Non-Equilibrium Phase Transitions an Introduction
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Directed Percolation Other Universality Classes Non-equilibrium phase transitions An Introduction Lecture III Haye Hinrichsen University of Würzburg, Germany March 2006 Directed Percolation Other Universality Classes Third Lecture: Outline 1 Directed Percolation Scaling Theory Langevin Equation 2 Other Universality Classes Parity-conserving Class Voter Universality Class DP with long-range interactions Directed Percolation Other Universality Classes Outline 1 Directed Percolation Scaling Theory Langevin Equation 2 Other Universality Classes Parity-conserving Class Voter Universality Class DP with long-range interactions Directed Percolation Other Universality Classes Phenomenological Scaling Theory – Scale Invariance Scaling hypothesis: In the scaling regime the large-scale properties of absorbing phase transitions are invariant under scale transformations (zoom in – zoom out) ∆ → λ ∆ (∆ = p − pc) ρ → λβρ 0 P → λβ P −ν⊥ ξ⊥ → λ ξ⊥ −νk ξk → λ ξk 0 with the four exponents β, β , ν⊥, νk. This is called simple scaling (opposed to multiscaling). Directed Percolation Other Universality Classes Using Scale Invariance If you have an expression... multiply the distance from criticality p − pc by λ. multiply all quantities that measure local activity by λβ 0 multiply all quantities that activate sites locally by λβ multiply all lengths by λ−ν⊥ multiply all times by λ−νk ...then this expression should be asymptotically invariant. Directed Percolation Other Universality Classes Using Scale Invariance 1st Example: Decay of the density at criticality: −α β −νk −α ρ ∼ t ⇒ λ ρ ∼ (λ t) ⇒ α = β/νk The same more formally: ρ(t) = λ−βρ(λ−νk t) Set λ = t1/νk . ⇒ ρ(t) = t−β/ν⊥ ρ(1) Directed Percolation Other Universality Classes Using Scale Invariance 2nd Example: Decay of the density for ∆ 6= 0: ρ(∆, t) = λ−βρ(λ∆, λ−νk t) Set again λ = t1/νk . ⇒ ρ(∆, t) = t−β/ν⊥ ρ(∆t1/νk , 1) ρ(∆, t) = t−β/ν⊥ f (∆t1/νk ) This is a scaling form, f (ξ) is called scaling function. Directed Percolation Other Universality Classes Using Scale Invariance – Scaling function ρ(∆, t) = t−β/ν⊥ f (∆t1/νk ) The scaling function f (ξ) has certain asymptotic properties: f (ξ) → const for ξ → 0 f (ξ) ∼ ξβ for ξ → ∞, ∆ > 0 f (ξ) → 0 for ξ → ∞, ∆ < 0 Check scaling and visualize f (ξ) by a data collapse, plotting ρ(∆, t)tβ/ν⊥ versus ∆t1/νk . Directed Percolation Other Universality Classes Using Scale Invariance – Data Collapse ρ(∆, t) = t−β/ν⊥ f (∆t1/νk ) 0 10 0 10 -1 10 -1 10 α -2 ρ(t) 10 ρ(t) t -2 10 -3 10 -3 10 -4 10 0 1 2 3 4 -4 -3 -2 -1 0 1 10 10 10 10 10 10 10 10 10 10 10 ν t t τ || Directed Percolation Other Universality Classes Using Scale Invariance 3rd Example: Two-point correlation function: c(r, τ, ∆) = hs(r1, t1)s(r2, t2)i Here r = |r2 − r1| and τ = t2 − t1 c(λ−ν⊥ r, λ−νk τ, λ∆) ' λ−2βc(r, τ, ∆) Setting λ = τ 1/νk we obtain: c(r, ∆t, ∆) = τ −2β/νk g(r/τ ν⊥/νk , ∆τ 1/νk ) , Directed Percolation Other Universality Classes Universality of Scaling Functions The form of scaling functions (apart from metric factors) is universal, e.g., the same in all models for DP. Scaling functions are as universal as critical exponents. Like critical exponents scaling functions cannot always be expressed exactly in a closed form. A universality class is characterized by values of the critical exponents and specific scaling functions. Directed Percolation Other Universality Classes Using Scale Invariance There is much more about scaling: Empty-interval probability distribution External field and fluctuations Finite-size scaling Pair connectedness function Spreading from a seed Early-time regime / critical initial slip ...see lecture notes. Directed Percolation Other Universality Classes Outline 1 Directed Percolation Scaling Theory Langevin Equation 2 Other Universality Classes Parity-conserving Class Voter Universality Class DP with long-range interactions Directed Percolation Other Universality Classes Phenomenological Langevin Equation Let ρ(x, t) be a mesoscopic density of active sites. The Langevin equation for DP reads: 2 2 ∂t ρ(x, t) = aρ(x, t) − bρ (x, t) + D∇ ρ(x, t) + ξ(x, t) Here ξ(x, t) is a density-dependent Gaussian noise with the correlations hξ(x, t)i = 0 , hξ(x, t)ξ(x0, t0)i = Γ ρ(x, t) δd (x − x0) δ(t − t0) The amplitude of ξ(x, t) is proportional to pρ(x, t), Directed Percolation Other Universality Classes DP Langevin Equation: Form of the Noise Why ξ(x, t) ∝ pρ(x, t)? The noise describes local fluctuations of the coarse-grained density ρ(x, t) Directed Percolation Other Universality Classes DP Langevin Equation: Form of the Noise Each active site creates offspring (+1) or dies (-1), hence generates bounded noise. Central limit theorem: Total noise amplitude is proportional to the square-root of the number of noise sources. ⇒ amplitude[ξ(x, t)] ∝ pρ(x, t) Directed Percolation Other Universality Classes Langevin Equation – Static Mean Field Approximation 2 2 ∂t ρ(x, t) = aρ(x, t) − bρ (x, t) + D∇ ρ(x, t) + ξ(x, t) Stationary state: ∂t ρ(x, t) = 0 0 absorbing state ⇒ ρstat = a/b active state The parameter a plays the role of ∆ = p − pc. The critical point is ac = 0. The density exponent is βMF = 1. Directed Percolation Other Universality Classes Langevin Equation – Scale Invariance Apply scale transformation ρ → λβρ −ν⊥ ξ⊥ → λ ξ⊥ −νk ξk → λ ξk to the Langevin equation 2 2 ∂t ρ(x, t) = aρ(x, t) − bρ (x, t) + D∇ ρ(x, t) + ξ(x, t) The result reads: β+ν β 2β 2 β+2ν⊥ 2 λ k ∂t ρ(x, t) = λ aρ(x, t) − λ bρ (x, t) + λ D∇ ρ(x, t) 1 (β+dν +ν ) + λ 2 ⊥ k ξ(x, t) Directed Percolation Other Universality Classes Langevin Equation – Mean Field Critical Exponents To determine mean field exponents require scale invariance: β+ν β 2β 2 β+2ν⊥ 2 λ k ∂t ρ(x, t) = λ aρ(x, t) − λ bρ (x, t) + λ D∇ ρ(x, t) 1 (β+dν +ν ) + λ 2 ⊥ k ξ(x, t) The scaling factors drop out if: a = 0 βMF = 1 MF ν⊥ = 1/2 MF νk = 1 d = 4 Directed Percolation Other Universality Classes Langevin Equation – Upper Critical Dimension β+ν β 2β 2 β+2ν⊥ 2 λ k ∂t ρ(x, t) = λ aρ(x, t) − λ bρ (x, t) + λ D∇ ρ(x, t) 1 (β+dν +ν ) + λ 2 ⊥ k ξ(x, t) ⇑ The dimension enters only here. d noise d>4 irrelevant mean field correct d=4 marginal mean field + log corrections d<4 relevant full field theory needed dc = 4 is called upper critical dimension. Directed Percolation Other Universality Classes Langevin Equation – Higher Order Terms 2 2 ∂t ρ(x, t) = aρ(x, t) − bρ (x, t) + D∇ ρ(x, t) + ξ(x, t) Higher-order terms such as ρ3, ∇4ρ, (∇ρ)2,... would be irrelevant under rescaling. This is the origin of universality. Directed Percolation Other Universality Classes Directed Percolation – Field theory Backbone of a two-point function: ⇒ Lecture by U. C. Täuber (Monday 11:30) Directed Percolation Other Universality Classes DP conjecture Janssen / Grassberger Any stochastic model with the properties... short-range interactions two-state model single absorbing state spontaneous removal and offspring production no quenched disorder no unconventional symmetries ...belongs to the DP universality class. Directed Percolation Other Universality Classes Outline 1 Directed Percolation Scaling Theory Langevin Equation 2 Other Universality Classes Parity-conserving Class Voter Universality Class DP with long-range interactions Directed Percolation Other Universality Classes Parity-conserving Class Reaction-diffusion schemes: DP-class A → 0 A → 2A 2A → A + diffusion PC-class 2A → 0 A → 3A + diffusion PC-processes conserve the number of particles modulo 2. Example: Branching Annihilating Random Walk with even number of offspring (BARW): Directed Percolation Other Universality Classes PC Transitions belong to a Different Class Parity-conserving class : 2A → 0 , A → 3A and diffusion Two different dynamical sectors. Absorbing (subcritical) phase governed√ by 2A → 0 decays algebraically, in 1d as 1/ t. Field theory (Cardy, Täuber) with two critical dimensions: dc = 2 for annihilation, dc = 4/3 for branching. Different set of critical exponents in 1d: 0 β = β νk ν⊥ DP ≈ 0.276 ≈ 1.734 ≈ 1.097 PC 0.92(2) 3.22(6) 1.83(3) Directed Percolation Other Universality Classes Visualizing Scale Invariance: 1/z Plot x/t versus ln t, where z = νk/ν⊥ is the expected dynamical exponent: Directed Percolation Other Universality Classes Visualizing Scale Invariance in the Critical BARW: x → λ−ν⊥ x t → λ−νk t ρ → λβρ Directed Percolation Other Universality Classes Parity-Conserving Class 2A → 0 ,A → 3A and diffusion Is it only parity conservation that drives the transition away from DP? Directed Percolation Other Universality Classes Parity-Conserving Class Directed Percolation Other Universality Classes Outline 1 Directed Percolation Scaling Theory Langevin Equation 2 Other Universality Classes Parity-conserving Class Voter Universality Class DP with long-range interactions Directed Percolation Other Universality Classes Voter Universality Class Voter model: If you can’t make up your mind... with two states: Z2-symmetry. simply adopt the opinion of a randomly chosen nearest neighbour. Directed Percolation Other Universality Classes Voter Model in One Dimension In 1d the voter model is like Glauber-Ising dynamics at T = 0: In 1d the kinks between Z2-symmetric domains can be interpreted as particles: 2A → 0 Directed Percolation Other Universality Classes Voter Model in Two Dimensions Glauber−Ising model at T=0 Classical voter model Directed Percolation Other Universality Classes Voter Phase Transitions (Z2-symmetric transitions) Take the voter model and add interfacial noise: Directed Percolation Other Universality Classes Voter Phase Transitions In 1d voter phase transitions belong to the parity-conserving class.