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arXiv:cond-mat/0312715 · Europhysics Letters (EPL)

Scale invariance and self-averaging in disordered systems

Giorgio Parisi A, Marco Picco, Nicolas Sourlas

Published May 1, 2004• 14 citations
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Abstract

In a previous paper (Parisi G. and Sourlas N., Phys. Rev. Lett. 89 (2002) 257204) we found that in the random field Ising model at zero temperature in three dimensions the correlation length is not self-averaging near the critical point and that the violation of self-averaging is maximal. This is due to the formation of bound states in the underlying field theory. We present a similar study for the case of disordered Potts and Ising ferromagnets in two dimensions near the critical temperature. In the random Potts model the correlation length is not self-averaging near the critical temperature but the violation of self-averaging is weaker than in the random field case. In the random Ising model we find still weaker violations of self-averaging and we cannot rule out the possibility of the restoration of self-averaging in the infinite volume limit.

DOI
10.1209/epl/i2004-10014-0

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In a previous paper (Parisi G. and Sourlas N., Phys. Rev. Lett. 89 (2002) 257204) we found that in the random field Ising model at zero temperature in three dimensions the correlation length is not self-averaging near the critical point and that the violation of self-averaging is maximal. This is due to the formation of bound states in the underlying field theory. We present a similar study for the case of disordered Potts and Ising ferromagnets in two dimensions near the critical temperature. In the random Potts model the correlation length is not self-averaging near the critical temperature but the violation of self-averaging is weaker than in the random field case. In the random Ising model we find still weaker violations of self-averaging and we cannot rule out the possibility of the restoration of self-averaging in the infinite volume limit.
We show by numerical simulations that the correlation function of the random-field Ising model (RFIM) in the critical region in three dimensions has very strong fluctuations and that in a finite volume the correlation length is not self-averaging. This is due to the formation of a bound state in the underlying field theory. We argue that this nonperturbative phenomenon is not particular to the RFIM in 3D. It is generic for disordered systems in two dimensions and may also happen in other three-dimensional disordered systems.
We consider the sample to sample fluctuations that occur in the value of a thermodynamic quantity PPP in an ensemble of finite systems with quenched disorder, at equilibrium. The variance of PPP, VP{V}_{P}VP​, which characterizes these fluctuations is calculated as a function of the systems' linear size lll, focusing on the behavior at the critical point. The specific model considered is the bond-disordered Ashkin-Teller model on a square lattice [Phys. Rev. 64, 178 (1943)]. Using extensive Monte Carlo simulations, several bond-disordered Ashkin-Teller models were examined, including the bond-disordered Ising model and the bond-disordered four-state Potts model. It was found that far from criticality all thermodynamic quantities which were examined (energy, magnetization, specific heat, susceptibility) are strongly self-averaging, that is ${V}_{P}\ensuremath{\sim}{l}^{\ensuremath{-}d}$ (where d=2d=2d=2 is the dimension). At criticality though, the results indicate that the magnetization MMM and the susceptibility $\ensuremath{\chi}$ are non-self-averaging, i.e., $\frac{{V}_{\ensuremath{\chi}}}{{\ensuremath{\chi}}^{2}}, \frac{{V}_{M}}{{M}^{2}}\ensuremath{\nrightarrow}0$. The energy EEE at criticality is clearly weakly self-averaging, that is ${V}_{E}\ensuremath{\sim}{l}^{\ensuremath{-}{y}_{v}}$ with 0<yv<d0<{y}_{v}<d0<yv​<d. Less conclusively, and possibly only as a transient behavior, the specific heat too is found to be weakly self-averaging. A phenomenological theory of finite size scaling for disordered systems is developed, based on physical considerations similar to those leading to the Harris criterion. Its main prediction is that when the specific heat exponent $\ensuremath{\alpha}<0$ ($\ensuremath{\alpha}$ of the disordered model) then, for a quantity PPP which scales as ${l}^{\ensuremath{\rho}}$ at criticality, its variance VP{V}_{P}VP​ will scale asymptotically as ${l}^{2\ensuremath{\rho}+\frac{\ensuremath{\alpha}}{\ensuremath{\nu}}}$. The theory is not applicable in the asymptotic limit ($l\ensuremath{\rightarrow}\ensuremath{\infty}$) to the bond-disordered Ashkin-Teller model where $\frac{\ensuremath{\alpha}}{\ensuremath{\nu}}={0}_{+}$. Nonetheless in the accessible range of lattice sizes we found very good agreement between the theory and the data for ${V}_{\ensuremath{\chi}}$ and VE{V}_{E}VE​. The theory may also be compatible with the data for the variance of the magnetization VM{V}_{M}VM​ and the variance of the specific heat VC{V}_{C}VC​, but evidence for this is less convincing.
A convenient way to study phase transitions is by considering finite spin systems of linear size LLL with boundary conditions that produce a system-size interface. In this paper, we study the statistical properties of such an interface in a disordered Potts ferromagnet in dimension d=2d=2d=2 within Migdal--Kadanoff real-space renormalization. We first focus on the interface free-energy and energy to measure the singularities of the average and random contributions, as well as the corresponding histograms, both in the low-temperature phase and at criticality. We then consider the critical behavior of the interfacial adsorption of nonboundary states. Our main conclusion is that all singularities involve the correlation length ${\ensuremath{\xi}}_{\mathit{av}}(T)\ensuremath{\sim}{({T}_{c}\ensuremath{-}T)}^{\ensuremath{-}\ensuremath{\nu}}$ appearing in the average free-energy $\overline{F}\ensuremath{\sim}{[L∕{\ensuremath{\xi}}_{\mathit{av}}(T)]}^{{d}_{s}}$ of the interface of dimension ${d}_{s}=d\ensuremath{-}1$, except for the free-energy width $\ensuremath{\Delta}F\ensuremath{\sim}{[L∕{\ensuremath{\xi}}_{\mathit{var}}(T)]}^{\ensuremath{\theta}}$ that involves the droplet exponent $\ensuremath{\theta}$ and another correlation length ${\ensuremath{\xi}}_{\mathit{var}}(T)$ that diverges more rapidly than ${\ensuremath{\xi}}_{\mathit{av}}(T)$. We compare with the spin-glass transition in d=3d=3d=3, where ${\ensuremath{\xi}}_{\mathit{var}}(T)$ is the ``true'' correlation length and where the interface energy presents unconventional scaling with a chaos critical exponent ${\ensuremath{\zeta}}_{c}>1∕\ensuremath{\nu}$ [M. Nifle and H. J. Hilhorst, Phys. Rev. Lett. 68, 2992 (1992)]. The common feature is that in both cases, the characteristic length scale Lch(T){L}_{\mathit{ch}}(T)Lch​(T) associated with the chaotic nature of the low-temperature phase diverges more slowly than the correlation length.
We investigate and contrast, via the Wang-Landau (WL) algorithm, the effects of quenched bond randomness on the self-averaging properties of two Ising spin models in 2d. The random bond version of the superantiferromagnetic (SAF) square model with nearest- and next-nearest-neighbor competing interactions and the corresponding version of the simple ferromagnetic Ising model are studied. We find that, the random bond SAF model shows a strong violation of self-averaging, much stronger than that observed in the case of the random bond Ising model. Our analysis of the asymptotic scaling behavior of the variance of the distribution of the sample-dependent pseudocritical temperatures is found to be consistent with the renormalization group prediction of Aharony and Harris. Using this alternative approach, we find estimates of the correlation length exponent ννν in agreement with results obtained from the usual finite-size scaling (FSS) methodology.
For the quantum Ising model with ferromagnetic random couplings J i , j > 0 and random transverse fields h i > 0 at zero temperature in finite dimensions d > 1, we consider the lowest order contributions in perturbation theory in ( J i , j / h i ) to obtain some information on the statistics of various observables in the disordered phase. We find that the two-point correlation scales as , where ξ typ is the typical correlation length, u is a random variable and ω coincides with the droplet exponent ω DP ( D = d − 1) of the directed polymer with D = ( d − 1) transverse directions. Our main conclusions are as follows. (i) Whenever ω > 0, the quantum model is governed by an infinite-disorder fixed point: there are two distinct correlation length exponents related by ν typ = (1 − ω)ν av ; the distribution of the local susceptibility χ loc presents the power-law tail P (χ loc ) ∼ 1/χ 1 + μ loc , where μ vanishes as ξ −ω av so that the averaged local susceptibility diverges in a finite neighborhood 0 < μ < 1 before criticality (Griffiths phase); the dynamical exponent z diverges near criticality as z = d /μ ∼ ξ ω av . (ii) In dimensions d ⩽ 3, any infinitesimal disorder flows toward this infinite-disorder fixed point with ω( d ) > 0 (for instance ω( d = 2) = 1/3 and ω( d = 3) ∼ 0.24). (iii) In finite dimensions d > 3, a finite disorder strength is necessary to flow toward the infinite-disorder fixed point with ω( d ) > 0 (for instance ω( d = 4) ≃ 0.19), whereas a finite-disorder fixed point remains possible for a small enough disorder strength. For the Cayley tree of effective dimension d = ∞, where ω = 0, we discuss the similarities and differences with the case of finite dimensions.
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