Evidences of the Instability Fixed Points of First-Order Phase Transitions

We study the dynamics of the first-order phase transitions in the two-dimensional Potts model driven by a linearly varying temperature using a finite-time scaling with extended dynamic Monte Carlo renormalization group method. It is found that, for sufficiently large lattice sizes, the flows of apparent exponents of different temperature sweep rates upon renormalization show characteristics that are markedly distinct from those of continuous transitions and are argued to result from the instability fixed points involved and provide a method for estimating the associated instability exponents.     

A review of fractality and self-similarity in complex networks

We review recent findings of self-similarity in complex networks. Using the box-covering technique, it was shown that many networks present a fractal behavior, which is seemingly in contrast to their small-world property. Moreover, even non-fractal networks have been shown to present a self-similar picture under renormalization of the length scale. These results have an important effect in our understanding of the evolution and behavior of such systems. A large number of network properties can now be described through a set of simple scaling exponents, in analogy with traditional fractal theory.     

Computing the Scaling Exponents in Fluid Turbulence from First Principles: Demonstration of Multiscaling

We develop a consistent closure procedure for the calculation of the scaling exponents ζ _n of the nth-order correlation functions in fully developed hydro-dynamic turbulence, starting from first principles. The closure procedure is constructed to respect the fundamental rescaling symmetry of the Euler equation. The starting point of the procedure is an infinite hierarchy of coupled equations that are obeyed identically with respect to scaling for any set of scaling exponents ζ _n . This hierarchy was discussed in detail in a recent publication by V. S. L'vov and I. Procaccia. The scaling exponents in this set of equations cannot be found from power counting. In this paper we present in detail the lowest non-trivial closure of this infinite set of equations, and prove that this closure leads to the determination of the scaling exponents from solvability conditions. The equations under consideration after this closure are nonlinear integro-differential equations, reflecting the nonlinearity of the original Navier–Stokes equations. Nevertheless they have a very special structure such that the determination of the scaling exponents requires a procedure that is very similar to the solution of linear homogeneous equations, in which amplitudes are determined by fitting to the boundary conditions in the space of scales. The renormalization scale that is necessary for any anomalous scaling appears at this point. The Hölder inequalities on the scaling exponents select the renormalization scale as the outer scale of turbulence L. We demonstrate that the solvability condition of our equations leads to non-Kolmogorov values of the scaling exponents ζ _n . Finally, we show that this solutions is a first approximation in a systematic series of improving approximations for the calculation of the anomalous exponents in turbulence.     

On spin and matrix models in the complex plane

We describe various aspects of statistical mechanics defined in the complex temperature or coupling-constant plane. Using exactly solvable models, we analyse such aspects as renormalization group flows in the complex plane, the distribution of partition function zeros, and the question of new coupling-constant symmetries of complex-plane spin models. The double-scaling form of matrix models is shown to be exactly equivalent to finite-size scaling of two-dimensional spin systems. This is used to show that the string susceptibility exponents derived from matrix models can be obtained numerically with very high accuracy from the scaling of finite-N partition function zeros in the complex plane.     

Supersymmetry and its spontaneous breaking in the random field Ising model

We provide a resolution of one of the long-standing puzzles in the theory of disordered systems. By reformulating the functional renormalization group for the critical behavior of the random field Ising model in a superfield formalism, we are able to follow the associated supersymmetry and its spontaneous breaking along the functional renormalization group flow. Breaking is shown to occur below a critical dimension d(DR) ? 5.1 and leads to a breakdown of the "dimensional reduction" property. We compute the critical exponents as a function of dimension and give evidence that scaling is described by three independent exponents.     

Inverse Monte Carlo renormalization group transformations for critical phenomena

We introduce a computationally stable inverse Monte Carlo renormalization group transformation method that provides a number of advantages for the calculation of critical properties. We are able to simulate the fixed point of a renormalization group for arbitrarily large lattices without critical slowing down. The log-log scaling plots obtained with this method show remarkable linearity, leading to accurate estimates for critical exponents. We illustrate this method with calculations in two- and three-dimensional Ising models for a variety of renormalization group transformations.     

Economic mapping to the renormalization group scaling of stock markets

We make an attempt to map a simple economically motivated model for price evolution [J. Phys. A 33, 3637 (2000)] to the phenomenological renormalization group scaling of stock markets. This mapping gives insight into the critical exponents and the renormalization group predictions for the log-periodic oscillations preceding some stock market crashes from the perspective of non-linear changes in `the level of stock'. Received 7 August 2000     

Scaling relationship between effective critical exponents throughout the crossover region in thin Ising films

The Monte Carlo (MC) approach is used to check the validity of the scaling relationship for the effective critical exponents in thin Ising films. We investigate this relationship not just in the critical region but throughout the crossover to the expected two-dimensional behavior. Our results indicate that this scaling relationship is very well-fulfilled throughout the entire crossover temperature region, as predicted by a previous renormalization group analysis. The two-dimensional universality class of Ising films is confirmed by means of data collapsing plots for plates with increasing L, up to L=100. The evolution of the maximum value of the effective critical exponents with film thickness is discussed. Received 22 April 1999     

Critical behavior of the two-dimensional thermalized bond Ising model

A suitably modified Wolff single-cluster Monte Carlo simulation has been performed to investigate the critical behavior of a two-dimensional Ising model with temperature-dependent annealed bond dilution, also known as the thermalized bond Ising model, which is intended to simulate the thermal excitations of electronic bond degrees of freedom as in covalently bonded network liquids. A finite-size scaling analysis of the susceptibility and the fourth-order cumulant, results in a reliable estimation of the critical exponents in the thermodynamic limit. The exponents are found to be consistent with those predicted by the Fisher renormalization relations, despite the well known violations of the renormalization relations when approximate methods such as real space renormalization group are employed to investigate two-dimensional Ising model with annealed bond dilution, and the temperature variation of the bond concentration in thermalized bond model system.     

Diffusion in a random medium: A renormalization group approach

We investigate through a continuous random diffusion equation the long-distance properties of the general non-symmetric hopping model. The lower and upper critical dimensionalities are d = 1 and d = 2 respectively. A renormalization group analysis shows that the velocity and the diffusion constant obey scaling laws with non-classical exponents, which are computed to first order in ε = 2 ? d. Similar scaling laws, based on heuristic arguments, are conjectured for the AC conductivity.     

Renormalized field theory of critical dynamics

We formulate a Gell'Mann-Low-type renormalization group approach to the critical dynamics of stochastic models described by Langevin or Fokker-Planck equations including mode-coupling terms.Dynamical correlation and response functions are expressed in terms of path integrals, which are investigated by well-known methods of renormalized perturbation theory.Dynamical scaling laws and relations between static and dynamic critical exponents are derived. The leading temperature-dependence of correlation and response functions is obtained from the Kadanoff-Wilson short-distance expansion. We also consider corrections to dynamic scaling which are due to a finite lattice constant.     

Levels of complexity in turbulent time series for weakly and high Reynolds number

We use the detrended fluctuation analysis (DFA), the detrended cross correlation analysis (DCCA) and the magnitude and sign decomposition analysis to study the fluctuations in the turbulent time series and to probe long-term nonlinear levels of complexity in weakly and high turbulent flow. The DFA analysis indicate that there is a time scaling region in the fluctuation function, segregating regimes with different scaling exponents. We discuss that this time scaling region is related to inertial range in turbulent flows. The DCCA exponent implies the presence of power-law cross correlations. In addition, we conclude its multifractality for high Reynold’s number in inertial range. Further, we find that turbulent time series exhibit complex features by magnitude and sign scaling exponents.     

Detrended Fluctuation Analysis on Correlations of Complex Networks Under Attack and Repair Strategy

We analyze the correlation properties of the Erdos-Rényi random graph (RG) and the Barabási-Albert scale-free network (SF) under the attack and repair strategy with detrended fluctuation analysis (DFA). The maximum degree k representing the local property of the system, shows similar scaling behaviors for random graphs and scale-free networks. The fluctuations are quite random at short time scales but display strong anticorrelation at longer time scales under the same system size N and different repair probability pre. The average degree , revealing the statistical property of the system, exhibits completely different scaling behaviors for random graphs and scale-free networks. Random graphs display long-range power-law correlations. Scale-free networks are uncorrelated at short time scales; while anticorrelated at longer time scales and the anticorrelation becoming stronger with the increase of pre.     

Visibility graph approach to exchange rate series

By means of a visibility graph, we investigate six important exchange rate series. It is found that the series convert into scale-free and hierarchically structured networks. The relationship between the scaling exponents of the degree distributions and the Hurst exponents obeys the analytical prediction for fractal Brownian motions. The visibility graph can be used to obtain reliable values of Hurst exponents of the series. The characteristics are explained by using the multifractal structures of the series. The exchange rate of EURO to Japanese Yen is widely used to evaluate risk and to estimate trends in speculative investments. Interestingly, the hierarchies of the visibility graphs for the exchange rate series of these two currencies are significantly weak compared with that of the other series.     

Scaling properties of models of nonequilibrium phenomena

The renormalization group method proposed by 't Hooft is developed for the study of scaling properties of some models of nonequilibrium phenomena. For one of two models studied in detail, the Langevin equation for the random variables contains a bilinear streaming velocity and the stationary probability distribution is Gaussian. The time-dependent Ginzburg-Landau model is chosen as a second example because it illustrates the advantage of the 't Hooft method of not having to specify a particular renormalization point. The scaling exponents for a model of the liquid-gas phase transition are calculated in lowest order to illustrate application of the method to a multifield system.     

Ferromagnetic phase transition in a Heisenberg fluid: Monte Carlo simulations and Fisher corrections to scaling

The magnetic phase transition in a Heisenberg fluid is studied by means of the finite size scaling technique. We find that even for larger systems, considered in an ensemble with fixed density, the critical exponents show deviations from the expected lattice values similar to those obtained previously. This puzzle is clarified by proving the importance of the leading correction to the scaling that appears due to Fisher renormalization with the critical exponent equal to the absolute value of the specific heat exponent alpha. The appearance of such new corretions to scaling is a general feature of systems with constraints.     

Scaling,Renormalization and Statistical Conservation Laws in the Kraichnan Model of Turbulent Advection

We present a systematic way to compute the scaling exponents of the structure functions of the Kraichnan model of turbulent advection in a series of powers of ξ, adimensional coupling constant measuring the degree of roughness of the advecting velocity field. We also investigate the relation between standard and renormalization group improved perturbation theory. The aim is to shed light on the relation between renormalization group methods and the statistical conservation laws of the Kraichnan model, also known as zero modes.     

直接标度分析动力生长

用直接标度分析方法研究了分子束外延生长和在长程时间、空间关联条件下的动力生长过程。分别得到了在强、弱耦合区的粗糙指数和动力学指数,并对其结果进行了讨论,说明了其弱耦合的结果与动力重整化群的结果一致的原因。 关键词：     

Scaling properties in the production range of shear dominated flows

In large Reynolds number turbulence, isotropy is recovered as the scale is reduced and homogeneous-isotropic scalings are eventually observed. This picture is violated in many cases, e.g., wall bounded flows, where, due to the shear, different scaling laws emerge. This effect has been ascribed to the contamination of the inertial range by the larger anisotropic scales. The issue is addressed here by analyzing both numerical and experimental data for a homogeneous shear flow. In fact, under strong shear, the alteration of the scaling exponents is not induced by the contamination from the anisotropic sectors. Actually, the exponents are universal properties of the isotropic component of the structure functions of shear dominated flows. The implications are discussed in the context of turbulence near solid walls, where improved closure models would be advisable.