Large deviations for mean field models of probabilistic cellular automata

Probabilistic cellular automata form a very large and general class of stochastic processes. These automata exhibit a wide range of complex behavior and are of interest in a number of fields of study, including mathematical physics, percolation theory, computer science, and neurobiology. Very little has been proved about these models, even in simple cases, so it is common to compare the models to mean field models. It is normally assumed that mean field models are essentially trivial. However, we show here that even the mean field models can exhibit surprising behavior. We prove some rigorous results on mean field models, including the existence of a surrogate for the “energy” in certain non‐reversible models. We also briefly discuss some differences that occur between the mean field and lattice models. © 2006 Wiley Periodicals, Inc. Random Struct. Alg., 2006     

A vector percolation modeling of oil–gas relative permeabilities

We presented exact analytical formulae and numerical calculation of diffusitivity curves with different law for a local pore behavior and have obtained critical exponent, different from conductivity. The connectivity percolation theory was built only on the conductivity, (the diffusion critical exponent was supposed to be equal to the conductivity exponent) and therefore sees only one side of problem-the scalar side. In many topological problems involving mechanical properties and fluid flow the connectivity scalar percolation geometry does not enough to apply.

One of the most useful aspects of percolation is that many very complicated systems have the same behavior with the same critical exponents. Universality of vector percolation is shown in the coincidence between the experimental measured relative hydraulic permeability of fluid and gas flow through unconsolidated sand and effective conductivity and diffusitivity curves of the bond–site percolation models. Comparisons of our calculation results to natural matches are quite good. We have argued that experimental data may be interpreted as a variant of pure vector percolation and to belong to the same universality class.     

Percolation of interdependent network of networks

Complex networks appear in almost every aspect of science and technology. Previous work in network theory has focused primarily on analyzing single networks that do not interact with other networks, despite the fact that many real-world networks interact with and depend on each other. Very recently an analytical framework for studying the percolation properties of interacting networks has been introduced. Here we review the analytical framework and the results for percolation laws for a Network Of Networks (NONs) formed by n interdependent random networks. The percolation properties of a network of networks differ greatly from those of single isolated networks. In particular, because the constituent networks of a NON are connected by node dependencies, a NON is subject to cascading failure. When there is strong interdependent coupling between networks, the percolation transition is discontinuous (first-order) phase transition, unlike the well-known continuous second-order transition in single isolated networks. Moreover, although networks with broader degree distributions, e.g., scale-free networks, are more robust when analyzed as single networks, they become more vulnerable in a NON. We also review the effect of space embedding on network vulnerability. It is shown that for spatially embedded networks any finite fraction of dependency nodes will lead to abrupt transition.     

Central limit theorem for positively associated stationary random fields

Positively associated stationary random fields on d-dimensional integral lattice arise in various models of mathematical statistics, percolation theory, statistical physics, and reliability theory. In this paper, we shall be concerned with a field with covariance functions satisfying a more general condition than summability. A criterion for the validity of the central limit theorem (CLT) for partial sums of a field from this class is established. The sums are taken over an increasing nest of parallelepipeds or cubes. The well-known conjecture of Newman stated that for an associated stationary random field the above condition on the covariance function should force the CLT to hold. As was shown by N. Herrndorf and A. P. Shashkin, this conjecture fails already for d = 1. In the present paper, the uniform integrability of the squared partial sums is shown as being of key importance for the CLT to hold. Thus, an extension of Lewis’s theorem proved for a sequence of random variables is obtained. Also, it is indicated how to modify Newman’s conjecture for any d. A representation of variances of partial sums of a field by means of slowly varying functions of several arguments is used in an essential way.     

Cut sets and normed cohomology with applications to percolation

We discuss an inequality for graphs, which relates the distances between components of any minimal cut set to the lengths of generators for the homology of the graph. Our motivation arises from percolation theory. In particular this result is applied to Cayley graphs of finite presentations of groups with one end, where it gives an exponential bound on the number of minimal cut sets, and thereby shows that the critical probability for percolation on these graphs is neither zero nor one. We further show for this same class of graphs that the critical probability for the coalescence of all infinite components into a single one is neither zero nor one.

     

Predicting dispersion in porous media

We present a fundamental theory of solute dispersion in porous using (i) critical path analysis and cluster statistics of percolation theory far from the percolation threshold and (ii) the tortuosity and structure of large clusters near the percolation threshold. We use the simplest possible model of porous media, with a single length scale of heterogeneity in which the statistics of local conductances are uncorrelated. This combination of percolation‐based techniques allows comprehensive investigation and predictions concerning the process of dispersion. Our predictions, which ignore molecular diffusion and make minimal use of unknown parameters, account for results obtained in a comprehensive set of nearly 1100 experiments performed on systems ranging in size from centimeters to 100 km. The success of our simple treatment overturns many existing notions about transport in porous media, such as (1) multiscale heterogeneity must be accounted for in predictions (single scale is sufficient), (2) geologic correlations are of great importance (the randomness of percolation theory is more appropriate for prediction than the most complicated models in other frameworks), (3) geologic complexity is more important than statistical physics (exactly the reverse), (4) knowledge of the subsurface is more important than knowledge of the initial conditions of the plume (the latter is critical, the former may be virtually irrelevant), (5) diffusion is dominant over advection (diffusion appears seldom to be relevant at all), (6) fracture networks are fundamentally different, and more complex, than porous media (the two are mostly equivalent), (7) the fractal structure of the medium is relevant to power‐law behavior of the dispersion (in fact, at short times it is the heterogeneity of the medium, while at long times it is the fractal structure of the critical paths), and (8) there is a relation between an increase in dispersion with scale and a similar increase in the hydraulic conductivity (in fact the present model is consistent with both a diminishing hydraulic conductivity and a diminishing solute velocity with increasing spatial scale). © 2009 Wiley Periodicals, Inc. Complexity, 16,43–55, 2010     

Elliptic Regularity and Quantitative Homogenization on Percolation Clusters

We establish quantitative homogenization, large‐scale regularity, and Liouville results for the random conductance model on a supercritical (Bernoulli bond) percolation cluster. The results are also new in the case that the conductivity is constant on the cluster. The argument passes through a series of renormalization steps: first, we use standard percolation results to find a large scale above which the geometry of the percolation cluster behaves (in a sense, made precise) like that of euclidean space. Then, following the work of Barlow [8], we find a succession of larger scales on which certain functional and elliptic estimates hold. This gives us the analytic tools to adapt the quantitative homogenization program of Armstrong and Smart [7] to estimate the yet larger scale on which solutions on the cluster can be well‐approximated by harmonic functions on ℝ^d. This is the first quantitative homogenization result in a porous medium, and the harmonic approximation allows us to estimate the scale on which a higher‐order regularity theory holds. The size of each of these random scales is shown to have at least a stretched exponential moment. As a consequence of this regularity theory, we obtain a Liouville‐type result that states that, for each k ∊ ℕ, the vector space of solutions growing at most like o(|x|^k+1) as |x| → ∞ has the same dimension as the set of harmonic polynomials of degree at most k, generalizing a result of Benjamini, Duminil‐Copin, Kozma, and Yadin from k ≤ 1 to k ∊ ℕ. © 2018 Wiley Periodicals, Inc.     

Exceptional planes of percolation

Consider the standard continuous percolation in ℝ⁴, and choose the parameters so that the induced percolation on a fixed two dimensional linear subspace is critical. Although two dimensional critical percolation dies, we show that there are exceptional two dimensional linear subspaces, in which percolation occurs. Received: 1 April 1997 / Revised version: 20 January 1998     

Busemann functions and equilibrium measures in last passage percolation models

The interplay between two-dimensional percolation growth models and one-dimensional particle processes has been a fruitful source of interesting mathematical phenomena. In this paper we develop a connection between the construction of Busemann functions in the Hammersley last-passage percolation model with i.i.d. random weights, and the existence, ergodicity and uniqueness of equilibrium (or time-invariant) measures for the related (multi-class) interacting fluid system. As we shall see, in the classical Hammersley model, where each point has weight one, this approach brings a new and rather geometrical solution of the longest increasing subsequence problem, as well as a central limit theorem for the Busemann function.     

Universality in two‐dimensional enhancement percolation

We consider a type of dependent percolation introduced in 2 , where it is shown that certain “enhancements” of independent (Bernoulli) percolation, called essential, make the percolation critical probability strictly smaller. In this study we first prove that, for two‐dimensional enhancements with a natural monotonicity property, being essential is also a necessary condition to shift the critical point. We then show that (some) critical exponents and the scaling limit of crossing probabilities of a two‐dimensional percolation process are unchanged if the process is subjected to a monotonic enhancement that is not essential. This proves a form of universality for all dependent percolation models obtained via a monotonic enhancement (of Bernoulli percolation) that does not shift the critical point. For the case of site percolation on the triangular lattice, we also prove a stronger form of universality by showing that the full scaling limit 12 , 13 is not affected by any monotonic enhancement that does not shift the critical point. © 2008 Wiley Periodicals, Inc. Random Struct. Alg., 2008     

Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations

The areas under the workload process and under the queueing process in a single-server queue over the busy period have many applications not only in queueing theory but also in risk theory or percolation theory. We focus here on the tail behaviour of distribution of these two integrals. We present various open problems and conjectures, which are supported by partial results for some special cases.     

Fourth-generation warfare: Jihadist networks and percolation

This paper studies the approach to the fourth-generation warfare (4GW) paradigm from the perspective of physical and mathematical disciplines, through the interdisciplinary bridge offered by the analysis of complex networks. The study is within an emerging multidisciplinary field, Sociophysics, which attempts to apply statistical mechanics and the science of complex systems to predict human social behavior. The fourth-generation warfare concept is reviewed, and the war of the Jihadist Islam against the West will be contextualized as 4GW. The paradigm of complex systems has in diverse branches of science changed how collective phenomena are processed. The jihadist networks phenomenon in particular is appropriate for study from the standpoint of complex networks. We present an empirical study of the 9/11 and 11M networks, implemented from public information, and we give a comparison of both networks from the standpoint of complex networks. Several authors have made use of the phenomenon of percolation in complex physical systems to analyse complex networks, particularly jihadist actions like 9/11. The relationship between jihadist networks and percolation is considered. The percolation concept is reviewed and related to 4GW, and the definition of memetic dimension is introduced.     

An approximate zero-one law

Summary We prove an approximate zero-one law, which holds for finite Bernoulli schemes. An application to percolation theory is given.     

The Fourier spectrum of critical percolation

Consider the indicator function f of a 2-dimensional percolation crossing event. In this paper, the Fourier transform of f is studied and sharp bounds are obtained for its lower tail in several situations. Various applications of these bounds are derived. In particular, we show that the set of exceptional times of dynamical critical site percolation on the triangular grid in which the origin percolates has dimension \frac3136{\frac{31}{36}} almost surely, and the corresponding dimension in the half-plane is \frac59{\frac{5}{9}} . It is also proved that critical bond percolation on the square grid has exceptional times almost surely. Also, the asymptotics of the number of sites that need to be resampled in order to significantly perturb the global percolation configuration in a large square is determined.     

Group-invariant Percolation on Graphs

Let G be a closed group of automorphisms of a graph X. We relate geometric properties of G and X, such as amenability and unimodularity, to properties of G-invariant percolation processes on X, such as the number of infinite components, the expected degree, and the topology of the components. Our fundamental tool is a new masstransport technique that has been occasionally used elsewhere and is developed further here.¶ Perhaps surprisingly, these investigations of group-invariant percolation produce results that are new in the Bernoulli setting. Most notably, we prove that critical Bernoulli percolation on any nonamenable Cayley graph has no infinite clusters. More generally, the same is true for any nonamenable graph with a unimodular transitive automorphism group.¶ We show that G is amenable if for all $ \alpha < 1 $ \alpha < 1 , there is a G-invariant site percolation process w \omega on X with $ {\bf P} [x \in \omega] > \alpha $ {\bf P} [x \in \omega] > \alpha for all vertices x and with no infinite components. When G is not amenable, a threshold $ \alpha < 1 $ \alpha < 1 appears. An inequality for the threshold in terms of the isoperimetric constant is obtained, extending an inequality of Häggström for regular trees.¶ If G acts transitively on X, we show that G is unimodular if the expected degree is at least 2 in any G-invariant bond percolation on X with all components infinite.¶ The investigation of dependent percolation also yields some results on automorphism groups of graphs that do not involve percolation.     

Mathematical simulation of oil reservoir properties

The study and computational representation of porous media properties are very important for many industries where problems of fluid flow, percolation phenomena and liquid movement and stagnation are involved, for example, in building constructions, ore processing, chemical industries, mining, corrosion sciences, etc. Nevertheless, these kinds of processes present a noneasy behavior to be predicted and mathematical models must include statistical analysis, fractal and/or stochastic procedures to do it. This work shows the characterization of sandstone berea core samples which can be found as a porous media (PM) in natural oil reservoirs, rock formations, etc. and the development of a mathematical algorithm for simulating the anisotropic characteristics of a PM based on a stochastic distribution of some of their most important properties like porosity, permeability, pressure and saturation. Finally a stochastic process is used again to simulated the topography of an oil reservoir.     

Numerical computations of conductivity over agglomerated continuum percolation models

In order to clarify how the percolation theory governs the conductivities in real materials which consist of small conductive particles, e.g., nanoparticles, with random configurations in an insulator, we numerically investigate the conductivities of continuum percolation models consisting of overlapped particles using the finite difference method as a sequel of our previous article [S. Matsutani, Y. Shimosako, Y. Wang, Int. J. Mod. Phys. C 21 (2010) 709–729]. As the previous article showed the shape effect of each particle by handling different aspect ratios of spheroids, in this article we numerically show influences of the agglomeration of the particles on conductivities after we model the agglomerated configuration by employing a simple numerical algorithm which simulate an agglomerated configuration of particles by a natural parameter. We conclude that the dominant agglomeration effect on the conductivities can be interpreted as the size effect of an analyzed region. We also discuss an effect of shape of the agglomerated clusters on its universal property.     

A Harris‐Kesten theorem for confetti percolation

Percolation properties of the dead leaves model, also known as confetti percolation, are considered. More precisely, we prove that the critical probability for confetti percolation with square‐shaped leaves is 1/2. This result is related to a question of Benjamini and Schramm concerning disk‐shaped leaves and can be seen as a variant of the Harris‐Kesten theorem for bond percolation. The proof is based on techniques developed by Bollobás and Riordan to determine the critical probability for Voronoi and Johnson‐Mehl percolation. © 2014 Wiley Periodicals, Inc. Random Struct. Alg., 47, 361–385, 2015     

Poisson point processes with exclusion

Summary We give the definition of Poisson point processes with exclusion by their local conditional distributions, treat the existence and uniqueness problem and their applications in percolation theory.     

Dynamical percolation on general trees

Häggström et al. (Ann Inst H Poincaré Probab Stat 33(4):497–528, 1997) have introduced a dynamical version of percolation on a graph G. When G is a tree they derived a necessary and sufficient condition for percolation to exist at some time t. In the case that G is a spherically symmetric tree (Peres and Steif in Probab Theory Relat Fields 111(1):141–165, 1998), derived a necessary and sufficient condition for percolation to exist at some time t in a given target set D. The main result of the present paper is a necessary and sufficient condition for the existence of percolation, at some time ${t\in D}H?ggstr?m et al. (Ann Inst H Poincaré Probab Stat 33(4):497–528, 1997) have introduced a dynamical version of percolation on a graph G. When G is a tree they derived a necessary and sufficient condition for percolation to exist at some time t. In the case that G is a spherically symmetric tree (Peres and Steif in Probab Theory Relat Fields 111(1):141–165, 1998), derived a necessary and sufficient condition for percolation to exist at some time t in a given target set D. The main result of the present paper is a necessary and sufficient condition for the existence of percolation, at some time , in the case that the underlying tree is not necessary spherically symmetric. This answers a question of Yuval Peres (personal communication). We present also a formula for the Hausdorff dimension of the set of exceptional times of percolation. Research supported in part by a grant from the National Science Foundation.