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Spectral Concentration in Disordered Non-Equilibrium Systems: A Low-Variance Order Parameter for the Edge of Chaos

Angel Jose Toranzo Portela

Published Jan 3, 2026• 0 citations
Publisher

Abstract

Dynamical phase transitions in systems with quenched random interactions exhibit critical behavior analogous to equilibrium statistical mechanics, yet conventional order parameters suffer from divergent variance in finite-size realizations. We demonstrate that the spectral concentration index—originally developed for quantum entanglement detection—provides a robust diagnostic when applied to temporal covariance matrices of classical stochastic trajectories. Numerical simulations of N=500 coupled nonlinear degrees of freedom with asymmetric Gaussian couplings reveal a sharp transition at critical gain g_c ≈ 1.0, separating a low-dimensional ordered phase from high-dimensional chaotic dynamics. The concentration metric K_c = Σp_i² (where p_i are normalized covariance eigenvalues) exhibits coefficient of variation one order of magnitude smaller than von Neumann entropy in the ordered regime, while the susceptibility χ = |dK_c/dg| peaks with 17-fold enhancement at criticality. These results extend quantum-inspired concentration frameworks to classical many-body systems, demonstrating universal applicability across localization phenomena in both quantum and classical domains.

DOI
10.5281/zenodo.18135803

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arXiv:2506.11675•Proceedings of the National Academy of Sciences•Feb 6, 2026•1 citation
Dynamical phase transitions in systems with quenched random interactions exhibit critical behavior analogous to equilibrium statistical mechanics, yet conventional order parameters suffer from divergent variance in finite-size realizations. We demonstrate that the spectral concentration index—originally developed for quantum entanglement detection—provides a robust diagnostic when applied to temporal covariance matrices of classical stochastic trajectories. Numerical simulations of N=500 coupled nonlinear degrees of freedom with asymmetric Gaussian couplings reveal a sharp transition at critical gain g_c ≈ 1.0, separating a low-dimensional ordered phase from high-dimensional chaotic dynamics. The concentration metric K_c = Σp_i² (where p_i are normalized covariance eigenvalues) exhibits coefficient of variation one order of magnitude smaller than von Neumann entropy in the ordered regime, while the susceptibility χ = |dK_c/dg| peaks with 17-fold enhancement at criticality. These results extend quantum-inspired concentration frameworks to classical many-body systems, demonstrating universal applicability across localization phenomena in both quantum and classical domains.
The theory of statistical mechanics provides a powerful conceptual framework within which the relevant (macroscopic) features of systems at equilibrium can be described. As there is currently no equivalent capable of encompassing the much richer class of non-equilibrium phenomena, research in this direction proceeds mainly on an instance-by-instance basis. The aim of this Thesis is to describe in some detail three such attempts, which involve different dynamical aspects of classical and quantum systems. As summarised below, each of the last three Chapters of this document delves into one of these different topics, while Chapter 2 provides a brief introduction on the study of non-equilibrium dynamics. In Chapter 3 we investigate the purely relaxational dynamics of classical critical ferromagnetic systems in the proximity of surfaces, paying particular attention to the effects that the latter induce on the early stages of the evolution following an abrupt change in the temperature of the sample. When the latter ends close enough to the critical value which separates the paramagnetic from the ferromagnetic phase, it effectively introduces a temporal boundary which can be treated as if it were a surface. Within this picture, we highlight the emergence of novel effects near the effective edge formed by the intersection of the two spatial and temporal boundaries. Our findings are apparently in disagreement with previous predictions which were based on the assumption that the presence of such an edge would not affect the scaling behaviour of observables; in order to explain this discrepancy, we propose an alternative for the original power-counting argument which, at least, correctly predicts the emergence of novel field-theoretical divergences in our one-loop calculations. We show that said singularities are associated with the scaling at the edge. Moreover, by encoding our findings in a boundary renormalisation group framework, we argue that the new predicted behaviour represents a universal feature associated to the short-distance expansion of the order parameter of the transition near the edge; we also calculate explicitly its anomalous dimension at the first-order in a dimensional expansion. As a qualitative feature, this anomalous dimension depends on the type of phase transition occurring at the surface. We exploit this fact in order to provide numerical support to our predictions via Monte Carlo simulations of the dynamical behaviour of a three-dimensional Ising model. The main results reported in Chap. 3 have appeared in Ref. [1]. In Chapter 4 we revisit the Euclidean mapping to imaginary times which has been recently proposed [2, 3] as an alternative for approaching the problem of quantum dynamics following a quench. This is expected to allow one to reformulate the original problem as a static one confined in a film geometry. We show that this interpretation actually holds only if the initial state of the dynamics is pure. Statistical mixtures, instead, intertwine the effects due to the two boundaries, which therefore cannot be regarded as being independent. We emphasize that, although the aforementioned reinterpretation as a confined static problem fails, one is still able, in principle, to write down and solve the corresponding equations. We also discuss in some detail the relation between this approach and the real-time field-theoretical one which makes use of the two-time Keldysh contour. For this purpose, we study the analytical structure of relevant observables — such as correlation functions — in the complex plane of times, identifying a subdivision of this domain into several sectors which depend on the ordering of the imaginary parts of the involved time coordinates. Within each of these subdomains, the analytic continuation to the real axis provides in principle a different result. This feature allows one to reconstruct from the Euclidean formalism all possible non-time-ordered functions, which in particular include all those which can be calculated via the Keldysh two-time formalism. Moreover, we give a prescription on how to retrieve response functions, discussing some simple examples and rationalising some recent numerical data obtained for one of these observables in a one-dimensional quantum Ising chain [4]. We also highlight the emergence of a light-cone effect fairly similar to the one previously found for correlation functions [2], which therefore provides further confirmation to the fact that information travels across the system in the form of the entanglement of quasi-particles produced by the quenching procedure. We have reported part of this analysis in Ref. [5]. Chapter 5 presents part of our recent work on effective relaxation in quantum systems following a quench and on the observed prethermalisation. We analyse the effects caused by the introduction of a long-range integrability-breaking interaction in the early stages of the dynamics of an otherwise integrable quantum spin chain following a quench in the magnetic field. By employing a suitable transformation, we redefine the theory in terms of a fully-connected model of hard-core bosons, which allows us to exploit the (generically) low density of excitations for rendering our model exactly solvable (in a numerical sense, i.e., by numerically diagonalising an exact matrix). We verify that, indeed, as long as the parameters of the quench are not too close to the critical point, the low-density approximation captures the dynamical features of the elementary operators, highlighting the appearance of marked plateaux in their dynamics, which we reinterpret as the emergence of a prethermal regime in the original model. As expected, the latter behaviour is reflected also on extensive observables which can be constructed as appropriate combinations of the mode populations. For these quantities, the typical approach to the quasi-stationary value is algebraic with exponent a ≈ 3, independently of the size of the system, the strength of the interaction and the amplitude of the magnetic field (as long as it is kept far from the critical point). The plateaux mentioned above last until a recurrence time — which can be approximately identified with tR ≈ N/2 for single modes and t′R ≈ N/4 for extensive quantities — after which quantum oscillations due to the finite size of the chain reappear. Our procedure allows us to shed some light over prethermal features without having to considerably limit the size of the system, which we can choose to be quite large, as we discuss in Ref. [6].
Complex quantum systems -- composed of many, interacting particles -- are intrinsically difficult to model. When a quantum many-body system is subject to disorder, it can undergo transitions to regimes with varying non-ergodic and localized behavior, which can significantly reduce the number of relevant basis states. It remains an open question whether such transitions are also directly related to an abrupt change in the system's complexity. In this work, we study the transition from chaotic to integrable phases in several paradigmatic models, the power-law random banded matrix model, the Rosenzweig--Porter model, and a hybrid SYK+Ising model, comparing three complementary complexity markers -- fractal dimension, von Neumann entanglement entropy, and stabilizer Rényi entropy. For all three markers, finite-size scaling reveals sharp transitions between high- and low-complexity regimes, which, however, can occur at different critical points. As a consequence, while in the ergodic and localized regimes the markers align, they diverge significantly in the presence of an intermediate fractal phase. Additionally, our analysis reveals that the stabilizer Rényi entropy is more sensitive to underlying many-body symmetries, such as fermion parity and time reversal, than the other markers. As our results show, different markers capture complementary facets of complexity, making it necessary to combine them to obtain a comprehensive diagnosis of phase transitions. The divergence between different complexity markers also has significant consequences for the classical simulability of chaotic many-body systems.
In classical systems, chaos is clearly defined via the behavior of trajectories. In quantum systems with a classical analogue one finds that the transition from regular to chaotic dynamics is signified by a change in the spectral statistics. This has been found to remain true for quantum systems with no classical analogue, including many-body systems. Furthermore, quantum chaotic systems explore all the allowed configurations in the Hilbert space, i.e. they are ergodic, while integrable systems, and systems in the many-body localized phase, are restricted to a certain subspace of the available phase space, and hence strongly break ergodicity. In this dissertation, we study the intermediate behavior between ergodicity and localization, i.e. the weak breaking of ergodicity. The model examined is the PXP spin chain model, where spins are allowed to flip only under certain kinetic constraints. We start by reproducing some already established results. First, we explore the eigenstate thermalization hypothesis (ETH) for this model and demonstrate the existence of a small number of states, throughout the PXP spectrum, that violate the ETH. Then we study the level-spacing statistics of the model, a well-known quantum chaos diagnostic, which turns out to be close to semi-Poisson and approach Wigner--Dyson statistics for large system sizes. Moreover, we examine various aspects of the model that have not been studied before. For example, the eigenvector component statistics, another quantum chaos diagnostic, for the PXP model turn out to be non-Gaussian. Finally, we perform a quench, in order to study how the energy spreads throughout the system, and observe ballistic fronts.
We numerically study level statistics of disordered interacting quantum many-body systems. A two-parameter plasma model which controls the level repulsion exponent $\ensuremath{\beta}$ and range hhh of interactions between eigenvalues is shown to reproduce accurately features of level statistics across the transition from the ergodic to many-body localized phase. Analysis of higher-order spacing ratios indicates that the considered $\ensuremath{\beta}\ensuremath{-}h$ model accounts even for long-range spectral correlations and allows us to obtain a clear picture of the flow of level statistics across the transition. Comparing the spectral form factors of the $\ensuremath{\beta}\ensuremath{-}h$ model and of a system across the ergodic-many-body-localized transition, we show that the range of effective interactions between eigenvalues hhh is related to the Thouless time which marks the onset of quantum chaotic behavior of the system. Analysis of level statistics of the random quantum circuit which hosts chaotic and localized phases supports the claim that the $\ensuremath{\beta}\ensuremath{-}h$ model grasps universal features of level statistics in transition between ergodic and many-body-localized phases also for systems breaking time-reversal invariance.
Characterizing complexity and criticality in quantum systems requires diagnostics that are both computationally tractable and physically insightful. We apply a measure of quantum state complexity for n-qubit systems, defined as the divergence between the Shannon or von Neumann entropy of the computational basis distribution and the second-order Renyi entropy. This quantity has already been used earlier termed as structural entropy and it is particularly powerful as the Renyi entropy is directly related to state purity, linear entropy, and the inverse participation ratio, providing a clear physical grounding. While other Renyi orders could be used, the second order offers a deep and established connection to these key physical quantities. We first validate the measure in canonical noise channels, showing it peaks at the boundary between quantum and classical regimes. We then demonstrate its power in many-body physics. For systems exhibiting a many-body localization transition - including deformed random matrix ensembles and a disordered Heisenberg spin chain - the complexity measure reliably signals the crossover from integrable/localized to quantum-chaotic/ergodic phases. Crucially, the maximum complexity occurs in the non-ergodic yet extended states at the transition, precisely capturing the critical region where the system is neither fully localized nor thermalized. Furthermore, within the chaotic phase, the measure correlates with the survival probability of local excitations, revealing a spectrum of thermalization properties. Our results establish that the entropic complexity is a simple, versatile, and effective probe for identifying nontrivial quantum regimes and transitions giving a new and alternative insight into such systems.
Quantum-chaotic systems exhibit several universal properties, ranging from level repulsion in the energy spectrum to wavefunction delocalization. On the other hand, if wavefunctions are localized, the energy levels exhibit no level repulsion and their statistics is Poisson. At the boundary between quantum chaos and localization, however, one observes critical behavior, not complying with any of those characteristics. An outstanding open question is whether there exists yet another type of universality, which is genuine for the critical point. Previous work suggested that there may exist a relation between the global characteristics of the energy spectrum, such as the spectral compressibility χ , and the degree of wavefunction delocalization, expressed via the fractal dimension D 1 of the Shannon–von Neumann entropy in a preferred (e.g., real-space) basis. Here, we study physical systems subject to local and nonlocal hopping, both with and without time-reversal symmetry, with the Anderson models in dimensions three to five being representatives of the first class, and the random banded matrices as representatives of the second class. Our thorough numerical analysis supports the validity of the simple relation χ + D 1 = 1 in all systems under investigation. Hence, we conjecture that it represents a universal property of a broad class of critical models. Moreover, we test and confirm the accuracy of our surmise for a closed-form expression of the spectral compressibility in the one-parameter critical manifold of random banded matrices. Based on these findings, we derive a universal function D 1 ( r ) of the averaged level spacing ratio r , which is valid for a broad class of critical systems.