Stable nonequilibrium probability densities and phase transitions for meanfield models in the thermodynamic limit

A nonlinear Fokker-Planck equation is derived to describe the cooperative behavior of general stochastic systems interacting via mean-field couplings, in the limit of an infinite number of such systems. Disordered systems are also considered. In the weak-noise limit; a general result yields the possibility of having bifurcations from stationary solutions of the nonlinear Fokker-Planck equation into stable time-dependent solutions. The latter are interpreted as non-equilibrium probability distributions (states), and the bifurcations to them as nonequilibrium phase transitions. In the thermodynamic limit, results for three models are given for illustrative purposes. A model of self-synchronization of nonlinear oscillators presents a Hopf bifurcation to a time-periodic probability density, which can be analyzed for any value of the noise. The effects of disorder are illustrated by a simplified version of the Sompolinsky-Zippelius model of spin-glasses. Finally, results for the Fukuyama-Lee-Fisher model of charge-density waves are given. A singular perturbation analysis shows that the depinning transition is a bifurcation problem modified by the disorder noise due to impurities. Far from the bifurcation point, the CDW is either pinned or free, obeying (to leading order) the Grüner-Zawadowki-Chaikin equation. Near the bifurcation, the disorder noise drastically modifies the pattern, giving a quenched average of the CDW current which is constant. Critical exponents are found to depend on the noise, and they are larger than Fisher's values for the two probability distributions considered.     

Temperature Dependence of the Gibbs State in the Random Energy Model

We consider the problem of temperature dependence of the Gibbs states in two spin-glass models: Derrida's Random Energy Model and its analogue, where the random variables in the Hamiltonian are replaced by independent standard Brownian motions. For both of them we compute in the thermodynamic limit the overlap distribution ^N _{i=1 i i} /N[–1,1] of two spin configurations , under the product of two Gibbs measures, which are taken at temperatures T,T respectively. If TT are fixed, then at low temperature phase the results are different for these models: for the first one this distribution is D _{0 0}+D _{1 1}, with random weights D ₀, D ₁, while for the second one it is ₀. We compute consequently the overlap distribution for the second model whenever T–T0 at different speeds as N.     

Quenched disorder in a hierarchical Coulomb gas model

The effects of quenched disorder on the two-dimensional Coulomb gas are studied in the hierarchical approximation. The quenched random variables interact with the charges via a potential that decays as an inverse power () of the distance. Recursion relations for the single block charge activities are derived in which the quenched variables explicitly appear. In a linear approximation, for all1, with some restrictions on the variance of the normally distributed random variables, it is shown that the charge activities converge to the Kosterlitz-Thouless fixed point for all sufficiently low temperatures and sufficiently large blocks. The annealed system is also examined. This model is shown to have a Kosterlitz-Thouless phase only for an intermediate range of temperatures. At low temperatures the activities can diverge, and large charges can exist on all length scales.