We apply a functional-integral formalism for Markovian birth and death processes to determine asymptotic corrections to mean-field theory in the Malthus-Verhulst process (MVP). Expanding about the stationary mean-field solution, we identify an expansion parameter that is small in the limit of large mean population, and derive a diagrammatic expansion in powers of this parameter. The series is evaluated to fifth order using computational enumeration of diagrams. Although the MVP has no stationary state, we obtain good agreement with the associated quasi-stationary values for the moments of the population size, provided the mean population size is not small. We compare our results with those of van Kampen's omega-expansion, and apply our method to the MVP with input, for which a stationary state does exist. We also devise a modified Fokker-Planck approach for this case.

We present Monte Carlo simulations of the lattice gas with nearest-neighbor exclusion and Kawasaki (hopping) dynamics (hard square lattice gas), under the influence of a nonuniform drive, on the square lattice. The drive, which favors motion along the +x axis and inhibits motion in the opposite direction, varies linearly in the y direction. Our lattice has rigid walls at the end points in the y direction and periodic boundaries along the drive. We find that this model has transition to a sublattice-ordered phase at a density of about 0.298, lower than in equilibrium (rhoc <FONT FACE=Symbol>@</FONT> 0.37), but somewhat higher than in the uniformly driven case at maximal bias (rhoc <FONT FACE=Symbol>@</FONT> 0.272). For smaller global densities (r < 0.33), the ordering occurs with particle accumulation in the low-drive region. Above this density we observe a surprising reversal in the density profile, with particles migrating to the high-drive region.

We apply the recently devised quasi-stationary simulation method to study the lifetime and order parameter of the contact process in the subcritical phase. This phase is not accessible to other methods because virtually all realizations of the process fall into the absorbing state before the quasi-stationary regime is attained. With relatively modest simulations, the method yields an estimate of the critical exponent nu|| with a precision of 0.5%.

As aplicações de transições de fase vão muito além do contexto da termodinâmica de equilíbrio, de onde surgiu. Nós revisamos um dos principais exemplos de uma transição de fase em um sistema sem termodinâmica, o processo de contato (PC), com ênfase no método de campo médio. Apresentamos um estudo de campo médio aplicado a um modelo para a transmissão da malária em uma população. Discutimos também as novas abordagens da distribuição quase-estacionária e o processo de contato conservativo.

Phase transitions find application well beyond the context of equilibrium thermodynamics, where they arose. We review one of the prime examples of a phase transition in a system lacking thermodynamics, the contact process (PC), emphasizing mean-field theory methods. We also present mean-field results for a model of transmission of malaria in a population, and discuss the new approaches of quasi-stationary distributions, and the conserved contact process.

Localized rain events have been found to follow power-law distributions over several decades, suggesting parallels between precipitation and seismic activity [O. Peters et al., PRL 88, 018701 (2002)]. Similar power laws can be generated by treating raindrops as passive tracers advected by the velocity field of a two-dimensional system of point vortices [R. Dickman, PRL 90, 108701 (2003)]. Here I review observational and theoretical aspects of fractal rain distributions and chaotic advection, and present new results on tracer distributions in the vortex model.

We review recent studies demonstrating a nonuniversal (continuously variable) survival exponent for history-dependent random walks, and analyze a new example, the hard movable partial reflector. These processes serve as simplified models of infection in a medium with a history-dependent susceptibility, and for spreading in systems with an infinite number of absorbing configurations. The memory may take the form of a historydependent step length, or be the result of a partial reflector whose position marks the maximum distance the walker has ventured from the origin. In each case, a process with memory is rendered Markovian by a suitable expansion of the state space. Asymptotic analysis of the probability generating function shows that, for large t, the survival probability decays as S(t) ~ t -d, where d varies with the parameters of the model. We report new results for a hard partial reflector, i.e., one that moves forward only when the walker does. When the walker tries to jump to the site R occupied by the reflector, it is reflected back with probability r, and stays at R with probability 1 - r; only in the latter case does the reflector move (R ® R+1). For this model, d = 1/2(1 - r), and becomes arbitrarily large as r approaches 1. This prediction is confirmed via iteration of the transition matrix, which also reveals slowly-decaying corrections to scaling.

We review and extend the formalism introduced by Peliti, that maps a Markov process to a path-integral representation. After developing the mapping, we apply it to some illustrative examples: the simple decay process, the birth-and-death process, and the Malthus-Verhulst process. In the first two cases we show how to obtain the exact probability generating function using the path integral. We show how to implement a diagrammatic perturbation theory for processes that do not admit an exact solution. Analysis of a set of coupled Malthus-Verhulst processes on a lattice leads, in the continuum limit, to a field theory for directed percolation and allied models.

The name Ising has come to stand not only for a specific model, but for an entire universality class - arguably the most important such class - in the theory of critical phenomena. I review several examples, both in and out of equilibrium, in which Ising universality appears or is pertinent. The "Ornstein-Zernike" connection concerns a thermodynamically self-consistent closure of the eponymous relation, which lies at the basis of the modern theory of liquids, as applied to the Ising lattice gas. Debye and Hückel founded the statistical mechanics of ionic solutions, which, despite the long-range nature of the interaction, now appear to exhibit Ising-like criticality. The model of Widom and Rowlinson involves only excluded-volume interactions between unlike species, but again belongs to the Ising universality class. Far-from-equilibrium models of voting behavior, catalysis, and hysteresis provide further examples of this ubiquitous universality class.

We present a pedagogical introduction to self-organized criticality (SOC), unraveling its connections with nonequilibrium phase transitions. There are several paths from a conventional critical point to SOC. They begin with an absorbing-state phase transition (directed percolation is a familiar example), and impose supervision or driving on the system; two commonly used methods are extremal dynamics, and driving at a rate approaching zero. We illustrate this in sandpiles, where SOC is a consequence of slow driving in a system exhibiting an absorbing-state phase transition with a conserved density. Other paths to SOC, in driven interfaces, the Bak-Sneppen model, and self- organized directed percolation, are also examined. We review the status of experimental realizations of SOC in light of these observations.