In this thesis, we focus on the steady state properties of two systems which are genuinely out of equilibrium. The first project is an application of dynamic field theory to a specific non equilibrium critical phenomenon, while the second project involves both simulations and analytical calculations. The methods of field theory are used on both these projects. In the first part of this thesis, we investigate a generalization of the well-known field theory for directed percolation (DP). The DP theory is known to describe an evolving population, near extinction. We have coupled this evolving population to an environment with its own nontrivial spatio-temporal dynamics. Here, we consider the special case where the environment follows a simple relaxational (model A) dynamics. We find two marginal couplings with upper critical dimension of four, which couple the two theories in a nontrivial way. While the Wilson-Fisher fixed point remains completely unaffected, a mismatch of time scales destabilizes the usual DP fixed point. Some open questions and future work remain. In the second project, we focus on a simple particle transport model far from equilibrium, namely, the totally asymmetric simple exclusion process (TASEP). While its stationary properties are well studied, many of its dynamic features remain unexplored. Here, we focus on the power spectrum of the total particle occupancy in the system. This quantity exhibits unexpected oscillations in the low density phase. Using standard Monte Carlo simulations and analytic calculations, we probe the dependence of these oscillations on boundary effects, the system size, and the overall particle density. Our simulations are fitted to the predictions of a linearized theory for the fluctuation of the particle density. Two of the fit parameters, namely the diffusion constant and the noise strength, deviate from their naive bare values [6]. In particular, the former increases significantly with the system size. Since this behavior can only be caused by nonlinear effects, we calculate the lowest order corrections in perturbation theory. Several open questions and future work are discussed. / Ph. D.

Renormalization group analysis is a useful tool for studying critical behaviour of stochastic systems. In this thesis, field-theoretic renormalization group will be applied to the scalar model representing directed percolation, known as Gribov model, in presence of the random velocity field. Turbulent mixing will be modelled by the compressible form of stochastic Navier-Stokes equation where the compressibility is described by an additional field related to the density. The task will be to find corresponding scaling properties.

京都大学 / 0048 / 新制・課程博士 / 博士(理学) / 甲第21552号 / 理博第4459号 / 新制||理||1640(附属図書館) / 京都大学大学院理学研究科物理学・宇宙物理学専攻 / (主査)准教授 藤 定義, 教授 佐々 真一, 教授 早川 尚男 / 学位規則第4条第1項該当 / Doctor of Science / Kyoto University / DFAM

Network connectivity is a fundamental property affecting network performance. Given the reliability of each link, network connectivity determines the probability that a message can be delivered from the source to the destination. In this thesis, we study the directed network connectivity where the message will be forwarded toward the destination hop by hop, so long as the neighbor(s) is (are) closer to the destination. Directed connectivity, closely related to directed percolation, is very complicated to calculate. The existing state-of-the-art can only calculate directed connectivity for a lattice network up-to-the size of 10 × 10. In this thesis, we devise a new approach that is simpler and more scalable and can handle general network topology and heterogeneous links. The proposed approach uses an unambiguous hop count to divide the networks into hops and gives two steps of pre-process to transform hop-count ambiguous networks into unambiguous ones, and derive the end-to-end connectivity. Then, using the Markov property to obtain the state transition probability hop by hop. Second, with tens of thousands of Low Earth Orbit (LEO) satellites covering the Earth, LEO satellite networks can provide coverage and services that are otherwise not possible using terrestrial communication systems. The regular and dense LEO satellite constellation also provides new opportunities and challenges for network protocol design. In this thesis, we apply the directed connectivity analytical model on LEO satellite backbone networks to ensure ultra-reliable and low-latency (URLL) services using LEO networks, and propose a directed percolation routing (DPR) algorithm to lower the cost of transmission without sacrificing speed. Using Starlink constellation (with 1,584 satellites) as an example, the proposed DPR can achieve a few to tens of milliseconds latency reduction for inter-continental transmissions compared to the Internet backbone, while maintaining high reliability without link-layer retransmissions. Finally, considering the link redundancy overhead and delay/reliability tradeoff, DPR can control the size of percolation. In other words, we can choose a part of links to be active links considering the reliability and cost tradeoff. / Graduate

O estudo da dinâmica de populações vem adquirindo grande importância atualmente, por suas aplicações nas mais diversas áreas do conhecimento, como a biologia evolutiva, ecologia, economia e computação, entre outras. O uso de redes, ou autômatos celulares, para modelar dinâmicas populacionais é um recurso frequentemente utilizado por sua simplicidade no tratamento de problemas com alto grau de complexidade. Neste trabalho utilizamos autômatos celulares para simular dinâmicas populacionais onde analisamos transições de fases longe do equilíbrio em modelos de replicação em uma e duas dimensões, classificando-as de acordo com suas classes de universalidade. Também utilizamos redes para estudar as possíveis origens dos ciclos primos presentes nas cigarras do gênero Magicicada que habitam a América do Norte, mostrando que a predação não é necessária para o surgimento deste comportamento. / The study of population dynamics becomes even more important nowadays because of its applications in a wide range of subjects, such as evolutive biology, ecology, economics and computational sciences, among many others. The use of networks, as well as cellular automata, to simulate populational dynamics is an ordinary tool because of its simplicity in the treatement of very complicated problems. In this work we use cellular automata to simulate populational dynamics where non equilibrium phase transitions in replicator models in one and two dimensions are analyzed and characterized by their universality classes. We also use cellular automata to study the possible origins of prime number cycling present in northern american Magicicada, showing that it is possible to generate prime number year life cycles whithout any predation effects.

Nesta tese estudamos os efeitos da desordem espacial e temporal na transição de fase entre a sobrevivência e extinção de populações biológicas. Na primeira parte estudamos um modelo epidemiológico com quatro estados. Apesar deste modelo não conter desordem, concluímos que seu comportamento crítico é o mesmo do processo de contato com desordem (espacial) quenched. Na segunda parte estudamos o movimento Browniano fracionário refletido, onde vimos que a combinação dos efeitos do ruído com correlações de longo alcance e a parede refletora cria uma singularidade em lei de potência na densidade de probabilidade da posição do caminhante. Por fim, estudamos a equação logística com desordem temporal através do mapeamento no movimento Browniano fracionário refletido. Neste último estudo vimos como as correlações de longo alcance mudam o comportamento crítico deste sistema. / We have studied the effects of spatial and temporal disorder at the phase transition between survival and extinction of biological populations. In the first part we studied a four states biological population model. Despite having no disorder, we have seen that its critical behavior is the same of the contact process with (spatial) quenched disorder. In the second part, we studied the reflected fractional Brownian motion, where the interplay between the correlated noise and the reflecting wall results in a power-law singularity in the probability density of the position of the walker. Finally, we deduced the critical properties of the logistic equation with temporal disorder by mapping it onto the reflected fractional Brownian motion. This mapping allow us to understand how long-range correlations change the critical behavior of this system.

Made available in DSpace on 2015-03-26T13:35:17Z (GMT). No. of bitstreams: 1 texto completo.pdf: 1691868 bytes, checksum: 62324ed588f110298d6a2dc7a9e33ca9 (MD5) Previous issue date: 2011-07-26 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Phase transitions into absorbing states, configurations from which the system can not escape, are currently a topic in the frontier of nonequilibrium Statistical Physics. Along with a growing interest in phase transitions on complex topologies, there are still many problems being investigated in regular networks, such as the effects of quenched disorder, diffusion, etc. In recent decades, complex networks have been a subject of increasing interest in the scientific community due to the fact that they describe a wide diversity of systems of both technological and intellectual relevance. Gathering the huge size and dynamic nature of real complex networks, the Statistical Physics approach has proven to be very convenient because of its connection with graph theory and the possibility of characterizing the macroscopic phenomena emerging in terms of the dynamics of the basic elements composing the system. In the first part of this dissertation, we have performed simulations using the quasi-stationary (QS) method proposed by Oliveira and Dickman for the contact process (CP), the susceptible-infected-susceptible (SIS) and the contact replication process (PRC) models in three dimensions, besides reproducing some results already known in the literature with the QE method. Using this method, we determined, for the first time, the moment ratios of the order parameter for the directed percolation (DP) class in three dimensions. We have also shown that the mean-field exponents for the three-dimensional PRC reported in the literature, are transients observed in the spreading analysis. In the second part, we have investigated the phase transition in a new model, proposed in this dissertation: the threshold contact process (TCP). Analyses were performed on regular and scale-free networks. We show that the TCP belongs to the DP universality class in regular networks. In scale-free networks, we show that the critical exponents for the finite-size scaling analysis of the quasi-stationary density of active sites and for the lifetime are the same obtained for the CP on scale-free networks, both in the heterogeneous mean-field theory, and in the QS simulations. / Transições de fase para estados absorventes, configurações das quais o sistema não pode escapar, são atualmente um tópico na fronteira da física estatística fora do equilíbrio. Concomitantemente com um crescente interesse em tais transições de fase em topologias complexas, ainda há muitos problemas em aberto sendo investigados em redes regulares, tais como os efeitos de desordem congelada, difusão, etc. Nas últimas décadas, redes complexas tem sido alvo de crescente interesse da comunidade científica devido ao fato de estas descreverem uma grande variedade de sistemas que possuem relevância tanto tecnológica quanto intelectual. Levando em conta a natureza dinâmica e o enorme tamanho das redes complexas reais, a abordagem da Física Estatística mostra-se muito conveniente devido a sua ligação com a teoria de grafos e a possibilidade de caracterizar fenômenos macroscópicos emergentes em termos da evolução dinâmica de elementos básicos que compoem o sistema. Na primeira parte desta dissertação, realizamos simulações pelo método quase-estacionário (QE) proposto por Oliveira e Dickman para o processo de contato (PC), para o modelo suscetível-infectado-suscetível (SIS) e para o processo de replicação por contato (PRC), em três dimensões, além de reproduzir alguns resultados já conhecidos pelo método QE. Utilizando este método, foi possível determinar as razões entre momentos dos parâmetros de ordem para a classe da percolação direcionada em três dimensões. Também mostramos que os expoentes de campo médio para o PRC tridimensional relatados na literatura são um transiente observado na análise de espalhamento. Na segunda parte, investigamos a transição de fase em um novo modelo, proposto nesta dissertação: o processo de contato por limiar (PCL). Análises foram realizadas em redes regulares e sem escala. Mostramos que o PCL pertence à classe da percolação direcionada em redes regulares. Em redes sem escala, mostramos que os expoentes críticos da análise de escalonamento de tamanho finito da densidade quase-estacionária de sítios ativos e do tempo de vida são os mesmos que foram obtidos para o PC em redes sem escala, tanto na teoria de campo médio heterogênea, quanto nas simulações QE.

O estudo da dinâmica de populações vem adquirindo grande importância atualmente, por suas aplicações nas mais diversas áreas do conhecimento, como a biologia evolutiva, ecologia, economia e computação, entre outras. O uso de redes, ou autômatos celulares, para modelar dinâmicas populacionais é um recurso frequentemente utilizado por sua simplicidade no tratamento de problemas com alto grau de complexidade. Neste trabalho utilizamos autômatos celulares para simular dinâmicas populacionais onde analisamos transições de fases longe do equilíbrio em modelos de replicação em uma e duas dimensões, classificando-as de acordo com suas classes de universalidade. Também utilizamos redes para estudar as possíveis origens dos ciclos primos presentes nas cigarras do gênero Magicicada que habitam a América do Norte, mostrando que a predação não é necessária para o surgimento deste comportamento. / The study of population dynamics becomes even more important nowadays because of its applications in a wide range of subjects, such as evolutive biology, ecology, economics and computational sciences, among many others. The use of networks, as well as cellular automata, to simulate populational dynamics is an ordinary tool because of its simplicity in the treatement of very complicated problems. In this work we use cellular automata to simulate populational dynamics where non equilibrium phase transitions in replicator models in one and two dimensions are analyzed and characterized by their universality classes. We also use cellular automata to study the possible origins of prime number cycling present in northern american Magicicada, showing that it is possible to generate prime number year life cycles whithout any predation effects.

De nombreux systèmes complexes soumis à un ajout continu d'énergie réagissent à cet ajout par une accumulation de tension au cours du temps, interrompue par de soudaines libérations d'énergie appelées avalanches. Récemment, il a été remarqué que plusieurs propriétés élémentaires de la dynamique d'avalanche sont issues de processus de relaxation ayant lieu à une échelle microscopique, processus qui sont négligés dans la plupart des modèles. Lors de ma thèse, j'ai étudié deux modèles classiques d'avalanches, modifiés par l'ajout d'une forme de relaxation la plus simple possible. Le premier système est une interface viscoélastique tirée à travers un milieu désordonné. En champ moyen, nous prouvons que l'interface a un comportement périodique caractérisé par une nouvelle échelle temporelle (émergente), avec des avalanches qui touchent l'ensemble du système. Le calcul semi-analytique de la force de friction agissant sur la surface donne des résultats compatibles avec les expériences de friction classique. En dimension finie (2D), les événements touchant l'ensemble du système (trouvés en champ moyen) deviennent localisés, et les simulations numériques donnent des résultats en bon accord avec plusieurs caractéristiques importantes des tremblements de terre, tant qualitativement que quantitativement. Le second système incluant également une forme très simple de relaxation est un modèle jouet d'avalanche : c'est la percolation dirigée. Dans notre étude d'une variante non-markovienne de la percolation dirigée, nous avons observé que la classe d'universalité était modifiée mais seulement partiellement. En particulier, un exposant change de valeur tandis que plusieurs relations d'échelle sont préservées. Cette idée d'une classe d'universalité étendue, obtenue par l'ajout d'une perturbation non-markovienne offre des perspectives prometteuses pour notre premier système. / Many complex systems respond to a continuous input of energy by an accumulation of stress over time, interrupted by sudden energy releases called avalanches. Recently, it has been pointed out that several basic features of avalanche dynamics are induced at the microscopic level by relaxation processes, which are neglected by most models. During my thesis, I studied two well-known models of avalanche dynamics, modified minimally by the inclusion of some forms of relaxation. The first system is that of a viscoelastic interface driven in a disordered medium. In mean-field, we prove that the interface has a periodic behaviour (with a new, emerging time scale), with avalanche events that span the whole system. We compute semi-analytically the friction force acting on this surface, and find that it is compatible with classical friction experiments. In finite dimensions (2D), the mean-field system-sized events become local, and numerical simulations give qualitative and quantitative results in good agreement with several important features of real earthquakes. The second system including a minimal form of relaxation consists in a toy model of avalanches: the Directed Percolation process. In our study of a non-Markovian variant of Directed Percolation, we observed that the universality class was modified but not completely. In particular, in the non-Markov case an exponent changes of value while several scaling relations still hold. This picture of an extended universality class obtained by the addition of a non-Markovian perturbation to the dynamics provides promising prospects for our first system.