Percolation on the Bethe lattice

A one-dimensional chain is a tree in which every site has two neighbors. The Bethe lattice, or Cayley tree, generalizes it: every site has z neighbors and there are no loops, so any two sites are joined by exactly one path. That makes percolation exactly solvable. The threshold pc = 1/(z − 1) depends on z, but the critical exponents do not, and they are the mean-field values seen on random networks and on lattices above six dimensions.

Based on lecture notes by Sang Hoon Lee, following K. Christensen and N. R. Moloney, Complexity and Criticality (2005), Section 1.3. References

Sites of the center’s cluster in each generation ℓDots: this lattice. Dashed: the expected number N(ℓ) = z(z − 1)ℓ−1pℓ when the center is occupied. At pc it stays at z/(z − 1) in every generation.

p =
pc

Each site is occupied with probability p. Every site keeps its own random number, so raising p only adds sites.

Cluster of the center site
pc = 1/(z − 1)
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Center site occupied
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Size of the center’s cluster
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Furthest generation it reaches
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Reaches the outer boundary
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Expected size χ(p) = (1 + p)/(1 − (z − 1)p)
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Sites in this finite tree
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Share of them on the boundary
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A finite Cayley tree has a large share of its sites on the boundary, but in the infinite lattice every site is equivalent and the center is nothing special.

The threshold and the order parameter

A cluster extends indefinitely only if a walk along it, never retracing its steps, can always continue. Each site reached offers z − 1 new branches, each occupied with probability p, so percolation needs p(z − 1) ≥ 1:

pc = 1/(z − 1)

For z = 2 this gives pc = 1, the chain. The value depends on z, so pc is not universal. To find the probability P∞(p) that a site belongs to the infinite cluster, let Q∞ be the probability that a given branch does not connect to it. Either the branch’s first site is empty, or it is occupied and none of its z − 1 sub-branches connect:

Q∞ = 1 − p + p Q∞z−1, P∞(p) = p [1 − Q∞z]

For z = 3 the nontrivial root is Q∞ = (1 − p)/p above pc = 1/2. In general P∞ picks up linearly, P∞ ≈ [2z/(z − 2)](p − pc), so β = 1 for every z. The dots come from growing the center’s cluster generation by generation on an infinite lattice; a cluster still growing after thousands of generations, or past 200 000 sites in one generation, counts as infinite.

Order parameter P∞(p)Blue: exact for the chosen z, with simulation dots. Gray: the other z. Dashed: the tangent 2z/(z − 2) · (p − pc). The transition is continuous but not differentiable at pc.
P∞ ∝ (p − pc)βLog–log. Dotted: slope β = 1.

Average cluster size

Let B be the contribution of one branch to the size of the center’s cluster. If the branch’s first site is empty it adds nothing; if occupied, it adds itself and B from each of its z − 1 sub-branches. So B = p[1 + (z − 1)B], and with the center itself,

χ(p) = 1 + zB = (1 + p)/(1 − (z − 1)p) = pc(1 + p)/(pc − p), for 0 < p < pc

χ diverges as (pc − p)−1, so γ = 1 whatever z is. For z = 2 it reduces to (1 + p)/(1 − p), the chain result. Above pc the dots show the mean size of the center’s cluster when it is finite.

Average cluster size χ(p)Line: exact below pc. Dots: simulation, finite clusters only.
χ ∝ (pc − p)−γLog–log. Dotted: slope −γ = −1.

Cluster numbers

For z > 2 clusters of the same size s come in many shapes, but on a tree they all have the same number of perimeter sites, t = 2 + s(z − 2). So n(s, p) = g(s, t)(1 − p)tps with one degeneracy factor, which Fisher and Essam counted: g = z[(z − 1)s]! / (s! [(z − 2)s + 2]!). Near pc it factorizes as

n(s, p) = [(1 − p)/(1 − pc)]2 n(s, pc) e−s/sξ, sξ = −1 / ln[(p/pc)((1 − p)/(1 − pc))z−2]

At pc, n(s, pc) ∝ s−τ. Requiring Σ s n(s, pc) to stay finite while Σ s² n(s, pc) diverges gives 2 < τ ≤ 3, and matching χ ∝ sξ3−τ with χ ∝ (pc − p)−1 and sξ ∝ (p − pc)−2 gives τ = 5/2.

Cluster number density n(s, p)Lines: exact. Dots: from the simulated clusters at pc. Dotted: slope −5/2. Away from pc the power law is cut off at s ≈ sξ.

Characteristic cluster size sξ ∝ |p − pc|−1/σLog–log, below pc (dark) and above (red). Dotted: slope −2, so σ = 1/2. Above pc it measures the largest finite clusters, which shrink as the infinite cluster swallows them. For z = 3 the two branches coincide, since (1 − p)p is symmetric about pc = 1/2.

Correlation function and the sum rule

Distances on the Bethe lattice are chemical distances: the number of steps ℓ along the unique path, like the hopping distance in network science. The probability that a site ℓ generations away is occupied and in the same cluster as an occupied site is g(ℓ) = pℓ. With z(z − 1)ℓ−1 sites in generation ℓ, the expected number of them in the cluster is

N(ℓ) = z(z − 1)ℓ−1pℓ = [z/(z − 1)] e−ℓ/ℓξ, ℓξ = −1/ln(p/pc)

Summing over all sites recovers the average cluster size, 1 + Σℓ N(ℓ) = χ(p): the sum rule Σj g(i, j) = χ(p), a special case of the fluctuation–dissipation theorem.

N(ℓ), sites per generation in the center’s clusterLines: exact. Dots: simulation. Below pc it decays exponentially with ℓξ; at pc it is flat at z/(z − 1).

Exponents and the coordination number

The threshold and the amplitudes change with z, but every exponent is the same: the Bethe lattice is the mean-field limit of percolation. The same values describe Erdős–Rényi random networks and lattices above the upper critical dimension d = 6.

References

Key reference. K. Christensen and N. R. Moloney, Complexity and Criticality, Imperial College Press, London (2005). Section 1.3 covers percolation on the Bethe lattice, and Exercise 1.7 the order parameter for general z.

  1. H. A. Bethe, “Statistical theory of superlattices,” Proc. R. Soc. Lond. A 150, 552 (1935).
  2. M. E. Fisher and J. W. Essam, “Some cluster size and percolation problems,” J. Math. Phys. 2, 609 (1961). Exact cluster numbers on the Bethe lattice.
  3. D. Stauffer and A. Aharony, Introduction to Percolation Theory, 2nd ed., Taylor & Francis, London (1994).
  4. T. E. Harris, The Theory of Branching Processes, Springer, Berlin (1963). The cluster of a site on a tree grows as a branching process, which is how the simulation works.