We study the dynamics of two conservative lattice gas models on the infinite d-dimensional hypercubic lattice: the Activated Random Walks (ARW) and the Stochastic Sandpiles Model (SSM), introduced in the physics literature in the early nineties. Theoretical arguments and numerical analysis predicted that the ARW and SSM undergo a phase transition between an absorbing phase and an active phase as the initial density crosses a critical threshold. However a rigorous proof of the existence of an absorbing phase was known only for one-dimensional systems. In the present work we establish the existence of such phase transition in any dimension. Moreover, we obtain several quantitative bounds for how fast the activity ceases at a given site or on a finite system. The multi-scale analysis developed here can be extended to other contexts providing an efficient tool to study non-equilibrium phase transitions.