Critical Behaviour of the Drossel-Schwabl Forest Fire Model

We present high statistics Monte Carlo results for the Drossel-Schwabl forest fire model in 2 dimensions. They extend to much larger lattices (up to $65536\times 65536$) than previous simulations and reach much closer to the critical point (up to $\theta \equiv p/f = 256000$). They are incompatible with all previous conjectures for the (extrapolated) critical behaviour, although they in general agree well with previous simulations wherever they can be directly compared. Instead, they suggest that scaling laws observed in previous simulations are spurious, and that the density $\rho$ of trees in the critical state was grossly underestimated. While previous simulations gave $\rho\approx 0.408$, we conjecture that $\rho$ actually is equal to the critical threshold $p_c = 0.592...$ for site percolation in $d=2$. This is however still far from the densities reachable with present day computers, and we estimate that we would need many orders of magnitude higher CPU times and storage capacities to reach the true critical behaviour -- which might or might not be that of ordinary percolation.Comment: 8 pages, including 9 figures, RevTe

Self-organized criticality and directed percolation

A sandpile model with stochastic toppling rule is studied. The control parameters and the phase diagram are determined through a MF approach, the subcritical and critical regions are analyzed. The model is found to have some similarities with directed percolation, but the existence of different boundary conditions and conservation law leads to a different universality class, where the critical state is extended to a line segment due to self-organization. These results are supported with numerical simulations in one dimension. The present model constitute a simple model which capture the essential difference between ordinary nonequilibrium critical phenomena, like DP, and self-organized criticality.Comment: 9 pages, 10 eps figs, revtex, submitted to J. Phys.

Polymers Confined between Two Parallel Plane Walls

Single three dimensional polymers confined to a slab, i.e. to the region between two parallel plane walls, are studied by Monte Carlo simulations. They are described by $N$-step walks on a simple cubic lattice confined to the region $1 \le z \le D$. The simulations cover both regions $D > R_F$ (where $R_F \sim N^\nu$ is the Flory radius, with $\nu \approx 0.587$), as well as the cross-over region in between. Chain lengths are up to $N=80,000$, slab widths up to D=120. In order to test the analysis program and to check for finite size corrections, we actually studied three different models: (a) Ordinary random walks (mimicking $\Theta$-polymers); (b) Self-avoiding walks (SAW); and (c) Domb-Joyce walks with the self-repulsion tuned to the point where finite size corrections for free (unrestricted) chains are minimal. For the simulations we employ the pruned-enriched-Rosenbluth method (PERM) with Markovian anticipation. In addition to the partition sum (which gives us a direct estimate of the forces exerted onto the walls), we measure the density profiles of monomers and of end points transverse to the slab, and the radial extent of the chain parallel to the walls. All scaling laws and some of the universal amplitude ratios are compared to theoretical predictions.Comment: 8 pages, 14 figures include

Chaotic synchronizations of spatially extended systems as non-equilibrium phase transitions

Two replicas of spatially extended chaotic systems synchronize to a common spatio-temporal chaotic state when coupled above a critical strength. As a prototype of each single spatio-temporal chaotic system a lattice of maps interacting via power-law coupling is considered. The synchronization transition is studied as a non-equilibrium phase transition, and its critical properties are analyzed at varying the spatial interaction range as well as the nonlinearity of the dynamical units composing each system. In particular, continuous and discontinuous local maps are considered. In both cases the transitions are of the second order with critical indexes varying with the exponent characterizing the interaction range. For discontinuous maps it is numerically shown that the transition belongs to the {\it anomalous directed percolation} (ADP) family of universality classes, previously identified for L{\'e}vy-flight spreading of epidemic processes. For continuous maps, the critical exponents are different from those characterizing ADP, but apart from the nearest-neighbor case, the identification of the corresponding universality classes remains an open problem. Finally, to test the influence of deterministic correlations for the studied synchronization transitions, the chaotic dynamical evolutions are substituted by suitable stochastic models. In this framework and for the discontinuous case, it is possible to derive an effective Langevin description that corresponds to that proposed for ADP.Comment: 12 pages, 5 figures Comments are welcom

Systematic Series Expansions for Processes on Networks

We use series expansions to study dynamics of equilibrium and non-equilibrium systems on networks. This analytical method enables us to include detailed non-universal effects of the network structure. We show that even low order calculations produce results which compare accurately to numerical simulation, while the results can be systematically improved. We show that certain commonly accepted analytical results for the critical point on networks with a broad degree distribution need to be modified in certain cases due to disassortativity; the present method is able to take into account the assortativity at sufficiently high order, while previous results correspond to leading and second order approximations in this method. Finally, we apply this method to real-world data.Comment: 4 pages, 3 figure

Synchronization of Coupled Systems with Spatiotemporal Chaos

We argue that the synchronization transition of stochastically coupled cellular automata, discovered recently by L.G. Morelli {\it et al.} (Phys. Rev. {\bf 58 E}, R8 (1998)), is generically in the directed percolation universality class. In particular, this holds numerically for the specific example studied by these authors, in contrast to their claim. For real-valued systems with spatiotemporal chaos such as coupled map lattices, we claim that the synchronization transition is generically in the universality class of the Kardar-Parisi-Zhang equation with a nonlinear growth limiting term.Comment: 4 pages, including 3 figures; submitted to Phys. Rev.

Generalized Scaling for Models with Multiple Absorbing States

At a continuous transition into a nonunique absorbing state, particle systems may exhibit nonuniversal critical behavior, in apparent violation of hyperscaling. We propose a generalized scaling theory for dynamic critical behavior at a transition into an absorbing state, which is capable of describing exponents which vary according to the initial configuration. The resulting hyperscaling relation is supported by simulations of two lattice models.Comment: Latex 9 page

Damage spreading and dynamic stability of kinetic Ising models

We investigate how the time evolution of different kinetic Ising models depends on the initial conditions of the dynamics. To this end we consider the simultaneous evolution of two identical systems subjected to the same thermal noise. We derive a master equation for the time evolution of a joint probability distribution of the two systems. This equation is then solved within an effective-field approach. By analyzing the fixed points of the master equation and their stability we identify regular and chaotic phases.Comment: 4 pages RevTeX, 2 Postscript figure

Stretched Polymers in a Poor Solvent

Stretched polymers with attractive interaction are studied in two and three dimensions. They are described by biased self-avoiding random walks with nearest neighbour attraction. The bias corresponds to opposite forces applied to the first and last monomers. We show that both in $d=2$ and $d=3$ a phase transition occurs as this force is increased beyond a critical value, where the polymer changes from a collapsed globule to a stretched configuration. This transition is second order in $d=2$ and first order in $d=3$. For $d=2$ we predict the transition point quantitatively from properties of the unstretched polymer. This is not possible in $d=3$, but even there we can estimate the transition point precisely, and we can study the scaling at temperatures slightly below the collapse temperature of the unstretched polymer. We find very large finite size corrections which would make very difficult the estimate of the transition point from straightforward simulations.Comment: 10 pages, 16 figure

Bias Analysis in Entropy Estimation

We consider the problem of finite sample corrections for entropy estimation. New estimates of the Shannon entropy are proposed and their systematic error (the bias) is computed analytically. We find that our results cover correction formulas of current entropy estimates recently discussed in literature. The trade-off between bias reduction and the increase of the corresponding statistical error is analyzed.Comment: 5 pages, 3 figure