Nonequilibrium phase transition in the kinetic Ising model: Critical slowing down and the specific-heat singularity

The nonequilibrium dynamic phase transition, in the kinetic Ising model in the presence of an oscillating magnetic field has been studied both by Monte Carlo simulation and by solving numerically the mean-field dynamic equation of motion for the average magnetization. In both cases, the Debye ''relaxation'' behavior of the dynamic order parameter has been observed and the ''relaxation time'' is found to diverge near the dynamic transition point. The Debye relaxation of the dynamic order parameter and the power law divergence of the relaxation time have been obtained from a very approximate solution of the mean-field dynamic equation. The temperature variation of appropriately defined ''specific heat'' is studied by the Monte Carlo simulation near the transition point. The specific heat has been observed to diverge near the dynamic transition point.

Lack of Critical Slowing Down Suggests that Financial Meltdowns Are Not Critical Transitions, yet Rising Variability Could Signal Systemic Risk

Complex systems inspired analysis suggests a hypothesis that financial meltdowns are abrupt critical transitions that occur when the system reaches a tipping point. Theoretical and empirical studies on climatic and ecological dynamical systems have shown that approach to tipping points is preceded by a generic phenomenon called critical slowing down, i.e. an increasingly slow response of the system to perturbations. Therefore, it has been suggested that critical slowing down may be used as an early warning signal of imminent critical transitions. Whether financial markets exhibit critical slowing down prior to meltdowns remains unclear. Here, our analysis reveals that three major US (Dow Jones Index, S&P 500 and NASDAQ) and two European markets (DAX and FTSE) did not exhibit critical slowing down prior to major financial crashes over the last century. However, all markets showed strong trends of rising variability, quantified by time series variance and spectral function at low frequencies, prior to crashes. These results suggest that financial crashes are not critical transitions that occur in the vicinity of a tipping point. Using a simple model, we argue that financial crashes are likely to be stochastic transitions which can occur even when the system is far away from the tipping point. Specifically, we show that a gradually increasing strength of stochastic perturbations may have caused to abrupt transitions in the financial markets. Broadly, our results highlight the importance of stochastically driven abrupt transitions in real world scenarios. Our study offers rising variability as a precursor of financial meltdowns albeit with a limitation that they may signal false alarms.

Tethered Monte Carlo: computing the effective potential without critical slowing down

We present Tethered Monte Carlo, a simple, general purpose method of computing the effective potential of the order parameter (Helmholtz free energy). This formalism is based on a new statistical ensemble, closely related to the micromagnetic one, but with an extended configuration space (through Creutz-like demons). Canonical averages for arbitrary values of the external magnetic field are computed without additional simulations. The method is put to work in the two-dimensional Ising model, where the existence of exact results enables us to perform high precision checks. A rather peculiar feature of our implementation, which employs a local Metropolis algorithm, is the total absence, within errors, of critical slowing down for magnetic observables. Indeed, high accuracy results are presented for lattices as large as L = 1024.

Tethered Monte Carlo: computing the effective potential without critical slowing down

We present Tethered Monte Carlo, a simple, general purpose method of computing the effective potential of the order parameter (Helmholtz free energy). This formalism is based on a new statistical ensemble, closely related to the micromagnetic one, but with an extended configuration space (through Creutz-like demons). Canonical averages for arbitrary values of the external magnetic field are computed without additional simulations. The method is put to work in the two-dimensional Ising model, where the existence of exact results enables us to perform high precision checks. A rather peculiar feature of our implementation, which employs a local Metropolis algorithm, is the total absence, within errors, of critical slowing down for magnetic observables. Indeed, high accuracy results are presented for lattices as large as L = 1024.

Third harmonic generation of the surface wave in the semiconductor-metal slowing-down structure

A nonlinear process is considered of the surface wave third harmonics generation in a slowing-down semiconductor-metal structure. The process is conditioned by non-parabolicity of the charge carrier dispersion law. It is shown that in narrow-gap semiconducting materials it is necessary to account for the process together with the surface wave second harmonics generation conditioned by nonlinearity of quasi-hydrodynamics and the Maxwell equations. The conclusion is made that the third harmonies amplitude in narrow-gap semiconductors may exceed substantially the signal amplitude at the 3w frequency in a gas plasma and be of the same order with the surface waves second harmonies amplitude.

The slowing down of galaxy disks in dissipationless minor mergers

We have investigated the impact of dissipationless minor galaxy mergers on the angular momentum of the remnant. Our simulations cover a range of initial orbital characteristics, and the system consists of a massive galaxy with a bulge and disk merging with a much less massive (one-tenth or one-twentieth) gasless companion that has a variety of morphologies (disk-or elliptical-like) and central baryonic mass concentrations. During the process of merging, the orbital angular momentum is redistributed into the internal angular momentum of the final system; the internal angular momentum of the primary galaxy can increase or decrease depending on the relative orientation of the orbital spin vectors (direct or retrograde), while the initially nonrotating dark matter halo always gains angular momentum. The specific angular momentum of the stellar component always decreases independently of the orbital parameters or morphology of the satellite, the decrease in the rotation velocity of the primary galaxy is accompanied by a change in the anisotropy of the orbits, and the ratio of rotation speed to velocity dispersion of the merger remnant is lower than the initial value, not only because of an increase in the dispersion but also of the slowing-down of the disk rotation. We briefly discuss several astrophysical implications of these results, suggesting that minor mergers do not cause a "random walk" process of the angular momentum of the stellar disk component of galaxies, but rather a steady decrease. Minor mergers may play a role in producing the large scatter observed in the Tully-Fisher relation for S0 galaxies, as well as in the increase of the velocity dispersion and the decrease in upsilon/sigma at large radii as observed in S0 galaxies.

Neutron slowing down with inelastic scattering

The emphasis in reactor physics research has shifted toward investigations of fast reactors. The effects of high energy neutron processes have thus become fundamental to our understanding, and one of the most important of these processes is nuclear inelastic scattering. In this research we include inelastic scattering as a primary energy transfer mechanism, and study the resultant neutron energy spectrum in an infinite medium. We assume that the moderator material has a high mass number, so that in a laboratory coordinate system the energy loss of an inelastically scattered neutron may be taken as discrete. It is then consistent to treat elastic scattering with an age theory expansion. Mathematically these assumptions lead to balance equations of the differential-difference type.

The steady state problem is explored first by way of Laplace transformation of the energy variable. We then develop another steady state technique, valid for multiple inelastic level excitations, which depends on the level structure satisfying a physically reasonable constraint. In all cases the solutions we generate are compared with results obtained by modeling inelastic scattering with a separable, evaporative kernel.

The time dependent problem presents some new difficulties. By modeling the elastic scattering cross section in a particular way, we generate solutions to this more interesting problem. We conjecture the method of characteristics may be useful in analyzing time dependent problems with general cross sections. These ideas are briefly explored.

Dynamics, rheology and critical properties of colloidal fluid mixtures

Liquids under the influence of external fields exhibit a wide range of intriguing phenomena that can be markedly different from the behaviour of a quiescent system. This work considers two different systems — a glassforming Yukawa system and a colloid-polymer mixture — by Molecular Dynamics (MD) computer simulations coupled to dissipative particle dynamics. The former consists of a 50-50 binary mixture of differently-sized, like-charged colloids interacting via a screened Coulomb (Yukawa) potential. Near the glass transition the influence of an external shear field is studied. In particular, the transition from elastic response to plastic flow is of interest. At first, this model is characterised in equilibrium. Upon decreasing temperature it exhibits the typical dynamics of glassforming liquids, i.e. the structural relaxation time τα grows strongly in a rather small temperature range. This is discussed with respect to the mode-coupling theory of the glass transition (MCT). For the simulation of bulk systems under shear, Lees-Edwards boundary conditions are applied. At constant shear rates γ˙ ≫ 1/τα the relevant time scale is given by 1/γ˙ and the system shows shear thinning behaviour. In order to understand the pronounced differences between a quiescent system and a system under shear, the response to a suddenly commencing or terminating shear flow is studied. After the switch-on of the shear field the shear stress shows an overshoot, marking the transition from elastic to plastic deformation, which is connected to a super-diffusive increase of the mean squared displacement. Since the average static structure only depends on the value of the shear stress, it does not discriminate between those two regimes. The distribution of local stresses, in contrast, becomes broader as soon as the system starts flowing. After a switch-off of the shear field, these additional fluctuations are responsible for the fast decay of stresses, which occurs on a time scale 1/γ˙ . The stress decay after a switch-off in the elastic regime, on the other hand, happens on the much larger time scale of structural relaxation τα. While stresses decrease to zero after a switch-off for temperatures above the glass transition, they decay to a finite value for lower temperatures. The obtained results are important for advancing new theoretical approaches in the framework of mode-coupling theory. Furthermore, they suggest new experimental investigations on colloidal systems. The colloid-polymer mixture is studied in the context of the behaviour near the critical point of phase separation. For the MD simulations a new effective model with soft interaction potentials is introduced and its phase diagram is presented. Here, mainly the equilibrium properties of this model are characterised. While the self-diffusion constants of colloids and polymers do not change strongly when the critical point is approached, critical slowing down of interdiffusion is observed. The order parameter fluctuations can be determined through the long-wavelength limit of static structure factors. For this strongly asymmetric mixture it is shown how the relevant structure factor can be extracted by a diagonalisation of a matrix that contains the partial static structure factors. By presenting first results of this model under shear it is demonstrated that it is suitable for non-equilibrium simulations as well.

The slowing down distribution from a point source of fission neutrons in light water /

Work performed at the Physics Division, Oak Ridge National Laboratory, Oak Ridge, Tennessee.

Neutron slowing down in group diffusion theory

"Contract AT-11-1-GEN-14. Bettis PLant, Pittsburgh, Pa., operated for the U. S. Atomic Energy Commission by Westinghouse Electric Corporation."

Slowing down a pine invasion despite uncertainty in demography and dispersal

1. Management decisions regarding invasive plants often have to be made quickly and in the face of fragmentary knowledge of their population dynamics. However, recommendations are commonly made on the basis of only a restricted set of parameters. Without addressing uncertainty and variability in model parameters we risk ineffective management, resulting in wasted resources and an escalating problem if early chances to control spread are missed. 2. Using available data for Pinus nigra in ungrazed and grazed grassland and shrubland in New Zealand, we parameterized a stage-structured spread model to calculate invasion wave speed, population growth rate and their sensitivities and elasticities to population parameters. Uncertainty distributions of parameters were used with the model to generate confidence intervals (CI) about the model predictions. 3. Ungrazed grassland environments were most vulnerable to invasion and the highest elasticities and sensitivities of invasion speed were to long-distance dispersal parameters. However, there was overlap between the elasticity and sensitivity CI on juvenile survival, seedling establishment and long-distance dispersal parameters, indicating overlap in their effects on invasion speed. 4. While elasticity of invasion speed to long-distance dispersal was highest in shrubland environments, there was overlap with the CI of elasticity to juvenile survival. In shrubland invasion speed was most sensitive to the probability of establishment, especially when establishment was low. In the grazed environment elasticity and sensitivity of invasion speed to the severity of grazing were consistently highest. Management recommendations based on elasticities and sensitivities depend on the vulnerability of the habitat. 5. Synthesis and applications. Despite considerable uncertainty in demography and dispersal, robust management recommendations emerged from the model. Proportional or absolute reductions in long-distance dispersal, juvenile survival and seedling establishment parameters have the potential to reduce wave speed substantially. Plantations of wind-dispersed invasive conifers should not be sited on exposed sites vulnerable to long-distance dispersal events, and trees in these sites should be removed. Invasion speed can also be reduced by removing seedlings, establishing competitive shrubs and grazing. Incorporating uncertainty into the modelling process increases our confidence in the wide applicability of the management strategies recommended here.

(Quantum-) critical dynamics of magnetoelectric materials

In this thesis the critical dynamics of several magnetoelectric compounds at their phase transition were examined. Mostly measurements of the dielectric properties in the frequency range of below 1 Hz up to 5 GHz were employed to evaluate the critical exponents for both magnetic field and temperature-dependent measurements. Most of the materials that are part of this work show anomalous behavior, especially at very low temperatures where quantum fluctuations are of the order of or even dominate those induced thermally. This anomalous behavior manifests in different forms. In Dy2Ti2O7 we demonstrate the existence of electric dipoles on magnetic monopoles. Here the dynamics at the critical endpoint located at 0.36K and in a magnetic field of 1T parallel to the [111] direction are of special interest. At this critical endpoint the expected critical slowing down of the dynamics could not only not be observed but instead the opposite, critical speeding-up by several orders of magnitude, could be demonstrated. Furthermore, we show that the phase diagram of Dy2Ti2O7 in this field direction can be reproduced solely from the dynamical properties, for example the resonance frequency of the observed relaxation that is connected to the monopole movement. Away from this point of the phase diagram the dynamics are slowing-down with reduction of temperature as one would expect. Additional measurements on Y2Ti2O7, a structurally identical but non-magnetic material, show only slowing down with reduction of temperature and no additional features. A possible explanation for the observed critical speeding-up is a coherent movement of magnetic monopoles close to the critical field that increases the resonance frequency by reducing the damping of the process. LiCuVO4 on the other hand behaves normally at its phase transition as long as the temperature is higher than 0.4 K. In this temperature regime the dynamics show critical slowing-down analogous to classical ferroelectric materials. This analogy extends also towards higher frequencies where the permittivity displays a ‘dispersion’ minimum that is temperature-dependent but of the order of 2 GHz. Below 0.4K the observed behavior changes drastically. Here we found no longer relaxational behavior but instead an excitation with very low energy. This low energy excitation was predicted by theory and is caused by nearly gapless soliton excitations within the 1D Cu2+ chains of LiCuVO4. Finally, in TbMnO3 the dynamics of the phase transition into the multiferroic phase was observed at roughly 27 K, a much higher temperature compared to the other materials. Here the expected critical slowing-down was observed, even though in low-frequency measurements this transition into the ferroelectric phase is overshadowed by the so-called c-axis relaxation. Therefore, only frequencies above 1MHz could be used to determine the critical exponents for both temperatureand magnetic-field-dependent measurements. This was done for both the peak frequency as well as the relaxation strength. In TbMnO3 an electromagnetic soft-mode with small optical weight causes the observed fluctuations, similar to the case of multiferroic MnWO4.

Experimental signatures of a nonequilibrium phase transition governing the yielding of a soft glass

We present direct experimental signatures of a nonequilibrium phase transition associated with the yield point of a prototypical soft solid-a binary colloidal glass. By simultaneously quantifying single-particle dynamics and bulk mechanical response, we identified the threshold for the onset of irreversibility with the yield strain. We extracted the relaxation time from the transient behavior of the loss modulus and found that it diverges in the vicinity of the yield strain. This critical slowing down is accompanied by a growing correlation length associated with the size of regions of high Debye-Waller factor, which are precursors to yield events in glasses. Our results affirm that the paradigm of nonequilibrium critical phenomena is instrumental in achieving a holistic understanding of yielding in soft solids.

Asymptotic scaling in the two-dimensional O(3) Nonlinear sigma model: a Monte Carlo study on parallel computers

We investigate the 2d O(3) model with the standard action by Monte Carlo simulation at couplings β up to 2.05. We measure the energy density, mass gap and susceptibility of the model, and gather high statistics on lattices of size L ≤ 1024 using the Floating Point Systems T-series vector hypercube and the Thinking Machines Corp.'s Connection Machine 2. Asymptotic scaling does not appear to set in for this action, even at β = 2.10, where the correlation length is 420. We observe a 20% difference between our estimate m/Λ^─_(Ms) = 3.52(6) at this β and the recent exact analytical result . We use the overrelaxation algorithm interleaved with Metropolis updates and show that decorrelation time scales with the correlation length and the number of overrelaxation steps per sweep. We determine its effective dynamical critical exponent to be z' = 1.079(10); thus critical slowing down is reduced significantly for this local algorithm that is vectorizable and parallelizable.

We also use the cluster Monte Carlo algorithms, which are non-local Monte Carlo update schemes which can greatly increase the efficiency of computer simulations of spin models. The major computational task in these algorithms is connected component labeling, to identify clusters of connected sites on a lattice. We have devised some new SIMD component labeling algorithms, and implemented them on the Connection Machine. We investigate their performance when applied to the cluster update of the two dimensional Ising spin model.

Finally we use a Monte Carlo Renormalization Group method to directly measure the couplings of block Hamiltonians at different blocking levels. For the usual averaging block transformation we confirm the renormalized trajectory (RT) observed by Okawa. For another improved probabilistic block transformation we find the RT, showing that it is much closer to the Standard Action. We then use this block transformation to obtain the discrete β-function of the model which we compare to the perturbative result. We do not see convergence, except when using a rescaled coupling β_E to effectively resum the series. For the latter case we see agreement for m/ Λ^─_(Ms) at , β = 2.14, 2.26, 2.38 and 2.50. To three loops m/Λ^─_(Ms) = 3.047(35) at β = 2.50, which is very close to the exact value m/ Λ^─_(Ms) = 2.943. Our last point at β = 2.62 disagrees with this estimate however.