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Revista Mexicana de Física

Universal scaling laws of fluctuations in finite systems

Robert S. Botet, Marek Płoszajczak

Published Jun 1, 2003• 0 citations
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Abstract

Universal scaling laws of fluctuations (the Δ-scaling laws) occur for any system in which second-order critical behaviour can be identified. This can be established rigorously for at-equilibrium systems when combined withfinite-size scaling analysis. For dynamic critical systems, the relations between the order parameter, the criticality and the scaling law of fluctuations can be proven numerically. Moreover, one can find general relation between the form of the scaling function and the critical exponents of the corresponding infinite system. The case of the first-order phase transition is currently under investigation. There is no background theory for precise finite-size scaling analysis, and the results are numerical. Systematic data on the q-state 2-dimensional Potts model with q > 4, shows that at the critical point, the order-parameter distribution can be splitted into two peaks - characteristic of the two coexistent phases -, each of them exhibiting a particular Δ-scaling. Conjecture is done about general occurence of this feature.

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•Jan 1, 2004•183 citations
Universal scaling laws of fluctuations (the Δ-scaling laws) occur for any system in which second-order critical behaviour can be identified. This can be established rigorously for at-equilibrium systems when combined withfinite-size scaling analysis. For dynamic critical systems, the relations between the order parameter, the criticality and the scaling law of fluctuations can be proven numerically. Moreover, one can find general relation between the form of the scaling function and the critical exponents of the corresponding infinite system. The case of the first-order phase transition is currently under investigation. There is no background theory for precise finite-size scaling analysis, and the results are numerical. Systematic data on the q-state 2-dimensional Potts model with q > 4, shows that at the critical point, the order-parameter distribution can be splitted into two peaks - characteristic of the two coexistent phases -, each of them exhibiting a particular Δ-scaling. Conjecture is done about general occurence of this feature.
We discuss the universal scaling laws of order-parameter fluctuations in any system in which a second-order critical behavior can be identified. These scaling laws can be derived rigorously for equilibrium systems when combined with a finite-size scaling analysis. The relation between the order parameter, the criticality, and the scaling law of fluctuations has been established, and the connection between the scaling function and the critical exponents has been found. We give examples in out-of-equilibrium aggregation models such as the Smoluchowski kinetic equations, or at-equilibrium Ising and percolation models.
Universal scaling laws of fluctuations (the Delta\\DeltaDelta-scaling laws) can be derived for equilibrium and off-equilibrium systems when combined with the finite-size scaling analysis. In any system in which the second-order critical behavior can be identified, the relation between order parameter, criticality and scaling law of fluctuations has been established and the relation between the scaling function and the critical exponents has been found.
Using thermodynamic fluctuation theory, we study the finite-size rounding of anomalies occurring at first-order phase transitions of the corresponding infinite system. Explicit expressions for thermodynamic functions are derived both for "symmetric transitions" (such as the jump of the spontaneous magnetization in the Ising model from +Msp+{M}_{\mathrm{sp}}+Msp​ to $\ensuremath{-}{M}_{\mathrm{sp}}$ as the field changes from 0+{0}^{+}0+ to ${0}^{\ensuremath{-}}$) as well as for asymmetric cases, but restricting attention to (hyper)cubic system shapes. As an explicit example for the usefulness of these considerations in Monte Carlo simulations where it may be a problem to (i) locate a phase transition and (ii) distinguish first-order from second-order transitions, we present numerical results for the two-dimensional nearest-neighbor Ising ferromagnet in a field, both below the critical temperature Tc{T}_{c}Tc​ and at Tc{T}_{c}Tc​. The numerical results are found to be in very good agreement with the phenomenological theory and it is shown that one may extract the magnitudes of jumps occurring at first-order phase transitions in a well-defined and accurate way.
We apply finite-time scaling to the q-state Potts model with q=3 and 4 on two-dimensional lattices to determine its critical properties. This consists in applying to the model a linearly varying external field that couples to one of its q states to manipulate its dynamics in the vicinity of its criticality and that drives the system out of equilibrium and thus produces hysteresis and in defining an order parameter other than the usual one and a nonequilibrium susceptibility to extract coercive fields. From the finite-time scaling of the order parameter, the coercivity, and the hysteresis area and its derivative, we are able to determine systematically both static and dynamic critical exponents as well as the critical temperature. The static critical exponents obtained in general and the magnetic exponent delta in particular agree reasonably with the conjectured ones. The dynamic critical exponents obtained appear to confirm the proposed dynamic weak universality but unlikely to agree with recent short-time dynamic results for q=4. Our results also suggest an alternative way to characterize the weak universality.
Non-equilibrium critical phenomena have attracted a lot of research interest in the recent decades. Similar to equilibrium critical phenomena, the concept of universality remains the major tool to order the great variety of non-equilibrium phase transitions systematically. All systems belonging to a given universality class share the same set of critical exponents, and certain scaling functions become identical near the critical point. It is known that the scaling functions vary more widely between different universality classes than the exponents. Thus, universal scaling functions offer a sensitive and accurate test for a system's universality class. On the other hand, universal scaling functions demonstrate the robustness of a given universality class impressively. Unfortunately, most studies focus on the determination of the critical exponents, neglecting the universal scaling functions. In this work a particular class of non-equilibrium critical phenomena is considered, the so-called absorbing phase transitions. Absorbing phase transitions are expected to occur in physical, chemical as well as biological systems, and a detailed introduction is presented. The universal scaling behavior of two different universality classes is analyzed in detail, namely the directed percolation and the Manna universality class. Especially, directed percolation is the most common universality class of absorbing phase transitions. The presented picture gallery of universal scaling functions includes steady state, dynamical as well as finite size scaling functions. In particular, the effect of an external field conjugated to the order parameter is investigated. Incorporating the conjugated field, it is possible to determine the equation of state, the susceptibility, and to perform a modified finite-size scaling analysis appropriate for absorbing phase transitions. Focusing on these equations, the obtained results can be applied to other non-equilibrium continuous phase transitions observed in numerical simulations or experiments. Thus, we think that the presented picture gallery of universal scaling functions is valuable for future work. Additionally to the manifestation of universality classes, universal scaling functions are useful in order to check renormalization group results quantitatively. Since the renormalization group theory is the basis of our understanding of critical phenomena, it is of fundamental interest to examine the accuracy of the obtained results. Due to the continuing improvement of computer hardware, accurate numerical data have become available, resulting in a fruitful interplay between numerical investigations and renormalization group analyzes.