Study of phase transitions from short-time non-equilibrium behaviour
Ezequiel Vicente Albano, M. A. Bab, Gabriel Baglietto, R. A. Borzi, Tomás S. Grigera, Ernesto S. Loscar, D. E. Rodríguez, M. Leticia Rubio Puzzo, Gustavo P. Saracco
We review recent progress in the understanding of phase transitions and critical phenomena, obtained by means of numerical simulations of the early dynamic evolution of systems prepared at well-specified initial conditions. This field has seen exhaustive scientific research during the last decade, when the renormalization-group (RG) theoretical results obtained at the end of the 1980s were applied to the interpretation of dynamic Monte Carlo simulation results. While the original RG theory is restricted to critical phenomena under equilibrium conditions, numerical simulations have been applied to the study of far-from-equilibrium systems and irreversible phase transitions, the investigation of the behaviour of spinodal points close to first-order phase transitions and the understanding of the early-time evolution of self-organized criticality (SOC) systems when released far form the SOC regime. The present review intends to provide a comprehensive overview of recent applications in those fields, which can give the flavour of the main ideas, methods and results, and to discuss the directions for further studies. All of these numerical results pose new and interesting theoretical challenges that remain as open questions to be addressed by new research in the coming years.
We review recent progress in the understanding of phase transitions and critical phenomena, obtained by means of numerical simulations of the early dynamic evolution of systems prepared at well-specified initial conditions. This field has seen exhaustive scientific research during the last decade, when the renormalization-group (RG) theoretical results obtained at the end of the 1980s were applied to the interpretation of dynamic Monte Carlo simulation results. While the original RG theory is restricted to critical phenomena under equilibrium conditions, numerical simulations have been applied to the study of far-from-equilibrium systems and irreversible phase transitions, the investigation of the behaviour of spinodal points close to first-order phase transitions and the understanding of the early-time evolution of self-organized criticality (SOC) systems when released far form the SOC regime. The present review intends to provide a comprehensive overview of recent applications in those fields, which can give the flavour of the main ideas, methods and results, and to discuss the directions for further studies. All of these numerical results pose new and interesting theoretical challenges that remain as open questions to be addressed by new research in the coming years.
Analytic calculations, Monte Carlo (MC) simulations [N. Metropolis and S. Ulam, J. Am. Stat. Asso 44, 335 (1949)] and renormalization group (RG) theory [K. G. Wilson, Phys. Rev. B 4, 3174 and 3184 (1971)] are important methods of statistical physics to study phase transitions and critical phenomena. This paper gives a brief historical review on analytic, MC, and RG approaches to some lattice critical systems in memory of late Professors Shang-keng Ma (1940-1983) and Yu-Ming Shih (1942-2005), who played some key roles in early developments of statistical physics of critical phenomena in Taiwan. The paper first introduces some developments in the study of critical phenomena from late 19th century to early 70s in the 20th century when renormalization group theory was formulated. The paper then reviews some topics on analytic, Monte Carlo, and RG approach to some lattice models, including variational RG approach to the Ising model, slow relaxation of a spin glass model at low temperatures, iterative method for quantum spin models, percolation theory of critical phenomena of Ising-like models and hard-core particle model, histogram Monte Carlo method and histogram Monte Carlo RG method, universal finite-size scaling functions of lattice models, critical slowing down of the Ising model, finite-size corrections for critical lattice models, and self-organized critical systems. Such topics are closely related to the author's own research experience. Finally, the paper outlines some very recent developments, summarizes main results of this paper, and points out some interesting problems for further studies, e.g. why a biological system can maintain in a non-equilibrium state for a very long time.
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.
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.
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].
An introductory review to short-time critical dynamics is given. From the scaling relation valid already in the early stage of the evolution of a system at or near the critical point, one derives power law behaviour for various quantities. By a numerical simulation of the system one can measure the critical exponents and, by searching for the best power law behaviour, one can determine the critical point. Critical slowing down as well as finite size corrections are nearly absent, since the correlation length is still small for times far before equilibrium is reached. By measuring the (pseudo) critical points it is also possible to distinguish (weak) first-order from second-order phase transitions.