Low-density series expansions for directed percolation II: The square lattice with a wall

A new algorithm for the derivation of low-density expansions has been used to greatly extend the series for moments of the pair-connectedness on the directed square lattice near an impenetrable wall. Analysis of the series yields very accurate estimates for the critical point and exponents. In particular, the estimate for the exponent characterizing the average cluster length near the wall, $\tau_1=1.00014(2)$, appears to exclude the conjecture $\tau_1=1$. The critical point and the exponents $\nu_{\parallel}$ and $\nu_{\perp}$ have the same values as for the bulk problem.Comment: 8 pages, 1 figur

Nonuniversal Critical Spreading in Two Dimensions

Continuous phase transitions are studied in a two dimensional nonequilibrium model with an infinite number of absorbing configurations. Spreading from a localized source is characterized by nonuniversal critical exponents, which vary continuously with the density phi in the surrounding region. The exponent delta changes by more than an order of magnitude, and eta changes sign. The location of the critical point also depends on phi, which has important implications for scaling. As expected on the basis of universality, the static critical behavior belongs to the directed percolation class.Comment: 21 pages, REVTeX, figures available upon reques

Reentrant phase diagram of branching annihilating random walks with one and two offsprings

We investigate the phase diagram of branching annihilating random walks with one and two offsprings in one dimension. A walker can hop to a nearest neighbor site or branch with one or two offsprings with relative ratio. Two walkers annihilate immediately when they meet. In general, this model exhibits a continuous phase transition from an active state into the absorbing state (vacuum) at a finite hopping probability. We map out the phase diagram by Monte Carlo simulations which shows a reentrant phase transition from vacuum to an active state and finally into vacuum again as the relative rate of the two-offspring branching process increases. This reentrant property apparently contradicts the conventional wisdom that increasing the number of offsprings will tend to make the system more active. We show that the reentrant property is due to the static reflection symmetry of two-offspring branching processes and the conventional wisdom is recovered when the dynamic reflection symmetry is introduced instead of the static one.Comment: 14 pages, Revtex, 4 figures (one PS figure file upon request) (submitted to Phy. Rev. E

One Dimensional Nonequilibrium Kinetic Ising Models with Branching Annihilating Random Walk

Nonequilibrium kinetic Ising models evolving under the competing effect of spin flips at zero temperature and nearest neighbour spin exchanges at $T=\infty$ are investigated numerically from the point of view of a phase transition. Branching annihilating random walk of the ferromagnetic domain boundaries determines the steady state of the system for a range of parameters of the model. Critical exponents obtained by simulation are found to agree, within error, with those in Grassberger's cellular automata.Comment: 10 pages, Latex, figures upon request, SZFKI 05/9

Dimensional reduction in a model with infinitely many absorbing states

Using Monte Carlo method we study a two-dimensional model with infinitely many absorbing states. Our estimation of the critical exponent beta=0.273(5) suggests that the model belongs to the (1+1) rather than (2+1) directed-percolation universality class. We also show that for a large class of absorbing states the dynamic Monte Carlo method leads to spurious dynamical transitions.Comment: 6 pages, 4 figures, Phys.Rev. E, Dec. 199

Critical behavior of a one-dimensional monomer-dimer reaction model with lateral interactions

A monomer-dimer reaction lattice model with lateral repulsion among the same species is studied using a mean-field analysis and Monte Carlo simulations. For weak repulsions, the model exhibits a first-order irreversible phase transition between two absorbing states saturated by each different species. Increasing the repulsion, a reactive stationary state appears in addition to the saturated states. The irreversible phase transitions from the reactive phase to any of the saturated states are continuous and belong to the directed percolation universality class. However, a different critical behavior is found at the point where the directed percolation phase boundaries meet. The values of the critical exponents calculated at the bicritical point are in good agreement with the exponents corresponding to the parity-conserving universality class. Since the adsorption-reaction processes does not lead to a non-trivial local parity-conserving dynamics, this result confirms that the twofold symmetry between absorbing states plays a relevant role in determining the universality class. The value of the exponent $\delta_2$, which characterizes the fluctuations of an interface at the bicritical point, supports the Bassler-Brown's conjecture which states that this is a new exponent in the parity-conserving universality class.Comment: 19 pages, 22 figures, to be published in Phys. Rev

Numerical Study of a Field Theory for Directed Percolation

A numerical method is devised for study of stochastic partial differential equations describing directed percolation, the contact process, and other models with a continuous transition to an absorbing state. Owing to the heightened sensitivity to fluctuationsattending multiplicative noise in the vicinity of an absorbing state, a useful method requires discretization of the field variable as well as of space and time. When applied to the field theory for directed percolation in 1+1 dimensions, the method yields critical exponents which compare well against accepted values.Comment: 18 pages, LaTeX, 6 figures available upon request LC-CM-94-00

Fear and its implications for stock markets

The value of stocks, indices and other assets, are examples of stochastic processes with unpredictable dynamics. In this paper, we discuss asymmetries in short term price movements that can not be associated with a long term positive trend. These empirical asymmetries predict that stock index drops are more common on a relatively short time scale than the corresponding raises. We present several empirical examples of such asymmetries. Furthermore, a simple model featuring occasional short periods of synchronized dropping prices for all stocks constituting the index is introduced with the aim of explaining these facts. The collective negative price movements are imagined triggered by external factors in our society, as well as internal to the economy, that create fear of the future among investors. This is parameterized by a ``fear factor'' defining the frequency of synchronized events. It is demonstrated that such a simple fear factor model can reproduce several empirical facts concerning index asymmetries. It is also pointed out that in its simplest form, the model has certain shortcomings.Comment: 5 pages, 5 figures. Submitted to the Proceedings of Applications of Physics in Financial Analysis 5, Turin 200

Study of the one-dimensional off-lattice hot-monomer reaction model

Hot monomers are particles having a transient mobility (a ballistic flight) prior to being definitely absorbed on a surface. After arriving at a surface, the excess energy coming from the kinetic energy in the gas phase is dissipated through degrees of freedom parallel to the surface plane. In this paper we study the hot monomer-monomer adsorption-reaction process on a continuum (off-lattice) one-dimensional space by means of Monte Carlo simulations. The system exhibits second-order irreversible phase transition between a reactive and saturated (absorbing) phases which belong to the directed percolation (DP) universality class. This result is interpreted by means of a coarse-grained Langevin description which allows as to extend the DP conjecture to transitions occurring in continuous media.Comment: 13 pages, 5 figures, final version to appear in J. Phys.

Measurements and Monte-Carlo simulations of the particle self-shielding effect of B4C grains in neutron shielding concrete

A combined measurement and Monte-Carlo simulation study was carried out in order to characterize the particle self-shielding effect of B4C grains in neutron shielding concrete. Several batches of a specialized neutron shielding concrete, with varying B4C grain sizes, were exposed to a 2 {\AA} neutron beam at the R2D2 test beamline at the Institute for Energy Technology located in Kjeller, Norway. The direct and scattered neutrons were detected with a neutron detector placed behind the concrete blocks and the results were compared to Geant4 simulations. The particle self-shielding effect was included in the Geant4 simulations by calculating effective neutron cross-sections during the Monte-Carlo simulation process. It is shown that this method well reproduces the measured results. Our results show that shielding calculations for low-energy neutrons using such materials would lead to an underestimate of the shielding required for a certain design scenario if the particle self-shielding effect is not included in the calculations.Comment: This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0