New results for diffusion in Lorentz lattice gas cellular automata

New calculations to over ten million time steps have revealed a more complex diffusive behavior than previously reported of a point particle on a square and triangular lattice randomly occupied by mirror or rotator scatterers. For the square lattice fully occupied by mirrors where extended closed particle orbits occur, anomalous diffusion was still found. However, for a not fully occupied lattice the superdiffusion, first noticed by Owczarek and Prellberg for a particular concentration, obtains for all concentrations. For the square lattice occupied by rotators and the triangular lattice occupied by mirrors or rotators, an absence of diffusion (trapping) was found for all concentrations, except on critical lines, where anomalous diffusion (extended closed orbits) occurs and hyperscaling holds for all closed orbits withuniversal exponentsd _f =7/4 and =15/7. Only one point on these critical lines can be related to a corresponding percolation problem. The questions arise therefore whether the other critical points can be mapped onto a new percolation-like problem and of the dynamical significance of hyperscaling.     

On Equilibrium Distribution of a Reversible Growth Model

We study a probabilistic model of interacting spins indexed by elements of a finite subset of the d-dimensional integer lattice, d≥1. Conditions of time reversibility are examined. It is shown that the model equilibrium distribution converges to a limit distribution as the indexing set expands to the whole lattice. The occupied site percolation problem is solved for the limit distribution. Two models with similar dynamics are also discussed.     

Self-avoiding walk model for proteins

We study a model for the backbone of proteins on a square lattice which consists of the path traced out by a self-avoiding walk (SAW) on the lattice and bridges not belonging to sites on the SAW but connecting nearest neighbor sites of the SAW. We calculated the fractal dimensiond _w for random walk on this model and found thatd _w2.6, in disagreement with a recent suggestion thatd _w should be 2.     

Backbends in Directed Percolation

When directed percolation in a bond percolation process does not occur, any path to infinity on the open bonds will zigzag back and forth through the lattice. Backbends are the portions of the zigzags that go against the percolation direction. They are important in the physical problem of particle transport in random media in the presence of a field, as they act to limit particle flow through the medium. The critical probability for percolation along directed paths with backbends no longer than a given length n is defined as p _n. We prove that (p _n) is strictly decreasing and converges to the critical probability for undirected percolation p _c. We also investigate some variants of the basic model, such as by replacing the standard d-dimensional cubic lattice with a (d–1)-dimensional slab or with a Bethe lattice; and we discuss the mathematical consequences of alternative ways to formalize the physical concepts of percolation and backbend.     

Lower bounds on the cluster size distribution

We rigorously prove that the probabilityP _n that the origin of ad-dimensional lattice belongs to a cluster of exactlyn sites satisfiesP _n > exp(–n ^(d–1)/d ) whenever percolation occurs. This holds for the usual (noninteracting) percolation models for any concentrationp > p _c , as well as for the equilibrium states of lattice spin systems with quite general interactions. Such a lower bound applies also if no percolation occurs, but if it appears in some other phase of the system.     

High-density percolation: Exact solution on a Bethe lattice

A new percolation problem is posed where the sites on a lattice are randomly occupied but where only those occupied sites with at least a given numberm of occupied neighbors are included in the clusters. This problem, which has applications in magnetic and other systems, is solved exactly on a Bethe lattice. The classical percolation critical exponents=gg=1 are found. The percolation thresholds vary between the ordinary percolation thresholdp _c (m=1)=l/(z – 1) andp _c(m=z) =[l/(z – 1)]¹/(z–1). The cluster size distribution asymptotically decays exponentially withn, for largen, p p _c .Supported in part by National Science Foundation grant DMR78-10813.     

Configurational statistics of densely and fully packed loops in the negative-weight percolation model

By means of numerical simulations we investigate the configurational properties of densely and fully packed configurations of loops in the negative-weight percolation (NWP) model. In the presented study we consider 2d square, 2d honeycomb, 3d simple cubic and 4d hypercubic lattice graphs, where edge weights are drawn from a Gaussian distribution. For a given realization of the disorder we then compute a configuration of loops, such that the configurational energy, given by the sum of all individual loop weights, is minimized. For this purpose, we employ a mapping of the NWP model to the “minimum-weight perfect matching problem” that can be solved exactly by using sophisticated polynomial-time matching algorithms. We characterize the loops via observables similar to those used in percolation studies and perform finite-size scaling analyses, up to side length L = 256 in 2d, L = 48 in 3d and L = 20 in 4d (for which we study only some observables), in order to estimate geometric exponents that characterize the configurations of densely and fully packed loops. One major result is that the loops behave like uncorrelated random walks from dimension d = 3 on, in contrast to the previously studied behavior at the percolation threshold, where random-walk behavior is obtained for d ≥ 6.     

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.     

Existence of enantiomeric phase separation in a three-dimensional lattice gas model

A three-dimensional lattice gas model for enantiomeric phase separation is introduced. The enantiomeric molecules (d andl) are the two nonsuperimposable mirror images having the molecular structure C(AB)₂, where C is a tetrahedrally bonded carbon atom with one bond to each end of two AB groups. The lattice gas model consists of a body-centered cubic lattice, each site of which can be either vacant or occupied by a molecule oriented so that the A and B groups point toward neighboring lattice sites. Pairs of molecules interact with short-range, orientationally-dependent interactions. For a domain of interaction parameters, the Pirogov-Sinai extension of the Peierls argument is used to prove thatd-rich andl-rich phases exist in the model at sufficiently low temperature. For another domain of interaction parameters, at sufficiently high chemical potential there is an infinite number of ground states, each containing a racemic mixture ofd andl molecules.     

Hypergeometric series in a series expansion of the directed-bond percolation probability on the square lattice

The asymmetric directed-bond percolation (ADBP) problem with an asymmetry parameterk is introduced and some rigorous results are given concerning a series expansion of the percolation probability on the square lattice. It is shown that the first correction term,d _n,1 (k) is expressed by Gauss' hypergeometric series with a variablek. Since the ADBP includes the ordinary directed bond percolation as a special case withk=1, our results give another proof for the Baxter-Guttmann's conjecture thatd _n,1(1) is given by the Catalan number, which was recently proved by Bousquet-Mélou. Direct calculations on finite lattices are performed and combining them with the present results determines the first 14 terms of the series expansion for percolation probability of the ADBP on the square lattice. The analysis byDlog Padé approximations suggests that the critical value depends onk, while asymmetry does not change the critical exponent of percolation probability.     

Some Exact Results on Bond Percolation

We present some exact results on bond percolation. We derive a relation that specifies the consequences for bond percolation quantities of replacing each bond of a lattice ?? by ? bonds connecting the same adjacent vertices, thereby yielding the lattice ?? _? . This relation is used to calculate the bond percolation threshold on ?? _? . We show that this bond inflation leaves the universality class of the percolation transition invariant on a lattice of dimensionality d??2 but changes it on a one-dimensional lattice and quasi-one-dimensional infinite-length strips. We also present analytic expressions for the average cluster number per vertex and correlation length for the bond percolation problem on the N???? limits of several families of N-vertex graphs. Finally, we explore the effect of bond vacancies on families of graphs with the property of bounded diameter as N????.     

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     

Study of transport properties on percolating clusters growth upon very hot dimer deposition

Transport properties are investigated by means of Monte Carlo simulations on percolating clusters obtained depositing very hot dimers in two dimensions. The properties are discussed within the framework of the random walks arguments. The diffusion exponent d_w and the spectral dimension d_s exhibit finite size effects and their asymptotic values in the thermodynamic limit differ from both the corresponding to standard percolation and Euclidean lattices.     

Scaling of particle trajectories on a lattice

The scaling behavior of the closed trajectories of a moving particle generated by randomly placed rotators or mirrors on a square or triangular lattice is studied numerically. On both lattices, for most concentrations of the scatterers the trajectories close exponentially fast. For special critical concentrations infinitely extended trajectories can occur which exhibit a scaling behavior similar to that of the perimeters of percolation clusters.At criticality, in addition to the two critical exponents =15/7 andd _f=7/4 found before, the critical exponent =3/7 appears. This exponent determines structural scaling properties of closed trajectories of finite size when they approach infinity. New scaling behavior was found for the square lattice partially occupied by rotators, indicating a different universality class than that of percolation clusters.Near criticality, in the critical region, two scaling functions were determined numerically:f(x), related to the trajectory length (S) distributionn _s, andh(x), related to the trajectory sizeR _s (gyration radius) distribution, respectively. The scaling functionf(x) is in most cases found to be a symmetric double Gaussian with the same characteristic size exponent =0.433/7 as at criticality, leading to a stretched exponential dependence ofn _S onS, n_Sexp(–S ^6/7). However, for the rotator model on the partially occupied square lattice an alternative scaling function is found, leading to a new exponent =1.6±0.3 and a superexponential dependence ofn _S onS.h(x) is essentially a constant, which depends on the type of lattice and the concentration of the scatterers. The appearance of the same exponent =3/7 at and near a critical point is discussed.     

Mean cluster size exponents for percolation on the face centred cubic and triangular lattices

Estimates of the mean cluster size exponent γ obtained from extended series results for the mean bond percolation cluster size (by number of sites) on the triangular and face centred cubic (fcc) lattices are reported. The analysis is consistent with γ=1.742^+0.024_-0.030 (d=3) for the fcc lattice and γ=2.387^+0.011_-0.006 (d=2) for the triangular lattice.     

Single-cluster Monte Carlo dynamics for the Ising model

We present an extensive study of a new Monte Carlo acceleration algorithm introduced by Wolff for the Ising model. It differs from the Swendsen-Wang algorithm by growing and flipping single clusters at a random seed. In general, it is more efficient than Swendsen-Wang dynamics ford>2, giving zero critical slowing down in the upper critical dimension. Monte Carlo simulations give dynamical critical exponentsz _w=0.33±0.05 and 0.44+0.10 ind=2 and 3, respectively, and numbers consistent withz _w=0 ind=4 and mean-field theory. We present scaling arguments which indicate that the Wolff mechanism for decorrelation differs substantially from Swendsen-Wang despite the apparent similarities of the two methods.     

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     

Bootstrap Percolation on Homogeneous Trees Has 2 Phase Transitions

We study the threshold θ bootstrap percolation model on the homogeneous tree with degree b+1, 2≤θ≤b, and initial density p. It is known that there exists a nontrivial critical value for p, which we call p _f , such that a) for p>p _f , the final bootstrapped configuration is fully occupied for almost every initial configuration, and b) if p<p _f , then for almost every initial configuration, the final bootstrapped configuration has density of occupied vertices less than 1. In this paper, we establish the existence of a distinct critical value for p, p _c , such that 0<p _c <p _f , with the following properties: 1) if p≤p _c , then for almost every initial configuration there is no infinite cluster of occupied vertices in the final bootstrapped configuration; 2) if p>p _c , then for almost every initial configuration there are infinite clusters of occupied vertices in the final bootstrapped configuration. Moreover, we show that 3) for p<p _c , the distribution of the occupied cluster size in the final bootstrapped configuration has an exponential tail; 4) at p=p _c , the expected occupied cluster size in the final bootstrapped configuration is infinite; 5) the probability of percolation of occupied vertices in the final bootstrapped configuration is continuous on [0,p _f ] and analytic on (p _c ,p _f ), admitting an analytic continuation from the right at p _c and, only in the case θ=b, also from the left at p _f . L.R.G. Fontes partially supported by the Brazilians CNPq through grants 475833/2003-1, 307978/2004-4 and 484351/2006-0, and FAPESP through grant 04/07276-2. R.H. Schonmann partially supported by the American N.S.F. through grant DMS-0300672.     

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.