Universality in three dimensional random-field ground states

We investigate the critical behavior of three-dimensional random-field Ising systems with both Gauss and bimodal distribution of random fields and additional the three-dimensional diluted Ising antiferromagnet in an external field. These models are expected to be in the same universality class. We use exact ground-state calculations with an integer optimization algorithm and by a finite-size scaling analysis we calculate the critical exponents , , and . While the random-field model with Gauss distribution of random fields and the diluted antiferromagnet appear to be in same universality class, the critical exponents of the random-field model with bimodal distribution of random fields seem to be significantly different. Received: 9 July 1998 / Received in final form: 15 July 1998 / Accepted: 20 July 1998     

Statistical analysis of the transition to turbulence in plane Couette flow

We argue on general grounds that the transition to turbulence in plane Couette flow is best studied experimentally at a statistical level. We present such a statistical analysis of experimental data guided by a parallel investigation of a simple coupled map lattice model for spatiotemporal intermittency. We confirm that this generic type of spatiotemporal chaos is relevant in the context of plane Couette flow, where the linear stability of the laminar regime at all Reynolds numbers insures the necessary local subcriticality. Using large ensembles of similar experiments, we show the existence of a well-defined threshold Reynolds number above which a unique, turbulent, intermittent attractor coexists with the laminar flow. Furthermore, our data reveals that this transition to spatiotemporal intermittency is discontinuous, i.e. akin to a first-order phase transition. Received: 10 April 1998 / Revised: 22 June 1998 / Accepted: 24 June 1998     

2D Ising Model for Enantiomer Adsorption on Achiral Surfaces: L- and D-Aspartic Acid on Cu(111)

The 2D Ising model is well-formulated to address problems in adsorption thermodynamics. It is particularly well-suited to describing the adsorption isotherms predicting the surface enantiomeric excess, ees, observed during competitive co-adsorption of enantiomers onto achiral surfaces. Herein, we make the direct one-to-one correspondence between the 2D Ising model Hamiltonian and the Hamiltonian used to describe competitive enantiomer adsorption on achiral surfaces. We then demonstrate that adsorption from racemic mixtures of enantiomers and adsorption of prochiral molecules are directly analogous to the Ising model with no applied magnetic field, i.e., the enantiomeric excess on chiral surfaces can be predicted using Onsager’s solution to the 2D Ising model. The implication is that enantiomeric purity on the surface can be achieved during equilibrium exposure of prochiral compounds or racemic mixtures of enantiomers to achiral surfaces.     

Volatility clustering and scaling for financial time series due to attractor bubbling

A microscopic model of financial markets is considered, consisting of many interacting agents (spins) with global coupling and discrete-time heat bath dynamics, similar to random Ising systems. The interactions between agents change randomly in time. In the thermodynamic limit, the obtained time series of price returns show chaotic bursts resulting from the emergence of attractor bubbling or on-off intermittency, resembling the empirical financial time series with volatility clustering. For a proper choice of the model parameters, the probability distributions of returns exhibit power-law tails with scaling exponents close to the empirical ones.     

Singularity of the specific heat of two-dimensional random Ising models

The singularity of the specific heat is studied for the dilution (J>J'>0) type and Gaussian type random Ising models using the Pfaffian method numerically. The type of singularity at the paramagnetic-ferromagnetic phase boundary is studied using the standard regression method using data up to system size. It is shown that the logarithmic type singularity is more reliable than the double-logarithmic type and cusp type singularities. The critical temperatures are estimated accurately for both the dilution type and Gaussian type random Ising models. A phase diagram relating strength of the randomness and temperature is also presented. Received: 26 February 1998 / Revised: 15 May 1998 / Accepted: 25 June 1998     

Persistent currents in mesoscopic rings and conformal invariance

The effect of point defects on persistent currents in mesoscopic rings is studied in a simple tight-binding model. Using an analogy with the treatment of the critical quantum Ising chain with defects, conformal invariance techniques are employed to relate the persistent current amplitude to the Hamiltonian spectrum just above the Fermi energy. From this, the dependence of the current on the magnetic flux is found exactly for a ring with one or two point defects. The effect of an aperiodic modulation of the ring, generated through a binary substitution sequence, on the persistent current is also studied. The flux-dependence of the current is found to vary remarkably between the Fibonacci and the Thue-Morse sequences. Received: 4 March 1998 / Revised: 20 April 1998 / Accepted: 30 April 1998     

Critical phenomena at edges and corners

Using Monte-Carlo techniques, the critical behaviour at edges and corners of the three-dimensional Ising model is studied. In particular, the critical exponent of the local magnetization at edges formed by two intersecting free surfaces is estimated to be, as a function of the opening angle , for , for , and for . The critical exponent of the corner magnetization of a cube is found to be . The Monte-Carlo estimates are compared to results of mean field theory, renormalization group calculations and high temperature series expansions. Received: 29 January 1998 / Accepted: 17 March 1998     

Spin correlations in the two-dimensional spin-5/2 Heisenberg antiferromagnet

We report a neutron scattering study of the instantaneous spin correlations in the two-dimensional spin S =5/2 square-lattice Heisenberg antiferromagnet Rb₂MnF₄. The measured correlation lengths are quantitatively described, with no adjustable parameters, by high-temperature series expansion results and by a theory based on the quantum self-consistent harmonic approximation. Conversely, we find that the data, which cover the range from about 1 to 50 lattice constants, are outside of the regime corresponding to renormalized classical behavior of the quantum non-linear model. In addition, we observe a crossover from Heisenberg to Ising critical behavior near the Néel temperature; this crossover is well described by a mean-field model with no adjustable parameters. Received: 3 March 1998 / Received in final form: 4 May 1998 / Accepted: 19 May 1998     

Phase transition in the Blume-Capel model with second neighbour interaction

A two dimensional antiferromagnetic spin-1 Ising model with negative next- nearest neighbour interaction (J ₂ <0) and under an external magnetic field is investigated by two methods: The mean-field theory and Finite-Size-Scaling based on transfer matrix (TMFSS) calculations. The ground state diagrams exhibit several new phases including frustrated ones. At finite temperature we obtain by these two methods quite rich phase diagrams, with several multicritical points. While Mean field approximation yields phase diagrams which are sometimes even qualitatively incorrect, accurate results are obtained from transfer matrix finite size scaling calculations. For a certain range of interaction parameters, the model is shown to violate the ordinary universality hypothesis. Received: 3 November 1997 / Revised: 31 March 1998 / Accepted: 7 April 1998     

Configuration space for random walk dynamics

Applied to statistical physics models, the random cost algorithm enforces a Random Walk (RW) in energy (or possibly other thermodynamic quantities). The dynamics of this procedure is distinct from fixed weight updates. The probability for a configuration to be sampled depends on a number of unusual quantities, which are explained in this paper. This has been overlooked in recent literature, where the method is advertised for the calculation of canonical expectation values. We illustrate these points for the 2d Ising model. In addition, we prove a previously conjectured equation which relates microcanonical expectation values to the spectral density. Received: 13 May 1998 / Received in final form and Accepted: 26 May 1998     

Nonperturbative renormalization group approach to turbulence

We suggest a new, renormalization group (RG) based, nonperturbative method for treating the intermittency problem of fully developed turbulence which also includes the effects of a finite boundary of the turbulent flow. The key idea is not to try to construct an elimination procedure based on some assumed statistical distribution, but to make an ansatz for possible RG transformations and to pose constraints upon those, which guarantee the invariance of the nonlinear term in the Navier-Stokes equation, the invariance of the energy dissipation, and other basic properties of the velocity field. The role of length scales is taken to be inverse to that in the theory of critical phenomena; thus possible intermittency corrections are connected with the outer length scale. Depending on the specific type of flow, we find different sets of admissible transformations with distinct scaling behaviour: for the often considered infinite, isotropic, and homogeneous system K41 scaling is enforced, but for the more realistic plane Couette geometry no restrictions on intermittency exponents were obtained so far. Received: 28 December 1997 / Accepted: 6 August 1998     

“Non-Gibbsian” States and their Gibbs Description

The driving principle behind this paper is the following thesis: “Every physically reasonable random field has to be a Gibbs random field”. In this paper the so-called “non-Gibbsian” random fields are considered. The usual definition of the Gibbs field is generalized in such a way so as to include some of the discovered “non-Gibbsian” fields. The new definition is then used to show that the projection of the two-dimensional Ising model onto the one-dimensional sublattice ℤ¹ falls into the class of the generalized Gibbs fields. Received: 13 March 1998 / Accepted: 19 June 1998     

Magnetization densities as replica parameters: The dilute ferromagnet

In this paper we compute exactly the ground state energy and entropy of the dilute ferromagnetic Ising model. The two thermodynamic quantities are also computed when a magnetic field with random locations is present. The result is reached in the replica approach frame by a class of replica order parameters introduced by Monasson (1998) [5]. The strategy is first illustrated considering the SK model, for which we will show the complete equivalence with the standard replica approach. Then, we apply to the diluted ferromagnetic Ising model with a random located magnetic field, which is mapped into a Potts model.     

Mixed spin transverse Ising model with longitudinal random crystal field interactions

The effect of a longitudinal random crystal field interaction on the phase diagrams of the mixed spin transverse Ising model consisting of spin-1/2 and spin-1 is investigated within the finite cluster approximation based on a single-site cluster theory. In order to expand a cluster identity of spin-1, we transform the spin-1 to spin-1/2 representation containing Pauli operators. We derive the state equations applicable to structures with arbitrary coordination number N. The phase diagrams obtained in the case of a honeycomb lattice (N=3) and a simple-cubic lattice (N=6), are qualitatively different and examined in detail. We find that both systems exhibit a variety of interesting features resulting from the fluctuation of the crystal field interactions. Received: 13 February 1998 / Accepted: 17 March 1998     

Dobrushin–Kotecký–Shlosman Theorem up to the Critical Temperature

We develop a non-perturbative version of the Dobrushin–Kotecky–Shlosman theory of phase separation in the canonical 2D Ising ensemble. The results are valid for all temperatures below critical. Received: 23 September 1997 / Accepted: 24 April 1998     

Spin dynamics in hole-doped two-dimensional S = 1/2 Heisenberg antiferromagnets: 63Cu NQR relaxation in La2-xSrxCuO4 for x ≤ 0.04

A cluster algorithm formulated in continuous (imaginary) time is presented for Ising models in a transverse field. It works directly with an infinite number of time-slices in the imaginary time direction, avoiding the necessity to take this limit explicitly. The algorithm is tested at the zero-temperature critical point of the pure two-dimensional (2d) transverse Ising model. Then it is applied to the 2d Ising ferromagnet with random bonds and transverse fields, for which the phase diagram is determined. Finite size scaling at the quantum critical point as well as the study of the quantum Griffiths-McCoy phase indicate that the dynamical critical exponent is infinite as in 1d. Received 6 November 1998     

Phenomenological renormalization group approach to the anisotropic two-layer Ising model

The anisotropic two-layer Ising model is studied by the phenomenological renormalization group method. It is found that the anisotropic two-layer Ising model with symmetric couplings belongs to the same universality class as the two dimensional Ising model.Received: 2 March 2003, Published online: 11 August 2003PACS: 05.50.+q Lattice theory and statistics (Ising, Potts, etc.) - 02.70.-c Computational techniques     

A geometric generalization of field theory to manifolds of arbitrary dimension

We introduce a generalization of the O(N) field theory to N-colored membranes of arbitrary inner dimension D. The O(N) model is obtained for , while leads to self-avoiding tethered membranes (as the O(N) model reduces to self-avoiding polymers). The model is studied perturbatively by a 1-loop renormalization group analysis, and exactly as .Freedom to choose the expansion point D, leads to precise estimates of critical exponents of the O(N) model. Insights gained from this generalization include a conjecture on the nature of droplets dominating the 3d-Ising model at criticality; and the fixed point governing the random bond Ising model. Received: 15 October 1998 / Accepted: 4 November 1998