Finite-size scaling for mean-field percolation

By studying transfer matrix eigenvalues, correlation lengths for a mean field directed percolation model are obtained both near and far from the critical regime. Near criticality, finite-size scaling behavior is derived and an analytic technique is provided for obtaining the finite-size scaling function. Our methods involve the generating function, matched asymptotic expansions, and certain formulas developed for the study of eigenvalues of the transfer matrix for metastability.     

Corrections to scaling for diffusion exponents on three-dimensional percolation systems at criticality

Recent results of Monte Carlo simulations of the ant-in-the-labyrinth method in three-dimensional percolation lattices are reanalyzed in the light of more accurate corrections to scaling ansatz, motivated by inconsistent results that have appeared in the literature. The results are observed to be sensitive to the form of the scaling correction terms. Using a single correction term, we estimate the valuek=0.197±0.004 for the anomalous diffusion exponent at criticality. When two correction terms are included,k=0.200±0.002 is obtained. These new estimates are consistent with known theoretical bounds, with recent series expansion results, and with numerical calculations of the conductance of random resistor networks above criticality.     

Scaling behavior of permeability and conductivity anisotropy near the percolation threshold

We use the finite-size scaling method to estimate the critical exponent that characterizes the scaling behavior of conductivity and permeability anisotropy near the percolation thresholdp _c . Here is defined by the scaling lawk _l /k _t –1(p–p _c ), wherek _t andk _t are the conductivity or permeability of the system in the direction of the macroscopic potential gradient and perpendicular to this direction, respectively. The results are (d=2)0.819±0.011 and (d=3)0.518±0.001. We interpret these results in terms of the structure of percolation clusters and their chemical distance. We also compare our results with the predictions of a scaling theory for due to Straley, and propose that (d=2)=t- _B , wheret is the critical exponent of the conductivity or permeability of the system, and _B is the critical exponent of the backbone of percolation clusters.     

Dynamic percolation transition induced by phase separation: A Monte Carlo analysis

The percolation transition of geometric clusters in the three-dimensional, simple cubic, nearest neighbor Ising lattice gas model is investigated in the temperature and concentration region inside the coexistence curve. We consider quenching experiments, where the system starts from an initially completely random configuration (corresponding to equilibrium at infinite temperature), letting the system evolve at the considered temperature according to the Kawasaki spinexchange dynamics. Analyzing the distributionn _l(t) of clusters of sizel at timet, we find that after a time of the order of about 100 Monte Carlo steps per site a percolation transition occurs at a concentration distinctly lower than the percolation concentration of the initial random state. This dynamic percolation transition is analyzed with finite-size scaling methods. While at zero temperature, where the system settles down at a frozen-in cluster distribution and further phase separation stops, the critical exponents associated with this percolation transition are consistent with the universality class of random percolation, the critical behavior of the transient time-dependent percolation occurring at nonzero temperature possibly belongs to a different, new universality class.     

Universality of 3D percolation exponents and first-order corrections to scaling for conductivity exponents

By using a fast, Nested Dissection algorithm we compare the results of finite-size scaling at p_c and of “p” scaling () on large cubic random resistor networks [up to 500×500×500]. The “p” scaling for conductivity of both site and bond networks leads to an exponent t=2.00(1). The finite-size scaling leads to the ratio of this conductivity exponent to the coherence length exponent ν: t/ν=2.283(3). Combining these results we estimate ν=0.876(6), in excellent agreement with a value proposed by Ballesteros et al. The first-order correctional exponent ω is found to be ω=1.0(2).     

Corrections to scaling for period doubling

We have studied a multiple scaling which describes corrections to scaling. For the period doubling in one-dimensional dissipative maps, two-dimensional areapreserving maps, and four-dimensional symplectic maps, the multiple scaling is seen to be well-obeyed, and new scaling factors have been found. The multiple scaling is also seen to be a very powerful tool for searching for scaling behavior.     

On the corrections to scaling in three-dimensional Ising models

The leading correction-to-scaling amplitudes for the spin-1/2, nearest-neighbor sc, bcc, and fee Ising models are considered with the particular aim of determining their signs. On the basis of previous two-variable series analyses by Chen, Fisher, and Nickel and renormalization group=4–d expansions, it is concluded that the correction amplitudes for the susceptibility, correlation length, specific heat, and spontaneous magnetization arenegative for all three lattices. Thus, for example, the effective exponent _eff(T) asymptotically approaches the true susceptibility exponent fromabove. Other earlier and more recent high-temperature series and field-theoretic analyses are seen to be consistent with this result. However, the usual nonasymptotic, perturbative field-theoretic approaches are essentially committed to positive correction amplitudes. The question of the signs therefore relates directly to the applicability of these non-asymptotic field-theoretic calculations to three-dimensional Ising models as well as to different experimental systems.     

Finite-size effects for some bootstrap percolation models

The consequences of Schonmann's new proof that the critical threshold is unity for certain bootstrap percolation models are explored. It is shown that this proof provides an upper bound for the finite-size scaling in these systems. Comparison with data for one case demonstrates that this scaling appears to give the correct asymptotics. We show that the threshold for a finite system of sizeL scales asO[ln(lnL)] for the isotropic model in three dimensions where sites that fail to have at least four neighbors are culled.Related systems have been studied in the context of cellular automata.⁽⁴⁾     

Finite-size scaling for Potts models

Recently, Borgs and Kotecký developed a rigorous theory of finite-size effects near first-order phase transitions. Here we apply this theory to the ferromagneticq-state Potts model, which (forq large andd2) undergoes a first-order phase transition as the inverse temperature is varied. We prove a formula for the internal energy in a periodic cube of side lengthL which describes the rounding of the infinite-volume jumpE in terms of a hyperbolic tangent, and show that the position of the maximum of the specific heat is shifted by _m (L)=(Inq/E)L ^–d +O(L ^–2d ) with respect to the infinite-volume transition point _t . We also propose an alternative definition of the finite-volume transition temperature _t (L) which might be useful for numerical calculations because it differs only by exponentially small corrections from _t .     

On position-space renormalization group approach to percolation

In a position-space renormalization group (PSRG) approach to percolation one calculates the probabilityR(p,b) that a finite lattice of linear sizeb percolates, wherep is the occupation probability of a site or bond. A sequence of percolation thresholdsp _c (b) is then estimated fromR(p _c ,b)=p _c (b) and extrapolated to the limitb to obtainp _c =p _c (). Recently, it was shown that for a certain spanning rule and boundary condition,R(p _c ,)=R _c is universal, and sincep _c is not universal, the validity of PSRG approaches was questioned. We suggest that the equationR(p _c ,b)=, where isany number in (0,1), provides a sequence ofp _c (b)'s thatalways converges top _c asb. Thus, there is anenvelope from any point inside of which one can converge top _c . However, the convergence is optimal if =R _c . By calculating the fractal dimension of the sample-spanning cluster atp _c , we show that the same is true aboutany critical exponent of percolation that is calculated by a PSRG method. Thus PSRG methods are still a useful tool for investigating percolation properties of disordered systems.     

Zeros of the finite-size scaling region partition function for a model with a wetting transition

We derive a finite-size scaling representation for the partition function for an Onsager-Temperley string model with a wetting transition, and analyze the zeros of this partition function in the complex scaled coupling parameter of relevance. The system models the one-dimensional interface between two phases in a rectangular two-dimensional region (x, y) ²,–L yL,oxN. The two phases are at coexistence. The string or interface has a surface tension 2KkT per unit length and an extra Boltzmann weighta per unit length if it touches the surfaces aty=±L. There is a critical valuea _c=1/2K and fora>a _c the string is confined to one of the surfaces, while fora a _c the string moves roughly in the rectangular region. The finite-size scaling parameters are =a _c ² N/L ² and =L(a–a _c)/a _c ² . We find that for || large, the zeros of the scaled partition function lie close to the lines arg()=±/4 with re()>0. We discuss the motion of all the zeros as changes by both analytic and numerical arguments.     

Finite-size scaling for the mean spherical model with inverse power law interaction

A new analytical technique based on integral transformations with Mittag-Leffler-type kernels is used to derive the finite-size scaling function for the free energy per particle of the mean spherical model with inverse power law asymptotics of the interaction potential. The asymptotic formation of the singularities in the specific heat and magnetic susceptibility at the bulk critical point is studied.     

On the critical behavior of the Ising model with mixed two- and three-spin interactions

A study is made of a two-dimensional Ising model with staggered three-spin interactions in one direction and two-spin interactions in the other. The phase diagram of the model and its critical behavior are explored by conventional finite-size scaling and by exploiting relations between mass gap amplitudes and critical exponents predicted by conformal invariance. The model is found to exhibit a line of continuously varying critical exponents, which bifurcates into two Ising critical lines. This similarity of the model with the Ashkin-Teller model leads to a conjecture for the exact critical indices along the nonuniversal critical curve. Earlier contradictions about the universality class of the uniform (isotropic) case of the model are clarified.     

Monte Carlo studies of percolation phenomena for a simple cubic lattice

The site-percolation problem on a simple cubic lattice is studied by the Monte Carlo method. By combining results for periodic lattices of different sizes through the use of finite-size scaling theory we obtain good estimates forp _c (0.3115±0.0005), (0.41±0.01), (1.6±0.1), and(0.8±0.1). These results are consistent with other studies. The shape of the clusters is also studied. The average surface area for clusters of sizek is found to be close to its maximal value for the low-concentration region as well as for the critical region. The percentage of particles in clusters of different sizesk is found to have an exponential tail for large values ofk forP <p _c. Forp >p _c there is too much scatter in the data to draw firm conclusions about the size distribution.Work supported in part by USAFOSR Grant #73-2430B and by ERDA #E(11-1)-3077.     

Finite-size scaling for correlations of quantum spin chains at criticality

We study the finite-size scaling behavior of two-point correlation functions of translationally invariant many-body systems at criticality. We propose an efficient method for calculating the two-point correlation functions in the thermodynamic limit from numerical data of finite systems. Our method is most effective when applied to a two-dimensional (classical) system which possesses a conformal invariance. By using this method with numerical data obtained from exact diagonalizations and Monte Carlo simulations, we study the spin-spin correlations of the quantum spin-1/2 and-3/2 antifierromagnetic chains. In particular, the logarithmic corrections to power-law decay of the correlation of the spin-1/2 isotropic Heisenberg antiferromagnetic chain are studied thoroughly. We clarify the cause of the discrepancy in previous calculations for the logarithmic corrections. Our result strongly supports the field-theoretic prediction based on the mappings to the Wess-Zumino-Witten nonlinear -model or the sine-Gordon model. We also treat logarithmic corrections and crossover phenomena in the spin-spin correlation of the spin-3/2 isotropic Heisenberg antiferromagnetic chain. Our results are consistent with the Affleck-Haldane prediction that the correlation of the spin-3/2 chain exhibits a crossover to the same asymptotic behavior as in the spin-1/2 chain.     

Monte Carlo evidence for the deviation from the Alexander-Orbach rule in three-dimensional percolation

Computer simulation is used to study the diffusion at the percolation threshold on large simple cubic lattices. The exponentk for the rms displacementr witht inr t_k is found to be smaller than 0.2, while the Alexander-Orbach 4/3 rule for the spectral dimension predictsk=0.201 ± 0.002.on leave from Minnesota Supercomputer Institute and School of Physics and Astronomy, University of Minnesota, Minneapolis, Minnesota 55455.     

On scaling properties of cluster distributions in Ising models

Scaling relations of cluster distributions for the Wolff algorithm are derived. We found them to be well satisfied for the Ising model ind=3 dimensions. Using scaling and a parametrization of the cluster distribution, we determine the critical exponent/=0.516(6) with moderate effort in computing time.     

Different self-avoiding walks on percolation clusters: A small-cell real-space renormalization-group study

We calculate the average number of stepsN for edge-to-edge, normal, and indefinitely growing self-avoiding walks (SAWs) on two-dimensional critical percolation clusters, using the real-space renormalization-group approach, with small H cells. Our results are of the formN=AL ^D _SAW+B, whereL is the end-to-end distance. Similarly to several deterministic fractals, the fractal dimensionsD _SAW for these three different kinds of SAWs are found to be equal, and the differences between them appear in the amplitudesA and in the correction termsB. This behavior is atributed to the hierarchical nature of the critical percolation cluster.     

Morphology and percolation conductivity of polymer blends containing carbon black

The structure of the polymers polypropylene (PP), polyethylene (PE), and poly-(oxymethylene) (POM) and the blends PE-PP and PE-POM containing carbon black (CB) were studied. It was found that spatial distribution of CB depends on the interface interactions between the components of composites. It is possible to obtain three cases of filler spatial distribution: Filler can be distributed randomly within the polymer matrix, can be contained in one of the polymer components, or can be localized on the polymer-polymer boundary. The conditions of various filler distribution in the heterogeneous polymer matrix are given. The correlation between morphology of the composites and their percolation conductivity was found.     

Corrections to cluster-radius scaling for branched polymers and percolation

We report analyses of series enumerations for the mean radius of gyration for isotropic and directed lattice animals and for percolation clusters, in two and three dimensions. We allow for the leading correction to the scaling behaviour and obtain estimates of the leading correction-to-scaling exponent . We find -0.640±0.004 and =0.87±0.07 for isotropic animals in 2d, and =0.64±0.06 in 3d. For directed lattice animals we argue that the leading correction has= or= ; we also estimate =0.82±0.01 and 0.69 ±0.01 ind=2, 3 respectively. For percolation clusters at and abovep _c, we find (p _c) =0.58±0.06 and (p>p _c)=0.84±0.09 in 2d, and (p _c)=0.42±0.11 and (p>p _c)=0.41 ±0.09 in 3d.