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Exact results for two-dimensional criticality. From local symmetries to correlated percolation

Youness Diouane

Published Dec 12, 2022• 0 citations
OpenAlex

Abstract

Determining whether an additional local symmetry affects the universality class of a sta-tistical model is an important issue in the theory of critical phenomena. A basic example is provided by the RP N −1 model, in which N -component spin variables at each lattice site interact through an Hamiltonian invariant under global O(N ) rotations and local spin re-versals. The local symmetry makes the difference with the usual O(N ) model and amounts to the head-tail symmetry characteristic of liquid crystals. In three dimensions, the weak first order transition observed in numerical simulations of the ferromagnetic model is con-sistent with the mean field scenario. On the other hand, in the two-dimensional case –the one we focus on in this thesis – fluctuations are stronger and minimize the reliability of mean field predictions, as illustrated by the phase transition of the three-state Potts model, which becomes continuous on planar lattices. For the RP N −1 model, the absence of spontaneous breaking of continuous symmetry in two dimensions generically suggests that criticality is limited to zero temperature, and Monte Carlo studies for T → 0 showed a fast growth of the correlation length which made particularly hard to reach the asymp-totic limit and draw conclusions. On the other hand, the possibility of finite temperature topological transitions similar to the Berezinskii-Kosterlitz-Thouless (BKT) one – which should definitely occur for RP 1 ∼ O(2) – and mediated by ”disclination” defects has also been debated in numerical studies. While two-dimensional criticality has allowed for an impressive amount of exact solutions thanks to lattice integrability and conformal field theory, models with local symmetries traditionally remained outside the range of application of these methods. In this thesis, however, we show how the renormalization group fixed points of the RP N −1 model and of its complex generalization, the CP N −1 model, can be accessed in an exact way. This is achieved in the scale invariant scattering framework which, as we review in the introductory part of the thesis, implements in the basis of particle excitations the infinite-dimensional conformal symmetry characteristic of critical points in two dimensions and has provided in the last few years new results for pure and disordered systems. In the last part of the thesis, we will exploit the generality of the scale invariant scattering method to progress with another long standing problem of two-dimensional criticality, namely that of spin clusters in Potts correlated percolation. It has been known for long time that the problem can be addressed considering two coupled Potts models, but the need to consider the number of states of one of these models as a continuous variable has severely limited the analytical or numerical study of the critical points. Also here, the ability of the scattering method to enforce conformal invariance for the internal symmetry characteristic of the universality class will allow us to obtain exact equations for the critical points and to determine their solutions in the relevant limits.

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Critical points in coupled Potts models and correlated percolation

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Abstract We use scale invariant scattering theory to exactly determine the renormalization group fixed points of a q-state Potts model coupled to an r-state Potts model in two dimensions. For integer values of q and r the fixed point equations are very constraining and show in particular that scale invariance in coupled Potts ferromagnets is limited to the Ashkin–Teller case ( q = r = 2 ). Since our results extend to continuous values of the number of states, we can access the limit r → 1 corresponding to correlated percolation, and show that the critical properties of Potts spin clusters cannot in general be obtained from those of Fortuin–Kasteleyn clusters by analytical continuation.

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Critical points in the RP N −1 model

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Abstract The space of solutions of the exact renormalization group fixed point equations of the two-dimensional RP N −1 model, which we recently obtained within the scale invariant scattering framework, is explored for continuous values of N ⩾ 0. Quasi-long-range order occurs only for N = 2, and allows for several lines of fixed points meeting at the Berezinskii–Kosterlitz–Thouless transition point. A rich pattern of fixed points is present below N * = 2.244 21‥, while only zero temperature criticality in the O ( N ( N + 1)/2 − 1) universality class can occur above this value. The interpretation of an extra solution at N = 3 requires the identification of a path to criticality specific to this value of N .

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A summary of my research activity is presented in this thesis. The first chapter starts with a short presentation of the known critical properties of the pure Potts model, mainly in two dimensions. The influence of disorder coupled to the energy density is then discussed in the general context of temperature-driven phase transitions. A physical explanation for the smoothing of the transition, due to Imry and Wortis, is presented and then applied to explain the phase diagram of the homogeneous random two and three-dimensional Potts models. It is then extended to the Potts model on irregular graphs and with layered randomness. In the third section, the critical properties at the random fixed point are examined in the light of the series expansion obtained by Renormalisation Group. The multifractal spectrum of scaling dimensions is discussed in the two-dimensional case and a new symmetry is proposed. The predictions of conformal invariance for profiles and correlation functions are compared with numerical data for the two-dimensional random Potts model in strip or square geometries. Finally, the geometrical properties of interfaces induced by symmetry-breaking boundary conditions are analysed in the context of the recent Stochastic Schramm-Loewner Evolution theory. The second chapter is devoted to the aging properties of homogeneous or frustrated Potts models submitted to a quench below or at their critical temperature. The scaling theory of two-time functions, as well as the more recent Local Scale Invariance theory , are presented in the first section. The violation of the Fluctuation-Dissipation theorem is described and the interpretation of the so-called Fluctuation-Dissipation Ratio as an out-of-equilibrium effective temperature is discussed. These ideas are applied to different spin models. First, one-dimensional systems with the Ising symmetry are considered. The equivalence of the KDH model with a gas of immobile particles subjected to pair-annihilation is exploited to obtain new analytical results. The question of the universality of dynamical exponents and ratios is then addressed in the two-dimensional case. Several lattices and several models in different universality classes are compared. A new model with the same symmetry as the three-state Potts model but with an irreversible dynamics is introduced. Its phase diagram in the steady state is determined and its aging properties on the critical line are studied. Finally, the aging of the Fully-Frustrated Ising and XY models are examined. Emphasis is put on the presence of logarithmic corrections due to the existence of topological defects. Two applications of the Jarzynski relation to the Potts model are presented at the end of the chapter. A short third chapter introduces the numerical simulations employed to analyse different set of experimental data. Monte Carlo simulations were used to reproduced some magnetic phase transitions in layered nanostructures. Spectroscopic data of surface reconstructions were compared to the electronic band structure obtained by computing the first eigenvectors of the Bloch-Schrödinger equation with a projective technique combined with a multiscale approach.

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This article outlines a tutorial review of some recent progress in the theory of phase transitions and criticality. Topics mentioned are: |φ|6 field theories in (d=3)-dimensional space which correspond to the limits of tricriticality in spherical models; the desirability of finding real systems displaying critical endpoints, etc., in a magnetic field; scaling theories for first-order magnetic transitions in block and cylinder geometries, including spin-wave contributions, ϵ=4 - d expansions for finite-size effects at and near criticality; the universal correlation length amplitude for critical-point correlations in a finite cylinder and its evaluation in d = 2 dimensions on the basis of conformal covariance; the predictions of conformal covariance for other finite-size and surface critical-point properties; the implications, stemming from field theory, of conformal covariance and unitarity for general criticality in two dimensions, including infinitely many sets of exact critical exponents for Ising-like, three-state Potts-like, … systems; the discovery of new, exactly soluble two-dimensional, “restricted solid-on-solid” models which display all the predicted conformally covariant multicritical points and a second infinite set as well!

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Phase transitions in effective lattice models for strongly correlated systems

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Equivalent-neighbor percolation models in two dimensions: Crossover between mean-field and short-range behavior

Yunqing Ouyang, Youjin Deng, Henk W. J. Blöte

We investigate the influence of the range of interactions in the two-dimensional bond percolation model by means of Monte Carlo simulations. We locate the phase transitions for several interaction ranges, as expressed by the number $z$ of equivalent neighbors. We also consider the $z\ensuremath{\rightarrow}\ensuremath{\infty}$ limit, i.e., the complete graph case, where percolation bonds are allowed between each pair of sites, and the model becomes mean-field-like. All investigated models with finite $z$ are found to belong to the short-range universality class. There is no evidence of a tricritical point separating the short-range and long-range behavior, such as is known to occur for $q=3$ and $q=4$ Potts models. We determine the renormalization exponent describing a finite-range perturbation at the mean-field limit as ${y}_{r}\ensuremath{\approx}2/3$. Its relevance confirms the continuous crossover from mean-field percolation universality to short-range percolation universality. For finite interaction ranges, we find approximate relations between the coordination numbers and the amplitudes of the leading correction terms as found in the finite-size scaling analysis.

arXiv:1808.05812•Physical review. E•Dec 3, 2018•22 citations
Determining whether an additional local symmetry affects the universality class of a sta-tistical model is an important issue in the theory of critical phenomena. A basic example is provided by the RP N −1 model, in which N -component spin variables at each lattice site interact through an Hamiltonian invariant under global O(N ) rotations and local spin re-versals. The local symmetry makes the difference with the usual O(N ) model and amounts to the head-tail symmetry characteristic of liquid crystals. In three dimensions, the weak first order transition observed in numerical simulations of the ferromagnetic model is con-sistent with the mean field scenario. On the other hand, in the two-dimensional case –the one we focus on in this thesis – fluctuations are stronger and minimize the reliability of mean field predictions, as illustrated by the phase transition of the three-state Potts model, which becomes continuous on planar lattices. For the RP N −1 model, the absence of spontaneous breaking of continuous symmetry in two dimensions generically suggests that criticality is limited to zero temperature, and Monte Carlo studies for T → 0 showed a fast growth of the correlation length which made particularly hard to reach the asymp-totic limit and draw conclusions. On the other hand, the possibility of finite temperature topological transitions similar to the Berezinskii-Kosterlitz-Thouless (BKT) one – which should definitely occur for RP 1 ∼ O(2) – and mediated by ”disclination” defects has also been debated in numerical studies. While two-dimensional criticality has allowed for an impressive amount of exact solutions thanks to lattice integrability and conformal field theory, models with local symmetries traditionally remained outside the range of application of these methods. In this thesis, however, we show how the renormalization group fixed points of the RP N −1 model and of its complex generalization, the CP N −1 model, can be accessed in an exact way. This is achieved in the scale invariant scattering framework which, as we review in the introductory part of the thesis, implements in the basis of particle excitations the infinite-dimensional conformal symmetry characteristic of critical points in two dimensions and has provided in the last few years new results for pure and disordered systems. In the last part of the thesis, we will exploit the generality of the scale invariant scattering method to progress with another long standing problem of two-dimensional criticality, namely that of spin clusters in Potts correlated percolation. It has been known for long time that the problem can be addressed considering two coupled Potts models, but the need to consider the number of states of one of these models as a continuous variable has severely limited the analytical or numerical study of the critical points. Also here, the ability of the scattering method to enforce conformal invariance for the internal symmetry characteristic of the universality class will allow us to obtain exact equations for the critical points and to determine their solutions in the relevant limits.
Abstract We use scale invariant scattering theory to exactly determine the renormalization group fixed points of a q-state Potts model coupled to an r-state Potts model in two dimensions. For integer values of q and r the fixed point equations are very constraining and show in particular that scale invariance in coupled Potts ferromagnets is limited to the Ashkin–Teller case ( q = r = 2 ). Since our results extend to continuous values of the number of states, we can access the limit r → 1 corresponding to correlated percolation, and show that the critical properties of Potts spin clusters cannot in general be obtained from those of Fortuin–Kasteleyn clusters by analytical continuation.
Abstract The space of solutions of the exact renormalization group fixed point equations of the two-dimensional RP N −1 model, which we recently obtained within the scale invariant scattering framework, is explored for continuous values of N ⩾ 0. Quasi-long-range order occurs only for N = 2, and allows for several lines of fixed points meeting at the Berezinskii–Kosterlitz–Thouless transition point. A rich pattern of fixed points is present below N * = 2.244 21‥, while only zero temperature criticality in the O ( N ( N + 1)/2 − 1) universality class can occur above this value. The interpretation of an extra solution at N = 3 requires the identification of a path to criticality specific to this value of N .
A summary of my research activity is presented in this thesis. The first chapter starts with a short presentation of the known critical properties of the pure Potts model, mainly in two dimensions. The influence of disorder coupled to the energy density is then discussed in the general context of temperature-driven phase transitions. A physical explanation for the smoothing of the transition, due to Imry and Wortis, is presented and then applied to explain the phase diagram of the homogeneous random two and three-dimensional Potts models. It is then extended to the Potts model on irregular graphs and with layered randomness. In the third section, the critical properties at the random fixed point are examined in the light of the series expansion obtained by Renormalisation Group. The multifractal spectrum of scaling dimensions is discussed in the two-dimensional case and a new symmetry is proposed. The predictions of conformal invariance for profiles and correlation functions are compared with numerical data for the two-dimensional random Potts model in strip or square geometries. Finally, the geometrical properties of interfaces induced by symmetry-breaking boundary conditions are analysed in the context of the recent Stochastic Schramm-Loewner Evolution theory. The second chapter is devoted to the aging properties of homogeneous or frustrated Potts models submitted to a quench below or at their critical temperature. The scaling theory of two-time functions, as well as the more recent Local Scale Invariance theory , are presented in the first section. The violation of the Fluctuation-Dissipation theorem is described and the interpretation of the so-called Fluctuation-Dissipation Ratio as an out-of-equilibrium effective temperature is discussed. These ideas are applied to different spin models. First, one-dimensional systems with the Ising symmetry are considered. The equivalence of the KDH model with a gas of immobile particles subjected to pair-annihilation is exploited to obtain new analytical results. The question of the universality of dynamical exponents and ratios is then addressed in the two-dimensional case. Several lattices and several models in different universality classes are compared. A new model with the same symmetry as the three-state Potts model but with an irreversible dynamics is introduced. Its phase diagram in the steady state is determined and its aging properties on the critical line are studied. Finally, the aging of the Fully-Frustrated Ising and XY models are examined. Emphasis is put on the presence of logarithmic corrections due to the existence of topological defects. Two applications of the Jarzynski relation to the Potts model are presented at the end of the chapter. A short third chapter introduces the numerical simulations employed to analyse different set of experimental data. Monte Carlo simulations were used to reproduced some magnetic phase transitions in layered nanostructures. Spectroscopic data of surface reconstructions were compared to the electronic band structure obtained by computing the first eigenvectors of the Bloch-Schrödinger equation with a projective technique combined with a multiscale approach.
This article outlines a tutorial review of some recent progress in the theory of phase transitions and criticality. Topics mentioned are: |φ|6 field theories in (d=3)-dimensional space which correspond to the limits of tricriticality in spherical models; the desirability of finding real systems displaying critical endpoints, etc., in a magnetic field; scaling theories for first-order magnetic transitions in block and cylinder geometries, including spin-wave contributions, ϵ=4 - d expansions for finite-size effects at and near criticality; the universal correlation length amplitude for critical-point correlations in a finite cylinder and its evaluation in d = 2 dimensions on the basis of conformal covariance; the predictions of conformal covariance for other finite-size and surface critical-point properties; the implications, stemming from field theory, of conformal covariance and unitarity for general criticality in two dimensions, including infinitely many sets of exact critical exponents for Ising-like, three-state Potts-like, … systems; the discovery of new, exactly soluble two-dimensional, “restricted solid-on-solid” models which display all the predicted conformally covariant multicritical points and a second infinite set as well!
In three research articles we have studied the critical properties of effective lattice models for strongly correlated electron systems by Monte Carlo simulations. A similar model is used in a fourth article for investigating thermal fluctuations of vortices in a rotating Bose–Einstein condensate. In the first part of this thesis we review the necessary background and introduce the models one by one. The last part is a collection of the papers.\n\nPaper I [1]: We consider the scaling of the mean square dipole moment in a plasma with logarithmic interactions in a two- and three-dimensional system. In both cases, we establish the existence of a low-temperature regime where the mean square dipole moment does not scale with system size and a hightemperature regime does scale with system size. Thus, there is a nonanalytic change in the polarizability of the system as a function of temperature, and hence a metal-insulator transition in both cases. The relevance of this transition in three dimensions to quantum phase transitions in 2 + 1-dimensional systems is briefly discussed.\n\nPaper II [2]: The existence of a discontinuity in the inverse dielectric constant of the two-dimensional Coulomb gas is demonstrated on purely numerical grounds. This is done by expanding the free energy in an applied twist and performing a finite-size scaling analysis of the coefficients of higher-order terms. The phase transition, driven by unbinding of dipoles, corresponds to the Kosterlitz-Thouless transition in the 2D XY model. The method developed is also used for investigating the possibility of a Kosterlitz-Thouless phase transition in a threedimensional system of point charges interacting with a logarithmic pair-potential, a system related to effective theories of low-dimensional strongly correlated systems. We also contrast the finite-size scaling of the fluctuations of the dipole moments of the two-dimensional Coulomb gas and the three-dimensional logarithmic system to those of the three-dimensional Coulomb gas.\n\nPaper III [3]: We perform large-scale Monte Carlo simulations on an effective gauge theory for an easy plane quantum anti-ferromagnet, including a Berry phase term that projects out the S = 1/2 sector. Without a Berry phase term, the model exhibits a phase transition in the 3DXY universality class associated with proliferation of gauge-charge neutral U(1) vortices. The instantons that eliminate the phase transition in the gauge-charged sector are cancelled by the Berry phases. The result is a first order phase transition. This gauge theory therefore does not exhibit deconfined criticality.\n\nPaper IV [4]: We perform Monte Carlo studies of vortices in three dimensions in a cylindrical confinement, with uniform and nonuniform density. The former is relevant to rotating 4He, the latter is relevant to a rotating trapped Bose condensate. In the former case we find dominant angular thermal vortex fluctuations close to the cylinder wall. For the latter case, a novel effect is that at low temperatures the vortex solid close to the center of the trap crosses directly over to a tension-less vortex tangle near the edge of the trap. At higher temperatures an intermediate tensionful vortex liquid located between the vortex solid and the vortex tangle, may exist.
We investigate the influence of the range of interactions in the two-dimensional bond percolation model by means of Monte Carlo simulations. We locate the phase transitions for several interaction ranges, as expressed by the number zzz of equivalent neighbors. We also consider the $z\ensuremath{\rightarrow}\ensuremath{\infty}$ limit, i.e., the complete graph case, where percolation bonds are allowed between each pair of sites, and the model becomes mean-field-like. All investigated models with finite zzz are found to belong to the short-range universality class. There is no evidence of a tricritical point separating the short-range and long-range behavior, such as is known to occur for q=3q=3q=3 and q=4q=4q=4 Potts models. We determine the renormalization exponent describing a finite-range perturbation at the mean-field limit as ${y}_{r}\ensuremath{\approx}2/3$. Its relevance confirms the continuous crossover from mean-field percolation universality to short-range percolation universality. For finite interaction ranges, we find approximate relations between the coordination numbers and the amplitudes of the leading correction terms as found in the finite-size scaling analysis.