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Physica A Statistical Mechanics and its Applications

Scale invariance and universality: organizing principles in complex systems

Eugene Stanley, Luı́s A. Nunes Amaral, Parameswaran Gopikrishnan, Plamen Ch. Ivanov, Timothy H. Keitt, Vasiliki Plerou

Published Jun 1, 2000• 122 citations
Publisher

Abstract

This paper is a brief summary of a talk that was designed to address the question of whether two of the pillars of the field of phase transitions and critical phenomena – scale invariance and universality – can be useful in guiding research on a broad class of complex phenomena. We shall see that while scale invariance has been tested for many years, universality is relatively more rarely discussed. In particular, we shall develop a heuristic argument that serves to make more plausible the universality hypothesis in both thermal critical phenomena and percolation phenomena, and suggest that this argument could be developed into a possible coherent approach to understanding the ubiquity of scale invariance and universality in a wide range of complex systems.

DOI
10.1016/s0378-4371(00)00195-3

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This paper is a brief summary of a talk that was designed to address the question of whether two of the pillars of the field of phase transitions and critical phenomena – scale invariance and universality – can be useful in guiding research on a broad class of complex phenomena. We shall see that while scale invariance has been tested for many years, universality is relatively more rarely discussed. In particular, we shall develop a heuristic argument that serves to make more plausible the universality hypothesis in both thermal critical phenomena and percolation phenomena, and suggest that this argument could be developed into a possible coherent approach to understanding the ubiquity of scale invariance and universality in a wide range of complex systems.
This brief overview is designed to introduce some of the advances that have occurred in our understanding of phase transitions and critical phenomena. The presentation is organized around three simple questions: (i) What are the basic phenomena under consideration? (ii) Why do we care? (iii) What do we actually do? To answer the third question, the author shall briefly review scaling, universality, and renormalization, three of the many important themes which have served to provide the framework of much of our current understanding of critical phenomena. The style is that of a colloquium, not that of a mini-review article.
Critical phenomena, characterized by abrupt changes in macroscopic properties near phase transition points, exhibit universal scaling behavior independent of microscopic details. This paper explores the hypothesis that entropy serves as a fundamental universal scaling law governing these phenomena. We review the theoretical foundations of critical phenomena, including Landau theory and the renormalization group, highlighting the role of critical exponents and scaling functions. We then propose a framework where the configurational entropy, entanglement entropy, and other entropic measures exhibit universal scaling, linking them directly to the underlying critical exponents. Our methodology involves analyzing how entropy behaves under coarse-graining transformations near critical points, identifying a potential entropic fixed point in the renormalization group flow. We present theoretical arguments suggesting that the information content, as quantified by various entropy definitions, reflects the diverging correlation length and the emergent scale invariance at criticality. The discussion extends to how different entropic forms, such as Rényi and Tsallis entropies, might provide a more generalized framework for understanding critical behavior in complex and non-extensive systems. By demonstrating entropy's role as a universal scaling law, this work offers a unifying perspective on critical phenomena, deepening our understanding of phase transitions and the emergence of macroscopic order from microscopic fluctuations.
This Special Issue was initiated by Prof. Ralph Kenna (August 27, 1964October 26, 2023), who, at the time, was a member of the Entropy Editorial Board and it is dedicated to his memory. Universality is a striking feature of critical phenomena, and its origin is largely illuminated by the renormalization group. Universality allows for the essential aspects of critical behaviour in complex physical systems to be captured through highly simplified models, where only key components such as spatial dimensionality, symmetry, and interaction range are retained. Both theoretical models and real systems are thus grouped into universality classes, which are characterised by sets of critical exponents connected through scaling relations. When these relations explicitly involve dimensionality, they are referred to as hyperscaling.In many systems with a high degree of connectivity, mean-field theory provides accurate predictions independently of spatial dimension, leading to the common assertion that hyperscaling breaks down in such cases. However, this conventional view has been reconsidered in light of recent renormalization group developments, which suggest mechanisms by which hyperscaling might be preserved in an extended version even above the upper critical dimension. The contributions collected in this reprint address these issues, focusing on scaling properties beyond the upper critical dimensionality as well as related challenges in the broader theory of phase transitions and critical phenomena.
An extended universality hypothesis is proposed for critical phenomena in simple systems. The hypothesis implies the invariance of VX=nXqXKCXgXlX{V}_{X}=\frac{{n}_{X}{q}_{X}{{K}_{C}}^{X}}{{g}_{X}{l}_{X}}VX​=gX​lX​nX​qX​KC​X​, where qX{q}_{X}qX​ is the coordination number, KCX{{K}_{C}}^{X}KC​X is the dimensionless inverse critical temperature, and nX{n}_{X}nX​, gX{g}_{X}gX​, and lX{l}_{X}lX​ are the universality scale factors. VX{V}_{X}VX​ is an exact invariant for the two-dimensional S=12S=\frac{1}{2}S=21​ Ising model and invariant to high precision for several three-dimensional models. For the spherical model, however, VXlX\frac{{V}_{X}}{{l}_{X}}lX​VX​​ is an exact invariant.
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.
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.