Pair contact process with diffusion: failure of master equation field theory

Field theory of enzyme-substrate systems with restricted long-range interactions

Enzyme-substrate kinetics form the basis of many biomolecular processes. The interplay between substrate binding and substrate geometry can give rise to long-range interactions between enzyme binding events. Here we study a general model of enzyme-substrate kinetics with restricted long-range interactions described by an exponent -γ. We employ a coherent-state path integral and renormalization group approach to calculate the first moment and two-point correlation function of the enzyme-binding profile. We show that starting from an empty substrate the average occupancy follows a power law with an exponent 1/(1-γ) over time. The correlation function decays algebraically with two distinct spatial regimes characterized by exponents -γ on short distances and -(2/3)(2-γ) on long distances. The crossover between both regimes scales inversely with the average substrate occupancy. Our work allows associating experimental measurements of bound enzyme locations with their binding kinetics and the spatial conformation of the substrate.

One Fixed Point Can Hide Another One: Nonperturbative Behavior of the Tetracritical Fixed Point of O(N) Models at Large N

We show that at N=∞ and below its upper critical dimension, d<d_{up}, the critical and tetracritical behaviors of the O(N) models are associated with the same renormalization group fixed point (FP) potential. Only their derivatives make them different with the subtleties that taking their N→∞ limit and deriving them do not commute and that two relevant eigenperturbations show singularities. This invalidates both the ε-and the 1/N-expansions. We also show how the Bardeen-Moshe-Bander line of tetracritical FPs at N=∞ and d=d_{up} can be understood from a finite-N analysis.

Coupled two-species model for the pair contact process with diffusion

The contact process with diffusion (PCPD) defined by the binary reactions B+B→B+B+B, B+B→∅ and diffusive particle spreading exhibits an unusual active to absorbing phase transition whose universality class has long been disputed. Multiple studies have indicated that an explicit account of particle pair degrees of freedom may be required to properly capture this system's effective long-time, large-scale behavior. We introduce a two-species representation for the PCPD in which single particles B and particle pairs A are dynamically coupled according to the stochastic reaction processes B+B→A, A→A+B, A→∅, and A→B+B, with each particle type diffusing independently. Mean-field analysis reveals that the phase transition of this model is driven by competition and balance between the two species. We employ Monte Carlo simulations in one, two, and three dimensions to demonstrate that this model consistently captures the pertinent features of the PCPD. In the inactive phase, A particles rapidly go extinct, effectively leaving the B species to undergo pure diffusion-limited pair annihilation kinetics B+B→∅. At criticality, both A and B densities decay with the same exponents (within numerical errors) as the corresponding order parameters of the original PCPD, and display mean-field scaling above the upper critical dimension d_{c}=2. In one dimension, the critical exponents for the B species obtained from seed simulations also agree well with previously reported exponent value ranges. We demonstrate that the scaling properties of consecutive particle pairs in the PCPD are identical with that of the A species in the coupled model. This two-species picture resolves the conceptual difficulty for seed simulations in the original PCPD and naturally introduces multiple length scales and timescales to the system, which are also the origin of strong corrections to scaling. The extracted moment ratios from our simulations indicate that our model displays the same temporal crossover behavior as the PCPD, which further corroborates its full dynamical equivalence with our coupled model.

Universality-class crossover by a nonorder field introduced to the pair contact process with diffusion

The one-dimensional pair contact process with diffusion (PCPD), an interacting particle system with diffusion, pair annihilation, and creation by pairs, has defied consensus about the universality class to which it belongs. An argument by Hinrichsen [Physica A 361, 457 (2006)PHYADX0378-437110.1016/j.physa.2005.06.101] claims that freely diffusing particles in the PCPD should play the same role as frozen particles when it comes to the critical behavior. Therefore, the PCPD is claimed to have the same critical phenomena as a model with infinitely many absorbing states that belongs to the directed percolation (DP) universality class. To investigate if diffusing particles are really indistinguishable from frozen particles in the sense of the renormalization group, we study numerically a variation of the PCPD by introducing a nonorder field associated with infinitely many absorbing states. We find that a crossover from the PCPD to DP occurs due to the nonorder field. By studying a similar model, we exclude the possibility that the mere introduction of a nonorder field to one model can entail a nontrivial crossover to another model in the same universality class, thus we attribute the observed crossover to the difference of the universality class of the PCPD from the DP class.

Master equations and the theory of stochastic path integrals

This review provides a pedagogic and self-contained introduction to master equations and to their representation by path integrals. Since the 1930s, master equations have served as a fundamental tool to understand the role of fluctuations in complex biological, chemical, and physical systems. Despite their simple appearance, analyses of master equations most often rely on low-noise approximations such as the Kramers-Moyal or the system size expansion, or require ad-hoc closure schemes for the derivation of low-order moment equations. We focus on numerical and analytical methods going beyond the low-noise limit and provide a unified framework for the study of master equations. After deriving the forward and backward master equations from the Chapman-Kolmogorov equation, we show how the two master equations can be cast into either of four linear partial differential equations (PDEs). Three of these PDEs are discussed in detail. The first PDE governs the time evolution of a generalized probability generating function whose basis depends on the stochastic process under consideration. Spectral methods, WKB approximations, and a variational approach have been proposed for the analysis of the PDE. The second PDE is novel and is obeyed by a distribution that is marginalized over an initial state. It proves useful for the computation of mean extinction times. The third PDE describes the time evolution of a 'generating functional', which generalizes the so-called Poisson representation. Subsequently, the solutions of the PDEs are expressed in terms of two path integrals: a 'forward' and a 'backward' path integral. Combined with inverse transformations, one obtains two distinct path integral representations of the conditional probability distribution solving the master equations. We exemplify both path integrals in analysing elementary chemical reactions. Moreover, we show how a well-known path integral representation of averaged observables can be recovered from them. Upon expanding the forward and the backward path integrals around stationary paths, we then discuss and extend a recent method for the computation of rare event probabilities. Besides, we also derive path integral representations for processes with continuous state spaces whose forward and backward master equations admit Kramers-Moyal expansions. A truncation of the backward expansion at the level of a diffusion approximation recovers a classic path integral representation of the (backward) Fokker-Planck equation. One can rewrite this path integral in terms of an Onsager-Machlup function and, for purely diffusive Brownian motion, it simplifies to the path integral of Wiener. To make this review accessible to a broad community, we have used the language of probability theory rather than quantum (field) theory and do not assume any knowledge of the latter. The probabilistic structures underpinning various technical concepts, such as coherent states, the Doi-shift, and normal-ordered observables, are thereby made explicit.

Frequency regulators for the nonperturbative renormalization group: A general study and the model A as a benchmark

We derive the necessary conditions for implementing a regulator that depends on both momentum and frequency in the nonperturbative renormalization-group flow equations of out-of-equilibrium statistical systems. We consider model A as a benchmark and compute its dynamical critical exponent z. This allows us to show that frequency regulators compatible with causality and the fluctuation-dissipation theorem can be devised. We show that when the principle of minimal sensitivity (PMS) is employed to optimize the critical exponents η, ν, and z, the use of frequency regulators becomes necessary to make the PMS a self-consistent criterion.

Critical decay exponent of the pair contact process with diffusion

We investigate the one-dimensional pair contact process with diffusion (PCPD) by extensive Monte Carlo simulations, mainly focusing on the critical density decay exponent δ. To obtain an accurate estimate of δ, we first find the strength of corrections to scaling using the recently introduced method [S.-C. Park. J. Korean Phys. Soc. 62, 469 (2013)KPSJAS0374-488410.3938/jkps.62.469]. For small diffusion rate (d≤0.5), the leading corrections-to-scaling term is found to be ∼t^{-0.15}, whereas for large diffusion rate (d=0.95) it is found to be ∼t^{-0.5}. After finding the strength of corrections to scaling, effective exponents are systematically analyzed to conclude that the value of critical decay exponent δ is 0.173(3) irrespective of d. This value should be compared with the critical decay exponent of the directed percolation, 0.1595. In addition, we study two types of crossover. At d=0, the phase boundary is discontinuous and the crossover from the pair contact process to the PCPD is found to be described by the crossover exponent ϕ=2.6(1). We claim that the discontinuity of the phase boundary cannot be consistent with the theoretical argument supporting the hypothesis that the PCPD should belong to the DP. At d=1, the crossover from the mean field PCPD to the PCPD is described by ϕ=2 which is argued to be exact.

Finite-scale singularity in the renormalization group flow of a reaction-diffusion system

We study the nonequilibrium critical behavior of the pair contact process with diffusion (PCPD) by means of nonperturbative functional renormalization group techniques. We show that usual perturbation theory fails because the effective potential develops a nonanalyticity at a finite length scale: Perturbatively forbidden terms are dynamically generated and the flow can be continued once they are taken into account. Our results suggest that the critical behavior of PCPD can be either in the directed percolation or in a different (conjugated) universality class.

Percolation transition at growing spatiotemporal fractal patterns in models of mesoscopic neural networks

Spike packet propagation is modeled in mesoscopic-scale networks, composed of locally and recurrently coupled neural pools, and embedded in a two-dimensional lattice. Site dynamics is governed by three key parameters--pool connectedness probability, synaptic strength (following the steady-state distribution of some realizations of spike-timing-dependent plasticity learning rule), and the neuron refractoriness. Formation of spatiotemporal patterns in our model, synfire chains, exhibits critical behavior, with the emerging percolation phase transition controlled by the probability for nonzero synaptic strength value. Applying the finite-size scaling method, we infer the critical probability dependence on synaptic strength and refractoriness and determine the effects of connection topology on the pertaining percolation clusters fractal dimensions. We find that the directed percolation and the pair contact process with diffusion constitute the relevant universality classes of phase transitions observed in a class of mesoscopic-scale network models, which may be related to recently reported data on in vitro cultures.

Crossover from the parity-conserving pair contact process with diffusion to other universality classes

The pair contact process with diffusion (PCPD) with modulo 2 conservation (PCPD2) [ 2A-->4A , 2A-->0 ] is studied in one dimension, focused on the crossover to other well established universality classes: the directed Ising (DI) and the directed percolation (DP). First, we show that the PCPD2 shares the critical behaviors with the PCPD, both with and without directional bias. Second, the crossover from the PCPD2 to the DI is studied by including a parity-conserving single-particle process (A-->3A) . We find the crossover exponent 1/varphi_{1}=0.57(3) , which is argued to be identical to that of the PCPD-to-DP crossover by adding A-->2A . This suggests that the PCPD universality class has a well-defined fixed point distinct from the DP. Third, we study the crossover from a hybrid-type reaction-diffusion process belonging to the DP [ 3A-->5A , 2A-->0 ] to the DI by adding A-->3A . We find 1/varphi_{2}=0.73(4) for the DP-to-DI crossover. The inequality of varphi_{1} and varphi_{2} further supports the non-DP nature of the PCPD scaling. Finally, we introduce a symmetry-breaking field in the dual spin language to study the crossover from the PCPD2 to the DP. We find 1/varphi_{3}=1.23(10) , which is associated with a new independent route from the PCPD to the DP.

Universality class of the pair contact process with diffusion

The pair contact process with diffusion (PCPD) is studied with a standard Monte Carlo approach and with simulations at fixed densities. A standard analysis of the simulation results, based on the particle densities or on the pair densities, yields inconsistent estimates for the critical exponents. However, if a well-chosen linear combination of the particle and pair densities is used, leading corrections can be suppressed, and consistent estimates for the independent critical exponents delta=0.16(2) , beta=0.28(2) , and z=1.58 are obtained. Since these estimates are also consistent with their values in directed percolation (DP), we conclude that the PCPD falls in the same universality class as DP.

Three different routes from the directed Ising to the directed percolation class

The scaling nature of absorbing critical phenomena is well understood for the directed percolation (DP) and the directed Ising (DI) systems. However, a full analysis of the crossover behavior is still lacking, which is of our interest in this study. In one dimension, we find three different routes from the DI to the DP classes by introducing a symmetry-breaking field (SB), breaking a modulo 2 conservation (CB), or making channels connecting two equivalent absorbing states (CC). Each route can be characterized by a crossover exponent, which is found numerically as phi=2.1+/-0.1 (SB), 4.6+/-0.2 (CB), and 2.9+/-0.1 (CC), respectively. The difference between the SB and CB crossover can be understood easily in the domain wall language, while the CC crossover involves an additional critical singularity in the auxiliary field density with the memory effect to identify itself independent.

Nontrivial critical crossover between directed percolation models: effect of infinitely many absorbing states

At nonequilibrium phase transitions into absorbing (trapped) states, it is well known that the directed percolation (DP) critical scaling is shared by two classes of models with a single (S) absorbing state and with infinitely many (IM) absorbing states. We study the crossover behavior in one dimension, arising from a considerable reduction of the number of absorbing states (typically from the IM-type to the S -type DP models) by following two different (excitatory or inhibitory) routes which make the auxiliary field density abruptly jump at the crossover. Along the excitatory route, the system becomes overly activated even for an infinitesimal perturbation and its crossover becomes discontinuous. Along the inhibitory route, we find a continuous crossover with universal crossover exponent phi approximately=1.78(6), which is argued to be equal to nu||, the relaxation time exponent of the DP universality class on a general footing. This conjecture is also confirmed in the case of the directed Ising (parity-conserving) class. Finally, we discuss the effect of diffusion on the IM-type models and suggest an argument why diffusive models with some hybrid-type reactions should belong to the DP class.

Criticality of a contact process with coupled diffusive and non-diffusive fields

We investigate the critical behavior of a model with two coupled critical densities, one of which is diffusive. The model simulates the propagation of an epidemic process in a population, which uses the underlying lattice to leave a track of the recent disease history. We determine the critical density of the population above which the system reaches an active stationary state with a finite density of active particles. We also perform a scaling analysis to determine the order parameter, the correlation length, and critical relaxation exponents. We show that the model does not belong to the usual directed percolation universality class and is compatible with the class of directed percolation with diffusive and conserved fields.

Classification of phase transitions in reaction-diffusion models

Equilibrium phase transitions are associated with rearrangements of minima of a (Lagrangian) potential. Treatment of nonequilibrium systems requires doubling of degrees of freedom, which may be often interpreted as a transition from the "coordinate"- to the "phase"-space representation. As a result, one has to deal with the Hamiltonian formulation of the field theory instead of the Lagrangian one. We suggest a classification scheme of phase transitions in reaction-diffusion models based on the topology of the phase portraits of corresponding Hamiltonians. In models with an absorbing state such a topology is fully determined by intersecting curves of zero "energy." We identify four families of topologically distinct classes of phase portraits stable upon renormalization group transformations.

Field theories and exact stochastic equations for interacting particle systems

We consider the dynamics of interacting particles with reaction and diffusion. Starting from the underlying discrete stochastic jump process we derive a general field theory describing the dynamics of the density field, which we relate to an exact stochastic equation on the density field. We show how our field theory maps onto the original Doi-Peliti formalism, allowing us to clarify further the issue of the "imaginary" Langevin noise that appears in the context of reaction-diffusion processes. Our procedure applies to a wide class of problems and is related to large deviation functional techniques developed recently to describe fluctuations of nonequilibrium systems in the hydrodynamic limit.

Phase transition of triplet reaction-diffusion models

The phase transitions classes of reaction-diffusion systems with multiparticle reactions are an open challenging problem. Large scale simulations are applied for the 3A --> 4A, 3A --> 2A and the 3A --> 4A, 3A --> [formula : see text] triplet reaction models with site occupation restriction in one dimension. Static and dynamic mean-field scaling are observed with signs of logarithmic corrections suggesting d(c) = 1 upper critical dimension for this family of models.

Crossover from the pair contact process with diffusion to directed percolation

Crossover behaviors from the pair contact process with diffusion (PCPD) and the driven PCPD (DPCPD) to the directed percolation (DP) are studied in one dimension by introducing a single particle annihilation and/or branching dynamics. The crossover exponents phi are estimated numerically as 1/phi approximately 0.58 +/- 0.03 for the PCPD and 1/phi approximately 0.49+/-0.02 for the DPCPD. Nontriviality of the PCPD crossover exponent strongly supports the non-DP nature of the PCPD critical scaling, which is further evidenced by the anomalous critical amplitude scaling near the PCPD point. In addition, we find that the DPCPD crossover is consistent with the mean field prediction of the tricritical DP class as expected.

Monte Carlo simulations of bosonic reaction-diffusion systems

An efficient Monte Carlo simulation method for bosonic reaction-diffusion systems which are mainly used in the renormalization group (RG) study is proposed. Using this method, one-dimensional bosonic single species annihilation model is studied and, in turn, the results are compared with RG calculations. The numerical data are consistent with RG predictions. As a second application, a bosonic variant of the pair contact process with diffusion (PCPD) is simulated and shown to share the critical behavior with the PCPD. The invariance under the Galilean transformation of this boson model is also checked and discussion about the invariance in conjunction with other models are in order.

Cluster mean-field approximations with the coherent-anomaly-method analysis for the driven pair contact process with diffusion

The cluster mean-field approximations are performed, up to 13 cluster sizes, to study the critical behavior of the driven pair contact process with diffusion (DPCPD) and its precedent, the PCPD in one dimension. Critical points are estimated by extrapolating our data to the infinite cluster size limit, which are in good accordance with recent simulation results. Within the cluster mean-field approximation scheme, the PCPD and the DPCPD share the same mean-field critical behavior. The application of the coherent anomaly method, however, shows that the two models develop different coherent anomalies, which lead to different true critical scaling. The values of the critical exponents for the particle density, the pair density, the correlation length, and the relaxation time are fairly well estimated for the DPCPD. These results support and complement our recent simulation results for the DPCPD.