In the preceding chapter, we have introduced several levels for the mathematical description of stochastic dynamics. We now use the kinetic Ising models introduced in Section 2.3.3 to formulate the dynamic scaling hypothesis which appropriately generalizes the homogeneity property of the static correlation function in the vicinity of a critical point, as established in Chapter 1. The dynamic critical exponent z is defined to characterize both the critical dispersion and the basic phenomenon of critical slowing-down. As a next step, and building on the results of Section 2.4, a continuum effective theory for the mesoscopic order parameter density, basically the dynamical analog to the Ginzburg–Landau approach, is constructed in terms of a non-linear Langevin equation. The distinction between dissipative and diffusive dynamics for the purely relaxational kinetics of either a non-conserved or conserved order parameter field, respectively, defines the universality classes A and B. Following the analysis of these models in the Gaussian approximation, they also serve to outline the construction of a dynamical perturbation theory for non-linear stochastic differential equations through direct iteration. In general, however, the order parameter alone does not suffice to fully capture the critical dynamics near a second-order phase transition. Additional hydrodynamic modes originating from conservation laws need to be accounted for as well. The simplest such situation is entailed in the relaxational models C and D, which encompass the static coupling of the order parameter to the energy density. Further scenarios emerge through reversible non-linear mode couplings in the Langevin equations of motion.
In the preceding chapter, we have introduced several levels for the mathematical description of stochastic dynamics. We now use the kinetic Ising models introduced in Section 2.3.3 to formulate the dynamic scaling hypothesis which appropriately generalizes the homogeneity property of the static correlation function in the vicinity of a critical point, as established in Chapter 1. The dynamic critical exponent z is defined to characterize both the critical dispersion and the basic phenomenon of critical slowing-down. As a next step, and building on the results of Section 2.4, a continuum effective theory for the mesoscopic order parameter density, basically the dynamical analog to the Ginzburg–Landau approach, is constructed in terms of a non-linear Langevin equation. The distinction between dissipative and diffusive dynamics for the purely relaxational kinetics of either a non-conserved or conserved order parameter field, respectively, defines the universality classes A and B. Following the analysis of these models in the Gaussian approximation, they also serve to outline the construction of a dynamical perturbation theory for non-linear stochastic differential equations through direct iteration. In general, however, the order parameter alone does not suffice to fully capture the critical dynamics near a second-order phase transition. Additional hydrodynamic modes originating from conservation laws need to be accounted for as well. The simplest such situation is entailed in the relaxational models C and D, which encompass the static coupling of the order parameter to the energy density. Further scenarios emerge through reversible non-linear mode couplings in the Langevin equations of motion.
Equipped with the field theory representation of non-linear Langevin equations, the tools of dynamic perturbation theory, and the dynamic renormalization group introduced in Chapters 4 and 5, we are now in the position to revisit models for dynamic critical behavior that entail reversible mode couplings and other conserved hydrodynamic modes. We have already encountered some of these in Section 3.3. In models C and D, respectively, a non-conserved or conserved n -component order parameter is coupled to a conserved scalar field, the energy density. Through a systematic renormalization group analysis, we may critically assess the earlier predictions from scaling theory, and discuss the stability of fixed points characterized by strong dynamic scaling, wherein the order parameter and conserved non-critical mode fluctuate with equal rates, and weak dynamic scaling regimes, where these characteristic time scales differ. Next we investigate isotropic ferromagnets (model J), with the conserved spin density subject to reversible precession in addition to diffusive relaxation. Exploiting rotational invariance, we can now firmly establish the scaling relation z = ( d + 2 − η )/2. Similar symmetry arguments yield a scaling relation for the dynamic exponents associated with the order parameter and the non-critical fields in the O ( n )-symmetric SSS model that encompasses model E for planar ferromagnets and superfluid helium 4 (for n = 2), and model G for isotropic antiferromagnets ( n = 3). There exist competing strong- and weak-scaling fixed points, with the former stable to one-loop order, and characterized by z = d /2 for all slow modes.
To set the stage for our subsequent thorough discussion of dynamic critical phenomena, we first review the theoretical description of second-order equilibrium phase transitions. (Readers already well acquainted with this material may readily move on to Chapter 2.) To this end, we compare the critical exponents following from the van-der-Waals equation of state for weakly interacting gases with the results from the Curie–Weiss mean-field approximation for the ferromagnetic Ising model. We then provide a unifying description in terms of Landau–Ginzburg theory, i.e., a long-wavelength expansion of the effective free energy with respect to the order parameter. The Gaussian model is analyzed, and a quantitative criterion is established that defines the circumstances when non-linear fluctuations need to be taken into account properly. Thereby we identify d c = 4 as the upper critical dimension for generic continuous phase transitions in thermal equilibrium. The most characteristic feature of a critical point turns out to be the divergence of the correlation length that renders microscopic details oblivious. As a consequence, not only the correlation functions, but remarkably the thermodynamics as well of a critical system are governed by an emergent unusual symmetry: scale invariance. A simple scaling ansatz is capable of linking different critical exponents; as an application, we introduce the basic elements of finite-size scaling. Finally, a brief sketch of Wilson's momentum shell renormalization group method is presented, intended as a pedagogical preview of the fundamental RG ideas. Exploiting the scale invariance properties at the critical point, the scaling forms of the free energy and the order parameter correlation function are derived.
We now begin our exposition of universal dynamic scaling behavior that emerges under non-equilibrium conditions. We are mainly concerned with the relaxational models A and B here, but also touch on other dynamic universality classes. First, we consider non-equilibrium critical relaxation from a disordered initial state, and compute the associated universal scaling exponents within the dynamic renormalization group framework. Related phenomena in the early-time regime, prior to reaching temporally translationally invariant asymptotics, are ‘aging’ and a non-equilibrium fluctuation-dissipation ratio, both of which have enjoyed prominence in the literature on ‘glassy’ kinetics. In this context, we derive the critical initial slip exponent for the order parameter, and briefly discuss interesting persistence properties. Second, we explore the long-time scaling laws in phase ordering kinetics and coarsening for the relaxational models, following a fast temperature ‘quench’ into the ordered phase, in systems with either non-conserved or conserved order parameters. Aside from a few explicit computations in the spherical model limit (wherein the number of order parameter components n → ∞), we largely employ phenomenological considerations and scaling theory, stressing the importance of topological defects for energy dissipation during coarsening. Next we address the question how violations of Einstein's relation that links relaxation coefficients and noise correlations might affect the asymptotic dynamic critical scaling behavior. Whereas in systems with non-conserved order parameter typically the equilibrium scaling laws are recovered in the vicinity of the critical point, in contrast genuinely novel universality classes may emerge in the case of a conserved parameter, provided it is driven out of equilibrium in a spatially anisotropic fashion.
A semiphenomenological cluster theory is developed for dynamic critical properties, which is not limited to small deviations from equilibrium. Explicit numerical expressions are derived for linear and nonlinear response functions of the kinetic Ising model, which are compatible with dynamic scaling and recent calculations of dynamic critical exponents. An uniaxial magnet (or Ising system) and its critical fluctuations are approximated by a "droplet" or "cluster" model, the critical part of the free energy being the sum of the contributions of clusters each containing l spins. These clusters are assumed to grow and shrink with a phenomenological rate $\ensuremath{\propto}{l}^{r}$, $r\ensuremath{\approx}1$. These rates are compatible with direct Monte Carlo simulations in two and three dimensions. The resulting cluster reaction and diffusion equation is an approximation to the master equation of the Glauber kinetic Ising model (in which the magnetization is not conserved), and has the same structure as used in nucleation theories. In linear response to space- and time-dependent fields the relaxation times of energy and magnetization are expressed as triple integrals. All relaxation times diverge as ${|1\ensuremath{-}\frac{T}{{T}_{c}}|}^{\ensuremath{-}(2\ensuremath{-}r)\ensuremath{\beta}\ensuremath{\delta}}$. This treatment is consistent with dynamic scaling and universality, and is more general than the conventional (Van Hove) theory of critical slowing down. Also the (smaller) exponents found for the response to localized variations ("autocorrelation functions") agree with dynamic scaling. The wave-vector dependence of the relaxation times arises from the static correlation function only, and not from the cluster diffusion term. If the equilibrium cluster distribution is assumed to be that of the Fisher droplet model, and for special values of r, the (discrete) eigenvalue spectrum and eigenfunctions (generalized Laguerre polynomials) of the cluster reaction equation are found explicitly. Relaxation functions and frequency-dependent susceptibilities are expressed by hypergeometric series, even in the case of nonlinear response. At the critical point, the spectrum becomes continuous and the exponential decay for large times is replaced by power-law behavior. Similarly, it is found that dynamic scaling applies also to the nucleation rate for this model, and the scaling exponent of the nucleation rate is $2\ensuremath{-}\ensuremath{\alpha}+(2\ensuremath{-}r)\ensuremath{\beta}\ensuremath{\delta}$.
In this chapter, we introduce and explain one of the fundamental tools in the study of dynamic critical phenomena, namely dynamic perturbation theory. Inevitably, large parts of Chapter 4 need to be rather technical. Complementary to the straightforward iterative method for the solution of non-linear Langevin equations presented in Section 3.2.3, we now describe the more elegant and efficient field-theoretic techniques. Yet both for the derivation of general properties of the perturbation series and for the sake of practical calculations, the response functional and the following elaborations on Feynman diagrams, cumulants, and vertex functions prove indispensable. As is the case with every efficient formalism, once one has become acquainted with the Janssen–De Dominicis response functional for the construction of dynamic field theory, and therefrom the perturbation expansion in terms of vertex functions, it serves to save a considerable amount of rather tedious work. For the purely relaxational O ( n )-symmetric models A and B, we derive the fluctuation-dissipation theorem within this formalism, and then systematically construct the perturbation series and its diagrammatic representation in terms of Feynman graphs. In order to reduce the required efforts to a minimum, the generating functionals first for the cumulants, and then, motivated by Dyson's equation for the propagator, for the one-particle irreducible vertex functions are examined. As an example, the relevant vertex functions for models A and B are explicitly evaluated to two-loop order. Furthermore, alternative formulations of the perturbation expansion are discussed, and the Feynman rules are given in both the frequency and the time domain. The results of this chapter provide the foundation for the renormalization group treatment in the subsequent Chapter 5.
Abstract Time evolution, near a phase transition in the critical domain of critical systems not far from equilibrium, using a Langevin-type evolution is studied. Typical quantities of interest are relaxation rates towards equilibrium, time-dependent correlation functions and transport coefficients. The main motivation for such a study is that, in systems in which the dynamics is local (on short time-scales, a modification of a dynamic variable has an influence only locally in space) when the correlation length becomes large, a large time-scale emerges, which characterizes the rate of time evolution. This phenomenon called critical slowing down leads to universal behaviour and scaling laws for time-dependent quantities. In contrast with the situation in static critical phenomena, there is no clean and systematic derivation of the dynamical equations governing the time evolution in the critical domain, because often the time evolution is influenced by conservation laws involving the order parameter, or other variables like energy, momentum, angular momentum, currents and so on. Indeed, the equilibrium distribution does not determine the driving force in the Langevin equation, but only the dissipative couplings are generated by the derivative of the equilibrium Hamiltonian, and directly related to the static properties. The purely dissipative Langevin equation specifically discussed, corresponding to static models like the f4 field theory and two-dimensional models. Renormalization group (RG) equations are derived, and dynamical scaling relations established.