Critical Behaviors and Finite-Size Scaling of Principal Fluctuation Modes in Complex Systems

Complex systems consisting of N agents can be investigated from the aspect of principal fluctuation modes of agents. From the correlations between agents, an N×N correlation matrix C can be obtained. The principal fluctuation modes are defined by the eigenvectors of C. Near the critical point of a complex system, we anticipate that the principal fluctuation modes have the critical behaviors similar to that of the susceptibity. With the Ising model on a two-dimensional square lattice as an example, the critical behaviors of principal fluctuation modes have been studied. The eigenvalues of the first 9 principal fluctuation modes have been invesitigated. Our Monte Carlo data demonstrate that these eigenvalues of the system with size L and the reduced temperature t follow a finite-size scaling form λ_n(L, t)=L^γ/ν f_n(tL^1/ν), where γ is critical exponent of susceptibility and ν is the critical exponent of the correlation length. Using eigenvalues λ₁, λ₂ and λ₆, we get the finite-size scaling form of the second moment correlation length ξ(L, t)=Lξ(tL^1/ν). It is shown that the second moment correlation length in the two-dimensional square lattice is anisotropic.