Percolation theory
In statistical physics and mathematics, percolation theory describes the behaviour of connected clusters in a random graph. The applications of percolation theory to materials science and other domains are discussed in the article percolation.
A representative question (and the source of the name) is as follows. Assume that some liquid is poured on top of some porous material. Will the liquid be able to make its way from hole to hole and reach the bottom? This physical question is modelled mathematically as a three-dimensional network of n × n × n vertices, usually called "sites", in which the edge or "bonds" between each two neighbors may be open (allowing the liquid through) with probability p, or closed with probability 1 – p, and they are assumed to be independent. Therefore, for a given p, what is the probability that an open path (meaning a path, each of whose links is an "open" bond) exists from the top to the bottom? The behavior for large n is of primary interest. This problem, called now bond percolation, was introduced in the mathematics literature by Broadbent & Hammersley (1957), and has been studied intensively by mathematicians and physicists since then.
In a slightly different mathematical model for obtaining a random graph, a site is "occupied" with probability p or "empty" (in which case its edges are removed) with probability 1-p; the corresponding problem is called site percolation. The question is the same: for a given p, what is the probability that a path exists between top and bottom?
Of course the same questions can be asked for any lattice dimension. As is quite typical, it is actually easier to examine infinite networks than just large ones. In this case the corresponding question is: does an infinite open cluster exist? That is, is there a path of connected points of infinite length "through" the network? By Kolmogorov's zero–one law, for any given p, the probability that an infinite cluster exists is either zero or one. Since this probability is an increasing function of p (proof via coupling argument), there must be a critical p (denoted by pc) below which the probability is always 0 and above which the probability is always 1. In practice, this criticality is very easy to observe. Even for n as small as 100, the probability of an open path from the top to the bottom increases sharply from very close to zero to very close to one in a short span of values of p.
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