SearcharxivSearch

arXiv · 1701.00319

Phase transition in one-dimensional excitable media with variable interaction range

Abstract

We investigate two discrete models of excitable media on a one-dimensional integer lattice $\mathbb{Z}$: the $\kappa$-color Cyclic Cellular Automaton (CCA) and the $\kappa$-color Firefly Cellular Automaton (FCA). In both models, sites are assigned uniformly random colors from $\mathbb{Z}/\kappa\mathbb{Z}$. Neighboring sites with colors within a specified interaction range $r$ tend to synchronize their colors upon a particular local event of 'excitation'. We establish that there are three phases of CCA/FCA on $\mathbb{Z}$ as we vary the interaction range $r$. First, if $r$ is too small (undercoupled), there are too many non-interacting pairs of colors, and the whole graph $\mathbb{Z}$ will be partitioned into non-interacting intervals of sites with no excitation within each interval. If $r$ is within a sweet spot (critical), then we show the system clusters into ever-growing monochromatic intervals. For the critical interaction range $r=\lfloor \kappa/2 \rfloor$, we show the density of edges of differing colors at time $t$ is $\Theta(t^{-1/2})$ and each site excites $\Theta(t^{1/2})$ times up to time $t$. Lastly, if $r$ is too large (overcoupled), then neighboring sites can excite each other and such 'defects' will generate waves of excitation at a constant rate so that each site will get excited at least at a linear rate. For the special case of FCA with $r=\lfloor 2/\kappa \rfloor+1$, we show that every site will become $(\kappa+1)$-periodic eventually.

Explore related subjects

Keep this discovery

BibTeXRIS

Ander Aguirre, Hanbaek Lyu, David Sivakoff. 2017-01-02. Phase transition in one-dimensional excitable media with variable interaction range. https://arxiv.org/abs/1701.00319

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR