more sophis-
1989; Rice, 1993; Shaw, 1995; Cochardand Madariaga,
namical models of faults produce periodic seismic cy-
cles, large scale irregularity, or GR-type characteris-
tics are still debated[e.g.,Rice and Ben-Zion,1996].
It appears that simple, one state-variable friction laws
generically produce larger scale irregularity from a ho-
mogeneousmodel, but GR-statistics seem to be
24 CHAOS IN FRICTION
the outcome of a small parameter range that might not
be realizedon Earth [Shawand Rice, 1999].
The slider models froin the previous section are an
attempt to contribute to this discussionon a very sim-
plified level. Coupled sliders show slip histories which
do not result from the individual friction law's char-
acteristics but are dominated by interaction effects.
Similar findings were reported by Horowitz and
ina [1989],and Espanol[1994]discussed
the transition
from periodicityto soliron-likesolutionsas in my Fig-
ure 9 for a velocity weakeningfriction law. More re-
cently,de SousaVieira [1996]examinedchangesin the
magnitude-frequencydistributionsof slidingeventsas a
function of the couplingstiffnessfor a standard spring-
block model with inertia and simple friction. In my
quasistatic models, the variations in stick-slip cycle am-
plitude are a coupled oscillator effect. They can be de-
scribed by a lateral interaction mechanism whose wave-
length increaseswith the strength of coupling. Higher
coupling was therefore observed to have a regularizing
effect, leading to larger wavelength asperities and more
regular slip patterns. The observedmechanislnof regu-
larization might have general relevance for seismicity in
nature since a variety of models with different friction
laws, with and without inertia, appear to show similar
features.
My slider experiments have various shortcomings,
such as the limitation to a single degree of freedom for
motion, discrete blocks rather than a continuum model,
and the limited parameter range that. could be explored
without damping. It is hence not possible to conclu-
sively quantify the extent to which two state-variable
friction can act as a source of chaos in coupled sys-
tems at this point. Given the sinall parameter range in
which chaos is observed for a single slider and the ob-
served regularizing effect of interactions, my conjecture
is that elastic interactions on different scales dominate
in the Earth, reducing the effect of microscopic chaos
in friction, and leading to larger scale irregularity.
5. CONCLUSION
Two state-variablerate and state dependentfriction
laws that are derived from laboratory rock sliding ex-
periments were shown to result in deterministic chaotic
behavior for a simplifiedquasistaticmodel. Sincea uni-
modal mapping can be derived from aperiodic time se-
ries, universal period doubling cascadesare observedas
a route to chaos. The single slider model is thus a good
example with which to demonstrate bounds on the pre-
dictability of model rupture events. Interaction models
imply that the microscopicfriction law is not as impor-
tant in coupled sliders. Other sources of irregularity
such as mechanical interaction between faults might be
more important in nature.
Acknowledgments. The author thanks the anonymous
reviewer for his suggestions as well as Sascha Hilgenfeldt,
Richard Kronauer, Richard O'Connell, Svetlana Panasyuk,
James Rice, and especially Simone Bethge and James Kel-
logg for discussion and encouragement. Funding for this
study was provided by the German Academic Exchange Ser-
vice (DAAD) under a "Doktorandenstipendium
HSP-III".
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26 CHAOS IN FRICTION
Thorsten W. Becker, Department of Earth and Planetary
Sciences, Harvard University, 20 Oxford St., Cambridge,
MA 02138, USA. (e-mail: becker@eps.harvard.edu)
Note added in proof. In a work of which I was un-
aware until after the preparation of the final copy of
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in dry
 Spring-blockmodels of seismicity: Review and analysis of a structurally
heterogeneousmodel coupled to a viscousasthenosphere

Jon D. Pelletier

Department of Geosciences,University of Arizona, Tucson, Arizona

Sincethe introduction of the Burridge-Knopoffmodel for fault mechanics

many spring-blockmodels have been proposedwhich purportedly generate
a Gutenberg-Richter(GR) distributionof earthquakemoments.Upon close
examination, not all of these models generate distributions consistentwith
GR. Of those that do, few are able to generateother realistic aspectsof dis-
tributed seismicitysuch as numbersof foreshocksand aftershocksconsistent
with Omori's Law and both characteristicand noncharacteristicseismiccycle
behavior. We have systematically constructed a structurally-heterogeneous
spring-blockmodel coupledto a viscousasthenospherewhich generatesmany
realistic features of distributed seismicity. Versionsof the model without
viscous coupling were found to be inadequate to generate realistic model
seismicity.A structurally heterogeneous model with viscouscouplingis com-
pared in detail to previous spring-blockmodels and data for observedseis-
micity in terms of the cumulative frequency-sizedistribution of events, the
occurrenceof foreshocksand aftershocks,the increaseof cumulative Benioff
strain release prior to large earthquakes, the dependenceof seismicity on
depth, fault length, and structural heterogeneity,the relationship between
the average slip and moment of an earthquake, and the heterogeneity of
the rupture process. These comparisonsdemonstrate the effectivenessof
the model in simulating seismicityand suggestthat heterogeneityand vis-
cous coupling are necessaryconditionsfor a realistic spring-block model of
seismicity.
INTRODUCTION self-similar over a wide range of scales. This is a
consequenceof the power-law form of the GR Law
Seismicityexhibits a complex variety of behavior in-
(whichstatesthat the numberof earthquakesin a re-
cluding a broad distribution of energy releaseand spa-
gion with moment greater that g/Iois a power-lawfunc-
tial and temporal clusteringof earthquakesover a wide
tion of moment with exponent-2/3) since a power
range of scales.It has been recognizedsincethe estab-
law has no characteristicscale. More recently, Ka-
lishmentof the Gutenburg-Richter(GR) Law [Guten-
gan [1991a]hasalsodocumented the self-similarspatial
burgand Richter, 1944]that seismicityis statistically
clusteringof hypocentersover a wide range of scales.
Self-similarityhas attracted the attention of many re-
searcherswho have proposedvariationsof the original
GeoComplexityandthePhysics
ofEarthquakes spring-block modelof Burridgeand Knopoff[1967]in
Geophysical
Monograph120 order to model seismicityon a singlefault and/or on
Copyright
2000bytheAmerican Geophysical
Union a collection of faults. Many of these models have been
28 SPRING-BLOCK MODELS OF SEISMICITY
Figure la. Model geometryfor the basicheterogeneous spring-
block model. Blocksare coupledto one anotherby springswith
springconstant
Koandarecoupledto thedriverplatewith springs
of springconstant
Kh.Two otherparametersdefinethemodel:the
mean and standard deviation of the static coefficients of friction of
the blocks.
analyzed and compared to observedseismicityin terms
of the frequency-sizedistribution of events. In some
cases the occurrence of foreshocks and aftershocks
also been examined. Based on the multiplicity of mod-
els that apparently exhibit GR statistics, however,the
comparisonof only one or two measuresis clearly in-
adequateto validate spring-blockmodelsof seismicity.
Instead, spring-blockmodelsmust be comparedagainst
all available phenomenologicaldata such as frequency-
size statistics, spatiotemporalclusteringof the number
of earthquakesand stressrelease,the scalingof average
slip with seismicmoment, and the well-documentedde-
pendenceof seismicityon depth, length, and structural
heterogeneityof the fault surfaceor systemof faults.
The purposeof this paper is to review the previouswork
on spring-blockmodels and to document the system-
atic constructionof a spring-blockmodel which gener-
ates model seismicityvery similar to observedseismic-
ity. The model was constructedsystematicallyby start-
ing with as basica model as possiblewhich reproduces
GR statistics and then improving the model by trial
and error until a model consistent with many observa-
tions of seismicity was obtained. This procedure not
only identified which elementsof our model were suf-
ficient for generatingrealistic behavior but also served
to rule out alternative possibilities. We have concluded
that a model which includesstructural heterogeneityas
representedby variable static coefficientsof friction and
a coupling of blocks to viscousdashpotsare necessary
elementsfor a realisticspring-blockmodel of seismicity.
PREVIOUS WORK ON SPRING-BLOCK
MODELS
Spring-blockmodelswere originally proposedby Bur-
ridge and Knopoff[1967](BK) who considered
the rel-
ative motion of two rigid plates with elastic rebound
of discrete blocks between the plates. Blocks which
are frictionally coupled to one of the plates and elas-
tically coupled to the other plate and to each other
(Fig. la). The equationsof motion for this system
were integrated numerically in BK and it was shown
that stick-slip behavior and a power-law distribution
of event sizes resulted if the blocks obeyed a velocity-
weakening
frictionlaw. A heavy-tailed
distribution
re-
sulted becausealthough most earthquakesinvolved the
movement of only one or two blocks, occasionallythe
movement of one block would trigger the movement of
adjacent blocksthrough their elastic couplingand these
blockswould trigger still more in a cascadeof slippage
over a large area.
The late 1980s saw a renewed interest in this model
since critical systemswhich generate power-law statis-
has tics and have no characteristic scale had been studied so
successfullywith techniquesof statistical physicsin the
1970sand early 1980s. Additionally, spring-blockmod-
els gained interest becausethey were shown to exhibit
deterministicchaosby Huangand Turcotte[1990]who
considereda simple system of just two coupled blocks
describedby the logistic differenceequation. With dif-
ferent block masses,the authors showedthat their sys-
tem exhibited deterministic chaos and patterns of seis-
micity similar to those on real fault segments.A similar
coupled two-block system was compared to the behav-
ior of subductionzonesby Ruff [1992]. The blocksin
his model were associatedwith large asperities. Carlson
and Langer[1989]studieda linear array similarto the
original Burridge-Knopoffmodel. Although the system
was deterministic and completely homogeneous, the
system behavior was extremely complex and chaotic.
Their model seemedto show that it is possibleto gen-
erate many aspects of seismicity with a homogeneous
model provided that the system had nonlinearity. How-
ever, the behavior that they observed does not hold
downto the continuumlimit [Ben-Zionand Rice, 1995;
Ben-ZionandRice, 1997].Therefore,it seemsnecessary
to associatethe blocks with structural heterogeneities
in order to motivate the discretenessof the spring-block
model.
Nakanishi [1990,1991]considereda versionof the
spring-blockmodel in which only one block is allowed
 PELLETIER 29

moveat any time. The slippageof oneblockcanlead generatedfrequency-size distributionsconsistent with

to the instabilityof one or more neighboringblocks, thoseof observedseismicity,they wereactually signifi-
which can then slip in a subsequenttime step or steps cantly different from GR.
until all blocks are stable again. This modification Another, more subtle, problem with some spring-
made simulationof spring-blockmodelsfar less com- block models has to do with how the model moves the
putationallyintensiveand allowedfor the investiga- driverplate relativeto the movementof slippedblocks.
tion of largersystemsizesand two-dimensional arrays In spring-block modelsthe relativemotionof the plates
of blocks. Nakanishi[1990,1991] obtainedsimilarre- representsthe buildup of stressbetweentwo tectonic
suitsto thoseof Carlsonand Langer[1989],including plates.This builduphappensat a rate muchlowerthan
their power-lawdistributionof eventsizes. He found that of the elastic rebound of the slipped blocks. In all
that the equationsof motion couldbe nondimension- computermodels,however,motion takesplace in dis-
alizedsuchthat the systembehavioris fully described cretejumps. In orderto ensurethat the rate of tectonic
by the stiffness,the ratio of the springconstantscon- loadingis alwaysmuchlessthan the rate of elasticre-
nectingblocksto thoseconnecting eachblockto the bound,tectonicloadingmust occuronly as long as all
driver plate. For a large stiffness,eventswhichmove blocks are stable. A naive implementation of a spring-
the wholesystemat onceare common.Wang[1995] block model movesthe driver plate forward by equal
alsoemphasized (or seismiccou- discreteamountsin successive
the roleof the stiffness time stepsand relaxesall
pling)on the frequency-size
distributionof the resul- blocks whose elastic stress exceeds the frictional restor-
tant modelseismicity.The behaviorfor large stiffness ing forceafter the driver plate hasbeenmoved.If the
appearsto be similarto the frequency-size distribution driver plate is incrementedby equal, discreteamounts
observedfor a singlefault, with frequentcharacteris- without relaxingunstableblocksbeforethe driver plate
tic earthquakes whichrupturethe entirefault superim- completesits motion, it is possiblefor two or more un-
posedon a background seismicitywith a power-law dis- connectedpatchesof the fault surfaceto becomeunsta-
tribution. For smallerstiffnesses,
an exponentialrolloff ble during the sametime step and be countedas one
in the power-lawfrequency-size distributionisobserved. earthquake. The modelsof Brown et al. [1991]and
Rundleand Klein [1993]sufferfrom this artifact. To
There is a critical stiffnessfor which a power-law distri-
butionis observed up to the largestevents.Distributed correct this, the driver plate must be advancedonly
seismicity hasbeenclaimedto be an exampleof self- until the next block in the model becomes unstable.
organized criticality[Bakand Tang,1989;Ito andMat- A third weaknessof many previousanalysesis the de-
suzaki,1990;Barriereand Turcotte,1994]. However, pendenceof modelbehavioron initial conditions.If the
since Nakanishi's model exhibits the power-law distri- spring-block modelof Fig. la is startedwith uniform
bution characteristicof critical phenomenafor a par- spacingbetweenblocks,a singleearthquakein whichall
ticular valueof the stiffness,his modelis self-organized of the blocksin the systemmovethe sameamountwill
occur repeatedly. If a small amount of randomnessis
critical. Since a robust model of seismicityshould gen-
includedin the initial block positions,most of the stress
erate both characteristic and noncharacteristic behav-
ior, as Nakanishi's critical will be releasedin a singlelarge earthquakebut there
modeldoes,a self-organized
modelwhichonly producesa singlefrequency-sizedis- will be smaller events as well. If the variation in the
tributionmaynot be robustenoughfor a generalmodel initial block positionsis increased,the elastic rebound
of seismicity.Grassoand Sornette[1998]havereached of the blockswill be further decoupledand the ratio of
the same conclusion. the strain releasedin the largest event to the strain re-
Althoughthe modelsof CarlsonandLanger[1989], leasedin backgroundseismicitywill be decreased.The
Carlson[1991],Bak and Tang[1989],Brownat al. modelsof Nakanishi[1990,1991],for example,include
[1991],Rundleand Brown[1991],and Huanget al. this initial randomnessin the block positions. It is un-
[1992]exhibitpowerlawstatistics,
the seismicity
gener- likely that a modelwhichdependsso heavilyon initial
with GR. These conditions can be a viable model for seismicity since
ated by thesemodelsis not consistent
studiescomputednon-cumulative distributionsof event seismicitydisplaysvery similar statisticalbehaviorun-
sizeswithexponents closeto-1: N(A) ocA-•. To com- der a wide rangeof geometriesand fault histories.
pare this distributionwith GR the distributionmust Randomnesshas also been introduced into somespring
be integratedgivingN(> A) oclog(A) whichis not a block modelsby incrementingthe stressrandomlyover
powerlaw. Thus, althoughthesemodelspurportedly time until some uniform threshold has been
30 SPRING-BLOCK MODELS OF SEISMICITY

Forexample,in the modelsof Bak and Tang[1989],Bar- Rundle, Kanamori, and McNally, 1984; Lomintz-Adler
viereand Turcotte[1990],and Ito and Matsizaki[1990] and Lemus-Diaz, 1989; Knopoff, Landoni, and Abi-
a site is chosenat random during each time step and nante, 1992; Rundle and Klein, 1993; Ben-Zion and
a unit of stressis added to that site during that time Rice, 1995]. These modelsare often classifiedas as-
step. When a site has four units of stress accumulated perity models. They include heterogeneitiesthat break
on it, the site becomesunstable and redistributes stress upon rupture and drive slip on weaker regions. In con-
to its nearest neighbors. While this approach may be trast, barrier models include heterogeneitieswhich do
one way to model structural heterogeneityof the fault not break during an earthquake. Mikumo and Miyatake
surface, it does not allow the model heterogeneityto [1983]studieda thresholdmodelof rupture with spa-
be characterized by a parameter which can be varied tially inhomogeneousbreaking strengths. They found
to study the model dependenceon the degree of het- that a broad distribution of breaking strengthsled to a
erogeneity. It is hard to imagine any other motivation rich buildup of activity prior to the principal rupture in
for the randomness in those models besides structural direct analogy with experimentalwork on rock fracture
heterogeneity. by Mogi [1962].A numberof seismicobservations
sug-
One way in which the simple repeating earthquake gest that heterogeneityin both individual fault planes
behavior of spring-block models with uniform friction and in systems of faults exerts control on the history
can be rectified is by letting the blocks have a dis- of seismicity.Lay et al. [1980]investigatedthe clus-
tribution of static coefficientsof friction representing tering of seismicityin subductionzones. They found
structural heterogenity of the fault surface. If the dis- evidencefor richer foreshockactivity on the Kurile Is-
crete elementsof the spring-blockmodel are associated land Arc than in the Aleutian Island Arc and greater
with fault asperities, it is most realistic to consider still than that of the Chilean subduction zone. They at-
nonuniform coefficients of static friction to represent tributed this differenceto the heterogeneityof seismic
the intermittent contactbetweenfault surfacesand/or coupling in these areas. Greater clusteringand fore-
bends in the fault which concentrate stress in particu- shock activity was associatedwith the larger variance
lar areas. The importance of structural heterogeneity in asperity size of the Kurile Island Arc than that of
on seismicity has been emphasized by many studies. the Aleutians or the Chilean subduction zone. Foxall,
For example, elementary considerationsbased on frac- Michelini,and McEvilly[1993]and LeesandNicholson
ture mechanicstheory indicate that strong fault het- [1993]have obtaineda three-dimensional
tomographic
erogenities,acting as barriers, determinethe frequency- imageof seismicwavespeedanomaliesfor southernCal-
magnitude relations, non-uniform fault slip, clustering ifornia. They attribute anomalies to lithospheric het-
of events, and random ground accelerationsobserved erogeneitiesand argue that these heterogeneitiesexert
[Hanks,1979;HanksandMcGuire,1981;Aki, 1984;Aki, control on the recent history of seismicity in the San
1992; Dmowska and Lovison, 1992; Rice, 1993; Ben- Andreasfault system. Malin et al. [1989]has per-
Zion and Rice, 1993; Ben-Zion and Rice, 1995; Ben- formeda similar imagingof heterogeneitiesin the Park-
Zion andRice,1997;Dmowska,Zhang,andRice,1996]. field section of the San Andreas fault and reached sim-
Several studieshave modeledthe topographyand/or ilar conclusions.Dodge,Beroza,and Ellsworth[1996]
stress distribution of the fault surface have interpreted the prevalence of foreshocksprior to
as a stochastic
function and comparedthe resulting frequency-sizedis- severalmajor southern California earthquakesin terms
tributionof eventswith that of observedseismicityJAn- of the degree of structural heterogeneity on the fault
drews, 1980; Andrews, 1981; yon Seggern, 1980; Kagan plane. They plot the number of immediate foreshocks
and Knopoff, 1987; Yin and Ranalli, 1995; de Rubeis on the fault plane of each mainshock versus the width
et al., 1996]. In this approach,the stressdifference of the foreshockzone, a simple measureof the jagged-
along a fault is modeled as a Brownian walk as in- nessor structural heterogenityof the fault plane. They
ferred by Hanks [1979]. The distributionof intervals found that the number of foreshocks increased with the
betweenzero-crossings of a Brownian walk is associated heterogenity of the fault plane, similar to the depen-
with the frequency-sizedistribution of earthquakes. In dence on heterogeneity observed in acoustic emission
addition, many studieshave included heterogeneitiesin [Scholz,1968a,b;Hirata, 1987]. This is consistentwith
mechanicalmodelsof earthquakesand found the hetero- the conclusionsof Jones[1984]and Abercrombie and
geneitiesto be of central importance in the model be- Mori [1995]who investigatedthe dependence of fore-
havior [Das and Aki, 1977;Rundle and Jackson,1977; shock activity as a function of depth on the San An-
Nut and Israel, 1980; Papageorgiouand Aki, 1983a,b; dreasfault system. Both studiesfound that the
 PELLETIER 31

of foreshocksdecreasesrapidly with increasingdepth in

the crust. Frohlich[1987]obtainedsimilar resultsfor
other fault systems. Kisslingerand Jones[1991]also
identified a similar depth dependencein the number of
aftershocks in Southern California. This decrease in
foreshockand aftershockactivity may be related to a % .
decreasein the degreeof structural heteroegenitysince
heterogeneity decreaseswith increasingdepth (as in-
ferred from stronggroundmotion studies)[Anderson [ I
andHough,1984]. Novelo-Casanova et al. [1985]and
Jin and Aki [1989] presentedevidencefor a correla-
tion between Gutenberg-Richterb-valuesand spatial Figure lb. Model geometryfor the heterogeneous spring-block
and temporal variations in heterogeneityas measured model with viscouscoupling(from Hainzl et al. [ 1999]).
by attenuation.
A particularly important quantitative study of the Hainzl at al. [1999]constructedoneof the few mod-
dependenceof seismicity on structural heterogeneity els to generaterealistic foreschocksand aftershocksin a
and fault length for strike-slipfaults wasperformedby seismiccycle. They achievedthis result by couplingthe
Stirlinget al. [1996].Theseauthorsquantifiedthe dif- blocks of a cellular-automatonspring-blockmodel to
ference in the observedfrequencyof intermediate and an intermediateset of blockscoupledto dashpots(Fig-
large-magnitudeeventscomparedto the number pre- ure lb). This intermediatelayer representsthe viscous
dicted basedon an extrapolation of the GR distribution asthenosphere. Their model generated a cumulative
for smallevents.They foundthat short,smoothfaults frequency-sizedistribution consistent with GR as well
tend to displaycharacteristicearthquakebehaviorwhile as aftershocks and foreshocks consistent with Omori's
large, rough faults tend to releasea larger portion of Law for particular model parameters with a realistic ra-
their seismicmomentsin backgroundevents. Although tio of aftershocksto foreshocks.However, their model
Stirling et al. [1996]did not fit exponentsto their data, generatesonly one frequency-sizedistribution (corre-
a visual inspection indicates that the fault zone com- spondingto noncharacteristic behavior). The behavior
plexity is inverselyproportionalto the strike slip offset. of their model dependson an initially random distribu-
The frequencyratio of observedto extrapolated large- tion of stresses on model blocks. One additional draw-
magnitude events increased,in turn, approximately as back of their model was that aftershocks and foreshocks
the squareroot of the strike slip offset. Combiningthese were only consistentwith Omori's law for a particular
two observations,the frequency ratio varies as one over ratio of the aftershockdecay time to the characteristic
the square root of the fault complexity, quantified as earthquake recurrence time.
the number of steps per unit fault length. In this paper, we extend the model of Hainzl et al.
Studies of slider block models which include the ef- [1999]to includea distributionof static coefficientsof
fects of structural heterogeneityhave been performed. friction in orderto modelstructuralheterogeneityof the
Rundle and Klein [1993],$teacyet al. [1996], Gross fault surface or network. The realistic aftershock and
[1996]and $teacyand McUloskey [1999]studieda cel- foreshock behaviorof the modelof Hainzl et al. [1999]is
lular automaton version of the two-dimensional slider preserved in our model and the statistics are even more
block model with a statistical distribution of failure robust since the number of foreshocks and aftershocks
thresholds. For a large variance in the failure thresh- obey Omori's Law for nearly all combinationsof the
old, they found an exponential rolloff in the power law model parameters. In addition, the model exhibits a
frequency-sizedistribution similar to that observedin number of other realistic featuresof seismicity.
the model of Nakanishi[1990,1991]for a small value Besides the viscous coupling mechanism of Hainzl
of the stiffness. For a small variance et al. [1999], rate and state-dependentfriction has
in failure thresh-
olds, they found many eventswhich ruptured the whole
alsobeenproposedas a mechanism for aftershocks
[Di-
system.Knopoff,Landoni,andAbinante[1992]consid- eterich, 1972;1994]. In order to test this hypothesis
ered a one-dimensional slider block model with hetero- within the context of a spring-block model, we have
geneousfriction. They alsoobservedGutenberg-Richter studied a versionof our model with a stress-dependent
cumulativefrequency-sizestatisticswith an exponential time-to-failure instead of viscouscoupling. This ver-
rolloff at large energies. sion generatesrealistic seismicity for a short time,
32 SPRING-BLOCK MODELS OF SEISMICITY

just as for a model with no viscouscouplingand no complexvelocity-dependentfriction laws do not signifi-

stress-dependent friction, the model eventually settles cantly influencethe behavior of a system of two blocks.
into a state which generatesunrealisticseismicitywith Narkouskaiaand Turcotte[1992]showedthat a linear
frequency-sizestatistics inconsistent with GR and no transformation of the block motions exists between a
foreshocksor aftershocks.Therefore, we concludethat systemwith one ratio of dynamic to static coefficientof
rate and state-dependent friction does not work as a friction and another. Thus, changingthe ratio doesnot
model for aftershocks,at least within the context of a affect the behavior of the model. To model the struc-
spring-blockmodel. tural heterogeneityof the fault system, the coefficients
A fundamentalquestionfor eachspring-blockmodel of static friction are sampled from a Gaussian distri-
is whether they representa single,isolatedfault plane bution with a given mean and variance. If a negative
or distributed seismicity on a collection of faults. In coefficientof friction is sampledinitially from the dis-
this paper we comparethe output of a two-dimensional tribution, a new coefficientof friction is sampled until
spring-blockmodel to seismicityalong individual seg- a positive coefficient is obtained. Border blocks have
ments of subductionzonesas well as to complexfault no forceexertedon them from outside("open"bound-
networkssuchas SouthernCalifornia. This may be rea- ary conditions; similar results were obtained for closed
sonablesincespring-blockmodelsdo not dependon di- and periodicboundary conditions)and for which the
mensionality[Nakanishi,1998].Spring-block modelsin initial forcesbetween blocks are all zero. Huang et al.
a linear (1D) or planar (2D) geometryexhibit quali- [1992]foundthat a versionof this spring-block
model
tatively and quantitatively very similar behavior. A with homogeneousfriction could be nondimensionalized
blockin a planar (2D) spring-blockmodelhas twice as by the seismiccouplingKa/Kb. The analogof the seis-
many neighboringblocksas in a linear (1D) system, mic couplingfor a heterogeneousmodel is obtained by
resultingin a stiffnesstwice as great. However,if the multiplyingKa/K• by the ratio of the meanstaticco-
stiffnessof the two modelsis madecomparableby low- efficientof friction • to the standarddeviationA•uand
eringthe springconstantof interblockspringsin the 2D dividing by the fault length L:
model, identical statistics are obtained. For a collection
of faults, a fractal dimension between 1 and 2 is of- (1)
ten observed[Barton and Larson,1985; Turcotte,1986; K•A/uL
Avileset al., 1987;Hirata et al., 1987; Okuboand Aki,
The fault length L enters into the above relation be-
1987;Hirata, 1989;Matsumotoet al., 1992;Davy, 1993;
Scholz,1997],indicatingthat a collectionof faults dif- causea largersystemwill requirestifferinterblocksprings
fersfrom a singlefault only in its dimensionality.Since to rupture the entire system. This systemsize depen-
spring-blockmodels exhibit very similar behavior for dencescaleswith the linear dimensionof the system.
one and two-dimensionalsystems,this providesa ratio- The heterogeneous spring-blockmodeldescribedabove
was integrated forward in time. An example of the seis-
nal basisfor applyingspring-blockmodelsto a variety
of fault geometries. mic history is shownin Figure 2. Earthquake sizesare
commonlyestimated by the moment, the product of av-
SYSTEMATIC DEVELOPMENT OF A erageslip and slip area, and magnitude, definedhere in
STRUCTURALLY HETEROGENEOUS termsof the seismicmomentas 1.5 timesthe logarithm
SPRING-BLOCK MODEL COUPLED TO A (base10)of the seismic moment[KanamoriandAnder-
VISCOUS ASTHENOSPHERE son, 1975]. In Figure 2 the magnitudeis plotted as a
functionof time in model units. Initially the modeldis-
Heterogeneity
playsa buildupof seismicitybeforea largeeventand a
We first consider a two-dimensional version of the declineof activity beforethe next cycle. However,after
spring-blockmodel of Figure la. Each block is coupled severalcycles,the model becomescompletelyrandom
to four neighboringblocksby springswith springcon- and no longerexhibitsa broadrangeof eventsizes.We
stant Ka and to the driver plate with a singlespringof calculatedthe cumulativefrequency-sizedistributionof
spring constant Kb. In addition, each block is friction- seismicmomentsfor the early portion exhibitingcyclic
ally coupledwith the lower plate and has a dynamic behavior.In Figure 3 the cumulativefrequency-sizedis-
coefficient of friction lower than the static coefficient of tribution of seismicmoments is plotted for models of
friction by a constant factor. Many other friction laws systemsize 64x64 in which all of the model parameters
are possiblebut we have chosenthis one for simplic- were kept fixed except for the value of K• which was
ity. Huang and Turcotte[1992]haveshownthat more varied from 0.6 to 0.8 to 1.0. The small events for

'l
2 magnitude events and found that an exponential rolloff
E
1
-1
2 4 6 8 10 12
t
Figure 2. Magnitude versus time in model units for the
basic heterogeneousmodel. Although the initial behavior
is consistent with realistic seismic cycle behavior, this is
only a transient feature. After several identifiable cycles,
the seismicitybecomesentirely random with no foreshocks
or aftershocksand a frequency-sizedistribution inconsistent
with GR.
casewere well approximated by a power-law with an ex-
ponentof-2/3, in closeagreementwith that of observed
seismicity
for both global[GutenbergandRichter,1944;
Hanks and Kanamori, 1979] and regional[Evernden,
1970;Fledlet, 1974]values.The largeeventsare either
overabundant(for Kb = 0.6) relativeto the power-law
trend with many events which rupture nearly the entire
systemor they are underabundant(for Kb = 1.0) with
a rolloff in the power-law distribution with an exponen-
tial tail. This variation in large-eventbehavioris similar
to that observedfor single faults for which a charac-
teristicearthquakedistributionoften results[Schwartz
and Coppersmith,1984; Davison and $cholz, 1985; Ka-
gan,1993; Wesnousky,
1994]whilea Gutenburg-Richter
distribution of events with an exponential rolloff often
existsfor larger areas includingthe global distribution
[Kagan,1994].
It should be noted that considerable care must
taken in any analysis of the tail of the cumulative
frequency-sizedistribution sincethere are few eventsin
this region and the uncertainty in the statistics of such
small numbers can be large. Due to this uncertainty,
there have been several different functional forms pro-
posed for the tail of the GR distribution. It has been
proposed that the tail of the distribution is a power
law with an exponentof-1 rather than -2/3 [Pacheco
et al., 1992; Romanowicz and Rundle, 1993; Okal and
Romanowicz.1994]. However,Kagan [1997]and Sor-
nette and Sornette(Sornette,D., and A. Sornette,Gen-
PELLETIER 33
eral theory of the modified Gutenberg-Richterlaw for
large seismicmoments,unpublishedmanuscript,1998)
have carefully tested the likelihood of various func-
tional forms for the frequency-sizedistribution of large-
was the most consistent with available data.
Although the cumulativefrequency-sizerelationships
obtained from the early time behavior of this model
are encouraging,another element needs to be added
to the system so that this is not simply a transient
feature. We have incorporated both stress-dependent
friction and viscouscoupling in an attempt to obtain
realistic seimicity in steady-statemodel behavior.
Stress-dependentfriction
Dieterich[1972,1994]has proposedthat aftershocks
are related to rate and state-dependentfriction. Our
first attempt to improve the basic heterogeneousspring-
block model was to introduce stress-dependent fric-
tion. We introduced stress-dependenceby decreasing
the time-to-failure of a block by a multiplicative factor
dependenton the magnitude of the stressstep and that
decayedwith time accordingto Dieterich's model for
seismicrate increasefollowinga stressstep [Dieterich,
1994]. Representativemodelresultsare shownin Fig-
ure 4. As with the basicheterogeneousmodel, although
there is initally seismiccycle behavior, it is only tran-
lO2
• 1ø
z
1
be
10¸
10 -1 10¸ 101 102 103
M
o
Figure 3. Cumulative frequency-sizedistribution, the num-
ber of events with moments larger than Mo, for three dif-
ferent values of Kb and all other constants fixed. The dis-
tribution of small events for all three model runs is consis-
tent with the power-law observedin GR. The frequency of
large events varies from characteristicearthquakebehavior
for small values of Kb to an exponential rolloff for larger
values of
34 SPRING-BLOCK MODELS OF SEISMICITY
-1
5 10 15
t exhibits the same range of frequency-sizedistributions
Figure 4. Magnitude versustime in model units for the
heterogeneousmodel with stress-dependenttime-to-failure.
This model exhibits cyclical early-time behavior that even-
tually disappears into unrealistic seismic behavior with no
foreshocksor aftershocksand a frequency-sizedistribution
inconsistent with GR.
sient behavior. Once the model achievesa dynamic
steady-statecondition the seismicityis completelyran-
dom and the cumulative frequency-sizedistribution is
inconsistentwith GR. This result suggeststhat stress-
dependent friction is not sufficient as a model for after-
shocksor foreshocks,at least within the context of a
spring-blockmodel.
Coupling to viscousasthenosphere
One additional way in which spatiotemporalcluster-
ing can be introduced into a spring-blockmodel is to
couple the blocks to an additional layer viscouslycou-
pled to the upper plate. The viscouslayer introduces a
time-delay to the transfer of stresswithin the fault.
Figurelb illustratesthe modelof Hainzl et al. [1999].
When a block slips there is an instantaneous stress
transferfrom one blockto it's neighboringblocksthrough
the elastic couplingof the springswith spring constant
Ka. There is also, however, an overdampedtransfer of
stressbetween neighboringblocks through blocks cou-
pled both elastically and viscouslyto the driver plate.
These blocks do not change position immediately af-
ter the slippageof a coupledblock in the bottom layer
but rather creep to a new equilibrium position with an
exponentially decreasingrate through time.
Cumulativefrequency-sizedistribution. We have imple-
mented the model of Figure lb with heterogeneous fric-
tion. Representativemodel results are given in Figures
5a-c for three different values of Ka with all other con-
stantsheld fixed. Figure 5a-c presentsthe seismichis-
tory aftereachmodelhasachieved
a dynamic
steady-
state following the initial transient related to the uni-
form initial block positions. This model successfully
generateswell-defined seismic cycles for large seismic
coupling(Figure 5a). The cumulativefrequency-size
distribution for the modelsof Figure 5 are givenin Fig-
ure 6 with the power-law trend representingGR plot-
ted as the dashed line. As the value of Ka is lowered
from 0.4 to 0.025, the seismiccoupling decreasesand
the model behavior switches from characteristic to non-
characteristic earthquake behavior. Thus, the model
observed in real faults. There is a rolloff in the GR dis-
tribution at small magnitudes as well The model also
exhibits a systematicdecreasein B value for larger seis-
mic couplings. This is consistent with the observed
decreasein B value with increasingdepth [Mori and
Abercrombie,1997]assumingthat seismiccouplingde-
creaseswith depth due decreasingheterogeneitywith
increasingdepth.
Stressdiffusion. A strong correlation exists in ob-
servedseismicitybetween mainshockprecursortime in-
tervals and the magnitudeof the mainshock[Scholz,
1990]. This observationhas motivatedthe dilitancy-
diffusionmodel[Scholzet al., 1973]and modelsof seis-
micity basedon the diffusionof pore fluids [Nut and
Booker,1972; Miller et al., 1999] becauseit implies
stressdiffusionwith a diffusivityof 1 m2/s. Stressdif-
fusion is also, however, consistentwith a spring-block
model coupledto a viscouslayer. A basic calculationin
Turcotteand Schubert[1982]showsthat the displace-
ment of the lithosphere coupled to a viscousastheno-
sphereis governedby the diffusionequationwith a dif-
fusivity D given by
hahLG
o: (2)
where ha is the thickness of the asthenosphere,hL is
the thicknessof the elastic lithosphere, G is the shear
modulusof the lithosphere,and/• is the viscosityof the
asthenosphere.Using ha=100 km, h•=30 km, G=30
GPa, and /•=4x1019Pa s we obtain D:0.75 m2/s,
in close agreement with the value obtained from the
precursor-magnituderelation.
Omori's Law and relative frequency of foreshocksand af-
tershocks. Omori's Law states that the number of af-
tershocksfollowing a main shock rupture decaysas a
power-law function of the time since the
 PELLETIER 35

4
r(to- t) oc(to- t) -p wherep m 1. The numberof after-
shocksis definedby excessnumber of earthquakesabove
3 the backgroundrate of seismicityfollowinga mainshock
rupture. The same function has also been found to
describe the increase in the number of foreshocks be-
2

E fore a mainshock[Kaganand Knopoff,1980;Jonesand

Molnar, 1979]. There are many moreaftershocks
than
1
foreshocks.Stackedplots of model seismicityas a func-
tion of time before and after mainshock ruptures are
0 presentedin Figures 7a-c for the modelsof Figure 5a-c
respectively. The plots have been stacked by adding
-1 up the seismicity before and after many mainshocks
200 220 240 260 280 300 in equally-spaced bins. The ratio of foreshocksto af-
t tershocksis found to decreasewith decreasingseismic
coupling from a value near one for a system exhibit-
ing characteristicearthquake behavior to a value much
lessthan one for a systemexhibiting noncharacteristic
earthquake behavior. Thus, the model suggestsa very
specific pattern to look for in seismic data: the rela-
tive occurrence of foreshocks to aftershocks is related
2
to whether the fault displays characteristic or nonchar-
E
acteristic earthquake behavior.
1
The stacked number of earthquakes per unit time
abovethe backgroundrate before(Figure 8a) and after
0 (Figure 8b) mainshocksare plotted in Figure 8. These
plots indicate that although the number of foreshocks
-1 and aftershocksvary for models with different seismic
200 220 240 260 280 300 coupling, the exponent in Omori's Law remains the
t same and is in agreement with the observationp m 1
for real aftershock data. This result contrasts with that
of Hainzl et al. [1999]whofoundthat their modelonly
produced an exponent consistentwith Omori's Law for
particular values of their model parameters.
Kagan's
Lawfor spatiotemporal
clustering.Kagan[1970]
was the first to usethe pair correlation function to study
2
the spatiotemporal clustering of hypocenters. The re-
E sults he obtained are a fundamental observation of seis-
1 micity. Kagan [1991a,1991b]calculatedthe numberof
pairs of hypocenters per unit area and time as a func-
0
tion of the distance and time between hypocenters. He
found that the frequencyof pairs decreasedas a power-
-1
law function of the distance between pairs over a wide
rangeof distances:c(Irl- tel)- I•l- •21-q with val-
200 220 240 260 280 300
t
ues of q that decreasedwith increasingtime between
hypocenters. He obtained the same result when he ex-
changed time for space: he found that the frequency
Figure 5. Magnitude versustime for seismicity of a model
of pairs decreasedas a power-law function of the time
fault with (a) large seismiccouplingexhibiting characteris-
tic earthquakebehavior(Ka--0.4), (b) intermediateseismic between pairs with exponents that decreasedin mag-
coupling(Ka=0.1), and (c) relatively low seismiccoupling nitude with increasing distance between hypocenters.
exhibitingno large events(K•=0.025). The correspondingresults for the output of the
36 SPRING-BLOCK MODELS OF SEISMICITY

7000

lO2
6000

5000

4000

3000

2000
lO¸
lO
-1
10¸ 101 102 103 -1.5 -1.0 -0.5 0.0 0.5 1.0 1.5
M t-t
o o

,..,, 2500
Figure 6. Cumulative frequency-sizedistribution for the
seismicityof Figure 5. The model generatesseismicitywhich
is consistent with GR for small events but varies from char-
• 2000
acteristic earthquake behavior for models with large seismic
coupling to a GR distribution with exponential rolloff for
models with a low seismiccoupling.
• 1500
erogeneousspring-blockmodel with viscouscoupling is o

given in Figure 9. For small separations(1-2 lattice o_

sites) the exponentof the pair correlationfunctionin o 1000

E
time is closeto -1 while for larger separationsthe ex-
ponent q decreasesin closeagreementwith Kagan's re-
• 500
sult. The time in Figure 9 is normalized by the viscous
-4 -2 0
damping time To in our model.
Cumulative Benloft strain increasebeforelarge earthquakes.
Bufe and Varnes[1993]identifieda new quantitative
900
precursorby observingthat the cumulativeBenloftstrain
releasedprior to large earthquakesincreasedas a power- 800
law functionof time beforethe mainshock:B(to - t) cr
(to- t) -"• where B is the cumulativeBenloftstrain 700
release.Bufe and Varnes[1993]documented this pat-
tern for seismicity prior to Loma Prieta and Bufe et 600
al. [1994]identifiedthe samepatternin seismicitypre-
ceedingseverallarge earthquakesin the Aleutian Arc. 500
Their work followsthat of Keilis-Boroket al. [1988]
and Keilis-Borokand Rotwain [1990]who have used 400
the increasein intermediate-magnitudeearthquakesto
predict times of increasedprobabilitiesfor large earth- 300
.

i I I I , , , , , , , , ....

quakes. The average values of m for both San Fran- -15 -10 -5 0 5 10 15
ciscoand segmentsof the Aleutian Arc were closeto t-t
o
I3' Theseauthorschoseto analyzethe Benioffstrain
because it is a measure intermediate between earth- Figure 7. Rate of foreshocksand aftershockspreceeding
quake number and seismicmoment. If one computes and following the mainshock rupture for the model with
(a) large seismiccoupling(Ka=0.4), (b) intermediateseis-
the cumulative seismicmoment before large events the mic coupling(Ka=0.1), and (c) relatively low seismiccou-
curve is dominated by the seismicmoment releaseof pling (K•=0.025). The ratio of foreshocksto aftershocks
the few largest events and it is impossibleto see any decreaseswith decreasingseismic
 PELLETIER 37

observedrough, episodicrupture historiesin structurally

heterogeneoussubduction zones such as the Kurile Is-
lands and broad, smooth ruptures for more structurally
uniform subductionzonessuch as in Alaska. Although
lO there are no rupture dynamics in our cellular-automaton
spring-blockmodel, it is possibleto obtain approximate
dynamicsby assuminga constantrupture velocity. The
rupture begins at the first unstable block and propa-
gates radially outward at a constant velocity in each
/

lO¸ direction in which the neighboringblock also becomes

unstable. This processis iterated at each time step un-
til the earthquake rupture stops. Far-field displacement
-1
_1o¸ -10 functions are then calculated by binning the slip dis-
t-t tances which take spaceat equal distancesfrom the hy-
pothetical receiver. Far-field displacementfunctions for
lO2 a fault with a relatively large (a) and a relativelysmall
(b) seismiccouplingare shownin Figure 11. The fault
with large seismiccoupling exhibits the broad, smooth
rupture that Hartzell and Heaton [1985]observedin
structurally homogeneoussubduction zones while Fig-
ure 11b is a heterogeneousrupture with a very rapid
increase in stressrelease in the beginning and a slow
falloff towards the end of the rupture. Grayscale plots
of the total slip of each portion of the fault surface for
the earthquakesof Figure 11a and 11b are shownin Fig-
ure 12 and 13, respectively. Dark areas indicate greater
lO
-1 amounts of slip. Note that earthquakes do not neces-
-2 -1
10 10

t-t o ,• 10¸ .........

Figure 8. Number of earthquakesper unit time (a) lead-
ing up to and (b) followingthe main shockrupture for the
modelof Figure5a (filledcircles),5b (untilledtriangles),and •'• 10-1 [] c(t),•t-1
5c (untilleddiamonds).The exponentof the power-lawin-
creaseand decreaseof earthquake number is consistentwith
Omori'sLaw and is independentof the seismiccoupling.

pattern in a statistic dominated by such as small num-

ber of events. Earthquake number, on the other hand,
• 10_2
weighseachearthquakeequally and so it is a poor mea-
sure of increase in the number or moment release of o 10 , i i I i i i , i i i

intermediate-magnitude events. The stacked cumula- 10¸ 101 102. 1'0

5
tive Benloft strain prior to mainshock rupture for the t (timestepx104)
three model calculationsof Figure 5 are plotted in Fig-
ure 10. The cumulative Benloft strain increases as a
Figure 9. Pair correlation function, the number of pairs of
power-lawwith an exponentof m - •, independent hypocenters per unit time and area, as a function of time
of seismiccoupling. This is entirely consistentwith the(normalizedby the viscousdampingtime) for five different
resultsof Bufe and Varnes[1993]and Bufe et al. [1994]. radial separations: 1-2 lattice spacings(filled circles), 2-4
(squares),4-8 (triangles),8-16 (top curveof diamonds),and
Rupturetiistories. Hartzell and Heaton [1985]have 16-32 (bottom curve of diamonds). This behaviormatches
computedfar-field displacementfunctionsfor largeearth- very closelythe pair correlation function observedby Kagan
quakesfrom subductionzonesaroundthe Pacific. They
38 SPRING-BLOCK MODELS OF SEISMICITY

4.0 eventswas large) comparedto large, roughfaults. We

i , ,

have performed a similar analysisfor fault length in the

_B(tø
-
Aleutian Arc. Figure 15 plots the ratio of the largest
observedseismicmoment to that predicted basedon an
extrapolation of the power-law fit to smaller eventsfor
eachsegmentof the Aleutian Arc. The data sourcefor
1.8
the momentsis Kagan[1997].We observethe samede-
•• •• øoø
oø pendenceon fault lengththat Stirling et al. [1996]ob-
servedfor strike-slip faults: shorter faults have a larger
Ooo seismiccouplingand a larger fractionof their total seis-
mic moment releasedin large events.
0.8

600
o
5OO

Figure 10. Cumulative Benioff strain preceeding large

400
earthquakesfor a model with relatively large seismiccou-
pling (filled circles), intermediate seismiccoupling (open
triangles), and small seismiccoupling(open triangles). A E 300
o
least-square fit to the data yield a power-law relationship E
with exponent-1/3:B(to- t) c• (to- t) -•/3 independent 200
of the seismiccoupling, consistentwith the observationsof
Bufe and Varnes[1993]. 100

sarily rupture simply connectedregions:the rupture of

Figure 12 has three patches of fault surface which do 5 10 15 20 25 50 55
not slip even though they are completely surrounded t (distonce from hypocenter)
by regionsof slip.
Scaling of averageslip versusmoment. The average 8OO

slip versus moment is plotted in Figure 14. A least-

squares fit to the data indicate a relationship of d o(
600
Moø'17.This samerelationship
wasobtainedfor differ-
ent values of the seismic coupling. This relationship
matches exactly that of earthquakesin Parkfield, Cali-
E 400
fornia, for which the sourcegeometriesare well known o
E
[$ammiset al., 1999].
Dependenceof large-magnitudeseismicity on fault length 2OO
and structuralcomplexity.Stirling et al. [1996]have
performed the most complete quantitative analysis of
the dependence of the frequency-sizedistribution of
earthquakeson fault length and structural complexity 5 10 15 20
for strike-slipfaults. Theseauthorsquantifiedthe large- t (distance from hypocenter)
magnitude behavior of strike-slip faults with the ratio
of the frequency or moment of observedlarge events Figure 11. Source-time function for a large rupture of a
to the frequency or moment of large events based on model fault with (a) large seismiccoupling and a broad,
an extrapolation of the best-fit power-law distribution smoothrupture and (b) small seismiccouplingand a rough,
of small-magnitudeevents. They observedthat small, episodic rupture history. These source-time functions can
be comparedto the broad, smooth rupture historiesof large
smoothfaults displayedbehavior consistentwith a rela- earthquakesof Alaska and the rough ruptures of the hetero-
tively large seismiccoupling(i.e. the ratio of frequency geneousKurile Islands subduction zone observedby Hartzell
or moment of observedto extrapolated large-magnitude and Heaton
 PELLETIER 39

Figure 12. Grayscaleplot of fault slip for a largerupture of a modelfault with (a) largeseismiccoupling
and (b) relatively small seismiccoupling.

CONCLUSION spatiotemporal clustering of events, the buildup of cu-

mulative Benioff strain before large earthquakes, and
Although many spring-blockmodelshave been pro-
the rupture histories of individual earthquakes. The
posed,on the wholethey have failed to add significantly
statistical similarity of seismicity on strike-slip faults
to our basic understanding of fault mechanics. Part
and in subduction zonessuggeststhat seismicityin sub-
of the reason for this may be that so many different
models have been proposed, all of which purportedly
0.40
i i

reproduceGR statistics. Another reasonmay be that

too few studies investigatealternative modelsto see if . ..

their model is unique in reproducingobservedpatterns 0.28

./-

of seismicity. In this study we have attempted to set a

new standard for spring-blockmodels by presentinga
model which generatesrealistic seismicitywith respect 0.20
to many different measuresof seismicity. We have also
constructedthe model in sucha way that we are able to
rule out stress-dependentfriction as a significantgener- 0.14
ating mechanismfor foreshocksand aftershocks.Lastly,
we have tried to provide a brief review of the last decade
of work to put our work and the recent work of others 0.10 ' , . , ,,
into context. 10-1 10¸ 101 102
Our model suggeststhat the roles of fault length, M

depth, and structural heterogeneitycan be understood

in terms of their influence on the seismiccoupling of
fault systems.Seismiccoupling,in turn, influencesthe
relative frequencyof large and small-magnitudeevents,
the relative frequencyof foreshocksand aftershocks,the
Figure 13. Averagedisplacementd versusseismicmoment
Mo. A least-squarefit to the data yield a power-law rela-
tionshipd ocMoø'x7,consistent with the valueobtainedfor
earthquakesat Parkfield,Californiaby Sammiset al.
40 SPRiNG-BLOCK MODELS OF SEISMICITY

103 Bak, P., and C. Tang, Earthquakes as a self-organizedcrit-

ßUnolosko ßKommondorsk; ical phenomenon, J. Geophys. Res., 9,i, 15,636-15,637,
x 1989.
38
**•umagln Barriere, B., and D.L. Turcotte, Seismicity and self-
x
organized criticality, Phys. Rev. E, ,i9, 1151-1160, 1994.
ßYakataga
E ß 1946 Barton, C.C., and E. Larson, Fractal geometry of two-
dimensionalfracture networks at Yucca Mountain, South-
lO2 western Nevada, in Fundamentals of Rock Joints, edited
by Ove Stephansson,pp. 77-84, Proc. Int. Symp. on Fun-
o damentals of Rock Joints, 1985.
x Ben-Zion, Y., and J.R. Rice, Earthquake failure sequences
E along a cellular fault zone in a three-dimensionalelas-
o tic solid containing asperity and non-asperity regions, J.
1 ß 1957 Geophys. Res., 98, 14,109-14,131, 1993.
lO
Ben-Zion, Y., and J.R. Rice, Slip patterns and earthquake
.

• , , I t I • , ,

50 100 150 populations along different classes of faults in elastic

foult zone length (km)
Figure 14. Ratio of the maximum moment observed to
the maximummomentpredictedbasedon an extrapolation
of the GR fit to smalleventsfor differentsegments
of the
AleutianArc, asa functionof segmentlength.Momentdata
from Kagan[1997].
duction zonesmay be able to be quantified in a similar
way to that of strike-slip faults in the work of Stirling et
al. [1996].Lay et al. [1980]havequalitativelydescribed Carlson, J.M., Two-dimensionalmodel of a fault, Phys. Rev.
the seismicityon different subductionzonesin terms of
their structural complexity. The model in this paper,
together with data analysisof the patterns it suggests
to look for in real sesimicity,may provide a starting
point for a better quantification of patterns of seismic- Davison Jr., F.C. and C.H. Scholz, Frequency-moment dis-
ity in subduction zones. In addition, the model may
help us to better understand the depth dependenceof
seismicity in both subduction zone and strike-slip fault
systems.
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Department of Geosciences,University of Arizona, Gould-
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 Statistical Analysis of a Model for Earthquake Faults
With Long-RangeStressTransfer

W. Klein,M. Angheland C. D. Ferguson

I

PhysicsDepartment, Center for Polymer Physics, and Center for Computational Science,Boston University, Boston,
Massachussets

J. B. Rundle 2 and J. S. S• Martins

Colorado Center for Chaos and Complexity and CIRES, University of Colorado, Boulder, Colorado

We presentboth theoretical and numerical analysisof a cellular automaton

versionof a slider-blockmodel for earthquakefaults that includeslong-range
stresstransfer. Theoretically we develop a coarse-graineddescriptionin the
mean-field(infinite range) limit and discussthe relevanceof the meta-stable
state, limit of stability (spinodal)and nucleationto the phenomenology of
the model. We also simulate the model and confirm the relevance of the
theory for systemswith long, but finite range, interactions. Results of par-
ticular interest include the existenceof Gutenberg-Richter like scaling con-
sistent with that found on real earthquake fault systems, the associationof
large events with nucleation near the spinodal, the existence of more than
one scalingregime, and the result that such systemscan be described,in the
mean-field limit, with techniquesappropriate to systemsin equilibrium.
1. INTRODUCTION physicists[Gu et al, 1984; Huang and Turcotte,1990;
Rundle and Jackson,1977; Rundle and Brown, 1991]
It is well known that the frequency-sizestatistics of
and condensed matter physicists[Carlsonand Langer,
earthquakesobeyGutenberg-Richter(GR) scalingrela-
1989; Carlson et al, 1991, 1994; Bak and Tang, 1989;
tions [Gutenberg
andRichter,1954].However,it is not
Feder and Feder, 1991; Olami et al, 1992; Rundle and
known whether critical phenomena produce these em-
Klein, 1993]havebeenexaminingmodelsof earthquake
pirical relations. To see if this connectionexists, geo-
faults which hopefully contain the minimal, but essen-
•Now at Federationof AmericanScientists,Washington, tial, physics. In the first of these models, Burridge
DC andKnopoff[1967](BK) constructed
a one-dimensional
2Also at Department of Physicsand Department of Geo• network of slider-blocks connected to their nearest-
logical Sciences,University of Coloradoat Boulder,Boulder, neighborsand a loader plate via linear elastic springs.
Colorado
The BK modelandothermodels[Gu et al, 1984;Huang
and Turcotte, 1990; Rundle and Jackson, 1977; Rundle
and Brown, 1991; Carlson and Langer, 1989; Carlson et
al, 1991, 1994; Bak and Tang, 1989; Feder and Feder,
GeoComplexityandthePhysicsof Earthquakes 1991; Olami et al, 1992;Rundleand Klein, 1993]influ-
GeophysicalMonograph120 encedby it can exhibit frequency-sizestatisticssimilar
Copyright2000by theAmericanGeophysical
Union to GR scaling. However, until recently no theoretical
44 ANALYSIS OF A MODEL WITH LONG-RANGE STRESS TRANSFER
analysis has demonstrated a connection between this
scaling and critical phenomena. On the contrary, af-
ter analyzing the behavior of a single BK slider-block,
Vasconcelos
[1996]arguedthat a first-orderphasetran-
sition occurs but that no continuousphase transition,
giving rise to critical phenomena,exists. In this work we
present a theoretical and numerical analysisof a cellu-
lar automaton(CA)long-rangeinteractionversionof the
BK model introduced by Rundle, Jackson,and Brown
[Rundleand Jackson,1977;Rundleand Brown,1991]
(RJB). Our work indicatesthe presenceof a spinodal
critical point, which can give rise to the GR scalingob-
served in these models.
In addition to describinga coarse-grainedtheory we
havedevelopedfor this model[Klein et al, 1997],and
discussingthe assumptionsthat were made, we also
present the results of simulations that are consistent
with this theory [Fergusonet al, 1999]. In particular,
we find critical slowing down as the spinodal critical
point is approached,frequency-sizestatistics for a wide
range of realistic fault parametersthat are consistent
with the values predicted by the theory and a strong
relationship between earthquakesin the model and be-
havior near a mean-field spinodal including nucleation
events[Anghelet al, 2000].
We have also investigated further a previous result
[Rundleet al, 1995]that the mean-field(infiniterange
interactions)version of this model can be described
by an equilibrium theory. We find that for slow tec-
tonic driving and long-rangeinteractionsthe CA model
demonstrateswhat we call local ergodic behavior. We
demonstratethis usinga measureof effectiveergodicity
developedby Thirumalaiand Mountain[1990,1993].
This result, as well as the theoretical analysis, gives
further weightto the claim [Klein et al, 1997;Rundle
et al, 1995]that variousaspectsof this modelcan be
described by the techniques of equilibrium statistical
mechanics.
Finally we have done a carefulstudy of the scalingof
this long range CA model and found that there is more
than one scalingregion and that this substructurecan
be predicted from analysisof the behavior of clusters
near the spinodalcriticalpoint [Anghelet al, 2000].
The remainder of this paper is structured as follows:
In Section 2 we briefly describethe RJB versionof the
BK model. In Section 3 we discussthe applicability of
long-rangeinteractionsto modelsof earthquakefaults
and developa coarse-grained theory for the long-range
CA model. In Section 4 we discussthe assumptions
made in the development of this theory and present
numerical evidence supporting their validity. In Sec-
tion 5 we review spinodal nucleation and present the
predictionsof the theory as well as the corresponding
simulation results. In Section 6 we apply a measure
of effectiveergodicity,the energy-fluctuationmetric, to
the CA model and find that the systemtendstowarder-
godic behavior as the tectonic velocity approacheszero
and as the interaction range increases.In Section7 we
discussthe arrestingof nucleationeventsand return to
the questionof coarsegraining. In Section8 we inves-
tigate the different scalingregionsand the implication
of this type of scaling for the structure of earthquake
events. Finally, in Section 9, we discussour results.
2. MODEL
In this sectionwe describethe model introducedby
Rundle, Jackson,and Brown. This model consistsof a
two-dimensionalarray of masslessblocks that interact
with their neighborsand a tectonicloader plate via lin-
ear springswith constantsT(r) and Kœ, respectively,
where r is the distance betweenblocks. Initially, each
block i receivesa random position Ui from a uniform
distribution. The loaderplate contributionto the stress
is set equal to zero initially, and the stresscri on each
block is measured and compared to a threshold value
or/r.If cri < or/Fthentheblockis notmoved.If, how-
ever,eri)_or/rtheblockis movedaccordingto therule
U•(g-I- 1) - U•(g)-I-
1- •li(t))O(cri(t)-air). (1)
Herethe stepfunctionO(x) - 0 ¾x _• 0 and - 1 ¾x >
0, and the effectivespringconstantK - Kœ+Kc where
KC -- •j,i•j Wij,andTij isthematrixofinteraction
coefficients.The sum over j includesall of the neigh-
borsof blocki The residualstress,or.
n is a parameter
that specifiesthe stresson a block immediately after
failure. All blocks are tested and moved until no block
hasa stress
greaterthanor/r.At thispointtheplateis
moved. Two proceduresare used. The first, which we
will refer to as the zero velocity limit, requiresthat we
find the block that has the highestcri. We then move
the plate so that eachblock receivesthe stressthat just
brings the block with the highest stressto its failure
threshold. This guaranteesthat in the vast majority of
plate updates there will be only one initial failure site
and hence one earthquake per plate update. The sec-
ond method we will employ is to move the plate a fixed
distance VAT, thereby increasingthe stresscrion each
block i by KLVAT. The quantity AT determines
 KLEIN ET AL. 45

"tectonic" time scale which is taken to be AT -- 1 for e-•r/r • interaction,wherea << 1, implyinga slowde-
the moment. We will return to the questionof this time cay to the long-rangeinteraction over the fault's extent
scale in Section 7. After the plate is moved the stress [Rundleand Klein, 1995].
on each block is calculated via In addition, a fault's interaction strength varieswith
and extends over a fault's depth, which is on the order
of a kilometer or more. Because our CA slider-block
(e)
models a macroscopicfault asperity, which has a linear
dimension on the order of ten meters, the interaction
range should span on the order of one hundred blocks
and the processoutlined above is repeated. in length. To approximately accountfor the screening
The step function mathematically expressesthe Mohr-
anddeptheffects,we cantruncatethe 1/r • interaction
Coulomb friction law, which has the usefulproperty or any appropriate long-range interaction.
that it is alwaysscaleinvariant[de SousaVieira and Moreover, recent observations[Hill et al, 1993;
Herrmann, 1994]. In this paper, we usethe stochas- Goreberg,
1996]of seismicactivityfollowingsomelarge
tic CA model[Rundleet al, 1995],in which•i(t) is a magnitude(•; 7 on the Richterscale)eventsindicate
random noiseequal to pW, wherep is a uniformlydis- long-rangecorrelationsof subsequentactivity with the
tributedrandomnumber• [0,1] andthe predetermined main quake, occurring within a few minutes after and
noise amplitude W is in the range 0 _• W _• 1. extendingup to 1200 km (much further than the typ-
After blocki slips,eachneighborj of the failed block ical aftershockzone) from the main shock. Hill et al.
receives
anamountofstress
equalto Tij(cri(t) -aia)/K, [1993]proposedmodelswith long-rangestresstensors,
while the system dissipatesthe amount KL(cri(t)- including1/r 3, to explainthesespatialcorrelations.
cr•)/K. This stresstransfermay causetheseneigh- In nature, the averageearthquakestressdrop Act =
bors to slip and so on, thus initiating an earthquake,
crF- an is approximately 0.01to I MPa, whichissmall
or avalanche, which continuesuntil every block has
compared to thefailurethreshold(or
F • 10MPa)orthe
crj< cry.Thesizeofanearthquake equals thenum- breakingstrengthof rock [$cholz,1990].Consequently,
ber of slippedblocksafter eachplate update. We count
the ratioAer/a• • 0.001to 0.1. Fora fixedcr• in the
each slip as a block failure even if a block slips more long-rangeCA model, Act decreasesas the interaction
than once. In most cases of interest in this work multi-
range increasesbecausethe mean interaction strength
ple slipsof a block during one event axerare. The count
or inter-block spring constant decreasesas the interac-
begins anew after each update of the loader plate. It
tion rangeincreases[Rundleet al, 1996]. To obtain a
is the properties of the earthquakes or avalanchesin
consistent
ratio Acr/a• with geological
faults,the CA
this model that we have studiedtheoreticallyand via model's interaction regionmust include severalhundred
simulations.
blocks.
Finally, in addition to questionsof interest in earth-
o LONG-RANGE INTERACTIONS AND quake physicswe want to investigatemean-fieldeffects
COARSE-GRAINING OF MODEL in driven dissipative systems which appear as the CA
model becomesmore long-range. In particular, our
In this work we will concentrateon the long range coarse-grainedtheory (developedbelow)indicatesthat
interaction version of the CA model. We do so for the a spinodalcritical point influencesearthquakescaling,
followingreasons.Linear elasticitytheoryyieldslong- the structure of an earthquake, and the amount of time
range stresstensorsfor a variety of geophysicalappli- required to form an earthquakeduring a tectonic plate
cations[Rybicki,1986],includingidealizedviscoelastic update. In addition,earliersimulations[Rundleet al,
faults. For a two-dimensional dislocation in a three- 1995]and theoreticalanalysis[Klein et al, 1997]indi-
dimensionalhomogeneous
elasticmedium,the magni- cate that these systemsare locally ergodic in the limit
tude T of the static stresstensorgoesas T .• 1/r 3 of infinite interaction range. The conceptof locally er-
[$teketee,1958]. While geophysicists
do not knowthe godic will be addressedin section 6. We know that
actual stress tensors for real faults, they expect that long-rangesystems[Monetteand Klein, 1992;Rundle
long-range
stresstensors,whicharesimilarto the 1/r • and Klein, 1989; Grosset al, 1994;Rundleet al, 1995]
interaction, apply to faults. It is suspectedthat micro-
can display different physicsthan short-rangesystems.
cracks in a fault, as well as other "defects"suchas wa-
This model, due to the fact that it is driven and dis-
ter, screenthe 1/r • interaction,
leadingto a proposed sipative, is a particularly interesting one on which
46 ANALYSIS OF A MODEL WITH LONG-RANGE STRESS TRANSFER

study this phenomenon.We begin with the theoretical that Tij _<A < oa¾i andj. The limit q-• oe pro-
analysis. ducesmean-field behavior, which is qualitatively differ-
In Ref. [Kleinet al, 1997],wederiveda coarse-grained ent than the nearest-neighbor,q - 4, model. For both
theory for the CA model. In this paper, we present a choices of the Green's function the effective interaction
more detailed description of this theory. We begin by range, R2-- Ej,i:fijI•*-3•2TiJ,grows withqasR~ ql/4
rewritingEqs.(2) and (1) to eliminatethe positionvari- in d = 2 forinteraction
(1) andasR ~ ql/dforinterac-
able Uj(t) and to developa stressevolutionequation. tion (2).
Multiply Eq. (1) by Tij, sumoverj, anduseEq. (2) to The only physicsof interest in our CA model is on
obtain
length scalesgreater than R. By developinga coarse-
graineddescription[Ma, 1976]of Eq. (3), with a coarse
ai(t + 1) - ai(t) : grainingsizeof R2, we can sumoverfluctuations on
1 length scalessmallerthan R and retain the physicsat
- o - larger length scales. We proceedthereforefrom a mi-
croscopicdescriptionof the stresseson the individual
(3) blocks to a macroscopicdescriptionof the stresseson a
coarse-grainedblock in which the stressesbecomecon-
tinuous classical variables or fields. In the remainder of
wherethenoise •/}(t) - •-]jTij(aj(t)- a[) •/j(t) re-
mainsspatiallyrandomas longasTO is a radiallysym- thispaperwewill assume
that a/r anda/narespatial
metric interaction,which it is assumedto be. Eq. (3) constants ar andan. We will alsouseinteraction (2)
which we will call the equivalent neighbormodel.
gives the new stresson block i at time t + 1 in terms
of the previousstressesfrom block i, the neighboring
To accomplishthe coarse-graining, we definea coarse-
j blocks,the loader plate, and the noise. We have as- grained cell with a volume q centered at blocki, specify
sumedthat blocksfail only onceper plate update, which a coarse-grained time r, and we average the stressover
will be discussed later in this section and in Section 4. both the coarse-grained volume and time. Therefore,
The KœV term was obtained by assumingthat the ai(t) becomes •i(r) on the left hand side of Eq. (3),
where the bar denotescoarse-grainedaverage.
stressloadingat time t + 1 in Eq.(2), i.e.
On the right-hand-sideof Eq. (3), we convertthe
summation over the individual j blockscoveringa large
Kz,V •. O(n- t- 1), (4) region into a summation between interacting coarse-
grainedblocksrestrictedto local interactions.Because
minus the stressloading at time t was simply the dif- the first term in Eq. (3) is written as a discreteconvo-
ference between the two sums at t + 1 and t. This point lution, we can use Fourier transform techniquesto con-
will requirea muchmore carefuldiscussion, and we will vert Eq. (3) into a coarse-grained
form. First, expand
return to it in Section 7.
the Fouriertransformof Tij in a powerseriesusingthe
For long-rangeinteractions,the numberof neighbors transformvariable Ikl - k. Note that with the short
q >> 1. Each block at lattice site i interacts via springs and long distancecutoffs,we have a boundedfunction
with all blocks at lattice sites j contained within a on a finite support and henceare assuredthat the power
squareinteraction regionwith area(2Rc+ 1)2 sothat seriesin k exists. Second, we truncate the power series
q = (2Rc+ 1)2- 1. We consider two stressGreen's at k2 in order to expressthe stresstensoras a local in-
functions:(1) Til ~ NKc/Ir-•a, whichis truncated teraction between coarse-grainedblocksand invert the
at an interactionrangeR• (an infraredcutoff), where Fouriertransformto obtain for the first term in Eq. (3)
Ii'- 3-]is the latticedistancebetweencellsi andj, Kc is
the effective spring constant due to block interactions,
and N is a finite normalization constant that insures (t)- o - ~
thecondition
Kc - Y']i,i•jTil, and(2) Tij - 0 for
Ii -Jl > wherei and j in li- Jl are the x and y - qZC zx, - o -
components
of •*and•, andTij - Kc/q for Ii -Jl _<R•
and - 0, otherwise. Note that these Green'sfunctions - - o - (5)
are similar in that both weaken the nearest-neighbor
interaction.We alsoassumea shortrange(ultraviolet) where -Kœ and qKc are the zeroth and secondmo-
cutoffin Tij, whicharisesdueto the naturalshortrange mentsof Tij, respectively,
Aij is the matrix(discrete)
cutoff of geologicaland condensed matter systems,so representationof the Laplacian, and the sum
 KLE1N ET AL. 47

the Laplacian is over the coarse-grainedblocks with a sum includesonly the blocksthat fail inside the coarse
lengthscalesetby the coarse
grainingscaleR -.,q•/2 grained volume in a coarsegrained time. The factor
Next, we convert the discretesummationin Eq. (5) ar -a n arisesfrom the fact that if all q blocksfailed
into a continuousintegral whichtransformsaj into a thenthe left handsideof Eq.(6)is exactlyar - an in
continuous variable. Notice that the step function in the/• --> ec limit.
Eq. (5) specifiesthat only blockswhosestressequalsor In developingthis Gaussian approximation, we as-
exceeds aF will fail in a coarse-grainedtimeintervalr sume that a block fails at most once during a coarse
and thus contribute to the summation. Consequently, grain time r. These assumptionsare correct in the
we can compute the partial sum of only those blocks q -->ec limit for V < Vc= (GF- GR)/K, as demon-
that fail within r. strated in the next section. The velocity Vc is a good
Before we compute the partial sum, we considerwhat approximation to the spinodal value for the ranges of
happens to the time averaged stresson a block due to /• we investigatein this work. Beyond this value of the
the inter-block springsin the mean-field limit. From velocity the low stressphase is unstable. A detailed
the symmetry of the interaction, this stress becomes discussionof this last point will be presented in a fu-
very small as q -+ oo. We also numerically verified this ture publication[Goldsteinet al, 2000]. In this work
condition by measuringthe mean stresson the blocks we will restrict ourselves to discussion of the low stress
and comparing it to the mean stresssolely due to the phase. However, we will return to this point in Sec-
loader plate. Recall that the loader plate stressequals tion 7. In Eq. (6), /• specifiesthe level of noisein the
Kœ times the mean distance between the actual posi- system and plays the role of an inversetemperature so
tions of the blocks and the positionswhere the loader that /• >> 1 implies low noise compared to/• << 1 for
plate exerts zero force on the blocks. Within a coarse- high noise. The quantity/• alsodeterminesthe width of
graining time as q increases,the mean stress on the the Gaussian and the weight assignedto the "entropy"
blocks approachesthe mean loader plate stresson the term, developedbelow. Becauseof/•'s dual roles, we
blocks.Usingstandardmean-fieldarguments[Grosset assume that the Gaussian and "entropy" terms have
al, 1994],it is expectedthat the stressfluctuations
away the same noise dependence. Using different noise fac-
fromthe meanvalueapproach zeroasq-•/2. tors would not significantlychangethe derivation of the
The above discussion implies that the blocks are coarse-grained equation.(Becausethe noisedetermines
weakly interacting with each other in the mean-field the parameter/•, it sets the scalefor the width of the
limit. Thus, from the central limit theorem, within a Gaussian as well as the weight given to the "entropy"
coarse-grainedvolume on a time scaleshorter than the term. Although we use only one/• for these two func-
coarse-grainedtime r, the blocks' stress distribution tions, using different/•'s would not substantiallyalter
will equilibrate to a Gaussiancenteredabout •(•,r), ourconclusions.)
Thequantity
V/•/• approximates
the
where • labels the coarse-grainedvolume. In the next normalization for/• >> 1, which followsbecausea large
section, we discuss the numerical evidence that the /• producesa narrow Gaussian distribution and allows
stress distribution equilibrates to a Gaussian on time GF to be replacedby infinityin the upperintegration
scales less than r. limit, causingnegligibleerror in the normalization. In
Also, within the coarse-grainedtime, only blocks this work we always assume/• >> I since small ampli-
with stresslying betweenao and aF will fail, where tude noiseis what is expected on earthquake faults.
0 < ao < aF, becausethe loaderplate will add only Finally, we derive an "entropy" term that countsthe
enough stressto bring blockswith stressao or greater numberof ways N(•(•, r)) to distributethe available
to failure. Here ao is a parameter to be determined stressq•(•, r) among the q blocks within a coarse-
later. The above considerationslead to the following grainedvolume, wherethe stressvaluesrangefromerR
Gaussian representationof the partial sum to ar. Overthe coarse-graining time, the stressinside
a coarse-grainedvolume will tend to cluster around the
t
meanvalueof thisstressrange,i.e.,
1
q .
- The entropy equals minus the logarithm of the distri-
$ bution N(•(•, r)). Sincethe long-rangeCA modelbe-
haves as an non-equilibrium thermodynamical systems
•f•,rdaexp
[-•(a
-•(œ,r))
2](6) near equilibrium[Rundleet al, 1995],the system'sen-
tropy can be expressedas the potential of a generalized
force (see, e.g., Nicolis and Prigogine,[1977]), which
where the prime on the summation means that the givesthe following
48 ANALYSIS OF A MODEL WITH LONG-RANGE STRESS TRANSFER

essentiallynon-interacting. This non-interactingeffect

occurs because if every block interacts with all other
blocks there can be no spatial scale for fluctuations
so that the interactions can be combined into an ef-
o.F _ fir
fective or mean-field. By assumingthat every block
interacts with all other blocks, we can still calculate
exp[-/•(a - •(g,r))2] (7) mean-fieldthermodynamics [Ma, 1976],and we have
that the spatial and temporal averageof •(•, r) must
to the •(•, r) equationof motion. be • - (av + an)/2. Substituting
• intoEq. (9) and
To obtain the coarse-grainedequation of motion, we noting that the "entropy" term equals zero for this •,
combineEqs. (3), (5), (6), and (7), take the temporal we get the following equation
and spatial continuumlimits, and obtain

2K erfVf• 2
2
- V, (10)

which we can solve for ao.

Now that we have derived the coarse-grainedequa-
tion we can obtain the physics of the CA model af-
ter specifyingthe four parameters/•,K/Kt,, VKt,, and
(a•- an)/K, whichdeterminethe behaviorof the
equation and the model. Using the values of these
(8) parameters representativeof those for real earthquake
faults,suchthat Airierr • 0.001to 0.1 and V ,• 0,
whereeft(z) is the error function,whichcamefrom the we numerically solve the time independent spatially
Gaussianin Eq. (6), and f/(•, r) is the coarse-grained homogeneous equation Eq. (9) to illustrate someim-
noise. We can obtain the equation for the time inde- portant aspects of the theory. As noted in Section
pendentspatiallyhomogeneous solutionsto Eq. (8) by 2, a typical CA slider-block dissipatesan amount of
settingthe noiseand the derivativesto zeroto obtain stressAir = (KL/K)(o'r- o'n). We choose valuesof
Kt,,K, trF, andan that giveAirierr valuesconsistent
withrealfaults.In Figure1 KL = 1,K = 100,trr = 50,
KLV =
Kœ (a
K
F-an)[erf
2
[V/'•(a
v-•)] andan - 10 sothat Airierr = 8 x 10-s, andin Fig-
ure2 weincrease K to 1000sothat Airierr = 8 x 10-4.

/•-1
For both figureswe use/• - 5, assumingthat noisedoes
-erf[v•(ao-•)]
+av_a
n not strongly influencethe fault, and we set V -- 0.005
to slowly drive the system. To obtain these curves,we

In[•-
a daln[tr
v_a]exp[-/•(a-a)
•] . (9)
The right-hand-side of Eq. (9) represents the rate of
stressdissipationoverthe coarse-grained time and sys-
tem volume,and the left-hand-sideof Eq. (9) equalsthe
rate of stressinput into the system.
The initial conditionsspecify all the parametersex-
cept ao. We can determineao by considering the q -• oo
limit in which blocks within the interaction range are
also need to compute fro, which we numericallycalcu-
lated from Eq. (10). In Figs. I and 2 the solidcurve
comesfrom the right-hand-sideof Eq. (9) and equals
the mean rate of stress dissipation, while the dashed
straight line comesfrom the left-hand-sideof Eq. (9)
and equals the mean rate of stressinput. Therefore,
the intersection of the two curves determines the spa-
tially and temporally averagedstress• at which the
rates of stressdissipationand input balanceeachother.
Analyzing
the solutions
of ,Eq.(8),wemakethefol-
lowing observations.In Figs. I and 2 the intersection
of the horizontal line representingthe mean velocity V
andthe curverepresenting
the righthandsideof
 KLEIN ET AL. 49

and tends toward the half-way point betweenthe top

0.2
and bottom of the curve. As discussed in Ref. [Klein
et al, 1997],the top of the curveandthe bottomof the
well delineate spinodal critical points, which separate
meta-stable and unstable states. By increasingK we
can bring the spinodal critical points closerto the rate
0.1
of stressinput line. Consequently,as the intersection
point nears the spinodal critical points, the system is
more likely to experiencecritical behavior such as scal-
ing induced by the spinodal. In Section5, we present
0.0 simulation results that demonstrate the effects of the
spinodal.

4. COARSE-GRAINING ASSUMPTIONS
-0.1 ......................
10.0 20.0 30.0 40.0 50.0 In this section we present simulation results relevant
coarse-grained stress to clarifying the coarse-grainingassumptionsused in
the previous section. The three assumptionswe exam-
Figure 1. Solution to the time independentspatially homo- ine are: 1) The numberof timesa blockfailsper coarse
geneous
Eq. (9), usingpaxmeters'K - 100,ar = 50,as = grainingtime is one. 2) The stressat whichthe blocks
10,/3 - 5, and V = 0.005. The solid line representsthe rate
fail is aF andnotgreater.3) Thetime-averaged
stress
of stressdissipationfrom the right-hand-sideof Eq. (9), and
the dashed line representsthe rate of stressinput from the distribution within a coarse-grained
volumeis a Gaus-
left-hand-sideof Eq. (9). sian. These assumptionsare all made in the mean-field
(q -• oo) limit.
occurs in the low stressregime. In simulationsof the The assumption that a block should fail no more
CA model with approximately the same parameters,• than once during a plate update as q -• oc for V <
is approximately equal to the valuesin thesefiguresob- (aF- aR)/K (thespinodal
velocity)
is testedin 'Fig-
tained from the coarsegrainedequation(10). Because
the steady-state solutionsin Figs. i and 2 comefrom a 0.08 ......... , .......... ß ..................
mean-field theory we do not expect these solutionsto
agree exactly with the simulations, which are limited
to finite, but long, range interactions.What happensif '•:
• 0.06
either Aa is decreasedor V is increased,or both. The
.--

curves would then intersect at two additional positive

.o_. 0.04
valuesnear • - 50. Although both of theseintersection
._Q-
points belong to high stressregimes,the left intersec-
.•_
tion (lowerstress)is unstable,and the right one(higher
*• 0,02
stress)is meta-stable.In stressspace,a very smalldis-
tance separates these meta-stable and unstable states. o

Observealsoin the figuresthat the well depth decreases

as K increases,thus decreasingthe range of driving ve- .• 0.00
locities over which the system can explore the higher
stressstates. For evenhigher valuesof V the high stress -0.02 ......
phase is stable while the low stressphaseis meta-stable. 10.0 20.0 30.0 40.0 50.0

If V is set higher still the low stressphaseceasesto ex- coarse-grainedstress

ist.
Even though the top of the rate of stressdissipation
curve appearsfiat, it is slightly curvedwith a curvature
that dependson •. For smaller• the top becomesmore
curved. In contrast,for larger •, the curvesteepensand
approachesa step function, and the well becomesdeeper
Figure 2. Solutionto the time independentspatiallyhomo-
geneousEq. (9), usingthe samepaxmetersasFig. 1, except
K - 1000. The solid line representsthe rate of stress dissi-
pation from the right-hand-sideof Eq. (9), and the dashed
line representsthe rate of stressinput from the left-hand-
side of Eq.
50 ANALYSIS OF A MODEL WITH LONG-RANGE STRESS TRANSFER

10-'
temporal averageof eachblock'sstress,the blocksfailed
several times each to allow the system to move away
from the transient state due to the initial conditions.
Notice that after about • 20% failures the stress distri-
bution clearly deviates from a fiat distribution, which
is the distribution after a single plate update. After
• 40% failuresthe stressdistributionappearsGaussian
distributed, and it becomes more so as more failures
occur. The solid curves in Fig. 5 comefrom Gaussian
fits to the data, where the results are listed in Table.
10-4
To compute these fits, we used Levenberg-Marquardt
methodof nonlinearfitting [Presset al, 1992].In Table
observethat the amplitude A increaseswhile the mean
lO ß and the standard deviation a decrease as the stress
1o 1oe 1oa 1o'•
distributions
evolve.The a and•2 decrease
meansthat
the fits are becomingnarrower and closerto a Gaus-
Figure 3. The number of multiple failuresnormalizedby sian distribution. The mean • approachesthe value
the total number of failures versusq, where the number of predicted by the steady-statesolutionto the mean-field
plate
•pdates theory. Thesefits showthat the stressdistributionequi-
200,•r= 50,n
V=~35000,
using
0,256 parameters:
x 256
system KL
W== i•.3
size, Kc =
and librates to a Gaussian on a time scale shorter than the
the Kc/q interaction. time required for all blocks to fail.

ure 3. We show a log-logplot of the number of multi- . THEORETICAL PREDICTIONS AND

ple failures normalized by the total number of failures.
Since the value of K used in the simulationsis large
we test the assumptionfor V ~ 0 to satisfy V < Vt.
The data showthat this ratio decreases
as q-2. Since
a coarse-grainingtime is greater than a plate update
the simulation resultsvalidate the assumptionthat the
multiple failurescan be ignoredas q becomeslarge.
We also assumed that a block's stress before failure
doesnotexceed(yFin theq -• cx)limitforV < ((yF_
aa)/K. Figure4 shows that as q becomes large,the
time-averaged
valueofthefailurestressthatexceedsaF
SIMULATION RESULTS
In this sectionwe develop scalingrelations relevant
to the long-rangeCA model and presentsimulationre-
sults that are consistent with these relations. Our ba-
sic premise is that the scaling relations that are seen
in the model are causedby the spinodal critical point.
However,unlike most attempts to associatethe scaling
of the earthquake events in slider block or avalanche
i

decreasesalmost linearly with q. Thus, the simulations ß

again validate the assumption. Note that for the first 10-2

two assumptionstested with data shownin Figs. 3 and

4 we used a very large value of Kc = 200. Because
this value typically producesa great numberof multiple • 10
failuresand highvaluesof failurestressrelativeto ar
for small q, these data signify a stringent test of the ,,lO
_

theory. _

Next we present evidence that the stress within a

..
_

coarse-grainedvolume becomes Gaussian distributed

within a short time scale compared to the time re- ß

quired for all the blockswithin that volumeto fail. Fig-

ure 5 showsbinned temporally averagedstresswithin a 10' 102 103 10•
coarse-grainedvolume of size256 x 256. The sequenceof
plots depicts the evolution of this time-averagedstress
from • 20% to 100% of the blocksfailing (the caption Figure 4. Time-averaged
excess
stressnormalized
by oF
showsthe exact percentages).Beforecomputingthe versusq, using the same systemparametersas Fig.
 KLEIN ET AL. 51

modelswith criticalfluctuations[Bak and Tang,1989; 0.002

FederandFeder,1991;Olarniet al, 1992],we associate

the large earthquake eventswith arrested spinodalnu- 0.001
cleation dropletsand the small eventswith critical phe-
nomena fluctuations. In addition there are systemsize
eventswhich axe not in the scalingregime. We will re- 0.002

turn to this point at the end of this section. In order

to explain our point we will briefly review the spinodal
z• 0.001
nucleation idea and explain the conceptof arrested nu- ._

cleation which we will return to in Section 7. v

Spinodalnucleationis concernedwith nucleationnear 0.002

the spinodal critical point in systemswith long-range
(but not infinite) interactions[Heermannet al, 1982].
The reasonthat long rangeis essentialis that spinodal 0.001

effectsare not seen in models with short range inter-

actions, as will be seen below. However, as a practical
0.000
matter, in models with long range interactions, such 0 10 20 30 40 50 10 20 30 40 50 10 20 30 40 50

as the CA model we are considering,spinodal nucle- time averaged stress

ation is the dominant event. The classical events will
be stronglysuppressed
aswe will seebelowJUngetand Figure 5. Histograms of the time averaged stress in a
coarse-grainedvolume containing 256 x 256 blockswith bin
Klein, 1984]. size equal to 0.02 in units of stress, showingthe tempo-
We begin our discussionof spinodal nucleation with ral evolution of the stressin the system, where the earliest
the partition function. This would be the functional to latest times go from left to right and top to bottom.
integralof the right handsideof Eq.(8). To simplifythe These plots correspondto an increasingnumber of cumula-
discussion
we will usea simple"•b
4" theory. Sincewe tive failuresin terms of the percentageof the total numberof
blocksthat have failed, where the percentagesaxe20.4, 33.0,
are only interestedin the scalingdependenceof various
43.2, 55.5, 65.3, 76.8, 86.3, 95.6, and 105.8. The data were
physicalquantitiesthis model will suffice.The partition collected only •fter each block has failed several times. The
function Z is binned simulation data are representedby circles, while the
solid curve is a Gaussianfit to the data. The other system

Z- / 6•bexp(-fif(•b))
(11)parametersare o'r = 50, Kr = 1, V ~ 0, W = 0.3, and
Kc=I.

where
the right hand sideof Eq.(13) but it will be irrelevant

/d + + for our considerations.From Eqs. (11) and (13), and

scalingall lengths with R, we obtain

- h•b(•)]. (12) 0q5(œ,

t) _ _MRa(_V9•b(:•
't)- 21el,/,(:•,
t)
Ot
Here e is T- T•, T• is the critical temperature, h can
+ 4•b3(•,
t)- h), (14)
be thought of as an appliedmagneticfield or a chemical
potential,and f(•b) is the Ginzburg-Landau freeenergy where we have taken T < T•. The equilibrium val-
functional. We can scale•11lengthswith the interaction uesof the orderparameter•b(•,t) canbe obtainedfrom
range R and in the R )) I limit obtain the free energy Eq.(14) by setting•11derivativesequalto zeroand as-
per unit volume,F = - limv•o• In Z/(fiV), whereV is suming a solution that is a temporal and spatial con-
the volume of the system,from a saddlepoint evaluation stant or, equivalently,from Eq. (11) in the R -• c•
of Eq.(11). We will usethe relation[Guntonet al, 1983] limit. The free energyper unit volume f is then

0qS(:•, f - -1147+ 4,4 - (15)

Ott)= -M6f(•b) (13)
The minima of the free energycorrespondingto phases
Here M is a mobility which we will take to be a constant are then the solutions to
and we now assumea time dependence for •b(•, t) given
by the Langevinequation 13. One could add a noiseto -21el•b
+ 4•b
3 - h - 0.
52 ANALYSIS OF A MODEL WITH LONG-RANGE STRESS TRANSFER

Table 1. Gaussianfit parameterscorresponding

to the curvesin Fig. 5, wherethe fitting
formisy ----
Aexp[-((x- 5:)/a)2].Thetwoleftmost
columns
contain
thepercentage
of the number of failed blocks compared to the total number of blocks in the coarse-
grained volumeand the cumulativenumberof failuresthat determinedthe % Failure
column. The rightmostcolumnliststhe reducedChi Squaredof the fit.

% Failure] slips [ A[x10-s] . 5: a ;•2[x10-5]

20.4 13,349 0.678 4- 0.007 31.526 4- 0.233 20.455 4- 0.479 2.747
33.0 21,624 0.768 4- 0.007 31.271 4- 0.171 17.181 4- 0.334 2.712
43.2 28,281 0.894 4- 0.008 30.909 4- 0.118 13.826 4- 0.215 2.295
55.5 36,357 1.014 4- 0.008 30.573 4- 0.089 11.867 4- 0.160 2.116
65.3 42,795 1.147 4- 0.008 30.373 4- 0.069 10.313 4- 0.121 2.163
76.8 50,355 1.272 4- O.00S 30.225 4- 0.055 9.210 4- 0.097 2.013
86.3 56,557 1.375 4- 0.008 30.063 4- 0.047 8.485 4- 0.083 1.788
95.6 62,673 1.440 4- 0.008 29.911 4- 0.043 8.094 4- 0.075 1.529
105.8 69,365 1.473 4- 0.008 29.826 4- 0.041 7.920 4- 0.072 1.377

As is easilyseen,for e < 0 there are two minima: •fi+ > 0 sothat we canignore•b3(g,t) relativeto •b2(g,t). We
and •fi_ < 0. For h > 0 the •fi+ minimum has a lower stressthat lel > 0 and doesnot approachzero. It is Ah
free energy per unit volume and representsthe stable that approacheszero as we approachthe spinodalin
phase. The minimum •fi_, with a negativevalue of this analysis. The fundmental equationfor nucleation
representsthe meta-stablephaseand hasa highervalue near the spinodal is then
of the free energy. As h is increasedthe meta-stable
minimum becomesshallower, and finally at h - hs the = -MR a (-V2•b(•,t) + Ah- C•b2(•,
t)), (19)
c9t
meta-stable minimum disappears. This value of h is
referred to as the spinodalvalue of the field and •fi_ - wherewehavesetC- 121e11/2/61/2.
•fis,the valueof the meta-stableminimumwhenh - h•, The nucleation or critical droplet is assumedto be
is the spinodal value of the order parameter •fi. We an equilibriumfluctuation(see[UngerandKlein, 1984;
are interested in the mechanism of nucleation out of
Gunton et al, 1983; Gahn and Hilliard, 1958, 1959;
the meta-stable well for Ah = h•- h << 1, R >> 1,
Langer,1967])that lieson the boundarybetweenthose
e < 0 and fixed, and hence •fi .• •fi•. This problem fluctuations which lower their free energy by growing
hasbeenaddressed boththeoretically[UngerandKlein, and those that lower their free energy by shrinking.
1984;Lee et al, 1995;Klein and Unger,1983]and via Thus, the nucleatingdroplet is a stationary point of
simulations[Monetteand Klein, 1992;Ray andKlein, the flee-energyfunctionaland thereforeshouldbe a so-
1990;Heermannand Klein, 1983a,1983b]. lution to the time independentform of Eq. (19)
The initial stepin the theoreticaltreatmentis to find
the spinodalvaluesof •fiand h (•fi•and hs). Theseval- (20)
uesmark the placewherethe meta-stablewell vanishes.
Hence,•fi•and h• must be solutionsof Eq. (16) and To understand how the droplet scaleswe don't have to
solveEq. (20). We needonly note that
-21e[ + 12•b
2 - 0, (17)
•(3•)".'(Ah)I/2•(g•(Ah)I/4), (21)
since•fisis an inflectionpoint. We now definea new
field,•b(g,t) - •fi(œ,
t) - •fi•,and rewriteEq. (14) where•(:•(Ah)1/4)isof order1 anda solution
to
-V'v'•(•) + I - C• •'(•) - 0. (22)
0•(œ,t)
0t
_ _MRa(_V2•b(•
,t)- 12 •h
2(g,t)
In order to see that this is indeed a critical droplet
+ 4•b3(•,t)+ Ah), (18) we can specializeto one dimension(d=l) [Klein and
Unger,1983].In onedimension Eq. (20) reducesto
where we have used Eqs. (16) and (17) and the fact
that •fisis a solutionof Eq. (16) when h = h,. We now
assume,and will demonstratebelow,that •b(g,t) << I dx 2
+ an - - o.
 KLEIN ET AL. 53

There are two boundary conditions required by the Equation (28) has the form of a time independent
equation and those are fixed by physicalconsiderations SchrSdinger equationwith a shallow(sinceAh << 1)
associatedwith the idea of an isolated droplet. First, well. One expectsthat there will be both positive and
as x --> c• we expect •b(x) to approachits valuein thenegative eigenvaluescorresponding to bound and free
meta-stable state, •b,s. This can easily be seen from states. This is indeedthe case. One can show[Unger
Eq. (18), onceall derivativesaxesetequalto zero,to be and Klein, 1984; Klein and Unger,1983]that there is
•b,,s- -[Ah/C] •/2. Thesecond boundary condition is one negative eigenvalueand a continuum of positive
that the droplet should be smooth so that we expect eigenvalues.The eigenvectorwith negativeeigenvalue,
adx•(x) _ 0 at x - 0. With theseconditions
the solution rh(x), is then unstable since its amplitude growsex-
of Eq. (23)is ponentiallywith time. One can easilysee[Ungerand
Klein, 1984]that the eigenvector with negativeeigen-
value has the form

1
rh(x) •- . (29
(24) cosha
(c'/•zxa
v• TM
x)
cøsh2
(C•/4Ati•/4
x) It is alsoeasyto seethat the negativeeigenvalue-•,
which has all of the scaling properties derived above. where• > 0, scalesas Ah•/2. Thisimpliesthat the
We should also note that for Ah • 0 there is a well dropletwhoseprofile•p(x) is givenin Eq.(24) is a saddle
definedlengthscalefor nucleation,
• -.• Ah-•/4, or in point solutionto Eq. (23) and that the systemcanmove
scaledunits• ~ RAh-•/4, whichis alsoa measure of away from the meta-stable state via the growth of this
the correlation length. saddle point droplet. Moreover, the scalingof • with
We now test the stability of this solutionto Eq. (23) Ah•/2 impliesthat the growthof the dropletslowsas
by performing a lineaxstability analysis.We insert Ah -• 0. That is the characteristic
growthtime ta
scales
asAh-•/2. Beforediscussing
thesimulation
test
t) - + t), (25) of this prediction there are other quantities that we can
predict from the theoretical treatment of the CA model
where•b(x) is givenin Eq.(24), into which can also be tested via simulation. In order to
obtain thesepredictionsit is necessaryto go a bit deeper

Ot _MR
a[_02•b(x'
t)+an-
Ox •
into nucleation theory.
The main contribution to the partition function for
the meta-stable state comes from integrating in the
and linearizewith respectto r/(x, t), whichis assumed
neighborhoodof the meta-stableminimum(h > 0 and
to be a small perturbation. We obtain
•b_ < 0). However,as stated above,one of the main
assumptionsof nucleation theory is that the critical, or
Ot = -MRa Ox
2 +2C nucleating,droplet can be viewedasan equilibriumfluc-
tuation that samplesthe configurationsthat are close
to the saddle point separating the meta-stable mini-
- 3
[•.•__h
]1/2 1 ) ']
cosh2
(c,/,zxa,/•) v'• x
t) . (27) mum from the stableone (h > 0 and •b+> 0) [Langer,
1967]. As we approachthe spinodalpoint, the sad-
dle point fluctuations and the fluctuations closeto the
This equation has solutions of the form
meta-stable minimum are both important. Including
r/(x,t) - e-X•trli(X)wherethe Ai are the eigenvaluesthesetwo contributionsto the partition functionwe get
associatedwith the eigenvectors
rli(x) of the operator

•i•7i(x)
- -MRa - d2•li(x)
+2C Z•Z0+Z•-Z0 1+•00~Zøexp(Z•/Zø)'
(30)
d:r 2
where Z0 comes from the integration near the meta-
stable minimum, and Z• is due to the integrations near

cosh
2(Cl/4Ahl/4x)
.i(x).(28)
3
the saddlepoint. Includingcontributionsto Z from con-
figurationscloseto the saddlepoint we integrate
54 ANALYSIS OF A MODEL WITH LONG-RANGE STRESS TRANSFER

one direction in which the integrand increasesas we whereAj aretheeigenvalues

ofEq. (28),whichisequiv-
move away from the saddlepoint. If we perform a sim- alent to the previous SchrSdingerequation with a po-
_

ple Gaussian approximation this direction will lead to tential describedby the criticaldropletprofile•b(•)
a diverging result. We remove this divergenceby an in ld this is givenby Eq. (24).
analyticcontinuation
of the Gaussianintegral[Langer, Thus, we can write
1967; Ungerand Klein, 1984].Uponremovingthe spu-
rious divergenceby deformingthe contourof the inte-
gral, we find that the contributionto Z from the region
near the saddlepoint becomescomplex. The imaginary
Z1-
Zo exp(-/SAf)fi
• (•j) /I•/
. •r (35)
part of the meta-stablefree energyis relatedto the life- where
time, r, of the meta-stable state
Af -- f(•)- f(•b_) (:36)

I• - r-1-v-•
lim
•o(Im(lnZ))
V fa
is the free-energycost of the nucleatingdroplet. Insert-
ing the critical droplet profile •b(g) which in ld is
describedby Eq. (24) -- into the free energyfunctional
- lim(Im(Z1/Zø))fa(31) we obtain for the free energy cost of the droplet

where .fa is a kinetic prefactor that describesthe ini- Af -- -BRdAha/2-d/4, (37)

tial exponential growth rate of the unstable mode at
the saddle point. The probability of finding a criti- where B is a constantindependentof Ah.
The final result for the nucleation rate can be written
cal droplet is inverselyproportional to the averagetime
time, r, spent in the meta-stablestate beforeone ap- in the standard form,
pears. Implicitly, we assumethat the critical droplets
I, - I0 exp(-/•Af), (38)
are noninteractingand that there is roughlya volumeV
inside which there is at most one droplet with probabil- in which the fundamental fluctuation rate Io, whoseex-
ity r-•. Therefore,r-• measures
the nucleationrate, pressionis given by
I,, which is the number of critical droplets per unit
volume per unit time. 1/2
The coefficientin front of the free-energyfunctionalis
proportional
to Ra. Therefore,
forlargeR, thepartition - 7oov
function can be approximated by the steepest-descent
integralin whichwe performingquadraticexpansions of
f(•b) in the neighborhoodof the two stationarypoints hastwo parts [Guntonet al, 1983;Langer,1969]. We
and evaluate the resulting Gaussianintegrals. For the recognizebesidesthe kinetic prefactor fd a statistical
meta-stable minimum we find prefactor that comesfrom Gaussianfluctuationsasso-
ciated with the steepestdescentpart of the saddlepoint
evaluationof the partitionfunction[Ungerand Klein,
Zo
- exp
(-/•f(•b_))
•/ •r , (32)The statistical prefactor hasthree components.First,
ß
1984;Lee et al, 1995;Langer,1967].

we note that the attractive potential in Eq. (28) cre-

where
theA•ø)aretheeigenvalues
ofthefree-particle
ates one bound state with a negative eigenvalue, d
SchrSdingerequation independent translational modes of that state with 0
eigenvalue, and a continuum of positive eigenvalues.
(-v - :ll + _ As we already know, the negative eigenvalueA1 scales
or, equivalently,are the curvaturesof the free energy as Ahl/2, and canbe simplyinsertedinto the square
functionalf (•b)in the directionsof the principal-axisco- root; this is justified through the analytic continua-
ordinateswith their origin at the meta-stablepoint •b_. tion argument. Its contribution to I0 is proportional
Thespectrum
hasa continuum withAIø)> 0. toThe
ofstates i(/I'/A1)1/2"'•iAh-1/4.
d translational modes must be handled sepa-
The saddlepoint integrationgivesa similar result
rately since the integrand does not decay as we move
away from the stationary point, and thus we cannot
Z1- exp
(-/•f(•))fi •r (34) perturb around that point. Their contributionis equal
to the volume of the subspacein the •b space
ß

is spannedby the set of critical droplet configurations
that leave f(•b) invariant. We get a contributionto
Io [Unger and Klein, 1984]whichis proportionalto
Ah3d/8v,whereV is the volumeof the systemandit
simply reflectsthe fact that the nucleatingdroplet can
appear anywhere inside the system. This will cancelout
the V dependenceof the nucleation rate and will make
the nucleation rate an intensive quantity as it should
be. As a remark, the translational modes are the 0 en-
ergy Goldstonemodesgeneratedby having the critical
droplet spontaneouslybreaking the translational sym-
metry of the uniform meta-stable state.
We are now left in evaluating I0 with just the con-
tinuum
ofstates
with•?) > 0 and•j > 0 which
can
be handledby a densityfunctional[Langer,1967].The
resultis proportional
to (Ah•/2/•r)(•+•)/2. Puttingall
thesecontributionstogether,the form of the static part
to the prefactoris •-a ~ R-aAh•/4.
The kinetic part of the prefactordependson the form
of the dynamics driving the system. In particular it
depends on the conservation laws and how conserved
quantitiescoupleto the variable•p(x). In the Langevin
dynamics we are discussingin this section, as well as
in the dynamics for the earthquake model, the order
parameter is not conservedand the kinetic prefactor tion lengthin analogywith the "•b
this scaling in variables appropriate to the CA model
scalesas [ Ungerand Klein, 1984;Langer,1967]'
we note that from Eqs. (8) and (9) K behavesas a
f d ~ • /•r. (40) field, similar to the external magneticfield Ah in the
Combiningthesefactorswe obtain the probabilityper
unit volume and per unit time of a critical or nucleating
droplet,I.(Ah), to be
AAh1/2exp[-Bf[RdAh
3/2-d/4]
I, (Ah)
- •d . (41)
The constantsA and B are independent[Klein and in analogy
Unger,1983]of Ah and are not relevantto our discus- parisonof Eq. (7) with Eq. (19) leadsto the conclusion
sion. The factor Ah -•/• sets the time scale. Since the
droplets are assumedto be independent of each other
then L,(Ah) is proportionalto the numberof droplets
per unit volume. From Eq. (41) it can be seenthat
for a fixed Ah, I,,(Ah) is exponentiallydampedin R.
In the mean-field limit, R • oo, nucleation is com-
pletely suppressed.However, for fixed R, which is more
in line with simulations,the exponentialpart of I,, (Ah),
usually known as the nucleation barrier, can be made
smaller by decreasingAh. Due to the exponentialde-
pendence on Ah the probability of a critical droplet
remains quite small until the argument of the expo-
nential becomesof order 2-3. This is usually referred
to in the literature as the Becker-DSringlimit or limit
of meta-stability[Guntonet al, 1983]. Nucleationwill
KLEIN ET AL. 55
occur from the meta-stable state on some time scale
no matter what the size of the nucleation barrier. For
practical purposes,however, in simulationssuch as the
ones we are performing, nucleation will occur only in
the vicinity of the Becker-DSringlimit where the time
scales become attainable. For this discussion we do not
need to know the precisevalue of this limit. We only
need to note that the condition that nucleation occurs
only in the neighborhoodof this limit implies that
RdAh-d/4_ •d_ DAh-3/2, (42)
where D is a constant independent of Ah.
We are now in a position to derive one of the three
scalingrelations we have tested with simulationson the
CA model. The first is a scalingrelation betweenthe
meanequilibrationtime tequiland K. The equilibration
time is defined as the number of time stepsrequired for
the system to relax after a plate update. It is also a
measureof the earthquake duration. Taking the time
averageof eachequilibration time over all plate updates
determines the mean equilibration time, which is the
mean time to form an earthquake. Our prediction is
that this equilibration time will scalewith the correla-
4" model.To obtain
•b4 modeldiscussed
above. That is, varyingK either
bringsthe systemcloserto the spinodal(increasingK)
or moves it further away. The location of the spinodal
for V ~ 0 will be K -• ~ 0. The correlationlength,or
mean radius of gyration, of the earthquakeclusterswill
scale as
• ~ K 1/4, (43)
to • ~ Ah-1/4 in the•b4 model.Directcom-
that the characteristic,or growth, time is
teq•it~ •2 ~ Ah-,/2 ~ K1/2. (44)
This relation meansthat as K increasesand bringsthe
system closer to the spinodal, the mean time to form
an earthquake increases,correspondingto critical slow-
ing down as observedin condensedmatter systemsnear
critical points. Figure 6 showsthat for large q - 1088
(circles),but muchsmallerthan the systemsize,tequil
follows
a powerlawformof tequi
l • K ø'35+0'•.How-
ever, as the interaction region includes more blocks
q •-, 10000 (diamonds),or becomesmore mean-field,
the data points approachthe predicted mean-field result
givenin Eq. (44). The alert readerwill noticethe
56 ANALYSIS OF A MODEL WITH LONG-RANGE STRESS TRANSFER

102
proachedby raisingthe nucleationbarrier (seeEq. 41))
and hence decreasingthe value of Ah neededto reach
the Becker-DSringlimit.
In order to derive the next two scalingrelations we
need to introduce the idea of arrested nucleation. We
beginby notingthat from Eq. (9) the lowvelocityphase
is a low stressphase. As the system is brought closer
10• to the spinodal by raising the velocity or the coupling
constant K, the low stressphase becomesmeta-stable,
and the high stressphasebecomesstable. One would
expect then that nucleationwould take the systemfrom
the low stressmeta-stable phase into the high stress
stable phase. However, the high stress phase is not
seen in the simulations performed in this work. Our
hypothesisis that the nucleationprocessis stopped,or
100 101 1•0
2 iO3
arrested. We will discussthe mechanismresponsible
for stoppingthe nucleationeventsin Section7. In this
section we will pursue the consequences of this idea.
Figure 6. Log-log plot of the mean equilibration time to
form a cluster per plate update versusthe effectivespring Our working hypothesis is that large stresssaddle
constant K. The circles axe for a 256 x 256 system with point objects occur as in the theory outlined above.
V -• 0, a r - 50,KL = 1, W - 0.3, and q - 1088usingthe These objects are stopped or arrested and decay. The
Kc/q interaction. The diamondsaxefor a 128x 128 system releaseof the stressfrom the high stressregionduring
with V •- 0, ar --- 50q-10 (randomuniformdistribution of the decay is the earthquake. We have foundthesehigh
failurethresholds), a s = 0,KL -- 1, andq • 10000using stressregionsin simulationsand that data will be pre-
the 1/r a truncatedinteraction.The straightlinehasslope
= 1/2, the predictedmean-fieldexponent. sentedin a future publication[Goldsteinet al, 2000].
Since the earthquake is associatedwith the release
of stressthe number of failed blocksshouldbe propor-
tical scalingbehaviorof the equilibrationtime, tequit, tional to the number of high stressblocks. That is,
and the growthtime, tg, that definesthe exponential we are claiming that the high stressregiondefinesthe
growth of the critical droplet. This is a direct conse- range of the earthquakesthat scalein this model as it
quenceof the Gaussian(symmetric)expansionaround is presently simulated and that the Gutenberg-Richter
the saddlepoint droplet,in whichthe growth(climbing) scaling,as well as other scalinglaws, can be obtained
direction of fluctuations toward the top of the saddle from understanding the statistical distribution of the
point has identical scaling properties with the evolu- high stressregions.
tion of the critical droplet as it moves away from the This raisesthe questionas to why we believethat the
top of the saddle point. As we have already mentioned, only blocksthat fail in the earthquakesthat are in the
the critical droplet has equal probabilitiesto grow, de- scaling regime, are those originally in the high stress
scendfrom the top of the saddlepoint, and nucleatethe region. There are very large break-out eventsthat span
stable phase or to shrink and fall back into the meta- the system but they do not scale. Here, however, we
stable state. Although they scalein the sameway with are only consideringthe eventsthat scale. First, that is
K, the equilibration time and the growth time differ by essentiallywhat the simulationsshow in this work and
many orders of magnitude. The time scale to grow a in other versionsof the modelwe have studied[Gold-
critical earthquake is measuredin years or tens of years stein et al, 2000]. The numberof break-outeventsis
while the equilibration time (earthquakeduration) is a small fraction of the total number and that fraction
measured in minutes. decreasesas we increaseq. In addition, the time scale
A very interestingand important aspectof thesedata between break-out events and the time scale over which
which not only impacts on our understandingof this the fluctuation metric analysis indicates that the sys-
class of models, but also has implications for under- tem is ergodicare of the sameorder[Ferguson,
1996].
standing spinodal nucleation in condensedmatter sys- One should note that there are some small break-out
tems, is the large value of q required to seethe critical piecesof scalingeventsbut the effectis quite smalland
slowingdown predictedby the mean-fieldtheory. Large doesnot affectthe scaling.We will return to break-out
values of q allow the spinodal to be more closelyap- events in Section

103
102
10'
10ø ........ i ........
10ø 10• 102
K
Figure 7. Log-log plot of the mean cluster size g versus
the effectivespring constant K. The 256 x 256 systemhas
V -• 0,ar = 50,KL = 1,W = 0.3, andq - 1088using
the Kc/q interaction. The straight line has slope - 1, the
predicted mean-field exponent.
Second,we have done an analysisof what conditions
would favor such a containment and what would fa-
vor break-out from the high stressregionresultingin a
characteristicevent in which approximately all blocks
in the systemfail [Rundleet al, 1998]. That studyin-
dicated that the stressprofile in the model, as it is run
in thesestudies,is too roughfor a significantnumberof
break-out events to occur and that the statistics will be
dominated by scaling events that are containedwithin
the original high stressregion. The stressprofile is de-
finedas the fieldaF- •(•, t). By roughwe meana
surface defined by the stressprofile in d - 2 with a
fractal dimensiongreater than 2.5.
With these considerations the mean mass of the clus-
ters g will scale as the mean mass of the nucleation
criticaldroplet. From Eqs. (21) and (24) the densityof
the criticaldropletscalesas Ah•/2 and its volumeas
•a. This impliesthat the massof the criticaldropletg
scales as
• • •dAhl/2- -]•dAh-d/4+l/2.
From the conditionthat nucleationtakesplacenear the
Becker-DSringlimit and Eq. (42) we have
• ~ Ah-'.
As in the above discussionwe can expressthis relation
in terms of K. That is K ~ Ah -• so that • ~ K.
KLEIN ET AL. 57
The data in Figure 7 are clearly consistentwith this
prediction. However, this is not the final word on this
subject and we will return to this discussionin Section
7.
Finally, in this section we derive the exponent for
cluster scaling. Since critical slowing down is only
cleanly attainable for extremely large q we will initially
remove it from the calculation of nucleation rates. We
expect then that the number of critical droplets over
a timescaleproportional
to Ah-•/• is proportional
to
•-• wherewehaveusedEq.(41)multipliedby the time
(proportional
to Ah-•/•) andassumed, asusual,that
RdAh•/•-d/4 is a constant
sincenucleation
takesplace
only near the Becker-DSringlimit, as expressedby the
Eq. (42). From our assumptionthat the massof the
earthquakes scaleslike the critical droplet we have that
the number of earthquakes or clusters per unit volume
scalesas•-•. But • is relatedto • through
.•~ ,?a/3. (47)
This followsfrom Eqs. (42) and (45). Clearly this im-
pliesfrom the abovediscussionand Eq.(41) that
1
n•(g)
~ g3/2' (48)
Figure 8 and Figure 9 demonstratethat the simula-
tions confirm this analytic result. Note that even with
the two different forms of the long-rangeinteraction, as
shown in Figs. 8 and 9, the model producesthe same
mean-field exponent.
This scalingexponentfor clusters,together with as-
sumptions of how the slip scaleswith the number of
failed blocks, translates into a Gutenburg-Pdchterb
valueof 3/4. If critical slowingdownis includedin the
nucleation rate, the same argumentsused above give a
cluster scalingexponent of 2 and a b value of 1. The
reader interested in the details of the relation between
or b valuesand cluster scalingexponentsis referredto ref-
erence[Rundleet al, 1997b].
As we mentioned above, the arrested nucleation
droplets are associatedwith the large events. The
smaller eventswe associatewith the critical phenomena
fluctuations near the spinodal. Since the clustersasso-
(45) ciated with the spinodal critical point have the same
scalingas the arrestednucleationdropletswithout crit-
ical slowingdown [Klein, 1990;Staufferand Aharony,
1992]wewouldexpectthe samescalingfor bothregions
of the cluster scalingcurvesin Figs. 6 and 7. There
(46) should be a relative displacementin the straight lines
but the normalization with the total number of clus-
ters makes this displacementimpossibleto seewithout
significantly more
58 ANALYSIS OF A MODEL WITH LONG-RANGE STRESS TRANSFER

l0ø it is difficult to imagine nucleationor activationevents

at a scale of order 10, which is the lower end of the
10-1 scaling plots in Figs. 6 and 7.
The solution to this problem we believe is to con-
sider another mechanism for events at the smaller mass
l0-2
scales.Sincewe axenear a mean-fieldspinodal,or more
precisely a pseudo spinodal, we should expect critical
• 10-3
c- phenomena fluctuations as well as arrested nucleation
droplets. This is in analogywith the standard"•b
4"
lO-4
modelsJUngetand Klein, 1984]. We canestimatethe
size of the clusters associatedwith the critical phenom-
lO-5 ena fluctuations by first noting that the distancefrom
the spinodal of the simulations that gave rise to the
Ag17•x Illll

10-6 , , scalingplotsin Figs.6 and 7 is of order10-2. We can

10ø 10• 102 10B 104 seethat first by notingthat if K -1 is usedasa scaling
fieldasit is in Fig. 6, the straightest
lineisforK • 102.
In Fig. 7, where a slightly differentform of the potential
Figure 8. Log-logplot of the numberof clustersno(s) with is used,the valueof K is .5x102.Notethat Eq. (10)
s failed blocks divided by the total number of clusters. The impliesthat for V -• 0 the spinodalvalueof K -1 • 0.
128x 128systemwasrun with V ~ 0,a? - 50,oR = 0, and For the clusters associatedwith critical phenomena
Kt. = 1, usingthetruncatedl/ra interaction.
Thetriangles fluctuations near spinodalsthe massor mean sizescales
axe for K -- 9.95, and the squaxescorrespondto K - 90.45.
The slope of the straight paxt of the curvesis 1.5 4-0.1 for
the triangles and 1.38 4- 0.15 for the squaxes. Both slopes
axeconsistentwith 3/2 as predictedby the theory.
g,-,.,
pfc• d-- RaAh3/2_a/4
x RaAh
-a/4- Ah
-1,
(•0)
The scaling curve for the mean cluster size versus
wherePIc is the densityof criti•l phenomena
fiuctu-
K will not be affected by the fact that the smaller clus-
ters associatedwith the critical phenomenafluctuations 100
scaledifferently than arrested nucleationdropletssince
the mean cluster size is dominated by the much larger
clusters associated with arrested spinodal nucleation. o

The approximate size of these two types of objects is

o

estimated below.
Finally we point out that, while the clusters associ- 10-2
oooøøo
0%

ated with the critical phenomenafluctuations can ex- o%

plain the smallerclusterend of the clusterscalingcurves

in Figs. 6 and 7, they cannot explain the upper end 10-3

of thesesscalingplots. Conversely,arrestednucleation
droplets have the right scalefor the larger end of the
cluster scalingbut not the lower end. 10-4
To see this we return first to the mean size g of the
•_ •. a:, oo

arrestednucleationdropletsgivenin Eq. (45), i.e. co,,., .,atom

10-5
10
ø ' ..... i'•' ' ..... i'•2 ' '- 1•3 10• 105
g- •aAhl/2. (49) s

Since,fromEq. (42),•aAhl/2 = Ra in d = 2 wehave

that the arrested nucleation droplets have a mean size
g -• 103. Clearly this is only an estimate,but g is
consistentwith the upper end of the scalingplot in Fig.
7. We expect some spread in the size of the arrested
nucleationdropletsbut if the meansizeis of order103
Figure 9. Log-log plot of the number of clustersnc(s)
with s failed blocks divided by the total number of clusters.
The 256 x 256systemwasrun with V ~ 0,a? = 50,W -
0.3, Kt. = 1, Kc = 50, and q = 1088usingthe Kc/q interac-
tion. The slopeof the straight paxt of the curve is 1.5 4-0.1,
which is consistentwith the theory'spredictionof

ationswhile their volumeis •a. The derivationand
details of this scalingcan be found in Section8 of this
manuscript. Also see references[Monette and Klein,
1992]and [RayandKlein,1988].With Ah • 10-2 and
d = 2 we have that the size of the clusters associated
with critical phenomena fluctuations is on the order of
100. Note that the mean cluster size is an averageover
all clustersand henceis dominatedby the larger clus-
ters in the scalingplot. The mean size of 100 givesus
an estimate of the region of the upper end of the cluster
scalingassociatedwith the critical phenomenaclusters.
Larger clusterswould be in the exponentialdecay. This
indicates, as stated earlier, that associatingthe larger
end of the scalingplot for the "earthquakes"with crit-
ical phenomena fluctuations is untenable.
As a footnote to this sectionwe want to point out that
the derivationof thesescalinglaws implicitly makesuse
of the fact that there is only one divergentlength in the
systemthat controlsall singularbehavior. This is the so
called hyper-scalingassumption. In general mean-field
systemsdo not have hyper-scalingexcept in the upper
critical dimensionwhichin this caseis six [Klein and
Unger,1983]. However,the conditionthat nucleation Forergodicsystems,f•(t) -.. 1It [ThirumalaiandMoun-
takes place only in the vicinity of the Becker-DSring tain, 1990]. Consequently,
limitfixesRaAha/2-•/4 andrestores
hyper-scaling.
The
discussionof this point is subtle. The interested reader
canfind the detailsin [Ray andKlein, 1988].
Before ending this section we need to make three
points that we will return to in Section 8. First: When
we refer to the clustersassociatedwith the critical phe-
nomena fluctuations we are not referring to the fluctu-
ations themselvesbut to the building blocks of these
fluctuations. Second: We have tentatively identified a
third type of clusterthat contributesto the GR scaling
whichalsoscaleas1/g3/2.Wewillreturnto thispoint
in Section 8. Third: We will need a considerablymore
sophisticatedanalysisof the scalingregion to seethese
different cluster types.
o ENERGY-FLUCTUATION METRIC AND
ERGODICITY
We have been applying equilibrium statistical me-
chanics to the CA model. Before we can use these
methods, we must establish that this model displays
the characteristicsof an equilibrium system under the
conditions we have used in the simulations. Recently,
Rundle et al. [1995]demonstrated
that the CA model
exhibits Boltzmann fluctuations in its internal energy
field for K >> 1, i.e. near mean-field. In this section,
we present evidence that this model tends toward an
KLEIN ET AL. 59
ergodic system as the interactionsbecomelong-range
by using a numericaltest, called the energy-fluctuation
metric f•(t) [Thirumalai and Mountain, 1990], which
determinesif a simulated system is effectivelyergodic
over an observationaltime scale. The quantity f•(t)
measuresthe differencebetween the time average and
the ensembleaverageof a system'senergyand is defined
N
1
- i--1
- ,
where the sum runs over the N blocks of the system,
the running time averageof blocki's energy•i(t) from
t' = 0 to t is
el(t)-- • ei(t')dt', (52)
and the spatial averageof the energyis
N
1
- i=1
plotsof 1/f•(t) versust in-
creaselinearly if a system is effectivelyergodic.
We will illustrate the effects of the loader plate ve-
locity V, interaction range R, and spring constant Kc
on the energy-fluctuation
metric 1/f•. Figure 10 shows
1/f• versusloaderplate update n for constantR as V
increasesfrom 0.01 to 1 from top left to bottom right.
Each plot uses the same abscissascale for ease of com-
parison. The top two plots do not depict the initial
transient due to the initial conditions. As V decreases,
1/f• becomesstraighterand increasesin a morelinear
fashion over a longer time.
Figure 11 shows1/f• versusn for varyingR. As in
Fig. 10, each plot usesthe same abscissascaleand does
not depict the initial transient. Comparingthe top right
and bottom two plots, observe that as the interaction
rangeincreasesfrom nearest-neighbors
to R = 4, 1/f•
becomesstraighter and increasinglylinear over a longer
time. Note that in theseplots, we are movingthe loader
plate at what we call a "critical" velocity V• in which
frequency-sizeplots produce power law scaling over a
narrow range of velocitiescenteredabout V•. We em-
phasize that this scaling results from the coalescence
of typically many initial growth sites during each plate
update. While we recognizethat this coalescence vi-
olates the separation of time scalesinherent in most
earthquake processes,we have driven the systemin this
manner in order to have a reference velocity V•
60 ANALYSIS OF A MODEL WITH LONG-RANGE STRESS TRANSFER

multiple minima within the low stress phase. These

0.03 0.03 - minima correspondto differentenergies.Small events,
which are containedwithin the high stressregion, as
0.02 0.02 discussedin the previous section, appear to leave the
system in the same free energy minimum. Break-out
0.01 0.01
events,which are relatively rare in our simulationsand
ø'øø 100 2100 4100
I becomelessfrequent as q is increased,seemto pushthe
system into a new minimum. This interpretation, and
its confirmation,is the subjectof currentinvestigation.
ß

0.03

. COARSE GRAINING REVISITED AND

0.02 0.02
ARRESTED NUCLEATION
0.01 0.01

In this section we return to the discussion of arrested

0 2000 4000 nucleation. The question we need to addressis what
causesthe nucleation of the high stress phase to be
halted so that it is never seen in these simulations. The
Figure 10. Inverseof the energy-fluctuationmetric 1/• answer to this question requiresthat we reexaminethe
versus loader plate update n for a 256 x 256 lattice with coarsegrainingprocedureand the derivationof Eq. (8).
closedboundariesand R = 4(q = 80), using parameters: As discussedin Section4, there is a coarsegraining
at = 504-10(randomuniformdistribution
offailurethresh- time which is the fundamental time unit in our coarse
olds),an = 0, andKc = KL = 1. Fromleft to rightand
top to bottom, V = 0.01, 0.15, 0.3086, and 1. grained description.That is, the fundamentaltime unit
in Eq. (8) is the time scalerequiredto havethe stress
distribution in a coarsegrained volume becomeGaus-
givessimilar "critical" behaviorfor differentinteraction sian. This will, as seen in Section 4, require a finite
ranges.This allowsus to examinethe ergodicitydiffer- fraction of the number of blocksin the coarsegrained
encesfor different interaction ranges,R. The top left volume to fail. This time is not constant however in
and bottom right plots in showthat for a constantV
but differentR, 1/fl showsa morelinearincreaseovera 0.0008 0.0O07

longer time as R goesfrom nearest-neighbors to R = 4. 0.0006

In comparisonto Fig. 11, usingrealisticfault param-
eters of V = 0.001, which produces about one initial 0.0005

growth site per plate update, and of Kc = 100 and 0.0004

Kœ = 1, which correspondto strong coupling among 0.0003

the blocks and relatively weak couplingto the loader
plate, Figure 12 showsthat 1/fl displayslinear behav- 0.0002 , ,

ior over a long time. If we removethe couplingamong 0.04 I

I
- ' - ' '
the blocksby setting Kc = 0, the systemdoesnot ex-
.

0.03
hibit ergodic behavior, as shown in Figure 13. Here
I
the sinusoidalcharacterof 1/• [ThirumalaiandMoun- 0.02

tain, 1993]arisesfrom the quasi-periodicmovementof

the blocksas the loader plate continuallydrivesthem to 0.01

aF andtheyrelaxto aR. Theenergy-fluctuation

results 0.00[ . ' ' ,
indicate that as V -• 0 and as R and Kc increase, the 0.000
25 '
125 ' .•
225 . 425 75 175 275 3'•5 475
n
CA systembecomesmore ergodic. This observationin
conjunction with the previousfindings demonstrating
Boltzmannstatisticalfluctuations[Rundleet al, 1995] Figure 11. Inverseof the energy-fluctuation
metric 1/•
indicatesthat the long-range,slowlydriven CA system versusloader plate update n using the same parametersas
Fig. 10, except for R and V. From left to right and top
tends toward an equilibrium system. to bottom, R = nearest-neighborsand V = 0.3086; R =
Our interpretation of this result is that the free energy nearest-neighbors and V = V• = 5.0; R = 2(q = 24) and
surfaceobtainedby functionallyintegratingEq. (8) has V = V• = 1.0; and R = 4(q = 80) and V = V• =
 KLEIN ET AL. 61

O. 40 I I ' I
tion 4 and Eq. (9). However,when we are considering
O. 35
timedependent
quantities
thefax or' termin the
plate velocity will now depend on •- Also note that
when the net rate of stressdissipationis negative, as
O. 30
would occur during times of large earthquake activity,
the time dependentvelocityV(•-) is lowerthan the bare
• 0.25 velocity V which is now the time average,over infinite
time, of V(•-) in a steadystate. The idea of arrested
O. 20 nucleation is that large events are precededby an in-
creasedactivity in this model and this activity drives
0.15 the plate velocity down effectivelyraisingthe nucleation
barrier.

0.10
I , I • t , There are three points that need to be made about
0 O. 25 O. 50 O. 75 1. O0 ,1.25 1.50
this velocity modification. The first is that we can relate
t•me [xlO43
the time dependenceof the velocity to the rate of stress
dissipationonly in the mean-fieldlimit where all blocks
Figure 12. Inverseof the energyfluctuationmetric fail at the failure threshold as discussed in Section 4.
versus loader plate update n for a 256 x 256 lattice with Second,the term
closedboundariesand R - 4(q - 80), using parameters:

OO.D(:•,
Or7')
oc• •ar
err -- 50,KL -- 1,Kc -- 100,V -0.001, andW- 0.1.
do'
exp[-fi(o.
- •(•,r))2].
units of plate update time. Since the coarsegraining
time is the basic unit of time that we are forced to have
as canbe seenfrom Eqs. (6) and (8). Finally thesecon-
oncewe adopt a coarsegraineddescription,this implies siderationspredict that there should be increasedactiv-
that the unit of plate update time and hence, the plate ity before any large events that could be describedas
velocity is not constantbut is in fact a fluctuatingvari- arrested nucleation where "before" refers to the coarse
able.
graining time interval precedingthe arrestednucleation
Clearly, the plate update number required to fail a event. This has been seen to be correct. The data and
finite but fixed number of blocksdependson the size of a detailed discussionwill be presentedin a future pub-
the "earthquake" events that occur as that fraction of lication[Goldsteinet al, 2000].We havealsotestedthis
blocksfails. The larger the eventsthe smaller number ideaby performing simulations [Goldstein
et al, 2000]in
of plate updates,and hence,the slowerthe velocityof
the plate in units of coarsegraining time. This implies 0.0045

that the coarsegrained loading rate dependson the

"earthquake"activity during the coarsegrained time
unit. We expect then that the velocity of stressload-
ing, or the plate velocity, will be loweredby increased 0.0030

"earthquake"activity and increasedby decreasedactiv-

ity. In the mean-field model all sites fail at the failure
threshold as discussed in Section 4. This allows us to
relate the number of failures in an event to the stress O. 0015

change. With these considerationswe can expressthe

time dependentvelocityV(•-) as

v()-v+z3 ot
/ d:•OO.D(:•,
7')
' (54) 0 0.5 1.0 1.5 2.0 2.5
whereL = is the volumeof the systemin d = 2, (• is t [xlO4]
a positiveconstantand the time derivativeao(g, r) is
the rate at which stress is dissipated at œ at time •-. Figure 13. Inverseof the energy-fluctuation
metric
Note that for static considerations the time derivative
versus loader plate update n using the same parameters as
vanishes and we return to the situation discussed in Sec- Fig. 12, except Ko =
62 ANALYSIS OF A MODEL WITH LONG-RANGE STRESS TRANSFER

which the plate updates were done so that the amount site selected at random belongsto the infinite cluster
of stress put into the system was proportional to the and the free energy per spin is isomorphicto the mean
number of blocksthat failed after the precedingplate numberof clustersper site [StaufferandAharony,1992;
update. In the mean-field limit this insures that the ConiglioandKlein, 1980].Consideroncemorethe par-
plate velocity is a constantin units of the coarsegrain- tition function in Eq. (11). In terms of the variable
ing time. With this form of updatethe highstressphase •b(3) -- •b(3)- •bs,whichis the time independentanalog
wasobserved
[Goldsteinet al, 2000],consistent
with the of •b(3,t) definedin Eq. (18) the partition functionis
ideas presentedin this section.
R2
8. CLUSTERS AND SCALING IN NEAR
Z •
/5•b
exp
[-/•/d•,-•-
MEAN-FIELD MODELS
- 4 •b• (•) + •b4( , (56)
In this section we examine the GR scaling of this
model in greater detail. In order to do this we make
where again we take e < 0. We now define a new field
use, as we did in Section5, of the analogybetweenthe
R -• c• versionof the "•b4" modelandthe RJB model. ½(•) - •b(3)- A anddetermine
A suchthatthelin-
ear term,Ah•p(3), is replacedby a quadraticoneof the
This is possible becauseboth of these models have a
formAh•/2½2. That is,weperform
a shiftsothatthe
dynamicswhichis givenby a Langevinequation[Klein
partition function becomes
et al, 1997;Fergusonet al, 1999].
We begin this discussionby noting that the ther- R2 2
mal model with Boltzmann statistics described by a
Langevin equation can be mapped onto a percolation
Z •
/5½exp
[-/•
f d3-•-
(V•(•))
model. The derivationof this resultis in Ref. [Klein,
1990]so we will not repeatit here. However,the phys- '47'
½1Ahl/2½2(3)
--½2½3(3)
q-
½3½4(3)]
.(57)
ical meaning of this result is important for our discus-
The constantsc•, c2 and c3 are easilyobtained[Unger
sion. It is probably simplest to understand the physics
and Klein, 1984]but are not of interesthere.
in the language of Ising models which can also be de-
We scaleall lengthswith respectto RAh-1/4 and
scribedby Langevinequations[Guntonet al, 1983]. assume
½(œ)
crAhl/2•(•) andobtain
Suppose an Ising model with interaction range R,
in equilibrium, is simulated with a Monte Carlo Al-
gorithm. In the neighborhoodof a critical point (in
the case R >> I we also considerspinodals)we take
Z •
/5½exp
[--]•RdAh3/2-d/4/d•
(•7½(•))
2
a snapshot of the spins at time t. Between each pair
of spins that are in the same direction and are in each q-
C1½2(•)
--C2½3(•)
q-
c3Ahl/2•4(Z)]
(58)
others interaction range we toss a bond with proba-
We nowneglect
the ½4termdueto the Ah1/2coeffi-
bility Pb = 1- exp(-J(1- p)/KsT). Here T is the
cient and the fact that we are near the spinodalso that
temperature, J is the coupling constant, Ks is Boltz- Ah << 1. Hence
mann's constant and p is the density of the up spins.
The quantity p is related to the magnetizationper spin
m by p = (1 + m)/2. For the criticalpoint p = 1/2 and
pt, - 1- exp(-J/2KsT) [Coniglioand Klein, 1980].
Z-/5•exp[-f•RdAh3/2-d/4/d
2
With this bond probability the Ising critical point is q-C1½2(•)-- C2½3(•). (59)
a percolation threshold for both long and short range
interactions. For long rangeinteractionsthe samestate- If ]•RdAh3/2-d/4 >> 1, whichwill be true if R is
ment is true for spinodalswhen the density is included large enough as we will seebelow, we can evaluate this
in the bond probability as above. In this form the meta- integral with saddle point techniquesand find that the
stable phase has a negative magnetization. free energy F and, hence, the mean number of clusters
In addition, with this percolation definition, thermal is
quantities are isomorphic to their counterparts in per- F - CRdAh
3/2-d/4, (60)
colation. For example, the isothermal compressibility
is isomorphicto the mean cluster size. The magneti- where C is an unimportant constant of order one. The
zation per spin is isomorphicto the probability that a lengthscaleRdAh-1/4 is the correlation
length
 KLEIN ET AL. 63

by the clustermapping,the meanclusterradius[Unger RaAh•/2-a/4 clusters

and Klein, 1984].
To see that in MF systems the quantity F in Eq.
(60) must be large we derivethe relationknownas the
Ginsburgcriterion [Unger and Klein, 1984]. If a sys-
tem is MF then the fluctuations can be ignored com-
pared to mean values. The magnitude of the fluctua-
tions per unit volume are measuredin these systemsby
the isothermal susceptibilityXT. which near MF spin-
odalsdiverges
asXT ' Ah-i/2. Thefluctuation
mag-
nitude in a region the size of the correlationlength • is
then•aAh-1/2where• = RAh-1/4 [UngerandKlein,
1984].Theorderparameter
•bscalesas•bc• Ahl/2•a
and we need to compare the fluctuations to the square
of the order parameter. That is for MF to be a good
approximation we must have
•aAhl/2 Ah-1/2
= << 1, (61)
•2a(Ah1/2)2 RaAh-a/4Ah
or
RaAh3/2-a/4>> 1. (62)
This implies that the number of clusters in a region
with a radius of the correlation length is large in the
MF limit. This is also true in the neighborhoodof the
MF critical point and is in contrast to systems with
short range interactions where the number of clusters
in a regionthe sizeof •a is one[ConiglioandKlein,
1980]. Note that this is the numberof finite clusters.
There is also, in the vicinity of the spinodal, an "infi-
nite" cluster which is the size of the system with a finite
(non-fractal)density[StaufferandAharony,1992]that
representsthe ordered phase or the phase with a finite
in thisregionasdescribed
above.
Any structure that is that numerousmust have a low
free energycost, basicallyof order one. The free energy
F in Eq. (60)is much greater than 1 from Eq. (62).
However if we interpret F as the free energy cost of
all of the fundamental clusters then each of them has
a free energy cost of order one. This in turn implies
that the MF scaling of thermodynamic quantities such
as the free energyand the densityrefer to the entire col-
lection of fundamental clusters. By this reasoningthe
density of the fundamental clusters near the spinodal
Pfc shouldbe
Ahl/2
Pfcc•RaAh•/2_a/4
. (63)
This result was confirmed for random percolation in
the MF limit in Ref.([RayandKlein, 1988])andfor the
spinodalin Refs.([RayandKlein, 1990;Alexanderet al,
000]).
It is important to understand that these clusters,un-
like the situation in short range models,are not the crit-
ical phenomenafluctuations. The density of the critical
phenomenafluctuations can be obtained from the equa-
tion for the partition function. Returningto Eq. (58)
we have in the Gaussian approximation
Z-/5•exp[-l•RdAh3/2-d/4/d
2
+•2(•')], (64)
wherewehaveignored
the•s (•) term.Wewillseethat
this is justified self consistently.Sincewe are only inter-
_

magnetization per spin. Near the spinodal this would

estedin scalingpropertieswe can assumethat •b(•) is
be the meta-stable phase. If we subtract off this cluster
a spatial constantfor I•1 • 1, or in unscaledvariables
for lengthslessthan the correlationlength, and zero on
then the remaining systemhas only finite clustersand
larger scales.The partition function becomes
a residual magnetization of zero. Hence, by symme-
try, theremustbe of orderRaAh•/2-•/4 fundamental
clustersof each sign whosenet contribution to the re-
maining magnetization is zero.
Z-/d•exp
[-[•RaAh•/2-a/4•2],
(65)
_ _

What is the density of these clusters? In the usual where•bis the magnitudeof •b(•). Sincethe integralis
percolationmodels(R small) the densityof sitesin a dampedexponentially
when/?RaAh3/2-a/4•
2 • I we
region the size of the connectedness length, the quan- have that
1
tity that plays the role of the correlationlength, scales
_

- (co)
as Ap• whereAp is the parameterthat controlshow ([•RaAh•/2_a/4)
1/2'
far the systemis from the percolationthreshold[Stauf-
fer and Aharony,1992]. For the spinodalthe connect- Since•(•) - Ahl/2•(•) the densityof the critical
ednesslength is isomorphicto the correlation length phenomena fluctuations scale as
[Klein, 1990; Coniglioand Klein, 1980]and onemight Ahl/2
have expected that the density of the clusters would
be proportional
to Ah• = Ah1/2. However,
thereare •(•q)
"'"
(RdAh3/2_d/4)1/2
'
64 ANALYSIS OF A MODEL WITH LONG-RANGE STRESS TRANSFER

Thisresultjustifiesneglecting
•3(•) sincein MF sys- the resultswill appearin anotherpublication[Alexan-
temsRdAh3/2-d/4)) I (seeEq. (62)). Alsonotethat der et al, 2000].
the critical phenomena fluctuations are denser than the The analysis in this section and the one in Section
fundamentalclusterswhosedensityis givenin Eq. (63). 5 have yielded three types of clusters: fundamental
Are there clustersthe sizeof critical phenomenafluc- clusters, arrested nucleation droplets that are not af-
tuations? In Ising modelsthis is the subject of current fected by critical slowingdown and arrestednucleation
research.If suchclustersdo exist they are a sign that droplets that are affectedby critical slowingdown. A
the systemis not truly mean-fieldas they denotea prob- fourth cluster type also arises when the clustersthat
ing of the non-Gaussiannature of the free energy. In make up a critical phenomenafluctuation via incoher-
the CA model we are studyingsuchclustershavebeen ent superposition coalesceinto one cluster which we will
found and they will be discussedlater in this section. call coalescenceclusters. Finally, we can have break-
Sincethe Langevinequationderivedin Section3 will out events where the various forms of clusters discussed
guarantee a Boltzmann statistics quite similar to those above can trigger a systemwide event. Thesebreak-out
of the •b4 modelwe expectthat the sameclustermap- events are not describedby the scalingtheory and are
ping and existenceof different clustertypes will hold for outside the theoretical framework presentedin Section
the CA model of RJB. The question we addressnext 3. For a discussion
of break-outeventsseeRef. [Rundle
is what is the bond probability in the CA model. At et al, 1998].
present we do not have a theoretical treatment of the We now derive the scalinglaw for the two new classes
bond probability. However, we can argue as follows: of clusterswithin the scalingregion. For the arrested
The bond probability that we seek will tell us what nucleation clusters, both with and without critical slow-
fraction of the sitesthat are in the high stressstate will ing down, the derivation was presentedin Section5. A
actually fail in the evolution of the model. This is sim- key element in this derivation is that the systemis al-
ilar to the idea that in Ising modelsnot all spinsin the ways simulated for a fixed averagevalue of
same direction within the range of interaction of a cho-
sen spin are connected to that spin. There are, in fact RdAh3/2-d/4-- C. (68)
spins that are in the same direction by random chance From Eq.(63) we havethat the numberof sitesin the
and not due to correlation. The imposition of the bond fundamentalclustersgfc scaleas
probabilitycorrectsfor this overcounting[Coniglioand
Ah•/2RdAh-d/4
Klein, 1980]. In the CA modelwe knowwhat sitesfail
so that we do not need the bond probability. It is of in- gfcoc RdAh3/2_d/4
, (69)
terest to obtain it theoretically as a checkon this idea. or gIc ocAh-•. The numberof fundamental
clusters
However, we should expect that if the bond probabil- in a region the size of the correlation length is pro-
ity is used on high stresssites after a plate update, but portional
to RdAh3/2-d/4asweargued
above(seeEq.
before the sites are allowed to fail, then we will get a (60)). Hence,the numberof fundamentalclustersper
cluster that is statistically the same as the clusters of unit volumeN[c is
failed sites that we have been using. Note that all of
the properties that we would expect from clusterswas RdAh3/2-d/4
found for the clusters of failed sites in Section 5. This NfcocRdAh_d/4
----
Ah 3/2. (70)
relation between the clustersof high stresssites and the From Eqs.(69) and (70) we obtain
clusters of failed sites is a subject for further research.
The relation between the fundamental clusters and
the critical phenomena fluctuations can be understood
by noting that the fundamental clustersare constructed
For the number of coalescenceclusters Ncc we have
asindependentobjects[Klein, 1990;ConiglioandKlein,
1980]. As suchthe fluctuationsin the numberof funda-
mental clusters should be of the order of (RdAh3/2-d/4)l/2 Ah3/2
(RaAh3/2-a/4)
1/• Multiplying
thisbythedensity
of Ncc
o(: RdAh_d/4= C1/2. (72)
the fundamentalclustersin Eq. (63) we obtainthe den- The mass, or number of sites, of a coalescencecluster
sity of the critical phenomenafluctuationsin Eq. (67). Scc is
This result implies that the critical phenomenafluctua-
tions are an incoherent superposition of the fundamen- Ahl/2RaAh-a/4
tal clusters. This has beenverifiedcomputationallyand 9cc
oc(RaAhS/2_a/4)x/2
- Ah-IC
1/•,
 KLEIN ET AL. 65

caresa significantspreadof the data at the largecluster

......... I ......... I ......... I ......... I'''''''''
ß

end. The first thought wouldbe that the explanationof

this spread is poor statistics. Even with the 18 million
events shown in Fig. 14 there are of the order of a few
-2 hundredclustersin eachstressbin at the large cluster
end. However,if we comparethe width of the spreadof
the data for several different number of events we see
that the spread, or fan, stopsshrinkingonce we have
obtainedabout 7 millionevents(seeFigure 15). This is
an indication that the data spreadcould be signalling
the presenceof the other scalingregimes.
From the analysis in this section of the different
clustertypesin •b4 systemsand the derivationof the
-6
Langevin equation that describesthe model of RJB in
Section3 it seemsreasonableto analyzeour clusterscal-
ing data in terms of these different scalingcatagories.
To accomplishthis we need to translate the scalingre-
-8 sults derivedaboveinto the languageappropriateto the
0 I 2 3 4 5 simulations of the model of RJB.
•o•(S) As in Section5 the parameterK -• = (Kœ+ qKc)-•
(seeEq.(1)) actsas the fieldAh. For fundamentalclus-
Figure 14. Log-logplot of the number of clustersversusthe ters we make use of the fact that within the scaling
number of sites in the cluster. The system size is 256x256, regime a block fails at most once during an "earth-
R=30, thereare 18x106eventsandthe bin sizeis one. Other
parametersare given in Section8 of the text.
quake" (see Section4) to calculatethe stressdrop of
the cluster. From Eq. (63) we have that the number
or of sites,N,, in a fundamentalclusterin a spatialregion
C1/4 the size of the stresstransfer, R, is
_3/2'
Scc
(74) RdK-•/2
To summarize:There are four differentclusterscaling Ns--Pfcx1•d(xRdK_3/2+d/4
(XK1/2. (75)
categories: fundamental clusters, coalescenceclusters Sinceeachsitethat failsdistributes
1/Rdunitsofstress,
and arrested nucleation without critical slowingdown, where we have taken the stressdrop per site to be one
all of which have a predicted cluster scalingexponent r for the purposes of this argument, we have that the
of r = 1/2, and arrestednucleationwith criticalslowing total stressdrop for a fundamentalcluster,Aafc, is of
down with a cluster scalingexponent of 2. the order
In Figure 14 we plot the number of clusters of all Aafco•K•/2R-d • 10-2 (76)
types as a function of their size•. The interaction range
in two dimensions and for R = 30.
is suchthat one site transfersstressto, or interactswith,
3720 other sites. There are 18 million clusters and all Since we do not know the amplitudesassociatedwith
the sites have a failure threshold of a r = 1 and an aver- the scalingof the free energy/meannumberof clusters
ageresidualstressof aR = 0.25Wehaveuseda noisein RdAh3/2-d/4or theorderparameter
Ah•/2 thisvalueof
the stressdrop chosenfrom a fiat random distribution 0.01 for Aafc is approximate.The pointis that the fun-
between+0.25, i.e. ffF _ fir = 0.75+ 0.25. damental clusters are made up of sites whoseminimum
From the previous discussionand the discussionof stress after the "plate update" prior to their failure is
critical slowingdown in Section5, we would expect to greater than a number the order of
seeclustersscalingwith at leasttwo exponents(1.5 and a,• - a• - Aa•c- 1 - 0.01- 0.99. (77)
2) and three regionswith differentamplitudes.As can
be seenfrom the figure we see only one slope with an Figure 16 is a log-logplot of Nj, versus.• for the
exponentconsistentwith the value 1.5. There is no sign fundamental clusters as defined above. Note that the
of a scalingregionwith a slopeof -2 or of differentam- data spread or fan is gone and the cluster scaling ex-
plitudes. However a closerexamination of Fig. 14 indi- ponent is consistent with the theoretical prediction
66 ANALYSIS OF A MODEL WITH LONG-RANGE STRESS TRANSFER

......... I ......... I ........ "! ......... I ......... ......... I ......... I ......... I ......... I ........
ß ß

-2 -2

-6 -6

-8 , -8 ......... I ......... ! ......... I ......... I ........

0 • 2 $ 4 5 0 ! 2 3 4
to•(S)

......... I ......... 1 ......... 1 ......... I .........

-2

-6

-8
0 I 2 $ 4 5
•oy(S)

Figure 15. Log-log plots of cluster of all sizesfor the same parameters as in Fig. 14 except that the
numberof clustersfor theseplots is a) 7 million, b) 9 million, c) 15 million. The numberof clustersof
each size is normalizedby the total number of clustersin that figure. As in the previousfigure, the bin
size is one.

-1.5. The fundamental clusters are by far the most are the critical phenomenafluctuations. The analysis
prevalent. There are slightly more than 17.1 million of the densityof thesefluctuations(seeEq. (67)) led
fundamental clusters out of 18 million events. to the conclusionthat they were causedby a variation
We turn now to the next sizecluster. The •b4 sys- in the number of fundamental clusters of the order of
tem indicates that the next scaleof correlated objects C - (RaAha/•'-a/4)
•/2. If thiscorrelated
objectis
 KLEIN ET AL. 67

......... I ......... I ......... I ......... I

The number 0.9 was chosen due to the fact that the co-
alescence clusters had a minimum stress between 0.95
and 0.99 however, we expect some gap in stressdrop
due to the fact that there will be clustersbigger than
-2 the coalescence clusters(which correspondto a melt-
ing of the fundamental clustersthat make up a critical
phenomenafluctuation) and saddlepoint objects. In
Figure 18 we show a log-log plot of the clusterswith a
minimum stresslessthan or equal to 0.9. The slope is
-2 in agreementwith the assumptionof arrested nucle-
ation with no critical slowingdown. If we had taken all
clusterswith a minimum stressprior to failure lessthan
0.95 then the slopeof the scalingplot would be approx-
-6
imately 1.85. Note that there is no arrested nucleation
events that scale with the exponent -1.5. It appears
that the interaction range we use is large enoughto see
critical slowingdown (seethe discussion in Section5).
-8 We checkedthe stressdrop range between0.9 and 0.95,
0 ! 2. 3 4
which is the estimate of the range of arrested nucle-
•og(s) ation objects with no critical slowingdown, and found
no evidenceof scaling.
Figure 16. The number of fundamental clusters versus We have begun to probe the physical consequences
cluster size. The number of events is approximately 17.1 of the existence of different cluster sizes with different
million out of 18 million and the bin size is one.
physical mechanismsresponsiblefor their presence.As

cluster then the cluster is made up of C fundamental

clusters. With the valuesof R and K we use, C 0• 4- 5.
From the stressdrop of a fundamentalclusterAa/c
given above we have that the stressrange of the co-
alescenceclusters is between 0.99 and 0.95. That is,
the minimum stress on a coalescence cluster site after
-2 •(s)~s ....
the "plate update" and before the start of the failure
sequenceis between 0.99 and 0.95. In Figure 17 we
presenta log-logplot of the numberof coalescence clus-
ters versuscluster size. Note the scalingwith exponent
0• -1.5 and the absenceof a fan. We want to emphasize
here that these stresscutoffswe have usedare approxi-
mate in that we can only derivethem from scalinglaws
hencethere are constants,or amplitudes, that we do not
know that can alter these values. We also wish to stress
-6
the fact that the scalingestimatesfor cluster densities
and stressdrops are mean valuesand that the scaling
region extend on both sidesof these estimates.
Finally we turn to the arrested nucleation clusters.
--• ......... I ......... I ......... I ......... I,,,li•ll
As discussed in Section 5 the mean mass or size of an
0 ! 2 3 4
arrestednucleation
eventis of theorder•aAh•/2. How- Cog(S)
ever, here as in the above discussionthere are constants
or prefactorswhichwe do not know(for exampleseethe
Figure 17. Log-log plot of the number of coalescence clus-
critical droplet densityprofilein Eq. (24)). Becauseof ters versuscluster size. The paxameters axe the same as the
this uncertainty we will look at all clusterswith min- previousfigure. The total numberof eventsis approximately
imum stressesprior to failure which are less than 0.9.
68 ANALYSIS OF A MODEL WITH LONG-RANGE STRESS TRANSFER

......... I ......... !' ........ [ ......... I .........

the area of the large shock.The analysisof the activity
pattern outsidethe location of the large shocks,usinga
muchlarger systemsize,as well as a systematiccompar-
ison with real seismicactivity patterns are the subject
-2 of current investigations.

9. SUMMARY AND CONCLUSION

In this paper we havepresentedtheoreticalarguments

-6
o I 2 3
•o•(S)
Figure 18. Log-log plot of the number of clusterswith
minimum stress prior to failure less than or equal to 0.9.
The slope is consistentwith the prediction of-2. There are
approximately 200,000 events plotted. The bin size is one
hundred due to the small number of clusters of each size in
the large clusterscalingregion.
and data that support our assertionin a previouspubli-
cation[Klein et al, 1997]that sliderblockmodelsof the
type describedin Refs. [Rundleand Jackson,1977]
and [Rundleand Brown, 1991]obey an Ito-Langevin
equation in the limit of long range stresstransfer. This
derivation and the energy-fluctuationmetric studiesin
Section 6 also support our conclusion,basedon data
analysis[Rundleet al, 1995],that the sliderblocksys-
tem can be describedwith equilibrium techniquesin the
4 5 mean-fieldlimit. AlsoseeRefs.[Xu andSornette,1997]
and [Rundleet al, 1997]for additionaldiscussion
of this
point.
The energy-fluctuationmetric study in Section6 also
shows that the time scale over which the slider block
Fundomentol clusters
1.00

an example we looked at the the number of fundamen-

tal, coalescence,and arrested nucleationclusterswhich 0.98
precedelarge events,thosewhich followlarge events,
and thosewhichare betweenlargeevents.Largeevents
arethosethat exhibitbreak-outandarebiggerthanany
of the eventsthat are describedby scaling.We plot the 0.96

relativenumberof fundamentalclusters,in Figure 19,

coalescence clusters,in Figure 20, and arrestednucle-
ation clusters, in Figure 21, that occur in a window
0.94
of 500 updatesboth beforeand after large events,as
well as in a window of 500 updatesbetweenconsecutive
largeevents,as a functionof the largeeventsize. The
data clearly indicates that the number of coalescence 0.92
and arrested nucleation events decreases both before
and after a large event and staysrelativelyconstantbe-
tween large events. Note, however,the fluctuationsin
0.90
the numberof clustersbetweenlarge eventsgrowsas
the event size increases.This is almost certainlydue 1.0x104 2.0x104 3.0x104 4.0x104
to the small numberof very big eventsleadingto bad window=500events
statistics. On the other hand the fundamental clus-
ters seemto increasein numberbeforeand after large
Figure 19. The relative number of fundamental clusters
events. For the system size used in our simulationsthe
before(diamonds),after (triangles),and between(squares)
large events span the entire fault and this pattern of large eventsas a functionof the large event size. The pa-
activity is characteristic for earthquake activity inside rameters are the same as in Fig.
 KLEIN ET AL. 69

Coolescence clusters responsiblefor the arresting of the nucleation: namely

0.050
that the plate velocity is not constant in the right time
frame but must be treated as a fluctuating variable. We
have also mentioned the results of two additional tests
that supportthis idea[Goldsteinet al, 2000].This work
0.045 togetherwith the studyin Ref. [Rundleet al, 1998]indi-
cates that in this model there are at least four separate
"earthquake"ordersof magnitudethat are generatedby
different mechanisms. The smallest is associated with

0.040 the fundamental clustersthat are the building blocksof

the critical phenomenafluctuations near the spinodal
critical point. The secondlargesteventsare thoseasso-
ciated with the coalescence of fundamental clusters into
an object the size of a critical phenomenoncluster. The
0.035
third largestis associatedwith arrestedspinodalnucle-
ation, including critical slowingdown, and the fourth,
which is not on the scalingplot (i.e. theseeventsdo
not scaleon a singlefault) is associatedwith break-out
0.050 events.
1.0x104 2.0x104 3.0x104 4.0x104 Finally, these results raise several interesting ques-
window=500events tions. Among them are the relation betweenthe events
of different sizes that we have seen and the different size
events seen in the work of Carlson, Langer and Shaw
Figure 20. The relative number of coalescenceclusters
before(diamonds),after (triangles),and between(squares)
large eventsas a function of the large event size. The pa-
rameters are the same as in Fig. 14. Arrested nucleotion clusters
,

0.0060

system can be describedwith equilibrium techniques

for systemswith finite rangestresstransferis finite and 0.0050
growslongerasthe rangeof the stresstransferincreases.
The picture that emergesfrom these considerations
is of a multiple minima, high dimensionalfree energy 0.0040
surface(in the systemwith noise)wherethe system
remains trapped in a particular well for a time scale
that divergesasthe stresstransferrangegoesto infinity, 0.0030
that is, in the mean-field limit.
Another result that emergesfrom this work is the
associationof GR scalingwith a spinodal,or pseudo- O¸oAAm
Oo0•AAAAA
0.0020 _

spinodal. We have arguedthat the lower or smaller A

A

end of the cluster scalingplots in Figs. 6 and 7 can ¸¸¸ooo

AA
be explainedby associating"earthquake"eventswith 0.00t0
critical phenomenafluctuations.Howeverthe upper or
larger end of the scalingplots have clustersthat are
too largeto be explainedby criticalphenomena scaling 0.0000

at the distance the data was taken from the spinodal 1.0x104 2.0x104 3.0x104 4.0x104
critical point. We have explained these larger events window=500events
with the conceptof arrestednucleationand provideda
theoretical derivation of cluster number scaling, criti-
Figure 21. The relative number of arrested nucleation
cal slowingdown, and clustersizescalingthat are con- clustersbefore (diamonds),after (triangles),and between
sistent with data from simulations of the model. We (squares)large eventsas a function of the large event size.
have also discussed the mechanism that we believe is The parameters are the same as in Fig.
70 ANALYSIS OF A MODEL WITH LONG-RANGE STRESS TRANSFER
[Carlsonand Langer,1989;Carlsonet al, 1991,1994],
the possibleexistenceof additional event size scales,the
possible connection between break-out events and the
breaking of ergodicity in the energy-fluctuationmetric
and the relation between the events on the •arious size
scales. For example can critical phenomenasize events
trigger a break-out event or can that only be done by
an arrested nucleation event? Finally, what is the rela-
tion between these eventsand the nucleationphaseseen
by EllsworthandBeroza[1995]andwill otherupdating
mechanisms,CA rules, or other model modificationsal-
ter the picture emergingfrom the study of this model?
These and other questionsraised by this work are cur-
rently being pursued.
Acknowledgments.
W. K. and C. D. F. receivedsupport from DOE grant DE-
FG02-95ER14498, and J. B. R. and J. S.S. M. receivedsup-
port from DOE grant DE-FG03-95ER14499. We acknowl-
edge useful conversationswith F. Alexander, Y. Ben Zion,
R. Brower, H. Gould and J. Goldstein. We also acknowl-
edge assistancefrom the Center for Information Technology
of Boston University.
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 Traveling Wave and Rough Fault Earthquake Models: Illuminating the
Relationship Between Slip Deficit and Event Frequency Statistics

Susanna J. Gross

CIRES, University of Colorado, Boulder, Colorado

We discussand interpret new simulation results from a recently proposed,

physically-basedmodel of earthquakes called the traveling wave model.
This model producesa mixture of scalingand characteristicevent ruptures.
Stressesare transferredwell beyondnearestneighborsin the two-dimensional
lattice which representsthe fault in the model. Cohesiveforcesdue to small
scalefault topographyproducelarge scalefriction, showinghow friction is a
function of length scale. Two variants of this new earthquakemodel, called
1) the basictravelingwaveand 2) the roughfault model,illustratethe signif-
icant role the loadingprocesshas upon the statisticsof the simulatedevents
produced. Scale invariant rupture area distributions arise in these models
in the same manner that they do in cellular automata slider block models,
as a result of the force balance applied to the location of each site. Event
frequencystatisticsare in the range of thoseobservedfor natural seismicity.
Results from thesemodelsare comparedto classicalslider block modelswith
long range springs.
1. INTRODUCTION earthquakes[Rundle and Klein, 1993, Ben-Zion and
Rice, 1995]. Trade-offsand interactionsbetweendif-
Models of earthquake sourcescan be broadly classi-
ferent physicalprocessescan make interpretation of the
fied into three categories,observational,complexsyn-
results of the more complicated models difficult. These
thetic, and simplified synthetic. Models of specific
modelsoften includelongrange stresstransfer,dynami-
earthquakeobservationsgenerally focuson description
cal formulationsof the rupture process,explicit material
of the patterns of moment release,not the sourceprepa-
heterogeneity
and empiricalfrictionrelations,[Mikumo
ration process.[i.e. Ruff, 1992,Mendozaet al., 1994.]
and Miyatake, 1979, Ward, 1992, Ward and Goes,1993,
By contrast, sourcepreparation models have generally
Rice 1993,Ben-Zionand Rice, 1993].
not been fit to observations of specific earthquake se-
Simplified synthetic modelsof sourceprocessesoften
quences. They are instead concernedwith reproduc-
neglect known physicsin favor of easier interpretation
ing the genericpropertiesof seismicity. Complex syn-
and are better suited to finding the answersto thought
thetic source preparation and rupture models include
experimentssuchas: Is long range stresstransfer neces-
most known and empirically derived physical processes
sary for long range clustering?Is material heterogene-
that operate in seismicsourcezones,and require strong
ity necessaryfor slip complexity and the Gutenberg-
material heterogeneityto produce populationsof small
Richter distribution? A large number of authors have
constructedsliderblock [Burridgeand Knopoff1967]
and other simplified source models. Examples include
GeoComplexity
andthePhysics
of Earthquakes RundleandKlein [1993],Ding andLu [1993],de Sousa
Geophysical
Monograph120 Vieira et al. [1993],Lomitz-Adler[1993],Pepkeet al.,
Copyright
2000by theAmerican
Geophysical
Union [1994]and Rydelekand Sacks,[1996].
74 TRAVELING WAVE AND ROUGH FAULT EARTHQUAKE MODELS

One reason for the continued interest in slider block Loader Plate Ix

modelsis their ability to reproducethe powerlaw distri-

bution of earthquakemagnitudesremarkablywell, even
thoughmany of thesemodelslack any effectsof momen-
tum, fault populations,or even explicit material hetero-
geneity.The dynamicsof thesemodelsare expressedin
the form of simple rules representingCoulomb friction
and short range stresstransfer. Rundle and Kanamori
[1987]haveshownthat the healingprocess canproduce
heterogeneous stressdistributionson faults that have -8 -6 -4 -2 0 2 4 6 8 10
failedin a lm:geearthquake,andit is thishealingprocess
that perhaps most strongly distinguishesslider block Figure 1. This sketch representsa one dimensionalslice
modelsfrom more realistic models of earthquakes. The through the rough fault or traveling wave model, with the
rapid healing causesslip to be concentratedin a pulse fault surface roughnessexaggerated for visibility. Loader
just behind the rupture front, another respectin which springswith constantsKL drive blocks. The blocksaxecou-
these models unexpectedly resemble the phenomenol- pledtogetherwith springs
havingconstants
Kc/d3. Since
there is normal stress exerted by the loader plate, the low
ogy of real earthquakes[Heaton, 1990, Zheng et al., spots on the fault axe more energetically favored than the
1996]. high spots.
The travelingwavemodelwasfirst presentedby Run-
dle et al. [1997]who also carriedout an analysisof upon it. The dynamics are quasi-static, and there is
the model basedupon statistical mechanics.The rough
no explicit material heterogeneity. As figure I shows,
fault model presented below is a new variant of the
the sites rest upon a fault surface with a sinusoidalir-
traveling wave model. The present paper also presents
regularity that movesrelative to the loader plate, caus-
some new interpretations of size distribution scalings.
ing the loading springsto stretch as the sites move to
Both models are built on the tradition of simple mod-
follow the more energeticallyfavored locationson the
els, but they represent an attempt to rationalize the
irregular fault surface. The same sinusoidalfault to-
evolution rules in terms of quantitative physicalprinci-
pography is experiencedby each site, apart from vari-
ples, so they are a step closer to more realistic source
ations in phase, so there is no spatial inhomogeneity
models. Rather than including detailed empirical de-
of fault properties. Coupling springsconnectnot only
scriptions of fault friction, we have instead taken the
the four nearestneighbors,as in most cellularautomata
approachof seeingwhat friction propertiesour model
slider block models, but also all other sites within r lat-
can produce from the geometry of the rough fault in
the model alone.. Notice that we use the term "fric-
tice units of eachother, with couplingspringconstants
that decay with the distance cubed. The inverse-cube
tion" here in the senseof a macroscopicresistanceto
decay is characteristicof static stresstransfer in three-
sliding, in contrast to the cohesiveforcesover micro- dimensional elastic solids. The cases with r - 2 connect
scopiclength scaleson the surface. In the courseof the
each site with 24 neighbors, and r - 5 connectseach
work, we have gained a greater understandingof the
site with 120 neighbors. A model with range of inter-
mechanismsthat produce the power law distribution of
simulated earthquakes in all slider block models, and
actionr connects
eachblockto (2r + 1)2 - 1 neighbors.
The equationsdescribingtemporal evolution of the ba-
how thesemechanismsare related to the configuration
sic traveling wave and rough fault models come from
of the underlyingslip deficit field. The strengthof the
the minimization of the potential energy, which has a
couplingspringslinking adjacentblockshasa strongin-
term that representsthe effectsof a rough surface,and
fluenceupon the geometryof the slip deficit field, and
that reproducesmany of the effectsof friction.
also the size distribution of synthetic earthquakes. We
The potential energy E is:
have found two distinct scalingregimescorresponding
to strongly and weakly coupledcases. N

2. SIMULATION TECHNIQUES
E - Z/•r,.• i--1
(1)
The traveling wave and rough fault modelspresented + j=_,,
• 2d(j)
Kc3(•i--•i+j)2
here simulateearthquakeson a singletwo-dimensional
fault with a square lattice of 10,000 sites distributed -•- 2"¾
COS(•[•i-- Vt -•-ei]) -•-
 GROSS 75

in which the spring constant Kc controls the cou-

pling between sites. Coupling stressesare transferred
betweensitesa distanced(j) apart followingan inverse
cube law out to the range of interaction r. The slip
deficit •b= si(t) - vt is a measureof the displacement
of each site behind the load point, whoseloading spring
has spring constant Kœ - 1. The cosineterm in the
expressionabove can be thought of as the leading term
in a Fourier expansion representingfault topography,
with wavelength2•r/n, amplitude? and phasethat ad- ['•'I '"' ] F(tI'A----0'5)
vanceswith velocity v as a function of time t. This
cohesionterm is a result of irregularitiesin the surface
that createenergeticallyfavoredlocationsfor the sites.
The variable ei is a phase scatter dependent upon lo-
slip deficit,tb slip deficit,
cation that is redistributed every time there is a major
jump. Conceptually,everytime a site movespast a fea-
ture on the fault surface, the next feature will appear Figure 2. Curves on these plots represent the evolution
of the friction term with time, showing the impact of the
at a location having a phase ei relative to the average friction upon the forces and potential energy experienced
position of features. The term hqbigivesthe potential by a single site in the traveling wave model. The slanted
well the simplest form of asymmetry, so it is included lines on the left-hand panels representforcesexerted by the
for generality.This expression canbe solvedto find the springs.Intersectionsof the two curvesaxesolutionsto the
position of each site, qbi,which minimizesthe potential force balance equation.
energyE as a function of the locationsof the other sites
would be obtained in the caseof a fault whoseonly fric-
and the couplingand loader spring constants,Kc and
KL. tion arisesfrom irregularitiesdescribedby the potential
in equation 1.
The sketchin figure I showsthe basic geometry of a
As an exampleof how the traveling wavemodel repre-
one-dimensionalslicethrough either the traveling wave
sentsthe earthquakeprocess,considerfigure 2, in which
or rough fault model. The cohesionterm affects the
force balance in the direction of site movement because both the energy(1) and the force(2), are plottedfor a
single site and the noise ei -- r]i = 0. In the panels on
normal stressesencourage the movement of the sites
the left, the term -KLqb is the bold dotted line, and the
into the low spots, which are potential energy minima.
solid and light dotted lines are the cosineterms at the
We find the net force on the i'th site by taking a
two times to, tl. The point(s) of intersectionrepresent
negativederivativeof the potential energywith respect
to the slip deficit •bi.
solutionsto the equationF(qb) - 0. The right panels
showthe corresponding points on the plot of E(qb(t)).
In the top panel,the quantityA = 27n2/KL is A = 2,
Fi = K•;qSi (2) whereasin the bottom panels, A = 0.5. As Rundle et
al. [1996, 1998]have shown,when A < I (bottom),
+ j=_,.d(j - there is only one point of intersection,correspondingto
the one stable solution. However, for A > 1, there can
- 2?nsin(n[qbi-vt + el])+ h be one, two, or three points of intersection. A single
solution point occurs when there exists only one mini-
At each time t, the site locations •bi are found that mum in the energy curve. Three solutionsoccur when
reduce the residual force F to a small value r/. The there are two minima, separated by a maximum. Two
level of accuracy,or thresholdstressr/can be thought of solutions occur when the meta-stable minimum and the
as representingthe frictional effectsof features smaller unstable maximum merge into one point.
than the dominantwavelength2•r/n. The introduction The distribution of the values ei of the phase scat-
of this threshold regularizes the problem and renders ter provides information about the spatial scale of the
it much more tractable. Solutions have a tolerance or fault surfaceirregularities as comparedto the lattice
noiselevel r/, becausethe locationsof sites are only up- spacing. If the phase scatter is small, there is a strong
dated if their net forcesare greater than r/. Reducing correlation between the fault shape seen by all sites.
the size of r/allows us to approachthe solutionswhich Models of this kind might be suitablefor studiesof
76 TRAVELING WAVE AND ROUGH FAULT EARTHQUAKE MODELS
preparationprocess,rupture and recoveryof a large as-
perity, becausethese models contain eventsin which all
sitesjump simultaneouslyand quasi-periodically.The
smaller eventsthat occur in the adjustment processthat
followsa nucleationevent of this type may resembleaf-
tershocks.
The techniquesneeded to implement this model on
a computer are different from conventionalslider block
models, becausethe usual "update rules" are replaced
with a nonlinear routine based upon Newton's method
for locating roots.
3. TEMPORAL EVOLUTION ALGORITHMS
3.1. Basic Traveling Wave Model
As describedin Rundleet al. [1998],the basicequa-
tion to be solvedfor the slip deficitfield •bi(t) is based
upon a gradient decent method subject to noise ß
d•i
dt
= Fi + r/. (3)
However, due to the nonlinear nature of the sine term
in Fi, this algorithm is computationally expensiveto
implement for large lattices. We have therefore been
motivated to develop alternative approximate solution
schemesthat nonetheless yield the correctgeneraltem-
poral evolutionand scalingbehavior. These algorithms
are described below.
1. Site locations•band starting phasesne are either
generated or read in from a prior model. Other
parameterslike the couplingspring constantKc,
the range of interaction r and the solution accu-
racy • are defined at this time as well.
2. The stressesFi on all of the sites due to the cohe-
sion, couplingand loading springsare computed.
3. The stresseson all the sites are comparedwith the
solutionaccuracy• and the site closestto failure is
selected.The failuretime tf - t+ At isfoundthat
makes the stress on that site exceed the threshold
•. This time must be in the future, and is found
by projecting the rate of changeof Fi with slip
deficit into the future,
•[•i-]-vt-]-•i]'(4) term, accumulatingstressfrom the loading springsun-
•i • •ii --EL--27•
2COS til they jump. Only steps 3 and 4 are different. To
To estimate AFi, we compare Fi to the small
threshold r•, hence
Using•(•i - -vAt, we finally have
At• r•-F•
v(K• - 27/•2 cosn((•i + vt + el))'
4. The time is set to the estimatedfailuretime, ti.
If the stressat that time, Fi is not greater than •,
steps2 and 3 are repeated. We increment the time
only enoughto bring the next site to failure and
run the rupture without increasingtime because
of the tremendousdifferencebetweenplate veloc-
ities, which move a few centimetersper year, and
rupture velocities, which move a few kilometers
per second.
5. Now the stresson the least-stableblock is greater
than the threshold,•. Beforeslip adjustment,the
region of potential slip is set to the entire lattice.
6. Stressesare recomputedfor the regionof potential
slip, and then comparedwith the threshold•. All
thosethat exceedthe thresholdare flaggedfor ad-
justment. If there are no additional adjustments
needed,statisticsfor this event are computedand
saved,and the algorithm returns to step 3.
7. Using Newton's method, a new location for each
site is calculated that satisfies
Fi((•i)< 10'
•--- (7)
No sites are moved at this step.
8. The locations of the sites are then updated to-
gether. If the number of updates exceeds20, the
new location is averagedwith the old one so that
oscillationsare damped. The region of potential
slip is adjusted to contain all sites that slipped
plus a buffer of width r, and then step 6 begins
again.
3.2. Rough Fault Model
The evolutionalgorithm for the roughfault versionof
the traveling wave model is like the basictravelingwave
model except for the loading process. During loading
in the basic traveling wave model the sites changepo-
sition relative to the cohesiveforces. Loading in the
rough fault model is different, becauseduring loading
the sites move to follow the features of the cohesion
estimate the failure time in this case, we calculate At
usingthe relation:
dt
--. (8)

We againestimate
AFi from(5)ß To calculate
•dt ' we
differentiate(2)-
dF/
dt
(9)
Combining(5), (8), and (9), we obtain
(10)
Stepfourcomputes
the failuretimefrom:tf - t + At,
which is then used to update the locations'
O(t - O(t) + (11)
and the stresses
Fi(t + At) = Fi(t) + vKLAt.
When sitesmove in the rough fault model, they al-
waysreleaseelasticenergy.In the travelingwavemodel,
sitesmust moveto store elasticenergyas well as to re-
lease it. The rules for slip adjustment are the same.
For the roughfault model,the solutionaccuracyq may
be interpreted as a friction resulting from irregulari-
ties small comparedto the microscopiclength scalethat
characterizes the sites.
4. MODEL PHENOMENA
•.1. Friction Results
One of the most interestingpropertiesof the trav-
eling wave and rough fault modelsis their ability to
model bulk, macroscopicfriction, arisingfrom "micro-
scopic"cosinebumps. The cohesionterm in the poten-
tial representingfault topographyproducesa bulk fric-
tional force when it is averagedover the fault surface.
This synthetic bulk frictional force resists the motion
of the loader plate in whatever directionthe loading
force is applied,just as natural frictional forcesdo. Un-
like conventional sliderblockmodels,the failurestressq
doesnot dominate resistanceto loader plate movement.
Physically,the frictionalforcein the travelingwaveand
rough fault modelsarisesas a result of the normal stress
a•v pushingthe fault together, acting on the fault to-
pography,that givesrise to the cohesiveenergy2ff and
h. This normal stressrenderssomedisplacements more
energeticallyfavoredthan others. The amplitudeof the
cohesionterm ff is proportionalto the normal stressa•v.
The displacementof a site thus representsa balance
between coupling forces, loading shear stresses,small
scalefriction, and the cohesiveenergy(potentialfield)
created by compressivestressesnormal to the fault.
GROSS 77
160
ß Variationin 1%
140 [] Variation in Phase Scatter
+ Vntiation in Small-Scale Friction
& Vnfiation
in Rangeof Internction
120
• 80
ß
ß
0 I 2 3 4 5 6 7 8 9
CouplingSpringConstantKc
Figure 3. Variations in coupling spring constant have a
large effect upon the magnitude of the cohesiveforcesin the
rough fault model, which are measuredin terms of average
slip deficit. The small-scalefriction also contributes, but is
not necessaryin order to producesignificantcohesion.These
models all have square lattices 100 elements on a side.
The small-scalefriction term, or error term • is the
frictional slip thresholdthat appliesto singlesites. The
cohesivebulk frictional force is much larger scale, be-
causeit is an averageproperty of the entire model, rep-
resentingthe averageresistanceto slidingof the whole
system of 10,000 sites. Even when the small scalefric-
tion is made exceedinglysmall, the large scale friction
remains essentially unchanged, because the cohesion
comesfrom the balancebetweenfault topographyand
normal stress.The topographygivento the modelfault
in this caseis a simplesinusoid,but it is still capableof
producing cohesiveforces which opposethe motion of
the loading plate. The cohesiveforcesdo not average
to zero becausethe most energeticallyfavored locations
for sites are not symmetrically distributed about the
minima in cohesiveenergy. Stable locations for sites
are offset toward the loading direction from the cohe-
sive energy minimum, which causesthe cohesiveforce
to opposethe motion of the loading plate. As figure 3
illustrates,cohesiveforcesthat give rise to bulk friction
in the model are proportionalto the couplingspring
constant. That is, there is a significantdependenceof
the bulk friction on microscopicinteractions between
sites.
If the fault model is re-scaled,so that all the sitesto-
gether representa singleblock of a larger model, then
bulk friction of the smallerscalebecomesthe sliding
stress• of the large scale. This picture justifiesthe in-
troduction of significantmicroscopicfriction into mod-
els which are supposedto representmacroscopicfault
scales. Faults possessirregularitieson a broad range
of scales,so it is reasonableto supposethat realistic
modelsof faults might have significantfrictional
78 TRAVELING WAVE AND ROUGH FAULT EARTHQUAKE MODELS

on multiple scales,as the models with nonzero r/ and

cohesion do. lO½
+

There are significant differencesbetween the cohe-

10•
sive friction of the traveling wave models and classic 10•
Coulomb friction. The cohesivemodelshave no explicit
10ø
[
differencebetweenstatic and dynamic macroscopicfric-

lift
[
10-•
tion, becausethere are no processesmodeled which are lO'* + wavemodelI(.•8, A=2, ,•r..=0.06,
,'• 0.1,r=2
inherently time dependent. O roughfault model,Kc=8, A=2, •
lø• [] slider
block
model,
Kc=8,
jtunp--0.7,
0.06, V=I, r=2
-a/
1010.is s 10
ø s
•.2. ScalingProperties simulated event area

The traveling wave and rough fault modelsproduce lOs

sequencesof failures that resemblenatural earthquakes 10•

in their power-law size distributions and in some cases

show increasedproportionsof large magnitude "char- 10•

acteristic" events. The mechanismsthat produce the 10ø

10-•
power-lawdistribution of small eventsare the same in 10-•

the traveling wave and rough fault models as in clas-

0w•ve
model
Kc=8,
A=2,
er•-5.6,
V=0.1,
10-•
A sliderblockmodel,Kc=•.l,jump--0.7 ,
sic slider block models, so much of the discussionthat •o•
ß wavemodelKc=I , A=2, e•= 5.6, r•=.01
1010
a , , •oø ,
followsappliesto all three types of models. simulated event area
, 10½

Sizesof simulated earthquakesin a slider block model

are governedby the slip deficit distribution, also called
the displacementfield. Each site is displacedfrom its
equilibrium position by an amount q• which is a func-
tion of location acrossthe lattice. If the rupture front
encountersa set of sites which are already displaced
in the direction in which the rupture is causingsites
to slip, the rupture may stop becausethe sites on the
edge cannot be induced to fail by the stressestrans-
fered from the rupture. Discontinuitiesin the displace-
ment field correspondto bands of strong positive and
negativestresses,featuresunfavorablefor the propaga-
tion of ruptures. This meansthat discontinuitiesin dis-
placement field are likely to arrest ruptures. If we call
each region of similar displacementin the displacement
field a segment,we expect the population of segments
in the displacementfield will at least in part control the
population of simulated earthquakesgenerated. Rela-
tively smooth fields with typically large distancesbe-
tween displacementdiscontinuitiesshould produce sim-
ulations rich in large earthquakes. Rough distributions
with short distancesbetweendiscontinuitiesshouldpro-
duce more small area ruptures.
The examplesshown in figure 4 are statistics from
earthquake models of three different types and a few
choicesof model parameters. At small values of the
noise threshold r/, the cohesionterm is very important,
and the phase scatter e strongly influencesthe scal-
ing. Large amounts of phase scatter produce greater
numbers of small area ruptures, and small phase scat-
ter reducesthe influenceof the cohesionterm signifi-
cantly, producingdistributionsmore similar to the orig-
inal slider block model and to natural earthquakes. In
Figure 4. The parameters for three types of models are
shownin the figure keys on these plots. The top panel shows
caseswith size distributions having a power-lawslope close
to -3/2, and the lowerpanel showscaseswith slopesnearer
-5/2. The high noisecaseplotted with diamondsexhibits
scaling more similar to weakly coupled models, since the
noise disrupts large scale structure in the slip deficit field.
The traveling wave caseplotted with filled circleshas a char-
acteristic earthquake distribution. The maximum event area
possible is 10,000 elements.
effect, larger phasescatter (annealeddisorder)serves
to reducethe correlation length of the slip deficit field,
thus producingsmallerevents. When r/is very large, the
cohesionterm is only a small perturbation upon it, and
all three types of modelsexhibit similar scaling. This
scalingis dependentonly upon the degreeof coupling,
Kc/KL in the models.
Variations in the range of interaction r do not pro-
duce any obvious systematic trends in the event-size
statistics. Longer rangesof interaction do enhancethe
edge effectsin the models though, and they increase
the initial transient, meaning that many more events
need to be simulated before the statistical characteris-
tics stabilize. Longerrangesof interaction are alsomore
realistic, since the range of interaction in the earth is
effectivelyinfinite, but the strongeststresstransfer is
at closeranges,and so we have usuallyuseda rangeof
interactionnear 5, which includesinteractionsonly 1%
the sizeof the nearestneighborstresstransfer.
J.2.1. Power Spectra. In recent work Rundle et al.,
1998],John Rundleproposeda stochasticfractureme-
chanicsframework that extends the usual
 GROSS 79

PowerSpectrumof Slip Deficits slip deficit field. For H - 0.5, eventsof all sizesare
10a
expected. For valuesof H lessthan 0.5, system-wide
+BrownJan
ß
Noise
White Noise
nucleation("characteristic")eventsare possible. Fi-
10• nally, for valuesof H greater than 0.5, a maximum size
event is predicted.
10
ø We determinedthe value of H by measuringthe slope
of the powerspectrumand usingthe relationship( Voss,
,-•lff [1988],and AppendixA):
3-/•
10'a
D-E+i-H-E+ 2 (12)
10'•0o a s 10• a s 10•
In (12), E is the Euclideandimensionof the indepen-
Sp•tinJFrequency•cyclesin 64 sites dent variable over which the power spectrum is com-
puted. Becausewe computethe power spectrumfor
one dimensional curves, here E = 1. D is the associ-
Figure 5. Power spectra of slider block slip deficit fields
for four models axe compaxedwith those for brownian and ated fractal dimensionof the curve, H is the Hurst ex-
white noise. Symbolsrepresentthe same modelsas in figure ponent and/• is the exponent characterizingthe power
4. spectrum. Note that equation (12) assumesthat the
curvesare self similar over all scales,and thus, for ex-
approach to brittle shear fracture. This framework is ample, that there is a well definedvalue for/?, over all
an attempt to quantify the physical idea that a shear spatial frequencies,leadingto well definedvaluesof H
fracture will only extend through that region of a ma- and D. The powerspectrafor the slip deficitsin figure
terial in which the average difference between frac- 5 canbe seento havefixed slopes(-/?) only at the high
turestrengthffF(X) andshearstress a(x) is sufficiently frequency(shorterwavelength)end of the spectrumin
small. Thus we are interested in the statistical corre- general.This impliesthe existenceof a finite correlation
lationproperties
of the fieldZ(x) = ar (x) -a(x). In length.
the sliderblockmodelsof figure4, ar (x) is a spatial With these considerationsin mind, we turn to an ex-
constant. For the traveling wave models,the analogous aminationof figures4 and 5. To checkthe predictionsof
quantities,27 and h, are constants.Therefore,correla- stochasticfracture mechanics,we compare modelsthat
tionsin a(x) determinethe correlations in E(x), which a) have a large enoughvalue of r that stressconcen-
resultfromcurvaturein •b(x,t), the slipdeficitfield (see trates at the rupture tip as the rupture grows,and b)
equation 2). preferably have the same value for Kc. The two mod-
Correlations in the slip deficit field can be analyzed els that best fit these criteria are the wave model with
by studyingthe power spectrumof slip deficit, which Kc = 8 and r = 8 (diamonds),and the slider block
is the Fouriertransform of the pair correlationfunction model with Kc = 8 and r = 5 (squares). Also plot-
of the slip deficit between sites. Examples of power ted on figure 5 are power spectra for a brownian walk
spectraof slip deficit fieldsfor the modelsshownprevi- (crosses,/? = 2, H = 0.5) and for white noise (dots,
ouslyin figure4 are givenin figure5 usingmethodsthat /• = 0, H = -0.5). Figure 5 showsthat the sliderblock
havebeendiscussed extensivelyin the literature[Voss, model has a power spectrum that is very similar to the
1988].Thesepowerspectraweremeasured fromsimula- brown walk, except for the lowest frequencies,indicat-
tion resultsby taking the slip deficitfield qb(x,y, t), and ing a finite correlationlength of perhaps40 lattice units.
extractingstrips qb(x,t). These one dimensionaldata By contrast, the wave model has a spectrum that cor-
were then Fourier transformed and squared to produce respondsto white noiseout to the longestwavelengths,
the power spectra. The slopesof these power spectra where the simulationdata are lessreliable. Comparing
at the high frequencyend (large wavenumberk) yield figures4 and 5, we seethat the slider block model with
valuesfor the power spectrumexponent -/•. H = 0.5 has a frequencyof occurrencecurve (figure4)
Exponents• rangefrom roughlyzeroto about 2. The that is linear out to the largest eventsas predicted. By
latter value is also characteristic of brownian noise, as contrast, the wave model with H - -0.5 has small and
canbe seenfromthe crosses (+). The theoryof stochas- intermediate events,but an excessof large events.
tic fracture[Rundleet al., 1998]predictsthat the even- 4.2.2. Fractal Dimension. The fractal dimension D
tual size of shear fractures should depend on the value of the powerspectrumis a functionof the slope/• (12).
of the Hurst exponent H characterizingcorrelationsin Setting /? - 2 for the browniancasegivesD -
80 TRAVELING WAVE AND ROUGH FAULT EARTHQUAKE MODELS
The value of • - 0 for white noise yields a fractal di-
mensionD - 5/2, also in rough agreementwith the
exponent from the distribution of areas. Notice that
these fractal dimensions are the same as the values for
the Fisher exponentsr in the frequency size distribu-
tions shown in figure 4. Our simulationssuggestthat
physically,the coincidencebetweenthe valuesof D and
r arisesbecausethe rupture processdetectsfeatures of
the slip deficit field in much the same way as a box-
counting algorithm determinesfractal dimension. In
fact, this physical idea can be regarded as an alterna-
tive statement of the fundamental principle underlying
stochastic fracture mechanics.
Evidently, rupture propagation as defined in slider
block models is sensitive to the fractal dimension of
the underlying displacementfield. Since ruptures are
more likely to stop at discontinuitiesin displacement,
the population of rupture areas is a measure of the
population of displacementfeatures in the displacement
field on a fault. Thus, similarities in values of D and r
should not be completely unexpected.
,1.2.3. Discussion. We interpret the scalinglimits in
terms of interactions between the model evolution and
the displacementdistribution. In the limit of weak cou-
pling, the sites move independently. Each one has an
equal chance to be in each stress state, becausethey
independently cycle through all stressstates, and the
initial stress distribution is random. The uniform dis-
tribution of stressesmaps to an approximately uniform
distribution of displacementsin simulations with weak
coupling,becausethere is little stresstransfer. A slider
block model with weak coupling naturally producesa
displacementfield similar to white noisebecausethe po-
sitions of neighboringblocks are nearly independentof
one another. White-noise scaling is also found in cases
of the traveling wave and rough fault model with very
large phase scatter, becausethe site locations become
uncorrelated.
For strongly coupledslider block models,stresstrans-
fer becomes the dominant contributor to the total stress
exerted on each block. Blocksstill have a uniform prob-
ability of being at any stresslevel over time, but this
no longer maps to a uniform probability of being at
any displacementlevel. Instead, it is gradients of the
displacementfield that generatestresses.The displace-
ment accumulatingacrossa lattice takes a step, positive
or negative,dependingupon the value of the stresson a
particular block. The accumulationof slip deficit across
a slider block lattice is similar to the accumulation of
stepsin a random walk, and so it is not surprisingthat
it producesa population of ruptures having the same
scalingproperties as brownian noise.
If the slider blocks are assumedto be representative
of parts of a fiat fault, elasticity theory may be usedto
definewhat couplingspringconstantand rangeof inter-
action are most physical. For adjacentcracksconnected
to one another by a three-dimensionalcontinuouselas-
tic medium, the displacementon one crack changesthe
stresson a neighboring crack40% asmuchasit changes
the stresson itself. This corresponds
to a Kc/K•: ratio
of 0.4. If the cracksnearest a slipped crack do not move,
cracks two crack dimensions distant will still be loaded
to someextent, but only 0.6% as stronglyas the crack
unloadsitself. This argument providessomephysical
basisfor neglectingthe longestrangestresstransferin
a slider block model. If the cracksare not adjacent, be-
ing separatedby unbrokenmaterial,the couplingwill be
reduced,and Kc/K•: ratioslessthan 0.4 becomeappro-
priate. Physicallyrealisticcaseswith Kc/Kœ - 0.4 ex-
hibit scalingvery similar to the caseswith Kc/K•: - 8
shownin figure 4. Thus, the most physicallyreason-
able choicefor the coupling spring constantsleads to
physicallyreasonabledistributionsof event areas,sim-
ilar to those observed for natural earthquakes. The
models produce magnitude distributions that approx-
imate observedGutenberg-Richtermagnitudedistribu-
tions, with simulated b-values •0 0.85, slightly lower
than the most typical valuesfor real earthquakes.Since
thesemodelsrepresentsinglehomogeneous faults, it is
not surprisingthat their statisticsare not identical to
b-values observed in entire networks of natural faults.
Smaller events should be more numerous in networks of
faults, where geometricand frictional irregularitiespro-
duce effectively lower coupling and introduce barriers
to rupture.
5. CONCLUSIONS
We have discussedsome new results arising from the
recentlyproposedtraveling wavemodelfor earthquakes,
together with a new variation, the rough fault model.
We presentedevidenceillustrating the relationshipbe-
tween the evolvingslip deficit field and the frequency-
area statistics for event occurrence. The basic result
is that the strength of couplingbetweensites affects
the statistics of the slip deficit field, which in turn de-
termines the frequency-area relationship. For strong
coupling(largeKc), one obtainsbrownnoisestatistics
in the slip deficit, and for weak coupling(small Kc),
the slip deficit field has statisticssimilar to white noise.
These statistics determine both the power spectral ex-
ponent• throughthe relationship(12), and evidently
also the value of the Fisher exponent r, and ultimately
the b-value of simulated
 GROSS 81

In additionto this basicresult, we alsofind: (1) The block. The only complication comeswhen we consider
large scalefriction causedby the cohesionterm in these how many boxesare occupiedby the lattice slicein the
models is proportional to Kc, the parameter defining slip deficit dimensionV. If the slicehas the statistical
the strength of couplingon the microscopicscale. The propertiesof a randomwalk, it will occupya numberof
bulk friction is also proportional to normal stressesand boxesin the slip deficit dimensionNv which is related
opposethe directionof appliedloading,like real friction. to the size of the boxes in the spatial dimension, Lx,
(2) Both the roughfault and basictravelingwavemodel
produce characteristicevents in the limit of low phase Nv= L•H
Lv'
(A6)
scatterand friction. (3) Power-laweventstatisticssim-
ilar to earthquakesize statistics arise in the traveling And the total number of occupied boxes in a slice of
wave and rough fault modelswhen frictional forcesand length X will scalelike
stresstransfer are significantcomparedto cohesion,as
in a traditional slider block model.
N= LxX . L•
Lw
ß
(A7)
So if we reduce the two dimensions of the boxes to-
APPENDIX A: FRACTAL RELATIONSHIPS
gether, making L• = Lw, then the total number of
To derive the relationship between the correlation of boxes is
X
a randomwalk V (x) and its fractaldimensionD, [Voss,
1988,section1.6.5]we first needto considerthe statis- N- L2_H, (A8)
tical definition of a random walk with Hurst parameter which implies
H, D=2-H. (A9)
< [V(x+ dx)- V(x)[2 >o•[dx[2I-I. (A1)
Combining equation 16 and 21 gives
The definition of the autocorrelationfunction G is,
< [V(x+ ax)- V(x)[2 >= 2[< v • > -Gv(ax)], (A2) D - 2- -•--, (A10)
and the definition of the autocorrelationslopeis which may be solvedfor ft,
Gv ecdx•-1 (A3)
ft = 5- 2D. (All)
from which we can see that

Acknowledgments. I appreciate the constructive com-

2H = ft- 1. (A4) ments made by anonymous reviewers. Financial support
of S.J.G. was provided by NSF grant EAR-9526814. This
Now it is necessaryto relate the random walk pa- work would not have been possible without extensive con-
rameter H to the fractal dimension D of the surface versations and advice from John Rundle.
that includes the walk. Two dimensional slider block
models are concernedwith the displacement of blocks REFERENCES
which occupya two dimensionallattice. The slip deficit
is the analog of V in the above equations,and the dis- Ben-Zion Y. and J. R. Rice, 1993. Earthquake failure se-
placementsaccumulate in the spatial dimensionsx and quencesalong a cellular fault zone in a three-dimensional
y instead of the more frequently encounteredtime. The elasticsolid containingasperity and non-asperityregions,
three dimensions that describe the state of the lattice J. Geophys.Res., 98, 14109-14131.
Ben-Zion Y. and J. R. Rice, 1995. Slip patterns and earth-
are two of spaceand one of slip deficit, but we are con- quake populations along different classesof faults in elas-
cerned with a single profile of slip deficit acrossthe tic solids, J. Geophys. Res., 100, 12959-12983.
lattice, so only one of the spatial dimensionsneed be Burridge, R. and L. Knopoff, 1967. Model and theoretical
considered.Counting the number N of boxesneededto seismicity,Bull. $eism. $oc. Am., 57, 341-371.
coverthe set as a function of the length of a box L, de SousaVieria, M., G. L. Vasconcelos,and S. R. Nagel,
1993. Dynamics of spring-blockmodels: Tuning to criti-
cality, Phys. Rev. E, 47, 2221-2224.
Ncr L-D (A5) Ding E. J. and ¾. N. Lu, 1993. Analytical treatment for a
defines the fractal dimension D.
spring-blockmodel, Phys. Rev. Left., 70, 3627-3630.
Heaton, T. H., 1990. Evidence for and implications of self-
The boxesfill the spatial dimensionx completely,be- healing pulseson slip in earthquake rupture, Phys. Earth
cause there is some slip deficit defined for every slider Planet. Int., 64,
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Lomitz-Adler, J., 1993. Automaton modelsof seismicfrac- travelingdensitywavemodelfor earthquakes,Phys. Rev.

ture: Constraints imposed by the magnitude-frequency Lett., 76, 4285-4288.
relation, J. Geophys. Res., 98, 17745-17756. Rundle, John, Eric Preston, Seth McGinnis and William
Mendoza,C., S. Hartzell, and T. Monfret, 1994. Wide-band Klein, 1998, Why earthquakesstop: growth and arrest in
analysisof the 3 March, 1985 central Chile earthquake: stochasticfields, Phys. Rev. Lett., 80, 5698-701.
Over-all sourceprocessand rupture history, Bull. Seisin. RydelekPaul A. and I. SelwynSacks,1996. Earthquakeslip
Soc. Am., 84, 269-283. rise time and rupture propagation:Numericalresultsof
Mikumo, T., and T. Miyatake, 1979. Earthquake sequences the quantumearthquakemodel, Bull. Seisin. Soc. Am.,
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relaxation times, Geophys.J. R. astr. Soc., 59, 497-522. Voss,R., 1988. Fractals in nature, from characterizationto
Pepke,S. L., J. M. Carlson,and B. E. Shaw,1994. Predic- simulation,in Peitgen, H., and D. Saupe, editors, The
tion of large eventson a dynamicalmodelof a fault, J. Scienceof Fractal Images, Springer-Verlag,New York,
Geophys.Res., 99, 6769-6788. 312pp.
Rice, J. R., 1993. Spatio-temporalcomplexityof slip on a Ward, S. N., 1992. Synthetic earthquakemodelsfor long-
fault, J. Geophys.Res., 98, 9885-9907. term prediction, Geotimes, 37, 18-20.
Ruff, L. J., 1992. Asperity distributions and large earth- Ward, S. N. and S. D. B. Goes, 1993. How regularlydo
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Rundle,J. B., W. Klein, and S. Gross,1996. Dynamicsof a orado, Boulder,CO, 80303 (e-mail:
 A StatisticalPhysicsApproachto Earthquakes

D.L. Turcotte

Departmentof GeologicalSciences,Cornell University

Ithaca, New York 14853

W.I. Newman

Departments
of Earth & SpaceSciences,
Physics& Astronomy,
andMathematics,Universityof
California
LosAngeles,California 90095

A. Gabrielov

Departments
of Mathematics
andEarth & Atmospheric
Sciences,
PurdueUniversity
WestLafayette,Indiana 47907

Earthquakesoccur on a hierarchyof faults in responseto tectonicstresses.

Earthquakessatisfya variety of scalingrelations;the most importantis the
Guttenberg-Richter frequencymagnitudescaling. A variety of simplemodels
have been shownto exhibit similar scaling. Thesemodelsare said to exhibit
self-organizedcriticality and one of the models,the slider-blockmodel, was
developedas a simpleanalogto earthquakes.We showthat an inversecascade
model can explainthe behaviorof thesemodels. Metastableclusterscoalescein
a manneranalogous to the development of river networks.This cascadegives
the observedscalingfor the modelsand its implicationsfor earthquakes are
discussed.

1. INTRODUCTION of elasticitycan be solved in a self-consistent

way to
obtainperiodicearthquakecycles,[Turcotteand Spence,
Earthquakesare a pervasivefeatureof the deformation 1974].
of the earth'sbrittle crust. The hypotheses of stick-slip But earthquakes do not occurin periodiccycles. The
behavior and elastic rebound explains the physics of earth's crust is extremely complex and faults and
earthquakesin a general way. Earthquakesoccur on earthquakesin a region occuron a wide rangeof scales.
preexistingfaultsand stick-slipeventsoccurif the friction There is considerable evidencethat faultsand earthquakes
on the faultsis velocityweakening. When the slip-event interacton a range of scalesfrom thousandsof kilometers
(earthquake)occursthe elasticstrainsin the adjacentrock to millimeters or less. Evidence in support of this
are relievedgeneratingseismicwavesand heat. The laws hypothesiscomesfrom the universalvalidity of scaling
relations. The most famous of these is the Gutenberg-
Richter frequency-magnituderelation [Gutenberg and
Richter, 1954]
GeoComplexity
andthePhysics
of Earthquakes
Geophysical
Monograph120
Copyright
2000by theAmerican
Geophysical
Union logN = -bin + loga (1)
84 STATISTICAL PHYSICS OF EARTHQUAKES
whereN is the numberof earthquakesper unit time with a
magnitudegreaterthanm occurringin a specifiedareaand
b and a are constants. This relation is valid for
earthquakes both regionallyand globally. The constant
"b" or "b-value" varies from region to region, but is
generallyin the range of 0.8 < b < 1.2 [Frohlich and
Davis, 1993]. The constant"a" is a measure of the
regionallevel of seismicity.
As we will discuss,complexphenomenaoften exhibit
power-law (fractal) scaling [Mandelbrot 1967, 1982;
Turcotte, 1997]. For earthquakes,power-law (fractal)
scalingimpliesthe validityof therelation
(2)
where N is the numberof earthquakes
per unit time with
ruptureareagreaterthanA occurringin a specifiedarea;C
andy are constants
with D = 27 the fractaldimension.Aki
[1981]showedthat(1) and(2) areentireequivalent with
(3)
Thus,the universalapplicabilityof the Gutenberg-Richter
relationimpliesuniversalfractalbehaviorof earthquakes.
This in turn impliesthat earthquakes in the earth'scrust
are a classicexampleof complexityandchaoticbehavior.
The transitionfrom a deterministic, periodicbehaviorto
a chaotic behavior is clearly illustratedby slider block
models. Thesemodelsare considered to be analogsfor the
behavior of faults in the earth's crust. The simplest
exampleis a singlesliderblock of massm pulled over a
surfaceby a springattachedto a constantvelocity driver
plate. The interactionof the block with the surfaceis
controlled by friction. Many friction laws have been
proposed,the simplestis the static-dynamicfriction law.
If the block is stationarythe staticfrictionalforce is Fs, if
the block is slippingthe dynamicfrictionalforce is Fa. If
Fs > Fa stick-slipbehavioris obtained,the motion of the
block is madeup of periodicslip events.
The behavior of a pair of slider blocks pulled over a
surfaceandconnected by a connectorspringwasstudiedin
detail by Huang and Turcotte [1990]. The equationsof
motion for the two blocks were solved simultaneously.
Solutionswere governedby two parameters,the stiffness
of the systema = ko/kp(kc the springconstantof the
connectorspringandkpthe springconstantof the puller
springs)and the ratio of staticto dynamicfriction ½ =
F•/Fa. For somevaluesof theseparametersdeterministic
chaoswas found. The perioddoublingrouteto chaoswas
observedwith positivevaluesof the Lyapunovexponentin
the chaoticregions. The behaviorof the pair of slider
blocksis very similarto the behaviorof the logisticmap
[May 1976] whichis considered
to be a classicexampleof
chaotic behavior.
The chaotic behavior of the low-dimensional Lorenz
equations [Lorenz1963] is now accepted as evidence that
the behavior of the atmosphereand oceansis chaotic.
Similarly,the chaoticbehaviorof a pair of sliderblocksis
evidencethat earthquakes exhibitchaoticbehavior. It is
instructiveto make comparisons betweenthe behaviorof
the Earth's atmosphereand the behaviorof the Earth's
crust. Both are extremelycomplexon a very wide range
of scales.From a practicalpointof view it is impossible,
in either case, to make a sufficient number of
measurements to fully specifythe problem. Both have
significantrandomcomponents.Both are undoubtedly
chaotic. But what are the relative rolls of random versus
chaotic behavior?
Massive numericalsimulationsare routinely used to
forecastthe weather. In many cases,they are quite
accurateon time scalesof 24 to 48 hours,but on the scale
of weekstheyareof littlevalue. Themotionsof thestorm
systemsare relativelystableconsidering
the complexity
involved.In manycasesthepathsof majorstormssuchas
hurricanescan be predictedwith considerable
accuracy,
but in other casesthere are major uncertainties. One
approachto establishing whethera particularpredicted
stormpathis stableor notisto applyalternative
numerical
models. The alternative models may use different
discretizationsor maydifferin otherways. If themodels
all predictessentiallythesamepaththenthepathis taken
to be stable.If themodelspredictradicallydifferentpaths
thenanyforecast is considered
to be suspect.Thisis also
the way classicalchaoticsystemssuch as the Lorenz
attractor behave. At many points on the evolving
trajectory there is relatively little sensitivityto small
perturbationsand at other points there is extreme
sensitivity.
But what about the Earth's crust? Forecastingor
predictingan earthquakeis quitedifferentthan forecasting
the path and intensityof a hurricane.The hurricaneexists
but the earthquakedoesnot existuntil it happens. Geller
et al. [1997] haveargued,basedon the chaoticbehaviorof
the Earth's crust,that "earthquakescannotbe predicted".
This is certainlytrue in the sensethat the exact time of
occurrenceof an earthquakecannotbe predicted.But this
is also true of hurricanes,the exact path of a hurricane
cannot be predicted. But probabilisticforecastsof
hurricanepathswith a most probablepath are routinely
made and thereuse is of greatvalue in termsof requiring
evacuations andin otherpreparations.
An essentialquestionconcerningearthquakes is whether
similarusefulprobabilisticforecasts canbe made. In fact,
this is alreadybeingdonein termsof hazardassessments.
Certainly earthquakesdo not occur randomly on the
surfaceof the Earth. Also, the occurrenceof
 TURCOTTE, NEWMAN, AND GABRIELOV 85

earthquakes canbe associatedwith the occurrenceof small carriedout by Kadanoffet al. [1989]. They foundthat the
earthquakes.A systematicapproachto the quantitative noncumulativefrequency-sizedistributionof avalanches
assessment of the earthquakehazard will be given in satisfies(2) with 3,-- 1.
Section 3 of thispaper.A moreintriguing' questionis A secondexampleof "self-organizedcriticality" is the
whetheruseful forecastsof the temporalOccurrence of behaviorof the large arraysof slider blocks. The slider-
earthquakes canbe madeand,in particular,whetheruseful block modelwith a pair of slider-blocksconsideredabove
forecastscan be madebasedon conceptsof complexity. can be extendedto includelargenumbersof slider-blocks.
Thiswill alsobe discussedin Section6 of thispaper. Multiple slider-blocksimulationswere first consideredby
Burridgeand Knopoff[1967]. Otsuka[1972] considered a
2. SELF-ORGANIZED CRITICALITY two-dimensional array of slider-blocks and obtained
power-lawdistributions for the sizeof slip events.
CarlsonandLanger[1989] considered longlineararrays
One explanationfor fractalstatisticsis scaleinvariance. of sliderblockswith eachblock connectedby springsto
The power-law distribution is the only statistical the two neighboringblocks and to a constant-velocity
distribution
that doesnot resultin a characteristic length driver. They useda velocity-weakeningfriction law and
scale. Thus, naturalphenomena that do not inherently consideredup to 400 blocks. Slip eventsinvolvinglarge
have a naturallengthscalewould be expectedto obey numbers of blocks were observed, the motions of all
power-law(fractal)statistics.However,there may be a blocks involved in a slip event were coupled,and the
more fundamentalbasisfor the applicabilityof fractal applicable equations of motion had to be solved
statistics.In the pastten years,a variety of numerical simultaneously.Becauseof certainsimilarities,theseare
models have been found to exhibit a universal behavior sometimes known as molecular-dynamicssimulations.
that has been called self-organizedcriticality. In self- Although the system is completely deterministic,the
organizedcriticalitythe "input"to a complexsystemis behaviorwas apparentlychaotic. Frequency-size statistics
slowandsteady;whereasthe outputis a seriesof eventsor were obtainedfor slip events. The eventsfell into two
"avalanches" that follow power-law(fractal) frequency- groups: smaller events obeyed a power-law (fractal)
size statistics. Regional seismicityis often taken as a relationshipwith a slope near unity, but there was an
naturallyoccurringexampleof self-organized criticality. anomalouslylarge numberof large eventsthat included
The input is the motion of the tectonicplatesand the large numbersof sliderblocks. The observedbehavior
outputis theearthquakes. was said to be characteristicof self-organizedcriticality.
The conceptof self-organized criticalitywas introduced The motionof the driverplateis the steadyinput. The slip
by Bak et al. [1988] as an explanationfor the behaviorof events are the avalanches with a fractal distribution.
the "sandpile" model. In thismodel,,asquarearrayof Rundle and Jackson [1977] and Nakanishi [1991]
boxesis consideredand at each time step a particleis studied multiple sliderblockmodels using a cellular
droppedinto a randomlyselectedbox. When a box automataapproach. A linear array of sliderblockswas
accumulates fourparticles, they'hreredistributed to the consideredbut only one blockwas allowedto move in a
four adjacentboxes,or in the caseof edgeboxeslostfrom slip event. The slip of one block could lead to the
the grid. Becausethe redistributions involveonlynearest instabilityof eitheror both of the adjacentblocks,which
neighborboxes,it is known as a cellular-automatamodel. wouldthenbe allowedto slipin a subsequent stepor steps,
Redistributions of particlescan leadto furtherinstabilities until all blockswere again stable. Brown et al. [1991]
with, at eachstep,thepossibilityof avalanches of particles proposeda modificationof this model involvinga two-
being lost from the grid. Each of the multiple dimensionalarray of blocks. The use of the cellular
redistributionsduringa time stepcontributeto the sizeof automataapproachgreatlyreducesthe complexityof the
the model "avalanche." The size of an avalanche can be calculationsand the resultsusingthe two approachesare
associated with the numberof particleslostfrom the grid generallyvery similar. A wide variety of slider-block
duringthe sequence of redistributionsor by the numberof modelshave beenproposedand studied;thesehave been
boxesthatparticipatein redistributions. reviewedby Carlsonet al. [1994] and Turcotte[1997].
Thismodelwascalleda "sandpile" modelbecause of the The standardmultiple slider-blockmodel consistsof a
resemblanceto an actual sandpileon a table. The squarearray of slider-blocksas illustratedin Figure 1.
randomlydroppedparticlesin the modelare analogous to Eachblockwith massm is attachedto the driverplatewith
the additionof particlesto the actual sandpileand the a driverspring,springconstant kp. Adjacentblocksare
modelavalanchesare analogousto sandavalanchesdown attached to each other with connectorsprings, spring
the sides of the sandpile. In some casesthe sand constantkc. A simulationrequiresthe specificationof the
avalancheslead to the loss of particlesoff the table. stiffness a = ke/kp,
theratioof staticto dynamic friction•
Extensivenumericalstudiesof the "sandpile"modelwere = F.,/Fa,andthe areaof the square
86 STATISTICAL PHYSICS OF EARTHQUAKES
Figure 1. Illustration of the two-dimensionalslider-block
model. An array of blocks,eachwith massm, is pulled acrossa
surfaceby a driver plate at a constantvelocity, V. Each block is
coupledto adjacentblockswith eitherleaf or coil springs(spring
constantkc) and to the driver plate with leaf springs(spring
contantkp).
Huang et aL [1992] carried out a large number of
simulationson a square array of blocks using static-
dynamic friction and the cellular automata approach
described above. Their noncumulativefrequency-area
distributionsfor model slip eventsare given in Figure 2.
The numberof slip eventsper time stepwith areadie,No/No
is given as a function of die. Resultsare given for a
stiffnessa = 30, a friction ratio qo = 1.5, and four grid
sizes, 20 x 20, 30 x 30, 40 x 40, and 50 x 50. For the
smallereventsthere is generalagreementwith the power-
law relation(2) taking7 = 1. For stiff systems, a large,slip
eventsincludingall blocksoccurregularly. These large
eventsgive peaksin the distributions at die= 400, 900, and
1,600 as illustrated in Figure 2. For soft systems,ct
relatively small, large eventsoccur infrequentlyand the
power-lawdistributionis terminatedsmoothly.
Thereare strongsimilaritiesbetweenthe behaviorof the
sandpilemodeland the slider-blockmodel. In both cases
smaller slip events have a noncumulativepower-law
frequency-sizedistribution with a slope near unity.
Whereasthe sandpilemodelis randomin the selectionof
boxes,the slider-blockmodel is fully deterministic. The
slider-blockmodel providesa bridge between chaotic
behavior (two slider-blocks)and self-organizedcritical
behavior(large numbersof slider-blocks).Adjacent
solutionsfor the chaoticbehaviorof a pair of slider-blocks
diverge exponentially. The divergenceof adjacent
solutionsfor largenumbersof slider-blocks havea power-
law divergence.
Sincethe conceptof self-organized criticalitywas first
introduced,earthquakeshave been identified as an
exampleof this phenomena in nature[Bak and Tang, 50 x 50. The peaksat Ae = 400, 900, and 1,600, correspondto
1989]. Theseauthorsalso pointedout the similarityin catastrophiceventsinvolving the entire
slopes between self-organized critica, behavior and
earthquakes. However, since the model data are
noncummulative, the agreement with the cumulative
earthquake data must be consideredfortuitous. The
power-law exponentsare significantlyhigher for the
applicationthanfor the theoreticalmodel.
In order to further consider the applicability of the
Gutenberg-Richterrelation to seismicitywe considerthe
frequency-magnitudedistribution of earthquakes in
southernCalifornia on a yearly basisusingdata from the
SouthernCalifornia Seismographic Network. In Figure 3
the numberof earthquakes Nce in eachyear between1980
and 1994 with body-wave magnitudesgreater than rn is
given as a function of m. In general, there is good
agreement
with(1)takingb - 1.05anda - 2.06x 105yr'•.
The exceptions can be attributed to the aftershock
sequencesof the Whittier (1987), Landers (1992), and
Northridge(1994) earthquakes.
With aftershocks
removed,
the nearuniformity'of
the
backgroundseismicityin southernCaliforniaillustratedin
Figure3 is clearlystriking. Smallearthquakes behavelike
a thermal background noise. This is observational
evidencethat the earth'scrustis continuouslyon the brink
of failure. Further evidence for this comes from induced
seismicity. Wheneverthe crust is loaded,whether in a
tectonicallyactive area or not, earthquakesare induced
Examplesof loading include the filling of a reservoir
behind a newly completed dam or the high pressure
injectionof fluidsin a deepwell.
10o
Fs/Fd- 1.5
10-• kc/kp- 30
Ne
No
•o •
10-6 20x20 •
30 x 30
40 x 40
50 x 50
Ae 4,000
Figure 2. Resultsfor a two-dimensionalslider-blockmodel with
multiple blocks. The ratio of the numberof events,N•, with size,
A•, to the total numberof events,No, is plottedagainstA• [Huang
et al., 1992]. Resultsare given for systemswith stiffnesscr =
k,?kp--30, •-- 1.5,andgridsizes20 x 20, 30 x 30, 40 x 40, and
 TURCOTTE, NEWMAN, AND GABRIELOV 87

While thereare importantsimilaritiesbetweenthe slider- 10,000 . i , , , i , , i i i , i i i i i i , i , _-

block modelsand earthquakes there are also important
differences.Slider-blockmodelswouldbe representative
of a distributionof earthquakeson a single fault. 1,000
(a)
However, the Gutenberg-Richter distribution of
earthquakes is not associatedwith a singlefault but with a
hierarchy of faults. The earthquakesincluded in the •JCE
100
% ......
1980
•1982
-
-- .1981
_
SouthernCalifornia data given in Figure 3 occurover a yF1
•..... 1983 -
broadzonewith a widthof about200 km on a widevariety --. 1984
10
of faultsassociatedwith the SanAndreassystem.

3. HAZARD ASSESSMENT
1
2 3 4 5 6 7
m
An importantaspectof self-organized criticalityrelative
to earthquakesis the implications for earthquake 10,000
forecastingand prediction. The repeatedobservational
confirmationof the validity of the Gutenberg-Richter
relation(1) as well as its independence
of geology,fault- 1,000

......
1985
geometriesand other physicalpropertiesimpliesthat the
observedfrequencyof occurrence of smallearthquakes can

•CE100 ' %•,• --.1986

be extrapolatedto estimatethe recurrencefrequenciesof
•1987 -.:
largerearthquakes.This is routinelydoneandis a primary %•% .... 1988
basisfor publishedmapsof the earthquakehazard. yF1
Probabilistic seismic hazard assessment is based on lO
extrapolationsof availabledata. This techniquefollows
directly from the acceptanceof the methodsof statistical ' 1
physicsfor regionalseismicity,in particularthe acceptance 1 , , , , , , , , , , , ,

2 3 4 5 6 7
of the Guttenberg-Richterrelation (1). Kossobokovand m
Turcotte[I996] proposeda systematicglobal assessment
of the seismichazard basedon the extrapolationof the 10,000
occurrenceof small earthquakesto larger earthquakes.
The methodwas basedon the epocentersof earthquakes
with body-wavemomentmagnitudes m > 4 takenfrom the 1,000
Global HypocenterDatabaseof the National Earthquake ß ,x ......
1990:
Information Center for the period of 1964-1995. The
loo : •,,,
,. \ %, --.1991
1992 -
magnitude4 cutoffwastakenbecausethis is the minimum
CE
magnitudefor which the globalcatalogis completefor this
period. yr I
lO , '-•,,:•'
•-•x,,•....1993"
1994
The surfaceof the earthwas dividedinto løx 1øregions
and the numberof earthquakesper year with body-wave ::
magnitudesgreater than rn = 4 in each region was 1 ' .... ,, .... ' ,-xx,
determinedThe seismicintensityfactor,14was definedto 2 3 4 5 6 7
rn
be the numberof magnitudem = 4 and largerearthquakes
that haveoccurredin a given 1øx 1øregionper year. Each
1ø x 1ø region varied in area with respectto changing Figure 3. Cumulativenumberof earthquakesper year, NeE,
latitude. These variationswere scaledout by using the occurringin southernCaliforniawith magnitudes greaterthan m
cosineof the latitude as a normalizingfactor. A global asa functionof m. Fifteenindividualyearsareconsidered (SCSN
map of the seismicintensityfactor is given in Figure 4. Catalog,1995): (a) 1980-1984; (b) 1985-1989; (c) 1990-
The boundariesof plate tectonicsare clearly defined. 1994. The solid straightline in (a) to (c) is the Gutenberg-
Richter
relation(1) withb = 1.05anda = 2.06x l0syr']. The
Seismicityis particularlyintensein subductionzones(i.e., largernumbersof earthquakes in 1987, 1992, and 1994 can be
the ring of fire aroundthe Pacific) as expected. A broad attributed to the aftershocksof the Whittier, Landers, and
band of seismicity extends from southernEurope to Northridge earthquakes,respectively. If aftershocks are
southeastEuropeto southeastAsia, this is associated with excluded,the backgroundseismicityin southernCalifornia is
the continent-continent collision zone between the nearlyuniformin time,thisimpliesa thermodynamic
88 STATISTICAL PHYSICS OF EARTHQUAKES

•.: •,% .:•

I4 The Worm
(• ofm• 4 e.es62.s
e.e8• •.•

EQ'speryr e•
e.21 •'s
le.
Figure 4. Global map of the seismicintensityfactor, I4, the
averageannualnumberof earthquakesper year during1964-1995
in normalized e•2 •6.
with magnitudesm > 4 in each normalized 1ø x 1ø cell
1øx 1øarea) e.se
e 58 3•.
[Kossobokovand Turcotte,1996]. Data from the NEIC Global
HypocenterDatabase.

Eurasian
plateandtheAfrican,Arabian,andIndianplates. The primary advantageof this approachis that it is
The minimum value of the seismic intensity factor totallybasedon a generallyaccepted dataset. Thereare
considered is14= 1/32yr'l, onemagnitude m= 4 orlarger no ambiguities with regardsto the technique.This is not
earthquakes in the 32 yearsfor whichrecordswereused. the case for other approaches to assessingthe seismic
The maximumvalueof the seismicintensityfactoris about hazard, which combine geophysicaland geological
14= 40yr't (fortymagnitude m = 4 or largerearthquakesobservationsin arbitraryways. Different studiesgive
per year). differentweightsto historicalandpaleo-seismic data,and
The basisfor usingthe seismicintensityfactor14,to to the presence of "active"faults. Consideringthe many
estimatethe risk of havinglargeearthquakes in a regionis uncertainties regardingfault depth,seismicattenuation,
illustratedin Figure 5. Using the Guttenberg-Richter availabledatabase,andthe occurrenceof an earthquakeon
relation(1), thenumberof earthquakes peryearin a 1øx 1o a particular fault,we believethatthissimpleapproach for
areawith a body-wavemagnitudem is directlyrelatedto assessing the seismichazardis reasonable basedon the
the seismicintensityfactor14(the numberof earthquakes presentlevelof knowledge.
peryearin a 1ox 1øareawith a magnitude greaterthan4).
Asanexample,
consider
a region
where
14= 1 yr4 (one 4. FOREST FIRE MODEL
magnitude
4 per year),the risk of havinga magnitudem =
6 earthquakes
is0.0016
yr4 (return
period
of63years)
and Although theforest-fire
model[Baket al., 1992;Drossel
the risk of havinga magnitude
m = 8 earthquakes
is 2.5 x and Schwable,1992] was not the first model associated
10'4yr4 (return
period
of4,000yrs). with self-organizedcriticality,it is probablythe
 TURCOTTE, NEWMAN, AND GABRIELOV 89

Noncumulativefrequency-sizestatisticsfor the model

forest-firesare given in Figure7. The numberof fires per
time stepwith areaAt, N/Ns is given as a functionof
results are given for a grid size 128 x 128 and three
sparkingfrequencies1/f = 125, 500, and 2000. In all
cases,the smallerfires correlatewell with the power-law
yr'l (fractal) relation (2) taking 2' • 1. The results for the
forest-fire model are very similar to the resultsfor the
slider-blockmodel given in Figure 2. The sparking
o.o frequency f playsa role similarto the stiffnessparameter
0.001 cr If f is relativelylargethe power-lawregionis confined
to small fires. If f is small, fires occurthat spanthe grid
0.0001 andthereis a peakin the frequency-magnitude distribution
for largefires. The parameterfcanbe "tuned"sothat fires
0.00001
crossthe grid. It shouldbe noted that the two models
behave similarly even though the slider-blockmodel is
entirely deterministic whereas the forest-fire model is
I

o.oooool I stochastic. It should also be noted that actual forest and

4 5 6 7 8
wild fires behave in a similar manner (Malamud et al.
1998).
Figure 5. Similarity basis for extending the seismic intensity 5. INVERSE CASCADE MODEL
factor I4 to higher earthquakemagnitudes. For 14= 0.01, 0.1, 1,
10,and100yr-:,thecumulative
number
of earthquakes
peryear
We now introduce an inverse cascade model with
ina 1ox 1oarea,/•(:œ,
withmagnitudes
greater
thanmareplotted
substantialgeneralityin order to explain self-organized
as a functionof m. Each line is derivedby usingthe Gutenberg-
Richter relation (1) with b = 0.9, and calculatingthe constant
fi from log fi = 3.6 + log I4.

illustrative. The forest-fire model we consider consists of

a squaregrid of sites. At eachtime step,a modeltree is
dropped on a randomly chosen site, if the site is
unoccupied,the tree is planted. The sparkingfrequency,f,
is the inversenumberof attemptedtreedropson the square
grid before a model match is droppedon a randomly
chosensite. Iff = 1/100, therehave been 99 attemptsto
plant trees(somesuccessful, someunsuccessful) beforea
matchis dropped
at the100thtimestep.If thematchis
droppedon an emptysitenothinghappens.If it is dropped
on a tree, the tree ignitesand a model fire consumesthat
tree and all adjacent(nondiagonal)trees. In termsof self-
organizedcriticality the steadyinput is the planting of
trees, the "avalanches" are the fires, and the number of
trees on the grid fluctuatesabout a quasi-equilibrium
value. The frequency-size
distribution
of fires is foundto
be fractal.
Havingspecified
thesizeof thesquare grid,Ng,andthe
sparkingfrequency,
f, a simulationis run for Nstime steps
and the number of fires Nr with area Ar is determined.
Figure 6. Four examplesof typicalmodelforestfires are given.
The area, At, is the number of trees that burn in a fire.
This run was carried out on a 128 x 128 grid with f= 1/2000.
Examplesof four typicalfires duringa run are given in The heavily shadedregions are the forest fires. The lightly
Figure6. In theseexamples thegridsizeis 128x 128(Ng shadedregionsaretrees. The white regionsareunoccupiedsites.
= 16,384),I/f = 2000, andfireswith Ar = 5, 51,505 and The areasA• of the four forest fires are (a) 5 trees, (b) 51 trees
5327 treesare illustrated. Figure 6d is an exampleof a and (c) 505 treesand(d) 5327 trees. The largestforestfire spans
specialclassof forest-fires
whichspansthegrid. the entire
90 STATISTICAL PHYSICS OF EARTHQUAKES

10'3 The cumulativenumberof clusterslargerthan areaA, Ncc

10-4 ..•1ope=-1.02 is obtainedby integrating(6) with the result
xSlope
= -1.09
10-5 •'"- " e =-1.16 Vcl
N½½
= -- (7)
NF
S10'6
10-7
"'-. •,l/fs= 125
Our hypothesisfor the behaviorof the forest-firemodelis
that clustersof trees coalesceto form larger clustersas
". :•. •/1/fs
=2000
10-ø
] treesare planted. And that significantnumbersof treesare
lostfrom the grid only in the largestfiresthatterminatethe
10'9
1 self-similar(power-law) distribution. We constructrules
104ø
I ........ I ........ I for assigningan order (rank) to each clusterbasedon the
1 10 100 1,000 10,000 100,000 Strahler [1957] classification that was originally
AF developed for branching in river networks. In this
classificationsystem,a streamwith no upstreamtributaries
Figure 7. Frequency-sizedistributionsof model fires with a is def'medto be of order one; when two order one streams
constantgrid size and severalfiring frequencies.The numberof combine,they form a streamof order two, and so forth.
fires per time stepwith sizeAF, NF/N..,.
is given as a functionof A• However, when streamsof different orders combine, the
where A• is the number of trees burnt in each fire. Results are order of the dominantstreamprevails. The rules that
givenfor grid size 128 x 128 andthreesparkingfrequencies, f= definerank (order)for our clustermodelare:
1/125, 1/500, 1/2000. The small fires correlate well with the
1. We def'mea singletree that is addedto a systemto be
power-lawrelation(2) taking 2'= 1.02 to 1.16. The finite grid a cluster of rank 1.
size effect can be seen at the smallestfiring frequency,f-
1/2000. At/IF = 2000 fires beginto spanthe entiregrid. 2. If a new tree is addedadjacentto an existingcluster,
we saythat it is addedto the clusterwithoutchanging
that cluster'srank, unlessthe clusteris a singletree.
criticalbehavior[Turcotteet al., 1999]. This modelwill In that specialcase,we definethetwo treesasforming
be introducedas an explanationfor the behaviorof the a cluster o f rank 2.
forest-fire model described above. The results will then be
3. If a new tree connectstwo existingclustersof rankst
extendedto explainthebehaviorof the sandpileandslider- andj, respectively,thenthe rank of this new clusteris
block models,and f'mallythe resultswill be discussedin def'medasi + I wheni =j andasmax {i,j} wheni g=j.
termsof earthquakes. In words, this is equivalentto sayingthat when two
For the forest-firemodelthe frequency-areadistribution clustersof equalrank coalesce,thenthe rankincreases
of fires satisfies the relation
by one; however,if the two clustersare not of equal
rank,thentherank of the largerclusterprevails.
Vfl 4. In principle,a treecouldinstantaneously connectthree
(4)
or four clusters,but such an event is so rare that it can
be neglectedin our formulation.
overa relativelywide rangeof areasasshownin Figure7. 5. We terminate the inverse cascade of elements from
In writing(4) NTis the numberof firesthatburnA trees small to large clustersby eliminating clustersof a
andNT/isthenumberof firesthatburna singletree. specifiedhighrank.
We define the area over which a fire spreadsto be a The applicationof order (rank) to clustersis illustrated
clusterof trees. The probabilitythat a model matchwill in Figure 8. In Figure8a binarytreesof rank 1, 2, 3, and4
ignitea clusteris proportionalto its areasothat are illustrated. In Figure 8b a single tree is plantedto
createa clusterof rank 1. A tree plantedbetweentwo
- (5) single trees createsa clusterof rank 2. A tree planted
betweentwo 2ndrank clustersformsa clusterof rank 3. A
whereNc is the numberof clustersof areaA. From (4) and
treeplanted
between
two3rdrankclusters
formsa cluster
of rank 4.
(5) we have
The inverse cascade model assumes that metastable
clustersgrowby coalescence.The processis referredto as
Ncl an inversecascadebecauseit proceedsfrom the smallestto
Nc= A2 (6) the largestscales.Eachclusterhasa specifiedrank. The
number of clustersof rank i is N/. We give a set of
whereN½/sthe numberof singletree clusterson the grid. dynamicalequations governingthe coalescence of
 TURCOTTE, NEWMAN, AND GABRIELOV 91

in our inverse cascade. Conservation of cluster numbers at This assumptioncan be generalized and it will be
eachorderrequires discussed furtheraftera solutionis found. The probability
of a sparkhittinga clusteris proportional
to the areaof the
cluster so that
dN•
dt
=C_2rl
'_•,.rls_
j=2
f•,fori=1 (8)
=fiN, A, (14)
dNi oo
dt=r•_,,•_,
- 2r.- •'.ro- f•,fori>1
j=i+l
(9) gives
Substitutionof (12), (13), and (14) into (8), (9), and (11)

with i = 1, 2, 3,. .... The constantC is the rate at which

new singletree (rank 1) clustersare planted. The rate of (15)
coalescence
betweenclustersof ranksi andj is r•. A dt j=2
clusterof rank i is formedonly be the coalescence of two
clustersof orderi- 1, therateat whichthisoccursis ri.•.i.•.
Clustersof rank i are lost by coalescencewith clustersof dt
rank i at a rate r, and by coalescencewith clustersof all
higherranksrg,j > i. Clusters
of ranki arealsodestroyed - As -fiN, 4 (16)
in firesat a ratef. j=i+l

In additionto providingequationsfor the conservation i-1

of clusternumbersN• we mustalsoprovideequationsfor
the conservationof clusterareas(numbersof trees). These
equationscanbe written

d(N•)C-2rl,•',r¾-f
fori=1 (10)
j=i+l

dt s=2 - ,BN,
A• (17)
i-1

d(N,
dt
Ai)=2ri-,,
i-,Ai-,
+E r•iA•
k=l
- 2riiAi We first note that the loss terms associated with fires are
proportional to N• whereas all coalescenceterms are
proportional to the productN• Ns..The conclusion is that
- • ro.A
, - f•A,,fori >1 (11) the lossesof treesassociatedwith firesare importantonly
j=i+l
in the very largestclusterswhereNi is smallandthesefires
terminatethe inversecascade.Thuswe will neglectthese
where Ai is the mean area of clustersof rank i. The total termsand setfi = 0 in orderto determinethe structureof
area of clustersof rank i, N./I•, is increasedby the the inversecascade.We are interestedin determiningthe
coalescence of two clusters of rank i-1 to form a cluster of steady-state structureof the inversecascadesothat we will
orderi andby the coalescence
with all smallerclustersk = setthetime derivativesequalto zero.
1, 2, '...., i- 1. The total area is decreasedby the In thissteadystate(15), (16), and(17) become
coalescence of two clusters of rank i to form a cluster of
rank i + 1 and by the coalescencewith clustersof all
C'=2N•
2+•', N,NSAS
1/2
higherranksj = i+ 1, i + 2 ...... SinceA• = 1,(10) is (18)
identicalto (8). Thetwo equations (9) and(11) prescribe j=2

the numberof clustersof rank i, N•, and the meanareaof

clustersof rank i, Ai. /?-14-1
= 2N74-1"
Y•N,N•As1/2
As1/2 (19)
j=i+l
In orderto proceed
it isnecessary
to specify
theratesr•
and j5 includedin (9) and (I 1). We assumethat the i-I
coalescence rate is proportionalto the productof the
perimeters
P•andPsof thetwoclusters
2N'•-,A•-I
+Z ,,2 ,/2

r• = •P•Ps (12) _ 2N•2A,

+ y.. ,/2 1/2 (20)
j=i+l

andtheperimeters
aregivenby
C
Pi= I7Ni
41'2 (13)
92 STATISTICAL PHYSICS OF EARTHQUAKES

Substitution
of this resultinto (22) givesour first scaling
relation for our cluster cascade
I
(1)
N;4•/2= N•(0.55495813)
;-• (27)

¾ From (18) and(22) we havewith (24)

(2) (3) (4)
(a)

C'=N 2+ x2

whichcanbe usedto relate C' to N• with x from (26).

We now turn to (20), substitutionof (22) into (20)
(1) (2) (3) (4) gives
(b)

Figure 8. Illustrationof the conceptof rank (order)appliedto

i-1 xi+2
clustercoalescence. (a) Binaryfractaltreesof order(rank)1, 2, 3
and 4 are illustrated. (b) Clustersof rank 1, 2, 3 and 4 are 2xi-lAi-1
+Exk+lAk
=2xi+lA/'
k=l +1----•
& (29)
illustrated. The crossesare newly plantedtreesthat form the
clusters.
And substituting
(25) gives

Equation (19) has a self-similar solution since it is i-1

invariantunderthe transformation
i --} i + 1 and depends 2xi-1
A,_,q-Zx k+l•
•k = xi-1
4 (30)
k=l

onlyonNi AiTM
2. Thusweassume
that
This equationdoesnot havean exactself-similarsolution
since it is not invariant under the transformation i -•i + 1.
N•A•/2
= N•x'-' (22) In orderto furtherstudy(30) we introduce
where x is a constant that must be determined.
Substitution
of (22) into (19) gives
x'-'4 = y'-' (3])

assuming
y > 1. Summingthefiniteseriesin (30) gives
X2i-4=2X2i-2q_E xi+J-2 (23)
(y;-•
-1)=
j=i+l

2.x'y
;-2+ X2 (32)
Howeverthe geometricalseriescanbe explicitlysummed
(y-0
to give
For largei we canmakethe approximation

•oo
xi+•-2 0+x+x2+....)
=x2i-1 x2i-I (24) yi-1_ 1• yi-1 (33)
j=i+l l- X
In this limit (32) becomes
sothat (23) canbe written
y2-(x+l)2y+2x=O (34)
X3- 2X2- X+ 1= 0 (25)
Thisquadraticequationhasonerootwithy > 1 sothatwe
This cubicequationhasa singleroot in the allowedrange have
0 < x < 1 so that we have
1
y =--= 1.8019377 (35)
x = 0.55495813... (26)
 TURCOTTE, NEWMAN, AND GABRIELOV 93

And from (31) we haveapproximatelyfor largei dependence.However,thereis accumulatingevidencethat

there may be an activation of intermediate sized
earthquakes prior to a greatearthquake.The occurrenceof
1 =(3.24697602•_1(36)
4 • x2(i-1) a relativelylargenumberof intermediatesizedearthquakes
in northern California prior to the 1906 San Francisco
From (22), (27), and(36) we have earthquakehas been noted [Sykesand Jaume, 1990]. It
has alsobeenproposedthat there is a power-lawincrease
in seismicity with respect to the time remaining until
Wi • mlx2(i-1)=
m1(0.307978526)/-1 (37) rupture prior to a major earthquake. This was first
proposedby Bufeand Varnes[1993]. They considered the
The ratio of numbersof clustersin adjacentranksis given cumulative amount of Benioff strain (square root of
by seismicenergy)in a specifiedregion. They showedthat an
accurate retrospectiveprediction of the Loma Prieta
3.24697602 (38)
earthquakecouldbe made assuminga squareroot of time
N/+l increasein Benioff strainprior to the earthquake.
Systematicincreasesin intermediatelevel seismicity
This is known as the number-orderratio (it is also known prior to a large earthquakehave beenproposedby several
as the bifurcationratio in river networks). The average authors[Varnes, 1989; Bufe et al., 1994; Knopoff et al.,
areasof clustersin adjacentranksis givenby 1996,' Varnes and Bufe, 1996; Johansenet al., 1996;
Brehmand Braile, 1998, 1999]. A systematicstudyof the
optimal spatialregion and magnituderangeto obtain the
+1
3.24697602 (39) power-law seismic activation has been carried out by
Bowmanet al. [1998]. Four examplesof their resultsare
givenin Figure9. Clear increases in seismicactivityprior
This is known as the area-order ratio.
to the Kern County,Loma Prieta,Landers,andNorthridge
From (38) and(39) we have earthquakesare illustrated. The optimal radius for
precursoryactivationis given as a functionof earthquake
Ni= (40) magnitudein Figure 10. The dependenceon the square
root of rupturearea is alsoshown. The radiusover which
activationoccursis about ten times the length of rupture
Since the association of numbers of clusters with cluster
rc• 10A•
2. Dobrovolsky
etal.[1979]
andKeilis-Borok
rank is equivalent to a logarithmic binning, this is and Kossobokov[1990] reporteda similar scalingfor the
equivalentto a cumulativedistribution. This result is maximum distance between an earthquake and its
identicalto the resultgiven for the forestfire model in (7). precursors
usingpatternrecognitiontechniques.
The concept of clusterscan also be extendedto both Basedon patternrecognitiontechniques a numberof
sandpile and slider-blockmodels. In these cases,the intermediaterangeearthquake
predictionalgorithmswere
clustersare the metastableregionsthat will avalancheor
developedat the InternationalInstituteof Earthquake
slip when an event is triggered. In both cases,the
Prediction Theory and MathematicalGeophysicsin
cumulativedistribution of clustersizessatisfies(2) with 7' Moscow [Keilis-Borok, 1990; Keilis-Borok and Rotwain,
• 1. These scaling relationshipsare typical of self- 1990; Keilis-Borokand Kossobokov, 1990]. The pattern
organizedcriticality. Remarkably,this scalinghas been recognition includes quiescence [Schreider, 1990],
deducedusing solely analytic means from our inverse- increasein the clusteringof events, and changesin
cascade hierarchical cluster model.
aftershock statistics
[Molchanet al., 1990]. The algorithm
M8 wasdeveloped to makeintermediate termpredictions
6. SEISMIC ACTIVATION of the largestearthquakes (M > 8). This methodutilizes
overlappingcirclesof seismicitywith diametersof 384,
We have discussed how smallearthquakes can be used 560, 854, and 1333 km for earthquakes, with magnitudes
to quantifythe hazardassociated with largeearthquakes. 6.5, 7.0, 7.5, and 8.0 respectively.Within eachcirclefour
An importantquestionis whethersmallearthquakes canbe quantitiesare determined. The first three are measuresof
used to forecast the temporal occurrenceof large intermediatelevels of seismicityand the fourth is a
earthquakes.As shownin Figure3 the occurrenceof the measureof aftershockactivity.The first quantitythatmust
smallestearthquakes seemsto have very little temporal be specified is the lower magnitude cutoff Mmin
94 STATISTICAL PHYSICS OF EARTHQUAKES

210 a 11o'

Kern
County
Landers

8 10'
1.510
•
6 10'
1 10 •
4 10'

5 lO'
2 10'

ß ,.•, , i .... i .... i , , ,

o o
1910 1920 1930 1940 1950 1960 197o 1975 198o 1985 199o 1995
Date Date

110 0 2 107 ' ' ' ' I ' ' ' ' I ' ' ' ' i .... I ' ' ' ' I .... I '/' '
.... • .... ' .... • .... ' .... ' .... • .... '''e/I

8 107
Coalinga
610' .- •/,,• ß -I
1.510
7
4 107 , ß

2 10?

0 .... i .... i .... i .... i .... i .... i .... i .... i o ..L ..........................
1910 lg20 1930 1940 1950 1960 t970 1980 19g0 1980 1980 1981 1982 1982 1982 1983 1983
Date Date

Figure 9. Power-law increasesin the cumulativeBenioff strainsprior to tbur major earthquakesin Calitbrnia [Bowman
et al., 1998].

earthquakes to be consideredin the circle. Two magnitude five years. Detailsof this algorithmhavebeengivenby
cutoffsare consideredfor eachcircularregion. The long Keilis-Borok(1996). Two examplesof the applicationof
term numberof earthquakes per year N in the circlewith this algorithmare givenin Figure11 for the LomaPrieta
magnitudes greater than Mmin is determined, Mmin/o (1989) andtheLanders(1992) earthquakes.
corresponds to N = 10 and Mm/n2o corresponds N = 20.
rn
The first quantityN/ (t) is the numberof earthquakes per 4 5 6 7 8 9

year in the circlewith magnitudegreaterthan MmintO and

N2(O is the number of earthquakesper year with lOOO
magnitudes greaterthanMmin2O. The secondquantityis the
five year trendin activityL• = dN•/dtandL2 = dN2/dtfor
running five year windows. Clearly N(O and L(O are
stronglycorrelated. The third quantity,Z• (0 or Z2 (0, is rc
the ratio of the averagelinear dimensionof ruptureto the km rc=10A•E
averageseparationbetweenearthquakes for a year in a 100 ß

circle. The final measure is the number of aftershocks in a

specifiedmagnituderangeand time windowfollowinga
mainshock.ThisquantityB (t) is a measureof aftershock
activation.
SinceN, L, and Z are determinedboth for N = 10 and 20
10
earthquakes per year there are seventime seriesto be
considered. An earthquakealarm or time of increased I lO • lOO
AE km
probability(TIP) is issuedif 6 of the 7 quantities,
includingB, exceedtheir averagevaluesby a specified Figure 10. Optimumradiusfor precursoryseismicactivationrc
value of 75% for B and 90% for the others. In order to is givenasa functionof thesquarerootof therupturearea
issue an alarm these conditions must be satisfied for two and the magnitudem for a numberof earthquakes[Bowmanet
successive
six monthtime periodsand the alarm lastsfor al.,
 TURCOTTE, NEWMAN, AND GABRIELOV 95

The algorithmsdescribedabovewere developedusing 480 4•0 -t10

patternrecognitionapproaches.Althoughthey have had

demonstratedpredictive successes[Kossobokovet al.,
1999; RoMain and Novikova, 1999], their use remains
quitecontroversial.The main difficultyis that, although
successto failure ratios of predictionsis quite high, the !

timeandspatialwindowsof alarmsarealsoquitehigh.
There are clearly very strongsimilaritiesbetweenthe
M8 and the seismicactivationalgorithms. Considerthe
LomaPrietaearthquake, the intermediatesizedeventsthat
led to the M8 TIP (Figure 11) were the sameeventsthat
give the increasein Benioffstrain(Figure9). Boththese
approaches
increases
arebasedontheconcept
beforemajorearthquakes
thatcorrelation
[Harris, 1998].
length
-
I'3. •
, -120
ß

-110
2
Landers '92
7. DISCUSSION

The inverse cascade model introduced in Section 5 of

this paper providesa quantitativeexplanationfor the
behavior of three models that are said to exhibit self-
organizedcriticality,thesearethe forest-fire,slider-block,
and sandpilemodels. We now discuss the implicationsof
thismodelfor earthquakes.
For simplicitywe will discussearthquakesin terms of
staticand dynamicfriction coefficients. An earthquake Landers
M=?.6
occurs on a fault when the stress on the fault exceeds the
staticfriction. To a first approximation
the ruptureon the June
28,
1992
fault spreadsoverthe connected regionon the fault where
the appliedstressexceedsthe dynamicfriction. After an
earthquakeoccurson a fault the stresson the rupturezone
Figure l l. Applicationsof the M8 algorithmto (1) the M- 7.1
is everywherelessthanthe dynamicfriction. Stresson the
Loma Prietaearthquakeand (2) the M = 7.6 Landersearthquake.
fault builds due to the tectonic motion of the plates. In (a) the circular regionswhere TIP's have been declaredare
Regions (clusters) on the fault exceedsthe dynamic shown,in (b) the seismicityin the relevantregionis shown,and
friction. Theseclustersgrow by coalescence as the stress in (c) the valuesof the sevenparametersN/, N2, L/, L2, Z•, Z2, and
increases.A few earthquakesmay occuron the fault but B are shownalongwith the time intervalof the TIP.
they removean insignificantfractionof the accumulating
stress.
There is also a fractal distribution of fault sizes. The
Malamud, Gleb Morein, John Rundle, Charlie Sammis, and
LennieSmithfor manyusefuldiscussions.
inverse
cascade
described
aboveoperates
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 Earthquakes'Frictionor a PlasticInstability?

D.C. Roberts and D.L. Turcotte

Departmentof GeologicalSciences,
CornellUniversity
Ithaca, New York 14853

The mechanical friction hypothesisis widely accepted as the universal

explanationfor earthquakes in the earth'scrust. However,thereare a numberof
observationsthat are inconsistent
with thishypothesis.In addition,it is generally
acceptedthat the mechanicalfriction hypothesisis not applicableto deep
earthquakesin the subductedlithosphere.However, earthquakes occur at all
depthswith no evidencefor a changein mechanismbetweendeepand shallow
events. In this paperthe applicabilityof the plasticinstabilityresponsiblefor
shearbandsin metalsto earthquakesis examined. This instabilitycombines
work hardeningwith thermalsoftening. We numericallysolvethe applicable
equationsfor this ruptureinstabilityand by adjustingtwo free parameters, we
obtain results that are consistent with observations of both crustal and mantle
earthquakes.
1. INTRODUCTION faults [Scholz1990, pp. 91-96]. It is generallyaccepted
that mechanical friction is not applicable to deep
It is generally acceptedthat earthquakesoccur on earthquakes becauseof the very high conf'mingpressures.
preexistingfaults and that faults must exhibit stick-slip It is popular to attribute deep earthquakesto phase
behaviorin order to generateearthquakes.The widely transitionsin the mantle [Liu 1997, Marone and Liu 1997,
accepted mechanism for thisbehaviorin theearth'scrustis Green and Houston1995]. However, if this were the case,
velocity weakening mechanicalfriction. Laboratory then the occurrenceof deep earthquakeswould be
studiesof frictionhave providedan understanding of the expectedto correlatewith the depthsat which the major
dependenceof friction on slip velocity and surface phasechangesoccur,410 and660 km. The dependence of
characteristics.There is generalagreementon frictional the number of earthquakeson depth has been given by
behaviorunderwell-constrainedlaboratoryconditions.A Frolich [1989]. The number of earthquakesdecreases
varietyof rate andstatefrictionlawshavebeengenerated exponentiallywith depth to a depth of about 300 km.
empirically to satisfy the laboratory observations From this depth to a depth of 660 km the number of
[Dieterich,1978, 1979,Ruina 1983,Blanpiedand Tullis earthquakesremains about constant with an increase
1986, Weeks1993]. Theseempiricalformulations clearly between500 and 600 km, particularlyassociated with the
representthe availablelaboratory data. Tonga-Kemadecsubductionzone. Any deepearthquake
However, there are serious questionsregardingthe mechanismmustbe able to produceearthquakes over this
applicabilityof the mechanicalfrictionlaws to actual entire depth range.
One mechanismthat can produceearthquakesover a
wide range of depthsis the plasticinstabilitystudiedby
GeoComplexityand the Physicsof Earthquakes Hobbs and Ord [1988]. Adiabatic plastic shear
GeophysicalMonograph 120 instabilitieshave been observedin many materials. They
Copyright2000 by the AmericanGeophysicalUnion result in localizedcatastrophic
slip eventswhich strongly
98 EARTHQUAKES: FRICTION OR A PLASTIC INSTABILITY

resemblefrictional instabilities. Hobbs and Ord [1988] 2. Depth of nucleation. Strike-slipearthquakes, suchas
foundthat belowa criticalpressuredependent temperature thosein California, often nucleateat depthsof 10 km or
that mantlerock canbe strainrate (velocity) softeningand more where the lithostaticpressurein greaterthan 250
may undergocatastrophic plasticshear.Theseauthorsalso MPa, a typical failure stresson sucha fault is 10 MPa,
give argumentswhy plasticshearbandinstabilitiescan be givinga coefficientof staticfrictionf = 0.04,whiletypical
expectedin mantleand crustalrocks. Theseincludelow laboratoryvaluesof the mechanicalcoefficientof friction
thermal conductivity,a stresssensitivityto temperature, are closeto 0.6 [Byerlee,1977]. Recognizingthis major
and low strainhardening. discrepancy a numberof authorshaveproposed that the
Hobbs et al. [1986] associateplastic faulting with low stressis due to a high fluid pressure[Byerlee,1990;
pseudotachylytes.They studieda crustalshearzone in Blanpiedet al., 1992; Sleepand Blanpied,1992, 1994;
central Australia and found cyclic generation and Sleep,1997]. Thisrequiresan impermeable faultzoneand
deformation'of pseudotachylytes.They proposedthat severalmechanisms have beenproposed,but at best,this
pseudotachylytes and associated ultramylonitesdevelopin proposalmustbe considered ad hoc. With plasticrupture,
the crustas ductile (plastic)instabilities. Basedon their failureis associated with the yield stresswhichis sensitive
observations they concludedthat plasticshearinstabilities to bothtemperature andpressure whereasthe mechanical
are an importantmechanismfor generatingearthquakes at staticfrictionis only a fianctionof pressure.
intermediatecrustaldepths. 3. Earthquakes
oftennucleateat the deepest
pointon a
earthquakerupture zone. This point has the highest
White [1996] carried out microstructural and ambient(lithostatic)pressureand would be expectedto be
microcompositional analyses of host mylonites and the strongestin terms of the mechanicalfriction law.
primary and deformedpseudotachylytes from the Outer Nucleationat the deepestpoint is a naturalconsequence of
Hebridesthrustfault usinglight and electronmicroscopy. the plasticmechanismdueto the dependence of the yield
This author concluded that the deformational stresson bothtemperatureandpressure.
microstinctures and estimated pressure-temperature 4. Betweenearthquakes on a fault, thereis little evidence
conditions were consistentwith a catastrophicplastic for seismicor aseismicdisplacement on the fault. While
instabilityas proposedby Hobbs and Ord [1988]. We there are exceptions,observationsof such fault offsets
examine the applicability of the plastic mechanismto either from earthquakesor geodetically,are quite rare.
essentiallyall earthquakes. The locked northern and southern sections of the San
Below we list someof the problemsassociatedwith the Andreasfault arenot slipping.Sincethe lithostaticnormal
application of the mechanical friction hypothesisto force increaseslinearlywith depth,it is alsoexpectedthat
earthquakerupture that can be explainedby the plastic the frictional resistanceto slip also increaseswith depth.
hypothesis: As the stresson a fault increasesduring an earthquake
1. Stressdrop versesmean stress. Seismicand geodetic cycle,it would be expectedthat slip would occuron the
studiesmeasurestressdrop. They clearlyindicatea stress upperportionof the faultwhile it remainslockedat depth
dropof lessthan 10 MPa, evenin largeearthquakes (with [Lorenzettiand Tullis, 1989; Rice, 1993]. Once again
a few exceptions). However, there is also observational observations are not consistentwith the predictionsof the
evidencethat the absolutestressis low. For many years laboratoryfrictionlaws. With a plasticfailuremechanism
this was known as the heat flow paradox,the measured the weakestpoint on the fault would have the highest
heat flow adjacentto the San Andreasfault is nearly an temperature below the criticaltemperature To, thus the
order of magnitudelessthan that predictedby the direct deepest pointontherupture z•)ne.
application of laboratory friction experiments 5. Heaton[ 1990]suggested thatself-healing pulsesof slip
[Lachenbruchand Sass 1992]. A major justificationfor occurin earthquakerupture. This mode of rupturewas
the CajonPassdrill hole wasto testthe high vs low stress stronglyconfnmedby observations of slip distributions
hypotheses, the resultsconclusively
favoredthe low-stress duringthe 1992 Landersearthquake[WaM and Heaton,
hypothesis[Zobackand Healy 1992]. Theseobservations 1994]. As pointedoutby Heaton,thistypeof self-healing
provideconclusiveevidencethat the stressdrop in major pulse is inconsistent with the friction laws described
earthquakesis at least 50% of the initial stressand is above. The plasticmechanism provideshealingnaturally
probablycloserto 80- 90% of the initial stress. In the wheras mechanical friction does not.
laboratory, the stress drop in mechanical friction 6. With a large stressdrop an underdamped (ringing)
experimentsis lessthan 5% [Dietrich 1972, 1978, 1979]. oscillationon the fault would be expected.This is never
A largestressdropis a naturalconsequence of the plastic seen in earthquakes. The healing associated with the
rupture hypothesis. Because the yield stress has plasticmechanism preventsringing.
exponential sensitivity to temperature,it would be 7. Very few earthquakes are recordedin the upperfive
expectedto dropa largepercentage duringrupturebefore kilometers of the crust. Also there is little evidence of
healing. aseismiccreep in this region. Strain meterson
 ROBERTS AND TURCOTTE 99

sectionsof the San Andreasfault indicatethat the upper sensitivity

andryis theyieldstress
for plasticflow. If r <
portionof the fault is locked. Friction laws give a failure rythereis no deformation.Thetemperature andpressure
stressthat increaseslinearly with depth. Thus they are dependent
yield stressis givenby
inconsistentwith these observations. With the plastic
faulting hypothesisthe strengthdecreaseswith depthdue
to thermal effects consistent with these observations
Adiabatic shear is the name given to localization
rY=A
exp(E*+pV*)
RT ' (4)
phenomena that are importantin manyproblemsinvolving where E* is the activationenergy, V* is the activation
high rate deformations of solids. Adiabaticshearbands volumeandR is the universalgasconstant.When (3) and
form in a deformingmaterialwhen thermalsofteningdue (4) are combinedwe have strainhardeningand thermal
to plasticheatingis strongerthanwork hardeningandrate softening.
hardening combined so that a regime with net strain The instability mechanism associated with these
softeningoccurs[Clifton et al. 1984, Wright and Batra equationsis easilyillustrated.If the shearstressexceeds
1985]. The quantitativetreatmentof adiabaticshearbands the yield stressin (3) we obtaina strain. This strainin (2)
has been basedon the generaltheory of themoplasticity heatsthe slip zone. The increasein temperaturein (4)
given by Green and Naghdi [1965]. Althoughstudiesof reducesthe yield stressand this resultsin an increasein
adiabatic shear bands have been primarily applied to strainfrom (3).
studiesof metals they are certainly applicableto other
3. APPROXIMATIONS
materials.We usethe generaltheoryfor the localizationof
adiabaticshearbandsas given by Wright and Ockendon
[ 1992, 1996] in our quantificationof the plasticearthquake In this section, we simplify the partial differential
instability. equationsintroducedin the last section into coupled
algebraicequationsthat we can solve numerically. The
2. EQUATIONS FOR A PLASTIC INSTABILITY configurationis symmetricalabout the center line. The
half-width of the plastic slip zone fl is specified. All
In this paper we will considerthe equationsthat have plasticdeformationtakesplacein this zone. Elasticenergy
been used to understand adiabatic shear bands in metals is storedover a half width L, L > > fl. The initial stressin
[Wright and Ockendon,1996] The applicableequationof the elasticzoneis ryoandthe initial displacement
across
motion is thiszoneis ryoL/GwhereG is theshearmodulus.During
Ou Or an earthquake
plasticdeformationtakesplacein the plastic
slip zone. This displacementreducesthe displacement
across the elastic zone and reduces the shear stress r. The
where r is the shearstress,u is the velocityin the shearing displacementat the boundaryof the slip zone is w. The
layer, and p is the density. The velocity is in the x- reductionof the shearstressis Gw/L and the equationof
directionand the variablesare functionsof y and t in this motion(1) is replacedby the forceequation
two-dimensionalformulation. The left sideof (1) is inertia
and the right side is the body force due to the variationof Gw
: (5)
the shear stress.
r ryo L'
The heatconductionequationis
In writing this equationwe have neglectedinertia and
aT=k02T
+•-• (2)
radiated energy. During each time step 6t there is an
pc0•- 0y2 incrementaldisplacement 6w acrossthe plasticslip zone.
By symmetrythe velocityu = 0 at the centerof the plastic
where c is specific heat, T temperature,and k thermal slip zone. The velocitygradient0 u/0 y is not a function
conductivity. The first term is heat storage,the second of y in the slip zone. Thusthe velocity at the boundaryof
term heat conduction, and the third term is frictional theslipzoneis/3 (0u/o•)and
thedisplacement
onthe
heating.The plasticconstitutive
equationis givenby boundaryis givenby

r=ry(T,p l+b (3) 6t, (6)

n=l n

where p is the pressure,b is the normalizationfactorfor wherethe summationis overthe time stepsassociated
with
strain rate, m is the normalization factor for strain rate the slip
100 EARTHQUAKES: FRICTION OR A PLASTIC INSTABILITY

We next considerthe energyequation(2). Becauseof by usingthe powerseriesexpansion:

the relative short time scale of the slip event we will
neglectheatconduction.We will justify this assumption
when we considera specificexample. The temperature (12)
increasein the plasticzone duringeachtime interval6t is
givenby +r' '
r Ou
8/' =• St. (7) Linearizing
(11) andusing
ryo= A exp(E* / RTo), we
obtain

Finally, to close the problem,we solve the constitutive

equation(3) for the velocitygradient
:ry0 1-RT02j
l+mb.
(13)

(8) We cansolvefor theperturbation

stressr' by keeping
only first ordertermswith the result

At the shallowdepthsassociated
with crustalearthquakes = ryo mb• . (14)
it isappropriate
toassume
thatE*ismuch
greater
thanpV*
sothe temperaturedependentyield stresssimplifiesto

In order to initiate the slip event,we prescribea small

ry = •1exp . (9) increment
of appliedstressr' abovetheyieldstress
ryo.
We assume (14) can be used to determine the initial
(Ou'/0y)0beforethereis anytemperature
increment,
we
With (5-9) we havefive equationsfor the five variablesw, obtain
Ou/Oy,T, r, andry.

4. INITIAL CONDITIONS (15)

0)2Jo ryornb
Before solving for the structureof a slip event we
require initial conditionsto start the simulation. Let us Using this result and (6), we obtain the initial
perturbthe stress,temperature,and velocity aroundtheir displacement,
equilibrium values ryo, To, and u = 0
using
r =ryo+r', T=TO+T',andu=u', where
theprimed
(16)
quantities are small perturbations. Substitutingthese
relationsinto (3) we obtain
wø=?
LOy
Jo
which, combinedwith (5), can be usedto find the initial
stress,
ry
0+r'=AexpE R + T' l+b (10)
ro=ry
o+r' GWo
--•--. (17)
This equationbecomes
Theinitialtemperature
canthenbe expressed
as

ry0+r':Aex
p•-• expRT02
j (11) (18)
r=r0 Lo3,
jo
1+ ,
by using(7) andthe aboveinitial
 ROBERTS AND TURCOTTE 101

0.7 6. DISCUSSION

0.6
m=0.3 We have obtainedsolutionsfor plasticfaultingusing a
b=l s plasticrheology.The rheologyincludeswork hardening
0.5
E*--230 kJ mol4 and thermalsoftening. The valuesof slip velocity, stress
drop, and heatingare reasonablefor both crustaland
0.4
mantleearthquakes.
U (m/s) Our resultsmust be consideredpreliminaryin that we
0.3
use rheologicalparametersthat are chosenarbitrarily.
Laboratorybasedparametersare not availableso that we
0.2
argue that the parameterschosenmay representthe
0.1 -
1.4

0 5 10 15 1.2
m=0.3
t(s)
b=l s
E*=230kJ mol4
Figure 1. Velocity of slip u as a functionof time t usingm = 0.3, 0.8
b = 1 s,andE* = 230kJmol'• (wetquartzite). w (m)
0.6
5. RESULTS
0.4
Beforesolutionscanbe obtained,valuesfor parameters
0.2
must be specified. For a typical deepcrustalearthquake
wetakep= 2700kgm'3,c= 1kJkg'l, Xyo
= 10MPa,L = 5 o
km,[I= 100mm,G = 3 x 10løPaandT = 700K. Wefirst
take an activationenergy appropriatefor the crust (wet o 5 lO 15

quartzite)
withE*= 230kJmol'l. Finallywemustspecify t (s)
the strain hardeningparametersm and b. Very little
information is available concerningthese parametersfor Figure 2. Displacementw as functionof time t usingm = 0.3, b
rock. As an examplewe takere=0.3 andb= 1 s. A = 1 s,andE* = 230kJmol-•(wetquartize).
variety of other values of theseparameterswould give
similar results.
12
Resultsfor theseparametersare given in Figures 1-4.
From Figure 1 we see that the total displacementon the 10-
model fault is w = 1.32 m and the rupture time is • m=0.3
approximately5 seconds.From Figure 2 we seethat the b=ts
_ kJ moFt
maximum
slipvelocity
is u = 0.61ms'l. Thisisa typical
rupturevelocityon a fault. The dependence of the shear
stresson time is givenin Figure3. The stressdropsfrom r (MPa) 6 -
= 10 MPa to r = 2.2 MPa when healinghas taken place.
The temperatureon the fault is given in Figure 4. _ ß

Frictionalheatingincreases the temperaturefrom T = 700

K to T = 730 K. These values are all reasonable. The _
characteristic
time for heatconductionacrossthe slip zone
is/Sa•
:l. Withtc= 1 mm2 S'l wehavefl2tdl=104s.Since I I
this is largecomparedwith the rupturetime our neglectof
heatconductionis appropriate. 0 5 10 15
We alsogive resultsfor a mantle(olivine) rheologyand t(s)
takeE* = 523kJmol'•. Forthisapplication
wetakem =
0.3 and b = 100 s. Resultsare given in Figures 5-8. Figure 3. Stressr as a functionof time usingrn = 0.3, b = 1 s,
Again, reasonable
valuesare obtainedfor all variables. andE* = 230kj mol-• (wet
102 EARTHQUAKES: FRICTION OR A PLASTIC INSTABILITY

740 essentiallynonedeperthan 15 km. The deepboundaryof

seismicitycan be attributedto a transitionfrom a plastic
m=0.3
instabilityto steady-state
thermallyactivatedcreep. The
730 shallow boundaryof seismicitycan be attributedto a
b=l s • minimum temperaturefor the plastic instabilitiesto be
operative.
720
The plastic faulting mechanismprovides a relatively
T (øK) large stressdrop (• 80%) while retaining the ability to
710
heal. Becausethe yield (failure) stressdecreaseswith

1.8
700
1.6
m=0.3
690 i
1.4 - b=100 $

0 5 10 15 1.2 _ E*=523
kJmol'•
t (s) 1 _

Figure 4. TemperatureT asa functionof time t usingm = 0.3, b

w(rn)0.8
= I s,andE* = 230kJmol'] (wetquartzite). 0.6

0.4
2.5
0.2
! I

b=100 s : o 5 io 15
E*=823kJ mol4 "
1.5 t(s)
...

u (m/s) ...
Figure 6. Displacementw as a functionof time t usingm = 0.3,
1 b = 100s,andE* = 523kJmol'] (dryolivine)..
io
•o

10 -
0.5
9-
8

0 5 10 15 7

6
t(s)
b=100s
Figure 5. Velocityof slip u asfunctionof time t usingm = 0.3, b
= 100s,andE* = 523kJmo1-1
(dryolivine).
•(MPa)
5 E*=523
4 kJ
mol
4 .
3-

complex damage rheology involving dislocationsand

granularrecrystalizationappropriate
to faultingat depth. It 1
is clearthatplasticrupturecanbe obtainedfor a very wide 0 ,
rangeof parametervalues.
0 5 10 15
We arguethat a plasticfailure mechanism,suchas that
consideredhere, is in much better agreementwith t (s)
observations of seismicitythanmechanicalfriction. Under
typical (say on the San Andreasfault in California)there Figure 7. Stressr as a functionof time t usingm = 0.3, b = 100
are very few earthquakesshallower than 5 krn and s,andE* = 523kJmol-] (dry
 ROBERTS AND TURCOTTE 103

740 pulsesof slip in earthquakerupture,Phys.Earth Planet. Int.,

64, 1-20, 1990.
Hobbs,B.E. andA. Ord, Plasticinstabilities:Implicationsfor the
m=0.3
originof intermediateanddeepfocusearthquakes, J. Geophys.
730 b=l O0 s
Res., 93, 10,521-10,540, 1988.
E*=523 kJ mol'• Hobbs,B.E., A. Ord and C. Teyssies,Earthquakesin the ductile
regime?Pure Ap. Geophys.,124, 309-336, 1986.
Lachenbruch,A.H. and J.H. Sass,Heat flow from Cajon Pass,
T ("K) 720 fault strength,and tectonicimplications,J. Geophys.Res., 97,
4995-5015, 1992.
Liu, M., A constitutivemodel for olivine-spinelaggregatesand
its applicationto deepearthquakenucleation,J. Geophys.Res.,
710 102, 5295-5312, 1997.
Lorenzetti, D. and T.E. Tullis, Geodeticpredictionsof a strike-
slip fault model: Implicationsfor intermediateandshort-term
earthquakeprediction,J. Geophys.Res., 94. 12,343-12,361,
700 1989.

0 5 10 15
t (s)
Figure 8. TemperatureT asa functionof time t usingm = 0.3, b
= 100s,andE* = 523kJmol'l (dryolivine).
increasingtemperature,earthquakenucleationat the base
of the seismogenic
zonefollowsnaturally.
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Blanpied,M.L., D.A. Lockner,and J.D. Byerlee,An earthquake
mechanismbasedon rapid sealingof faults,Nature, 358, 574-
576, 1992.
Blanpied, M.L. and T.E. Tullis, The stability of a frictional
systemwith a two statevariableconstitutivelaw, Pageoph., Wald, D.J. andT.H. Heaton,Spatialandtemporaldistributionsof
124, 413-333, 1986.
Byerlee,J.D., Frictionof rocks,in ExperimentalStudiesof Rock
Friction with Applicationsto Earthquake Prediction, J.F. Weeks,J.D., Constitutivelawsfor high-velocityfrictionalsliding
Evemden,ed., pp. 55-77, U.S. GeologicalSurvey,Menlo Park,
CA, 1977.
Byerlee, J.D., Friction, overpressureand fault normal White, J.C., Transientdiscontinuitiesrevisited: pseudotachylyte,
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Clifton, R.J., R.J. Duffy, K.A. Hartley, and T.G. Shawki, On
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ScriptaMetallurgica,18, 448-465, 1984.
Dieterich,J.H., Time-dependentfriction in rocks,J. Geophys.
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Dieterich, J.H., Time-dependent friction and the mechanicsof
stick-slip,Pageoph.,116, 790-806, 1978.
Dieterich,J.H., Modelingof rockfriction,1. Experimentalresults
and constitutiveequations,J. Geophys.Res., 84, 2161-2168,
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Frolich,C., The natureof deepfocusearthquakes, An. Rev.Earth
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Green, A.E. and P.M. Naghdi, A generaltheory of a elastic-
plasticcontinum,Arch.Rat. Mech.Anal., 18, 252-270, 1965.
Green, H.W. and H. Houston, The mechanics of deep
earthquakes, An. Rev.Earth Planet.Sci.,23, 169-213, 1995.
Heaton, T.H., Evidence for and implicationsof self-healing Ithaca,Ny
Marone, C. and M. Liu, Transformationshearinstabilityand the
seismogenic zonefor deepearthquakes, Geophys.Res.Let., 24,
1887-1890, 1997.
Rice, J.R., Slip instability and state variable friction laws, J.
Geophys.Res.,98, 9885-9907, 1993.
Ruina, A., Slip instability and state variable friction laws, J.
Geophys.Res.,88,10,359-10,370, 1983.
Scholz, C.H., The Mechanics of Earthquakes and Faulting,
CambridgeUniversityPress,Cambridge,1990.
Sleep,N.H., Applicationof a unified and statefriction theoryto
the mechanics of fault zones with strain localization, J.
Geophys.Res.,102, 2875-2895, 1997.
Sleep,N.H. andM.L. Blanpied,Creep,compactionandthe weak
rheologyof major faults,Nature, 359, 687-692, 1992.
Sleep,N.H. and M.L. Blanpied,Ductile creep and compaction:
A mechanismfor transiently increasingfluid pressure in
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inertia on the formation of adiabatic shear bands, Int. J.
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Zoback, M.D. and J.H. Healy, In situ stressmeasurements to 3.5
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D.C. RobertsandD.L. Turcotte,SneeHall, CornellUniversity,
 Lattice Solid Simulation of the Physicsof Fault Zones and Earthquakes' the
Model, Results and Directions

P. Mora, D. Place, S. Abe and S. Jaum•

QUAKES, Department of Earth Sciences, The University of Queensland,Brisbane, Australia

The lattice solid model is a particle-basednumerical model that is being

developedwith the aim of eventually allowing all relevant physical phenom-
ena underlying earthquake dynamics to be realistically simulated. In its
presentform, the model is capableof simulating the evolution and dynamics
of complexfault zonesconsistingof a brittle solid and/or granulargouge
region. Elasticity is modeled in solid regions and friction is simulated be-
tween solid regionsin contact. Solid regionscan fracture and break down
allowingthe evolutionof fault zonesto be studied. Somethermal effectsare
simulated including thermo-mechanicaland thermo-porous feedback which
respectivelyallow studiesof the effectsof thermal expansionof the solid and
increasedpore fluid pressurewhen frictional heating occurs. We review the
lattice solid model and discussmajor results obtained so far. The model has
been applied to studies of the dynamics and evolution of fault gouge zones.
For inter-particle friction ranging from 0.4 to 1.0 and pressurechangingby
a factor of 10, the effectivefault friction is found to remain approximately
constantwith a valueof fly • 0.6. In somecases,the activeslipbandbecame
highlylocalizedafter a largedisplacement and fly droppeddramaticallyto
around 0.3. These results suggestthat a self-regulationprocesscontrolling
the balance between slip, rolling and fracture is responsiblefor the almost
constantfriction of 0.6 measuredin the laboratory for different rock types.
They also suggestit is possiblefor a gouge zone to self-organizeto a struc-
ture in which slip is highly localizedand the fault zone is anomalouslyweak,
thus providing a comprehensivepotential explanation for the heat flow para-
dox. Simulationsshowthat thermal effectsplay a role on rupture dynamics
with a relatively minor influenceoriginating from thermal expansionand a
larger effect due to the increasein pore pressure. Long simulations involv-
ing a fractured zone showacceleratingBenioff strain sequencesand evolving
event-sizestatisticsin the periodsprior to large simulatedearthquakeswhich
are consistentwith the critical point hypothesisfor earthquakes. The simu-
lation results using the present lattice solid model demonstrate the potential

GeoComplexity
andthePhysics
of Earthquakes
Geophysical
Monograph120
Copyright
2000by theAmerican
Geophysical
Union
106 LATTICE SOLID SIMULATION OF FAULT ZONES AND EARTHQUAKES

of the approachto addressfundamentalquestionsregardingthe physicsof

earthquakesfrom nucleation studies to studies of the dynamics of interact-
ing fault systems. The model results suggestthat earthquake forecasting
or intermediate term earthquake prediction is a realistic goal and that the
statistical physicsanalogiesof the earthquake problem have relevance.

1. INTRODUCTION

Earthquakesinvolvephysicalprocesses
occurringover
a wide rangeof spaceand time scales(Figure 1). The
processes includefracture of heterogeneous solids,gran-
ular dynamics,friction betweenrough brittle rock sur-
faces,solid-fluiddynamics,lubrication, phasetransfor-
mations suchas mineralogicalor solid-liquid,stressac- 10-3
cumulation, finite-strain elastic or plastic deformation,
elasticstresstransfer via seismicwave propagation, seis- Microscale
?reca•:nSic
/•rggocr:
gates
mic wave radiation from the crustal zone of interest,
Crystals
/Atoms
/Molecules
/Material
Science
'• ssess
10-6

heat conduction and thermo-mechanical feedback. Nu-

merical models capable of simulating such phenomena
would provide a virtual laboratory to probe complex
earthquakebehaviorand offersa new meansto advance
earthquakescience.The wide rangeof spaceand time
scalescoupledwith the complexityof the physicalphe- Figure 1. Spaceand time scalesrelevant to the earthquake
nomena involved renders formidable the construction
of such a simulation model and has motivated estab-
lishment a major international collaborativeeffort in-
volvingAustralia,China, Japanand USA (The APEC
Cooperationfor Earthquake Simulation,
http:/ / quakes.
earthsciences.
uq.edu.au/ ACES).
Inter-fault regionsapproximateelastic, viscousor at-
tenuative solids rendering simulation of such regions
tractable to classicalcontinuum-mechanics-based app-
roachessuchas finite-differences,finite-elements,pseudo-
spectraland spectral-elements.However,to model the
completeearthquakeprocess,the fault zone and inter-
fault regionmust alsobe well simulated.Furthermore,
macroscopicsimulationsof earthquake phenomenare-
quire an effectivefault constitutiverelation for fault
zones, but these are only partially accessibleby di-
rect observations
(seeFigure 1). The needfor a fault
constitutive relation necessitatesextrapolations based
on laboratory observationsor indirect inferencesbased
on compatibilitybetweenscalingrelationsderivedfrom
macroscopicsimulation studiesand field data. A nu-
merical model capable of simulating processesat the
micro-scaleand meso-scalecoveringthe nucleationpro-
cesseszone of Figure i would help bridge this crucial
gap in knowledgeand has motivatedthe development
of the lattice solidmodel (Mora, 1992 [16];Mora and
Place,1993[17];Mora and Place,1994[18]).
10-9 ß . , . . ,•. . ,,r.•a•. , ,yr. ,!ka. , .U•. ,
10-6 10-3 100 103 106 109 1012 1015
Time Scales, sec.
cycle. Physical processesoccurring at the microscopicscale
(Grains/AggregatesMicro-tectonicprocesses)
controlearth--
quake generation. This domain is only partially accessible
by direct observations. The meso-scalewhere earthquake
nucleation processesoccur is difiqcult to accesswith direct
observations and lies between the microscopic and macro-
scopicrealms (note: boundarieson the plot shouldbe con-
sideredas fuzzy rather than sharp). From the APEC Coop-
eration for Earthquake Simulation (ACES) proposal,Mora,
Matsu'ura, Minster and Yin, 1997.
In its present form, the lattice solid model can sim-
ulate many elementsof solid behaviorincludingelastic
stresstransfer, fracture, friction, heat generation and
flow, thermo-mechanicalcoupling and thermo-porous
feedback(Mora and Place,1998 [19];Placeand Mora,
1999a[24];Abe et al, 1999[1]). It cansimulateevolving
fractures and discontinuitiesas well as the dynamicsof
a gougelayer.
The model has been used to simulate the frictional
instability and dynamic rupture processes(Mora and
Place,1994 [18]),localizationprocesses
in a fault zone
(Place and Mora, 1999b [25]) and the dynamicsof a
fracture zone with dynamics approachingthat of an
interactingfault system(Mora and Place, 1999b[21];
Mora,Jaum•andPlace,1999[22]). Simulations of fault
gouge layers demonstratedthe possibility that gouge
may self-organizeinto an anomalouslyweak state,
 MORA ET AL. 107

offeringa potential explanationfor the heat flow para- within solidregions.Thermal expansionis includedand
dox (Mora and Place,1998[19];Mora and Place,1999a Darcian fluid flow and the effect on friction of increased
[20]). Longsimulationsof multiplerupturesin a com- pore fluid pressuredue to heating is modeled.
plex fracture zone have demonstratedthat long term
earthquake phenomenain the model evolvein a manner 2.1. Elastic Behavior
consistentwith the critical point hypothesisfor earth-
quakes(Mora, Jaum• and Place, 1999 [22]) and ob- Bonds between lattice solid particles can be described
servationsof acceleratingBenloftstrain release(Jaum6 usinga linear or nonlinearrelationship. So far, we have
and Sykes,1999 [12]). In the following,we reviewkey preferred to use a simple linear relationship so a bond
results and discusstheir implications. actslike a linear springand exertsa forceon the bonded
particles given by
2. THE LATTICE SOLID MODEL
F a = k(ro-ra)e • , (1)
Motivated by molecular dynamics, the Lattice Solid
where k is the springconstant,r0 is the equilibrium sep-
Model (LSM) was initially proposedin 1992 (Mora,
aration, r • is the distance to the c•-th bonded particle
1992 [16]). It consistsof a systemof particleswhose
and e• is the unit vector pointing to the c•-th bonded
interactions are specifiedsuch that they represent the
particle. By expressingparticle displacementin terms
basic units of the systembeing simulated.
of a continuousdifferentiable infinitesimal displacement
For example, to model rocks at the meso-scale,in-
field ui -• 0, the i-th component of the total force on
teractions should be specifiedcorrespondingto those
the particle can be written as
between cementedor touching rock grains. The parti-
cle discretization of matter makes it tractable to simu-
late the essentialcomplex phenomenaunderlying fault
Fi - mai- • F•
dynamicssuch as fracture of heterogeneous solidsand kro
• aa 02uj
friction between rough brittle surfaces. In the initial
LSM, solid material was discretized in 2D as particles
-- • • Z Z •-.eieje•e•
a j k t
OxkOxt
'
bonded by elastic brittle bonds. Even with suchsimple
where m is usedto denote the particle massand higher
interactions, a variety of phenomenarelevant to earth-
order terms in ui have been neglected. By comparing
quakeswereobservedincludingmodeII fracture (Mora the above expressionwith the equation for the acceler-
andPlace,1993[17]),slick-slipbehaviorandoccurrence ation ai of a point in an elastic solid
of ruptureas a slip-pulse(Mora and Place,1994 [18]).
In the most recent versionof the LSM (Mora and
Place,1998[19];PlaceandMora, 1999[24]),the small-
ai-- Cijkœ
02Uj
p Oxkxt
(3)
est piecesof material are discretized as particles ar-
we observethat in macroscopic
limit (to -• 0) when
rangedinto a regular triangular lattice in 2D or a close-
the expansion of particle displacement in terms of a
packedlattice in 3D (Abe, Mora and Place,1999 [1]). continuous field ui is valid, the lattice solid behaves as
Theoretical studies of the elastic properties of the lat-
an elastic solid with Hooke tensor given by
tice solid demonstratethat use of a triangular lattice
in 2D or face-centered
hypercube(FCHC) lattice in 3D
yield isotropic elastic behavior for each piece of model ½ij
kœ-- • I Z k•.•e?eTe•e?
(4)
material. These piecesof material are usedto represent
rock grains or blocks. Bonded particles undergolinear where • is the densityof the lattice which dependson
elastic attractive and repulsiveforcesdependingon the the particle massand lattice geometry(e.g. seeMora
inter-particle separation. Grains are bonded together and Place,1994[18]).
by breakable bonds to enable fracture processesto be It is numerically convenient to arrange particles
simulated. Different piecesof material interact with one within solid regionsinto a regular lattice structure such
anotherif they comeinto contactthrough the frictional as a triangular lattice in 2D or a close packed lattice
and repulsive forces that occur between their surface in 3D which both have shear elasticity due to their lat-
particles. The frictional work done on surface parti- tice geometry. However, while the 2D triangular lat-
clesgeneratesheat and the heat-flowequationis solved tice yields an isotropic Hooke tensor with elastic
108 LATTICE SOLID SIMULATION OF FAULT ZONES AND EARTHQUAKES

which is equivalent to that of a 3D solid with Poisson's

ratio of 0.25 which is similar to most crustal rocks. The
density of the 2D triangular lattice is given by
2
•m (6)
p- '
which is obtained by dividing the particle mass by the
volumeof spacefilling elements(hexagonsfor the trian-
gular lattice). A similar expressionfor densitycan be
obtained for the 3D FCC lattice.
To achieve arbitrary elastic properties (specific
anisotropyor arbitrary A and •u), more complexelastic
interactions between particles are required. However,
this added complexity adds computational cost.
Figure 2. Velocity surfacesfor the 3D FCC lattice without Furthermore, other aspectssuchas friction, fracture,
2nd order interactions(the part abovethe x-y plane is cut gouge dynamics, heat and porous effects are likely to
have a stronger influence on the nonlinear dynamical
behavior of a fault zone than the exact elastic coeffi-
A - •u(i.e. similarto rocks),the closepackedlatticein cients. For this reason, we have so far preferred to re-
3D is anisotropic. tain the simplicity of the radial only or central forces
In order to achieveisotropic behavior in the 3D case model. This allows individual particles to be treated as
usingthe simplecentralforcemodeldescribedby Equa- point massesand results in a very simple and efficient
tion (1), it is necessaryto implement a lattice which computational model and numerical integration of the
contains second order interactions in a face centered
equations of motion for particles. Shear elasticity is
cubic(FCC) structurewhichis equivalentto useof the present as a consequenceof the lattice structure and is
face centeredhypercube(FCHC) structurein the lat- similar to thatofrocks(i.e.Vs - Vp/x]f•).
tice gasmethods(Frischet al. 1987 [10]). First order A single particle carries no angular momentum and
or nearest neighborinteractionsinvolveparticles sepa- hence,particle rotation is meaninglessusingthis simple
rated by a distanceda smaller than a given maximum approach. However, groupingsof bonded particles can
distanceda _• ?'max
1 whereassecondorder interactions
involve particles separated by a distance da within a
rangermin_
2 < da _• rmax
2 wherermin
2 1 x
• rma (Donz6
1994 [9]). For the 3D FCC lattice without secondor-
der interactions,the wavevelocitiesVp,Vsl and Vs2can
been computednumerically by inserting the ea for the
lattice into Equation(4), computingthe acoustictensor
Q ik for different directionsif, and solvingfor the eigen-
values(Abe, Mora and Place, 1999 [1]). The resulting
velocity surfacesshownin Figures 2 and 3 demonstrate
the stronganisotropyof the shearwave velocityof the
FCC structure and the isotropy using the secondorder
interactions(c.f. FCHC structure). Isotropyof shear
wave propagationalso resultsfor the triangular lattice
in 2D.
The isotropic lattice solid structures has Lam6 elastic
moduli given by
Figure 3. Velocity surfacesfor the isotropic 3D FCHC
lattice with 2nd order interactions(the part abovethe x-y
plane is cut off). Only two surfacesare visible becausethe
- - , (5) 2 slowervelocitiesare identical (V• • --
 MORA ET AL. 109

rotate and conserveangular momentum. To ensurethat of healing due to chemical interactions, most simula-
rotation and shear elasticity is simulated at the lowest tionshavebeenconductedwith fracturingonly (i.e. no
scalein the model, which may have a fundamentaleffect healingmechanism).In these,we havechosena simple
on system dynamics, particles are grouped into small fracture criterion that dependsonly on the separation
unbreakable "grains" at the lowest scale. Each grain between bonded particles although more complex cri-
consistsof several particles arranged into the lattice teria (e.g. temperatureand pressuredependent)would
structure and therefore, representsan isotropic elastic be easyto implement if required. Namely, bondsare be
piece of material. Using this approach,grains can be broken irreversibly when the inter-particle separation
considered asthe atomsof the model(smallestindivisi- exceedsa given threshold breaking distance rb. The
ble unit of modelmatter) and the particlescan be con- elastic force between unbonded particles coming into
sideredas the quarks(a simpleunit from whichatoms contact (e.g. surfaceparticlesof unbondedgrains) is
can be made but which can never exist in isolation). purely repulsive
Grains are bonded together to make up an aggregate
material representingthe lattice solid.
r•,_ { k(ro-r)e
• r_<ro (8)
0 r>ro .
2.2. Artificial Viscosity A limitation of modeling fracturing behavior in a
An artificial viscousforce proportional to particle ve- discrete lattice is imposed by the desire to use the
locity is applied to avoid the buildup of kinetic energy tractable and elasticallyisotropicregular lattices (e.g.
in the closedsystemthat may modify systemdynamics triangular in 2D and FCHC in 3D). Suchregular lat-
(Mora and Place, 1994 [18]). This mimicsthe effectof tice can be compared to a crystal lattice and exhibit
seismicwave radiation to outsidea given crustal fault anisotropicfracturingbehavior(e.g., Mora and Place,
region. The viscousforceson eachparticle are givenby 1993[17])that is not associated
with mostcrustalrocks.
However, this unrealistic behavior is suppressedin the
rv = -vi , (7) lattice solid model by the introduction of irregularity
throughgroupingof particlesinto unbreakable"grains"
where v is the viscosity coefficientand i the velocity with random shapes.The size of particleswithin grains
of the particle. The viscosityis frequencyindependent can also be varied to further add to the irregularity of
and does not fundamentally alter the dynamics of the the lattice solid aggregatematerial. This approach of
systemif carefullychosen(Mora and Place,1994[18]). grouping particles into irregular grains has been shown
The energy lost to the artificial viscosityis generally to yield realistic fracture behavior in simulationsusing
consideredas kinetic energy lost from the system but the DEM particle basedcomputationalapproach(e.g.
recentwork (Mora and Place, 1999b [21]) has shown Sakaguchi
and Miihlhaus,1999[28]).
that this assumption leads to an overestimate of the
seismicwave radiation during rupture. This is because 2.J. Friction
someof the energylost to artificial viscosityis converted Unbondedparticlesthat comeinto contact(i.e. r (
to other energyforms suchas heat and strain energyin ro) undergolinear elastic repulsionof the same form
the absenceof viscousdamping. as Equation (8) and a simple frictional force. These
are termed touching particles. The intrinsic frictional
2.3. Fracture and Healing
force opposesthe relative tangential velocity between
Brittle fracture behavior occurs under most condi- the touching particles and is applied at the center of
tions relevant to the earthquake processso bonds be- particles rather than at the surface. This simplification
tween different grains are allowed to break irreversibly avoidsthe need to model rotation at the particle scale
accordingto a givencriterion. Similarly,it is possibleto and makes the computational problem more tractable.
reform bondsto simulatehealingor chemicalprocesses. It is not a fundamental drawback consideringgroup-
In the limit, molecular interactions can be used such as ings of particlescan rotate, and torque on suchgroup-
a radial Lennard-Jonespotential function (e.g. Mora ings due to forceson surfaceparticles will be modeled.
and Place, 1993) or a more complexfunction. With Any desiredfrictional force can in principlebe specified
the exception of initial work using the Lennard-Jones (e.g. dependingon physicalconditionssuch pressure
potential and some unpublished tests on the influence and temperature or dynamic variables such as slip
110 LATTICE SOLID SIMULATION OF FAULT ZONES AND EARTHQUAKES
locity etc.). Modeling an arbitrary friction requiresno
slip when the tangential forcebetweena surfaceparticle
pair is insufficient to overcomethe static friction, and
applicationof the specifieddynamicalfrictional forceto
resist tangential slip otherwise. In most experimentsso
far we have retained the simple Coulomb-like friction
or modifiedthis slightly (e.g. to model the effect of
increasedpore pressure).
In the caseof the Coulomb-likefrictional interactions,
the forceon a particle due to dynamic frictional contact
with particle/3 is given by
F•D- --pa•,r0e•T
, (9)
where p is the coefficientof friction betweenparticles,
a•, is the effectivenormal stressbetweenparticle pair
computed
asa•,- k(r- ro)/ro,ande• -
the unit vector pointing in the direction of the relative
tangential
velocity
• between
theparticle
andtouch-
ing particle • given by
5• - (•-•)- ((•-/•)-e •)e• . (10)
The dynamicfrictionalforcegivenby Equation(9) rep-
resentsan upper bound for the effectivefrictional force
on a givenparticle due to the frictional interactionwith
another particle/3. For example, if the two particles
are in static frictional contact (zero relative tangen-
tial velocity), they will remain static until the exter-
nal forcesexceedthe dynamic frictional force given by
Equation (9). In other words, to maintain a static
frictional contact, a frictional force which is lower in
magnitude than the so called dynamic frictional force
is effectively being applied. We denote this effective
frictional
forceasFf. The computation
of the effec-
tive frictional force is non-trivial and involves resolu-
(Mora and Place, 1994 [18]) in the caseof no intrin-
tion of a nonlinear system as described in Place and
Mora (1999a) [24]. The approachinvolvingresolution sic friction. When intrinsic friction is present as in this
of the nonlinear system allows all dynamical and static
frictional forcesto be preciselycalculatedat each time
step of the numericalintegration algorithm. The LSM is
similar to the particle based Discrete Element Method
(DEM) of Cundalland Strack(1979 [8]) but the inde-
pendent roots have led to a vastly different computa-
tional approach. Comparisonsbetween the two meth-
ods(Placeand Mora, 1999a[24])demonstrate
that un-
der the given LSM assumptionsof stoppingslip exactly
between static surface particles, the LSM is more pre-
cise and efficient than the DEM method. The frictional
work done is converted to heat in the model.
2.5. Numerical Integration
Once the forceson each particle are computed from
the positionsand velocitiesof all particles as described
above, the acceleration of each particle can be calcu-
lated by summingthe differentforces(e.g. elastic,fric-
tion and viscous)
5•
=I(•F"+•-•F•+Fv
m . (11) •
In a manner similar to that usedin moleculardynamics,
the positions and velocitiesof particles can then be ex-
trapolated in time usinga finite-differencescheme.The
schemeis basedon the velocity-Verlatapproach(e.g.,
Allen and Tildesley,1987 [2])
is
x(t+ - x(t)+ + At•(t) , (12)
2
(13)
However, one observesthat the simple velocity-Verlat
schemerequires acceleration at the next time step in
order to extrapolate the velocity to the next time step.
This dependson the elastic, frictional and viscousforces
at the next time step. The elastic force at the next time
step can be computed as this dependsonly on the po-
sition of particles which is calculated in the first step
of the velocity-Verlat algorithm. However,the artificial
viscousforcespecifiedby Equation (7) dependson ve-
locity at the next time step which is not yet calculated.
For this reason,an iterative approachwas developed
study, the finite-difference schemefor numerical inte-
gration becomesmore complex in order to accurately
treat particles in static frictional contact and particles
that passbetween dynamic and static frictional contact
duringa time step (Place and Mora, 1999a[24]). As
mentioned previously, the effective frictional force on
a particle due to touching particle/3 that must be ap-
plied during the time step is generally lower than the
dynamicfrictional forcegiven by Equation (9). This
effective frictional force depends on all other forceson
the particle, includingthe yet to be calculatedeffective
frictional
forces
Ffflduetoother
particles/3
that
 MORA ET AL. 111

the particle. Consequently,a coupledsysteminvolving

all touching particles must be resolvedto determine the z(t+zxt)- z(t)+ z(t)- z(t),(17)
F•. Because
theelastic
forces
acting
onparticles
change
after bond-breaking, the systemmust be resolvedtwice where T(t) is the temperatureof the particle at time
at eachtime step denotedt in' order to determinethe t, T(t + At) the temperatureat the time t 4- At, • is
effective frictional forces before and after the bonds are a constant imposed by the lattice geometry and r s is
broken. As an added complexity, a specialcasemust be the distance between the particle and touching parti-
treated when the relative tangential velocity, and hence cle a. This method, which is equivalent to the well
frictional force, reversesdirection during a time step due known FTCS Finite Differencescheme(forward time,
to elastic forcesacting on the particles. This adds non- centeredspace),is numericallystableunder the condi-
linearity to the coupled system that must be resolved. •/•t ( •.
tion (r-•-V)•• Theconstraint
At -• evp
TM(e.g.,Mora
To achievea preciseand efficientnumerical integration, and Place 1994 [18], Place and Mora 1999a [24]) is
an adaptive time step that varies accordingthe level of imposed on the timestep by the computation of the
dynamical activity in the model was utilized. A half elastic interactions in the model. Typically e ( 0.2
time-step scheme is used to take into account the dis- must be chosento ensure numerical stability and suf-
continuity in frictional forcesthat may occur at a time ficient accuracy of the dynamic computations. Con-
step t due to bond breaking. sidering the thermal diffusivity of typical rocks is ap-
proximatelyn = 10-6m•s-•, and assuming
a P-wave
2.6. Energy Conservation
velocityVp- 5000ms
-x thisguarantees
that the sta-
Total energy- computedas the sum of heat, potential bility conditionis satisfiedfor r0 • 4.10-•lm whichis
energy,kinetic energy,fracture energyand applied work alwaysthe case(Abe, Mora and Place1998 [1]).
done has been verified to remain constant to a high The only heat source implemented in the model is
precision
- typicallyto within 1% after 106time steps- frictional heating, i.e. there is no heat generatedby the
and provides a useful implementation test. dissipationof elastic wave energy in the presentversion
of the model. The constant • for the 2D triangular
2.7. Heat Flow lattice and 3D close packed lattice respectively equals
The behavior of temperature in a solid with heat 1.5 and 2 (seeAbe, Mora and Place,1999 [1]).
sourcescan be describedby the heat flow equation
2.8. ThermalExpansion
c•T c•2T 1
4- •H(•,t) , (14) If a fault system is heated so that the temperature
Ot= I'cij
•xi•xj pCp distribution becomesheterogeneous,geometry will be
changed by thermal expansion of the material. This
wherep is the densityof the solid,Cpis the heat capacity
has an influence on the distribution of stress and thus
and H(•, t) the localheat productionor sourceterm. In
the caseof an isotropicmedium, the thermal diffusivity potentially on the dynamics of fault slip and rupture.
This could be importance, particularly if the system is
tensor nij is diagonalso a scalarn can be used and
closeto a critical state where even the small thermally
Equation(14) simplifiesto
inducedgeometricchanges,whichwouldnot exceed1%,
OT c92T 1 can have an influence.
Ot- n•-xWx•
4---
pCp H(g,t) . (15) The simplest approach for implementation of ther-
mal expansion would be to use a relation between the
In the Lattice Solid Model, the sourceterm represents temperature and the radius of a particle. The high tem-
the frictional heat being generatedby particles rubbing perature increasesof severalhundred degreeswhich can
together. The solutionof Equation (15) is split into 2 occur during large slip events make it necessaryto use
steps. First the heat produced by interparticle friction a nonlinear relationship such as
is added to the particles and then the heat is extrap-
olated in time by an explicit finite-difference method,
namely to(T) = R0(14-co4-cx(T - To)4-c•(T - T0)•
(18)
1
T(t) - T(t) 4- H(t) (16)
pcp (seeAbe, Mora and Place(1999) [1]), becauseat
112 LATTICE SOLID SIMULATION OF FAULT ZONES AND EARTHQUAKES

temperaturesthe contributionof the higherorder terms The fluid pressurecan be computed from
becomessignificant.
A cubic relation with the parameters for polycrys-
talline quartz (e.g,Touloukianet a1.,1977[30]) OP
at= 1[OT ]+avO•P
2 , (21)
co - -0.00236
where •3 representsthe compressibility,7 the thermal
expansionof the fluid and ct• the Darcian diffusivity
c• - 6.912.10 -6
(Lachenbruch
1980 [14]). If the dilatationalstrainrate
c2 - 5.559-10-• of theporespace/•is assumed
to besufficiently
small
c3 - 1.312.10-• and thereforeignored,Equation(21) simplifiesto

hasusedbeenusedin Abe, Mora and Place(1999) [1]. OP 70T O•P

Using these coefficients,at 800K - a representativetem- Ot= /•Ot4-a•.O• ' (22)
peraturewhichcan be reachedduringslip events(e.g., The first term on the right hand side representsthe
McKenzieand Brune, 1972 [15]) - the contributionof source term, i.e. the pressure rise caused by the in-
the higher order terms is approximately70% of the ex- creasein temperature and the secondone is the trans-
pansion. port term. Thus Equation(22) hasthe samestructure
as the heat flow equation (14) and is solvednumeri-
2.9. Temperature Dependent Pore Fluid Pressure
cally using the same method. The same considerations
If pore fluid is presentin a fault zone, the heat gen- about numerical stability also apply, i.e. for realistic
erated during a slip event can causethermal expansion values of ap, the constraints placed on the time step
of the fluid, thus leadingto a local increasein pore fluid by the computations of the dynamics ensure that the
pressurealong the fault. This can reduce the effective numerical solution of the pressureequation is stable.
normal stressand the resulting frictional force. If the Assumingthat the pore fluid is water, the value of
reductionin frictional forceis significant,then this pro- the pressureincreasefor the conditionsat seismogenic
cesswill have an influenceon the dynamicsof the fault depths in the crust, i.e. 150 - 300MPa and 600 - 900K,
slip. is• - 1.5- 2MPaK-•. Thusanimmediate
tempera-
In the presenceof a pore fluid, the heat flow equation ture increaseof a few hundred degreeswould generate
(15) becomes a pore fluid pressurewhich exceedsthe lithostatic pres-
sure.
OT I 0
--H(g, t) + -- (pftcftv7T) The relation between frictional stressr. normal stress
Ot = pCp pCp a•. coefficientof dynamic friction/z and the pore fluid
(19) pressureP can be expressed
as (Nur and Byerlee.1971
[23])
wherep and Cpare the densityand heat capacityof the
aggregate(i.e. rockand fluid together),pft andcf• are
the parametersfor the fluid only and v7is the convective r-/•(a.- (1--••)
P) . (23)
velocity of the pore fluid. As shown by Lachenbruch where/•g is the compressibility of the solidgrainsand
(i.e. Lachenbruch 1980 [14]), the convective term can /•r is the compressibilityof the whole material includ-
be ignoredsafelysoEquation(19) simplifiesto ing the fluid. Assumingthat the compressibilityof the
OT O•T 1 solidgrains is far smaller that the compressibilityof the
wholeaggregate,i.e. the compression takesplaceat the
O•= •D--ff+ --3Z(•,
pCp t) , (•0) expenseof pore volume(Lachenbruch1980 [14]), we
can assume
whichis identicalto Equation (15). Assumingfurther
that the porosity of the material is small enoughthat
the contribution of the fluid to the heat capacityof the /•-• )0 , (24)
solid can be ignored, the same parameters as in the
in whichcaseEquation(23) simplifiesto
case without a pore fluid can be used in the numerical
solutionof Equation (20). = - .
 MORA ET AL. 113

Assumingfriction vanishesif the fluid pressureexceeds Each block was pushedfrom the outer driving plates
the normal stress,and ignoringeffectsoccurringat high at a constantvelocityof Vplate- 0.00025Vpwhere Vp
fluid pressuressuchas hydraulicfracturing, the effective representsthe P-wavevelocity(approximatelyequalto
inter-particle friction coe•cient used for the computa- 1.0 for a spring constant k - 1 and a particle mass
tion of frictional force between touching particles can m - 1, see Mora and Place, 1994 [18]) while being
be calculated as subjectedto a constant normal stress. Simulationswere
performed over displacements of up to approximately
/•ety- •'•-•/fifP<cr,•
0•,, P _•a,• . (26) 1400 particle diameters(more than 21 full rotationsof
the circularmodelalongthe x-axis) wheredisplacement
. NUMERICAL SIMULATION OF FAULT is defined as the distance moved by the upper block
relative to the lower block.
ZONES
In the following,we applied two normal stresses,one
To study the behavior and evolution of fault gouge higher and one lower, and use two different break-
zones, numerical experiments have been conducted in- ing separations. Scalingthese for a solid with Vp --
volving a weak heterogeneousregion placed between 3x/•km/sanddensity
p- 3000kg.m
-3, thehighernor-
two elasticblockswith roughsurfaces(Mora and Place, mal stresswould correspondto 1500 MPa and the lower
1999a[20];Placeand Mora, 1999b[25]). Thesesimula- normal stressto 150 MPa (see Place and Mora, 1999
tions were performed prior to the introduction of tem- [24] for an explanationof the scalingbetweenmodel
perature related effects which implies that the model and MKS units). For comparison, usingVp - 3km/s
is scaleless,or in other words, phenomenaoccurring in and p - 2200kg.m -3, the two normalstresseswould
the model occur independently of the scale. For this correspondto 367 MPa and 36.7 MPa. In view of the
reason, we do not use absolute units but numerically somewhatarbitrary value of the normal stressin physi-
convenient model units. The results can be compared cal units dependingon the assumedelastic moduli and
to laboratory experiments by consideringany appropri- density, we will not label these different runs with a
ate relative scales(e.g. gougelayer width relative to numerical value of normal stressbut only as high and
minimum grain size, speed of driving blocks past one low normal stress. For the runs with the higher nor-
anotherrelative to rupture speed,etc.). mal stress,we have used a higher breaking separation
The gougezone was initialized as unbreakablegrains of rb - 1.075r0 and in the lower normal stress runs,
of different sizesand shapes. Grains were bonded to one we have used two different values being rb - 1.0075
another by breakablebondswith a given breakingcrite- and rb - 1.015r0. The results will be compared and
rion rb and singleparticleswere removedfrom the gouge discussed.
zone(Plate 1). Therefore,the gougeregionis weakand
breaks down during simulations. Large grains, com- 3.1. Effective Fault Friction
posedof groupingsof smaller grains which are bonded
together, are formed naturally early in the simulation. The shearstresson the driving plates dividedby the
The model consisted of 256 x 64 particles and the constant normal stress is termed the instantaneous fault
gougelayer thicknesswas 50 particle diameters= 50 x r0 friction•uy.Figure4 showsthe instantaneous
fault fric-
which is about 12 times the longestgrain length. Four tion as a function of the displacement for numerical
differentgrain shapeswereused:elongatedhexagon(10 experimentsusing coefficientsof friction ranging from
particles),hexagon(7 particles),diamond(4 particles) •u= 0.4 through •u= 1.0 usingthe higher normal stress
and triangle (3 particles). A distributionof grainsin- and r• = 1.075r0. Characteristicsawtooth shapesof
verselyproportionalto grain size (Size is measuredin stick-slipcyclescan be clearlyseenin the magnification
termsof numberof particles.)wasusedto randomlyfill box. During the stick phase,the stressbuildsup in the
the gougeregion. Diamond and triangle grain shapes solid. When enoughenergy is stored in the deforma-
are then used to fill as much of the remaining porosity tion of blocks to overcome the static friction or fracture
as possible. Roughnessof the model fault surfaceswere criterion of bonds along a given rupture surfacewithin
initialized using a power law spatial spectrum of sur- the gougelayer, a dynamic rupture event occurs. The
face heightswith exponent0.5 (Mora and Place, 1994 stressis suddenlyreleasedduring this slip phase. To
[18]) usinga maximumheight variationof 5 particle obtainthe effectivefrictionof the gougelayer (termed
diameters. the fault friction), the saw-toothinstantaneous
114 LATTICE SOLID SIMULATION OF FAULT ZONES AND EARTHQUAKES

•,• • .,,• •' • Rigid

driving
plates
ß Elasticblock

.. --. F•ultsurfaces

Gouge layer

Grain

i i I

64 particles

Plate 1. Experimental setup:the simulatedfault gougeis initializedby specifying

a weakregion
composedof unbreakable
grainsof rock whichare weaklybondedtogether. Boundaryconditionsare
circular in the
 MORA ET AL. 115
0.9
Stick
0.8

0.7

0.5

0.4

0.3

2•)0 2'10 2•;0 2•0 2•tO 2,•0

Displacement
0.9

0.8 =1.0
0.7

0.6

JL[f
0.5
0.4

0.3

0.2

0.9

0.8
lU,f ,u,=0.8
0.7

0.6 -

0.4

0.3

0.2

0.9

0.8
=0.6
0.7

0.6 -

fOo$
0.4

0.3

0.2
ß ß ß -

0.9

o.,, lU,=0.4
0.7

0.6
'
0.5

0.4
•
0.3

0.2
ß , - _ , - _ , - _ , - _ _ ,

0 250 500 750 1000 1250 1500

Displacement

Figure 4. Plot of the instantaneous

fault friction•uf (thin light line) and fault frictionfif (solidbold
line) for differentvaluesof inter-particlefriction/z. The magnificationbox allowsthe characteristicsaw-
tooth shapesof the stick-slip cyclesto be seen. The displacementis the distance moved by the upper
blockrelative to the lowerblock and is measuredin terms of particle diameters
116 LATTICE SOLID SIMULATION OF FAULT ZONES AND EARTHQUAKES

curve is smoothedusing a running averageusing trian-

Fault friction
gular weights.The fault frictionis denotedas •f.
The fault friction initially rises as the system is
stresseduntil the stressis sufficientlyhigh for the gouge
No gouge
layer to start to break down and slip.
At this time, the fault friction reachesa maximum
value, usually about 0.7, which is abovethe subsequent
.•'• Gouge 2
longterm averagewhichis around0.6. After this initial
period, the fault friction decreasesas fracturing occurs
in the active shear zone. The rate of breakdownof large .........? ........ • .......• ...... ?....
grains into smaller grains which can better accommo- Gouge 1
date slip is highestduring this initial period when •f o'.o o'.s '0 2'.o
is decreasing.Subsequently,the fault friction reachesa
minimum and then has gradual oscillationsabout the
long term average. The behavior so far is very similar
to that of gougelayersin long displacementlaboratory Figure 5. Plots of averagefault friction gf as a func-
experiments(e.g. Beeleret al., 1996[4]). tion of inter-particle friction for suites of experiments in-
3.1.1. Self-regulation.. It is remarkable that despite volvingthin gougelayerscontainingunbreakablegrainsand
unbreakableupper and lower blocks(from Mora and Place,
the inter-particle friction/z ranging by a factor of 2.5, 1998). Curvesfor two differentgrain distributionsare plot-
the long term averagefriction oscillatesaround a con- ted denoted Gouge I and Gouge2. The casewhen no gouge
stant value of 0.6 except when a self-organizationpro- is present is denoted No gouge.
cess(describedbelow) occurs. Hence,the balancebe-
tween grain surfacesliding and grain rolling-type move- processes
and fracturingmay alsobe important and is
ments self-regulatessuch that the fault friction is al- expectedto have a modifyinginfluenceon the overall
ways a constantof about 0.6. This offersan explanation behavior. The same model fault but with the gouge
as to why all rock types seem to have roughly similar grainsremovedyieldeda high friction as expecteddue
static friction despite very different chemical composi- to the combinedeffectof model fault roughnessand the
tions and surfaceproperties. It suggeststhat the effec- intrinsic friction between grains.
tive friction of faults is not due to rock surface friction. 3.1.2. Self-organization.In two of the four casesshown
Rather, it is due to the complex dynamics of a gran- in Figure 4, the fault friction dramatically drops to
ular zone in which the differentmodesof slip (sliding, gf •0 0.3 abouthalf waythroughthe run and remains
fractureand rolling)self-regulatesuchthat the effective stable for a considerabletime. Movie sequencesand
friction remains almost constant. snapshots demonstratethat the dramaticweakeningef-
A similar behavior has also been observed in earlier fect is due to slip becomingmore localizedalonga very
studies involving a thin gouge layer consistingof un- thin basalshearband where slip occursthrough a highly
breakablegrains (Mora and Place, 1998 [19]) where efficientrolling-typemechanismsimilarto that observed
plots were obtained of the long term average fault in thin gougelayer experiments(Mora and Place, 1998
friction as a function of inter-particle friction. These [19]). The longtime for self-organization
intothisweak
studies demonstrated that average fault friction was state is a possiblereasonwhy weak gougehas not been
relatively insensitive to inter-particle friction /z for a observedin the laboratory, and offersa comprehensive
wide range of/z (see Figure 5). For /z rangingfrom potentialexplanationfor the heat flow paradox(Mora
0.2 through to 2.0, the averagefault friction remained and Place,1998;Mora and Place,1999a[20]). We also
around 0.5 in one case studied, Gouge 2, which con- note that in somesimulations,we havenot seenthe self-
tained a distribution of grain shapes. In the second organizationprocess beforethe endof the runs(e.g. the
casestudied(Gouge1), the averagefault frictionvaried caseswith/z - 0.4 and/z - 0.8). When we have seen
by a greater amount over the range of/z consideredbut the self-organization
process,the runswererecontinued
these variations do not directly correlatewith/z and re- to study whetherthe weak state wasa stableconfigu-
main small. Combined,the thick breakablegougelayer ration, hencethe longer simulation times for the cases
resultsand the thin gougelayer resultssuggestthe bal- /z = 0.6 and/z = 1.0.
ance between rolling and sliding is able to accountfor The snapshotsshownin Figure 6 illustrate the local-
the self-regulationprocess.The balancebetweenthese ization and self-organizationprocessesthat are
 MORA ET AL. 117

d= 1O0 d=350 d=379 d=400

d=425 d=600 d= 1200

Figure 6. Snapshotsof the localization experiment using/z -- 1.0. The shadesof grey representthe
time averagedhorizontal particle speed. Dark grey representssmall velocitiesand highlights the active
shearzone. The lightestgrey corresponds to the speedof the upper and lower blocks(which are being
driven in oppositedirectionspast one another) as well as any gougematerial that is moving in unison
with the blocks(i.e. lockedzonesof the gougelayer that are not shearing).

ring in the numerical experiment. During the initial
breakdown period, slip is distributed throughout the
weak zone. Subsequently,slip becomeslocalized in a
relativelywide shearband (d = 100 to d = 379) that is
about 25% of the gougelayer width. This broad active
shear band gradually meandersas the simulation pro-
gresses.Slip eventsare occurringon rupture surfaces
within this active shear zone such as illustrated in Fig-
ure 7. After a large displacement,the active shearband
rapidly migrates to the base of the gougezone and re-
localizesinto a narrowershearzone (snapshotd = 379
to d - 425 in Figure 6). When this occurs,fault fric-
tion •f dropsdramaticallyfrom •f -• 0.6 to • -• 0.3.
The suddennessof this migration and re-localization in
movie sequencesmakes it appear visually like a phase
transformation phenomenon. During the period when
slip is highly localized at the base of the gougelayer,
fault rupture occursalong this narrow horizontal band
rather than along the shears occurring earlier in the
simulation which are typically oriented at about 10-20
degreesfrom the horizontal(similar to the theoretical
R1 Reidelshearangle,seePlaceand Nora, 1999b[25]).
3.1.3. Heat generation. Thin gougelayer simula-
tion results(Nora and Place, 1998 [19]) have demon-
strated that rolling and jostling movementsof grains
to accommodate slip can lead to low heat production.
However, it was unclear from this earlier work whether
or not a thin weak shear band is able to form on nat-
ural faults or in simulationsinvolving a thicker gouge
layer. Recentwork (Place and Nora, 1999 [25]) has
proven that similar phenomena also occur in simula-
tions during the period when slip is highly localized.
Figure 8 comparesthe amount of heat that would the-
oretically be produced if the fault friction was equal
to the inter-particle friction, to the heat actually gen-
erated in the run with •u - 0.6. The large drop in
heat observedduring period p2 when slip is highly lo-
calized coupled with the low fault friction during this
periodssuggests the numericalresultsmay offera com-
prehensiveexplanation of the heat flow paradox.
118 LATTICE SOLID SIMULATION OF FAULT ZONES AND EARTHQUAKES

a breakdownperiod (seeFigure4) is suppressed. With

the higher value of r•, the form of the fault friction
curve•! is very similarto the previousnumericalex-
periments.Theseresultssuggestthe bond breakingcri-
terion has an effect but this is mainly manifestedearly
in the run when the breakdown is occurring. Subse-
R1 quently, the effectivefault friction is regulatedby the
balancebetweenslip and rolling-typemovementsof the
gougegrains.

4. THE INFLUENCE OF HEAT

•.1. Thermo-mechanicalCoupling
A number of simulationshave been performedto de-
Figure 7. Snapshotof a simulation showingReidel shears. termine the influence of thermal expansionon the dy-
The shadeof grey representsthe particle displacementdur- namicsof slip events(Abe, Mora and Place, 1999 [1]).
ing 10,000 time steps. Hence, lines separatingareas with For these simulations, we used a 2D-model consisting
contrastedcolorshighlightshearzones.Two Rx shearszones of 64x64 identical particles with a well developedfault
can be distinguishedin the snapshot. gougelayer initialized similar to that usedin the nu-
merical experimentsdescribedin the previoussection.
numerical model is capable of matching all constraints To restrict the influence of thermal expansionto a sin-
surroundingthe heat flow paradoxincludinglow stress gle major slip event, a long simulationwasrun without
dropsduring simulatedearthquakes,low heat and low thermal expansion.The run wassubsequentlyrestarted
fault strength(Mora and Place, 1998 [19]; Mora and just prior to a major slip eventbut with the thermal ex-
Place, 1999a [20]). Recentwork has shownthat the pansioneffectturned on. Thus, the initial state of the
seismicefficienciesduring a typical rupture event is a modelwasidentical in both casesallowingfor a compar-
few percent, a value which is substantiallylower than ison between an event with and without the influence
the earlierestimates(Placeand Mora, 1999b[25]). of thermal expansion.
3.1.•. Effect of normalstressandfracturing. Figure 9
illustrates the effect of decreasingthe normal stress.
When the normal stressis lower, slip eventsoccur more 25O
easily and hencemore frequently. Thus, it was neces-
saryto lowerthe drivingrate of the platesby a largefac-
tor in order for slip eventsto be well separatedin time
2OO
P' --i-- P2 •i• P3 ;l
I I
(If slipeventsoverlapin time, the experimentwouldbe I I

150heat
I I
morecomparableto a high velocityexperimentto study
Theoretical I I
dynamicfriction rather than low strain rate laboratory
studiesof rock friction.). The resultspresentedin Fig-
'h100
X X,
II •
Ii•Actual_heat
ure 9 wereobtainedusingVplate-----0.00005Vp, fivetimes
lower than the runs described in the previous sections
5O
(c.f. the normalstresswasten timeslower). The two
runs were calculated with a different breaking criterion I I
ro = 1.0075 in the upper plot and ro = 1.015 in the
250 500 750 1000 1250
lower plot. In each case, an inter-particle friction of
/• = 0.6 was used. Displacement •
The resultsagain showthat the fault friction is rela-
tively constantalthoughthe longterm averageis slightly Figure 8. Plot of a theoretical calculation of heat gener-
ated assumingthe fault friction is equal to the inter-particle
higher than in the previousruns using higher normal
friction, and the heat actually generated during the simu-
stress. The effect of the breaking criterion ro can also lation with inter-particle friction/• = 0.6. The pi indicate
be seen. For the lower value of to, bondscan break more the periodsbefore(p•), during (p•), and after ps), the time
easilyand the initial bump seenon earlier plots prior to when slip was highly localized.
 MORA ET AL. 119

0.9
Stick .Slip
0.8

0.7

•fo.6
0.5

0.4 ......... ß i ß l

50 52 54 56 58 6O
Displacement
1.0

0.9 r=1.0075
0.8

0.5'

•.0

- %=1.015
t3.8 ].If
0.6 ' .....................................................................................................

0.5

0.4

0.3
.....

0 50 1O0 150 200 250 300

Displacement

Figure 9. Plot of fault frictionfor simulations

usingthe lowervalueof normalstress(i.e. rr• hereis
10x lower than for Figure 4).

Figure 10 showsthat there is no significantdiffer- on friction being modeled. The comparisonof theseslip
ence in the size of the main events when the thermal events starting from identical initial conditionsshows
expansioneffect is modeled. However, event timing is that the inclusionof the pore fluid pressurehas a signif-
influencedby the thermal expansion. One of the sim- icant influenceon the dynamicsof large events,whereas
ulations with thermal expansionalso showeda small small eventsare not significantlyaffected. The reduc-
precursoryevent which did not occur when the simu- tion of friction during major events generally leads to
lation was started from the same initial conditions but an increasein size for thoseevents(Figure 11). This
without thermal expansion. can be seen in the event size distributions obtained in
long runs generatedwith and without the pore pressure
•.œ. Thermo-porousCoupling effectturned on (Figure 12).
Figure 12 showsthat the magnitude-frequency rela-
To investigatethe influenceof the pore fluid pressure tion remainsunchangedfor small events,but that there
on the dynamicsof a fault, two setsof simulationshave is an increasein the number of large eventsand maxi-
been performed. First, singleslip eventshave been in- mum event size. The tendency towards an increasein
vestigatedby restartingthe modelimmediatelybeforea the size of large eventscan be explainedby the reduc-
slip eventwith and without the porefluid pressureeffect tion in friction causedbe the frictional heating and
120 LATTICE SOLID SIMULATION OF FAULT ZONES AND EARTHQUAKES

! 1000(•
\ x 200000 '
/! \\ \\ Time
/ \
/ \
!
!

62000 64000 66000 68000 70000 40000 42400 44600 46600

Time
Time

Figure 10. Instantaneous

fault frictionpf ----'r/O'nduringslip eventswith and without thermal
expansion.

5. SIMULATIONS OF MODEL FAULT

SYSTEMS
precursory
even•½•'• 5.1. The Critical Point Hypothesis
.for Earthquakes
.• stress accumulation slip
eent
porefluid pressure The observedpower law frequency-sizedistributions
for earthquakesare widely usedas a basisfor probab-
listic hazard analysis(i.e. the assumptionof a linear
fit of the log of the number of eventsversusmagni-
with
68ioo
pore
fluid
ressur•/ 68•oo 69200 696oo
tude is usedto make a predictionof the rate of large
earthquakes).The powerlaw observationhasled some
Timesteps researchersto proposethat the earth's crust is in a crit-
ical state when a large earthquakecan occur at any
Figure 11. Difference of the developmentof slip events time (Bak and Tang,1989[3]). If so,then the Poisson
with and without reducedfriction due to an increasedpore processassumptionunderlyingtraditional hazard anal-
fluid pressure. ysiswould be appropriate(i.e. that the probabilityof
an earthquakein time doesnot change). The Poisson
resultantincreasedpore fluid pressure.Small eventsdo processor random hypothesiscontradictsexpectations
not generateenoughheat to causea significantincrease basedon the simplephysicsprinciplesthat stresswould
in porefluidpressureandarethereforenot significantly needto build up on a fault followinga largeearthquake
affected. before another event can
 MORA ET AL. 121

2D system which can be consideredas a simplied low

'*'•_.••:••. With
pressure
effects
-''"'-- _ / B=0.55
resolutionmodelof an interactingfault system. For this
reason, we have studied the cumulative Benloft strain
in a long sequence.The sequenceanalyzed is the case
with r• = 1.0075 shownin Figure 9.
•, ..... B=0.66 We fit a power law time-to-failure function with log-
period fluctuations using least-squaresto cumulative
Benioffstrain (i.e. sumof the squareroot of kineticen-
ergy releasein syntheticearthquakeevents)preceding
large simulated earthquakes. The power law time-to-
failurefunction(Sornette,1995[29])is givenby

-5 ' 4 ' b ' e(t)- A+B(ti- t)c l +Ccos

2•r logA+•b
log ( E )
wheree isthecumulative
Benioffstrainrelease,
ti isthe
Figure 12. Changein the event sizedistributioncausedby predicted time of the critical point, c is the power law
the friction reduction due to pore fluid pressureincreases. exponent,and A, B, C, A and •bare parameters.All pa-
rametersof thepowerlawfunctionincludingti wereob-
An increasingnumberof observations worldwidesug- tained by least squaresfitting of the cumulative Benioff
gestsa more evolutionarybehavior. A power law time- strain releasecalculatedfrom the syntheticearthquake
to-failure function has been found to fit well the cu-
catalog. The model data was found to contain numer-
mulative Benloft strain release in the lead-up to some ous sequencesthat match well with the power law time-
large events, and during such periods, the statisticsof to-failurefunction(i.e. to havea low C-valuewhereC
earthquakes evolves(BufeandVarnes,1993[6];Bufeet is defined as the RMS error of the power law fit di-
at., 199:1[7];Jaum6and Sykes,1999 [12];Jaum6,1999 videdby the RMS error of a linear fit). Figure 13shows
[13]). This has led variousresearchers
to proposeat severalsuchsequences.It is interestingthat small sub-
least some parts of the crust may behave in a similar cycleswith almost identical power law exponentsare
wayto a criticalpoint (SornetteandSammis,1995[29]; often superimposedon longer cycles. The predicted
Bowmanet at., 1998[5];Huanget at., 1998[11];Sateur critical point time is slightly prior to the large earth-
et at., 1998[26];Sammiset at., 1996[27]). quakesand aftershocksoccurringat the end of the se-
Under this hypothesis, long-range correlations in quences.This result is consistentwith the critical point
stress(or closeness to failure) in the crust gradually hypothesisthat the largest earthquakescan only occur
build up as earthquakesoccur within a given region. after the systemhas reacheda critical point (i.e. after
Once a large earthquakeoccurs,these long range cor- the largest scalestresscorrelationshave been built up
relations are destroyed. This hypothesis explains the within the system). To confirmwhether the good fits
observedpower law time-to-failure fits and provides a can be ascribed to chance, we studied a random cata-
possiblephysicalbasisfor earthquakeforecasting(i.e. log with the same event-sizestatistics. We found that
intermediateterm earthquakeprediction). the random data could not reproducethe good power
Renormatization group theory yields complex expo- law fits observedusingthe lattice solidgenerateddata
nents which implies the power law time-to-failure func- (Mora, Jaum6and Place,1999[22]).
tion shouldhavelog-periodicfluctuations(Sornetteand The ratio of the RMS error of the power law time-to-
Sammis,1995[29]). failure fit divided by the RMS error of a linear fit pro-
5.2. Simulation Results
vides a measureof goodnessof fit of the time-to-failure
fits (Bowmanet al., 1998[5] usedthe samemeasure).
In the numericalexperimentsinvolvinga thick gouge Table I showsthe power law exponentsand the good-
layer describedin previous sections,ruptures were seen nessof fit measuresobtainedby the leastsquaresfitting
to occur anywhere within an active shear band. These algorithm. The power law exponentsshow remarkable
typically occurred at orientations similar to Reidel R1 consistency.In all cases,the log-periodicfluctuations
shears(Placeand Mora, 1999b[25]) suchas shownin significantlyimprovedthe goodness of fit measure(i.e
Figure 7. Hence, the model is simulatingruptures in a alp <
 207.6

CycleA1 •
204.6
Cycle B1:

CIp
='448 Ji
207.4
CIp='339 j '•
204.4

204.2 c=.38 •,• 207.2

204.0
207.0

203.8
30250 30300 30350 30400 30450 30750 30800 30850 30900 '

210

2O9

208

207

206
Cycle C: :
Cip=.365i
c =.41 '
2O5

2O4
Cycle B- Cip=.343, : i

203 Cy½leA: c =.37 ,

Cip=.392, c = .39

30000 30200 30400 30600 30800 31000 312oo

300.

200

100

0;
0 10000 20000 30000 40000 50000 60000

Figure13. Bottom:cumulative
Benioff
strain
release
fortheentire
sequence
with/•= 0.6,Vpt,•te
=
0.00005
thatis shown
in Figure9. Middle: A typicalpartofthecumulative
Benioff
strainsequence
(open
circles)
andpowerlawtime-to-failure
fits(solid
line)forthetwoadjacent
accelerating
sequences
orcycles
(labeled
A andB)whicharecontained in thissectionofthedata.Top: Twoaccelerating
sub-sequences
labeled
A1andB1whicharerespectively
contained
withincycles
A and
 MORA ET AL. 123

Table 1. The statisticsof earthquakesin syntheticearthquake

sequences
wereobservedto evolve(Figure14). In the
Cycle C alp c sequences
studiedso far, the evolutiontypically mani-
festeditself as evolutionfrom a higherb-valueof around
A1 0.545 0.448 0.38
A 0.511 0.392 0.37
0.9 early in the sequenceto a lower b-valueof around
B1 0.568 0.339 0.40 0.65 in the latter part of the sequence(e.g. seecyclesA
B 0.486 0.343 0.39 and A1). In somecases(e.g. cyclesB and B1), we also
C 0.535 0.365 0.41 observedan overall increasein seismicityin the latter
part of the sequencewith the b-valueremainingalmost
unchanged.
Bestfit powerlaw fit exponents(c) and the goodnessof fit
When searchingfor an optimal power law fit pre-
measuresobtainedby the least squaresfitting algorithm. C cedingthe last event of cycle B, we observeda local
and alp respectivelydenotethe measureswithout and with
the log-periodicfluctuations.

Sub-cycle A1 Cycle A

b=
4•'•J••. b=.65
ß
Z
•o

b=.9 oN
b=.9 oN '•.
i i i .... I I ß ß

Sub-cycle B1 Cycle B

ß eee••
,•o •o '• b=.37

b=l -•0•?•
b:l
\0%
b=l •,.•
b:l \ \o
.N
i i i .... I i ß ß I I I I I ß ß

-8 -7 -6 -5 -4

Magnitude Cycle C

. ,,oe b=.3

Figure 14. Cumulativefrequencyversusmagnitudeplots

forsimulation
datagenerated
using
thelattice
solid
model
shownin Figure 13. Open circlesshow the size-frequency
statistics in the first half of the sequence(period of the b=0.7 •,o '% b=l
power-lawfit) and stars showthe statisticsin the last half
of the sequence. As the time-to-failure predicted using the
power-lawfitting alwaysoccurredprior the mainshock,the
statistics exclude the mainshock and aftershocks. For refer-
ence, straight line segmentswith their correspondingnega-
.... .... .... .... -
tive slope or b-value are plotted as broken lines.
124 LATTICE SOLID SIMULATION OF FAULT ZONES AND EARTHQUAKES

minimum in least squareserror for a shorter sequence Acknowledgments. This researchwas supportedby the
(cycleC) that did not span sub-sequence
B1. To test Australian ResearchCouncil, The University of Queensland,
whether the overall increasein seismicityalso occursin and the sponsorsof QUAKES. Computationswere made on
the SGI Origin 2000 at QUAKES.
the sequenceidentified as cycle C, we also plotted the
statistics for this case. The results show an evolution REFERENCES
effect in cycle C for the smaller to medium magnitudes
(M • -5.5) that is more similar to that of cycle A. Abe, S., Mora, P., and Place, D. (1999) Extensionof the
Namely, the smallestmagnitudeshave the samerate in Lattice Solid model to incorporate temperature related
effects,Pure Appl. Geophys.,submitted.
the first and last half of the cycle whereasthe rate of
Allen, M.P., and Tildesley,D.J. (1987) Computersimulation
medium sizedeventsincreases.However,in the medium of liquids,(Oxford Univ. Press,New York).
to large event-sizerange, there appearsto be an overall Bak, P., and Tang, C. (1989) Earthquakesasa self-organised
increase in rate. critical phenomena,J. Geophys.Res., 9•, 15,635-15,637.
The above results are consistent with recent obser- Beeler,N.M., Tullis, T., Blanpiedand Weeks(1996) Fric-
tional behavior of large displacementexperimentalfaults,
vationalstudies(Jaum•, 1999). Namely,in most cases J. Geophys.Res. 101, 8697-8715.
when acceleratingmoment releaseis observedprior to Bowman, D. D., Ouillon, G., Sammis, C. G., Sornette,
real earthquakes, there is an increase in the rate of D., and Sornette,A. (1998) An observationaltest of the
moderate to large eventsin the latter part of these se- critical earthquake concept,J. Geophys.Res. 103, 24,359-
quences,but there are also some caseswhen the seis- 24,372.
micity rate may increaseat all magnitudes. Bufe, C. G., and Varnes,D. J. (1993) Predictivemodeling
of the seismiccycle in the greater San FranciscoBay re-
gion,J. Geophys.Res. 98, 9871-9983.
6. CONCLUSIONS
Bufe, C. G., Nishenko,S. P., and Varnes,D. J. (1994) Seis-
micity trends and potential for large earthquakesin the
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offer a powerful means to study the nonlinear physics Cundall,P.A. & Strack, O.D.L. (1979) A discretenumerical
model for granular assemblies,Gdotechnique,29, 47-65.
of earthquakes. Simulations show that the friction Donzi, F.V. (1994) A discretenumericalmodelfor brittle
of gougelayers dependsprimarily on the dynamics of rock deformation. PhD thesis
the system rather than the properties of rock surfaces Frisch, U., d'Humi6re, D., Hasslacher, B., Lallemand, P.,
within a gougelayer. A self-regulationprocessseems Pomeau,Y. and Rivet, J. (1986) Lattice Gas Hydrody-
to balance the different micro-mechanical slip mecha- namics in Two and Three Dimensions,Complex Systems,
1, 649-707.
nisms such as grain rolling versus slip between grain
Huang,Y., Saleur,H., Sammis,C., and Sornette,D. (1998)
surfacesleading to a universalfriction coefficientof ap- Precursors,aftershocks,criticality and self-organizedcrito
proximately 0.6 independently of the normal stressor icality,Europhys. Left. •1, 43-48.
breakingcriterion. After a long time, the gougemicro- Jaum6,S.C. and L.R. Sykes(1999) Evolvingtowardsa criti-
structure can self-organizesuch that slip occurson a cal point: a reviewof acceleratingseismicmoment/energy
release prior to large and great earthquakes, Pure Appl.
narrow band mainly through rolling-type movements Geophys.,155; 279-305.
resulting in an anomalously weak fault. Such struc- Jaum6, S.C. (1999) Changesin earthquakesize-frequency
tures can be stable over long durations. If such a self- distributions underlying acceler-
organization processoccurs in nature, it offers a com- ating seismicmoment/energyrelease,submittedto this
prehensivesolution to the heat flow paradox. volume(AGU Physicsof Earthquakesbook).
Lachenbruch,A.H. (1980) Frictional Heating, Fluid Pres-
Simulationsinvolving a model with multiple internal sure, and Resistanceto Fault Motion, J. Geophys.Res.
rupture surfacesexhibit accelerating rates of Benloft $5, 6097-6112.
strain release and an evolution in event-size statistics McKenzie, D. and Brune, J.N. (1972) Melting on Fault
in the lead-up to large events. The consistencyof the Planesduring large earthquakes,Geophys. J.R. Astr. Soc.,
29, 65-78.
lattice solid results with the critical point hypothesis
Mora P. (1992) A lattice solidmodelfor the nonlineardy-
for earthquakes and observationsprior to real earth- namics of earthquakes, The Seismic Simulation Project
quakessuggeststhat the statistical physicsanalogy of Tech. Rep. • •, 3-28 (Institut de Physiquedu Globe,
earthquake phenomena is relevant. The evolution ef- Paris).
fects seen in the physically based lattice solid numer- Mora P. & Place, D. (1993) A lattice solid model for the
ical model suggestthat intermediate-term earthquake nonlineardynamicsof earthquakes,Int. J. Mod. Phys. C,
•, 1059-1074.
prediction is a realistic goal of earthquakescience,and Mora, P. & Place, D. (1994) Simulationof the frictional
that numerical simulation can play an important role stick-slip instability, Pure Appl. Geophys.,1•3, 61-87.
in unraveling the puzzle. Mora, P., & D. Place (1998) Numericalsimulationof
 MORA ET AL. 125

quake faults with gouge: towards a comprehensiveexpla- Sammis, C. G., Sornette, D., and Saleur, H. (1996) Com-
nation for the heat flow paradox, J. Geophys.Res., 103, plexity and earthquake forecasting,In Reductionand Pre-
21,067-21,089. dictability of Natural Disasters, SFI Studies in the Sci-
Mora, P., & D. Place (1999a) The weaknessof earthquake encesof Complexity,(eds. Rundle. J. B., Klein. W., and
faults, Geophys.Res. Lett., 26, 123-126. Turcotte.D. L.) (Addison-Wesley, Raeding,MA 1996)pp.
Mora, P., & Place, D. (1999b) Acceleratingenergy re- 143-156.
leaseprior to large eventsin simulated earthquake cycles: Sakaguchi,H. and Miihlhaus,H. (1999) Hybrid modellingof
implications for earthquake forecasting, in: 1-st ACES coupledpore fluid-soliddeformationproblems,Pure Appl.
WorkshopProceedings, pp 513-519 (APEC Cooperation Geophys.,submitted.
for EarthquakeSimulation,Brisbane). Sornette, D. and Sammis, C.G. (1995) Complex critical
Mora, P., Jaum• & Place, D. (1999) Acceleratingenergy exponents from renormalization group theory of earth-
release and evolution of event statistics in the lattice solid quakes: implications for earthquake predictions, J. Phys.
model, Pure Appl. Geophys.,submitted. I France, 5, 607-619.
Nur, A. and Byerlee J.D. (1971) An exact effectivestress Touloukian, ¾.S., Kirby, R.K., Taylor,R.E. and Lee,
law for elastic deformation of rock with fluids, J. Geophys. T.Y.R. (1977) Thermophysicalpropertiesof Matter, 13,
Res., 76, 6414-6419. (IFI/Plenum 1977).
Place, D., & P. Mora (1999a) A lattice solidmodelto simu-
late the physicsof rocks & earthquakes:incorporation of
friction, J. Comp. Phys., 150, 1-41.
Place, D. and Mora, P. (1999b) Numerical simulationof S. Abe, S. Jaum•, P. Mora and D. Place, QUAKES, De-
localisation phenomenain a fault zone, Pure Appl. Geo- partment of Earth Sciences,The University of Queensland,
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Saleur, H., Sammis, C. G., and Sornette, D. (1996) Dis- (e-mail: mora@quakes.eart hsciences.
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 Dynamicsof SeismicityPatternsin Systemsof EarthquakeFaults

John B. Rundle

Departmentof Physics
and
ColoradoCenterfor Chaos& Complexity
and
CooperativeInstitutefor Researchin Environmental
Sciences,Universityof Colorado,Boulder,CO

W. Klein

Departmentof Physics
and
Centerfor ComputationalScience,BostonUniversity,Boston,MA

Kristy Tiampo and SusannaGross

ColoradoCenterfor Chaos& Complexity,CooperativeInstitutefor Researchin EnvironmentalSciences,

Universityof Colorado,Boulder,CO

Systemsof earthquakefaultsfrequentlyshowspace-timebehaviorthat
is difficult to interpret. We describea new techniquebasedupon a
Karhunen-Loeve expansion that allows the observed space-time
seismicity patterns to be understoodas eigenstatesof a suitably
constructed correlationoperator.The evolutionof seismicitycanthenbe
viewedin termsof a "PhaseDynamicalSystem"givingriseto a "Pattern
Dynamics"that can be obtaineddirectly from observeddata. Since the
methoddoesnot useinformationon stress,displacements, or otherfault-
relatedvariables,it necessarilyrepresentsan incompletedescriptionof
the dynamics. In principle, these methodscan be used to construct
forecastalgorithms.We thenapply our methodsto seismicityfrom both
numerical simulations and data obtained from southern California.
Finally, we perform statisticaltests to measurethe quality of the
forecastscomputedusingsimulationdata.

1. INTRODUCTION

Earthquakefaultscanbe considered to be drivennonlinear

GeoComplexity
andthePhysics
ofEarthquakes thresholdsystemscomprisedof interactingspatialnetworks
Geophysical
Monograph120 of sliding surfacesthat are subjectedto persistentdriving
Copyright
2000bytheAmerican
Geophysical
Union stresses.To first order,a fault segmentslipswhenthe shear
128 DYNAMICS OF SEISMICITY PATTERNS

stresso(x,t)on a cell at positionx and time t rises to an are observable,it might be possiblein principle to learn
effective threshold level at which frictional about Dt, s(x,t) and o(x,t) by studyingthe evolutionof
resistance is
overcome. The result is an increasein the slip s(x,t) of the seismicitypatterns.Unfortunately,thereexistsno evidence
segment,as well as a decreasein the stresssupportedby the at presentthat •(x,t) is uniquelyrelatedto s(x,t) and o(x,t).
segmentto a lower, residual value. Failure thresholds, In other words, there may be a large numberof slip states
residual stresses,and slip magnitudesmay be modified by o(x,t) that producea similar seismicitypattern•(x,t), or a
the presenceof spatialheterogeneity in physicalproperties. large number of patterns?(x,t) associatedwith similar
Elastic interactionsbetween segmentsmay be excitatory states s(x,t). This weak associationbetween s(x,t) and
(positive)in the sensethat failure of interactingneighbors ß (x,t) is representedschematically in figure 1 by a vertical
bringsa segmentcloserto sliding,or inhibiting(negative)in dotted line.
the oppositecase. Observations,togetherwith numerical In attemptingto forecastthe future evolutionof slip on
simulations of these systems [Rundle and Klein, 1995; fault systems,a commonapproachis to attemptto 1) use
Fisher et al., 1997; Scholz, 1990], reveal spatial and observations of seismicity?(x,t) to infer s(x,t); then 2) use
temporal patterns?(x,t) of seismicactivity that are richly s(x,t) togetherwith an assumedmodelfor the dynamicsDt
complex,and difficult to understandfrom any deterministic to calculates(x,t + At); and finally 3) uses(x,t + At) to infer
point of view [Nijhout, 1997]. Understanding suchpatterns ß (x,t + At), which representsthe observableseismicpattern
will increaseour understandingof the physicsof the fault of interest. However, this methodinvolvesa long chain of
systemsthemselves,since these space-timepatternsare inferenceand assumption,particularlinks of which may not
clearly emergent processesthat reflect the structures, be well-justified. As we will show, earthquakes can be
dynamics, and properties of the underlying high considered to be an example of a phase dynamical system
dimensionalnonlinearsystem. [Mori and Kuramoto, 1998], in which evolution of the
In earthquake fault systems,there exists the further observables can be associated with rotation of a state or
difficulty that the deterministicdynamics,together with patternvector within a high dimensionalcorrelationspace.
valuesof the stresso(x,t) and slip s(x,t) statevariables,are In this new approach,we proposethe constructionof an
often unknown or effectively unobservable. Only very approximatedynamicsbased on Karhunen-Loeve(KL)
limited information is available at the earth's surface from methods that associatesa future seisimicity pattern state
drilling, GPS, InSAR, or othertechnologies.However, the ß (x,t + At) with an earlier patternstate•(x,t) by meansof
associatedpattern variables •(x,t), the seismic events an assumed"PatternDynamics"operatorPDt:
themselves,are observable. Quantitatively,the seismicity
ß (x,t) can be representedas a set of time series at all PDt { ?(x,t) } • ß (x,t + At) (2)
positions x, with •(x,t) defined by •(x,t) - 1 if an
earthquakeoccursbetween{t,t+At}; •(x,t) = 0 otherwise. Moreover,we proposeto constructPDt withoutanyknow-
The basicproblemis illustratedin figure 1. The slip s(x,t) ledgeof the true deterministicdynamicsDt, usingonly
at positionx and time t evolvesto a values(x,t + At) under knowledgeof the seismicitypatternstatespreceding•(x,t).
the actionof the deterministicdynamicsDt: The patterndynamicsoperatorthat we constructoperates
on a spaceof functions?R(X,t) that we call "reconstructed
Dt { s(x,t) } --} s(x,t+ At) (1) patternstates". The ?R(X,t) are continuous-valued in time,
andrepresentapproximations, in the sensedescribedbelow,
The stresso(x,t) alsoevolvesto o(x,t+At). The valuesof the to the patternstates?(x,t). In fact, the •R(X,t) will be seen
slip and stressstatevariablesare effectively hiddenfrom to representprobabilityamplitudesfrom which probability
view, below the horizontaldashedline in figure 1. densityfunctionsfor seismicitymay be calculated. This
However, the time, location, and magnitude of seismic identification also follows from the fact that •R(X,t)
events on fault systemsare readily observable, and are evidentlyarisesfrom phasedynamics[Mori and Kuramoto,
tabulated routinely [Hill et al., 1990; Sieh et al., 1989; 1998], which are known to have deep similarities to
Bakun and McEvilly, 1984]. The seismicitygives rise to quantum systems. In contrast to the underlying
observablespace-timepatterns•P(x,t), which shouldnot be deterministic dynamics Dt, which are most probably
confused with the variables in which the underlying stronglynonlinear,the operatorPDt is assumedto be linear
dynamics are formulated, s(x,t) and o(x,t). These latter over small time intervalsAt. A convenientanalogyfor the
variablesalsodisplaypatternsand correlations,but theseare relationshipbetween PDt and Dt is the correspondence
not the patterns of interest to us here since they are betweenan equilibriumdynamicalsystem,suchas an Ising
effectivelyunobservable.Sinceboth•P(x,t) and •P(x,t + At) model that is governedby a nonlinearLangevin
 RUNDLE ET AL. 129

Observable a complete set of space-timepatternsrepresentedby the

eigenvectors•n(Xi) and eigenfrequencies 0•n of an equal
time, rate correlation function. The •n(Xi) provide
,-'"•'(x.t) ' -)
Apparent ß
:" W(x.t+zxt•
'
_-- information about spatial correlationsof patterns,whereas
: ....... ' "Pattern '-..... - the 0•n provide informationregardingthe frequencywith
...... .." Dynamics" o
which each spatialcorrelation(eigenvector)appearsin the
seismicitydata. If the processis statisticallystationary,as
we have establishedfor the meanfield thresholdsystemswe
True
• Deterministic consider,these•n(Xi) and mnwill themselves be independent
%,,.Dynamics of time. Hence •n(Xi) and mn canjustifiably be determined
) -4 / from an equal time correlation operator. From these
eigenvectorsand eigenfrequencies, as well as initial-value
data on the most recent event activity at each spatial
Unobservable location,we obtain the reconstructed patternstate•PR(X,t),
which in turn is used to compute a probability density
Figure 1. Schematicdiagramof thresholdsystems,including functionP.(x,t).
unobservablestatevariabless(x,t)andobservable
patternvariables Forecastingfuture evolution of other nonlinearsystems,
tPg(x,t). such as climate, weather, or E1 Nino-Southern Oscillations,
often involve the computation of an unequal time
and the correspondingfunctional Fokker-Planckequation correlation function (UTC) over short time intervals
[Haken, 1983; Gardiner, 1985]. Evolution of dynamical [Preisendorfer,1988; Penland, 1989; Garcia and Penland,
variablessuchas the spindensityare governedby a strongly 1991; Penland and Sardeshmukh, 1995; Penland and
nonlinear Langevin equation,but the probability density Magorian, 1993; Broomheadand King, 1986; Vautardand
functions evolve accordingto a linear functional Fokker- Ghil, 1989]. However, in these systems,which are not
Planckequation. "thresholdsystems"in the sensewe considerhere,the state
The assumptionof a linear dynamics governing the variables s(x,t) and o(x,t) that define the true deterministic
•PR(X,t) follows from the statistical time-stationary dynamicscan be directly observed. These include wind
properties of the underlying dynamics, which in turn speeds,temperatures,and pressures,and so forth. The
justifies the use of Karhunen-Loeve methods. We have dynamics,as representedby the Navier-Stokesequation,are
shown in previouswork [Rundleet al., 1995; Klein et al., essentially known. It would not be useful to constructa
1997; Ferguson et al., 1999] that mean field threshold UTC operatorfor the statevariabless(x,t) and o(x,t), since
systemssuch as earthquakefaults, characterizedby long these are unobservable. In the case of earthquake
rangeinteractions
betweensitesx andx', canbe treatedas mainshocks,computing a UTC operator in the pattern
equilibriumsystemsand havedynamicsthat are statistically variables?(x,t) is difficult'becauseof the apparently
stationaryoverlong time intervals.Theselong intervalsare random nature of the long intervals of quiescencethat
eventually punctuatedby rare, large events that serve to separate mainshocks. Long periods of activity are
reorder the entire system. As the range of interaction punctuatedby shortburstsof activity, makingthe definition
increases,theseequilibrium-liketime intervalsincrease. In of one or moretime stepsfor the UTC problematic.
the limit of infiniterangeinteractions wheremeanfield Our first attemptsat forecastingthe patternsseen in the
conditions hold and the system is ergodic, Poincare's earthquakesimulationsdescribedbelow used just such a
theorem[Huang, 1987] impliesthat dynamicalvariablescan UTC technique,whichare basedon a linear operatoracting
be written as sumsand integralsof complex exponentials. on a stateat time t to predicta stateor probabilityat time t +
This resulthasrecentlybeenindependently demonstrated by At. As a result, the UTC forecast method would be
Egolf (2000). In thispaper,we constructa patterndynamics inherently unable to distinguish between a precursory
for thesemeanfield earthquakefault systems. quiescencethat precedesa large earthquakemain shockand
Our approachis similar in some respectsto previous the interseismicquiescentinterval that follows it. Yet the
methodsthat use correlationoperators[Nijhout et al., 1997; probability of the main shock would clearly be greater
Fukunaga, 1990], but also has important differences. In before the event than following. Moreover, there is often a
most of these methods, a formalism is constructed that in wide spectrumof time scalesamong the pattern states,a
effect usesspace-timepatternsto extrapolatefuturesystem propertywhich is extremelydifficult for a methodusing a
behavior. However, our approachdiffersin that we retrieve one-time-stepUTC state transition matrix to
130 DYNAMICS OF SEISMICITY PATTERNS

Relative SouthernCaliforniaSeismicity,1932-1998 intervals,producesslip eventswhosetime-averaged rate of

slip is equalto that observedin nature. In the model,there
0.00 0.25 0.50 0.75 1.00
are 6 major faults: the San Andreas (SA), Imperial (I),
Cerro Prieto (CP), San Jacinto (SJ), Elsinore (E), and
Garlock(G). The top diagramis a plot with positionson all
6 faultsconcatenated togetheralongthe horizontalaxis, and
with event times (lines) on the vertical axis for a simulation
run. The middle diagram is a plot of friction against
position,and the bottomis a map view of the faults. For
thissimulation,thecoarse-grained timeintervalAt = 1 year.
Detailsare givenin appendixA.
Referringto the top diagramin figure 3, each horizontal
line representsan earthquakethat occurredat the time
indicatedon the verticalaxis. Thesedatacorrespond to the
observable patterns?(x,t) describedabove. At eachposition
x alongthe earthquakefaults, an activity time seriescan be
constructedfor which ?(x,t) = 1 if an earthquakeoccursat
time t, and ?(x,t) = 0 otherwise. Thus we have 80 time
237' 238' 239' 240' 241' 242' 243' 244' 245'
series,one for each fault segment,and eachwith 2000 time
entries(2000 yearsin the simulation).Thesedataare meant
Figure 2. Relativeseismicity Californiafrom 1932- to be a somewhat realistic representationof the actual
in southern
1998. earthquakefault system. Like the real faults, the function
?(x,t) representsthe observabledata,andencodesall space-
capture. For these reasons,our attemptsat forecasting time patternsthat may exist. In contrast,there are many
simulated earthquakesusing an unequal time correlation unobservable parametersin the simulations.As describedin
operatorwere not satisfactory,and we were thusmotivated the appendix,eachfault segmenthascoefficientsof friction,
to developthe new methoddescribedin the following. a slip statevariable, two stressvariables(shearand normal
stress),and so forth. In the real earth, there is no realistic
2. EXAMPLES-DYNAMICS AND "PATTERN possibilityof measuringvaluesfor thesevariables.
DYNAMICS"

3. BASIC METHOD
As illustrationsto which our methodswill be applied
below, we show two examples of pattern activity in
earthquakefault systems. In the first example, natural Viewed over the time spansof hundredsto thousandsof
seisimicityfrom southernCaliforniawere obtainedfrom the yearscharacteristic of the earthquakecycle,it haslongbeen
Caltechcatalogue.Seismicitydatabetweenlongitudes observed that earthquake mainshocks are recurrent at
- 115ø and - 121o, and latitudes 36ø and 39ø were considere'd. quasiperiodicintervals[Scholz,1990]. For example,in the
Only A and B quality eventswere acceptedand all blast Nankai Trough near southwestJapan,the averageinterval
events were removed. Epicentral locationsfor seismic between mainshocksis 180 +_ 67 years. For the San
events were then binned into squaresof 0.1ø latitude and Andreasfault at Pallet Creek in the Big Bend region of
southern California, the interval is 131 +_ 10 years.
0.1ø longitudeon a side. Figure 2 is a plot of the relative
Elsewherealongthe San Andreas,deviationsfrom the mean
activity at all sitesin southernCaliforniaat which at least
are more significant Scholz [1990]. At the famous
one earthquakeoccurredduring the time interval 1932-
1998. Theseare the datathatdefine?(x,t). Obviously,no Parkfield, California site, as well as along the Alaska-
informationis available about slips or stresses,thresholds, Aleutian trench, and along the centraland SouthAmerican
residual stresses,or friction constitutive laws on the various subductionzones,averagerecurrenceintervalsare alsowell
faultsin the region. defined. However,temporaland spatialclusteringis also
Figure3 illustratesspace-time patternsof activityproduced evident in these data, as has been discussed elsewhere
by a realisticearthquakefault model[Rundle,1988]. In this [Scholz, 1990; Kagan and Jackson, 1991; Gross and
model, 80 fault segmentsare endowed with static and Kisslinger,1994;Rundleet al., 1996;Sornetteand Knopoff,
kinetic coefficients of friction, and are driven by a 1997]. Analysis in refs.GrossandKisslinger. [1994.]and
persistentlyincreasingshear stressthat, over long time Rundle et. al. [1996] suggeststhat neither the
 RUNDLE ET AL. 131

2 30x104
other approaches have been examinedin the literature
[Nijhoutet el., 1997;Gray et el., 1997;Shatzet el., 1997;
2 25x104 Constantine-Patonet el., 1990; Abeles, 1991; Gross and
Rundle,1998; CrutchfieMand Hanson,1993; Enevaand
•'•220x104 Ben-Zion,1997a,b;Pepkeand Carlson,1997;Pepkeet el.,
1994; Kossobokovand Carlson, 1995; Minster and
Williams, 1992; Molchan and Kagan, 1992; Sammiset el.,
2 I•x10 4
1996], but successhasso far beenmixed.
We have therefore been motivated to search for an
2 10x104
o 500 alternativemethodin which P(xi,t) is constructedby taking
accountof the variabilityin the seismicitydata,as well as
=L00991
SA 1
I CP I1
SI E IG space-time
correlations
thatmayexistwithactivityat other
0 500 i 000
Distance (kin)
1500 2000
segments
xj. We havedeveloped
a method
based
ona
discreteKarhunen-Loeve expansion[Holmeset el., 1996;
Funkunaga, 1990; Preisendorfer,1988] that allows
computationof the "normalmodes"of the space-time
seismicitypattern data from an equal-timecorrelation
operator,yielding a set of eigenvectors •n(X) and a
SA G
corresponding setof eigenfrequenciesO•n,n = 1.....N. If the
process is statistically
stationary,
ashasbeenestablished for
the meanfield systems we consider,these•n(X) andO•nwill
CP
themselves be independent of time. Hence•n(X) andO•ncan
justifiablybe determined from an equaltime correlation
operator. It is importantto stressherethat,dueto thelong
Figure 3. (Top). Time-distanceplot of simulatedseismicactivity. range nature of the stress transfer Green's function
N=80 fault segments(abbreviationsin text) are plottedend to end, describingreal faults, earthquakefault systemscan be
with northto left in all cases. Horizontal line over a given segment consideredto be meanfield systems.
representsslip of thatsegmentat time indicated.(Middle). Plot of In the caseof figure3, we haveN = 80 sucheigenvectors
differencein frictioncoefficients
!Xs- •d asa functionof distance and eigenfrequencies.From these, we computethe
along faults. (Bottom). Map view of fault segmentsshown complex-valued, reconstructed
seismicitypattern state
superposed on a map of California. A segmentis represented by ?R(Xi,t):
the interval between dots.

natureof the mainshocks,nor the observedspatial-temporal
clusteringof activity, is compatiblewith a pure Poisson
probabilityfunction.
Nevertheless,if we were to attemptthe constructionof a
probabilitydensityfunctionP(xi,t)to forecastmainshocks
on the ith fault segmentxi, a logicalapproachwould be to
measure the average frequency of events on xi by
calculating:
-iCOnt
TR(Xi't)= •n=l,N •XnO •n(Xi) (5)
The constants•xn are determinedby fitting ?R(Xi,t) to the
time toi of the most recent slip event on segmentxi,
?R(Xi,toi)= 1 (seeequation21 below). Expression(5) canin
principledescribephenomena in a systemcharacterized by a
large numberof greatly diversetime scalesxi- 2x/ o•i.
Furthermore,equation(5) impliesthattime evolutionof the
patternstate?R(Xi,t) occursvia rotationin a complex, N-

coi
=a:Vi=a:{ Number
ofEvents
on
ithSegment
} (3) dimensionalspacespannedby the eigenfunctions •n(Xi). In
this example, seismicityis thus an example of a phase
Time Interval
dynamicalsystem[Mori and Kuramoto,1998].
From ?R(Xi,t),we take the real, observablepart:
andthenwrite an expressionsuchas:
?obs(Xi,t) = {?R(Xi,t) + ?R (xi,t)} (6)
P(xi,
t) = Zi-1{Cos
coi
(t- to)}2 (4) 42
?R(Xi,t)is writtenin termsof a sumof eigenvectors4•n(X),
The constantto would be determinedas the time of the which arise from an equal-time correlationoperator. A
latestslip event,and Zi is a normalizingfactor. This and correlation function is related to a probability
132 DYNAMICS OF SEISMICITY PATTERNS

function. In this sense,?R(Xi,t)thusrepresents the "square Zn(xi).

Theeigenvalues ofK(xi,xj)arethesquares ofinverse
root" of a probability,thereforea probabilityamplitude: times(1/Xn)2, therefore
relatedto frequencies 00n= 2•r/Xn,
2 2
with correspondingeigenvectors•n(Xi). The latterarejust
P(xi,t) = I ?obs(Xi,t) l = { ?obs(Xi,t) } (7) theeigenfrequenciesandeigenvectorsthat we usedto define
the reconstructedpatternstate?R(Xi,t)in (5). In Appendix
Thus the probability amplitudes associatedwith the B, we discussthe physicalsignificanceof the eigenvalues
of
"PatternDynamics" evolve linearly over the time interval m(xi,xj).
{t,t+At}, eventhoughthe underlyingdynamicsdo not. Other correlationoperatorscan be defined as well. For
As an example, for a model with N independent,non- example,one can define a time seriesy(xi,t) whoseentries
interactingsegments,we have are the slipson segmentxi in the time interval{t, t + At },
and whoseeigenvalueshave the units of slip squared. Or
C•n(Xi)= •5ni (8) one can define a time series w(xi,t) whose entries are the
number of events. The eigenvaluesobtained from the
where fini is the Kroneckersymbol. Using (5) - (8) for this correlationoperatorformedfrom w(xi,t)are the squaresof
case,we find an expressionfor P(xi,t) thatis identicalto (4). relative frequencies.Or one can define a covariancematrix
The more interesting question arises when all of the if z(xi,t) is not univariant,and so forth. Any of these
segmentsin the fault systeminteract. In that case,it is not possibleoperatorscan be examinedusingthe methodswe
clear from the above discussionhow the eigenvectorsand describe,someof whichwe are in the processof studying.
eigenfrequencies canbe computed.We addressthistopicin Each have different physical interpretationsand yield
the following section. differentinformationaboutcorrelations
in the system.The
eigenvectorsof each contain information related to the
4. CORRELATION OPERATORS spatialcorrelations
betweensegments.
Since?(x,t) andz(xi,t)representtime serieswhoseelements
When segmentsof an earthquakefault systemor other are impulse functions, it is operationally difficult to
nonlinear system interact, it is likely that space-time compute thetimederivatives
in (10). ComputingK(xi,xj)
is
correlationsand patternswill develop [see,e.g., Nijhout et therefore difficult,
whereas
computing C(xi,xj)
iseasy.Asa
al., 1997; Ball, 1999]. Correlationsthat exist in the slip result,we proposean alternativeapproachbasedon Fourier
s(x,t) and stresso(x,t) statevariableslead to correlationsin transforms.
the seismicity pattern variables ?(x,t). To describethe
correlationsin seismicity,one can define any of a large

• 1 I d•iei•it •,(xi,•i)
number of equal time correlationoperators. We consider
z(xi't)-
(11)
two, a static correlationoperator,and a rate correlation
operator.Thestatic correlation
operatorC(xi,xj)between
discrete
segmentscenteredatxi andxj is:
Then:

=•1i0 dr
C(xi,xj) z(xi,t)z(xj,t) (9) C(xi,xj)
= ii d•id•j
P.(xi,
xj,•i,•j) (12)
where z(xi,t) is the mean-zero, univariant time series
obtained from ?(xi,t). The rate correlationoperator
K(xi,xj)
= I I d•id•jroi
roj
P.(xi,
xj,•i, •j)(13)
K(xi,xj)is:

1ioa(Xi't)
K(xi,xj)--
--• at a(xj,t)
at
(10) P.(xi,xj,•i, •j) isthejointprobability
density
ofthetwo
variables
•i, •j: .
Both of the operators(9) and (10) are symmetric,rank-N
operatorsthat can be diagonalizedusingstandardmethods. P,(xi,xj,•i, •j) = •.(xi,•i) •.(xj,•j)
The eigenvalues
of C(xi,xj)represent
relativeweights 1 T
(probabilities)Pn [Holmeset al., 1996; Fukunaga,1990;
Preisendorfer,1988], with corresponding
eigenvectors {2•rT
I dte
i(•i+•j)t} (14)
 RUNDLE ET AL. 133

Thecovariance
< •i •j > isthen: Then if the [3nare known, (6) can be usedto compute
P(xi,t+At):

j P,(xi,xj,•Ji,• j)
(15)
I I d•id•j P.(Xi,Xj,•Ji,•j)
P(xi,t+At)
=I?obs(Xi,t+At))
12={?obs(Xi,t+At))
}2 (20)
To fix theN values13n
in (19), we findthemostrecenttime
tmipriorto timet at whichthesegment
or cellat xi "fires".
We thenrequirethat:

?obs(Xi,toi) = ( - 1 )m (21)
If we assumethat the joint spectraof the time seriesare
simultaneously sharply peaked about the average
wherethefirstearthquake
at sitexi in thesequence
hasm=0,
frequencies
< •i > and< •j >: the next m=l, and so forth (both values_+1 correspondto an
event). Condition(21) then leads to a set of N x N
independent
equationsthat can be solvedby standard
<< 1 (16) methods.This processis thenrepeatedat time t + At to
calculateP(xi,t+2At),
the forecastfor the nexttime t + 2At.
One shouldalwaystakecareto usethe mostrecentdatato
we obtain the result: calculatethe 13n.As discussedabove,we assumethat the
forecast
probabilityamplitudesevolvelinearlyoverthetime
K(xi,xj)• C(xi,xj)< rili> < rilj> (17) from t to t +/It.

6. SPATIAL CORRELATION PATTERNS IN

Thefrequencies
< •i > areobservables,
theyaresimply:
SOUTHERN CALIFORNIA SEISMICITY

<•i > = •rui =cui (18)

As a first applicationof thesemethods,we demonstrate
that the observeddata shown in figure 2 from southern
from (3). Californiamay be decomposed into patternbasisstates
OnceK(xi,xj)
isfound
from(17),it canbediagonalized
to
obtain the normal modes of the patterns, the gn(X i) havingrelative
probabilities
Pn,bycomputingthe
staticcorrelation
operator
C(xi,xj).Forthisexample,
the
eigenfrequenciesCOnand the eigenvectors
4)n(Xi). These coarse-grainedtime interval was .001 years, or
eigenvectorsprovideinformationaboutspecificpatterns
of approximately8-hourunits,yieldinga totalof 66,500time
spatialcorrelations
betweensites,andtheeigenfrequenciessteps over the interval 1932-present(see figure 2).
provideinformationabouthowoftentheserecurß Epicentrallocations
for seismiceventswerebinnedinto
squares
of 0.1o latitudeand0.1o longitude
ona side,yielding
5. FORECAST METHODOLOGY
N = 1,329 boxes (sites) xi in which at least one event
occurred.At eachsitexi andcoarse
grained
timesteptq,
Our forecastmethodology
makesuseof equations(5)-(7). ?(xi, tq)= 1 if at leastoneevent
occurred,
?(xi,tq)= 0
Given an observedpattern?(x,t), we wish to compute otherwise.The correlation operator
C(xi,x
j) was then
P(xi,t+At),the probability
densityfor activityat the next computed according to (12), thendiagonalized to obtain
timestep. From(6) we have: (real)eigenvectors gn(Xi) and eigenvalues (probability
weights)Pnß The resultsfor thefirsttwoeigenvectors
•;1(xi)

1
andZ2(x
i)areshown infigure
4. Valuesof gn(X
i)arescaled
sothat1> gn(X
i)> -1.gn(X
i)> 0 isrepresented
bydarkgray,
?obs(Xi,
t)- • {?R(Xi,
t)+?R*(Xi,
t)} gn(Xi)
<0gylight-•ray.
The physical
interpretations
ofPnandgn(X
i) aremotivated
= En=l,
N [3nCos
{CUnt
} 4)n(Xi) (19)
by the fact thatthe eigenvalues
Pnof a real, symmetric
matrixlikeC(xi,x
j) areall positive.
Therefore,
all of the
information about correlation between sites must be carried
Ourapproach isto usetheobserved
pattern
data?(x,t) prior
bytheeigenvectorsgn(Xi).
Since correlation
operators
are
to t+Atto find4)n(Xi)andCOn fromtheoperatorK(xi,xj). alsoprobabilities,
thePn mustrepresent
theprobability,
134 DYNAMICS OF SEISMICITY PATTERNS

physical
content.
Ontheother
hand,
if7,.n(Xi)
= - 7•(xj)• 1,
38' the physicalinterpretationis that site xi tendsto be active
Lmmoth
whenxj is not,andviceversa
ß Finally,
if Xn(xi) 4 0 and
Loma Prieta Zn(Xj)
= 0,activity
atthetwosites
isuncorrelated.
Thusone
37'
canusetheinformation
encodedineach
7m(xi)
tocompare
two or more sitesfor their tendenciesto be simultaneously
activein a givencorrelationmode.
36'
Turning
to figure4 (a),weseethateigenvector
Zl(Xi)
reflectsthe relativeintensityof seismicityin the region. On

the other hand,

theeigenvector
sites nearZt•(eXi)l
infigure
4(b)is more
35' Landers
interesting: 992 Landers-BigBear
sequence are all dark gray,while the vastmajorityof sitesin
34' the remainderof sou[hernCaliforniaare light gray. This
eigenvectorcan be interpretedin either of two ways. The
33'
first is that the Landers-BigBear area is activeonly when
the remainder of southern California is inactive. The second
is the "Mogi donut" interpretation-- that the quiescent
32' Landersareais surroundedby activeregions. We notethat
237' 238' 239' 240' 241' 242' 243' 244' 245' the valuesof Pn corresponding
to figure4 are Pl = .11, P2 =
.045,implying
thatZ1(xi)ispresentin 11%ofthesouthern
California
seismicity,
whileZ2(xi)ispresent
in4.5%ofthe
-1 0 1
seismicity. Also, it shouldbe pointedout that the value of
this approach is that all possible spatial patterns are
representedin the eigenvectors,which thereforeserve as
"patternbasisstates"for the Seismicitydata. Many further
38'
resultswill be discussed in Tiampoet al. [2000].
Loma
Pdeta• Finally, we notethat it is not possibleto straightforwardly
use this particular seismicitydata set to make forecasts
37'
usingthe methodsoutlinedin the previoussection.In order
toadequately
define
•n and•n(Xi)fromK(xi,xj),
atleast
36' severalcycles of seismicactivity are neededat each site,
thus severalthousandyears of data would be necessaryto

35' Landers definethe?(xi, tq)forthespatial

sitesshown.Instead,
we
illustratebelow the forecasttechniqueusingthe relatively
realistic southern California simulation described in section

34' 3, for which arbitrarily long syntheticseismicitycatalogs

can be obtained. This suggeststhat in order to eventually
implement a forecast techniquefor a seismicallyactive
33'
region such as southernCalifornia, one should use the
combination of all available instrumental and historic

32' seismicitydata,togetherwith a the good simulationdatato

237 ß 238 ß 239 ß 240 ß 241 ß 242 ß 243 ß 244 ß 245 ß defineaswell aspossible
thelXlnand•n(Xi).

Figure 4. Eigenvectorsfor southernCaliforniaseismicity. (Top) 7. FORECASTING SYNTHETIC SEISMICITY IN

SOUTHERN CALIFORNIA
Eigenvector
Zi(xi). (Bottom)
Eigenvector
Z2(xi)'
As an illustration of the forecast method discussed in
fraction
ofthevariance,
thatisassociated
withZn(Xi).
Also,
twosites thathave thesame value,sayZn(Xi! j) = 1,are section 5, we use the relatively realistic model of an
=Zn(X
either alwaysactivetogether,or alwaysqmescenttogether. earthquakefault systemdescribedin the appendix.Selected
Thesame istrueif 7,.n
(xi)= •(xj) =-1 since
7,.o(x
i) may be resultsfrom tensof thousandsof modelyearsof simulations
multiplied by an overall constantwithout changingthe areshownin figure3, whichis a time-distance plot of all
 RUNDLE ET AL. 135

2O
a)
15

10

500 1000 1500 2000

c 0.100
._
o

• 0.099
500 1000 1500 2000
Distance (km)

1 ooo _! i .... i .... i , , , i_

b)

500

-500

- 1 ooo -I i I I , , , , I
000 - 500 0 500 1000

Figure5. Events
atyear(timestep)21664.(a). Slipplotted
against
distance.
(b)Mapviewof events.

eventsoccurringin 2000 yearsof simulationdata,witha that in manycases,thereis reasonable agreement between

referencemap-View of the modelfault system. Figure5 probabilities andthe time andlocationof events,although
showstheeventsat year21664,andin figure6, theevents the "false alarm" rate is high.
at year22554.'Thedatashown
in figure3 (Top)wereused
8. "RANDOMIZED MODEL" AND UNCERTAINTY
toconstruct
C(xi,xj)andK(xi,xj),
fromwhich
wereobtained
PRINCIPLE
theeigenvectors•n(X) andeigenfrequencies
ran. Thefirst
threespatialeigenvectorsfor the 6000 year time period
preceding
thedatashownin figure3 areshownin figures7- Successin forecastingfuture events using the pattern
9. It is interestingthat betweendistances- 500 km to dynamicsmethoddependson the capabilityto accurately
-1000 km, the eigenvectorin figure7 has0 spatialnodes, retrieve both the eigenvectors q>n(Xi), and the
the eigenvector in Figure 8 has 1 spatialnode,and the eigenfrequencies Wn. For purposes of comparison, it is
eigenvector in figure9 has2 spatialnodes. useful to have an alternative model, that we call the
The probability xi to slipat timet "Randomized Model", that illuminates trade-offs in different
P(xi,t)for faultsegment
was computedusing the eigenstates and eigenperiods approaches. This new modeldefinesthe eigenfrequencies
obtained from a simulation data set over the 6000 years at each site much more precisely,but at the expenseof
priorto the datato be predicted("trainingdataset"). The losingimportantinformation aboutthe spatialcorrelation
resultsare shown in figure 10, which showsa 300 year patterns.
The impulsive time series defining the correlation
subsetof simulationdata takenfrom that shownin figure 3.
Figure 10 also shows contoursof probabilityP(xi,t) operatorsconsistof signalsthat are sharplylocalizedin
superposed data. It canbe seen time. However,time serieshavingsignalslocalizedin
on theprevioussimulation
136 DYNAMICS OF SEISMICITY PATTERNS

a) 20 -2
15

E
'-" 10
.__o_

0 • ,
0 500 1000 1500 2000

c O. lOO
._o
.u_
• o.ogg
0 500 1000 1500 2OOO
Distonce (km)

b)
1000 -•

5OO

-500

- 1000 -• I I I 1

- looo -500 0 500 1000

Figure 6. Eventsat year(timestep)22554. (a). Slip plottedagainstdistance.(b) Map view of events.

have a relatively flat spectrum over a broad range of
frequencies. The uncertainty principle for Fourier
transforms[28] definedusingequation(23) indicatesthat:
{<A•> <At>} >_n
This result suggestsa simple, but illustrative strategyto
improve the frequencyresolutionof the method described
above: that we add a random time increment, drawn from a
uniform distributionof times aboutthe original event time,
to each event time of the yi(tm). In this way, we degrade
the temporal resolution without changing the average
frequency vi or the mean event time. We should then
expect that resolution of normal mode frequencieswill
improve. However, as remarked above, important
informationwill be lost aboutthe spatialcorrelationsof the
various sites.
To test this idea, we defined a set of new random time
seriesy'i(tm), in which the time of each slip event was
altered by the addition of a random number uniformly
distributed on the interval [-1/2vi, 1/2vi] Because the
randomized times are uniformly distributed around the
originaleventtimes,a memoryof the originaleventtimesis
(22) retained. We then repeated the entire procedure and
constructed new forecast probabilities P(xi,t). The
eigenvectorscorresponding to the three largesteigenvalues
are shown in figures 11, 12, and 13. It can be seenfrom
thesefiguresthat betterfrequencyresolutionis obtainedat
the cost of less knowledge about spatial correlations
between
sitesxi andxj.
Results for the new forecastprobabilitiesare shown in
figure 14 for the samesimulationdata as was usedin figure
10. In several locations,for example at distancesranging
from 0 to 300 km, and from 500 to 1000 km, forecasts in
figure 14 are superiorto thosein figure 10. However,the
Likelihood ratio test described below indicates that the
original method with non-randomized times is more
accurate
 RUNDLE ET AL. 137

1.5
a) Eigenvector: 1
õ •.o-
'• 0.5 -
_

• 0.0 _

>• 0.5=
_o -
n• -1.0

500 1000 1500 2000

c
o
O. lOO•

'-
• 0.099
1 ooo 1500 2000
500
Distance (km)

b) 1000
i .... i .... 1 .... i_

500

-500

-1000 I I I , , , ' 1-
--11 100 - 500 0 500 1000

Figure
7.Eigenvector
•1- (a)Eigenvector
plotted
against
distance.
Fordisplay
purposes,
• 1arescaled
so
thatMax{l•ll}= 1. (b)Mapview.Values
atallsegments
xi atwhich
•l(Xi) > .05areshown
withabold
line.Values
atallsegments
xi atwhich
•l(Xi) < - .05areshown
witha dotted
line.All othersegments
shownwith a thin line. Period = 804 years.

9. STATISTICAL TEST OF FORECAST The Likelihood ratio method is described in detail

PROBABLILITIES elsewhere
[Grossand Rundle,1998],and only a brief
summary
is givenhere. Consider
a givennormalized
The methodwe describecanbe testedby statisticalmeans probability
density
P(x,t). If theithofN fault
segments
toassess
thequality
oftheforecast.
Thepredictive
skillof a slipsQi times,sothatthereareNT totalevents
on all
candidatemethodcan be compared,for exampie,to a segments,
theLikelihood
function
is:
standard
Poisson
modelby computing
a Likelihood
ratio.
The samemethodhasbeenusedto evaluateotherproposed NT Qi
forecast
methods,
earthquakes
including
[Sammis
time-to-failure
etal.,1996;Gross
models,
andRundle,
1998].
for real
i=l
H
q=l
P(xi,tq) (23)
The Likelihoodtest is basedon the idea that a cost is
incurred
if a forecast
methodproducesa falsealarm, i.e.
an event duringa time intervalwhen no event occurs. We wishto compare
thequalityof forecasts
givenby two
Usingthistest,we findthat thePattern (PD) probability
Dynamics distributions,
for example
the PD method
methodassociates
significantlymoreprobabilitymeasure PpD(xit)
anda reference
time-independent
Poisson
model
with the actual simulationeventsthan does a competing, Pp(x).Thecorresponding
Likelihoods
aredesignated
as
Poissonprobabilitymodel. LpDandLp. To compare
thetwoprobability
models,
138 DYNAMICS OF SEISMICITY PATTERNS

a) t.5
Eigenvector: 2
-• •.o - ,

'• 0.5 -

• 0.0 _

_.o -
_

rY -1.0 --
-1.5
0 500 1000 1500 2000

O.lOO

0.099
o 500 1000 1500 2000
Distance (km)

b) 1 ooo i i i ....

500

-500 ,

-1ooo -I
OO0
, , ß I !
- 500
, , , ,
0
I I
500
• t-
1000

Figure8. Eigenvector
•2- Asinfigure
5 a,b.Period= 680years.

definea composite
Likelihoodratiothatinvolvesa mixing Significance
of Results-In figure15,weplotthe
ratio r:
log-likelihood
ratiolog10{LR(r)},whichisdefined by:

NT Qi L(r)
L(r)= H
i=l
H
q=l
P(xi'tq'r) (24) log10{
LR(r)
}-1og10
{ LP}
= 1og10{L(r) }- 1og10{Lp } (26)
where-
In figure15, we showa plotof 1og10{LR(r) } againstthe
P(xi,tq,r)
= r PpD(xi,tq)
+ (1- r )Pp(xi) (25) mixingratio r, correspondingto the forecasts
andsimulation
datain figures10 and 14. In bothcases:
Equations(23)-(25) assumesthat the earthquakes
are all
statisticallyindependent,
a standardassumption that is L(r) >> Lp ; r>0 (27)
clearlynot correctin the caseof our simulations.However,
statisticalindependence is an assumptionroutinelyusedin implyingthat LpD >> Lp. Theseresultsshowthatthe PD
earthquake and the Poissonmodelrepresents modelis substantially
forecasting, better(- 20 in figure8, - 5 in figure
oneof thecurrentmostwidelyusedmethodfor calculating 15 for larger) thanthe Poissonmodelat predictingthe
earthquake
hazard[Scholz,1990;GrossandRundle,1998]. occurrencetimesandlocationsof the syntheticevents.
a)
•
'E 1.5
I Eicjenvector:
1.o
0.5 3
:• 0.0

>•
o5
I
_,_, .

C)

rr -10
15
500 lOOO 15oo 2000

O. lOO

o.o99
500 lOOO 15oo 2000

Distonce (km)

b) 1000 -]

5OO

0 -

-SO0

- 1000 -• , I • I I • • • , 1•
- 000 - 500 0 500 1000

Figure9. Eigenvector
4)3. Asinfigure5 a,b.Period= 597years.

2.300x 104

2.290xi04

• 2.280x104
o
' . .-- •. ß

•
• •.•7ox•o
•'•"• CS----:'' •."'"-""•"-'_' • --- , '• ••
.
'•

2.250x104 - - ___ ,. • • -- •
0 500 • 000 1500 2000

0.099 ,
0 500 ' 000 1500 2000
Distonce (km)

Figure10. Superposition
of events
(solidhorizontal
lines)fromyear22,500to year23,000topwith
probabilities
P(xi,t) calculated
according
to(20).Light
shaded
regions
areforP(xi,t) > 1/3,darkshaded
regions
areforP(xi,t) > 1/2.Method
used
wasbasic
method
described
insection
140 DYNAMICS OF SEISMICITY PATTERNS

a) t.5
Eigenvector: 1
-• 1.0
_

• 0.5
• 0.0

ß-> -0.5

n- -1.0
-1.5 . i

o 500 tOO0 1500 2O00

c O. lOO
._o
._o
u_ 0.099
0 500 1000 1500 2OOO
Distance (km)

b)

5OO

-SO0

- 1000 -I , I i i I , i , , ! .... I .... 1-

000 - 500 0 500 1000

Figure11. Eigenvector
4)1forrandomized
model.Asinfigure5 a,b.Period= 580years.

best probability model for both randomized and will be more difficult, since one does not have available
nonrandomizedforecastsare thosewith the largestr. Cases accurateseismicitydata spanningmany earthquakecycles
with r = 1 cannot be evaluated: if an event were not over thousandsof years. For example, in southern
predicted,
PpD(xi,tq)
= 0 there.Since
LpDisa product
ofall California, instrumentalrecordsbeganin 1932 with only a
theprobabilities
PpD(xi,tq)atthetimesandlocations
of the handfulof seismographs. This networkhasbeenaugmented
events,LpD would be zero, and log10{ LpD } would be and improvedalmostcontinuallyever since. However,the
undefined. methodsdescribedin the precedingsectionssuggestsimilar
From examinationof figures10 and 14, it canbe seenthat approaches that may prove fruitful. A varietyof methods
thereexist a numberof falsepositivespace-timeforecastsin basedupon using "patternrecognition"to forecastfuture
events have been tried, recent examplesbeing those of
usingthe probability
modelPpD(xi,tm),
as well as some Keilis-Borok et al. [1988] and Pressand Allen [1995].
"failuresto predict". However,the result(27) as shownin
We can explicitly make use of the idea that earthquakes
figure15 meansthatPpD(X,t)
still putsfar moreof its can be consideredas an exampleof phasedynamics,as in
probabilitymeasureat thetimesof the slipeventsthandoes
equation (5). Thus evolution of pattern states is via
Pp(x).
rotationsin N-dimensionalcomplexcorrelationspace. This
impliesthat the time averageof suchpatternstatesis zero.
10. EXTENSIONS TO OBSERVED SEISMICITY IN
If we assume that the dynamics is representedby an
SOUTHERN CALIFORNIA
incoherent superpositionof such pattern states over a
sufficientlylarge region, the spatialmean of patternstates
Applicationof the forecastmethodsdescribedaboveto will vanishalso. Defining R(xi,t) as the instantanteous
rate
observedseismicityin a region suchas southernCalifornia of seisimicity(numberof eventsof any size) at time t
 RUNDLE ET AL. 141

1.5
a) _
Eigenvector: 2
g 1.o
'E 0.5

• 0.0

-- -0.5

rY -1.0
-1.5
0 500 1000 1500 2000

O. lOO

0.099
0 500 1000 1500 2000
Distonce (km)

b) 1000 --] 1 i I i_

500

- 1000 -I , , , , I I I • . , . !-
000 - 500 0 500 1000

Figure12. Eigenvector
•2 forrandomized
model.Asinfigure5 a,b.Period= 476years.

locationxi, and< R(t) > asthespatialaverageof R(xi,t)' S(xi,t0,

o thusrepresents
theseismic activitythroughoutthe
southernCaliforniaregion over the time interval (tO,t).
?obs(Xi, t) • R(xi,t) - < R(t) > (28) S(xi,t0,0is alsopresumablythe real part of a complex-
valuedseismicityphasefunctionE(xi,t0,t),the imaginary
We also need to accountfor the fact that the seismicity partof whichis notdefinedfromthedataat hand. The
R(xi,t) in a real regionsuchas southern Californiais an functionS(xi,1932,1998)hasthe samespatialdependence
extremelynoisy function[e.g., $cholz, 1990), and little asthetemporalaverageof seismicity givenin figure2, but
informationhasbeenobtainedaboutsystematicbehaviorof haszero spatialmean.
theamplitude studies.However, Now S(xi,t0,t)canbe considered
of thisfunctionin previous to be anN-dimensional
over longertime intervalswe can expectS(xi,t0,t)to be vectorS(t0,t)thathasan innerproductanda well-defined
morestable(figure2). In fact,theintegralof S(xi,t0,t)over L2 norm,
IIS(t0,t)II [e.g.,Bachman
andNarici,1966]:
spacecorresponds to the"a"valuein theGutenberg-Richter
relation,whichapproaches a constant
astheareaconsidered
is increased.Thus-it is usuallypracticalto deal only with IIS(to,t)II
=,{f dxIS(to,t)12
}1/2
1/2
time-averagedquantities. We thereforedefine a time-
averagedseismicityfunctionS(xi,t0,t):
= { f dx{ S(xi,
to,t)
}2} (30)

t Fromthese
considerations,
wecanthendefine
•(t0,t),which
S(xi,tO,t)
- t-to I• dt'
?obs(Xi,
t3 (29) can be understood to be the unit vector in N-dimensional
correlation
spacepointingin thedirection
of S(xi,t0,t),
142 DYNAMICS OF SEISMICITY PATTERNS

tail fixed at the origin and headlying on the N dimensional all sitesx is zero over any time intervalAt = 0. Because
unit sphere' probabilityis conserved,we musthavethe condition:

S(t0,t) (31)
I dxAP(xi,
tl,t2)= 0 (37)

sctø't)
=IIs(to,t/I for all times (t 1,t2). Theseconditionscan all be satisfiedif
we take:
On the surface,equation(31) may seemto be only a minor
alteration of (29), but this is not at all the case. As
1
expressedby the activity function S(t0,t), seismicityat xi
over the interval (to,t) dependsonly upon local conditions
AP(xi,
t•,t2)=I -•A•(t•, -iap(t•,
t2)(38)
near xi. As expressedby S(t0,t) however, seismicitynow
where:
dependsuponconditionseverywherein the system,because
the norm II S(t0,t) II is a non-localfunction. For a systemin

t2)=X1I dxl
'•1A•(t•
' t2)12
which the correlationlengthis small, the differencebetween (39)
(29) and (31) is unimportant. However, for a strongly •P(tl'
correlatedsystem,the differencemay be profound.
In a phase dynamical system,the phasefunctionsS(t0,t) and A is the total area of all sites x.
represent probability amplitudes, so we define the The physicalmeaningof theseequationsis thatan increase
probability
associated
withthestate
•(t0,t)tobe' in AP(xi,t•, t2)abovethebackground
levelmeasured
bylap
should be interpretedas a tendencyto form a spatially
P(x,t0,t)
= I S(x,t0,t)12
= I•(t0,t)12 (32) correlatedregion of seismicactivity, and that suchregions
evidently must be presentfor larger earthquakesto occur.
In view of the definition (31) of S(t0,t), we have the In work to be reportedelsewhere[Tiampo et al., 2000] we
conditionthat the total probabilitymassat any time over all examine these methods using data from the southern
sites x is constant: California seismic network over the time interval 1932-
present.We findthattheprobability
function/•P(xi,
tl, t2)
I dxP(x,t0,t)
=1 (33) evidently can be usedto detectthe formationand existence
of regionscorrelatedin spaceandtime that are subsequently
thesitesof majorehrthquakes.
The physicallymeaningfulchangesin S(t0,t) occuronly via
rotations
abouttheorigin.Overthetimeinterval(tl, t2 = t• 11. FINAL COMMENTS
+ At),such
arotation
A•(t•,t2)canbedenoted
by'
A•(t•,t2)= •(t0,t2)- •(t0,tl) (34) A variety of methods have been proposed for
understandingthe space-timepatternsin driven nonlinear
Furthermore,it can be seenthat, as t2 --} t 1' systemsincludingPrincipalComponentAnalysis[Penland
and Magorian, 1993], Principal Oscillation Pattern
[Preisendorfer,1988; Penland, 1989; Garcia and Penland,
I A•(tl,t2)l
2 oc(At)
2 I•obs(Xi, tl)12 (35) 1991] analysis,and SingularSpectrumAnalysis[Fukunaga,
1990;Broomheadand King, 1986; Vautardand Ghil, 1989]
However, in these systems,the variables that define the
Inview
of(7),wesee
that
I1 A•l2 defines
2
achange
in underlyingdynamicsare directly amenableto observation,
probabilityAP(x,t•,t2)over the time interval (tl,t2). in contrastto most driven thresholdsystemssuchas neural
Moreover: systems,earthquakes,disorderedmagneticsystemsand so
forth. In the latter, only the associated "derivative
variables" such as the correlated-event activity (e.g.,

2
I1 A•(t,t)12
=0 (36) earthquakes,action potentials,depinningavalanches),can
be directly observed. Thus the standardmethodscannotbe
appliedto thresholdsystemswithout seriousqualifications.
which impliesthat the changein total probabilitymassover Other methods that are being examined elsewhere
 RUNDLE ET AL. 143

1.5
Eigenvector:
-• •.o
_

•' 0.5
_

• 0.0•

-- -0.5

n- -1.0
-1.5
0 500 1000 1500 2000

c
o
O. lOO
._

,, 0.099
0 500 1000 1500 20OO

Distance (km)

' ' i .... i .... ! .... i_

1000 -•

500 -

-500

-1000 -I , I I I , I-
-1000 -500 0 500 1000

Figure13. Eigenvector
•3 forrandomized
model.
Asinfigure5 a,b.Period
= 473years.

described in references [Eneva and Ben-Zion, 1997a,b; 12. APPENDIX A: EARTHQUAKE FAULT SYSTEM
MODEL
Pepkeand Carlson,1994;Pepkeet al., 1994;Kossobokov
and Carlson, 1995; Minster and Williams, 1992; Molchan
and Kagan, 1992;Sammiset al., 1996;Ouchi,1993], but The dynamical modelof theearthquake faultsystem was
thesehaveso far not yieldedadequate resultsfor threshold
developedin Rundle[1988]. In contrastto manycurrent
systems. modelsin the literaturedescribinga singleplanarfault, the
Understanding the patternsof activityin earthquake fault modelin Rundle[1988] includesall of the majorfaultsin
systems mustproceedvia theconstruction of representativesouthernCalifornia,albeitat a relativelycrudescale(figure
simulations,and the developmentof analysismethodsfor
the patternsthatresult. Oncethe analysismethodsare in
3, bottom).In thisCellularAutomaton-type model,eachof
N - 80 faultsegments is drivenat its ownparticularlong
place, they should be applied to forecastingand
term rate V of a few centimeters/year.
understanding datafromnaturalsystems.In particular, it is
oftenthe casethatthe largesteventsarethe mostinfrequent, Segmenti slipswhen the shearstressOsh,i(t)-
butthe mostimportantto understand, sincetheyusuallyact Onorm,i(t), where Itsisa preassigned coefficient of "static"
to slave the entire system. For earthquakemodels,these friction, andOnorm,i(t) isthenormal stress onthesegment.
correspondto the largest and most destructiveevents. At failure,slipoccurs thatis sufficientto reduceOsh,i(t)to
Detailedpatternanalysismay allowthepatternsof smaller, the value Osh,i(t)- [tdOnorm,i(t),where Itd isa coefficient
morefrequenteventsleadingup to the largesteventsto be of "dynamic"friction. The differencein frictional
detectedand recognized. If this can be demonstrated, coefficients Its- [tdistunedsothatrealisticeventsequences
reliableforecastingof thelargesteventsmaybe possible. onthemiddle("bigbend")andsouthern partsof the
144 DYNAMICS OF SEISMICITY PATTERNS

••_ 2 280x104
.

• 2270x104
' '-

2.250x104 ,-,
o 500 1000 1500 2000

._
co.
o loo •
.u_
• 0.099
0 500 1000 1500 2000
Distance (kin)

Figure 14. Superpositionof events (solid horizontallines) from year 22,500 to year 23,000 top with
probabilitiesP(xi, t) calculatedaccordingto (20) using"improvements" describedin section7. Light shaded
regionsarefor P(xi, t) > 1/3, darkshadedregionsarefi)r P(xi, t) > 1/2.

San Andreas (SA) fault occur at realistic intervalsof- 150 Considerfirst the simple casewhere each fault segment
years. Some tuning was also carried out to produce has a different frequency •i in the Fourier domain.
"realistic"sequenceson the Imperial (I), the San Jacinto Referringto equation(11), we can representeach time
(SJ), the Elsinore (E) and Gatlock (G) faults, in contrastto series as:
frictional propertieson the Cerro Prieto(CP) and Northern
San Andreasfault segments,which were not tuned. Time z(xi,t)= Re{ z(xi,0)eirøj
t} (B1)
stepsof 1 year are used. Interactionsbetweensegments
allowstress
transfersothatoneslippingsegment
caninduce, In thiscase,withnormalization,
thestaticcorrelation
matrix
others to slip as well in the same event. Realistic is the identity matrix. The rate correlation matrix is also
directionally-dependentelasticand viscoelasticinteractions diagonal
withelements
ofroi2. Consequently
inthissimple
are includedby meansof the stressGreen'sfunctions. In casethe eigenvectors of the staticcorrelationmatrixandthe
figure 3 (Bottom)we showa map view of the 80 segments rate correlationmatrix are the same,andthe eigenvaluesof
of the model, each of which is a verticalrectangularslip the ratematrixare simplythe frequencies.
surface. These segmentsextendto a depthof 18 km in an In the slightly more complicated case where the
elasticplate of thickness30 km. The plate overlies,and is frequenciescan be the samethe matricesare no longer
in weldedcontactwith, a Maxwell viscoelastichalf spacein diagonal.However, it is simpleto see that any two rows
which shear stress can relax via viscoelastic flow. The havethe followingproperty;eitherthey are identicalor they
reader is referredto Rundle [ 1988] for otherdetails. are disjoint. By disjoint we mean that the non-zero
elementsin onerow, sayrow one, are zero in any otherrow
13. APPENDIXB' EIGENVALUES
OFK(xi,xj) that is not identicalto row one. Sincethe numberingof the
fault segmentsis arbitrarywe canrenumbersothatall of the
In this appendix we give an argumentas to why the rows that are identical are groupedtogether.This will put
the matrices in Jordan-normal form. That is the matrices,
eigenvalues
of theratecorrelation
matrixK(xi,xj)should
equalthe squareof the frequenciesof the eigenmodes. The both staticand rate correlationare now madeup of blocks
main assumptionswe make for this illustrationis that each of non-zero elements arrangedalong the diagonal.Each
fault segmentthat canfail hasonly onefrequency,andthat block has the samenon-zeroelementwhich is simply the
the time averagingperiodcanbe approximatedby infinity. frequencysquaredof someelementin the rate
 RUNDLE ET AL. 145

1.4 California, earthquakes,d. Geophys.Res., 89, 3051-3058,

1984.
1.2
Ball, P., The Self-Made Tapestry,Pattern Formation in Nature,
1.0 Oxford University Press, Oxford, UK, 1999.
Broomhead,D.S. and G.P. King, Extractingqualitativedynamics
from experimentaldata,PhysicaD, 20, 217-236, 1986.
0.6 Constantine-Paton, M., H.T. Cline and E. Debski, Patterned
activity, synapticconvergence,and the NMDA receptorin
t•0.4 developing visual pathways,Ann. Rev. Neurosci., 13, 129-
154, 1990.
0.2
Crutchfield, J.P. and J.E. Hanson, Turbulent pattern basesfor
0.0 cellular automata,PhysicaD., 69, 279-301, 1993.
Egolf, D.A., Equilibriumregained:From nonequilibriumchaosto
-0.2 statisticalmechanics,Science,287, 101-104, 2000
0.0 0.2 0.4 0.6 0.8 1.0
r
Eneva, M. and Y. Ben-Zion, Applicationof patternrecognition
techniquesto earthquakecatalogsgeneratedby model of
segmentedfault systemsin three-dimensionalelastic solids,
Figure 15. Plot of log-likelihoodratio 1og10 { LR(r) } against d. Geophys.Res., 102, 24513-24528, 1997a.
mixing ratio r corresponding
to eventforecastsin figures8 (solid, Eneva,M. andY. Ben-Zion,Techniquesandparameters to analyze
circles)
and12(dashed, triangles). seismicity patterns associatedwith large earthquakes,d.
Geophys.Res., 102, 17785-17795, 1997b.
Ferguson,C.D., W. Klein and J.B. Rundle,Spinodals,scalingand
matrix and one in the staticmatrix. Clearly, the eigenvalues erogodicityin a modelof an earthquakefault with long-range
are the rate matrix are the squareof the frequenciestimes stresstransfer,Phys.Rev E., 60, 1359-1373, 1999.
Fisher, D.S., K. Dahmen, S. Ramanathan and Y. Ben-Zion,
the eigenvaluesof the staticmatrix.
Statisticsof earthquakesin simple modelsof heterogeneous
In the case of real data, it is certainlytrue that the time
faults,Phys.Rev. Lett., 78, 4885-4888, 1997.
averaging period is not infinite and the number of Fukunaga, K., Introduction to Statistical Pattern Recognition,
frequenciesfor an individual fault element is not one. AcademicPress,NY, 1990. (See especiallychapter9)
However,there is evidencethat we discussed in the body of Garcia, A. and C. Penland, Fluctuating hydrodynamicsand
the paper that supports the point of view that the principaloscillationpatternanalysis,d. Stat. Phys., 64, 1121-
assumptions we made are goodapproximations. It is clear 1132, 1991.
that there will be modifications that will need to be made to Gardiner, C.W. , Handbook of StochasticMethods, Springer-
Verlag, Berlin, 1985.
incorporateadditionalmodesand finite averagingtimes if Gray, C.M., p. 93, in H.F. Nijhout, L. Nadel and D.L. Stein, eds.,
we wish to forecast over long times and that the less Pattern Formation in the Physical and Biological Sciences,
periodic the individual fault elements are, the more Lecture Notes V, SantaFe Inst., AddisonWesley, Reading,
importantthe correctionswill be. MA, 1997.
Gross, S.J. and C. Kisslinger, Tests of models of aftershockrate
decay,Bull. Seism.Soc.Am., 84, 1571-1579, 1994.
Acknowledgements. The authorswould like to acknowledge Gross, S. and J.B. Rundle, A systematictest of time-to-failure
helpful conversationswith C. Penlandand J. Hopfield. Research analysis,Geophys.d. Int., 133, 57-64, 1998.
by JBR has been supportedby NASA grant NAG5-5168 Haken, H., Synergetics,An Introduction,Springer-Verlag,Berlin,
(simulations), and by USDOE grant DE-FG03-95ER14499 1983.
(theory), to Univ. of Colorado. Researchby WK has been Hill, D., J.P. Eaton and L.M. Jones,in R.E. Wallace, ed., The San
supported by USDOE grant DE-FG02-95ER14498 to Boston Andreas Fault System, California, US Geol. Surv. Prof.
University. Researchby KT hasbeensupported by NGT5-30025 Paper 1515, 1990.
(NASA). Holmes, P.J., J.L. Lumley and G. Berkooz, Turbulence,Coherent
Structures, Dynamical Systemsand Symmetry,Cambridge
University Press,Cambridge,UK, 1996.
Huang, K., StatisticalMechanics,JohnWiley, New York, 1987.
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Bakun,W. and T.V. McEvilly, Recurrencemodels and Parkfield,
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Minster, J.-B. and N. Williams, M8 intermediate-term
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Molchan, G.M. and Y.Y. Kagan, Earthquakepredictionand its
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Somette,D. and L. Knopoff, The paradoxof the expectedtime
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Observationof systematicvariationsin non-localspace-time
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box216,Boulder,
Co8030'9-0216.
 MicroscopicandMacroscopicPhysicsof Earthquakes
Hiroo Kanamori and Thomas H. Heaton

SeismologicalLaboratory, California Instituteof Technology,PasadenaCalifornia 91125

Frictional melting and fluid pressurizationcan play a key role in rupture

dynamicsof largeearthquakes.For faultingunderfrictionalstresscrf,the
temperatureincreases
with crf andthe earthquake
magnitude,Mw. If the
thickness of the heated zone, w, is of the order of a few mm, then, even for a
modestcrf,thetemperature
rise,AT, wouldexceed1000ø for earthquakes
with
Mw=5 to 6, and meltingis likely to occur,and reducefriction duringfaulting.
If fluid exists in a fault zone, a modest AT of 100 to 200ø would likely
increase the pore pressureenough to significantly reduce friction for
earthquakeswith Mw=3 to 4. The microscopicstate of stresscan be tied to
macroscopicseismicparameterssuchas the seismicmoment, M0, and the
radiatedenergy,E•, by averagingthe stresses in the microscopicstates. Since
the thermal processis important only for large earthquakes,the dynamicsof
small and large earthquakescan be very different. This difference is reflected
in the observedrelation betweenthe scaledenergy g=E•/Mo and M•. The
observed• for large earthquakesis 10 to 100 times larger than for small
earthquakes. Mature fault zones suchas the San Andreasare at relatively
moderatestresslevels,but the stressin the plate interior can be high. Once
slip exceedsa threshold,runawayrupturecouldoccur,and could explain the
anomalousmagnitude-frequency relationshipobservedfor some mature faults.
The thermally controlled slip mechanism would produce a non-linear
behavior, and under certain circumstances,the slip behavior at the same
location may vary from event to event. Also, slip velocity duringa large
earthquakecould be faster than what one would extrapolate from smaller
earthquakes.
INTRODUCTION resolution of seismic methods is limited because of the
complexpropagationand wave attenuationeffectsnearthe
Modem broad-band seismic data have allowed Earth's surface,and it is difficult to determinethe details of
seismologiststo determine important seismic source ruptureprocessbelow some length scale. The complex
parameterssuchas seismicmoment, M0, radiatedenergy, wave forms at high frequencymust be controlled by
ER,ruptureparameters,
andstressdropsof earthquakes over microscopic
processeson a fault plane. Suchmicroscopic
a largemagnituderange. However,at short length scales, processesinclude frictional melting [Jefj•eys, 1942;
McKenzie and Brune, 1972; Richards, 1977; $ibson,
1977; Cardwell et at., 1978], fluid pressurization
[Sibson,
1973; Lachenbruch,1980; Mase and Smith, 1985, 1987],
acoustic fluidization [Melosh, 1979, 1996], dynamic
GeoComplexity
andthePhysicsof Earthquakes unloadingeffects[Schallamach,1971; Brune et at., 1993;
GeophysicalMonograph120
Weertman, 1980; Ben-Zion and Andrews, 1998; Mora and
Copyright2000by theAmericanGeophysical
Union
Place, 1998, 1999] andgeometricaleffects[Scott,1996].
148 MICROSCOPIC AND MACROSCOPIC PHYSICS OF EARTHQUAKES

The importanceof thermal processesin earthquake 10= , ,

mechanicshas long been recognized. Sibson [1977]

discussedthe implication of frictional heating for fault 10=ø Lines of constant stress drop (bars)
dynamics.He suggested that melt formationand transient E
increases in fluid pressurecausedby frictionalheatingmay •,10 •=
decreasethe friction to near-zerovalues once slip is
initiated. Here, we extendthe model discussedby Sibson 10•"
in light of recentseismological data. A recentstudyof the
deep Bolivian earthquake (M=8.3, depth=637 km) •10•4 .

[Kanamori et al., 1998] presented an interesting

observationalcase which suggestsa dominant role of 'E•
10•
thermalprocesses
released
duringfaulting. For this earthquake,
potentialenergy,1.4x10•s J, is at least30 times
the
•10
•ø
largerthantheradiatedenergy,with a largeamountof non-
radiatedenergy (comparableto the total thermal energy 10"10
o 10• '
10• ,
10• ,
104 10s
releasedduring the 1980 Mount St. Helens eruption) Source Dimension (m}
depositedin a relativelysmall fault zoneover a time scale
of less than a minute.
Figure 1. Static stressdrop of earthquakes.Modified from
The thermal processduring faulting would cause a [Abercrombieand Leafy, 1993].
complex sequenceof events including local melting,
freezing,fluid pressurization,
micro-fracturing
and injection and the displacementoffsetrespectively. Then the total
of fluids. Although these microscopicprocessesare heatgenerated
duringfaultingis Q=crfDS.If we assume
important for understandingrupture dynamics, it is
that the heat is distributedduringseismicfaultingwithin a
difficult to determinehow these processeswork in detail
layerof thicknessw aroundthe ruptureplane,the average
duringfaultingbecauseof the limitedresolutionof seismic
methods. temperaturerise AT is givenby
In this paper, we investigatethe effectsof frictional
AT=Q/CpSw= crfD/Cpw (])
melting and fluid pressurizationand relate them to
macroscopic seismicsourceparameterssuchas M0 and ER.
whereC is the specificheat, and p is the density. In
This approachis somewhatsimilar to that of statistical generalD increaseswith the earthquake magnitude,Mw.
mechanicsin which the physics applied to small-scale
Herewe use a simple circularmodel in which the static
processesis used to determinethe averagemacroscopic
stressdropis AtYs[Eshelby,1957]. Then,
parameters suchaspressureandtemperature.

THERMAL BUDGET DURING FAULTING D = (16/7)2/3(l//r)M•/3 2/3//•

Ao's (2)

The possibilityof frictionalmeltingduringfaultinghas whereM0 is the seismicmomentandStis therigidity.

been suggestedby severalinvestigators. In particular, From (1) and (2), we obtain
McKenzie and Brune [1972] quantitativelyinvestigated
this problem as a one-dimensionalheat conduction AT=(1617)2/3(llzr)tyfAtys2/3M•/3
/ ktCpw (3)
problem. They assumed that the fault surface is
simultaneously heatedduringslippage(i.e. infinite rupture The seismicmoment M0 is relatedto Mvby
speed)over a finite time, and concludedthat if both the
frictional and driving stressesare of the order of 1 kbar,
melting can occur for fault slips as small as one logM0=l.5Mw +9.1 (M0 in Nm) (4)
millimeter. Richards [1977] solved elasto-dynamic
equationsfor a propagatingelliptical crack, estimated The staticstressdrop, Ao'.. for most earthquakes is in
frictionalheatingratebehindthe rupturefront, and showed the range of 10 to 100 bars, as shown in Figure 1
that if the driving stressis 100 barsand the fault particle[Kanamori and Anderson, 1975, Hanks, 1977,
velocity is 10 cm/secat nucleation,a temperaturerise of Abercrombieand Leary, 1993]. However, higher stress
about 1000 ø can occur within a few seconds. These studies dropshavebeenreportedfor some earthquakes for which
indicatethat frictionalmelting is likely to occur during the sourcedimensionwas determinedwell [e.g. Kanamori
seismicfaulting,at leastlocally. et al., 1990; Wald, 1992]. Also, there is evidencethat the
Herewe considera grossthermalbudgetduringfaulting stressdropcanbe locallyveryhigh (up to 25 kbar) around
undera frictional stress Of. LetS andD bethefaultarea small asperities[Nadeauand Johnson,1998]. Since
 KANAMORI AND HEATON 149

A•s=100bar, w=1 mm millimeter [Otsuki, 1998], suggestingthat the slip zone is

lO 8
thin at leastlocally.
10 7 It is true that wide shearzonesare often found along a
fault. Otsuki [1978] and Hull [1988] have shownthat the
10 6 width of the shear zone is about 1% of the total offset of

ß 105
the fault. Also, recentseismologicalstudiessuggesta 40
(:D
to 200 m thick zone with a low seismicvelocity along
'0 104 severalmajorfaults[Li et al. 1994, 1997]. However,these
wide fault-zonestructuresare probably formed by long-
• 10
3 term processes involvingdeformation, chemicalalteration,
10 2 andaftershocks, andare not directlyinvolvedin coseismic
slip.
10
If the slip zoneis thin and heat is cardedby thermal
1 2 3 4 5 6 7 8 9 10 diffusion,
thenw would
beof theorder
of k•o, the
Mw thermal diffusion distance, where k is the thermal
diffusivity,and •:0 is the time scaleof faulting. Since•:0
10 8
is less than 10 sec for most seismic events, w would be at
most a few mm. A simple scaling shows that D is
10 7 proportionalto the time scaleof faulting, •:0, while w is
lO 6 proportionalto 'r01/2; then, we obtain from (1),
ATo•D1/2' Thismeansthatthe thermalprocess 'would
ß lO 5
becomeincreasingly
importantfor largeearthquakes.
(:D
'0 10 4 Figure2 showsAT calculatedfrom (3) as a functionof
magnitudeMw for two representativevaluesof w, 1 mm
• 10
3 and1 cm. We usedC=I J/gøC,andp=2.6 g/cm3. If w= 1
10 2 mm, AT exceeds1000 øC at Mw=5 even for a modest
10
valueof friction,af =100 bars. Evenfor w=1 cm, AT
exceeds1000 øC at Mw=7 for the samevalueof friction. If
af>100bars,AT exceeds
1000øCat a lowerMw. Thus,
thermalprocess becomes importantfor largeearthquakes.
Dependingon whetherfluid existsor not in a fault
zone,two distinctthermalprocesses canhappen.If there is
Figure 2. Temperaturerise, A T, in a fault zoneas a function of no fluid in a fault zone, the temperaturecan rise to cause
magnitude, Mw , withthefrictionalstress, of, asa parameter. frictionalmelting. Figure 2 showsthat if no fluid exists,
The staticstressdrop A6s is assumedto be 100 bars. frictionalmelting is likely to occurfor earthquakes with
The upper and lower figures correspond to the cases of w Mw =5 to 7. This generalconclusionappearsunavoidable
(thicknessof the heatedzone)=l mm and 1 cm, respectively. evenif thevaluesof Aa,., af, andw usedin (3) arevaried
overfairly large,but plausible,ranges.
Many investigatorshave found pseudotachylytes in
thermalprocessconsideredhereis most importantat high- cataclasitesand presentedthem as evidencefor frictional
stressspots, we use A•.=100 bars and •t=0.3 Mbar for melting. Although pseudotachylytes are not commonly
estimation of AT. found [Sibson, 1975], the following are well-document
The thickness w cannot be determined with examples. Lin [1994a, 1994b] reported on glassy
seismologicalmethods. Here, w refersto the thicknessof pseudotachylytes from the Fuyun fault zone, China, which
the coseismicslip zone, not the width of the shearzone he believedto havebeenformedduringseismicfaultingat
along a fault. Fault surfacebreaksin bed rocks are often a minimum temperatureof 1,450 øC. Obata and Karato
extremelysharpsuggestingthat the coseismicslip must [1995] examined ultramarie pseudotachylytes from the
haveoccurredin a verynarrowzone. An exampleof a thin Iwea-Verbanozone,Italy, whichare about 1 cm thick, and
slip surfacewithin a fault zoneis describedin Hubbert and exhibitevidencefor meltingandcoolingon a time scaleof
Rubey[1959]. Laboratorystudiesby Goldsbyand Tullis about 100 sec or less under a differential stress of 3 kbar.
[1998, 1999] found that when the displacement is large, Otsuki[1998] examinedcataclasites
from the Nojima fault,
slip tendsto be localizedin a thin layer. Also, some Japan, on which the 1995 Kobe earthquakeoccurred.
pseudotachylyteslayers are very thin, less than a Accordingto Otsuki [1998], these cataclasiteswere
150 MICROSCOPIC AND MACROSCOPIC PHYSICS OF EARTHQUAKES

formedduringthe recentKobe earthquake,but they were and significantincreasein pore pressurewith temperature
formedfrom granitesat a depth of about 3 km, and the couldoccur. If fluid doesnot escape(small permeability)
originaltextureis exceptionallywell preserved.They have and the surrounding rock is not compressive,the pressure
a sandwich structure with alternating layers of increase would be of the order of 10 bars/deg
pseudotachylytes (amorphous phase)and f'me-grainedrock. [Lachenbruch, 1980]. In actualfault zones,permeability
The pseudotachylyte layer, about 0.2 to 1 mm thick, andcompressibility vary andthe pressureincrease may be
exhibitsevidencefor melting at temperatures above 1,100 less. The most important parametercontrolling the
øC followedby rapid cooling. pressurechangeis the permeability. The analysis of
Some pseudotachylytes are believedto be formed by Lachenbruchand Mase and Smith suggeststhat if
crushingduring faulting ratherthan melting [Lin et al., permeabilityis lessthan10-18m2, fluid pressurization is
1994; Lin, 1996]. It is alsopossiblethat pseudotachylytes most likely to occurwith a temperature rise of less than
wereformedduringfaultingbut they havebeenalteredto 200 øC, and frictionwill drop significantly. Permeability
claymineralsor crystallizedinto somekind of mylonites. in the crust variesover a very wide range,more than a
We do not necessarilythink that seismicfaulting always factorof 10lø. Figure3 showstheresultsfor thesamples
causesmelting. If a fault zone is highly crushed,the takenfrom the Cajon drilling site in California[Morrow
thermalenergycanbe distributedover a largevolumeand andByeflee,1992],andtheNojima fault,Japan[Ito et al.,
no meltingoccurs. Also, if fluid existsin a fault zoneor 1998]. Ito et al. [1998] show that permeabilityis very
some dynamic processsuch as acousticfluidization or smallnearthe middle of the shearzone, wherethe grain
dynamicunloadingoccurs,the friction may drop before sizeof rocksis small. Ito et al.'s resultsareat a pressure
melting occurs. However, the existence of of 500 bar (corresponding to a depth of 1.5 km), and
pseudotachylytes indicatesthat melting is an important suggesteven smaller values in the deeperseismogenic
process,at leastlocally, duringfaulting. zone. Although the distributionof permeabilitycan be
Melting doesnot necessarily meanreductionof friction. complex,theseresults suggestthat pressurefiuidization
Oncea thin melt layer is formed,highviscousfrictionmay can play an importantrole, at leastlocally, in reducing
prevail dependingon the thicknessof the layer and the friction. A modestAT of 100 to 200ø would likely
viscosityof the melt [Scholz,1980]. In fact, Tsutsumiand increasethe pore pressureenoughto significantlyreduce
Shimamoto [1997] performed high-velocity friction friction. Figure 2 shows that this can occur for
experimentsand found a sharpincreasein friction at the earthquakes with M•v=3 to 5. Accordingto Chesterand
initiationof visible frictionalmelting. However, as shown Chester [1998], the internal structureof the Punchbowl
by Spray[1993], the viscosityof moltenpseudotachylytes fault, California,impliesthat earthquake ruptureswerenot
is low and drops rapidly with the temperatm'eso that only confinedto the ultracataclasite layer,but alsolargely
frictionis likely to drop eventually,thoughthe detailscan localizedto a thin prominentfracturesurface. They
be complex. Recent laboratorystudiesby Beelet et al. suggestthat mechanismsthat are consistentwith extreme
[ 1996] andGoldsbyand Tullis [ 1998, 1999] demonstrated localization of slip, suchas thermalpressurization of pore
that friction droppedsignificantlywhen displacement was fluids,are mostcompatiblewith their observations.
large. Goldsbyand Tullis [1998, 1999] (detailsdescribed Since a fault zone is probably complex and
in Tullis and Goldsby [1998]) found that, at a normal heterogeneous in stress, fluid content, permeability,
pressure of 1.12kbar,the coefficientof frictiondroppedto porosity,and compressibility, no singleprocessis likely
0.14 when a large displacement,1.6 m, occurredat a to dominate.In otherwords,we do not necessarily expect
relatively high slip velocity of 3.2 mm/sec. These a singlecontinuous layerof meltingandpressurization; we
experiments wereperformedunderconfiningpressureand envision,instead, a fault zone that consistsof many
the conditionis closeto that of naturalearthquakes.From microfaults (subfaults) where different mechanismsare
the observations of the slidingsurface,they suggested that responsiblefor slip at differentstresslevels, producing
meltingmay haveoccurredduringsliding. complexrupturepatternsasobserved.
Whether fluid exists in fault zones or not is still a
materr of debate,but it is generallybelieved that some
EARTHQUAKE ENERGY BUDGET
faultzonescontainfluidsandmanymechanisms havebeen
proposedto maintain high fluid pressurein fault zones
[e.g.Irwine andBarnes,1975;Byeflee,1990; Rice, 1992]. We considerthe energybudgetfor eachsubfault. The
If fluid exists in a fault zone, fluid pressurization
could energybudgetof earthquakes hasbeenextensivelystudied
occur. This conceptwas introducedto seismologyby by manyinvestigators[e.g. Knopoff, 1958; Dahlen, 1977;
Sibson[1973],andanalyzedin greatdetailby Lachenbruch Kostrov, 1974; Savageand Walsh; 1978]. Following
[1980], and Mase and Smith [1985, 1987]. Under the thesestudies,andreferringto Orowan[1960] and Savage
pressure-temperature conditionsat the seismogenic depths, and Wood[1971], herewe considera simplestress-release
the thermalexpansivityof wateris of the orderof 10'3 øC, model. The simplestcaseis shownin Figure4a
 KANAMORI AND HEATON 151

Permeabilityof CajonPassRocks
Morrow and Byeflee [1992]
PERMEABILITY OF NOJIMA FAULT CORE
EffectiveStress,MPa
(at50MPa)Itoet al. (1998)
10-16 10-16
10 2o 30 4o 5o 60
I I' I "1 I I

Z• vertical core

t [3horizontal
core,
O'
FaUltZone 10-17 Z horizontal
cor•e90'
Ha!f-Widlh
i
10-18
10_18,

10_19 ß
o
• o
o

1 0 -20 t
o {30 -•
10--20
GSJ

ILl NIED
10

10-22
0 01 0.1 1 10 100 1000

10-22 , I, , ,,I. ,
Approx.Horiz Dist from Shear Zone, m 1000 2000 3000 4000

Depth, rn

Figure 3. Permeabilitynear a fault zone. a) Nojima fault, Japan [/to et al. 1998]. b) Cajon Pass,California
[Morrow and Byeflee, 1992].

showsthe stresson the fault plane as a functionof slip. whereE/• is the frictional
energy
lossgivenby
An earthquakeis viewed as a stressreleaseprocesson a and Eo is the fractureenergy. Knopoff [1058], Dahlen
surfaceS where, at the initiation of an earthquake,the [1977] and Kostrov [1974] showedthat AW =•DS where
initial (beforean earthquake)
shearstresson the fault plane ff = (rro+ (7])/2 is the averagestressduring faulting.
rr0dropsto a constantdynamicfriction (•f. If the From (5), we obtain
conditionfor instability is satisfied[Brace and Byerlee,
1966; $cholz, 1990], rapid fault slip motion begins and
E•=(O'o
+O'])DS/2-o'fDS-Eo=(1/2
)(2Arya-Arys)DS
- Eo
eventuallystops. At the end, the stresson the fault plane
is (•] (final stress)and the averageslip (offset)is D. For
=M0(2A(7a- A(7•.)/2•-Eo (6)
theexample
shownin Figure4a, (•f=rh. The difference
A(Ys=(Y0-(Y]is the staticstressdrop,andthe differenceA(Ya where MoWaDS is the seismic moment, and $t is the
=Go-Ofisthedrivingstress
of faultmotionandis usually rigidity. This is a simple but fundamentalrelationship
calledthe dynamicstressdrop or effectivetectonicstress which doesnot involve major assumptions. As we will
[Brune, 1970]. During this process,the potentialenergy showlater, the fractureenergyEo canbe ignoredfor large
(strainenergyplus gravitationalenergy)of the system,W, shallowearthquakes, and(6) canbe writtenas
dropsto W-AW whereA W is the strain energydrop, and
seismicwave is radiatedcarryingenergyER. Then the E•=Mo(2Acra- (6')
energybudgetcanbe writtenas
This relation can be derived with a simple analogous
A W = E/• + E/• + E(; (5) springsystem,and canbe shownto be consistentwith
152 MICROSCOPIC AND MACROSCOPIC PHYSICS OF EARTHQUAKES

Stress
Stress
where u is the slip (offset) on the fault plane. Then,
(1)
equation(6') canbe writtenas

E• = Mo(2/X•a
- /Xo•)/2# (8)

oI ?'(2) where
o
D Slip 0 Dc D S•lip
al b. zXffa
=o0 -ff• (9)

Figure 4. Illustrationof simple stressreleasepatternsduring Here, Afta definedby (9) can be called the average
faulting. a)Simple case.b) Slip-weakeningmodel. Hatched dynamicstressdrop. If frictiondropsrapidly, Afta is the
and cross-hatchedareas indicate the fracture energy and sameas Acta, but if frictiondropsvery graduallyto
frictional energy loss, respectively.
then fault motion becomesquasi-staticwith no energy
radiation,
andfit def'med
abovewouldbe closeto the
derivedfrom more rigorousrelationsfor continuum. A
similar relation has beenused in seismology[e.g. Savage
averagestress(cr0+ty])/2.Then Afta = (1/ 2)Atys,and ER
and Wood, 1971], but this particularform introducedhere --0 from (8). We will use Afta in this paper,but the
is usefulbecauseER is expressed in terms of the specific followingalternativeinterpretation
is alsouseful.
physical parameters AtYs and Atya which directly We caninterpretthe slipweakeningprocessin termsof
the breakdownprocessat the advancingfront of an
characterize the stressreleaseprocessonthe faultplane.
The variation of stress during faulting can be more earthquake
rupture.
Thenthetotalenergy
loss,•fDS can
complexthanshownin Figure4a. For example,the stress be divided into two pans,
may increasein the beginningof the slip motion (curve(1)
in Figure 4a) becauseof loading causedby advancing
(10)
rupture,or of a specificfriction law such as the state-rate
dependentfriction law [Dieterich, 1979a, 1979b]. In fact,
seismologicalinversionstudieshave shownthis increase The firsttermcanbe interpretedas frictionalenergy(cross-
[Quin, 1990; Miyatake, 1992; Mikumo and Miyatake, hatchedarea in Figure 4b), and the secondterm, the
1993; Beroza and Mikumo, 1996; lde, 1997; Bouchon,
fractureenergy(hatchedareain Figure4b). Then, equation
1997]. However, this increaseis of short durationand the (6') canbe written as
amount of slip during this stageis small so that little
energyis radiated. Thus, we will not include it in our
energybudget. E•
Also, the frictionmay not be constantduringfaulting.
It may dropdrasticallyin the beginningand laterresumea (11)
somewhatlargervalue (curve(2) in Figure 4a), or it may
decreasegraduallyto a constantlevel (Figure 4b). The where
latter is called a slip-weakeningprocess. These models
have been consideredin Brune [1970], Heaton [1990],
Kikuchi and Fukao [1988], Kikuchi [1992], Kanamori Aria =tYo-tYro (12)
[ 1994], Winslowand Ruff[ 1999], and Thio [ 1996].
If the frictionis not constant,the rupturedynamicsis Here,the definitionof the dynamicstressdropis the same
complicated, but for the energybudgetconsidered here,we as the traditional one, but the fracture energy
formulatethisproblemreferringto a simplecaseshownin
Figure4b. Thefriction(yf gradually
dropsto a constant Ea=S ((yf(u)-Crfo)du needs tobesubtracted
from
value(Yf0untiltheslipbecomes thefinal theright-handsideof (6') to obtainER.
Dc. In general
stress
(y]canbedifferentfromCry0.Then,wedefine the FRACTURE ENERGY
averagefriction
fff by
The estimatesof fractureenergyfor earthquakes vary
overa widerange. The specificfractureenergyG* (fracture
= a(u)au (7) energyperunit area)rangesfrom 1 to 108 J/m2
 KANAMORI AND HEATON 153

and Das, 1988]. The largest values are derived from where/t is S-wavevelocity. Then,the fractureenergy
seismicdataon the assumption thatraptureis arrestedby a is
barrier [Aki, 1979] and may not be representativeof the
averagefractureenergyof earthquakes. Husseini [1977]
estimated G* to be on the order of 105 J/m2. Scholz Eo = GdS=2 (V)dc
[ 1990]quotesa range106to 107J/m2.
The fracture energy can be related to the rapture
velocity. For simplicity, we use a Mode III (longitudinal =g(V)l
d(AW•
)=g(V)AW• (19)

shear) crock model in the following, but we can

qualitativelydevelopa similar argumentfor other crock which becomessmall comparedwith the strain energy
geometries. involvedas V increases to the limitingvelocityr, because
We take a Cartesiancoordinatesystem(x, y, z), and g(V) approaches 0 in this limit. For most large shallow
consideran infinitely long crackextendingin z direction. earthquakes, it is generallyestablishedthat the rapture
The crackgrowthis in x direction.Let 2c be the width of velocityis about75 to 85 % of/•, [Heaton,1990]andwe
the crack in x direction. The crack is under uniform stress canneglectEo.
cr0andfrictioncrf,bothin z direction. In actualfaulting,
LINK BETWEEN MICROSCOPIC AND
crfis likelyto varyduringfaulting,butherewe assume it
MACROSCOPIC PROCESSES
to be constant.Then,

AW=(cr0+
crf)DS/2=(cro-crf
)DS/2+crf
DS' Our fault modelconsistsof many faults (microfaultsor
subfaults)each one of which radiates seismic energy
following the stressreleaseprocessdescribedabove. We
=AWl+crfDS (13) cannot distinguish every fault, but what we observe
seismologicallyis the total energyradiatedfrom all of
where
them. Usingequation(8), the total energyis givenby
AW•=(cr0-cr.f
)DS/2=rcc2(cro-crf
)2/2/.t (14)
ER
=Z & =Zmoi
(2A•di
- Acrsi
)/ 2]'t
In the above,the relationsS'=2cand (cro-•f)=21aD/nc = M0(2A•a- Acr•)/2# (20)
[Knopoff,1958] are used.
The staticenergyreleaserate (specificfractureenergy)
wherethe averagedynamicstressdrop, Affa, and the
G* is givenby
averagestatic stress drop, ACrs, are the macroscopic
G*=K2/2/.t=/r.c(cro
- crf)2/2/.t (15) parameters
definedby

where
K=(cro-crf)(Irc)
1/2is thestress
intensity
factor and A•d=Z MoiA•di
/ go (21)

[Dmowskaand Rice, 1986; Lawn, 1993; Freund, 1998].

From (14) and (15),
ACrs
'- Z MoiACrsi
/ Mo (22)
d(AW1)=2G*dc (16)
Here subscripti denotesthe i-th subfault. Equations21
FollowingKostrov[ 1966],Eshelby[ 1969], and Freund and22 showthatthe macroscopic stressdrops Afta and
[1972],the energyreleaserate, G, for a crackgrowingat a ACr
sare givenas weightedaverages of the stressdropsfor
rapturespeedV is givenapproximately by eachsubfault. The weight is the seismicmomentof each
subfault.

G=G* g( V) (17) With this interpretation,

whereg(V) is a universalfunctionof V.
crack,it is givenby
we can tie the microscopic
processesoccurringon a fault plane to the macroscopic
parameters, such as M0 and ER, measurable with
For a Mode III
seismologicalmethods. This is similar to the treatisein
the kinetic theory of gas, in which macroscopic
thermodynamic parameterslike temperatureand pressure
(18) aretiedto the kineticenergyof
154 MICROSCOPIC AND MACROSCOPIC PHYSICS OF EARTHQUAKES

Sincethe rupturepatternon a fault plane is so complex Althoughthe determinationof M0 canbe madeaccurately,

that we cannotusea simple stresspatternshownin Figure the determination of ER is still subject to large
4 to representthe entirefaulting. However, we can use the uncertainties. The values of ER estimatedfor the same
staticanddynamicstressdropsdefinedby (21) and (22) to
earthquake by differentinvestigatorsoften differ by more
representthe overallstateof stressduringseismicrupture.
than a factorof 10 [Singhand Ordaz, 1994; Mayeda and
INTERPRETATION
Walter, 1996]. In particular,the valuesdeterminedfrom

We usethe macroscopic seismicparameters,

M0 and E•,
Radiated Energy rs. Seismic Moment
which are now tied to microscopicprocessesthrough
equations20, 21 and 22 for interpretingseismic data. 1016
Specifically,we use the ratio •=E•/Mo. This ratio, •,
ß
multiplied by •t was introducedin seismologyin the 10TM
1960'sas "apparentstress"[Aki, 1966; Wyssand Brune, 5x10-$
1968; Wyss,1970a, 1970b]. It is usually expressedas a
product of the efficiency r/ and the average stress 1012
• = (r•0 + r•) / 2, neither of which can be directly
determinedseismologically. Nevertheless,the apparent
stress,combinedwith static stressdrop, provideduseful
information for the state of stressin different regions. • 1o8
Wyss [1970a] showed that the apparent stress of
earthquakes on ridges do not differ much from those in
106 /x
trenches. The difficulty with the apparentstresswas in
difficulty in accuratelycomputing the radiated energy.
Althoughthis difficulty still exists[e.g. $ingh and Ordaz,
1994], the accuracyof energy estimates has improved
[Choy and Boatwright, 1995], and we revivethe use of •. lO4
I
102 ....
,I,•,,,,a
108
.....
,I..... ß TERRAscope-T
/x
data
Abercrombie [1995]
a........................................................
1010 1012 10TM 1016 1018 1020 1022
In this paper,usingequation20, the relationshipis castin
termsof the staticand dynamicstressdropsas follows. M0, N-m
g = E• / M 0 = (2A• a - At•.,)/ 2•t (23) Scaled
Energy
vs.Mw
10-3 .... f .... f .... • .... , .... , .... , .... • ....

The quantity • canbe interpretedas a non-dimensional ß

ß

radiated energy scaled with M0, the static size of the 10.4 ............................................
.zx,.,
.........................
.-111•-•
O ß..ß........
.ß..........
/• .000J_.,., ß
earthquake,andis calledthe scaledenergy.
Qualitatively,if the friction dropsrapidly, fault motion
would be acceleratedrapidly, and more energywill be
10'$......................
X'•'"'•x
......l .....................................
radiatedfor a givenM0, andresultsin large •. In contrast,
10-6 .........zxa,,•............................................
if the friction drops gradually, the fault motion is
acceleratedslowly therebyradiatingless energythan the
casefor suddendrop in friction; this would result in small 10'7 -• ..............
•. Thus, • which can be determined with the ß TERRAscope-TriNetdata
/x Abercrombie[1995]
conventionalseismological
methodcanbe usedto infer the
10'80 1 2 3 4 5 6 7 8
, • •, i,,,, i .... f,,,, i,,,, i,,,, I •,,, I, , , ,

rupturebehavior.
Mw
We canstatethe abovebehaviormore quantitativelyas
follows. As shown in Figure 4a, if the friction drops
rapidly, A• d is comparable,
or largerthan Ar•s, and Figure 5. a). Relation betweenthe radiated energy E• and the
given by equation 23 is of the order of Ar•/2p. In seismic moment Mo. The data for large earthquakes (solid
contrast,
if frictiondropsgradually,
•f defined
by (7) circle) are from southern California [updated from Kanamori
et al., 1993], and those for small earthquakes(open triangles)
approaches
the averagestress(r•0+rh)/2; then
are taken from Abercrombie[1995]. b) The scaled energy,
(1/2)At•, and • --0. •=ER/Mo, computed asa functionof M w . Notethatthe values
Figure 5a showsthe observedrelationbetweenEe and of • for small earthquakesare 10 to 100 times smaller than
M0, and Figure 5b shows • as a function of Mr/. thosefor large

teleseismicdata tend to be consistentlysmallerthan those
determinedfrom regionaldata. This difficulty is mainly
due to the complexpropagationeffects. Becauseof these
uncertainties,
the relation betweenEi• and M0 has not been
given closeattention.
Figures5a and 5b includetwo data sets. The data for
large earthquakes(M•_Y3.5) are obtained in southern
California using broad-bandseismic data. The results
obtainedby Kanamori et al. [1993] have been slightly
revisedandupdatedusing more recentdata from TriNet, a
broad-bandseismicnetworkin southernCalifornia[Mori et
al., 1998]. In thesestudies,broad-banddata at relatively
short distanceswere used, and the propagationand site
effectswereremovedempirically. The resultsof a recent
studyby Mayeda and Walter [1996] who usedcodawaves
to determine the radiated energy agree with those of
Kanamori et al. [ 1993] within a factorof 2, with Mayeda
and Walter'svaluesbeing slightly larger. With the recent
deployment of a largenumberof broad-band instrumentsin
southern California (TriNet, Mori et al. [1998]), the
propagation and site effects can be calibrated more
accuratelywith many high-qualitydataat short distances.
The new calibrationdatasuggestthat the resultsobtained
earlierwith TERRAscopeare probablyaccuratewithin a
factor of 3.
The datafor smallerearthquakes in Figures5a and 5b
were obtainedby Abercrombie[ 1995] using the down-hole
(2.5 km deep)seismicdatarecordedin the Cajon drilling
site in southern California [Zoback and Lachenbruch,
1992]. A distinct advantageof using down-holedata is
thatthey are free from the complexfree-surface effectsand
the largeattenuation nearthe recordingsite. Thesearethe
mainfactorsthatcausethe largeuncertainties in the results
obtainedwith surfaceinstruments,especiallyfor small
earthquakes.Althoughonly one stationwas available,the
data set covers a fairly large azimuthal range
(approximately 150ø) sothattheeffectsof radiationpattern
anddirectivitywere averagedout. Most eventsare within
relatively short distances,25 km, and the wave forms
exhibit clean impulsive characters. Thus, these
observationsare consideredamongthe most reliable for
smallearthquakes.
Large (Mw•_4.
5) Earthquakes
Figure5b showsthatthe valuesof •, is about5xl 0-5 to
2xl 0-4for largeearthquakes.
If thestaticstress
dropAct,
is 10 to 100bars,thisresultindicates(equation8) that the
dynamicstressdrop, Affa, is 20 to 110 bars for large
earthquakes,comparableto, or slightly larger than, the
staticstressdrop A%..
Our interpretation
is that,for largeearthquakes,
melting
and fluid pressurization reducedynamicfriction thereby
causingrapidbrittle failureresultingin a relativelylarge
KANAMORI AND HEATON 155
•,. SincebothAct.,.
and Afta areof the orderof 100 bars,
andthe friction is low, the entireprocessmustbe occurring
at a stresslevel comparableto the staticand dynamicstress
drops,about100 bars(Figure4a). This is consistentwith
the result of Beroza and Zoback [1993] and Zoback and
Beroza [1993] who found from the diversityof aftershock
mechanisms that the frictionduringthe 1969 Loma Prieta,
California,earthquakewasvery low. Also $pudich[1992]
andSpudichet al. [1998] inferredfrom the rotationof slip
vectorsthat the absolutestressduring faulting of several
earthquakes is comparableto stressdrops. The assumption
in thesestudiesis that the slip directionis subparallelto
the frictionalstresson the fault plane.
Small (Mw < 2) Earthquakes
A striking featureseenin Figures5b is that the ratio,
•,, for smallearthquakes is approximately10 to 100 times
smaller than that for large earthquakes,i.e. small
earthquakes appearto be less efficientin wave radiation
than large earthquakes. Even if we allow for the
potentially large uncertaintiesin energy estimation, this
differenceappearsto be too large to be attributed to
experimentalerrors,andprobablyreflectsthe real difference
in the rupture dynamics between small and large
earthquakes.The transitionoccursbetweenMw=2.5 and 5.
AlthoughFigures5a and 5b showthe resultsonly from the
two specificdata sets,many otherstudiesshow a similar
transitionover this magnituderange [e.g. Thatcher and
Hanks, 1973; Fletcherand Boatwright, 1991; Boatwright
et al., 1991; Mayeda and Walter, 1996; Thio, 1996; Zhu,
1998]. It is interestingto note that figure 7 of Thatcher
and Hanks [1973] showing the relation betweenM0 and
ML, if combinedwith their figure 10 (ER rs. MO, could be
interpretedas showingthis transition.
Referringto equations7 and 9, we interpretthis result
in termsof a gradualdropin friction. Becausethe thermal
energyinvolvedis not largeenoughto reducefriction, the
stresschangecanbe gradualas shownin Figure 4b. This
meansthat fractureenergy,Eo, given in equation6 or that
definedby the secondterm of equation 10 is large for
small earthquakes. As mentioned earlier, the fracture
energyfor large earthquakes is consideredto be small but,
for smallearthquakes, there is no directevidencefor small
fracture energy, i.e. small earthquakes could be
significantlylessbrittlethanlargeearthquakes.
McGarr [ 1999] suggests,on the basisof the datafor the
apparentstress,that the upper bound of efficiency of
earthquakesis about 0.06. Our conclusionon small
earthquakesis qualitatively consistentwith McGarr5
[1999]. However, our conclusion suggeststhat the
efficiency for large earthquakes(e.g. Mw>6) could be
considerably higherthanthatfor small
156 MICROSCOPIC AND MACROSCOPIC PHYSICS OF EARTHQUAKES

Modelsfor Small and Large Earthquakes Energy Budget of Earthquakes

•////////•/
Fracture
Energy'•.
Non-Radiated
Using the results obtained above, we presenthere a Stress Stress
• Friction
Energy
J Energy
schematic modelcontrasting smallandlargeearthquakes. •...;.':i•'
•.;•Radiated
Energy
First we assumethat cr0is the sameeverywhere alonga A

fault zone. Then, Figure 6 illustratesrepresentative

stress
variationsfor smallandlargeearthquakes.We assumethat O'fo

the stresson the fault plane dropslinearly from cr0 until

the slip reachesa critical value, Do wherethe stressis 0 Do DS Slip • o OcDT DL
c S•i},
equalto a constant
frictionalstresscrjvß The stress Small E. Large E.

eventually drops to almost 0 if slip exceedsDr when

melting or pressurizationreducesfriction. Figure 5b Figure 6. Schematicstressreleasepatternsfor small (left)
showsthat this transitionoccursat Mw=2.5 to 5, which and large earthquakes(right). Hatched, cross-hatched,and
suggeststhat Dr=2 to 30 cm (equation2). dotted areasrepresentthe fractureenergy,frictional energy
lossand radiatedenergy,respectively.
We let Ds and Dt be the total displacementfor small and
large earthquakes,respectively. For small earthquakes,
smallearthquakes, evenif the staticstressdropis aboutthe
De<Ds <Dr, andfor largeearthquakes,Dt>>Dr. Then for
same. Actually, tY0may vary considerably along a fault
largeearthquakes,
zone. If cr0 is large for small earthquakes, then we can
haveAcrs(small)=Acrs(large),yet g, canbe still verysmall
forsmallearthquakes if Ds = Dc. Actually,a largecr0for
smallearthquakes maynotbe unreasonable considering
the
• - crfo -• (24)
possibilityof localstressconcentration. In any case,the
actualconditioncanbe very heterogeneous, but as a whole,
SinceDL>>Dr>Dc, and o'] = 0, somemechanismas illustratedin Figure 6 is probably
responsiblefor the differencebetweenlarge and small
earthquakes.
• =Acr.•
2//
where
Acr•
=cro (25)
IMPLICATIONS

In contrast,for smallearthquakes, Stateof Stress

The resultsobtainedfor largeearthquakes

suggestthat
the averagestresslevel along maturefaults wherelarge
=DsSI
rro
+•rr•o
crO
earthquakesoccurmust be low becauseof the dominant
--crfO thermal effects such as frictional melting and fluid
pressurization.Becauseof melting or pressurization, a

=Ds
S(cro
-crfo)/l_
Dc) (26) faultzoneis self-organizedintoa low stressstate. That is,
evenif the stresswas high in the early stageof fault
evolution,it would eventuallysettlein a low stressstate
Thus, after many large earthquakes. This state of stressis
consistentwith thegenerallyheld view that the absence of
heatflow anomalyalongthe SanAndreas faultsuggests a

Acrs(1--•sC/,
2// where
Acr•
=cr0--crf0 ß
(27) shear strengthof about 200 bars
1969;Lachenbruchand Sass,1980].
or less [Brune et

The stressin the crustawayfrom activematurefaults

at.,

can be high as has been shown by many in-situ

In this case, ACrs(small earthquakes)<A•.(large
measurements of stress[McGarr, 1980; Brudy et at.,
earthquakes), but the differencewould be small, about a 1997]. Thestress differenceis large,anda kbartypestress
factorof 2 or so. On the otherhand,the scaledenergy,g, maybe involvedin smallearthquakes, butthe eventsare in
canbeverydifferent.If Ds is comparable to Dc for small generalso small that it is hard to determinethe stress
earthquakes, then • canbe very small. This is the reason parametersaccurately.What is important,though,is that
why we havethe largedifferencein • betweenlarge and as long as the length of the fault is small, the state
 KANAMORI AND HEATON 157

intraplate fault lengthexceeds a threshold,

thecrackwill runaway.So, in
this senseall earthquakes,
small and large,can get into
runawayrupture.However,G* isnotconstant in realfault
zones,andthe placewhereG* is largeactsas a barrierto
stoprupturepropagation[Aki,1979]. Thenthe question is
what is the probabilityof some barriersstoppingthe
rupture.Theeasiest wayto lookat this situationis to use
the stress intensity factor K which is given by
(0'0--O'f)(lrl)
1/2fora Mode
III crack
[e.g.Dmowska
and
Rice, 1986] whereI is the crack length. As the fault
Figure 7. Schematicdiagramshowingthe magnitudeof the
grows,I andD increase.
WhenD exceeds
Dr, friction,rrf,
stressesin Earth's crust. Modified from [Kanamori, 1980]. drops (see Figure 6). The combinedeffect of the
decreasing
•f andincreasing
I increases
K. Sincethecrack
stressin the fault zonewould not affectthe regionalstress extension
forceis proportional
to K2, the fault rupture
drastically. However,as the fault grows to some length becomes
harderto stopandrunawayruptureis morelikely
to occur.
(e.g. Japanese intra-plateearthquakeslike Tango, Tottori,
Nobi etc.), then some sort of self-organization
occursand The magnitude-frequency
relationship is usually
the fault settlesat a stresslevel somewhathigherthan that understoodas a manifestationof heterogeneityof fault
on moreactiveplateboundaries. structure[Scholzand Aviles, 1986; Okuboand Aki, 1987;
This type of stressdistributionhasbeensuggested from Avileset al., 1987]. In additionto this staticfeature,slip-
seismicdata [Figure 7, Kanamori, 1980], and from stress controlleddynamicrunawayprocesscouldbe an important
orientationsnear major plate boundaries[Mount and elementthatdetermines the earthquakestatisticsfor mature
faults.
Suppe,1987;Zobacket al., 1987].

Magnitude-j?equency
Relationship
for Mature Faults SeismicBreakawayPhase

One probable consequence of sudden reduction in In a seriesof papers,Ellsworth and Beroza [1995,
friction when slip exceedsa thresholdvalue would be 1998] andBerozaand Ellsworth [1996] showedthat the
runaway rupture. In this context, an interesting moment rateof many earthquakes is initially low but after
observationis the magnitude-frequency relationship for some time it grows rapidly. They called this sudden
some matureplate boundariessuch as the San Andreas increasein the moment rate a breakawayphase. The
fault and some subductionzones. For example, the breakawayphasecould be a manifestationof the slip-
absence of eventswith magnitudebetween6.5 and 7.5 on controlledrunawayrupture. However,our model has a
the San Andreasfault in southernCalifornia,despitethe highly heterogeneous distributionof strengthand would
occurrence of magnitude8 earthquake in 1957 (Fort Tejon not explain the scalingrelationproposed by Ellsworthand
earthquake)and the averagerepeattime of about a few Beroza [ 1995, 1998] and Beroza and Ellsworth [1996].
Similar observations,on various time scales, have been
hundredyears [Sieh, 1984], has been thought somewhat
odd. Figure 8a showsthe magnitude-frequency relation madeby Umeda[ 1990, 1992],andKikuchi[ 1997].
takenfrom Wesnousky [ 1994]. Earthquakeswith M from 6
to 7 appearto be fewerthan expectedfor the conventional Slip Behaviorof a Plate Boundary
magnitude-frequency relationship. A similar observation
hasbeenmadefor the Nankaitrough in Japan[Masataka The thermally-controlled model discussedabove is
Ando, 1999, personalcommunication] as shownin Figure inherently non-linearin thesensethatslip controlsthe slip
8b. In this region, many earthquakeswith M•_8 are behavior. In sucha non-linearsystem,it is possiblethat
documented well (Figure 9), but almost no earthquakes an infinitesimally small perturbationin the initial
with 7<M<8 have occurred there since 1900. These conditionmay leadto a significantlydifferentbehavior. In
observations can be interpretedin terms of the runaway this context, the historical sequencealong the Nankai
processdiscussedabove. As the magnitudeexceedsa trough is interesting. Figure 9 shows the sequence
thresholdvalue, about 6.5 for the San Andreas and 7 for determined by a seriesof studiesof Imamura[ 1928],Ando
theNankaitrough,the frictiondropsand fault slip cannot [1975], andlshibashi[1998]. An interestingeventis the
stopuntil it reachessome limit imposedby the regional one in 1605. This eventcausedwidespread tsunamialong
seismogenicstructureor loading geometry. This is a theJapanese coast,but no significantevidencefor shaking
rtmawaysituationcausedby dynamiceffectsof faulting. has been documented[lshibashi, 1981]. Although the
If the specificfractureenergy,G*, is constant,the evidenceis qualitative,the historicaldata for this region
Griffithtypecracksareinherentlyunstable,i.e. if the crack aregenerallyconsidered reliable. This evidence
158 MICROSCOPICAND MACROSCOPICPHYSICSOF EARTHQUAKES

• opencircles:
"•. !•44I.o1992 SanAndreas
' .'•• • Scenario
2(3segments)

ß, o.,-solidcircles:
0 -•
• •
1944
to1992
minus1948,1952,and ß• ß.•..
• ooo -
eOO - 197i aftershocks '::ß'-
:.:.
oooooo

•'•Z• o.oo•
ß,
-J Projection
fit
[ N=2061
ofminus
todata best
set max-likelihood
• n¾,:...:.
aftershocks o:.:...:.
n¾,: :.
I' b=0.89_+.04 n%..'

-••o=4.7e+24
dyne-cm/yr
[ Mo(geologic)=4.7-13.7e+25
dyne-cndyr
104 _1• .... I ß ß ß , I , , , , I ß , , , I ....
i i • • -• I , , ,,,• I,• • !
-

2 3 4 5 6 7 8 9
magnitude

5.5 6.0 6.5 7.0 7.5 8.0

9, 1
Magnitude

4 --
1900
I
1920 1940
Year
1960
• I
1980
? 2000

Figure8 a). Magnitude-frequency

relationship
fortheSanAndreas
fault,California
[Wesnousky,
1994].b).The
samefortheNankaitrough,
Japan[MasatakaAndo,writtencommunication,
1999].

that the 1605 earthquakewas a tsunamiearthquake in the nature of thermally-controlledmechanism. A slow

sensedefinedby Kanamori[1972]. We suggestthat the tsunamiearthquake could occasionally occurat a plate
generalstyle of earthquakes alonga plateboundary(i.e. boundary whereordinary
earthquakes regularlyoccur.This
brittle ordinaryearthquake,slow tsunamiearthquake, or is a speculative
interpretation,
andthepossibility thatthe
creep)is determinedby theproperties
of the boundary (e.g. 1605 earthquakewas causedby some other mechanisms
ageof the subducting plate,sedimentstructure, roughness remains,but consideringthe significantthermaleffectson
of the subducting plate, convergence
rate etc., [Ruff and fluid-filledsubduction
boundaries, this interpretation
is
Kanamori, 1983; Uyeda and Kanamori, 1979; Scholzand plausible.Yamashita
[1998]showed
thatfluid migration
Campos, 1995]), but considerableperturbationfrom the in a porous
faultzonewith spatiallyheterogeneous
fracture
averagebehavior could occur becauseof the non-linear strengthcanproduceirregular
eventsequences.
 KANAMORI AND HEATON 159

Yamashita'smodel is for a quasi-staticcase,and is not the slip behavioris controlledby the slip itself. This
directly applicableto dynamic rupturepropagation,a would producea non-linearbehavior, and under certain
similar model would producevariabledynamicrupture circumstances,the slip behaviorat the samelocationmay
patterns. vary from eventto event. Anotherimportantimplication
is that slip velocity during a large earthquakecould be
GroundMotionJ?omLarge Earthquakes faster than what one would extrapolate from smaller
earthquakes.
The effectof a pulse-likenear-fieldgroundmotion on
large structuresis becomingan importantengineering his Acknowledgments. We thank Kenshiro Otsuki for sharing
insight into cataclasitesand pseudotachylytes with us.
problem[Heaton, 1990; Heatonet al., 1995;Hall et al., Discussions with Rachel Abercrombiehelped us assessthe
1995]. However,very few recordings of near-fieldground accuracyof energy measurementsfor small earthquakes. We
motionfromlargeearthquakes exist. In modelingstudies, benefited from the comments on the early version of the
the recordsfrom small earthquakes are usedto estimate manuscript by Yoshio Fukao, Masayuki Kikuchi, Minoru
groundmotionsfromhypothetical largeearthquakes. This Takeo, and Emily Brodsky. We also thank Toshihiko
is a reasonableapproach but the possibilityexiststhat the Shimamoto, Lee Silver, and Yuri Fialko for helpful
slip velocity during very large earthquakes could be discussions at various stages of this work. We thank
significantly
largerthanthat for smallearthquakes because Masataka Ando and Hisao Ito for allowing us to use some of
of reductionof frictioncaused by largedisplacement. their unpublished figures. This research was partially
supportedby the U.S. GeologicalSurvey grant 99HQGR0035.
Contribution #8635, Division of Geological and Planetary
CONCLUSION
Sciences,California Institute of Technology.

Thethermalbudgetduringseismicslip suggests that

frictionalmeltingandfluid pressurization
canplay a key
rolein rupturedynamicsof largeearthquakes.
In a simple
modeloffaulting
underfrictional
stress
fff,thetemperature
increases
withfffandtheearthquakemagnitude,
Mw. If the
slipzoneis thinandheattransferis mainlyby conduction,
the thicknessof the heatedzone,w, is of the orderof a few
mm for a seismictime scaleof about10 sec. Then,even
for a modest•f, the temperature
rise,AT, wouldexceed
1000ø for earthquakes
with Mw=5 to 7, and melting is
likely to occur, and reducefriction during faulting.
2•
Anotherimportantprocessis fluid pressurization.
If fluid
existsin a fault zone, a modestA T of 100 to 200ø would •887 .
likely increase
the porepressure
enoughto significantly 209
reducefriction for earthquakes
with Mw=3 to 5. The
•1099 - : 1096 ....
microscopic stateof stresscausedby local melting and
pressurizationcan be tied to macroscopicseismic 2•2
parameterssuchas,M0 andER,by averaging the stresses
in
the microscopic states. Since the thermalprocessis 361 t---1361---
importantonly for large earthquakes, the dynamicsof 137
small and largeearthquakes canbe very different. This ........... 1498•
difference is reflected in the observed relation between the
i07 Tsunami
ratio • =ER/Mo andMw. The availableseismicdatashow 102 Earthquake?
1707
that •, forlargeearthquakes
is 10 to 100timeslargerthan
147
for small earthquakes.Accordingto this model, mature
• 1854,
fault zonessuchas the San Andreasare at relatively
moderatestresslevels,but the stressin the plate interior ,1946 , , 17
.......
1854
, 1944-----
canbe high. The faultdynamicsdescribed heresuggests Nankaido Tokai
thatonceslip exceeds
a threshold,
runawayrupturecould
occur. This could explain the anomalousmagnitude-
frequencyrelationshipobservedfor some maturefaults. Figure9. Largeearthquakes
alongthe Nankaitrough,Japan
Sincethethermalstateis controlled
by the amountof slip, [Ishibashiand $atake,
160 MICROSCOPIC AND MACROSCOPIC PHYSICS OF EARTHQUAKES
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R. astr. Soc., 19, 479-484, 1970a.
KANAMORI AND HEATON 163
Wyss, M., Stress estimates for south American shallow and
deep earthquakes, J. Geophys. Res., 75, 1529-1544,
1970b.
Wyss, M., and J. N. Brune, Seismicmoment, stress,and source
dimensionsfor earthquakes in the California-Nevadaregion,
J. Geophys. Res., 73, 4681-4694, 1968.
Yamashita,T., Simulationof seismicity dueto fluid migration
in a fault zone, Geophys.J. Int., 132, 674-686, 1998.
Zhu, L., BroadbandWaveformModelingand Its Application t o
the Lithospheric Structure of the Tibetan Plateau, Ph.D
thesis,pp., California Institute of Technology, 1998.
Zoback, M.D., and G. C. Beroza, Evidence for near-
frictionless faulting in the 1989 (M 6.9) Loma Prieta,
California, earthquakeand its aftershocks,Geology, 21,
181-185, 1993.
Zoback,M., andA. H. Lachenbruch,Introduction to the special
section on the Cajon Pass scientific drilling project, J.
Geophys. Res., 97, 4991-4994, 1992.
Zoback,M.D., M. L. Zoback,V. S. Mount,J. Suppe,J. Eaton,
D. Healy, P. Oppenheimer,L. Reasenberg, L. Jones, B.
Raleigh, I. Wong, O. Scotti, and C. Wentworth, New
evidence on the state of stress of the San Andreas fault
system, Science, 238, 1105-1111, 1987.
Hiroo Kanamori, Seismological Laboratory, California
Institute of Technology,Pasadena,California 91125, (626)
395-6914,FAX 626-564-0715,hiroo•gps.caltech.edu.
ThomasH. Heaton,SeismologicalLaboratory,California
Institute of Technology,Pasadena,CA 91125, (626) 6897,
FAX 626-564-0715,
 Depth Dependent Rupture Properties
in Circum-Pacific Subduction Zones

Susan L. Bilek and Thorne Lay

Institute of Tectonics and Earth Sciences Dept.,

University of California, Santa Cruz

Depth dependence of the source rupture duration of interplate thrust

earthquakesis examinedfor sevensubductionzonesaround the Pacific to ex-
plore variations in faulting properties. Multi-station deconvolutionsof tele-
seismicP wavesfor moderate size earthquakesyield estimates of the source
time function and centroid depth for each event. Analysis of 17 to 75 earth-
quakesin eachregionrevealsa consistenttrend of decreasingsourceduration
(inferredfrom the sourcetime functions,after correctionfor differences
in
total energyrelease)with increasing
depth. Rupturedurationpatternsvary
somewhat betweensubductionzonesas well as along strike within a given
zone, and the data have large scatter, implying significantvariation in rup-
ture processesalong the interplate megathrusts,but the depth dependence
appearsto be robust. The rupture duration variationsprompt consideration
of two end-membermodels:1) depth-dependent
rupturevelocityis caused
by variations of rigidity of materials in the fault zone, while static stress
drop is constant,and 2) staticstressdrop varieswith depthwhile material
propertiesand rupture velocity are constant. For the first model, the vol-
umetrically averagedrigidity of the fault zone must increasewith depth in
eachregionby a factor of 5 betweendepthsof 5 to 20 km. If rupture veloc-
ity is constant,the stressdrop must increaseby an order of magnitudeover
the same depth range. This systematicvariation in rupture behavior with
depth may reflect spatial variationsin the amount, compactionand porosity
of sedimentin the fault zone, topographyon the subductingplate, phase
transitionsin the fault zone materials,thermal structureof the megathrust,
and varying presenceof fluids in the fault zone. Such physicalvariations
appear to control the physicsof rupture propagation, leading to intrinsic
dependenceof rupture velocityon materialsand fluidswithin the fault zone.
INTRODUCTION faults [Pachecoet al., 1993]. Variationsin earthquake
rupture complexity and total energy releasehave been
Approximately90% of global seismicenergyrelease
related to grossproperties of subductionzone geome-
occurs in subduction zone earthquakes, primarily in-
try and kinematics, with the underlying premisethat
volvingthrusting motionson the interplate megathrust
earthquake faulting varies with the megathrust envi-
ronment [Ruff and Kanamori, 1980; Lay et al., 1982;
Kanamori, 1986; Ruff, 1992]. While someintriguing
GeoComplexity andthePhysicsof Earthquakes
GeophysicalMonograph120
general associationshave become evident, we are far
Copyright2000 by theAmericanGeophysical
Union from a detailed understandingof what controlsfaulting
166 RUPTURE PROPERTIES IN SUBDUCTION ZONES

in subductionzones. It is becomingincreasinglywell with increasingdepth accompaniedby enhancedscat-

documentedthat frictionalpropertiesof the megathrust ter in duration for intermediate depth events. Bos et
are verycomplex,and the entirespectrumof convergent al. [1998]and Houstonet al. [1998]stackbroadband
motionsmustbe considered.For example,someregions recordsfor events from 100 to 650 km deep, finding
experiencelarge amountsof slip occurringover periods a weak trend of decreasingsourceduration with in-
as long as one year after large thrust events. This has creasingdepth that can be completely accountedfor
beenobservedin Japan,whereHeki et al. [1997]used by the expected increase in shear wave velocity with
geodeticmeasurementsto detect postseismicslip equal depth. Houstonet al. [1998]find evidenceof asym-
to the amountof coseismic slip in the year followingthe merry and complexity in the stackedtime functionsfor
December24, 1994 Sanriku-okievent. Similarly,signif- eventsfrom 350-550km depth. CampusandDas [Com-
icant postseismicslip has been observedfor the 1992 parison of the rupture and radiation characteristicsof
Sanriku-okieventin Japan[Kawasakiet al., 1995]. intermediate and deep earthquakes,submitted, J. Geo-
Several subduction zones have also experiencedde- phys. Res.] do not detect any unusualdepth depen-
structive tsunami earthquakes,which producea larger dencefor intermediate and deep focuseventsfor events
tsunami than expected given their seismicmagnitude in Fiji and Japan. Overall, no dramatic depth depen-
[Kanamori,1972].Theseeventscommonly releaseseis- dence of rupture propertieshas been revealedwithin the
mic wavesthat are depletedin high frequencyenergy, intraplate environment of intermediate and deep focus
apparently as a result of having unusuallyslow rup- earthquakes.
ture propagation[Pelayoand Wiens,1990;Kanamori Many studiesof earthquake rupture have been made
and Kikuchi, 1993; $atake, 1994; Tanioka and $atake, for individual or suites of events on the megathrust
1996; Johnsonand $atake, 1997; Ihrnldet al., 1998]. zones,and some have focusedon depth dependentsys-
The distinctive seismicwave spectra of theseeventshas tematics. Tichelaarand Ruff [1991, 1993]examined
even served as a basis for near reM-time detection of variations in maximum depth of interplate thrust events
tsunami earthquakesinvolving calculation of spectral to assesscontrols on seismic coupling. Zhang and
energyratios [Newmanand Okal, 1998;Shapiroet al., Schwartz[1992]analyzedthe depthdistributionof mo-
1998].The observationthat tsunamieventsruptureat ment release in different zones to assess variations in
very shallow depths where weak sedimentsare likely to thermal structure and stress. EkstrSm and Engdahl
be present in the fault zone has prompted speculation [1989]determinedsourceparametersfor many earth-
that rupture in low rigidity materialscausesslowrup- quakesin the central Aleutian Islands to examinevari-
ture velocitiesand resultsin a larger faulting displace- ationsin stressdistribution,and Taniokaet al. [1996]
ment for a given seismicmoment. Thesefactorscan ex- consideredlateral variations in earthquake rupture and
plain the spectral characteristicsand enhancedtsunami slabmorphologyalongthe Japantrench. Bilek andLay
excitationof tsunamiearthquakes[e.g.,Kanamori and [1998,1999a]focusonearthquake
rupturedurationvari-
Kikuchi,1993].If this is correct,onemightexpectshal- ationsfor shalloweventsin the Japan and Middle Amer-
ica subductionzones,findingthat the shallowestevents
lower thrust events in the interplate thrust zone to have
longer rupture durations than deeper events, and rel- have anomalouslylong sourcedurations in both sub-
atively long duration ruptures should be observedin ductionzones.Bilek and Lay [1999b]showevidencefor
regionswhere significantsedimentis subductingcom- similar behaviorin other regions,and proposeseveral
pared to regionswhere no sedimentis present. It is notpossiblemechanismsto accountfor this observation,in-
volvingphysicalattributesof the subductionzonesuch
clear what to expect in terms of complexity of rupture,
other than the possibilitythat the shallowenvironment as roughnessof the subductingplate, amountand type
is intrinsically more heterogeneous of sedimentbeing subducted,thermal structure, and
in material proper-
fluid processesin the fault zone. Earthquake behav-
ties and stressthan the deeper portion of the interplate
thrust zone. ior in the interplate seismogeniczone can thus guide
There have been severalinvestigationsof earthquake interpretationsof the thermal and petrologicalstruc-
rupture duration variations with depth in subduction ture of subduction zones[e.g.,Peacock,1993;Hyndman
zones, primarily focused on intraplate events within et al., 1997; Oleskevichet al., 1999]. This study ex-
the subductedslab. Vidaleand Houston[1993]stacked tends the examination of depth dependentvariationsof
short period P waveformsto estimate sourceduration earthquakerupture duration in sevensubductionzones:
of 160 intermediateto deepevents(depth > 100 km). Japan, Kuriles, Alaska-AleutianIslands, Mexico, Mid-
They found evidencefor a decreaseof sourceduration dle America, Peru, and
 BILEK AND LAY 1'67

120' 150' 180' -150' -120' -90' -60'

time function that representsthe time history of seis-
60'
'.i!i•?i•ii:•i•ii.i!ii??i..
-.?:... '7""'•:'21'::5i!i
.............
ii'ii
.............'60' mic moment releasefrom the source[Kanamori and
• II Ruff, 1983; Ruff, 1989; Tichelaar and Ruff, 1991; Ruff
and Miller, 1994]. The deconvolution methodis based
30'
..•,
........ .
30' on computingsynthetic P wave Green's functionsfor
"• eacheventusingthe bestdoublecoupleof the Harvard
CMT solution for a model with a water layer over a
O'ß..•,"•x•
•'•:•:•:•5•.:•
................... • ' -
' e• O' uniformhalf spacewith a P wavevelocityof 6.0 km/s.
We deconvolvethe P waves by Green's functions gen-
-30' ............
• •... -30' erated for a rangeof 15-25point sourcedepths,obtain-
ing sourcefunctionsat eachtrial depth. The depth at

_60.•
' ' l' I -60
ø
which the deconvolution minimizes the misfit between
the data and syntheticseismograms
is preferred.While
120' 150' 180' -150 ø' -120' -•' -60' simultaneous inversion for a revised focal mechanism
may reducesomeuncertainties,it is not viable for most
Figure 1. Map showingsubductionzonesstudied. Boxes of our eventsgiven the limitations of the availableP
enclose the areas of event locations. wavedata. In general,tradeoffsbetweensourcemech-
anism and either source depth or source time function
METHODOLOGY are not too severefor shallow thrusting events,and the
CMT solutions are probably fairly robust for most of
The subduction zones around the Pacific that we an- our events. The general processingsequenceis shown
alyze (Figure 1) are selectedprimarilyon the basisof in Figure 2 for an event in the Aleutian Islandsregion.
abundant shallow interplate seismicity. Our focus is The stations used are well-distributed azimuthally from
on frictional and faulting processesalong the megath- the source,which ensuresa range of wave shapesand
rust zones,and severalcriteria are used to select events corresponding Green'sfunctionsthat reducesthe severe
located on the main thrust fault. Earthquakes are ini- trade-offs between depth and source function. From
tially selected basedon' (1) closeproximityto the main the deconvolutionprocedure, performed for 23 depths
thrustzoneof interest,(2) havinga faultingmechanism in Figure 2, we determinean optimal depth of 31 km
(from the HarvardCentroidMomentTensor(CMT) based on the minimum in the misfit curve. The corre-
catalog)with strike,dip, and rake consistent
with un- spondingsourcefunctionhasa simpletrapezoidalshape
derthrustingof the subductingplate (typically,events with a duration of 7 s, followedby somelow amplitude
have a strike within 20-300 of the local strike of the oscillations. The latter oscillationsare highly variable,
trench, a dip • 30-35ø, and a rake of 90ø+30ø), (3) and representinstabilities causedby accumulatingin-
havinga momentmagnitude(Mw) of 5.0-7.5,and (4) accuraciesin the Green's functions with lapse time into
availability of at least 4 good quality broadbandtele- the signal. This eventand the associatedP wavesignals
seismicP wave recordingsthat are well distributed az- are well characterizedby the strong trapezoidal pulse,
imuthallyfrom the source(between7 and 15 P wave althoughthere is intrinsically somesubjectivity as to
recordings
are usedfor mostevents).Thesecriteriaare when the true source radiation was finished.
similar to those used by other authors in earlier stud- Figures 3-9 show final sourcetime functionsfor all
ies of depth dependenceof subduction zone properties events in the 7 subduction zones. The panel for each
[e.g., Zhangand Schwartz,1992; Tichelaarand Ruff, event shows the source time function for the optimal
1991,1993]. sourcedepth and our preferred depth and sourcedu-
For the selectedevents, we obtain all available tele- ration. In some cases, the depth determination is ro-
seismicvertical componentbroadband recordingsfrom bust, with a singledistinct minimumin the misfit curve.
the IRIS data center with time windowsappropriate for However, in other cases,there are double or multiple
the direct P phaseand associated depth phases(pP, minima in the misfit curves,or a range in depths with
sP) neededfor accuratesourcedepth determination. relatively uniform misfit. For thesecases,we examine
Ground displacementtracesare obtainedby deconvolv- the sourcetime function producedfor each depth, and
ing the instrumentresponse,and the P waveonsetsare choosethe depth which yields the simplest time func-
manuallypickedon eachrecord. A multistation decon- tion, with most of the moment releasedearly in the
volution method is then used to determine the source signal[Christensen
andRuff,
168 RUPTURE PROPERTIES IN SUBDUCTION ZONES

58 ø

56 ø

54 ø

52 ø
ae
50 ø
170 ø 180 ø -170 ø _160 ø _150 ø

O.4OO
ALE 10.1
0.375' FFC 54.6

0.350' ANMO 78.8

CTAO 214.1
0.325
DAV 246.8
0.300
CHTO 276.6
0.275
'' '1'5'' '2•5'' '3)5'' '45 BJT 282.4
Depth (km) be HIA 292.0
AAK 310.1
Best
Depth 31km BRVK 320.1
Error 0.279 ANTO 336.6
LVZ 346.1
BFO 355.6
n

de

7s

Figure 2. Example of data processingfor M•=6.49 event in the Aleutian Islandsregion. (a) Focal
mechanismof the event taken from the Harvard CMT catalog. The event was chosenbecauseof its
underthrustingmechanism(strike 262ø, dip 24ø, rake 114ø),closeproximityto the trench,and moderate
magnitude.(b) Error or misfitas a functionof depth for the deconvolutions.
We performthe deconvolu-
tion for 23 different depths to minimize the misfit between the data and synthetics. Minimum occurs at
31 km depth. (c) Sourcetime functionfor deconvolution at 31 km depth. On left is sourcetime function,
on right is sourcetime function with misfit boundsin gray dashedlines. Sourceduration is measured
from the first large peak of the source time function; the black bar indicates the measuredduration of
7 s. (d) Data (solidblacklines)and syntheticseismograms
(dashed)shownwith the stationcodeand
azimuth from the event.

The point-sourcetime functionsin Figures3 to 9 fur- or significantnegativeovershootfollowingthe primary

ther illustrate the difficultiesintrinsic to measuringthe pulse. For the largest events, unparameterizedspatial
time interval of sourceenergy release. As in Figure 2, finitenessmay contribute to these features, but their
the deconvolutionssometimesshow significant ampli- sensitivityto sourcedepth suggeststhat inaccuracyof
tude oscillations after the main pulse of moment rate, the later portions of the Green'sfunctionsis the
 BILEK AND LAY 169

89/01/22 2 ]• 12
km
9 km
I 789/10/27
km
• 89/10/26 • 89/10/29
•, 89/10/29 II 24 km Jl 14km

89/11/01 89/11/04 90/0'•/10 91/11/26 92/07/12 92/07/13

28
km• 17
9s
kmI 50
km 47
ls
km 41
km• ls ls

9•07/16 9•07/18 9•07/18 9•07/18 9•07/25 9•07/29

14km • 7 km 12km 18 • 13km • 5 km
4s 3s

93/0•25 93/03/25 93/09/11 93/10/28 9•/0•/08 9•/08/1•

32km / 30km •lkm ! •km [ 5km / 33km

2s 1
94/1•28 94/1•28 95/01/01 95/01/06 95/01/06 95/01/11

6km I 6km• 9km • 4km • 37km 43km 5s ls

95/01/21 95/0•23 95/04/25 95/05/25 95/07/08. 95/09/26

ls 3s

95/11/23 95/1 •30 95/1 •30

Figure 3. Sourcetime functionsfor Japanevents. Each eventpanellists the eventdate, the best
sourcetime function,and the preferreddepth and duration. Duration is measuredfrom the sourcetime
functions, with each horizontal step of 1 s.

culprit. This is not unexpectedgivenpossibleerrorsin in eachregionand fully three-dimensionalGreen'sfunc-

the focal mechanismand the very simplevelocity model tions can be computed for such structures, it will be
assumedin computingthe Green'sfunctions.Until real- hard to improvethe accuracyof the time function esti-
istic near-surfaceand wedgevelocitystructureis known mates. The time function complexity makes it
170 RUPTURE PROPERTIES IN SUBDUCTION ZONES

I: 90/07/06
34km
91/12/07
17km
91/12/13
20km
]• 91/12/13
9km
91/12/13
15km
I 91/12/19
9km

I 3s 2• 7••ff•
]
•/• 91/12/22 92/02/02 92/07/12 92/07/14 93/03/22 93/09/16
24km 25km 31km 16km 26km 36km
2s s 4s ls 4s

94/01/24 94/01/26 ] 94/05/18 94/08/18 94/08/18 94/08/20

ls ! los 7s ls
30km
tli7km
] 35km
I 7km13km
35km
I 94/08/20
26km I! 94/08/28
16km •f['[ 94/10/09
32km 94/10/25
14km ]• 40km
95/01/12 95/02/14
30km
ls

• 95/02/21 95/03/11 L• 95/04/17 95/04/18 95/04/19 •. 95/04/28

30km 43km '1• 31km 29
3s
km 30
3s
km 'ix,-,
30km

f 9,107
34km 27km 26 I 16km 8km 8km
2s 5s

95/12/07 95/12/08
[r• 95/12/10] 96/01/06 96/01/31 96/02/04
30km
2s 16
2skm [1 13
km II 36km 18
3skm I• 2s
37km

Figure 4. Sourcetimefunctions
for Kitrileevents,in sameformatasFigure3.

to definethe cessation of coherentenergyreleasefrom predominant features of the teleseismic P waves. We

the source,and in somecasesthere may be isolated
secondary pulsesof sourceradiation. However,every
caseshowndoeshavea primary pulseof momentrate
in the early part of the signalthat accounts
wellfor the
proceedby measuringthe durationof the primarypos-
itive pulseof the sourcetime function,whichusually
sufficesto characterizethe energyreleasehistory. We
attempt to be consistentin measuringthe width of
 BILEK AND LAY 171

]• 96/02/07 96102/14 96/03/09 96/03/30 96/04/06 96/05/07

36km 33km 9km

36km 18km 44km
2s

96/10/01 96/10/28 97/02/28 97/10/08 97/10/09 97/10/11

7km
45kl• 30km 31km 14km 14km

98/01/20

Figure 4. Continued

pulse,definingthe end as when the pulsereturns to a Holdingthe focalmechanismconstantis anothersource

baseline level. We incorporate error bars on the dura- of possibleerror in the depth determinations,but tests
tion estimatesto subjectivelyreflect the difficultiesin of the effects of focal mechanism uncertainty indicate
measuringthe time function duration. that the depth estimatesare not very sensitiveto small
There are severaltrade-offsin determining the source focalmechanismchanges.The error barsthat we assign
duration and depth parameters. Sourcetime function to the depth estimatesreflectthesesourcesof error. The
duration and depth have particularly strong trade-offs point-sourceassumptionexplicit in our deconvolutions
for individualstations[e.g.,Christensen andRuff,1985]; clearly resultsin someaveragingof spatial finitenessef-
however,by performingthe deconvolution for manywell fects that may bias our sourceduration estimates. Es-
distributed stations, the ability to separate these pa- timation of source radiation duration from the source
rameters is greatly improved. Additionally, there are time functions involvesan approximation that there is
trade-offs between velocity model and source depth. a simple rupture processthat yields negligibledirectiv-
The choiceof a half spacevelocityof 6.0 km/s undoubt- ity effect. As most of our events are of moderate size,
edly biasesour depth estimates.Tests usinga different and the deconvolution processemphasizeswave periods
averagevelocityshowthat a 10%changein averageve- longer than 1 or 2 s, the directivity effectsin teleseis-
locity leadsto a corresponding 8-12% changein source mic P waves are likely to be below the resolution of
depth(approximately 3-4 km), similarto the resultsof our measurementsin almost all cases. The good fit of
Tichelaarand Ruff [1991].Giventhe likelihoodof low the point sourcesyntheticsto the observationsgivesdi-
velocitiesin the sedimentarywedge above the thrust rect support for this assertion. The residual waveform
plane,we probablyoverestimate true depthsby several mismatch error varies somewhat, but not in a fashion
kilometers,particularly for the shallowestevents. Our simply linked to the shape of the sourcetime functions
depth estimatesstill tend to be shallowerthan thosein or the event moment (see Figure 2). As a first-order
the CMT catalog(Figure10), partly dueto the higher approximation, we take the duration of the main pulse
averagecrustal and upper mantle velocityof the Pre- of the source time function as an estimate of the ac-
liminaryReferenceEarth Model (PREM) [Dziewonski tual rupture duration. We correct the rupture dura-
and Anderson,1981]structureusedin the CMT inver- tion estimatesfor the effect of varying seismicmoment
sion. There are also differencescausedby the practice (Mo), as it has beenempiricallyshownthat the dura-
of fixingCMT depthsat either15km or 33 km for shal- tion is proportionalto the cuberoot of Mo [Kanamori
low earthquakeswhenthe depth resolutionis not good. and Anderson, 1975; Houston et al., 1998; Campus
172 RUPTURE PROPERTIES IN SUBDUCTION ZONES

89/09/20Jl 89/10/07•1 90/01/08 | 90/03/12II 91/05/30 91/07/20

5km •l•l. 15km 11110km • 18km I1 30km 32km

• -u•j•_
•v
9•W•V1
• • •'• 3•
91108105 91/11/26] 9•0•05 •. 9•03/26 I 9•06/03 / 9•06/24
27km • 38km l 29 km •U• 5 km / 17km • 17km

•9•09/30
n9•09/30• 9•09/30
15km r• 21km ] 16km
• 9•10/01
10km
9•11/10
.. 9•11/11
36km II• 7km

/• 5• 6• •1•
9•11/24 93/01/23I 93/04/16 93/05/15
14km 36km / 28km • 23km 93/05/17
33km •/ 39
93/05/25
km

93/05/28 93/0•02 93/08/19 93/10/29 93/11/12 93/1•03

I 3s
38km
ls
• 15km 3s
1 Skm Okm
94/04/05 94/07/29 94/08/05 94/08/05 94/09/28 94/10/10

10km7km 29km 9km• 8km• 20km

95/01/16 95/03/14 95/04/23 95/05/23 95/06/07 95/07/08

8km• 36
km•10
km 17
km 29
km 7km 13s I s 2s 11 s

Figure 5. Source time functions for Alaska-Aleutian Islands events,in same format as Figure 3.

Das, 1999]. Each durationestimateis dividedby the
cube root of the associated Mo from the Harvard CMT
catalog,normalizedto a momentmagnitude(Mw) 6.0
event. The CMT moments are used for scalingrather
than the moments determined from the deconvolution
process,as we feel the CMT moments are more stable
estimatesbecausethey are derived from large numbers
of long-perioddata. Our deconvolutionmomentstend
to underpredict the values found by Harvard, in part
due to the velocity model used, and possibly due
 BILEK AND LAY 173

95/10/30 96/02/15 96/03/22 96/03/26 96/03/28 96/03/28

I 2s

96/03/28 96/03/30 96/03/30 96/04/21 9•04/23 96/04/26

8kin 7kin 7kin • 32kin ] 35kin ] 16kin

96/06/08 96/0•11 96/06/11 9•06/12 9•06/16 96/07/10

• 31kin
• 19kin
• 17kin17kin38kin
L 34kin3s 3s ls 3s

96/08/19 96/1•08 97/01/19 •. 97/03/26 97/03/27 97/04/02

O,m 1 ,,,m I.
• 2s 1• u
1• '•
•o•o• •o•o• •o•o •o•o• •o• • •o•
•m
ls
! '•m ,•m
ls
I •m 1• •m ,•m
2s

97/1•17 97/1•26
16km 33
ls
km

Figure 5. Continued.

omissionof later low amplitude energyrelease.Scaling any dependenceon event size. Our data are alsofree of
by the cuberoot of momentis widelypracticed,and al- any systematicrelationship between sourcedepth and
lowsour resultsto be easily comparedwith other stud- seismicmoment(Figure11b), whichis importantin as-
ies [Ekstr6mand Engdahl,1989; Vidale and Houston, sessingthe results.
1993;Bos et al., 1998;Houstonet al., 1998],after tak-
ing into accountthe differences
in the referencemoment RESULTS
usedin the variousstudies. Figure 11a showsthe ob-
servedrelationshipbetweenour durationestimatesand Figure 11c showsnormalized duration estimates as
Mo. The unscaleddurations show a clear increasewith a function of source depth for the entire dataset, rep-
increasingMo, while the scaleddurationsare free of resenting 354 events. We include 68 events from
174 RUPTURE PROPERTIES IN SUBDUCTION ZONES

92/06/07 92/06/07 93/03/31

14 km 7 km 20 km
3s 5s 3s

93/05/15 93/09/30 93/10/24

20 km 13 km 22 km
2s 8s 4s

93/11/13 95/09/14 95/10/06

7 km 22 km 17 km
5s 10s 3s

95/10/12 95/10/30 96/02/25

19 km 16 km 11 km
3s 3s 13s

96/02/25 96/02/26 96/03/19

6 km 8 km 12 km
5s 4s 3s

96/03/27 96/07/15 96/07/18

17 km 19 km 20 km
2s 6s 2s

97/07/19 97/1 2/16 98/02/03

9 km 7 km 24 km
12s 7s ls

Figure 6. Sourcetime functions for Mexico events,in same format as Figure 3.

study of maximum couplingdepth in subductionzones depth. With typical error bars being +1.5 s, the long
[TichelaarandRuff, 1991;TichelaarandRuff, 1993], duration estimates appear to be real anomalies.
which provideddepth and duration estimatesby the Figure 12 showsthe same data, subdividedby geo-
samegeneralprocedureusedhere. Thoseduration es- graphicregion and with error bars on depth and du-
timates are alsoscaledusingcube root of moment scal- ration values. The trend of decreasingsourceduration
ing. The trend of decreasingduration with increasing with increasingdepth is apparent for each region, al-
depth is very clear, even in this compositeplot which though somesubductionzoneshave strongerpatterns
combines data from subduction zones with different re- than others. For instance,data for the Alaska-Aleutian
gionalcharacteristics. A sourcedurationof about 3 s is Islandsregionshow a very dramatic decreasein dura-
typical of an Mw = 6.0 event, but scaleddurationsas tion down to a depth of 15-20 km, then a flatter dis-
longas 18 s are foundfor eventsshallowerthan 15 km tribution at depths deeper than 20 km. The
 BILEK AND LAY 175

91/06/21 92/02/21 92/04/05

_90/03/25
90/04/28
91/03/16
h•11km4 7s • 21km
I 6km
i 4s
15km
10 km

92/05/30 92/08/10 92/08/11 92/09/05 93/05/2C 93/07/16

il 22km 10km8km•, 13km

•1 20km
l 19km
3s 4s• •
93/07/21 93/09/03 . 93/09/03 93/09/10 93/09/10 . 93/09/10
10krn 22 km
'•1 11km ! 7 km I 7km It 13km

2SI1•1••1• I1•
93/09/11
20 km
• 93/09/13
• 7
I• km 13
93/09/14 km q 93/09/30
93/09/1913
kmII. 94/03/12
14
km

_ 94/05/01 94/06/29 95/01/20 95/09/06 96/03/03 . 96/03/03

Ii 17km • 24km 5 • 25km •h 16km

96/04/01 96/08/27
I 16
km
•Lkm
I[• I1•
96/08/28 96/09/04 96/11/17 96/12/14

,' 3• 3it
• • , 3•••.•r•.
96/12/17 97/12/22
• 10km

Figure 7. Sourcetime functions for Central America events,in same format as Figure 3.

Mexico and Peru showsimilar abrupt changesat depths
shallower than 25 km, but these three regions have
fewer events than the Alaska-Aleutian Islands region.
The South American zones have slightly shorter du-
ration plateaus at depths greater than 20 km than
do Japan and the Aleutians, which may reflect dif-
ferencesin crustal structure overlying the subduction
zones. Central America displays the weakest variation
with depth, with events lessthan 10 krn deep showing
some increase in duration. The scatter in duration
176 RUPTURE PROPERTIES IN SUBDUCTION ZONES

90/09/02 91/07/01
17 km 12 km 92/05/16
3s 9s 40 km
4s

92/07/17 96/01/19
94/1 2/14
39 km 32 km
21 km
ls 2s
2s

96/08/05 96/11/12
96/11/13
9 km 24 km
22 km
7s 7s
3s

96/11/13 96/11/14 96/11/15

11 km 9 km 12 km
7s 5s 4s

96/12/16 97/O2/O9 97/06/3O

6 km 19 km 25 km
6s 3s ls

97/08/15 98/08/04
16 km 23 km
4s 7s

Figure 8. Sourcetime functionsfor Peruevents,in sameformatas Figure3.

comparablebetweenregionsfor depthsgreaterthan 10 depth), are intraplateearthquakeswith thrust mecha-

km, and indicatesthe intrinsic variability in earthquake
rupture processesand errors in duration estimation.
Given that our depth estimates differ from both the
CMT values and earthquake bulletin values, we seek
to confirm that the events are truly on the megath-
rust, and not intraplate ruptures. Plate i shows our
depth and duration data plotted as a function of dis-
tance perpendicularto the regional trench axis. This
distancewasmeasuredusingbathymetry mapsto track
the trench axis. Eventslocatedwithin the dashedgray
boxes are consideredlikely to lie on the main plate in-
terface, which may itself involvemultiple thrust planes,
within a 4-5-10 km region. Those eventswhich lie out-
sidethe box may either be mislocated(laterallyor in
nismssimilar to underthrustingat the plate boundary,
or arethrusteventsoccurringin the accretionary wedge
abovethe seismogenic zone.The eventsdefinedipping
plate interfacesin eachregion,with someof the scatter
attributableto changesin plate geometry.The distri-
butionsare much tighter than providedby either the
CMT or earthquakebulletinlocations,soour depthes-
timation processgenerallyappearsto have succeeded.
In regionsthat exhibit a lot of scatter and where there
is significantalong-strikegeometrychange,we binned
the data to ensurethat we include only eventsthat are
confidentlyidentified as interplate thrust events. The
data still show a decrease in source duration with in-
creasingdepth alongthe plate interfacefor each
 BILEK AND LAY 177

90/08/02 92/05/22 92/06/21 92/11/04 93/03/19 93/07/11

] 9kmI 26km33km
I 27km
• 9km[•49km ls 3s 6s

21
km ]I 34 km 6 47 km 0 94/09/1294/09/17
38 km 19 km 94/12/10
29 km

95/05/28 95/07/30 I 95/08/01 I 95/08/02 95/08/02 95/08/02

38
km•L6kmI 21
km• 20
km 22
km 19
km
95/08/03 95/10/03 95/10/16 95/10/31 95/11/01 95/11/21
!1] 20km I 22km 23km
ls
18km •
2s
20km I• 5km

95/11/30 96/04/19 96/07/03 ] 97/03/09 97/04/13 97/05/25

28 km 44 km I] 6 km • 38 km 24 km 13km

••/•97/07/06
[ 97/07/06
21km
t 97/07/24
I 97/07/25
I
•,97/07/27
7 km
97/08/18 15km 7 km 0•1 7 km [ 14km

97/11/03 I 98/01/12 I 98/07/29 98/09/03

41km ! 46km 27km

Figure 9. Sourcetime functionsfor C!file events,in sameformat as Figure 3.

mainly becausevery few of the shallowestevents have eventsin this area. There have been many great earth-
been excluded. quakes as well as tsunami earthquakes in this region,
which emphasizesthe importance of understandingthe
ALASKA-ALEUTIAN ISLANDS DATASET nature of the seismogeniczone here. Figure 13a shows
the locations of the events analyzed for the Alaska-
The strongpattern and large numberof data in Fig- Aleutian Islands region;a total of 74 earthquakesfrom
ure 12 for the Alaska-AleutianIslandsregionprompted 1989 to 1997. We consider the patterns in the data in
a more detailed look at the seismic parameters for both depth and along-strike
178 RUPTURE PROPERTIES IN SUBDUCTION ZONES

7O 30 km has the shortest duration of 7.0 s. The aver-

age sourcefunction for the shalloweventssuggestsev-
6O
idenceof greater rupture complexity as well, although
the subeventfeatures are highly variable from event to
•50 event.

We alsoconsideralong-strikevariationsin the source

• 40 time functions of the Alaska-Aleutian Islands events.
ß
The along-strikebins are based on distinct tectonic
• •o blocksas describedby Geist et al. [1988]. Initially we
consideredall events in each spatial bin, but this was
2O ß problematic due to the distinct shapeof the time func-
% tions for the shallowest events. The shallowest events
lO in eachregiondisplayqualitatively similar broadening,
but the total numbersare too small to averagejust the
shallowestevents. For this reason,we stack only events
0 10 20 30 40 50 60 70 deeperthan 10 km in the along-strikebinsshownin Fig-
Our Depths(km) ure 13a usingthe same procedureas describedabove.
Figure 13cshowsthe averagesourcetime functionsfor
Figure 10. Comparisonof depths as listed by the Harvard eachsubregion,plotted on samescaleto facilitate com-
CMT catalog and depths determined in this study. Our parison between regions. Four of the six bins look
depths tend to be more shallow than the Harvard CMT remarkably similar, but events in the Unimak Block
depths, and our depths do not show any bias towards certain and ShumaginBlock differ somewhatfrom the others.
depths, such as the large grouping of Harvard CMT depths There may still be some depth effect in these stacks,
of 15 km and 33 km.
as events in the Unimak Block have mainly 10-20 km
depthswhile eventsin the ShumaginBlock havemainly
Figure 13b showsthe averagesourcetime functions 30-40 km depths. The causeof these variationsis un-
alongthe entire Alaska-Aleutianarc for four depth bins clear at this point, but lateral variationsalongthe arc
of 0-10km (20 events),10-20km (26 events),20-30km are certainly lesspronouncedthan the commondepth
(10events),and30-40km (18events).Boththe seismic variation.
moment rate amplitudes and the sourcedurations were Our data for the Alaska-Aleutian Islands events do
scaledto removethe effectsof varying seismicmoment, suggestvariationsin maximumcouplingdepthfor this
followingthe procedureof Houstonet al. [1998],prior region. Tichelaarand Ruff [1993]examined11 events
to binning the eventsand averagingthe time functions. in the Aleutian Islands region and 5 eventsnear the
The time scalesweredividedby ••oo, normalizedby Alaskan peninsulato determinean averagemaximum
the reference Mw 6.0 event(Mo 1.16x1025 dyne-cm). couplingdepth for the Aleutiansof 35-41 km and 37-
The moment rate amplitudeswere divided by the event 41 km for Alaska. Our larger data set supportsthese
M2/3inordertomaintain
o therelationship between mo- averagesof maximumcouplingdepth, althoughit ap-
ment and area under the time function. Individual time pearsthat there is significantvariationin the coupling
functionswere set to 0 prior to the beginningof the large depth alongstrikeof the trench,with somesectionsof
pulseof energyin the sourcetime function, and 0 after the seismogeniczonehavingmuchdeepercouplingthan
our pick of the termination point of the faulting radia- othersections.Tichelaarand Ruff [1993]mentionthat
tion. The stackedsourcefunctionsfor eachdepth range the easternmostportion of the 1957earthquakerupture
have been scaled so that the area beneath each curve zone may have shallowercoupling; this region corre-
is equalto 1.16x1025 dyne-cm,to facilitatecomparison. spondsapproximatelyto the Unimak Blockbin, where
The most obvious feature is the dramatic difference in we see earthquakesonly down to 20 km depth. We
the shape of the sourcetime function for the 0-10 km alsoobservethe possibilityof shallowercouplingaround
bin, as this visually demonstratesthe generaltrend of longitude1800within the Rat and DelarofBlockbins,
decreasingsourceduration with increasingdepth. The with deepercouplingfoundon eitherside. We are only
time function for the 0-10 km bin has a duration of consideringeventswith Mw 5-7.7,soour resultson cou-
16.4 s while the time function for events greater than pling depth are appropriatefor that magnitude
 BILEK AND LAY 1'79

DistanceFrom Trench(km)
0 25 50 75 100 125 150 175 200 225 0 25 50 75 100 125 150 175 200 225
o ':"• . - '"" • 'l ....... d' ' 'w'"'- i 0 ,ill[ I !. Ill. III ,wIII I Iw Ill[ I ]•l,I __

.•,•:e•'• .• Japan 10 - - Kuriles

• & 20 n
30 •
40 40 • ß
50 50 ß

6O
60 II Illlllll III
-1 0 I 2 3 4 5 6 7 8 9 1011 0 2 4 6 8 10 12 14 16 18
0 25 50 75 100 125 150 175 200 225 0 25 50 75 100 125 150 175 200 225
............... . ..... ;....,,.,
•.,, •,•.._, ,, •_ 0 ............... ;,. •.., ,.. .,,,.., .._,.
..-'-- Alaska-
lO
- - Aleutiang 10 • -" •'•.n-•
n. Mexico
20 20

30 30

40 40

50 50

60
Inllin ß Illtill
1 2 3 4 5 6 7 8 9 101112131415 0 l 2 3 4 5 6 7 8 9 1011 1213
0 25 50 75 100 125 150 175 200 225 0 25 50 75 100 125 !50 175 200 225
• o •7•-• •- - :- .,,• ........- , .....
.;......, •:::•: . •:

1o
.............
'
10 ..•.•
20

30 30
40

50 50

60 60
l
012345678910 01234567891011
0 25 50 75 100 125 150 175 200 225
o

1o

20
.•,.

30

40

5o

6o

0 1 2 3 4 5 6 7 8 9 101112

Plate 1. Normalized source duration and source depth as a function of distance from the respective
trench The color bar below indicates source duration for each symbol. Error bars show range in depth
estimatesfrom the range in misfit from the deconvolutionprocessing.The dashedboxes enclosethose
events that define the plate interface, allowing for some scatter due to variation in the along-strike
subductionzonegeometry.Eventswhichlie outsidethe box are likely either accretionarywedgeor intra-
plate events(gray symbolsin Figure 12). Trianglesrepresenteventsdeterminedby Tichelaarand Ruff
[1991,
180 RUPTURE PROPERTIES IN SUBDUCTION ZONES

lOO le+28

le+27

•1e+26
• le+25
• le+24

ao bo
0.1 ß i ß i ß i ß i ß
le+23 i

le+23 1e+•4 1e+• 1e+• 1e+•? le+28 0 ß 10I ß 20I ß 30I ß 4 •) ß 50I
Seismicmoment(dyne-cm) Depth(km)

Figure 11. Relationship of sourceduration and depth with

18
ß
seismicmoment. (a) Plot of sourcedurationas a function
of moment. Event moments are taken from the Harvard
16
CMT catalog. Open squaresrepresentraw durations, which
• 14 show an expected increase with increasingmoment. Linear
pattern of symbols results from the fact that source dura-
tion is measured from the source time function in I s in-
ß ß ßß ß tervals. Solid circles represent normalized source duration
8 as a function of moment. The increase in source duration
•**-.•t* . ß*ß o*ø o-.
• 46 etr..ø..o_-•k
rLg"u•dg"J
'f'
eO Iß --
** -
ß
with increasing moment has been removed from the data.
(b) Seismicmomentasa functionof eventdepth. We seeno
trend in this plot, with moments scattered over our depth
2 ß *.. ' range. (c) Compositeplot of normalizedsourcedurationas
0 ß i
. i
-1'ß ' '• ulo•o.%eoc.
' i i i
ß a function of depth. There is an overall trend of decreasing
10 20 30 40 50 60 sourceduration with increasing depth, and wide scatter is
Depth•m) likely due to the composite nature of the plot.

As data accumulate, it may prove viable to map out
lateral variations in faulting complexity and coupling
depth in greater detail, but the presentresults indicate
that rather subtle variations
DISCUSSION
Further mapping out of lateral variationsin behavior
of earthquake ruptures within each zone and between
zonesremains a desirablegoal, but for the remainder of
this study we focus on the common depth-dependence
apparent in Figure 11c. Seismologicalanalysis reveals
only grossattributes of the sourceenergy release,and
there is substantialnon-uniquenesswhen interpreting
sourcetime function characteristicsin terms of dynam-
ical behavior. We will consider several simple end-
member possibilitiesto frame the problem. One pos-
sible explanation for the observed variations in source
duration is systematicvariation with depth of rigidity of
the material in the seismogeniczone. This is an exten-
sion of the notion that tsunami earthquakes have slow
rupture velocitiesbecausethe slip occursin low rigidity
sedimentsat very shallowdepths. Rigidity is a key ma-
terial property that can be related to source duration
through its direct influenceon shear wave velocity. For
will be found. a simple unilateral rupture model, sourceduration is in-
verselyrelatedto rupture velocity. The rupture velocity
(V•) is empiricallyfoundto be approximately
equalto
80%4-10%of the shearwavevelocity(/3)[Scholz,1990],
/3-•-P (1)
where/• is the rigidity and p is the material density. If
we assumea constant static stress drop model for scal-
ing, variations in the duration can be associatedwith
variations in rigidity. The constant stressdrop model
appearsvalidfor a rangeof earthquakemagnitudes
[e.g.,
Abercrombie, 1995], althoughwe do expectscatterto
result from variations in stressdrop. Thus we can use
our source duration measurements to estimate volume-
averaged(overthe rangeof largestrainaccumulation)
rigidity variationswith depth in the seismogenic zone.
In order to calculate the rigidity, we use a constant
densityof 2.7 g/cm3. It is clearthat the density
 BILEK AND LAY 181

.•,
• 15

• 10
I ø
Japan
''•...................
Kuriles 15

10

o • +i' o
0 10 20 30 40 50 60 0 10 20 30 40 50 60

Aleutians Mexico

..o 15

• •o

o ........ i , , , •

o 10 20 30 40 50 60 0 10 20 30 40 50 60
20 .... ! .... i .... i .... i .... i ....

Central Peru
America

15

• •o 10

o
o 10 20' ;0 40 50' 60
0
0 10
,
20
+.+,,
30 40 50 60
20 .... ! .... • .... i .... ! .... i ....
Depth (km)
Chile

o
o 10 20 30 40 50 6o

Depth (km)

Figure 12. Normalizedsourcedurationas a functionof sourcedepthfor eachof the analyzedregions.

Open squaresindicateeventsanalyzedin a similarfashionby Tichelaarand Ruff [1991, 1993]. All of
the 354 event sourcedurationshave been scaledusingthe cube root of seismicmoment, normalizedto a
M,o=6.0 event. Gray symbolsindicate thosethrust eventssatisfyingour initial criteria, but have depth
estimatessuggestingthat they did not occur at the plate
182 RUPTURE PROPERTIES IN SUBDUCTION ZONES

60 ø
o O-lOkm
[
10-20
km[
20-30km I
-•3o-4o
kmI

55 ø Peninsula

Delarof in Block
Rat Block

Block
Andreanof Block He
50 ø ! [ !
170 ø 175 ø 180 ø -175 ø _170 o _165 o _160 o _155 ø _150 ø

4'le+241
3.1e+24-• /'
2'1e+241/'
1.0e+24
• _•
5.2e+24•
.
Delarof
Block
4'le+24
1
2'1e+241
/

z 0 5 10 15 20
Duration (s)
5.2e+24
• Un•Bl•k
4.1e+24
•

Figure 13. (a) Detailed map of Alaska-AleutianIslands

study area. Symbols show NEIC location of events with
symbolshapedenotingdepth of event (seelegend). Boxes
indicatedistincttectonicblocksfrom Geistet a/.[1988].(b)
Average normalized time functions for the depth bins 0-10
km (sohdblack), 10-20km (dashedgray), 20-30km (dashed 5.2e+24 •
' ' ' Alaska •msula

black), and 30-40km (solidgr•y). (•) Alongstrikebinsof •.le+•l

sourcetime functionsfor blocksindicatedin (a). Average •.,e+•l /
sourcetime functionsweregeneratedin sameway as in (b), •.le+•l /
,.•2• • C.
however only events with depths greater than 10 km were •o •5 •o •5 16.o •2.5
included in these bins. ' T•e (s)

change somewhat with depth, but we use a constant event,with a 3.0-3.5 km/s rupture velocity.This choice
density for simplicity. The other parameter needed to of a rupture dimensionaffectsthe baselineof the rigidity
estimate rigidity is a source dimension, as the source values, but not any systematic depth variations. It is
duration (v) equals not presently possible to independently determine the
rupture dimensionsfor all of our eventsusingdirectivity
source dimension analysis becauseof their small magnitude. Since it is
- . (2)
unlikelythat they all rupture precisely(scaled)10 km
dimensions,we expect significant scatter to remain.
We assume a uniform source dimension of 10 km for Figure 14 showsthe seismogeniczone rigidity esti-
our moment-scaled rupture durations. This dimension mates obtained for the seven subduction zones consid-
is c9nsistentwith the 3-4 s duration for a typical Mw 6.0 ered in this study. There is an order of

1o5 ....
ß
i .... I
RigklJy(kbars)
.... I
•
ß
Averagerigidily(kbars)
Rigidity
(g•bars)-
TR dataset
1oa
100
10
0 60
Figure 14. Plot of estimatedrigidity variationsalongthe
megathrust for the entire dataset. Small black circles indi-
cate rigidity valuescalculatedfrom our measuredsourcedu-
rations, trianglesindicate rigidity estimatesfor the 68 events
in the Tichelaar and Ruff [1991, 1993] datasets,and open
circlesare averagerigidity valuesover a depth interval. The
solid black line indicates the rigidity valuesestimated from
PREM shear wave velocities and densities.
scatter in the data at all depths, but we find a gen-
eral trend of increasingrigidity with increasingdepth
in the rangeof 5-50 km. Rigidity valuesestimatedfrom
P REM are includedin the figure to provide a reference
earth comparisonfor a layeredcrust/mantleintraplate
oceanicenvironment. Our averagevaluesare very simi-
lar to PREM at depths of 20-40 km, but are lower than
P REM by a factor of as much as 5 at depths shallower
than 20 km. Given the likely contributions to error in
the rigidity estimatesfrom the factorsdescribedabove,
only the average trend should be considered,not the
full range of values.
One concern inherent in these estimates is the use of
Harvard CMT momentsin scalingthe sourcedurations.
These momentsare calculatedusing the PREM struc-
ture for seismicwave excitation. If the rigidity varia-
tions in Figure 14 are correct, the excitation should be
recomputedfor a correspondingdecreaseof rigidity near
the surface.Overestimatingthe rigidity in the modeling
may have yielded seismic moments that are too small
for shallow events, which would underestimate the cor-
rectionsfor moment scaling. A quantitative correction
for this effectis very difficult, both becausethe rigidity
is not independently known, and the excitation should
be computed for a realistic three-dimensionalmodel to
obtain unbiased moments. We believe that the overall
effect of suchcorrectionfor moment scalingwould be a
slightly reducedrangeof rigidity values,but the general
trend would be preserved.
BILEK AND LAY 183
Studies of tsunami earthquakes have inferred compa-
rable (factor of 5 to 10) reductionsof rigidity for the
seismogeniczone necessaryto reducerupture velocities
to about i km/s and to accountfor the enhancedslip
neededto satisfy tsunami excitation given the observed
seismicmoments[I(anamori, 1972;Pelayoand Wiens,
1992; I(anamori and Kikuchi, 1993; $atake, 1994; Hein-
rich et al., 1998].Thus, thesecalculations
suggestthat
all subduction zones may have shallow regions with
low rigidity properties that could enable large tsunami
earthquakes to take place. Whether they do or not
is likely to be a consequenceof the slip history of the
deeperportionsof the seismogenic zone, along with the
myriad factors that control the transition from stable
sliding to stick-slip instabilities.
If the rupture velocity is decreased because of low
shear velocities, a fairly thick zone of reduced rigid-
ity must be present to affect the volumetric strain re-
leaseduring rupture. The rigidity estimatesin Figure
14 would then be averagedover the seismogenic zones,
and local properties right at the plate interface may
vary even more. The fact that our rigidity estimatesdo
not displayany seismicmomentdependence (especially
whenvery largetsunamieventresultsare included),in-
dicatesthat the scaleof the regionof low rigidity may be
substantial. Various factors could produce a distributed
zoneof low rigidity material near the fault zone. A thick
zone of sediments both above and within the seismo-
geniczoneis a likely candidatefor significantreduction
of rigidity relative to hard rock values. Lower rigidities
can also be associated with increased water content in
the material, which is abetted by having high porosity
sediments. Increased water content can also be the re-
sult of phase transitions such as smectite to illite, and
even basalt to eclogite, which can releasewater from
the hydrous phase.
Other factors may be important. Previous studies
have examined the depth dependence of moment re-
lease[Zhangand Schwartz,1992], maximumcoupling
depth [Tichelaarand Ruff, 1991;1993],stressdrop and
sourcedurationsfor deep earthquakes[e.g., EkstrSm
and Engdahl, 1989; Vidale and Houston, 1993; Bos et
al., 1998;Houstonet al., 1998],and lateral variations
in earthquakeoccurrence [Taniokaet al., 1997].These
authors have invoked a number of possiblefactors for
causingthe variability in earthquake rupture, such as
amount and types of sediment being subducted, ther-
mal state, hydrologiceffects,and changesin subducting
plate roughness.Systematicsin any of thesefactorsis
also a plausible causefor the depth dependenceof the
sourceduration and rigidity. However,with the
184 RUPTURE PROPERTIES IN SUBDUCTION ZONES

Figure 16 showscorresponding estimatesof the static

..........
•_•••'"'"'"•verridingplate stressdrop as a function of depth for eachof the studied
• •o• regions. For eachcalculation,we usethe Harvard CMT
Subdueting
plate • catalogmomentsand a constant/• - 3.5 km/s. The
shearwave velocity will likely vary with depth because
of rigidity variationswith depth, but we use a constant
value for simplicity for these calculations. This model
predictsthat stressdropincreaseswith increasingdepth
compaction
•/ ranging over an order of magnitude. This is certainly
'"'• '74•water
ex•lled plausible,however,a study of dynamic stressdrop for

o,..o
Oo *:'
• • 'ph•e
tr•sitio•
O-
'"•L.•
•o '"
_ defo•tion of segments
Figure 15. Generalizedschematicof a subductionzone,
with a detailedblow up of the seismogenic
zoneinterface,
modifiedfrom Bilek and Lay [1999b].
data set, it is difficult to determine which is the most
important causeof the variations. Figure 15 showsa
schematicof the seismogenic zoneindicatingsomeof
the possibleprocesses likely involvedin changingthe
material rigidity.
The model of rigidity variationsis non-unique. We
assumedthat the scaled rupture area of the eventsis
constant with volumetric material properties control-
ling the variations in duration. Another end member
modelinvolvesa constantrupture velocitywith a vary-
ing rupture area for each event. Such a model implies
static stressdrop variations with depth. We lack inde-
pendentestimatesof the fault areafor eachevent,which
is neededto resolvethe trade-offbetweenrupture area
and rupturevelocity[Vidale and Houston,1993]. In-
stead we relate static stressdrop to seismicmoment
recentlarge earthquakesshowsthat the stressdrop esti-
mated from sourcetime functions is basicallyconstant
for the eventsoncethe changein shearvelocity(and
thereforerigidity variations)with depth and regionis
takeninto account[Ruff, 1998]. Effortsto improveour
ability to estimate rupture dimensionsfor moderatesize
events are essential if we are to resolve the trade-off be-
tween fault area and rupture velocity variations.
The discussionabove invokesvery simple notions of
earthquakemechanics,either with rupture velocity be-
ing controlledby volumetrically averagedrigidity and
shear velocity variations, or with variable static stress
drop resulting from depth-dependentchangesin fric-
tional behavior. It is likely that such effectscould be
coupled,with low rigidity regionstendingto havelarger
fault areas,so that the true explanationlies in between.
However, perhaps the most plausible model is one in
which the micromechanicalpropertiesof the fault zone
influencethe macroscopicearthquake rupture. In par-
ticular, porous sedimentsat shallow depths in the seis-
mogeniczonemay be fluid saturated,with fluidsplaying
a critical role in earthquake slip. Such a model is con-
sideredby Kanamoriand Heaton[1999],whoespecially
1000

throughits relationshipto fault displacementand area.

For a circular crack model, static stressdrop is
7rrMo
Art-- 16ra (3)
where r is the radius of the circular fault area and Mo
is the seismicmoment[KanamoriandAnderson,1975].
If we make a further assumptionthat the rupture ve-
locity approximatelyequalsthe shear velocity,we can 0 10 20 30 40 50 60
substitute the product of the shear velocity/5 and the Depth(km)

measuredsourcedurationr for the fault radius,leaving

7rrMo
Figure 16. Plot of stressdrop variationsalongthe megath-
rust with depth. Small black circlesindicate stressdrop es-
A•r- 16/•ar
a (4) timates calculatedfrom our sourcedurationsand triangles
indicate stressdrop estimates calculated from the Tichelaar
for the static stressdrop. and Ruff [1991,1993]

emphasizethe microscaleinteractions of frictional heat-
ing and fluid pressurizationas key factorsin the macro-
scopicbehavior of faulting. Essentially,it may not be
necessaryto have large volumesof low rigidity mate-
rial if the very presenceof fluid rich sedimentsin the
seismogeniczone can directly reduce rupture velocity
intrinsically. Such models need further elaboration, but
our observationsprovide key targets for explanation.
Bos, A.G., Nolet, G., Rubin, A., Houston, H., and Vidale,
CONCLUSIONS
Earthquake source time functions for a large num- Christensen, D.H., and Ruff, L.J., Analysis of the trade-
ber of events in seven circum-Pacific zones indicate
that moment-normalized source rupture duration de-
Dziewonski, A.M., and Anderson, D.L., Preliminary refer-
creaseswith increasing depth along the seismogenic
zone. There are minor regionaldifferencesin details of
this relationshipthat may be related to the tectonic en-
vironment, but the depth dependenceappears to be ro-
bust. The Alaska-Aleutian Islandsregion has the most
completedataset, and showsdramatic differencesin the
shapeof the sourcetime functionswith depth, with mi-
nor changesin time function shape along strike of the
trench, indicating that the depth dependenceis more
than any along-strike variations for this region. Two
end member models of earthquake rupture processare
consideredto explain the observations,one with vary-
ing volumetrically-averaged sourcezonerigidity and the
other with variable static stress drop. For the first
model, we find that rigidity increasesby a factor of 5
over the depth range of 5 to 20 km. Low rigidity of the
shallowportion of the seismogenic zonemay the result
of sediments, high porosity, and weakly consolidated
materials, all of which diminish in volume with depth.
The variablestress•lrop modelpredictsan orderof mag-
nitude increasein stressdrop with increasingdepth. It
is possiblethat the two scenariosare coupled, with ma-
terial property variationsinfluencingstressdrop, but it
may alsobe true that our observationsreflect microscale
influences of sediments and fluids in the fault
rupture propagation.
Acknowledgments. We made extensive use of the Har-
vard CMT catalog.GMT software[WesselandSmith,1991]
was used for figure preparation. All data were obtained
from the IRIS DMS. This work was supported by NSF EAR
9418643. This is contribution number 407 of the Institute
of Tectonics, University of California, Santa Cruz.
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 Effectsof Loading Rate and Normal Stresson StressDrop and Stick-slip
Recurrence Interval

StephenL. Karner and Chris Marone

Departmentof Earth, Atmospheric,

& PlanetarySciences,
Massachusetts
Instituteof Technology,
Cambridge,Massachusetts

In this paper we report on investigationsof frictional restrengthening

duringrepetitivestick-slipon initially bare granite surfaces(nominal contact
area25 cm2).Thetestswereconductedin a double-direct
shearapparatus
at
room-temperatureand humidity. Normal stresswasheld constant,and shear
was induced by controlling the velocity of a loading piston. Samples
exhibited quasi-periodicstick-slip instabilities. Appreciable yielding and
precursorycreep occur prior to failure. Stressdrop amplitudesrange from
0.1 to 3.1 MPa (or 4-49% of the failure strength). We study the effects of
loadingrate (0.5 to 300 gm/s) and normalload (5 and 10 MPa) on stressdrop
and stick-sliprecurrenceinterval. At a given loading rate, there is a positive
correlation between stressdrop and recurrence interval, indicating healing
rates of-4 MPa per decade increase in recurrence time. However, the
combined data from all velocities show a lower rate, suggesting an apparent
healing rate of-1 MPa per decadeincreasein recurrencetime. We find a
consistent scaling between different loading rates when stress drop is
comparedto inter-eventloading displacement. The data for all velocities
delineatea singletrend and showlarger stressdrops for greater pre-failure
loading displacement. Failure strengthand post-slipstresslevels converge
with increasingvelocity. Our data indicatethat stressdrop and post-seismic
stresslevelsdependon loadingrate and recurrenceintervalin a complexway.
1. INTRODUCTION the fault zone. These observations are consistent with data
from laboratoryexperimentsperformedundera wide range
Estimates from seismic moment-magnitudedata show of conditions, which show that static friction increasesas a
that stressdrop increasesby 1-5 MPa per decadechangein function of contact time [e.g. Dieterich, 1972, 1978;
earthquakerecurrencetime [Kanamori and Allen, 1986; Chester and Higgs, 1992; Fredrich and Evans, 1992;
Scholz et al., 1986; Marone et al., 1995]. These results Marone and Kilgore, 1993; Beeler et al., 1994; Karner et
indicate that faults restrengthen, or heal, during the al., 1997; Nakatani and Mochizuki, 1996; Marone, 1998a;
interseismicperiod. Fault healing is also inferredfrom Karner and Marone, 1998; Richardsonand Marone, 1999].
seismic surveys of faults that participate in earthquake However, the relationship between seismic estimates of
rupture. Li et al. [1998] foundthatfault-zonep- ands-wave earthquakestress drop and laboratory measurementsof
velocities increased with time after the 1992 Landers
healingand staticfriction is poorly understood.Hence, it
earthquake(Mw 7.3), indicatinghealingandconsolidationof is importantto investigatethe mechanicsof healingand the
relationshipbetweenhealingandfrictionalinstability.This
may be achieved by analyzing stick-slip instabilities
observedfrom laboratoryexperiments.
GeoComplexity andthePhysicsof Earthquakes
GeophysicalMonograph120
To investigatethe repetitivestick-slip behaviorof rock
Copyright2000 by theAmericanGeophysical
Union friction, and to studythe effectsof loading conditionson
188 EFFECTS OF LOADING RATE AND NORMAL STRESS ON STRESS DROP
fault healing,we haveshearedsamplesof initially bare rock
surfaces.We find thatstressdropamplitudeis dependent on
velocity, normal stress, recurrenceinterval and effective
stiffness.Our resultsare consistentwith thoseof previous
laboratorystudies,in that stressdropincreases with greater
normal stressandslowerloadingrates. The frequencyof
stick-slipeventsdependsinverselyon velocityvia a power-
law relationship. When castin terms of recurrence time,
we observetwo rates at which stressdrop increaseswith
interseismicinterval. The first is given by inverseloading
rate suchthat slowervelocitiesyield longerrecurrencetimes
andlargerstressdrop. A second,higher rate occursfor a
givenvelocityandis determinedby stochasticvariationsin
fault strengthbetweeninstabilitiescoupledwith the finite
elasticstiffnessof the sampleassembly. We analyzeour
data in terms of rate- and state-dependentfriction
constitutivelaws, and we find that the model predictions
capturethe major features. Our results highlight the
importance of accounting for variations in earthquake
recurrenceinterval in studies of the seismic cycle and
earthquake sourcecharacteristics.
2. THE EXPERIMENTS
Experimentswere conductedon samples of Westerly
Granite, at room-temperature and humidity, in a
hydraulicallydriven double-directshear testing apparatus
[describedby KarnerandMarone, 1998; Mair andMarone,
1999]. Samplesconsistedof a triple-blockgeometrywhere
a centralforcing block is shearedbetweentwo stationary
sideblocks (e.g. the inset shownin Figure la). Samples
were machinedto producesideblocks with dimensionsof
5x5x3 cm3, and a centralslidingblock of 5x8x4 cm3.
Hence, the nominal contact area on which shear occurred
was5x5 cm2. The sameforcingblockswereusedfor each
test, and surfaceroughnesswas controlledby machining
with a #100 grindingwheel (rms roughnessof-5gm).
For each experiment, normal stress was maintained
constantby controlling the loadforcesignal in a servo-
controlledfeedbackloop (resolutionbetter than 0.1 kN).
Shearwasinducedby controllingthe velocity of the piston
loadingthe centralblock of the sample assembly(control
step-sizeof 0.1 gm/s). We monitoredthe appliedforces
anddisplacements with samplingratesup to 1000 Hz. The
parametersthat were investigatedincludedloadingrate (0.5
to 300 gm/s) and normal stress(5 or 10 MPa). To study
the effectsof velocity on stick-slip behavior,we imposed
stepchangesin loadingrate throughouteachtest. Several
tensof stick-slipcyclesoccurred for eachvelocitystep(up
to -70 cycles), and between400 to 500 instabilities were
recorded for the 3 cm of slip accommodated by our sample
dimensions. We have analyzedeach stick-slip event, and
we compareourdatato bothpreviouslaboratorystudiesand
numerical simulations using existing rate- and state-
dependentfrictionlaws.
3. RESULTS
3.1. Characteristicsof RepetitiveStick-slip
We showa portionof data for one experiment,including
the initial load-upfrom zero shearstress,in Figures 1 and
2. For this test, normal stresswas held constant(10 MPa)
andloadpointvelocitywas variedfrom 10 to 300 gm/s. In
Figure 1a, we presentthe dataas a functionof time in order
to better distinguish the stick-slip cycles for different
loading rates. For the conditions of our experiments,
samples exhibited unstable sliding, with instabilities
occurringrepeatedly. We observea cleareffect of loading
rateon the frequencyandamplitudeof stick-slipinstability.
The data indicatethat stick-slip amplitudedecreases, and
frequencyincreaseswith increasingloadingrate.
In Figure lb we focus on severalstick-slip cyclesas a
function of loadpointdisplacement. The data show the
characteristicstick-slip behavior observedby previous
researchers[e.g. Ohnaka, 1973; Engelder et al., 1975;
Engelderand Scholz, 1976; Johnsonand Scholz, 1976;
Shimamoto and Logan, 1981; Teufel and Logan, 1978;
Wong and Zhao, 1990]. That is, shear stressincreases
quasi-linearlyas sample loading proceeds,indicating an
elasticstiffnessof the loadingcolumn of -0.065 MPa/gm.
As deformationcontinues,shear stressdepartsfrom the
quasi-lineartrendindicatingpremonitoryslip. Shearstress
continuesto increaseuntil it reachesa peakvalue(Zmax) that
corresponds to the traditionaldefinition of static friction.
During an instability,shearstressdecreases to a fractionof
the peak strength(Zmin)'We definestressdrop(Ax) as the
differencebetweenthe pre-slip peak stress(Xm:x)and the
post-slipminimum stress(Zmin)'With subsequent loading,
samplescontinueto slide in an unstablemanneras can be
seenby therepeated,quasi-periodic stick-slipcycles.
In Figure 2 we show sampleslip for the samesegment
of data shownin Figure 1. Sampleslip is calculated from
themeasuredshearforceandloadpointdisplacement, using
the elastic stiffnessobtainedfrom apparatuscalibrations
(k=0.065 MPa/gm). Calculatingsampleslip in this way is
justified by recenttests wherewe monitor slip directlyby
using transducers mountedon the sample blocks. Over
long time intervals,the cumulativeslip rate resemblesthe
background loadingvelocity (Figure 2a). When viewedin
detail (Figure 2b), samplesexhibit intervalsof relatively
little motion (stick), followed by acceleratingslip
 KARNER AND MARONE 189

slope-0.065 MPa/gm

/
m•n ,' VL=10•m/s (b)
0 50 100 150 200 3600 3650 37•00 3750
Time (sec) Loadpointdisplacement(gm)

Figure 1. Shearstressdata from a typical sectionof an experiment. a) Shearstressis plotted as a function of

time. Loading rate was steppedbetween 10, 30, and 300 gm/s. Data show repeatedstick-slip events, with
velocity-dependent variationsin stick-slipamplitudeandfrequency.b) An enlargedview of datafrom (a), plotted
againstloadpointdisplacement.Loadingrate for this sectionwas 10 gm/s. For eachinstability,data show elastic
loadingwith stiffnessof -0.065 MPa/gm (expressed as shearstressper unit loadpointdisplacement),
followedby
yielding and failure.

culminatesin failure and rapid motion (slip instability).
We definepremonitoryslip as the amount of motion that
occursduring yielding of the sample and prior to failure
(i.e. departurefrom the linear elastic loading curve). The
recurrence interval for a given slip instability is definedas
the time sincethe previousslip event. The datashownin
Figures 1 and 2 indicatean inverse scaling of recurrence
time with loading rate, inasmuch as the frequencyof
instabilitiesis greaterfor fastervelocities.
3.2. RelationshipBetweenVelocityandRecurrenceInterval
It is important to note that recurrenceinterval is not
directlycontrolledin our experiments. However, we find
thatrecurrenceinterval is dependent on loadingrate, which
is a control parameter. In Figure 3, we show the
association betweenloadingrate (V0 andrecurrencetime (tr)
for stick-slipcycleswherenormalstresswas 10 MPa. The
imposedloadingrate is the primarycontrolfor the lengthof
time betweenslip events,with slower velocitiesresulting
in longer recurrenceintervals. The data indicate a
relationshipthat is describedby a power-lawexpression:
tr -m(V•)• (1)
where m is a scaling constant, and n is the power-law
exponent(-1.15 for our tests). For a single velocity the
data show a range of recurrencetimes, a feature that is
discussedin section4. In the following sectionwe present
our data in terms of recurrence interval, which allows for
bettercomparisonto seismicobservations.We explorethe
dependence
of stressdrop and fault strengthon recurrence
interval.
3.3. Dependenceof ShearStresson RecurrenceInterval
We measured the stress drop amplitude for each
instability and plot these against recurrenceinterval in
Figure 4. While the datashow some scatter(discussed in
more detail below), there are distinct correlationsbetween
stressdrop and the loadingconditions. Stress drops are
generallylargerfor testsconductedat greaternormal stress.
Furthermore,we observetwo distinctly differenthealing
ratesthat dependon the imposedloadingvelocity. For a
given normal stressand velocitiesfrom 0.5 to 300 gm/s,
stressdrop is greaterfor slower loading rates and, hence,
longerrecurrence
intervals(/• - 0.75-1 MPa per &y.
ade
changeof recurrencetime). For a given velocity thereis a
second,largerhealingrate (/•2), of -3.5 to 4 MPa per
decadechangein time. Thus,therestrengthening ratesfor a
singlevelocityare quitedifferentto the overallhealingrates
observedfor a wide rangeof loadingrates.
Peak andminimum stressesfor all stick-slipcyclesare
shownas a functionof recurrence time in Figure 5.
190 EFFECTS OF LOADING RATE AND NORMAL STRESS ON STRESS DROP

4. DISCUSSION

4.1. Fault HealingRatesInferredFrom StressDrop

Measurements

Our experimentson bare granite surfacesexhibit quasi-

periodicslip instabilities,for which the amplitudeand
frequencyaredependent onloadingvelocity(Figure1). Our
data show an inverse power-law relationship between
loading rate and instability frequency, consistent with
o = 10 MPa
seismicobservations of aftershockrecurrenceintervals[e.g.
n (a)
I , , , , I • • , , Schaffet al., 1998]. Furthermore,we observethat stress
o 5o 100 150 200 dropincreaseslogarithmicallywith recurrenceinterval,with
Time (sec) healing rates that are consistent with earthquakedata
obtained from natural faults [Kanamori and Allen, 1986;
VL=10gm/s Cao andAki, 1986; Marone et al., 1995]. If the healing
3.7 ratesobservedfrom ourexperimentsare takenas a measure
Recurrence of fault strength, then our results are comparableto
interval • previous work detailing the time-dependence of static
friction [e.g. Dieterich, 1972, 1978; Beeler et al., 1994;
Coseismic•l Nakatani and Mochizuki, 1996; Marone, 1998a; Richardson
slip
_•__•
ip _•,Premonitory and Marone, 1999], and fault restrengthening
inferredfrom
seismic surveys [Li et al., 1998]. However, the two
•_•Intersei•mi•
......* slip differenthealingratesshown by our data (/• and fi2 in
stick (b) Figure 4) indicatethat fault restrengthening
may occurvia
an interplay of several processes. In order to better
75 80 85 90
Time (sec)
understandthe different restrengtheningrates, we first
investigatethe larger healing rate observedfor individual
velocities(fi2in Figure4).
Figure 2. Cumulative slip acrossshear surfaceplotted as a
function of experimenttime (the sametest shown in Figure 1).
Slip is determinedfrom the measuredloadpoint displacement, 1000
loadforce, and elastic stiffness. a) The long-term slip rate
closely matchesthe imposedloading velocity. b) Individual - t = 60.6 * V
o 100
cycles show intervals of samplestick, followed by accelerating
premonitory slip and instability (coseismicslip). Recurrence
interval is measuredfrom the point at which shear stress is '• 10

minimum after an instability, to the point for which shear

stressis maximum prior to the next instability. o 1

datashowsystematicvariationsas a functionof loadingrate

ß0.5
gm/s
nr 5 gm/s
= 0.1
/'x 10 gm/s
and normal stress. First, XmaxandXmin are largeras normal O 30 [tm/s
[] 3• o =10MPa
stressincreases.Second,thereis a smalldependence of Xmax n

and Xmin on loading rate. The values of Xmaxare nearly 0.1 1 10 100 1000
constant,or may decreaseslightly, with increasingvelocity Loadingrate(Vk,•s)
(shorter recurrencetimes). For a single velocity, Xmax
increasesslightlyfor longerrecurrenceintervals.Also, Xmin Figure 3. Recurrenceinterval plotted as a function of the
increasesslightlyfor fasterloadingrates(Figure5b). These imposedloadingrate. Data are from stick-slipeventsoccurring
observations are consistent with data from individual stick- in three experimentsfor which o,=10 MPa and loading rates
slip cycles(as shown in Figure l a), and measurements
of were varied from 0.5 to 300 gm/s. We observe a power law
stressdrop (Figure4). relationshipbetweenloading rate and recurrence
 KARNER AND MARONE 191

30 gin/s, 5 MPa
300 gin/s, 5 MPa
To the first order,the trend shownin Figure 6a implies that
3.0 0.5 [lmls, 10 MPa
5 gm/s, 10 MPa
healingratesfor a singlevelocity(fi2)are determined
by the
10 gin/s, 10 MPa
30 •m/s, 10 MPa
stiffnessof the sampleassembly. To explorethis further,
2.5 300 I.tm/s,10 MPa we presentstressdropdatafrom all instabilitiesin Figure
2.0 6b. Stressdrop is plotted as a functionof the interseismic
loadpoint displacementcalculated for each instability
. (x= VLtr). The datafor all stick-slipeventsdescribea single
•' 10 quasi-lineartrend consistentwith the loading stiffness
observed from individual stick-slip cycles (k=0.065
0.:5 MPa/gm, as shown in Figure lb). Hence, this indicates
that stressdropcan be described in terms of loadingrate,
0.01 recurrenceinterval,and stiffness(k) by the relation:
Recurrence interval (sec)
A•- VLtrk (2)
Figure 4. Measured stress drop values are shown as a
functionof recurrencetime. Data are from the same stick-slip
eventsshownin Figure 3, and from testsconductedat a normal
stressof 5 MPa. Stressdrop increaseswith normal load. The

.
datashowtwo distinct healing rates(fl• andf12). For a given
normal load, stressdrop increasesby -1 MPa per decadechange o
o 4'
in time (fi•). For a givenloadingrate, stressdropincreasesby cOo
-4 MPa per decadechangein recurrence interval (152). Data
scatter reflects variations of material strength between stick-
slip events occurring within a single experiment, and also -t- 30 gin/s, 5 MPa
reproducibility between experiments. _ x 300 gin/s, 5 MPa
• 0.5 gin/s, 10 MPa
• 5 pm/s, 10 MPa
/_'>,10 gin/s, 10 MPa
In Figure 6a, we directlycomparestressdrop data to o 30 gin/s, 10MPa
[] 300 gin/s, 10 MPa (a)
recurrenceinterval for instabilitieswhereVL=30 gm/s and
o.=10 MPa. We present data from three consecutive
experimentsto show data reproducibility. There is no
systematic dependenceof stress drop levels on the
experimentorder (m254, m255, andm256, consecutively).
For a given experiment,the datadisplaya range of stress
drop values(-1.5 MPa, or-75% of the rangefor all tests).
Furthermore,we do not observesystematicvariations in
stressdropas a functionof cumulativesheardisplacement
or experimenttime. Post-experimentobservationof our
samplesrevealedthat only minor amountsof gouge had (b)
accumulated.This is important becausepreviousstudies ,,,i , ,, ,,,,,1 , ....... i ........ i ..... •,11 • , ,,•,,,

0.01 0.1 1 10 100 1000

haveidentifiedtheproduction of wearmaterial(gouge)as a
mechanismresponsiblefor displacement dependent
friction
evolution[e.g. Byerlee, 1967; Marone, 1998b]. Thus, the
lack of a systematicevolution of stressdrop amplitudes
with displacementis consistentwith the small amountsof
gougeproductionduringour tests.
The datashown in Figure 6a define a quasi-lineartrend
that is boundedby a line calculatedfrom the imposed
velocityandloadingstiffness.This line corresponds to the
loadpointdisplacementbetweenstick-slip events, and for
zeroprecursoryslip would equalthe storedelastic energy.
Recurrence interval (sec)
Figure 5. Shear stress data as a function of recurrencetime.
Data are from the sametests shown in Figure 4. a) Maximum
shearstressprior to instability. For a givenloadingrate, peak
stress increases with recurrence interval. For a constant normal
load (i.e. including all loading rates), data show little or no
dependenceof peak stresson recurrenceinterval. b) Minimum
stressfollowinga slip event. Dataarefor the samestick-slip
events shown in (a). Minimum stress increases with normal
load and
192 EFFECTS OF LOADING RATE AND NORMAL STRESS ON STRESS DROP

3.5 3.5
+ 30 gm/s, 5 MPa
x 300 gin/s,5 MPa
3.0 ß 0.5gin/s,
10MPa " • •
•' 5 gin/s, 10 MPa
•.'.., 10 gm/s, 10 MPa ß
o 30 gm/s,10MPa
2.5 2.5 [] 300 gin/s,10MPa
F=k*x
(k=0.065
MPa/gm•
:2.0 2.0
15. 1.5

• 10. 1.0
•o ø

0.5 0.5
Slope
= (k* VL)= 1.95MPa/sec (a) . . (b)
0.0 0.0
0 0.5 1 1.5 2 0 10 20 30 40 50 60 70
Recurrenceinterval (sec) Loadpointdisplacement
to failure (gm)

Figure 6. Stressdrop data for the eventsshownin Figure 4. a) Stressdrop is plotted againstrecurrenceinterval
for eventsthat occurredat the sameloadingconditions(i.e. C•n=10MPa, V•.=30 gm/s). Data from m254, m255 and
m256 indicateexperimentreproducibility. For a given experiment,data show a range of -1.5 MPa in stressdrop
values. All data hug the calculatedelastic loading curve (the line with slope k VL, where k=0.065 MPa/gm).
b) Stressdrop data from all stick-slipeventsshownas a function of loadpoint displacementprior to instability.
The datadescribea singlequasi-lineartrend. For comparisonto data,we showa line calculatedfor elastic loading
of a materialwith stiffnessof 0.065 MPa/gm. Our datahug the calculatedloading curve, and consistently plot to
the right of the line.

This expressioncan be derivedfrom classicalCoulomb The lack of a significant dependence of stressdrop on

theory (as shown by Beeler and Wong, 1999) and is premonitoryslip indicatesthat datascattermay result from
consistentwith data presentedby other researchers[e.g. randomvariationsin the propertiesof the slipping surface.
Wongand Zhao, 1990;Gu and Wong,1991;Bermanet al., As we do not control the state of the shearingsurfaces
1996; Nasuno et al., 1998]. betweeneach instability, we suggestthat differencesin

4.2. Second-order Variations and Data Scatter

3.5
F 30 gm/s,5 MPa
x 300 gm/s,5 MPa
While Equation 2 offers a first-orderapproximationto 3.0 ß' 0.5 gm/s,10MPa
nv 5 gm/s, 10MPa
our data(Figure 6b), the majority of our data consistently /x 10 gm/s, 10MPa

oo
o 30 gm/s, 10MPa
plot to the right of the calculatedlinear trend. These 2.5 [] 300 gm/s,10 MPa

second-order characteristics
are partly dueto reproducibility 2.0
betweenexperiments(as shown in Figure 6a). However,
the lack of a dependence of stressdrop on cumulative 1.5
•P•• o[]o
displacementor experiment time indicates that other
factor(s)influence stick-slip behavior. For a given test,
o ooo
datascattermay be due to stochasticvariationsin strength 0.5
of the sliding surfacesbetweenslip events, or due to the . X
0.0 '
effectsof premonitoryslip that occursprior to instability. 0 5 10 15 20 25 30 35
As the latter is consistentwith our observationsof yielding Premonito• slip (gm)
prior to sample failure (e.g. Figure lb), we investigate
whether stress drop is dependenton the amount of Figure 7. Stressdrop shown as a function of the calculated
premonitoryslip. We remove the linear elastic loading premonitoryslip to failure. Data are for the same events shown
curve from the displacementdata (see Figures lb and 6b, in Figure 6b. Slip is calculated as the difference between
Equation2) and show the calculatedvaluesof premonitory observedloadpoint displacements,and the theoreticalloading
slip in Figure 7. We do not observe any significant curvefor a stiffnessof 0.065 MPa/gm. Thereis no systematic
relationshipbetweenpremonitoryslip andstressdrop. dependenceof stressdrop on pre-failure
 KARNER AND MARONE 193

brittlefailure)wouldrelievesomeof the imposedshearload

andleadto greaterpremonitoryslip and longerrecurrence
(a) Stick intervals. Alternately, during dynamic slip the
characteristics of an asperity populationmay have an
Loadpointdisplacement influenceon the level of dynamicovershootbeforeslip is
arrested. Detailed studies of surface interactions may

(b) Premonitory
%'l;ma
x determinewhich of thesemechanismsis responsiblefor the
second-ordervariationsshownby our data. However,such
slip
work is beyondthe scopeof thispaper.
Loadpointdisplacement
4.3. Modelingof Data UsingRate-andState-dependent
Friction Laws

(c) Slip •]•tress

drop, We compareour datawith resultsfrom forwardmodels
usingexistingrate-andstate-dependent
frictionconstitutive
Loadpointdisplacement laws. For the simulations we used the Dieterich (or
slowness)form of the friction evolution law [Dieterich,
1979],wherefriction(•t) at sliprate(V) is described
by:
(d) Stick &

•-•o
+alni•o)+bln(V
premonitory
slip
Loadpointdisplacement

Here, g0 is steady-state sliding friction at a reference

(e) Slip velocity(Vo),Dc is the criticalslip distance,
a andb are
empiricalscalingconstants.The statevariable(0) evolves
via the relation:
Loadpointdisplacement

Figure 8. Schematicillustration showing how asperity (4)

contactsizeand populationmay affectshearloadingbehavior
for stick-slip instabilities. Panels a) through e) represent
consecutive snap-shots for shearon bare surfaces.The sample
loadselastically with little slip (a), followedby yielding and
premonitoryslip (b). At failure, samplesslide rapidly and
exhibit a sharpreductionin shearload (c). Stick-slip cycles
occur repeatedly(d-e). Peak strength and stress drop are
affectedby the characteristics of the asperitypopulation.
Equations(3) and (4) are coupledwith an expression
describing
theelasticinteractionbetweenthe slidingsurface
andthetestingapparatus: dl•/dt= k(V•-V), wherek is the
systemstiffnessand V• is the velocityof the loading
piston.
The numerical simulations have been conducted for the

surface
evolution
between
stick-slip
cyclesmay account
for boundaryconditionsof our experiments(0.5 < VL < 300
the stochasticcharacterof our data. This may arise from gm/s), andusingfrictionparameters
(a, b, andD•.) such
thatthe criticalstiffnessequalsthe systemstiffness(0.0065
slipand/ortime dependent variationsin the population
and
character(e.g. shape,strength)ofcontactingasperities,as changein frictionper gm, determined
from stiffnessvalue
shownin Figure1b and(•n=10MPa) via therelation:
shown schematicallyin Figure 8. For example, a
populationof strongasperities wouldraisethe material (b-a)
failurestrength,andinhibitpremonitory slip(thus,samples -
would exhibit less yielding). If the number of strong
asperitiesdifferedbetweencycles,then premonitoryslip,
failurestrength and,perhaps,stressdropwouldalsovary. To model oscillating instabilities, we perturb the
Other micromechanical processes may accountfor the numericalsystemby includinga smallslide-hold-slide
(hold
variability within our data. For example, gradual time of 0.0002 s) early in the simulations. The model
deformation of contactingasperitiesduringloading(e.g. by results show frictional behaviorsimilar to the
194 EFFECTS OF LOADING RATE AND NORMAL STRESS ON STRESS DROP

0.5 gm/s 9), consistentwith our laboratorydata (Figure 4). The

5 gm/s
3.0 simulationsshowgreaterhealingratesfor a single velocity

,• 2.5 •o
•,nvs
30gm/s
300Bm/s
n than for all velocities combined. Furthermore, the model
predictionsshowlittle dependence of •maxon loadingrate
• 20 andthat •minincreaseswith increasingvelocity (Figure 10),
consistentwith our data (i.e. Figure 5). However, for a
..•• 15. givenloadingratewe note that the modelpredictionsshow

15•
o=0.0050
a greaterrangeof •minanda smallerrangefor •maxthan that
•• 10ß
observedfrom our data. This may be due to the fact that
b=0.0245
0.5 the simulations do not consider the effects of inertia and
D =3 gm
neglect radiatedenergy. Furthermore,the simulations
0.01 0.1 1 10 100 1000 predictlessscatterfor •maxthanfor •min which differsfrom
Recurrenceinterval (sec) our laboratory observations. This may be due to the
dependence of •maxon systemstiffness,or on second-order
variationsin pre-failurefault strength.
Figure 9. Results from numerical simulationsusing rate- and
state-dependentfriction laws. Simulations are forwardmodels
As is the casefor our laboratorydata, we find that the
using the Dieterich (or slowness) law with constitutive numericallydetermined healingratesare well describedby
parametersas shown. To simulatephysical changesof the Equation2. Whenthecalculatedstressdropamplitudes are
contactingsurfaces,the state variable was randomly perturbed compared to the interseismicloadingdisplacement (Figure
by a small amount (+2.5%) in the middle of each slip
instability. Stressdrop amplitudesare plotted as a function of
recurrenceinterval. Results display two rates of increase in 6
stress drop amplitudes as a function of recurrence time,
consistent with our laboratory observations. 5

4
instabilities observedin our experiments. However, the
simulationspredictperfectlyperiodicbehaviorwherestress 3
ß 0.5 gm/s
{3 =10 MPa
n

drop amplitudesandrecurrenceintervals are constantwith v 5 •m/s

2 tx 10 gm/s
increasingslip. This is becausestateevolutionis the same o 30 gm/s
for eachstick-slipcycle,which may not be the casein our 1 rn 300 gm/s

experiments. Hence, to investigate the relationship (a)

betweenstressdrop and recurrenceinterval we randomly
perturb the state variable by a small amount (between 6
+2.5% of the value of state at Zm:x)in the middle of each
5
slip instability. This procedureis justified by physical
models in which the nature of the sliding surfacesvaries 4
during stick-slip (e.g. dueto wear and asperityfracturing).
In such models, the greatest variability in surface 3
characteristics would likely occurduring dynamicslip. A
key featureof the perturbationin state is that it yields a
rangeof stick-slip recurrence intervalsandstressdrops, as 1
we observeexperimentally. (b)
Results from these forward models are presentedin 0.01 0.1 1 10 100 1000
Figures 9-11. We show the calculated stress drop Recurrenceinterval (sec)
amplitudesfor instabilitiesin Figure 9, andthe associated
•maxand•minvaluesin Figure 10. The model predictions Figure 10. Calculations of 'lJma
x and 'lJm,
n for the same
capturethe first orderobservationsfrom our experiments. numerical simulationsshown in Figure 9, plotted as a function
That is, the frequencyof instability(i.e. recurrence
interval) of recurrenceinterval. a) For a given loading rate, peak stress
is strongly dependenton the imposedloadingrate (similar levels (prior to instability) increase slightly with recurrence
to Figure 3, and Equation 1). The calculatedstressdrop time, while for b) minimum stress levels (after instability)
amplitudesshow two distinctrestrengthening rates(Figure decrease with recurrence
 KARNER AND MARONE 195

4.0 dependence of stressdrop on premonitoryslip (compare

3.5 Figures 1lb and7), it may be that such a relationshipis
o =10 MPa masked by the data scatter. The larger values of
3.0 n

premonitoryslip andthe greateramountof scatterobserved

from our laboratory measurements may result from
stochasticvariations of the state of the sliding surface
duringthe yieldingphaseprior to failure.
* 0.5 •tm/s
v 5 •tm/s
1.o ,x. 10 gtm/s 4.4. Comparisonto PreviousStudies
o 30 •tm/s
0.5 t] 300 gm/s 4.4.1 Seismic Observations. Our results are consistent
F=k*x
(k=0.065
.Mli'ai•m•
(a)
with seismic observations, inasmuch as inter-event
10 20 30 40 50 60 70 80 recurrence interval scalesinversely with loading rate [e.g.
Interseismicloadpointdisplacement(gm) Schaff et al., 1998], and that stress drop increaseswith
longer recurrenceintervals [Kanamori and Allen, 1986;
3.5 Marone et al., 1995] and with slowerloadingrates[Cao and
Aki, 1986]. Furthermore, our data show a range of
3.0
recurrenceintervals and stress drop values for a given
velocity, also consistentwith seismic observations[Cao
andAki, 1986]. By reanalyzingthe dataof Kanamori and
Allen [1986] in terms of velocity, Cao and Aki [1986]
foundthat stressdrop valuesexhibitedconsiderablescatter
for a givenloadingrate. From this they reasoned that fault
0.5
strengthis affectedby heterogeneitiesin the number of
(b) strong asperities. If variationsin asperitygeometry and
0.0 .... • .... • .... • . ,
strengthare also considered,then such a micromechanical
i i

0 0.5 1 1.5 2
model would account for the stochastic nature of our room
Premonitoryslip (gm)
temperature data.
We recognizethat the conditionsat hypocentraldepths
Figure 11. a) For comparisonto our experiment results, we
show stressdrop amplitudesfrom simulations (same as those
introduceother factorsthat could influence fault healing
presentedin Figure 9) plotted against loadpoint displacement rates and stress drop levels. Laboratory studies have
prior to failure. Stressdrop amplitudesplot as a single line exploredseveralof these factors- including temperature,
that is well describedby an elastic loading curve. b) Model fluid-rock interactions,and variationsin stressstate [e.g.
calculationsof stressdrop plotted as a function of premonitory Chester and Higgs, 1992; Linker and Dieterich, 1992;
slip. Resultsshow an inverse relationshipbetween stressdrop Fredrich and Evans, 1992; Karner et al., 1997; Nakatani,
and premonitory slip, and that premonitory slip is small 1998; Karner and Marone, 1998; Richardson and Marone,
comparedto our experimentdata. 1999]. As it is unlikely for every fault to experiencethe
same physico-chemicalconditions, variations in these
11a), thepredictedvaluesdescribea singleline with a slope parametersmay account for some scatter observedfrom
given by the systemstiffness(comparewith Figure 6b). seismic data. However, the conditionsat hypocentral
The scatterpredictedby the modelsis consistentwith data depthsprovide_added complexity which must be separated
from our experiments,suggestingthat stochasticevolution from the purely physical mechanisms that effect fault
of state is a plausible explanationof our experimental healing(suchasloadingrate).
observations. However, we note that the amount of scatter
predictedby the modelsis less than that shown by our 4.4.2. LaboratoryData. Our datashowthat stressdrop
laboratorydata. This may arise from differencesbetween decreaseswith increasingloadingrates(i.e. lower recurrence
the observedand modeledamountsof premonitoryslip. times, Figures 1 and 4), in agreementwith results from
Model calculationsof premonitoryslipare shownin Figure previous studies of frictional instability for geologic
l lb. The simulationsshow less premonitoryslip than materials[Ohnaka, 1973; Engelderet al., 1975; Engelder
observedfromour experiments, andan inverserelationship and Scholz, 1976; Johnson and Scholz, 1976; Shimamoto
betweenslip and stressdrop. While our datado not show a and Logan, 1981; Teufeland Logan, 1978;Wongand
196 EFFECTS OF LOADING RATE AND NORMAL STRESS ON STRESS DROP

2.0
observedthat staticfriction levels decreased
andpost-failure
minimum friction increased. Their data define a critical
velocity(Vc) abovewhich stick-slipmotion transitionedto
1.5
continuousstablesliding (Vc - 7 to 8 gm/s for their tests).
A similar critical velocity has been observedfrom dry
.
1o0 friction experimentson bristol board and also on paper
[Baumbergeret al., 1994; Heslot et al., 1994]. These
0.5 gm/s
5 gm/s
researchers observeda transition from stick-slip to stable
o.5 10 gm/s
30 gm/s
slidingthatdependson loadingrate andstiffness.Their data
300 gm/s
showedthat stable sliding is promotedby both increased
Wong & Zhao (1990) stiffnessand increasedvelocity. In the vicinity of the
bifurcationof slip behavior,they also foundthat frictional
........ i ........ 1 , • i i • i•,1

0.01 0.1 1 10
characteristics
differedsignificantlyfor low andhighloading
Normalizedloadingrate
rates. From theseobservations, they identifiedthat the low
velocity regime was creepdominatedand could be defined
Figure 12. Our stress drop data are plotted with data from
Wongand Zhao [ 1990]. For comparison,we normalizeour data by a characteristic
length scale,while the high velocity
regimewas inertiadominatedandhas a characteristic time
by the mean value for a loading rate of 30 grn/s (1.8 MPa).
scale. Hence,the combinedresultsof Bermanet al. [1996],
Velocities are normalized by 30 grn/s. We presentour data as
Baumbergeret al. [1994], andHeslot et al. [1994] indicate
meanand standarddeviation for each normalizedvelocity, and
we show the maximum uncertainty presentedby Wong and
that stiffnessand loadingrate can effect the behaviorof
Zhao [1990]. Ourresultsare consistentwith those of Wong stick-slipmotionandthetransition
to stablesliding.
and Zhao [1990], with a similarinversescalingbetweenstress To comparewith the study of Bermanet al. [1996], we
drop and loading rate. show in Figure 13b the levels of peak stress('l•rnax)
and
post-slipminimum stress('l•rnin)
from our testsas a function
of loadingrate, andfor a constantnormalstressof 10 MPa.
1990], for metals [Rabinowicz, 1958], and for thin
Thedatashowthat'l•rnax
decreases slightlywith loadingrate,
molecularfilms separatingsheetsof mica [Bermanet al.,
while 'l•rnin
increases
with velocity. Hence, 'l•rnax
and'l•rnin
1996]. Wong and Zhao [1990] presented
stick-slipdata convergewith faster loading rates, consistentwith the
from experiments conductedin a triaxial deformation
observationsof Berman et al. [1996]. For the conditionsof
apparatus at normalstressesfrom 25 to 250 MPa. They our experiments,andin light of the resultsof Bermanet al.
performedvelocity-stepping tests on fine-grainedquartz [1996], Baumbergeret al. [ 1994], andHeslot et al. [ 1994],
gougesandwiched betweenWesterlygraniteforcingblocks. ourdatasuggestthat a critical velocity exists abovewhich
Theyaveraged thedatafor eachvelocitystep,andpresented stableslidingmaybe achieved.Thiswouldcorrespond to a
theresultsastheratiobetweenconsecutive velocitygroups. Hopf bifurcationbetweenunstableand stableslidingat a
Hence,their data were essentiallynormalizedby reference fastloadingrate,similarto thosereportedpreviously[Klein
values of loading velocity, stress drop, and recurrence et al., 1997; Scholz, 1998]. Given that this critical
interval. To remainconsistent with WongandZhao [1990] velocitywouldbe large(> 1000 gm/s), we suggestthat the
and to assist with comparison,we have normalizedour
transitionfrom stick-slipto stablesliding would occurin
stress drop and loading rate data by referencevalues an inertia-dominated regime. To date,we havenot observed
(corresponding to the meanstressdrop of -1.8 MPa at a
thisbifurcation,whichmay occurat a velocitygreaterthan
velocity of 30 gm/s). We presenta comparisonbetween
we can presently achieve with our testing apparatus.
ourdata,andthoseof WongandZhao [1990] in Figure 12. However,we have observeda similar velocity-dependent
The inverserelationshipthat we observebetweenstress
convergence of '•maxand'•minfrom sheartestson layersof
drop and loading rate are in agreementwith the data of
soda-limeglassbeads[K. Frye, personalcommunication].
Wong and Zhao [1990]. Furthermore,Wong and Zhao
The existenceof this transitionin sliding behaviormay
[1990] observedthat their normalizedstressdrop levels haveimplicationsfor studiesof earthquake mechanicsand
increasedwith normalized recurrenceinterval, which is
modelsof rupturedynamics.
consistentwith the resultsof this study.
Berman et al. [1996] also investigatedthe effects of 5. SUMMARY
loading rate on stick-slip behavior from experiments
conducted on thin molecular films sandwiched between mica To study stick-slip behavior of bare rock surfaces,we
surfaces. As a function of increasingvelocity, they haveconducted experiments on Westerlygranitein a
 KARNER AND MARONE 197

0.6 characterized in terms of stiffnessof the loading column,

ß
- Peak frictional force
loadingrate,andrecurrenceinterval. After removingelastic
0.5 effects, we do not observeany systematicdependence of

0.4 ?ynamaic
frictional
force stressdrop on premonitoryslip. Measurementsof pre-
failure peak stress,andpost-failureminimum stress,show
convergence with fasterloading rates. This is consistent
0.3
,
o o
with previous studies that identify a critical velocity
0.2 Minimum frictional force
markinga transitionbetweenstick-slipand stablesliding,
and that this transitionlies in an inertia-dominated
regime.
0.1 Our resultsare important for studiesof the seismic cycle
(a) andmodelingof earthquake sourcecharacteristics,
as stress
dropdependsnot only on loadingratebut alsoon stochastic
variationsin earthquake recurrence times.
Drive velocity (!.tm/s)
- -O - - meanx , andrange Acknowledgments. This research was supported by NSF
o =10 MPa .....
7 n + mean
Xm,.'andrange Grant EAR-9627895 and by USGS Grant 99HQGR0003. We
thank the anonymous reviewers for their constructive
6 commentsand thoughtful suggestionsabout this manuscript.
!

: We are alsogratefulto K. Frye, K. Mair, U. Mok, E. Richardson

and J. Renner for their stimulatingdiscussionsaboutthis work.
5 !

4
3
0.1 1 10
Loadingrate ([,tm/s)
Figure 13. Peak and minimum stress levels shown as a
function of loading rate. a) Data from Berman et al. [1996]
showing measuredpeak, dynamic, and minimum frictional
force from stick-slip instabilities for tests on thin molecular
films between mica surfaces. Their data show convergenceof
peak andminimum stresslevels as a function of loading rate.
Above a critical velocity (-8 grn/s), they observe a transition
to stablesliding. b) Shear stressdata from our experiments as
a functionof loading rate. For clarity, we show the mean value
and range of shear stress data for each velocity. For faster
velocities,'[m•n
increasesand '[max decreasesslightly. Thus, peak
and minimum stress levels converge as velocity increases
similar to results from Berman
apparatusat room-temperature and humidity. We have
analyzedover 1500 instabilities,andthe datashow several
interestingfeatures. We observethat stressdrop amplitude
increases with greater normal stress, consistent with
previousstudies. We also observetwo apparentrates of
restrengthening. For a single loading rate, stress drop
increasesby -4 MPa per decadein recurrencetime. The
combineddata from all velocities show that stressdrop
increasesby ~ 1 MPa per decadein time. For the conditions
of our tests,this discrepancyin restrengthening
rates can be
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Sci., 26, 643-696, 1998b.
STRESS ON STRESS DROP
Marone, C., and Kilgore, B., Scaling of the critical slip
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Marone, C., Vidale, J.E., and Ellsworth, W., Fault healing
inferredfrom time dependentvariations in sourceproperties
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3098, 1995.
Nakatani, M., A new mechanism of slip-weakening and
strengthrecovery of friction associatedwith the mechanical
consolidation of gouge, J. Geophys. Res., 103, 27239-
27256, 1998.
Nakatani, M., and Mochizuki, H., Effects of shear stress
applied to surfacein stationary contact on rock friction,
Geophys.Res. Lett., 23, 869-872, 1996.
Nasuno, S., Kudrolli, A., Bak, A., and Gollub, J.P., Time-
resolved studiesof stick-slip friction in shearedgranular
layers, Phys. Rev. E, 58, 2161-2171, 1998.
Ohnaka, M., Experimental studies of stick-slip and their
application to the earthquakesourcemechanism,J. Phys.
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Rabinowicz,E., The intrinsicvariablesaffecting the stick-slip
process,Proc. Phys. Soc. London, 71, 668-675, 1958.
Richardson, E., and Marone, C., Effects of normal stress
vibrations on frictional healing, J. Geophys.Res., 1999, In
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Schaff, D.P., Beroza, G.C., and Shaw, B.E., Postseismic
responseof repeating aftershocks,Geophys. Res. Lett., 25,
4549-4552, 1998.
Scholz, C.H., Earthquakesand friction laws, Nature, 391, 37-
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Scholz, C.H., Aviles, C.A., and Wesnousky, S.G., Scaling
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S.L. Karner (corresponding author) and C. Marone,
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MassachusettsAve., Cambridge, MA, USA,
 Changesin earthquakesize-frequencydistributionsunderlying accelerating
seismicmoment/energy
release

Steven C. J•um•

Queensland University Advanced Centre for Earthquake Studies, The University of Queensland, Brisbane,
Queensland, Australia

A considerablenumber of moderate to great earthquakeshave been pre-

cededby an increasein the rate of smallereventsin the surroundingregion,
resultingin an accelerationin the rate of seismicenergy/momentrelease
as the time of the mainshockis approached. The so-called "critical point"
modelsfor this behavior postulate that a growingcorrelation length in the
earth's crust underlies this phenomenon. In these models, the correlation
length controlsthe maximum sizeof eventsin the earthquakepopulation. As
it growsit allowsprogressively larger earthquakesto occur, and thus changes
the earthquake size-frequencydistribution at large magnitudes. Here I test
this hypothesisby examining changesin the earthquakesize-frequencydis-
tribution of 17 knowncasesof acceleratingseismicenergy/momentrelease
for which the space-timedimensionsof this behavior have been defined and
adequateearthquakecatalogsexist. I find that for 15 of these 17 cases,ob-
servedchangesin the earthquakesize-frequencydistribution are consistent
with the predictionsof the critical point hypothesis.For the other two cases,
an increasein the rate of seismicityat all magnitudesappears to have oc-
curred. These resultssuggestthat critical point behaviorunderliesmost but
not all casesof acceleratingseismicenergy/momentrelease.
1. INTRODUCTION of the mainshockmagnitude[e.g., Bufe and I/hrnes,
There are now a sizeable number of cases where mod- 1993; Brehm and Braile, 1998; 1999; Ellsworth et al.,
1981].In manycasesthe cumulativeseismicmomentor
erate to great earthquakesare known to be precededby
Benioff strain releasein these regionscan be modeled
an increase in the rate of smaller earthquakes within
usinga power-lawtime-to-failurerelationshipthat gives
a broadsurrounding region[e.g.,Bowmanet al., 1998;
reasonablepredictionsof the time and magnitude of
Brehm and Braile, 1988, 1999; Bufe et al., 1994; Sykes
the oncomingmainshock[e.g.,BrehmandBraile, 1998;
and Jaum•, 1990].The sizeof this regionis alsoknown
1999;Bufe and Varnes,1993;Bufe et al., 1994].
to scalewith the sizeof the oncomingmainshock[Bow-
The recognition of an increasingnumber of these
man et al., 1998; Brehm and Braile, 1998; Sykes and
Jaum•, 1990]and the increasein seismicityrate is con- casesnow providesan adequateset of data to begin
testing predictionsof the variousmodelsput forward to
fined to eventswith magnitudeswithin 2.0 to 3.0 units
explain this behavior. Some authors have already con-
ductedtestsof modelpredictionsfor this behavior[e.g.,
Bowmanet al., 1998;GrossandRundle,1998].My goal
GeoComplexityandthe Physicsof Earthquakes
in this paper is to test a specific prediction of the so-
GeophysicalMonograph120
Copyright2000 by the AmericanGeophysicalUnion called "criticalpoint" models[e.g.,Saleuret al., 1996;
200 CHANGES IN EARTHQUAKE SIZE DISTRIBUTIONS

Sornetteand Samntis,1995];i.e., that the physicalpro- the sizeof the oncomingmainshock[Sykesand Jaumd,
cessunderlying acceleratingseismicenergysequencesis 1990;Bowmanet al., 1998;Brehm and Braile, 1998].
the growth of long-rangecorrelationsin a crustal fault More recently a group of authors have proposedwhat
system that allow for progressivelylarger earthquakes is called the "critical point" model to explain the obser-
to occurin a region.JauntdandSykes[1999]conducted vationsof ASR [Sornetteand Sammis,1995;$ammiset
al., 1996;$aleur et al., 1996].Conceptually,thesemod-
preliminary tests of this hypothesisbased upon a small
number of cases;here I examine a larger and more di- els consider a large earthquake to be analogousto a
verse set of data. critical point in a fluid or magnet. In suchmodelsa re-
In the body of this paper I first review models for gional fault systemprogressivelyordersitself under the
acceleratingseismicmoment/energyrelease(hereafter influenceof strain accumulationand small earthquakes;
ASR) and their predictions,and describethe specific a large earthquakecan only occur when large scalecor-
prediction being tested in this paper. Next I describe relations exist within the system. In these modelsASR
the data used in this study and the methodologyfor is a consequence of this orderingphenomena,which al-
analysis of the data. I introduce a simple graphical lows for progressivelylarger earthquakesto occur.
method for displaying differencesbetween earthquake There are several predictions of the critical point
size-frequencydistributions that allows for comparison model which match the observational evidence reviewed
betweendistributionswith differentmainshockmagni- by Jaumdand Sykes[1999].One featureof the critical
tudes. I then use this method to comparechangesin point model is that an earthquake can both be con-
earthquake size-frequencydistributions with time for a sidered a failure of a particular localized volume and
number of published casesof ASR. also part of the failure processthat leadsto even larger
events(up to the size of the system). This predicts
, MODELS FOR ACCELERATING SEISMIC no• only •he observedscaling of the region size with
MOMENT/ENERGY RELEASE mainshockmagnitude(seeabove),but alsothat ASR
shouldhappen prior to mainshockswith a wide variety
of magnitudes.The latter observationhas beenseenin
Early models put forward to explain ASR noted the both computermodels[Huanget al., 1998]and obser-
similarity betweenthe acceleratingseismicitysequences vationaldata [Bowmanet al., 1998;Brehntand Braile,
and acceleration in other measures of material defor-
1998;1999].
mation seen before failure in many different types of A central concept in the critical point model is that
natural and man-madematerials [Sykesand Jaumd, there is a growing correlation length of the regional
1990;Bufe and Varnes,1993]. Bufe and Varnes[1993] stress field prior to the occurrence of the mainshock
specificallyreviewedcrack nucleation/propagation
and event [Sornetteand Samntis,1995]. Indeedit is only
damagemechanicsmodelswhen deriving •he power-law at the critical point itself that correlations exist at all
•ime-•o-failure relationship •hey used •o model ASR in scalesand the occurrenceof the largest earthquakein
LheSan FranciscoBay region. a region becomespossible. In this model it is the cor-
A number of problems arise when comparing crack relation length that sets a limit on the largest possi-
nucleation/damagemechanicsmodelsLo naLuralcases ble earthquakesize; it is the growth of the correlation
of ASR. While an accelerationin energy release(or length with time which producesASR. Based upon an
oLhermeasureof deformaLion)beforefailure is a clear analysisof coarsegrained models and simulationsthat
leaLureof these models, there are a number of other lea- capture the basic physics of the earthquake process,
Luresof Lhe observedsequencesLhaLdo noL appear Lo Ruule et al. [1999]have developedexplicit relation-
be predicted. In their review of ASR, Jaunt• and Sykes ships between the correlation length, the time to the
[1999]pointedou•, •hat besides•he accelerationin seis- mainshock, and the size-frequencydistribution of the
mic energy/momentrelease,there are LhreeaddiLional earthquakepopulation.FollowingRundleet al. [1999],
feaLuresLhatcharacterizethesesequences: 1) •he earth- the correlationlength • can be defined as:
quakesinvolved in ASR almost exclusivelyfall outside
the rupture zoneof Lhemainshock[Sykesand Jaunt•, •c ----7(KLV[(•t[)
-1/4 (1)
1990],2) the increased
tale of earthquakeoccurrence
is
limited to events within abou• 2.0 magnitude units of whereK• is an spring(elastic)constant,V is the driv-
the mainshock[Ellsworthet al., 1981],and 3) the size ingvelocity,[5t]= [t•p- t[ (t•p is the timeof the "spin-
of •he region involvedin •he ASR sequencescaleswi•h odal"or mainshock in the modelof Rundleet al.
 JAUMI• 201

and 7 is a constant. Thus the correlation length grows ß fit = 1 o.o

10000
as the time of the mainshock approaches.The correla- n(st = o.1
tion length •c controlsa "cutoff area" A* by'

(D 1000
= (2) o

wherek is anotherconstantand or! is the "surfaceex-

ponent"whichgenerallyhasa valueof 1 [Rundleet al., E •oo
1997]. A* puts a limit on the size of the largestevent ..%
in the non-cumulative earthquake size-frequencydistri- o%
bution (definedby the sizeof the failed area A):
• lO ß
no E
ß
n(A,6t)- A•_•exp[-A/A*] (3) (,.) []

Rundle et al. [1999] note that Kagan [1994] finds []

just such a distribution for the global earthquakesize-

frequency distribution in terms of seismicmoment, Mo,
Magnitude
with a sizescalingexponentof 1.5 (i.e., r = 2.5) in
equation(3).
Figure 1. Illustration of changesin the earthquake size-
To illustrate the effect of the growth in • on the
frequencydistribution as a function of time remaining until
event size-frequencydistribution as the mainshocktime the criticalpoint, basedupon equation(3).
approaches,in Figure 1 I plot cumulative event size-
frequency distributions for two values of/it. The con-
stants in the equations above where chosenso that the studiesof ASR beforemoderateto great earthquakesin
b-valuein the Gutenberg-Richterrelation is 1.0 at small differenttectonicregimes.I haveendeavoredto gather
magnitudes.For large/it the influenceof the cutoffarea earthquakecatalogsfor as many publishedcasesas pos-
sible.
A* limits the sizeof the largestevents. When/it is small
the size-frequencyscaling remains the same up to the In selectingthe earthquakedata for use in examing
largest event in the distribution. changesin the size-frequencydistribution, I have re-
Thus a prediction of the critical point model is that strictedthe time and spacewindowsof the catalogsto
the earthquakesize-frequency relationshipshouldchange that used by the authors of the individual studies. This
as the time of the mainshockgrowscloser,and that this has causedsomecomplications,specificallywith regard
changeshouldhave its greatesteffecton the large mag- to southern California earthquakesexamined both by
nitude range of the distribution (i.e., consistentwith •ow,•,• •t •. [19981
•nd •, ,• •,• [19991.The
observations).JaumdandSykes[1999]comparedearth- authors of these studiesexamine severallarge earth-
quakesize-frequency distributionsduringthe 1*t and quakesin common,but use differentmethodologies for
2'•a halvesof four knownaccelerating energy determining "optimal" time and spacewindowsfor the
seismic
sequencesand found that three of four cases showed ASR sequences. Therefore I examine these cases us-
changesconsistentwith this model. In this paper I test ing the time and spacewindows of both Bowman et al.
a far greater number of casesto seeif they are consistent [1998]and BrehmandBraile[1999].
with this prediction. A number of hurdleswere encounteredin selecting
casesof ASR for this study. The first is that not all stud-
3. DATA ies of ASR clearly define both the space and time win-
dowsusedin selectingearthquakedata for study. I have
As stated above, the main purpose of this work is in somecasesbeen able to get additional information
to expand upon the observationsof Jaumd and Sykes on thesesequences[e.g.,southernCaliforniaspace-time
[1999]and more fully test a predictionof the critical windowsused by Brehm and Braile, 1999; D. Brehm,
point hypothesis,i.e., that it is a changein the under- pers. comm.],but not in all cases.Anotherhurdleen-
lying earthquake size-frequencydistribution with time counteredwere limitations in the earthquakecatalogs
that producesthe accelerationin seismicenergyrelease. in the different regions. The most serious limitation
Fortunately, in recent years there have been a number of waschanginglevelsof completeness
of small
202 CHANGES IN EARTHQUAKE SIZE DISTRIBUTIONS

Table 1. Earthquakes Used in This Study Together With Space-time Parameters Defining AssociatedAccelerating
Energy ReleaseSequences

Date Location Magnitude Critical Radius Time (year) Source

1996/6/10 Aleutians 7.9 210'* 1980.46-1996.45 BNV94b

1992/ 8/ 284 California 7.3 150 1970.50-1992.49 B& O98c
1992/ 8/ 28b California 7.3 120 1979.50-1992.49 BB99a
1989/10/18 California 7.0 200 1943.81-1989.80
• B&O98
1995/2/05 NewZealand 7.0 167 1964.03-1995.10 R99!
1983/ 5/ 24 California 6.7 175 1980.35-1983.34 B& 098
1983/ 5/ 2b California 6.7 40 1976.35-1983.34 BB99
1994/1/ 17a California 6.7 73 1992.76-1994.05 B& 098
1994/1/17b California 6.7 155 1971.56-1994.05 BB99
1994/6/18 New Zealand 6.7 139 1964.43-1994.46 R99
1971/2/9 California 6.6 100 1967.12-1970.11 B&O98
1987/11/24 California 6.6 275 1982.91-1982.90 B&O98
1968/4/8 California 6.5 240 1958.28-1968.27 B&O98
1980/5/ 25 California 6.1 240 1970.40-1980.40 BB99
1986/7/8a California 5.6 40 1985.40-1986.52 B& 098
1986/7/8b California 5.6 15 1969.53-1986.52 BB99
1980/2/25 California 5.5 20 1968.15-1980.15 BB99
1982/ 10/ 25 California 5.4 70 1975.33-1982.82 BB99
1997/ 3/ 5 Australia 5.1 70 1972.19-1997.18 JMB99g
1980/2/14 VirginIslands 4.8 24 1979.29-1980.12 B&O98,VB96
n
1989/4/27 Central USA 4.3 5 1981.13-1989.33 BB98'

aThis is the along-strikelength of the Delarof Islandssegmentas definedby Nishenkoand Jacob[1990].

bBufe et al. [1994].
CBowmanet al. [1998].
aRobinson[1999].
•Time windowof Jaumdand Sykes[1999].
! Brehm and Braile [1999].
gJaumdet al. [1999].
n Varnesand Bufe [1996].
' Brehm and Braile [1998].

events with time. As seen in Figure 1, the critical point
hypothesis predicts that the number of events of small
magnitude should remain constant and that changesin
frequency should only occur at higher magnitudes. A
number of caseshad to be rejected from this study be-
causeof incompletenessat small magnitudesduring the
early part of the sequence. Another problem, seen for
the 1952 M = 7.5 Kern County, California earthquake,
was a change in the earthquake magnitude determina-
tion procedurewith time [Hutton and Jones,1993]. A
smaller number of caseswere rejected from considera-
tion for this reason.
The remaining casesused in this study are listed in
Table 1, togetherwith the time and spacewindowsused
to define the acceleratingsequenceand the sourcefor
this information. Additional casesstudied by Bowman
et al. [1998],BrehmandBraile [1998;1999]and Robin-
son[1999]werenot usedin this study,generallydue to
incompletenessin the earthquake catalogs.
4. METHOD
Jaum4and Sykes[1999]conducteda preliminarytest
of the prediction that the underlying earthquake size-
frequencydistribution changesas the time of the main-
shock approaches. There they took earthquakes occur-
ring within the time-spacewindowsdefined by ASR se-
quencesand divided the resulting earthquakecatalogs
into two halves basedupon time, and comparedthe re-
sulting frequency-magnitudedistributions. They found
that in three of four casesthere was a greater
 JAUMI• 203

a [] b
ooo ß 1964.43-1979.44
[] 1979.45-1994.46
[] []
AM(Rank 4) = 0.8

5
lOO

ß[]

lO 3

[]
[]

[] 2-

1 ß []

1 1'0 1•)0 10'00

Magnitude Rank

Figure 2. Example of magnitude-frequency,rank-ordering,

and magnitude difference graph, using the data from the
ASR sequenceassociatedwith the 1994 Arthur's Pass, New
ß ß ß Zealand earthquake. (a) Traditional frequency-magnitude
distributions, with the time periods used to define the two
I I I
I

I I
II

I. I i/iI i i i ii •1
i ii
distributionsshown. (b) Rank-orderinggraph of the same
data. Notice that all the data is plotted, and not grouped
into magnitude bins as in A. The value of AM at rank 4
is alsoshown. (c) The magnitudedifferencegraph. This is
simply the differencein magnitude(AM), as a functionof
rank, between the two sequences.Note that it is defined up
1 1'o 1•)o to highest rank in whichever distribution has the smallest
Rank total number of events.

of larger eventsduring the secondhalf of the ASR se- wider range of mainshocks,is how to compare results
quence,but little or no changein the rate of smaller from caseswith different mainshockmagnitudes.
events. A possiblesolution to these problems is to plot the
Althoughthe resultsof Jaura4and Sykes[1999]are magnitude-frequencydistributionsnot in the traditional
encouraging,there are difficultieswith simply compar- manner but usingthe rank-orderingtechnique[Gum-
ing frequency-magnitude distributions.The first, noted bel,1958](Figure2). Unlikethe traditionalGutenberg-
by Jaura4and Sykes[1999],is that althoughthree of Richter formula, rank-ordering statistics emphasizethe
the four casesshowedevidencefor changesin frequency- large event tail of the distribution. In seismology,rank-
magnitudedistributions,the overallfrequency-magnitudeordering statistics have been used to estimate earth-
distributions in each case were different. Another dif- quakerecurrencetimesin easternNorth America[How-
ficulty, more apparent in this work which includes a ell, 1993;1994]and to test for changesin the scaling
204 CHANGES IN EARTHQUAKE SIZE DISTRIBUTIONS

ß ß ß

ß ß ß e•e

....... ß ß ee ...-.- ..-..-•.- - -- -

.......................................................
0 .......................................................

,'o ,6o , ,'o

Flank Flank

Figure 3. Magnitude differencegraphs for the 1994 Arthur's Pass, New Zealand earthquake sequence,
both (a) with the mainshockincludedin the distribution,and (b) without the mainshock.

earthquakepopulationsat largemagnitude[Sornetteet this time as a consequenceof increasedcatalog com-

al., 1996]. pletenessfor small eventswith time. This "upliftedtail"
This rank-ordering method is, in effect, simply a is seenfor nearly all sequenceswith long time windows.
case of switching the x and y axes on the traditional As noted by JaumJand Sykes[1999],it is not clear
magnitude-frequencygraph. The largest event in the whetheror not the mainshockthat endsthe accelerating
distribution is assignedto rank 1, the secondlargest energy releasesequenceshould be included when com-
event to rank 2, etc., until the smallest event is reached paringthe two distributions. Thus I producemagnitude
(Figure 2b). The utility of the method in this case differencegraphs both with and without the mainshock
is that one can now simply and clearly define the dif- included(Figure 3). The major differencebetweenthe
ference in size-frequencydistributions as a function of two is that the larger values of AM at small rank are
event rank. This allows for any changesin the size- reduced,but still remain above the "background"level
frequencydistributions for ASR sequencesto be easily seenat higher ranks.
compared. Figure 2 is an example of this procedure,
usingthe caseof the 1994 M = 6.7 Arthur's Pass,New 5. RESULTS
Zealandearthquake[Robinson, 1999],goingfrom a tra-
ditional magnitude-frequencygraph (Figure 2a), to a As mentionedabove,during the initial review of ASR
rank-orderinggraph (Figure 2b), to what I call here a sequencesit was noted that many earthquakecatalogs
magnitudedifferencegraph (Figure2c). have large changesin completenessthrough time. In
The magnitudedifferencegraphfor the Arthur's Pass some casesthese changesseriouslyinterfere with the
earthquake(Figure2c) showsmanyfeaturesin common interpretation of the magnitude differences.An exam-
with the other casesin Table 1. First and foremost,an ple of this is the ASR sequenceassociatedwith the 1981
increase in the rate of larger earthquakes showsup as M = 5.5 Santa Barbara, Californiaearthquake[Brehm
a large AM at small rank. AM decreasesto a smaller and Braile, 1999], shownin Figure 4. In this caseit
value as rank increasesand remains there for a large is unclear whether or not AM on the magnitudedif-
range in rank, indicating that the two earthquakedis- ferencegraph reachesa stable minimum before rising
tributionshavesimilar size-frequency scaling(i.e., the again due to the incompletenessof the earthquakecat-
sameb-valuein the Gutenberg-Richter relationship)in alog during the earlier time period. Such cases,which
this range. At large rank AM is seento increaseagain, were most commonfor the smallerand/or
 JAUMI• 205

7
b
ß 1968.15-1974.14

6
[] 1974.15-1980.15

[]
oo
oo

ß ß ß ß ooee
# ß
ß ß oo oo

ß ß ß

.......................................................

1'0 1 1 1'0 1O0

Rank Rank

Figure 4. (a) Rank-ordering

and (b) magnitude
difference
graphsfor the M = 5.5 1981SantaBarbara,
California earthquake sequence.

earlier mainshocks,were discardedfrom further consid- is the ASR sequenceassociatedwith the 1980 M = 4.8
eration and are not included on Table 1.
Virgin Islandsearthquake(Figure7). Althoughthe to-
The most common results are those similar to the
tal data set is small(the magnitudedifferencecanonly
1994 M = 6.7 Arthur's Pass,New Zealand earthquake be definedup to rank 14), it showsthe main features
(Figure2). An examplefrom a differentlocationis the in commonwith the others,i.e., a magnitudedifference
ASR sequencebefore the M = 7.3 1992 Landers, Cali- monotonicallydecreasingwith rank to a lower level at
forniaearthquake(Figure$). The magnitudedifference whichit remains.There is no apparentchangein the
monotonically decreasesfrom a maximum at rank 1 to catalogcompleteness in this case;this is mostlikely due
about rank 10, then is stable at a level AM ..• 0.1-0.$ to the short time span of the sequence.
from rank 10 to nearly rank 10000, beforeincreasing A small number of cases examined do not show the
againdue to changesin the catalogcompleteness level. featurespredictedfor critical point behavior. An exam-
Note that, basedon equation(3) and Figure1, the crit- pleis the 1996M = 7.9Delaroflslands earthquake (Fig-
ical point hypothesispredicts AM shouldbecomezero 8), previously
discussed
by [1999].
at high rank. Therefore, I call these caseswhere AM As in that work, I find the differencebetween the two
reachesa stable minimum but clearly does not reach earthquakesize-frequencydistributionscan best be de-
zero "modifiedcritical point behavior",to distinguish scribed as an increase in the rate of events at all sizes
themfrom the predictionof equation($). (seenasa nearlyconstantAM in Figure8), not an in-
In some cases the minimum magnitude difference creasein rate of the larger eventsin the distribution. I
does indeed lie at zero for high ranks. This is most alsonoteherethat onecouldobtaina similarmagnitude
commonfor relatively short ASR sequences.An exam- differencegraphbecauseof an artificialmagnitudeshift
ple of this is the ASR sequenceassociatedwith the 1994 in the earthquake catalog[Habermann, 1987],in addi-
M = 6.7 1994Northridge,Californiaearthquake(Fig- tion to the apparentincreasein catalogcompletenessat
ure 6), usingthe space-timewindowof Bowmanet al. small magnitudes.
[1998].
While most casesexaminedare for large mainshock 6. DISCUSSION
magnitudesand therefore large space-timewindows,
there are caseswith relativelysmallmainshocks (and In Table 2 I summarizethe resultsof this study by
thereforesmall space-timewindows)that comparefa- classifying
the changes
in the earthquakesize-frequency
vorably with their larger brethren. An exampleof this distributions
duringthe ASR sequences with respect
206 CHANGES IN EARTHQUAKE SIZE DISTRIBUTIONS

ß 1970.50-1981.49
7-
[] 1981.50-1 992.49
3

6-
[]D

ß ri
2
'0 5 _

1ßßß
eeee
L• ee
eee
(04-

3-

0, •eßeel
i•e
•-ßi
2-

-1
1'0 1•)0 1d00 10000 1 10 1 O0 1000 10000

Ranks Rank

Figure 5. (a) Rank-orderingand (b) magnitudedifferencegraphsfor the 1992 M = 7.3 Landers,

Californiaearthquakesequence.The time-spacedimensions
of Bowmanet al. (1998) are usedto construct
this figure.

a b
ß 1992.76-1993.40
[] 1993.41-1994.05

ß ßß ß
ß

ßeee ©el

I 1 lO 1•o
Rank Rank

Figure 6. (a) Rank-ordering

and (b) magnitudedifferencegraphsfor the M - 6.7 1994Northridge,
Californiaearthquake
sequence.
The time-space
dimensionsof Bowmanet al. (1998)areusedto construct
this figure.

their consistencywith the critical point hypothesis.Of
the 17 sequencesstudied here, 15 were found to be con-
sistent(with somemodification)with the criticalpoint
hypothesis.The other two sequences
were found to be
more consistent with either an overall increase in seis-
micity rate or perhapsa man-madeshift in the magni-
tudesin the earthquakecatalog.
As noted in Table 2, only three of the sequencesare
perfectly consistentwith the predictionsof the critical
point hypothesis,
as describedby equation(3). Of the
rest 10 of 15 are better described by what I call "mod-
ified critical point behavior". The final two of the 15
casesshoweither critical point or modifiedcritical point
behavior,dependingupon the space-timewindows
 JAUMI• 207

ß 1979.29-1979.70

6-
o 1979.71-1980.12
3-

On ................ _'___'...... _'.,.,._'_'_

......................
ß

1'o 1oo 1 1o 1 oo

Rank Rank

Figure 7. (a) Rank-ordering

and(b) magnitude
difference
graphsfor the 1980M -- 4.8 VirginIslands
earthquake sequence.

ß 1980.46-1988.45
[] 1988.46-1996.45
3-

[]

ß ßßßßßel ell i.....i ß Io •

ß ß ß ßßß el ell lm

ß ß

.......................................................

1'0 1(•)0 1'0 lOO

Rank Rank

Figure 8. (a) Rank-ordering

and (b) magnitudedifference
graphsfor the 1996M - 7.9 DelarofIslands,
Alaska earthquake sequence.

I decided to examine the last two casesmore closely, between behavior and either the time or spacewindows
to find out if there is any correlation betweenaspectsofused(Figure9).
the space-timewindowsand the type of behaviordis- A possibleexplanationfor the majority of caseshav-
played.I find that the shortertime windows(1.3 and 3 ing modifiedcritical point behavioris the prescence of
yearsrespectively)correlatewith criticalpoint behav- aftershocksin the earthquake catalogsI used. As has
ior andthe longertime windows(7 and22.5years)with been noted by others, aftershockscan make a substan-
modifiedcritical point behavior. However,uponlooking tial fraction (up to 70%) of a regionalearthquakecat-
at the largersetof 15 cases,thereis no clearcorrelation alog [e.g.,Reasenberg,1985; Knopoffand Lee,
208 CHANGES IN EARTHQUAKE SIZE DISTRIBUTIONS

Table 2. Classificationof Accelerating Energy Release magnitudedifferencebetweenthe sequences and allows

SequencesWith Respect to Critical Point Behavior them to be easily compared.
Although there is scatter in the data, the overall be-
Date Location Magnitude Behavior
havior of the 15 casespresentedin Figure 10 is remark-
ably consistent. For the casesin which the mainshock
is retained in the distribution, the magnitudedifference
1996/6/10 Aleutians 7.9 OI a
1992/8/28 California 7.3 MCPb AM decreasesmonotonicallyfrom rank 1 to about rank
1989/10/18 California 7.0 MCP 10, beyond which it remains essentiallyconstant. When
1995/2/05 New Zealand 7.0 MCP the mainshock is removed the distribution, the differ-
1983/5/2 California 6.7 CP•MCP ence in AM at low versushigh rank is more subdued
1994/1/17 California 6.7 CP/MCP and in one case(i.e., the 1997 Burra, SouthAustralia
1994/6/18 New Zealand 6.7 MCP
1971/2/9 California 6.6 MCP earthquake)AM at rank 1 is lessthan zero. However,
1987/11/24 California 6.6 MCP the generaltrend, AM rising above the "background"
1968/4/8 California 6.5 MCP at small rank, is preserved.
1980/5/ 25 California 6.1 OI While the trends in Figure 10 are clear, the scat-
1986/7/8 California 5.6 CP ter in AM rangesfrom 0.5 to over 1.0 at small ranks.
1980/ 2/ 25 California 5.5 M CP
1982/10/25 California 5.4 MCP
How much scatter should be expected in this data, and
1997/ 3/ 5 Australia 5.1 CP what significancedoesit have? One possibleavenueof
1980/2/14 Virgin Islands 4.8 CP investigationis to look at the resultsof earthquakesim-
1989/4/27 Central USA 4.3 MCP ulation models that also show this behavior, and ana-
lyze the changesin the model earthquakesize-frequency
aOverall seismicity rate increase. distributions in a similar manner. I note here that pre-
bModified critical point behavior. liminary resultsin this direction are encouraging;Mora
CCritical point behavior. andPlace[1999]havefoundaccelerating
energyrelease
sequencesin a simulation model of an evolving granu-
lar zone. They examined changesin earthquake size-
Given that larger eventsgenerallyproducegreaternum- frequencydistributions during ASR in their model us-
bersof aftershocksand that the critical point hypothesis ing the method in Jaum4 and Sykes[1999],and find
predicts a growth in the maximum earthquakesize as
300
the critical point is approached,something akin to the CP ß
modified critical point behavior describedhere could be MCP n
expected. If this is the case, the prescenceor absenceof 25O
modified critical point behavior has more to do with the
contribution of aftershocks to the total number of events
in the earthquake catalog than with any fundamental 200

differencein physicalbehavior(althoughdifferences
in
the relative abundance of aftershocksmay imply other
150
aspectsof earthquakephysics).This conceptcanpoten-
tially be tested by repeating the analysispresentedhere
using "declustered"earthquakecatalogs;that work will 100
be left for a future study.
Finally, I wish to ask the question "How well do the n ß

differentcritical point/modifiedcritical point sequences 50

ß El

compare?" If all of these casesare the result of a sim-

ilar physical processes,expressedin different tectonic
settings, it may be expected that the changesin the 0 1'0 2'0 3'0 4'0 50

size-frequencydistributions should overlap. Figure 10

presentsa compositemagnitude differencegraph using
the 15 casesof critical point/modifiedcritical point be-
havior. As noted in the Methodssection,the magnitude
difference method presented here removesthe absolute
Lengthof ASR sequence (years)
Figure 9. Critical point (filledcircles)and modifiedcritical
point (open squares)behavioras a functionof space-time
window of the ASR

1 1'0 100
Rank
Figure 10. Compositemagnitudedifferences graphsfor the 15 cases(filledcircles)that showcritical
point behavior,both (a) includingand (b) excludingthe mainshock in the distribution.Only the first
100 ranks are shown.
changesin the size-frequencydistributions similar to
what is reported here. Other simulation models of the
earthquakeprocess,particularly those involving multi-
ple faults, should be examined for this behavior and
compared to observational results.
7. CONCLUSIONS
Of 17 caseswhere acceleratingseismicenergy release
is known to have occurred before a moderate-to-great
earthquake, 15 casesshow changesin the earthquake
size-frequencydistribution during the lead-up to the
mainshock that are consistent with that predicted by
the critical point hypothesis. Specifically, the distri-
butions show evidence for growth in the size of the
largest earthquakesas the time of the mainshockis ap-
proached. For the remaining two cases, the changes
in the size-frequencydistributions are more consistent
with an overall increasein the rate of seismicity at all
magnitudes. This suggeststhat critical point behavior
underlies most, but not all, observedcasesof accelerat-
ing seismicenergy release.
Acknowledgments. Discussionswith P. Mora, D. Weath-
erley, R. Cuthbertson, and M. Winter helped clarify my
thinking during the courseof this work. I especiallythank P.
Mora, D. Weatherley and two anonymousreviewersfor criti-
cal reviewsof the manuscript. I also thank D. Weatherley for
reminding me about rank-ordering statistics and D. Brehm
JAUMI• 209
; 1'0 1 oo
Rank
for pre-publication materials. D. Love (PIRSA), K. Mc-
Cue (AGSO) and R. Robinson(IGNS) providedearthquake
catalogsfor Australia and New Zealand. Other earthquake
catalogswere downloadedfrom the Council of the National
Seismic System and Center for Earthquake Research and
Informationweb pages.The GMT systemsoftware[Wessel
and Smith, 1991] was usedin the productionof the figures.
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Brehm, D. J., and L. W. Braile, Intermediate-term predic-
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Brehm, D. J., and L. W. Braile, Intermediate-term earth-
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Bufe, C. G., S. P. Nishenko and D. J. Varnes, Seismicity
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140, AGU, Washington, D.C.,
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Gross, S., and J. Rundle, A systematic test of time-to-failure
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Jaum•, S.C., P. Mora and C. G. Bufe, Accelerating seis-
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 Observationof SystematicVariationsin Non-LocalSeismicityPatterns
from Southern California

K. F. Tiampo, J. B. Rundle,S. McGinnis, and S. J. Gross

Colorado Centerfor Chaosand Complexity,CooperativeInstitutefor Researchin EnvironmentalSciences,Universityof

Colorado, Boulder, CO

W. Klein

Departmentof Physics,BostonUniversity,Boston,M,•I

We have discoveredsystematicspace-timevariationsin the seismicityfrom

southernCaliforniausinga newtechnique.Our procedure is baseduponthe idea
that seismicactivitycorresponds geometricallyto the rotationof a patternstate
vectorin thehigh-dimensional correlationspacespanned by the eigenvectorsof a
correlationoperator. Using our techniqueit is possibleto isolateemergent
regionsof coherent,correlatedseismicity.Analysisof datatakenonly up to
December31, 1991revealsthatthe appearance of the coherentcorrelatedregions
is often associatedwith the future occurrenceof major earthquakesin the same
areas.Thesemajorearthquakes includethe 1992Landers,the 1994Northridge,
and the 1999 Hector Mine events.

1. INTRODUCTION consistentmethodology [Geller et at., 1997; Kanamori,

1981]. Despitethe factthatthe largestof theseeventsspan
Earthquakes
strikewithout
warning,
causing
great distancesof morethan 500 km, no reliableprecursors have
destructionand loss of life. A poignantexample is the ever been detected. It is difficult for most scientists to
recent Izmit, Turkey, earthquakeof August 17, 1999, understandwhy eventsof this magnitudeare not preceded
which resultedin the deathsof over 17,000 persons.Other by at least somecausalprocess,which would presumably
recentlargeeventsincludethe M - 7.6 Taiwanearthquake imply the existenceof premonitorysignals.In the past,the
of September 20, 1999,whosedeathtoll now exceeds 2000 searchfor such signalsunderstandablyfocusedon local
persons,
the M ---7.3 Landers,California,eventof June28, regions near the earthquake source. Many of these
1992, and the M ---7.1 Hector Mine, California, earthquake techniques require intensive and expensive monitoring
o[ October 16, 1999. Many similar exampleshave been efforts [Geller et at., 1997]. Various patternsof seismic
documentedover the courseof time [Richter, 1958; Schotz, activity centeredon the sourceregionhave beenproposed,
1990]. including phenomenasuch as characteristi•c earthquakes
While a long-soughtgoal of earthquakeresearchhas [Schwartz,et at., 1981; Ellison and Cole, 1997], Mogi
been the reliable forecastingof these gre.at events,very
donuts [Mogi, 1969; Mogi, 1977], seismic gaps
little progresshas beenmadein developinga successful, [Haberman, 1981; House et at., 1981], precursory
quiescence[Knopoff and Yamashita,1988; Wyss and
Haberman, 1988; Wysset at., 1996; Kato et at., 1997],
GeoComplexity
andthePhysicsof Earthquakes precursoryactivation [Evison, 1977; Shaw et at., 1992;
Geophysical
Monograph120 Dodge et at., 1996], Time-to-Failure and Log-Periodic
Copyright
2000by theAmericanGeophysical
Union precursorydistributions[Bufe et at., 1993; Sateur et at.,
212 OBSERVATION OF SEISMICITY PATTERNS IN SOUTHERN CALIFORNIA

1996; Gross and Rundle, 1998], temporal clustering recordedeventscan be detectedin real seismicitydata
[Frolich, 1987; Dodge et al., 1995; Rundle et al., 1997], years prior to the main shock. The seismicitydata
and earthquaketriggeringover large distances[Hill et al., employed in our analysis is taken from existing
1993; King et al., 1994; Pollitz and Sacks, 1997]. Since observations in southernCaliforniabetweentheyears1932
these hypothesizedpatternsare localizedon the eventual andthe present.Usingonlya subsetof thisdatacovering
source region, the fact that one must know or suspect the period from January1, 1980 throughDecember31,
where the eventwill occurbeforethey can be appliedis a 1991,wecompute
theprobability
fo•finding
ananomalous
majordrawbackto their implementation. spatialcorrelationat all sitesin southernCaliforniaover
Recent observationalevidencehas suggestedthat severalintervalsprecedingDecember31, 1991. We then
earthquakes can be characterized by stronglycorrelated superimposeon this map the locationsof main shocks
dynamics[Bufeand Varnes,1993;PressandAllen, 1995; largerthan 5.0 that occurredbetweenJanuary1, 1992 and
Knopoff et al., 1996; Bowmanet al., 1998; Brehm and November1, 1999, that is, the- 8 yearsfollowingthe time
Braile, 1998; Grossand Rundle, 1998; Brehmand Braile, interval from which we computedthe probabilities. We
1999]. Realisticnumerical simulations of earthquakesalso observe a striking correspondencebetween regions of
suggestthat space-timepatternstructuresare non-localin increasedprobabilityand the locationof the recentmain
character,anotherconsequence of strongcorrelations
in the shocks,tendingto supportthe resultsfirst observedin our
underlyingdynamics[Rundle,1988;Rundleet al., 2000]. simulations.In particular,we notethatthe epicenterof the
Variablesin many of thesedynamicalsystemscan be recentOctober 16, 1999, M- 7.0 Hector Mine earthquake
characterizedby a phasefunctionthat involvesboth an in southern California occurred at a location that is
amplitude and a phase angle. The simulationshave identifiedas one of the high probabilitylocations. From
suggestedthat seismicitycan be describedby phase the size of the candidatesourceregions,the magnitudeof
dynamics[Mori andKuramoto,1998;Rundleet al. 2000]. the possibleeventscanbe estimatedaswell. A likelihood
Here, the importantchangesin seismicityare associated ratio test of the method on both the real southern California
primarilywith rotationsof the vectorphasefunctionin a seismicitycatalog,and a secondcatalogin whichtimesof
high-dimensional correlationspace[Fukanaga,1970; eventshad been reassignedrandomly,indicatesthat the
Holmeset al., 1996]. Changesin the amplitudeof the method does find coherent correlated structures in the data.
phasefunctionare unimportant, or not relevant. The most
familiar examplesof these are quantummechanical 2. METHOD

systems, butexamples alsoexistin themacroscopic world,

includingweak turbulencein fluidsand reaction-diffusion As mentionedabove,our methodis basedprimarilyon
systems[Mori andKuramoto,1998]. the idea that the time evolution of seismicitycan be
These resultssuggestthat space-timepatternsof describedby phasedynamics. We thereforedefine a real-
seismicactivitydirectlyreflecttheexistence of space-time valued seismicphasefunction, õ(xi,to,t),a unit vector
correlationsin the underlyingstressand strain fields. whose tail is fixed at the origin, and whose head is
Previousresearch hasindicatedthatthe development of constrained to move on the unit sphere in an N-
correlationsin the stressfield is a necessary precondition dimensional (N large)correlationspace. õ(xi,to,t)is a
for the occurrence of large earthquakes [Rundleet al., non-local function, and is the mathematical embodiment of
2000]. The correlation patterns,whichrepresent emergent the ideathat earthquakefault systemsare characterized by
space-timestructures, evidentlyform andevolveovertime strongly correlated dynamics. Geometrically, time
intervals
of yearspreceding
themainshock.Longertime evolutionof õ(x•,to,t
) corresponds
to rotations
aboutthe
intervalsand larger correlatedareasare associatedwith origin in a series of correlatedrandom walk increments
largermainshocks.Theprobability
for observing
suchan throughsmall solid angleson the unit sphere. Formation
anomalouscorrelationcan be computeddirectlyfrom the of an emergentcorrelatedpatternin seismicactivityover a
simulated seismicity data using the square of the time interval At is associatedwith rotation of the g-vector
anomalouspatternstatevector[Rundleet al.,2000]. These in a persistentdirection. When thesepersistentdirections
are the methodsthat we usein the presentanalysisof data are examined, previously undetectable, systematic
from southern California. variations in seismicity become evident, as describedin
We test the hypothesis that anomalous, non-local Rundle et al., 2000.
space-time patterns and correlations associated with For our analysis, the phase function
 TIAMPO ET AL. 213

activity
canbeconsidered
aninc6herent
superposition of
o.oo 0.50 1.oo phasefunctions.
Theseismicity
function
S(x•,to,t) isthen
definedasthetime averageat x• of •ob.,.
(x•,t) overthe
period(to,t),

S(xi,to,t) = 1 ..lgt(x,t)dt
(t-to)

Events includedin gto•.,(xi,t) or S(xi,to,t) are

35"
•;'"'•
'%',••••••:[•'Y
'""••i
"•
restrictedto thosefor whichthe magnitudeM > 3, so as to
amelioratesensitivityto changesin detectionthresholds
throughtime.
Considered as a function of the N locations x•,
S(x•,to,t) representsa vector in N-dimensional
33' •'•:•:••;.:.
' ?:•:.... correlationspacewith its tail fixed at the origin. The
vector space is spanned by the eigenvectors, or
eigenpatterns,of an N-dimensional,Karhunen-Loeve
238" 239" 240" 241' 242" 2•" 2•" 245' correlation
matrixC(xi,xi). The elements
of C(xi,xi)
are obtainedby cross-correlating
a setof N seismicactivity
time series associatedwith each box x• [Rundleet al.,
Figure 1. Normalized
seismicity
functionS(1932,1991),
M>
3.0, for southernCalifornia. 2000].Asanaside,
wenote
thatp•rely
random
processes
are characterized
only by an amplitudein correlationspace,
characterizesthe seismicactivity'in southernCalifornia not by any preferreddirection.This followsfrom the fact
between32ø and 37ø .latitude,and-115ø to-122 ø longitude. that if the time series defining C(xi,x•) were
It should also be noted that while our initial choice for total uncorrelated,
C(xi,x•) wouldbetheidentity
matrix.
areawasrelativelyarbitrary,
we havevariedtheregionsize Figure 1 shows one example of S(1932,1991)
in recentanalyses,
by asmuchasa factorof two,andhave superimposed on a mapof southernCalifornia. It is clear
tbund it to make little difference in the final results. In that S(1932,1991) is an unremarkable function, and
addition,the catalogwas not declustered,
as it is the appears to show little evidence of any phenomena
correlationsin the data set, the best known examplesof precursoryto the M •- 7.3 Landers,Californiaeventthat
whichare localpatternsof seismicactivityor quiescence, occurred
onJune28, 1972.
that are identifiedby this method. Sinceit is well known In the past[Scholz,1990], investigators
havegenerally
that seismicityin active regionsis a noisy function focusedon attemptsto detectsystematicvariationsin the
[Kanamori,1981], we work with temporalaverages of both the amplitude and phase of S(x•,to,t), or
seismicactivity. The geographic areais partitioned intoN alternativelythe amplitude and phasevariationsin the
squareregions approximately11kmona side,centered on corresponding rateof seismic activityR(x•,t). Following
a pointx i. Withineachbox,a timeseries isdefined
using our assumption that seismicity is characterizedby phase
the Caltechseismiccatalogobtainedfromthe onlineSCEC dynamics, we define g(x•,to,t)asthe unitvector pointing
database. For southernCalifornia, the instrumentaldata in the direction of g(x•,to,t)using an L2 norm. As an
beginsin 1932 and extendsto the present. The incoherentsuperpositionof functions must have zero
instrumentalcoverage wassparsein theearlyyears,andis mean,we remove thespatialmeanof g(x•,to,t)andcreate
substantiallymore completetoday. In general,the a unit vector by dividing by the standard deviation.
seismicity catalogis considered
complete for magnitudes Therefore,
M>3.
•(•.,to,t)
=[S(xi,
to,t)-
g(x,.,
to,
t)]'
We definethe activityrate gtob
• (x•,t) as the number
of earthquakesper unittime,of anysize,withinthe box
centeredat x• at time t. The geographic
•(x•,to,t)represents
is takenlargeenough
regionthat
sothatseismic -S(xi,to,t)=•
where 'I S(xi,to,t)dx
,
214 OBSERVATION OF SEISMICITY PATTERNS IN SOUTHERN
thespatialmeanof S(xi, to, t), and
(•.2
--•1$•(xi, - t)•dx,
to,t)-S(xi,to,
allx
thevarianceof S(xi ,to,t ) .
Under the phasedynamicsassumption,the important
changesin seismicityAõ(xi,t•,t2) = õ(xi,to,
t2)-õ(xi,to,tO
over the time interval (t•,t 2) correspondto rotationsin
correlationspaceaboutthe origin.
Thus the important observable is this difference
Aõ(%,t•,t2). Recallthat S(xi,to,t) is a spatiallylocal
function. However, due to the normalization above, which
involves information from the entire active region of N
boxes,•(xi,to,t) isa spatially
non-local
function.
We now compute the increase in probability
AP(x•,t•,t2) associatedwith formation of a spatial
correlation at location x• over the time interval
At=(t2-t•). Becausea correlationfunction can be
interpreted as a probability, the eigenvectors of the
correlation
operator
C(xi,x.j) areeffectively
thesquare
rootof a probability.Anyvectorsuchas •(xi,to,t) canbe
written as a linear expansionof such a completeset of
eigenvectorswhich span the correlation vector space.
Thus,the increase
in probabilityAP(x•,t•,t2) is relatedto
thesquare
of Aõ(x•,t•,t2).In addition,
astheprinciple
of
conservationof probabilityimpliesthat the integralover all
space of AP(xi,t•,t 2) is equal to zero, we find that Larger eventstend to be associatedwith larger colored
AP(xi,t•,t2)
___j
A•(xi,tbt2) l 2_#p,where#p is the spatial regionsthat form earlierandpersistlongerafterthe event.
meanof l Aõ(xi,t•,t2)
l 2. Since earthquakefault dynamicsare now believedto be
associatedwith critical phenomena[Rundle and Klein,
3. RESULTS AND DISCUSSION
Plate 1 showsplots of all AP > 0, usingonly existing
seismicity data acquired prior to January 1, 1992, six
months before the June 28, 1992 occurrence of the M -
7.3,Landers,CA, earthquake. Recall that the increasein
AP abovethe backgroundlevel as measuredby #p should
be interpretedas a tendencyto form a spatiallycorrelated
region of seismicactivity, and that suchregionsevidently
must be present for larger earthquakesto occur. An
increasein AP appearsto representan increasedchanceof
an earthquakeoccurring near that location. The color
codingon Figure 2 is scaledto the largestvalue of AP on
any of Figures2 a, b, c or d. The largest30 percentof
points is representedby red, approximately20 percentby
CALIFORNIA
yellow, and approximately50 percentare betweenwhite
and green. At the moment, we have not yet found a
method to convert these relative numbers into absolute
valuesof probabilitychange,however,we expectthat this
may be possiblewith further study. The invertedblue
triangles representeventsthat occurredduring the time
period coveredby the plot, to indicatecoloredboxesthat
neednot be analyzedfurther.
Blue circlesrepresentmorerecenteventsof magnitude
M > 5.0 that occurredafter January1, 1992. It shouldbe
emphasizedagainthat no datafor thesemorerecentevents
was used in constructingthe coloredboxesin Plate 1. In
particular, we include circles representing the 1992
Landers sequenceand the recent M - 7.1 Hector Mine
events. These earthquakesare evidentlyassociated with a
long-livedarcuatestructureof coloredboxescuttingacross
the local fault geometrythat beganforming prior to 1980.
This structure continues down to the southeast of the
Landers mainshock, east of the 1992 Joshua Tree
earthquake,andthe lack of subsequent activityto datemay
indicatethis site as a potentialrupturezone in the near
future.
Visual examination of Plate 1 indicates that recent
large events(blue circles)that occurredafter January1,
1992 are clearly associatedwith detectable locationsof
positiveAP that formedpriorto January1, 1992. However
there is clearly somevariability,particularlyfor smaller
events,depending
onthechoiceof timeinterval(t•,t2).
1995; Klein et al., 1997; Gell-Mann et al., 2000; Rundle et
al., 2000], we hypothesizethat there may be a scaling
relationbetweenthe areaA of thecorrelated regionandthe
time interval t prior to the main shock at which the
correlationbeginsto form suchthat t •: A•, whererl is a
critical exponentnear 1. Sincethe linear size of our boxes
is approximately11 km, one shouldnot expectevents
significantly smaller than M - 6, whose characteristic
linear sourcedimensionis 10 km, to be well resolvedby
our procedure.Yet eventhe smallercirclesassociatedwith
M • 5 - 6 events seem to occur in proximity to colored
boxes,albeit thosethat appearonly a shorttime interval
before the main shock.
To test the hypothesisthat the formationof correlated
regions identified by this method are indeed
 TIAMPO ET AL. 215

1991 - 1984
A 1986-1975 1.00

II .... IIIIII
.,''
..,:IIII......
,. III'
37ø 0.75
37 ø

36 ø

35ø 0.50
35 ø

34 ø

33ø '•
0.25
33ø
1
0.00 238' 239' 240 ø 241 ø 242 ø 243' 244 ø 245'
238 ø 239 ø 240 • 241 • 242" 243 • 2• ø 245 ø

C 1991-1988 1.00D 1991-1975

1l
I .....
..'."
' .,Ill
'.ill,II•,..•].7 '1 .
36
ø o 36' ,•

35ø 0.50
35ø
•
- •, ' •

0.25
33" 33' '

32 • , ,, 32 • , ß _ ,-.,. , ß , ,,
238• 239• 240ø 241• 242• 243ø 244' 245ø 0.00 238• 239ø 240" 241• 242• 243ø 2• • 245•

Plate 1. Mapsof AP for the time intervalsa) 1986-1975,b) 1991-1984,c) 1991-1988andd) 1991-1975.In
constructing thesemaps,nodataisusedfromtimeperiods afterDecember 31, 1991.Invertedtriangles
represent events
thatoccurred duringtheindicated
timeperiods,
withthreesizescorrespondingto magnitudesM of: 5 < M < 6, 6 < M <
7, 7 < M. Filledcirclesrepresent
eventsthatoccurafterJanuary1, 1992.Threeincreasing
circlesizesagaincorrespond
to thesamemagnitude
rangesasfor theinverted
216 OBSERVATION OF SEISMICITY PATTERNS
1991 - 1975
o.oo o.5o
35'
34'
33'
32'
238' 239' 240' 241' 242' 243' 244'
Figure 2. Map of AP > 0 for the time interval1991-1975,for the
random catalog generated by applying a uniform random
distribution of times between 1932 and 1991 to the same
locationsastheactualcatalog.
space-timestructuresthat are relatedto futurelarge events,
we carried out a likelihood ratio test [Berington and
Robinson, 1992; Gross and Rundle, 1998] on our model
using a comparisonto a randomseismicitycatalog. The
random catalog was constructedfrom the instrumental
catalog by using the same number of events at the same
locations, but assigningoccurrencetimes drawn from a
uniform probabilitydistributionover the years 1932-1991,
resulting in a Poisson distribution of interevent times.
Randomizing the catalog in this way should destroy
whatever coherentspace-timestructureexists,effectively
declusteringthe catalog. We applied our methodto this
random catalog and obtainedthe coloredboxesshown in
Figure 2, which corresponds to the sametime period as
Plate ld, 1991-1975. One can see that there are many
more colored boxes in Figure 2 than in 2d, and that the
boxesaremorebroadlydistributedin space.
To apply the likelihood ratio test to both Figures2d
and 3, we assumeda probabilitydensityfunctionfor each
box, colored or not, with a Gaussian distribution, whose
peak value is AP(xi,t],t2)+Jlp, sinceprobabilitiesin a
IN SOUTHERN CALIFORNIA
likelihoodtest mustall be positive,andwhosewidth is that
of the colored boxes, approximately 11 km. We then
1 .oo calculatedthe log likelihoodsfor the blue circles in both
Figures2d and 3, and found values of-14.5439 for Plate
ld and-17.4239 for Figure 2. Thesevaluescorrespond to
a likelihood
ratioof e2'88
---17.8142,indicating
thatthe
colored boxes obtained from the actual instrumental
catalogare more likely to be associatedwith the locations
of the blue circles than the colored boxes obtained from the
randomcatalog. The physicalreasonfor this large ratio is
that the likelihoodtest invokesa penaltyfor coloredboxes
that are not sufficiently near to blue circles ("false
positives"),and there are many more suchboxesin Figure
2 than in Plate ld. From this test, we conclude that there
are coherent space-time correlation structures in the
instrumental catalog that our method identifies. This
supportsthe theory that earthquakefault systemscontain
space-timecorrelationswhich are effectively destroyedby
declusteringthe catalog.
245' In analyzingthe meaningof Plate 1 we emphasizethat
while our method may identify higher risk areas,there is
no certaintyat this time that everybox will be locatednear
the site of a futurelarge earthquake.There are a numberof
examplesin Plate 1 where a box appearsduringone time
period, then disappearsover a longertime periodwithout
the occurrenceof a major earthquake("false negatives").
One example of this is the colored boxes which appear
near 34.7ø latitude, 238.6ø longitude, during the period
1975 to 1986, but disappearduring the periods 1986 to
1991 and 1988 to 1991. Further attemptsat optimization
of the method must focus on better spatial location of
events and the identification of a minimum number of
bothfalsepositivesandfalsenegatives.
In addition, it appearsthat, as coherent space-time
structuresform in the underlyingphysicswhich drive the
earthquakesystem,our methodattemptsto fit the nearest
known locationsof previousseismicity. One exampleof
this is the four red boxes in the location of the 1971 San
Fernando earthquake, as shown in Plate l d. We
hypothesizethat these locationsare simply the nearest
locations available to the method for applying the
increasedprobability associatedwith the adjacent 1994
Northridge event. In examiningthe time periodsshown,
we note that the method described above effectively
subtractsout the effects of any San Fernandoaftershocks
remaining in the catalog in 1975. To test the assumption
that the changes in probability are not

associatedwith the location of aftershocksequences,we
plottedthe changein •(xi,to,t), A•(xi,tl,t2). The results
showthat the four squaresadjacentto the 1994Northridge Bevington, P. R., D. K. Robinson, Data Reduction and Error
event denote an area of decreased •(xi,to,t), i.e.
precursoryquiescence,not aftershocksdue to the 1971 San
Fernandoearthquake.Eventswhich go off duringthis time
period,suchas the 1983 Coalingaearthquakeandthe 1979
Imperial Valley event,displayseismicactivation,while the
Landers sequenceis a complicatedmix of positive and
negative A•(xi,tbt2). These findings supportour
conclusions from both the numerical simulations and
theoretical analysis that this technique does not simply
identify areas associated with past events and their
aftershocksequences.
4. CONCLUSIONS
In summary, we conclude that we have observed
systematicvariationsin seismicityprior to recent southern
California earthquakes. Our method employsdata from
existing seismic monitoring networks as well as a
theoretical understanding obtained from numerical
computer simulations to identify coherent space-time
structuresin seismicity. These space-timepatternsin the
seismicactivity directly reflect the existenceof correlated
structure in the underlying stress and strain fields, a
necessary precondition for the occurrence of large
earthquakes. Depending on the nature of future seismic
activity in the region, as well as future modificationsand
extensionsof the theoryandtechnique,thisproceduremay
proveusefulin analysisof futuretrendsin seismicactivity.
Acknowledgements.We would like to thank J. Bernard
Minster and Andrea Donnellan for their helpful review and
commentsduringthe draftingof this paper. We would also like
to acknowledgeusefuldiscussionswith J. Perez-MercaderandM.
Gell-Mann. Work carriedout by K.F.T. was supportedunder
NASA FellowshipNo. NGT5-30025 to the CooperativeInstitute
for Research in EnvironmentalSciences (CIRES) at the
Universityof Colorado,andby a CIRES Fellowshipfundedunder
NOAA GrantNo. NA67RJ0153. Work by J.B.R. was supported
by U.S. Dept of Energy Grant No. DE-FG03-95ER14499 to
CIRES and NASA Grant No. NAG5-5168 to CIRES. The work
of S.M. wassupported
by NASA FellowshipNo. ESS-97-0110to
CIRES, andthe work of W.K. wassupported underU.S. Dept of
EnergyGrantNo. DE-FG-2-95ER14498 to the PhysicsDept. and
Centerfor ComputationalScienceat BostonUniversity.
TIAMPO ET AL. 217
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MA
 Introducinga New Paradigmfor ComputationalEarth Science'
A Web-Object-BasedApproachto EarthquakeSimulations
GeoffreyC. Fox

Schoolfor ComputationalScienceandInformationTechnology andDepartmentof ComputerScience,

Florida State University,Dirac ScienceLibrary, Tallahassee,Florida

Ken Hurst, AndreaDonnellan,and JayParker

Jet PropulsionLaboratory/California
Instituteof Technology,
PasadenaCalifornia

Computersimulationswill be key to substantialgainsin understanding the

earthquakeprocess.Emerginginformationtechnologies makepossiblea major
changein the way computersare usedand datais accessed. An outlineof a re-
alizable computationalinfrastructureincludesstandardizationof data accessi-
bility, harnessinghigh-performancecomputingalgorithms,and packaging
simulationelementsas distributedobjectsacrosswide networks. These ad-
vancespromiseto reducedramaticallythe frustrationand cost of doing earth-
quakescienceas they transformthe fragmentarynatureof the field into one of
integrationand community.

1. INTRODUCTION ever increasingwealth of data to constructrealisticmodels

of the earthquakeprocess. These modelscan then be run
Earthquakesin urban centers are capable of causing for hundredsof thousandsof virtual yearsto spanseveral
enormousdamage.The recent January16, 1995 Kobe, Ja- cyclesof the entire system,and a statisticalmechanicsap-
pan earthquakewas only a magnitude6.9 event and yet proachappliedto look for patternsin boththe syntheticand
producedan estimated$200 billion loss.Despitean active real seismicityand crustaldeformationcatalogues.
earthquakepredictionprogram in Japan,this event was a Recentwork in earthquakephysicshas focusedlargely
complete surprise. The 1989 Loma Prieta and 1994 on understandingdynamicruptureprocesses,suchas how
Northridge earthquakeswere also unexpectedand caused rupturesgrow into large earthquakesand how faults heal
billionsof dollarsof damageaswell as lossof lives.Partly themselves.Otherwork hasfocusedon analyzingobserved
as a resultof theseeventsthe volumeof earthquakerelated seismicityin an attemptto look for precursoryactivity.
databeing collectedis rapidly increasing. Simulationsare Much more recently investigators have begun studying
the necessarynext stepin orderto understandearthquakes earthquakesusing a systemsapproachin which individual
andexaminethe broadparameterspacerelatedto them. faultsinteractwith an entiresystemof faults.
The overarchinggoal of earthquakephysicsis to charac- In parallel efforts, a great wealth of geophysicaldata
terize and predict the behavior of systemsof earthquake pertainingdirectlyto the earthquakeproblemis being col-
faults. One way to addressthis questionis to take advan- lected. The traditionalseismicnetworksare being im-
tage of the currently available computationalpower and proved with broadbandand stronggroundmotion instru-
ments. GPS networkshave been expandingglobally and
have virtually replacedthe moretraditionaltrilaterationand
triangulationnetworks. Concertedeffortsin paleoseismol-
GeoComplexity andthePhysicsof Earthquakes
ogy have addeda wealth of data on the surfacecharacteris-
GeophysicalMonograph120
ticsof major faults,particularlyin southernCalifornia.
Copyright2000 by theAmericanGeophysical Union
220 OBJECT-WEB PARADIGM FOR COMPUTATIONAL EARTH SCIENCE

Rapidly expandingdatasetsand the adventof objectbro- the evolutionof seismichistoriesand space-time

evolution
ker technologies
make it possibleto pursuethe develop- of the stress field in southern California in order to under-
ment of complex,sophisticated modelsfor predictingthe standspace-timeclusteringof earthquakes.The focushas
behaviorsof fault systems.Surfacegeodetic,seismicity, been on modelingtwo-dimensionalnetworksof faults and
strongmotion, and other data providethe necessarycon- on simulatingthe occurrenceof large and intermediate-
straintsfor carrying out realisticsimulationsof fault inter- magnitudeearthquakesto compare with contemporary
actions.Informationtechnologyis providingthe meansfor earthquakecatalogs.
definedandaccessible dataformatsandcodeprotocolsthat It is not surprisingthat until recentlythe majorfocusin
allow for communicating distributedcomponents, the basisearthquake physicshas beenon the ruptureprocesssince
for the next wave of advancedsimulations. The emerging seismicdatarepresent the largestdatasetandthecatalogue
technologiesof IT enable frameworksfor documentation extendsapproximatelyhalf a centuryback from present.
of codes and standards as well as visualization and data Sinceseismographs recordearthquakes theygiveus insight
analysistoolsthat will make for true community-based ef- into the elasticresponseof the earth'scrustand into the
forts.Withoutsuchtoolsit will be impossibleto construct ruptureprocess.In contrast,new datatypessuchas crustal
the more complex models and simulationsnecessaryto deformationdata provide us with informationabout the
furtherourunderstanding of earthquakephysics. processes leadingup to failure aswell as informationon the
Simulationsare criticalto understanding the behaviorof staticresponsefrom earthquakes.Surfacedeformationdata
fault systems,a major problem in earth science,because canbe usedas boundaryconditionsto continuummodelsof
earthquakes occurin the real earthat irregularintervalson the earthquakecycle.
timescalesof hundredsto thousandsof years. Simulations The currentstateof the scienceof earthquake physicsis
generatearbitrarily long seismicitycatalogsand providea rather disjoint. Several investigatorshave constructed
numericallaboratoryin which the physicsof earthquakes complexandrealisticmodelsof a singlefacetof earthquake
canbe investigatedfrom a systemsviewpoint. processes, while othershave performedstatisticalanalysis
Simulationsalso provide invaluable feedback for the of seismicity. Computerperformanceis now suchthat
planning and design of future data collection efforts. these facetscan be joined togetherinto comprehensive
Emerging informationtechnologyapplied to the data and modelsof the entireearthquake process.
analysiswill resultin a revolutionarychangein the manner Simulationsare the only comprehensive meansto study
in whichearthscientists exploreandanalyzedata. The cost earthquakefault systemsbecauseearthquakesoccur on
of data accesswill plummetwhile the usefulnessof data timescalesof decadesto thousandsof years. Creating
will multiply. Forging the feedback loop between the physicallyrealisticsimulations requiresanunderstanding of
simulationsand designof datacollectioneffortswill further the mechanicalpropertiesof faults and the bulk material
enhancethe value andutility of the data. surrounding the faults,perhapsinclusiveof the entirelitho-
Recentresearchindicatesthat the phenomenaassociated sphere. Building such understanding requiresa concen-
with earthquakes occurovermanyscalesof spaceandtime. trated modelingeffort. Thus earthquakesimulationsof in-
Understandingthe dynamicprocesses responsiblefor these creasingrealismwill helpaid planningeffortsby predicting
eventswill requirenot only a commitmentto developthe the level of shakingfrom a hypotheticalevent,andwill also
necessaryobservationaldatasets,but also the technology help focusattentionon areasandphenomena thatneedad-
requiredto use these data in the developmentof sophisti- ditionalmeasurements or theoreticaldevelopment, leading
cated, state-of-the-art numerical simulations and models. to yet more realism in the simulations.
The modelscan then be usedto developan analyticaland
predictive understandingof these large and damaging 1.2. ComputationalOverview
events,thus moving beyondthe current,more descriptive
approaches routinelyemployed.Futureapproaches empha- There is substantial international interest in the use of
sizing the developmentof predictivemodelsand simula- large-scale computationin theearthquakefieldincludingan
tions for earthquakeswill be similar to methodsnow used activity in Japanwhere major computational resourcesare
to understandglobal climate change,the onset of the E1 being deployedand an effort among severalAsia-Pacific
Nifio-Southem Oscillation events, and the evolution of the nations including USA (the so-called APEC initiative).
polarozonedepletionzones. Here we will focuson an AmericanactivityknownasGEM
for its goal to produce a "GeneralEarthquakeModel"
1.1. CurrentProblemsin EarthquakePhysics (http://www.npac.syr.edu/projects/gem,http://milhouse.jp-
1.nasa.gov/gem).
The goalof the earthquakephysicsworkinggroupof the There are currentlyno approaches to earthquakefore-
SouthernCaliforniaEarthquakeCenter(SCEC) is to model castingthatareuniformlyreliable.The field uses
 FOX ET AL. 221

nologicalapproaches, which attemptto forecastindividual being collectedand developedneedsto be standardizedto

eventsor more reliably statisticalanalysesgiving probabil- allow rapid and easy sharing of information,retrieval of
istic predictions.The developmentof thesemethodshas data, and model developmentand validation. At present,
beencomplicatedby the fact that largeeventsresponsible researchers laboriouslytransformthe data formatsinto ones
for the greatestdamagerepeatat irregularintervalsof hun- useableby their own individualprograms.Currentpractices
dredsto thousands of years,and sothe limitedhistoricalre- that are frustratingand wasteful include FTP of data sets
cord has frustratedphenomenological studies.Direct nu- larger than needed,parsing and reformattingof data, and
mericalsimulationhasnot beenextensivelypursueddueto transcriptionof informationdirectlyfrom printedpapers.
the complexityof the problemandthe (presumed)sensitiv- Existing modeling and simulationprogramsare frag-
ity of the occurrenceof large eventsto detailed under- mented;however, most of the piecesare in place to con-
standingof earthconstituent makeup, myriad initial condi- structpowerful integratedsimulations.We can envisionthis
tions, and the relevantmicro-scalephysicswhich deter- approachprovidingthe key to crustaldata assimilation,and
minesthe underlyingfrictionlaws. successfully addressing the self-consistent
useof physicsat
This field is differentfrom manyotherphysicalsciences multiplescales.For example,kinematicmodelsusesurface
suchas climate and weather, as it so far has made little use deformationdata, and digital elevationmodels(DEMs) to
of parallel computingand only now is startingits own estimateplate and microplatemotions.Elasticmodelsuse
"GrandChallenges".It is thusnot known how important surfaceobservationsto estimatefault geometriesand slip
large-scalesimulationswill be in Earthquakescience.Nev- rates. Viscoelasticcalculationsincorporatesurfhcedefor-
ertheless it is essentiallycertainthattheycanprovidea nu- mation, DEMs, and lab, heat-flow, stress,seismicand geo-
mericallaboratoryof semi-realistic earthquakeswhichwill logic datainto modelsthat produceestimatesof crustalrhe-
enabledevelopment andtestingof othermorephenomenol- ology and structure,fault geometry, fault slip and stress
ogicalmethodsbasedon patternrecognition.Also, simula- rates, heat flow, gravity, and refined estimatesof surface
tionsprovidea powerfulway of integratingdatainto statis- deformation.Theseprovide the inputsfor quasi-staticdy-
tical and othersuchforecastingmethodsas hasbeendem- namic models of single faults and systemsof faults. The
onstratedin the use of dataassimilation techniquesin other quasi-staticdynamic models provide space-timepatterns,
fields. correlations,and information about fault interactions.
This field has somevery challengingindividualsimula- As the models become more complex and as the data
tionsbut it has only just startedto use high performance volume continues to increase we must harness high-
computers.Thereforethe most promisingcomputations at performancetechniquesthat allow fast data incorporation
this stageinvolveeitherscalingup existingsimulations to and runningmore and more complexmodelsin shorterand
large systemsizeswith modernalgorithmsor integrating shortertimes. Somepromisingnew techniquesincludefast
several computationalcomponentswith assimilateddata, multipolemethods(descibedin Section4), patternrecogni-
thus creatingprototypefull fault-systemsimulations.The tion, statistical mechanics, and adaptive meshing tech-
latter has importantreal-worldapplicationsin the area of niques. Taskseasily carriedout for simpleproblemsneed
crisisresponse andplanning. For example,onemay carry to be automatedfor complex problemssuch as southern
the computationsthroughfrom initial sensingof stress California.
build up throughthe structuralsimulationof buildingand A comprehensivecomputationalinfrastructurewould re-
civil infrastructureresponding to propagatingwaves.This suit in numerousinvestigatorsutilizing the solid earth data
is discussedbriefly in Sections5.3 and5.4. and modelsproduced.Rather than currentpracticeswhich
Earthc/uakefaultmodeling exhibitsmanydifferenttypes rarely go beyond sharingresults,these technologieswill
of codesdiscussed in Section3, whicheventuallycouldbe make it easy(when desired)to shareand probemathemati-
linkedtogetherto supporteitherrealtimeresponse to a cri-cal assumptionsand cross-checkthe simulationsand analy-
sis or fundamentalscientificstudies.The computational sis methodswhile a particulartopic is hot (for example
framework GEMCI introduced in Section 2 has been care- during the data collection and analysisphasethat always
fully designedto supportmultiple types of component- follows major earthquakes).The costper scientificoutput
componentlinkage includingrich user front ends,termed would drop dramatically. Instead of spendinglong hours
problemsolvingenvironments. manipulatingdata, investigatorswill be exploringand in-
Indeed, such a comprehensivemodeling environment terpretingthe data.
must be establishedto enablefull exploitationof the new The value will further increasebecausemore sophisti-
and expandingtypes of geophysicaldatareleventto both catedmodelsand tools will be createdand testedspeedily
earthquakescienceand engineering.Codesmustbe able to within this comprehensiveenvironment.For example,data
communicate to allow for cross-validation between models. assimilationtools will allow ingestionand comparisonof
The wealth of geophysicaldata and modelingcodesnow large volumes of data rather than small subsets;
222 OBJECT-WEB PARADIGM FOR COMPUTATIONAL EARTH SCIENCE

Scales and phenomena

[' Se:.',moi•y :' ::;:.--;;:::.:

-:

• -,

1.
"*'"'•'"'•
•'e•
......................................
i............
':............
:............
h.•day
i.........................
'"
............
i............
'..........................

Time Scales, sec.

Figure 1. Spatialandtemporalscalesin earthquakescience.

dimensionaladaptivemeshingtechnologyfor constructing shocks). Some of the spatial scales for physical fault
finite element meshes makes three-dimensional f'mite ele- geometriesinclude:
mentmodelingof complexinteractingfault systemspracti- Themicroscopic scale(• 10-6 m to 10-1 m) associated
cable.
with staticand dynamicfriction (the primary nonlinearities
associatedwith the earthquakeprocess).
1.3. Geoscience Overview Thefault-zone
scale(• 10-1 m to 102m)thatfeatures
complex structures containing multiple fractures and
crushed rock.
Earthquakescienceembodiesa richnesspresentin many
Thefault-system scale (102mto 104m),inwhich faults
physicalsciencesas there are effectspresentspreadover
are seento be neither straightnor simply connected,but in
more than ten ordersof magnitudein spatialand temporal
which bends, offsettingjogs and sub-parallelstrandsare
scales(Figure l).
common and known to have importantmechanicalconse-
Successrequires linking numerical expertisewith the
quencesduringfault slip.
physicalinsightneededto coarsegrain or averagethe sci-
ence at a fine scale to be used phenomenologicallyin Theregional fault-network scale(104m to 105m),
simulationsat a given resolutionof relevanceto the ques- where seismicityon an individual fault cannotbe under-
tionsto be addressed.Again the nonlinearfault systemsex- stoodin isolationfrom the seismicityon the entire regional
hibit a wealth of emergent,dynamicalphenomenaover a network of surroundingfaults. Here conceptssuchas "cor-
large rangeof spatialand temporalscales,includingspace- relationlength"and "criticalstate"borrowedfrom statisti-
time clusteringof events,self-organizationand scaling. An cal physicshave led to new approachesto understanding
earthquakecan be modeledas a clusteringof slippedfault regionalseismicity.
segmentsas seenin studiesof criticalphenomena.As in the Thetectonic plate-boundary scale(105m to 107m),at
latterfield, one finds (empirically)scalinglawsthat include which PlanetaryScale boundariesbetweenplates can be
the well-known Gutenberg-Richtermagnitude-frequency approximatedasthin shearzonesandthe motionis uniform
relation, and the Omori law for aftershocks(and fore- at long time
 FOX ET AL. 223

2. GEM COMPUTATIONAL INFRASTRUCTURE There are several important activities which have pio-
(GEMCI) neeredthe use of objectbasedtechniquesin computational
science.Legion has developeda sophisticated objectmodel
2.1. Introduction
optimized for computing (http://www.cs.viginia.eu/
Nlegion/) and such a framework could be integratedinto
GEMCI. Currently we are focussingon broad capabilities
The componentsof GEMCI can be divided into eight ar- availablein all importantdistributedobjectapproaches and
eas. we can refine this later as we developmore infrastructure.
1) Overall Frameworkincludingagreementto use appro- Nile developedthe use of CORBA for experimentaldata
priate "commodity industry standards"such as XML (a analysis (http://www.nile.utexas.edu/)but we need a
languagefor metadata) and CORBA (a distributedobject broaderfunctionality.POOMA is an interestingtechnology
accessstandardand broker), as well as more specialized developed at Los Alamos (http://www.acl.lanl.gov/Poo-
high performancecomputingstandardslike MPI (Message maFramework/)aimed at objectorientedmethodsfor finer
PassingInterface). grain objectsusedto build librariesas discussed in Section
2) Use of GEMCI to constructmultiple ProblemSolving 2.5. GEMCI could use modules producedby POOMA as
Environments(PSE's)to addressdifferent scenarios. part of its repository of coarse grain distributedcompo-
3) Web-basedUser Interfaceto eachPSE nents.

4) Simulation enginesbuilt in terms of the GEMCI

framework 2.2. DistributedObjectsand the Web
5) Geophysical-specific libraries such as modulesto es-
timate local physicsand friction. Thesewould also use the The natureof the web demandsthat any computingenvi-
GEMCI framework which would already include generic ronment based in it must be based on distributedobject
libraries models.In the following sectionswe discussseveralaspects
6) Data analysisand Visualization of the GEMCI in light of the demandsof the web environ-
7) Data Storage, indexing and accessfor experimental ment.
andcomputationalinformation 2.2.1. Multi-Tier Architectures.Modem informationsys-
8) Complex Systemsand Pattern Dynamics Interactive temsare built with a multi-tier architecturethat generalizes
Rapid PrototypingEnvironment(RPE) for developingnew the traditional client-server to become a client-broker-
phenomenological models -- RPE includesanalysisand servicemodel. This is seenin its simplestrealizationwith
visualizationaspectsandwould be largelyon the client(the the classic web access which involves 3 tiers- the Browser
local lightweightworkstation).In contrast,the large simu- runs on a client; the middle-tier is a Web server; the final
lationsin 4) above, are naturallythoughtof as distributed tier or backendis the file systemcontainingthe Web page
serversidecomputationalobjects. (Figure 2). One could combine the Web server and file
In the remainder of this Section, we describe the overall systeminto a single entity and return to the client-server
GEMCI framework and how it can be constructed in terms model. However the 3-tier view is betteras it also captures
of components built accordingto emergingdistributedob- the increasinglycommoncaseswherethe Web Serverdoes
ject andWeb standardsandtechnologies.This describesthe not accessa file systembut ratherthe Web Page is gener-
"coarsegrain"(programlevel) structureof the GEMCI en- ated dynamicallyfrom a backenddatabaseor from a com-
vironment.There are myriad importantdetailsinside each puter programinvokedby a CGI script.More generallythe
module (or grain), which could be a finite elementsimula- middle tier can act as an intermediaryor broker that allows
tion code,datastreamingfrom a sensor,a visualizationsub- many clientsto share and choosebetweenmany different
system,a Java eigensolverused in the client RPE or field backend resources.This is illustrated in Figure 3, which
data archived in a web-linked database.In Section 3, we showsthis architecturewith the two interfacesseparating
describesomeof the existingsimulationmodulesavailable the layers. As we will discusslater the specificneedsand
to the GEM collaborationwhile Section4 goes into one resourcesof the Earthquakecommunitywill be expressed
casein detail. This is the use of fast multipolemethodsin by metadataat these interfacesusing the new XML tech-
large-scaleGreen's functioncomputations.Section5 illus- nology.
trateshow theseideascan be integratedtogetherinto a va- This 3-tier architecture(often generalizedto a multi-tier
riety of differentscenarios.Theseessentiallycorrespond to systemwith several server layers) capturesseveralinfor-
differentproblemsolvingenvironments that canbe built by mationsystemswhich generalizeboth the web-pageaccess
using the same GEMCI framework to link GEM compo- model of Figure 2 and the remotecomputerprograminvo-
nentsin variousways. In Section6, we make brief remarks cationmodel of Figure4.
on other parts of the GEMCI framework and speculatea The architecturebuilds on modem distributed object
little on the future. technologyand this approachunderliesthe "Object
224 OBJECT-WEB PARADIGM FOR COMPUTATIONAL EARTH SCIENCE

File System or
Database holding
XVebPages

Figure 2. Three-tiercomputingmodelillustratedby basicweb access.

approachto buildingdistributedsystems.Beforedescribing acceptsan SQL requestand returnsrecordsselectedfrom

this, let us define and discussseveralcomputingconcepts. the database.SQL definesa particular"Requestfor Serv-
2.2.2. Clients, Serversand Objects.A server is a free ice" in the interfaceof Figure 3 but usuallythe messages
standingcomputerprogramthat is typicallymulti-userand containingthese requestsuse a proprietaryformat. New
in its mostsimplisticdefinition,acceptsone or more inputs standardssuchas JDBC (The Java DatabaseConnectivity)
andproduces oneor moreoutputs.Thiscapabilitycouldbe imply a universalmessage formatfor database accesswith
implementedcompletelyby softwareon the servermachine vendordependent bridgesconverting betweenuniversaland
or requireaccessto one or more (super)computers, data- proprietaryformats. An ObjectBrokeras in Figure4 uses
basesor other information resourcessuch as (seismic) in- the industryCORBA standardIIOP messageprotocolto
struments. control the invocation of methods of a distributedobject
A clientis typicallysingle-user andprovidesthe interface (e.g.run a program).IIOP andHTTP aretwo standard but
for userinputand output.In a distributedsystem,multiple differentprotocolsfor communicating betweendistributed
servers and clients, which are in general geographically objects.
distributed,are linked together.The clients and servers 2.2.3. Servicesin a DistributedSystem. Distributedob-
communicate with messages for whichthereare severaldif- jectsarethe unitsof informationin ourarchitecture andwe
ferent standard formats. needto providecertaincriticaloperatingsystemservicesto
An (electronic)object is essentiallyany artifact in our supportthem.Servicesincludegeneralcapabilities suchas
computersystem.Two examplesamong many are dis- "persistence" (storeinformation unit as a diskfile, in a da-
played in Figure 4. One kind is simply a computerpro- tabaseor otherwise),and "security"as well as more spe-
gram. Thebest-known distributedobjectis a webpage. cializedcapabilitiesfor sciencesuchas visualization.One
In the example of Figure 2, a Web Server acceptsan criticalsetof servicesis associated with the uniquelabeling
HTTP requestand returnsa web page.HTTP is a simple of objectsandtheir look-up.We arefamiliarwith thiswith
but universalprotocol(i.e. format for controlinformation) DomainName Serversand Yellow Pageservicesfor com-
for messages specifyinghow Web Clientscanaccessa par- puterson the Intemet.Webpageswith URL's buildonthis
ticulardistributedobject- the webpage.A DatabaseServer technology andWeb searchengineslike Alta Vistaprovide

Objects

Java or Web I

Browsers

n- Universal lnterfaces-•

"Requestfor "Resource"
Service" Interface
Interface

Figure 3. Generalthree-tier

:...........................
: ConvertGeneric!
ß
i RunRequest
Intoi
!Specific
Request
: i
: onChosen
:...........................
Computer•ß
:..:
• •[Si•nulation
BOrbo••r
] Fortran
Figure 4. Simplesimulationformulatedasa "distributedcomputational
a sophisticatedlook-up service. More general objectscan
usenaturalvariantsof this approachwith a possiblyarcane
URL linking to a database,supercomputer or similar re-
source. The "resource"interface in Figure 3 defines the
propertiesof back-endresourcesand how to accessthem.
In particular it defines the equivalentof a URL for each
object.The set of theseresourcespecificationsforms a da-
tabase,which definesa distributedobjectrepository.
2.2.4. XML ExtendedMarkup Language. The new XML
technologyis usedto specifyall resources in the GEMCI. A
good overview of the use and importanceof XML in Sci-
ence can be found in Bosak and Bray (1999,
http://www.sciam.com/1999/0599issue/0599 bosak.html)
and we illustrateit in Figure 5, which specifiesa computer
programused in a prototypeGEM problem solving envi-
ronmentdescribedlater and shownin Figure 15.
Readerswho are familiar with HTML will recognizethat
XML has a similar syntaxwith elementsdefinedby nested
tags suchas <application> .... </application>.This infor-
mation is further refined by attributespecificationas in the
string id=disloc, which naturally indicatesthat this is the
disloc applicationcode. XML is a very intuitive way of
specifyingthe structureof digital objectsas simpleASCII
byte streams.One could equallywell specifythe samein-
formationby appropriatetablesin an object-relational data-
baselike Oracle, and indeedXML files can easilybe stored
in sucha databaseif you requiretheir powerful data access
and managementcapabilities.Correspondinglyrelational
databasecontentscan easily be exportedto XML format.
XML is obviously more easily written and read than a
complexdatabase.Furtherthere are growing set of power-
ful tools which can processXML- theseincludeparsers,
editors and the Version 5 browsers from Microsoft and Net-
scapewhich can renderXML underthe controlof a power-
ful languageXSL which specifiesthe mappingof tags to
FOX ETAL. 225
i Fortran Program
i isanImportant
: i TypeofObject
' It canbebuiltupfrom:
:: smallerobjects '
e.g.
Multipole ß
! i librarycouldbe an
o.b.j.e...c.t.
•................ .....
:-':
Code
on Sequential or
Parallel Machine
object."
the displaydevice.In the multi-tier generalizationof Figure
3, one has multiple linked serversin the middle tier. These
servers exchange information, which is expressedas a
streamof objects.These objectsneed to be "serialized"so
as to be transportablebetween servers.There are many
waysof convertingcomplexdata-structures into a streamof
bytesbut XML is one of the most generaland often the best
choice.
2.2.5. Dynamic Resources. Traditionally one labels a
computerwith an IP addressthat reflectsa particularphysi-
cal domain,or addresses a web pagewith a URL, which re-
flects a particularserverand file system.This approachis
appropriatefor a fixed resourcebut not well designedfor
mobile or dynamicresourcessuchas palm top devicesand
the growingnumberof Internetenabledconsumerproducts.
These resources are often transient and one cannot assume
their continuousavailability. There is substantialacademic
and commercialinterestin new object registration,look-up
and connectionapproachessupportingfault toleranceand
dynamic clientsand servers.Objectsmust be self defining
and able to announcethemselvesuniversallyto a network
of registration servers. Jini from Sun Microsystems
(http://www.sun.com/jini/)and the Ninja systemfrom UC
Berkeley(http://ninja.cs.berkeley.edu/) are well known ex-
amplesof new approachesto dynamicobjects.This tech-
nique can be used for both programsand data setsas ob-
jects. Thereby either new computecapabilitiesor new in-
formation(raw from sensorsor processed)can be dynami-
cally incorporatedinto simulationsystems.
2.2.6. The Object Web. The Object Web signifiesthe
mergerof distributedobjectand web technologies,which is
implicitlyembodied
in thediscussion
above.Therearefour
ratherdistinctbut importantobjectstandards.
CORBA is the Industry Standardsupportingobjects in
any languageon any platform. New featuresin
226 OBJECT-WEB PARADIGM FOR COMPUTATIONAL EARTH SCIENCE

<?xml version="l.0"?>
<!DOCTYPE applicationSYSTEM "ApplDescV2.dtd">
<application id="disloc">
<target id="osprey4.npac.syr.
edu">
<status insta!!ed='•Yes'7>
<installed>
< CmdLine command="/npac/home/w ebfi ow/GEM/JAY/dis2loc" />
<input>
<inFile Path="/npac/home/web
flow/GEM/JAY/" N ame•-' disloc.output"/>
<sourceHost="osprey4.npac.syr.
edu" Path="/npac/home/Jigsaw/WWW/tmp"
Name="disloc.out"/>
</input>
<output>
<outFile Path="/npac/homedwebfiow/GEM/JAY/" Name="simplex.input"/>
< destHost="osprey4.npac.syr.edu"
Path="/npac/home/webfiow/GEM/JAY/simplex? ' Name="s.in"/>
</output>
<stdoutHost•'aga.npac.syr.edu" Path="/npac/home/haupt/webfiow/history/"
Name="job2001.out">
<stderr Host•'aga.npac.syr.edu" Path="/tmp/" Name="haupt_job2001.err">
</installed>
</target>
</application>

Figure 5. XML Usedto describethe computational

problemdefinedin Figure14.

tend to be deployedrelativelyslowly as they have a cum- ties one needsto integratecanbe consideredas distributed
bersomeapprovalprocessand must satisfycomplexcon- objects.With this choice,there is a growingtrendto term
straints. web-basedPSE's as portalsin analogyto the term usedto
COM is the Microsoft standard, which is confined to describeenvironmentsbuilt commerciallyto allow access
PC's but broadlydeployedthereandhighperformance. to personalor businessinformation.Commercialportals
dava is the software infrastructure of the web and al- allow both administrativeand user customizabilityfrom a
thoughsinglelanguage,the sameobjectcanbe usedon any suiteof objectsand servicessupportingthem.
computersupportingthe JavaVM. GEMCI illustratedin Figure6, is an ObjectWeb PSE and
XML comes from the Web Consortium and has been has the classic three-tier structure discussed above.
briefly describedabove.It can be usedto define general In GEMCI, everythingis a "distributedobject"whetherit
objectsin an intuitiveformatillustratedin Figure5. be a simulationon a supercomputer, the basicGEM Web
The Pragmatic Object Web impliesthat there is no out- pages,the notesfrom a field trip enteredon a palm top,
right winnerin the distributedobjectfield and one should CNN real-timecoverageof the latestearthquakeor the data
mix and match approachesas needed. For instance, streamingin from sensors.GEMCI providesan integrated
COKBA Objectscanuseinterfaces(as in Figure3) defined view of these diverse resources with XML der'tuitions for
in XML, Clients and Serversprogrammedin Java, with the raw objectsthemselvesand the data they produce.The
rendereddisplaysusingCOM. servicesshown in Figure 6, from collaboration,security,
object discovery,visualizationand computeraccess,are
2.3. Architectureof the GEMCI ProblemSolving genericto all computingportals.BuildingGEMCI usingthe
Environment sameapproachand tools as otherportalsensuresthe avail-
ability of theseservices.They will requirecustomization as
A ProblemSolvingEnvironmentor PSE is an application for instancethere are many differentvisualizationpackages
that integratesaccessto the data, computersand tools and each requiresnon-trivial work to includein such a
neededfor a particularcomputational sciencearea.Thereis portal.Again, collaborationcorresponds to sharingdistrib-
generalagreementthat ObjectWeb technologyis the natu- uted objects,and this can currentlyonly be automatedfor
ral softwareinfrastructurefor building PSE's, for the enti- someobjects.Many web pagescanbe sharedusing

Seismic Sensors
Field Data
Backend Services
Databases
Middleware Collaboration
Bunch of Security
Web Servers
Lookup
and-Object
Registration
Brokers Agents•Brokers
(Java).Interactive
Analysis
Figure 6. Three-tierarchitectureof a GEM ProblemSolvingEnvironment.
techniquesillustratedin Figure5 but sharingsaythe control
and outputof a generalsimulationcanrequirequitea lot of
custom modifications.
Most importantly,to use GEMCI shownin Figure6, one
needs to def'me the entities in the GEM environment
tributed objects. For computer programsthis implies a
rather arcaneprocesstermed "wrappingthe programas a
distributedobject". Operationallythis implies allowing a
middle-tierserver(the CORBA objectbrokeror Javaappli-
cationServer)to be able to run the programon one or more
machines,specifythe input files and either specifyoutput
files or access them as streams of data in the fashion of
UNIX pipes. Each distributedobject technologyhas a
rather different approachto this using what is termed an
IDL or Interface Definition Languageand specializedJava
andC++ codeto implementthe wrapping.
We can usethe conceptof the PragmaticObject Web to
simplify this process.Our strategyis to def'meall relevant
propertiesof computerprogramsin XML as illustratedin
Figure 5. Thesepropertiesare usedto generatethe needed
objectwrappers,either staticallyor dynamically.This ap-
proach requires the user specify what they know - the
propertiesof their program- while the filter copeswith the
obscuresyntax of each object model. Obviously this also
allows one to supportall object models- COM CORBA,
and Java- by changingthe filter. In this way one can adapt
to changesin the commercial infrastructureused in the
middle tier.
FOX ET AL. 227
Geophysical
"Web" Info
General
(HPCC) Computers "Web" Info
Application Integration
Visualization Server
Seamless Access
Client Visualization
One must apply the XML objectdefinitionstrategyto all
entitiesin GEMCI; programs,instrumentsand other data
sourcesand repositories.This gives the metadatadefining
macroscopically the objectstructure.In addition,oneneeds
as dis- to look at the data stored in, producedby or exchanged
between these objects. This data is itself a typically a
streamof objects,each an array, a table or more complex
data structure. One could choose to treat the data at some
level as an unspecified(binary) "blob" with XML defining
the overall structurebut detailed input and output filters
used for the data blobs. As an example,considerthe ap-
proachthat an electronicnews organizationcould take for
their data. The text of news flashes would be defined in
XML but the high volume multimediadata (JPEG images
and MPEG movies) would be storedin binary fashionwith
XML used to specify <IMAGEOBJECT> or
<MOVIEOBJECT> metadata.
As explainedearlier, systematicuse of XML allows use
of a growingnumberof toolsto searchfor, manipulate,per-
sistentlystore and render the information.It facilitatesthe
linkageof generaland specifictools/datasources/programs
with clearly defined interfaces.This will help the distrib-
uted GEM collaboratorsto separatelydevelopprogramsor
generatedata,whichwill be easilyableto interoperate.
More generallyXML standardswill be definedhierarchi-
cally starting with distributed information systems,then
generalscientificcomputingandf'mallyapplicationspecific
object
228 OBJECT-WEB PARADIGM FOR COMPUTATIONAL EARTH SCIENCE

Figure 7. This illustratesseveralcomponentsof the WebFlow systemfrom NPAC. (Counter-clockwisefrom bottom-

left): The ServerConfigurationand Master ServerAdministratorare WebFlow administrativetoolsthat allow one to
configureand monitorthe middletier servers.AAD manager(AbstractApplicationDescriptor)is a tool to incorporate
new applicationsto the system:the interfaceshownsimplifiescreationof an XML definitionof the application.This
definitioncanbe usedfor dynamicalcreationof front-endapplicationinterfaces(window"RunApplication").

For exampleGEMCI would developits own syntaxfor ability of standardslike MathML shouldeventuallyallow
seismicdata sensorsbut couldbuild on generalframeworks morepowerfulinterchangeable toolsof thistype.
like the XSIL scientificdata frameworkdevelopedby Roy Finallywe canmentiona setof graphicalXML standards
Williams at Caltech (http://www.cacr.caltech.edu/SDA/x- suchas X3D (3 dimensionalobjects)and VML which is a
sil/index.html).XSIL supportsnaturalscientificdata struc- vectorgraphicsstandard,which canbe expectedto be im-
tures like arrays and the necessarymulti-level storage portantas basisof applicationspecificplot and drawing
specification. systems.
Anotherexampleis MathML which providesXML sup-
port for the displayand formulationof Mathematics.We 2.4. Buildingthe GEMCI ProblemSolvingEnvironment
can expectMathML to be supportedby tools like Web
Browsers and white boards in collaborative scientific note- We have describedabovesomeaspectsof the basestrat-
books and allow one to enhance theoretical collaboration in egy of defining GEM componentsas distributedobjects.
GEM. There will for instance be modules that can be in- Here we discusssome existing experiencefrom NPAC at
sertedinto applicationsfor parsingMathML or providing Syracusein integratingsuchobjectsandtoolsthatmanipu-
graphicaluserspecification of mathematicalformulae.This late them into an overall environment. The NPAC team has
could be used in sophisticatedimplementationsof the built several exemplar problem solving environmentsfor
ComplexSystemsand PatternDynamicsInteractiveRapid both the NSF and DoD HPCMO (High PerformanceCom-
PrototypingEnvironmentwith scriptedclient side specifi- puting Modernization Office) supercomputercenters.In
cationof new analysismethods.One can alsouseMathML Figure7, we showsomeusefultoolsincludinga first cut at
in high level toolsallowingspecificationof basicdifferen- a "wizard"that helpsproducethe distributedobjectwrap-
tial equationsthat are translatedinto numericalcode.This persdescribedabove.
has been demonstratedin prototypeproblemsolvingenvi- This AAD (AbstractApplicationDescriptor)can be ex-
ronmentslike PDELab but have so far not had muchpracti- tendedto allow specification
of all neededinputparameters
cal application(Houstiset al., 1998 andhttp://www.cs.pur- of an application,with an automaticgenerationof input
due.edu/research/cse/pdelab/pdelab.html). Greater avail- formsrespectingdefaultvaluesand allowedvalue
 FOX ET AL. 229

Figure 8. Three-TierArchitectureof DoD "LandManagement"applicationwhosefrontendis shownin Figure9.

The objectwrappersof an applicationshouldnot only in- processingis performedinteractivelyusing WMS (Water-

voke the code and allow parameterspecificationbut have shedModeling System)package.
built in description•elpsystems. 3) Execution of two simulation programs:EDYS for
One major NPAC Problem Solving Environmentwas vegetation simulation including the disturbancesand
built for the LandscapeManagementSystem(LMS) project CASC2D for watershedsimulationsduring rainfalls. The
at the U.S. Army Corps of EngineersWaterwaysExperi- latter resultsin generatingmaps of the soil conditionafter
ment Station (ERDC) Major Shared Resource Center the rainfall. The initial conditionsfor CASC2D are set by
(MSRC) at Vicksburg,MS, underthe DoD HPC Moderni- EDYS just before the rainfall event, and the output of
zation Program,ProgrammingEnvironmentand Training CASC2D after the event is used to update parametersof
(PET). The applicationcanbe idealizedas follows. EDYS and the data transfer between the two codes had to
A decisionmaker (the end user of the system)wantsto be performedseveraltimes during one simulation.EDYS is
evaluatechangesin vegetationin somegeographicalregion not CPU demanding,and it is implementedonly for Win-
over a long time period causedby someshortterm distur- dows95/98/NT systems.On the other hand, CASC2D is
bances such as a fire or human activities. One of the critical very computationallyintensiveandtypically is run on pow-
parametersof the vegetationmodel is soil conditionat the erful backendsupercomputer systems.
time of the disturbance.This in turn is dominatedby rain- 4) Visualization of the resultsof the simulation.Again,
fall that possibly occurs at that time. Consequentlyas WMS is usedfor this purpose.
shown in Figure 8, the implementationof this project re- One requirementof this projectwas to demonstrate the
quires: feasibility of implementing a system that would allow
1) Data retrieval from remote sourcesincluding DEM launchingand controllingthe completesimulationfrom a
(data elevationmodels) data, land use maps, soil textures, networkedlaptop. We successfullyimplementedit using
dominatingflora species,and their growing characteristics, WebFlow middle-tier serverswith WMS and EDYS encap-
to name a few. The data are availablefrom many different sulatedas WebFlow modulesrunninglocally on the laptop
sources,for example from public servicessuch as USGS and CASC2D executedby WebFlow on remotehosts.Fur-
web servers,or from proprietarydatabases.The datacome ther the applicationsinvolved showeda typical mix of
in differentformats,and with differentspatialresolutions. supercomputerand computationallyless demandingper-
2) Data preprocessing to pruneand convertthe raw data sonalcomputercodes.LMS was originallybuilt usingspe-
to a format expectedby the simulationsoftware.This pre- cialized Java Serversbut these are now being replaced
230 OBJECT-WEBPARADIGM FOR COMPUTATIONALEARTH SCIENCE

Navigate and choose

Exampleof a customWeb
User Interface
an existingapplication
to solvethe problem at hand.
DoD Land ManagementSystem
Import all necessarydata.

Figure9.Example
ofa WebInterface
fora"Land
Management
Problem
Solving
Environment"
builtbyNPACforthe
Departmentof DefenseERDC Laboratoryin Vicksburg,MS.

commercialCORBA objectbrokersbut in eithercasethe ers.We buildthe backendmappingof jobsto machineus-

architecture with the general ing the importantGlobustechnology
of Figure 8 is consistent (http://www.glo-
structureof Figures6 and3. bus.org).Globusis a distributed
ormeta-computing
toolkit
For thisprojectwe developeda customfront-endshown providingimportantservices suchasresource
look-up,se-
in Figure9, thatallowstheuserto interactively
selectthe curity,message
passing etc.
regionof interestby drawinga rectangle
on a map.Then One can view WebFlow(Figures7 and 8)as a "kit" of
onecouldselectthe datatypeto be retrieved,launchWMS services,whichcanbe usedin differentwaysin different
to preprocessthedataandmakevisualizations, andf'mally applications.
In Figure10,we showanother capability
of
launchthe simulationwith CASC2D runningon a hostof WebFlow,whichsupports the abilityto compose complex
choice. problemsby linkingdifferentapplications togetherwith
Our use of XML standardsat the two interfacesin Figure dataflowingbetweendifferentmodules chosen froma pal-
3, allowsusto changefrontendandmiddle-tier independ- ette.ThisWebFlowserviceis supported by a Javafrontend
ently.This allowedus the middletier upgradedescribed anda middletier servicematchingabstractmodulesto back
abovewhichwill bringsecurityand"seamless access" ca- endcomputers andsupporting thepipingof databetween
the modules.
pabilityto ourPSE's.
Seamless accessis an importantservice,whichis aimed
at allowingapplications appropri- 2.5. Libraries or DistributedComponents?
to berunon an arbitrary
ate backend.Most userswish theirjob to just run andusu-
ally donotmindwhatmachine is used.Suchseamless ca- Sincethebeginningof (computing)
time,largeprograms
pabilityisrathernaturalin thearchitecture
of Figure3. Es- have beenbuilt from componentsthat are assembled
to-
sentiallythefrontenddef'mes the"abstract"
job passing its getherintoa completejob. Onecando thisin manyways
XML specification to a middletier server.This actsas a andperhaps
thebestknownistheuseof libraries
linkedto-
brokerandinstantiates the abstract
job on oneof the avail- gether.
Modem"object-oriented"
approaches canbeusedin
able backendcomputers. The middle-tierbackendXML this fashionwith methodcalls.Designframeworkscan be
interfaceis usedto specifyboththeavailablemachines sent usedto establisha systematicmethodologywith say spe-
to the serversandthe "instantiated
job" sentfrom the serv- cificinterfaces
("callingsequences")
to be followedby
 FOX ET AL. 231

The categoriescovered by the existing codes include

codesfor understandingdislocations:elasticmodels- both
half-spaceand layered, viscoelasticmodels, finite element
and boundaryelement codes, and inversioncodes.There
are a set of codes for understandinghow faults interact:
cellular automata, finite element and boundary element
codes,fault friction models. Some codes are designedto
understandthe dynamicsof the earthquakerupture itself.
Finally thereare codesfor displayingthe resultsof various
simulations.We follow with shortdescriptionsof the codes
groupedby type.

Elastic

3D-DEF- Performselasticdislocationboundary-element
calculations.
coulomb - Computes 3D elastic dislocationand 2D
boundaryelementstressand strain.
DYNELF- Models 3D elastodynamicf'mite difference
with frictional faults.
faultpatch- Generatesearthquakesequences, given fault
geometriesand loadingratesusing.
FLTSLP- Inverts groupsof focal mechanismsolutions
Figure 10. Fragment of WebFlow CompositionTool linking or slickenlinedata for orientationand relative magnitudes
modulesin a quantumsimulation(chemistry)application. of principal strain rates and for relative micropolarvortic-
ity.
instancedifferent implementationsof friction laws. The GNStress- Model stressesinduced by faulting, for
discussion in Section 2.4 above describes a rather different studyingfault interaction.
componentmodel where possiblydistributedmodulesare layer- Calculatessurfacedisplacements and strainsfor
linkedtogetherin a dynamicfashion.This is more flexible vertical strike-slippoint sourcein horizontal layer above
than the library approachand further as explainedabove, half-space.
this supportsdistributedcomponents. The componentap- RNGCHN- Calculatesurfacedisplacements andstrains
proachis not surprisinglylessefficientthanthe libraryap- in elastic half space.
proachas componentlinkageis typicallyobtainedthrough scoot- 2D elastodynamicfinite differencewith frictional
explicit exchangeof messagesrather than efficient com- fault.
piled generatedparameterpassingas for library methods. simplex- 3D inversionof geodeticdatafor displacement
on faults.
The inefficiencyis particularlyseriousfor small compo-
nentsas the componentmechanismscome with large start
up (latency)overheads.Thus we adopta hybrid approach Viscoelastic
with small objectsusingthe traditionallibrary mechanism
within a set of agreedinterfacesand designframeworksto DYNELF- Models 3D elastodynamicf'tnitedifference
promoteeasierinterchangeof modules.On the otherhand, with frictional faults.
largeobjects(roughly"completeprograms")use a compo- FLTGRV and FLTGRH- Compute3 vectorcomponents
nent approachwithin a distributedobjectframework,which of surfacedisplacementfrom slip on a dippingthrustfault
is deftned in XML. containedwithin an elastic layer overlying a viscoelastic-
gravitationalhalf space.
3. CURRENT GEM COMPUTATIONAL COMPONENTS
STRGRH and STRGRV -Computes 3 vector compo-
nentsof surfacedisplacementfrom slip on a dippingstrike
slip fault containedwithin an elasticlayer overlyinga vis-
The first step in buildingthe GEMCI has beento inven- coelastic-gravitationalhalf space.
tory the computercodescurrentlyavailablein the commu- Virtual_California- Realistic cellular automata (CA)
nity. A summaryof the resultsof this inventoryis main- viscoelasticearthquakesimulator.
tained at http://milhouse.jpl.nasa.gov/gem/gemcodes.htmlVISCO 1D- Computesviscoelasticsphericaldeformation
andthe statusas of the time of writing is given below. dueto faultingor dike
232 OBJECT-WEB PARADIGM FOR COMPUTATIONAL EARTH SCIENCE

Cellular Automata Several variants of this model have been explored in-
cludingapproximations, which only keep interactions be-
faultpatch- Generatesearthquakesequences, given fault tweennearbyfault segments.These"cellularautomata"or
geometry's and loading rates using Cellular automata "slider-block" modelslook very like statisticalphysicswith
methods. an earthquake correspondingto clustersof particlesslipping
Virtual California- Realistic cellular automata (CA) togetherwhenthe correlation lengthgetslongneara critical
viscoelasticearthquakesimulator. point.The full Green'sfunctionapproach shouldparallelize
straightforwardly
in eitherO(N2)ormultipole
formulation.
Dynamic However cellular automatamodelswill be harderto paral-
lelize, aswe know from experiencewith the corresponding
DYNELF- Models 3D elastodynamicf'mite difference statistical
physicscasewhereclustering
modelshavebeen
with frictional faults extensivelystudied.
scoot- 2D elastodynamicfinite differencewith frictional An interestingaspectof thesesimulationsis that they
fault givethe "numericallaboratory" for the studyof space-time
patternsin seismicityinformation.Thistypeof analysis was
Inverse usedsuccessfully in the climatefield to aid the prediction
of "El Nino" phenomena.Thesepatternanalysesmay or
FLTSLP- Inverts groupsof focal mechanismsolutions may not needlargecomputational resources althoughthey
or slickenlinedata for orientationand relative magnitudes caninvolvedetermination of eigensolutionsof largematri-
of principalstrainratesand for relativemicropolarvortic- ceswhichis potentiallytime consuming.
ity.
simplex- 3D inversionof geodeticdatafor displacement 4.2. Green'sFunctionFormulationand Approximations
on faults.
qoca- optimal combiningof variousgeodeticmeasur- 4.2.1.BasicEquations.Let usconsiderin moredetailthe
mentsresultingin a consistentdeformationfield. problem addressedby the Virtual_Californiacode de-
scribed in Section 3 and introduced in Rundle 1988a. If one
Visualization is given a networkof faultsembeddedin an Earthwith a
givenrheology,subjectto loadingby distantstresses, and
VelMap- Aid for visualizingdisplacement
and velocity neglecting elasticwaves(seediscussion below),the evolu-
of crust. tion of the stateof slip s(x, t) on a fault at (x, t) is deter-
minedfrom the equilibriumof stresses accordingto New-
4. LARGE-SCALE SIMULATIONS IN GEMCI ton's Laws:

4.1. Overviewof EarthquakeFault SystemSimulations

a(x, 0/t = a,{ (m) } (1)
With reasonableapproximation,onemay modelthe long-
term evolution of stressesand strainson interactingfault
segmentswith a Green's function approach.As in other where•{ } is a nonlinearfunctional,
and•'.i({Ji)represents
fields this method leads to a boundary (the faults) value the sum of all stressesacting within the system. These
stresses include
formulation,which looks numerically,like the long-range
force problem.The faults are paneledwith segments(with 1) The interactionstressC•int[X,t;
s(x',t'); p] providedby
areaof some100m2 in definitive
computations)
whichin- transmission of stressthroughthe Earth'scrustarisingfrom
teractasthoughthey were dipoles.The originalcalculations background tractionsp, as well as stresses dueto slip on
buta newset otherfaults at other sitesx' at times t';
of thismodelusedthebasicO(N2)algorithm
of codeswill be usingthe "fastmultipole"methodadapted 2) The cohesivefault frictionalstressc•f[x,t;s(x,t)]at the
from gravitational-particle
astrophysics.There are interest- site(x,t) associated
with the stateof slip s(x,t);and
ing differencesbetweenthe earthquakeand gravitational 3) Other stressessuch as those due to dynamicstress
applications.In gravity we get wide rangesin densityand transmission and inertia.
dynamicaleffectsfrom the natural clusteringof the gravi- The transmission
of stressthroughthe Earth'scrustin-
tatingparticles.Earthquake"particles"are essentiallyfixed volves both dynamic effects arising from the transient
on complexfault geometriesand their interactionsfall off propagationof seismic waves, and from static effects that
fasterthanthosein the astrophysicalproblem. persistafter wave motionhas ceased. Rheologic
 FOX ETAL. 233

mated that the seismic efficiency r/, which measuresthe

fractionof energyin the earthquakelost to seismicradia-
Folds tion, is lessthan 5%-10%. This impliesthat inertial effects
in the dynamicalevolutionof slip in studyinglargepopula-
tionsof earthquakes will be of lesserimportancefor initial
calculations. Elastic waves will be included in later simu-
lationswhen errorsarisingfrom othereffectsarereducedto
Active Fault
the 5%-10% level. At present,inclusionof theseeffectsis
fluids severelylimited by availablecomputationalcapability,so
friction we anticipatethat it may be practicalto includeonly the
geometry
longestwavelengthsor largestspatialscales.
4.2.3. Inelastic Rheologies. In quasistaticinteractions,
the time dependence of the Green'sfunctiontypicallyenters
only implicitly through time dependenceof the elastic
Earthquakes, Slow Earthquakes, Cree moduli (e.g., Lee, 1955). Becauseof linearity,the funda-
mentalproblemis reducedto that of calculatingthe stress
and deformationGreen'sfunction for the rheologyof inter-
est. For materialsthat are homogenouswithin horizontal
layers,numericalmethodsto computetheseGreen'sfunc-
Figure 11. Logicalstructurefor modelof Section4. tions are well known (e.g., Okada, 1985, 1992; Rundle,
1982a,b, 1988; Rice and Cleary, 1976; Cleary, 1977; Bur-
typically usedfor the Earth'scrustbetweenfaults are all ridge and Varga, 1979;Maruyama,1994).Problemsin het-
linear(e.g.,Rundleand Turcotte,1993)andinclude erogeneous media,especiallymediawith a distributionof
1) A purely elasticmaterialon both long and shorttime cracks too small and too numerousto model individually,
scales; are often solved by using effective medium approaches,
2) A materialwhoseinstantaneous responseis elasticbut self-consistency assumptions(Hill, 1965; Berryman and
whose long term deformationinvolves bulk flow (vis- Milton, 1985;Ivins, 1995a,b),or damagemodelsLyakovsky
coelastic);and et al. (1997). Sufficeto saythat a considerable amountof
3) A material that is again elastic over short times, but effort has gone into constructing quasistaticGreen's func-
whoselong term responseinvolvesstresschangesdue to tions for these types of media, and while the computational
the flow of pore fluids throughthe rock matrix (poroelas- problems present certain challenges,the methods are
tic). straightforward as long as the problemsare linear. In the
In Figure 11, we showthe basicconceptual"wiringdia- initial work, we expectto focuson elastic(with possiblein-
gram"for the model,whichindicatesthe interplaybetween corporation of damageparameters) andlayeredviscoelastic
loadingstresses, rupture,interactions with otherfaults,and models only.
relaxationprocesses followinga majorearthquake.
4.2.2. The Green'sFunctionApproximation.Considering 4.3. Friction Models:
GEM models that assumea linear interactionrheology be-
tween the faults implies that the interactionstresscan be
expressed as a spatialandtemporalconvolutionof a stress Friction models to determine the slip condition must
Green's function T?(x - x',t- t')withtheslipdeficit vari- augment the overall differential equations.At the present
able 4)(x,t) = s(x, t)- Vt, whereV is the longterm rate of time, six basic classesof friction laws have been incorpo-
offseton the fault. Oncethe slip deficit is known,the dis- rated into computational models.They fall into threefami-
lies as follows.
placement
Green's
function
G/?(x- x',t- t')canbeused
to 1) Two basicclassesof friction modelsarisefrom labo-
compute,againby convolution,the deformationanywhere
ratory experiments:
in the surroundingmedium exteriorto the fault surfaces
Slip Weakening. This friction law (Rabinowicz,1965;
(e.g. Rundle 1988a). In the first implementationof GEM
Bowdon and Tabor, 1950; Beeler et al., 1996; Li, 1987;
models,we expectto specializein the caseof quasistatic
Rice, 1993; Stuart and Tullis, 1995) assumesthat the fric-
interactions,
even duringthe slip events.Observational evi-
dencesupportsthe hypothesis that simulationscarriedout tional stressat a site on the fault c•f = c•f[s(x,t)] is a func-
without includinginertia and waveswill have substantial tional of the stateof slip. In general,c•f[s(x,t)] is peakedat
physicalmeaning. Kanamori and Anderson(1975) esti- regularintervals. The currentstateof the systemis
234 OBJECT-WEB PARADIGM FOR COMPUTATIONAL EARTH SCIENCE

from enforcingthe equalityc•f[s(x,t)] = (Jint[X,t; s(x',tg; p]

Hierarchical Statistical Models. Examplesinclude the
prior to, andjust after, a slidingevent. models by All•gre et al. (1982, 1996); Sinalley et al.
Rate and State. These friction laws are based on labora- (1985); Blanter et al. (1996); All•gre and Le Mouel (1994);
tory sliding experimentsin which two frictional surfaces Heimpel (1996); Newman et al. (1996); and Gross(1996).
are slid over eachother at varyingvelocities,usuallywith- These are probabilistic models in which hierarchiesof
out experiencingarrest(Dieterich, 1972; 1978; 1981; Ru- blocksor asperitysitesare assignedprobabilitiesof failure.
ina, 1983; Rice and Ruina, 1983; Ben Zion and Rice, 1993; As the level of extemal stressrises,probabilitiesof failure
1995; 1997; Rice, 1993; Rice and Ben Zion, 1996). In these increase,and as a site fails, it influencesthe probabilityof
experiments,the laboratoryapparatusis arrangedso as to failure of nearby sites.
be much "stiffer" than the experimental"fault" surfaces.
The rate dependenceof thesefriction laws refers to a de- 4.4. Multipole Methodsand Fast NumericalSimulation
pendenceon logarithmof slidingvelocity, andthe statede-
pendenceto one or more statevariablesoi(o, eachof which
4.4.1. Introduction. The GEM group has startedto in-
followsan independent relaxationequation. vestigatethe use of advancedparallel solversfor the codes
2) Two classesof modelshave been developedand used described in Section3. The Green'sfunctionapproach can
that are basedon laboratoryobservations, but are computa- be formulatednumericallyas a long-rangeall-pairsinterac-
tionally simpler. tion problemandthis canbe straightforwardly parallelized
Coulomb-Automata.Theseare widely usedbecausethey using well-known algorithms.However one cannotreach
are so simple (e.g., Rundleand clackson,1977; Nakanishi, the requiredlevel of resolutionwithoutswitchingfrom an
1991; Brown et al., 1991; Rundle and Brown, 1991; Rundle
and Klein, 1992; Ben Zion and Rice, 1993, 1995, 1997). A order
O(N2) tooneoftheO(N)orO(NlogN)approaches.
static failure threshold, or equivalently a coefficient of As in otherfields,this canbe achievedby droppingor ap-
proximatingthe long-rangecomponents and implementing
static friction /as is prescribed, along with a residual
a neighbor-listbasedalgorithm.Howeverit is more attrac-
strength,or equivalentlya dynamic coefficientof friction
tive to formulatethe problem as interactingdipolesand
AP. When the stressat a site increases,eithergraduallyor
adaptexistingfast-multipole technology developed for par-
suddenly,to equalor exceedthe staticvalue,a suddenjump
ticle dynamicsproblems.We have alreadyproduceda pro-
in slip (changeof state) occurs,that takesthe local stress
totype generalpurpose"fast multipoletemplatecode"by
down to the residualvalue. These modelsnaturally lend
adaptingthe very successful work of Salmonand Warren
themselvesto a Cellular Automaton (CA) method of im-
(1997). Thesecodeshave alreadysimulatedover 300 mil-
plementation.
lion gravitatingbodieson a largedistributed memorysys-
VelocityWeakening.This model(Burridgeand Knopoff,
tem (a 4500-processor subsetof the ASCI "Red"machine),
1967; Carlson and Langer, 1989) is basedon the observa-
so we expecttheseparallel algorithmsto scaleefficiently
tion that frictionalstrengthdiminishesas slidingproceeds.
up to the problemsizesneededby GEM.
A constant staticstrengtho-f= oF is usedas above,after 4.4.2. Multipolar Representationof Fault Systems. A
whichthe assumption is madethat duringsliding,frictional primarykey to a successfulimplementationof GEM mod-
resistancemust be inverselyproportionalto slidingveloc- els of faultssystemswill be to utilize computationally effi-
ity. cient algorithmsfor updatingthe interactionsbetweenfault
3) Two classesof models are basedon the use of statisti- segments.Converting the Green's function integrals to
cal mechanicsinvolvingthe physicalvariablesthat charac- sums,withouttruncationor approximation, would require
terize stressaccumulationandfailure. Their basicgoal is to 2

O(N ) operationsbetweenearthquakes, and possiblymore

constructa seriesof nonlinear stochasticequationswhose
for segments of faultsexperiencing an earthquake. For qua-
solutionscanbe approached by numericalmeans:
Traveling Density Wave. These models (Rundle et al., sistaticinteractions,theGreen's functions T?l andG/jkfor
1996) are basedon the slip weakeningmodel. The princi- linearelasticityhave a simpletime dependence. Moreover,
ple of evolutiontowardsmaximumstabilityis usedto ob- the Green's functions for linearviscoelasticityand for linear
tain a kinetic equationin which the rate of changeof slip poroelasticity can be obtained from the elastic Green's
dependson the functionalderivativeof a Lyapunovfunc- functions using the correspondence principle (e.g., Lee,
tional potential. This model canbe expectedonly to apply 1955; Rundle 1982a,b). These simplifications strongly sug-
in the mean field regime of long rangeinteractions, which gest that multipole expansions(Goil, 1994; Goil and
is the regime of interestfor elasticityin the Earth. Other Ranka, 1995) will be computationally efficientalgorithms.
models in this classinclude those of Fisher et al. (1997) Thestress anddisplacement Green's functionsTo.kland
andDahmenet al. (1997). G? represent thetensor stressandvector displacement at
 FOX ET AL. 235

due to a point doublecouplelocatedat x' (Steketee,1958).

The orientationat x' of the equivalentfault surfacenormal
vector,and of the vectordisplacement on that fault surface,
are describedby the indicesi andj. Displacementand stress
indicesat the field point x are describedby indicesk and I.
Integration
ofToJCt
andG0-k
overthefaultsurface
thencor-
respondsto a distributionof double couples.For that rea-
son, representationof the stressover segmentsof fault in
termsof a multipoleexpansionis the naturalbasisto usefor
the GEM computationalproblem.In fact, the use of multi-
polar expansionsto representsourcefields in earthquake
and explosionseismologywas introducedby Archambeau
(1968) and Archambeauand Minster (1978), and later re-
visitedfrom a differentperspectiveby Backusand Mulcahy
(1976). Minster (1985) gives a review of theseearly repre-
sentations.
4.4.3. Applicationof Fast Multipole Methodsto GEM. In
the gravitationalN-body problem,eachbody interactswith
every otherone in the systemaccordingto the familiar law
of gravitationalattraction.Simply computingall pairs of
interactionsrequiresN(N-1)/2 separateevaluationsof the
interactionlaw. This formulationof the problemhas some
importantadvantages:it is easy to code, it is easy to vec-
Figure 12. Threewaysof calculatinglongrangeforces.
torize and parallelize, it is readily expressiblein High Per-
formance Fortran, and it is even amenable to special-
purpose hardware [e.g. GRAPE]. Nevertheless,even to- butions.This idea can be automatedand implementedin a
day's fastestspecial-purposesystems,running in a dedi- clever way so that the boxesusedget smalleras you move
cated mode for extended times at rates of nearly 1 closerto a given particle or if there is significantvariation
TERAFLOP, cannot simulate systemslarger than about in particle density.Further there are subtlebut very effi-
100,000 bodies. cientparallelversionsof the methodto build the setof hier-
Tremendouscomputationalsavingsmay be realized by archicalsub-boxes(which form a tree so that theseare of-
combiningbodiesinto "cells" and approximatingtheir ex- ten termedtree codes)which in the caseof gravityis rebuilt
ternalfield with a truncatedmultipoleexpansion.When this eachtime step.In Figure 13 below, we illustratethe adap-
idea is applied systematically,the number of interactions tive division generatedfor 10,000 particlesclusteredin a
two-dimensional disk.
may be reducedto O(N log• (Appel, 1985; Barnes and
Hut, 1986) or O(N) (Greengardand Rokhlin, 1987;Ander- There is a direct analogybetweenthe bodiesin an astro-
son, 1992). The cells are generallyarrangedin a tree, with physicalN-body systemand the fault segmentsin a GEM.
the root of the tree representingthe entire system,and de- In both cases,thereexistsa pair-wiseinteractionthat seems
scendantsrepresentingsuccessivelysmaller regions of torequire
O(N2) interactions.
Butif werepresent
thedistri-
space.Salmon and Warren (1997) have demonstratedthat butionof sourcesin a regionby a multipoleexpansion,the
suchcodescan run in parallel on thousandsof processors externalfield generatedby a large numberof bodiescan be
and have simulatedhighly irregularcosmologicalsystems computedto any desired degree of accuracyin constant
of over 300 million bodiesusingASCI facilities. time. Thus, the GEM problem can also be reduced to
The basic idea of fast multipolemethodsis shownin the O(Nlog• or O(N) total interactions,so that large calcula-
three versionsof Figure 12. In 12(a), we showthe simple tions are tractable.On the other hand, althoughmultipole
O(N2)approach witha singleparticleontheleftinteractingmethodscan deliver large performancegains,they also re-
with all the individualparticlesin a box on the right. The quirea considerable infrastructure.
This is especiallytrue of
naivecomputationalsimplificationshownin Figure 12(b) is efficientparallelimplementations. We intendto developthe
to replace(in the gravity case)the particlesby their center multipoleversionof GEM usinga library that hasbeenab-
of massand use a single force calculation.However this stractedfrom SalmonandWarren'ssuccessful astrophysical
approximationmay not be accurateenoughand so in Figure N-body codes.This new library is:
12(c) we show the original box broken into 8 sub-boxes Modular- The "physics"is cleanly separatedfrom the
with the total summed over the individual sub-box contri- "computerscience",so that in principle,alternative
236 OBJECT-WEB PARADIGM FOR COMPUTATIONAL EARTH SCIENCE

of phenomenaoccurringover a wide range of length and

time scales.
Scalable - The library has been successfullyused on
thousandsof processors,and has sustained170 Gflops ag-
gregate performanceon a distributed system of 4096
200Mhz PentiumProprocessors.
Out of core- The library can constructtrees, and facili-
tatesuse of data setsthat do not fit in primary storage.This
can allow one to investhardwareresourcesinto processing
ratherthan memory,resultingin more computationsat con-
stant resources.

Dynamically load balanced- The tree data structurecan

be dynamicallyload-balancedextremelyrapidly by sorting
bodiesand cellsaccordingto an easilycomputedkey.
Portable - The library usesa minimal set of MPI primi-
tives and is written entirely in ANSI C. It hasbeenportedto
a wide variety of distributedmemory systems- both 32-bit
and 64-bit. Shared memory systemsare, of course, also
supportedsimply by use of an MPI library tuned to the
sharedmemory environment.
Figure 13. Adaptivedivisionof diskof particlesintocells.
Versatile- Early versionsof the libraryhavealreadybeen
applied outsidethe astrophysicsand moleculardynamics
modules such as the evaluation of the GEM Green's func- area.In particularthe Caltechand Los Alamosgroupshave
tions, can simply be "plugged in". The first non- successfully usedit for the vortexmethodin Computational
gravitationaldemonstrationwas a vortex dynamicscode Fluid Dynamics.
written by Winckelmanset al. (1995). The interfaceto the In the full GEM implementation,we have a situation
physicsmodulesis extremelyflexible. A generaldecision- similar
to theconventional
O(N2) N-bodyproblem
but
making function tells the treecodewhether or not a mul- there are many importantdifferences.As the most obvious
tipole, or any other approximation,is adequatefor a given difference,the GEM casecorresponds to double-couplein-
field evaluation. Short-range interactions,which vanish teractions,which correspondto a different force law be-
outsidea given radius,canbe handledaswell. tween "particles"from the gravitationalcase. Further the
Tunable- Careful attentionto analyticalerror boundshas critical dynamics-- namely earthquakes-- are foundby ex-
led to significant speed-upsof the astrophysicalcodes, aminingthe stressesat each time stepto see if the friction
while retainingthe same level of accuracy.Analytic error law impliesthat a slip eventwill occur.As discussed above,
boundsmay be characterizedas quantifyingthe fact that the many differentversionsof the friction law have been pro-
multipoleformalismis more accuratewhen the interaction posed, and the computationalsystemneedsbe flexible so
is weak: when the analyticform of the fundamentalinter- we can compareresults from different laws. Noting that
actionis well-approximatedby its lower derivatives;when earthquakescorrespondto large-scalespace-timecorrela-
the sourcesare distributedover a small region; when the tions including up to perhapsa million 10-to-100 meter
field is evaluatednear the center of a "local expansion"; segmentsslippingtogethershowsanalogieswith statistical
when more terms in the multipole expansionare used,and physics.As in critical phenomena,clusteringoccursat all
when the truncatedmultipolemomentsare small. Theseis- lengthscalesand we needto examinethis effect computa-
suesare primarily the concernof the "physics"modules, tionally. However, we find differenceswith the classical
but the library providesa sufficientlypowerfulinterfaceto moleculardynamicsN-body problemsnot only in the dy-
make theseparametersadjustable.The formulationis gen- namicalcriteriaof importancebut alsoin the dependence of
eral enoughthat the same library can be used to support the Green's function (i.e. "force" potential) on the inde-
evaluation of O(N),O(Nlog•andO(N2) approximation pendent variables. Another area of importance,which is
strategies,simply by changingthe decisioncriteria and in- still not well understoodin current applications,will in-
teraction functions. clude use of spatially dependenttime steps(with smaller
Adaptive - The tree automaticallyadaptsto local varia- valuesneededin active earthquakeregions).An important
tions in the density of sources.This can be importantfor differencebetween true particlesand GEM is that in the
GEM as it is expectedthat large earthquakesare the result latter case, fault positionsare essentiallyfixed in
 FOX ET AL. 237

Thus the N-body gravitationalproblem involvesparticles 5.1. SeismicityModelsand Data Assimilation

whose propertiesare time-invariantbut whose positions
changewith time, while GEM involves"particles"whose Our first exampleof how the GEMCI might be used is
positionsare fixed in time, but whose propertieschange drawn from an attemptto createa computermodel of the
with the surroundingenvironment.Of coursea major chal- seismicityof California or other seismicallyactive region.
lenge in both casesis the issueof time-dependent"cluster- Sucha model,to the extentthat it is realistic,couldbe quite
ing" of "particles."It may be possibleto exploitthis in the
useful in guiding intuition about the earthquakeprocess,
case of GEM -- for example by incrementallyimproving and suggesting new measurements or linesof inquiry.
parallelloadbalancing. Making such a model realistic requiresmany different
types of data and there are for instancealready substantial
4.5. ComputationalComplexity archives accumulatedby the Southern California Earth-
quake Center (SCEC), as well as the SeismologicalLabo-
Currentevidencesuggests that forecastingearthquakes of ratory of the California Institute of Technology,and the
magnitude-6 and greaterwill dependupon understanding Pasadenafield office of the United StatesGeologicalSur-
the space-timepatternsdisplayedby smallerevents;i.e., the vey. The relevantdata includes:
magnitude 3's,4'sand5's.Withatleast40,000km2of fault 1) Broadbandseismic data from the TERRASCOPE ar-
areain southern
California,
asmanyas 108gridsites(10- ray.
meter segmentsize) will be neededto accommodateevents 2) Continuous(SCIGN) and "campaignstyle" geodetic
down to magnitude3. Extrapolationsbasedupon existing data.
calculationsindicatethat usingtime stepsof-100 seconds 3) Paleoseismicdata collected on the major faults of
implies-•108
timesteps
will berequired
tosimulate
several southern California.
earthquakecycles. This leadsto the needfor teraflopclass 4) Near field strong motion accelerogramsof recent
computersin this as in manyphysicalsimulations. earthquakes.
Here we make the conservativeassumptionthat the GEM 5) Field structuralgeologyof major activefaults.
dipole-dipoleGreen'sfunctionevaluationsare ten times as 6) Other data including GPS data, leveling data, pore
computationallyexpensiveas the Newtonian Green'sfunc- fluid pressure,in situ stress,heat flow, downholeseismic
tions evaluatedin Salmonand Warren'scode.At this stage, data, multi-channelseismicdata, laboratorymeasurements
we cannotguesshow far the teraflopclassof computerwill of mechanicalpropertiesof various rocks, 3-D geologic
take us and the systemsneededto supportresearch,crisis structure,gravity data, magneto-telluricdata, hydrology
managersor insurancecompaniesassessing possibleearth- data,and oceantide data(to constraincoastaluplift).
quakerisk, may requiremuchhigherperformance. Thesewill be used,for example,to updatethe fault ge-
ometrymodelsusedby GEM, andto updatefault sliphisto-
4.6. Integrationof SimulationModulesinto GEMCI riesusedto validateearthquakemodels.
A new and extremelypromisingtype of geodeticdata is
As we describedin Section2.5, we will adopt a hierar- SyntheticAperture Radar Interferometry(InSAR), which
chical model for the simulation componentsused in permits "stressanalysisof the Earth." A number of SAR
GEMCI. The full Greensfunctionprogramswould be mac- missionsare currentlyacquiringdataover southernCalifor-
roscopicdistributedobjectswhich can be manipulatedby nia, includingthe C-band (5.8 cm) EuropeanERS 1/2 sat-
systemslike WebFlow and linked with other coarsegrain ellitesand the L-band Japanese JERS satellite. Thesemis-
componentssuchas sensordata,otherprogramssuchas fi- sionshave already producedrevolutionaryimagesof the
nite-elementsolversand visualizationsystems.Thesecom- completedeformationfields associated with earthquakes in
ponentsare made up of smaller objects used in library the United Statesand Japan (e.g., Massonnet-etal., 1993).
fashion. Here we have the friction modules and different Thesetechniques rely on radarinterferogramsthatrepresent
solverengines suchas the conventional O(N2) andfast the deformationfield at a pixel resolutionof a few tensof
multipolemethodswith eachhavingsequentialandparallel metersover areasof tensof thousandsof squarekilometers,
versions.The latter would often exist in multiple forms in- and over time intervalsof weeksto years. We are now es-
cluding an openMP versionfor sharedmemory and MPI sentiallyable to seethe completesurfacedeformationfield
versionfor distributedmemory. due to an earthquake,with excellentprospectsfor similar
views of deformation due to interseismic strain-
5. TYPICAL COMPUTATIONAL PROBLEMS accumulationprocesses.
There are productivescientistswho have built entire ca-
Here we give three samplescenarios,which would corre- reerson eachindividualtype of data mentionedabove.No
spondto distinctproblemsolvingenvironments built using individualscientistat this time hasaccessto completecol-
GEMCI. lectionsof all thesedata types,nor the detailed
238 OBJECT-WEB PARADIGM FOR COMPUTATIONAL EARTH SCIENCE

that would be requiredto use all thesedata in a computa- parameterizedwithout a detailedknowledgeof rheological
tional model. Consequently,the traditional models are detailsand assesshow the dynamicsof space-timepatterns
basedon somesubsetof the data, with which we can try to relateto the dynamicsof fault systems.
predictother sets.However a more powerfulapproachcan There are several questionsin earthquakephysicsthat
be basedaroundan environmentin which people can col- can be addressedwith crustaldeformationdata,a relatively
laborateto constructandtestmodelsthat spanmultipledata new data set. Some of the questionsidentifiedat the Plate
setsand which can then be embellishedby other investiga- BoundaryObservatoryworkshopin Snowbird,Utah, 1999
tors. follow. What processes occuron faultsthat causestrainlo-
To maximize the utility of any given data set,the people calization? What is the architecture of fault zones below
who collect and care about the data must be the ones who the seismogeniczone? What is the relationbetweenstrain
archive it and make it available. Attempts to construct and fault processes?How do faults interact? What is the
monolithic databasesof diverse earth science data using nucleationprocessof earthquakes,or how do they initiate
dedicatedpeopleand facilitieshave met with limited suc- and stop?And what are the conditions(temperature,pres-
cess.It appearsto work better if the peopleor community sure,stress,...) within activefault zones? Thesequestions
who "own" the data are the ones who archive it. Thus, we can be answeredby combininghigh temporalresolution
need an environment,which will allow easy collaboration, data (seismic,strain,and GPS) and spatiallydetaileddata
and access to diverse distributed data sets. To return to our (InSAR) into models of the deformationprocess. By an-
exampleof modelingthe seismicityof California,an inves- sweringthesequestionsthroughthe construction of detailed
tigatormight startwith a map of faultsin the region,a con- modelswe can then addresshow space-timepatternsrelate
stitutivelaw for determiningthe slip on thosefaultsderived to the dynamicsof fault systems.
from laboratorymeasurements,and some sort of loading Combiningthe broadrange of modelsfrom kinematicto
criteria perhapsderived from GPS measurements.From quasi-staticdynamic will result in a physically realistic
these inputs,a model is constructedwhich reproducesthe model of earthquakesystemsbased on observationsand
statisticsof rupture as shownby paleoseismicitydata and data.One major questionof earthquakephysicsis whether
earthquake catalogs. Subsequently,another investigator broad scalestresscorrelationsbuild up that producelarge
takesthat model and addspore fluid pressuremodelingin events or clusters of events. If such correlations exist, are
orderto investigatethe effectsof fluidson the nucleationof they detectableeither in seismicitypatternsor in geodetic
earthquakes andthe migrationof seismicity.This processis data?We describebelow a meansof developingmodelsto
repeatedwith other investigatorscollaboratingand devel- test for this without looking at the detailsof ruptureproc-
oping competingand/or complementarymodels.The mod- esses.
els can be benchmarkedagainstother data setsand against Geologic,geodetic,and seismicdata can all be usedto
each other. This kind of an environment will enable us to establishfault geometryand slip rates. Paleoseismologic
make the most rapid possibleprogressat understanding dataprovidedetailson slip per event,sliprate andtiming of
earthquakeprocesses. past eventson surfacerupturingfaults. Seismicimaging
dataas well as boreholedataprovidedetailsof geometryat
depth. Structuralanalysisof retro-deformedcrosssections
5.2. Future Modeling Directions
addsinformationon slip rate and fault evolution.The geo-
deticdataprovideinformationon fault locations,including
The basicmethodfor constructingsimulationsis to com- blind faults, as well as slip rate. Both strainand rotation
pile and processdatato obtainestimatesof fault geometry ratescan be determinedfrom the full velocitygradientten-
and properties,includingthe propertiesof the bulk material sorprovidedby GPS data. Strainratesindicatethe styleof
surroundingthe fault. Forwardmodelscan be run for hun- faulting expectedfrom various faults (strike-slip,thrust,
dredsof thousandsof yearsusingthe aboveparametersas oblique) and spatial variations in strain identify fault
inputsin orderto establishdynamicpatternsof the system. bounded blocks.
Pattern analysiscan then performedon the calculatedde- The fault geometriesand ratesmustbe coupledwith pa-
formation and seismicityto establishtemporal and spatial rametersof the mechanicalpropertiesof the crustto gener-
correlations in the simulated data. The simulations can be ate realistic quasi-staticmodels in which stressis trans-
comparedto real geophysicaldata, which sampleonly a ferred and diffused between faults and in the crust. Crustal
short timespanof the entire system. In parallel, pattern rigidity structurecan be determinedfrom seismicvelocity
analysiscan be performedon actual geophysicaldata to models[e.g.Hauksson,1997]. Thesedatacanbe combined
searchfor temporalanomalies. By using a statisticalme- with surface deformation observations into viscoelastic
chanicalapproachwe can addresswhether statisticalpat- modelsto estimaterheologicalparametersof the crust as
ternsform in the systemand if so, characterizethem. We well as place addedconstraintson slip rates[e.g. Hager et
can also addresswhether earthquakefault systemscan be al.,
 FOX ET AL. 239

Fairly abrupt changesof velocity have been observed sponse. A prototype interface supportingthis scenariois
acrossthe Ventura and Los Angeles basins [Donnellan et shown in Figure 15. Other data types and models (eg.,
al., 1993; Argus et al., 1999]. Thesevelocity profilescan seismicand field data) would be included in any opera-
be incorporatedinto viscoelasticmodels. The surfacede- tional system,but are omittedhere for purposesof exposi-
formationdata are particularlyusefulwhen combinedwith tion. The goal is to form a rapid consensus amongresearch-
paleoseismologic data becauseviscoelasticmodelsindicate ers concerningthe characterization of the deformationfield
that the velocity profile acrossfaults shouldchangewith and the location, size, and direction of slip on a fault fol-
time as stressrelaxationoccursin the lower crustfollowing lowing an earthquake.This consensus can be usedto guide
earthquakes.When available,paleoseismologic data make decisions on both civil and scientific responsesto the
it possibleto determine(or at leastestimate)the point in the quake.
earthquakecyclethat the geodeticdatahavebeencollected, This initial analysisis followed at the bottom of Figure
thusimprovingestimatesof lower crustalviscosity. 14 by detailedsimulationsof the type describedin Section
Crustalviscosityor relaxationtime determineshow well 4. We describethe whole processin detailbelow.
the upper crust is coupledto the mantle, which drives the Following an earthquakein SouthernCalifornia, the lo-
processesthat occur at the surface. A weak lower crust cationand magnitudeare calculatedbasedon seismicdata
tendsto generatebroaderfeaturesand effectivelyresultsin within minutesby Caltech/USGS,and currentlyare broad-
far-field or side driving stresses,
while a stronglower crust castto severalusersvia email and pagers. The information
resultsin strongcouplingbetweenthe crustand the mantle, on locationand magnitudecouldthen be automaticallyused
localizingeffectsand amplifyingthe importanceof driving to define an area wherein instrumentsmight be expectedto
stressesfrom below. Thesetwo stylesof driving forcesre- recorda signal(the programdisp). Data from thesestations
suit in widely differentobservedpatternsof deformationat would be given priority in retrievaland analysis.In this ex-
the surface. Furthermore,a strong lower crust results in ample we will assumethat the data in questionis GPS data
near-fault strain localizationseven late in the earthquake from the SouthernCalifornia IntegratedGeodeticNetwork
cycle,while a weak lower crustrapidly dissipatesstress. (SCIGN) array. Retrieval in this caseis done by telephone
The surfacedeformationprofile is further complicatedby modem.As soonas the list of possiblyaffectedstationshas
fault zone properties. Recentgeodeticresultsindicatethat beengenerated,the databaseat the USGS is checked.If any
afterslipon the ruptureplane can occur for up to two years of the stations on the list have not had data downloaded
following moderate to large earthquakes[Pollitz, et al., sincethe quake, computersat the USGS begin dialing the
1998; Donnellan and Lyzenga, 1998]. Results from the selectedstationsand retrievingthe data.
Northridgeearthquakeare consistentwith rate and statepa- Data from these stationswould then be processedfor
rametersdeterminedin the lab, suggestingthat faults are rapid analysisto determinethe measureddisplacements of
weaker than the surroundingmaterial throughoutthe earth- the stations(program GIPSY). If the measureddisplace-
quakecycle. Future detailedmeasurements following large mentsare large enough,emergencyand scientificpersonnel
earthquakeswill clarify behavior of both faults and the are notified via email and pager. Thesedisplacements are
lower crust. then automaticallyfed into an inversionroutine (program
Until recently faults have been treated fairly independ- simplex)which solvesfor the best fit single fault displace-
ently from neighboringfaults in models. Computerpower ment.This singlefault displacementis in turn fed back into
is availablenow to model systemsof faults. Rundle et al. a forward elastichalf spacemodel, which yields a prelimi-
[1997] model how stressis transferredto other faults fol- nary map of displacementsover the whole area (program
lowing earthquakes. The models do not allow a viscous disloc).
lower crust, but future calculations that allow for both elas- At this point this map is sharedbetweenvariousscientists
tic stresstransfer and viscous dissipationwill elucidate and emergencypersonnel,using systemslike Tango Inter-
whether or how stresscorrelationsbuild up in the crust. active described in Section 6 that allow the collaboration
Running models of interactingfault systemsthat are con- and interactionof multiple peopleviewing and manipulat-
strainedby observations will be the first stepin applying ing the samedatasetoverthe Internet. The emergencyper-
pattern recognition and statisticalmechanicsto the earth- sonnelcan use the preliminarymap in combinationwith a
quakeproblem. GeographicalInformation Systemdata about utilities, life-
lines, etc. to help assignresourcesto various areas. The
scientistswill use the preliminary map to help design a
5.3. Responseto an Earthquakein SouthernCalifornia
strategyfor collectingadditionalmeasurements. They can
alsocollaborateon refiningthe singlefault model,possibly
An illustrativescenariois shownin the first part of Fig- breakingthe singlepreliminaryfault into severalsegments,
ure 14 which links multiple datasets,modelingcodes,re- introducingmore realisticmaterialproperties,or including
searchcentersand scientistsfor real-time earthquakere- more data,beforererunningthe
240 OBJECT-WEB PARADIGM FOR COMPUTATIONAL
quaIce
locatio•
si•e
--
sorted
sfation
potential
--
motions--
Boulder
(University of
Colorado)
--graphics
--Itagard model
Figure 14. Simulationsusedin Responseto an Earthquake.
This environmentpermits the rapid determinationand
disseminationof preliminaryinformationaboutthe earth-
quake and the collaborativerefining of that information
following an event.The rapid dissemination of information
can greatly aid both the civil and scientificresponseto the
quake. Resourcescan be more efficiently allocatedto the
areaswhere they are needed,and scientificmeasurements
can be focusedto provide informationcritical to ref'ming
our understanding of the earthquakesystem. Once an ac-
ceptablemodel of the earthquakehas been determined,
variousmodelscan be usedto estimatethe updatedearth-
quakehazard for adjacentareas.Sincethere are currently
severalcompetingmodelsfor this, consensus will undoubt-
edly involve multipleruns of multiplemodelsand signifi-
cantdiscussionamongscientificcolleagues.
Eachof thesemodelsas well asthe variouspiecesof the
automated processes described abovehavebeendeveloped
by differentpeopleunderdifferentassumptions, and is de-
veloped,run, and maintainedon computersunderthe con-
trol of the developer.The technologies suchasCORBA and
EnterpriseJavabeansdescribedin Section2, allow appro-
priate accessand security mechanismsin this complex
evolvingdistributedsystem.
The 1999 Izmit Turkey earthquakeprovideda recentex-
ample of how a systemlike this could have been useful.
Followingthat earthquake, many geoscientists got together
in a seriesof conferencetelephonecalls to try to pieceto-
EARTH SCIENCE
i//•:¾"'"'"""':':'•i
....
'
--refined
faultmodel
getherwhathadhappened,andwhatwasan appropriate re-
sponse.Some participantsinitially only knew what had
beenreportedin the media.Othersknew of specificpieces
of dataconcerning the earthquake or of actionsbeingtaken
by variousgroupsand individuals.It is safeto saythat no
one had a completepicture.Much of the conferencecall
was devotedto informingeveryoneaboutall the piecesof
dataandall thevariousinitiativesthatpeoplewerepursuing
or might pursue.Similar callsand emailsoccurredafter the
1992 Landersand 1994 Northridgeearthquakes. Having a
systemsuchas has been describedabovewhereinpartici-
pantscould sharemaps,descriptions, programs,data sets,
and graphsand whereinthey could interactivelyand col-
laborativelymanipulatethe data and programs,both syn-
chronouslyand asynchronously, would immeasurablyaid
the rapid and accuratediagnosisof what hashappenedand
what should be done next.
5.4. FundamentalComputationalScienceStudiesin
EarthquakeForecasting
Above we describeda relatively complicatedreal-time
analysisscenario.Anotherimportantproblem-solvingenvi-
ronmentsupportsthat processtypically used in computa-
tional science. Here the main stepsare developmentof
simulation
codes,refinement
of analysis
techniques,
initi-
atingrunswith multipleparametervalues,and

Front End:
Java Applet.
CORBA client
Middle Tier:
distributed objects
implemented in Java.
CORBA servers
Figure 15. Computationalstructureof a fragmentof the scenarioin Figure 14, whichwas implementedby NPAC as a
prototypeGEM ProblemSolvingEnvironment.
of resultswith multipledatasets. This type of analysishas
similaritieswith the previoustwo scenariosbut now the
collaborationfor instancewould not emphasizereal-time
issuesso much but extend over many months or years.
Technicallythis impliesthe need for powerful asynchro-
noustoolslinkingovergreaterspansof time and spacethan
the tightly coupled scenarioof Section 5.3. The tools
neededhere includethe interactiverapid prototypingenvi-
ronmentsupporting patternanalysisand visualization.This
aspectentailssomewhatdifferenttrade-offsthan the core
simulations,in that interactivity is perhapsmore critical
than performance.As discussedin Section6, this could
suggestthat this part of the problem-solving environment
wouldbe implemented client-sideusinginterpretativelan-
guages.We would alsoneedto experimentwith manydif-
ferentwaysof linkingprogramstogetherand sowe would
haveto supportboth programdevelopmentand execution.
The real-time constraints of Section 5.3 would on the other
handemphasize
executionof pre determined
programmod-
ules.
This problem-solving
environmentwould naturallylink
with that in Section 5.1 as GPS, InSAR and broadband
seismic(TERRASCOPE) data,togetherwith archivedand
newlydevelopedpaleoseismic datacanbe usedin conjunc-
tion with the simulationcapabilitiesto establishthe relevant perhapsthoseusedto calculateseismicwavesandthe cor-
model parameters. Theseparametersincludethe current responding
FOX ET AL. 241
geometryof faults,slip rateson any givensegment,recur-
rence intervalsand historicvariationsin slip during earth-
quakes(leadingto estimates of frictionalparameters), de-
formationdata (leadingto estimatesof elasticplate thick-
ness and sub-crustalstress),relaxation times, poroelastic
stress,relaxationin the crustfollowing earthquakes(lead-
ing to estimatesof drainedandundrainedelasticmoduli),
and variationsin seismicity(leading to estimatesof the
variablepropertiesof frictionandfaultgeometryat depth).
Onemustsupportthe fittingof modelsto datawith a suite
of techniques(e.g., Menke, 1989), includingleastsquares,
evolutionary programming,and simulated annealing
(Michalewicz,1996;Holland, 1975;Rawlins,1991),among
others.In addition,onecanexpectto developnew methods
so as to adaptmodelsto assimilatenew data as that be-
comesavailable,a conceptthat has servedmeteorological
and climate studiesextremelywell. Self-adaptationtech-
niquescanbe basedon the samekindsof back-propagation
methodsthat havebeenusefulin analysisof neuralnetwork
models(Hertz et al., 1991).
5.5. SeismicWavesand EarthquakeEngineering
The mostmaturecomputations in the earthquakefield are
response
of buildingsto them.In factClayton
242 OBJECT-WEB PARADIGM FOR COMPUTATIONAL EARTH SCIENCE

the Caltech Geophysicsdepartmentperformedone of the In summary,we believe that GEMCI has been designed
very first Caltech Cosmic Cube computationsto simulate to take advantagesof the best available high performance
the motion of earthquakewaves in the Los AngelesBasin. and commodityinformationand simulationresources.We
This wave motion can in principle be generatedfrom the cannotpredictthe future of this rapidly changingfield but
earthquake"events" calculated in the Virtual_California GEMCI has made choices that should be able to track and
simulations described in Sections 4 and 5.4. These are exploit advances.
large-scalefinite elementproblemswith complexgridsand The earthquakecommunityis uniquelypositionedto take
a recent NSF Grand Challengeproject at CMU was very advantageof technologyadvanceson many fronts. The
successfulin this area (http://www.cs.cmu.edu/-quake/). data volume and quality is rapidly increasingas geodetic
The wave motion can be used as a forcing function for and seismic networks become denser and broader band.
structuraldynamicscomputationsof buildings,roads and Recent advances in information technology will enable
othercivil infrastructure
(http://www.curee.org/). modelingenvironmentsto be constructedin which dataand
parametersare easily incorporatedinto andpassedbetween
6. SUMMARY OF GEMCI models. Computationalpower is suchthat complexthree-
dimensionalfault systemproblemscan now be approached,
We introducedin Section 2.1 a computationalenviron- and algorithmsdevelopedin other fields (plasmaphysics,
ment GEMCI and described its overall framework in terms astrophysics) are well-suitedto be appliedto the earthquake
of distributedobjectssupportedby commoditytechnologies problem. ß
like CORBA COM Java and XML. In the following sec-
Acknowledgements.The researchdescribedin this paper was
tionswe have discussed someespeciallyimportantmodules
partially performedby the Jet PropulsionLaboratory,California
and how they are integratedinto overall systemsaimed at Instituteof Technology,undera contractwith the National Aero-
particularproblem areas.Although we have not discussed nauticsand SpaceAdministration.
them in detail, we will usesomebasicservices,in particular
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Rundle, J.B. and D.D. Jackson, Numerical simulation of earth-
quakesequences, Bull. Seisin.$oc. Am., 67, 1363 - 1378, 1977.
Rundle,J.B., Viscoelastic- gravitationaldeformationby a rectan-
gular thrustfault in a layeredearth,d. Geophys.Res., 87, 7787
- 7796, 1982.
Rundle, J.B., Some solutionsfor staticand pseudo- staticdefor-
mation in layered, nonisothermalmedia, •. Phys. Earth, 30,
421 - 440, 1983.
Rundle, J.B., A physicalmodel for earthquakes:1, Fluctuations
andinteractions, d. Geophys.Res.,93, 6237-6254, 1988.
Rundle, J.B. and S.R. Brown, Origin of rate dependencein fric-
tional sliding,• $tat. Phys.,65, 403-412, 1991.
Rundle,J.B. and W. Klein, Nonlineardynamicalmodelsfor earth-
quakesand frictionalsliding:An overview,Proc. 33rd Sympo-
sium Rock Mech., A.A. Balkema, Rotterdam, 1992.
EARTH SCIENCE
Rundle, J.B. and D.L. Turcotte, New directions in theoretical
studiesof tectonicdeformation:A surveyof recentprogress,in
Contributionsof SpaceGeodesyto Geodynamics: CrustalDy-
namics,ed. D.E. Smith and D.L. Turcotte,GeodynamicsSer.
Vol. 23, AGU, Washington,DC, 1993.
Rundle,J.B., W. Klein andS. Gross,Dynamicsof a travelingden-
sity wave model for earthquakes, Phys. Rev. Lett., 76, 4285-
4288, 1996.
Rundle, J.B., Salmon, J.K and M.S. Warren, Parallel
supercomputing with comoditycomponents,Proc. Intl. Conf.
Parallel DistributedProcessingTech.Appl. (PDPTA '97), ed.
M.S. Warren, D.J. Becker, M.P. Goda, J.K. Salmon and T.
Sterling,Las Vegas,NV, June30-July3, 1997.
Smalley, R.F., D.L. Turcotte and S.A. Solla, A renormalization
groupapproachto the stickslip behaviorof faults,•. Geophys.
Res., 90, 1884-1900, 1985.
Stein RS, The role of stresstransferin earthquakeoccurrence,
Nature, 402 605-609 1999.
Stuart,W.D. and T.E. Tullis, Fault model for preseismicdeforma-
tion at Parkfield, California, •. Geophys.Res., 100, 24079-
24101, 1995.
Winckelmans, G.S., JK Salmon, MS Warren, A Leonard and B
Jodoin,Applicationof fastparallelandsequentialtreecodesto
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Andrea Donnellan, Jet PropulsionLaboratory,MS 238-600,
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Ken Hurst, JetPropulsionLaboratory,MS 238-600, 4800 Oak
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Jay Parker, Jet PropulsionLaboratory, MS 238-600, 4800
Oak Grove Drive, Pasadena,CA
 Modeling Complex Crustal Processes

William J. Bosl

GeophysicsDepartment, Stanford University

Geophysicalprocessesin the Earth, suchas earthquakes,are complexpro-

cessesthat exhibit emergent behavior. That is, fundamental physical and
chemicalprocessescoupledtogether result in phenomenathat are not appar-
ent in isolated laboratory experiments or theoretical studies of uncoupled,
linear processes.Rigorous quantitative investigation of complex earth pro-
cessesrequiresthe developmentof appropriate quantitative tools for express-
ing and exploring the laws that govern complex processes.Computer-based
models allow investigation of the consequencesof theories that cannot be
explored in any other way. As the need to include more processesin cou-
pled models and more detailed theories about earthquake cycles grows, so
does the need to work at higher levels of software abstraction. This can
be accomplishedthrough the developmentof a standard, extensible set of
geophysicalsoftware components. The basic mechanical, fluid, and chemi-
cal processesthat, when coupled together in their most general forms, are
thought to control the earthquake cycle, are presented here, with partic-
ular emphasis on the continuum mechanicsseismogenicupper crust as a
chemically evolving, thermoporoelasticmedium. A detailed finite element
discretization for the thermoporoelastic continuum equations is presented,
as well as referencesfor numerical modeling of other important processes.A
framework for geosciencesoftware componentsis discussed,the purpose of
which is to integrate the complicated numerical models required for realistic
quantitative investigationsof earthquake physicsand to provide a standard
quantitative approach to coordinate a community modeling effort.
1. INTRODUCTION geophysicalmethods. Geophysicscertainly uses classi-
cal and modern physical methods to conduct measure-
Geologyin this century has often been consideredpri-
ments of the earth. But scienceis more than just the
marily a descriptive sciencebecausegeologicprocesses
gathering of data. It alsoincludestheoretical constructs
were thought to be too complex and random to be sub-
which make senseout of the data. Geophysicsmust
mitted to rigorous mathematical analysis. Mathemat-
also concernitself with the formulation of quantitative
ical methods in geophysicsare well developed for pro-
cessingand analyzingdata that has been gathered using physical models(laws) that give meaningto the pat-
terns observedin data. At its most fundamental level,
scienceis concernedwith making models that allow sci-
entific prediction. We cannot claim to "understand" a
phenomenon unlesswe can prescribe a rule, that is, an
GeoComplexityandthe Physicsof Earthquakes equation or a computational algorithm, that allows us
GeophysicalMonograph120 to say somethingabout the future behaviorof a system,
Copyright2000 by the AmericanGeophysical
Union given information about its present state. Quantitative
246 MODELING COMPLEX CRUSTAL PROCESSES

modelsor laws of nature not only connectdata points to be deduced"[Wolfram,1984,p. 439]. The equa-
on a graph, but tell us how to extendthe plot beyond tionF - a(mv)is a compact
dt ' symbolically
richway
'
the data points. of expressinga computationalprocessthat allowsus to
In this paper, I proposethe idea that the complex determinethe future dynamicalstate of massivebodies.
processes of the earth, and in particular earthquakes, ToffoliandMargulis[1987]arguethat the mathemat-
cannotbe understoodin terms of analyticallytractable ics of any age reflectsthe computationaltools that are
differentialequations.In order to quantifyearthquake available. Since Newton, the emphasishas been on
physics,the approachof classical physicsin thiscentury, models(formulations of scientificlaws)that are con-
wherebythe essence of a processis found by reduction tinuous,linear, and involvefew lumpedparametervari-
to a singlerule, suchas Schroedinger's equation,or a ables:
Hamiltontan formulation of mechanics,will fail. Earth- This emphasisdoesnot reflecta preference of nature,but
quakesare an emergentprocess,one that manifestsit- rather the fact that the humanbrain, aidedonly by pencil
self only when many complex,coupledprocesses oper- and paper, performs best when it handles a small number
ate simultaneously.Suchprocesses can be represented of symbolic tokenshavingsubstantial conceptual depth(e.g.
by algorithmiclaws,whoseconsequences can be investi- realnumbers,differentialoperators).... The adventof digital
gatedonly throughthe useof computertechnology.In computershas shifted the region of optimum performance"
fact, the newscienceof complexsystemswouldnot have [ToffoliandMargolus, 1987].
developedwithout the concurrent evolution of modern This is not to imply that differentialequationsare
electronic computers. not usefulfor modelingthe earth. Rather, discreteim-
2. SCIENTIFIC LAWS AND PHYSICAL
plementationsof coupledsets of nonlinear differential
PROCESSES equations, perhapswith heterogeneous coefficients that
cannotbe summarized in functionalform,togetherwith
A scientific law is a rule that tells us how to make algorithmic rulesto describe processessuchasfault rup-
future predictionsabout a systemor variable of inter- ture, may be the simplestquantitative representation
est. A predictiverule is not requiredto encapsulate of certainearth systemsthat properlymodelthe phe-
all aspectsof a system in order to attain the status nomenon of interest.
of a scientificlaw, but only certain aspectswhich are A quantitativelaw or rule that cannotbe simplified
of interest. Thus, Newton'sFirst Law, whenapplied furtheris calledcomputationally irreducible by Wolfram
to the motion of the Earth in the Sun'sgravitational [1984].Predictions aboutthe futurestateof physical
field,doesn'tdealwith the momentumimpartedto the processes that are computationallyirreduciblesystems
Earth by solarradiationasit travelsthroughthe space can be madeonly by evolvingthe modelstepby step
(thoughthismustbeincluded whencalculating theor- in time; there is no shortcut. Wolfram contends that
bital decayof artificialsatellitesorbitingthe Earth), computationallyirreducibleprocessesmay be the norm
or with the internaltidal deformations
resultingfrom rather than the exceptionin nature. Earth processes,
the Earth's non-rigid material constitution. The law whichexhibita greatdegreeof complexityandapparent
describesa certain aspectof the dynamicalbehavior randomness,seemto supportthis claim.
of the Earth which has been abstracted from the real For example,the orbit of a singleplanet aroundthe
systemof processes whichmakeup the Earth. A phys- sun is a computationallyreduciblesystem.If the per-
ical law is a quantitiveexpression
of some aspectof a turbationsof other planetsare ignored,the orbit can be
systemthat allowsus to make predictionsabout that describedfor all time by a singleequation.Predictions
aspect of its future state. aboutany futurestatecan be computedrathereasily.
A predictiverule formulatedas an algorithmicstate- A modelfor diagenesis of granularrocksis an example
ment can aquire the status of a scientificlaw just as ofa computationally irreduciblegivenin Bosl[1998].In
readily as an elegantdifferentialequation. Wolfram this model,the depositionof small particleswithin the
[1984]defined
scientificlawsasalgorithms orprocedures spacesbetweengrains during early burial is modelled
for determining howsystems behave.Any physical pro- asfollows:Flow througha granualarrockis computed
cess,any quantitativescientificlaw, can be represented usinga lattice Boltzmannmethod. Smallparticles,the
as a computationalprocess."When the computerpro- diageneticmaterial,are depositedat a small,specified
gram is executed,it causesthe numbersand symbols fraction of the pore volumewhere flow is fastest. The
to be modifiedin the way specifiedby the scientific fractionis intendedto representthe finite sizeof the de-
laws. It thereby allowsthe consequences of the laws positedparticle;this is not a continuousprocess.

the diagenetic processthen alters the flow field, which
is recomputed. The new flow field determines where
deposition will next occur, and so on. This processof
depositing particles where flow is highest is simple to
describe algorithmically. But there is no way to write
an equation that describes the time evolution of the
complex pore geometry. The pattern of pore evolution
can be calculated only by evolving the whole system
through each step in time.
The earthquake processmay be a computationally
irreducible process. The equations that describe the
porous,fl.uid-saturated,chemicallyevolving,thermoe-
lastic crust and the viscoelasticasthenospherecannot
be solved analytically when realistic coefficients are
present, but discrete forms of these equations can be
solvedwith computers. The laws that governthe fault-
ing processare not yet known, but those that are pro-
posed follow discontinuous,algorithmic rules. For ex-
ample, rupture occurs if some condition is met, other-
wise nothing happens. The condition which determines
whether or not rupture shouldoccur may involve a com-
plicated combination of friction laws, stress evolution,
diageneticevolution of fault properties, boundary con-
ditions, and so on. The computer, as a means for ex-
ploring the consequencesof the scientists' ideas about
how nature works, may open up a golden age of discov-
ery for the earth sciences,whoseprocessesare complex
and cannot be adequatelydescribedby the continuous,
linear equations of classicalphysics.
Yet the computer is often a great hindrance to scien-
tific exploration and creativity. The difficulty of imple-
menting scientists'ideasin the form of a computer code
that can be evolvedforward in time prohibits the use of
the computer as a laboratory for testing complexideas.
There is a great need for tools that will shortenthe time
and effort neededto take an abstract,yet quantitatively
precise,scientificidea from its conceptionto a working
simulation that accurately representsthe idea and al-
lows its consequences to be explored. It is at this point
that sciencebegins;the preliminary softwareconstruc-
tion, though difficult, is merely technical detail from a
scientificviewpoint. A softwareframework specifically
tailored for exploration of processesin the solid earth
is needed to transform the computer into a canvas on
which the geophysicistcan explorethe consequences
of
his or her creative ideas.
. COMPLEX SYSTEMS IN NATURE AND
SOFTWARE
The motivating assumptionbehind this paper is that
the complexity typically observed in the earthquake
BOSL 247
process,and Earth systems in general, is fundamen-
tally due to the coupling of many physical processes
that, when considered alone, are well-known in terms
of classicalphysicsand chemistry and can be described
algorithmically and quantitatively. The primary goal
of computational experimentation is to be able to test
the consequencesof the various theories which geosci-
entists conceive to see if in fact they have predictive
value. Quantitative description and, eventually, predic-
tion are thus reasonableexpections. This is the goal of
all physicaltheory and is in fact the essenceof science.
However, the fundamental physical processesinvolved
in such complex phenomena as earthquakes must be
adequatelymodeled in simulationsbefore we can begin
to understand the relative importance of each factor in
controlling the total complex system. By this, it is im-
plied that all of the relevant physicalprocessesmust be
included, they must be properly coupled, and the evo-
lution of controlling parameters or material properties
must be modeled. It is not sufficient to use a simple dif-
fusion equation with constant coefficients,for example,
to discussthe role of fluids in crustal processesif this
model is not the correct description of how fluids flow
in the thermoporoelastic, chemically evolving material
that makes up the crust.
In order to understand the physicsof earthquakes, it
is not sufficient to find formulas or rules that merely
reproduce the statitics of earthquake patterns in space
and time. We know that mechanical and chemical pro-
cesses,which are known fundamental processes,con-
trol crustal dynamics. We do not yet understand how
these fundamental processeswork together to causethe
complex phenomenonknown as earthquakes. When we
truly understand earth dynamics, the complex, chaotic,
fractal patterns that are observedin nature will emerge
from the basicphysics.They must, or elsewe will not be
able to claim to understand the physicsof earthquakes.
Pattern matching may be a first step in science,but it
does not constitute scientific understanding.
There is a great temptation to simplify mathemati-
cal equationsto make them amenableto solution by the
methods which are available to us. Simplification is de-
sirable only when insignificant terms can be excluded.
A general rule for earth systemsis that when seemingly
simple processesoccur together in media which vary
spatially and temporally, the resulting behavior may be
wholly unlike the dynamics of simple, uncoupled pro-
cesses. The tectonic and hydrologic forces that drive
the dynamics of the solid earth are not independent of
each other and must be consideredas complex systems.
Earth systemsexhibit several characteristicsthat con-
tribute to the overall complexity of crustal
248 MODELING COMPLEX CRUSTAL PROCESSES

TABLE 1. Examplesof complexdynamicsin the crust.

Type Variablesinvolved Physicalexample

Coupledprocesses p, c•(meanstress) Mandel-Cryer
effecta
Spatialheterogeneity p,c•,k Anomolously
highppb
Nonlinearparameters k = k (p) Piston-like
pressure
profile
Chemical alteration p,• Abnormal
p compartments
Faulting,earthquakes FrictionandabovevariablesEarthquake
cyclee

aCryer[ 1962]
bBosl
[1999]
CYilmaz,et al. [ 1994]
aWalder
andNur[1984]
eByerlee
[ 1996]

coupling of two or more processes,spatially heteroge- properties of faults have revealed their heterogeneous
neous material properties which evolve in time, non- character(seeespeciallythe collectionof articlesedited
linear terms in the governingequations, and rule-based by Hickman,et al. [1994].Thesestudiesdemonstrate
discontinuousprocesses.Someexamplesof eachof these not only that permeability is quite heterogeneousin and
and their potential dramatic effectsare briefly discussed near fault zones, but is also strongly anisotropic. In
now. Table 1 gives some examplesin summary form. some cases, heterogeneouspermeability may combine
with poroelasticeffectsto causeunexpected abnormally
3.1. CoupledProcesses high pore pressures.This may have important implica-
It is possible for two simple linear processesto ex- tions for fluids trapped in low permeability fault zones
hibit nonlinear, unpredictable behavior when coupled [Bosl,1999].
together. A striking example of this is the coupling of
S. $. Nonlinearities
fluid flow through an elasticporousmedium. A compar-
ison between simple fluid diffusion and coupled poroe- Nonlinear behavior is one of the predominant charac-
lasticdiffusionwasdoneby Cryer [1963],whichillus- teristics of complex dynamical systems. Yilmaz, et al.
trates how surprising behavior can arise from simple [1994]showedthat evenfairly mild permeabilitynonlin-
linear processesthat are dynamically coupled. Cryer earities can causesignificant deviations from expected
considered a fluid saturated poroelastic sphere, with linear behavior when permeability is a nonlinear func-
initial internal pore pressure of p - 1 and boundary tion of pressure. This may be an appropriate physical
pressureof 0. Mean stresson the boundaries was held model for flow in materials where the permeability is
constantwith a valueof-1 (compressive),
so as to ex- due primarily to fractures. Fractures tend to be much
actly balance the fluid pressureand had an initial in- more compliant than pore spacesin granular rocks and
ternal value of-1 also. Uncoupled porous medium flow will tend to open or close in responseto the pressure
theory predictsthat fluid pressureinsidethe spherewill of the fluid that is flowing through them. The regions
decay monotonicallyfrom its initial value to zero. Cryer around many major faults may be composedlargely of
found, remarkably, that in a fully coupled poroelastic micro-fracturedrock. When the permeability depends
medium, fluid pressureinside the sphere initially rises strongly on the fluid pressure, a shock-wavetype of
before decaying to the steady-state pressure. This is pressurefront may result. This is similar to nonlinear
an illustration of how coupling two or more linear pro- thermal wavesthat occur in high-temperature plasmas
cesses,even with homogeneousproperties, can lead to when radiation heat conduction is the dominant heat
quite surprising behavior. transfermechanism[Zeldovich,1966]. Thus, qualita-
tively accurate simulationsof the poroelasticresponse
S.2. HeterogeneousProperties
of fractured materials may require that nonlinearper-
The prediction of contaminant movement and the meability be consideredin simulations.
flow of fluids in a petroleum reservoirrely heavily today Mantle convection,which is the driving force of tec-
on the useof geostatisticalmethods to quantify the role tonic plate movement, can be representedby coupled
of heterogeneitiesin controlling fluid flow in the crust equationsfor heat convectionand fluid flow. The equa-
[Tompson,et a/.,1998].Measurements of the hydrologic tions are highly nonlinear becauseof temperature

pressure-dependentviscosityand nonlinear stress-strain
relationships. The dynamicsof these processesare com-
plex and the consequencesof different theories about
mantle properties can only be explored through simu-
lation [Christensen,
1989].
3.4. Time Evolution of Material Properties
The properties of a porous material change over rela-
tively short timescales. The primary agent in the rapid
alteration of rocks in the earth is moving water. The
time scalefor chemical alteration of the flow properties
of crustal rocks may be short enough to play a signif-
icant role in a number of geological processesin the
shallowcrust, includingearthquakes. Byerlee[1996],
for example, presents a model for the earthquake cycle
which dependsupon evolving permeability and poros-
ity in and near the fault zone. Computer simulationsto
test suchhypothesesmust include the effectsof evolving
material properties.
3.5. Scientific and Engineering Computing
To understand the behavior of complex systems we
must be able to carry out quantitative computer exper-
iments and manipulate each of the parameters of the
model so as to determine their effect on the whole sys-
tem under various conditions. The use of the computer
as an experimental tool to explore the consequences of
competing physical models is often referred to as com-
putational science. This activity may be distinguished
from the use of the computer to compute the answer
to a problem where the physical model is known. We
may refer to this latter activity as engineering comput-
ing. Both of these kinds of numerical computing can be
mathematically challenging,both can stretch the capa-
bilities of the largest supercomputersto their limit, and
both are very important to the advancement of pure
and applied science. Earthquake scienceis not ready
to carry out engineering calculations. The most im-
portant processesare not yet understood. But earth-
quake scienceneedsto carry out computer experiments
with various physical models in order to determine the
consequencesof these models in coupled, complicated,
realistic settings.
Engineering calculations require that the underlying
physicalmodels, hencethe mathematical equationsthat
are being solved,be known and relatively stable. Com-
mercial softwarepackagesgenerally offer the best means
by which to solve such problems, becausethe codesre-
quired to solve complex engineering problems can rep-
resentmany programmer-yearsof effort to build. Scien-
tific codessometimesrequire as much effort to build, yet
BOSL 249
scientists,graduate students, and industrial researchers
often build their own codes from scratch, perhaps with
the help of math libraries. There are several reasons
for this, including the desire to "own" the code and
perhaps a distrust of code written by others. But the
main reasonsmany scientistsfeel the need to write new
code may be found in the task itself: scientific codes
(as definedhere) are usedto experimentwith various
physical and mathematical models, compare different
constitutive laws, and test the consequences of alterna-
tive theoretical ideas. It is necessaryfor the scientist
to be able to change fundamental aspects of the code
in order to carry out the numerical experiments. This
is why so much effort is expendedin scientificcirclesto
write and rewrite numerical codes. Yet there is much
repeated and wastedeffort in this approach. We can do
better.
The advanced mathematical methods and new quan-
titative models, such as cellular automata models of
physical systems being developed by computer scien-
tists and mathematicians are not easily used for explo-
ration of earth systemsuntil they are implemented in
software. (See, for example,Chopardand Droz, 1998;
Wolfram,1994; Toffoliand Margolus,1994). The earth
sciencecommunity needs a set of software components
which represent the dynamics of various physical pro-
cessesand that are designedto be easily coupled to-
gether, extended, and modified. Earth scientistswant
to explore the consequences of physical processes;com-
putational tools are thus needed which allow geophysi-
cists to work at the level of physical processes,not at
the level of numerical math and low-level optimization.
4. SOLID EARTH SUBSYSTEMS
Complex systemsin the earth may be studied compu-
tationally by modeling fundamental processesand sub-
systems, then coupling these together. This approach
allows the computer to be used as an experimental lab-
oratory to investigate the effectsof single processeson
the entire system. Complex dynamics can emerge from
the complicated interactions and nonlinear responseof
basic processes. This approach requires that software
components be constructed in a way that mimics na-
ture. Complex processessuch as earthquakes may be
thought of as a hierarchy of subprocesses:the funda-
mental laws of solid and fluid mechanics,thermodynam-
ics, and chemistry govern the behavior of the brittle
upper crust, the asthenosphere,faults, and the man-
tle. In some cases,the relevant physical processesare
well-understood. In others, it is not clear which
250 MODELING COMPLEX CRUSTAL PROCESSES

TABLE2.Themostcommon
dynamical
variables
whichdescribe
thephysical
state
ofthecrust.

Dynamical variable Governing

equations Controlling
parameters
Displacements,u•, u2,u3 Navier equations elasticmoduli
Displacementrates Viscoplastoelastic moduli,rockviscosity
Porepressure Hydraulic
diffusion permeability,
viscosity
Temperature Thermaladvection/diffusion
thermal
conductivity
Porosity Solid phasefraction mineralfractions
Mineral species Geochemical
system activitycoefficients

physicalprocesses
(whichare known)are mostimpor- a strategyis givenfor implementingnumericalsoftware
tant, nor is it understoodwhat happens when several that is designedfor experimentation.Generalassump-
processesare coupled. tionsabout the spatialand temporalvariabilityof ma-
The primary subsystemswhich are important for terial properties are made so as to not dismiss hetero-
earthquake physics are described here. Processesin geneouscoefficientsand nonlinearitiesthat might be
the upper crust are discussed in detail, sinceit is often important in somecircumstances.Though geochemi-
consideredto be an elasticbody for earthquakestud- cal modelingwill not be considered in any detail here,
ies. There is considerable evidence that thermal and the roleof geochemicalmodelsin the generalmodeling
fluid processesalsoplay a significantrolein earthquake frameworkis indicated.Thoughthe frameworkoutlined
physics,so the full thermoporoelastic equationsare de- is appropriatefor generalsimulationson many scales,
veloped.Asthenospheric and mantle dynamicsare not the specificintention is to build a simulation framework
described in detailbecause referencesto theseequations that can support computationalexperimentationwith
are readily available. Faults are discontinuities in the fault models and earthquakesourcemechanicsembed-
(continuum)
uppercrust.A briefdiscussion
ofhowthey ded in a complex continuum model of the crust. De-
may be incorporatedinto an evolving,complexthermo- tailed presentationof the thermoporoelastic
equations
poroelasticmedium is given. The primary purposeof are given here becausethey are often absent from dis-
this sectionis to describeseveralof the mostimportant cussionsof earthquakephysics.
subsystemsin the earth can be reflected in a hierarchi- Table 2 lists some of the most common fundamental
cal systemof softwarecomponents
whichcan be used, variablesof interestwhen describingthe physicalstate
modified,and combinedto investigatecomplexearth of the earth's crust. Along with each variable are the
systems. simplest(linear, uncoupled)equationswhichare used
to model the variable and the most important mate-
•. 1. Processesin the Upper Crust rial propertiesthat effectits dynamics.Geochemistry
is a vast subjectand the modelingof geochemicalsys-
The brittle crust is often modeled as an elastic solid tems is a complexundertaking in itself. Of primary
for purposesof studyingseismicwaves,fault mechan- interest for modeling the physical state and evolution
ics, and rock physics. Hydrologistsand geochemists, of the crust is aqueousgeochemistryas an agentfor
whoare generallyinterestedin fluiddynamicsor aque- modifyingthe material propertiesof the crust, such
ous chemistry,treat the crust as an immobileporous as permeability and elastic moduli. Porosity is usu-
mediumthroughwhichfluidsflow. Faultscangreatly ally consideredto be a material propertyrather than
complicatemattersfor both the mechanical and hydro- a dynamical variable. However, when the rock mate-
logicaspectsof crustalmodels.Of course,physicaland rial that makesup the crust has evolvingproperties
chemicalprocesses occursimultaneously and in a cou- due to chemicalchanges,porosity can be considereda
pled fashion, resulting in dynamical behavior that is fundamental variablewhichdependsprimarilyon the
sometimes counter-intuitive,may evenappearrandom, total solidphasefractionin anygivencellvolume.Key
and is difficult to predict. materialproperties,suchaspermeability,thermaldiffu-
First, a generalsetof equationsfor thermal,mechani- sivity,andelasticmodulicanbe derivedfromporosity,
cal, and hydrologicprocessesis derived in a form that is givenotherparameterswhichdefinethe quantitativere-
intendedfor computersimulation.That is, generalas- lationshipbetweenporosityand other properties.The
sumptions aboutcoefficients(materialproperties)are Kozeny-Carmen rule[Dullien,1992]forcomputing per-
retained.More than just presentinga set of equations, meabilityfromporosityis an example.To usethis
 BOSL 251

an exponent and a constant parameter must be speci- subsystem. Models designedfrom this viewpoint allow
fied in addition to porosity. numerical experimentation with complex friction laws
There are many equations which can be specifiedto and "standard" continuum models by one group of sci-
govern the evolution of the relatively small set of dy- entists while another group experiments with evolving
namical variables shown in the preceding table. The continuum properties and its role in the earthquake cy-
basic governing equations listed in the table may be cle while assumingsimple fault dynamics. This is the
coupledinto systemsof equations. Or, nonlinear terms flexibility that is sought by the construction of a set of
may be added to the simplestlinear equations. In some standard earth sciencesoftware components.
situations, the material parameters may be nonlinear In the following development,we will assumethat the
functions of the dynamical variables. For some ma- material properties are functions of space, time and the
terials, anisotropic elastic moduli may be appropriate. state of the system, such as pressure,temperature and
One of the primary tasks that must be accomplished stress. Permeability is a tensor, rather than a scalar,
by computer simulation is to determine which equa- since flow anisotropy in fault zones may be significant.
tions model the observed behavior of the crust by ex- Of course, inclusion of these complexities in the equa-
perimenting with different fundamental equations, cou- tions is certainly not exhaustive. However, the frame-
plings between equations, and spatial distributions of work presented here is intended to allow for expansion
material properties. Complexdynamicscan emerge and development as understanding of crustal physics
from a combination of simple processes,each of which grows.
is understood in isolation. Complex fault models do 4.1.1. Mass BalanceEquations. A rigorousderivation
not introduce any new independent variables; rather, of equations that can be found in other papers and texts
faults representdiscontinuitiesin the displacementfield. will not be givenhere. (Rice and Cleary, [1976],is a
Fault models may be embedded in a complex contin- classicpaper,for example;Charlez,[1998],givesa par-
uum model. Ideally, one would like to simply specify ticularly thorough development of thermoporoelastic-
the particular continuum model at run time, as well as ity; Detournay[1993],and Wang[1998],treat isother-
the particular fault model, including friction laws and mal poroelasticity).Rather, a reviewof thoseaspectsof
so on. The means for doing this will be discussedafter the derivations that differ from standard treatments is
the continuum equations have been developed. given. This primarily involvescoefficients(permeabil-
One of the most important aspectsof the crust which ity, porosity,elasticmoduli) or state variables(tem-
is not governeddirectly by any of the above equations perature,pore pressure)which are usuallyassumedto
is faulting. Fault movement may alter someor all of the be constant in space and time, restrictive assumptions
primary variables listed above, as well as the material which will not be made here. Only the case of a single
properties which govern the evolution of the primary fluid phase which saturates the porous material will be
variables. From a modeling point of view, faults may consideredin the present study since this is of great-
be consideredgeometrical regions that surround a set est importance for earthquake studies. Multiphase flow
of surface discontinuities in the continuum. Movement may be of importance in some regions, such as near
along the fault surfacesare governedby laws distinct geothermal sourcesand perhaps volcanoes.
from the continuum equations. For example, displace- Darcy's law states that the flux of fluid in the xi
ment along boundary points which make up opposing direction is
facesof a fault might be displacedby applying a friction

qi- q3vi
kiJ(O•xP
• )
law when shear stresses exceed some threshhold. At
- (1)
the same time, thermal conductivity equations might
be unaltered by the presenceof the fault, except that
a heat source is added during sliding. The inclusion where qi is the volumetric flux per unit area, O is the
of faults in a simulation of the crust will necessarily porosity, vi is the fluid velocity, p is the fluid density,
involve complicated gridcling and decision algorithms gj is the accelerationvectordue to gravity, kij is the
which will not be discussedin this paper. Generic fault absolutepermeability tensor,/• is the viscosity,and p is
componentscan, however, be easily included in the gen- the fluid pressure. Fluid mass conservationis expressed
eral framework presentedhere and this will be indicated as the divergenceequation:
where appropriate. It is important to emphasize that
the thermoporoelastic continuum can be treated as a
subsystemdistinct from, yet tightly coupledto, a fault ot -o
252 MODELING COMPLEX CRUSTAL PROCESSES
Substituting equation 1 into equation 2 yields an
equation for flow in porousmedia:
0m 0
Viscosity,/•, may depend significantly on the tempera-
ture of the fluid, which is spatially variable in general.
Hence, the viscosityterm must remain inside the spatial
derivative.
The time derivative of the fluid mass requires care-
ful evaluation. The fluid mass per unit volume is the
product of the fluid density and the local porosity of
the material. Since our intent is to simulate crustal
havior on a macroscopicscale,grid blocks,which define
elementary volumes in simulations, will be assumedto
be large enough to treat porosity and other material
properties as well-defined continuum variables.
Fluid density will be assumedto depend on pressure
and temperature. It may also depend on the concen-
tration of dissolvedspecies,but in this paper chemical
species concentrations are treated as given quantities,
either specified constant values or derived from an un-
specifiedsimulator.
Porosity will depend on the fundamental state vari-
ables pressure,temperature, and hydrostatic stress. It
can also vary with time due to inelastic pore volume
changesassociatedwith material deposition and disso-
lution or plastic deformation. In functional notation,
p - p (p,T)
- (p,T, t) - (p,Z, (t)
Note that the pore volume has been separated into a
time-dependent porosity •b0,whichis assumedto vary
by chemical changesand inelastic deformation and a
multiplicative scaling porosity that is dependent upon
pressure, temperature, and hydrostatic stress. In the
relaxed state, that is, when p- Prey, T- Trey, and
ey- eYreyare zero, 0 will be equal to one.
The massderivative with respectto time may be writ-
ten
ot
The pore volumescalingfactor, •b(p,T, a), will gener-
ally be closeto one for matrix porosity, but may vary
over a considerablerange in fractured media. In fact, if
the anisotropiccompressibilityof fractures is to be con-
sidered,the full stresstensorrather than just the hydro-
static stress must be considered in order to evaluate the
porosity change due to stress. In this case, the poros-
ity (and consequently
the permeability)will dependon
the orientation of the stressfield. There are many situa-
tions in which this will be significantfor crustal dynam-
ics [Zoback,1992]. In this situation,quantitiesderived
from porosity,for example permeability, will depend on
other parameters besides porosity, such as the stress
orientation, pore pressure, mean fracture orientation,
and so on. This level of complexity can be incorpo-
be-
rated by makingthe materialproperties(coefficients in
the equations)functionsof the statevariables.The role
of inelastic porosity changesin generatingabnormally
high pore pressureand its consequences
for tectonic pro-
cesses
wasexploredby Walderand Nur [1984].
Fluid density depends only on the pressureand tem-
perature of the fluid; note that temperature and pres-
sure are time-dependent, however. When dissolvedmin-
erals are present, the density may also be a function of
aqueousspeciesconcentration. It will be assumedhere
that chemicalconcentrationsare low enoughthat their
effect on fluid density can be ignored. There are many
caseswhen this is not true, for instance, when sea water
intrudes a freshwater aquifer. But this is not important
for tectonic processes. Thus, the time derivative for
fluid density is:
(4)
= N+ ot
If the coefficientsin parenthesesare taken to be con-
stants we have
Op
= •p (S)
Op
OV-- O•pp (9)
Similarly,the time derivativesfor •bmay be expanded
as
In many situations, it is correct to model the variation
of porositywith pressure,temperature,and hydrostatic
as constants also:
 BOSL 253

To allow for evolution of the pore spaceto modify the

=•,• (12)
OT coefficients, a useful form for the parameters c is that
givenin Charlez(1997)'
o•
c - c){Cf + C,•} (19)
Oa="7• (13)
The elastic constantsin equations 11 through 13 may where Cf and Cr are the fluid and rock compressibili-
be used in equation 6 and equation 10 to yield ties,respectively,
anda in McTigue[1986]'

• - • (.• - .•) (20)

+*• +••aT)
+• (00oh
-b-i-/ wherec•f and c•sare the fluid and rock thermal expan-
i,•(14) sion coefficients, respectively. The fluid compressibil-
ity can be assumed to be constant. For small poros-
Combining these expressions,we get'
ity changes, the rock compressibility may also be as-
sumed constant, though an accurate representation re-
quires that Cr will vary over time as the rock evolves
inelastically.
+*•-(•*+•"• +• 7; in
(15) Two more equations are needed to resolve the sys-
tem. These are derived from the strain compatibility
conditionsand from energybalance(that is, thermal
whereb = •, + •p. The valueof theseparametersin
terms of commonly measuredelastic and hydraulic pa-
advection-diffusion
equation). It shouldbe especially
rameters will be examined later. Note that noted that we have not assumedthat the permeability
the varia-
and elastic coefficientsare constant. In the most gen-
tion of porosity due to inelastic pore spaceevolution in
eral case, these coefficientsmay be spatially variable,
equation 15uses thefactthat•ø•tø)--- may be nonlinear functions of pressure, temperature,
Following the derivationin Charlez[1991], chapter8, and stress, and may change over time due to chemical
the coefficientsin equation 15 can be identified in terms
alteration of the porous structure. The two additional
of common material parameters. Let
equations required are derived below.
•.1.2. Heat Transport. A full treatment of the ther-
0•, (,,•, - ,,)
c- 2GB2
(1+•,)(1
+•,•,) (16)
modynamics of fluids should include internal energy
changes,mechanical work performed by the fluid, and
work against friction arising from the viscosity of the
Substitutingequation 1 and equation 15 into equation
fluid. For many tectonic problems, it is sufficientto rep-
2 yields
resent some of the material properires by appropriate
averagesbetweensolid(mineral) and fluid phases.The
apza,,) or
c • q- Ot -- a Ot = energy balanceequation for thermal advection-diffusion
of a single phase fluid is

O(kij(Op
axi •- • + pgj 7/)• (•7)pep
at pfcpfqi
Oxi OxiDij(x) - QT(x)
(21)
wherea = (1 - -)(ad - C•u)/ (1 + •u), c•dand C•uare
the drained and undrained thermal expansion coeffi- where%, p, cp are the effectivethermal conductivity,
cients, respectively,Ku is the undrained bulk modulus, density, and specific heat, respectively, which may be
and other parameters are as before. The bulk modu- taken to be the volume-fraction weighted averages of
lus can be written in terms of the shear modulus and fluid and mineral properties.pj, is the fluid density,cj,
Poissonratio, parameters that have already been intro- is the specificheat of the fluid, Dij is the effectivether-
duced: mal diffusivity tensor of the saturated porous medium,
Qr (x) is a heat sourceand qi is the Darcy velocity

•:•= 2G
3(•(1
- -2•)
.•,) (18) which may be found from equation 1. The latter term
couplesthermal advection to equation 17. More
254 MODELING COMPLEX CRUSTAL PROCESSES

descriptionsof the thermal diffusivity are possibleif the

some grid points, such as explicitly modeled fault sur-
medium is consideredto be a multiphase systemwhere faces,then the poroelasticequationsfor p and T must
solid and fluid phasesare present. Each phase, solid be solved simultaneouslywith the three equationsfor
or fluid, then has a distinctthermal diffusivityand the displacement in 26. The mean stress in this case be-
massfraction or saturationof eachphaseis a dependent comes a derived parameter:
variablethat changeswith time as flow proceedsand as

Ks - KsOuu_( 2)Ouu
chemical reactions alter the solid matrix. The thermal
diffusivitywill, in general,be spatiallyvariable. Thus, rr- •-• 30x•- • + •G Ox• (25)
it is important to keepthe diffusivity parameter within
the outer spatial derivative in equation 21. where KB is the bulk modulus of the medium.
To completethe systemof partial differential equa- The three equationsfor the displacementsin terms of
tions, we need to introduce a constraint on the elastic pore pressure and temperature are:
deformation that ensures that the strains will be con-
tinuous acrossthe domain. The derivationof this equa-
tion followsfrom the compatibilityequations[Riceand + +
Cleary,1976;Charlez,1991;Charlez,1998]and hasthe o o
form of a Poissonequation: Oxi
c•(p- pref
) - •--•xiC•T
(T- T•ef
) +p•(x)gi(26)
02 whereui are the three componentsof the displacement
0x32
' (or
4-clp
4-c2T)
--3g
(½p
4-(1- 4) (22)
vector, ,• is the Lame coefficient, and G is the shear
modulus. Note that both of these may be spatially
wherethe constantsCl and c2may be expressed
in terms variable. The Biot-Willis parameter, c•, is a function of
of commonly-knownmaterial parametersby: Skempton's coefficient and the drained and undrained
Poisson's
ratios:a = 3 (v•, - v) / (B (1 - 2v)(1 + v•,)).
aT is the effectivebulk thermal expansioncoefficientfor
Cl: B(1- •,)(1
+•,•,) (23) the fluid-saturatedmedium as above.The right sideof
equation 26 is expressedin ternis of the deviation of the
porepressurefrom a referencevalue,p•i. The gravi-
4G (1 + tational force vector, gi, will have only a z-component.
c2=9(1-.)cT (24)
pr is the density of the fluid-saturated rock at x. If the
independent variables are deviations from a reference
c•T is the effectivebulk thermal expansioncoefficient value the gravitational force terms will be zero. Note
for the fluid-saturated medium in the drained case. The
that the elastic moduli are insideof the spatial dervia-
body forceterm on the right sideof the equationis the rives.
gravitational force on the mean density of rock mass Only quasi-static deformation has been discussed.
and fluid mass.p is the fluid densityandpr is the rock For studiesof crustal stressevolutionon scalesgreater
density.The latter may be spatiallyvariable. than an hour the quasi-static equations are sufficient.
4.1.3. ElasticDeformation. Elastic deformationmay When dynamic effectsare important, such as during
be computedfromthe stressequilibriumequationswith fault rupture, a time derivative term must be included
porepressureand temperatureas appliedforces(equa- in equations26 and thesemust be fully coupledto equa-
tion 26). If the fully coupledporoelastic
diffusionequa- tions 29 and 31; the equilibrium equation for mean
tions are used, as describedabove,the mean stressde- stress, equation 30, cannot be used because this was
rived from solvingthe equilibriumor Navier equations derivedfrom an assumptionof static stressequilibrium.
(equations26) will be exactlyequalto the meanstress •.1.•. Summary of ThermoporoelasticEquations. The
that is evolvedin the coupledporoelasticequations, set of general equationsfor a thermoporoelasticmate-
equations17 and 22. It is computationallyefficientto rial with six unknowns,p, rr, T, and the three compo-
solvethe coupledporoelasticequationsand the stress nents of displacementui, are as follows:
equilibriumequationsin this decoupledmanner. How-
ever, this approachassumesthat boundaryand initial
conditionscan be assignedto p, rr and T. If bound- (OpOc•
) -a OT
c -•+B-• O--•-=
ary conditionsfor the meanstresscannotbe assigned,
or if displacement boundaryconditionsare requiredat
 BOSL 255

4.1.5. Material Properties. The mechanical and hy-

peCpe
Ot=pCpfqi--
4-577x
Dij(x) q-QT
(28) drologic properties of porous rocks may be modified
quite rapidly on a geologic time scale by the flow of
water through the pores. Evolution of rock properties
is invoked as an essentialprocessin some theories of the

[a+(B(1-,)(l+-u)
Ox• 2(.u-.))p1+ earthquakecycle[Byerlee,1996; Rice, 1992]. Porosity
is the primary variable in that is modified, with other

02[(4G(l+v))T]--3g(•p+(1-•)p•)
variables properly determined from the evolving pore
Ox• 9(l-v)aT (29)
structure: permeability, the elastic modulii, and most
of the other parameters are functions of the porosity of
the material. Temporally and spatially variable mate-
0 0 rial properties can be computed as a separate compo-
+ + - nent in the simulation and updated in the system of
continuum equations and the fault model. In this way,
o o
(30)
. (p- ) - b7xi
.r (r - )+ the different pore evolution models can be implemented
by different researchersusing standard continuum and
where fault components.This will be illustrated in more detail
below.

qi -- + (31)
11 • PgJ •.2. Numerical Simulation of the Upper Crust
A thorough treatment of all of the numerical tech-
in equation28. These may be solvedas two systems
niques needed to solve a complex set of coupled partial
of equations,equations27-29 as oneset and equations
differential equationsis beyond the scopeof this paper.
30 as another,eachwith three unknownvariables.The
A brief overview of a finite element approach to the so-
strain tensorand stresstensormay be computedas de-
lution of the thermoporoelastic equations given above,
rived quantitiesfrom the aboveequationsusing
equations 29-31, is given here. The Navier equations
for static elastic deformation, equations 32, are stan-

1/Oui Ouj•
eij--• • OXj
q-OXi
?
(32) et al.
dard and can be found in many texts, such as Pande,
[1990]. Langtangen[1999]containsan excellent
discussion of finite element discretization and related
numerical mathematics issuesfor scientists and engi-
2G
neerswho are primarily interested in using the methods
Ox•
J&•
(33) rather than proving theorems about the methods.
4.2.1. Finite Element Spatial Discretization. We first
Alternatively, when displacementboundary condi- write the generalset of equationsin the followingform:
tions are required, a singlesystemof equationswith
fiveunknowns,equations27, 28, and 30 aresolved,with
equation25 usedto computethe derivedparameterrr
instead of equation 29.
al Ot : Oxi •xjP +f (34)
The full set of coupled partial differential equations
may only be solvedin its presentgeneralformulation 092
by numericalapproximationon a computer. Various
assumptions allow simplerformulationsof the thermo-
Ox•
(blP
q-rrq-b2T)
-0 (35)
poroelasticproblemwhichadmit analyticalsolutionsor

OT OT0 (O••xTj)
straight-forward numericalsolutionsanalogous to heat
(36)
diffusionproblems.Becausethe permeabilityis not as- c-•- - qi•xi q-•xi dij
sumedto be constant,equations27 and 29 cannot be
combined in the mannerdoneby Riceand Cleary[1976] whereal, a2, f, bl, b2, c, and dij are simplyshorthand
and others cited previouslyto give an evolution equa- notations for the coefficientsin equations 27, 28, and
tion in a singlevariable m = p + Ba.
256 MODELING COMPLEX CRUSTAL PROCESSES

The finite element discrete form of these equations is

derived by approximating the unknown functions P, rr
and T by a linear sum of basisfunctions. Here we use
di- • fWida
+•oagWidF
(46)
the method of weighted residualsor Petrov-Galerkin
formulationHelmig[1997],wherethe weightingfunc-
tions Wi and the basis functions Ni may be different.
- /nQrWda
+fon
qrWdr(47)
Petrov-Galerkin elements are used primarily to control

Bij Ox•
Oxt
- /f•(OWi) df•
ONj
numerical dispersion,which may be useful in the ther-
mal advection terms. In the standard Galerkin finite (48)
element formulation, Ni -- Wi.

••-/• pgW•
d•2 (49)
n

i--1

and the functions Ni are the finite element trial func-

n tions. Prescribedflux boundary conditionsare the func-
tions representedby g and gT for pressure and tem-
(t) (38/ perature flux conditions. Mathematically, a fluid flux
i--1

boundarycondition,in the directionof fi, is

n

i--1 /=1 k=l

where n is the number of nodes, Wi are the finite ele- The prescribedheat flux has similar definition. In a
ment weightingfunctionsand the pi, si, •-i are unknown computer code,g and qT are defined flux valuesat the
valuesto be determined. A spattally discreteweak form boundaries or at internal source points.
of the system of equationsis given by d.œ.œ. Time Discretization. Temporal discretization
is accomplishedby the theta method:
d (pj + Bsj + a2rj)
alMij dt q-Kijpj- di (4o)
•tr __•tr--1
At
: Og
r q-(1 - 0)gr-1 (51)

When 0 : I , for example, we recover the backward

Bij (blpj q-sj q-b2rj) - 7i (41)
Eulerapproximation.
0- « gives
theCrank-Nicholson
scheme. The theta method can formally be applied to
drj equation 40 by writing it in the form
cMij.-•-+ Dijr•- Qi (42)
d(pj + Bsj + a2q-j) 1
where
: --m -1 (d- Kp)
dt al
(52)

Mij-/• WiNjdf• (43) 4.2.3. Linear and NonlinearSolutionMethods. Apply-

ing the theta scheme,we obtain a linear systemfor the
unknowns at the time level r:

KO
- z•• kkt
(X)Oxk
Oxt (44)
where
Au - c (s3)

Dij = Aij =
3

+O/ktKijala2Mij
(alMij )
BalMij
d• blBij Bij b2Bij
k=l /=1
+ Wiq••x• (45) 0 0 cMi• + OAtD•j
 BOSL 257

•. 3. Faulting Processes
(55) Frictional processesthat control slip on fault seg-
ments are not well understood. The physical processes
associatedwith faulting occuron many timescales,from
½i =
the long-term evolution of fault zone state variables
alMijuj q- - ) AtKijp•
-1 (stress,fluid pressure,temperature)and material prop-
erties, to frictional processeswhich control dynamic
cMijuj
•-1 + (0 - I ) AtDijpj-1 + AtQi rupture on a scalesof seconds. Many simplified mod-
els of fault behavior have been proposed and studied.
The linear systemin 53 becomesnonlinearwhen the Many of these are variations of the slider-block model
coefficients, such as the permeability tensor, depend originallydevelopedby Burridge[1967]or someform of
on pressure,stress, or temperature, or evolve in time. interactingpoint-faults[Rundle,1998].The interaction
The system of nonlinear equations may be solved us- between faults is governed by the intervening contin-
ing a Newton-Raphsoniteration. In this method, the uum, which may be modeled as a simple homogeneous
quantity c- Au r is minimized using the the Jacobian elastic material or as an evolving, heterogeneousma-
(derivative)matrix of c - Au r. Details can be found terial as discussedpreviously. Similarly, faults may be
in texts on numerical optimization such as Dennis and modeled as simple point sources,or as sliding surfaces
$chnabel[1983]and Langtangen
[1999]. governedby complicatedfriction laws that include state
Equation 30 can be discretized in a similar manner. variables(stress,porepressure,temperature).For com-
The resulting linear system is putational experimentation, it will be important to ab-
stract the essential features of a fault model from the
Ax- b (57) details of a particular fault model.
The study of earthquakes might be reduced to two
wherex is the vectorof displacements, x = (Ul, v1, Wl,
basicproblems,one a long-time processand one a short-
u2, v2, w2, ..., us, v,•, w,•). A is a 3n by 3n nonsym-
time processes:(1) what are the long-termforcesand
metric matrix, which can be partitioned into n blocks
processesthat leadto seismicruptureof faults;and (2)
of size 3 x 3 each. The generalformula for block Aij,
oncea fault beginsto rupture, what governsthe rupture
which representsthe coupling between node i and j, is
length and how do waves propagate in the surround-
ing complex medium. This paper is primarly concerned
ail• ... ailj
3
with developingmodels to study the first problem, so
Aij = ' '.. : (58) our brief discussion of faults is in this context.
ai• ß.. aij33 •.S. 1. Fault Models. There are two primary methods
for modeling the interaction of faults embedded in a
and
continuum background: semi-analytic or Green's func-
tion or Boundary Element methods, and finite element

q-
•Ni,rNj,sl
d• discretization with the fault modeled
(59) boundary. Semi-analytic or boundary element methods
may be grouped together becausethey are mathemati-
as an internal

The correspondingpartitioning for b is cally very similar. The essenceof these methods is the
representation of faults as point sourcesembedded in
an infinite domain. The influence at any location in the
domain of all of the point sourcescan be determined
(60)
by linear superpositionof each source. The advantage
of these methods is two-fold. First, faults are easily
where defined by their location and orientation in space. Sec-
ond, if the goal of a computation is to calculate stress
changesat only a limited number of points, such as at
the locations of all other faults, there is an apparent
2a
+ 3A)+ aT (T - Trej')Nj,r q-O•(p -- Pref)]d• savingsin computational effort sincevalues do not have
(61) to be computed at extraneousgrid
258 MODELING COMPLEX CRUSTAL PROCESSES
The drawback of boundary element methods is that
fundamentalanalyticalsolutions(Green'sfunctionsor
influencefunctions)mustbe determinedforthe medium.
This makes it impossible to model complex thermo-
poreelastic media with evolving material properties,
since the influence functions cannot be determined.
Finite element methods require that faults be explic-
itly modeled by grid points. The advantageof this ap-
proach is that the medium in which the faults are em-
bedded can include realistic complexity Heterogeneous
and evolving material properties, pore fluid flow, and
heat dissapation can all be included. Complicated fric-
tion laws to define the interaction between the planes
that make up the fault segmentsurfacescan be devised
and studied. Realisticmoving(plate) boundariescan
be simulated. The cost of this greater realism is much
greater computational effort due to the need for many
more grid points to representthe domain and embedded
faults.
4.3.2. ComputationalEffort. When many faults are
involved, it is not clear that a semi-analytic method
gives numerical advantages. The solution of a bound-
ary element problem where, for example, nf faults are
represent by a single point each, requires that a dense
linear systemof nf equationsin nf unknownsbe solved.
The
solution
ofsueha
system
requires
O(n•)oper-
ations. New approaches(such as the fast multipole
methodusedfor astrodynamical problems)may reduce
the computationaleffort to O(nf log(nf)). Although
the number of grid points for a finite element discretiza-
tion may be larger, this can be minixnizedby using vari-
able meshes. The matrices that result from finite ele-
ment discretizationsare sparse. Methods for sparsesys-
tems can convergein perhapsO(NlogN) operations,
where N is the number of grid points. Multigrid meth-
odsscalelinearly;that is, they convergein O(N) oper-
ations. Because finite element methods allow the seis-
mogenic upper crust to be treated as a more complex
material than boundary element methods, the develop-
ment of appropriate solversfor thermoporoelasticprob-
lems may make this approachmuch more attractive for
studies of earthquake physics.
It should be mentioned that mathematical methods
for the types of problems that will arise in earthquake
simulations may not yet exist. Multigrid methods are
not generic solversas, for example, iterative methods
such as conjugate gradients. One of the problemswith
the irregular grids that must be employed for explicit
fault modeling is that the notion of grid refinement is
not clearly defined. The compositegrid model discussed
FaultSystem
I
FaultSegment
StaticFaults
I DynamicFa
Simple
Dislocation
] ........Element ! i (FiniteE!ement)
(Green's function) l
r-_'ak
............ i• •• New
i f•ction
lawgl
Newsliplaws • • F•t m•tipole
' imp•menmtion
,
•New
friction
!a•2
Figure 1. Schematicdiagram of a fault system hierarchy.
here may introduce a method for defining grid refine-
ment. The backgroundcontinuum grid, which may be
assumed to be rectangular, and the embedded fault
zonesmay each be refined separatelybefore combining.
Such mathematical details require further researchby
numerical mathematicians and may be of great benefit
to computational geescienceresearch.
4.3.3. SoftwareImplementation. A hierarchicalobject-
oriented paradigm is particularly well-suited to compu-
tational experimentation with many fault models, on
many timescales, by many different researchers. Pre-
existing faults may be treated as an array of planar
segmentshaving a particular orientation and location
in space, embedded in a continuum thermoporoelastic
backgroundmaterial. Each planar segmentmay be re-
ferred to as a fault segment. A fault is then simply
an array of fault segments. A .fault systemis the to-
tal collectionof faults in the entire simulation region.
On timescalesmuch longer than the rupture time of an
earthquake event, the essentialfeature of fault behavior
is that its strength and stressstate evolve until a rup-
ture event. The rupture event causesan instantaneous
changein the stressstate of the surroundingmedium.
This is the behavior that must be captured in a gen-
eral earthquake model. In figure I a class hierarchy
is illustrated for modeling faults in a continuum. By
implementing generic fault behavior in the base class,
a mechanismis available for experimenting with and
comparing many different fault models in the context
of different lithospheric models.
Implementation of fault dynamics must include the
dual nature of the faults as objectswith their own dy-
namics and as part of a continuum. That is, faults
exhibit both continuum dynamics,including fluid
 BOSL 259

a) b) c)

faul•

faull zone

•-- Cominuum

Figure 2. Uniform continuumgrid with embeddedfault segment. a) backgroundgrid and fault; b)

griddedfault segmentand surroundingfault zoneimposedupon backgroundgrid; c) resultingcomposite
grid. Dashedline in b) and c) denotesinternal boundarypointsthat makeup the fault segment.

heat transport, and non-continuum dynamics. The lat- way, the scientist may concentrate on the consequences
ter primarily involvesthe rupture process,which may be of the physical model, not code implementation. For a
modeledas movementalongplanar segmentsaccording general model of faults it is not important which slip cri-
to prescribedfriction laws or other models that govern terion is specified. Each fault segment must be able to
slip movement. In general, the timescale for continuum compute from state variables and parameters whether
behavior is much longerthan the timescalefor fault rup- or not its slip criterion has been met. For example, as
ture. This separation of scalesmay be exploited in the the regional continuum model evolves in time, at each
computer simulation of the earthquake cycle. time step the relevant state variables are given to each
For semi-analytic fault models, continuum state vari-fault segment and the segmentmakes a determination
ables are defined explicitly for fault zones, but may as to whether or not its slip criterion is exceeded. If
be interpolated from the backgroundcontinuum grid. not, the fault segmentdoes nothing and the continuum
When a rupture event occurson a fault segment,it's ef- model continuesto evolve. The slip criterion may be dif-
fect on the regionalstatevariables(particularlystress) ferent for each fault or even each fault segment. When
is computed and added to the pre-event state variables. the slip criterion for a segment is exceeded,the partic-
The continuum aspectsof a fault system may be in- ular model for that fault segment takes control of the
corporated into a simulation by adding grid points to simulation.
the simulation domain. Fault segmentscan be rep- Slip on a definedfault segmentmay completelyignore
resented by any number of grid points. Addition of the details of the rupture process and only compute
these grid points to the continuum domain can be ac- the stress perturbation that results from the rupture.
complished by forming a composite grid. Fremming For this case, an elastic dislocation algorithm, using an
[1997]discusses the detailsof buildingcomposite grids undrained Poisson ratio to account for the presenceof
for modeling faults. Figure 2 illustrates the idea of a fluids, may be used to compute changesto the regional
compositegrid for fault modeling. stress and pore pressure fields. The perturbed stress
Fault rupture occurswhen the shear stress along a field and other variables may be used then to checkthe
segment of the fault exceedsthe frictional forces that slip criterion on other fault segments, and so on un-
prevent slip. The most commonsuch "slip criterion" is til all fault rupture ends. Small earthquakes or large
the Coulomb criterion: earthquakes may resulton any particularfault (that is,
an array of fault segments)dependingon the friction
law, pore pressureand stresschanges,and other factors
where rc is the shear stresson the fault, /•I is the that are included in the fault slip model. The number
coefficientof internal friction or simply the frictional of segmentsin a single fault that rupture sequentially
strength,cr,•is the normalstresson the fault (compres- determines the size of the earthquake event. Compu-
sionnegative),and p is the pore pressurein the fault. tational experimentation may be used to examine the
This criterion can be made as simple or as complex consequencesof choosingvarious physical models.
as desired by the researcher. The general design pre- After a single earthquake event, which may involve
sentedhere is intended to abstract generalbehavior into a complicated simulation in itself, control then passes
genericsoftwarecomponentsfrom which custom plug- back to the continuum field and it continues to evolve.
and-play components may be easily derived. In this The effectsof slip on a definedfault segmentcan also
260 MODELING COMPLEX CRUSTAL PROCESSES
computed by solvingthe continuum equationswith the
fault segmentcompositegrid points treated as bound-
ary points with a fixed displacement. Both method for
computing stresstransfer during slip eventsmay be im-
plemented and either chosenat run time.
The regional stressfield can also be updated dynami-
cally as as fault segmentruptures. In this case,the only
differencefrom the previous case is that the time from
rupture onset to completion on a single segmentis di-
vided into many time increments. A continuum model
which includesdynamic terms must also be used. The
time-stepping is controlled by the fault segmentduring
rupture. At each time step, an updated stressfield is
computed. The status of other fault segmentscan be
checkedat any time in the time stepping. Methods for
computing stresschangesduring dynamic rupture, such
as Green's function methods and fast multipole meth-
ods for implementing Green's function methods can be
implemented as subclassesof the fault segment class
and selected at runtime.
The frictional forces that control slip on fault seg-
ments may be best represented by microscale models.
Models that are similar to molecular dynamics meth-
ods used in materialsscience[Pecheniket al., 1999] tle crust. The brittle plates are driven at their lower
have been proposedto study heat generation and fault
surfaceinteractionduring rupture [SeealsoPlace and
Mora, 1996]. Methodshave been developedto allow
coupling of molecular dynamics simulationsto finite el-
ementmethodsfor crackpropagationproblems[Abra-
ham, 1998]. Suchhybrid methodsmay representthe
next generation of realistic fault models.
In summary, embedding faults into a continuum can
be accomplishedin a way that does not imply any par-
ticular fault rupture model. It provides a method for
numerical experimentation with various fault models
and friction laws within the context of a complex con-
tinuum. A fault system can be modeled as a collection
of faults, each of which is an array of fault segments.
Fundamental friction laws, slip criteria and methodsfor
updating stressdue to fault slip are containedin the var-
ious fault segmentmodelsthat are implemented. Using
object-oriented methods to build virtual fault classes
will enable researchersto implement their own physi-
cal models quickly as subclassesof the fault class and
use them in the context of a complex faulted continuum
simulation model.
J.J. GeochemicalProcesses
Geochemistryis a vast subject and will not be dealt
with here, though the component design of a general
crustal dynamics model presented here can readily be
extended to include coupling to a reactive chemistry
model. If a geochemistrysoftwarecomponentwas avail-
able, it would take as input from the hydromechanical
continuumcomponentthe state variables(fluid pres-
sure,temperature,stress)at a giventime and integrate
chemical concentrationsahead to the next time step.
The output from the chemistry model is taken as in-
put to the thermoporoelastic model, most likely as a
new solid phase fraction which modifies the porosity.
Pressure, mean stress, and temperature are then inte-
grated forward in time, and so on. Porosity and fluid
velocity values may be shared by each component as
the whole systemevolvesin time. If a geochemicalcode
is available, sequentialcouplingto the hydromechanical
model in the manner presentedhere should be straight-
forward. Extensive modeling capabilities for the evo-
lution of crustal properties by hydrothermal geochem-
istry have been developedby many groups,for example,
Bolton, et al. [1996].Thesecapabilitiesmay be incor-
porated into the framework described.
•.5. Viscoelasticity and Mantle Processes
Earthquakes are primarily a phenomenonof the brit-
boundary by movement of the viscousmantle. A vis-
coelasticcomponent can be built using the same object
technologyoutlined above and integrated into a genera!.
crustal dynamicssimulation. Though it is not clear that
a computer yet exists that could run a full mantle con-
vection code coupledto a faulted poroelasticcrust with
geochemicalprocesses,the designpresentedhere allows
for easy extensionand plug-and-play numerical exper-
imentation. Equations for modeling mantle convection
are presentedin severalarticlesin Peltier [1989].Nu-
merical methods for discretizing viscoelasticequations
are coveredin Pande, et al. [1990]and Langtangen
[1999].
5. A FRAMEWORK FOR EARTH MODELING
Scientific computing involves three aspects, all of
which are important when the computer is used as an
experimental research tool. These are mathematical
formulation of the physical processes,selectionof ap-
propriate numericalmethods, and robust, maintainable,
and extensible software implementation of the math-
ematical and numerical concepts. Too often the lat-
ter aspect is not given enough attention. The result is
that, at best, much time is wasted in trying to main-
tain or adapt complex codes. Even worse, erroneous
results creep in due to unmanagable code

and undetected bugs. New software design methodolo-
gies are developing to meet these needs. Though they
are well-developed in some applications, the new ideas
have been slowerto take hold in scientificand engineer-
ing codes. An attempt is made here to sketch out an
object-oriented design of a set of software components
that may be fiexibly usedfor complex crustal simulation
experiments.
5.1. Software Organization for Geocomputing
One of the greatest benefits to be realized by adopt-
ing a softwarecomponentdesignstrategy that the work
of many researchersworking in scattered locations can
be coordinated and synchronized. Once a design is
adopted by the community for a particular class, any-
one who wants to incorporate a new physical model for
that class need only wrap his or her code in the stan-
dard interface to make it available to the entire system.
For example, a researcherwho wants to test the conse-
quencesof a new friction law on faults embedded in a
poroelastic continuum need only copy a fault segment
component, give it a new name, and replace the inter-
nal algorithms with the new one. From the viewpoint of
the simulation package,the new fault segment behaves
just like any other fault segment; only the hidden, in-
ternal methods for computing fault segment variables
is different.
5.1.1. Hierarchical Design Mimics Nature. The sys-
tem presented here is designed to allow a hierarchi-
cal development of different models in each of the pri-
mary simulation components. Each hierarchy, such as
the PorousMedium class hierarchy shown above, rep-
resents a set of different models that may be specified
very easily by an input parameter. For example, one
could choose to build a simulator which combines
PorousMedium component and a FaultSystem compo-
nent. One could choose a coupled poroelastic model
for the porous medium component, and test various
fault models when coupled to or embedded in a porous
medium. This enables a researcher who is, for exam-
ple, primarily interested in fault mechanics to utilize
rather complicated software componentsbuilt by others
whose expertise is in poromechanics.This organization
into software componentsallows the complexity of large
softwaresystemsto be hidden and managed.
5.1.2. Proposalfor a General EarthquakeModel. The
organization of coupled systemsof variables and equa-
tions into class hierarchies that was described above for
thermoporoelasticity,faults, and so on may be extended
to more general systemsin a direct manner. Each soft-
ware component should resemblean analogousphysical
BOSL 261
system in terms of state variables and dynamical behav-
ior. By building software componentswhich can readily
be coupled together with other componentsand altered
to test new ideas, some of the advantagesof commer-
cial or publically available codes that are already built,
tested, and working gained be gained, whilst retaining
the scientificneed for adaptability, flexibility, and exten-
sibility. The goal is to develop a framework into which
physicaltheories, encapsulatedas softwarecomponents,
can be implemented with as little effort as possible, in
a standard fashion. The flamework will provide a con-
venient means for representingphysical theories in soft-
ware, so that these computationally irreducible "laws"
may be used by other scientists.
The goal of a general earthquake model is to pro-
vide a framework for numerically experimenting with
variousphysicalmodelsfor crustaldynamics(including
the upper mantle) in order to determinelikely physi-
cal mechanisms. This requires more than just a single
complicated computer code. Rather, a set of software
componentswhich can be coupled together in various
ways and from which new components can be derived.
Such a set of componentscan be used by researchersand
expanded in a way that makes new theoretical ideas -
implemented in software- available to a wide commu-
nity.
From a generalviewpoint, softwarecomponentsmust
derive from general classesthat evolvecertain state vari-
ables, such as stress, strain, displacements, pore pres-
sure, and temperature, accordingto prescribedphysical
laws. The hierarchy of physical models organized into
software components provides a scientific computing
system that will enable new physical models and equa-
tions to be implemented. Figure 3 is an example of how
a higher level, more complex classescan be constructed
by assemblingmore basic components. Like electronic
components,new models implemented as software com-
ponents can be used in conjunction with other, already
tested, components in order to explore dynamical be-
havior of new theories in a larger, more complex con-
text.
5.1.3. TheDigitalEarthProject:EarthObjects
TM. The
ideas presentedin this paper are being implemented in
a prototype system. Some components have been im-
plemented already. Figure 4 givesa schematicrepresen-
tationof themajorcomponents
in theEarthObjects
TM
package. Several componentshave been used to build
a poroelastic simulator, SimQuake, that was used to
study postseismicdeformationand aftershocks(Bosl
and Nut, 1998; Bosl, 1999). The manner in which
components were used to build SimQuake is an
262 MODELING COMPLEX CRUSTAL PROCESSES

ß •
must have a lifespan that is longer than that of any
particular computer design. Otherwise, geophysicists
will forever be writing and updating codesfor new ma-
Tectonophysics:
Elasticity' chines, taking away from time spent actually running
Elasticity •' Grids simulationsand thinking about the implicationsfor geo-
Geophysics
•uid
dynamics Material
•o•es physics. We already assume that standard software
Fault
dyn•cs V•tors tools, suchas operating systems,compilersand window-
Ge•hemis• Consfitufive
laws
ing software, will be available on all platforms. These
...... ::lAncarSvstcm: Matrix: software packages, which are absolutely necessaryfor
Matrix • Array• using computers, are built by experts in their domain.
Numerical Vectors Fill structure
Though scientists might complain about a particular
Math Pr•ondifioners Loop
a•angement
Solution Meth• operating systems or windowing system, no scientist
(who still wants to do science)would try to rewrite
..... Agays:
a new operating system or windowing system, even
Computer Memo•storage
Science Cache
management though these software systems can be written at the
Ma• operations level of C code. It would take too much time away from
his or her real interest. As standard methods for effi-

Figure 3. Complex software must be hierarchical in or- cient numerical computing become more sophisticated
der to insulate the physical scientistfrom having to master and complicated to implement, it is only natural to al-
complicated details of mathematical code optimization. As low scientificcomputing to evolveto a level higher than
much as possible,the computational geoscientistmust work implementation of C or Fortran code. Solving sparse
at the level abovethe solid line in the diagram. Mathemati-
cians must provide for computational scientiststhe numeri- linear systemson parallel, distributed processors,for
cal softwaretools that hide many of the details shownbelow example, is a highly specialized task. Yet, from the
the line. point of view of earthquake physics,it is merely a tech-
nical detail that is irrelevant to physics and best left
ple of howEarthObjects
TM components
may be used to specialistsin that field. Straightforward Gaussian
to quickly put together complicated general earthquake elimination will give the same numerical results;it just
models. A simple simulator, which has been developed happensto be far too slow and memory consumingon
and used for studying postseismicdeformation and af- current computers.
tershocks[Bosl,1999]and an exampleof a morecom- Supercomputersare defined as the fastestcomputers
plex simulator are illustrated in figure 5. available at any particular time. Advanced researchin
computational scienceis often associatedwith super-
5.2. Parallel Computers and Future Hardware computers. This viewpoint is evident in books such as
This paper is purposely focused on software rather "Supercomputers and the Transformation of Science"
than hardware. The task of the scientist is to build
simulation software that models natural systems. The
scientist has little control over hardware. He or she
can merely use whatever computers are available at the
time. It is true that physicists at national labs, for ex- Earthquake]
S(atis•
ample, once had considerableinfluenceover the design
of supercomputers,but that influenceis significantlyre-
duced. Supercomputersare economicallyviable only if
they rely on commodity hardware componentsand at-
tempt to aim at a broader scientific market. Software
that is to be maintainable and extensible in the future
cannot be built to any particular hardware specifica-
tions.
Computer hardware, especially in the more special-
ized supercomputer arena, can be expected to change Figure 4. Schematicdiagramof a componentsoftwaresys-
rather rapidly in the future. Complex software for tem for crustal physics research. Shaded classeshave been
specificapplications, such as modeling earth processes,

Simple
Earthquake
Simulator
LithosphereBaseLithosphereBase
/• FaultSegment
P.T.tsij;
uFaultSystem
i.MaterialProperties.
Earthq
uake
statistics
Figure 15.Buildingwith EarthObjectscomponentsoftware.This simulatorillustrateshow component
software can be used to build custom simulators for computational experimentation.
by Kaufmannand $marr [1993]. It is certainlytrue
that somescientificinsightsgained from computational
experimentationwould not have been possiblewithout
the very fastest computers available at that time. But
today's supercomputeris tomorrow's desktop worksta-
tion. The associationof computerhardware with scien-
tific researchreally missesthe point of computational
science;the complexity is in the software. The dynami-
cal processes instantiated in the softwareconstitutethe
algorithmic laws of nature. As B. Woolley explains:
"One of the great technological hopes among experimen-
tal scientistsof the late 1980s was the creation of a 'terafiop'
computer, a computer capable of calculating a million mil-
lion sums per second.... One could argue that this is simply
another excursion in sciences's mission to discover
expensiveinstrumentation to make ever lessrelevant obser-
vations"[Woolley,1994]. .
The greatest advancesin our understandingof dy-
namical processes in the earth will result not becausefu-
ture computerswill run larger simulationsfaster, how-
ever useful faster hardware may be. Scientific discover-
ies will comebecausefuture simulations(that is, soft-
ware) will allow us to investigateand test novel,more
complex ideas about physical processesin the earth.
The software is the concrete representationof a scien-
tist's ideas. Fast computers will never be a substitute
for brilliant and creative scientificthinking.
The low-level complexity of computer codesthat can
use massivelyparallel computers efficiently is compli-
cated and requires quite specializedknowledge. This
situation is expected to continue. Paul Dubois, a com-
putational scientist at Lawrence Livermore National
BOSL 263
More completeEarthquake
Simulator
FaultSystem
P.T.
tsii
'uFaultSystem
i.MaterialProperties.
'."••MaterialPropertiesBase
.•:• g,•,-:G,
(•kk,
ki'j,
½,
...
AsthenosphereB
ase
Earthquake
:StatiStics
ß
Laboratory, mentions that architectures with 7 to 9
levels of memory hierarchies are now being designed
ß "There is no language,no software, no way of talk-
ing about any of that that anybody'sinvented. If they
build those machines without thinking about how to
programthem, it's goingto be really rough"[Holmes,
1997].Simulationof complexearthsystems, suchearth-
quakes,must focuson experimentationwith new physi-
cal ideas,implementedas quantitative algorithmiclaws.
As scientists, it is becoming too difficult to keep up
with programming to these advanced architectures at
the level of native C or Fortran and MPI calls. If we at-
tempt to do this, scientificcreativity will grind to a halt
as we take on the role of technicians simply trying to
ever more keep up with efficiently porting our codesto newer ma-
chines. The only way to work around this situation is
division of labor. Geophysicistsmust evolveto a higher
level of simulation development.
Geoscientistsneed to build complex simulationsfrom
componentswhich carry out tasks that are well-known
already. There is no glory and nothing new to be
learned from writing yet another finite element elas-
ticity code. Software must be organized in a hierarchi-
cal fashion. Mathematical software components,which
are optimized for efficiency on various computer ar-
chitectures, must form the basis for higher level soft-
ware componentsthat implement physicaltheories. We
would like to see a set of earth modeling components,
an Earth Simulation Toolkit, built from a set of pub-
lically available "Math Objects", which can be main-
tained by experts in numerical computation and which
insulate the geoscientistfrom the details of
264 MODELING COMPLEX CRUSTAL PROCESSES
low-level numerical computing on sophisticatedmod-
ern computer architectures. In this way, mathemati-
cal packagescan be ported to new computer architec-
tures without impacting the physicalcomponentswhich
use them. Mathematical codes which are accomplish-
ing this are now becomingavailable(see,for example,
Dahlenand Tveito,1997). The Diffpack TM package
(www.nobjects.com)
is one of the most completeand
well designedobject-orientednumericallibraries) and
will make possible a division of labor in which mathe-
maticians and scientificprogrammerscan focuson their
specialties,while physicalscientistspursue questionsof
concernto them. Indeed,Dubois[1997]predictsthat
in the near future (ten years from when his article
waspublishedor 2007)"discipline-specific
classlibraries
and frameworks[will]formthe basisfor mostdevelop-
ments".
6. SUMMARY
A quantitative formulation of the laws that govern
complex earth systems,such as the earthquake cycle,
cannot be written in the traditional manner as a closed
set of differential equations. Though differential equa-
tions may be used to expresssome aspectsof crustal
dynamicsthat are a part of the earthquakecycle, earth
materials are heterogeneous,nonlinear, and evolve in
time, making discrete analogs of the equations neces-
sary. Furthermore, some processes,such as faulting
and diagenesisof fault properties, may be represented
quantitatively as algorithmic laws, but not as equations.
Computer simulation is the only means to experiment
with different theories about the dynamics of complex
processes. From this viewpoint, software that imple-
ments the various quantitative ideas becomes a new
form of scientificlaw for the complex earth. In order to
facilitate the advance of a quantitative understanding
of the earth, and earthquakesin particular, the geo-
sciencecommunity must develop a common framework
in which to build and use software components that
represent the dynamical theories for various processes.
Using a hierarchical componentdesignwhich imitates
nature's hierarchy of processeswill allow a concrete,
common body of quantitative "laws" that can be used
and extended by geoscientists.There is no simpler way
to expressquantitative models of our understanding of
nature.
Acknowledgment. This work wassupportedby USGS /
NEHERP Grant •1434-HQ-97-GR-03 and DOE Basic Sci-
ence Program Grant •FG03-86ER13601.
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 Crustal Fluids and Earthquakes

William J. Bosl and Amos Nur

WeophysicsDepartment, Stanford University

The mechanical behavior of the upper crust over time periods of hours
to thousands of years dependsstrongly on whether it is saturated with wa-
ter or is primarily dry. There is much evidence to suggestthat the crust,
at least in some places, is saturated with water, possibly as deep as the
brittle-ductile transition zone. If this is so, then the poroelasticbehavior of
the upper crust must be consideredin studies of earthquake physics. The
presenceof fluid in an elastic, porous medium introduces a time-dependent
element which cannot be dismissedas a secondary or insignificant factor.
After briefly reviewingsomeof the argumentsfor the ubiquitouspresenceof
crustal pore fluids, we will look at the physicsof poroelastic materials, how
it differs from elastic materials and the significancefor earthquake physics.
Computer simulations of poroelastic responsefollowing the large 1992 Lan-
ders, California earthquake will be presentedand compared with postseismic
data (aftershockoccurenceand deformation)to demonstratethe potential
significanceof pore fluids on the evolution of the physical state of the crust.

1. INTRODUCTION
One of the most important challengesin earthquake
physicsis to determine all of the significantphysicalpro-
cessesthat control stress evolution and seismicfaulting
in the upper crust. A fundamental questionfor earth-
quake physicsis whether or not the upper, brittle crust
is saturated with water and to what depth. The an-
swers profoundly affect the physicsof fault interaction
and stress transfer in the crust. If water saturates the
upper crust, that is, the seismogeniczone for shallow
earthquakes,then the crust must be treated as a poroe-
lastic material on timescalesranging from hours to mil-
lenia. The evidence for the pervasive presenceof water
in crustal rocks to at least 15 or 20 kilometers is sub-
stantial. Walder and Nut [1984]reviewsomeof this
evidence and give a number of references. We will not
GeoComplexityandthe Physicsof Earthquakes
GeophysicalMonograph120
Copyright2000 by the AmericanGeophysicalUnion
review this evidence, but will instead examine the con-
sequencesof some possible scenariosfor pore pressure
development in the crust.
If water saturates crustal rocks, then it must be in a
permanent state of disequilibrium. The source of this
restlessnessis the coupling between stress, pore pres-
sure, and geochemicalprocesses.If pore pressureis less
than the local least principle stress, it will either dis-
sipate entirely due to gradual inelastic pore closure or
filling, leaving a dry crust, or rise until it reachesthe
leastprinciplestress[Spruntand Nur, 1977]. Geologi-
cal evidence(seeNur and Walder[1992]for references)
points to relatively low values of crustal permeability
and widespread regions of high pore pressure in the
middle and upper crust, suggestingthat pore pressure
in general will rise to the least principle stress. But
when Pp -• O'rnin
, the crust is on the verge of failure.
Furthermore,Gal, et al. [1998]showthat dissolution
(and possiblyprecipitation)at a solid-fluidinterfaceis
governedby stressparallel to the surface. Thus, chemi-
cal equilibrium cannot be reachedas long as the macro
state of stressis nonhydrostatic. So, unlessthe crust is
268 CRUSTAL FLUIDS AND EARTHQUAKES
dry, or at most contains only small separated fluid in-
clusions,it will remain 'restless', characterized by pore
pressurebursts, earthquakes,and crackingand healing.
Metamorphicanddeformationstudies[Bolton,et al.,
1999;Rye andBradbury,1988/indicatethat fluidflowis
common throughout the brittle crust and that episodic
rapid flow occurs in fractures. Mineral exchangerates
can be used to estimate fluid fluxes and the time spent
by fluids in veins. This is in agreement with the hy-
pothesisof Nut and Walder[1992]that cyclesof pore
pressurebuildup, followed by hydrofracturing and pres-
sure releasecharacterizecrustal fluid dynamics. Byeflee
[1996]and Rice[1992]positsimilarepisodicporepres-
sure increase and sudden release in fault zones as part
of the earthquake cycle.
Pore fluids are therefore are likely to be involved in
many dynamical processesrelated to seismic activity.
These include the faulting processitself as well as post-
seismicphenomenacausedby stresschangeswhich re-
sult from seismicfault slip. Pore pressurebuildup and
release may play a significant role in the seismiccycle
and particularly in the initiation of faulting. Hickman,
et al. [1994]and Evansand Wong[1992]containmany
papers which discussthe role of pore fluids in fault-
ing. In this paper we consider only one particular as-
pect, namely, the fundamental behavior of the crust as
a poroelastic material.
A better understanding of the crust as a fluid satu-
rated poroelastic material is necessaryin order to un-
derstand the physics of the entire earthquake cycle.
Pore fluid pressureis often treated as a secondaryeffect
when pre- and post-seismicstress changesare investi-
gated. However, pore fluids have a significant effect
on the elastic properties of the crust and must be in-
cluded in stressevolution models. To do this, pore pres-
sure effects must be included in simulations of crustal
stressevolution. In addition, the mechanicaland chem-
ical effects of fluids within fault zones must be studied
through computer simulation. The importance of pore
fluids in earthquakephysicscan be estimatedfrom com-
parison with available data.
In general, field measurementsof physical quantities
that are relevantto the physicsof crustal dynamicsare
more readily available after an earthquake. Although
an understanding of the role of crustal fluids in the
whole processof stressbuildup, faulting, and postseis-
mic relaxation is desired,we simulate postseismicfluid
flow and its consequencesbecausedata is available with
which to compare the simulation results.
Observed seismically induced hydrologic effects in-
clude increasedstreamflow, water table changes,and
welllevelfluctuations[Roelofts,
1996].Otherobservable
coseismicand transient postseismicphenomena, such
as verticaldeformation[Bosland Nut, 1998;Peltzeret
al., 1998;Peltzeret al., 1996;Zebker,1994]horizontal
displacement [Hudnutet al., 1994; Wyatt et al., 1994]
changesin aftershocklocationand frequency[Nur and
Booker,1972;Booker,1974]andchanges in seismic wave
velocitiesin the fault region[Nur, 1972;Li et al., 1997]
are also likely to be or possibly related to pore fluid
flOW.
2. POROELASTICITY
The isothermal poroelastic equations are presented
here for reference. A more thorough discussionof poroe-
lasticity is given elsewhere in this volume, which in-
cludes thermal effects and the effects of geochemical
evolution of crustal rocks. Isothermal conditions with
static, spatially-heterogeneouscoe•cients are assumed
here and equations are formulated in terms of coupled
pore pressureand mean stress. Pore pressureand mean
stress evolution in a poroelastic material are governed
by two equations, a diffusion equation that derivesfrom
mass conservationand Darcy's law:
• •-g• --•iXikij(x)•jx
j (1)
and an equilibrium equation that derives from strain
compatibility conditions:
Ox•
lap+a]- 0 (2)
where
A- B(1-y)(l+yu) (3)
and
fi = tz• (Cf + C•.) (4)
P = Ptot,•- P,.ef is the pore pressuredeviationfrom
a referencepressure(hydrostaticor pre-seismic,for ex-
ample), a = O'kk/3is the mean stressdeviationfrom
a referencemean stressstate, B is Skempton'scoef-
ficient, •, and p are the undrained and drained Pois-
son'sratios,/zis the fluidviscosity,
•bis the porosity,Cf
and Cr are the fluid and rock compressibilities,respec-
tively, and kij (x) is the spatiallyvariablepermeability
tensor. The common assumptionof a constant scalar
permeability is avoidedhere, sinceheterogeneous per-
meability is likely to be significantfor studiesof crustal
deformation. Initial and boundaryconditionsfor both
pore pressureand mean stressare required to complete
this set of
 BOSL AND NUR 269

If deformation is of interest, the equations of linear chemical evolution of rock properties, and various non-
elasticity may be solved as a separate system with pore linearities due to the presenceof fractures will not be
pressureas an applied force. consideredhere, though the addition of these processes
will only serve to underscorethe fundamental point of
0 this paper: the known chemistry and physicsof crustal
a ((A+ (7)u•,•)
axi + •a (WTti,)
• _•x
i(c•p) (5) processes,when considered as coupled processeswith
nonconstant coefficients, must be explored as a total
where ui are the three components of the displacement systemby extensivecomputer simulation and compared
with the observed behavior of the real earth in order be
vector, • is the Lame coefficientand G is the shear mod-
ulus. Note that both of these may be spatially variable. fully understood.
The Biot-Willis parameter, c•, is a function of Skemp-
ton's coefficient and the drained and undrained Pois-
3.1. The Mandel-Cryer Effect
son's ratios: Cryer [1963]comparedthe consolidationmodelsof
Terzaghi and Biot by consideringa poroelastic sphere
3(Vu --v) saturated with fluid at an initial pressure p0. Terza-
(B (1- 2v) (1+ Vu)) ghi consolidationevolvespore pressureas a simple dif-
The right side of equation 5 is expressedin terms of fussion process,equivalent to solving equation i with
the porepressuredeviationfrom a referencevalue,Pref; B = 0. (Equivalently,if A = 0 in equation 2, then
that is, p = Ptota!- Pref, as above. Gravitational forces the time derivativeof rr is zero in equation1.) Biot's
have not been included here, but may be included as theory couplespore fluid flow with elastic deformation.
another body force. The equations as originally written by Biot are equiv-
alent to equations i and 2. The effect discussedby
3. FLUIDS IN FAULTS
Cryer was first described in the soil mechanicslitera-
ture by Mandel[1953].The boundaryof the sphereat
Fluid pressure may be considered a seventh compo- time to+ was set to zero pressure, with zero strain in
nent of the stress tensor for a poroelastic material. In the interior of the sphere and normal stresseson the
thissense,fluid pressure is pa3tof the regionalevolution boundary equal to the interior pore pressure. This is
of stress in the upper crust. Elevated pore fluid pres- illustrated in figure 1. Two analytic solutionswere pre-
sure within faults plays a particularly important role sented to describethe pore pressureat the center of the
in earthquake physics. Elevated pore pressure acts to sphere at t > 0. Discussionsof the Mandel-Cryer effect
reduce friction between the opposingfaces of a fault by in the literature are restricted to spherical and cylindri-
opposingthe local normal stress. Conversely,reduced cal geometries with homogeneouscoefficientsbecause
pore pressurewithin a fault zone will strengthen a fault analytical solutionsfor more complicated situations are
and resist slip. not known.
When many processesoccur simultaneously in a cou- Pore pressure at the center of the porous elastic
pled fashion, surprisingly complex behavior can some- spherein the Terzaghi or uncoupleddiffusionmodel re-
times result. In fault zones, mechanical deformation, mained at P0 for a short time after the initial instant,
fluid flow, heat transport, and geochemicalchangesare then slowly decreasedas the influenceof the boundaries
all activein variousways[Hickman,et al. 1994;Evans diffusedinward. In the Biot model, the pore pressureat
and Won9,1992].A strikingexampleof surprisingbe- the center instantly began to increaseabovethe initial
havior is the coupling of fluid pressureand mean stress pressure,then eventually declined as the boundary ef-
in an elastic porous medium. A comparison between fectsdiffusedinward. This surprisingbehavioris due to
simple fluid diffusion and coupled poroelastic diffusion the initial reduction of the pore volume near the outer
was doneby Cryer [1963]to illustratethe surprising boundary of the sphere as pore fluid exits. In Biot's
behavior that can arise from simple linear processes poroelastic theory, stress is transferred inward as the
that are dynamically coupled. The dynamical princi- fluid near the boundariesescapes.Fluid in the center of
ples exhibited by this simple example demonstratethat the sphere is trapped and cannot escapeimmediately,
in some circumstancesthe coupled effectsof pore fluid so the pore pressureincreasesdue to the compressive
pressure,elastic deformation, and heterogeneousprop- stresson the interior of the medium. Cryer noted that
erties must be consideredif the dynamical behavior of this phenomenon is not present in a one-dimensional
the crust is to be properly understood. Thermal effects,
270 CRUSTAL FLUIDS AND EARTHQUAKES

in a region while mean stress is transferred from sur-

rounding regions. Fluid flux out of a volume of ma-
terial is controlled by the product of permeability, k,
and the surface area of the volume. In a two- or
three-dimensional volume, fluid inside concentric re-
gions can only escape through a surface area that is
smaller than the area of the external boundary. Cryer
................................... Pinit 0 [1963]showedthat anomalously
high pressurecannot
develop, even in Biot's coupled poroelastic equations,
in the one-dimensionalcase. However, even in the one-
dimensional problem, abnormally high pore pressure
can be induced in regions of low permeability, which
traps pore fluid. This may have important implications
for fluid-saturated faults.

3.2. AnomolousPp in Fault Zones

The SanAndreasfault is weak [Rice,1992; Wanget
al., 1995;Zoback,1987]. By this it is impliedthat the
fault is in a state of near failure. One likely explanation
for the weakness of the San Andreas is the existence of
Figure 1. Cryer's sphere problem, used to compare the
consolidation theories of Terzaghi and Biot. At the ini-
high pore pressurewithin the fault zone [Ingebritsen,
tial instant, pore pressureon the boundary of the sphere is 1998].Undersomecircumstances, porepressure within
dropped to zero, while mean stress is held constant within a fault can rise even when no apparent sourceof fluid or
and on the boundary of the sphere. Fluid flows out of the applied stressexistsif fluid pressureoutside of the fault
boundary as time increases. is dissipating. Low permeability, causedperhaps by the
cloggingof flow channelsnormal to the fault plane by
In order to study pore pressurein a coupledporoelas-
tic medium, we simulated Terzaghi and Biot diffusion
1.2
on a rectangular grid by solving equations 1 and 2 nu-
merically. Both two and three dimensional simulations D= 1.0m2/s
were carried out with similar results. The Cryer effect 1.1 --
B=0.8
is larger in the three dimensionalcase,but qualitatively
the same as the two dimensional case. We show the re-
•_ 1.0 0.25
suits of two dimensional simulations here. The pressure
on the interior of the cube was initially 1 Pa and the side =0.25
t._ -

boundaries were held at 0 Pa. The undrained Potsson to 0.9-

=0.27
ratio v•, was varied. When v•, - v, A in equation 2 is Q_ - u

zeroand the porepressurefollowsa simple(uncoupled) • 0.8- = 0.29

diffusion curve and the pore pressurefollows the simple
diffusive flow model as in equation 1, with cr- constant = 0.33
(hence,O•r/Ot- 0) at all times. As expected,the pore
pressurein the center of the cube remains at the initial
value p0 for a period of time, then decaysroughly expo- 0.6 i i i
I i I '
nentially. The rate of decay depends on the diffusivity.
0.0 0.1 0.2 0.3 0.4 0.5
When v•, > v, A in equation 2 is nonzero and the pore
pressureinitially increases. The magnitude of this ef- Time (seconds)
fect depends on the difference between the drained and
undrained Potssonratios. Figure 2 showsthe effect on
Figure 2. Pore pressure at the center of a square show-
pore pressureof varying the parameter v•,. ing the Mandel-Cryer effect for several values of undrained
The abnormally high pore pressurecausedby poroe- Potsson ratio. The curve t• -- t• -- 0.25 is the Terzaghi
lastic effects can be attributed to the trapping of fluid consolidation
 BOSL AND NUR 271

mineral precipitation, may lead to the development of Anomolous pore pressure that results from coupled
abnormally high pore pressure and failure due to the poroelastic behavior can be simulated numerically and
Mandel-Cryer effect. the occurrence of this phenomenon is not restricted to
One model for a typical fault zone suggeststhat the any particular geometry. Previously published discus-
permeability in the fault gougeis low, while the perme- sionsof the effect are restricted to spherical and cylin-
ability in the surroundingdamagezoneis relatively high drical geometries becauseof the need to find analytical
due to the presenceof breccia and extensive microfrac- solutions to the governing system of equations. Com-
tures [Bruhn et al., 1994]. Byerlee'smodel [Byeflee, puter simulation removesthe domain restriction, and al-
1994]for the involvement of fluidsin the earthquakecy- lows experimentation with heterogeneousproperty dis-
cle hypothesizesthat permeability varies spatially in the tributions. The fascinating Mandel-Cryer effect may
region of a fault and evolvesin time. Fluids saturated have important implications for critically-stressedfaults
with minerals flow out of the fault zone and precipitate, that are saturated with fluids, including faults in the
cloggingthe pores and greatly reducing the permeabil- vicinity of a large earthquake.
ity. Rice'smodel[Rice,1992]for the SanAndreasfault
also assumesvery low permeability perpendicular to the 4. AFTERSHOCKS
fault core.
A simple experiment with a two-permeability system Though aftershocksare clearly correlated to a large
as shown in the first frame of plate I was performed. A earthquakeevent, they have long been a puzzle. Essen-
fault zone was delineated by assigninglow permeability tially, they are earthquakeswhich have a rather obvious
values on a narrow strip within a higher permeability precursorysignal in the form of a large, nearby earth-
region. Flow was allowed only in the x-direction, with
quake. Clearly, the mainshock triggers an aftershock
sequencein some sense. Yet, the aftershocks do not
zero flux boundary conditions on the other sides. Ma-
terial parameters used were •u - 0.29, • = 0.25, and occur immediately. There is a time delay mechanism
B = 0.8, which are reasonable values for crustal rocks. betweenthe cause(the mainshock)and the effect(the
Sedimentary rocks, such as might be found within a aftershocks).The frequencyof aftershocks
decayslike a
few kilometers of the surface, may have drained Pois- diffusiveprocess[Nur and Booker,1972;Scholz,1990],
indicating that a time-dependent physical processis at
sion'sratiosconsiderablylower (• in the rangeof 0.12 work.
to 0.15 and •u near 0.30 were determined by Detournay
[1993]).The Mandel-Cryereffectwouldbe greaternear Nut and Booker[1972]proposedthat pore pressure
the surface in this case. Flow from the ends of a real readjustment after an earthquake could explain the time
fault would be restricted by the low surface area of the delay in the occurenceof aftershocks.Their idea was as
fault ends relative to the surface area of the sides of the follows: when an earthquake occurs, there is an almost-
instantaneousmodification to the regional stressfield.
fault. As pore fluids drain away from the sides of the
fault, stress transfers to the fault core and pore pres- The change in strength of a rock, determined experi-
sure builds. This result is shown graphically in plate mentallyby Hubbert[1959],wasgivenby
1. Pore pressurein the low permeability fault zone rose
to a maximum value of 1.11 Pa in the coupled poroe- AS =/•f (• - p) (6)
lastic case, but never rose above the initial value in the
uncoupled or simple diffusion case.
The abnormally high pore pressurethat can develop where/•f is the coefficientof internal friction or simply
the frictional strength, • is the mean stress,and p is
in a coupledporoelasticmedium can be large enough
to cause the effective shear stress on the fault to exceed the pore pressurein the fault. They usedthe convention
that compressive stressesare positive,a conventionthat
the frictional strength of the fault. For example, in our
will not be used hereafter in this paper. Aftershocks
simulation with •u = 0.29, • = 0.25, and B - 0.8,
will occur on faults where the shear stress exceeds the
the pressurein the fault zonedue to the Mandel-Cryer
strength of the fault.
effectrose11• higherthan the initial porepressure.On
critically stressedfaults, only a relatively small rise in Immediately following an earthquake,the pore pres-
pore pressure is needed to exceed the failure threshold. sure is changedby an amount proportional to the mean
stressinduced by the earthquake:
The essential point of these simulations is that pore
pressurecan attain valueshigher than expected if fluids
are trapped by low permeability in the fault core.
272 CRUSTAL FLUIDS AND EARTHQUAKES

where B is Skempton's coefficient, an empirically de- Coulomb stressis often treated as a static quantity
termined constant that quantifiesthe fraction of a com- following an earthquake. This assumesthat pore flu-
pressivestress on a porous rock that is transferred to ids are stationary and that the undrained condition,
the pore fluid. Wang [1993]givesvaluesfor crustal equation 7 applies. This assumption allows pore pres-
rocks in the approximate range 0.55 to 0.9. For many sure to be eliminated from the Coulomb stress crite-
studies, a reasonable first-order assumption is B = 1. rion and an effective friction coefficient to be defined,
The condition that Ap = -BAF is referred to as the /• -/•f (1- B), whichincorporates
porepressure
into
undrainedcondition. A poroelasticmedium is said to be an effective Coulomb stress:
in the undrained state when the stress modification AF
that results from, for example, a dislocation occurs so (9)
quickly that fluids in the pores are essentiallystation- The effective Coulomb fracture criterion is a static
ary. After the initial dislocation, pore fluids will flow
quantity that can be computed once, given a slip model
fromregionsof high pressure(compressionalregions)to
or coseismicstressfield for an earthquake.
regionsof low pressure(dilatationalregions).The ap-
Unfortunately, once pore fluids begin to flow appre-
plied mean stressfield will remain approximately con-
ciably, the undrained assumptionis no longer valid; the
stant, so the strength of the fault will changeover time.
undrained assumptionis false on time scalesover which
Tim number of aftershocks, according to this theory,
aftershocks
occur. Harris [1998]describes
the useof an
shouldbe proportionalto the tinm rate of changeof pore effective coefficient of friction:
pressureintegrated over the region involved. Moreover,
the theory predicts that aftershockswill occur where "This strategy is mostly an attempt to cover
the pore pressure is increasing; that is, in regions of up our lack of knowledge about the role of
coseismic dilatation.
pore fluids....Although it is convenient to
lump our ignorance of pore fluid behavior
•.1. The Coulomb Fracture Criterion
into a redefined 'apparent coefficientof frc-
The Hubbert criterion for rock strength, equation tion,' /•, we run the risk of missingsome
6 does not take into account the anisotropic nature important clues in interpreting our data."
of a fault. The compressional stress normal to the
fault plane controls the frictional strength of a fault Typical diffusivities in the crust are on the order of
rather than the mean stress. The Coulomb failure cri- 0.01to 1.0m2/s [Charlez,1997;Wang,1993];Li et al.
terion, which was adopted from soil mechanics,where [1987]useddiffusivities
in the range0.1 to 10 m2/sin
it wascalledthe Drucker-Pragercriterion[Druckerand their study of aftershocks. The time scale for diffusion
Prager, 1952],is a more appropriatemeasureof fault over distancesof I km can thus be as little as I days
strength. The Coulomb failure criterion may be writ- with the larger of these values to several years for the
smaller values. Flow in fractured media can be much
ten quantitatively as
faster. The appropriate time scale for aftershockstud-
• = • + • (• + p) (S)
ies is not the rupture time of an event, but the time
period over which aftershocksoccur following an earth-
where •'s is the shear stresson the fault, /•f is the quake. For typical crustal diffusivities, the undrained
coefficient of internal friction or simply the frictional
assumption does not hold beyond the first few hours
strength, crnis the normal stresson the fault, and p is
following an earthquake. Because dislocation-induced
the pore pressurein the fault. Increasingpore pressure
coseismicpore pressurechangesoccur all along a fault,
effectively reduces the normal stress and thus reduces
pore pressurediffusion commencesimmediately follow-
the shear stressneededto overcomefriction. The quan-
ing an earthquake throughout the region. Thus, the
tity (crn+ p) is often referredto as the effectivestress. dismissal of pore fluid diffusion as an explanation for
More accurately,the effectivestressis (cr•-•-c•p),where
aftershocks
by $cholz[1990],p. 209, is invalid. The
c• is the Blot parameter, but c• • I is frequently as-
computed Landers coseismicmean stressdistribution,
sumedin faults [Nur and Byeflee,1971].A fault tends shown in plate 2, illustrates this point.
to fail when •'c > 0. •'c depends on the local stressfield
and the orientation of the fault of interest. Though the J. 2. The 1992 Landers earthquake
orientation of individual faults is usually unknown in
a region, the average orientation of many faults in a In order to investigate the triggering of aftershocks
region can often be inferred. by pore fluid diffusion, a poroelasticsimulation of
 BOSL AND NUR 273

fluid flow following the 1992 Landers earthquake was at aftershocklocations by assumingthe faults were op-
performed. The 1992 Landers earthquake was a large timally aligned for failure and found that roughly two-
and well-documentedearthquake. The faults that rup- thirds of the events were located where the coseismic
tured in the Landers earthquake are located in the Mo- Coulombstresswas positive. Hardebecket al. [1998]
jave Block of southeastern California. The region is determined the actual focal mechanisms for aftershock
dominated by northwest-trending, right-lateral strike- events and used these to compute the Coulomb stress.
slip faults. Rupture during the Landers earthquake oc- They found that approximately85% of the eventsoc-
curred along several major faults that were previously cured in regions of positive coseismicCoulomb stress.
thought to be disconnected.It thus provided an exam- Both of these studies exclude aftershocks within 5 km
ple of how stresschangescausedby one fault can cause of the Landers surface fault trace. This is reasonable,
rupture along adjacent faults. sincethe stressfield might be expectedto be highly vari-
The Landers earthquake was precededby two months able near the fault and quite sensitiveto details of the
of intense seismic activity in the region south of the fault location. Both of these studies also used the fault
mainshockfault trace [Yeatset al., 1997]. The largest modelof Wald and Heaton[1994]which has complex
of these foreshockswas the Joshua Tree earthquake vertical slip resolution, but relatively simple horizontal
which occurred on April 23, 1998 with a magnitude resolution.
of Mw--6.1. Aftershocks of the Joshua Tree earth- To directly test the hypothesisthat pore fluid flow is
quake migrated northward in the two months betweep.. responsible
for aftershocks,
the stressand pore.pressure
the Joshua Tree and Landers earthquakes. This activ- field in the region of the Landers earthquake were sim-
ity continuedto migrate to the vicinity of the Landers ulated numerically. First, the stress field produced by
hypocenter until only hours before the main shock. It the main Landers rupture was computed using an ana-
is suggestedthat this time-dependent behavior requires lytic dislocation model, similar to the previously cited
time-dependent dynamics for a causal explanation and studies. However, we use the fault slip model of Hud-
that pore-fluidinducedstressevolutionmay accountfor nut et al. [1994]. Plate 2 showsthe computedcosels-
this. mic mean stress, from which the initial pore pressures
A major aftershock(or perhaps a separateearth- are derived. The coseismic Coulomb stress field was
quake) occuredon the Big Bear fault approximately computed at aftershocklocations,assumingfaults were
three hours later and 40 km to the west of the Landers optimallyalignedfor failure, as did King et al. [1994],
rupture. The Big Bear earthquake had a different ori- since we did not have focal mechanism data for the af-
entation and slip than the Landers earthquake; it was tershocks. Unlike the previously mentioned studies, we
roughly conjugate to the Landers event. Thirteen addi- included all aftershocksin our study, both near and far
tional aftershocksof magnitude 5.0 or greater occured from the fault. Overall, 77% of the aftershocksoccured
in the year after the mainshock. The Landers surface where the coseismicstresswas positive, which compares
rupture producedright-lateral displacementover a total favorably with previousresults.
rupture length of approximately 85 km. Average slip of Significantly, aftershocksthat occured where coseis-
two to four meters was measured along the surface and mic stresswas negative were not randomly scattered in
the overall magnitude was determined to be Mw=7.3 the vicinity of the Landers fault trace. Rather, they
[Hudnutet al., 1994]. were clustered in locations where there is reason to ex-
pect that the fault model is inadequate,suchas near the
•.3. Poroelastic changesat a•ershock locations Big Bear fault, in fault jogs, and near the Eureka Peak
fault off the southernend of the Landers fault. This sug-
Theoretical studies of poroelastic responsefollowing geststhat it is possibleto model the stressesfollowing
edgedislocations by Booker[1974]and Li et al. [1987] a large earthquake even near a complicatedfault sys-
have shown that the Coulomb stressfield in the region tem. More detailed discussion of models of the Landers
around a fault will changefollowingrupture due to pore fault and implications for aftershockswill be given in
fluid diffusion.The complexityof real faults requiresde- a forthcomingpaper [Bosland Nut, "Aftershocksand
tailed numerical modeling to compare poroelasticsim- pore fluid diffusion following the 1992 Landers earth-
ulation results with actual data. quake",submittedto JGR].
Several studies of Landers aftershocks have looked
Though these results using static Coulomb stress
at the static coseismic Coulomb stress field where af-
fields indicate a fairly high correlation between coseis-
tershocksoccured[King et al., 1994; Hardebeck
et al., mic Coulomb stress and the occurenceof aftershocks,
1998]. King et al. [1994]computedthe Coulombstress they do not explain the time delay nor the
274 CRUSTAL FLUIDS AND EARTHQUAKES

decay of aftershock frequency. If coseismicCoulomb Aftershocks where the Coulomb stress has not in-
stresschangescauseaftershocks,why don't they happen creased from the coseismic value are not random scat-
coseismically? Though pore fluid flow is the dynamic tered, but are clustered in two locations: near the Big
force that causesporoelastic stresschanges,the evolv- Bear fault and in the vicinity of the Eureka Peak fault,
ing Coulomb stressfield driven by poroelasticdiffusion off the southern end of the Landers fault. More informa-
that is the appropriate variable to compare with after- tion on the actual aftershock focal mechanisms,better
shocklocations. Coseismicstresschangesmay bring re- resolution of the Landers fault segments,particularly
gional faults closerto failure, but aftershockswill occur near the Eureka Peak segments,and inclusionof stress
where the Coulomb stress continues to increase after changesdue to large aftershocks,such as the Big Bear
the earthquake. As the rate of Coulomb stressincrease event, may give even better results.
slows, which is directly related to the decaying pore Since permeability controls the direction and rate
pressuregradients, the rate of aftershockoccurencewill of fluid diffusion in a porous medium, more accurate
also slow. knowledgeof the permeability structure of faults and
To test this hypothesis, the poroelastic equations the surroundingregionswill be required to make better
were solved as a coupled system to simulate postseismic calculations of the rate and magnitude of poroelastic
ß

Coulomb stress evolution following the initial Landers stresschangesdue to pore fluid movement. ']?hepres-
fault dislocation. The change in Coulomb stress was sure dependenceof permeability, spatial heterogeneities
computed at the time and location of each aftershock and anisotropy in and near the fault zone may signif-
in the year following the mainshock. icantly affect fluid flow patterns and the evolution of
For this calculation, an undrained Poisson ratio of the postseismicpressure field. The magnitude of the
0.30 was used to represent the effective initial response poroelastic effect depends also on the elastic parame-
of the crust. Coseismicpore pressurechangescausedby ters of the material, particularly the differencebetween
the fault displacement were computed from equation 7. undrained and drained Poisson ratios, v• and v.
The pore pressureover time was computed by solving The hypothesis that poroelastic processesfollowing
equations I and 2 as a coupled system and the stress an earthquakecan accountfor the time elementin after-
deviation induced by pore pressurewas computed from shockactivity doesnot contradict previoustheoriesthat
equations 5. Thus, the full initial and evolving post- account for aftershock locations on the basis of correla-
seismic stress field and pore pressuredistribution were tions with coseismic Coulomb stress increase. Rather,
simulated. it provides a first order augmentation of the static the-
The Coulomb stress was computed at the time and ory by providing a reasonable physical mechanismfor
location of each aftershock and compared with the ini- evolution of the postseismicCoulomb stressfield in the
tial Coulomb stress at that location. The results are days and years following an earthquake.
shown in plate 3. The events shown are only those for
which the coseismicCoulomb stressis positive. Of these 5. AFTERSLIP
aftershocks, the Coulomb stresshas increased since the
mainshockat nearly three-fourths(70%) of the after- Pore fluids act like a shock absorber when a sudden
shock locations. The average computed increase in dislocation imposes a load on an elastic material. The
Coulomb stress, from the initial coseismicvalue, at af- fluid resists deformation of the porous rock initially,
tershocklocationsis 0.155 MPa (1.55 bars). We found but relaxes over time as it flows from regions of high
furtherthat a significantnumberof aftershocks (10% of pressureto regions of low pressure. When a fault dis-
the total) occuredwherethe initial (coseismic) Coulomb location occurs, the coseismicstressesare those of an
stresswas negative, but that it had becomepositive by undrained poroelastic material. An undrained poroe-
the time of the aftershock. We speculatethat some af- lastic responseis identical to a purely elastic response
tershocks in the complex fault jog regions, where the with appropriateelasticparameters.Booker[1974]sug-
initial Coulombstresswas negative,might becomepos- gestedthat pore fluid diffusionfollowinga fault disloca-
itive if pore pressurewas to increasedue to the Mandel- tion causespartial reloading of the stresson the fault.
Cryer effect. This might occurif permeabilityin this re- Another way to interpret this is that the presenceof
gion was low relative to the surroundingmaterial. Such pore fluids in an elastic medium partially resiststhe
detailed information is not availablefor our simulations, stress imposed by the initial fault dislocation. This
but it is important to recognizethat these physicalef- initial resistancethen relaxes as pore fluids flow from
fects are quite possible. compressionalto dilatational
 BOSL ANDNUR 275

i 1

Sfmp• D•ffmdon Bto• Porodmfid•

ii

Po•e P•essu:e e• ½en•eF Po•e PE.eoo!Jl:e &T, Cel•T,e•

O.0 0.2 0.4

r, :l,me (•ec:) •ne (sec)

Plate 1. A low permeabilityfault zone(k=O.01)is embedded in a higherpermeability(k=l.O) region.Boundary

pressuresareheldat 0 on theleft andrightsidesandno flow is permitted outof thetopandbottomsides.As fluid
diffusesoutof theregion,trapfluid in thefaultzonerisesin thecoupled(Biot)casedueto theMandel-Cryer
276 CRUSTAL FLUIDS AND EARTHQUAKES

1992 Landers aftershocks

Hudnut,et al. [1994] fault model
34.8

Landers Coseismic Stress

34.8, ..........................
34.6 --

-:

u, 34.4

• 3•o -- Lenders

1.16e--10

i•dl,, l,

,Edzeka Peak
JoshuaTree

34'

i i i

-116.0

Longitude (deg)
33.8
-IL? -116

Plate 3. Aftershocksof the Landersearthquakecomparedto

Coulomb stresstendency due to pore fluid diffusion. Black
Plate2. Coseismicmeanstressfield computedfrom Hudnut,et dots indicateaftershockswhich occurredwhere the computed
al. (1994) slip model. Fault trace is superimposed
on the mean Coulombstressat the time of the aftershock,L(P), wasgreater
stressimage. Negative meanstressis compressive. than the coseismic Coulomb stress. Green dots are aftershocks
where L(P) was less than the coseismic value. The mean
increase in Coulomb stress for black dots is 0.8 MPa (8 bars);
the mean changefor greendot locationsis -0.2 MPa (2 bars).
73% of the 16661 events shown occur where the Coulomb
stress had increased since the
 BOSL AND NUR 277

Measurements have shown that after an earthquake in all directions. From the initial fault dislocation, the
surface slip continues to increase for a year or so, with mean stress was computed. An initial pore pressure
a time rate of decay that is similar to aftershock decay wasinduced, p (0) = -Bcri,•it, where•ri,•it is the mean
[$cholz,19901. For typical crustal diffusivities,relax- dislocation stress and B - 0.8. The pore pressure was
ation time for a poroelastic material is on the order allowed to evolve according to equations 1 and 2, and
of one year [Peltzeret al., 1996]. In order to estimate the displacements due to pore pressure were calculated
the magnitude of apparent postseismicstress changes, from equations 5. Material property values were rea-
we assume pore pressure is induced by the initial dis- sonable values for the brittle crust: u = 0.25, u•, - 0.31,
location stress and can be computed from equation 7. /t = 22 GPa, and diffusivity, k//3 = 0.1 m2/s. The
Stresschangesthat result from pore fluid diffusionmust change in displacement over one year was computed by
satisfy equation 2. Thus, taking differences.
Though there are some minor variations in the shape
Aa = (-AAp) ----(-A (-Bai,•it)) • (10) of the displacement fields, most likely caused by the
coarse grid and the difference between an analytic half-
AB = (11)
space model and a finite element model with finite
boundaries, the essential point to be seen in these im-
The postseismic mean stress c]mnge induced by pore ages is that the postseismicdisplacements caused by
pressurerelaxation will have the same sign as the initial poroelastic relaxation are in the same direction as the
mean stress change. That is, mean stress will continue initial displacements and the magnitude is approxi-
to increase or decrease where the initial mean stress mately 10% of the initial displacements. The magni-
caused by the dislocation increased or decreased, re- tude of these simulated postseismic displacements is
spectively large enough to be interpreted as an apparent after-
For (u•,,u) = (0.28,0.25), whichis reasonable
for low slip, particularly if measurements of displacement are
porosity rocks, Aa will be approximately 6% of the ini- made near the fault zone, where pore pressurechanges
tial coseismicmean stress. Taking more extreme values will be greatest.
that might be typical for the upper crust when frac- Fluid flow in a porous medium is controlled by the
tures are present,(•,,•) - (0.30,0.15), we find that permeability. Permeability in real crustal rocks is both
Aa ___ 40% of heterogeneousand anisotropic[Tompsonet al., 1998;
Since postseismic poroelastic mean stress evolution Hickmanet al., 19941.Permeabilityin fracturedrocks
is in the same direction as the coseismicstress change, is generally controlled by the fracture porosity rather
it is entirely possible that measured postseismic dis- than the matrix porosity and thus tends to be enhanced
placements caused by poroelastic relaxation might be in the directionof the fractures.Seeburger
[1981]and
interpreted as afterslip. Since crustal material near the several papers in the proceedingsedited by Hickman et
surfacetypically has greater porosity, hencegreater dif- al. [19941indicatethat permeabilityin fault zonesmay
ference between undrained and drained Poisson ratios
be low normal to the fault plane and enhanced along
[Detournayand Cheng,1993],greaterpostseismic dis- the fault plane. It is not our intention to discuss the
placements or apparent afterslip would be expected at complexities of the permeability structure of the crust
shallower depths. here, but simply to emphasizethat fluid flow in the crust
Plate 4 illustrates how postseismic fluid flow might is not generally uniform, but may follow quite compli-
be interpreted as afterslip. The images are simple cal- cated pathways. Correspondingly, the stressfields pro-
culations of displacementsin a poroelastic material due duced by pore pressure changes in the crust need not
to a single fault dislocation. The initial displacements, develop in the same patterns as initially introduced by
ui (t -0), werecomputedfrom the analyticalformulas a fault dislocation. Because stressesin equation 5 are
of Mansinha and Staylie [1971] , using an undrained due to derivatives of the pore pressure, shear stresses
Poissonratio of 0.31 for the (effective)elasticmedium. may develop as pore fluids flow in anisotropic pathways.
The domain is assumed to be an elastic halfspace in Relaxation of pore pressure and the apparent induced
these formulas. The fault was a 10 km long vertical aftership will not be uniform in this case. This mech-
fault extending from the surface to a depth of 12 kin, anism provides a simple, consistent explanation for af-
with right lateral slip of 1 meter. The domain is 100 terslip that can also be tested by numerical simulations
km x 100 kmx 12 km and the grid spacing is 4 km compared with field
278 CRUSTAL FLUIDS AND EARTHQUAKES

ux(O) tOx I0 • ..........

AUx(1Yea0
, .......
10xl(J • ......... ,

a) 008
b) oo•l

0006
006

ooe•

o
0

.•06

L0•10 5 L0x l0 s

Ok
L0x10 ß
Auv(1year)
ooli O0d8

006

oo4 000•

o02

o 0

.-oo•

-oo, -.00O6

..dOt

10xlOs LOx10s

Plate
4. Computations
ofhorizontal
displacements
duetoaninitial
edge dislocation
Ui(0)andthechange
inhorizontal
displacement
duetoporoelastic
relaxation
afteroneyear,ui(lyear).
Thedislocation
displacements
werecomputed
using
ananalytic
half-space
solution.
Theporoelastic
relaxation
wascomputed
using
afiniteelement
 BOSL AND NUR 279

More detailed computational studies of poroelastic of a simulation of poroelastic horizontal deformation as

materials with various combinations of material pa- another demonstration that poroelastic effects are sig-
rameters and fault configurationsare needed to under- nificant and must be consideredas part of the physics
stand more fully the role that poroelastic deformation of crustal stress evolution.
might play in explaining observedafterslip. This sim- $hen et al. [1994]usedGPS receiversat a number
ple simulation underscoresthe importance of treating of sites in the region of the Landers earthquake to de-
the earth's crust as a poroelastic material rather than termine relative displacements between stations over a
an elastic material in studies of time dependent crustal period of approximately three years. Figure 3 shows
phenomena. the locations of stations used. Red triangles represent
the subset of stations that were selected for computer
6. POSTSEISMIC DEFORMATION calculation.
Relative positions between selected pairs of survey
Vertical and horizontal deformation of the crust fol- markers at times up to approximately one year after
lowing an earthquake are related to afterslip and may the Landers earthquake event are plotted in figure 4.
also have a component that is caused by postseismic We computed horizontal displacementsusing the same
pore fluid movement. Vertical deformation measure- parametersand fault model as for the aftershockstudy
ments following the 1992 Landers earthquake were made discussedpreviously. The analogousplots that resulted
by Peltzeret al. [1994],Peltzeret al. [1996],Peltzer et from computer simulation of poroelastic displacement
al. [1998],and Zebkeret al. [1994],, and usingsyn- are shownin figure 5.
theticaperatureradar (SAR). Peltzeret al. [1996,1998] The first three pairs of curves are for stations that
suggestthat pore fluid diffusionwas responsiblefor the are far from the fault and relatively far from each other
observedpostseismicchangesnear the fault zone. De- (JPL1, PIN1, and DS10). Sincepore pressuredevia-
tailed numerical simulations of postseismicvertical de- tions are small far from the fault, relatively little change
formationwerecarriedout by Bosl and Nur [1998]and in position would be expected in the computed displace-
were found to have similar magnitude and spatial dis- ments. This is clearly seen in figure 5. The measured
tribution to SAR measured values. relative displacementsfor these three pairs is more sig-
Horizontal deformation following the 1992 Landers nificant in the northward direction, but relatively flat in
earthquake has also been determined by a number of the eastward direction. This indicates that some phys-
researchers,
including$hen et al. [1994], Savageand ical process in addition to poroelastic diffusion is op-
Svarc[1997],and Wyatt et al. [1994]usingGPS geode- erative far from the fault in the north-south direction.
tic arrays, trilateration, and long-base strainmeters. Viscoelastic relaxation or continuing movement of tec-
Explanations for these observations include afterslip tonic plates on either side of the fault, for example,
[Shenet al., 1994;Savageand$varc,1997],viscoelastic might contribute to these north-south displacements.
flowin the asthenosphere [Denget al., 1998]and poroe- The last four pairs of plots all involve the station
lastic relaxation of the crust. Since asthenosphericflow PAXU, which is located very close to the fault near
and poroelastic relaxation are physical processesthat the epicenter at the southern end of the Landers fault.
must happen to some degree following an earthquake, Pore pressure changes would be expected to be large
it remains only to estimate the magnitudes of these at this location. Computed poroelastic displacements
processesto determine their contribution to postseis- of four widely-dispersedstations (7000, PIN1, JPL1,
mic horizontal deformation. Afterslip is only a hypoth- and DS10) relative to PAXU are quite similar to the
esized displacement on a fault that is invoked to ex- measured displacementsin both magnitude and direc-
plain observations. Whether afterslip actually occurs, tion, suggestingthat pore fluids might contribute sig-
or is an apparent phenomenonthat results from other nificantly to elastic deformation near the fault.
physical processessuch as pore fluid flow as discussed Computed displacementsfor sets four through seven
above, remains to be determined. Viscoelasticprocesses (7000-7001,6052-DS10,Bear-JPL1, 7000-PIN1) devi-
in the lower crust may causepostseismicdisplacements ate from measured trends in at least one component.
far from the fault (oneto threefault lengthsaway)that Three of these four pairs involve stations that are very
are of magnitudessimilarto observations
[Denget al., nearfault segments(7000, 7001,Bear). The grid resolu-
1998;Nur and Mavko, 1974]. Poroelasticeffectswould tion for the computationalmodel (4 km horizontally)is
be expectedto be greatest near the fault, where induced greater than the distance to the fault at these stations.
pore pressuresare greatest. We present here the results Since there is a great deal of variation in pore
280 CRUSTAL FLUIDS AND EARTHQUAKES

35.5 i i i : [ i i i.. i. '1 i i i I

., ,,
ß .

-. DS10 ..
ß , ..................

',.

35.0 ',,,,

.....
'... SOAP
', ]
- '"' '"' "' ':A .OF
'""'.. "'".""-C,
FI;"..""..
HEC,T•
ß...
'.:. '% ,•... '..
34.5 __ •••..SAF :.. ,•k \". •"•7•1'". '.."'.
_ • "•,..%
......
.'"......:-•. '•"...,;'-..i:'.....,•
"..
.:......... :::
.......::.'-..•,•, ",.......
.._.....
........ .-'-•, ..... ....:
.........
•.• .. ...
.... .................
......
34.0 • .. '"':;
....ßBF ' '
7..........
'"'.....i"-....
'"":'::.:i..
........
L....
'",,•. .....
'"';':,.:.. '..:.......;•.
......
.. '-""'-'"'
GAR% '
•-...-,o-r-...%"...
....
. •;.':'i':-..
...... ,, .,• BLAC

33.5 i i

-118.0 -11 7.5 -11 7.0 -116.5 -116.0 -115.5

LongiludeE (deg)

Figure 3. Map showing the surface trace of the Landers earthquake and GPS postseismicmonitoring
stationsusedto computehorizontaldeformation. Figure is from Shen,et al. (1994). Usedwith permission
of author.

along the faults at an apparently fine scale, calcula- flow, elasticdeformation, heat transport, and geochem-
tions with finer resolutionsmight yield different results ical evolution of crustal rocks must all be studied to-
at these stations. It is significant, however, that the gether as a complex system in order to test variousthe-
magnitude of simulated displacementsat thesestations ories about the earthquake process.The Mandel-Cryer
is similar to measured values. We emphasizethat if effect is an elegant illustration of the kind of surpris-
the crust is fluid-saturated, poroelasticrelaxation must ingly complex behavior that can result when processes
occur. Only the magnitude of material properties and are coupled.
details, suchas anisotropiesand heterogeneitiescaused Suddenstressesapplied to the crust, suchas fault dis-
by material property variability, are in question. locationsthat causeearthquakes,are somewhatresisted
by the presenceof fluids in rocks. The fluid acts much
7. SUMMARY AND CONCLUSIONS
as a shockabsorber. Over time, induced fluid pressures
tend to return to preshocklevels. The resulting elastic
deformation generally continuesin the same direction
If the crust is saturated with water, and there appears as the initial deformation. One way of exploring the
to be considerableevidencethat it is, then by the laws physicalbehavior of the poroelasticcrust is to compare
of physics and chemistry the crust must be in a con- physically realistic computer simulations with observa-
tinually evolving, restlessstate. The presenceof water tions of postseismicphenomena.Afterslip, aftershocks,
in the crust requires that models of the earthquake cy- and postseismicdeformation all exhibit time dependent
cle considerthe significanceof hydrologic processesin behavior with significant componentscausedby pore
seismicfaulting. Moreover, the coupled effectsof fluid fluid flow and coupled stress relaxation.
 BOSL AND NUR 281

North(ram) Eost (ram)

o oL•t.-•-•. ..-.•--
---,z.
•-10 _20
h
.
:o,
-20
92.6 92.8 93.0
-20•,
92.6 92.8 93.0

0
-20 . __• -20 0

20
p_
92.6
92.8
93.0
20 .8, 9.0
1 ...... 10
-10
--20
92.6 92.8 93.0 92.6 92,8 95,0

o20
u':,
0
c'4 0
• --10
o
--10
--20 .
92,6 92,8 93.0 92,6 92,8 93,0

a_ 10 20E
cr_ 0 0 --
,5 I I I I

92.6 92.8 93.0 92.6 92.8 93.0

K' 10 • •
0 • 0
•-10 • -20 • ' • •
-10 .......

92,6 92,8 93.0 92.6 92.8 93.0

10
0 -- ------ 4-0
20
-10 _T._-T-
--:20

92.6 92.6 9,3.0 92.6 92.8 93.0

0

0 -- -- ' --4-0
--20
20 92,6 92.8 95,0 60-
0 ......... 20 0
--20 --20
• 92.6 92,8 93.0 4-0 92.6 92.8 93.0
•_ 10 .... 20
0 0
o
G --10 --20 -- -- • --'
92.6 92.8 93.0 92.6 92.8 93.0
Day of Year Day of Year

Figure 4. GPSbaseline
solutions
fromShen,et al. (1994).Usedwith permission
of the
282 CRUSTAL FLUIDS AND EARTHQUAKES

North (ram) Fast (ram)

20

' I ' I ' I

400 0 100 200 300 400

2O

I
o 200 400 0 100 20O 300 400
20

o
-20
I
200 4O0 0 1 O0 2OO 30O 4OO
2O

I -20 , I ' I
200 400 0 1130 200 300 400
2O

I I
0 2O0 40O o 2O0 400
20

-20 2o
I I
0 200 400 o 200 400
•o

z 40
20
õ 20 o

o -2O
I i
o 2o0 400 0 200 4O0

20

30 20
I I
o 200 400 200 400
20

-8o
I I
200 400 0 200 400
40 20

20•
o -20

-213 , I
-40
i
o 2oo 400 0 200 400
6o 40

20 0

-20 -20
I I
0 200 400 0 200 400

Daysafter
28June1992 Daysafter
28June1992

Figure 5. Computedhorizontal (east and north) displacementdifferences.Stationsare indicatedon

the vertical axis of the left (north) plot. Thesecurvesare analogousto the curvesdeterminedby Shen,
et al. (1994) from GPS

of the 1992 Landers earthquake support this hypoth-
esis. A number of current theories of seismicfaulting
invoke pore fluid processes. Because measurementsof
pore fluid pressurein the regionof an earthquake,before
and after an earthquake, are difficult to make, computer
simulationsto study the consequences of these theories
are needed.
Because the coupled processesin the earth can ex-
hibit unexpected dynamical behavior, significantphys-
ical processescannot be ignored. This is particularly
true of crustal fluids, which require that the crust be
treated as an evolving poroelastic material, not simply
an elastic material.
"The crust of the Earth, working through
hundreds of millions of years, has organized
itself into a critical state through plate tec-
tonics, earthquake dynamics and volcanic
activity. The crust has been set up in a
highly organized pattern of rocks, faults,
rivers, lakes, etc., in which the next earth-
quake can be anything from a simple rumble
to a cataclysmic catastrophe.... In the final
analysis,the crust of the Earth can probably
be thought of as one single critical system,
in which the criticality manifests ireself in
manydifferentways." [Bak,1996]
General earthquake •nodelsmust include coupledpore
fluid processesif they are to accurately account for all
the important physical processesthat are involved in
the complex phenomenon that we call earthquakes.
Acknowledgment. This work was supportedby USGS /
NEHERP Grant •1434-HQ-97-GR-03 and DOE Basic Sci-
ence Program Grant •FG03-86ERI3601.
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