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.
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.
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.
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.
It is explained how field-theoretic methods and the dynamic renormalisation group (RG) can be applied to study the universal scaling properties of systems that either undergo a continuous phase transition or display generic scale invariance, both near and far from thermal equilibrium. Part 1 introduces the response functional field theory representation of (nonlinear) Langevin equations. The RG is employed to compute the scaling exponents for several universality classes governing the critical dynamics near second-order phase transitions in equilibrium. The effects of reversible mode-coupling terms, quenching from random initial conditions to the critical point, and violating the detailed balance constraints are briefly discussed. It is shown how the same formalism can be applied to nonequilibrium systems such as driven diffusive lattice gases. Part 2 describes how the master equation for stochastic particle reaction processes can be mapped onto a field theory action. The RG is then used to analyse simple diffusion-limited annihilation reactions as well as generic continuous transitions from active to inactive, absorbing states, which
Introduction In this chapter we provide a comprehensive and unified treatment of the physical concepts and quantities relevant to phase transitions and critical phenomena. Some of these concepts and quantities have already been discussed in the particular contexts of magnetism (Chapter 7), or liquid crystals (Chapter 9, We conclude the chapter with a brief reference to the application of renormalisation group ideas to critical phenomena. The resulting reconciliation of the predictions of classical theories with experiments and exact or quasi-exact solutions of model systems is a major triumph of twentieth-century physics. Phases and phase transitions Thermodynamics habitually deals with equilibrium systems that are uniform on the macroscopic scale – i.e., where the structure, density and composition are the same throughout the bulk of the system, which is many times greater than a single atom or molecule. Because the system is in equilibrium, intensive thermodynamic variables such as the temperature or chemical potential are also spatially uniform. Such a system is said to consist of a single phase – it is a one-phase system. Phases are what used to be called the states of matter. Solids, liquids, gases and plasmas are four commonly occurring phases – they correspond to the four elements of Aristotelian physics: earth, water, air and fire, respectively. There are, however, many other, less easily identified phases, some of which we have already encountered in this book, such as the ferromagnetic, antiferromagnetic, nematic or superconducting phases. On varying the temperature, pressure and chemical potential(s) of a system, properties such as its structure, density, composition, compressibility, specific heat, etc., in general change smoothly. Yet under certain conditions the changes may be abrupt – some of these properties may exhibit discontinuities, or even divergences, at a phase transition . Phase transitions are among the most spectacular phenomena of nature. Consider, for instance, the phase sequence of water on heating: from ice, an opaque, slippery, rock-like solid; to colourless, incompressible, liquid water, which nevertheless easily flows under gravity; to water vapour, an invisible and very low-density (greenhouse!) gas, hence of ill-defined volume.
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.
This chapter explains the static scaling hypothesis, and shows how it leads to scaling laws. It discusses the topic of dynamical scaling, in which time-dependent correlations in equilibrium near the critical point exhibit scaling. The chapter introduces the topic of scaling in non-equilibrium systems. Scaling and scaling laws near the critical point of equilibrium systems follow from the renormalisation group theory, which is capable of calculating the values of the critical exponents and the form of scaling functions when used in combination with approximate methods such as perturbation theory. The static scaling hypothesis, written in the form appropriate for a magnetic system, is an attempt to encode two experimental results in one equation. Equilibrium statistical mechanics is primarily concerned with static quantities. Nevertheless, time-dependent fluctuations of a system in equilibrium fall within the scope of equilibrium statistical mechanics, through the use of the fluctuation dissipation theorem.