Critical properties of the susceptible-exposed-infected model with correlated temporal disorder.

In this paper we study the critical properties of the nonequilibrium phase transition of the susceptible-exposed-infected (SEI) model under the effects of long-range correlated time-varying environmental noise on the Bethe lattice. We show that temporal noise is perturbatively relevant changing the universality class from the (mean-field) dynamical percolation to the exotic infinite-noise universality class of the contact process model. Our analytical results are based on a mapping to the one-dimensional fractional Brownian motion with an absorbing wall and is confirmed by Monte Carlo simulations. Unlike the contact process, our theory also predicts that it is quite difficult to observe the associated active temporal Griffiths phase in the long-time limit. Finally, we also show an equivalence between the infinite-noise and the compact directed percolation universality classes by relating the SEI model in the presence of temporal disorder to the Domany-Kinzel cellular automaton in the limit of compact clusters.

Fractional Brownian motion with a reflecting wall.

Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of Monte Carlo simulations. Whereas the mean-square displacement of the particle shows the expected anomalous diffusion behavior 〈x^{2}〉∼t^{α}, the interplay between the geometric confinement and the long-time memory leads to a highly non-Gaussian probability density function with a power-law singularity at the barrier. In the superdiffusive case α>1, the particles accumulate at the barrier leading to a divergence of the probability density. For subdiffusion α<1, in contrast, the probability density is depleted close to the barrier. We discuss implications of these findings, in particular, for applications that are dominated by rare events.

Extinction transitions in correlated external noise.

We analyze the influence of long-range correlated (colored) external noise on extinction phase transitions in growth and spreading processes. Uncorrelated environmental noise (i.e., temporal disorder) was recently shown to give rise to an unusual infinite-noise critical point [Europhys. Lett. 112, 30002 (2015)EULEEJ0295-507510.1209/0295-5075/112/30002]. It is characterized by enormous density fluctuations that increase without limit at criticality. As a result, a typical population decays much faster than the ensemble average, which is dominated by rare events. Using the logistic evolution equation as an example, we show here that positively correlated (red) environmental noise further enhances these effects. This means, the correlations accelerate the decay of a typical population but slow down the decay of the ensemble average. Moreover, the mean time to extinction of a population in the active, surviving phase grows slower than a power law with population size. To determine the complete critical behavior of the extinction transition, we establish a relation to fractional random walks, and we perform extensive Monte Carlo simulations.