On social percolation and small world network

The social percolation model is generalized to include the propagation of two mutually exclusive competing effects on a one-dimensional ring and a two-dimensional square lattice. It is shown that the result depends significantly on which effect propagates first i.e. it is a non-commutative phenomenon. Then the propagation of one effect is studied on a small network. It generalizes the work of Moore and Newman of a disease spread to the case where the susceptibility of the population is random. Three variants of the Domany-Kinzel model are given. One of them (delayed) does not have a chaotic region for some value of the delay weight. Received 24 February 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     

Percolation on patchwise heterogeneous surfaces under equilibrium conditions

The site percolation problem on square lattices whose sites are grouped in two types of energetically different patches is studied. Several lattices formed by collections of either randomly or orderly localized and no overlapped patches of different sizes are generated. The system is characterized by two parameters, namely, the size of each patch, l, and the energy difference between the two kind of sites, ΔE. Particles are adsorbed at equilibrium on the lattice. The critical coverage is determined by means of Monte Carlo simulations and finite-size scaling analysis. The percolative behavior of the system as a function of the parameters characterizing the heterogeneity of the energetic surface topography is presented and discussed.     

Breakdown of universality in directed spiral percolation

Directed spiral percolation (DSP), percolation under both directional and rotational constraints, is studied on the triangular lattice in two dimensions (2D). The results are compared with that of the 2D square lattice. Clusters generated in this model are generally rarefied and have chiral dangling ends on both the square and triangular lattices. It is found that the clusters are more compact and less anisotropic on the triangular lattice than on the square lattice. The elongation of the clusters is in a different direction than the imposed directional constraint on both the lattices. The values of some of the critical exponents and fractal dimension are found considerably different on the two lattices. The DSP model then exhibits a breakdown of universality in 2D between the square and triangular lattices. The values of the critical exponents obtained for the triangular lattice are not only different from that of the square lattice but also different form other percolation models.Received: 12 March 2004, Published online: 23 July 2004PACS: 02.50.-r Probability theory, stochastic processes, and statistics - 64.60.-i General studies of phase transitions - 72.80.Tm Composite materials     

Two-dimensional magnetic cluster growth with a power-law interaction

A two-dimensional cluster model in which the morphology of clusters depends on power-law magnetic interactions that decay with distance r as a r^−α law is introduced. The growth algorithm is a generalization of diffusion-limited aggregation (DLA) model. The particles with spin degree diffuse on a square lattice and each spin is allowed to flip under a Monte Carlo probability. The simulation shows that, for the antiferromagnetic coupling, the spins of the particles in clusters tend to be oriented alternately. For the ferromagnetic coupling, however, the spin distribution depends on the exponent α: for large value of α, domains with different sizes are observed in the clusters; while for small α, during the earlier stage of the growth process, the clusters exhibit approximately antiferromagnetic structure, then, in subsequent growth of the outer part of the clusters, the spin states of all particles are similar. The magnetization and system energy of the clusters as well as their evolutions with the growth parameters are also studied in detail.     

Invasion percolation between two sites in two, three, and four dimensions

The mass distribution of invaded clusters in non-trapping invasion percolation between an injection site and an extraction site has been studied, in two, three, and four dimensions. This study is an extension of the recent study focused on two dimensions by Araújo et al. [A.D. Araújo, T.F. Vasconcelos, A.A. Moreira, L.S. Lucena, J.S. Andrade Jr., Phys. Rev. E 72 (2005) 041404] with respect to higher dimensions. The mass distribution exhibits a power-law behavior, P(m)∝m^−α. It has been found that the index α for p_e<p_c, p_c being the percolation threshold of a regular percolation, appears to be independent of the value of p_e and is also independent of the lattice dimensionality. When p_e=p_c, α appears to depend marginally on the lattice dimensionality, and the relation α=τ−1, τ being the exponent associated with cluster size distribution of a regular percolation via n_s∝s^−τ, appears to be valid.     

Cluster analysis and finite-size scaling for Ising spin systems

Based on the connection between the Ising model and a correlated percolation model, we calculate the distribution function for the fraction (c) of lattice sites in percolating clusters in subgraphs with n percolating clusters, f(n)(c), and the distribution function for magnetization (m) in subgraphs with n percolating clusters, p(n)(m). We find that f(n)(c) and p(n)(m) have very good finite-size scaling behavior and that they have universal finite-size scaling functions for the model on square, plane triangular, and honeycomb lattices when aspect ratios of these lattices have the proportions 1:square root[3]/2:square root[3]. The complex structure of the magnetization distribution function p(m) for the system with large aspect ratio could be understood from the independent orientations of two or more percolation clusters in such a system.     

Dynamical method for studying localization-delocalization transition in two dimensional percolating systems

We study quantum percolation which is described by a tight-binding Hamiltonian containing only off-diagonal hopping terms that are generally in quenched binary disorder (zero or one). In such a system, transmission of a quantum particle is determined by the disorder and interference effects, leading to interesting sharp features in conductance as the energy, disorder, and boundary conditions are varied. To aid understanding of this phenomenon, we develop a visualization method whereby the progression of a wave packet entering the cluster through a lead on one side and exiting from another lead on the other side can be tracked dynamically. Using this method, we investigate the localization-delocalization transition in a 2D system for various boundary conditions. Our results indicate the existence of two different kinds of localized regimes, namely exponential and power law localization, depending on the amount of disorder. Our study further suggests that there may be a delocalized state in the 2D quantum percolation system at very low disorder. These results are based on a finite size scaling analysis of the systems of size up to 70 × 70 (containing 4900 sites) on the square lattice.     

Variation of cluster properties in lattice percolation problem: A prototype of phase transition

Properties of clusters appearing in the site percolation problem on square and cubic lattices are expressed in a way that emphasizes the thermodynamic analogy. It is shown that the analog of the specific heat exhibits expected critical behaviour as a function of the analog of the temperature. The results support the notion that the partition of the specific heat of Ising systems (Borstnik and Lukman, Phys. Rev. E 60, 2595 (1999)) into the structural and populational component is a meaningful one. Another cluster property which is taken under the scrutiny is the fractal dimensionality of clusters which also indicates the presence of phase transition. Received 31 August 1999 and Received in final form 14 February 2000     

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     

Dynamical response to perturbation of critical Boolean networks

Boolean networks can be used as simple but general models for complex self-organizing systems. The freedom to choose different rules and structures of interactions makes this model applicable to a wide variety of complex phenomena. It is known that the damage dynamics in annealed Boolean systems should fall in the same universality class of the directed percolation model. In this work we present results about the behavior of this model at and near the critically ordered condition for both the annealed and the quenched versions of the model. Our study concentrates on the way the system responds to a small perturbation. We show that the characteristic correlation time, i.e., the time in which any memory of this perturbation is lost, diverges as one moves towards criticality. Exactly at the critical point, we observe that the time for returning to the natural state after the perturbation follows a power-law distribution. This indicates that most perturbations are quickly restored, while few events may have a global effect on the system, suggesting a mechanism that assures at the same time robustness and adaptability. The critical exponents obtained are in agreement with the values expected for the universality class of mean-field directed percolation both in the annealed and in the quenched Boolean network model. This gives further evidence that annealed Boolean networks may in certain conditions provide a good model for understanding the behavior of regulatory systems. Our results may give insight into the way real self-organizing systems respond to external stimuli, and why critically ordered systems are often observed in Nature.     

Effects of ramification and connectivity degree on site percolation threshold on regular lattices and fractal networks

This Letter is focused on the impact of network topology on the site percolation. Specifically, we study how the site percolation threshold depends on the network dimensions (topological d and fractal D), degree of connectivity (quantified by the mean coordination number $Z_{\infty }$), and arrangement of bonds (characterized by the connectivity index Q also called the ramification exponent). Using the Fisher's containment principle, we established exact inequalities between percolation thresholds on fractal networks contained in the square lattice. The values of site percolation thresholds on some fractal lattices were found by numerical simulations. Our findings suggest that the most relevant parameters to describe properly the values of site percolation thresholds on fractal networks contained in square lattice (Sierpiński carpets and Cantor tartans) and based on the square lattice (weighted planar stochastic fractal and Cantor lattices) are the mean coordination number and ramification exponent, but not the fractal dimension. Accordingly, we propose an empirical formula providing a good approximation for the site percolation thresholds on these networks. We also put forward an empirical formula for the site percolation thresholds on d-dimensional simple hypercubic lattices.     

Agreement percolation and phase coexistence in some Gibbs systems

We extend some relations between percolation and the dependence of Gibbs states on boundary conditions known for Ising ferromagnets to other systems and investigate their general validity: percolation is defined in terms of the agreement of a configuration with one of the ground states of the system. This extension is studied via examples and counterexamples, including the antiferromagnetic Ising and hard-core models on bipartite lattices, Potts models, and many-layered Ising and continuum Widom-Rowlinson models. In particular our results on the hard square lattice model make rigorous observations made by Hu and Mak on the basis of computer simulations. Moreover, we observe that the (naturally defined) clusters of the Widom-Rowlinson model play (for the WR model itself) the same role that the clusters of the Fortuin-Kasteleyn measure play for the ferromagnetic Potts models. The phase transition and percolation in this system can be mapped into the corresponding liquid-vapor transition of a one-component fluid.     

Numerical studies of gravity destabilized percolation in 2D porous media

Two dimensional simulations of percolation are realized on square networks of pore throats with a random capillary pressure distribution. We analyse the influence of a destabilizing gravity field (g) and of the standard deviation of the distribution of the capillary pressure thresholds (W_t). The fragmentation process is not taken into account in this study. For an increase of g or/and when W_t decreases, two transitions are analyzed with three different regimes displacement patterns: Invasion percolation, invasion percolation in a gradient, and invasion in a pure gradient. The transitions are controlled both by the ratio g/W_t and by the sample size (L). A scaling law between the saturation at the percolation threshold and g/W_t allows delineating the three regimes in agreement with theoretical argument of the percolation in a gradient.     

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     

Heterogeneous network with distance dependent connectivity

We investigate a network model based on an infinite regular square lattice embedded in the Euclidean plane where the node connection probability is given by the geometrical distance of nodes. We show that the degree distribution in the basic model is sharply peaked around its mean value. Since the model was originally developed to mimic the social network of acquaintances, to broaden the degree distribution we propose its generalization. We show that when heterogeneity is introduced to the model, it is possible to obtain fat tails of the degree distribution. Meanwhile, the small-world phenomenon present in the basic model is not affected. To support our claims, both analytical and numerical results are obtained.     

Nonvanishing optimal noise in cellular automaton model of self-propelled particles

A minimal cellular automaton model is introduced to describe the collective motion of self-propelled particles on two-dimensional square lattice. The model features discretization of directional and positional spaces and single-particle occupation on one lattice site. Contrary to the Vicsek model and its variants, our model exhibits the nonvanishing optimal noise. When the particle density increases, the collective motion is promoted with optimal noise strength and reduced with noise strength out of optimal region. In addition, when the square lattice undergoes edge percolation process, no abrupt change of alignment behaviors is observed at the critical point of percolation.     

Effects of epidemic threshold definition on disease spread statistics

We study the statistical properties of SIR epidemics in random networks, when an epidemic is defined as only those SIR propagations that reach or exceed a minimum size s_c. Using percolation theory to calculate the average fractional size of an epidemic, we find that the strength of the spanning link percolation cluster P_∞ is an upper bound to . For small values of s_c, P_∞ is no longer a good approximation, and the average fractional size has to be computed directly. We find that the choice of s_c is generally (but not always) guided by the network structure and the value of T of the disease in question. If the goal is to always obtain P_∞ as the average epidemic size, one should choose s_c to be the typical size of the largest percolation cluster at the critical percolation threshold for the transmissibility. We also study Q, the probability that an SIR propagation reaches the epidemic mass s_c, and find that it is well characterized by percolation theory. We apply our results to real networks (DIMES and Tracerouter) to measure the consequences of the choice s_c on predictions of average outcome sizes of computer failure epidemics.     

Green function method study of the anisotropic ferromagnetic Heisenberg model on a square lattice

We study the phase diagram of the anisotropic ferromagnetic Heisenberg model on a square lattice. We use the double-time Green’s function method within the Callen decoupling approximation. The dependence of the Curie temperature T_c on the spin S and on the anisotropy parameter Δ (Δ=0 and 1 correspond to the isotropic Heisenberg and Ising model, respectively) is obtained explicitly. Our results are in agreement with results obtained from other theoretical approaches.     

Periodic states, local effects and coexistence in the BML traffic jam model

The Biham-Middleton-Levine (BML) model is simple lattice model of traffic flow, self-organization and jamming. Rather than a sharp phase transition between free-flow and jammed, it was recently shown that there is a region where stable intermediate states exist, with details dependent on the aspect ratio of the underlying lattice. Here we investigate square aspect ratios, focusing on the region where random, disordered intermediate (DI) states and conventional global jam (GJ) states coexist, and show that DI states dominate for some densities and timescales. Moreover, we show that periodic intermediate (PI) states can also coexist. PI states converge to periodic limit cycles with short recurrence times and were previously conjectured to arise from idiosyncrasies of relatively prime aspect ratios. The observed coexistence of DI, PI and GJ states shows that global parameters, density together with aspect ratio, are not sufficient to determine the full jamming outcome. We investigate additional features that lead towards jamming and show that a strategic perturbation of a few selected bits can change the nature of the flow, nucleating a global jam.