Comment on "Universal Fluctuations in Correlated Systems"

This is a Comment on "Universal Fluctuations in Correlated Systems".Comment: to appear in Phys. Rev. Let

Universal Fluctuations of the Danube Water Level: a Link with Turbulence, Criticality and Company Growth

A global quantity, regardless of its precise nature, will often fluctuate according to a Gaussian limit distribution. However, in highly correlated systems, other limit distributions are possible. We have previously calculated one such distribution and have argued that this function should apply specifically, and in many instances, to global quantities that define a steady state. Here we demonstrate, for the first time, the relevance of this prediction to natural phenomena. The river level fluctuations of the Danube are observed to obey our prediction, which immediately establishes a generic statistical connection between turbulence, criticality and company growth statistics.Comment: 5 pages, 1 figur

Ordered Phase of the Dipolar Spin Ice under [110]-Magnetic Fields

We find that the true ground state of the dipolar spin ice system under [110]-magnetic fields is the ``Q=X'' structure, which is consistent with both experiments and Monte Carlo simulations. We then perform a Monte Carlo simulation to confirm that there exists a first order phase transition under the [110]-field. In particular this result indicates the existence of the first order phase transition to the ``Q=X'' phase in the field above 0.35 T for Dy2Ti2O7. We also show the magnetic field-temperature phase diagram to summarize the ordered states of this system.Comment: 4 pages, 5 figures, in RevTex4, submitted to J. Phys. Soc. Jp

Statistics of extremal intensities for Gaussian interfaces

The extremal Fourier intensities are studied for stationary Edwards-Wilkinson-type, Gaussian, interfaces with power-law dispersion. We calculate the probability distribution of the maximal intensity and find that, generically, it does not coincide with the distribution of the integrated power spectrum (i.e. roughness of the surface), nor does it obey any of the known extreme statistics limit distributions. The Fisher-Tippett-Gumbel limit distribution is, however, recovered in three cases: (i) in the non-dispersive (white noise) limit, (ii) for high dimensions, and (iii) when only short-wavelength modes are kept. In the last two cases the limit distribution emerges in novel scenarios.Comment: 15 pages, including 7 ps figure

Universal Magnetic Fluctuations with a Field Induced Length Scale

We calculate the probability density function for the order parameter fluctuations in the low temperature phase of the 2D-XY model of magnetism near the line of critical points. A finite correlation length, \xi, is introduced with a small magnetic field, h, and an accurate expression for \xi(h) is developed by treating non-linear contributions to the field energy using a Hartree approximation. We find analytically a series of universal non-Gaussian distributions with a finite size scaling form and present a Gumbel-like function that gives the PDF to an excellent approximation. We propose the Gumbel exponent, a(h), as an indirect measure of the length scale of correlations in a wide range of complex systems.Comment: 7 pages, 4 figures, 1 table. To appear in Phys. Rev.

1/f Noise and Extreme Value Statistics

We study the finite-size scaling of the roughness of signals in systems displaying Gaussian 1/f power spectra. It is found that one of the extreme value distributions (Gumbel distribution) emerges as the scaling function when the boundary conditions are periodic. We provide a realistic example of periodic 1/f noise, and demonstrate by simulations that the Gumbel distribution is a good approximation for the case of nonperiodic boundary conditions as well. Experiments on voltage fluctuations in GaAs films are analyzed and excellent agreement is found with the theory.Comment: 4 pages, 4 postscript figures, RevTe

Low Temperature Spin Freezing in Dy2Ti2O7 Spin Ice

We report a study of the low temperature bulk magnetic properties of the spin ice compound Dy2Ti2O7 with particular attention to the (T < 4 K) spin freezing transition. While this transition is superficially similar to that in a spin glass, there are important qualitative differences from spin glass behavior: the freezing temperature increases slightly with applied magnetic field, and the distribution of spin relaxation times remains extremely narrow down to the lowest temperatures. Furthermore, the characteristic spin relaxation time increases faster than exponentially down to the lowest temperatures studied. These results indicate that spin-freezing in spin ice materials represents a novel form of magnetic glassiness associated with the unusual nature of geometrical frustration in these materials.Comment: 24 pages, 8 figure

Long Range Order at Low Temperature in Dipolar Spin Ice

Recently it has been suggested that long range magnetic dipolar interactions are responsible for spin ice behavior in the Ising pyrochlore magnets ${\rm Dy_{2}Ti_{2}O_{7}}$ and ${\rm Ho_{2}Ti_{2}O_{7}}$. We report here numerical results on the low temperature properties of the dipolar spin ice model, obtained via a new loop algorithm which greatly improves the dynamics at low temperature. We recover the previously reported missing entropy in this model, and find a first order transition to a long range ordered phase with zero total magnetization at very low temperature. We discuss the relevance of these results to ${\rm Dy_{2}Ti_{2}O_{7}}$ and ${\rm Ho_{2}Ti_{2}O_{7}}$.Comment: New version of the manuscript. Now contains 3 POSTSCRIPT figures as opposed to 2 figures. Manuscript contains a more detailed discussion of the (i) nature of long-range ordered ground state, (ii) finite-size scaling results of the 1st order transition into the ground state. Order of authors has been changed. Resubmitted to Physical Review Letters Contact: [email protected]

Magnetization distribution in the transverse Ising chain with energy flux

The zero-temperature transverse Ising chain carrying an energy flux j_E is studied with the aim of determining the nonequilibrium distribution functions, P(M_z) and P(M_x), of its transverse and longitudinal magnetizations, respectively. An exact calculation reveals that P(M_z) is a Gaussian both at j_E=0 and j_E not equal 0, and the width of the distribution decreases with increasing energy flux. The distribution of the order-parameter fluctuations, P(M_x), is evaluated numerically for spin-chains of up to 20 spins. For the equilibrium case (j_E=0), we find the expected Gaussian fluctuations away from the critical point while the critical order-parameter fluctuations are shown to be non-gaussian with a scaling function Phi(x)=Phi(M_x/)=P(M_x) strongly dependent on the boundary conditions. When j_E not equal 0, the system displays long-range, oscillating correlations but P(M_x) is a Gaussian nevertheless, and the width of the Gaussian decreases with increasing j_E. In particular, we find that, at critical transverse field, the width has a j_E^(-3/8) asymptotic in the j_E -> 0 limit.Comment: 8 pages, 5 ps figure

Models with short and long-range interactions: phase diagram and reentrant phase

We study the phase diagram of two different Hamiltonians with competiting local, nearest-neighbour, and mean-field couplings. The first example corresponds to the HMF Hamiltonian with an additional short-range interaction. The second example is a reduced Hamiltonian for dipolar layered spin structures, with a new feature with respect to the first example, the presence of anisotropies. The two examples are solved in both the canonical and the microcanonical ensemble using a combination of the min-max method with the transfer operator method. The phase diagrams present typical features of systems with long-range interactions: ensemble inequivalence, negative specific heat and temperature jumps. Moreover, in a given range of parameters, we report the signature of phase reentrance. This can also be interpreted as the presence of azeotropy with the creation of two first order phase transitions with ensemble inequivalence, as one parameter is varied continuously