To determine the universality class of critical phenomena, we propose a method of statistical inference in the scaling analysis of critical phenomena. The method is based on Bayesian statistics, most specifically, the Gaussian process regression. It assumes only the smoothness of a scaling function, and it does not need a form. We demonstrate this method for the finite-size scaling analysis of the Ising models on square and triangular lattices. Near the critical point, the method is comparable in accuracy to the least-square method. In addition, it works well for data to which we cannot apply the least-square method with a polynomial of low degree. By comparing the data on triangular lattices with the scaling function inferred from the data on square lattices, we confirm the universality of the finite-size scaling function of the two-dimensional Ising model.
We investigate multicritical phenomena in O(N)+O(M)-models by means of nonperturbative renormalization group equations. This constitutes an elementary building block for the study of competing orders in a variety of physical systems. To identify possible multicritical points in phase diagrams with two ordered phases, we compute the stability of isotropic and decoupled fixed point solutions from scaling potentials of single-field models. We verify the validity of Aharony's scaling relation within the scale-dependent derivative expansion of the effective average action. We discuss implications f…
By large scale Monte Carlo simulations it is shown that the stable fixed point of the SO(5) theory is either bicritical or tetracritical depending on the effective interaction between the antiferromagnetism and superconductivity orders. There are no fluctuation-induced first-order transitions suggested by epsilon expansions. Bicritical and tetracritical scaling functions are derived for the first time and critical exponents are evaluated with high accuracy. Suggestions on experiments are given.
We propose a generic scaling theory for critical phenomena that includes power-law and essential singularities in finite and infinite dimensional systems. In addition, we clarify its validity by analyzing the Potts model in a simple hierarchical network, where a saddle-node bifurcation of the renormalization-group fixed point governs the essential singularity.
In the past two decades or so, we have learned how to understand crackling noise in a wide variety of systems. We review here the basic ideas and methods we use to understand crackling noise - critical phenomena, universality, the renormalization group, power laws, and universal scaling functions. These methods and tools were originally developed to understand continuous phase transitions in thermal and disordered systems, and we also introduce these more traditional applications as illustrations of the basic ideas and phenomena.
The prevalence of many urban phenomena changes systematically with population size. We propose a theory that unifies models of economic complexity and cultural evolution to derive urban scaling. The theory accounts for the difference in scaling exponents and average prevalence across phenomena, as well as the difference in the variance within phenomena across cities of similar size. The central ideas are that a number of necessary complementary factors must be simultaneously present for a phenomenon to occur, and that the diversity of factors is logarithmically related to population size. The …
We study in detail the dynamic scaling of the three-dimensional (3D) Ising model driven through its critical point on finite-size lattices and show that a series of new critical exponents are needed to account for the anomalous scalings originating from breaking of self-similarity of the so-called phases fluctuations. Our results demonstrate that new exponents are generally required for scaling in the whole driven process once the lattice size or an externally applied field are taken into account. These open a new door in critical phenomena and suggest that much is yet to be explored in driven…
We study numerically the properties of the bayesian perceptron through a gradient descent on the optimal cost function. The theoretical distribution of stabilities is deduced. It predicts that the optimal generalizer lies close to the boundary of the space of (error-free) solutions. The numerical simulations are in good agreement with the theoretical distribution. The extrapolation of the generalization error to infinite input space size agrees with the theoretical results. Finite size corrections are negative and exhibit two different scaling regimes, depending on the training set size. The v…
We investigate the effects of smooth inhomogeneities at first-order quantum transitions (FOQT), such as those arising from the presence of a space-dependent external field, which smooths out the typical discontinuities of the low-energy properties. We argue that scaling phenomena develop at the transition region where the external field takes the value corresponding to the FOQT of the homogenous system. We present numerical evidence of such scaling phenomena at the FOQTs of quantum Ising chains, driven by a parallel magnetic field when the system is in the ferromagnetic phase, and at the FOQT …
Results for transport properties, in conjunction with phase behavior and thermodynamics, are presented at the criticality of a binary Lennard-Jones fluid from Monte Carlo and molecular dynamics simulations. Evidence for much stronger finite-size effects in dynamics compared to statics has been demonstrated. Results for bulk viscosity are the first in the literature that quantifies critical divergence via appropriate finite-size scaling analysis. Our results are in accordance with the predictions of mode-coupling and dynamic renormalization group theoretical calculations.
Benford's law is an empirical edict stating that the lower digits appear more often than higher ones as the first few significant digits in statistics of natural phenomena and mathematical tables. A marked proportion of such analyses is restricted to the first significant digit. We employ violation of Benford's law, up to the first four significant digits, for investigating magnetization and correlation data of paradigmatic quantum many-body systems to detect cooperative phenomena, focusing on the finite-size scaling exponents thereof. We find that for the transverse field quantum XY model, be…
We study clustering in a stochastic system of particles sliding down a fluctuating surface in one and two dimensions. In steady state, the density-density correlation function is a scaling function of separation and system size.This scaling function is singular for small argument -- it exhibits a cusp singularity for particles with mutual exclusion, and a divergence for noninteracting particles. The steady state is characterized by giant fluctuations which do not damp down in the thermodynamic limit. The autocorrelation function is a singular scaling function of time and system size. The scali…
We present numerical simulations of avalanches and critical phenomena associated with hysteresis loops, modeled using the zero-temperature random-field Ising model. We study the transition between smooth hysteresis loops and loops with a sharp jump in the magnetization, as the disorder in our model is decreased. In a large region near the critical point, we find scaling and critical phenomena, which are well described by the results of an epsilon expansion about six dimensions. We present the results of simulations in 3, 4, and 5 dimensions, with systems with up to a billion spins (1000^3).
We present a scaling theory for the effect of thermal fluctuations on the characteristics of the depinning transition, and also in the closely related directed percolation model. Thermal effects act as a sort of external field that produces a rounding of the sharp transition occurring at zero temperature. The theory allows to predict the value of the thermal rounding exponent that quantifies the rounding effect. It also gives insight into the spatial and temporal correlations between thermally activated events, which are highly non-trivial.
Via a combination of molecular dynamics (MD) simulations and finite-size scaling (FSS) analysis, we study dynamic critical phenomena for the vapor-liquid transition in a three dimensional Lennard-Jones system. The phase behavior of the model, including the critical point, have been obtained via the Monte Carlo simulations. The transport properties, viz., the bulk viscosity and the thermal conductivity, are calculated via the Green-Kubo relations, by taking inputs from the MD simulations in the microcanonical ensemble. The critical singularities of these quantities are estimated via the FSS met…
We show that the quantum phase transition arising in a standard radiation-matter model (Dicke model) belongs to the same universality class as the infinitely-coordinated, transverse field XY model. The effective qubit-qubit exchange interaction is shown to be proportional to the square of the qubit-radiation coupling. A universal finite-size scaling is derived for the corresponding two-qubit entanglement (concurrence) and a size-consistent effective Hamiltonian is proposed for the qubit subsystem.
Scaling analysis, in which one infers scaling exponents and a scaling function in a scaling law from given data, is a powerful tool for determining universal properties of critical phenomena in many fields of science. However, there are corrections to scaling in many cases, and then the inference problem becomes ill-posed by an uncontrollable irrelevant scaling variable. We propose a new kernel method based on Gaussian process regression to fix this problem generally. We test the performance of the new kernel method for some example cases. In all cases, when the precision of the example data i…
The mean-field optical phase transition in multimode equal-coupling photonic networks is studied by temporal evolution of the nonlinear equations of motion of the coupled modes. Analogies to statistical mechanics models of interacting classical spins, built upon the correspondence between complex-valued modes and two-component spins, are employed to define two-component and single-component order parameters. A comprehensive finite-size scaling analysis is performed to estimate critical points and exponents of a second-order phase transition, driven by the optical energy per mode. Equilibrium p…
The multicritical point at which both a 3-component and a 2-component order parameters order simultaneously in 3 dimensions is shown to have the critical behavior of the decoupled fixed point, with separate n=3 and n=2 behavior. This contradicts both the extrapolation of the epsilon-expansion at leading order, which yields the biconical point, and recent Monte Carlo simulations, which gave isotropic SO(5) behavior. Thus, this tetracritical point carries no information on the relevance of the so-called SO(5) theory of high-T superconductivity.
We propose a new scaling theory for general quantum breakdown phenomena. We show, taking Landau-Zener type breakdown as a particular example, that the breakdown phenomena can be viewed as a quantum phase transition for which the scaling theory is developed. The application of this new scaling theory to Zener type breakdown in Anderson insulators, and quantum quenching has been discussed.
We show that, in the most general $N$-component theory with symmetry O(n_1)+O(n_2), N=n_1+n_2\geq 3, the O(N)-symmetric fixed point has (at least) three unstable directions: the temperature, the quadratic anisotropy, and the spin-4 quartic perturbation. This implies that in the SO(5) theory of high-$T_c$ superconductivity an additional tuning is required to obtain an enlarged SO(5) symmetry. This is in contrast with the recent numerical results reported by Hu, Phys. Rev. Lett. 87, 057004 (2001). \
In this paper, we address the logarithmic corrections to the leading power laws that govern thermodynamic quantities as a second-order phase transition point is approached. For phase transitions of spin systems on d-dimensional lattices, such corrections appear at some marginal values of the order parameter or space dimension. We present new scaling relations for these exponents. We also consider a spin system on a scale-free network which exhibits logarithmic corrections due to the specific network properties. To this end, we analyze the phase behavior of a model with coupled order parameters…
We consider the influence of a power-law deviation from the critical coupling such that the system is critical at its surface. We develop a scaling theory showing that such a perturbation introduces a new length scale which governs the scaling behaviour of the density profiles as well as the finite-size behaviour of the surface properties. Exact results are obtained for the Ising quantum chain when the perturbation varies linearly whereas the quadratic perturbation is mainly studied numerically. The scaling theory is well confirmed in both cases.
Nonequilibrium surface autocorrelation and autoresponse functions are studied numerically in semi-infinite critical systems in the dynamical scaling regime. Dynamical critical behaviour is examined for a nonconserved order parameter in semi-infinite two- and three-dimensional Ising models as well as in the Hilhorst-van Leeuwen model. The latter model permits a systematic study of surface aging phenomena, as the surface critical exponents change continuously as function of a model parameter. The scaling behaviour of surface two-time quantities is investigated and scaling functions are confronte…
We propose a new efficient scheme for the quantum Monte Carlo study of quantum critical phenomena in quantum spin systems. Rieger and Young's Trotter-number-dependent finite-size scaling in quantum spin systems and Ito {\it et al.}'s evaluation of the transition point with the non-equilibrium relaxation in classical spin systems are combined and generalized. That is, only one Trotter number and one inverse temperature proportional to system sizes are taken for each system size, and the transition point of the transformed classical spin model is estimated as the point at which the order paramet…
We numerically exhibit strange scaling and temporal evolution of finite-size fluctuation in thermal equilibrium of a simple long-range interacting system. These phenomena are explained from the view point of existence of the Casimirs and their nonexactness in finite-size systems, where the Casimirs are invariants in the Vlasov dynamics describing the long-range systems in the limit of large population. This explanation expects appearance of the reported phenomena in a wide class of isolated long-range systems. The scaling theory is also discussed as an application of the strange scaling.
We study critical phenomena at a tricritical point associated with a chiral phase transition which emerges in the D3/D7 model in the presence of a finite baryon number density and an external magnetic field. We numerically determine critical exponents related to the thermodynamic quantities and correlation functions. We find that the values of the critical exponents agree with the mean-field values. The scaling relations between the critical exponents are satisfied, implying that the scaling hypothesis for the free energy and the correlation functions hold. Our results indicate that the critic…
We consider the behaviour of a critical system in the presence of a gradient perturbation of the couplings. In the direction of the gradient an interface region separates the ordered phase from the disordered one. We develop a scaling theory for the density profiles induced by the gradient perturbation which involves a characteristic length given by the width of the interface region. The scaling predictions are tested in the framework of the mean-field Ginzburg-Landau theory. Then we consider the Ising quantum chain in a linearly varying transverse field which corresponds to the extreme anisot…
In this work we investigate the critical behavior of the three dimensional simple-cubic Majority voter model. Using numerical simulations and a combination of two different cumulants we evaluated the critical point with a higher accuracy than the previous numerical result found by Yang et al. [J.- S. Yang, I.-M. Kim and W. Kwak, Phys. Rev. E 77, 051122 (2008)]. Using standard Finite Size Scaling theory and scaling corrections we find that the critical exponents ν, γ and β are the same as those of the three dimensional Ising model.
Equilibrium and non-equilibrium growth phenomena, e.g., surface growth, generically yields self-affine distributions. Analysis of statistical properties of these distributions appears essential in understanding statistical mechanics of underlying phenomena. Here, we analyze scaling properties of the cumulative distribution of iso-height loops (i.e., contour lines) of rough self-affine surfaces in terms of loop area and system size. Inspired by the Coulomb gas methods, we find the generating function of the area of the loops. Interestingly, we find that, after sorting loops with respect to thei…
We investigate an extension of the quantum Ising model in one spatial dimension including long-range $1 / r^α$ interactions in its statics and dynamics with possible applications from heteronuclear polar molecules in optical lattices to trapped ions described by two-state spin systems. We introduce the statics of the system via both numerical techniques with finite size and infinite size matrix product states and a theoretical approaches using a truncated Jordan-Wigner transformation for the ferromagnetic and antiferromagnetic case and show that finite size effects have a crucial role shifting…
I present empirical evidence that turbulent flows are closely analogous to critical phenomena, from a reanalysis of friction factor measurements in rough pipes. The data collapse found here corresponds to Widom scaling near critical points, and implies that a full understanding of turbulence requires explicit accounting for boundary roughness.
Phase transitions and critical phenomena are among the most intriguing phenomena in nature and their renormalization-group theory is one of the greatest achievements of theoretical physics. However, the predictions of the theory above an upper critical dimension $d_c$ seriously disagree with reality. In addition to its fundamental significance, the problem is also of practical importance because both complex systems with spatial or temporal long-range interactions and quantum phase transitions can substantially lower $d_c$. The extant scenarios built on a dangerous irrelevant variable (DIV) to…
Many fluctuating systems consist of macroscopic structures in addition to noisy signals. Thus, for this class of fluctuating systems, the scaling behaviors are very complicated. Such phenomena are quite commonly observed in Nature, ranging from physics, chemistry, geophysics, even to molecular biology and physiology. In this paper, we take an extensive analytical study on the ``generalized detrended fluctuation analysis'' method. For continuous fluctuating systems in arbitrary dimensions, we not only derive the explicit and exact expression of macroscopic structures, but also obtain the exact …
Many materials quenched into their ordered phase undergo ageing and there show dynamical scaling. For any given dynamical exponent z, this can be extended to a new form of local scale-invariance which acts as a dynamical symmetry. The scaling functions of the two-time correlation and response functions of ferromagnets with a non-conserved order parameter are determined. These results are in agreement with analytical and numerical studies of various models, especially the kinetic Glauber-Ising model in 2 and 3 dimensions.
The long-time dynamics of the 1D contact process suddenly brought out of an uncorrelated initial state is studied through a light-cone transfer-matrix renormalisation group approach. At criticality, the system undergoes ageing which is characterised through the dynamical scaling of the two-times autocorrelation and autoresponse functions. The observed non-equality of the ageing exponents a and b excludes the possibility of a finite fluctuation-dissipation ratio in the ageing regime. The scaling form of the critical autoresponse function is in agreement with the prediction of local scale-invari…
The generalization of dynamical scaling to local scale invariance is reviewed. Starting from a recapitulation of the phenomenology of ageing phenomena, the generalization of dynamical scaling to local scale transformation for any given dynamical exponent $z$ is described and the two distinct types of local scale invariance are presented. The special case $z=2$ and the associated Ward identity of Schrödinger invariance is treated. Local scale invariance predicts the form of the two-point functions. Existing confirmations of these predictions for (I) the Lifshitz points in spin systems with comp…
One of the most impressive features of continuous phase transitions is the concept of universality, that allows to group the great variety of different critical phenomena into a small number of universality classes. All systems belonging to a given universality class have the same critical exponents, and certain scaling functions become identical near the critical point. It is the aim of this work to demonstrate the usefulness of universal scaling functions for the analysis of non-equilibrium phase transitions. In order to limit the coverage of this article, we focus on a particular class of n…
We show that the generating functions of avalanche observables in SOC models exhibits a Lee-Yang phenomenon. This establishes a new link between the classical theory of critical phenomena and SOC. A scaling theory of the Lee-Yang zeroes is proposed including finite sampling effects.
It has been recently observed that synthetic materials subjected to an external elastic stress give rise to scaling phenomena in the acoustic emission signal. Motivated by this experimental finding we develop a mesoscopic model in order to clarify the nature of this phenomenon. We model the synthetic material by an array of resistors with random failure thresholds. The failure of a resistor produces an decrease in the conductivity and a redistribution of the disorder. By increasing the applied voltage the system organizes itself in a stationary state. The acoustic emission signal is associated…
Symmetry breaking plays a pivotal role in modern physics. Although self-similarity is also a symmetry and appears ubiquitously in nature, a fundamental question is whether self-similarity breaking makes sense or not. Here, by identifying the most important kind of critical fluctuations dubbed as phases fluctuations and comparing the consequences of having self-similarity with those of lacking self-similarity in the phases fluctuations, we show that self-similarity can indeed be broken with significant consequences at least in nonequilibrium situations. We find that the breaking of self-similar…
Scaling in the dynamical properties of complex many-body systems has been of strong interest since turbulence phenomena became the subject of systematic mathematical studies. In this article, dynamical critical phenomena far from equilibrium are investigated with functional renormalisation group equations. The focus is set on scaling solutions of the stochastic driven-dissipative Burgers equation and their relation to solutions known in the literature for Burgers and Kardar-Parisi-Zhang dynamics. We furthermore relate superfluid as well as acoustic turbulence described by the Gross-Pitaevskii …
On logarithmic extensions of local scale-invariance
Groupe de Physique Statistique, Département de Physique de la Matière et des Matériaux, Institut Jean Lamour (CNRS UMR 7198), Université de Lorraine（洛林大学）
