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arXiv:cond-mat/0004003 · Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics

Universal features of the order-parameter fluctuations: Reversible and irreversible aggregation

Robert S. Botet, Marek Płoszajczak

Published Aug 1, 2000• 54 citations
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Abstract

We discuss the universal scaling laws of order-parameter fluctuations in any system in which a second-order critical behavior can be identified. These scaling laws can be derived rigorously for equilibrium systems when combined with a finite-size scaling analysis. The relation between the order parameter, the criticality, and the scaling law of fluctuations has been established, and the connection between the scaling function and the critical exponents has been found. We give examples in out-of-equilibrium aggregation models such as the Smoluchowski kinetic equations, or at-equilibrium Ising and percolation models.

DOI
10.1103/physreve.62.1825

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We discuss the universal scaling laws of order-parameter fluctuations in any system in which a second-order critical behavior can be identified. These scaling laws can be derived rigorously for equilibrium systems when combined with a finite-size scaling analysis. The relation between the order parameter, the criticality, and the scaling law of fluctuations has been established, and the connection between the scaling function and the critical exponents has been found. We give examples in out-of-equilibrium aggregation models such as the Smoluchowski kinetic equations, or at-equilibrium Ising and percolation models.
Universal scaling laws of fluctuations (the Delta\\DeltaDelta-scaling laws) can be derived for equilibrium and off-equilibrium systems when combined with the finite-size scaling analysis. In any system in which the second-order critical behavior can be identified, the relation between order parameter, criticality and scaling law of fluctuations has been established and the relation between the scaling function and the critical exponents has been found.
Universal scaling laws of fluctuations (the Δ-scaling laws) occur for any system in which second-order critical behaviour can be identified. This can be established rigorously for at-equilibrium systems when combined withfinite-size scaling analysis. For dynamic critical systems, the relations between the order parameter, the criticality and the scaling law of fluctuations can be proven numerically. Moreover, one can find general relation between the form of the scaling function and the critical exponents of the corresponding infinite system. The case of the first-order phase transition is currently under investigation. There is no background theory for precise finite-size scaling analysis, and the results are numerical. Systematic data on the q-state 2-dimensional Potts model with q > 4, shows that at the critical point, the order-parameter distribution can be splitted into two peaks - characteristic of the two coexistent phases -, each of them exhibiting a particular Δ-scaling. Conjecture is done about general occurence of this feature.
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.
To set the stage for our subsequent thorough discussion of dynamic critical phenomena, we first review the theoretical description of second-order equilibrium phase transitions. (Readers already well acquainted with this material may readily move on to Chapter 2.) To this end, we compare the critical exponents following from the van-der-Waals equation of state for weakly interacting gases with the results from the Curie–Weiss mean-field approximation for the ferromagnetic Ising model. We then provide a unifying description in terms of Landau–Ginzburg theory, i.e., a long-wavelength expansion of the effective free energy with respect to the order parameter. The Gaussian model is analyzed, and a quantitative criterion is established that defines the circumstances when non-linear fluctuations need to be taken into account properly. Thereby we identify d c = 4 as the upper critical dimension for generic continuous phase transitions in thermal equilibrium. The most characteristic feature of a critical point turns out to be the divergence of the correlation length that renders microscopic details oblivious. As a consequence, not only the correlation functions, but remarkably the thermodynamics as well of a critical system are governed by an emergent unusual symmetry: scale invariance. A simple scaling ansatz is capable of linking different critical exponents; as an application, we introduce the basic elements of finite-size scaling. Finally, a brief sketch of Wilson's momentum shell renormalization group method is presented, intended as a pedagogical preview of the fundamental RG ideas. Exploiting the scale invariance properties at the critical point, the scaling forms of the free energy and the order parameter correlation function are derived.
The universal behaviour of the directed percolation universality class is well understood—both the critical scaling and the finite size scaling. This paper focuses on the block (finite size) scaling of the order parameter and its fluctuations, considering (sub-)blocks of linear size l in systems of linear size L . The scaling depends on the choice of the ensemble, as only the conditional ensemble produces the block-scaling behaviour as established in equilibrium critical phenomena. The dependence on the ensemble can be understood by an additional symmetry present in the unconditional ensemble. The unconventional scaling found in the unconditional ensemble is a reminder of the possibility that scaling functions themselves have a power-law dependence on their arguments.