Directed percolation with incubation times

We introduce a model for directed percolation with a long-range temporal diffusion, while the spatial diffusion is kept short ranged. In an interpretation of directed percolation as an epidemic process, this non-Markovian modification can be understood as incubation times, which are distributed accordingly to a Levy distribution. We argue that the best approach to find the effective action for this problem is through a generalization of the Cardy-Sugar method, adding the non-Markovian features into the geometrical properties of the lattice. We formulate a field theory for this problem and renormalize it up to one loop in a perturbative expansion. We solve the various technical difficulties that the integrations possess by means of an asymptotic analysis of the divergences. We show the absence of field renormalization at one-loop order, and we argue that this would be the case to all orders in perturbation theory. Consequently, in addition to the characteristic scaling relations of directed percolation, we find a scaling relation valid for the critical exponents of this theory. In this universality class, the critical exponents vary continuously with the Levy parameter.Comment: 17 pages, 7 figures. v.2: minor correction

Spreading with immunization in high dimensions

We investigate a model of epidemic spreading with partial immunization which is controlled by two probabilities, namely, for first infections, $p_0$, and reinfections, $p$. When the two probabilities are equal, the model reduces to directed percolation, while for perfect immunization one obtains the general epidemic process belonging to the universality class of dynamical percolation. We focus on the critical behavior in the vicinity of the directed percolation point, especially in high dimensions $d>2$. It is argued that the clusters of immune sites are compact for $d\leq 4$. This observation implies that a recently introduced scaling argument, suggesting a stretched exponential decay of the survival probability for $p=p_c$, $p_0\ll p_c$ in one spatial dimension, where $p_c$ denotes the critical threshold for directed percolation, should apply in any dimension $d \leq 3$ and maybe for $d=4$ as well. Moreover, we show that the phase transition line, connecting the critical points of directed percolation and of dynamical percolation, terminates in the critical point of directed percolation with vanishing slope for $d<4$ and with finite slope for $d\geq 4$. Furthermore, an exponent is identified for the temporal correlation length for the case of $p=p_c$ and $p_0=p_c-\epsilon$, $\epsilon\ll 1$, which is different from the exponent $\nu_\parallel$ of directed percolation. We also improve numerical estimates of several critical parameters and exponents, especially for dynamical percolation in $d=4,5$.Comment: LaTeX, IOP-style, 18 pages, 9 eps figures, minor changes, additional reference

Lee-Yang zeros and phase transitions in nonequilibrium steady states

We consider how the Lee-Yang description of phase transitions in terms of partition function zeros applies to nonequilibrium systems. Here one does not have a partition function, instead we consider the zeros of a steady-state normalization factor in the complex plane of the transition rates. We obtain the exact distribution of zeros in the thermodynamic limit for a specific model, the boundary-driven asymmetric simple exclusion process. We show that the distributions of zeros at the first and second order nonequilibrium phase transitions of this model follow the patterns known in the Lee-Yang equilibrium theory.Comment: 4 pages RevTeX4 with 4 figures; revised version to appear in Phys. Rev. Let

Epidemic spreading with immunization and mutations

The spreading of infectious diseases with and without immunization of individuals can be modeled by stochastic processes that exhibit a transition between an active phase of epidemic spreading and an absorbing phase, where the disease dies out. In nature, however, the transmitted pathogen may also mutate, weakening the effect of immunization. In order to study the influence of mutations, we introduce a model that mimics epidemic spreading with immunization and mutations. The model exhibits a line of continuous phase transitions and includes the general epidemic process (GEP) and directed percolation (DP) as special cases. Restricting to perfect immunization in two spatial dimensions we analyze the phase diagram and study the scaling behavior along the phase transition line as well as in the vicinity of the GEP point. We show that mutations lead generically to a crossover from the GEP to DP. Using standard scaling arguments we also predict the form of the phase transition line close to the GEP point. It turns out that the protection gained by immunization is vitally decreased by the occurrence of mutations.Comment: 9 pages, 13 figure

Demagnetization via Nucleation of the Nonequilibrium Metastable Phase in a Model of Disorder

We study both analytically and numerically metastability and nucleation in a two-dimensional nonequilibrium Ising ferromagnet. Canonical equilibrium is dynamically impeded by a weak random perturbation which models homogeneous disorder of undetermined source. We present a simple theoretical description, in perfect agreement with Monte Carlo simulations, assuming that the decay of the nonequilibrium metastable state is due, as in equilibrium, to the competition between the surface and the bulk. This suggests one to accept a nonequilibrium "free-energy" at a mesoscopic/cluster level, and it ensues a nonequilibrium "surface tension" with some peculiar low-T behavior. We illustrate the occurrence of intriguing nonequilibrium phenomena, including: (i) Noise-enhanced stabilization of nonequilibrium metastable states; (ii) reentrance of the limit of metastability under strong nonequilibrium conditions; and (iii) resonant propagation of domain walls. The cooperative behavior of our system may also be understood in terms of a Langevin equation with additive and multiplicative noises. We also studied metastability in the case of open boundaries as it may correspond to a magnetic nanoparticle. We then observe burst-like relaxation at low T, triggered by the additional surface randomness, with scale-free avalanches which closely resemble the type of relaxation reported for many complex systems. We show that this results from the superposition of many demagnetization events, each with a well- defined scale which is determined by the curvature of the domain wall at which it originates. This is an example of (apparent) scale invariance in a nonequilibrium setting which is not to be associated with any familiar kind of criticality.Comment: 26 pages, 22 figure

Nonequilibrium Steady States of Matrix Product Form: A Solver's Guide

We consider the general problem of determining the steady state of stochastic nonequilibrium systems such as those that have been used to model (among other things) biological transport and traffic flow. We begin with a broad overview of this class of driven diffusive systems - which includes exclusion processes - focusing on interesting physical properties, such as shocks and phase transitions. We then turn our attention specifically to those models for which the exact distribution of microstates in the steady state can be expressed in a matrix product form. In addition to a gentle introduction to this matrix product approach, how it works and how it relates to similar constructions that arise in other physical contexts, we present a unified, pedagogical account of the various means by which the statistical mechanical calculations of macroscopic physical quantities are actually performed. We also review a number of more advanced topics, including nonequilibrium free energy functionals, the classification of exclusion processes involving multiple particle species, existence proofs of a matrix product state for a given model and more complicated variants of the matrix product state that allow various types of parallel dynamics to be handled. We conclude with a brief discussion of open problems for future research.Comment: 127 pages, 31 figures, invited topical review for J. Phys. A (uses IOP class file

Dyck Paths, Motzkin Paths and Traffic Jams

It has recently been observed that the normalization of a one-dimensional out-of-equilibrium model, the Asymmetric Exclusion Process (ASEP) with random sequential dynamics, is exactly equivalent to the partition function of a two-dimensional lattice path model of one-transit walks, or equivalently Dyck paths. This explains the applicability of the Lee-Yang theory of partition function zeros to the ASEP normalization. In this paper we consider the exact solution of the parallel-update ASEP, a special case of the Nagel-Schreckenberg model for traffic flow, in which the ASEP phase transitions can be intepreted as jamming transitions, and find that Lee-Yang theory still applies. We show that the parallel-update ASEP normalization can be expressed as one of several equivalent two-dimensional lattice path problems involving weighted Dyck or Motzkin paths. We introduce the notion of thermodynamic equivalence for such paths and show that the robustness of the general form of the ASEP phase diagram under various update dynamics is a consequence of this thermodynamic equivalence.Comment: Version accepted for publicatio

Single-molecule experiments in biological physics: methods and applications

I review single-molecule experiments (SME) in biological physics. Recent technological developments have provided the tools to design and build scientific instruments of high enough sensitivity and precision to manipulate and visualize individual molecules and measure microscopic forces. Using SME it is possible to: manipulate molecules one at a time and measure distributions describing molecular properties; characterize the kinetics of biomolecular reactions and; detect molecular intermediates. SME provide the additional information about thermodynamics and kinetics of biomolecular processes. This complements information obtained in traditional bulk assays. In SME it is also possible to measure small energies and detect large Brownian deviations in biomolecular reactions, thereby offering new methods and systems to scrutinize the basic foundations of statistical mechanics. This review is written at a very introductory level emphasizing the importance of SME to scientists interested in knowing the common playground of ideas and the interdisciplinary topics accessible by these techniques. The review discusses SME from an experimental perspective, first exposing the most common experimental methodologies and later presenting various molecular systems where such techniques have been applied. I briefly discuss experimental techniques such as atomic-force microscopy (AFM), laser optical tweezers (LOT), magnetic tweezers (MT), biomembrane force probe (BFP) and single-molecule fluorescence (SMF). I then present several applications of SME to the study of nucleic acids (DNA, RNA and DNA condensation), proteins (protein-protein interactions, protein folding and molecular motors). Finally, I discuss applications of SME to the study of the nonequilibrium thermodynamics of small systems and the experimental verification of fluctuation theorems. I conclude with a discussion of open questions and future perspectives.Comment: Latex, 60 pages, 12 figures, Topical Review for J. Phys. C (Cond. Matt