Let 0<a<b<∞ be fixed scalars. Assign independently to each edge in the lattice ℤ2 the value a with probability p or the value b with probability 1−p. For all u,v∈ℤ2, let T(u,v) denote the first passage time between u and v. We show that there are points x∈ℝ2 such that the “time constant” in the direction of x, namely, lim n→∞n−1Ep[T(0,nx)], is not a three times differentiable function of p.
J. E. Yukich. Yu Zhang. "Singularity points for first passage percolation." Ann. Probab. 34 (2) 577 - 592, March 2006. https://doi.org/10.1214/009117905000000819