This thesis describes the development of analytical and computational techniques for systems far from equilibrium and their application to three model systems. Each of the model systems reaches a non-equilibrium steady state and exhibits one or more phase transitions. We first introduce a new position-space renormalization-group approach and illustrate its application using the one-dimensional fully asymmetric exclusion process. We have constructed a recursion relation for the relevant dynamic parameters for this model and have reproduced all of the important critical features of the model, including the exact positions of the critical point and the first and second order phase boundaries. The method yields an approximate value for the critical exponent v which is very close to the known value. The second major part of this thesis combines information theoretic techniques for calculating the entropy and a Monte Carlo renormalization-group approach. We have used this method to study and compare infinitely driven lattice gases. This approach enables us to calculate the critical exponents associated with the correlation length v and the order parameter /3. These results are compared to the values predicted from different field theoretic treatments of the models. In the final set of calculations, we build position-space renormalization-group recursion relations from the master equations of small clusters. By obtaining the probability distributions for these clusters numerically, we develop a mapping connecting the parameters specifying the dynamics on different length scales. The resulting flow topology in some ways mimics equilibrium features, with sinks for each phase and fixed points associated with each phase boundary. In addition, though, there are added complexities in the flows, suggesting multiple regions within the ordered phase for some values of parameters, and the presence of an extra "source" fixed point within the ordered phase. Thus, this study illustrates the successful applicability of position-space renormalization- group and information theoretic approaches to driven lattice gases in one and two dimensions. These methods provide new insights into the critical properties and ordering in these systems, and set the stage for further development of these approaches and their application to additional, more realistic models.
This thesis describes the development of analytical and computational techniques for systems far from equilibrium and their application to three model systems. Each of the model systems reaches a non-equilibrium steady state and exhibits one or more phase transitions. We first introduce a new position-space renormalization-group approach and illustrate its application using the one-dimensional fully asymmetric exclusion process. We have constructed a recursion relation for the relevant dynamic parameters for this model and have reproduced all of the important critical features of the model, including the exact positions of the critical point and the first and second order phase boundaries. The method yields an approximate value for the critical exponent v which is very close to the known value. The second major part of this thesis combines information theoretic techniques for calculating the entropy and a Monte Carlo renormalization-group approach. We have used this method to study and compare infinitely driven lattice gases. This approach enables us to calculate the critical exponents associated with the correlation length v and the order parameter /3. These results are compared to the values predicted from different field theoretic treatments of the models. In the final set of calculations, we build position-space renormalization-group recursion relations from the master equations of small clusters. By obtaining the probability distributions for these clusters numerically, we develop a mapping connecting the parameters specifying the dynamics on different length scales. The resulting flow topology in some ways mimics equilibrium features, with sinks for each phase and fixed points associated with each phase boundary. In addition, though, there are added complexities in the flows, suggesting multiple regions within the ordered phase for some values of parameters, and the presence of an extra "source" fixed point within the ordered phase. Thus, this study illustrates the successful applicability of position-space renormalization- group and information theoretic approaches to driven lattice gases in one and two dimensions. These methods provide new insights into the critical properties and ordering in these systems, and set the stage for further development of these approaches and their application to additional, more realistic models.
In this thesis we examine universal scaling properties of strongly-correlated systems near and far from equilibrium. We discuss quantum phase transitions at vanishing temperature, multicritical and dynamic critical behavior near thermal equilibrium, and scaling properties of nonequilibrium steady states. We employ nonperturbative methods including the functional renormalization group as well as Monte Carlo simulations. A general outline of the functional renormalization group is given in the introductory chapters. \n \nIn the first part of this thesis, we investigate spinless fermions on the honeycomb lattice interacting via short-range repulsive interactions. Such a system can be seen as a simple model for suspended graphene. The short-range interactions control the ground state properties of the system that may lead to a chiral phase transition from the semimetal to the charge density wave (CDW)/Kekulé ordered state. We determine the universal scaling properties at the chiral transition, and establish the presence of large anomalous dimensions indicating the importance of strong fluctuations. \n \nThe competition of two nonvanishing order parameters and their corresponding multicritical behavior are investigated in the subsequent chapter. We characterize the bicritical and tetracritical behavior in the purely bosonic O(N_1) + O(N_2) symmetric model and comment on possible applications to condensed-matter and high-energy physics. \n \nIn the following chapter we discuss the long-time relaxational behavior at criticality of an order parameter with O(N) symmetry coupled to an additional conserved density. We find an anomalous diffusion phase with new dynamic scaling properties. Using the functional renormalization group we determine the complete dynamic critical behavior of the model in 2 < d < 4 dimensions and compare our results to experiments. \n \nFinally, we investigate the scaling properties of stationary states far from equilibrium. At the example of the one-dimensional Burgers’ equation we develop a novel approach to hydrodynamic turbulence using lattice Monte Carlo methods. We apply these techniques to determine the statistical properties of small-scale fluctuations in this model and identify the anomalous scaling behavior. \n
This paper introduces a position-space renormalization-group approach for nonequilibrium systems and applies the method to a driven stochastic one-dimensional gas with open boundaries. The dynamics are characterized by three parameters: the probability alpha that a particle will flow into the chain to the leftmost site, the probability beta that a particle will flow out from the rightmost site, and the probability p that a particle will jump to the right if the site to the right is empty. The renormalization-group procedure is conducted within the space of these transition probabilities, which are relevant to the system's dynamics. The method yields a critical point at alpha(c)=beta(c)=1/2, in agreement with the exact values, and the critical exponent nu=2.71, as compared with the exact value nu=2.00.
We review the progress made in dynamic bulk critical behaviour in equilibrium in the last 25 years since the review of Halperin and Hohenberg. We unify the presentation of the theoretical background by restricting ourselves to the field-theoretic renormalization group method. The main results obtained in the different universality classes are presented. This contains the critical dynamics near the gas–liquid transition in pure fluids (model H), the plait point and consolute point in mixtures (model H � ), the superfluid transition in 4 He (model F) and 4 He– 3 He mixtures (model F � ), the Curie point (model J) and Neel point (model G) in Heisenberg magnets and the superconducting transition. In comparison with experimental results, it became clear that in most cases one has to consider apart from the universal asymptotic critical behaviour also the non-universal effective behaviour. Either because it turned out to be inevitable due to a small dynamical transient exponent inhibiting the system to reach the asymptotics (e.g., at the superfluid transition) or because one is interested in the region further away from the phase transition like in pure fluids and mixtures at their gas–liquid or demixing transition. The calculation of the critical dynamics is adequate in most cases only in two-loop order. We review these results and present the solution to unreasonable features found for some models. Thus, we consider model C where relaxational and diffusive dynamics are coupled and the scaling properties and the limit to a purely relaxational model (model A) have not been understood. In general for models where the order parameter couples to other conserved densities time scale ratios between the kinetic coefficients of the order parameter and the conserved densities play an important role. Their fixed-point values and the approach to the fixed point are changed considerably in two-loop order compared to their values in one-loop order. These considerations are relevant for the explanation of the dynamical critical shape functions of systems such as superfluid helium (model F) and the isotropic antiferromagnet (model G). As far as possible, the comparison of results obtained by the renormalization group theory with numerical simulations has been made.
The theory of statistical mechanics provides a powerful conceptual framework within which the relevant (macroscopic) features of systems at equilibrium can be described. As there is currently no equivalent capable of encompassing the much richer class of non-equilibrium phenomena, research in this direction proceeds mainly on an instance-by-instance basis. The aim of this Thesis is to describe in some detail three such attempts, which involve different dynamical aspects of classical and quantum systems. As summarised below, each of the last three Chapters of this document delves into one of these different topics, while Chapter 2 provides a brief introduction on the study of non-equilibrium dynamics. In Chapter 3 we investigate the purely relaxational dynamics of classical critical ferromagnetic systems in the proximity of surfaces, paying particular attention to the effects that the latter induce on the early stages of the evolution following an abrupt change in the temperature of the sample. When the latter ends close enough to the critical value which separates the paramagnetic from the ferromagnetic phase, it effectively introduces a temporal boundary which can be treated as if it were a surface. Within this picture, we highlight the emergence of novel effects near the effective edge formed by the intersection of the two spatial and temporal boundaries. Our findings are apparently in disagreement with previous predictions which were based on the assumption that the presence of such an edge would not affect the scaling behaviour of observables; in order to explain this discrepancy, we propose an alternative for the original power-counting argument which, at least, correctly predicts the emergence of novel field-theoretical divergences in our one-loop calculations. We show that said singularities are associated with the scaling at the edge. Moreover, by encoding our findings in a boundary renormalisation group framework, we argue that the new predicted behaviour represents a universal feature associated to the short-distance expansion of the order parameter of the transition near the edge; we also calculate explicitly its anomalous dimension at the first-order in a dimensional expansion. As a qualitative feature, this anomalous dimension depends on the type of phase transition occurring at the surface. We exploit this fact in order to provide numerical support to our predictions via Monte Carlo simulations of the dynamical behaviour of a three-dimensional Ising model. The main results reported in Chap. 3 have appeared in Ref. [1]. In Chapter 4 we revisit the Euclidean mapping to imaginary times which has been recently proposed [2, 3] as an alternative for approaching the problem of quantum dynamics following a quench. This is expected to allow one to reformulate the original problem as a static one confined in a film geometry. We show that this interpretation actually holds only if the initial state of the dynamics is pure. Statistical mixtures, instead, intertwine the effects due to the two boundaries, which therefore cannot be regarded as being independent. We emphasize that, although the aforementioned reinterpretation as a confined static problem fails, one is still able, in principle, to write down and solve the corresponding equations. We also discuss in some detail the relation between this approach and the real-time field-theoretical one which makes use of the two-time Keldysh contour. For this purpose, we study the analytical structure of relevant observables — such as correlation functions — in the complex plane of times, identifying a subdivision of this domain into several sectors which depend on the ordering of the imaginary parts of the involved time coordinates. Within each of these subdomains, the analytic continuation to the real axis provides in principle a different result. This feature allows one to reconstruct from the Euclidean formalism all possible non-time-ordered functions, which in particular include all those which can be calculated via the Keldysh two-time formalism. Moreover, we give a prescription on how to retrieve response functions, discussing some simple examples and rationalising some recent numerical data obtained for one of these observables in a one-dimensional quantum Ising chain [4]. We also highlight the emergence of a light-cone effect fairly similar to the one previously found for correlation functions [2], which therefore provides further confirmation to the fact that information travels across the system in the form of the entanglement of quasi-particles produced by the quenching procedure. We have reported part of this analysis in Ref. [5]. Chapter 5 presents part of our recent work on effective relaxation in quantum systems following a quench and on the observed prethermalisation. We analyse the effects caused by the introduction of a long-range integrability-breaking interaction in the early stages of the dynamics of an otherwise integrable quantum spin chain following a quench in the magnetic field. By employing a suitable transformation, we redefine the theory in terms of a fully-connected model of hard-core bosons, which allows us to exploit the (generically) low density of excitations for rendering our model exactly solvable (in a numerical sense, i.e., by numerically diagonalising an exact matrix). We verify that, indeed, as long as the parameters of the quench are not too close to the critical point, the low-density approximation captures the dynamical features of the elementary operators, highlighting the appearance of marked plateaux in their dynamics, which we reinterpret as the emergence of a prethermal regime in the original model. As expected, the latter behaviour is reflected also on extensive observables which can be constructed as appropriate combinations of the mode populations. For these quantities, the typical approach to the quasi-stationary value is algebraic with exponent a ≈ 3, independently of the size of the system, the strength of the interaction and the amplitude of the magnetic field (as long as it is kept far from the critical point). The plateaux mentioned above last until a recurrence time — which can be approximately identified with tR ≈ N/2 for single modes and t′R ≈ N/4 for extensive quantities — after which quantum oscillations due to the finite size of the chain reappear. Our procedure allows us to shed some light over prethermal features without having to considerably limit the size of the system, which we can choose to be quite large, as we discuss in Ref. [6].
Originally, the term ‘dynamic critical phenomena’ was coined for time-dependent properties near second-order phase transitions in thermal equilibrium . The kinetics of phase transitions in magnets, at the gas–liquid transition, and at the normal- to superfluid phase transition in helium 4 were among the prominent examples investigated already in the 1960s. The dynamic scaling hypothesis , generalizing the scaling ansatz for the static correlation function and introducing an additional dynamic critical exponent, successfully described a variety of these experiments. Yet only the development of the systematic renormalization group (RG) approach for critical phenomena in the subsequent decade provided a solid conceptual foundation for phenomenological scaling theories. Supplemented with exact solutions for certain idealized model systems, and guided by invaluable input from computer simulations in addition to experimental data, the renormalization group now provides a general framework to explore not only the static and dynamic properties near a critical point, but also the large-scale and low-frequency response in stable thermodynamic phases. Scaling concepts and the renormalization group have also been successfully applied to phase transitions at zero temperature driven by quantum rather than thermal fluctuations. It is to be hoped that RG methods may help to classify the strikingly rich phenomena encountered in far-from-equilibrium systems as well. Recent advances in studies of simple reaction-diffusion systems, active to absorbing state phase transitions, driven lattice gases, and scaling properties of moving interfaces and growing surfaces, among others, appear promising in this respect.
In the theory of stochastic many particle systems one models phenomena of non-equilibrium statistical mechanics by means of a Markov process. The master equation, describing the time evolution of such a process, can formally be interpreted as a Schrodinger equation in imaginary time. In this approach, the (non-Hermitian) generator of the process plays the role of the Hamiltonian. This mathematical equivalence permits the successful application to stochastic systems of a number of exact, approximative or numerical methods from quantum mechanics.A particularly interesting type of stochastic systems is formed by the processes having a phase transition between an absorbing state and an active state. Examples of these systems can be found in physics, chemistry and even biology. The best known process of this kind is the contact process. In this thesis real-space renormalisation group techniques, which were originally developed for quantum mechanical systems, are applied to study stochastic models on a one-dimensional lattice, more precisely the critical behaviour and the universality of absorbing state phase transitions. First, the standard renormalisation group (SRG) is adapted to a stochastic context resulting in one of the few analytical techniques capable of producing approximations for systems that can not be solved exactly. The SRG is successfully applied to the contact process for which it characterises the stationary critical behaviour with a competitive accuracy. Next a generalisation of the contact process to a model with several absorbing states is studied by means of the density matrix renormalisation group (DMRG) algorithm. The results for the cases with one and two absorbing states are consistent with what was known from simulations done by an other author. For the models with more than two absorbing states new results were found, which are supported by analytical considerations in a particular limit. Finally the experience of the previous two projects is used in the investigation of the quenched random contact process. In this model the local interactions on a lattice site are time-invariant stochastic variables, independently drawn from a given distribution with a certain variance, which gives a measure for the disorder. Very little was known about the stationary behaviour of this model since its extremely slow dynamics makes simulations inefficient. The renormalisation techniques in this thesis, suffer less from this problem. First, for the case of small disorder the SRG indicates that the critical behaviour is changed by the presence of disorder and the cross-over exponent is consistent with the Harris criterion. For intermediate disorder a DMRG study reveals that the critical exponents are continuously varying with the amount of disorder. Finally, an SRG calculation, suitably adapted to strong disorder, shows that in this case the phase transition is characterised by a fixed point at infinite randomness. In this limit the renormalisation is expected to be exact. It is the first time exact critical exponents are found for a phase transition out of an absorbing state. Moreover, the exponents are the same as those previously found in a class of disordered quantum chains, suggesting a new kind of universality for strongly disordered systems.