Generic Two-phase Coexistence Research Articles

Generic two-phase coexistence in a type-2 Schloegl model for autocatalysis on a square lattice: Analysis via heterogeneous master equations.

Schloegl's second model (also known as the quadratic contact process) on a square lattice involves spontaneous annihilation of particles at lattice sites at rate p, and their autocatalytic creation at unoccupied sites with n≥2 occupied neighbors at rate k_{n}. Kinetic Monte Carlo (KMC) simulation reveals that these models exhibit a nonequilibrium discontinuous phase transition with generic two-phase coexistence: the p value for equistability of coexisting populated and vacuum states, p_{eq}(S), depends on the orientation or slope, S, of a planar interface separating those phases. The vacuum state displaces the populated state for p>p_{eq}(S), and the opposite applies for p<p_{eq}(S) for 0<S<∞. The special "combinatorial" rate choice k_{n}=n(n-1)/12 facilitates an appealing simplification of the exact master equations for the evolution of spatially heterogeneous states in the model, which aids analytic investigation of these equations via hierarchical truncation approximations. Truncation produces coupled sets of lattice differential equations which can describe orientation-dependent interface propagation and equistability. The pair approximation predicts that p_{eq}(max)=p_{eq}(S=1)=0.09645 and p_{eq}(min)=p_{eq}(S→∞)=0.08827, values deviating less than 15% from KMC predictions. In the pair approximation, a perfect vertical interface is stationary for all p<p_{eq}(S=∞)=0.08907, a value exceeding p_{eq}(S→∞). One can regard an interface for large S→∞ as a vertical interface decorated with isolated kinks. For p<p_{eq}(S=∞), the kink can move in either direction along this otherwise stationary interface depending upon p, but for p=p_{eq}(min) the kink is also stationary.

Extended families of critical and stationary droplets for nonequilibrium phase transitions in spatially discrete bistable systems.

Bistable nonequilibrium systems are realized in catalytic reaction-diffusion processes, biological transport and regulation, spatial epidemics, etc. Behavior in spatially continuous formulations, described at the mean-field level by reaction-diffusion type equations (RDEs), often mimics that of classic equilibrium van der Waals type systems. When accounting for noise, similarities include a discontinuous phase transition at some value, p_{eq}, of a control parameter, p, with metastability and hysteresis around p_{eq}. For each p, there is a unique critical droplet of the more stable phase embedded in the less stable or metastable phase which is stationary (neither shrinking nor growing), and with size diverging as p→p_{eq}. Spatially discrete analogs of these mean-field formulations, described by lattice differential equations (LDEs), are more appropriate for some applications, but have received less attention. It is recognized that LDEs can exhibit richer behavior than RDEs, specifically propagation failure for planar interphases separating distinct phases. We show that this feature, together with an orientation dependence of planar interface propagation also deriving from spatial discreteness, results in the occurrence of entire families of stationary droplets. The extent of these families increases approaching the transition and can be infinite if propagation failure is realized. In addition, there can exist a regime of generic two-phase coexistence where arbitrarily large droplets of either phase always shrink. Such rich behavior is qualitatively distinct from that for classic nucleation in equilibrium and spatially continuous nonequilibrium systems.

Discontinuous non-equilibrium phase transition in a threshold Schloegl model for autocatalysis: Generic two-phase coexistence and metastability.

Threshold versions of Schloegl's model on a lattice, which involve autocatalytic creation and spontaneous annihilation of particles, can provide a simple prototype for discontinuous non-equilibrium phase transitions. These models are equivalent to so-called threshold contact processes. A discontinuous transition between populated and vacuum states can occur selecting a threshold of N ≥ 2 for the minimum number, N, of neighboring particles enabling autocatalytic creation at an empty site. Fundamental open questions remain given the lack of a thermodynamic framework for analysis. For a square lattice with N = 2, we show that phase coexistence occurs not at a unique value but for a finite range of particle annihilation rate (the natural control parameter). This generic two-phase coexistence also persists when perturbing the model to allow spontaneous particle creation. Such behavior contrasts both the Gibbs phase rule for thermodynamic systems and also previous analysis for this model. We find metastability near the transition corresponding to a non-zero effective line tension, also contrasting previously suggested critical behavior. Mean-field type analysis, extended to treat spatially heterogeneous states, further elucidates model behavior.

Schloegl's second model for autocatalysis on hypercubic lattices: Dimension dependence of generic two-phase coexistence

Schloegl's second model on a (d ≥ 2)-dimensional hypercubic lattice involves: (i) spontaneous annihilation of particles with rate p and (ii) autocatalytic creation of particles at vacant sites at a rate proportional to the number of suitable pairs of neighboring particles. This model provides a prototype for nonequilibrium discontinuous phase transitions. However, it also exhibits nontrivial generic two-phase coexistence: Stable populated and vacuum states coexist for a finite range, pf(d)<p<pe(d), spanned by the orientation-dependent stationary points for planar interfaces separating these states. Analysis of interface dynamics from kinetic Monte Carlo simulation and from discrete reaction-diffusion equations (dRDEs) obtained from truncation of the exact master equation, reveals that pe(f)∼0.2113765+ce(f)/d as d→∞, where Δc=ce-cf≈0.014. A metastable populated state persists above pe(d) up to a spinodal p=ps(d), which has a well-defined limit ps(d→∞)=1/4. The dRDEs display artificial propagation failure, absent in the stochastic model due to fluctuations. This feature is amplified for increasing d, thus complicating our analysis.

Metastability in Schloegl’s second model for autocatalysis: Lattice-gas realization with particle diffusion

We analyze metastability associated with a discontinuous nonequilibrium phase transition in a stochastic lattice-gas realization of Schloegl's second model for autocatalysis. This model realization involves spontaneous annihilation, autocatalytic creation, and diffusion of particles on a square lattice, where creation at empty sites requires an adjacent diagonal pair of particles. This model, also known as the quadratic contact process, exhibits discontinuous transition between a populated active state and a particle-free vacuum or "poisoned" state, as well as generic two-phase coexistence. The poisoned state exists for all particle annihilation rates p>0 and hop rates h≥0 and is an absorbing state in the sense of Markovian processes. The active or reactive steady state exists only for p below a critical value, p{e}=p{e}(h) , but a metastable extension appears for a range of higher p up to an effective upper spinodal point, p{s+}=p{s+}(h) (i.e., p{s+}>p{e} ). For selected h , we assess the location of p{s+}(h) by characterizing both the poisoning kinetics and the propagation of interfaces separating vacuum and active states as a function of p .

Generic Two-Phase Coexistence and Nonequilibrium Criticality in a Lattice Version of Schlögl’s Second Model for Autocatalysis

A two-dimensional atomistic realization of Schlogl’s second model for autocatalysis is implemented and studied on a square lattice as a prototypical nonequilibrium model with first-order transition. The model has no explicit symmetry and its phase transition can be viewed as the nonequilibrium counterpart of liquid-vapor phase separations. We show some familiar concepts from study of equilibrium systems need to be modified. Most importantly, phase coexistence can be a generic feature of the model, occurring over a finite region of the parameter space. The first-order transition becomes continuous as a temperature-like variable increases. The associated critical behavior is studied through Monte Carlo simulations and shown to be in the two-dimensional Ising universality class. However, some common expectations regarding finite-size corrections and fractal properties of geometric clusters for equilibrium systems seems to be inapplicable.

Schloegl’s second model for autocatalysis with particle diffusion: Lattice-gas realization exhibiting generic two-phase coexistence

We analyze a discontinuous nonequilibrium phase transition between an active (or reactive) state and a poisoned (or extinguished) state occurring in a stochastic lattice-gas realization of Schloegl's second model for autocatalysis. This realization, also known as the quadratic contact process, involves spontaneous annihilation, autocatalytic creation, and diffusion of particles on a square lattice, where creation at empty sites requires a suitable nearby pair of particles. The poisoned state exists for all annihilation rates p>0 and is an absorbing particle-free "vacuum" state. The populated active steady state exists only for p below a critical value, p(e). If p(f) denotes the critical value below which a finite population can survive, then we show that p(f)<p(e). This strict inequality contrasts a postulate of Durrett, and is a direct consequence of the occurrence of coexisting stable active and poisoned states for a finite range p(f)<or=p<or=p(e) (which shrinks with increasing diffusivity). This so-called generic two-phase coexistence markedly contrasts behavior in thermodynamic systems. However, one still finds metastability and nucleation phenomena similar to those in discontinuous equilibrium transitions.

Generic two-phase coexistence, relaxation kinetics, and interface propagation in the quadratic contact process: Analytic studies

The quadratic contact process is implemented as an adsorption–desorption model on a two-dimensional square lattice. The model involves random adsorption at empty sites, and correlated desorption requiring diagonal pairs of empty neighbors. A simulation study of this model [D.-J. Liu, X. Guo, J.W. Evans, Phys. Rev. Lett. 98 (2007) 050601] revealed the existence of generic two-phase coexistence between a low-coverage active steady-state and a completely covered absorbing state. Here, an analytic treatment of model behavior is developed based on truncation approximations to the exact master equations. Applying this approach for spatially homogeneous states, we characterize steady-state behavior as well as the kinetics of relaxation to the steady-states. Extending consideration to spatially inhomogeneous states, we obtain discrete reaction–diffusion type equations characterizing evolution. These are employed to analyze an orientation-dependence of the propagation of planar interfaces between active and absorbing states which underlies the generic two-phase coexistence. We also describe the dynamics and critical forms of planar perturbations of the active state and of droplets of one phase embedded in the other.

Generic two-phase coexistence, relaxation kinetics, and interface propagation in the quadratic contact process: Simulation studies

The quadratic contact process is formulated as an adsorption-desorption model on a two-dimensional square lattice. It involves random adsorption at empty sites and correlated desorption requiring diagonally adjacent pairs of empty neighbors. We assess the model behavior utilizing kinetic Monte Carlo simulations. One finds generic two-phase coexistence between a low-coverage active steady state and a completely covered or "poisoned" absorbing steady state; i.e., both states are stable over a finite range of adsorption rates or "pressures." This behavior is in marked contrast to that for equilibrium phase separation. For spatially homogeneous systems, we provide a comprehensive characterization of the kinetics of relaxation to the steady states. We analyze rapid poisoning for higher pressures above an effective spinodal point terminating a metastable active state, nucleation-mediated poisoning in the metastable region, the dynamics of poisoned droplets within the two-phase coexistence region, and behavior reminiscent of bootstrap percolation dynamics for lower pressures. For spatially inhomogeneous systems, we analyze the propagation of planar interfaces between active and absorbing states, fully characterizing an orientation dependence which underlies the generic two-phase coexistence.

Generic two-phase coexistence in nonequilibrium systems

Gibbs' phase rule states that two-phase coexistence of a single-component system, characterized by an n-dimensional parameter-space, may occur in an n-1-dimensional region. For example, the two equilibrium phases of the Ising model coexist on a line in the temperature-magnetic-field phase diagram. Nonequilibrium systems may violate this rule and several models, where phase coexistence occurs over a finite (n-dimensional) region of the parameter space, have been reported. The first example of this behaviour was found in Toom's model [Toom,Geoff,GG], that exhibits generic bistability, i.e. two-phase coexistence over a finite region of its two-dimensional parameter space (see Section 1). In addition to its interest as a genuine nonequilibrium property, generic multistability, defined as a generalization of bistability, is both of practical and theoretical relevance. In particular, it has been used recently to argue that some complex structures appearing in nature could be truly stable rather than metastable (with important applications in theoretical biology), and as the theoretical basis for an error-correction method in computer science (see [GG,Gacs] for an illuminating and pedagogical discussion of these ideas).