Spin-charge Separation of the Luttinger Model after an Interaction Quench

A Luttinger model of spin-1/2 fermions is considered after the interaction is suddenly switched on at time t = 0. By means of the bosonization technique, we evaluate analytically the one-particle correlation functions in detail, mainly involving equal-time correlations and propagators. The critical exponent which governs the power-law behavior of equal-time correlations for this spinful non-equilibrium system is obtained. In comparison with the published results, the difference between critical exponents of correlations in spinful and spinless non-equilibrium systems is found and explained. Furthermore, it is found that the propagator exhibits different power-law behavior from other equal-time correlations in this non-equilibrium system.     

Relaxation phenomena at criticality

The collective behaviour of statistical systems close to critical points is characterized by an extremely slow dynamics which, in the thermodynamic limit, eventually prevents them from relaxing to an equilibrium state after a change in the thermodynamic control parameters. The non-equilibrium evolution following this change displays some of the features typically observed in glassy materials, such as ageing, and it can be monitored via dynamic susceptibilities and correlation functions of the order parameter, the scaling behaviour of which is characterized by universal exponents, scaling functions, and amplitude ratios. This universality allows one to calculate these quantities in suitable simplified models and field-theoretical methods are a natural and viable approach for this analysis. In addition, if a statistical system is spatially confined, universal Casimir-like forces acting on the confining surfaces emerge and they build up in time when the temperature of the system is tuned to its critical value. We review here some of the theoretical results that have been obtained in recent years for universal quantities, such as the fluctuation-dissipation ratio, associated with the non-equilibrium critical dynamics, with particular focus on the Ising model with Glauber dynamics in the bulk. The non-equilibrium dynamics of the Casimir force acting in a film is discussed within the Gaussian model.     

Transport through quasi-degenerate states in coupled quantum dots

By means of a general method for treating mesoscopic systems with strong internal correlations, transport properties through a set of quasi-degenerate transitions in the interacting region, or active element (AE), are considered. It is shown that the behaviour of the AE drastically changes as the couplings to the contacts are varied from the strong to the weak coupling limit. These changes strongly influence the transport properties of the system, from a single increase of the current to a staircase form with unequally large steps. In the present study, kinematic interactions, non-equilibrium populations numbers and dependence on the bias voltage has been included in the treatment of the local properties of the AE. Analytical results for the equilibrium situation are presented as well as a derivation of the corresponding non-equilibrium quantities. Results from self-consistent numerical calculations of the considered case are presented.     

Dynamics and non-equilibrium steady state in a system of coupled harmonic oscillators

A system of two coupled oscillators, each of them coupled to an independent reservoir, is analysed. The analytical solution of the non-rotating wave master equation is obtained in the high-temperature and weak coupling limits. No thermal entanglement is found in the high-temperature limit. In the weak coupling limit the system converges to an entangled non-equilibrium steady state. A critical temperature for the appearance of quantum correlations is found.     

Particle-particle correlation and fluctuations in non-equilibrium Fermi/Bose gases

A theory of fluctuations and correlations in non-equilibrium Fermi and Bose gases is developed. A specific quantum correlation is predicted in non-equilibrium collisional quasi-classical gases, created by collisions between particles. The expressions for correlation sources entering the equation for an equal-time two-particle correlation function are obtained and analyzed. The expressions are valid for arbitrary particle-particle interaction potentials. The possibility of display of the quantum correlation in the macroscopic characteristics of fluctuation phenomena in non-equilibrium gases (e.g., current fluctuations in semiconductors) is discussed. A comparison with correlations in a Lorentz gas is made.     

The synchronization transition in correlated oscillator populations

The synchronization transition of correlated ensembles of coupled Kuramoto oscillators on sparse random networks is investigated. Extensive numerical simulations show that correlations between the native frequencies of adjacent oscillators on the network systematically shift the critical point as well as the critical exponents characterizing the transition. Negative correlations imply an onset of synchronization for smaller coupling, whereas positive correlations shift the critical coupling towards larger interaction strengths. For negatively correlated oscillators the transition still exhibits critical behaviour similar to that of the all-to-all coupled Kuramoto system, while positive correlations change the universality class of the transition depending on the correlation strength. Crucially, the paper demonstrates that the synchronization behaviour is not only determined by the coupling architecture, but also strongly influenced by the oscillator placement on the coupling network.     

New universal short-time scaling behaviour of critical relaxation processes

We study the critical relaxation properties of Model A (purely dissipative relaxation) starting from a macroscopically prepared initial state characterised by non-equilibrium values for order parameter and correlations. Using a renormalisation group approach we observe that even (macroscopically)early stages of the relaxation process display universal behaviour governed by a new, independent initial slip exponent. For large times, the system crosses over to the well-known long-time relaxation behaviour.The new exponent is calculated toO(²) in =4–d, whered is the spatial dimension of the system. The initial slip scaling form of general correlation and response functions as well as the order parameter is derived, exploiting a short-time operator expansion. The leading scaling behaviour is determined by initial states with sharp values of the order parameter. Non-vanishing correlations generate corrections to scaling.     

Natural time analysis of critical phenomena: The case of acoustic emissions in triaxially deformed Etna basalt

Acoustic emissions exhibit complex correlations between space, time, and magnitude. As such, they present a unique example for a complex time series. We apply the recently introduced method of natural time analysis, which enables the detection of long-range temporal correlations even in the presence of heavy tails and find that the acoustic emissions exhibits features similar to that of other equilibrium or non-equilibrium critical systems such as worldwide seismicity as presented in the Centennial earthquake catalogue which includes global seismicity events with magnitude _Mw>7.0$M_w>7.0$. These results support the universal behaviour of the fracturing processes from the laboratory to the global scale.     

Natural time analysis of the Centennial Earthquake Catalog

By using the most recent version (1900-2007) of the Centennial Earthquake Catalog, we examine the properties of the global seismicity. Natural time analysis reveals that the fluctuations of the order parameter κ(1) of seismicity exhibit for at least three orders of magnitude a characteristic feature similar to that of the order parameter for other equilibrium or non-equilibrium critical systems-including self-organized critical systems. Moreover, we find non-trivial magnitude correlations for earthquakes of magnitude greater than or equal to 7.     

A characteristic critical quantity in nonequilibrium phase transitions

The bit-number variance, a generalization of specific heat, which was already introduced in earlier papers [7-10] is discussed, with respect to the critical behaviour in equilibrium-and nonequilibrium phase transitions. In the considered mean field examples it shows a uniform behaviour dependent on to which of two classes the system belongs. With it a new characteristic critical quantity is found appropriate for the comparison of different nonequilibrium phase transitions. New arguments are given with respect to the connection between critical correlations and the bit-number cumulants.     

Depinning of a domain wall in the 2d random-field Ising model

We report studies of the behaviour of a single driven domain wall in the 2-dimensional non-equilibrium zero temperature random-field Ising model, closely above the depinning threshold. It is found that even for very weak disorder, the domain wall moves through the system in percolative fashion. At depinning, the fraction of spins that are flipped by the proceeding avalanche vanishes with the same exponent as the infinite percolation cluster in percolation theory. With decreasing disorder strength, however, the size of the critical region decreases. Our numerical simulation data appear to reflect a crossover behaviour to an exponent at zero disorder strength. The conclusions of this paper strongly rely on analytical arguments. A scaling theory in terms of the disorder strength and the magnetic field is presented that gives the values of all critical exponent except for one, the value of which is estimated from scaling arguments. Received: 13 February 1998 / Accepted: 30 March 1998     

Metastable phase in the quantum Hall ferromagnet

Time-dependent capacitance measurements reveal an unstable phase of electrons in gallium arsenide quantum well that occurs when two Landau levels with opposite-spin are brought close to degeneracy by applying a gate voltage. This phase emerges below a critical temperature and displays a peculiar non-equilibrium dynamical evolution. The relaxation dynamics is found to follow a stretched-exponential behaviour and correlates with hysteresis loops observed by sweeping the magnetic field. These experiments indicate that metastable randomly distributed magnetic domains with peculiar excitations are involved in the relaxation process in a way that is equivalently tunable by a change in gate voltage or temperature.     

Random field effects in classical and quantum critical phenomena

The effect of quenched random fields on classical and quantum critical behaviour is studied by means of the ?-analysis for a number of systems. The investigation is performed in terms of a generalized random-field correlation function. The interplay of short-range correlations as well as of a parameter-dependent variety of long-range correlations with thermal and quantum fluctuations is revealed.     

Charge and spin configurations in the coupled quantum dots with Coulomb correlations induced by tunneling current

We investigated the peculiarities of non-equilibrium charge states and spin configurations in the system of two strongly coupled quantum dots (QDs) weakly connected to the electrodes in the presence of Coulomb correlations. We analyzed the modification of non-equilibrium charge states and different spin configurations of the system in a wide range of applied bias voltage and revealed well pronounced ranges of system parameters where negative tunneling conductivity appears due to the Coulomb correlations.     

A lattice gas coupled to two thermal reservoirs: Monte Carlo and field theoretic studies

We investigate the collective behavior of an Ising lattice gas, driven to non-equilibrium steady states by being coupled to two thermal baths. Monte Carlo methods are applied to a two-dimensional system in which one of the baths is fixed at infinite temperature. Both generic long range correlations in the disordered state and critical properties near the second order transition are measured. Anisotropic scaling, a key feature near criticality, is used to extract and some critical exponents. On the theoretical front, a continuum theory, in the spirit of Landau-Ginzburg, is presented. Being a renormalizable theory, its predictions can be computed by standard methods of -expansions and found to be consistent with simulation data. In particular, the critical behavior of this system belongs to a universality class which is quite different from the uniformly driven Ising model. Received 4 October 2000     

The “harmonic liquid” away from equilibrium: I. Stationary correlation functions

Some aspects of the linear chain of harmonic oscillators (“harmonic liquid”) are studied. In particular we compute the stationary correlation functions of coordinates and momenta of the oscillators for a particular non-equilibrium steady state. We find that the coordinates and momenta autocorrelation functions are analogous to their equilibrium counterparts whereas the coordinates-momenta correlation functions exhibit long-range behaviour due to time reversal symmetry breaking. The non-equilibrium entropy of the chain is also computed. It contains a non-equilibrium part that depends on the temperature of the external sources and on the stationary temperature. A comparison with a non-equilibrium entropy obtained from information theory is made.     

Long range correlations and the onset of chemical instabilities

Recent analyses of fluctuations in non-equilibrium systems by Prigogine, Malek-Mansour and Nicolis have indicated the existence of a minimal coherence length beyond which fluctuations can amplify and induce instabilities at a macroscopic scale. Conversely, this observation suggests the emergence of long range spatial correlations in systems undergoing non-equilibrium unstable transitions. In the present paper, this problem is analyzed for reaction-diffusion systems and illustrated on a specific model. The existence of diverging form factors and of long range correlations is established. The connection between the multi-variate master equation and the local equation developed recently by Prigogine, Malek-Mansour and Nicolis is discussed.     

Stylized facts from a threshold-based heterogeneous agent model

A class of heterogeneous agent models is investigated where investors switch trading position whenever their motivation to do so exceeds some critical threshold. These motivations can be psychological in nature or reflect behaviour suggested by the efficient market hypothesis (EMH). By introducing different propensities into a baseline model that displays EMH behaviour, one can attempt to isolate their effects upon the market dynamics. The simulation results indicate that the introduction of a herding propensity results in excess kurtosis and power-law decay consistent with those observed in actual return distributions, but not in significant long-term volatility correlations. Possible alternatives for introducing such long-term volatility correlations are then identified and discussed.     

Correlation of eigenstates in the critical regime of quantum Hall systems

We extend the multifractal analysis of the statistics of critical wave functions in quantum Hall systems by calculating numerically the correlations of local amplitudes corresponding to eigenstates at two different energies. Our results confirm multifractal scaling relations which are different from those occurring in conventional critical phenomena. The critical exponent corresponding to the typical amplitude, [Formula: see text], gives an almost complete characterization of the critical behaviour of eigenstates, including correlations. Our results support the interpretation of the local density of states being an order parameter of the Anderson transition.     

Off equilibrium dynamics in disordered quantum spin chain

We study the non-equilibrium time evolution of the average transverse magnetisation and end-to-end correlation functions of the random Ising quantum chain. Starting with fully magnetised states, either in the x or z direction, we compute numerically the average quantities. They show similar behaviour to the homogeneous chain, that is an algebraic decay in time toward a stationary state. During the time evolution, the spatial correlations, measured from one end to the other of the chain, are building up and finally at long time they reach a size-dependent constant depending on the distance from criticality. Analytical arguments are given which support the numerical results. Received 11 July 2002 / Received in final form 9 September 2002 Published online 29 October 2002