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Communications in Theoretical Physics

Critical Behaviors and Finite-Size Scaling of Principal Fluctuation Modes in Complex Systems*

Xiao-Teng Li, Xiaosong Chen

Published Sep 1, 2016• 18 citations
Publisher

Abstract

Abstract Complex systems consisting of N agents can be investigated from the aspect of principal fluctuation modes of agents. From the correlations between agents, an N × N correlation matrix C can be obtained. The principal fluctuation modes are defined by the eigenvectors of C. Near the critical point of a complex system, we anticipate that the principal fluctuation modes have the critical behaviors similar to that of the susceptibity. With the Ising model on a two-dimensional square lattice as an example, the critical behaviors of principal fluctuation modes have been studied. The eigenvalues of the first 9 principal fluctuation modes have been invesitigated. Our Monte Carlo data demonstrate that these eigenvalues of the system with size L and the reduced temperature t follow a finite-size scaling form λ n (L, t) = L γ/ν f n (tL 1/ν ), where γ is critical exponent of susceptibility and ν is the critical exponent of the correlation length. Using eigenvalues λ 1 , λ 2 and λ 6 , we get the finite-size scaling form of the second moment correlation length ξ ( L , t ) = L ξ ˜ ( t L 1 / ν ) . It is shown that the second moment correlation length in the two-dimensional square lattice is anisotropic.

DOI
10.1088/0253-6102/66/3/355

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Abstract Complex systems consisting of N agents can be investigated from the aspect of principal fluctuation modes of agents. From the correlations between agents, an N × N correlation matrix C can be obtained. The principal fluctuation modes are defined by the eigenvectors of C. Near the critical point of a complex system, we anticipate that the principal fluctuation modes have the critical behaviors similar to that of the susceptibity. With the Ising model on a two-dimensional square lattice as an example, the critical behaviors of principal fluctuation modes have been studied. The eigenvalues of the first 9 principal fluctuation modes have been invesitigated. Our Monte Carlo data demonstrate that these eigenvalues of the system with size L and the reduced temperature t follow a finite-size scaling form λ n (L, t) = L γ/ν f n (tL 1/ν ), where γ is critical exponent of susceptibility and ν is the critical exponent of the correlation length. Using eigenvalues λ 1 , λ 2 and λ 6 , we get the finite-size scaling form of the second moment correlation length ξ ( L , t ) = L ξ ˜ ( t L 1 / ν ) . It is shown that the second moment correlation length in the two-dimensional square lattice is anisotropic.
The critical behavior of the two-dimensional Ising Model with non-conserved order parameter in steady-state shear is studied by large-scale Monte Carlo simulations. Studying the structure factor S ( q x , q y ) in the disordered phase, the ratio of correlation length exponents ν x /ν y in the two lattice directions ( x , y ) is estimated, and the critical temperature is determined as a function of the shear rate as T c ( ) − T c (0) ∝ ϕ with ϕ≈0.45. Critical exponents β≈0.37, γ≈1.1, ; ν ⊥ ≈0.46, ν ∥ ≈1.38 are roughly compatible with anisotropic hyperscaling.
Abstract Logarithmic finite-size scaling of the O(n) universality class at the upper critical dimensionality (dc = 4) has a fundamental role in statistical and condensed-matter physics and important applications in various experimental systems. Here, we address this long-standing problem in the context of the n-vector model (n = 1, 2, 3) on periodic four-dimensional hypercubic lattices. We establish an explicit scaling form for the free-energy density, which simultaneously consists of a scaling term for the Gaussian fixed point and another term with multiplicative logarithmic corrections. In particular, we conjecture that the critical two-point correlation g(r, L), with L the linear size, exhibits a two-length behavior: follows r2−dcr^{2-d_c}r2−dc​ governed by the Gaussian fixed point at shorter distances and enters a plateau at larger distances whose height decays as L−dc/2(lnL)p^L^{-d_c/2}({\rm ln}L)^{\hat{p}}L−dc​/2(lnL)p^​ with p^=1/2\hat{p}=1/2p^​=1/2 a logarithmic correction exponent. Using extensive Monte Carlo simulations, we provide complementary evidence for the predictions through the finite-size scaling of observables, including the two-point correlation, the magnetic fluctuations at zero and nonzero Fourier modes and the Binder cumulant. Our work sheds light on the formulation of logarithmic finite-size scaling and has practical applications in experimental systems.
The order parameter for a continuous transition shows diverging fluctuation near the critical point. Here we show, through numerical simulations and scaling arguments, that the inequality (or variability) between the values of an order parameter, measured near a critical point, is independent of the system size. Quantification of such variability through the Gini index (g) therefore leads to a scaling form g=G[|F-F_{c}|N^{1/dν}], where F denotes the driving parameter for the transition (e.g., temperature T for ferromagnetic to paramagnetic transition, or lattice occupation probability p in percolation), N is the system size, d is the spatial dimension and ν is the correlation length exponent. We demonstrate the scaling for the Ising model in two and three dimensions, site percolation on square lattice, and the fiber bundle model of fracture.
To demonstrate the application of computational physics in modern statistical physics, this paper investigates the critical behavior of a finite-size ferromagnetic system based on the two-dimensional square-lattice Ising model.A nearest-neighbor Ising Hamiltonian is constructed, and periodic boundary conditions are adopted to reduce finite-boundary effects.The Metropolis Monte Carlo algorithm is used to sample spin configurations at different temperatures, while energy, magnetization, specific heat, magnetic susceptibility and Binder cumulant are calculated to describe the transition from an ordered state to a disordered state.The simulation results show that the system exhibits clear long-range order at low temperatures, where the order parameter remains high.As temperature increases, thermal fluctuations become stronger, magnetization decreases rapidly, and the system gradually evolves into a disordered state.The specific heat curve shows a pronounced peak at approximately (T = 2.269), while the susceptibility peak shifts slightly toward the high-temperature side due to finite-size effects and the discrete temperature grid.Overall, the simulated critical region is consistent with the theoretical critical temperature of the two-dimensional square-lattice Ising model.Spin-configuration analysis further reveals enhanced fluctuations and domain reconstruction near the critical region.In addition, a thermalization criterion and an extended sampling test for L = 48 near the critical region are added to examine the influence of finite sampling and equilibration.These results indicate that Monte Carlo simulation of the two-dimensional Ising model can effectively reproduce continuous phase transition, critical fluctuation and finite-size effects, providing a basic computational case for understanding critical phenomena in complex systems and data-driven physical analysis.
We study the scaling properties of critical particle systems confined by a potential. Using renormalization-group arguments, we show that their critical behavior can be cast in the form of a trap-size scaling, resembling finite-size scaling theory, with a nontrivial trap critical exponent theta, which describes how the correlation length xi scales with the trap size l, i.e., xi approximately l;{theta} at T_{c}. theta depends on the universality class of the transition, the power law of the confining potential, and on the way it is coupled to the critical modes. We present numerical results for two-dimensional lattice gas (Ising) models with various types of harmonic traps, which support the trap-size scaling scenario.