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Probabilistic Cellular Automata are a generalization of Cellular Automata. Despite their simple definition, they exhibit fascinating and complex behaviours. The stationary behaviour of these models changes when model parameters are varied, making the study of their phase diagrams particularly interesting. The block approximation method, also known in this context as the local structure approach, is a powerful tool for studying the main features of these diagrams, improving upon Mean Field results. This work considers systems with multiple stationary states, aiming to understand how their interactions give rise to the structure of the phase diagram. Additionally, it shows how a simple algorithmic implementation of the block approximation allows for the effective study of the phase diagram even in the presence of several absorbing states.

We study the Fokker-Planck diffusion equation with diffusion coefficient depending periodically on the space variable. Inside a periodic array of inclusions the diffusion coefficient is reduced by a factor called the diffusion magnitude. We find the upscaled equations obtained by taking both the degeneration and the homogenization limits in which the diffusion magnitude and the scale of the periodicity tends, respectively, to zero. Different behaviors, classified as pure diffusion, diffusion with mass deposition, and absence of diffusion, are found depending on the order in which the two limits are taken and on the ratio between the size of the inclusions and the scale of the periodicity.

We perform a quantitative analysis of Monte Carlo simulations results of phase separation in ternary blends upon evaporation of one component. Specifically, we calculate the average domain size and plot it as a function of simulation time to compute the exponent of the obtained power-law. We compare and discuss results obtained by two different methods, for three different models: 2D binary-state model (Ising model), 2D ternary-state model with and without evaporation. For the ternary-state models, we study additionally the dependence of the domain growth on concentration, temperature and initial composition. We reproduce the expected 1/3 exponent for the Ising model, while for the ternary-state model without evaporation and for the one with evaporation we obtain lower values of the exponent. It turns out that phase separation patterns that can form in this type of systems are complex. The obtained quantitative results give valuable insights towards devising computable theoretical estimations of size effects on morphologies as they occur in the context of organic solar cells., Comment: 9 pages

We discuss the properties of the residence time in presence of moving defects or obstacles for a particle performing a one dimensional random walk. More precisely, for a particle conditioned to exit through the right endpoint, we measure the typical time needed to cross the entire lattice in presence of defects. We find explicit formulae for the residence time and discuss several models of moving obstacles. The presence of a stochastic updating rule for the motion of the obstacle smoothens the local residence time profiles found in the case of a static obstacle. We finally discuss connections with applicative problems, such as the pedestrian motion in presence of queues and the residence time of water flows in runoff ponds.

The effect of space inhomogeneities on a diffusing particle is studied in the framework of the 1D random walk. The typical time needed by a particle to cross a one--dimensional finite lane, the so--called residence time, is computed possibly in presence of a drift. A local inhomogeneity is introduced as a single defect site with jumping probabilities differing from those at all the other regular sites of the system. We find complex behaviors in the sense that the residence time is not monotonic as a function of some parameters of the model, such as the position of the defect site. In particular we show that introducing at suitable positions a defect opposing to the motion of the particles decreases the residence time, i.e., favors the flow of faster particles. The problem we study in this paper is strictly connected to the classical gambler's ruin problem, indeed, it can be thought as that problem in which the rules of the game are changed when the gambler's fortune reaches a particular a priori fixed value. The problem is approached both numerically, via Monte Carlo simulations, and analytically with two different techniques yielding different representations of the exact result.

We present modeling strategies that describe the motion and interaction of groups of pedestrians in obscured spaces. We start off with an approach based on balance equations in terms of measures and then we exploit the descriptive power of a probabilistic cellular automaton model. Based on a variation of the simple symmetric random walk on the square lattice, we test the interplay between population size and an interpersonal attraction parameter for the evacuation of confined and darkened spaces. We argue that information overload and coordination costs associated with information processing in small groups are two key processes that influence the evacuation rate. Our results show that substantial computational resources are necessary to compensate for incomplete information -- the more individuals in (information processing) groups the higher the exit rate for low population size. For simple social systems, it is likely that the individual representations are not redundant and large group sizes ensure that this non--redundant information is actually available to a substantial number of individuals. For complex social systems information redundancy makes information evaluation and transfer inefficient and, as such, group size becomes a drawback rather than a benefit. The effect of group sizes on outgoing fluxes, evacuation times and wall effects are carefully studied with a Monte Carlo framework accounting also for the presence of an internal obstacle.

The presence of obstacles modify the way in which particles diffuse. In cells, for instance, it is observed that, due to the presence of macromolecules playing the role of obstacles, the mean square displacement ofbiomolecules scales as a power law with exponent smaller than one. On the other hand, different situations in grain and pedestrian dynamics in which the presence of an obstacle accelerate the dynamics are known. We focus on the time, called residence time, needed by particles to cross a strip assuming that the dynamics inside the strip follows the linear Boltzmann dynamics. We find that the residence time is not monotonic with the sizeand the location of the obstacles, since the obstacle can force those particles that eventually cross the strip to spend a smaller time in the strip itself. We focus on the case of a rectangular strip with two open sides and two reflective sides and we consider reflective obstaclea into the strip.

Large arrays of aligned carbon nanotubes (CNTs), open at one end, could be used as target material for the directional detection of weakly interacting dark matter particles (WIMPs). As a result of a WIMP elastic scattering on a CNT, a carbon ion might be injected in the body of the array and propagate through multiple collisions within the lattice. The ion may eventually emerge from the surface with open end CNTs, provided that its longitudinal momentum is large enough to compensate energy losses and its transverse momentum approaches the channeling conditions in a single CNT. Therefore, the angle formed between the WIMP wind apparent orientation and the direction of parallel carbon nanotube axes must be properly chosen. We focus on very low ion recoil kinetic energies, related to low mass WIMPs (~ 10 GeV) where most of the existing experiments have low sensitivity. Relying on some exact results on two-dimensional lattices of circular obstacles, we study the low energy ion motion in the transverse plane with respect to CNT directions. New constraints are obtained on how to devise the CNT arrays to maximize the detection efficiency., Comment: 10 pages, 12 figures, comments and clarifications added, to appear in EPJC

We study the motion of pedestrians through an obscure tunnel where the lack of visibility hides the exits. Using a lattice model, we explore the effects of communication on the effective transport properties of the crowd of pedestrians. More precisely, we study the effect of two thresholds on the structure of the effective nonlinear diffusion coefficient. One threshold models pedestrians's communication efficiency in the dark, while the other one describes the tunnel capacity. Essentially, we note that if the evacuees show a maximum trust (leading to a fast communication), they tend to quickly find the exit and hence the collective action tends to prevent the occurrence of disasters.

We propose a simple model of columnar growth through {\it diffusion limited aggregation} (DLA). Consider a graph $G_N\times\N$, where the basis has $N$ vertices $G_N:=\{1,\dots,N\}$, and two vertices $(x,h)$ and $(x',h')$ are adjacent if $|h-h'|\le 1$. Consider there a simple random walk {\it coming from infinity} which {\it deposits} on a growing cluster as follows: the cluster is a collection of columns, and the height of the column first hit by the walk immediately grows by one unit. Thus, columns do not grow laterally. We prove that there is a critical time scale $N/\log(N)$ for the maximal height of the piles, i.e., there exist constants $\alpha<\beta$ such that the maximal pile height at time $\alpha N/\log(N)$ is of order $\log(N)$, while at time $\beta N/\log(N)$ is larger than $N^\chi$. This suggests that a \emph{monopolistic regime} starts at such a time and only the highest pile goes on growing. If we rather consider a walk whose height-component goes down deterministically, the resulting \emph{ballistic deposition} has maximal height of order $\log(N)$ at time $N$. These two deposition models, diffusive and ballistic, are also compared with uniform random allocation and Polya's urn., Comment: 36 pages, 5 figures, revised version

We study the weak solvability of a system of coupled Allen-Cahn-like equations resembling cross-diffusion which is arising as a model for the consolidation of saturated porous media. Besides using energy like estimates, we cast the special structure of the system in the framework of the Leray-Schauder fixed point principle and ensure this way the local existence of strong solutions to a regularised version of our system. Furthermore, weak convergence techniques ensure the existence of weak solutions to the original consolidation problem. The uniqueness of global-in-time solutions is guaranteed in a particular case. Moreover, we use a finite difference scheme to show the negativity of the vector of solutions.

The occurrence of heterogeneous perturbations of fluid mass density and solid elastic strain of a porous continuum, as a consequence of its undrained response is a very important topic in theoretical and applied poromechanics. The classical Mandel--Cryer effect provides an explanation of fluid overpressure in the central region of a porous sample, immediately after the application of the loading. However this effect fades away when the fluid leaks out of the porous network. Here this problem is studied within the framework of a second gradient theory and a thorough description of the static and the dynamics of the phenomenon is given., Comment: arXiv admin note: substantial text overlap with arXiv:1110.5457

We investigate the outflux of ions through the channels in a cell membrane. The channels undergo an open/close cycle according to a periodic schedule. Our study is based both on theoretical considerations relying on homogenization theory, and on Monte Carlo numerical simulations. We examine the onset of a limiting boundary behavior characterized by a constant ratio between the outflux and the local density, in the thermodynamics limit. The focus here is on the issue of selectivity, that is on the different behavior of the ion currents through the channel in the cases of the selected and non-selected species., Comment: arXiv admin note: text overlap with arXiv:1307.4180

We study the effect of intracellular ion diffusion on ionic currents permeating through the cell membrane. Ion flux across the cell membrane is mediated by special proteins forming specific channels. The structure of potassium channels have been widely studied in recent years with remarkable results: very precise measurements of the true current across a single channel are now available. Nevertheless, a complete understanding of the behavior of the channel is still lacking, though molecular dynamics and kinetic models have provided partial insights. In this paper we demonstrate, by analyzing the KcsA current-voltage currents via a suitable lattice model, that intracellular diffusion plays a crucial role in the permeation phenomenon. The interplay between the selectivity filter behavior and the ion diffusion in the intracellular side allows a full explanation of the current-voltage curves., Comment: 13 pages, 5 figure

We have investigated the phenomenon of swelling due to acetone diffusion in fluorocarbon polymer films doped with different gold concentrations below the percolation threshold. The presence of the gold clusters in the polymer is shown to improve the mixing between the fluorocarbon polymer and the acetone, which is not a good solvent for this kind of polymers. In order to explain the experimental results the stoichiometry and the morphology of the polymer--metal system have been studied and a modified version of the Flory--Huggins model has been developed.

The appearence of the fluid-rich phase in saturated porous media under the effect of an external pressure is investigated. For this purpose we introduce a two field second gradient model allowing the complete description of the phenomenon. We study the coexistence profile between poor and rich fluid phases and we show that for a suitable choice of the parameters non-monotonic interfaces show-up at coexistence.

The study of selection and gating in potassium channels is a very important issue in modern biology. Indeed such structures are known in all types of cells in all organisms where they play many important functional roles. The mechanism of gating and selection of ionic species is not clearly understood. In this paper we study a model in which gating is obtained via an affinity-switching selectivity filter. We discuss the dependence of selectivity and efficiency on the cytosolic ionic concentration and on the typical pore open state duration. We demonstrate that a simple modification of the way in which the selectivity filter is modeled yields larger channel efficiency.

In this note we address the problem of unconventional charmonium-like states from the standpoint of level spacing theory. The level distribution of the newly discovered vector resonances is compared to that of standard charmonia analyzing their spectral rigidities. It is found that the unconventional charmonium-like states are significantly more compatible with the hypothesis of being levels from a Gaussian Orthogonal Ensamble of Random Matrices than the standard ones, which in turn seem more likely to be Poisson distributed. We discuss the consequences of this result and draw some hints for future investigations., Comment: 5 pages, 4 figures

Consider the consolidation process typical of soils, this phenomenon is expected not to exhibit a unique state of equilibrium, depending on the \textit{external loading} and the constitutive parameters. Beyond the standard solution, also pore-fluid segregation, which is typically associated with fluidization of the granular material, can arise. Pore-fluid segregation has been recognized as a phenomenon typical of the short time behavior of a saturated porous slab or a saturated porous sphere, during consolidation. In both circumstances Biot's three dimensional model provides time increasing values of the water pressure (and fluid mass density) at the center of the slab (or of the sphere), at early times, if the Lam\'{e} constant $\mu$ of the skeleton is different from zero. This localized pore-fluid segregation is known in the literature as Mandel--Cryer effect. In this paper a non linear poromechanical model is formulated. The model is able to describe the occurrence of two states of equilibrium and the switching from one to the other by considering a kind of \textit{phase transition}. Extending classical Biot's theory a more than quadratic strain energy potential is postulated, depending on the strain of the porous material and the variation of the fluid mass density (measured with respect to the skeleton reference volume). When the consolidating pressure is strong enough the existence of two distinct minima is proven.

It is discussed how the equilibrium properties of the Ising model are described by an Hamiltonian with an antiferromagnetic low temperature behavior if only an heat bath dynamics, with the characteristics of a Probabilistic Cellular Automaton, is assumed to determine the temporal evolution of the system., Comment: 9 pages, 3 figures

The phase diagram of a vertex model introduced by P. Di Francesco (Nucl. Phys. B 525, 507 1998) representing the configurations of a square lattice which can fold with different bending energies along the main axes and the diagonals has been studied by Cluster Variation Method. A very rich structure with partially and completely folded phases, different disordered phases and a flat phase is found. The crumpling transition between a disordered and the flat phase is first-order. The CVM results are confimed by the analysis of the ground states and of the two limits where the model reduces to an Ising model., Comment: LaTeX file including five LaTeX figures, one eps figure

In this paper we study a renormalization-group map: the block averaging transformation applied to Gibbs measures relative to a class of finite range lattice gases, when suitable strong mixing conditions are satisfied. Using block decimation procedure, cluster expansion (like in [HK]) and detailed comparison between statistical ensembles, we are able to prove Gibbsianess and convergence to a trivial (i.e. Gaussian and product) fixed point. Our results apply to 2D standard Ising model at any temperature above the critical one and arbitrary magnetic field., Comment: Plain TeX, 68 pages, 10 PostScript figures

We consider the procedure for calculating the pair correlation function in the context of the Cluster Variation Methods. As specific cases, we study the pair correlation function in the paramagnetic phase of the Ising model with nearest neighbors, next to the nearest neighbors and plaquette interactions in two and three dimensions. In presence of competing interactions, the so called disorder line separates in the paramagnetic phase a region where the correlation function has the usual exponential behavior from a region where the correlation has an oscillating exponentially damped behavior. In two dimensions, using the plaquette as the maximal cluster of the CVM approximation, we calculate the phase diagram and the disorder line for a case where a comparison is possible with results known in literature for the eight-vertex model. In three dimensions, in the CVM cube approximation, we calculate the phase diagram and the disorder line in some cases of particular interest. The relevance of our results for experimental systems like mixtures of oil, water and surfactant is also discussed., Comment: 31 pages, LaTeX file, 7 figures

We use the cluster variation method (CVM) and Monte Carlo simulations to investigate the phase structure of the 3d gonihedric Ising actions defined by Savvidy and Wegner. This model corresponds to the usual three-dimensional cubic Ising model with nearest, next to the nearest, and plaquette interactions in the region with degenerate lamellar ground states. The picture of the phase diagram given by the CVM is in good agreement with the results of Monte Carlo simulations, and it is shown that the gonihedric model is in the same universality class of the ordinary three-dimensional Ising model., Comment: 3 pages, TeX Elsevier Macro

We analyze the dynamical scaling behavior in a two-dimensional spin model with competing interactions after a quench to a striped phase. We measure the growth exponents studying the scaling of the interfaces and the scaling of the shrinking time of a ball of one phase plunged into the sea of another phase. Our results confirm the predictions found in previous papers. The correlation functions measured in the direction parallel and transversal to the stripes are different as suggested by the existence of different interface energies between the ground states of the model. Our simulations show anisotropic features for the correlations both in the case of single-spin-flip and spin-exchange dynamics., Comment: 15 pages, ReVTeX

We investigate metastability in the two dimensional Ising model in a square with free boundary conditions at low temperatures. Starting with all spins down in a small positive magnetic field, we show that the exit from this metastable phase occurs via the nucleation of a critical droplet in one of the four corners of the system. We compute the lifetime of the metastable phase analytically in the limit $T\to 0$, $h\to 0$ and via Monte Carlo simulations at fixed values of $T$ and $h$ and find good agreement. This system models the effects of boundary domains in magnetic storage systems exiting from a metastable phase when a small external field is applied., Comment: 24 pages, TeX file

Results are presented for the kinetics of domain growth of a two-dimensional Ising spin model with competing interactions quenched from a disordered to a striped phase. The domain growth exponent are $\beta=1/2$ and $\beta=1/3$ for single-spin-flip and spin-exchange dynamics, as found in previous simulations. However the correlation functions measured in the direction parallel and transversal to the stripes are different as suggested by the existence of different interface energies between the ground states of the model. In the case of single-spin-flip dynamics an anisotropic version of the Ohta-Jasnow-Kawasaki theory for the pair scaling function can be used to fit our data., Comment: 4 pages, REVTeX file

The critical and multicritical behavior of the simple cubic Ising model with nearest-neighbor, next-nearest-neighbor and plaquette interactions is studied using the cube and star-cube approximations of the cluster variation method and the recently proposed cluster variation--Pad\'e approximant method. Particular attention is paid to the line of critical end points of the ferromagnetic-paramagnetic phase transition: its (multi)critical exponents are calculated, and their values suggest that the transition belongs to a novel universality class. A rough estimate of the crossover exponent is also given., Comment: 7 pages REVTeX + 2 PostScript figures, to be published in Phys. Rev. E as a Rapid Communication

We use the cluster variation method (CVM) to investigate the phase structure of the 3d gonihedric Ising actions defined by Savvidy and Wegner. The geometrical spin cluster boundaries in these systems serve as models for the string worldsheets of the gonihedric string embedded in ${\bf Z}^3$. The models are interesting from the statistical mechanical point of view because they have a vanishing bare surface tension. As a result the action depends only on the angles of the discrete surface and not on the area, which is the antithesis of the standard 3d Ising model. The results obtained with the CVM are in good agreement with Monte Carlo simulations for the critical temperatures and the order of the transition as the self-avoidance coupling $\kappa$ is varied. The value of the magnetization critical exponent $\beta = 0.062 \pm 0.003$, calculated with the cluster variation--Pad\`e approximant method, is also close to the simulation results., Comment: 8 pages text (LaTex) + 3 eps figures bundled together with uufiles