ERROR PROPAGATION IN EXTENDED CHAOTIC SYSTEMS

A strong analogy is found between the evolution of localized disturbances in extended chaotic systems and the propagation of fronts separating different phases. A condition for the evolution to be controlled by nonlinear mechanisms is derived on the basis of this relationship. An approximate expression for the nonlinear velocity is also determined by extending the concept of Lyapunov exponent to growth rate of finite perturbations.Comment: Tex file without figures- Figures and text in post-script available via anonymous ftp at ftp://wpts0.physik.uni-wuppertal.de/pub/torcini/jpa_le

Space-time estimation of a particle system model

13 pagesLet X be a discrete time contact process (CP) on the discrete bidimensional lattice as define by Durett - Levin (1994) . We study estimation of the model based on space-time evolution on a finite subset of sites. For this, we make use of a marginal pseudo-likelihood. The estimator obtained is consistent and asymptoticaly normal for non-vanishing supercritical CP. Numerical studies confirm these results

Contact process with long-range interactions: a study in the ensemble of constant particle number

We analyze the properties of the contact process with long-range interactions by the use of a kinetic ensemble in which the total number of particles is strictly conserved. In this ensemble, both annihilation and creation processes are replaced by an unique process in which a particle of the system chosen at random leaves its place and jumps to an active site. The present approach is particularly useful for determining the transition point and the nature of the transition, whether continuous or discontinuous, by evaluating the fractal dimension of the cluster at the emergence of the phase transition. We also present another criterion appropriate to identify the phase transition that consists of studying the system in the supercritical regime, where the presence of a "loop" characterizes the first-order transition. All results obtained by the present approach are in full agreement with those obtained by using the constant rate ensemble, supporting that, in the thermodynamic limit the results from distinct ensembles are equivalent

Rare Events Statistics in Reaction--Diffusion Systems

We develop an efficient method to calculate probabilities of large deviations from the typical behavior (rare events) in reaction--diffusion systems. The method is based on a semiclassical treatment of underlying "quantum" Hamiltonian, encoding the system's evolution. To this end we formulate corresponding canonical dynamical system and investigate its phase portrait. The method is presented for a number of pedagogical examples.Comment: 12 pages, 6 figure

Non-equilibrium Phase Transitions with Long-Range Interactions

This review article gives an overview of recent progress in the field of non-equilibrium phase transitions into absorbing states with long-range interactions. It focuses on two possible types of long-range interactions. The first one is to replace nearest-neighbor couplings by unrestricted Levy flights with a power-law distribution P(r) ~ r^(-d-sigma) controlled by an exponent sigma. Similarly, the temporal evolution can be modified by introducing waiting times Dt between subsequent moves which are distributed algebraically as P(Dt)~ (Dt)^(-1-kappa). It turns out that such systems with Levy-distributed long-range interactions still exhibit a continuous phase transition with critical exponents varying continuously with sigma and/or kappa in certain ranges of the parameter space. In a field-theoretical framework such algebraically distributed long-range interactions can be accounted for by replacing the differential operators nabla^2 and d/dt with fractional derivatives nabla^sigma and (d/dt)^kappa. As another possibility, one may introduce algebraically decaying long-range interactions which cannot exceed the actual distance to the nearest particle. Such interactions are motivated by studies of non-equilibrium growth processes and may be interpreted as Levy flights cut off at the actual distance to the nearest particle. In the continuum limit such truncated Levy flights can be described to leading order by terms involving fractional powers of the density field while the differential operators remain short-ranged.Comment: LaTeX, 39 pages, 13 figures, minor revision

Branching and annihilating Levy flights

We consider a system of particles undergoing the branching and annihilating reactions A -> (m+1)A and A + A -> 0, with m even. The particles move via long-range Levy flights, where the probability of moving a distance r decays as r^{-d-sigma}. We analyze this system of branching and annihilating Levy flights (BALF) using field theoretic renormalization group techniques close to the upper critical dimension d_c=sigma, with sigma<2. These results are then compared with Monte-Carlo simulations in d=1. For sigma close to unity in d=1, the critical point for the transition from an absorbing to an active phase occurs at zero branching. However, for sigma bigger than about 3/2 in d=1, the critical branching rate moves smoothly away from zero with increasing sigma, and the transition lies in a different universality class, inaccessible to controlled perturbative expansions. We measure the exponents in both universality classes and examine their behavior as a function of sigma.Comment: 9 pages, 4 figure

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

Two-dimensional SIR epidemics with long range infection

We extend a recent study of susceptible-infected-removed epidemic processes with long range infection (referred to as I in the following) from 1-dimensional lattices to lattices in two dimensions. As in I we use hashing to simulate very large lattices for which finite size effects can be neglected, in spite of the assumed power law $p({\bf x})\sim |{\bf x}|^{-\sigma-2}$ for the probability that a site can infect another site a distance vector ${\bf x}$ apart. As in I we present detailed results for the critical case, for the supercritical case with $\sigma = 2$, and for the supercritical case with $0< \sigma < 2$. For the latter we verify the stretched exponential growth of the infected cluster with time predicted by M. Biskup. For $\sigma=2$ we find generic power laws with $\sigma-$dependent exponents in the supercritical phase, but no Kosterlitz-Thouless (KT) like critical point as in 1-d. Instead of diverging exponentially with the distance from the critical point, the correlation length increases with an inverse power, as in an ordinary critical point. Finally we study the dependence of the critical exponents on $\sigma$ in the regime $0<\sigma <2$, and compare with field theoretic predictions. In particular we discuss in detail whether the critical behavior for $\sigma$ slightly less than 2 is in the short range universality class, as conjectured recently by F. Linder {\it et al.}. As in I we also consider a modified version of the model where only some of the contacts are long range, the others being between nearest neighbors. If the number of the latter reaches the percolation threshold, the critical behavior is changed but the supercritical behavior stays qualitatively the same.Comment: 14 pages, including 29 figure