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CRC Press eBooks

Scaling in Static, Dynamic and Non-Equilibrium Phenomena

Nigel D. Goldenfeld

Published Mar 8, 2018• 0 citations
Publisher

Abstract

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.

DOI
10.1201/9780429493492-8

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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.
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.
Phase transitions represent fundamental transformations of matter, characterized by abrupt changes in macroscopic properties and often associated with singular behavior at critical points. While equilibrium aspects of phase transitions, particularly universal critical exponents and scaling laws, are well-understood, the non-equilibrium processes occurring near criticality, especially the production of entropy, remain a rich area of investigation. This paper explores the intricate relationship between critical entropy production and the emergence of scaling laws in systems undergoing phase transitions. We delve into how the rate of entropy production diverges or exhibits anomalous scaling near critical points, reflecting the system's attempts to dissipate energy and respond to external perturbations as it approaches a state of macroscopic change. By integrating concepts from non-equilibrium thermodynamics, statistical mechanics, and renormalization group theory, we aim to elucidate the underlying mechanisms that govern entropy generation in these critical regimes. We discuss theoretical frameworks that predict universal scaling behaviors for entropy production rates, analogous to those observed for equilibrium order parameters and susceptibilities. The implications of these scaling laws extend beyond theoretical physics, offering insights into complex systems, far-from-equilibrium dynamics, and the efficiency of energy conversion processes in critical environments. Our analysis highlights the critical entropy production as a unique signature of non-equilibrium dynamics during phase transitions, providing a deeper understanding of the interplay between fluctuations, dissipation, and universality near points of instability.
This chapter explains how the scaling hypothesis follows from the presence of a diverging correlation length. It shows the relationship between coupling constants defined at different length scales is more complicated than assumed. K. G. Wilson elaborated and completed L. P. Kadanoff’s argument, showing how the relationship between coupling constants at different length scales could be explicitly computed, at least approximately. Wilson’s theory — the renormalisation group (RG) — is capable of estimating the critical exponents. The RG also provides a natural framework in which to understand universality. The chapter provides the argument in two parts, the first being the thermodynamic scaling laws, and the second being the scaling laws for the two-point correlation function. Kadanoff’s block spin argument successfully motivates the functional form of the scaling relations. The conceptual importance of the argument is that it suggests how fruitful it might be to get away from the conventional statistical mechanical approach of treating all the degrees of freedom at once.
A system driven in the vicinity of its critical point by varying a relevant field in an arbitrary function of time is a generic system that possesses a long relaxation time compared with the driving time scale and thus represents a large class of nonequilibrium systems. For such a manifestly nonlinear nonequilibrium strongly fluctuating system, we show that there exists universal nonequilibrium critical behavior that is incredibly well described by its equilibrium critical properties. A dynamic renormalization-group theory is developed to account for the behavior. The weak driving may give rise to several time scales depending on its form and thus rich nonequilibrium phenomena of various regimes and their crossovers, negative susceptibilities, as well as a violation of fluctuation-dissipation theorem and hysteresis. An initial condition that can be in either equilibrium or nonequilibrium but has longer correlations than the driving scales also results in a unique regime and complicates the situation. The implication of the results on measurement is also discussed. The theory may shed light on the study of other nonequilibrium systems and even nonlinear science.
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 chapter describes the physics of phase transitions and critical phenomena. After introducing the thermodynamics of phase transitions, the general considerations are made explicit by presenting statistical mechanical calculations on a lattice gas model in the mean-field approximation. Phase transitions occur in macroscopic systems when one or more external parameters like temperature, pressure, electrical field, magnetic field, etc are varied. The chapter demonstrates the utility of the alternative formulations of thermodynamics and statistical mechanics in the context of phase transitions and shows how their use clarifies and unifies the theory of phase transitions. It deals with the basic thermodynamic description of a single component fluid. To understand different phases and associated transitions, one studies how the couplings flow in the parameter space under repeated Renormalization Group (RG) transformations. The flows around the fixed point are easily studied by linearizing the RG equations around the fixed points and determining the eigenvalues and eigenvectors of the linearized RG transformations.