Universal function of the non-equilibrium phase transition of nonlinear Pólya urn

Abstract

We study the phase transition and the critical properties of a nonlinear Pólya urn, which is a simple binary stochastic process $X(t)\in \{0,1\},t=1,\cdots$ with a feedback mechanism. Let $f$ be a continuous function from the unit interval to itself, and $z(t)$ be the proportion of the first $t$ variables $X(1),\cdots ,X(t)$ that take the value 1. $X(t+1)$ takes the value 1 with probability $f(z(t))$. When the number of stable fixed points of $f(z)$ changes, the system undergoes a non-equilibrium phase transition and the order parameter is the limit value of the autocorrelation function. When the system is $Z_2$ symmetric, that is, $f(z)=1-f(1-z)$, a continuous phase transition occurs, and the autocorrelation function behaves asymptotically as $\ln (t+1{)}^{-1/2}g(\ln (t+1)/\xi )$, with a suitable definition of the correlation length $\xi$ and the universal function $g(x)$. We derive $g(x)$ analytically using stochastic differential equations and the expansion about the strength of stochastic noise. $g(x)$ determines the asymptotic behavior of the autocorrelation function near the critical point and the universality class of the phase transition.

arXiv comment19 pages, 4 figures

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