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arXiv:cond-mat/9809166 · Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics

Nonequilibrium critical behavior in unidirectionally coupled stochastic processes

Yadin Y. Goldschmidt, Haye Hinrichsen B, Martin Howard, Uwe Claus Täuber

Published Jun 1, 1999• 34 citations
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Abstract

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 ${d}_{c}=4$. 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 $A,B,\dots{}$, 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 $i>~2$. 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 $d<~3$, 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.

DOI
10.1103/physreve.59.6381

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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 A\ensuremath→A+A,\stackrel{\ensuremath{\rightarrow}}{A}A+A,A\ensuremath→​A+A, A+A\ensuremath→AA+\stackrel{\ensuremath{\rightarrow}}{A}AA+A\ensuremath→​A, and A\ensuremath→0\stackrel{\ensuremath{\rightarrow}}{A}0A\ensuremath→​0. We study a hierarchy of such DP processes for particle species A,B,…A,B,\dots{}A,B,…, unidirectionally coupled via the reactions A\ensuremath→B,…\stackrel{\ensuremath{\rightarrow}}{A}B,\dots{}A\ensuremath→​B,… (with rates \ensuremathμAB,…){\ensuremath{\mu}}_{\mathrm{AB}},\dots{})\ensuremathμAB​,…). When the DP critical points at all levels coincide, multicritical behavior emerges, with density exponents \ensuremathβi{\ensuremath{\beta}}_{i}\ensuremathβi​ 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 \ensuremathβi=1/2i\ensuremath−1{\ensuremath{\beta}}_{i}{=1/2}^{i\ensuremath{-}1}\ensuremathβi​=1/2i\ensuremath−1 at the multicritical point. Using field-theoretic renormalization-group techniques in d=4\ensuremath−\ensuremathϵd=4\ensuremath{-}\ensuremath{\epsilon}d=4\ensuremath−\ensuremathϵ dimensions, we identify a new crossover exponent \ensuremathφ\ensuremath{\varphi}\ensuremathφ, and compute \ensuremathφ=1+O(\ensuremathϵ2)\ensuremath{\varphi}=1+O({\ensuremath{\epsilon}}^{2})\ensuremathφ=1+O(\ensuremathϵ2) in the multicritical regime (for small \ensuremathμAB){\ensuremath{\mu}}_{\mathrm{AB}})\ensuremathμAB​) of the second hierarchy level. In the active phase, we calculate the fluctuation correction to the density exponent on the second hierarchy level, \ensuremathβ2=1/2\ensuremath−\ensuremathϵ/8+O(\ensuremathϵ2){\ensuremath{\beta}}_{2}=1/2\ensuremath{-}\ensuremath{\epsilon}/8+O({\ensuremath{\epsilon}}^{2})\ensuremathβ2​=1/2\ensuremath−\ensuremathϵ/8+O(\ensuremathϵ2). Outside the multicritial region, we discuss the crossover to ordinary DP behavior, with the density exponent \ensuremathβ1=1\ensuremath−\ensuremathϵ/6+O(\ensuremathϵ2){\ensuremath{\beta}}_{1}=1\ensuremath{-}\ensuremath{\epsilon}/6+O({\ensuremath{\epsilon}}^{2})\ensuremathβ1​=1\ensuremath−\ensuremathϵ/6+O(\ensuremathϵ2). 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.
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.
We review the critical behavior of nonequilibrium systems, such as directed percolation (DP) and branching-annihilating random walks (BARW), which possess phase transitions into absorbing states. After reviewing the bulk scaling behavior of these models, we devote the main part of this review to analyzing the impact of walls on their critical behavior. We discuss the possible boundary universality classes for the DP and BARW models, which can be described by a general scaling theory which allows for two independent surface exponents in addition to the bulk critical exponents. Above the upper critical dimension d c , we review the use of mean field theories, whereas in the regime d<d c , where fluctuations are important, we examine the application of field theoretic methods. Of particular interest is the situation in d=1, which has been extensively investigated using numerical simulations and series expansions. Although DP and BARW fit into the same scaling theory, they can still show very different surface behavior: for DP some exponents are degenerate, a property not shared with the BARW model. Moreover, a "hidden" duality symmetry of BARW in d=1 is broken by the boundary and this relates exponents and boundary conditions in an intricate way.
We investigate the change of critical behavior of two-level hierarchy systems in which the second level (B) is unidirectionally coupled to the first (A) by the coupling dynamics A --> A + nB with n = 1 or 2. The first level belongs to the directed percolation or the parity-conserving (PC) universality class, the second to PC. If both levels are critical, the active region of the second level becomes heterogeneous. In the so-called coupled region the first level feeds particles to the second, while in the uncoupled region the second level evolves autonomously. Measuring dynamic critical exponents in both regions, we show to what extent the critical behavior of the second level depends on the universality class of the first. These results suggest a simple criterion for the emergence of unusual critical behavior of unidirectionally coupled nonequilibrium systems.
We present a Monte Carlo study in dimension d=1d=1d=1 of the two-species reaction-diffusion process $A+\stackrel{\ensuremath{\rightarrow}}{B}2B$ and $\stackrel{\ensuremath{\rightarrow}}{B}A.$ Below a critical value ${\ensuremath{\rho}}_{c}$ of the conserved total density $\ensuremath{\rho}$ the system falls into an absorbing state without B particles. Above ${\ensuremath{\rho}}_{c}$ the steady state B particle density ${\ensuremath{\rho}}_{B}^{\mathrm{st}}$ is the order parameter. This system is related to directed percolation but in a different universality class identified by Kree et al. [Phys. Rev. A 39, 2214 (1989)]. We present an algorithm that enables us to simulate simultaneously the full range of densities $\ensuremath{\rho}$ between zero and some maximum density. From finite-size scaling we obtain the steady state exponents $\ensuremath{\beta}=0.435(10),\ensuremath{\nu}=2.21(5),$ and $\ensuremath{\eta}=\ensuremath{-}0.606(4)$ for the order parameter, the correlation length, and the critical correlation function, respectively. Independent simulation indicates that the critical initial increase exponent takes the value ${\ensuremath{\theta}}^{\ensuremath{'}}=0.30(2),$ in agreement with the theoretical relation ${\ensuremath{\theta}}^{\ensuremath{'}}=\ensuremath{-}\ensuremath{\eta}/2$ due to Van Wijland et al. [Physica A 251, 179 (1998)].
It is shown that the universal critical properties of two recently introduced coupled directed percolation processes can be described by a single rapidity reversal invariant stochastic reaction-diffusion model. It is demonstrated that all renormalizations needed for the calculation of the universal scaling behavior near the multicritical point can be gained from the Gribov process (Reggeon field theory). Consequently the crossover exponent describing the scaling of the linear coupling parameter is given by Phi = 1 to all orders of the perturbation expansion.