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arXiv:cond-mat/9506101 · Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics

Lack of self-averaging in critical disordered systems

Shai Wiseman, Eytan Domany

Published Oct 1, 1995• 132 citations
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Abstract

We consider the sample to sample fluctuations that occur in the value of a thermodynamic quantity $P$ in an ensemble of finite systems with quenched disorder, at equilibrium. The variance of $P$, ${V}_{P}$, which characterizes these fluctuations is calculated as a function of the systems' linear size $l$, 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 $d=2$ is the dimension). At criticality though, the results indicate that the magnetization $M$ 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 $E$ at criticality is clearly weakly self-averaging, that is ${V}_{E}\ensuremath{\sim}{l}^{\ensuremath{-}{y}_{v}}$ with $0<{y}_{v}<d$. 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 $P$ which scales as ${l}^{\ensuremath{\rho}}$ at criticality, its variance ${V}_{P}$ 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 ${V}_{E}$. The theory may also be compatible with the data for the variance of the magnetization ${V}_{M}$ and the variance of the specific heat ${V}_{C}$, but evidence for this is less convincing.

DOI
10.1103/physreve.52.3469

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Scale-invariant quenched disorder and its stability criterion at random critical points

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The critical properties of systems with quenched bond disorder are determined from a fixed distribution, under renormalization group, of the random bonds. Full fixed distributions with all moments are obtained numerically by histograms and, to a good approximation, in terms of $\ensuremath{\Gamma}$ distributions. For such systems, the specific-heat exponent $\ensuremath{\alpha}$ does not equal the crossover exponent $\ensuremath{\varphi}$ at random criticality. We derive a new relation between $\ensuremath{\alpha}$ and $\ensuremath{\varphi}$, which invokes characteristics of the fixed distribution. The difference between $\ensuremath{\alpha}$ and $\ensuremath{\varphi}$ is noted for $n$-vector models in $4\ensuremath{-}\ensuremath{\epsilon}$ dimensions and for Potts models on hierarchical lattices solved exactly. In general, stable random critical behavior with positive $\ensuremath{\alpha}$ appears to be possible. We develop a general treatment of quenched disorder and illustrate it by calculating specific-heat curves. It is suggested that the critical exponents of the three- and four-state random-bond Potts models in two dimensions are $\ensuremath{\nu}\ensuremath{\simeq}1.06 \mathrm{and} 1.19$.

Physical review. B, Condensed matter•Mar 1, 1984•104 citations
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 VP\ensuremath∼l\ensuremath−d{V}_{P}\ensuremath{\sim}{l}^{\ensuremath{-}d}VP​\ensuremath∼l\ensuremath−d (where d=2d=2d=2 is the dimension). At criticality though, the results indicate that the magnetization MMM and the susceptibility \ensuremathχ\ensuremath{\chi}\ensuremathχ are non-self-averaging, i.e., V\ensuremathχ\ensuremathχ2,VMM2\ensuremath↛0\frac{{V}_{\ensuremath{\chi}}}{{\ensuremath{\chi}}^{2}}, \frac{{V}_{M}}{{M}^{2}}\ensuremath{\nrightarrow}0\ensuremathχ2V\ensuremathχ​​,M2VM​​\ensuremath↛0. The energy EEE at criticality is clearly weakly self-averaging, that is VE\ensuremath∼l\ensuremath−yv{V}_{E}\ensuremath{\sim}{l}^{\ensuremath{-}{y}_{v}}VE​\ensuremath∼l\ensuremath−yv​ 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 \ensuremathα<0\ensuremath{\alpha}<0\ensuremathα<0 (\ensuremathα\ensuremath{\alpha}\ensuremathα of the disordered model) then, for a quantity PPP which scales as l\ensuremathρ{l}^{\ensuremath{\rho}}l\ensuremathρ at criticality, its variance VP{V}_{P}VP​ will scale asymptotically as l2\ensuremathρ+\ensuremathα\ensuremathν{l}^{2\ensuremath{\rho}+\frac{\ensuremath{\alpha}}{\ensuremath{\nu}}}l2\ensuremathρ+\ensuremathν\ensuremathα​. The theory is not applicable in the asymptotic limit (l\ensuremath→\ensuremath∞l\ensuremath{\rightarrow}\ensuremath{\infty}l\ensuremath→\ensuremath∞) to the bond-disordered Ashkin-Teller model where \ensuremathα\ensuremathν=0+\frac{\ensuremath{\alpha}}{\ensuremath{\nu}}={0}_{+}\ensuremathν\ensuremathα​=0+​. Nonetheless in the accessible range of lattice sizes we found very good agreement between the theory and the data for V\ensuremathχ{V}_{\ensuremath{\chi}}V\ensuremathχ​ 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.
We evaluate by Monte Carlo simulations various singular thermodynamic quantities XXX for ensembles of quenched random Ising and Ashkin-Teller models. The measurements are taken at Tc{T}_{c}Tc​ and we study how the distributions P(X)P(X)P(X) (and, in particular, their relative squared width, RX){R}_{X})RX​) over the ensemble depend on the system size l.l.l. The Ashkin-Teller model was studied in the regime where bond randomness is irrelevant and we found weak self-averaging; ${R}_{X}\ensuremath{\sim}{l}^{\ensuremath{\alpha}/\ensuremath{\nu}}\ensuremath{\rightarrow}0,$ where $\ensuremath{\alpha}<0$ and $\ensuremath{\nu}$ are the exponents (of the pure model fixed point) governing the transition. For the site-dilute Ising model on a cubic lattice, known to be governed by a random fixed point, we find that RX{R}_{X}RX​ tends to a constant, as predicted by Aharony and Harris. We tested whether this constant is universal. However, this constant is different for canonical and grand canonical disorder. We identify the pseudocritical temperature of each sample i,i,i, Tc(i,l),{T}_{c}(i,l),Tc​(i,l), as the temperature at which the susceptibility reaches its maximal value ${\ensuremath{\chi}}^{\mathrm{max}}.$ The distribution of these sample dependent Tc(i,l){T}_{c}(i,l)Tc​(i,l) was investigated; we found that its variance scales as $[\ensuremath{\delta}{T}_{c}(l){]}^{2}\ensuremath{\sim}{l}^{\ensuremath{-}2/\ensuremath{\nu}}.$ Our previously proposed finite size scaling ansatz for disordered systems was tested and found to hold. We did observe deviations from a single function, which imply that sample dependent scaling functions are needed. These deviations are, however, relatively small and hence to obtain a fixed statistical error it may be more computationally efficient to measure ${\ensuremath{\chi}}^{\mathrm{max}}$ than the commonly used $\ensuremath{\chi}{(T}_{c}^{\ensuremath{\infty}}).$
The critical behavior of a bond-disordered Ashkin-Teller model on a square lattice is investigated by intensive Monte Carlo simulations. A duality transformation is used to locate a critical plane of the disordered model. This critical plane corresponds to the line of critical points of the pure model, along which critical exponents vary continuously. Along this line the scaling exponent corresponding to randomness \ensuremath{\varphi}=(\ensuremath{\alpha}/\ensuremath{\nu}) varies continuously and is positive so that the randomness is relevant, and different critical behavior is expected for the disordered model. We use a cluster algorithm for the Monte Carlo simulations based on the Wolff embedding idea, and perform a finite size scaling study of several critical models, extrapolating between the critical bond-disordered Ising and bond-disordered four-state Potts models. The critical behavior of the disordered model is compared with the critical behavior of an anisotropic Ashkin-Teller model, which is used as a reference pure model. We find no essential change in the order parameters' critical exponents with respect to those of the pure model. The divergence of the specific heat C is changed dramatically. Our results favor a logarithmic type divergence at Tc{\mathit{T}}_{\mathit{c}}Tc​, C\ensuremath{\sim}lnL for the random-bond Ashkin-Teller and four-state Potts models and C\ensuremath{\sim}ln lnL for the random-bond Ising model.
Abstract We investigate the first two moments of the critical internal energy E in a weakly disordered two-dimensional Baxter’s eight-vertex model as a function of the system size L , evaluated at the pseudo-critical point. Disorder is introduced via an equivalent representation of the pure eight-vertex model in terms of two ferromagnetic Ising models coupled by a four-spin interaction of strength g 0 , where the Ising couplings consist of a uniform ferromagnetic part J > 0 supplemented by weak Gaussian spatial disorder. In the critical regime, the model is formulated in terms of interacting Grassmann–Majorana spinor fields with quartic interactions and analyzed, for small positive g 0 , using a combination of replica and renormalization-group methods. We also run extensive numerical simulations measuring the critical internal energy. Our results show that its relative variance increases with L and approaches a finite constant as L → ∞ for both ± g 0 . Hence, fluctuations remain relevant independently of the sign of g 0 (and thus of the specific-heat exponent), implying a lack of self-averaging of both the critical internal energy and the free energy. Consequently, reliable estimates of these quantities require averaging over many disorder realizations. In addition, we numerically confirm earlier predictions concerning the absence of self-averaging of the critical internal energy in the disordered Ising model.
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.
We report extensive Monte Carlo simulations of disordered Ising systems in the ferromagnetic region with concentrations of magnetic sites between p=1.0 and 0.5. The magnetization, the susceptibility, and the caloric properties have been studied in the critical region. The critical exponents \ensuremath{\beta} and \ensuremath{\gamma} as well as the universal amplitude A of the magnetization and the ratio C+{\mathit{C}}_{+}C+​/${\mathit{C}}_{\mathrm{\ensuremath{-}}}$ of the susceptibility amplitudes have been determined with high precision. In addition to the cusplike specific heat, we have also measured the magnetization-energy correlation function \ensuremath{\Gamma}, which is a divergent thermal quantity. The corresponding critical exponent \ensuremath{\zeta}, which is related to the other exponents by \ensuremath{\zeta}=1-\ensuremath{\beta}=(\ensuremath{\alpha}+\ensuremath{\gamma})/2, has been determined. We have found that all quantities show power-law behavior within the temperature range of our simulation. All critical exponents change continuously with dilution. Even in the range of weak dilution (p\ensuremath{\ge}0.8), the effective critical exponents are concentration dependent and are clearly different from their pure system values. In the strongly diluted regime the critical exponents gradually reach new asymptotic behavior at p=0.5--0.6 with values of \ensuremath{\beta}=0.335\ifmmode\pm\else\textpm\fi{}0.01 and \ensuremath{\gamma}=1.49\ifmmode\pm\else\textpm\fi{}0.02. The exponent \ensuremath{\alpha} of the specific heat becomes -0.17\ifmmode\pm\else\textpm\fi{}0.04, which corresponds to a cusplike singularity. We conclude that disorder profoundly changes the critical behavior for weakly as well as strongly disordered spin systems.
The critical properties of systems with quenched bond disorder are determined from a fixed distribution, under renormalization group, of the random bonds. Full fixed distributions with all moments are obtained numerically by histograms and, to a good approximation, in terms of $\ensuremath{\Gamma}$ distributions. For such systems, the specific-heat exponent $\ensuremath{\alpha}$ does not equal the crossover exponent $\ensuremath{\varphi}$ at random criticality. We derive a new relation between $\ensuremath{\alpha}$ and $\ensuremath{\varphi}$, which invokes characteristics of the fixed distribution. The difference between $\ensuremath{\alpha}$ and $\ensuremath{\varphi}$ is noted for nnn-vector models in $4\ensuremath{-}\ensuremath{\epsilon}$ dimensions and for Potts models on hierarchical lattices solved exactly. In general, stable random critical behavior with positive $\ensuremath{\alpha}$ appears to be possible. We develop a general treatment of quenched disorder and illustrate it by calculating specific-heat curves. It is suggested that the critical exponents of the three- and four-state random-bond Potts models in two dimensions are $\ensuremath{\nu}\ensuremath{\simeq}1.06 \mathrm{and} 1.19$.