Phase transitions in Ising models on directed networks

Dynamical phase transitions in the nonreciprocal Ising model

Nonreciprocal interactions in many-body systems lead to time-dependent states, commonly observed in biological, chemical, and ecological systems. The stability of these states in the thermodynamic limit and the critical behavior of the phase transition from static to time-dependent states are not yet fully understood. To address these questions, we study a minimalistic system endowed with nonreciprocal interactions: an Ising model with two spin species having opposing goals. The mean-field equation predicts three stable phases: disorder, static order, and a time-dependent swap phase. Large-scale numerical simulations support the following: (i) in two dimensions, the swap phase is destabilized by defects; (ii) in three dimensions, the swap phase is stable and has the properties of a time crystal; (iii) the transition from disorder to swap in three dimensions is characterized by the critical exponents of the 3D XY model and corresponds to the breaking of a continuous symmetry, time translation invariance; (iv) when the two species have fully antisymmetric couplings, the static-order phase is unstable in any finite dimension due to droplet growth; and (v) in the general case of asymmetric couplings, static order can be restored by a droplet-capture mechanism preventing the droplets from growing indefinitely. We provide details on the full phase diagram, which includes first- and second-order-like phase transitions, and study how the system coarsens into swap and static-order states.

Mean-field approximation and phase transitions in an Ising-voter model on directed regular random graphs

It is known that on directed graphs, the correlations between neighbors of a given site vanish and thus simple mean-field-like arguments can be used to describe exactly the behavior of Ising-like systems. We analyze heterogeneous modifications of such models where a fraction of agents is driven by either voter or antivoter dynamics, and align (voter) or antialign (antivoter) with a randomly chosen out-neighbor. It turns out that voter agents do not affect the dynamics of the model, and it behaves like a pure Ising model. Antivoter agents have a stronger impact since they act as a kind of noise, which weakens a ferromagnetic ordering. Only when Ising spins are driven by the heat-bath dynamics, the behavior of the model is correctly described by the mean-field approximation. The Metropolis dynamics generates some additional correlations that render the mean-field approach approximate. Simulations on annealed networks agree with the mean-field approximation but for the model with antivoters and with the Metropolis dynamics only its heterogeneous version provides such an agreement. Calculation of the Binder cumulant confirms that critical points in our models with the heat-bath dynamics belong to the Ising mean-field universality class. For the Metropolis dynamics, the phase transition is most likely discontinuous, at least for not too many antivoters.

Heat-Bath and Metropolis Dynamics in Ising-like Models on Directed Regular Random Graphs

Using a single-site mean-field approximation (MFA) and Monte Carlo simulations, we examine Ising-like models on directed regular random graphs. The models are directed-network implementations of the Ising model, Ising model with absorbing states, and majority voter models. When these nonequilibrium models are driven by the heat-bath dynamics, their stationary characteristics, such as magnetization, are correctly reproduced by MFA as confirmed by Monte Carlo simulations. It turns out that MFA reproduces the same result as the generating functional analysis that is expected to provide the exact description of such models. We argue that on directed regular random graphs, the neighbors of a given vertex are typically uncorrelated, and that is why MFA for models with heat-bath dynamics provides their exact description. For models with Metropolis dynamics, certain additional correlations become relevant, and MFA, which neglects these correlations, is less accurate. Models with heat-bath dynamics undergo continuous phase transition, and at the critical point, the power-law time decay of the order parameter exhibits the behavior of the Ising mean-field universality class. Analogous phase transitions for models with Metropolis dynamics are discontinuous.

Long-Range Order and Directional Defect Propagation in the Nonreciprocal XY Model with Vision Cone Interactions

We study a two-dimensional, nonreciprocal XY model, where each spin interacts only with its nearest neighbors in a certain angle around its current orientation, i.e., its "vision cone." Using energetic arguments and Monte Carlo simulations, we show that a true long-range ordered phase emerges. A necessary ingredient is a configuration-dependent bond dilution entailed by the vision cones. Strikingly, defects propagate in a directional manner, thereby breaking the parity and time-reversal symmetry of the spin dynamics. This is detectable by a nonzero entropy production rate.

Strengthened second law for multi-dimensional systems coupled to multiple thermodynamic reservoirs

The second law of thermodynamics can be formulated as a restriction on the evolution of the entropy of any system undergoing Markovian dynamics. Here I show that this form of the second law is strengthened for multi-dimensional, complex systems, coupled to multiple thermodynamic reservoirs, if we have a set of a priori constraints restricting how the dynamics of each coordinate can depend on the other coordinates. As an example, this strengthened second law (SSL) applies to complex systems composed of multiple physically separated, co-evolving subsystems, each identified as a coordinate of the overall system. In this example, the constraints concern how the dynamics of some subsystems are allowed to depend on the states of the other subsystems. Importantly, the SSL applies to such complex systems even if some of its subsystems can change state simultaneously, which is prohibited in a multipartite process. The SSL also strengthens previously derived bounds on how much work can be extracted from a system using feedback control, if the system is multi-dimensional. Importantly, the SSL does not require local detailed balance. So it potentially applies to complex systems ranging from interacting economic agents to co-evolving biological species. This article is part of the theme issue 'Emergent phenomena in complex physical and socio-technical systems: from cells to societies'.

Strengthened second law for multi-dimensional systems coupled to multiple thermodynamic reservoirs

The second law of thermodynamics can be formulated as a restriction on the evolution of the entropy of any system undergoing Markovian dynamics. Here I show that this form of the second law is strengthened for multi-dimensional, complex systems, coupled to multiple thermodynamic reservoirs, if we have a set of a priori constraints restricting how the dynamics of each coordinate can depend on the other coordinates. As an example, this strengthened second law (SSL) applies to complex systems composed of multiple physically separated, co-evolving subsystems, each identified as a coordinate of the overall system. In this example, the constraints concern how the dynamics of some subsystems are allowed to depend on the states of the other subsystems. Importantly, the SSL applies to such complex systems even if some of its subsystems can change state simultaneously, which is prohibited in a multipartite process. The SSL also strengthens previously derived bounds on how much work can be extracted from a system using feedback control, if the system is multi-dimensional. Importantly, the SSL does not require local detailed balance. So it potentially applies to complex systems ranging from interacting economic agents to co-evolving biological species. This article is part of the theme issue 'Emergent phenomena in complex physical and socio-technical systems: from cells to societies'.

The central role of peripheral nodes in directed network dynamics

Many social, technological, and biological systems with asymmetric interactions display a variety of collective phenomena, such as opinion formation and synchronization. This has motivated much research on the dynamical impact of local and mesoscopic structure in directed networks. However, the unique constraints imposed by the global organization of directed networks remain largely undiscussed. Here, we control the global organization of directed Erdős–Rényi networks, and study its impact on the emergence of synchronization and ferromagnetic ordering, using Kuramoto and Ising dynamics. In doing so, we demonstrate that source nodes – peripheral nodes without incoming links – can disrupt or entirely suppress the emergence of collective states in directed networks. This effect is imposed by the bow-tie organization of directed networks, where a large connected core does not uniquely ensure the emergence of collective states, as it does for undirected networks.

Self-organization in a diversity induced thermodynamics

In this work we show how global self-organized patterns can come out of a disordered ensemble of point oscillators, as a result of a deterministic, and not of a random, cooperative process. The resulting system dynamics has many characteristics of classical thermodynamics. To this end, a modified Kuramoto model is introduced, by including Euclidean degrees of freedom and particle polarity. The standard deviation of the frequency distribution is the disorder parameter, diversity, acting as temperature, which is both a source of motion and of disorder. For zero and low diversity, robust static phase-synchronized patterns (crystals) appear, and the problem reverts to a generic dissipative many-body problem. From small to moderate diversity crystals display vibrations followed by structure disintegration in a competition of smaller dynamic patterns, internally synchronized, each of which is capable to manage its internal diversity. In this process a huge variety of self-organized dynamic shapes is formed. Such patterns can be seen again as (more complex) oscillators, where the same description can be applied in turn, renormalizing the problem to a bigger scale, opening the possibility of pattern evolution. The interaction functions are kept local because our idea is to build a system able to produce global patterns when its constituents only interact at the bond scale. By further increasing the oscillator diversity, the dynamics becomes erratic, dynamic patterns show short lifetime, and finally disappear for high diversity. Results are neither qualitatively dependent on the specific choice of the interaction functions nor on the shape of the probability function assumed for the frequencies. The system shows a phase transition and a critical behaviour for a specific value of diversity.

Center of mass in complex networks

Network dynamics is always a big challenge in nonlinear dynamics. Although great advancements have been made in various types of complex systems, an universal theoretical framework is required. In this paper, we introduce the concept of center of ‘mass’ of complex networks, where ‘mass’ stands for node importance or centrality in contrast to that of particle systems, and further prove that the phase transition and evolutionary state of the system can be characterized by the activity of center of ‘mass’. The steady states of several complex networks (gene regulatory networks and epidemic spreading systems) are then studied by analytically calculating the decoupled equation of the dynamic activity of center of ‘mass’, which is derived from the dynamic equation of the complex networks. The limitations of this method are also pointed out, such as the dynamical problems that related with the relative activities among components, and those systems that consist of oscillatory or chaotic motions.