Continuous Nonequilibrium Phase Transition Research Articles

Critical exponents of master-node network model.

The dynamics of competing opinions in social network plays an important role in society, with many applications in diverse social contexts such as consensus, election, morality, and so on. Here, we study a model of interacting agents connected in networks in order to analyze their decision stochastic process. We consider a first-neighbor interaction between agents in a one-dimensional network with the shape of ring topology. Moreover, some agents are also connected to a hub, or master node, who has preferential choice or bias. Such connections are quenched. As the main results, we observed a continuous nonequilibrium phase transition to an absorbing state as a function of control parameters. By using the finite-size scaling method we analyzed the static and dynamic critical exponents to show that this model probably cannot match any universality class already known.

Determining the nonequilibrium criticality of a Gardner transition via a hybrid study of molecular simulations and machine learning

Apparent critical phenomena, typically indicated by growing correlation lengths and dynamical slowing down, are ubiquitous in nonequilibrium systems such as supercooled liquids, amorphous solids, active matter, and spin glasses. It is often challenging to determine if such observations are related to a true second-order phase transition as in the equilibrium case or simply a crossover and even more so to measure the associated critical exponents. Here we show that the simulation results of a hard-sphere glass in three dimensions are consistent with the recent theoretical prediction of a Gardner transition, a continuous nonequilibrium phase transition. Using a hybrid molecular simulation-machine learning approach, we obtain scaling laws for both finite-size and aging effects and determine the critical exponents that traditional methods fail to estimate. Our study provides an approach that is useful to understand the nature of glass transitions and can be generalized to analyze other nonequilibrium phase transitions.

Nonequilibrium continuous phase transition in colloidal gelation with short-range attraction

The dynamical arrest of attractive colloidal particles into out-of-equilibrium structures, known as gelation, is central to biophysics, materials science, nanotechnology, and food and cosmetic applications, but a complete understanding is lacking. In particular, for intermediate particle density and attraction, the structure formation process remains unclear. Here, we show that the gelation of short-range attractive particles is governed by a nonequilibrium percolation process. We combine experiments on critical Casimir colloidal suspensions, numerical simulations, and analytical modeling with a master kinetic equation to show that cluster sizes and correlation lengths diverge with exponents ~1.6 and 0.8, respectively, consistent with percolation theory, while detailed balance in the particle attachment and detachment processes is broken. Cluster masses exhibit power-law distributions with exponents −3/2 and −5/2 before and after percolation, as predicted by solutions to the master kinetic equation. These results revealing a nonequilibrium continuous phase transition unify the structural arrest and yielding into related frameworks.

Nonequilibrium phase transition in constrained adsorption.

We study the adsorption-desorption of fluid molecules on a solid substrate by introducing a schematic model in which the adsorption/desorption transition probabilities are given by irreversible kinetic constraints with a tunable violation of local detailed balance condition. Numerical simulations show that in one spatial dimension, the model undergoes a continuous nonequilibrium phase transition whose location depends on the irreversibility strength. We show that the hierarchy of equations obeyed by multipoint correlation functions can be closed to the second order by means of a simple decoupling approximation and that the approximated solution for the steady state yields a very good description of the overall phase diagram.

Effect of long-range interactions on the phase transition of Axelrod's model.

Axelrod's model with F=2 cultural features, where each feature can assume k states drawn from a Poisson distribution of parameter q, exhibits a continuous nonequilibrium phase transition in the square lattice. Here we use extensive Monte Carlo simulations and finite-size scaling to study the critical behavior of the order parameter ρ, which is the fraction of sites that belong to the largest domain of an absorbing configuration averaged over many runs. We find that it vanishes as ρ∼(q_{c}^{0}-q)^{β} with β≈0.25 at the critical point q_{c}^{0}≈3.10 and that the exponent that measures the width of the critical region is ν^{0}≈2.1. In addition, we find that introduction of long-range links by rewiring the nearest-neighbors links of the square lattice with probability p turns the transition discontinuous, with the critical point q_{c}^{p} increasing from 3.1 to 27.17, approximately, as p increases from 0 to 1. The sharpness of the threshold, as measured by the exponent ν^{p}≈1 for p>0, increases with the square root of the number of nodes of the resulting small-world network.

Critical initial-slip scaling for the noisy complex Ginzburg–Landau equation

We employ the perturbative fieldtheoretic renormalization group method to investigate the universal critical behavior near the continuous non-equilibrium phase transition in the complex Ginzburg–Landau equation with additive white noise. This stochastic partial differential describes a remarkably wide range of physical systems: coupled nonlinear oscillators subject to external noise near a Hopf bifurcation instability; spontaneous structure formation in non-equilibrium systems, e.g., in cyclically competing populations; and driven-dissipative Bose–Einstein condensation, realized in open systems on the interface of quantum optics and many-body physics, such as cold atomic gases and exciton-polaritons in pumped semiconductor quantum wells in optical cavities. Our starting point is a noisy, dissipative Gross–Pitaevski or nonlinear Schrödinger equation, or equivalently purely relaxational kinetics originating from a complex-valued Landau–Ginzburg functional, which generalizes the standard equilibrium model A critical dynamics of a non-conserved complex order parameter field. We study the universal critical behavior of this system in the early stages of its relaxation from a Gaussian-weighted fully randomized initial state. In this critical aging regime, time translation invariance is broken, and the dynamics is characterized by the stationary static and dynamic critical exponents, as well as an independent ‘initial-slip’ exponent. We show that to first order in the dimensional expansion about the upper critical dimension, this initial-slip exponent in the complex Ginzburg–Landau equation is identical to its equilibrium model A counterpart. We furthermore employ the renormalization group flow equations as well as construct a suitable complex spherical model extension to argue that this conclusion likely remains true to all orders in the perturbation expansion.

Phase transition in diffusion limited aggregation with patchy particles in two dimensions

The influence of patchy interactions on diffusion-limited aggregation (DLA) has been investigated by computer simulations. In this model, the adsorption of the particle is irreversible, but the adsorption occurs only when the ‘sticky patch’ makes contact with the sticky patch of a previously adsorbed particle. As we vary the patch size, growth rate of the cluster decreases, and below a well-defined critical patch size, pc the steady state growth rate goes to zero. The system reaches an absorbing phase producing a non-equilibrium continuous phase transition. The order parameter close to the critical value of the patch size shows a power law behavior ρ(∞)∼(p−pc)β, where β=0.2840. We have found that the value of the critical exponent convincingly shows that this transition in patchy DLA belongs to the directed percolation universality class.

The nature of the continuous non-equilibrium phase transition of Axelrod's model

Axelrod's model in the square lattice with nearest-neighbors interactions exhibits culturally homogeneous as well as culturally fragmented absorbing configurations. In the case in which the agents are characterized by F = 2 cultural features and each feature assumes k states drawn from a Poisson distribution of parameter q, these regimes are separated by a continuous transition at . Using Monte Carlo simulations and finite-size scaling we show that the mean density of cultural domains μ is an order parameter of the model that vanishes as with at the critical point. In addition, for the correlation length critical exponent we find and for Fisher's exponent, . This set of critical exponents places the continuous phase transition of Axelrod's model apart from the known universality classes of non-equilibrium lattice models.

Universality of phase transition dynamics: Topological defects from symmetry breaking

In the course of a nonequilibrium continuous phase transition, the dynamics ceases to be adiabatic in the vicinity of the critical point as a result of the critical slowing down (the divergence of the relaxation time in the neighborhood of the critical point). This enforces a local choice of the broken symmetry and can lead to the formation of topological defects. The Kibble–Zurek mechanism (KZM) was developed to describe the associated nonequilibrium dynamics and to estimate the density of defects as a function of the quench rate through the transition. During recent years, several new experiments investigated the formation of defects in phase transitions induced by a quench both in classical and quantum mechanical systems. At the same time, some established results were called into question. We review and analyze the Kibble–Zurek mechanism focusing in particular on this surge of activity, and suggest possible directions for further progress.

Role of conviction in nonequilibrium models of opinion formation

We analyze the critical behavior of a class of discrete opinion models in the presence of disorder. Within this class, each agent opinion takes a discrete value (± 1 or 0) and its time evolution is ruled by two terms, one representing agent-agent interactions and the other the degree of conviction or persuasion (a self-interaction). The mean-field limit, where each agent can interact evenly with any other, is considered. Disorder is introduced in the strength of both interactions, with either quenched or annealed random variables. With probability p (1-p), a pairwise interaction reflects a negative (positive) coupling, while the degree of conviction also follows a binary probability distribution (two different discrete probability distributions are considered). Numerical simulations show that a nonequilibrium continuous phase transition, from a disordered state to a state with a prevailing opinion, occurs at a critical point p(c) that depends on the distribution of the convictions, with the transition being spoiled in some cases. We also show how the critical line, for each model, is affected by the update scheme (either parallel or sequential) as well as by the kind of disorder (either quenched or annealed).

Surface Criticality at a Dynamic Phase Transition

In order to elucidate the role of surfaces at nonequilibrium phase transitions, we consider kinetic Ising models with surfaces subjected to a periodic oscillating magnetic field. Whereas, the corresponding bulk system undergoes a continuous nonequilibrium phase transition characterized by the exponents of the equilibrium Ising model, we find that the nonequilibrium surface exponents do not coincide with those of the equilibrium critical surface. In addition, in three space dimensions, the surface phase diagram of the nonequilibrium system differs markedly from that of the equilibrium system.

Stochastic population oscillations in spatial predator-prey models

It is well-established that including spatial structure and stochastic noise in models for predator-prey interactions invalidates the classical deterministic Lotka–Volterra picture of neutral population cycles. In contrast, stochastic models yield long-lived, but ultimately decaying erratic population oscillations, which can be understood through a resonant amplification mechanism for density fluctuations. In Monte Carlo simulations of spatial stochastic predator-prey systems, one observes striking complex spatio-temporal structures. These spreading activity fronts induce persistent correlations between predators and prey. In the presence of local particle density restrictions (finite prey carrying capacity), there exists an extinction threshold for the predator population. The accompanying continuous non-equilibrium phase transition is governed by the directed-percolation universality class. We employ field-theoretic methods based on the Doi–Peliti representation of the master equation for stochastic particle interaction models to (i) map the ensuing action in the vicinity of the absorbing state phase transition to Reggeon field theory, and (ii) to quantitatively address fluctuation-induced renormalizations of the population oscillation frequency, damping, and diffusion coefficients in the species coexistence phase.

Signatures of critical full counting statistics in a quantum-dot chain

We consider current shot noise and the full counting statistics in a chain of quantum dots which exhibits a continuous non-equilibrium phase transition as a function of the tunnel couplings of the chain with the electrodes. Using a combination of analytical and numerical methods, we establish that the full counting statistics is conventional away from the phase transition, but becomes, in a well-defined sense, essentially non-Gaussian on the critical line, where the current fluctuations are controlled by the dynamic critical exponent $z$. We find that signatures of the critical full counting statistics persist in quantum-dot chains of finite length.

Discontinuous nonequilibrium phase transitions in a nonlinearly pulse-coupled excitable lattice model

We study a modified version of the stochastic susceptible-infected-refractory-susceptible (SIRS) model by employing a nonlinear (exponential) reinforcement in the contagion rate and no diffusion. We run simulations for complete and random graphs as well as d-dimensional hypercubic lattices (for d=3,2,1). For weak nonlinearity, a continuous nonequilibrium phase transition between an absorbing and an active phase is obtained, such as in the usual stochastic SIRS model [Joo and Lebowitz, Phys. Rev. E 70, 036114 (2004)]. However, for strong nonlinearity, the nonequilibrium transition between the two phases can be discontinuous for d>or=2, which is confirmed by well-characterized hysteresis cycles and bistability. Analytical mean-field results correctly predict the overall structure of the phase diagram. Furthermore, contrary to what was observed in a model of phase-coupled stochastic oscillators with a similar nonlinearity in the coupling [Wood, Phys. Rev. Lett. 96, 145701 (2006)], we did not find a transition to a stable (partially) synchronized state in our nonlinearly pulse-coupled excitable elements. For long enough refractory times and high enough nonlinearity, however, the system can exhibit collective excitability and unstable stochastic oscillations.

Nonequilibrium phase transitions in finite arrays of globally coupled Stratonovich models: strong coupling limit

A finite array of N globally coupled Stratonovich models exhibits a continuous nonequilibrium phase transition. In the limit of strong coupling, there is a clear separation of timescales of centre of mass and relative coordinates. The latter relax very fast to zero and the array behaves as a single entity described by the centre of mass coordinate. We compute analytically the stationary probability distribution and the moments of the centre of mass coordinate. The scaling behaviour of the moments near the critical value of the control parameter ac(N) is determined. We identify a crossover from linear to square root scaling with increasing distance from ac. The crossover point approaches ac in the limit N→∞ which reproduces previous results for infinite arrays. Our results are obtained in both the Fokker–Planck and the Langevin approach and are corroborated by numerical simulations. For a general class of models we show that the transition manifold in the parameter space depends on N and is determined by the scaling behaviour near a fixed point of the stochastic flow.

Slip Line Growth as a Critical Phenomenon

We study the growth of a slip line in a plastically deforming crystal by numerical simulation of a double-ended pileup model with a dislocation source at one end, and an absorbing wall at the other end. In the presence of defects, the pileup undergoes a continuous nonequilibrium phase transition as a function of stress, which can be characterized by finite-size scaling. We obtain a complete set of critical exponents and scaling functions that describe the spatiotemporal dynamics of the slip line. Our findings allow us to reinterpret earlier experiments on slip line kinematography as evidence of a dynamic critical phenomenon.

Current distribution in systems with anomalous diffusion: renormalization group approach

We investigate the asymptotic properties of the large deviation function of the integrated particle current in systems, in or out of thermal equilibrium, whose dynamics exhibits anomalous diffusion. The physical systems covered by our study include mutually repelling particles with a drift, a driven lattice gas displaying a continuous nonequilibrium phase transition and particles diffusing in an anisotropic random advective field. It is exemplified how renormalization group techniques allow for a systematic determination of power laws in the corresponding current large deviation functions. We show that the latter are governed by known universal scaling exponents, specifically the anomalous dimension of the noise correlators.

Pair contact process with diffusion: Failure of master equation field theory

We demonstrate that the "microscopic" field theory representation, directly derived from the corresponding master equation, fails to adequately capture the continuous nonequilibrium phase transition of the pair contact process with diffusion (PCPD). The ensuing renormalization group (RG) flow equations do not allow for a stable fixed point in the parameter region that is accessible by the physical initial conditions. There exists a stable RG fixed point outside this regime, but the resulting scaling exponents, in conjunction with the predicted particle anticorrelations at the critical point, would be in contradiction with the positivity of the equal-time mean-square particle number fluctuations. We conclude that a more coarse-grained effective field theory approach is required to elucidate the critical properties of the PCPD.

Reaction-controlled diffusion: Monte Carlo simulations.

We study the coupled two-species nonequilibrium reaction-controlled diffusion model introduced by Trimper et al. [Phys. Rev. E 62, 6071 (2000)] by means of detailed Monte Carlo simulations in one and two dimensions. Particles of type A may independently hop to an adjacent lattice site, provided it is occupied by at least one B particle. The B particle species undergoes diffusion-limited reactions. In an active state with nonzero, essentially homogeneous B particle saturation density, the A species displays normal diffusion. In an inactive, absorbing phase with exponentially decaying B density, the A particles become localized. In situations with algebraic decay rho(B)(t) approximately t(-alpha(B)), as occurring either at a nonequilibrium continuous phase transition separating active and absorbing states, or in a power-law inactive phase, the A particles propagate subdiffusively with mean-square displacement <x-->(t)(2)(A)> approximately t(1-alpha(A)). We find that within the accuracy of our simulation data, alpha(A) approximately alpha(B) as predicted by a simple mean-field approach. This remains true even in the presence of strong spatiotemporal fluctuations of the B density. However, in contrast with the mean-field results, our data yield a distinctly non-Gaussian A particle displacement distribution n(A)(x-->,t) that obeys dynamic scaling and looks remarkably similar for the different processes investigated here. Fluctuations of effective diffusion rates cause a marked enhancement of n(A)(x-->,t) at low displacements /x-->/, indicating a considerable fraction of practically localized A particles, as well as at large traversed distances.

Universal scaling behavior at the upper critical dimension of nonequilibrium continuous phase transitions.

In this work we analyze the universal scaling functions and the critical exponents at the upper critical dimension of a continuous phase transition. The consideration of the universal scaling behavior yields a decisive check of the value of the upper critical dimension. We apply our method to a nonequilibrium continuous phase transition. By focusing on the equation of state of the phase transition it is easy to extend our analysis to all equilibrium and nonequilibrium phase transitions observed numerically or experimentally.