Microscopic noise,adaptation and survival in hostile environments

The survival of autocatalytic agents in hostile environments depends on their ability to adapt their spatial configuration to local fluctuations. A model of diffusive reactants that extract the advantage of spatio-temporal fluctuations associated with the stochastic wandering of diffusive catalysts is discussed. Two arguments are presented for the basic processes behind this extraordinary behavior. In the first, the local colonies that evolve around any spatially advantageous region overlap in space-time and an infinite directed percolation cluster emerges. The second argument is based on the return probability of a diffusive agent that is shown to yield finite density of active “oases" with an exponentially large contribution to the reactant population. The different range of applicability of these survival lower bounds to small systems is discussed.     

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     

Exact results for the Kardar-Parisi-Zhang equation with spatially correlated noise

We investigate the Kardar-Parisi-Zhang (KPZ) equation in d spatial dimensions with Gaussian spatially long-range correlated noise -- characterized by its second moment -- by means of dynamic field theory and the renormalization group. Using a stochastic Cole-Hopf transformation we derive exact exponents and scaling functions for the roughening transition and the smooth phase above the lower critical dimension . Below the lower critical dimension, there is a line marking the stability boundary between the short-range and long-range noise fixed points. For , the general structure of the renormalization-group equations fixes the values of the dynamic and roughness exponents exactly, whereas above , one has to rely on some perturbational techniques. We discuss the location of this stability boundary in light of the exact results derived in this paper, and from results known in the literature. In particular, we conjecture that there might be two qualitatively different strong-coupling phases above and below the lower critical dimension, respectively. Received 5 August 1998     

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     

Dynamics and scaling of noise-induced domain growth

The domain growth processes originating from noise-induced nonequilibrium phase transitions are analyzed, both for non-conserved and conserved dynamics. The existence of a dynamical scaling regime is established in the two cases, and the corresponding growth laws are determined. The resulting universal dynamical scaling scenarios are those of Allen-Cahn and Lifshitz-Slyozov, respectively. Additionally, the effect of noise sources on the behaviour of the pair correlation function at short distances is studied. Received 28 June 2000 and Received in final form 29 September 2000     

Scaling behaviour in the fracture of fibrous materials

We study the existence of distinct failure regimes in a model for fracture in fibrous materials. We simulate a bundle of parallel fibers under uniaxial static load and observe two different failure regimes: a catastrophic and a slowly shredding. In the catastrophic regime the initial deformation produces a crack which percolates through the bundle. In the slowly shredding regime the initial deformations will produce small cracks which gradually weaken the bundle. The boundary between the catastrophic and the shredding regimes is studied by means of percolation theory and of finite-size scaling theory. In this boundary, the percolation density scales with the system size L, which implies the existence of a second-order phase transition with the same critical exponents as those of usual percolation. Received 24 June 1999     

Jump of the minimal site and a new correlation function in the Bak-Sneppen model

A new type of spatio-temporal correlation function for the process approaching the self-organized criticality is investigated within the Bak-Sneppen model for biological evolution. In terms of the “directional shorter distance” between the two sites with minimum fitness at two successive updates, the correlation function is defined and studied numerically for the nearest- and random-neighbor versions of the model. Qualitatively different behaviors of the jump of the minimal site in the two models are presented, and the behaviors of the correlation functions are shown also different. Received 14 April 2001 and Received in final form 28 June 2001     

Multifractality of some random and disordered systems as a thermodynamics in fractal phase space

It is shown that multifractal properties of some random and disordered systems can be simulated using thermodynamics of a generalized ideal monoatomic gas in a fractal phase space. Received 25 November 1998 and Received in final form 16 December 1998     

Numerical study of local and global persistence in directed percolation

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 does not change its sign up to time t are studied in a (1+1)-dimensional directed percolation process by Monte-Carlo simulations. At criticality, starting from random initial conditions, P _l (t) decays algebraically with the exponent . The value is found to be independent of the initial density and the microscopic details of the dynamics, suggesting is an universal exponent. The global persistence exponent is found to be equal or larger than . This contrasts with previously known cases where . It is shown that in the special case of directed-bond percolation, P _l (t) can be related to a certain return probability of a directed percolation process with an active source (wet wall). Received: 15 December 1997 / Revised: 6 April 1998 / Accepted: 29 May 1998     

3d Monte Carlo simulation of site-bond continuum percolation of spheres

We present off-lattice Monte Carlo simulations of site-bond percolation of semi-penetrable spheres or, equivalently, of hard spheres with a finite bond range. We will show that the crucial parameter is the effective volume fraction ( φ_e), i.e. the volume that is occupied or within the bond range of at least one particle. For the equivalent system of semi-penetrable spheres 1 - φ_e is the porosity. The bond percolation threshold (p _b) can be described in terms of φ_e by a simple analytical expression: log(φ_e)/log(φ_ec) + log(p _b)/log(p _bc) = 1, with p _bc = 0.12 independent of the bond range and φ_ec a constant that decreases with increasing bond range. Received: 10 March 2003 / Accepted: 23 April 2003 / Published online: 21 May 2003 RID="a" ID="a"e-mail: jean-christophe.gimel@univ-lemans.fr     

Hierarchy of critical exponents of currents on -simplex fractals

Using the symmetry of ( d +1)-simplex fractals with decimation number b =2, the current distribution has been determined. Then using the renormalization group technique, based on the independent Schur's invariant polynomials of current distributions, the multifractal spectrum of even moments of current distributions has been evaluated analytically up to order six for an arbitrary value of d. Also the scaling exponents of order 8 and order 10 have been calculated numerically up to d =30. Received: 19 November 1997 / Revised: 21 January 1998 / Accepted: 9 February 1998     

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     

Functional renormalization description of the roughening transition

We reconsider the problem of the static thermal roughening of an elastic manifold at the critical dimension d=2 in a periodic potential, using a perturbative Functional Renormalization Group approach. Our aim is to describe the effective potential seen by the manifold below the roughening temperature on large length scales. We obtain analytically a flow equation for the potential and surface tension of the manifold, valid for low temperatures. On a length scale L, the renormalized potential is made up of a succession of quasi parabolic wells, matching onto one another in a singular region of width for large L. For strong periodic potential, the perturbation theory breaks down, and we argue, based on a variational calculation, that the transition becomes first order. We also obtain numerically the step energy as a function of temperature, and relate our results to the existing experimental data on ⁴He. Finally, we examine the case of a non local elasticity which is realized physically for the contact line. Received 16 April 1999 and Received in final form 11 October 1999     

A deterministic sandpile automaton revisited

The Bak-Tang-Wiesenfeld (BTW) sandpile model is a cellular automaton which has been intensively studied during the last years as a paradigm for self-organized criticality. In this paper, we reconsider a deterministic version of the BTW model introduced by Wiesenfeld, Theiler and McNamara, where sand grains are added always to one fixed site on the square lattice. Using the Abelian sandpile formalism we discuss the static properties of the system. We present numerical evidence that the deterministic model is only in the BTW universality class if the initial conditions and the geometric form of the boundaries do not respect the full symmetry of the square lattice. Received 19 August 1999     

A sharp transition between a trivial 1D BTW model and self-organized critical rice-pile model

A one-dimensional model of a rice-pile is numerically studied for different driving mechanisms. We found that for a sufficiently large system, there is a sharp transition between the trivial behaviour of a 1D BTW model and self-organized critical (SOC) behaviour. Depending on the driving mechanism, the self-organized critical rice-pile model belongs to two different universality classes. Received 18 December 1998     

Quantum-mechanical tunneling in associative neural networks

We investigate the quantum-mechanical tunneling between the “patterns" of the, so-called, associative neural networks. Being the relatively stable minima of the “configuration-energy" space of the networks, the “patterns" represent the macroscopically distinguishable states of the neural nets. Therefore, the tunneling represents a macroscopic quantum effect, but with some special characteristics. Particularly, we investigate the tunneling between the minima of approximately equal depth, thus requiring no energy exchange. If there are at least a few such minima, the tunneling represents a sort of the “random walk" process, which implies the quantum fluctuations in the system, and therefore “malfunctioning" in the information processing of the nets. Due to the finite number of the minima, the “random walk" reduces to a dynamics modeled by the, so-called, Pauli master equation. With some plausible assumptions, the set(s) of the Pauli master equations can be analytically solved. This way comes the main result of this paper: the quantum fluctuations due to the quantum-mechanical tunneling can be “minimized" if the “pattern"-formation is such that there are mutually “distant" groups of the “patterns", thus providing the “zone" structure of the “pattern" formation. This qualitative result can be considered as a basis of the efficient deterministic functioning of the associative neural nets. Received 15 July 1999     

Comparative study of the critical behavior in one-dimensional random and aperiodic environments

We consider cooperative processes (quantum spin chains and random walks) in one-dimensional fluctuating random and aperiodic environments characterized by fluctuating exponents . At the critical point the random and aperiodic systems scale essentially anisotropically in a similar fashion: length (L) and time (t) scales are related as . Also some critical exponents, characterizing the singularities of average quantities, are found to be universal functions of , whereas some others do depend on details of the distribution of the disorder. In the off-critical region there is an important difference between the two types of environments: in aperiodic systems there are no extra (Griffiths)-singularities. Received: 5 February 1998 / Accepted: 17 April 1998     

Random walks in one-dimensional environments with feedback-coupling

Random walks in one-dimensional environments with an additional dynamical feedback-coupling is analyzed numerically. The feedback introduced via a generalized master equation is controlled by a memory kernel of strength the explicit form of which is motivated by arguments used in mode-coupling theories. Introducing several realizations of the feedback mechanism within the simulations we obtain for a negative memory term, , superdiffusion in the long time limit while a positive memory leads to localization of the particle. The numerical simulations are in agreement with recent predictions based on renormalization group techniques. A slight modification of the model including an exponentially decaying memory term and some possible applications for glasses and supercooled liquids are suggested. The relation to the true self-avoiding is discussed. Received 16 September 1999 and Received in final form 27 December 1999     

A random walker on a ratchet potential: effect of a non Gaussian noise

We analyze the effect of a colored non Gaussian noise on a model of a random walker moving along a ratchet potential. Such a model was motivated by the transport properties of motor proteins, like kinesin and myosin. Previous studies have been realized assuming white noises. However, for real situations, in general we could expect that those noises be correlated and non Gaussian. Among other aspects, in addition to a maximum in the current as the noise intensity is varied, we have also found another optimal value of the current when departing from Gaussian behavior. We show the relevant effects that arise when departing from Gaussian behavior, particularly related to current's enhancement, and discuss its relevance for both biological and technological situations.     

Visualizing the log-periodic pattern before crashes

We present a method for visualizing the pattern which we believe to be a precursor signature of financial crashes (or ruptures). The log-periodicity of the pattern is investigated through the envelope function technique. Three periods of the Dow Jones Industrial Average (DJIA) are investigated: 1982-1987, 1992-1997 and 1993-1998. The presence of a rupture in the end of 1998 is outlined from data taken before the end of August 1998. Received 15 October 1998 and Received in final form 19 November 1998