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Continuous phase transitions

James P. Sethna

Published Jan 26, 2021• 0 citations
Publisher

Abstract

Abstract This chapter analyzes systems with emergent scale invariance -- fractal, self-similar behavior -- by developing the renormalization group. The renormalization group is an amazing abstraction. It describes the flow of the laws governing the system as one coarse-grains -- blurring out the short-distance or short-time details. In the huge space of possible systems (experimental and theoretical), a fixed point of the renormalization group will be the same after blurring and shrinking -- implying emergent scale invariance, a fractal self-similarity. The points which flow into the fixed point share its properties under rescaling -- implying universality, with behavior shared by theory and a wide variety of different experimental systems. The renormalization group also predicts universal power laws and universal functions, describing all behavior on long length and/or time scales. Exercises explore applications to the Ising model, the onset of lasing, superconductors, the onset of chaos, percolation, crackling noise and avalanches, earthquakes, random walks and diffusion, chemical reaction rate theory, and extreme value statistics.

DOI
10.1093/oso/9780198865247.003.0012

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Abstract This chapter analyzes systems with emergent scale invariance -- fractal, self-similar behavior -- by developing the renormalization group. The renormalization group is an amazing abstraction. It describes the flow of the laws governing the system as one coarse-grains -- blurring out the short-distance or short-time details. In the huge space of possible systems (experimental and theoretical), a fixed point of the renormalization group will be the same after blurring and shrinking -- implying emergent scale invariance, a fractal self-similarity. The points which flow into the fixed point share its properties under rescaling -- implying universality, with behavior shared by theory and a wide variety of different experimental systems. The renormalization group also predicts universal power laws and universal functions, describing all behavior on long length and/or time scales. Exercises explore applications to the Ising model, the onset of lasing, superconductors, the onset of chaos, percolation, crackling noise and avalanches, earthquakes, random walks and diffusion, chemical reaction rate theory, and extreme value statistics.
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.
Renormalization group theory is a powerful and intriguing technique with a wide range of applications. One of the main successes of renormalization group theory is the description of continuous phase transitions and the development of scaling theory. Most courses on phase transitions focus on scaling and critical exponents, while less attention is paid to universality, renormalization group flow, and the existence of a unique fixed point, which are the ultimate reasons why scaling theory is so effective in describing continuous phase transitions. We use a combination of Monte Carlo simulations and real space renormalization group theory to determine the renormalization group flow and to show the existence of a universal fixed point in the context of the ferromagnetic Ising model.
Abstract Chapter 7 is devoted to a discussion of the renormalization group (RG) flow when the effective field theory that describes universal properties of critical phenomena depends on several coupling constants. The universal properties of a large class of macroscopic phase transitions with short range interactions can be described by statistical field theories involving scalar fields with quartic interactions. The simplest critical systems have an O(N) orthogonal symmetry and, therefore, the corresponding field theory has only one quartic interaction. However, in more general physical systems, the flow of quartic interactions is more complicated. This chapter examines these systems from the RG viewpoint. RG beta functions are shown to generate a gradient flow. Some examples illustrate the notion of emergent symmetry. The local stability of fixed points is related to the value of the scaling field dimension.
Complex systems of classical physics in certain situations are characterized by intensive fluctuations of the quantities governing their dynamics. These include important phenomena such as (continuous) second-order phase transitions, fully developed turbulence, magnetic hydrodynamics, advective–diffusive processes, the kinetics of chemical reactions, percolation, and processes in financial markets. The theoretical goal of the study of such systems is to determine and predict the temporal and spatial dependence of statistical correlations of fluctuating variables. Modern methods of quantum field theory, originally developed in high-energy physics to describe the properties of elementary particles, allow for quantitative analysis of such correlations. Peculiarities of quantum field theory in solving two paradigmatic statistical problems related to percolation are reviewed, and new results on calculating representative universal parameters such as critical exponents that describe asymptotic behavior are presented.
Abstract ‘The critical point’ in a phase diagram denotes the conditions under which a continuous transition between two states of matter occurs. Surprisingly, near the critical point diverse systems can have the same dependence of physical properties on parameters such as temperature. The only details that determine the critical exponents are the symmetry of the order parameter and the spatial dimensionality of the system. This independence from chemical and structural details, known as universality, presented a major challenge to theoretical physics for decades. Theory must deal with the large fluctuations in the amount of order that occurs close to the critical point. The successful theory developed by Ken Wilson exploits the fact that different states of a system and different systems can be related to one another by mathematically rescaling the length scales in the system. The mathematics involved can be made tractable by considering the abstract idea of a system with a variable number of spatial dimensions. The idea of rescaling is illustrated with the results of computer simulations of an Ising model and with images of fractals.
Since its introduction, the Renormalization Group has been the theoretical tool of choice for understanding and describing collective behavior characterized by an emergent scale invariance as in the vicinity of a continuous phase transition. It provides a powerful conceptual framework but, exact results being scarce, the search for generic and efficient approximation schemes has been very active from the very beginning. One recent line of research starts from an exact formulation of the Renormalization Group, in the form of a functional Renormalization Group (FRG) for scale-dependent generating functionals of correlation functions, and introduces potentially {it nonperturbative} approximations through ansatzes for the scale-dependent generating functional under study. The question that we address is to what extent such generic approximation schemes are able to describe specific problems in which the long-distance behavior involves strongly nonuniform configurations with, {it e.g.}, localized excitations.An example of such an approximation scheme within the FRG is the so-called derivative expansion of the effective average action (coarse-grained Gibbs free energy in the language of magnetic systems) which amounts to truncating the functional form of the latter in powers of the external momenta or equivalently in gradients of the fields. The derivative-expansion approximation focuses on the long wavelength properties and, in terms of coarse-grained configurations of the system, works as an expansion about uniform configurations. One may therefore wonder if such a scheme is able to capture the physics associated with nonuniform configurations containing, {it e.g.}, domain walls, spin waves, or localized defects such as the kinks and anti-kinks found in the instanton analysis of the 1-dimensional Ising model.In this work we assess the ability of the derivative expansion of the FRG to quantitatively describe the long-distance physics of a model across the whole range of space dimensions {it without a priori knowledge} of the relevant real-space coarse-grained configurations. To do so we first investigate how low orders of the derivative expansion describe the approach to the lower critical dimension d→dlc of the Ising-like scalar φ4 theory which is expected to be controlled by the proliferation of localized excitations (instantons). We show that the convergence of the fixed-point effective potential describing the critical point of the model is nonuniform in the field when the dimension d approaches dlcdlc, with the emergence of a boundary layer around the minimum of the potential. At the lowest nontrivial approximation level (known as LPA’) this allows us to make analytical predictions for the value of the lower critical dimension dlcdlc and for the behavior of the critical temperature as d→dlc, which are both found in fair agreement with the known exact results. We also consider for the same Ising-like scalar φ4 model the ordered phase in the limit where d→dlc. We focus on the way the effective potential in the FRG becomes convex as the proper spatial fluctuations, which now involve nonuniform configurations with a domain wall separating two phases, are included in the calculation.