Scaling properties in off equilibrium dynamical processes

In the present paper, we analyze the consequences of scaling hypotheses on dynamic functions, as two times correlations $C(t,t')$. We show, under general conditions, that $C(t,t')$ must obey the following scaling behavior $C(t,t') = \phi_1(t)^{f(\beta)}{\cal{S}}(\beta)$, where the scaling variable is $\beta=\beta(\phi_1(t')/\phi_1(t))$ and $\phi_1(t')$, $\phi_1(t)$ two undetermined functions. The presence of a non constant exponent $f(\beta)$ signals the appearance of multiscaling properties in the dynamics.Comment: 6 pages, no figure

Persistence of a particle in the Matheron-de Marsily velocity field

We show that the longitudinal position $x(t)$ of a particle in a $(d+1)$-dimensional layered random velocity field (the Matheron-de Marsily model) can be identified as a fractional Brownian motion (fBm) characterized by a variable Hurst exponent $H(d)=1-d/4$ for $d2$. The fBm becomes marginal at $d=2$. Moreover, using the known first-passage properties of fBm we prove analytically that the disorder averaged persistence (the probability of no zero crossing of the process $x(t)$ upto time $t$) has a power law decay for large $t$ with an exponent $\theta=d/4$ for $d<2$ and $\theta=1/2$ for $d\geq 2$ (with logarithmic correction at $d=2$), results that were earlier derived by Redner based on heuristic arguments and supported by numerical simulations (S. Redner, Phys. Rev. E {\bf 56}, 4967 (1997)).Comment: 4 pages Revtex, 1 .eps figure included, to appear in PRE Rapid Communicatio

Dimer coverings on the Sierpinski gasket with possible vacancies on the outmost vertices

We present the number of dimers $N_d(n)$ on the Sierpinski gasket $SG_d(n)$ at stage $n$ with dimension $d$ equal to two, three, four or five, where one of the outmost vertices is not covered when the number of vertices $v(n)$ is an odd number. The entropy of absorption of diatomic molecules per site, defined as $S_{SG_d}=\lim_{n \to \infty} \ln N_d(n)/v(n)$, is calculated to be $\ln(2)/3$ exactly for $SG_2(n)$. The numbers of dimers on the generalized Sierpinski gasket $SG_{d,b}(n)$ with $d=2$ and $b=3,4,5$ are also obtained exactly. Their entropies are equal to $\ln(6)/7$, $\ln(28)/12$, $\ln(200)/18$, respectively. The upper and lower bounds for the entropy are derived in terms of the results at a certain stage for $SG_d(n)$ with $d=3,4,5$. As the difference between these bounds converges quickly to zero as the calculated stage increases, the numerical value of $S_{SG_d}$ with $d=3,4,5$ can be evaluated with more than a hundred significant figures accurate.Comment: 35 pages, 20 figures and 1 tabl

Field-induced XY behavior in the S=1/2 antiferromagnet on the square lattice

Making use of the quantum Monte Carlo method based on the worm algorithm, we study the thermodynamic behavior of the S=1/2 isotropic Heisenberg antiferromagnet on the square lattice in a uniform magnetic field varying from very small values up to the saturation value. The field is found to induce a Berezinskii-Kosterlitz-Thouless transition at a finite temperature, above which a genuine XY behavior in an extended temperature range is observed. The phase diagram of the system is drawn, and the thermodynamic behavior of the specific heat and of the uniform and staggered magnetization is discussed in sight of an experimental investigation of the field-induced XY behavior.Comment: 4 pages, 4 figure

Thermodynamics of Random Ferromagnetic Antiferromagnetic Spin-1/2 Chains

Using the quantum Monte Carlo Loop algorithm, we calculate the temperature dependence of the uniform susceptibility, the specific heat, the correlation length, the generalized staggered susceptibility and magnetization of a spin-1/2 chain with random antiferromagnetic and ferromagnetic couplings, down to very low temperatures. Our data show a consistent scaling behavior in all the quantities and support strongly the conjecture drawn from the approximate real-space renormalization group treatment.A statistical analysis scheme is developed which will be useful for the search of scaling behavior in numerical and experimental data of random spin chains.Comment: 13 pages, 13 figures, RevTe

Noisy random resistor networks: renormalized field theory for the multifractal moments of the current distribution

We study the multifractal moments of the current distribution in randomly diluted resistor networks near the percolation treshold. When an external current is applied between to terminals $x$ and $x^\prime$ of the network, the $l$th multifractal moment scales as $M_I^{(l)} (x, x^\prime) \sim | x - x^\prime |^{\psi_l /\nu}$, where $\nu$ is the correlation length exponent of the isotropic percolation universality class. By applying our concept of master operators [Europhys. Lett. {\bf 51}, 539 (2000)] we calculate the family of multifractal exponents $\{\psi_l \}$ for $l \geq 0$ to two-loop order. We find that our result is in good agreement with numerical data for three dimensions.Comment: 30 pages, 6 figure

Quantum Monte Carlo with Directed Loops

We introduce the concept of directed loops in stochastic series expansion and path integral quantum Monte Carlo methods. Using the detailed balance rules for directed loops, we show that it is possible to smoothly connect generally applicable simulation schemes (in which it is necessary to include back-tracking processes in the loop construction) to more restricted loop algorithms that can be constructed only for a limited range of Hamiltonians (where back-tracking can be avoided). The "algorithmic discontinuities" between general and special points (or regions) in parameter space can hence be eliminated. As a specific example, we consider the anisotropic S=1/2 Heisenberg antiferromagnet in an external magnetic field. We show that directed loop simulations are very efficient for the full range of magnetic fields (zero to the saturation point) and anisotropies. In particular for weak fields and anisotropies, the autocorrelations are significantly reduced relative to those of previous approaches. The back-tracking probability vanishes continuously as the isotropic Heisenberg point is approached. For the XY-model, we show that back-tracking can be avoided for all fields extending up to the saturation field. The method is hence particularly efficient in this case. We use directed loop simulations to study the magnetization process in the 2D Heisenberg model at very low temperatures. For LxL lattices with L up to 64, we utilize the step-structure in the magnetization curve to extract gaps between different spin sectors. Finite-size scaling of the gaps gives an accurate estimate of the transverse susceptibility in the thermodynamic limit: chi_perp = 0.0659 +- 0.0002.Comment: v2: Revised and expanded discussion of detailed balance, error in algorithmic phase diagram corrected, to appear in Phys. Rev.

Monte Carlo Methods for Estimating Interfacial Free Energies and Line Tensions

Excess contributions to the free energy due to interfaces occur for many problems encountered in the statistical physics of condensed matter when coexistence between different phases is possible (e.g. wetting phenomena, nucleation, crystal growth, etc.). This article reviews two methods to estimate both interfacial free energies and line tensions by Monte Carlo simulations of simple models, (e.g. the Ising model, a symmetrical binary Lennard-Jones fluid exhibiting a miscibility gap, and a simple Lennard-Jones fluid). One method is based on thermodynamic integration. This method is useful to study flat and inclined interfaces for Ising lattices, allowing also the estimation of line tensions of three-phase contact lines, when the interfaces meet walls (where "surface fields" may act). A generalization to off-lattice systems is described as well. The second method is based on the sampling of the order parameter distribution of the system throughout the two-phase coexistence region of the model. Both the interface free energies of flat interfaces and of (spherical or cylindrical) droplets (or bubbles) can be estimated, including also systems with walls, where sphere-cap shaped wall-attached droplets occur. The curvature-dependence of the interfacial free energy is discussed, and estimates for the line tensions are compared to results from the thermodynamic integration method. Basic limitations of all these methods are critically discussed, and an outlook on other approaches is given

Consequences of temperature fluctuations in observables measured in high energy collisions

We review the consequences of intrinsic, nonstatistical temperature fluctuations as seen in observables measured in high energy collisions. We do this from the point of view of nonextensive statistics and Tsallis distributions. Particular attention is paid to multiplicity fluctuations as a first consequence of temperature fluctuations, to the equivalence of temperature and volume fluctuations, to the generalized thermodynamic fluctuations relations allowing us to compare fluctuations observed in different parts of phase space, and to the problem of the relation between Tsallis entropy and Tsallis distributions. We also discuss the possible influence of conservation laws on these distributions and provide some examples of how one can get them without considering temperature fluctuations.Comment: Revised version of the invited contribution to The European Physical Journal A (Hadrons and Nuclei) topical issue about 'Relativistic Hydro- and Thermodynamics in Nuclear Physics' guest eds. Tamas S. Biro, Gergely G. Barnafoldi and Peter Va

Statistical Outliers and Dragon-Kings as Bose-Condensed Droplets

A theory of exceptional extreme events, characterized by their abnormal sizes compared with the rest of the distribution, is presented. Such outliers, called "dragon-kings", have been reported in the distribution of financial drawdowns, city-size distributions (e.g., Paris in France and London in the UK), in material failure, epileptic seizure intensities, and other systems. Within our theory, the large outliers are interpreted as droplets of Bose-Einstein condensate: the appearance of outliers is a natural consequence of the occurrence of Bose-Einstein condensation controlled by the relative degree of attraction, or utility, of the largest entities. For large populations, Zipf's law is recovered (except for the dragon-king outliers). The theory thus provides a parsimonious description of the possible coexistence of a power law distribution of event sizes (Zipf's law) and dragon-king outliers.Comment: Latex file, 16 pages, 1 figur