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.
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.
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.
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.
In the preceding chapter, we have introduced several levels for the mathematical description of stochastic dynamics. We now use the kinetic Ising models introduced in Section 2.3.3 to formulate the dynamic scaling hypothesis which appropriately generalizes the homogeneity property of the static correlation function in the vicinity of a critical point, as established in Chapter 1. The dynamic critical exponent z is defined to characterize both the critical dispersion and the basic phenomenon of critical slowing-down. As a next step, and building on the results of Section 2.4, a continuum effective theory for the mesoscopic order parameter density, basically the dynamical analog to the Ginzburg–Landau approach, is constructed in terms of a non-linear Langevin equation. The distinction between dissipative and diffusive dynamics for the purely relaxational kinetics of either a non-conserved or conserved order parameter field, respectively, defines the universality classes A and B. Following the analysis of these models in the Gaussian approximation, they also serve to outline the construction of a dynamical perturbation theory for non-linear stochastic differential equations through direct iteration. In general, however, the order parameter alone does not suffice to fully capture the critical dynamics near a second-order phase transition. Additional hydrodynamic modes originating from conservation laws need to be accounted for as well. The simplest such situation is entailed in the relaxational models C and D, which encompass the static coupling of the order parameter to the energy density. Further scenarios emerge through reversible non-linear mode couplings in the Langevin equations of motion.
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
As discussed in the previous chapter, the phenomenological theory of critical phenomena finds a sound basis in the logical sequence of universality, scaling, relevant and irrelevant variables. The difficult problem of a large number of degrees of freedom strongly correlated within the coherence distance, which diverges at criticality, is thereby, in principle, reduced to the determination of the homogeneous form of the relevant response functions and of the evaluation of a few critical indices related to the relevant parameters, whereas the details specifying each system do not matter. In order to give a microscopic foundation to universality and to the scaling theory, an exact transformation is needed, which changes into a scaling transformation asymptotically near the critical point. This is the renormalization group (RG) approach, recently presented in a huge number of reviewpapers and books.Historically, the first comprehensive overview was given by the sixth volume of the series edited by Domb and Green (1976) and by the classic books by Patashinskij and Pokrovskij (1979) and by Ma (1976). Along with scaling theory, the field-theoretic renormalization group (RG) approach (Gell- Mann and Low (1954); Bogoliubov and Shirkov (1959); Bonch-Bruevich and Tyablikov (1962)) was introduced in critical phenomena (Di Castro and Jona-Lasinio (1969)) by showing how the RG equations generalize the universality relations in the sense that they relate one model system to another by varying the coupling and suitably rescaling the other variables and the correlation functions. At the same time a detailed analysis of the pertubative diagrammatic structure of the correlation functions together with the use of Ward identities yielded a renormalized theory (Migdal (1969); Polyakov (1968, 1969)). By iterating the RG transformation the coupling disappears from the equations near to the critical point, the homogeneous form of the static order-parameter correlation function is obtained and a microscopic definition of the critical indices is given. The scaling picture then acquires a theoretical basis. Wilson (Wilson (1971a, b); Wilson and Kogut (1974)) gave a great contribution to the understanding of the physics underlying the RG procedure and to the explicit calculation of the critical indices. He proposed a simple mathematical realization of the other very physical idea of universality due to Kadanoff of grouping together degrees of freedom on the scale s associated with larger and larger cells.