The Adsorption and Collapse Transitions in a Linear Polymer Chain near an Attractive Wall

We deduce the qualitative phase diagram of a long flexible neutral polymer chain immersed in a poor solvent near an attracting surface using phenomenological arguments. The actual positions of the phase boundaries are estimated numerically from series expansion up to 19 sites of a self-attracting self avoiding walk in three dimensions. In two dimensions, we calculate analytically phase boundaries in some cases for a partially directed model. Both the numerical as well as analytical results corroborate the proposed qualitative phase diagram.Comment: 8 pages, 8 figures, revte

Critical points and quenched disorder: From Harris criterion to rare regions and smearing

We consider the influence of quenched spatial disorder on phase transitions in classical and quantum systems. We show that rare strong disorder fluctuations can have dramatic effects on critical points. In classical systems with sufficiently correlated disorder or in quantum systems with overdamped dynamics they can completely destroy the sharp phase transition by smearing. This is caused by effects similar to but stronger than Griffiths phenomena: True static order can develop on a rare region while the bulk system is still in the disordered phase. We discuss the thermodynamic behavior in the vicinity of such a smeared transition using optimal fluctuation theory, and we present numerical results for a two-dimensional model system.Comment: 10 pages, 5 eps figures, contribution to the Festschrift for Michael Schreiber's 50th birthday, final version as publishe

Fluctuation-dissipation relationship in chaotic dynamics

We consider a general N-degree-of-freedom dissipative system which admits of chaotic behaviour. Based on a Fokker-Planck description associated with the dynamics we establish that the drift and the diffusion coefficients can be related through a set of stochastic parameters which characterize the steady state of the dynamical system in a way similar to fluctuation-dissipation relation in non-equilibrium statistical mechanics. The proposed relationship is verified by numerical experiments on a driven double well system.Comment: Revtex, 23 pages, 2 figure

Limit theorems for von Mises statistics of a measure preserving transformation

For a measure preserving transformation $T$ of a probability space $(X,\mathcal F,\mu)$ we investigate almost sure and distributional convergence of random variables of the form $$x \to \frac{1}{C_n} \sum_{i_1<n,...,i_d<n} f(T^{i_1}x,...,T^{i_d}x),\, n=1,2,...,$$ where $f$ (called the \emph{kernel}) is a function from $X^d$ to $\R$ and $C_1, C_2,...$ are appropriate normalizing constants. We observe that the above random variables are well defined and belong to $L_r(\mu)$ provided that the kernel is chosen from the projective tensor product $$L_p(X_1,\mathcal F_1, \mu_1) \otimes_{\pi}...\otimes_{\pi} L_p(X_d,\mathcal F_d, \mu_d)\subset L_p(\mu^d)$$ with $p=d\,r,\, r\ \in [1, \infty).$ We establish a form of the individual ergodic theorem for such sequences. Next, we give a martingale approximation argument to derive a central limit theorem in the non-degenerate case (in the sense of the classical Hoeffding's decomposition). Furthermore, for $d=2$ and a wide class of canonical kernels $f$ we also show that the convergence holds in distribution towards a quadratic form $\sum_{m=1}^{\infty} \lambda_m\eta^2_m$ in independent standard Gaussian variables $\eta_1, \eta_2,...$. Our results on the distributional convergence use a $T$--\,invariant filtration as a prerequisite and are derived from uni- and multivariate martingale approximations

Stochastic Renormalization Group in Percolation: I. Fluctuations and Crossover

A generalization of the Renormalization Group, which describes order-parameter fluctuations in finite systems, is developed in the specific context of percolation. This ``Stochastic Renormalization Group'' (SRG) expresses statistical self-similarity through a non-stationary branching process. The SRG provides a theoretical basis for analytical or numerical approximations, both at and away from criticality, whenever the correlation length is much larger than the lattice spacing (regardless of the system size). For example, the SRG predicts order-parameter distributions and finite-size scaling functions for the complete crossover between phases. For percolation, the simplest SRG describes structural quantities conditional on spanning, such as the total cluster mass or the minimum chemical distance between two boundaries. In these cases, the Central Limit Theorem (for independent random variables) holds at the stable, off-critical fixed points, while a ``Fractal Central Limit Theorem'' (describing long-range correlations) holds at the unstable, critical fixed point. This first part of a series of articles explains these basic concepts and a general theory of crossover. Subsequent parts will focus on limit theorems and comparisons of small-cell SRG approximations with simulation results.Comment: 33 pages, 6 figures, to appear in Physica A; v2: some typos corrected and Eqs. (26)-(27) cast in a simpler (but equivalent) for

Corrections to scaling in 2--dimensional polymer statistics

Writing $= AN^{2\nu}(1+BN^{-\Delta_1}+CN^{-1}+ ...)$ for the mean square end--to--end length $$ of a self--avoiding polymer chain of $N$ links, we have calculated $\Delta_1$ for the two--dimensional {\em continuum} case from a new {\em finite} perturbation method based on the ground state of Edwards self consistent solution which predicts the (exact) $\nu=3/4$ exponent. This calculation yields $\Delta_1=1/2$. A finite size scaling analysis of data generated for the continuum using a biased sampling Monte Carlo algorithm supports this value, as does a re--analysis of exact data for two--dimensional lattices.Comment: 10 pages of RevTex, 5 Postscript figures. Accepted for publication in Phys. Rev. B. Brief Reports. Also submitted to J. Phys.

Microscopic Aspects of Stretched Exponential Relaxation (SER) in Homogeneous Molecular and Network Glasses and Polymers

Because the theory of SER is still a work in progress, the phenomenon itself can be said to be the oldest unsolved problem in science, as it started with Kohlrausch in 1847. Many electrical and optical phenomena exhibit SER with probe relaxation I(t) ~ exp[-(t/{\tau}){\beta}], with 0 < {\beta} < 1. Here {\tau} is a material-sensitive parameter, useful for discussing chemical trends. The "shape" parameter {\beta} is dimensionless and plays the role of a non-equilibrium scaling exponent; its value, especially in glasses, is both practically useful and theoretically significant. The mathematical complexity of SER is such that rigorous derivations of this peculiar function were not achieved until the 1970's. The focus of much of the 1970's pioneering work was spatial relaxation of electronic charge, but SER is a universal phenomenon, and today atomic and molecular relaxation of glasses and deeply supercooled liquids provide the most reliable data. As the data base grew, the need for a quantitative theory increased; this need was finally met by the diffusion-to-traps topological model, which yields a remarkably simple expression for the shape parameter {\beta}, given by d*/(d* + 2). At first sight this expression appears to be identical to d/(d + 2), where d is the actual spatial dimensionality, as originally derived. The original model, however, failed to explain much of the data base. Here the theme of earlier reviews, based on the observation that in the presence of short-range forces only d* = d = 3 is the actual spatial dimensionality, while for mixed short- and long-range forces, d* = fd = d/2, is applied to four new spectacular examples, where it turns out that SER is useful not only for purposes of quality control, but also for defining what is meant by a glass in novel contexts. (Please see full abstract in main text

Field Theory Approaches to Nonequilibrium Dynamics

It is explained how field-theoretic methods and the dynamic renormalisation group (RG) can be applied to study the universal scaling properties of systems that either undergo a continuous phase transition or display generic scale invariance, both near and far from thermal equilibrium. Part 1 introduces the response functional field theory representation of (nonlinear) Langevin equations. The RG is employed to compute the scaling exponents for several universality classes governing the critical dynamics near second-order phase transitions in equilibrium. The effects of reversible mode-coupling terms, quenching from random initial conditions to the critical point, and violating the detailed balance constraints are briefly discussed. It is shown how the same formalism can be applied to nonequilibrium systems such as driven diffusive lattice gases. Part 2 describes how the master equation for stochastic particle reaction processes can be mapped onto a field theory action. The RG is then used to analyse simple diffusion-limited annihilation reactions as well as generic continuous transitions from active to inactive, absorbing states, which are characterised by the power laws of (critical) directed percolation. Certain other important universality classes are mentioned, and some open issues are listed.Comment: 54 pages, 9 figures, Lecture Notes for Luxembourg Summer School "Ageing and the Glass Transition", submitted to Springer Lecture Notes in Physics (www.springeronline/com/series/5304/

Four-point renormalized coupling constant and Callan-Symanzik beta-function in O(N) models

We investigate some issues concerning the zero-momentum four-point renormalized coupling constant g in the symmetric phase of O(N) models, and the corresponding Callan-Symanzik beta-function. In the framework of the 1/N expansion we show that the Callan- Symanzik beta-function is non-analytic at its zero, i.e. at the fixed-point value g^* of g. This fact calls for a check of the actual accuracy of the determination of g^* from the resummation of the d=3 perturbative g-expansion, which is usually performed assuming analyticity of the beta-function. Two alternative approaches are exploited. We extend the \epsilon-expansion of g^* to O(\epsilon^4). Quite accurate estimates of g^* are then obtained by an analysis exploiting the analytic behavior of g^* as function of d and the known values of g^* for lower-dimensional O(N) models, i.e. for d=2,1,0. Accurate estimates of g^* are also obtained by a reanalysis of the strong-coupling expansion of lattice N-vector models allowing for the leading confluent singularity. The agreement among the g-, \epsilon-, and strong-coupling expansion results is good for all N. However, at N=0,1, \epsilon- and strong-coupling expansion favor values of g^* which are sligthly lower than those obtained by the resummation of the g-expansion assuming analyticity in the Callan-Symanzik beta-function.Comment: 35 pages (3 figs), added Ref. for GRT, some estimates are revised, other minor change

A statistical learning strategy for closed-loop control of fluid flows

This work discusses a closed-loop control strategy for complex systems utilizing scarce and streaming data. A discrete embedding space is first built using hash functions applied to the sensor measurements from which a Markov process model is derived, approximating the complex system’s dynamics. A control strategy is then learned using reinforcement learning once rewards relevant with respect to the control objective are identified. This method is designed for experimental configurations, requiring no computations nor prior knowledge of the system, and enjoys intrinsic robustness. It is illustrated on two systems: the control of the transitions of a Lorenz’63 dynamical system, and the control of the drag of a cylinder flow. The method is shown to perform well