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EW E
VOLUME
SO,
NOVEMBER V84
NUMBER 5
randem malks
ef offspring
Iwan Jensen'
Department
of Mathematics,
Recently, Takayasu and Tretyakov [Phys. Rev. Lett. 68, 3060 (1992)] studied branching annihilating random walks (BAW's) with n = 15 offspring. These models exhibit a continuous phase
transition to an absorbing state. For odd n the models belong to the universality class of directed percolation. For even n the particle number is conserved modulo 2 and the critical behavior
is not compatible with directed percolation. In this article I study the BAW with n = 4 using
time-dependent simulations and Bnite-size scaling, obtaining precise estimates for various critical
exponents. The results are consistent with the conjecture: P/v~ z, vii/v~ = 4, p = 0, b = ~,
g = 0, and bh, = .These critical exponents characterize, respectively, the dependence of the order
parameter (P/vx ) and relaxation time (vii/vi ) on system size, the growth of Suctuations (p) close
to the critical point, the long-time behavior of the probability of survival (8) and average number
of particles (g) when starting at time zero with just two particles, and Bnally the decay of the order
parameter (bq) at the critical point in the presence of an external source.
PACS number(s):
I. INTRODUCTION
models
Extensive studies of various nonequilibrium
exhibiting a second-order phase transition to a unique
absorbing state have revealed that directed percolation
(DP) [14] is the generic critical behavior of such models.
Other well-known models belonging to the DP universality class are the contact process [57], Schlogl's first and
second models [811], and Reggeon field theory [9,12].
Numerous models studied in recent years demonstrate
the robustness of this universality class against a wide
range of changes in the local kinetic rules such as multiparticle processes [1316), difFusion [17], and changes
in the number of components [18]. Very recently it was
shown that even models with in6nitely many absorbing
states may exhibit DP critical behavior [19].
Recently, Takayasu and Tretyakov [20] studied the
branching annihilating random walk (BAW) with n = 1
5 offspring. The BAW is a lattice model in which each
site is either empty or occupied by a single particle. The
evolution rules are quite simple and each "elementary"
step starts by chosing a particle at random. With probability p the particle jumps to a randomly chosen nearest
neighbor. If this site is already occupied the particles
annihilate mutually. With probability 1 p the particle produces n offspring, which are placed on the closest
neighboring sites. When an offspring is created on a site
already occupied, both particles annihilate leaving behind an empty site. In one dixnension (1D) for n = 1 it
has been shown [21] that the BAW has an active steadystate for suKciently small p. Computer simulations revealed that the phase transition kom the active state to
the absorbing state is continuous [20]. BAW's with an
odd number of offspring include a combination of diffusion and various multiparticle processes. One would
expect, therefore, bearing in mind the robustness of DP
Electronic address: iwanmaths.
mu. oz. au
1063-651X/94/50{5)/3623(11}/$06.00
50
P~
lp
pl~,
3623
1994
I%'AN JENSEN
3624
for the non-DP behavior, Support for this idea was provided by a recent study [29] of a modified version of the
BAW with n = 4. In this study, spontaneous annihilation of particles was included, thus destroying the conservation of particles modulo 2. Results &om computer
simulations clearly showed that adding spontaneous annihilation changes the critical behavior from non-DP to
DP, even for very low rates of spontaneous annihilation
[29].
As non-DP behavior is so rare it is clearly of great
interest to study BA%'s with an even number of offspring
in greater detail. In this paper, I present results &om
extensive computer simulations of the one-dimensional
BAW with n = 4 using time-dependent simulations and
finite-size scaling analysis of steady-state simulations.
P(t) ~ t-'(1 + at
'+-bt
'
(5)
ln[P(t)/P(t/m)]
II. TIME-DEPENDENT
ln(m)
SIMULATIONS
Earlier studies [4,9, 15,16,30] have revealed that timedependent simulation is a very efficient method for determining critical points and exponents for models with
a continuous transition. to an absorbing state. The general idea of time-dependent simulations is to start from
a configuration that is very close to the absorbing state,
and then follow the "average" time evolution of this configuration by simulating a large ensemble of independent
realizations. In the simulations presented here, I always
started, at t = 0, with two occupied nearest neighbor
sites placed at the origin. I then made a number Ng of
independent runs, typically 5 x 10, for different values of
p in the vicinity of p . As the number of particles is very
small an efficient algorithm may be devised by keeping
a list of occupied sites. In each elementary step a particle is draw at random &om this list and the processes
are performed according to the rules given earlier. Before
each elementary change, the time variable is incremented
by 1/n(t), where n(t) is the number of particles on the
lattices prior to the change. This makes one time step
equal to (on the average) one attempted update per lattice site. Each run had a maximal duration tM of 5000
time steps. I measured the survival probability P(t) (the
probability that the system had not entered the absorbing state at time t), the average number of occupied sites
n(t), and the average mean square distance of spreading
R2(t) from the center of the lattice. Notice that n(t)
over all runs whereas R (t) is averaged only
over the surviving runs. Prom the scaling ansatz for the
contact process and similar models [4,9,30] it follows that
the quantities defined above are governed by power laws
at p, as t -+ oo
'@(Et'~
is averaged
P(t)
oc
"~t),
n(t) ~ P@(b,t'~"),
R'(t) ~ t O(At'~"~~),
(2)
(3)
(4)
b(t)
+ at
'+
= 5.
b-b't
50
-025
..
3625
-0.26
-026
-& -0.27
-0.27
-02S
-0.29
-028
-0.3
-0.31
-0.32
0.08
-029
0.01
0.06
0.04
0.02
-0.01
-0.02
-0.02
-0.04
-0.06
1.17
-0.03
1.15
1.15
1.13-
1.13
1.11
1.09
1.09
1.07
1.07
1.05
0.005
1.05
0.01
0.005
0.01
(9)
-=0.28571. . . and
-=
z =
1.14285. . .
are consistent with the simulation results. Note that both
the conjectured exact values and the estimates obey the
hyperscaling relation [4,9,30]
I find that
4b+
2' = dz,
and
(10)
where v~ (v~~) is the correlation length exponent in the
space (time) direction.
which lends further support to the validity of the asumptions made above.
III. FINITE-SIZE
SCALINC ANALYSIS
The concepts of finite-size scaling [31], though originally developed for equilibrium systems, are also applicable to nonequilibrium second-order phase transitions.
Aukrust et aL [14] showed how finite-size scaling can
be used very successfully to study the critical behavior of nonequilibrium
systems exhibiting a continuous
phase transition to an absorbing state. As in equilibrium second-order phase transitions one assumes that the
(infinite-size) nonequilibrium system features length and
time scales that diverge at criticality as
A. Static behavior
One expects finite-size e6'ects to become important
when the correlation length Lc(p)
The basic
finite-size scaling ansatz is that various physical quantities depend on system size only through the scaled
length L/((p), or equivalently
through the variable
(p, p)Li~"~. Thus we assume that the order parameter depends on system size and distance &om the critical
I.
point as
p. (p L)
such that at p
p, (pL)oc L
P~",
(12)
3626
I%'AN JENSEN
))
where L is the linear extension of the system. Equation (13) thus leads to the following finite-size scaling
2P~
B. Dynamical
in full agreement
with
behavior
Additional exponents may be obtained Rom the dynamical behavior of the system. In this study, I define
a characteristic time, ~(p, L), as the time it takes for
one half the sample to enter the absorbing state. From
Eq. (10) we obtain the following finite-size scaling form:
r (p, L)
where y
= v~~/v~.
oc
L"h((p, p)L'~
),
At p, we thus have
7(pL)oc L".
In Fig. 5, I have plotted, on a log-log scale, 7;(pL)
as a function of L. Again we see a nice straight line this
time with slope v~~/v~ 1.75 + 0.01, which leads to the
conjecture v~~/vz .This value agrees with the scaling
relation [4],
z
ansatz:
(14)
= ct&J
'Y
= 2v~/vii.
(19)
behavior by looking
1 and
&) 1 one can assume a scaling form
p, (pL,t)
oc
of p, (pL,t). For t
L ~~"
f (t/L" )
))
(20)
-2
I
-5
J.
0.3
J.
0.25
log L
FIG 3. p, (p, L. ) vs L at p,
ls P/v~
= 0.7215. The
|3
log
15
y, (pL)vs L at
50
..
3627
24
than
20
A. Time-dependent
simulations
Estimates for P and v~~ can be obtained from timedependent simulations in the supercritical and subcritical
regions [30]. In the supercritical region the number of
indepent runs Ng and the maximal duration tM of each
run varied &om Ng 15000, tM 1000000 closest to
to Np 100000, tM 100 furthest away &om p, . One
may analyze the data by utilizing the scaling behavior
expressed in Eqs. (2) (4). First we rewrite the equations
by changing the variable to x = At / "]]. The expression
for the survival probability then becomes (after noting
that t s = b, "~~sz "~~s)
11
log
+(pL)vs
FIG. 5.
line is y
L with p,
= v~~/vz = .
13
15
= 0.7215.
P(z)
))
= p/(v~y) = p/v(( = b.
(21)
Figure 6 shows the short-time evolution of the concentration of particles at p, . The slope of the line drawn in
the figure is 8 = & and this value seems to be in excellent
accord with the simulation data.
IV. DETERMINING P,
vii,
AND v~
10
10'
oc
b, "ii z
"ii
10
..
, I
10'
10
10
104
p(pI, t) as a function
= P/v~~ = .
=2
(22)
6
pb,
P(t) ~ 2"'P(at'
10-2
4(z).
"~~).
(23)
(24)
3628
IWAN JENSEN
50
10'
10 '
C4
(25)
Figure 8 shows a log-log plot of the ultimate survival
probability P as a function of the distance from the
critical point. The slope of the curve yields the estimate
P = 0.93 + 0.05.
1(f
(R (t)
= constr
xt
(26)
for fixed b & 0 and for t -+ oo. From Eq. (4) we see
y( '/ ) " f p
oo,
that (R2(t))'/2 oc t only if g(y)
showing that
10-'
10
10
vs
p, p.
~(1s/2) v])
20
= limp
Thus, R
(R2(t))'/2/t
that we may obtain an estimate for the exponent (1
&/2)&~~ = &~~ &z from the asymptotic behavior of R2(t).
In Fig. 9, I have plotted R as a function of the distance from the critical point. The slope of the line yields
1.35 6 0.10
v&
vll
Finally, we may find the asymptotic behavior of the
average number of particles in the supercntical regime,
as it is simply proportional to the product of the concentration of particles, the ultimate survival probability,
and the volume of the sphere inside which the surviving
events exist. Equations (26), {27), and (25) thus gives
0.6
'"~P(t)
P(1)
4
15
10
0
&0s
(27)
10i 10 10 10 10 10
50
20
ti""~n(t)
15-
n(t)
const
x pP [(R (t)}'/
&2P+(~-~/2)
~]] ~ &~
{28)
)00
:.3
10'
ti*"'R'(t)
',
~ &) g
10
10
10
10' .
10-'
10
10
0f.
0.6
0.8
PlG 7. Plot, of ~-'"iiP(t) (upper panel), D""in(t) (middle panel), snd b, "~~ R (t) (lower panel) vs 4t'~"~~ for various
values of p in the supercritical region. The critical parameters
arep
=0.7215,
v]~
4, b=
z,
10
10-2
P(t), n(t),
FIG. 9. R
the line is
vI]
10
= limq~ (R (t))
v~ .
/t vs p, p. The slope of
50
= limq~~ n(t)/t
We thus see that n
oc
b, 2~+(~ '~2)"~~~. From the scaling relation Eq. (19) and
the conjecture P/v~ 2 it follows that the critical exponent of n in 1D is 2P+ (1 z/2)v~~ = v~~. Figure 10
is a log-log plot of n vs p, p. From the asymptotic
slope of the curve I estimate that v~~ 3.25 + 0.10.
In the subcritical regime the process must eventually
die, and since correlations are of finite range one expects
P(t) to decay exponentially. The associated scaling funcy)~"~~ exp[
tion must satisfy, 4'(y) oc (
b(
y) "~~]for y m
oo, where b is a constant. When inserted in Eq. (2) this
..
3629
1 0-2
10
10
10
10
implies
10
p(t)
oc (
b, )
"ii
oc
( Q)
II
exp[ c( Q)
(30)
lit)
The decay constants in Eqs. (29) and (30) are just the
"[]. We can thus
inverse of the correlation time ~ oc
find a corroborating estimate for v~~ by studying the exponential decay of P(t) and n(t) in the subcritical region.
In Fig. 11, I have plotted the estimates for v, obtained
from the exponential decay of n(t), as a function of the
distance from the critical point. The error-bars on these
data points are so large that an improved estimate is out
of the question. But clearly the value v~~ 4 is fully
compatible with the data.
Since the population is not growing on average,
we expect the surviving particles to spread through
space via simple diffusion, which leads to 8(y) oc
') for y m oo, which when inserted in Eq. (4)
( y) "~~(
yields,
R' =
lim
taboo
10
(29)
Likewise, one expects that the average number of particles decays exponentially,
n(t)
10-1
10
6)""t] .
b(
exp[
R'(t)/t ~ A"~~('-').
B. Steady-state
simulations
In Fig. 13, I have plotted p as a function of the distance from the critical point on a log-log scale, with
p, = 0.7215. The results were obtained by averaging over
typically 100 independent samples. The number of time
steps and system sizes varied from t = 5000, L = 512 far
from p, to t = 500000, L = 8192 closest to p, . From
the results I estimate that P = 0.93+ (0.05) a value consistent with the conjecture P = zz. Figure 14 shows a
plot of g as a function of the distance from the critical
point on a log-ln scale, with p, = 0.7215. As can be seen
the data clearly settles down to a constant close to the
critical point thus confirming that p = 0.
1P1
1PO
00
1P-1
10-2
10
10+
10
10
10-2
10'
10
10
= lim~~~
1P-1
10
z) =
I%'AN JENSEN
3630
0.95
1O'
0.85
()-
0.75
0.65
0.55
0.45
0.35
10
1O-'
10
0.25
10
1O'
10'
10'
',
of
{32)
V. FIELD EXPONENT
Oll
110
000
0 with probability p
1 1 with
probability 1 p
d l A
and
ill
t+1:
011 110
1 with probability
0 with probability
000
p
50
..
3631
10
nL
10
1O-'
10
10
10
1O-4
1O-'
0.29
0.27
0.250.23
0.210.19
1.15
1.13
109
1.07
1.05
1.03
0.005
0.01
= 0.7215 starting
+ P/v(( + rt = z/2,
(33)
I%'AN JENSEN
3632
TABLE I. Simulation results and conjectured values for the critical exponents for the
one-dimensional BAW with four offspring from this work and simulation results for the interacting
monomer-dimer model from Refs. [33,34]. rl' is the exponent governing the growth of the average
number of particles when the absorbing can not be reached. For comparison, the corresponding
exponent estimates for models in the DP universality class is listed, taken from Refs. [22, 35] (P),
v~~. The estimates for
[36] (p, v~~, and v~), and [37] (bi, ) In . the estimate for p I used p = p
the remaining exponents were obtained using scaling relations. The figures in parenthesis are the
quoted uncertainties in the last digits.
Exponent
BAW simulations
IMD simulations
Conjecture
0.92{3)
13
0.88(2)
14
0.5438(13)
0.00(5)
3.17(5)
1.7334(10)
1.83(3)
1.0972 (6)
0.500(5)
0.48(2)
0.2522(6)
1.750(5)
1.734(3)
1.5798{18)
0.285(2)
0.292(7)
0.1596(4)
0.000(l)
0.01(2)
0.3137(10)
0.282(4)
0.28(2)
1.141(2)
1.3(2)
1.2660(14)
0.222(2)
N. A.
0. 111(3)
3.25(10)
1.84(6)
v~~
/vg
DP class
0.2767(4)
l3
7
models, proposed by Grassberger et al. [28], for the dynamics of kinks between ordered (absorbing) states and a
recently proposed interacting monomer-dimer model [33]
also belong to this universality class. The novel non-DP
critical behavior is apparently associated with the process of eliminating domain walls (kinks) in order to end
up with a single absorbing domain.
ACKNOW'LEDC MENTS
VII. SUMMARY'
The critical exponents of the BA% with an even number of offspring have been determined accurately and
could be given exactly by simple rational numbers listed
in Table I. This model clearly belongs to a non-DP universality class. I have argued that the cellular automata
I am grateful to M. H. Kim and H. Park for communicating their results prior to publication. I would like
to thank R. Dickman and H. Park for interesting and
enlightening discussions on the BAW and IMD models.
Financial support from the Australian Research Council
is gratefully acknowledged.
1988).
[8]
[9]
F. Schlogl,
50
3633
(1989).
(1991).
[17] R. Dickman, Phys. Rev. B 40, 7005 (1989).
[18] R. M. ZitF, E. Gulari, and Y. Barshsd, Phys. Rev. Lett.
SB, 2553 (1986); G. Grinstein, Z. -W. Lai, and D. A.
Browne, Phys. Rev. A 40, 4820 (1989); I. Jensen, H.
C. Fogedby, and R. Dickman, ibid. 41, 3411 (1990).
[19] I. Jensen, Phys. Rev. Lett. 70, 1465 (1993); I. Jensen and
R. Dickman, Phys. Rev. E. 48, 1710 (1993).
[20] H. Tsksyasu and A. Yu. Tretyakov, Phys. Rev. Lett. BS,
3060 (1992).
[21] M. Bramson and L. Gray, Z. Warsch. verw. Gebiete BS,
447 (1985).
22 I. Jensen and R. Dickman, J. Stat. Phys. 71, 89 (1993).
23] I. Jensen, Phys. Rev. E 47, Rl (1993).
[24 N. Inui, Phys. Lett. A 184, 79 (1993).
[25 M. Suzuki, J. Phys. Soc. Jpn. 55, 4205 (1986); M. Suzuki,
M. Katori, and X. Hu, ibid SB, 30.92 (1987); M. Kstori
and M. Suzuki, ibid. 5B, 3113 (1987).
..
[32]
[33]
[34]
[35
(1988).
J. W.
(1987).