Equilibrium Critical Phenomena Research Articles

Universal scaling of shear thickening transitions

Nearly, all dense suspensions undergo dramatic and abrupt thickening transitions in their flow behavior when sheared at high stresses. Such transitions occur when the dominant interactions between the suspended particles shift from hydrodynamic to frictional. Here, we interpret abrupt shear thickening as a precursor to a rigidity transition and give a complete theory of the viscosity in terms of a universal crossover scaling function from the frictionless jamming point to a rigidity transition associated with friction, anisotropy, and shear. Strikingly, we find experimentally that for two different systems—cornstarch in glycerol and silica spheres in glycerol—the viscosity can be collapsed onto a single universal curve over a wide range of stresses and volume fractions. The collapse reveals two separate scaling regimes due to a crossover between frictionless isotropic jamming and frictional shear jamming, with different critical exponents. The material-specific behavior due to the microscale particle interactions is incorporated into a scaling variable governing the proximity to shear jamming, that depends on both stress and volume fraction. This reformulation opens the door to importing the vast theoretical machinery developed to understand equilibrium critical phenomena to elucidate fundamental physical aspects of the shear thickening transition.

Non-Thermal Fixed Points in Bose Gas Experiments

One of the most challenging tasks in physics has been understanding the route an out-of-equilibrium system takes to its thermalized state. This problem can be particularly overwhelming when one considers a many-body quantum system. However, several recent theoretical and experimental studies have indicated that some far-from-equilibrium systems display universal dynamics when close to a so-called non-thermal fixed point (NTFP), following a rescaling of both space and time. This opens up the possibility of a general framework for studying and categorizing out-of-equilibrium phenomena into well-defined universality classes. This paper reviews the recent advances in observing NTFPs in experiments involving Bose gases. We provide a brief introduction to the theory behind this universal scaling, focusing on experimental observations of NTFPs. We present the benefits of NTFP universality classes by analogy with renormalization group theory in equilibrium critical phenomena.

Phase Rule and the Universality of Critical Phenomena in Chemically Reacting Liquid Mixtures.

Critical effects have been reported in the case of chemical equilibria, in which the solvent is a binary liquid mixture having a critical point of solution. At atmospheric pressure and for temperatures near the critical point, the critical effect manifests itself as a divergence in the temperature derivative of the extent of reaction. For a critical mixture of isobutyric acid + water (IBA/H2O) serving as the solvent, we report experimental results for three complex equilibria involving (i) parallel dissolution of aluminum oxide and manganese dioxide (involves 8 species); (ii) parallel dissolution of aluminum oxide and copper(I) oxide (involves 10 species); and (iii) dissolution of barium chromate (involves 9 species). In each case, we observe a divergence in the slope of the van't Hoff plot of the extent of reaction in the critical region. By phase rule analysis of these and all other existing data, we find that the chemical equilibrium critical effect occurs in coincidence with three thermodynamic intensive variables being fixed, where two of these are the temperature and the pressure. The slope of the van't Hoff plot in the critical region is observed to diverge toward negative infinity when the reaction is endothermic and toward positive infinity when it is exothermic. These two features are a characteristic of both homogeneous and heterogeneous equilibria and have been observed at both upper and lower critical solution temperatures. Taken together, these observations support the applicability of the universality concept to chemical equilibrium critical phenomena in binary liquid mixtures.

Dynamic phenomena in magnetic ternary alloys

We apply Monte Carlo simulation with local spin update Metropolis algorithm to investigate dynamic critical phenomena in a magnetic ternary alloy system with the chemical formula ABpC1−p comprising ferromagnetic and antiferromagnetic exchange interactions simultaneously. We perform a detailed investigation of the critical behavior of the system by presenting the phase diagrams in various planes and corresponding thermal and magnetic features as functions of several adjustable parameters, such as the temperature, mixing ratio p and external field amplitude h0. We also revisit the equilibrium critical phenomena of the system which were previously handled by several theoretical tools and we re-examine former, widely studied properties. It is a fact that magnetic ternary alloy system has a special point at which the phase transition temperature of the system becomes independent of mixing ratio of ions B and C in equilibrium. However, our detailed results explicitly show that when a magnetic ternary alloy system is subject to a periodically driven time-dependent magnetic field, special point character of system tends to disappear, and hereby dynamic phase transition characteristics of the system begin to depend on the active concentrations of magnetic components.

Space and time renormalization in phase transition dynamics

When a system is driven across a quantum critical point at a constant rate its evolution must become non-adiabatic as the relaxation time $\tau$ diverges at the critical point. According to the Kibble-Zurek mechanism (KZM), the emerging post-transition excited state is characterized by a finite correlation length $\hat\xi$ set at the time $\hat t=\hat \tau$ when the critical slowing down makes it impossible for the system to relax to the equilibrium defined by changing parameters. This observation naturally suggests a dynamical scaling similar to renormalization familiar from the equilibrium critical phenomena. We provide evidence for such KZM-inspired spatiotemporal scaling by investigating an exact solution of the transverse field quantum Ising chain in the thermodynamic limit.

Negative stiffness and modulated states in active nematics.

We examine the dynamics of an active nematic liquid crystal on a frictional substrate. When frictional damping dominates over viscous dissipation, we eliminate flow in favor of active stresses to obtain a minimal dynamical model for the nematic order parameter, with elastic constants renormalized by activity. The renormalized elastic constants can become negative at large activity, leading to the selection of spatially inhomogeneous patterns via a mechanism analogous to that responsible for modulated phases arising at an equilibrium Lifshitz point. Tuning activity and the degree of nematic order in the passive system, we obtain a linear stability phase diagram that exhibits a nonequilibrium tricritical point where ordered, modulated and disordered phases meet. Numerical solution of the nonlinear equations yields a succession of spatial structures of increasing complexity with increasing activity, including kink walls and active turbulence, as observed in experiments on microtubule bundles confined at an oil-water interface. Our work provides a minimal model for an overdamped active nematic that reproduces all the nonequilibrium structures seen in simulations of the full active nematic hydrodynamics and provides a framework for understanding some of the mechanisms for selection of the nonequilibrium patterns in the language of equilibrium critical phenomena.

Universality classes for unstable crystal growth.

Universality has been a key concept for the classification of equilibrium critical phenomena, allowing associations among different physical processes and models. When dealing with nonequilibrium problems, however, the distinction in universality classes is not as clear and few are the examples, such as phase separation and kinetic roughening, for which universality has allowed to classify results in a general spirit. Here we focus on an out-of-equilibrium case, unstable crystal growth, lying in between phase ordering and pattern formation. We consider a well-established 2+1-dimensional family of continuum nonlinear equations for the local height h(x,t) of a crystal surface having the general form ∂_{t}h(x,t)=-∇·[j(∇h)+∇(∇^{2}h)]: j(∇h) is an arbitrary function, which is linear for small ∇h, and whose structure expresses instabilities which lead to the formation of pyramidlike structures of planar size L and height H. Our task is the choice and calculation of the quantities that can operate as critical exponents, together with the discussion of what is relevant or not to the definition of our universality class. These aims are achieved by means of a perturbative, multiscale analysis of our model, leading to phase diffusion equations whose diffusion coefficients encapsulate all relevant information on dynamics. We identify two critical exponents: (i) the coarsening exponent, n, controlling the increase in time of the typical size of the pattern, L∼t^{n}; (ii) the exponent β, controlling the increase in time of the typical slope of the pattern, M∼t^{β}, where M≈H/L. Our study reveals that there are only two different universality classes, according to the presence (n=1/3, β=0) or the absence (n=1/4, β>0) of faceting. The symmetry of the pattern, as well as the symmetry of the surface mass current j(∇h) and its precise functional form, is irrelevant. Our analysis seems to support the idea that also space dimensionality is irrelevant.

Structural features beneath neuronal avalanches

Recently, Friedman et al performed high-resolution measurements [1] that strongly supported an universal critical character (in the sense of statistical physics) of neuronal avalanches, despite the abnormally high frequency of large events (bumps in the distributions of size and lifetime of avalanches) deforming the pure power-law behavior expected from analogies to equilibrium critical phenomena that became manifest only for smaller events. Based on simulations of the Kinouchi-Copelli (KC) model, we have shown [2] that such bumps may not be experimental artifacts and really be typical at criticality when the topology of the neural network is the Barabasi-Albert (BA) model, leading to a scale-free degree distribution of exponent -3.0. On the other hand, those simulations could not reproduce the exponents of the power-law region of the avalanche distributions in [1] (namely, -1.7 for the size distribution and -1.9 for the lifetime distribution). Besides that, the KC dynamics on BA topology revealed that the information capacity (entropy of avalanche size distribution) did not exhibit critical optimization, in contrast with an earlier experiment [3]. In this study we investigate the KC dynamics on the Uncorrelated Configuration Model (UCM) [4]. The UCM is a kind of wiring procedure of a neural topology that can lead to scale-free degree distributions with tunable exponents and can be matched to BA model. However, even so their avalanches are not identical. While the UCM also allows the appearance of bumps on the avalanche distributions, it both shows that the information capacity may be critically optimal and exhibits quantitatively accurate values of the critical exponents for small avalanches, suggesting the UCM may be descriptive of some structural features in the systems claimed to exhibit critical dynamics.

Strong anisotropy in two-dimensional surfaces with generic scale invariance: Gaussian and related models

Among systems that display generic scale invariance, those whose asymptotic properties are anisotropic in space (strong anisotropy, SA) have received relatively less attention, especially in the context of kinetic roughening for two-dimensional surfaces. This is in contrast with their experimental ubiquity, e.g., in the context of thin-film production by diverse techniques. Based on exact results for integrable (linear) cases, here we formulate a SA ansatz that, albeit equivalent to existing ones borrowed from equilibrium critical phenomena, is more naturally adapted to the type of observables that are measured in experiments on the dynamics of thin films, such as one- and two-dimensional height structure factors. We test our ansatz on a paradigmatic nonlinear stochastic equation displaying strong anisotropy like the Hwa-Kardar equation [Phys. Rev. Lett. 62, 1813 (1989)], which was initially proposed to describe the interface dynamics of running sand piles. A very important role to elucidate its SA properties is played by an accurate (Gaussian) approximation through a nonlocal linear equation that shares the same asymptotic properties.

Finite size scaling in BTW like sandpile models

Lattice statistical models of equilibrium critical phenomena generally obey finite size scaling (FSS) ansatz. However, the critical behavior of the prototypical BTW sandpile model demonstrating self-organized criticality at out of equilibrium is described by a peculiar multiscaling behaviour. FSS hypothesis is verified here on two versions (RSM1 and RSM2) of a rotational sandpile model (RSM) with broken mirror symmetry. In these models, sand grains flow only in the forward direction and in a specific rotational direction from an active site after toppling. The toppling rules are such that RSM1 will have less randomness whereas RSM2 will have more randomness with respect to RSM. RSM1 is expected to be more closer to BTW whereas RSM2 is expected to be more closer to Manna's stochastic model. Both RSM1 and RSM2 are found to belong to the same universality class of RSM. The scaling functions of RSM1 and RSM2 are also found to obey usual FSS hypothesis at out of equilibrium instead of multiscaling as in BTW.

Non-equilibrium mean-field theories on scale-free networks

Many non-equilibrium processes on scale-free networks present anomalous critical behaviorthat is not explained by standard mean-field theories. We propose a systematic method toderive stochastic equations for mean-field order parameters that implicitly account forthe degree heterogeneity. The method is used to correctly predict the dynamicalcritical behavior of some binary spin models and reaction–diffusion processes.The validity of our non-equilibrium theory is further supported by showing itsrelation with the generalized Landau theory of equilibrium critical phenomena onnetworks.

Block scaling in the directed percolation universality class

The universal behaviour of the directed percolation universality class is well understood—both the critical scaling and the finite size scaling. This paper focuses on the block (finite size) scaling of the order parameter and its fluctuations, considering (sub-)blocks of linear size l in systems of linear size L. The scaling depends on the choice of the ensemble, as only the conditional ensemble produces the block-scaling behaviour as established in equilibrium critical phenomena. The dependence on the ensemble can be understood by an additional symmetry present in the unconditional ensemble. The unconventional scaling found in the unconditional ensemble is a reminder of the possibility that scaling functions themselves have a power-law dependence on their arguments.

Characteristics of deterministic and stochastic sandpile models in a rotational sandpile model

Rotational constraint representing a local external bias generally has a nontrivial effect on the critical behavior of lattice statistical models in equilibrium critical phenomena. In order to study the effect of rotational bias in an out-of-equilibrium situation like self-organized criticality, a two state "quasideterministic" rotational sandpile model is developed here imposing rotational constraint on the flow of sand grains. An extended set of critical exponents are estimated to characterize the avalanche properties at the nonequilibrium steady state of the model. The probability distribution functions are found to obey usual finite size scaling supported by negative time autocorrelation between the toppling waves. The model exhibits characteristics of both deterministic and stochastic sandpile models.

Similarity of fluctuations in correlated systems: The case of seismicity

We report a similarity of fluctuations in equilibrium critical phenomena and nonequilibrium systems, which is based on the concept of natural time. The worldwide seismicity as well as that of the San Andreas fault system and Japan are analyzed. An order parameter is chosen and its fluctuations relative to the standard deviation of the distribution are studied. We find that the scaled distributions fall on the same curve, which interestingly exhibits, over four orders of magnitude, features similar to those in several equilibrium critical phenomena (e.g., two-dimensional Ising model) as well as in nonequilibrium systems (e.g., three-dimensional turbulent flow).

UNIVERSAL SCALING BEHAVIOR OF NON-EQUILIBRIUM PHASE TRANSITIONS

Non-equilibrium critical phenomena have attracted a lot of research interest in the recent decades. Similar to equilibrium critical phenomena, the concept of universality remains the major tool to order the great variety of non-equilibrium phase transitions systematically. All systems belonging to a given universality class share the same set of critical exponents, and certain scaling functions become identical near the critical point. It is known that the scaling functions vary more widely between different universality classes than the exponents. Thus, universal scaling functions offer a sensitive and accurate test for a system's universality class. On the other hand, universal scaling functions demonstrate the robustness of a given universality class impressively. Unfortunately, most studies focus on the determination of the critical exponents, neglecting the universal scaling functions. In this work a particular class of non-equilibrium critical phenomena is considered, the so-called absorbing phase transitions. Absorbing phase transitions are expected to occur in physical, chemical as well as biological systems, and a detailed introduction is presented. The universal scaling behavior of two different universality classes is analyzed in detail, namely the directed percolation and the Manna universality class. Especially, directed percolation is the most common universality class of absorbing phase transitions. The presented picture gallery of universal scaling functions includes steady state, dynamical as well as finite size scaling functions. In particular, the effect of an external field conjugated to the order parameter is investigated. Incorporating the conjugated field, it is possible to determine the equation of state, the susceptibility, and to perform a modified finite-size scaling analysis appropriate for absorbing phase transitions. Focusing on these equations, the obtained results can be applied to other non-equilibrium continuous phase transitions observed in numerical simulations or experiments. Thus, we think that the presented picture gallery of universal scaling functions is valuable for future work. Additionally to the manifestation of universality classes, universal scaling functions are useful in order to check renormalization group results quantitatively. Since the renormalization group theory is the basis of our understanding of critical phenomena, it is of fundamental interest to examine the accuracy of the obtained results. Due to the continuing improvement of computer hardware, accurate numerical data have become available, resulting in a fruitful interplay between numerical investigations and renormalization group analyzes.

New Directions in Statistical Physics: Econophysics, Bioinformatics, and Pattern Recognition

New Directions in Statistical Physics: Econophysics, Bioinformatics, and Pattern Recognition

Critical Phenomena in Natural Sciences: Chaos, Fractals, Selforganization and Disorder: Concepts and Tools

Since the discovery of the renormalization group theory in statistical physics, the realm of applications of the concepts of scale invariance and criticality has pervaded several fields of natural and social sciences. This is the leitmotiv of Didier Sornette's book, who in Critical Phenomena in Natural Sciences reviews three decades of developments and applications of the concepts of criticality, scale invariance and power law behaviour from statistical physics, to earthquake prediction, ruptures, plate tectonics, modelling biological and economic systems and so on. This strongly interdisciplinary book addresses students and researchers in disciplines where concepts of criticality and scale invariance are appropriate: mainly geology from which most of the examples are taken, but also engineering, biology, medicine, economics, etc. A good preparation in quantitative science is assumed but the presentation of statistical physics principles, tools and models is self-contained, so that little background in this field is needed. The book is written in a simple informal style encouraging intuitive comprehension rather than stressing formal derivations. Together with the discussion of the main conceptual results of the discipline, great effort is devoted to providing applied scientists with the tools of data analysis and modelling necessary to analyse, understand, make predictions and simulate systems undergoing complex collective behaviour. The book starts from a purely descriptive approach, explaining basic probabilistic and geometrical tools to characterize power law behaviour and scale invariant sets. Probability theory is introduced by a detailed discussion of interpretative issues warning the reader on the use and misuse of probabilistic concepts when the emphasis is on prediction of low probability rare---and often catastrophic---events. Then, concepts that have proved useful in risk evaluation, extreme value statistics, large limit theorems for sums of independent variables with power law distribution, random walks, fractals and multifractal formalisms, etc, are discussed in an immediate and direct way so as to provide ready-to-use tools for analysing and representing power law behaviour in natural phenomena. The exposition then continues discussing the main developments, allowing the reader to understand theoretically and model strongly correlated behaviour. After a concise, but useful, introduction to the fundamentals of statistical physics a discussion of equilibrium critical phenomena and the renormalization group is proposed to the reader. With the centrality of the problem of non-equilibrium behaviour in mind, a discussion is devoted to tentative applications of the concept of temperature in the off-equilibrium context. Particular emphasis is given to the development of long range correlation and of precursors of phase transitions, and their role in the prediction of catastrophic events. Then, basic models such as percolation and rupture models are described. A central position in the book is occupied by a chapter on mechanisms for power laws and a subsequent one on self-organized criticality as a general paradigm for critical behaviour as proposed by P Bak and collaborators. The book concludes with a chapter on the prediction of fields generated by a random distribution of sources. The book maintains the promise of the title of providing concepts and tools to tackle criticality and self-organization. The second edition, while retaining the structure of the first edition, considerably extends the scope with new examples and applications of a research field which is constantly growing. Any scientific book has to solve the dichotomy between the depth of discussion, the pedagogical character of exposition and the quantity of material discussed. In general the book, which evolved from a graduate student course, favours these last two aspects at the expense of the first one. This makes the book very readable and means that, while complicated concepts are always explained by means of simple examples, important results are often mentioned but not derived or discussed in depth. Most of the time this style of exposition manages to successfully convey the essential information, other times unfortunately, e.g. in the case of the chapter on disordered systems, the presentation appears rather superficial. This is the price we pay for a book covering an impressively vast subject area and the huge bibliography (more than 1000 references) furnishes a necessary guide for acquiring the working knowledge of the subject covered. I would recommend it to teachers planning introductory courses on the field of complex systems and to researchers wanting to learn about an area of great contemporary interest.

Evolution in complex systems

AbstractWhat features characterize complex system dynamics? Power laws and scale invariance of fluctuations are often taken as the hallmarks of complexity, drawing on analogies with equilibrium critical phenomena. Here we argue that slow, directed dynamics, during which the system's properties change significantly, is fundamental. The underlying dynamics is related to a slow, decelerating but spasmodic release of an intrinsic strain or tension. Time series of a number of appropriate observables can be analyzed to confirm this effect. The strain arises from local frustration. As the strain is released through “quakes,” some system variable undergoes record statistics with accompanying log‐Poisson statistics for the quake event times. We demonstrate these phenomena via two very different systems: a model of magnetic relaxation in type II superconductors and the Tangled Nature model of evolutionary ecology and show how quantitative indications of aging can be found. © 2004 Wiley Periodicals, Inc. Complexity 10: 49–56, 2004

Dynamic phase transition, universality, and finite-size scaling in the two-dimensional kinetic Ising model in an oscillating field.

We study the two-dimensional kinetic Ising model below its equilibrium critical temperature, subject to a square-wave oscillating external field. We focus on the multidroplet regime, where the metastable phase decays through nucleation and growth of many droplets of the stable phase. At a critical frequency, the system undergoes a genuine nonequilibrium phase transition, in which the symmetry-broken phase corresponds to an asymmetric stationary limit cycle for the time-dependent magnetization. We investigate the universal aspects of this dynamic phase transition at various temperatures and field amplitudes via large-scale Monte Carlo simulations, employing finite-size scaling techniques adopted from equilibrium critical phenomena. The critical exponents, the fixed-point value of the fourth-order cumulant, and the critical order-parameter distribution all are consistent with the universality class of the two-dimensional equilibrium Ising model. We also study the cross-over from the multidroplet regime to the strong-field regime, where the transition disappears.

Expansion of the master equation in the vicinity of a critical point

In the past, by introducing the concept of `system size effect' in the stochastic analysis of nonequilibrium critical phenomena, we showed by a computer experiment that the new aspect, which exceeds usual conventional result, existed. In this Letter, a new expansion method of the master equation for studying nonequilibrium critical phenomena under this concept is proposed. Then the following is shown: that the result has exceeded the classical stochastic analysis, and that agrees with the result of the theory of Wilson in case of the partition function with coupling terms neglected in usual equilibrium critical phenomena.