Percolation of the Loss of Tension in an Infinite Triangular Lattice

We introduce a new class of bootstrap percolation models where the local rules are of a geometric nature as opposed to simple counts of standard bootstrap percolation. Our geometric bootstrap percolation comes from rigidity theory and convex geometry. We outline two percolation models: a Poisson model and a lattice model. Our Poisson model describes how defects--holes is one of the possible interpretations of these defects--imposed on a tensed membrane result in a redistribution or loss of tension in this membrane; the lattice model is motivated by applications of Hooke spring networks to problems in material sciences. An analysis of the Poisson model is given by Menshikov et al. ⁽⁴⁾ In the discrete set-up we consider regular and generic triangular lattices on the plane where each bond is removed with probability 1–p. The problem of the existence of tension on such lattice is solved by reducing it to a bootstrap percolation model where the set of local rules follows from the geometry of stresses. We show that both regular and perturbed lattices cannot support tension for any p<1. Moreover, the complete relaxation of tension--as defined in Section 4--occurs in a finite time almost surely. Furthermore, we underline striking similarities in the properties of the Poisson and lattice models.     

Bond percolation with parallelism restriction on square lattices

As a simple approximation for the ±J spin glass we studied bond percolation on square lattices. However, two neighboring chains of ferromagnetic bonds are required for spins to be regarded as connected. We determine the percolation thresholdp _c =0.8282±0.0002 and the critical exponent =0.75 _–0.05 ^+0.02 for this specific percolation by means of Monte-Carlo simulation on square lattices (up to 150×150).     

Small-angle light scattering studies of dense AOT-water-decane microemulsions

Summary We have performed extensive studies of a three-component microemulsion system composed of AOT-water-decane (AOT=sodium-bis-ethylhexyl-sulfosuccinate is an ionic surfactant) using small-angle light scattering (SALS). The small-angle scattering intensities are measured in the angular interval 0.001–0.1 radians, corresponding to a Bragg wave number range of 0.14 μm⁻¹<Q<<1.4 μm⁻¹. The measurements were made by changing temperature and volume fraction ϕ of the dispersed phase (water + AOT) in the range 0.05<ϕ<0.75. All samples have a fixed water-to-AOT molar ratio,w=[water]/[AOT]=40.8, in order to keep the same average droplet size in the stable one-phase region. With the SALS technique, we have been able to observe all the phase boundaries of a very complex phase diagram with a percolation line and many structural organizations within it. We observe at the percolation transition threshold, a scaling behavior of the intensity data. This behavior is a consequence of a clustering among microemulsion droplets near the percolation threshold. In addition, we describe in detail a structural transition from a droplet microemulsion to a bicontinuous one as suggested by a recent small-angle neutron scattering experiment. The loci of this transition are located several degrees above the percolation temperatures and are coincident with the maxima previously observed in shear viscosity. From the data analysis, we show that both the percolation phenomenon and this novel structural transition are derived from a large-scale aggregation between microemulsion droplets.     

First-Passage Percolation, Semi-Directed Bernoulli Percolation, and Failure in Brittle Materials

We present a two-dimensional, quasistatic model of fracture in disordered brittle materials that contains elements of first-passage percolation, i.e., we use a minimum-energy-consumption criterion for the fracture path. The first-passage model is employed in conjunction with a semi-directed Bernoulli percolation model, for which we calculate critical properties such as the correlation length exponent v ^sdir and the percolation threshold p _c ^sdir . Among other results, our numerics suggest that v ^sdir is exactly 3/2, which lies between the corresponding known values in the literature for usual and directed Bernoulli percolation. We also find that the well-known scaling relation between the wandering and energy fluctuation exponents breaks down in the vicinity of the threshold for semi-directed percolation. For a restricted class of materials, we study the dependence of the fracture energy (toughness) on the width of the distribution of the specific fracture energy and find that it is quadratic in the width for small widths for two different random fields, suggesting that this dependence may be universal.     

Spectrum and extended states in a harmonic chain with controlled disorder: Effects of the Thue-Morse symmetry

Along the lines of previous work, we give the general framework together with a detailed and rigorous study of the spectrum and Born-von Karman eigenstates of a 1D harmonic chain with controlled disorder determined by the Thue-Morse sequence. The spectrum is a Cantor-like set; we prove numerically that its measure is zero and calculate its Bouligand-Minkowski dimension (box dimension). We prove that the value of the IDS on each of the gaps is (2k+1)/(3·2 ^p ), withk andp integers. Finally, we also prove that points in a dense subset of the spectrum give rise to extended states, an exceptional property due to the symmetry of the Thue-Morse substitution which can have important applications to multilayered structures, and we illustrate this situation.     

Construction of the Incipient Infinite Cluster for Spread-out Oriented Percolation Above 4 + 1 Dimensions

 We construct the incipient infinite cluster measure (IIC) for sufficiently spread-out oriented percolation on ℤ ^d × ℤ₊, for d +1 > 4+1. We consider two different constructions. For the first construction, we define ℙ ⁿ (E) by taking the probability of the intersection of an event E with the event that the origin is connected to (x,n)  ℤ ^d × ℤ₊, summing this probability over x  ℤ ^d , and normalising the sum to get a probability measure. We let n → ∞ and prove existence of a limiting measure ℙ_∞, the IIC. For the second construction, we condition the connected cluster of the origin in critical oriented percolation to survive to time n, and let n → ∞. Under the assumption that the critical survival probability is asymptotic to a multiple of n ⁻¹, we prove existence of a limiting measure ℚ_∞, with ℚ_∞ = ℙ_∞. In addition, we study the asymptotic behaviour of the size of the level set of the cluster of the origin, and the dimension of the cluster of the origin, under ℙ_∞. Our methods involve minor extensions of the lace expansion methods used in a previous paper to relate critical oriented percolation to super-Brownian motion, for d+1 > 4+1. Received: 13 December 2001 / Accepted: 11 July 2002 Published online: 29 October 2002 RID="*" ID="*" Present address: Department of Mathematics and Computer Science, Eindhoven University of Technology, P.O. Box 513, 5600 MB Eindhoven, The Netherlands. E-mail: rhofstad@win.tue.nl     

Quasi-one-dimensional transport of nondegenerate electrons in two-dimensional systems with a fluctuation potential

A threshold vanishing of the Hall emf with decreasing gate voltage is observed at ≈ 77 K in semiconductor systems which are disordered as a result of a high built-in charge density near the plane of the 2D-electron channel. The effect is observed at a channel conductivity σ ≈e ²/h and is due to a transition to nondegenerate-electron transport via a 2D percolation cluster having a quasi-1D character of the conduction. We have established that the conductance of “short” structures, having a length of the order of the correlation length of a percolation cluster, equals ≈e ²/h per electron and is determined by isolated percolation paths having a lowered percolation threshold. These phenomena are a general property of disordered 2D systems. Pis’ma Zh. éksp. Teor. Fiz. 66, No. 10, 633–638 (25 November 1997)     

Percolation of chains and jamming coverage in two dimensions by computer simulation

A computer simulation model is used to study the percolation of random chains with a self-avoiding constraint. The percolation threshold is found to decay with the chain lengthL _c with a power lawL _c ^–0.1 , while the jamming coverage varies asL _c ^–1/3 .     

Discrete Magnetic Laplacian

We consider a 2-dimensional discrete operator which we call the Discrete Magnetic Laplacian (DML); it is an analogue of the magnetic Schrödinger operator. It follows from well known arguments that DML has the same spectrum (as a subset inR) as the Almost Mathieu operator (AM). They also have the same Integrated Density of States (IDS) which is known to be continuous. We show that DML is an element in a II₁-factor and its IDS can be expressed through the trace in the II₁-factor. It follows that DML never has anyL ²-eigenfunctions (i.e. has no point spectrum). Then we formulate a natural algebraic conjecture which implies that the spectrum of DML (hence the spectrum of AM) is a Cantor set.Supported by NSF grant DMS-9222491     

Transport in a disordered medium: Analysis and Monte Carlo simulation

We consider a classical stochastic model describing particle transport on a lattice with randomly distributed nearest-neighbor transition rates. Applying an effective medium theory to the model, we determine average properties related to the particle's dynamics ind-dimensions. In particular, we calculate the mean-square displacement, and the fourth moment of the displacement in one-, two- and three dimensions. The results compare favorably with Monte Carlo simulations of the model. We also present preliminary results for the velocity autocorrelation function.An aspect of the bond percolation problem, which is a special case of the stochastic model is investigated; the average inverse cluster size, <N _c ^–1>, is calculated. In one dimension the expression for this quantity is exact and in higher dimensions our results are very accurate not too close to the percolation concentration.     

A New Class of Cellular Automata with a Discontinuous Glass Transition

We introduce a new class of two-dimensional cellular automata with a bootstrap percolation-like dynamics. Each site can be either empty or occupied by a single particle and the dynamics follows a deterministic updating rule at discrete times which allows only emptying sites. We prove that the threshold density ρ _c for convergence to a completely empty configuration is non trivial, 0<ρ _c <1, contrary to standard bootstrap percolation. Furthermore we prove that in the subcritical regime, ρ<ρ _c , emptying always occurs exponentially fast and that ρ _c coincides with the critical density for two-dimensional oriented site percolation on ℤ². This is known to occur also for some cellular automata with oriented rules for which the transition is continuous in the value of the asymptotic density and the crossover length determining finite size effects diverges as a power law when the critical density is approached from below. Instead for our model we prove that the transition is discontinuous and at the same time the crossover length diverges faster than any power law. The proofs of the discontinuity and the lower bound on the crossover length use a conjecture on the critical behaviour for oriented percolation. The latter is supported by several numerical simulations and by analytical (though non rigorous) works through renormalization techniques. Finally, we will discuss why, due to the peculiar mixed critical/first order character of this transition, the model is particularly relevant to study glassy and jamming transitions. Indeed, we will show that it leads to a dynamical glass transition for a Kinetically Constrained Spin Model. Most of the results that we present are the rigorous proofs of physical arguments developed in a joint work with D.S. Fisher.     

The Combined Effect of Connectivity and Dependency Links on Percolation of Networks

Percolation theory is extensively studied in statistical physics and mathematics with applications in diverse fields. However, the research is focused on systems with only one type of links, connectivity links. We review a recently developed mathematical framework for analyzing percolation properties of realistic scenarios of networks having links of two types, connectivity and dependency links. This formalism was applied to study Erdős-Rényi (ER) networks that include also dependency links. For an ER network with average degree [`(k)]\bar{k} that is composed of dependency clusters of size s, the fraction of nodes that belong to the giant component, P <sub>∞</sub>, is given by P<sub>￥</sub>=p<sup>s-1</sup>[1-exp(-[`(k)]pP_￥) ]^sP_{\infty}=p^{s-1}[1-\exp{(-\bar{k}pP_{\infty})} ]^{s} where 1−p is the initial fraction of randomly removed nodes. Here, we apply the formalism to the study of random-regular (RR) networks and find a formula for the size of the giant component in the percolation process: P _∞=p ^s−1(1−r ^k ) ^s where r is the solution of r=p ^s (r ^k−1−1)(1−r ^k )+1, and k is the degree of the nodes. These general results coincide, for s=1, with the known equations for percolation in ER and RR networks respectively without dependency links. In contrast to s=1, where the percolation transition is second order, for s>1 it is of first order. Comparing the percolation behavior of ER and RR networks we find a remarkable difference regarding their resilience. We show, analytically and numerically, that in ER networks with low connectivity degree or large dependency clusters, removal of even a finite number (zero fraction) of the infinite network nodes will trigger a cascade of failures that fragments the whole network. Specifically, for any given s there exists a critical degree value, [`(k)]<sub>min</sub>\bar{k}_{\min}, such that an ER network with [`(k)] ￡ [`(k)]_min\bar{k}\leq \bar{k}_{\min} is unstable and collapse when removing even a single node. This result is in contrast to RR networks where such cascades and full fragmentation can be triggered only by removal of a finite fraction of nodes in the network.     

On the Ornstein-Zernike Behaviour for the Bernoulli Bond Percolation on $\pmb{\mathbb{Z}}^{d},d\geq3$, in the Supercritical Regime

We prove Ornstein-Zernike behaviour in every direction for finite connection functions of bond percolation on ℤ ^d for d≥3 when p, the probability of occupation of a bond, is sufficiently close to 1. Moreover, we prove that equi-decay surfaces are locally analytic, strictly convex, with positive Gaussian curvature.     

An alternative proof of some percolation threshold (p c ) using the idea of self-organized criticality

Summary By means of a well-developed method in self-organized criticality, we can obtain the lower bound for the percolation threshold (p _c) of the corresponding site percolation problem. In some special cases, we have proved that such lower bounds are indeed the percolation thresholds. We can reproduce some well-known percolation thresholds of various lattices including the Cayley trees and Kock curves in this framework.     

Percolation Properties of the Non-ideal Gas

We estimate locations of the regions of the percolation and of the non-percolation in the plane (λ,β): the Poisson rate–the inverse temperature, for interacting particle systems in finite dimension Euclidean spaces. Our results about the percolation and about the non-percolation are obtained under different assumptions. The intersection of two groups of the assumptions reduces the results to two dimension Euclidean space, ℝ², and to a potential function of the interactions having a hard core. The technics for the percolation proof is based on a contour method which is applied to a discretization of the Euclidean space. The technics for the non-percolation proof is based on the coupling of the Gibbs field with a branching process.     

The Birth of the Infinite Cluster:¶Finite-Size Scaling in Percolation

We address the question of finite-size scaling in percolation by studying bond percolation in a finite box of side length n, both in two and in higher dimensions. In dimension d= 2, we obtain a complete characterization of finite-size scaling. In dimensions d>2, we establish the same results under a set of hypotheses related to so-called scaling and hyperscaling postulates which are widely believed to hold up to d= 6. As a function of the size of the box, we determine the scaling window in which the system behaves critically. We characterize criticality in terms of the scaling of the sizes of the largest clusters in the box: incipient infinite clusters which give rise to the infinite cluster. Within the scaling window, we show that the size of the largest cluster behaves like n ^d π _n , where π _n is the probability at criticality that the origin is connected to the boundary of a box of radius n. We also show that, inside the window, there are typically many clusters of scale n ^d π _n , and hence that “the” incipient infinite cluster is not unique. Below the window, we show that the size of the largest cluster scales like ξ ^d π_ξ log(n/ξ), where ξ is the correlation length, and again, there are many clusters of this scale. Above the window, we show that the size of the largest cluster scales like n ^d P _∞, where P _∞ is the infinite cluster density, and that there is only one cluster of this scale. Our results are finite-dimensional analogues of results on the dominant component of the Erdős–Rényi mean-field random graph model. Received: 6 December 2000 / Accepted: 25 May 2001     

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     

Similarity of Percolation Thresholds on the HCP and FCC Lattices

Extensive Monte Carlo simulations were performed in order to determine the precise values of the critical thresholds for site (p ^hcp _{c, S} =0.199 255 5±0.000 001 0) and bond (p ^hcp _{c, B} =0.120 164 0±0.000 001 0) percolation on the hcp lattice to compare with previous precise measurements on the fcc lattice. Also, exact enumeration of the hcp and fcc lattices was performed and yielded generating functions and series for the zeroth, first, and second moments of both lattices. When these series and the values of p _c are compared to those for the fcc lattice, it is apparent that the site percolation thresholds are different; however, the bond percolation thresholds are equal within error bars, and the series only differ slightly in the higher order terms, suggesting the actual values are very close to each other, if not identical.     

Phase diagram for three-dimensional correlated site-bond percolation

The Coniglio-Stanley-Klein model is a random bond percolation process between the occupied sites of a lattice gas in thermal equilibrium. Our Monte Carlo simulation for 40³ and 60³ simple cubic lattices determines at which bond thresholdp _Bc , as a function of temperatureT and concentrationx of occupied sites, an infinite network of active bonds connects occupied sites. The curvesp _Bc (x, T) depend only slightly onT whereas they cross over if plotted as a function of the field conjugate tox. Except close toT _c we find 1/p _Bc to be approximated well by a linear function ofx, in the whole interval between the thresholdx _c (T) of interacting site percolation atp _Bc =1 and the random bond percolation limitx=1 atp _Bc =0.248±0.001. Thisx _c (T) varied between 0.22 forT=0.96 (coexistence curve) and 0.3117±0.0003 forT= (random site percolation). At the critical point (T=T andx=1/2) we confirmed quite accurately the predictionp _Bc =1-exp(–2J/k _B T _c ) of Coniglio and Klein. As a byproduct we found 0.89±0.01 for the critical exponent of the correlation length in random percolation.