Space-time phase transitions in driven kinetically constrained lattice models

Kinetically constrained models (KCMs) have been widely used to study and understand the origin of glassy dynamics. These models show an ergodic-nonergodic first-order phase transition between phases of distinct dynamical “activity”. We introduce driven variants of two popular KCMs, the FA model and the (2)-TLG, as models for driven supercooled liquids. By classifying trajectories through their entropy production we prove that driven KCMs display an analogous first-order space-time transition between dynamical phases of finite and vanishing entropy production. We discuss how trajectories with rare values of entropy production can be realized as typical trajectories of a mapped system with modified forces.     

Ultrametricity in three-dimensional edwards-anderson spin glasses

We perform an accurate test of ultrametricity in the aging dynamics of the three-dimensional Edwards-Anderson spin glass. Our method consists in considering the evolution in parallel of two identical systems constrained to have fixed overlap. This turns out to be a particularly efficient way to study the geometrical relations between configurations at distant large times. Our findings strongly hint towards dynamical ultrametricity in spin glasses, while this is absent in simpler aging systems with domain growth dynamics. A recently developed theory of linear response in glassy systems allows us to infer that dynamical ultrametricity implies the same property at the level of equilibrium states.     

Slow dynamics in glasses

Summary We will review some of the theoretical progresses that have been recently done in the study of slow dynamics of glassy systems: the general techniques used for studying the dynamics in the mean-field approximation and the emergence of a pure dynamical transition in some of these systems. We show how the results obtained for a random Hamiltonian may be also applied to a given Hamiltonian. These two results open the way to a better understanding of the glassy transition in real systems. Paper presented at the I International Conference on Scaling Concepts and Complex Fluids, Copanello, Italy, July 4–8, 1994.     

Equilibrium and nonequilibrium properties of systems with long-range interactions

We briefly review some equilibrium and nonequilibrium properties of systems with long-range interactions. Such systems, which are characterized by a potential that weakly decays at large distances, have striking properties at equilibrium, like negative specific heat in the microcanonical ensemble, temperature jumps at first order phase transitions, broken ergodicity. Here, we mainly restrict our analysis to mean-field models, where particles globally interact with the same strength. We show that relaxation to equilibrium proceeds through quasi-stationary states whose duration increases with system size. We propose a theoretical explanation, based on Lynden-Bell’s entropy, of this intriguing relaxation process. This allows to address problems related to nonequilibrium using an extension of standard equilibrium statistical mechanics. We discuss in some detail the example of the dynamics of the free electron laser, where the existence and features of quasi-stationary states is likely to be tested experimentally in the future. We conclude with some perspectives to study open problems and to find applications of these ideas to dipolar media.     

Thermodynamic picture of the glassy state gained from exactly solvable models

A picture for thermodynamics of the glassy state was introduced recently by us [Phys. Rev. Lett. 79, 1317 (1997); 80, 5580 (1998)]. It starts by assuming that one extra parameter, the effective temperature, is needed to describe the glassy state. This approach connects responses of macroscopic observables to a field change with their temporal fluctuations, and with the fluctuation-dissipation relation, in a generalized, nonequilibrium way. Similar universal relations do not hold between energy fluctuations and the specific heat. In the present paper, the underlying arguments are discussed in greater length. The main part of the paper involves details of the exact dynamical solution of two simple models introduced recently: uncoupled harmonic oscillators subject to parallel Monte Carlo dynamics, and independent spherical spins in a random field with such dynamics. At low temperature, the relaxation time of both models diverges as an Arrhenius law, which causes glassy behavior in typical situations. In the glassy regime, we are able to verify the above-mentioned relations for the thermodynamics of the glassy state. In the course of the analysis, it is argued that stretched exponential behavior is not a fundamental property of the glassy state, though it may be useful for fitting in a limited parameter regime.     

Dynamical first-order phase transition in kinetically constrained models of glasses

We show that the dynamics of kinetically constrained models of glass formers takes place at a first-order coexistence line between active and inactive dynamical phases. We prove this by computing the large-deviation functions of suitable space-time observables, such as the number of configuration changes in a trajectory. We present analytic results for dynamic facilitated models in a mean-field approximation, and numerical results for the Fredrickson-Andersen model, the East model, and constrained lattice gases, in various dimensions. This dynamical first-order transition is generic in kinetically constrained models, and we expect it to be present in systems with fully jammed states.     

Potential energy landscape and long-time dynamics in a simple model glass

We analyze the properties of a Lennard-Jones system at the level of the potential energy landscape. After an exhaustive investigation of the topological features of the landscape of the systems, obtained by studying small size samples, we describe the dynamics of the systems in multidimensional configurational space by means of a simple model. This considers the configurational space as a connected network of minima where the dynamics proceeds by jumps described by an appropriate master equation. Using this model we are able to reproduce the long-time dynamics and the low temperature regime. We investigate both the equilibrium regime and the off-equilibrium one, finding those typical glassy behaviors usually observed in the experiments such as (i) a stretched exponential relaxation, (ii) a temperature-dependent stretching parameter, (iii) a breakdown of the Stokes-Einstein relation, and (iv) the appearance of a critical temperature below which one observes a deviation from the fluctuation-dissipation relation as a consequence of the lack of equilibrium in the system.     

A mathematical framework for critical transitions: Bifurcations, fast-slow systems and stochastic dynamics

Bifurcations can cause dynamical systems with slowly varying parameters to transition to far-away attractors. The terms “critical transition” or “tipping point” have been used to describe this situation. Critical transitions have been observed in an astonishingly diverse set of applications from ecosystems and climate change to medicine and finance. The main goal of this paper is to give an overview which standard mathematical theories can be applied to critical transitions. We shall focus on early-warning signs that have been suggested to predict critical transitions and point out what mathematical theory can provide in this context. Starting from classical bifurcation theory and incorporating multiple time scale dynamics one can give a detailed analysis of local bifurcations that induce critical transitions. We suggest that the mathematical theory of fast-slow systems provides a natural definition of critical transitions. Since noise often plays a crucial role near critical transitions the next step is to consider stochastic fast-slow systems. The interplay between sample path techniques, partial differential equations and random dynamical systems is highlighted. Each viewpoint provides potential early-warning signs for critical transitions. Since increasing variance has been suggested as an early-warning sign we examine it in the context of normal forms analytically, numerically and geometrically; we also consider autocorrelation numerically. Hence we demonstrate the applicability of early-warning signs for generic models. We end with suggestions for future directions of the theory.     

Dressed mode description of optical bistability

We generalize and simplify the definition of mode variables given in Haken's theory of phase transitions in systems far from thermal equilibrium. The Maxwell-Bloch equations for absorptive optical bistability in a ring cavity are rephrased in such a way that the boundary conditions for the field become a simple periodicity condition in space without retardation in time. From this formulation of the Maxwell-Bloch equations we derive the time evolution equations for the mode variables, which describe the dressed mode dynamics. The coefficients of these equations are analytically evaluated in the limit of small transmittivity of the mirrors. Some applications are indicated.     

Precursor phenomena in frustrated systems

To understand the origin of the dynamical transition, between high-temperature exponential relaxation and low-temperature nonexponential relaxation, that occurs well above the static transition in glassy systems, a frustrated spin model, with and without disorder, is considered. The model has two phase transitions, the lower being a standard spin glass transition (in the presence of disorder) or fully frustrated Ising (in the absence of disorder), and the higher being a Potts transition. Monte Carlo results clarify that in the model with (or without) disorder the precursor phenomena are related to the Griffiths (or Potts) transition. The Griffiths transition is a vanishing transition which occurs above the Potts transition and is present only when disorder is present, while the Potts transition which signals the effect due to frustration is always present. These results suggest that precursor phenomena in frustrated systems are due either to disorder and/or to frustration, giving a consistent interpretation also for the limiting cases of Ising spin glass and of Ising fully frustrated model, where also the Potts transition is vanishing. This interpretation could play a relevant role in glassy systems beyond the spin systems case.     

Synchronization processes in complex networks

During the last decades the emergence of collective dynamics in large networks of coupled units has been investigated in fields such as optics, chemistry, biology and ecology. Recently, complex networks have provided a challenging framework for the study of synchronization of dynamical units, based on the interplay between complexity in the overall topology and local dynamical properties of the coupled units. In this work, we review the constructive role played by such complex wirings for the synchronization of networks of coupled dynamical systems. We review the main techniques that have been proposed for assessing the propensity for synchronization (synchronizability) of a given networked system. We will also describe the main applications, especially in the view of selecting the optimal topology in the coupling configuration that provides enhancement of the synchronization features.     

Non-equilibrium critical behavior of O(n)-symmetric systems

Phase transitions in non-equilibrium steady states of O(n)-symmetric models with reversible mode couplings are studied using dynamic field theory and the renormalization group. The systems are driven out of equilibrium by dynamical anisotropy in the noise for the conserved quantities, i.e., by constraining their diffusive dynamics to be at different temperatures and in - and -dimensional subspaces, respectively. In the case of the Sasvári-Schwabl-Szépfalusy (SSS) model for planar ferro- and isotropic antiferromagnets, we assume a dynamical anisotropy in the noise for the non-critical conserved quantities that are dynamically coupled to the non-conserved order parameter. We find the equilibrium fixed point (with isotropic noise) to be stable with respect to these non-equilibrium perturbations, and the familiar equilibrium exponents therefore describe the asymptotic static and dynamic critical behavior. Novel critical features are only found in extreme limits, where the ratio of the effective noise temperatures is either zero or infinite. On the other hand, for model J for isotropic ferromagnets with a conserved order parameter, the dynamical noise anisotropy induces effective long-range elastic forces, which lead to a softening only of the -dimensional sector in wavevector space with lower noise temperature . The ensuing static and dynamic critical behavior is described by power laws of a hitherto unidentified universality class, which, however, is not accessible by perturbational means for .We obtain formal expressions for the novel critical exponents in a double expansion about the static and dynamic upper critical dimensions and , i.e., about the equilibrium theory.     

Quantum phase transitions and vortex dynamics in superconducting networks

Josephson-junction arrays are ideal model systems to study a variety of phenomena such as phase transitions, frustration effects, vortex dynamics and chaos. In this review, we focus on the quantum dynamical properties of low-capacitance Josephson-junction arrays. The two characteristic energy scales in these systems are the Josephson energy, associated with the tunneling of Cooper pairs between neighboring islands, and the charging energy, which is the energy needed to add an extra electron charge to a neutral island. The phenomena described in this review stem from the competition between single-electron effects with the Josephson effect. They give rise to (quantum) superconductor–insulator phase transitions that occur when the ratio between the coupling constants is varied or when the external fields are varied. We describe the dependence of the various control parameters on the phase diagram and the transport properties close to the quantum critical points. On the superconducting side of the transition, vortices are the topological excitations. In low-capacitance junction arrays these vortices behave as massive particles that exhibit quantum behavior. We review the various quantum–vortex experiments and theoretical treatments of their quantum dynamics.     

Voltage interval mappings for activity transitions in neuron models for elliptic bursters

We performed a thorough bifurcation analysis of a mathematical elliptic bursting model, using a computer-assisted reduction to equationless, one-dimensional Poincaré mappings for a voltage interval. Using the interval mappings, we were able to examine in detail the bifurcations that underlie the complex activity transitions between: tonic spiking and bursting, bursting and mixed-mode oscillations, and finally mixed-mode oscillations and quiescence in the FitzHugh–Nagumo–Rinzel model. We illustrate the wealth of information, qualitative and quantitative, that was derived from the Poincaré mappings, for the neuronal models and for similar (electro)chemical systems.     

Preparation and relaxation of very stable glassy states of a simulated liquid

We prepare metastable glassy states in a model glass former made of Lennard-Jones particles by sampling biased ensembles of trajectories with low dynamical activity. These trajectories form an inactive dynamical phase whose "fast" vibrational degrees of freedom are maintained at thermal equilibrium by contact with a heat bath, while the "slow" structural degrees of freedom are located in deep valleys of the energy landscape. We examine the relaxation to equilibrium and the vibrational properties of these metastable states. The glassy states we prepare by our trajectory sampling method are very stable to thermal fluctuations and also more mechanically rigid than low-temperature equilibrated configurations.     

Hamiltonian dynamics,nanosystems, and nonequilibrium statistical mechanics

An overview is given of recent advances in nonequilibrium statistical mechanics on the basis of the theory of Hamiltonian dynamical systems and in the perspective provided by the nanosciences. It is shown how the properties of relaxation toward a state of equilibrium can be derived from Liouville's equation for Hamiltonian dynamical systems. The relaxation rates can be conceived in terms of the so-called Pollicott–Ruelle resonances. In spatially extended systems, the transport coefficients can also be obtained from the Pollicott–Ruelle resonances. The Liouvillian eigenstates associated with these resonances are in general singular and present fractal properties. The singular character of the nonequilibrium states is shown to be at the origin of the positive entropy production of nonequilibrium thermodynamics. Furthermore, large-deviation dynamical relationships are obtained, which relate the transport properties to the characteristic quantities of the microscopic dynamics such as the Lyapunov exponents, the Kolmogorov–Sinai entropy per unit time, and the fractal dimensions. We show that these large-deviation dynamical relationships belong to the same family of formulas as the fluctuation theorem, as well as a new formula relating the entropy production to the difference between an entropy per unit time of Kolmogorov–Sinai type and a time-reversed entropy per unit time. The connections to the nonequilibrium work theorem and the transient fluctuation theorem are also discussed. Applications to nanosystems are described.     

Cooperative Behavior of Kinetically Constrained Lattice Gas Models of Glassy Dynamics

Kinetically constrained lattice models of glasses introduced by Kob and Andersen (KA) are analyzed. It is proved that only two behaviors are possible on hypercubic lattices: either ergodicity at all densities or trivial non-ergodicity, depending on the constraint parameter and the dimensionality. But in the ergodic cases, the dynamics is shown to be intrinsically cooperative at high densities giving rise to glassy dynamics as observed in simulations. The cooperativity is characterized by two length scales whose behavior controls finite-size effects: these are essential for interpreting simulations. In contrast to hypercubic lattices, on Bethe lattices KA models undergo a dynamical (jamming) phase transition at a critical density: this is characterized by diverging time and length scales and a discontinuous jump in the long-time limit of the density autocorrelation function. By analyzing generalized Bethe lattices (with loops) that interpolate between hypercubic lattices and standard Bethe lattices, the crossover between the dynamical transition that exists on these lattices and its absence in the hypercubic lattice limit is explored. Contact with earlier results are made via analysis of the related Fredrickson--Andersen models, followed by brief discussions of universality, of other approaches to glass transitions, and of some issues relevant for experiments.