The percolation threshold is a mathematical concept in percolation theory that describes the formation of long-range connectivity in random systems. Below the threshold a giant connected component does not exist; while above it, there exists a giant component of the order of system size. In engineering and coffee making, percolation represents the flow of fluids through porous media, but in the mathematics and physics worlds it generally refers to simplified lattice models of random systems or networks (graphs), and the nature of the connectivity in them. The percolation threshold is the critical value of the occupation probability p, or more generally a critical surface for a group of parameters p1, p2, ..., such that infinite connectivity (percolation) first occurs.[1]
Percolation models
The most common percolation model is to take a regular lattice, like a square lattice, and make it into a random network by randomly "occupying" sites (vertices) or bonds (edges) with a statistically independent probability p. At a critical threshold pc, large clusters and long-range connectivity first appear, and this is called the percolation threshold. Depending on the method for obtaining the random network, one distinguishes between the site percolation threshold and the bond percolation threshold. More general systems have several probabilities p1, p2, etc., and the transition is characterized by a critical surface or manifold. One can also consider continuum systems, such as overlapping disks and spheres placed randomly, or the negative space (Swiss-cheese models).
To understand the threshold, you can consider a quantity such as the probability that there is a continuous path from one boundary to another along occupied sites or bonds—that is, within a single cluster. For example, one can consider a square system, and ask for the probability P that there is a path from the top boundary to the bottom boundary. As a function of the occupation probability p, one finds a sigmoidal plot that goes from P=0 at p=0 to P=1 at p=1. The larger the square is compared to the lattice spacing, the sharper the transition will be. When the system size goes to infinity, P(p) will be a step function at the threshold value pc. For finite large systems, P(pc) is a constant whose value depends upon the shape of the system; for the square system discussed above, P(pc)=1⁄2 exactly for any lattice by a simple symmetry argument.
There are other signatures of the critical threshold. For example, the size distribution (number of clusters of size s) drops off as a power-law for large s at the threshold, ns(pc) ~ s−τ, where τ is a dimension-dependent percolation critical exponents. For an infinite system, the critical threshold corresponds to the first point (as p increases) where the size of the clusters become infinite.
In the systems described so far, it has been assumed that the occupation of a site or bond is completely random—this is the so-called Bernoulli percolation. For a continuum system, random occupancy corresponds to the points being placed by a Poisson process. Further variations involve correlated percolation, such as percolation clusters related to Ising and Potts models of ferromagnets, in which the bonds are put down by the Fortuin–Kasteleyn method.[2] In bootstrap or k-sat percolation, sites and/or bonds are first occupied and then successively culled from a system if a site does not have at least k neighbors. Another important model of percolation, in a different universality class altogether, is directed percolation, where connectivity along a bond depends upon the direction of the flow. Another variation of recent interest is Explosive Percolation, whose thresholds are listed on that page.
Over the last several decades, a tremendous amount of work has gone into finding exact and approximate values of the percolation thresholds for a variety of these systems. Exact thresholds are only known for certain two-dimensional lattices that can be broken up into a self-dual array, such that under a triangle-triangle transformation, the system remains the same. Studies using numerical methods have led to numerous improvements in algorithms and several theoretical discoveries.
Simple duality in two dimensions implies that all fully triangulated lattices (e.g., the triangular, union jack, cross dual, martini dual and asanoha or 3-12 dual, and the Delaunay triangulation) all have site thresholds of 1⁄2, and self-dual lattices (square, martini-B) have bond thresholds of 1⁄2.
The notation such as (4,82) comes from Grünbaum and Shephard,[3] and indicates that around a given vertex, going in the clockwise direction, one encounters first a square and then two octagons. Besides the eleven Archimedean lattices composed of regular polygons with every site equivalent, many other more complicated lattices with sites of different classes have been studied.
Error bars in the last digit or digits are shown by numbers in parentheses. Thus, 0.729724(3) signifies 0.729724 ± 0.000003, and 0.74042195(80) signifies 0.74042195 ± 0.00000080. The error bars variously represent one or two standard deviations in net error (including statistical and expected systematic error), or an empirical confidence interval, depending upon the source.
Percolation on networks
For a random tree-likenetwork (i.e., a connected network with no cycle) without degree-degree correlation, it can be shown that such network can have a giant component, and the percolation threshold (transmission probability) is given by
In networks with low clustering, , the critical point gets scaled by such that:[4]
This indicates that for a given degree distribution, the clustering leads to a larger percolation threshold, mainly because for a fixed number of links, the clustering structure reinforces the core of the network with the price of diluting the global connections. For networks with high clustering, strong clustering could induce the core–periphery structure, in which the core and periphery might percolate at different critical points, and the above approximate treatment is not applicable.[5]
Percolation in 2D
Thresholds on Archimedean lattices
This is a picture[6] of the 11 Archimedean Lattices or Uniform tilings, in which all polygons are regular and each vertex is surrounded by the same sequence of polygons. The notation "(34, 6)", for example, means that every vertex is surrounded by four triangles and one hexagon. Some common names that have been given to these lattices are listed in the table below.
Note: sometimes "hexagonal" is used in place of honeycomb, although in some contexts a triangular lattice is also called a hexagonal lattice. z = bulk coordination number.
2D lattices with extended and complex neighborhoods
In this section, sq-1,2,3 corresponds to square (NN+2NN+3NN),[39] etc. Equivalent to square-2N+3N+4N,[40] sq(1,2,3).[41] tri = triangular, hc = honeycomb.
Here NN = nearest neighbor, 2NN = second nearest neighbor (or next nearest neighbor), 3NN = third nearest neighbor (or next-next nearest neighbor), etc. These are also called 2N, 3N, 4N respectively in some papers.[39]
For overlapping or touching squares, (site) given here is the net fraction of sites occupied similar to the in continuum percolation. The case of a 2×2 square is equivalent to percolation of a square lattice NN+2NN+3NN+4NN or sq-1,2,3,4 with threshold with .[53] The 3×3 square corresponds to sq-1,2,3,4,5,6,7,8 with z=44 and . The value of z for a k x k square is (2k+1)2-5.
2D distorted lattices
Here, one distorts a regular lattice of unit spacing by moving vertices uniformly within the box , and considers percolation when sites are within Euclidean distance of each other.
Site threshold is number of overlapping objects per lattice site. k is the length (net area). Overlapping squares are shown in the complex neighborhood section. Here z is the coordination number to k-mers of either orientation, with for sticks.
In AB percolation, a is the proportion of A sites among B sites, and bonds are drawn between sites of opposite species.[59] It is also called antipercolation.
In colored percolation, occupied sites are assigned one of colors with equal probability, and connection is made along bonds between neighbors of different colors.[60]
Site bond percolation. Here is the site occupation probability and is the bond occupation probability, and connectivity is made only if both the sites and bonds along a path are occupied. The criticality condition becomes a curve = 0, and some specific critical pairs are listed below.
This figure shows something similar to the 2-uniform lattice #37, except the polygons are not all regular—there is a rectangle in the place of the two squares—and the size of the polygons is changed. This lattice is in the isoradial representation in which each polygon is inscribed in a circle of unit radius. The two squares in the 2-uniform lattice must now be represented as a single rectangle in order to satisfy the isoradial condition. The lattice is shown by black edges, and the dual lattice by red dashed lines. The green circles show the isoradial constraint on both the original and dual lattices. The yellow polygons highlight the three types of polygons on the lattice, and the pink polygons highlight the two types of polygons on the dual lattice. The lattice has vertex types (1⁄2)(33,42) + (1⁄2)(3,4,6,4), while the dual lattice has vertex types (1⁄15)(46)+(6⁄15)(42,52)+(2⁄15)(53)+(6⁄15)(52,4). The critical point is where the longer bonds (on both the lattice and dual lattice) have occupation probability p = 2 sin (π/18) = 0.347296... which is the bond percolation threshold on a triangular lattice, and the shorter bonds have occupation probability 1 − 2 sin(π/18) = 0.652703..., which is the bond percolation on a hexagonal lattice. These results follow from the isoradial condition[71] but also follow from applying the star-triangle transformation to certain stars on the honeycomb lattice. Finally, it can be generalized to having three different probabilities in the three different directions, p1, p2 and p3 for the long bonds, and 1 − p1, 1 − p2, and 1 − p3 for the short bonds, where p1, p2 and p3 satisfy the critical surface for the inhomogeneous triangular lattice.
Thresholds on 2D bow-tie and martini lattices
To the left, center, and right are: the martini lattice, the martini-A lattice, the martini-B lattice. Below: the martini covering/medial lattice, same as the 2×2, 1×1 subnet for kagome-type lattices (removed).
Example image caption
Some other examples of generalized bow-tie lattices (a-d) and the duals of the lattices (e-h):
(3,122) covering/medial lattice (in light grey), equivalent to the kagome (2 × 2) subnet, and in black, the dual of these lattices.
(3,4,6,4) covering/medial lattice, equivalent to the 2-uniform lattice #30, but with facing triangles made into a diamond. This pattern appears in Iranian tilework.[77] such as Western tomb tower, Kharraqan.[78]
(3,4,6,4) medial dual, shown in red, with medial lattice in light gray behind it
The threshold gives the fraction of sites occupied by the objects when site percolation first takes place (not at full jamming). For longer k-mers see Ref.[89]
Thresholds of full dimer coverings of two dimensional lattices
Here, we are dealing with networks that are obtained by covering a lattice with dimers, and then consider bond percolation on the remaining bonds. In discrete mathematics, this problem is known as the 'perfect matching' or the 'dimer covering' problem.
2D continuum percolation with disks2D continuum percolation with ellipses of aspect ratio 2
For disks, equals the critical number of disks per unit area, measured in units of the diameter , where is the number of objects and is the system size
For disks, equals critical total disk area.
gives the number of disk centers within the circle of influence (radius 2 r).
is the critical disk radius.
for ellipses of semi-major and semi-minor axes of a and b, respectively. Aspect ratio with .
for rectangles of dimensions and . Aspect ratio with .
for power-law distributed disks with , .
equals critical area fraction.
For disks, Ref.[100] use where is the density of disks of radius .
equals number of objects of maximum length per unit area.
For ellipses,
For void percolation, is the critical void fraction.
Voronoi diagram (solid lines) and its dual, the Delaunay triangulation (dotted lines), for a Poisson distribution of pointsDelaunay triangulationThe Voronoi covering or line graph (dotted red lines) and the Voronoi diagram (black lines)The Relative Neighborhood Graph (black lines)[125] superimposed on the Delaunay triangulation (black plus grey lines).The Gabriel Graph, a subgraph of the Delaunay triangulation in which the circle surrounding each edge does not enclose any other points of the graphUniform Infinite Planar Triangulation, showing bond clusters. From[126]