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arXiv:cond-mat/9804316 · Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics

Anomalous diffusion in disordered media and random quantum spin chains

Ferenc Iglói, Heiko Rieger

Published Oct 1, 1998• 47 citations
arXivHTMLPDF

Abstract

Using exact expressions for the persistence probability and for the leading eigenvalue of the Fokker-Planck operator of a random walk in a random environment, we establish a fundamental relation between the statistical properties of anomalous diffusion and the critical and off-critical behavior of random quantum spin chains. Many exact results are obtained from this correspondence, including the space and time correlations of surviving random walks and the distribution of the gaps of the corresponding Fokker-Planck operator. In turn we derive analytically the dynamical exponent of the random transverse-field Ising spin chain in the Griffiths-McCoy region.

DOI
10.1103/physreve.58.4238

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Average persistence of random walks

Heiko Rieger, Ferenc Iglói

We study the first passage time properties of an integrated Brownian curve both in homogeneous and disordered environments. In a disordered medium we relate the scaling properties of this center-of-mass persistence of a random walker to the average persistence, the latter being the probability pr ( t ) that the expectation value ⟨ x ( t )⟩ of the walker's position after time t has not returned to the initial value. The average persistence is then connected to the statistics of extreme events of homogeneous random walks which can be computed exactly for moderate system sizes. As a result we obtain a logarithmic dependence pr ( t ) ∼ ln ( t ) − with a new exponent = 0.191 ± 0.002. We note a complete correspondence between the average persistence of random walks and the magnetization autocorrelation function of the transverse-field Ising chain, in the homogeneous and disordered case.

arXiv:cond-mat/9808290•Europhysics Letters (EPL)•Mar 15, 1999•16 citations
Using exact expressions for the persistence probability and for the leading eigenvalue of the Fokker-Planck operator of a random walk in a random environment, we establish a fundamental relation between the statistical properties of anomalous diffusion and the critical and off-critical behavior of random quantum spin chains. Many exact results are obtained from this correspondence, including the space and time correlations of surviving random walks and the distribution of the gaps of the corresponding Fokker-Planck operator. In turn we derive analytically the dynamical exponent of the random transverse-field Ising spin chain in the Griffiths-McCoy region.
We study the critical and off-critical (Griffiths-McCoy) regions of the random transverse-field Ising spin chain by analytical and numerical methods and by phenomenological scaling considerations. Here we extend previous investigations to surface quantities and to the ferromagnetic phase. The surface magnetization of the model is shown to be related to the surviving probability of an adsorbing walk and several critical exponents are exactly calculated. Analyzing the structure of low-energy excitations we present a phenomenological theory which explains both the scaling behavior at the critical point and the nature of Griffiths-McCoy singularities in the off-critical regions. In the numerical part of the work we used the free-fermion representation of the model and calculated the critical magnetization profiles, which are found to follow very accurately the conformal predictions for different boundary conditions. In the off-critical regions we demonstrated that the Griffiths-McCoy singularities are characterized by a single, varying exponent, the value of which is related through duality in the paramagnetic and ferromagnetic phases.
diffusion in disordered environments, random quantum spin chains Abstract. — We study the first passage time properties of an integrated Brownian curve both in homogeneous and disordered environments. In a disordered medium we relate the scaling properties of this center of mass persistence of a random walker to the average persistence, the latter being the probability P pr(t) that the expectation value 〈x(t) 〉 of the walker’s position after time t has not returned to the initial value. The average persistence is then connected to the statistics of extreme events of homogeneous random walks which can be computed exactly for moderate system sizes. As a result we obtain a logarithmic dependence P pr(t) ∼ ln(t) −θ with a new exponent θ = 0.191 ± 0.002. We note on a complete correspondence between the average persistence of random walks and the magnetization autocorrelation function of the transverse-field Ising chain, in the homogeneous and disordered case. First passage time or persistence problems have a long history in the physical literature [1]. Recently they gained a lot of interest, since the persistence exponents, describing the asymptotic behavior of first passage time probabilities, are shown to be independent dynamical critical exponents, which have been calculated for various models exactly[2, 3]. Not much is known about analogous quantities in systems with quenched disorder, for instance the random walk (or diffusion) in a disordered environment [4], which is in the one-dimensional case the Sinai-model[5]. For this model the first passage / persistence exponent for a single walker has been determined by us in a previous work [6]. In this letter we introduce and study the concept of average persistence of random walks both in homogeneous and random environments. We consider a random walk with nearest neighbor hopping in one dimension defined by the Master equation pi(t = 0) = δi,1,
\n \nWe study random XY and (dimerized) XX spin-1/2 quantum spin chains\nat their quantum phase transition driven by the anisotropy and\ndimerization, respectively. Using exact expressions for\nmagnetization, correlation functions and energy gap, obtained by the\nfree fermion technique, the critical and off-critical\n(Griffiths-McCoy) singularities are related to persistence\nproperties of random walks. In this way we determine exactly the\ndecay exponents for surface and bulk transverse and longitudinal\ncorrelations, correlation length exponent and dynamical exponent.\n\n\n
We consider the critical and off-critical properties at the boundary of the random transverse-field Ising spin chain when the distribution of the couplings and/or transverse fields, at a distance l from the surface, deviates from its uniform bulk value by terms of order ${l}^{\ensuremath{-}\ensuremath{\kappa}}$ with an amplitude A. Exact results are obtained using a correspondence between the surface magnetization of the model and the surviving probability of a random walk with time-dependent absorbing boundary conditions. For slow enough decay, $\ensuremath{\kappa}<1/2,$ the inhomogeneity is relevant: Either the surface stays ordered at the bulk critical point or the average surface magnetization displays an essential singularity, depending on the sign of A. In the marginal situation $\ensuremath{\kappa}=1/2,$ the average surface magnetization decays as a power law with a continuously varying, A-dependent, critical exponent which is obtained analytically. The behavior of the critical and off-critical autocorrelation functions as well as the scaling form of the probability distributions for the surface magnetization and the first gaps are determined through a phenomenological scaling theory. In the Griffiths phase, the properties of the Griffiths-McCoy singularities are not affected by the inhomogeneity. The various results are checked using numerical methods based on a mapping to free fermions.
A real-space renormalization-group treatment of random transverse-field Ising spin chains that was introduced previously is developed and extensively analyzed. It yields results that are asymptotically exact in the critical region near the zero-temperature para-to-ferromagnetic quantum phase transition. In particular, the exact scaling function is obtained for the magnetization as a function of a uniform applied magnetic field and the distance to the critical point, and up to the solution of a linear ordinary differential equation whose solution can be exhaustively analyzed, the scaling function of the average spin-spin correlation function is also obtained. Thus more exact information is obtainable about the critical behavior for this random model than is known for the pure version which is equivalent to the two-dimensional Ising model. The basic reason for this is the extremely broad distribution of energy scales that occurs at low energies near the critical point of the random system. For the random chain the distribution of the magnetization of the first spin in a semi-infinite system is also studied and the results found to agree in the scaling limit with results of McCoy obtained from the exact solution of the closely related McCoy-Wu Ising model; this provides strong justification for the validity of the present approach. The singular properties of the weakly ordered and weakly disordered ``Griffiths' phases'' that occur at zero temperature near the critical point are also studied, as well as the behavior at low but nonzero temperature. Possible extensions of the results and general lessons drawn from them for other random systems are briefly discussed.
We study the first passage time properties of an integrated Brownian curve both in homogeneous and disordered environments. In a disordered medium we relate the scaling properties of this center-of-mass persistence of a random walker to the average persistence, the latter being the probability pr ( t ) that the expectation value ⟨ x ( t )⟩ of the walker's position after time t has not returned to the initial value. The average persistence is then connected to the statistics of extreme events of homogeneous random walks which can be computed exactly for moderate system sizes. As a result we obtain a logarithmic dependence pr ( t ) ∼ ln ( t ) − with a new exponent = 0.191 ± 0.002. We note a complete correspondence between the average persistence of random walks and the magnetization autocorrelation function of the transverse-field Ising chain, in the homogeneous and disordered case.