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Feedback-Induced Phase Transitions in Active Heterogeneous Conductors Samuel A. Ocko 1 and L. Mahadevan 2,3,4,* 1 Department of Physics, Massachusetts Institute of Technology, Cambridge, Massachusetts 02139, USA 2 School of Engineering and Applied Sciences, Department of Physics, Harvard University, Cambridge, Massachusetts 02138, USA 3 The Kavli Institute for Nanobio Science and Technology, Harvard University, Cambridge, Massachusetts 02138, USA 4 The Wyss Institute for Biologically Inspired Engineering, Harvard University, Cambridge, Massachusetts 02138, USA (Received 25 February 2014; published 2 April 2015) An active conducting medium is one where the resistance (conductance) of the medium is modified by the current (flow) and in turn modifies the flow, so that the classical linear laws relating current and resistance, e.g., Ohms law or Darcys law, are modified over time as the system itself evolves. We consider a minimal model for this feedback coupling in terms of two parameters that characterize the way in which addition or removal of matter follows a simple local (or nonlocal) feedback rule corresponding to either flow-seeking or flow-avoiding behavior. Using numerical simulations and a continuum mean field theory, we show that flow-avoiding feedback causes an initially uniform system to become strongly heterogeneous via a tunneling (channel-building) phase separation; flow-seeking feedback leads to an immuring (wall- building) phase separation. Our results provide a qualitative explanation for the patterning of active conducting media in natural systems, while suggesting ways to realize complex architectures using simple rules in engineered systems. DOI: 10.1103/PhysRevLett.114.134501 PACS numbers: 47.56.+r, 64.60.aq, 89.75.Kd Flow through heterogeneous conductors is important in many problems in physics, biology, geology, and engineer- ing. While most studies are limited to transport through a static medium, transport and flow can often modify the medium itself, which then modifies transport. Thus, these active heterogeneous conductors coevolve with the trans- port through them. For example, in geophysics, branching patterns are formed through the interplay of erosion, transport, and deposition [1,2], while networks of electrical fuses form complex patterns of failure due to the interplay in changes in current and resistance [3,4]. In biological systems, gradients and physical flows often arrange matter through feedback mechanisms to control transport at the cellular, organismal, and societal level. Specific examples of active heterogeneous conducting media in biology include network formation of slime molds [59], formation and remodeling of vascular networks [1013,1315], and the nest architectures of social insects [1621]. Elements universal to these active conducting media are conservation of current, feedback that changes resistance, and stochasticity. A minimal distillation of the common elements in these different systems corresponds to a stochastically evolving network driven uniformly by fluxes and forces at the boundary due to pressure, voltage, or concentration gradients. Since problems involving steady state diffusion of heat, concentration gradients, or flow through a porous material are mathematically analogous to current flow through electrical circuits, we will use the language of circuit theory from now on. We focus on a translationally symmetric case with periodic boundary conditions and a uniform driving voltage in the vertical ˆ z direction. The vertices are arranged in a square network, with the current I between neighboring vertices i; j given by I ij ¼ 1 Ω ij ð½V i V j þ g ˆ z · ˆ r ij Þ; X j I ij ¼ 0; ð1Þ where V i is the voltage at vertex i, g is the driving force, ˆ z is the vertical direction, and ˆ r ij is the relative position of i; j. Each vertex i either contains a particle (ρ i ¼ 1) or is empty (ρ i ¼ 0), and the resistance between two vertices Ω ij increases by ΔΩ when full; Ω ij ¼ 1 þ ΔΩðρ i þ ρ j Þ=2. Particles are removed from their vertices at a flow-dependent rate proportional to rðv i Þ, where v i ¼ ffiffiffiffiffiffiffiffiffiffiffiffiffiffi 1 2 P j I 2 ij q is the current through the cell [22]. They are then added to an empty vertex with probability proportional to aðv j Þ, leading to a simple algorithm for the evolution of the medium [23]: 1) Remove a particle from filled vertex i randomly selected with probability proportional to rðv i Þ. 2) Solve for the new current through the network [24] [25]. 3) Add the particle to an empty vertex j randomly selected with probability proportional to aðv j Þ. 4) Solve for the new current through the network. We emphasize that these four steps conserve particle number, but the movement of particles is nonlocal in that the distance between i; j may be arbitrarily large [26]. Furthermore, we note that the these dynamics lack detailed balance [Fig. 1(d)]. Since the removal and addition rates can either increase or decrease with local current in the active systems PRL 114, 134501 (2015) PHYSICAL REVIEW LETTERS week ending 3 APRIL 2015 0031-9007=15=114(13)=134501(5) 134501-1 © 2015 American Physical Society

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Page 1: Feedback-Induced Phase Transitions in Active Heterogeneous ... · Feedback-Induced Phase Transitions in Active Heterogeneous Conductors Samuel A. Ocko1 and L. Mahadevan2,3,4,* 1Department

Feedback-Induced Phase Transitions in Active Heterogeneous Conductors

Samuel A. Ocko1 and L. Mahadevan2,3,4,*1Department of Physics, Massachusetts Institute of Technology, Cambridge, Massachusetts 02139, USA

2School of Engineering and Applied Sciences, Department of Physics,Harvard University, Cambridge, Massachusetts 02138, USA

3The Kavli Institute for Nanobio Science and Technology, Harvard University, Cambridge, Massachusetts 02138, USA4The Wyss Institute for Biologically Inspired Engineering, Harvard University, Cambridge, Massachusetts 02138, USA

(Received 25 February 2014; published 2 April 2015)

An active conducting medium is one where the resistance (conductance) of the medium is modified bythe current (flow) and in turn modifies the flow, so that the classical linear laws relating current andresistance, e.g., Ohm’s law or Darcy’s law, are modified over time as the system itself evolves. We considera minimal model for this feedback coupling in terms of two parameters that characterize the way in whichaddition or removal of matter follows a simple local (or nonlocal) feedback rule corresponding to eitherflow-seeking or flow-avoiding behavior. Using numerical simulations and a continuum mean field theory,we show that flow-avoiding feedback causes an initially uniform system to become strongly heterogeneousvia a tunneling (channel-building) phase separation; flow-seeking feedback leads to an immuring (wall-building) phase separation. Our results provide a qualitative explanation for the patterning of activeconducting media in natural systems, while suggesting ways to realize complex architectures using simplerules in engineered systems.

DOI: 10.1103/PhysRevLett.114.134501 PACS numbers: 47.56.+r, 64.60.aq, 89.75.Kd

Flow through heterogeneous conductors is important inmany problems in physics, biology, geology, and engineer-ing. While most studies are limited to transport through astatic medium, transport and flow can often modify themedium itself, which then modifies transport. Thus, theseactive heterogeneous conductors coevolve with the trans-port through them. For example, in geophysics, branchingpatterns are formed through the interplay of erosion,transport, and deposition [1,2], while networks of electricalfuses form complex patterns of failure due to the interplayin changes in current and resistance [3,4]. In biologicalsystems, gradients and physical flows often arrange matterthrough feedback mechanisms to control transport at thecellular, organismal, and societal level. Specific examplesof active heterogeneous conducting media in biologyinclude network formation of slime molds [5–9], formationand remodeling of vascular networks [10–13,13–15], andthe nest architectures of social insects [16–21].Elements universal to these active conducting media are

conservation of current, feedback that changes resistance,and stochasticity. A minimal distillation of the commonelements in these different systems corresponds to astochastically evolving network driven uniformly by fluxesand forces at the boundary due to pressure, voltage, orconcentration gradients. Since problems involving steadystate diffusion of heat, concentration gradients, or flowthrough a porous material are mathematically analogous tocurrent flow through electrical circuits, we will use thelanguage of circuit theory from now on.

We focus on a translationally symmetric case withperiodic boundary conditions and a uniform driving voltagein the vertical z direction. The vertices are arranged in asquare network, with the current I between neighboringvertices i; j given by

Iij ¼1

Ωijð½Vi − Vj þ gz · rijÞ;

Xj

Iij ¼ 0; ð1Þ

where Vi is the voltage at vertex i, g is the driving force, z isthe vertical direction, and rij is the relative position of i; j.Each vertex i either contains a particle (ρi ¼ 1) or is empty(ρi ¼ 0), and the resistance between two vertices Ωij

increases by ΔΩ when full; Ωij ¼ 1þ ΔΩðρi þ ρjÞ=2.Particles are removed from their vertices at a

flow-dependent rate proportional to rðviÞ, where vi ¼ffiffiffiffiffiffiffiffiffiffiffiffiffiffi12

PjI

2ij

qis the current through the cell [22]. They are

then added to an empty vertex with probability proportionalto aðvjÞ, leading to a simple algorithm for the evolution ofthe medium [23]: 1) Remove a particle from filled vertex irandomly selected with probability proportional to rðviÞ.2) Solve for the new current through the network [24] [25].3) Add the particle to an empty vertex j randomly selectedwith probability proportional to aðvjÞ. 4) Solve for thenew current through the network. We emphasize that thesefour steps conserve particle number, but the movement ofparticles is nonlocal in that the distance between i; jmay bearbitrarily large [26]. Furthermore, we note that the thesedynamics lack detailed balance [Fig. 1(d)].Since the removal and addition rates can either increase

or decrease with local current in the active systems

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described earlier, we explore this range of possibilities withtwo parameters αR, αA. For the removal process, we chooserðviÞ ¼ vi−αR ; at positive αR, particles in high current willrarely be removed (flow-seeking), and vice versa. For theaddition process, we choose aðvjÞ ¼ vjαA ; at positive αA,empty vertices with high current will likely be filled(flow-seeking) and vice versa.For simplicity, we have chosen our functional forms such

that in any circuit, rðviÞ ∝ g−αR , aðvjÞ ∝ gαA . Because onlythe ratios of currents are important, we may set this systemof equations to be dimensionless by making the substitu-tions: Ω0 → 1, ΔΩ → ΔΩ=Ω0, g → 1. This gives fourdimensionless parameters: ΔΩ; αR; αA, and ρ, the meanparticle density. We want the difference between filledand unfilled vertices to be large; here we choose ΔΩ ¼ 19such that the resistance between filled vertices is 20 timeshigher than empty vertices.Simulations.—For each αR; αA, we start the system at a

uniform density ρ and evolve it so that each particle or holemoves an average of one thousand times. This procedureis repeated twenty times for the parameters αR; αA ¼ð−6;−3;…; 3; 6Þ, ρ ¼ 1=4, computing the current throughthe entire network at every step. The results in Fig. 1 showthat the system spontaneously forms channels (with highconductivity) at sufficiently negative αR; αA, consistentwith natural systems sharing these qualitative biases. Indrainage networks, erosion increases with current (αR < 0),while deposition decreases (αA < 0), while in biology, ants

have been observed to remove corpses from high-windareas (αR < 0) and place them in low-wind areas (αA < 0);both of these systems form channels. Likewise, the systemforms walls at sufficiently positive αR; αA, consistent withfuse networks (αA > 0). This kind of phase transition is alsosimilar to those seen in driven lattice gas models [27,28].When the system channelizes due to negative αR, we find

thin channels; negative αA gives thick channels. To under-stand these transitions, we consider their robustness toperturbations. When the system has formed a set of parallelchannels, occasionally a channel gets blocked [Fig. 1(c)].When the channel is thin, current must go through the clogblocking the channel, and therefore total current throughthe channel is reduced while the clogging particle has muchof this current forced through it. On the other hand, when achannel is thick, current will go around the clog, and so isbarely impeded. Therefore, at negative αA, the thin channelhas reduced current, and this clogging will cause the thinchannel to fill, while a large channel is much more robustand will not be filled. On the other hand, for negative αR,the clog in the wide channel has little current through it, andlingers, allowing the wide channel to eventually be filled;the clog in the thin channel has high current forced throughit and is quickly removed. A similar argument shows thatpositive αA leads to thin walls, while positive αR leads tothick walls. The system exhibits large hysteretic effectswhich are especially strong at very negative αA; αR, whenthe system is “frozen” and fluctuations are suppressed.

(a)

(c)

(d)

(b)

FIG. 1 (color online). (a) Example system for ðαA; αRÞ ¼ ð0; 0Þ. Filled vertices are covered by gray squares. Current is driven in theupwards z direction; direction and magnitude of current between neighboring vertices is indicated by red arrows. (b) Phase diagramfor ρ ¼ 1=4. Each individual box represents a single system that has equilibrated for a particular (αA; αR), where αA; αR have values(−6, 3, 0, 3, 6). At positive αR, the system forms thick walls; negative αR gives thin channels. Positive αA leads to a series of thin walls;negative αA gives thick channels. At positive αR, negative αA, a phase separation occurs at both orientations, giving a set of clumps.(c) Robustness of thick and thin channels. (d) Lack of detailed balance: αA < 0, and K2 ≈ K3, as the current through the lower rightvertex has only weak dependance on the occupation of the upper left vertex. However K1 ≉K4, as the current through the upper leftvertex strongly depends on the occupation of the lower right vertex; therefore, K1K2 ≠ K3K4.

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Interestingly, when αR is positive and αA is negative, bothchannelization and wall-building phase separations occur,as the system phase separates into thick clumps, which canbe explained through a continuum model.To characterize the wall-building phase separation,

we use the row density ρz ¼P

xρxz=Lx as an orderparameter, consistent with the fact that when the dis-tribution of row densities becomes bimodal [Fig. 2(d)example, wall building has occurred] [29]. We character-ize the channelization phase separation in terms of thecolumn density ρx ¼

Pzρxz=Lz; when this is bimodal,

channelization has occurred (Fig. 1). We characterize aclumping phase separation through local density ρr ¼ð1=AÞPr0Θð

ffiffiffi6

p− jr − r0jÞρr0 , where Θ is the Heaviside

function [30]; when this is bimodal and neither columnor row density are bimodal, clumping has occurred.Characterizing the distribution of filled vertices with a

mean density field ρ, the continuum version of Eq. (1) is

J ¼ κðρÞ½−∇V þ gz; ∇ · J ¼ 0; ð2Þwhere κ, the conductivity, is a function of density.Similarly, in the continuum limit, the discrete additionand removal activity are replaced with a stochastic equationfor density evolution,

_ρ ¼ −Rðρ; J; αRÞ þNAðρ; J;αAÞ þ η; ð3ÞwhereRðρ; J; αRÞ is the mean removal rate from a region ofwith density ρ, current J, and a bias of αR. A is the meanaddition rate, and J is itself a functional of ρ obtained bysolving Eq. (2). N ¼ ∬R=∬A acts as a sort of chemicalpotential, which is set to conserve total particle number. η isthe stochastic noise term, whose form will be discussedlater [31]. The predictions of the continuum model depend

strongly on the functions κ;A;R. To determine them, weuse a hybrid approach, sampling via numerical experimentusing randomly placed particles and then varying thedensity to approximate the entire functions, leaving uswith no fitting parameters [32]. While the discrete andcontinuum model both lack detailed balance and thus wecannot write down a free energy function associated withtheir dynamics, we can use equilibrium considerationswhen certain limits or symmetries are assumed.Nearly disordered limit.—In the limit where αR; αA → 0,

only the linear response is important. We write Eq. (3) as

_ρ ¼ −T ðρ; J; ~αÞ þ η; ð4Þwhere T ðρ; J; ~αÞ ¼ −Rðρ; J; αRÞ þNAðρ; J; αAÞ is thetime derivative functional and ~α ¼ ðαR;αAÞ. In Fourierspace, we separate the effects of J and ρ on T :

dT ðkÞdρðkÞ ¼ ∂T

∂ρJ;~α

þ ∂T∂Jz

ρ;~α

∂JzðkÞ∂ρðkÞ : ð5Þ

When k ∝ x, density fluctuations are horizontal(channels) and cause fluctuations in current; whenk ∝ z, fluctuations are vertical (walls) and current isuniform. The full relation can be shown [33] to be½∂JzðkÞ=∂ρðkÞ ¼ ð∂κ=∂ρÞk2

x=jkj2.To first order _ρðkÞ ¼ −½dT ðkÞ=dρðkÞρðkÞ þ η, where

η is independent of k. This allows us to predict the meanamplitude of fluctuations:

hρðkÞ2i ∝∂T∂ρ

J;~α

þ ∂Jz∂ρ

ρ;~α

∂κ∂ρ

k2x

jkj2

−1: ð6Þ

We note that this is independent of the magnitude of k,and is a function of its direction alone [Fig. 2(a)], because

(a1) (b) (d) (f)

(e)

(c)

(a2)

FIG. 2 (color online). (a1) hρðkÞ2i for ðαR; αAÞ ¼ ð0.1; 0.1Þ. (a2) Scatter plot of hρðkÞ2i vs ðk · zÞ2 ¼ cos2ðθÞ for ðjkjLÞ=2π ≤ 5

compared with prediction from continuum model. Note that the majority of dependence is on direction k2x=jk2j, not magnitude jkj.

(b) Fokker-Planck dynamics of continuum model for wall phase separation for a slice of area A. (c) Visualization of Eqs. (7), (9), forðαR; αAÞ ¼ ð2.6; 0Þ. (d) Comparison of histograms of row density, αA ¼ 0 for a 40 × 40 system. The right histogram is bimodal, so awall phase transition is considered to have occurred. (e) Comparison of snapshots and row density histograms for a wall-building phasetransition. (f) Observed phase transitions though observation of order parameters on ensemble vs predictions of the continuum model,αA, αR ¼ ð−6; 3; 0; 3; 6Þ.

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of the dipolelike interactions between particles whichinhibit current upstream and downstream, while increasingit laterally. Similar interactions have been noted in fusenetworks [34–36].x translation symmetry.—To predict wall building, we

assume translation symmetry in the x direction, so thatJðx; zÞ is constant throughout the system. In the discretemodel the current through any vertex is proportional to J,so that we may make the simplification Rðρ; J; αRÞ →Rðρ; αRÞJ−αR ;Aðρ; J; αAÞ → Aðρ; αAÞJαA [37].We can view a horizontal slice containing A vertices as

having uniform density, obeying the dynamics shown inFig. 2, with a mean addition rate Aðρ;αAÞJαAN , and amean removal rate of Rðρ; αRÞJ−αR . The first criteria for aphase separation to occur is mass balance, i.e., no netparticle transfer, between two horizontal slices of densitiesρ1, ρ2:

N ¼ Rðρ1; αRÞJ−αRAðρ1;αAÞJαA

¼ Rðρ2; αRÞJ−αRAðρ2; αAÞJαA

¼ ~NJ−αR

JαA; ð7Þ

where we have defined ~N in order to separate thedependence of J and ρ. Assuming each slice is large(A → ∞), we may find a recursion relation for theequilibrium distribution of densities:

Pðρþ 1=AÞPðρÞ ≈

Aðρ; αAÞ ~NRðρ; αRÞ

; ð8Þ

giving conditions for free energy balance

Zρ2

ρ1

ln

Aðρ0; αAÞ ~NRðρ0; αRÞ

dρ0 ¼ 0: ð9Þ

The continuum model predicts the system to form wallswhen ρ falls between ρ1; ρ2 which satisfy both mass andfree-energy balance. Note that the wall phase separation isindependent of J.z translation symmetry.—To predict channelization, we

assume translation symmetry in the z direction, soJðx; zÞ ¼ κ(ρðxÞ)z. As before, each vertical slice will obeythe dynamics in Fig. 2, except the mean removal rate isnow Rðρ; αRÞκðρÞ−αR ; the mean addition rate becomesNAðρ; αAÞκðρÞαA . Following the same procedure, thecriteria for mass balance becomes

N ¼ Rðρ1; αRÞAðρ1; αAÞ

κðρ1Þ−αRκðρ1ÞαA

¼ Rðρ2; αRÞAðρ2; αAÞ

κðρ2Þ−αRκðρ2ÞαA

ð10Þ

and the condition for free energy balance becomes

Zρ2

ρ1

ln

Aðρ0; αAÞN κðρ0ÞαAþαR

Rðρ0; αRÞdρ0 ¼ 0: ð11Þ

We note that when αA ¼ −αR, the criteria for wall buildingand channelization become identical; if a phase separation

occurs, it will occur in both orientations, giving rise to aclumping phase separation. This is consistent with ourobservations in simulations Figs. 1(b) and 1(c).Our model for active heterogeneous conductors relies

on a small number of very simple elements: a conservedcurrent in a medium where flow and resistance are coupledto each other, in the presence of noise. This allows us toprovide a unified coarse-grained approach that links anumber of different physical and biological systems withdifferent underlying fine-grained mechanisms that are oftenconsidered disparately. Despite its minimal complexity, ournumerical simulations of the model produce the samechanneling and immuring phase separations through thevariation of only two parameters corresponding to biases inmaterial addition and removal, consistent with the biasesof the systems it is inspired by; flow-avoiding drainagenetworks and ant corpse piles lead to channels, andflow-seeking fuse breaks that lead to walls.A complementary continuum model corroborates our

numerical simulations and also leads to the formation ofwalls, channels, and clumps. However, the functionscharacterizing conductivity and activity used in this con-tinuum model come from numerical experiments whichneglect microscopic correlations, resulting in a predictionof a continuous phase transition as opposed to the observeddiscontinuous one. In addition, because there is no inherentlength scale to the continuum model, it cannot explain thetransition between thin and thick structures. A continuummodel considering the formation of the thinnest structuresalso predicts channelization and walling [38], but a theorycombining both elements has no additional predictivepower. Additionally the model predicts scale-free dipolelikecorrelations observed in the discrete model, which ought toexist in all nearly disordered systemswhere conductivity andcurrent are coupled. While in these systems, addition andremoval biases complement each other, our model showsthat only one type of bias is needed for a phase separation.Opposing removal and addition biases, if they could beengineered, offer new possibilities for patterning thatexplore the entire phase diagram.

We thank Mehran Kardar for discussions about thenature and order of the phase transitions, and suggestingthe short-length-scale continuum model. For partial finan-cial support, we thank the Henry W. Kendall physicsfellowship (S. O), the Wyss Institute and the MacArthurFoundation (L. M) and Human Frontiers Science ProgramGrant No. RGP0066/2012-TURNER (S. O., L. M.).

*Corresponding [email protected]

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[22] This particular expression for v chosen for rotationalinvariance.

[23] D. T. Gillespie, Annu. Rev. Phys. Chem. 58, 35 (2007).[24] See Supplemental Material at http://link.aps.org/

supplemental/10.1103/PhysRevLett.114.134501, for detailsabout how the currents were solved using the Eigen linearequation solver, which includes Ref. [25].

[25] G. Guennebaud et al., “Eigen v3,” http://eigen.tuxfamily.org(2010).

[26] A related model involving local movement gives verysimilar behavior. See SI 4) [24] for comparison with localdynamics.

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[28] B. Schmittmann and R. K. P. Zia, Phys. Rep. 301, 45 (1998).[29] See [24], SI 2) for details of determining bimodality.[30] We are limited to small system sizes, and thus a short-ranged

local density function, for computational reasons.[31] A complete continuum model should involve spatial terms

to account for a short wavelength cutoff; here we do notinclude terms in A;R; κ that involve spatial derivatives,focusing on the homogeneous mean field limit.

[32] Making analytical approximations gives similar qualitativebehavior, although the agreement with simulations is not asgood. As in the discrete case, we start with a uniform densityof ρ; J0 ¼ κðρÞ. See [24] SI 5) for details.

[33] See [24] SI 1) for derivation.[34] T. Nagatani, J. Phys. C 15, 5987 (1982).[35] A. Shekhawat, S. Papanikolaou, S. Zapperi, and J. P. Sethna,

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349 (2006).[37] This is because in any region v ∝ J, and, therefore,

rðvÞ ∝ v−αR ∝ J−αR , aðvÞ ∝ vαA ∝ JαA .[38] See [24] SI 6) for the short-length-scale continuum model.

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Feedback induced phase transitions in active heterogeneous conductors: supplementalmaterial

Samuel A. Ocko1 and L. Mahadevan2

1Department of Physics, Massachusetts Institute of Technology, Cambridge, Massachusetts 02139, USA2School of Engineering and Applied Sciences, Department of Physics,

Harvard University, Cambridge, Massachusetts 02138, USA

In the first section, we derive the strength of fluctuations for the low-α limit claimed in the paper. In the secondsection, we explain how the bimodality of a distribution was determined. All other sections are included for the sakeof completeness.

CONTENTS

I. Low α limit 2

II. Determining if a distribution is bimodal 3

III. Fourier transform, two-point correlations, and conductivity 4

IV. Comparison to local dynamics 4

V. Analytical Mean Field Theory 5

VI. Short Length Scale Continuum Model 5

VII. Methods 6

References 7

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I. LOW α LIMIT

We start off from Darcy’s Law

J = κ(ρ) (z −∇V ) , ∇ · J = 0, (1)

and a Langevin equation,

ρ = −T (ρ,J(ρ), α) + η, (2)

Where T is the time derivative functional, α is short for (αR, αA) = and J is itself a functional of ρ obtained bysolving (1). We decompose this:

dTdρ

=∂T∂ρ

∣∣∣∣J,α

+∂T∂Jz

∣∣∣∣ρ,α

∂Jz

∂ρ

∂T∂Jx

∣∣∣∣ρ,α

∂Jx

∂ρ

We note that, due to symmetry, the third term is zero and may be removed. Moving into fourier space, whereρ = ρ0 +

∫∫ρ(k)eik·r, we we have:

dT (k)

dρ(k)=

∂T∂ρ

∣∣∣∣J,α

+∂Jz(k)

∂ρ(k)

∣∣∣∣ρ,α

∂Jz

∂ρ.

We now must find:

dJz(k)

dρ(k).

To do so, we start off with a uniform density ρ0 and then apply a sinusoidal perturbation ∆ρeik·r. The conductivityis, to within first order

κ = κ0 +dκ

dρ∆ρeik·r = κ0 +∆κeik·r

Giving us a mean current

J =[κ0 +∆κeik·r

]z − κ0∇

[∆V eik·r

]= κ0z +∆κz = J0 +∆Jeik·r, ∆J = eik·r[∆κz − κ∆V [ikxx+ ikz z]]

We set ∆V to conserve current up to first order:

∇ ·∆J = eik·r[∆κikz + κ0∆V

[k2x + k2z

]]= 0 ⇒ ∆V =

−ikz|k2|κ0

.

Giving us our change in current,

∆J = ∆ρdκ

[z +

ikz|k|2

[ikxx+ ikz z]

]= ∆ρ

[k2x|k|2

z − kxky|k|2

x

]⇒ dJz(k)

dρ(k)=

k2x

|k|2, (3)

Plugging 3 into 2 yields:

ρ(k) = −

(∂T∂ρ

∣∣∣∣J,α

+∂Jz

∂ρ

∣∣∣∣ρ,α

∂κ

∂ρ

k2x

|k|2

)ρ(k) + η(k)

where ⟨η(k, t)η∗(k, t′)⟩ = 2δ(t− t′)D. The Einstein relation then predicts the strength of fluctuations to within firstorder:

⟨ρ(k)2

⟩≈ D

(∂T∂ρ

∣∣∣∣J,α

+∂Jz

∂ρ

∣∣∣∣ρ,α

∂κ

∂ρ· k2

x

|k|2

)−1

.

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II. DETERMINING IF A DISTRIBUTION IS BIMODAL

Each simulation i at a particular parameter value gives us a Pi(N), the probability of measuring a N particlesin a row, column, or clump in simulation. Averaging many individual simulations allows us to calculate an averageP (N), as well as σ(N), the estimated standard deviation of this average measurement. We use a 3-sigma thresholdof statistical significance-we are significantly more likely to measure N particles than N ′ iff

P (N)− P (N ′) > 3√σ(N)2 + σ(N ′)2 (4)

If a local maximum P (N) can reach a larger P (N ′′) without moving through a valley where (4) holds, it is consideredto be a false peak. If not, it is considered to be a true peak. A histogram with at least two true peaks is consideredto be bimodal.

One true peak Two true peaks

FIG. 1 The distribution on the left has many false peaks, but is not considered to be bimodal. The rightdistribution is.

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III. FOURIER TRANSFORM, TWO-POINT CORRELATIONS, AND CONDUCTIVITY

We can view the two-point correlations in real space and Fourier space, as well as the effect of bias on the conductivityof the medium.

b)

a) b) c) κ

FIG. 2 a) Fourier transform⟨ρ(k)2

⟩(high amplitudes in dark, k = 0 at center). b) Two-point correlation

⟨(ρ(0)− ρ) (ρ(r)− ρ)⟩ (positive correlations in dark, r = 0 at center). c)Contour plot of conductivity of the mediumas a function of αR, αA.

IV. COMPARISON TO LOCAL DYNAMICS

For local dynamics, we we use a slightly modified time integration step.

1. Remove a particle from filled vertex i randomly selected with probability proportional to r(vi).2. Solve for the new current through the network.

3. Add the particle to an empty vertex j randomly selected with probability proportional to a(vj) e−

(rj−ri)2

2σ2 .4. Solve for the new current through the network.

This prohibits a removed particle from traveling non-locally.

-6

6

αA

αR-6 6

-6

6

αA

αR-6 6Non Local σ = 1

FIG. 3 Comparison of Nonlocal and Local Dynamics

The phase diagram generated is very similar (Fig. 3).

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V. ANALYTICAL MEAN FIELD THEORY

An alternate mean field theory produces some of the same qualitative behavior. Instead of relying on numerics tofind the values of A(ρ, αA), R(ρ, αR), κ(ρ), we rely on a very simple model which gives analytical results.

Channels Walls

FIG. 4 Schematic of approximations made to obtain analytic forms for A,R, κ for channelization and wall-building

Channels: For predicting a channelization phase transition, we assume that current is unable to travel in the xdirection(Fig. 4). Therefore, the equation for conductivity is:

κchan(ρ) =1

1 +∆Ωρ.

Because current cannot flow laterally, an equal current of J is pushed through the filled and empty vertices, and so

Achan(ρ, αA) = (1− ρ), Rchan(ρ, αR) = ρ.

We note thatAwallκ

αAwall

Rwallκ−αRwall

is a function of αA + αR, and has no individual dependence on αA, αR.

Walls: For predicting a wall phase transition, we assume that, between rows, current can freely flow in the xdirection without any resistance (Fig. 4). Therefore, the equation for conductivity is

κwall(ρ) = (1− ρ) +ρ

1 + ∆Ω.

The total driving across a wall is Jκwall

, and thus the current across an empty vertex is Jκwall

. The total current

across a filled vertex is Jκwall(1+∆Ω) . Therefore:

Awall(ρ, αA) = (1− ρ)

(1

κwall(ρ)

)−αR

, Rwall(ρ, αR) = ρ

(1

κwall(ρ) (1 + ∆Ω)

)αA

.

We note that Awall

Rwallis also function of αA + αR, and has no individual dependence on αA, αR.

When ρ = .25, a channelization phase transition occurs when αA + αR ≲ −1.55. A wall-building phase transitionoccurs when αA + αR ≳ 2.25.

VI. SHORT LENGTH SCALE CONTINUUM MODEL

We can also create a continuum model on a short length scale. To do so, we select a periodic structure with tworegions labeled 1 and 2. Region 1 comprises a fraction V1 of the squares, while region 2 comprises a fraction V2 ofsquares.The density will originally be uniform, s.t. ρ1 = ρ2 = ρ, and a mean density of s (Fig. 5) can transfer between

squares such that

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ρ1 = ρ+ s/V1, ρ2 = ρ− s/V2

s = 0 s = 0.1 s = 0.2

FIG. 5 Example systems where ρ = .5, s = 0, 0.1, 0.2, with a spacing of d = 2. Orientation is set to channels/pillars.

At a particular imbalance s, the probability of an particle moving from region 2 to region 1 divided by the probabilityof the opposite process gives us a “fugacity”:

N(ρ, s, αA, αR) =R2 (ρ2, κ(ρ, s), αR) · A1 (ρ1, κ(ρ, s), αA)

R1 (ρ1, κ(ρ, s), αR) · A2 (ρ2, κ(ρ, s), αA)

Therefore, the free energy of a state with an imbalance s is

−∫ s

0

Ln[N(ρ, s′, αA, αR)]ds′

s will be set to minimize free energy, and when the optimal s is nonzero, the continuum model predicts the systemto spontaneously “crystallize” into a form where regions 1 and 2 have different density. For thin channels, region 1is set by δx mod d, where d some integer which sets the spacing between channels or pillars. This walls are the sameexcept that region 1 is now set by δy mod d.The short-length scale continuum model gives similar behavior to the uniform continuum model, although the

change in free energy is nearly always lower.

-6

6

αA

αR-6 6

-6

6

αA

αR-6 6

-6

6

αA

αR-6 6Uniform d = 2 d = 4

Clumps

Walls

Channels

Uniform

FIG. 6 Comparison of large and small length scale continuum model where ρ = .25

VII. METHODS

The code used was written in a combination of C++, MATLAB, and Objective-C, and can be downloaded athttp://web.mit.edu/socko/Public/PublishedCode/ActivePorousMediaCode.zip. Currents were solved using the Eigen

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linear equation solver [1].

[1] G. Guennebaud, B. Jacob, et al., “Eigen v3,” http://eigen.tuxfamily.org (2010).