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Zealot 2
Zealot 2
I. INTRODUCTION size of social groups, and they also found that conformity
can be seriously deflected by individuals (like zealots)
Parsimonious individual-based models have been com- that are able to resist group pressure [6, 7]. Motivated by
monly used to describe collective social phenomena for these considerations [5, 6], the basic features of the qVM
more than four decades [1]. In particular, statistical and zealotry have recently been combined in the q-voter
physics models have proven especially well-suited to re- model with inflexible zealots (qVMZ) [16] and in a het-
veal the micro-macro connections in social dynamics and erogeneous counterpart model, called the 2qVZ, in which
to help reveal the relationships existing between phenom- two subgroups of susceptible voters interacting with their
ena appearing across disciplines (like biology, ecology, neighbors with different q’s: namely, with q1 < q2 [17].
economics) [2]. In particular, the voter model (VM) [3] In the qVMZ and 2qVZ, group-size limited confor-
serves as a reference to describe the evolution of opinions mity and zealotry are accounted for, and zealots signif-
in interacting populations [2, 4]. It is however well estab- icantly tame the level of social conformity in the popu-
lished that the VM is built on a number of oversimplified lation [16, 17]. Furthermore, the dynamics of the qVMZ
assumptions: For instance, the VM considers that all vot- and 2qVZ in a well-mixed population is similar and is
ers are similar: In the absence of any self-confidence, they characterized by two phases as in systems in thermal
change their their opinion by imitating neighbors. This equilibrium: Below a critical level of zealotry, the opin-
mechanism of conformity by imitation does not allow to ion distribution transitions from single-peaked becomes
maintain social diversity in the long run, but always leads bimodal and, in finite populations, the dynamics is char-
to a consensus. However, social scientists have shown acterized by the fluctuation-driven switching between
that the collective dynamics of a society greatly depends two states [16, 17]. Yet, while the qVMZ of Ref. [16]
on the different responses to stimuli by the members of obeys detailed balance and its stationary distribution
a society [5–7]. A simple way to accommodate a popula- can be obtained exactly, this is not the case of the 2qVZ
tion with different levels of confidence is to assume that even in the simple case of a well-mixed population when
some agents are “zealots” and either favor one opinion [8] the system relaxes into a non-equilibrium steady state
or inflexibly maintain a fixed opinion [9]. Since the intro- (NESS) [17]. The fact that the 2qVZ does not obey
duction of zealots in the VM, the effect of zealotry has detailed balance has many important statistical physics
been studied in other models of social dynamics [10] and consequences: There is generally no simple way to ob-
in various contexts [11]. tain the NESS distribution [18], while persistent proba-
In this work, we focus on the so-called two-state non- bility currents are responsible for subtle oscillations and
linear q-voter model (qVM) [12]. In this variant of the non-trivial correlation functions [17, 19]. From a social
VM, that has received much attention recently [13], each dynamics viewpoint, the composition of the society be-
voter can be influenced by a group of q neighbors [14] ing very heterogeneous, it would be relevant to consider
[15]. This mimics the fact that group pressure is known models with a distribution of q’s that would reflect dif-
to influence the degree of conformity, especially above a ferent responses to multiple social stimuli [5]. While an-
group size threshold [7]. Furthermore, social scientists alytical progress appears to be difficult in such a general
have shown that conformity via imitation is a driving case, much can be learnt about the influence of being
mechanism for collective actions that is influenced by the out-of-equilibrium on the social dynamics by consider-
2
may flow between any two configurations in general, here is reasonable to label it as the average total probability
they exist only between nearest neighbors, e.g., from ~n angular momentum (in the NESS):
~ ∗,
to ~n + ~ei . Thus, we can denote it by a vector field K X
the components being hLi∗ ≡ εij ni Kj∗ (~n). (10)
n
~
K1∗ (~n) = W1+ (~n)P ∗ (~n) − W1− (~n + ~e1 )P ∗ (~n + ~e1 ), (5)
~ ∗ as a kind of
In this context, it is possible to regard K
K2∗ (~n) = W2+ (~n)P ∗ (~n) − W2− (~n + ~e2 )P ∗ (~n + ~e2 ), ∗
probability distribution, much like P . In fact, substi-
Note that −Ki∗ (~n − ~ei ) is also the net current from ~n to tuting (5) into this expression leads us to
~n − ~ei . In a NESS, the current is divergence-free (see ∗
Appendix A). On a lattice, this condition reads hLi∗ = hεij ni Vj i (11)
0 = K1∗ (~n) − K1∗ (~n − ~e1 ) + K2∗ (~n) − K2∗ (~n − ~e2 ). (6) where V ~ ≡W ~ + −W~ − , see Appendix A 1. Clearly, hLi∗ is
as much P as a physical observable in the NESS as the mean
As a result, the curl of K~ ∗ is non-trivial, i.e., K~ ∗ forms hni i∗ ≡ ~nPni P ∗ (~n) or the two-point lagged correlations
closed loops, a useful characterization of which is the hn′i nj i∗T ≡ ~n,~n′ n′ i nj P ∗ (~n′ , T ; ~n, 0). Indeed, in the limit
vorticity, ω ∗ (see Appendix A). On the discrete S1 × of large N , we will see that hLi∗ is directly related to the
S2 lattice, any closed loop can be regarded as the sum antisymmetric part of hn′i nj i∗T =1 [17, 28], see (A9). In
of elementary loops, each around a square (plaquette). subsequent sections, we will devote much of our attention
Thus, we associate ω ∗ with a plaquette instead of a site. to such quantities.
While the center of a plaquette is located at half integers
(n1 +1/2, n2 +1/2) [27], we will still use ~n for convenience.
Thus we write IV. NUMERICALLY EXACT RESULTS FOR
SMALL SYSTEMS
ω ∗ (~n) = K1∗ (~n) + K2∗ (~n + ~e1 ) − K1∗ (~n + ~e2 ) − K2∗ (~n). (7)
We have already noted that for systems in NESS, it
Of course, ω ∗ is related to the (generalized) discrete is difficult to find the exact analytic expressions for P ∗
Laplacian of P ∗ and so, carries information about the in general. However, for small systems, it is possible to
curvature of P ∗ . At the intuitive level, such loops also attain numerically the “exact” P ∗ to a prescribed ac-
suggest that one species “following”, or “chasing”, the curacy. Once P ∗ (~n) is known, with (5)-(10), it is then
other (see Fig. 3(b,c)), much like the time-irreversible straightforward to compute all other quantities of inter-
dynamics of predator-prey systems. est, e.g., the stationary probability current K ∗ (~n), vor-
Apart from the vorticity, it is useful to characterize a ticity ω ∗ (~n), stream function ψ ∗ (~n), angular momentum
divergence free vector field as the curl of another. Since hLi∗ , and any correlation function. It should be clear
our space is two dimensional, this field is a scalar, ψ ∗ , that in this subsection the evolution operator G is an
known in fluid dynamics as the stream function. Thus, (S1 + 1)(S2 + 1) × (S1 + 1)(S2 + 1) matrix and we con-
sider here the evolution according to (1) in matrix form,
Ki∗ (~n) = εij [ψ ∗ (~n) − ψ ∗ (~n − ~ej )] (8) i.e. P~ (T + 1) = G P~ (T ), where P~ (T ) is the probability
vector whose elements are P (~n, T ).
where εij is the two-dimensional Levi-Civita symbol and To find a numerically exact P ∗ (~n) from the evolu-
repeated indices are summed. On our lattice, ψ ∗ is also tion operator (2), we thus exploit the matrix relation (1)
associated with a plaquette so that we can use the same G ∞ P~ (0) = P~ (∞) = P~ ∗ independently of P~ (0). In prac-
scheme as in ω ∗ . If we chose the arbitrary constant in
tice, we compute P~ ∗ = G ∞ P~ (0) by iterating G 2τ = G τ G τ
ψ ∗ to be zero just outside the S1 × S2 rectangle, then we
until the desired accuracy is reached. In particular, for
find
a system with S1 = S2 = 100, we find P ∗ accurate up
64
n2 n1
X X to 10−15 with just 64 iterations (i.e. G 2 ). Since there
ψ ∗ (~n) = K1∗ (n1 , ℓ) = − K2∗ (ℓ, n2 ), (9) are (S1 + 1) × (S2 + 1) possible states, the total number
ℓ=0 ℓ=0 of entries in the matrix G is [(S1 + 1)(S2 + 1)]2 , which
is O 108 for S1 = S2 = 100. Of course, G is sparse,
For the more familiar continuum versions of K ~ ∗ , ω ∗ , and
as there are only five transitions from each state. How-
∗
ψ , see Appendix A 1. ever subsequent powers of G soon become dense. This
Finally, in formal analogy with fluid dynamics, we can is problematic for calculating the stationary distribution
associate these probability current loops with
R the concept for large systems where one requires a trade off between
of probability angular momentum. As L = ~r ~r×J~ (~r) rep-
~ storing higher powers of G and the computational cost
resents the total angular momentum of a fluid with cur- of repeated multiplications of P~ by G to some power, in
rent density J,~ the sum P [n1 K ∗ (~n) − n2 K ∗ (~n)] plays order to reach the stationary state quickly. Neverthe-
~
n 2 1
the same role in the 2qVZ case. Since K ~ ∗ ∝ P ∗ , such a less, for systems larger than S = 100, it is possible to
sum can be recognized as a form of statistical average. It attain accurate P~ ∗ ’s relatively quickly by exploiting a
5
A. The Fokker-Planck Equation this sense, the MFA neglects all correlations and fluctu-
ations, an approach that becomes exact when N → ∞.
When N ≫ 1, the configuration space of densities Within this approach, Eq. (14) becomes the mean-field
xi = ni /N approaches the continuum within a rectan- rate equations (REs) [31] :
gle: xi ∈ [0, si ], while time is rescaled so that t = T /N is
d
continuous. In other words, we will say that one Monte xi = (si − xi )µqi − xi (1 − µ)qi (15)
Carlo step (1 MCS) corresponds to N moves of the mi- dt
croscopic model. Following standard procedures [21] to where µ = z+ + x1 + x2 is the density of voters holding
obtain the continuum limit of the ME (1), we arrive at opinion +.
the FPE for the probability density P (~x; t): The fixed points (FP) of these rate equations are stable
∂ X ∂ ∂ or unstable nodes (no limit cycles in our case [17, 27]).
P (~x; t) = ui (~x)P (~x; t) − vi (~x)P (~x; t) They are given by
∂t i=1,2
∂xi ∂xi
si
(12) x∗i = , (16)
1 + ρqi
where ui ≡ wi+ + wi /2N and vi ≡ wi+ − wi− , and
−
where wi+ = (si − xi )(z+ + x1 + x2 )qi and wi− = xi (z+ + where ρ = (1 − µ∗ ) /µ∗ , with µ∗ = z+ + x∗1 + x∗2 . Note
x1 + x2 )qi are the continuum counterparts of Wi± . The that ρ is the ratio, in the steady state, of voters holding
right-hand-side (RHS) can be identified as the divergence opinion − to those with the + opinion. It satisfies
of the probability current density
1 X si
= z+ + (17)
Ki (~x; t) = vi P (~x; t) − ∂i [ui P (~x; t)] (13) 1+ρ 1 + ρqi
i=1,2
where ∂i ≡ ∂/∂xi . Clearly, in the NESS P (~x; t) → since the left hand side is µ∗ = z+ + x∗1 + x∗2 , which
P ∗ (~x), whereas the corresponding stationary probability equals the right hand side. In terms of the variables θi
current density is Ki∗ (~x) = vi P ∗ (~x) − ∂i [ui P ∗ (~x)]. To introduced above, we recognize that xi = si / 1 + eqi θi ,
∗
find
P P , we must solve the partial differential equation so that all FPs are given by θi∗ = ln ρ.
x)P ∗ (~x) − vi (~x)P ∗ (~x)] = 0 with non-
i=1,2 ∂i [∂i ui (~ We are particularly interested in the case z+ = z− = z
trivial boundary conditions: vanishing of the normal for which the 2qVZ exhibits a continuous phase transi-
components of K ~ ∗ . Thus, obtaining P ∗ analytically in
tion. In this case, it is clear that ρ = 1 (µ∗ = 1/2) is
general is still quite challenging. always a solution to Eq. (17), corresponding to the “cen-
tral FP”: ~x∗ = ~x(0) ≡ (s1 /2, s2 /2).The properties of this
FP changes, as z is decreased below a critical value zc ,
B. Mean-Field Analysis
from being stable to unstable. To show this property,
we linearize Eq. (15) about a FP ~x∗ and find the linear
A standard alternative to studying the FPE for the full stability matrix, −(∂ ẋi /∂xj )|~x=~x∗ , to have the form
distribution is to consider the equations governing the
evolution of averages of various quantities [30]. In par- Y1µ − X1µ −X1µ
ticular, it is intuitively interesting to study the behavior F(~x∗ ) = , (18)
R −X2µ Y2µ − X2µ
of the average hxi it ≡ xi P (~x; t) d~x. Its evolution is
governed by where
Z Z
d ∂ Yiµ = µ∗qi (1 + ρqi ),
hxi i = xi P (~x; t) d~x = Ki (~x; t) d~x
dt ∂t Xiµ = qi x∗i (1 − µ∗ )qi −1 (1 + ρ) .
since the surface contributions from the integration by Evaluating det F at ~x∗ = x(0) , we find a remarkably sim-
parts involve the normal components of K ~ and vanish. ple result:
To makeR progress, we will need to make approximations.
First, ∂i [ui P ] is also a surface term. Though it is not det F(~x(0) ) = 22−q1 −q2 [1 − q2 s2 − q1 s1 ] (19)
necessarily zero, it vanishes at the lowest order for large
N . In this limit, we are left with contributions arising Since a stable FP is associated with det F(~x(0) ) > 0,
only from the first term on the right-hand-side of (13): this expression implies that the 2qVZ resembles an Ising
model at high temperatures when
d
hxi i = hvi (~x)i (14) 1 > s1 q1 + s2 q2 . (20)
dt
qi qi
= h(si − xi )(z+ + x1 + x2 ) i − hxi (z+ + x1 + x2 ) i.
In the case det F(~x(0) ) < 0, ~x(0) turns unstable and we
Second, we invoke the mean-field approximation (MFA), can verify that there are two other (real ρ) solutions
which assumes that higher moments can be factored in to Eq. (17), corresponding to two other stable, “non-
terms of the averages hxi i (e.g., hxi xj i ≈ hxi i hxj i). In central” FPs: ~x(±) Of course, these correspond to the
7
FIG. 4. (Color online). Criticality in the 2qVZ (z± = z): 1. Linear Gaussian Approximation of P ∗
Dependence of zc on the susceptible densities. Criticality at zc
occurs on the interface between the blue/grey and green/black To describe fluctuations in the NESS, we examine the
regions, prescribed by s1 q1 + s2 q2 = 1, and the corresponding FPE (12) beyond the lowest order in 1/N . This proce-
critical zealotry density is zc = (1 − s1 − s2 )/2, see text. dure can provide a scaling analysis of typical non-critical
In the blue/grey region, the mean-field equations (15) have fluctuations in systems of large but finite size N . As our
one fixed point, whereas they admit three fixed points in the
focus is the behavior in a NESS, we consider small devi-
green/black region, see text. Here, (q1 , q2 ) = (1, 2).
ations near a (stable) fixed point ~x∗ : ξ~ = ~x − ~x∗ . The
LGA consists of linearizing the drift term of (12), i.e.
low temperature phase of the Ising model, with a spon- ~ i , while the diffusion coefficient is evaluated
vi → (−F · ξ)
taneously broken symmetry. Thus, we will refer to the at ~x = (x∗1 , x∗2 ), i.e. ui → wi∗ = wi+ (~x∗ ) = wi− (~x∗ ).
∗
line s1 q1 + s2 q2 = 1 as the critical line (plotted in Fig. 4), Upon substitution into FPE (12), we obtain the LGA-
separating the s1 -s2 plane into a region where ~x(0) is the FPE for the stationary distribution:
sole FP and another where Eq. (15) admits three FPs.
Before continuing, we emphasize that this technique is X ∂ ∂ X
0= Dij + ~
Fij ξj P ∗ (ξ). (23)
powerful enough for us to obtain the generalization of ∂ξ i ∂ξ i
(20) to a population with any number of groups of qi - i=1,2 j=1,2
LGA, we find that, for N = 400 and Si = Z± = 100, within the LGA. Thus, we can regard C(τe ) as a gener-
the prediction from (25) with (D2) agrees with the nu- alized probability angular momentum, further details of
merically exact P ∗ to . 2% within about two standard which will be provided in the next subsection.
deviations.
With a known P ∗ , we can n find twoo exact expressions The above expressions (25)-(31) carry significant in-
~ ~ ~
for the currents K = − D∇ + Fξ P ∗ . One displays
∗ formation on the NESS of the 2qVZ in the realm of the
LGA and are valid for any values of s1,2 and q1,2 . Here,
the linear relationship K ~ ∗:
~ ∗ ∝ ξP
we report the explicit results obtained for the symmetric
∗ case s1,2 = s, z± = 21 − s (q2 = 2q1 = 2). These results
K~ ∗ (ξ)
~ = DC−1 − F ξP ~ (ξ).
~ (27)
complete those in Ref. [17] and allow us to discuss the
~ ∗ is divergence free:
The other shows explicitly that K validity of the LGA by considering a concrete example.
Here, the explicit expressions of Cij , the stationary cor-
T
K ~ = FC − CF ∇P
~ ∗ (ξ) ~
~ ∗ (ξ), relation functions hξi ξj i∗ , are given by (D2) and (D4),
2 while the corresponding drift matrices F have been given
in Ref. [27] along with their (real and distinct) eigenval-
where we have used D = FC + CFT /2. The key obser-
ues labelled by λ± , where λ+ > λ− .
vation here is that the matrix is antisymmetric, which
To assess the validity of the LGA, we have performed
leads us to define
Monte Carlo simulations of large systems with N up to
0 L12 14, 400, and compiled histograms from the trajectories
L= ≡ FC − CFT (28)
−L12 0 to find the probability distribution P ∗ (~n). Similar to
the comparison with the LGA prediction for smaller sys-
In other words, Ki∗ = εij ∂j (L12 P ∗ /2), allowing us to tems above, we find that (25) is an excellent approxima-
identify the stream function ψ ∗ = L12 P ∗ /2, a linear rela- ~ ≃ N P ∗ (~n),
tionship pointed out above. Further, from the continuum tion in the high-zealotry phase, i.e. P ∗ (ξ)
version of (10), we see that [34] with a sharp peak around the symmetric FP ~x(0) . In the
Z low zealotry phase, we have confirmed that the station-
ary probability density is bimodal, with two sharp peaks
hLi = εij ξi Kj∗ dξ~ = L12
∗
(29)
close to the mean-field FPs ~x(±) . However, the distri-
bution around each FP [35] is both skewed and more
Meanwhile, the vorticity field is proportional to ξi ξj P ∗ ,
sharply peaked than the LGA prediction. For systems
so that it can be both positive and negative, as illustrated
with N . 103 visible deviations between (25) and simula-
in Fig. 3(c).
tion results exist. Yet, for larger systems (N ≫ 103 ), the
Finally, we turn our attention to the continuum version
agreements are quite reasonable, even in the low zealotry
of the general
twopoint correlation, namely, hξi′ ξj i∗τ =
R ′ phase. We have confirmed this analysis by computing
ξ ξj P ∗ ξ~′ , τ ; ξ,
i
~ 0 dξ~′ dξ.
~ In the LGA, it is much easier the skewness and (excess) kurtosis of in the 1D projec-
to use the solution to the corresponding Langevin equa- ~ onto each axis in both regimes. For
tions [36] of P ∗ (ξ)
tion [29]: ξ~ (τ ) = e−Fτ ξ~ (0) plus noise. Since the noise is the smallest system we considered (S = 250), in the low
uncorrelated in time, zealotry regime Z = 100 the kurtosis was (−0.242, 0.750)
for the ξ1 and ξ2 projections respectively. The skew-
hξi (0) ξj (τ )i∗ = e−Fjk τ hξi (0) ξk (0)i∗ = Cik e−Fjk τ ness was (0.321, 0.969). For the high zealotry regime
The antisymmetric part of this correlation is necessarily Z = 200 the kurtosis was (−0.030, −0.130) and skew-
odd in τ and does not vanish for systems in NESS. Also ness (0.004, −0.007), confirming that the LGA is a better
central to our study of NESS, we define the t-independent approximation at the high zealotry regime.
quantity [17, 20, 28] As the system size increases the kurtosis and skewness
approach zero for both regimes. In Fig. 5, the LGA pre-
e ) ≡ hξ1 (0)ξ2 (τ )i∗ − hξ2 (0)ξ1 (τ )i∗
C(τ (30) dictions (D2) and (D4) in the high/low zealotry phases
are compared against the simulation results for hξi ξj i∗ .
which is the 12 element of the matrix The outcome confirms that Cij ∝ 1/N , i.e. fluctuations
e ) = Ce−FT τ −e−Fτ C
C(τ (31) scale as N −1/2 , in both phases far from criticality. How-
ever, while the LGA provides a good quantitative predic-
Since vi (0) = dξi /dτ |τ =0 , we see that the continuum tions for N & 103 in the z > zc cases, much larger system
version of (11) is hLi∗ = hεij ξi vj i∗ , which implies sizes (N ≫ 103 ) are necessary to reach a similar quanti-
tative agreement in the low-zealotry phase. We believe
dCe dC e
∗
= hLi ; = FC − CFT (32) that the significant skewness associated with ~x(±) in the
dτ dτ latter regime when N is not sufficiently large is respon-
τ =0 τ =0
9
the unstable steady state ~x(0) , while in the high-zealotry
we find m2 ∝ N −1 and N 0 , above and below criti- phase only ~x(+) is stable. However, again, a major dif-
cality respectively - as
reported
in the previous section. ference between the 2qVZ and the qVMZ is that the for-
For r = 0, however, m2 ∝ N −1/2 . In Fig. 10, we re- mer violates the detailed balance which results in the
port that in line with the above general considerations all steady state being a NESS and in a number of intrigu-
three stationary two-point correlation functions hξi ξj i of ing results such as the existence of stationary current
the 2qVZ measured from simulations with z = zc indeed of probability that form closed loops in the configura-
approach this behavior as N increases: hξi ξj i ∼ N −1/2 . tion space. A typical example of the exact NESS prob-
A full finite-size-scaling analysis of the entire critical ability distribution P ∗ in the low zealotry phase with
region should include (i) the behavior of zc as a function Z+ > Z− is shown in Fig. 11 along with the wind field of
of N , (ii) the effects of z+ 6= z− , (iii) the Binder cu- ~ ∗ . In Fig. 11(left),
the stationary probability current K
mulant (excess kurtosis), etc. We fully expect universal
we see that even when there is a small asymmetry in
behavior, i.e., properties which do no depend on the de-
the zealotry the peak corresponding to ~x(−) is almost
tailed partition into the two populations (s1 , s2 ). While
invisible and the distribution is dominated by the peak
valuable, such a study is beyond the scope of this paper.
associated with ~x(+) and whose intensity increases with
N . As a consequence, the stationary probability current
K~ ∗ flows mostly around ~x(+) in a anti-clockwise fashion
VI. THE 2qVZ WITH ASYMMETRIC
(vorticity is positive), even though there is current flow
ZEALOTRY
around ~x(−) but with a much smaller amplitude. These
features of the 2qVZ with asymmetric zealotry can be
In this section we briefly outline the main properties analyzed using the techniques of Sec. IV and more specif-
of the 2qVZ with asymmetric zealotry by assuming that, ically the Fokker-Planck and linear Gaussian approxima-
say, Z+ > Z− . tions in the continuum limit when N ≫ 1. In fact, we
The 2qVZ with asymmetric zealotry shares qualita- can still use (25)-(31) within the LGA and obtain the sta-
tively the same features as its qVMZ counterpart [16]: It tionary probability density P ∗ (ξ)~ near the fixed points in
also displays a high- and low-zealotry phase which are re- each of the phase, as well as the LGA expressions of the
spectively characterized by a unimodal and bimodal sta- stationary density current K ~ correlation functions
~ ∗ (ξ),
tionary probability distribution P ∗ . However, the latter e
Cij = hξi ξj i and C(t), vorticity and average probability
are now no longer symmetric: in the low-zealotry phase
angular momentum hLi∗ . Since the bimodal probability
the peak associated with the opinion supported by Z+
~ is dominated by the peak ~x(+) in the low-
density P ∗ (ξ)
zealots is much more pronounced than that associated
with Z− zealots (see Fig. 11(left)), whereas the single- zealotry phase, the LGA is expected to work even better
peaked distribution in the high-zealotry phase is skewed when the zealotry is asymmetric since the skewness that
towards states with a majority of +1 voters. When N is ~ in this regime disappears when N is
characterizes P ∗ (ξ)
sufficiently large, the peaks of P ∗ of course correspond large enough.
to the fixed points of the mean-field equation (15) whose When the zealotry is asymmetric the long-time dynam-
analysis reveals that, as for the qVMZ, in the low-zealotry ics is characterized by metastability: While in principle
phase the two stable fixed points ~x(±) are separated by chance fluctuations can cause the continuous switching of
12
VIII. ACKNOWLEDGEMENTS
VII. DISCUSSION AND CONCLUSION
We are grateful to J. Knebel for a critical reading of
This work has been dedicated to the detailed analy- the manuscript and useful suggestions. We thank K. E.
sis of a heterogeneous out-of-equilibrium nonlinear voter Bassler, B. Schmittmann and J. B. Weiss for enlighten-
model in a finite well-mixed population. More specifi- ing discussions. This work is supported by an EPSRC
cally, we have carefully analyzed the properties of 2qVZ Industrial Case Studentship Grant No. EP/L50550X/1.
model that we introduced in Ref. [17] where two types Partial funding from Bloom Agency in Leeds U.K. is
of swing voters need the consensus of q1 or q2 (6= q1 ) of also gratefully acknowledged. This research is supported
their neighbors to adopt their opinion and are influenced partly by US National Science Foundation grants OCE-
by the presence of zealots. The 2qVZ is a direct but non- 1245944 and DMR-1507371. One of us (RKPZ) is grate-
trivial generalization of the q-voter model with zealots ful for the hospitality of the Leeds School of Mathematics,
(qVMZ) [16]. Both models mimic important concepts of as well as financial support from the LSM and the London
social psychology and sociology, such as the relevance Mathematical Society (grant 41517). MM is grateful for
group-size on the mechanism of conformity for collec- the hospitality of the LSFrey at the Arnold Sommerfeld
tive actions, and the interplay between independence and Center (University of Munich), as well as for the finan-
conformity. However, from a mathematical viewpoint the cial support of the Alexander von Humboldt Foundation
2qVZ strikingly differs from the qVMZ by violating the (Grant No. GBR/1119205).
13
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qi
bilia and I. T. Georgiev, Phys. Rev. E 71, 046102 (2005). ni Z− +S1 +S2 −n1 −n2
, and after Eq. (3) of [17], the
N N−1
[9] M. Mobilia, A. Petersen, and S. Redner, J. Stat. Mech.
2007, P08029 (2007). quantity ρ should read (1 − µ∗ )/µ∗ .
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88, 046102 (2013); J. Stat. Phys. 151, 69 (2013); A. Szol- averages h~xi. There should be no confusion with compo-
noki and M. Perc, Phys. Rev. E 93, 062307 (2016). nents of ~x in the configuration space.
[12] C. Castellano, M. A. Muñoz, and R. Pastor-Satorras, [32] If DF−1 were symmetric, then detailed balance would be
Phys. Rev. E 80, 041129 (2009). satisfied, which is not the case here.
[13] F. Slanina, K. Sznajd-Weron, and P. Przybyla, EPL [33] In this subsection, we use Einstein’s summation conven-
82, 18006 (2008); S. Galam and A. C. Martins, 95, tion for repeated indices.
48005 (2011); P. Przybyla, K. Sznajd-Weron, and [34] We have ignored the surface terms in the integration by
M. Tabiszewski, Phys. Rev. E 84, 031117 (2011); A. M. parts here, which lies within the validity (and errors) of
Timpanaro and C. P. C. Prado, 89, 052808 (2014); the Gaussian approximation.
A. M. Timpanaro and S. Galam, 92, 012807 (2015); [35] To compare with LGA predictions in the low zealotry
A. Jȩdrzejewski, A. Chmiel, and K. Sznajd-Weron, 92, phase, we ensure that the trajectories never leave the
052105 (2015); M. A. Javarone and T. Squartini, J. Stat. vicinity of one of the two FPs. Naturally, these runs com-
Mech. 2015, P10002 (2015). plement those we use for estimating switching times.
[14] The version with q = 2 is closely related to the well- [36] For example, the projection onto the ξ1 -axis is given by
R1
known models of K. Sznajd-Weron and J. Sznajd, Int. J. P ∗ (ξ1 ) = 0 P ∗ (ξ1 , ξ2 )dξ2 .
Mod. Phys. C 11, 1157 (2000); F. Slanina and H. Lav- [37] P. Nyczka, J. Cislo, and K. Sznajd-Weron, Physica A
icka, EPJ B 35, 279 (2003); R. Lambiotte and S. Redner, 391, 317 (2012).
EPL 82, 18007 (2008). [38] H. Eyring, J. Chem. Phys. 3, 107 (1935); H. A. Kramers,
Physica 7, 284 (1940); P. Hänggi, P. Talkner, and
14
M. Borkovec, Rev. Mod. Phys. 62, 251 (1990). where G τ is the matrix product of G with itself, τ times.
[39] N. Goldenfeld, Lectures on phase transitions and the If detailed balance is satisfied (i.e. if W ’s satisfy the
renormalization group (Addison-Wesley, Advanced Book Kolmogorov criterion [24]), then all currents in the sta-
Program, Reading, 1992); U. C. Täuber, Critical dy- tionary state
namics: a field theory approach to equilibrium and
non-equilibrium scaling behavior (Cambridge University K ∗ (C → C ′ ) = W (C → C ′ ) P ∗ (C) − W (C ′ → C) P ∗ (C ′ )
Press, 2014). (A6)
[40] Y. Chuang, M. D’Orsogna, and T. Chou, Q. Appl. Math. vanish, yielding K ∗ = 0. When detailed balance is vio-
(2016). lated, then the stationary state is a NESS and some K ∗
will be non-vanishing. Stationarity
P implies that currents
K ∗ are “divergence” free, i.e. C ′ K ∗ (C → C ′ ) = 0. This
Appendix A: Master Equation and Probability means that K ∗ must be the ‘curl’ of a certain quantity,
Currents
while its ‘curl’ generally does not vanish. In other words,
the currents form closed loops in C space. By analogy
In this appendix, we outline how the probability cur- with the current J~ in classical mechanics of incompress-
rent is obtained from the master equation (ME) charac- ible fluids (where ∇ ~ · J~ = 0), these current loops lead us
terizing the evolution of a generic interacting stochastic ~ J),~
to other concepts, notably the vorticity field (~ω = ∇×
process. For simplicity, let us focus on a system with
~ ~ ~
the stream function (J = ∇ × ψ), and total angular mo-
configuration space {C}, evolving in discrete time steps. R
Suppressing the reference to the initial configuration, C0 , mentum ( ~r × J). ~
~
r
we consider the evolution of P (C, t), the probability to
find the system in the configuration C at time t. In a
general Markov chain with finite state space, this evolu- 1. Probability Current and Observables in the
2qVZ
tion is specified by only the probabilities for the system
to transition from configuration C to C ′ in one time step:
W (C → C ′ ). The ME for P (C, t) can be written as Here, we study discrete version of these quantities in
X a very simple configuration space: In the 2qVZ, the C
P (C ′ , t + 1) = G (C ′ , C) P (C, t) , (A1) space is just the set of integer points (n1 , n2 ) ∈ S1 × S2 .
C With (3), the evolution operator of the 2qVZ is given
by (2). Hence, with (A3) and (3), the probability net
where the evolution operator G thus reads current associated in the 2qVZ is given by
" #
′ ′
X
′′
K1 (~n; t) = W1+ (~n)P (~n; t)
G (C , C) = δ (C , C) 1 − W C→C +W (C → C ′ ) ,
C ′′
− W1− (~n + ~e1 )P (~n + ~e1 ; t)
(A2) K2 (~n; t) = W2+ (~n)P (~n; t)
where δ is the Kronecker delta. Clearly, we can regard − W2− (~n + ~e2 )P (~n + ~e2 ; t) . (A7)
P as a vector and G as a (stochastic) matrix, generating
a new vector at each time step. The change in P (C, t) In the continuum limit, ~n/N → ~x, the usual notation
can be regarded as a sum over probability currents into of divergence and curl applies. Meanwhile, K ~ ∗ (~x) =
and out-of C. Specifically, the net current from C to C ′ is (K1∗ (~x) , K2∗ (~x)) is a two component vector field while
given by both the vorticity and stream function are scalar fields:
∂Kj∗ (~x) ∂ψ (~x)
K (C → C ′ , t) = W (C → C ′ ) P (C, t)−W (C ′ → C) P (C ′ , t) ω ∗ (~x) = εij ; Ki∗ (~x) = εij (A8)
(A3) ∂xi ∂xj
so that where εij is the two-dimensional Levi-Civita symbol and
X repeated indices are summed. The interpretation of these
P (C, t + 1) − P (C, t) = − K (C → C ′ , t) (A4)
quantities is the following: Vorticity ω ∗ represents the
C′
‘essence’ or ‘source’ of K~ ∗ , much like electric currents
takes the form of a discrete continuity equation. Much is are the sources of magnetic field. On the other hand, K ~∗
know about stochastic matrices of the form G. In partic- ◦ ~
is just a 90 rotation of ∇ψ ∗ ∗
and ψ therefore provides
ular, its largest eigenvalue is unity and there is (at least) a simple way to visualize the probability current.
one associated eigenvector, which can be identified with Since it is generally difficult to visualize probabil-
the stationary state, P ∗ (C). Further, if the dynamics ity currents, it is also useful to introduce a quantity
is ergodic (all C’s can be reached from any C0 with the Lij , which is the (average) “probability angular momen-
W ’s), then P ∗ is unique. tum” [17, 28] and the formal analog of the total angular
Beyond probabilities at one time, we can consider joint momentum of a fluid:
distributions, with the system evolving from t to a later Z Z
time t + τ : ∗
Lij = εij xi Kj (~x) d~x = xi Kj∗ (~x) − xj Ki∗ (~x) d~x,
~
x ~
x
P (C ′ , t + τ ; C, t) = G τ (C ′ , C) P (C, t) (A5) (A9)
15
where i, j ∈ (1, 2). The probability angular momentum this sum can be extended to n′i ∈ [0, Si ].
has a single independent component, say L12 = −L21 = X
hLi∗ . Since, K ~ ∗ is divergence-free (∂Ki /∂xi = 0), hLi∗ = n1 W2+ (n1 , n2 ) − n2 W1+ (n1 , n2 ) P ∗ (n1 , n2 )
is independent of the choice of the origin of {~x}. n1 ,n2 =0
X
We are particularly interested in the average number + n2 W1− (n1 , n2 ) − n1 W2− (n1 , n2 ) P ∗ (n1 , n2 )
of qi -susceptibles and their two-point correlation function n1 ,n2 =0
in the NESS of the 2qVZ, which read:
Combining everything, we have
X
∗
hni i = ∗
ni P (~n), X
hLi∗ = n1 W2+ − W2− − n2 W1+ − W1− P ∗ .
~
n
X ~
n
hn′i nj i∗T = n′i nj P ∗ (~n, T ; ~n′ , 0). (A10)
~
n,~
n′
We then use this approximate P̃ ∗ as an initial distri- so that, the criticality condition, det F(~x(0) ) = 0, yields
bution for further iteration. Since P̃ ∗ closely resembles
Ns
X
the actual stationary distribution, very few iterations are
needed to reach good accuracy. This means that only si qi = 1. (C2)
lower powers of G need to be calculated, alleviating pos- i=1
We now specialize to the case of symmetric zealotry As explained in Sec. IV, in the realm of the LGA the
z± = z. In this case, Eqs. C1 have always a fixed point stationary probability about ia fixed point ~x∗ is given
~x(0) = (s1 /2, s2 /2, . . . , sNs /2) at the center for which h
~ ∝ exp − 1 ξ~ · C−1 ξ~ , where ξ~ = ~x − ~x∗ and
by P ∗ (ξ) 2
ρ=1 and µ∗ = 1/2. C = [Cij ], i, j = 1, 2 is the symmetric real correlation ma-
trix. The stationary probability density current within
As in the case Ns = 1, 2 [16, 17], the generalized model ~ ∗ = −(FC − D)C−1 ξ~ P ∗ (ξ),
~ where F is the
exhibits criticality if ~x(0) changes stability at some critical the LGA is K
zealotry density zc . The method for finding zc follows stability matrix. Since K ∗ is divergence-free, FC − D has
as in the main text, exploiting the generalized stability to be antisymmetric and we thus have [19, 22]
matrix F(~x(0) ) = −[∂ ẋi /∂xj |~x(0) ] S(FC) = D, (D1)
∂ ẋi ∂ [(si − xi )µqi − xi (1 − µ)qi ]
− = − where S(FC) = (FC + CFT )/2 is the symmetric part
∂xj ~x(0) ∂xj (0)
qi qi −1
~
x of FC. Since the matrices F and D are thus readily
1 si 1 obtained as explained the main text, the expression of
= −δij + qi the correlation matrix is obtained by solving (D1). It
2 2 2
qi qi −1 is useful to remind the reader that in the main text,
1 si 1 see Eq. (28), we have shown that L = [Lij ] = 2A(FC)
−δij − qi (−1)
2 2 2 where A(FC) = (FC − CFT )/2 is the antisymmetric part
= 21−qi [δij − si qi ] of FC and F is the stability matrix around ~x∗ (see also
Refs. [17, 28]).
Now, det F(~x(0) ) is obtained from Sylvester’s determinant In the symmetric case Z+ = Z− = Z and S1 = S2 = S,
theorem: with q1 = 1 and q2 = 2, the explicit expressions of F
Ns
! and D around each fixed point are given in [27]. With
X
det F(~x(0) ) = 2Ns −Σi qi 1 − si qi those quantities, we find the following expressions of the
i=1 covariance matrix:
17
-Around the fixed point ~x(0) (with s < 1/3): Cexp(−FT t), where C = C(0) is obtained as described
s above and F is the stability matrix. To obtain the anti-
C(0) = (D2) e
symmetric quantity C(t)
T
= e−F t C − Ce−Ft , we exploit
4N (1 − 3s)(3 − 4s)
Sylvester’s formula to write
3 − 10s + 6s2 2s(2 − 3s)
× . (D3)
2s(2 − 3s) 3 − 7s + 6s2
With this expression and that of the stability matrix F(0) −Ft λ+ e−λ− t − λ− e−λ+ t e−λ+ t − e−λ− t
e = I+ F,
around ~x(0) [27], the average probability angular momen- λ+ − λ− λ+ − λ−
s2
tum in the LGA is L12 = hLi∗ = 2N (3−4s) .
-Around the fixed points ~x(±) (with z < zc = 1/6): where I is the identity matrix and λ± =
p
(±) 2z(1 − 2z)(3 − 11z − 24z 2 − 36z 3) TrF ± (TrF)2 − 4detF /2 are the eigenvalues of
C11 = (D4)
N (6z − 1)(3 + 2z)(1 + 2z)2 F. Thus,
(±) 6z 2 (1 + 2z)
C22 = (D5)
N (6z − 1)(3 + 2z)
e−λ− t − e−λ+ t
(±) (±) 2z 2 (12z(1 + z) − 5) e =
C(t) [FC − CFT ] . (D7)
C12 = C21 = . (D6) λ+ − λ− | {z }
N (1 + 2z)(3 + 2z)(6z − 1) =L
(±) (±)
With the expression of C and the stability matrix F
around ~x(±) (see [27]), the probability angular momen-
4z 2 e
Since C(t) is antisymmetric, it has only one independent
tum in the LGA is hLi∗ = N (3+2z) .
quantity, say Ce12 (t) = C(t),
e and with the probability
angular ∗ e
momentum hLi = L12 , we find explicitly C(t) =
−λ− t −λ+ t
2. e
Calculation of C(t) within the LGA hLi∗ e λ+ −λ−e
−
. For the symmetric case S1 = S2 =
S and Z+ = Z− = N − 2S with q1 = 1 and q2 = 2,
In the realm of the LGA, the covariance matrix C(t) the eigenvalues λ± are readily obtained from the explicit
for a NESS around a given FP is explicitly given by expressions of F given in [27].