Hyperscaling in the Domany-Kinzel Cellular Automaton

An apparent violation of hyperscaling at the endpoint of the critical line in the Domany-Kinzel stochastic cellular automaton finds an elementary resolution upon noting that the order parameter is discontinuous at this point. We derive a hyperscaling relation for such transitions and discuss applications to related examples.Comment: 8 pages, latex, no figure

Critical Percolation in High Dimensions

We present Monte Carlo estimates for site and bond percolation thresholds in simple hypercubic lattices with 4 to 13 dimensions. For d<6 they are preliminary, for d >= 6 they are between 20 to 10^4 times more precise than the best previous estimates. This was achieved by three ingredients: (i) simple and fast hashing which allowed us to simulate clusters of millions of sites on computers with less than 500 MB memory; (ii) a histogram method which allowed us to obtain information for several p values from a single simulation; and (iii) a new variance reduction technique which is especially efficient at high dimensions where it reduces error bars by a factor up to approximately 30 and more. Based on these data we propose a new scaling law for finite cluster size corrections.Comment: 5 pages including figures, RevTe

Percolation and epidemics in a two-dimensional small world

Percolation on two-dimensional small-world networks has been proposed as a model for the spread of plant diseases. In this paper we give an analytic solution of this model using a combination of generating function methods and high-order series expansion. Our solution gives accurate predictions for quantities such as the position of the percolation threshold and the typical size of disease outbreaks as a function of the density of "shortcuts" in the small-world network. Our results agree with scaling hypotheses and numerical simulations for the same model.Comment: 7 pages, 3 figures, 2 table

Two Bessel Bridges Conditioned Never to Collide, Double Dirichlet Series, and Jacobi Theta Function

It is known that the moments of the maximum value of a one-dimensional conditional Brownian motion, the three-dimensional Bessel bridge with duration 1 started from the origin, are expressed using the Riemann zeta function. We consider a system of two Bessel bridges, in which noncolliding condition is imposed. We show that the moments of the maximum value is then expressed using the double Dirichlet series, or using the integrals of products of the Jacobi theta functions and its derivatives. Since the present system will be provided as a diffusion scaling limit of a version of vicious walker model, the ensemble of 2-watermelons with a wall, the dominant terms in long-time asymptotics of moments of height of 2-watermelons are completely determined. For the height of 2-watermelons with a wall, the average value was recently studied by Fulmek by a method of enumerative combinatorics.Comment: v2: LaTeX, 19 pages, 2 figures, minor corrections made for publication in J. Stat. Phy

Generalized contact process on random environments

Spreading from a seed is studied by Monte Carlo simulation on a square lattice with two types of sites affecting the rates of birth and death. These systems exhibit a critical transition between survival and extinction. For time- dependent background, this transition is equivalent to those found in homogeneous systems (i.e. to directed percolation). For frozen backgrounds, the appearance of Griffiths phase prevents the accurate analysis of this transition. For long times in the subcritical region, spreading remains localized in compact (rather than ramified) patches, and the average number of occupied sites increases logarithmically in the surviving trials.Comment: 6 pages, 7 figure

Sliding blocks with random friction and absorbing random walks

With the purpose of explaining recent experimental findings, we study the distribution $A(\lambda)$ of distances $\lambda$ traversed by a block that slides on an inclined plane and stops due to friction. A simple model in which the friction coefficient $\mu$ is a random function of position is considered. The problem of finding $A(\lambda)$ is equivalent to a First-Passage-Time problem for a one-dimensional random walk with nonzero drift, whose exact solution is well-known. From the exact solution of this problem we conclude that: a) for inclination angles $\theta$ less than \theta_c=\tan(\av{\mu}) the average traversed distance \av{\lambda} is finite, and diverges when $\theta \to \theta_c^{-}$ as \av{\lambda} \sim (\theta_c-\theta)^{-1}; b) at the critical angle a power-law distribution of slidings is obtained: $A(\lambda) \sim \lambda^{-3/2}$. Our analytical results are confirmed by numerical simulation, and are in partial agreement with the reported experimental results. We discuss the possible reasons for the remaining discrepancies.Comment: 8 pages, 8 figures, submitted to Phys. Rev.

Logarithmic Corrections in Dynamic Isotropic Percolation

Based on the field theoretic formulation of the general epidemic process we study logarithmic corrections to scaling in dynamic isotropic percolation at the upper critical dimension d=6. Employing renormalization group methods we determine these corrections for some of the most interesting time dependent observables in dynamic percolation at the critical point up to and including the next to leading correction. For clusters emanating from a local seed at the origin we calculate the number of active sites, the survival probability as well as the radius of gyration.Comment: 9 pages, 3 figures, version to appear in Phys. Rev.

Survival probability and order statistics of diffusion on disordered media

We investigate the first passage time t_{j,N} to a given chemical or Euclidean distance of the first j of a set of N>>1 independent random walkers all initially placed on a site of a disordered medium. To solve this order-statistics problem we assume that, for short times, the survival probability (the probability that a single random walker is not absorbed by a hyperspherical surface during some time interval) decays for disordered media in the same way as for Euclidean and some class of deterministic fractal lattices. This conjecture is checked by simulation on the incipient percolation aggregate embedded in two dimensions. Arbitrary moments of t_{j,N} are expressed in terms of an asymptotic series in powers of 1/ln N which is formally identical to those found for Euclidean and (some class of) deterministic fractal lattices. The agreement of the asymptotic expressions with simulation results for the two-dimensional percolation aggregate is good when the boundary is defined in terms of the chemical distance. The agreement worsens slightly when the Euclidean distance is used.Comment: 8 pages including 9 figure

Moments of vicious walkers and M\"obius graph expansions

A system of Brownian motions in one-dimension all started from the origin and conditioned never to collide with each other in a given finite time-interval $(0, T]$ is studied. The spatial distribution of such vicious walkers can be described by using the repulsive eigenvalue-statistics of random Hermitian matrices and it was shown that the present vicious walker model exhibits a transition from the Gaussian unitary ensemble (GUE) statistics to the Gaussian orthogonal ensemble (GOE) statistics as the time $t$ is going on from 0 to $T$. In the present paper, we characterize this GUE-to-GOE transition by presenting the graphical expansion formula for the moments of positions of vicious walkers. In the GUE limit $t \to 0$, only the ribbon graphs contribute and the problem is reduced to the classification of orientable surfaces by genus. Following the time evolution of the vicious walkers, however, the graphs with twisted ribbons, called M\"obius graphs, increase their contribution to our expansion formula, and we have to deal with the topology of non-orientable surfaces. Application of the recent exact result of dynamical correlation functions yields closed expressions for the coefficients in the M\"obius expansion using the Stirling numbers of the first kind.Comment: REVTeX4, 11 pages, 1 figure. v.2: calculations of the Green function and references added. v.3: minor additions and corrections made for publication in Phys.Rev.

Reunion of random walkers with a long range interaction: applications to polymers and quantum mechanics

We use renormalization group to calculate the reunion and survival exponents of a set of random walkers interacting with a long range $1/r^2$ and a short range interaction. These exponents are used to study the binding-unbinding transition of polymers and the behavior of several quantum problems.Comment: Revtex 3.1, 9 pages (two-column format), 3 figures. Published version (PRE 63, 051103 (2001)). Reference corrections incorporated (PRE 64, 059902 (2001) (E