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arXiv:1606.00315 · Journal of Physics A Mathematical and Theoretical

Universal finite-size scaling for percolation theory in high dimensions

Ralph Kenna B, Bertrand Berche

Published May 11, 2017• 27 citations
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Abstract

Abstract We present a unifying, consistent, finite-size-scaling picture for percolation theory bringing it into the framework of a general, renormalization-group-based, scaling scheme for systems above their upper critical dimensions d c . Behaviour at the critical point is non-universal in d > d c = 6 dimensions. Proliferation of the largest clusters, with fractal dimension 4, is associated with the breakdown of hyperscaling there when free boundary conditions are used. But when the boundary conditions are periodic, the maximal clusters have dimension D = 2 d /3, and obey random-graph asymptotics. Universality is instead manifested at the pseudocritical point, where the failure of hyperscaling in its traditional form is universally associated with random-graph-type asymptotics for critical cluster sizes, independent of boundary conditions.

DOI
10.1088/1751-8121/aa6bd5

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Abstract We present a unifying, consistent, finite-size-scaling picture for percolation theory bringing it into the framework of a general, renormalization-group-based, scaling scheme for systems above their upper critical dimensions d c . Behaviour at the critical point is non-universal in d > d c = 6 dimensions. Proliferation of the largest clusters, with fractal dimension 4, is associated with the breakdown of hyperscaling there when free boundary conditions are used. But when the boundary conditions are periodic, the maximal clusters have dimension D = 2 d /3, and obey random-graph asymptotics. Universality is instead manifested at the pseudocritical point, where the failure of hyperscaling in its traditional form is universally associated with random-graph-type asymptotics for critical cluster sizes, independent of boundary conditions.
Although well described by mean-field theory in the thermodynamic limit, scaling has long been puzzling for finite systems in high dimensions. This raised questions about the efficacy of the renormalization group and foundational concepts such as universality, finite-size scaling and hyperscaling, until recently believed not to be applicable above the upper critical dimension. Significant theoretical progress has been made resolving these issues, and tested in numerous simulational studies of spin models. This progress rests upon superlinearity of correlation length, a notion that for a long time encountered resistance but is now broadly accepted. Percolation theory brings added complications such as proliferation of interpenetrating clusters in apparent conflict with suggestions coming from random-graph asymptotics and a dearth of reliable simulational guidance. Here we report on recent theoretical progress in percolation theory in the renormalization group framework in high dimensions that accommodates superlinear correlation and renders most of the above concepts mutually compatible under different boundary conditions. Results from numerical simulations for free and periodic boundary conditions which differentiate between previously competing theories are also presented. Although still fragmentary, these Monte Carlo results support the new framework which restores the renormalization group and foundational concepts on which it rests.
Abstract Universality, encompassing critical exponents, scaling functions, and dimensionless quantities, is fundamental to phase transition theory. In finite systems, universal behaviors are also expected to emerge at the pseudocritical point. Focusing on two-dimensional percolation, we show that the size distribution of the largest cluster asymptotically approaches to a Gumbel form in the subcritical phase, a Gaussian form in the supercritical phase, and transitions within the critical finite-size scaling window. Numerical results indicate that, at consistently defined pseudocritical points, this distribution exhibits a universal form across various lattices and percolation models (bond or site), within error bars, yet differs from the distribution at the critical point. The critical polynomial, universally zero for two-dimensional percolation at the critical point, becomes nonzero at pseudocritical points. Nevertheless, numerical evidence suggests that the critical polynomial, along with other dimensionless quantities such as wrapping probabilities and Binder cumulants, assumes fixed values at the pseudocritical point that are independent of the percolation type (bond or site) but vary with lattice structures. These findings imply that while strict universality breaks down at the pseudocritical point, certain extreme-value statistics and dimensionless quantities exhibit quasi-universality, revealing a subtle connection between scaling behaviors at critical and pseudocritical points.
We present a unified view of finite-size scaling (FSS) in dimension d above the upper critical dimension, for both free and periodic boundary conditions. We find that the modified FSS proposed some time ago to allow for violation of hyperscaling due to a dangerous irrelevant variable applies only to k=0 fluctuations, and "standard" FSS applies to k≠0 fluctuations. Hence the exponent η describing power-law decay of correlations at criticality is unambiguously η=0. With free boundary conditions, the finite-size "shift" is greater than the rounding. Nonetheless, using T-T(L), where T(L) is the finite-size pseudocritical temperature, rather than T-T(c), as the scaling variable, the data do collapse onto a scaling form that includes the behavior both at T(L), where the susceptibility χ diverges like L(d/2), and at the bulk T(c), where it diverges like L(2). These claims are supported by large-scale simulations on the five-dimensional Ising model.
Using a histogram Monte Carlo simulation method (HMCSM), Hu, Lin, and Chen found that bond and site percolation models on planar lattices have universal finite-size scaling functions for the existence probability Ep,{E}_{p},Ep​, the percolation probability P,P,P, and the probability Wn{W}_{n}Wn​ for the appearance of nnn percolating clusters in these models. In this paper we extend above study to percolation on three-dimensional lattices with various linear dimensions L.L.L. Using the HMCSM, we calculate the existence probability Ep{E}_{p}Ep​ and the percolation probability PPP for site and bond percolation on a simple-cubic (sc) lattice, and site percolation on body-centered-cubic and face-centered-cubic lattices; each lattice has the same linear dimension in three dimensions. Using the data of Ep{E}_{p}Ep​ and PPP in a percolation renormalization group method, we find that the critical exponents obtained are quite consistent with the universality of critical exponents. Using a small number of nonuniversal metric factors, we find that Ep{E}_{p}Ep​ and PPP have universal finite-size scaling functions. This implies that the critical Ep{E}_{p}Ep​ is a universal quantity, which is $0.265\ifmmode\pm\else\textpm\fi{}0.005$ for free boundary conditions and $0.924\ifmmode\pm\else\textpm\fi{}0.005$ for periodic boundary conditions. We also find that Wn{W}_{n}Wn​ for site and bond percolation on sc lattices have universal finite-size scaling functions.
In the 1960's, four famous scaling relations were developed which relate the six standard critical exponents describing continuous phase transitions in the thermodynamic limit of statistical physics models. They are well understood at a fundamental level through the renormalization group. They have been verified in multitudes of theoretical, computational and experimental studies and are firmly established and profoundly important for our understanding of critical phenomena. One of the scaling relations, hyperscaling, fails above the upper critical dimension. There, critical phenomena are governed by Gaussian fixed points in the renormalization-group formalism. Dangerous irrelevant variables are required to deliver the mean-field and Landau values of the critical exponents, which are deemed valid by the Ginzburg criterion. Also above the upper critical dimension, the standard picture is that, unlike for low-dimensional systems, finite-size scaling is non-universal. Here we report on new developments which indicate that the current paradigm is flawed and incomplete. In particular, the introduction of a new exponent characterising the finite-size correlation length allows one to extend hyperscaling beyond the upper critical dimension. Moreover, finite-size scaling is shown to be universal provided the correct scaling window is chosen. These recent developments also lead to the introduction of a new scaling relation analogous to one introduced by Fisher 50 years ago.
Finite-size scaling (FSS) for a critical phase transition (t=0t=0t=0) states that within a window of size ∣t∣∼L−1/ν|t|\sim L^{-1/ν}∣t∣∼L−1/ν, the scaling behavior of any observable QQQ in a system of linear size LLL asymptotically follows a scaling form as Q(t,L)=LYQQ~(tL1/ν)Q(t,L)=L^{Y_Q}\tilde{Q}(tL^{1/ν})Q(t,L)=LYQ​Q~​(tL1/ν), where ννν is the correlation-length exponent, YQY_QYQ​ is an FSS exponent and Q~(x){\tilde Q}(x)Q~​(x) is a function of the scaled distance-to-criticality x≡tL1/νx \equiv tL^{1/ν}x≡tL1/ν. We systematically study the asymptotic scaling behavior of Q~(∣x∣→∞){\tilde Q}(|x|\to\infty)Q~​(∣x∣→∞) for a broad variety of observables by requiring that the FSS and infinite-system critical behaviors match with each other in the crossover critical regime with t→0t \to 0t→0 and ∣x∣→∞|x|\to\infty∣x∣→∞. This crossover FSS theory predicts that when the criticality is approached at a slower speed as ∣t∣∼L−λ|t|\sim L^{-λ}∣t∣∼L−λ with λ<1/νλ<1/νλ<1/ν, the FSS becomes λλλ-dependent and the exponent can be derived. As applications, explosive percolation and high-dimensional percolation are considered. For the former, it is shown that the widely observed anomalous phenomena at the infinite-system criticality t=0t=0t=0 can be attributed to the mixing effects of the standard FSS behaviors around the pseudocritical point in an event-based ensemble. For the latter, FSS exponents are found to be different at the infinite-system critical and the pseudocritical point if free boundary conditions are used, and they are related to each other by using the crossover FSS theory. From these observations, the FSS of percolation systems falls into three classifications. Extensive simulations are carried out to affirm these predictions.