Continuous Percolation Phase Transitions of Two-dimensional Lattice Networks under a Generalized Achlioptas Process

The percolation phase transitions of two-dimensional lattice networks under a generalized Achlioptas process (GAP) are investigated. During the GAP, two edges are chosen randomly from the lattice and the edge with minimum product of the two connecting cluster sizes is taken as the next occupied bond with a probability $p$. At $p=0.5$, the GAP becomes the random growth model and leads to the minority product rule at $p=1$. Using the finite-size scaling analysis, we find that the percolation phase transitions of these systems with $0.5 \le p \le 1$ are always continuous and their critical exponents depend on $p$. Therefore, the universality class of the critical phenomena in two-dimensional lattice networks under the GAP is related to the probability parameter $p$ in addition.Comment: 7 pages, 14 figures, accepted for publication in Eur. Phys. J.

Properties of a random attachment growing network

In this study we introduce and analyze the statistical structural properties of a model of growing networks which may be relevant to social networks. At each step a new node is added which selects 'k' possible partners from the existing network and joins them with probability delta by undirected edges. The 'activity' of the node ends here; it will get new partners only if it is selected by a newcomer. The model produces an infinite-order phase transition when a giant component appears at a specific value of delta, which depends on k. The average component size is discontinuous at the transition. In contrast, the network behaves significantly different for k=1. There is no giant component formed for any delta and thus in this sense there is no phase transition. However, the average component size diverges for delta greater or equal than one half.Comment: LaTeX, 19 pages, 6 figures. Discussion section, comments, a new figure and a new reference are added. Equations simplifie

Time series irreversibility: a visibility graph approach

We propose a method to measure real-valued time series irreversibility which combines two differ- ent tools: the horizontal visibility algorithm and the Kullback-Leibler divergence. This method maps a time series to a directed network according to a geometric criterion. The degree of irreversibility of the series is then estimated by the Kullback-Leibler divergence (i.e. the distinguishability) between the in and out degree distributions of the associated graph. The method is computationally effi- cient, does not require any ad hoc symbolization process, and naturally takes into account multiple scales. We find that the method correctly distinguishes between reversible and irreversible station- ary time series, including analytical and numerical studies of its performance for: (i) reversible stochastic processes (uncorrelated and Gaussian linearly correlated), (ii) irreversible stochastic pro- cesses (a discrete flashing ratchet in an asymmetric potential), (iii) reversible (conservative) and irreversible (dissipative) chaotic maps, and (iv) dissipative chaotic maps in the presence of noise. Two alternative graph functionals, the degree and the degree-degree distributions, can be used as the Kullback-Leibler divergence argument. The former is simpler and more intuitive and can be used as a benchmark, but in the case of an irreversible process with null net current, the degree-degree distribution has to be considered to identifiy the irreversible nature of the series.Comment: submitted for publicatio