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The field theory approach to percolation processes

Hans-Karl Janssen, Uwe Claus Täuber

Published Jan 1, 2005• 93 citations
OpenAlex

Abstract

We review the field theory approach to percolation processes. Specifically, we focus on the so-called simple and general epidemic processes that display continuous nonequilibrium active to absorbing state phase transitions whose asymptotic features are governed respectively by the directed (DP) and dynamic isotropic percolation (dIP) universality classes. We discuss the construction of a field theory representation for these Markovian stochastic processes based on fundamental phenomenological considerations, as well as from a specific microscopic reaction-diffusion model realization. Subsequently we explain how dynamic renormalization group (RG) methods can be applied to obtain the universal properties near the critical point in an expansion about the upper critical dimensions dc = 4 (DP) and 6 (dIP). We provide a detailed overview of results for critical exponents, scaling functions, crossover phenomena, finite-size scaling, and also briefly comment on the influence of long-range spreading, the presence of a boundary, multispecies generalizations, coupling of the order parameter to other conserved modes, and quenched disorder. Key words: Percolation, epidemic processes, directed percolation, dynamic isotropic percolation, active to absorbing phase transitions, renormalization group theory, dynamic critical phenomena, crossover

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Universal Scaling Behavior of Non-Equilibrium Phase Transitions

Sven Lübeck, Theoretische Physik, Universität Duisburg-essen

Non-equilibrium critical phenomena have attracted a lot of research interest in the recent decades. Similar to equilibrium critical phenomena, the concept of universality remains the major tool to order the great variety of non-equilibrium phase transitions systematically. All systems belonging to a given universality class share the same set of critical exponents, and certain scaling functions become identical near the critical point. It is known that the scaling functions vary more widely between different universality classes than the exponents. Thus, universal scaling functions offer a sensitive and accurate test for a system's universality class. On the other hand, universal scaling functions demonstrate the robustness of a given universality class impressively. Unfortunately, most studies focus on the determination of the critical exponents, neglecting the universal scaling functions. In this work a particular class of non-equilibrium critical phenomena is considered, the so-called absorbing phase transitions. Absorbing phase transitions are expected to occur in physical, chemical as well as biological systems, and a detailed introduction is presented. The universal scaling behavior of two different universality classes is analyzed in detail, namely the directed percolation and the Manna universality class. Especially, directed percolation is the most common universality class of absorbing phase transitions. The presented picture gallery of universal scaling functions includes steady state, dynamical as well as finite size scaling functions. In particular, the effect of an external field conjugated to the order parameter is investigated. Incorporating the conjugated field, it is possible to determine the equation of state, the susceptibility, and to perform a modified finite-size scaling analysis appropriate for absorbing phase transitions. Focusing on these equations, the obtained results can be applied to other non-equilibrium continuous phase transitions observed in numerical simulations or experiments. Thus, we think that the presented picture gallery of universal scaling functions is valuable for future work. Additionally to the manifestation of universality classes, universal scaling functions are useful in order to check renormalization group results quantitatively. Since the renormalization group theory is the basis of our understanding of critical phenomena, it is of fundamental interest to examine the accuracy of the obtained results. Due to the continuing improvement of computer hardware, accurate numerical data have become available, resulting in a fruitful interplay between numerical investigations and renormalization group analyzes.

•Jan 1, 2004•183 citations
We review the field theory approach to percolation processes. Specifically, we focus on the so-called simple and general epidemic processes that display continuous nonequilibrium active to absorbing state phase transitions whose asymptotic features are governed respectively by the directed (DP) and dynamic isotropic percolation (dIP) universality classes. We discuss the construction of a field theory representation for these Markovian stochastic processes based on fundamental phenomenological considerations, as well as from a specific microscopic reaction-diffusion model realization. Subsequently we explain how dynamic renormalization group (RG) methods can be applied to obtain the universal properties near the critical point in an expansion about the upper critical dimensions dc = 4 (DP) and 6 (dIP). We provide a detailed overview of results for critical exponents, scaling functions, crossover phenomena, finite-size scaling, and also briefly comment on the influence of long-range spreading, the presence of a boundary, multispecies generalizations, coupling of the order parameter to other conserved modes, and quenched disorder. Key words: Percolation, epidemic processes, directed percolation, dynamic isotropic percolation, active to absorbing phase transitions, renormalization group theory, dynamic critical phenomena, crossover
It is explained how field-theoretic methods and the dynamic renormalisation group (RG) can be applied to study the universal scaling properties of systems that either undergo a continuous phase transition or display generic scale invariance, both near and far from thermal equilibrium. Part 1 introduces the response functional field theory representation of (nonlinear) Langevin equations. The RG is employed to compute the scaling exponents for several universality classes governing the critical dynamics near second-order phase transitions in equilibrium. The effects of reversible mode-coupling terms, quenching from random initial conditions to the critical point, and violating the detailed balance constraints are briefly discussed. It is shown how the same formalism can be applied to nonequilibrium systems such as driven diffusive lattice gases. Part 2 describes how the master equation for stochastic particle reaction processes can be mapped onto a field theory action. The RG is then used to analyse simple diffusion-limited annihilation reactions as well as generic continuous transitions from active to inactive, absorbing states, which
Many non-equilibrium systems display dynamic phase transitions from active to absorbing states, where fluctuations cease entirely. Based on a field theory representation of the master equation, the critical behavior can be analyzed by means of the renormalization group. The resulting universality classes for single-species systems are reviewed here. Generically, the critical exponents are those of directed percolation (Reggeon field theory), with critical dimension d_c = 4. Yet local particle number parity conservation in even-offspring branching and annihilating random walks implies an inactive phase (emerging below d_c' = 4/3) that is characterized by the power laws of the pair annihilation reaction, and leads to different critical exponents at the transition. For local processes without memory, the pair contact process with diffusion represents the only other non-trivial universality class. The consistent treatment of restricted site occupations and quenched random reaction rates are important open issues.
At nonequilibrium phase transitions into absorbing (trapped) states, it is well known that the directed percolation (DP) critical scaling is shared by two classes of models with a single (S) absorbing state and with infinitely many (IM) absorbing states. We study the crossover behavior in one dimension, arising from a considerable reduction of the number of absorbing states (typically from the IM-type to the S -type DP models) by following two different (excitatory or inhibitory) routes which make the auxiliary field density abruptly jump at the crossover. Along the excitatory route, the system becomes overly activated even for an infinitesimal perturbation and its crossover becomes discontinuous. Along the inhibitory route, we find a continuous crossover with universal crossover exponent phi approximately=1.78(6), which is argued to be equal to nu||, the relaxation time exponent of the DP universality class on a general footing. This conjecture is also confirmed in the case of the directed Ising (parity-conserving) class. Finally, we discuss the effect of diffusion on the IM-type models and suggest an argument why diffusive models with some hybrid-type reactions should belong to the DP class.
Continuous phase transitions from an absorbing to an active state arise in diverse areas of physics, chemistry and biology. This chapter reviews the current understanding of phase diagrams and scaling behavior at such transitions, and recent developments bearing on universality. Introduction Stochastic processes often possess one or more absorbing states —configurations with arrested dynamics, admitting no escape. Phase transitions between an absorbing state and an active regime have been of interest in physics since the late 1950s, when Broadbent and Hammersley introduced directed percolation (DP). Subsequent incarnations include Reggeon field theory, a high-energy model of peripheral interest to most condensed matter physicists, and a host of more familiar problems such as autocatalytic chemical reactions, epidemics, and transport in disordered media. For the simpler examples—Schlögl's models, the contact process, and directed percolation itself—many aspects of critical behavior are well in hand. In the mid-1980s absorbing-state transitions found renewed interest due to the catalysis models devised by Ziff and others, and to a proposed connection with the transition to turbulence. A further impetus has been the ongoing quest to characterize universality classes for these transitions. Parallel to these developments, probabilists studying interacting particle systems have established a number of fundamental theorems for models with absorbing states. Interest in the influence of kinetic rules on the phase diagram has spawned many models over the last decade; the majority must go unmentioned here.
Phase transitions from an active into an absorbing, inactive state are generically described by the critical exponents of directed percolation (DP), with upper critical dimension dc=4{d}_{c}=4dc​=4. In the framework of single-species reaction-diffusion systems, this universality class is realized by the combined processes $\stackrel{\ensuremath{\rightarrow}}{A}A+A,$ $A+\stackrel{\ensuremath{\rightarrow}}{A}A$, and $\stackrel{\ensuremath{\rightarrow}}{A}0$. We study a hierarchy of such DP processes for particle species A,B,…A,B,\dots{}A,B,…, unidirectionally coupled via the reactions $\stackrel{\ensuremath{\rightarrow}}{A}B,\dots{}$ (with rates ${\ensuremath{\mu}}_{\mathrm{AB}},\dots{})$. When the DP critical points at all levels coincide, multicritical behavior emerges, with density exponents ${\ensuremath{\beta}}_{i}$ which are markedly reduced at each hierarchy level i> 2i>~2i> 2. This scenario can be understood on the basis of the mean-field rate equations, which yield ${\ensuremath{\beta}}_{i}{=1/2}^{i\ensuremath{-}1}$ at the multicritical point. Using field-theoretic renormalization-group techniques in $d=4\ensuremath{-}\ensuremath{\epsilon}$ dimensions, we identify a new crossover exponent $\ensuremath{\varphi}$, and compute $\ensuremath{\varphi}=1+O({\ensuremath{\epsilon}}^{2})$ in the multicritical regime (for small ${\ensuremath{\mu}}_{\mathrm{AB}})$ of the second hierarchy level. In the active phase, we calculate the fluctuation correction to the density exponent on the second hierarchy level, ${\ensuremath{\beta}}_{2}=1/2\ensuremath{-}\ensuremath{\epsilon}/8+O({\ensuremath{\epsilon}}^{2})$. Outside the multicritial region, we discuss the crossover to ordinary DP behavior, with the density exponent ${\ensuremath{\beta}}_{1}=1\ensuremath{-}\ensuremath{\epsilon}/6+O({\ensuremath{\epsilon}}^{2})$. Monte Carlo simulations are then employed to confirm the crossover scenario, and to determine the values for the new scaling exponents in dimensions d< 3d<~3d< 3, including the critical initial slip exponent. Our theory is connected to specific classes of growth processes and to certain cellular automata, and the above ideas are also applied to unidirectionally coupled pair annihilation processes. We also discuss some technical as well as conceptual problems of the loop expansion, and suggest some possible interpretations of these difficulties.
Non-equilibrium critical phenomena have attracted a lot of research interest in the recent decades. Similar to equilibrium critical phenomena, the concept of universality remains the major tool to order the great variety of non-equilibrium phase transitions systematically. All systems belonging to a given universality class share the same set of critical exponents, and certain scaling functions become identical near the critical point. It is known that the scaling functions vary more widely between different universality classes than the exponents. Thus, universal scaling functions offer a sensitive and accurate test for a system's universality class. On the other hand, universal scaling functions demonstrate the robustness of a given universality class impressively. Unfortunately, most studies focus on the determination of the critical exponents, neglecting the universal scaling functions. In this work a particular class of non-equilibrium critical phenomena is considered, the so-called absorbing phase transitions. Absorbing phase transitions are expected to occur in physical, chemical as well as biological systems, and a detailed introduction is presented. The universal scaling behavior of two different universality classes is analyzed in detail, namely the directed percolation and the Manna universality class. Especially, directed percolation is the most common universality class of absorbing phase transitions. The presented picture gallery of universal scaling functions includes steady state, dynamical as well as finite size scaling functions. In particular, the effect of an external field conjugated to the order parameter is investigated. Incorporating the conjugated field, it is possible to determine the equation of state, the susceptibility, and to perform a modified finite-size scaling analysis appropriate for absorbing phase transitions. Focusing on these equations, the obtained results can be applied to other non-equilibrium continuous phase transitions observed in numerical simulations or experiments. Thus, we think that the presented picture gallery of universal scaling functions is valuable for future work. Additionally to the manifestation of universality classes, universal scaling functions are useful in order to check renormalization group results quantitatively. Since the renormalization group theory is the basis of our understanding of critical phenomena, it is of fundamental interest to examine the accuracy of the obtained results. Due to the continuing improvement of computer hardware, accurate numerical data have become available, resulting in a fruitful interplay between numerical investigations and renormalization group analyzes.