Block persistence

We define a block persistence probability p _l (t) as the probability that the order parameter integrated on a block of linear size l has never changed sign since the initial time in a phase-ordering process at finite temperature T<T _c . We argue that in the scaling limit of large blocks, where z is the growth exponent (), is the global (magnetization) persistence exponent and f(x) decays with the local (single spin) exponent for large x. This scaling is demonstrated at zero temperature for the diffusion equation and the large-n model, and generically it can be used to determine easily from simulations of coarsening models. We also argue that and the scaling function do not depend on temperature, leading to a definition of at finite temperature, whereas the local persistence probability decays exponentially due to thermal fluctuations. These ideas are applied to the study of persistence for conserved models. We illustrate our discussions by extensive numerical results. We also comment on the relation between this method and an alternative definition of at finite temperature recently introduced by Derrida [Phys. Rev. E 55, 3705 (1997)]. Received: 25 February 1998 / Revised: 24 July 1998 / Accepted: 27 July 1998     

Universal crossing probabilities and incipient spanning clusters in directed percolation

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. In a dynamical interpretation, the crossing probability is the probability that, on a system with size L, an epidemic spreading without immunization remains active at time t. Since the system is strongly anisotropic, the shape dependence in space-time enters through the effective aspect ratio r _eff = ct/L ^z, 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 by Aizenman for isotropic percolation, we also obtain the behaviour of the probability to find n incipient spanning clusters on a finite system at time t. The numerical results are in good agreement with the conjecture. Received 10 February 2003 Published online 20 June 2003 RID="a" ID="a"e-mail: turban@lpm.u-nancy.fr RID="b" ID="b"UMR CNRS 7556     

A model for anomalous directed percolation

We introduce a model for the spreading of epidemics by long-range infections and investigate the critical behaviour at the spreading transition. The model generalizes directed bond percolation and is characterized by a probability distribution for long-range infections which decays in d spatial dimensions as . Extensive numerical simulations are performed in order to determine the density exponent and the correlation length exponents and for various values of . We observe that these exponents vary continuously with , in agreement with recent field-theoretic predictions. We also study a model for pairwise annihilation of particles with algebraically distributed long-range interactions. Received: 4 September 1998 / Accepted: 22 September 1998     

Time distribution and loss of scaling in granular flow

Two cellular automata models with directed mass flow and internal time scales are studied by numerical simulations. Relaxation rules are a combination of probabilistic critical height (probability of toppling p) and deterministic critical slope processes with internal correlation time t_c equal to the avalanche lifetime, in model A, and ,in model B. In both cases nonuniversal scaling properties of avalanche distributions are found for , where is related to directed percolation threshold in d=3. Distributions of avalanche durations for are studied in detail, exhibiting multifractal scaling behavior in model A, and finite size scaling behavior in model B, and scaling exponents are determined as a function of p. At a phase transition to noncritical steady state occurs. Due to difference in the relaxation mechanisms, avalanche statistics at approaches the parity conserving universality class in model A, and the mean-field universality class in model B. We also estimate roughness exponent at the transition. Received: 29 May 1998 / Revised: 8 September 1998 / Accepted: 10 September 1998     

Lévy-flight spreading of epidemic processes leading to percolating clusters

We consider two stochastic processes, the Gribov process and the general epidemic process, that describe the spreading of an infectious disease. In contrast to the usually assumed case of short-range infections that lead, at the critical point, to directed and isotropic percolation respectively, we consider long-range infections with a probability distribution decaying in d dimensions with the distance as . By means of Wilson's momentum shell renormalization-group recursion relations, the critical exponents characterizing the growing fractal clusters are calculated to first order in an -expansion. It is shown that the long-range critical behavior changes continuously to its short-range counterpart for a decay exponent of the infection . Received: 17 July 1998 / Revised: 20 July 1998 / Accepted: 28 July 1998     

Reaction kinetics in polymer melts

We study the reaction kinetics of end-functionalized polymer chains dispersed in an unreactive polymer melt. Starting from an infinite hierarchy of coupled equations for many-chain correlation functions, a closed equation is derived for the 2nd order rate constant k after postulating simple physical bounds. Our results generalize previous 2-chain treatments (valid in dilute reactants limit) by Doi [#!doi:inter2!#], de Gennes [#!gennes:polreactionsiandii!#], and Friedman and O'Shaughnessy [#!ben:interdil_all_aip!#], to arbitrary initial reactive group density n₀ and local chemical reactivity Q. Simple mean field (MF) kinetics apply at short times, .For high Q, a transition occurs to diffusion-controlled (DC) kinetics with (where x_t is rms monomer displacement in time t) leading to a density decay . If n₀ exceeds the chain overlap threshold, this behavior is followed by a regime where during which k has the same power law dependence in time, , but possibly different numerical coefficient. For unentangled melts this gives while for entangled cases one or more of the successive regimes ,t ^-3/8 and t ^-3/4 may be realized depending on the magnitudes of Q and n₀. Kinetics at times longer than the longest polymer relaxation time are always MF. If a DC regime has developed before then the long time rate constant is where R is the coil radius. We propose measuring the above kinetics in a model experiment where radical end groups are generated by photolysis. Received: 2 June 1998 / Revised: 9 July 1998 / Accepted: 10 July 1998     

Scaling and memory effect in volatility return interval of the Chinese stock market

We investigate the probability distribution of the volatility return intervals τ for the Chinese stock market. We rescale both the probability distribution P_q(τ) and the volatility return intervals τ as to obtain a uniform scaling curve for different threshold value q. The scaling curve can be well fitted by the stretched exponential function , which suggests memory exists in τ. To demonstrate the memory effect, we investigate the conditional probability distribution P_q(τ|τ₀), the mean conditional interval 〈τ|τ₀〉 and the cumulative probability distribution of the cluster size of τ. The results show clear clustering effect. We further investigate the persistence probability distribution P_±(t) and find that P₋(t) decays by a power law with the exponent far different from the value 0.5 for the random walk, which further confirms long memory exists in τ. The scaling and long memory effect of τ for the Chinese stock market are similar to those obtained from the United States and the Japanese financial markets.     

Stretched exponential relaxation on the hypercube and the glass transition

We study random walks on the dilute hypercube using an exact enumeration Master equation technique, which is much more efficient than Monte Carlo methods for this problem. For each dilution p the form of the relaxation of the memory function q(t) can be accurately parametrized by a stretched exponential over several orders of magnitude in q(t). As the critical dilution for percolation is approached, the time constant tends to diverge and the stretching exponent drops towards 1/3. As the same pattern of relaxation is observed in a wide class of glass formers, the fractal like morphology of the giant cluster in the dilute hypercube appears to be a good representation of the coarse grained phase space in these systems. For these glass formers the glass transition may be pictured as a percolation transition in phase space. Received 16 June 2000 and Received in final form 13 October 2000     

Directed spiral site percolation on the square lattice

A new site percolation model, directed spiral percolation (DSP), under both directional and rotational (spiral) constraints is studied numerically on the square lattice. The critical percolation threshold p _c ≈ 0.655 is found between the directed and spiral percolation thresholds. Infinite percolation clusters are fractals of dimension d _f ≈ 1.733. The clusters generated are anisotropic. Due to the rotational constraint, the cluster growth is deviated from that expected due to the directional constraint. Connectivity lengths, one along the elongation of the cluster and the other perpendicular to it, diverge as p → p _c with different critical exponents. The clusters are less anisotropic than the directed percolation clusters. Different moments of the cluster size distribution P _s(p) show power law behaviour with | p - p _c| in the critical regime with appropriate critical exponents. The values of the critical exponents are estimated and found to be very different from those obtained in other percolation models. The proposed DSP model thus belongs to a new universality class. A scaling theory has been developed for the cluster related quantities. The critical exponents satisfy the scaling relations including the hyperscaling which is violated in directed percolation. A reasonable data collapse is observed in favour of the assumed scaling function form of P _s(p). The results obtained are in good agreement with other model calculations. Received 10 November 2002 / Received in final form 20 February 2003 Published online 23 May 2003 RID="a" ID="a"e-mail: santra@iitg.ernet.in     

Temporal correlations and persistence in the kinetic Ising model: the role of temperature

We study the statistical properties of the sum S _t = dt'σ _t', that is the difference of time spent positive or negative by the spin σ _t, located at a given site of a D-dimensional Ising model evolving under Glauber dynamics from a random initial configuration. We investigate the distribution of S_t and the first-passage statistics (persistence) of this quantity. We discuss successively the three regimes of high temperature ( T > T _c), criticality ( T = T _c), and low temperature ( T < T _c). We discuss in particular the question of the temperature dependence of the persistence exponent , as well as that of the spectrum of exponents (x), in the low temperature phase. The probability that the temporal mean S _t/t was always larger than the equilibrium magnetization is found to decay as t ^{- - ?}. This yields a numerical determination of the persistence exponent in the whole low temperature phase, in two dimensions, and above the roughening transition, in the low-temperature phase of the three-dimensional Ising model. Received 4 December 2000     

Reacting polymers with highly correlated initial conditions

We propose and theoretically study an experiment designed to measure short-time polymer reaction kinetics in melts or dilute solutions. The photolysis of groups centrally located along chain backbones, one group per chain, creates pairs of spatially highly correlated macroradicals. We calculate time-dependent rate coefficients κ(t) governing their first-order recombination kinetics, which are novel on account of the far-from-equilibrium initial conditions. In dilute solutions (good solvents) reaction kinetics are intrinsically weak, despite the highly reactive radical groups involved. This leads to a generalised mean-field kinetics in which the rate of radical density decay - ∼S(t), where S(t) ∼t ^{- (1 + g/3)} is the equilibrium return probability for 2 reactive groups, given initial contact. Here g≈ 0.27 is the correlation hole exponent for self-avoiding chain ends. For times beyond the longest coil relaxation time τ, - ∼S(t) remains true, but center of gravity coil diffusion takes over with rms displacement of reactive groups x(t) ∼t ^1/2 and S(t) ∼ 1/x ³(t). At the shortest times ( t 10^-6s), recombination is inhibited due to spin selection rules and we find ∼tS(t). In melts, kinetics are intrinsically diffusion-controlled, leading to entirely different rate laws. During the regime limited by spin selection rules, the density of radicals decays linearly, n(0) - n(t) ∼t. At longer times the standard result - ∼d ³(t)/d (for randomly distributed ends) is replaced by ∼d2x ³(t)/d ² for these correlated initial conditions. The long-time behavior, t > τ, has the same scaling form in time as for dilute solutions. Received 18 May 2000     

Series expansion study of quantum percolation on the square lattice

We study the site and bond quantum percolation model on the two-dimensional square lattice using series expansion in the low concentration limit. We calculate series for the averages of , where T _ij (E) is the transmission coefficient between sites i and j, for k=0, 1, , 5 and for several values of the energy E near the center of the band. In the bond case the series are of order p¹⁴ in the concentration p(some of those have been formerly available to order p¹⁰) and in the site case of order p¹⁶. The analysis, using the Dlog-Padé approximation and the techniques known as M1 and M2, shows clear evidence for a delocalization transition (from exponentially localized to extended or power-law-decaying states) at an energy-dependent threshold p _q(E) in the range , confirming previous results (e.g. and for bond and site percolation) but in contrast with the Anderson model. The divergence of the series for different kis characterized by a constant gap exponent, which is identified as the localization length exponent from a general scaling assumption. We obtain estimates of . These values violate the bound of Chayes et al. Received 28 February 2000     

An universal relation between fractal and Euclidean (topological) dimensions of random systems

It is shown that a dimension-invariant form for fractal dimension D of random systems (where d is Euclidean dimension of the embedding space) is in good agreement with results of numerical simulations performed by different authors for critical (p=p _c ) and subcritical (p<p _c ) percolation, for lattice animals, and for different aggregation processes. Received: 9 July 1998 / Revised and Accepted: 12 July 1998     

Vicious random walkers in the limit of a large number of walkers

The vicious random walker problem on a line is studied in the limit of a large number of walkers. The multidimensional integral representing the probability that thep walkers will survive a timet (denotedP _t ^(p) ) is shown to be analogous to the partition function of a particular one-component Coulomb gas. By assuming the existence of the thermodynamic limit for the Coulomb gas, one can deduce asymptotic formulas forP _t ^(p) in the large-p, large-t limit. A straightforward analysis gives rigorous asymptotic formulas for the probability that after a timet the walkers are in their initial configuration (this event is termed a reunion). Consequently, asymptotic formulas for the conditional probability of a reunion, given that all walkers survive, are derived. Also, an asymptotic formula for the conditional probability density that any walker will arrive at a particular point in timet, given that allp walkers survive, is calculated in the limittp.     

Interfacial reaction kinetics

We study irreversible A-B reaction kinetics at a fixed interface separating two immiscible bulk phases, A and B. Coupled equations are derived for the hierarchy of many-body correlation functions. Postulating physically motivated bounds, closed equations result without the need for ad hoc decoupling approximations. We consider general dynamical exponent z, where is the rms diffusion distance after time t. At short times the number of reactions per unit area, , is 2nd order in the far-field reactant densities . For spatial dimensions dabove a critical value , simple mean field (MF) kinetics pertain, where Q_b is the local reactivity. For low dimensions , this MF regime is followed by 2nd order diffusion controlled (DC) kinetics, , provided . Logarithmic corrections arise in marginal cases. At long times, a cross-over to 1st order DC kinetics occurs: . A density depletion hole grows on the more dilute A side. In the symmetric case (), when the long time decay of the interfacial reactant density, , is determined by fluctuations in the initial reactant distribution, giving . Correspondingly, A-rich and B-rich regions develop at the interface analogously to the segregation effects established by other authors for the bulk reaction . For fluctuations are unimportant: local mean field theory applies at the interface (joint density distribution approximating the product of A and B densities) and . We apply our results to simple molecules (Fickian diffusion, z=2) and to several models of short-time polymer diffusion (z>2). Received 8 June 1998 and Received in final form 10 September 1999     

Smoothening of a random surface as it results from the edwards-wilkinson kinetic equation

The time evolution of a random surfacez=h(r, t) (r=x, y) formed by a deposition process of the Edwards-Wilkinson type is discussed. The discussion is based on the author’s former derivation of the autocorrelation functionA _h(|r − r′|,t, t′)=〈h(r,t)h(r′,t′)〉 of the height functionh(r,t) under the assumption of a stochastic initial condition [V. Bezák: Acta Physica Univ. Comenianae39 (1998) 135]. Under the assumption of a steady (non-zero) deposition rate, the varianceσ _h ² (t)=〈[h(r,t)]²〉 increases logarithmically in time whilst the correlation lengthl _h(t) of the height functionh(r,t) increases as ∼t ^1/2. Therefore, the ratioσ _h(t)/l _h (t) tends to zero and the surfacez=h(r,t) does always tend towards a smoothened appearance. This work has been supported by the Slovak Grant Agency VEGA under contract No. 1/4319/97.     

Dynamic exponent in extremal models of pinning

The depinning transition of a front moving in a time-independent random potential is studied. The temporal development of the overall roughness w(L,t) of an initially flat front, , is the classical means to have access to the dynamic exponent. However, in the case of front propagation in quenched disorder via extremal dynamics, we show that the initial increase in front roughness implies an extra dependence over the system size which comes from the fact that the activity is essentially localized in a narrow region of space. We propose an analytic expression for the exponent and confirm this for different models (crack front propagation, Edwards-Wilkinson model in a quenched noise etc.). Received 27 August 1999     

Diffusion on a random comb: Distribution function of the survival probability

We investigate the distribution functionQ(P) describing the survival probability on a comb consisting of a backbone with lateral, randomly disconnected infinite branches. Two different regimes are analyzed in some detail: (i) at short times,Q(P) is shown to have a self-similar structure (devil's staircase); (ii) at large times, this function becomes smooth and tends toward a rather well-defined unit step function. The disorder-averaged survival probability <p ₀(t)> is expected to decrease ast ^–3/4 at large times, whereas the relative fluctuations of the sample-dependentp ₀(t) display a very slow decay in time, going to zero liket ^–1/8.     

Exactly solvable models through the generalized empty interval method,for multi-species interactions

Multi-species reaction-diffusion systems, with nearest-neighbor interaction on a one-dimensional lattice are considered. Necessary and sufficient constraints on the interaction rates are obtained, that guarantee the closedness of the time evolution equation for E _n(t)'s, the expectation value of the product of certain linear combination of the number operators on n consecutive sites at time t. The constraints are solved for the single-species left-right-symmetric systems. Also, examples of multi-species system for which the evolution equations of E _n(t)'s are closed, are given. Received 25 September 2002 / Received in final form 3 December 2002 Published online 14 February 2003 RID="a" ID="a"e-mail: mamwad@iasbs.ac.ir