It is well established that the phase transition between survival and extinction in spreading models with short-range interactions is generically associated with the directed percolation (DP) universality class. In many realistic spreading processes, however, interactions are long ranged and well described by Lévy-flights, i.e., by a probability distribution that decays in $d$ dimensions with distance $r$ as $r^{-d-σ}$. We employ the powerful methods of renormalized field theory to study DP with such long range, Lévy-flight spreading in some depth. Our results unambiguously corroborate earlier findings that there are four renormalization group fixed points corresponding to, respectively, short-range Gaussian, Lévy Gaussian, short-range DP and Lévy DP, and that there are four lines in the $(σ, d)$ plane which separate the stability regions of these fixed points. When the stability line between short-range DP and Lévy DP is crossed, all critical exponents change continuously. We calculate the exponents describing Lévy DP to second order in $ε$-expansion, and we compare our analytical results to the results of existing numerical simulations. Furthermore, we calculate the leading logarithmic corrections for several dynamical observables.
The way in which an opinion rejecting reform can finally become the consensus of everyone was studied by Galam (2002) in a probabilistic model. We now replace his clusters by those formed via random percolation by letting particles diffuse on a lattice. Galam's rejection of reform is reproduced below the percolation threshold, whereas at and above the threshold, also approval of a reform becomes possible.
We present a general definition of damage spreading in a pair of models. Using this general framework, one can define damage spreading in an objective manner, that does not depend on the particular dynamic procedure that is being used. The formalism is applied to the Domany-Kinzel cellular automaton in one dimension; the active phase of this model is shown to consist of three sub-phases, characterized by different damage-spreading properties.
We study the relation between the directed polymer and the directed percolation models, for the case of a disordered energy landscape where the energies are taken from bimodal distribution. We find that at the critical concentration of the directed percolation, the directed polymer undergoes a transition from the directed polymer universality class to the directed percolation universality class. We also find that directed percolation clusters affect the characterisrics of the directed polymer below the critical concentration.
These lectures provide an introduction to the directed percolation and directed animals problems, from a physicist's point of view. The probabilistic cellular automaton formulation of directed percolation is introduced. The planar duality of the diode-resistor-insulator percolation problem in two dimensions, and relation of the directed percolation to undirected first passage percolation problem are described. Equivalence of the $d$-dimensional directed animals problem to $(d-1)$-dimensional Yang-Lee edge-singularity problem is established. Self-organized critical formulation of the percolatio…
Off-lattice SIR models are constructed on continuum percolation clusters defined on the Ginibre point process (GPP) and on the Poisson point process (PPP). The static percolation transitions in the continuum percolation models as well as the infection-spreading transitions in the SIR models, which are regarded as the dynamic percolation transitions, are enhanced in the GPP-based model compared with the PPP-based model. This enhancement is caused by hyperuniformity of the GPP. On the other hand, in the extinction phase of infection on the phase diagram, a wide parameter region is determined in …
We consider the directed percolation process as a prototype of systems displaying a nonequilibrium phase transition into an absorbing state. The model is in a critical state when the activation probability is adjusted at some precise value p_c. Criticality is lost as soon as the probability to activate sites at the first attempt, p1, is changed. We show here that criticality can be restored by "compensating" the change in p1 by an appropriate change of the second time activation probability p2 in the opposite direction. At compensation, we observe that the bulk exponents of the process coincid…
Directed percolation is one of the most prominent universality classes of nonequilibrium phase transitions and can be found in a large variety of models. Despite its theoretical success, no experiment is known which clearly reproduces the critical exponents of directed percolation. The present work compares suggested experiments and discusses possible reasons why the observation of the critical exponents of directed percolation is obscured or even impossible.
A new experimental system showing a transition to spatiotemporal intermittency is presented. It consists of a ring of hundred oscillating ferrofluidic spikes. The measured critical exponents of the system agree with those obtained from a theoretical model of directed percolation.
We suggest an equal-time n-point correlation function for systems in the directed percolation universality class which is well defined in all phases and independent of initial conditions. It is defined as the probability that all points are connected with a common ancestor in the past by directed paths.
We show that the problem of directed percolation on an arbitrary lattice is equivalent to the problem of m directed random walkers with rather general attractive interactions, when suitably continued to m=0. In 1+1 dimensions, this is dual to a model of interacting steps on a vicinal surface. A similar correspondence with interacting self-avoiding walks is constructed for isotropic percolation.
We introduce and investigate a simple model to describe recent experiments by Douady and Daerr on flowing sand. The model reproduces experimentally observed compact avalanches, whose opening angle decreases linearly as a threshold is approached. On large scales the model exhibits a crossover from compact directed percolation to directed percolation; we predict similar behavior for the experimental system. We estimate the regime where "true" directed percolation morphology and exponents will be observed, providing the first experimental realization for this class of models.
Applying the theory of Yang-Lee zeros to nonequilibrium critical phenomena, we investigate the properties of a directed bond percolation process for a complex percolation parameter p. It is shown that for the Golden Ratio p=(1(+/-)sqrt(5))/2 and for p=2 the survival probability of a cluster can be computed exactly.
A new experimental system showing a transition to spatiotemporal intermittency is presented. It consists of a ring of hundred oscillating ferrofluidic spikes. Four of five of the measured critical exponents of the system agree with those obtained from a theoretical model of directed percolation.
We consider directed percolation with an absorbing boundary in 1+1 and 2+1 dimensions. The distribution of cluster lifetimes and sizes depend on the boundary. The new scaling exponents can be related to the exponents characterizing standard directed percolation in 1+1 dimension. In addition, we investigate the backbone cluster and red bonds, and calculate the distribution of living sites along the absorbing boundary.
We examine the effects of introducing a wall or edge into a directed percolation process. Scaling ansatzes are presented for the density and survival probability of a cluster in these geometries, and we make the connection to surface critical phenomena and field theory. The results of previous numerical work for a wall can thus be interpreted in terms of surface exponents satisfying scaling relations generalising those for ordinary directed percolation. New exponents for edge directed percolation are also introduced. They are calculated in mean-field theory and measured numerically in 2+1 dime…
We study directed percolation at the upper critical transverse dimension $d=4$, where critical fluctuations induce logarithmic corrections to the leading (mean-field) behavior. Viewing directed percolation as a kinetic process, we address the following properties of directed percolation clusters: the mass (the number of active sites or particles), the radius of gyration and the survival probability. Using renormalized dynamical field theory, we determine the leading and the next to leading logarithmic corrections for these quantities. In addition, we calculate the logarithmic corrections to th…
Using a tensor renormalization group method with oblique projectors for an anisotropic tensor network, we confirm that the rescaled spectrum of transfer matrices at nonequilibrium critical points in the (1+1)-dimensional directed percolation, a canonical model of nonequilibrium critical phenomena, is scale-invariant and its structure is universal.
A simple model for flowing sand on an inclined plane is introduced. The model is related to recent experiments by Douady and Daerr [Nature 399, 241 (1999)] and reproduces some of the experimentally observed features. Avalanches of intermediate size appear to be compact, placing the critical behavior of the model into the universality class of compact directed percolation. On very large scales, however, the avalanches break up into several branches leading to a crossover from compact to ordinary directed percolation. Thus, systems of flowing granular matter on an inclined plane could serve as a…
We investigate a model of epidemic spreading with partial immunization which is controlled by two probabilities, namely, for first infections, $p_0$, and reinfections, $p$. When the two probabilities are equal, the model reduces to directed percolation, while for perfect immunization one obtains the general epidemic process belonging to the universality class of dynamical percolation. We focus on the critical behavior in the vicinity of the directed percolation point, especially in high dimensions $d>2$. It is argued that the clusters of immune sites are compact for $d\leq 4$. This observation…
We study sandpile models with stochastic toppling rules and having sticky grains so that with a non-zero probability no toppling occurs, even if the local height of pile exceeds the threshold value. Dissipation is introduced by adding a small probability of particle loss at each toppling. Generically, for models with a preferred direction, the avalanche exponents are those of critical directed percolation clusters. For undirected models, avalanche exponents are those of directed percolation clusters in one higher dimension.
In this work we consider five different lattice models which exhibit continuous phase transitions into absorbing states. By measuring certain universal functions, which characterize the steady state as well as the dynamical scaling behavior, we present clear numerical evidence that all models belong to the universality class of directed percolation. Since the considered models are characterized by different interaction details the obtained universal scaling plots are an impressive manifestation of the universality of directed percolation.
We use very efficient algorithms to calculate low-density series for bond and site percolation on the directed triangular, honeycomb, kagomé, and $(4.8^2)$ lattices. Analysis of the series yields accurate estimates of the critical point $p_c$ and various critical exponents. The exponent estimates differ only in the $5^{th}$ digit, thus providing strong numerical evidence for the expected universality of the critical exponents for directed percolation problems. In addition we also study the non-physical singularities of the series.
We formulate directed percolation in (1+1) dimensions in the language of a reaction-diffusion process with exclusion taking place in one space dimension. We map the master equation that describes the dynamics of the system onto a quantum spin chain problem. From there we build an interacting fermionic field theory of a new type. We study the resulting theory using renormalization group techniques. This yields numerical estimates for the critical exponents and provides a new alternative analytic systematic procedure to study low-dimensional directed percolation.
Environmental heterogeneity can drive genetic heterogeneity in expanding populations; mutant strains may emerge that trade overall growth rate for an improved ability to survive in patches that are hostile to the wild type. This evolutionary dynamic is of practical importance when seeking to prevent the emergence of damaging traits. We show that a sub-critical slow-spreading mutant can attain dominance even when the density of patches is below their percolation threshold and predict this transition using geometrical arguments. This work demonstrates a phenomenon of ''assisted percolation'', wh…
Using Monte Carlo simulations on different system sizes we determine with high precision the critical thresholds of two families of directed percolation models on a square lattice. The thresholds decrease exponentially with the degree of connectivity. We conjecture that $p_{c}$ decays exactly as the inverse of the coodination number.
We study the phase diagram of fully directed lattice animals with nearest-neighbour interactions on the square lattice. This model comprises several interesting ensembles (directed site and bond trees, bond animals, strongly embeddable animals) as special cases and its collapse transition is equivalent to a directed bond percolation threshold. Precise estimates for the animal size exponents in the different phases and for the critical fugacities of these special ensembles are obtained from a phenomenological renormalization group analysis of the correlation lengths for strips of width up to n=…
We introduce a model for temporally disordered directed percolation in which the probability of spreading from a vertex $(t,x)$, where $t$ is the time and $x$ is the spatial coordinate, is independent of $x$ but depends on $t$. Using a very efficient algorithm we calculate low-density series for bond percolation on the directed square lattice. Analysis of the series yields estimates for the critical point $p_c$ and various critical exponents which are consistent with a continuous change of the critical parameters as the strength of the disorder is increased.
The fractal structure of directed percolation clusters, grown at the percolation threshold inside parabolic-like systems, is studied in two dimensions via Monte Carlo simulations. With a free surface at y=\pm Cx^k and a dynamical exponent z, the surface shape is a relevant perturbation when k<1/z and the fractal dimensions of the anisotropic clusters vary continuously with k. Analytic expressions for these variations are obtained using a blob picture approach.
A new algorithm for the derivation of low-density series for percolation on directed lattices is introduced and applied to the square lattice bond and site problems. Numerical evidence shows that the computational complexity grows exponentially, but with a growth factor $λ< \protect{\sqrt[8]{2}}$, which is much smaller than the growth factor $λ= \protect{\sqrt[4]{2}}$ of the previous best algorithm. For bond (site) percolation on the directed square lattice the series has been extended to order 171 (158). Analysis of the series yields sharper estimates of the critical points and exponents.
It is shown that the universal critical properties of two recently introduced coupled directed percolation processes can be described by a single rapidity reversal invariant stochastic reaction-diffusion model. It is demonstrated that all renormalizations needed for the calculation of the universal scaling behavior near the multicritical point can be gained from the Gribov process (Reggeon field theory). Consequently the crossover exponent describing the scaling of the linear coupling parameter is given by Phi = 1 to all orders of the perturbation expansion.
Using field-theoretic renormalization group methods we calculate the equation of state for non-equilibrium systems belonging to the universality class of directed percolation (Gribov process) to second order in epsilon = 4-d. By introducing a parametric representation the result can be written to this order in a very simple form. We use our result to obtain a universal amplitude ratio to second order in epsilon.
Survival and percolation probabilities are most important quantities in the theory and in the application of growth models with spreading. We construct field theoretical expressions for these probabilities which are feasible for perturbation expansions. The outstanding role of the absorbing noise is stressed to obtain survival probabilities monotonic decreasing with time. We briefly consider some fundamental growth models equipped with absorbing noise which are representations of known universality classes of spreading phenomena. The critical scaling properties of their survival and percolatio…
We present a Monte Carlo study of the bond and site directed (oriented) percolation models in $(d+1)$ dimensions on simple-cubic and body-centered-cubic lattices, with $2 \leq d \leq 7$. A dimensionless ratio is defined, and an analysis of its finite-size scaling produces improved estimates of percolation thresholds. We also report improved estimates for the standard critical exponents. In addition, we study the probability distributions of the number of wet sites and radius of gyration, for $1 \leq d \leq 7$.
In this work we consider the steady state scaling behavior of directed percolation around the upper critical dimension. In particular we determine numerically the order parameter, its fluctuations as well as the susceptibility as a function of the control parameter and the conjugated field. Additionally to the universal scaling functions, several universal amplitude combinations are considered. We compare our results with those of a renormalization group approach.
A general field theoretic model of directed percolation with many colors that is equivalent to a population model (Gribov process) with many species near their extinction thresholds is presented. It is shown that the multicritical behavior is always described by the well known exponents of Reggeon field theory. In addition this universal model shows an instability that leads in general to a total asymmetry between each pair of species of a cooperative society.
The width W of the active region around an active moving wall in a directed percolation process diverges at the percolation threshold p_c as W \simeq A ε^{-ν_\parallel} \ln(ε_0/ε), with ε=p_c-p, ε_0 a constant, and ν_\parallel=1.734 the critical exponent of the characteristic time needed to reach the stationary state ξ_\parallel \sim ε^{-ν_\parallel}. The logarithmic factor arises from screening of statistically independent needle shaped sub clusters in the active region. Numerical data confirm this scaling behaviour.
We study random lattice networks consisting of resistor like and diode like bonds. For investigating the transport properties of these random resistor diode networks we introduce a field theoretic Hamiltonian amenable to renormalization group analysis. We focus on the average two-port resistance at the transition from the nonpercolating to the directed percolating phase and calculate the corresponding resistance exponent $ϕ$ to two-loop order. Moreover, we determine the backbone dimension $D_B$ of directed percolation clusters to two-loop order. We obtain a scaling relation for $D_B$ that is i…
We consider a modification of the contact process incorporating higher-order reaction terms. The original contact process exhibits a non-equilibrium phase transition belonging to the universality class of directed percolation. The incorporated higher-order reaction terms lead to a non-trivial phase diagram. In particular, a line of continuous phase transitions is separated by a tricritical point from a line of discontinuous phase transitions. The corresponding tricritical scaling behavior is analyzed in detail, i.e., we determine the critical exponents, various universal scaling functions as w…
A new position-space renormalization group approach is investigated for bond directed percolation in two dimensions. The threshold value for the bond occupation probabilities is found to be $p_c=0.6443$. Correlation length exponents on time (parallel) and space (transverse) directions are found to be $ν_\parallel=1.719$ and $ν_\perp=1.076$, respectively, which are in very good agreement with the best known series expansion results.
We experimentally investigate the critical behavior of a phase transition between two topologically different turbulent states of electrohydrodynamic convection in nematic liquid crystals. The statistical properties of the observed spatiotemporal intermittency regimes are carefully determined, yielding a complete set of static critical exponents in full agreement with those defining the directed percolation class in (2+1) dimensions. This constitutes the first clear and comprehensive experimental evidence of an absorbing phase transition in this prominent non-equilibrium universality class.
Absorbing phase transition in restricted exclusion processes are characterized by simple integer exponents. We show that this critical behaviour flows to the directed percolation (DP) universality class when particle conservation is broken suitably. The same transition, when studied using the average density as the controlling parameter, yields critical exponents quite different from DP; we argue that these exponents are actually related to DP by a scaling factor $1/β_{DP}.$ These conclusions also apply to conserved lattice gas in one dimension.
We investigate the influence of correlated initial conditions on the temporal evolution of a (d+1)-dimensional critical directed percolation process. Generating initial states with correlations <s_i*s_{i+r}>~r^(sigma-d) we observe that the density of active sites in Monte-Carlo simulations evolves as rho(t)~t^kappa. The exponent kappa depends continuously on sigma and varies in the range -beta/nu_{||}<=kappa<=eta. Our numerical results are confirmed by an exact field-theoretical renormalization group calculation.
A model of directed percolation processes with colors and flavors that is equivalent to a population model with many species near their extinction thresholds is presented. We use renormalized field theory and demonstrate that all renormalizations needed for the calculation of the universal scaling behavior near the multicritical point can be gained from the one-species Gribov process (Reggeon field theory). In addition this universal model shows an instability that generically leads to a total asymmetry between each pair of species of a cooperative society, and finally to unidirectionality of …
We solve exactly a special case of the anisotropic directed bond percolation problem in three dimensions, in which the occupation probability is 1 along two spatial directions, by mapping it to a five-vertex model. We determine the asymptotic shape of the ininite cluster and hence the direction dependent critical probability. The exponents characterising the fluctuations of the boundary of the wetted cluster in d-dimensions are related to those of the (d-2)-dimensional KPZ equation.
We revisit the problem of local persistence in directed percolation, reporting improved estimates of the persistence exponent in 1+1 dimensions, discovering strong corrections to scaling in higher dimensions, and investigating the mean field limit. Moreover, we introduce a graded persistence probability that a site does not flip more than n times and demonstrate how local persistence can be studied in seed simulations. Finally, the problem of spatial (as opposed to temporal) persistence is investigated.
A minimal model for self-organized critical percolation on directed graphs with activating and de-activating links is studied. Unlike classical self-organized criticality, the variables that determine criticality are separated from the dynamical variables of the system and evolve on a slower timescale, resulting in robust criticality. While activity of nodes percolates across the network, the network self-organizes through local adjustment of links according to the criterion that a link's adjacent nodes' average activities become similar. As a result, the network self-organizes to the percolat…
Recently Dantas, Oliveira and Stilck [J. Stat. Mech. (2007) P08009] studied how the one-dimensional diffusive contact process crosses over from the critical behavior of directed percolation to an effective mean field behaviour when the diffusion rate is sent to infinity. They showed that this crossover can be described in terms of a crossover exponent $ϕ$, finding the boundaries 3 <= $ϕ$ <= 4 in one spatial dimension. In the present work we refine and extend this result up to four spatial dimensions by a field-theoretic calculation and extensive numerical simulations.
A simple one-dimensional microscopic model of the depinning transition of an interface from an attractive hard wall is introduced and investigated. Upon varying a control parameter, the critical behaviour observed along the transition line changes from a directed-percolation to a multiplicative-noise type. Numerical simulations allow for a quantitative study of the multicritical point separating the two regions, Mean-field arguments and the mapping on a yet simpler model provide some further insight on the overall scenario.
We introduce a dynamical model of coupled directed percolation systems with two particle species. The two species $A$ and $B$ are coupled asymmetrically in that $A$ particles branch $B$ particles whereas $B$ particles prey on $A$ particles. This model may describe epidemic spreading controlled by reactive immunization agents. We study nonequilibrium phase transitions with focused attention to the multicritical point where both species undergo the absorbing phase transition simultaneously. In one dimension, we find that the inhibitory coupling from $B$ to $A$ is irrelevant and the model belongs…
Scaling nature of absorbing critical phenomena is well understood for the directed percolation (DP) and the directed Ising (DI) systems. However, a full analysis of the crossover behavior is still lacking, which is of our interest in this study. There are three different routes from the DI to the DP classes by introducing a symmetry breaking field (SB), breaking a modulo 2 conservation (CB), or making channels connecting two equivalent absorbing states (CC). Each route can be characterized by a crossover exponent, which is found numerically as $ϕ=2.1\pm 0.1$ (SB), $4.6\pm 0.2$ (CB), and $2.9\p…
We study a hierarchy of directed percolation (DP) processes for particle species A, B, ..., unidirectionally coupled via the reactions A -> B, ... When the DP critical points at all levels coincide, multicritical behavior emerges, with density exponents β^{(k)} which are markedly reduced at each hierarchy level k >= 2. We compute the fluctuation corrections to β^{(2)} to O(ε= 4-d) using field-theoretic renormalization group techniques. Monte Carlo simulations are employed to determine the new exponents in dimensions d <= 3.
We consider analytically as well as numerically the finite-size scaling behavior in the stationary state near the non-equilibrium phase transition of directed percolation within the mean field regime, i.e., above the upper critical dimension. Analogous to equilibrium, usual finite-size scaling is valid below the upper critical dimension, whereas it fails above. Performing a momentum analysis of associated path integrals we derive modified finite-size scaling forms of the order parameter and its higher moments. The results are confirmed by numerical simulations of corresponding high-dimensional…
Shape-dependent universal crossing probabilities are studied, via Monte Carlo simulations, for bond and site directed percolation on the square lattice in the diagonal direction, at the percolation threshold. Since the system is strongly anisotropic, the shape-dependence enters through the effective aspect ratio r_eff=cL^z/t, where c is a non-universal constant and z the anisotropy exponent. A particular attention is paid to the influence of the initial state on the universal behaviour of the crossing probability. Using anisotropic finite-size scaling and generalizing a simple argument given b…
The local persistence probability P_l(t) that a site never becomes active up to time t, and the global persistence probability P_g(t) that the deviation of the global density from its mean value rho(t)-<ρ(t)> does not change its sign up to time t are studied in a one-dimensional directed percolation process by Monte Carlo simulations. At criticality, starting from random initial conditions, both P_l(t) and P_g(t) decay algebraically with exponents theta_l ~ theta_g ~ 1.50(2), which is in contrast to previously known cases where theta_g < theta_l. The exponents are found to be independent of th…
In a recent study [arXiv:1011.3254] the contact process with a modified creation rate at a single site was shown to exhibit a non-universal scaling behavior with exponents varying with the creation rate at the special site. In the present work we argue that the survival probability decays according to a stretched exponential rather than a power law, explaining previous observations.
We introduce a model for directed percolation with a long-range temporal diffusion, while the spatial diffusion is kept short ranged. In an interpretation of directed percolation as an epidemic process, this non-Markovian modification can be understood as incubation times, which are distributed accordingly to a Levy distribution. We argue that the best approach to find the effective action for this problem is through a generalization of the Cardy-Sugar method, adding the non-Markovian features into the geometrical properties of the lattice. We formulate a field theory for this problem and reno…
Two-dimensional directed site percolation is studied in systems directed along the x-axis and limited by a free surface at y=\pm Cx^k. Scaling considerations show that the surface is a relevant perturbation to the local critical behaviour when k<1/z where z=ν_\parallel/νis the dynamical exponent. The tip-to-bulk order parameter correlation function is calculated in the mean-field approximation. The tip percolation probability and the fractal dimensions of critical clusters are obtained through Monte-Carlo simulations. The tip order parameter has a nonuniversal, C-dependent, scaling dimension i…
Percolation theory has been largely used in the study of structural properties of complex networks such as the robustness, with remarkable results. Nevertheless, a purely topological description is not sufficient for a correct characterization of networks behaviour in relation with physical flows and spreading phenomena taking place on them. The functionality of real networks also depends on the ability of the nodes and the edges in bearing and handling loads of flows, energy, information and other physical quantities. We propose to study these properties introducing a process of inhomogeneous…
