Field-theoretic methods

Many complex systems are characterized by intriguing spatio-temporal structures. Their mathematical description relies on the analysis of appropriate correlation functions. Functional integral techniques provide a unifying formalism that facilitates the computation of such correlation functions and moments, and furthermore allows a systematic development of perturbation expansions and other useful approximative schemes. It is explained how nonlinear stochastic processes may be mapped onto exponential probability distributions, whose weights are determined by continuum field theory actions. Such mappings are madeexplicit for (1) stochastic interacting particle systems whose kinetics is defined through a microscopic master equation; and (2) nonlinear Langevin stochastic differential equations which provide a mesoscopic description wherein a separation of time scales between the relevant degrees of freedom and background statistical noise is assumed. Several well-studied examples are introduced to illustrate the general methodology.Comment: Article for the Encyclopedia of Complexity and System Science, B. Meyers (Ed.), Springer-Verlag Berlin, 200

Space-resolved dynamics of a tracer in a disordered solid

The dynamics of a tracer particle in a glassy matrix of obstacles displays slow complex transport as the free volume approaches a critical value and the void space falls apart. We investigate the emerging subdiffusive motion of the test particle by extensive molecular dynamics simulations and characterize the spatio-temporal transport in terms of two-time correlation functions, including the time-dependent diffusion coefficient as well as the wavenumber-dependent intermediate scattering function. We rationalize our findings within the framework of critical phenomena and compare our data to a dynamic scaling theory.Comment: 10 pages, 7 figures, submitted to Journal of Non-Crystalline Solid

Spacetime Approach to Phase Transitions

In these notes, the application of Feynman's sum-over-paths approach to thermal phase transitions is discussed. The paradigm of such a spacetime approach to critical phenomena is provided by the high-temperature expansion of spin models. This expansion, known as the hopping expansion in the context of lattice field theory, yields a geometric description of the phase transition in these models, with the thermal critical exponents being determined by the fractal structure of the high-temperature graphs. The graphs percolate at the thermal critical point and can be studied using purely geometrical observables known from percolation theory. Besides the phase transition in spin models and in the closely related $\phi^4$ theory, other transitions discussed from this perspective include Bose-Einstein condensation, and the transitions in the Higgs model and the pure U(1) gauge theory.Comment: 59 pages, 18 figures. Write-up of Ising Lectures presented at the National Academy of Sciences, Lviv, Ukraine, 2004. 2nd version: corrected typo

25 Years of Self-Organized Criticality: Solar and Astrophysics

Shortly after the seminal paper {\sl "Self-Organized Criticality: An explanation of 1/f noise"} by Bak, Tang, and Wiesenfeld (1987), the idea has been applied to solar physics, in {\sl "Avalanches and the Distribution of Solar Flares"} by Lu and Hamilton (1991). In the following years, an inspiring cross-fertilization from complexity theory to solar and astrophysics took place, where the SOC concept was initially applied to solar flares, stellar flares, and magnetospheric substorms, and later extended to the radiation belt, the heliosphere, lunar craters, the asteroid belt, the Saturn ring, pulsar glitches, soft X-ray repeaters, blazars, black-hole objects, cosmic rays, and boson clouds. The application of SOC concepts has been performed by numerical cellular automaton simulations, by analytical calculations of statistical (powerlaw-like) distributions based on physical scaling laws, and by observational tests of theoretically predicted size distributions and waiting time distributions. Attempts have been undertaken to import physical models into the numerical SOC toy models, such as the discretization of magneto-hydrodynamics (MHD) processes. The novel applications stimulated also vigorous debates about the discrimination between SOC models, SOC-like, and non-SOC processes, such as phase transitions, turbulence, random-walk diffusion, percolation, branching processes, network theory, chaos theory, fractality, multi-scale, and other complexity phenomena. We review SOC studies from the last 25 years and highlight new trends, open questions, and future challenges, as discussed during two recent ISSI workshops on this theme.Comment: 139 pages, 28 figures, Review based on ISSI workshops "Self-Organized Criticality and Turbulence" (2012, 2013, Bern, Switzerland

Statistical Physics of Rupture in Heterogeneous Media

The damage and fracture of materials are technologically of enormous interest due to their economic and human cost. They cover a wide range of phenomena like e.g. cracking of glass, aging of concrete, the failure of fiber networks in the formation of paper and the breaking of a metal bar subject to an external load. Failure of composite systems is of utmost importance in naval, aeronautics and space industry. By the term composite, we refer to materials with heterogeneous microscopic structures and also to assemblages of macroscopic elements forming a super-structure. Chemical and nuclear plants suffer from cracking due to corrosion either of chemical or radioactive origin, aided by thermal and/or mechanical stress. Despite the large amount of experimental data and the considerable effort that has been undertaken by material scientists, many questions about fracture have not been answered yet. There is no comprehensive understanding of rupture phenomena but only a partial classification in restricted and relatively simple situations. This lack of fundamental understanding is indeed reflected in the absence of reliable prediction methods for rupture, based on a suitable monitoring of the stressed system. Not only is there a lack of non-empirical understanding of the reliability of a system, but also the empirical laws themselves have often limited value. The difficulties stem from the complex interplay between heterogeneities and modes of damage and the possible existence of a hierarchy of characteristic scales (static and dynamic). The paper presents a review of recent efforts from the statistical physics community to address these points.Comment: Enlarged review and updated references, 21 pages with 2 figure