Description of far-from-equilibrium processes by mean-field lattice gas models

Mean-field kinetic equations are a valuable tool to study the atomic dynamics and spin dynamics of simple lattice gas and Ising models. They can be derived from the microscopic master equation of the system and contain analytical expressions for kinetic coefficients and thermodynamic quantities which are usually introduced phenomenologically. We review several methods to obtain such equations, and discuss applications to the dynamics of order–disorder transitions, spinodal decomposition, and dendritic growth in the isothermal or chemical model. In the case of dendritic growth we show that the mean-field kinetic equations are equivalent to standard continuum equations for this problem and derive expressions for macroscopic quantities, e.g. the surface tension and kinetic coefficients, as functions of the microscopic order parameters. In spinodal decomposition, we focus our attention on the vacancy mechanism, which is a more faithful picture of diffusion in solids than the more widely examined exchange mechanism. We study the interfaces between an unstable mixture and a stable ‘vapour’ phase, and analyse surface modes that lead to specific surface patterns. For order–disorder transitions, studied in the framework of a repulsive two-sublattice model, we derive sets of coupled equations for the mean concentration (a conserved quantity) and for the occupational difference between the two sublattices emerging from the symmetry breaking due to ordering (non-conserved order parameter). These equations are applied to transport in the presence of ordered domains. Finally, we discuss the possibilities of improving the simple mean-field approximation by density functional theories and various forms of the dynamic pair approximation, including the path-probability method.     

The Poisson-Helmholtz-Boltzmann model

We present a mean-field model of a one-component electrolyte solution where the mobile ions interact not only via Coulomb interactions but also through a repulsive non-electrostatic Yukawa potential. Our choice of the Yukawa potential represents a simple model for solvent-mediated interactions between ions. We employ a local formulation of the mean-field free energy through the use of two auxiliary potentials, an electrostatic and a non-electrostatic potential. Functional minimization of the mean-field free energy leads to two coupled local differential equations, the Poisson-Boltzmann equation and the Helmholtz-Boltzmann equation. Their boundary conditions account for the sources of both the electrostatic and non-electrostatic interactions on the surface of all macroions that reside in the solution. We analyze a specific example, two like-charged planar surfaces with their mobile counterions forming the electrolyte solution. For this system we calculate the pressure between the two surfaces, and we analyze its dependence on the strength of the Yukawa potential and on the non-electrostatic interactions of the mobile ions with the planar macroion surfaces. In addition, we demonstrate that our mean-field model is consistent with the contact theorem, and we outline its generalization to arbitrary interaction potentials through the use of a Laplace transformation.     

Phase transitions induced by microscopic disorder: A study based on the order parameter expansion

Based on the order parameter expansion, we present an approximate method which allows us to reduce large systems of coupled differential equations with diverse parameters to three equations: one for the global, mean field, variable and two which describe the fluctuations around this mean value. The method is based on a systematic perturbation expansion and can be applied around the vicinity of the homogeneous state. With this tool we analyze phase transitions induced by microscopic disorder in three prototypical models of phase transitions which have been studied previously in the presence of thermal noise. We study how macroscopic order is induced or destroyed by time-independent local disorder and analyze the limits of the approximation by comparing the results with the numerical solutions of the self-consistency equation which arises from the property of self-averaging. Finally, we carry on a finite-size analysis of the numerical results and calculate the corresponding critical exponents.     

Analytic Approximations for the Velocity of Field-Driven Ising Interfaces

We present analytic approximations for the field, temperature, and orientation dependences of the interface velocity in a two-dimensional kinetic Ising model in a nonzero field. The model, which has nonconserved order parameter, is useful for ferromagnets, ferroelectrics, and other systems undergoing order–disorder phase transformations driven by a bulk free-energy difference. The solid-on-solid (SOS) approximation for the microscopic surface structure is used to estimate mean spin-class populations, from which the mean interface velocity can be obtained for any specific single-spin-flip dynamic. This linear-response approximation remains accurate for higher temperatures than the single-step and polynuclear growth models, while it reduces to these in the appropriate low-temperature limits. The equilibrium SOS approximation is generalized by mean-field arguments to obtain field-dependent spin-class populations for moving interfaces, and thereby a nonlinear-response approximation for the velocity. The analytic results for the interface velocity and the spin-class populations are compared with Monte Carlo simulations. Excellent agreement is found in a wide range of field, temperature, and interface orientation.     

A Solvable Model of Interface Depinning in Random Media

We study the mean-field version of a model proposed by Leschhorn to describe the depinning transition of interfaces in random media. We show that evolution equations for the distribution of forces felt by the interface sites can be written directly for an infinite system. For a flat distribution of random local forces the value of the depinning threshold can be obtained exactly. In the case of parallel dynamics (all unstable sites move simultaneously), due to the discrete character of the interface heights allowed in the model, the motion of the center of mass is non-uniform in time in the moving phase close to the threshold, and the mean interface velocity vanishes with a square-root singularity.     

Spontaneous Breaking of Translational Invariance and Spatial Condensation in Stationary States on a Ring. II. The Charged System and the Two-Component Burgers Equations

We further study the stochastic model discussed in ref. 2 in which positive and negative particles diffuse in an asymmetric, CP invariant way on a ring. The positive particles hop clockwise, the negative counter-clockwise and oppositely-charged adjacent particles may swap positions. We extend the analysis of this model to the case when the densities of the charged particles are not the same. The mean-field equations describing the model are coupled nonlinear differential equations that we call the two-component Burgers equations. We find roundabout weak solutions of these equations. These solutions are used to describe the properties of the stationary states of the stochastic model. The values of the currents and of various two-point correlation functions obtained from Monte-Carlo simulations are compared with the mean-field results. Like in the case of equal densities, one finds a pure phase, a mixed phase and a disordered phase.     

Microscopic modes in a Fermi superfluid. II. Dispersion relations

This is the second of two papers in which microscopic expressions for the amplitudes and dispersion relations for hydrodynamic modes in an isotropic Fermi superfluid are derived. In this paper we obtain approximate solutions to the linearized kinetic equations for the bogolon spin density and total density for the case of long-wavelength disturbances after long times when a fluctuating superfluid velocity is present. In so doing, we obtain microscopic expressions for the amplitude and dispersion relations for the spin diffusion mode, the two shear modes, and the four longitudinal modes (two first-sound modes and two second-sound modes).     

Nonlinear voter models: the transition from invasion to coexistence

In nonlinear voter models the transitions between two states depend in a nonlinear manner on the frequencies of these states in the neighborhood. We investigate the role of these nonlinearities on the global outcome of the dynamics for a homogeneous network where each node is connected to m = 4 neighbors. The paper unfolds in two directions. We first develop a general stochastic framework for frequency dependent processes from which we derive the macroscopic dynamics for key variables, such as global frequencies and correlations. Explicit expressions for both the mean-field limit and the pair approximation are obtained. We then apply these equations to determine a phase diagram in the parameter space that distinguishes between different dynamic regimes. The pair approximation allows us to identify three regimes for nonlinear voter models: (i) complete invasion; (ii) random coexistence; and – most interestingly – (iii) correlated coexistence. These findings are contrasted with predictions from the mean-field phase diagram and are confirmed by extensive computer simulations of the microscopic dynamics.     

Spinodal decomposition of an ABv model alloy: Patterns at unstable surfaces

We develop mean-field kinetic equations for a lattice gas model of a binary alloy with vacancies (ABv model) in which diffusion takes place by a vacancy mechanism. These equations are applied to the study of phase separation of finite portions of an unstable mixture immersed in a stable vapor. Due to a larger mobility of surface atoms, the most unstable modes of spinodal decomposition are localized at the vapor-mixture interface. Simulations show checkerboard-like structures at the surface or surface-directed spinodal waves. We determine the growth rates of bulk and surface modes by a linear stability analysis and deduce the relation between the parameters of the model and the structure and length scale of the surface patterns. The thickness of the surface patterns is related to the concentration fluctuations in the initial state. Received 28 October 1998     

The investigation of the magnetodielectric effect in multiferroic ferroelectromagnets

In multiferroic ferroelectromagnets, microscopic coupling interaction between the ferroelectric and magnetic order results in the macroscopic correlation between the dielectric and magnetic properties, which is defined as magnetodielectric effect. If we classify multiferroic ferroelectromagnets as two kinds: ferroelectric-ferromagnets and ferroelectric-antiferromagnets, we find the magnetodielectric behavior of these two kinds of ferroeletromagnets show obvious difference. We analyze the origin of the different magnetodielectric behavior and find that the fluctuation of the spin-pair correlation plays a critical role. Soft-mode theory based on DIFFOUR model and the mean-field theory are combined to deal with multiferroic ferroelectromagnetic system.     

Spin-glass transition in a Kondo lattice with quenched disorder

We use the Popov-Fedotov representation of spin operators to construct an effective action for a Kondo lattice model with quenched disorder at finite temperatures. We study the competition between the Kondo effect and frozen spin order in Ising-like spin glass. We present the derivation of new mean-field equations for the spin-glass order parameter and analyze the effects of screening of localized spins by conduction electrons on the spin-glass phase transition.     

Microscopic modes in a Fermi superfluid. I. Linearized kinetic equations

This is the first of two papers in which microscopic expressions for the amplitudes and dispersion relations for hydrodynamic modes in an isotropic Fermi superfluid are derived. In this first paper we derive closed, decoupled, linearized kinetic equations for the bogolon spin density and total density in a Fermi superfluid with fluctuating superfluid velocity, and we discuss the form of the hydrodynamic equations that result from these equations.     

Restricted Boltzmann machine: Recent advances and mean-field theory

This review deals with restricted Boltzmann machine(RBM) under the light of statistical physics.The RBM is a classical family of machine learning(ML) models which played a central role in the development of deep learning.Viewing it as a spin glass model and exhibiting various links with other models of statistical physics,we gather recent results dealing with mean-field theory in this context.First the functioning of the RBM can be analyzed via the phase diagrams obtained for various statistical ensembles of RBM,leading in particular to identify a compositional phase where a small number of features or modes are combined to form complex patterns.Then we discuss recent works either able to devise mean-field based learning algorithms;either able to reproduce generic aspects of the learning process from some ensemble dynamics equations or/and from linear stability arguments.     

Two-dimensional array of room-temperature nanophotonic logic gates using InAs quantum dots in mesa structures

We present a detailed study of the dynamics of light in passive nonlinear resonators with shallow and deep intracavity periodic modulation of the refractive index in both longitudinal and transverse directions of the resonator. We investigate solutions localized in the transverse direction (so-called Bloch cavity solitons) by means of envelope equations for underlying linear Bloch modes and solving Maxwell’s equations directly. Using a round-trip model for forward and backward propagating waves we review different types of Bloch cavity solitons supported by both focusing (at normal diffraction) and defocussing (at anomalous diffraction) nonlinearities in a cavity with a weak-contrast modulation of the refractive index. Moreover, we identify Bloch cavity solitons in a Kerr-nonlinear all-photonic crystal resonator solving Maxwell’s equations directly. In order to analyze the properties of Bloch cavity solitons and to obtain analytical access we develop a modified mean-field model and prove its validity. In particular, we demonstrate a substantial narrowing of Bloch cavity solitons near the zero-diffraction regime. Adjusting the quality factor and resonance frequencies of the resonator optimal Bloch cavity solitons in terms of width and pump energy are identified.     

Dynamics and stability of chiral fluid

Starting from the linear sigma model with constituent quarks we derive hydrodynamic equations which are coupled to the order-parameter field, e.g. the chiral fluid dynamics. For a static system in thermal equilibrium this model leads to a chiral phase transition which, depending on the choice of the quark-meson coupling constant g, could be a crossover or a first order one. We investigate the stability of the chiral fluid in the static and expanding background by considering the evolution of perturbations with respect to the mean-field solution. In the static background the spectrum of plane-wave perturbations consists of two branches, one corresponding to the sound waves and another to the σ-meson excitations. For large g these two branches cross and the excitation spectrum acquires exponentially growing modes. The stability analysis is also done for the Bjorken-like background solution by explicitly solving the time-dependent differential equation for perturbations in the η space. In this case the growth rate of unstable modes is significantly reduced.     

A mean-field equation of motion for the dynamic Ising model

A mean-field type of approximation is used to derive two differential equations, one approximately representing the average behavior of the Ising model with Glauber (spin-flip) stochastic dynamics, and the other doing the same for Kawasaki (spin-exchange) dynamics. The proposed new equations are compared with the Cahn-Allen and Cahn-Hilliard equations representing the same systems and with information about the exact behavior of the microscopic models.     

Calculations of multiquark functions in effective models of strong interaction

In this paper we present our results of the investigation of multiquark equations in the Nambu-Jona-Lasinio model with chiral symmetry of SU(2) group in the mean-field expansion. To formulate the mean-field expansion we have used an iteration scheme of solution of the Schwinger-Dyson equations with the fermion bilocal source. We have considered the equations for Green functions of the Nambu-Jona-Lasinio model up to third step for this iteration scheme. To calculate the high-order corrections to the mean-field approximation, we propose the method of the Legendre transformation with respect to the bilocal source, which allows effectively to take into account the symmetry constraints related with the chiral Ward identity. We discuss also the problem of calculating the multiquark functions in the mean-field expansion for Nambu-Jona-Lasinio-type models with other types of the multifermion sources.     

Dynamic Phase Transitions and Compensation Temperatures in a Mixed Spin-3/2 and Spin-5/2 Ising System

We examine the dynamic phase transitions and the dynamic compensation temperatures, within a mean-field approach, in the mixed spin-3/2 and spin-5/2 Ising system with a crystal-field interaction under a time-varying magnetic field on a hexagonal lattice by using Glauber-type stochastic dynamics. The model system consists of two interpenetrating sublattices with σ=3/2 and S=5/2. The Hamiltonian model includes intersublattice, intrasublattice, and crystal-field interactions. The intersublattice interaction is considered antiferromagnetic and to be a simple but interesting model of a ferrimagnetic system. We employ the Glauber transition rates to construct the mean-field dynamic equations, and we solve these equations in order to find the phases in the system. We also investigate the thermal behavior of the dynamic sublattice magnetizations and the dynamic total magnetization to obtain the dynamic phase transition points and compensation temperatures as well as to characterize the nature (continuous and discontinuous) of transitions. We also calculate the dynamic phase diagrams including the compensation temperatures in five different planes. According to the values of Hamiltonian parameters, five different fundamental phases, three different mixed phases, and six different types of compensation behaviors in the Néel classification nomenclature exist in the system.     

Models for the size distribution of businesses in a price driven market

A microscopic model of aggregation and fragmentation is introduced to investigate the size distribution of businesses. In the model, businesses are constrained to comply with the market price, as expected by the customers, while customers can only buy at the prices offered by the businesses. We show numerically and analytically that the size distribution scales like a power-law. A mean-field version of our model is also introduced and we determine for which value of the parameters the mean-field model agrees with the microscopic model. We discuss to what extent our simple model and its results compare with empirical data on company sizes in the US and debt sizes in Japan. Finally, possible extensions of the mean-field model are discussed, to cope with other empirical data. Received 10 January 2001 and Received in final form 12 March 2001