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Kay Jörg Wiese

Publications and source records attributed to Kay Jörg Wiese.

At least 19 recordsLinked to original sources

Benchmarking the Ising Universality Class in $3 \le d < 4$ dimensions

The Ising critical exponents $η$, $ν$ and $ω$ are determined up to one-per-thousand relative error in the whole range of dimensions $3 \le d < 4$, using numerical conformal-bootstrap techniques. A detailed comparison is made with results by the resummed epsilon-expansion in varying dimension, the analytic bootstrap, Monte Carlo and non-perturbative renormalization-group methods, finding very good overall agreement. Precise conformal field theory data of scaling dimensions and structure constants are obtained as functions of dimension, improving on earlier findings, and providing benchmarks in $3 \le d < 4$.

hep-th↗

Force-Force Correlator for Driven Disordered Systems at Finite Temperature

When driving a disordered elastic manifold through quenched disorder, the pinning forces exerted on the center of mass are fluctuating, with mean $f_c=-\overline{F_w} $ and variance $Δ(w)=\overline{F_w F_0}^c$, where $w$ is the externally imposed control parameter for the preferred position of the center of mass. $Δ(w)$ was obtained via the functional renormalization group in the limit of vanishing temperature $T\to 0$, and vanishing driving velocity $v\to 0$. There are two fixed points, and deformations thereof, which are well understood: The depinning fixed point ($T\to 0$ before $v\to 0$) rounded at $v>0$, and the zero-temperature equilibrium fixed point ($v\to 0$ before $T\to 0$) rounded at $T>0$. Here we consider the whole parameter space of driving velocity $v>0$ and temperature $T>0$, and quantify numerically the crossover between these two fixed points.

cond-mat.stat-mech↗

Depinning and flow of a vortex line in an uniaxial random medium

We study numerically and analytically the dynamics of a single directed elastic string driven through a 3-dimensional disordered medium. In the quasistatic limit the string is super-rough in the driving direction, with roughness exponent $ζ_{\parallel} = 1.25\pm 0.01$, dynamic exponent $z_{\parallel}= 1.43 \pm 0.01$, correlation-length exponent $ν= 1.33 \pm 0.02$, depinning exponent $β= 0.24\pm 0.01$, and avalanche-size exponent $τ_{\parallel} = 1.09 \pm 0.03$. In the transverse direction we find $ζ_{\perp} = 0.5 \pm 0.01$, $z_{\perp} = 2.27 \pm 0.05$, and $τ_{\perp} =1.17\pm 0.06$. We show that transverse fluctuations do not alter the critical exponents in the driving direction, as predicted by the planar approximation (PA) proposed in 1996 by Ertas and Kardar (EK). We check the PA for the force-force correlator, comparing to the functional renormalization group and simulations. Both Random-Bond (RB) and Random-Field (RF) disorder yield a single universality class, indistinguishable from the one of an elastic string in a 2-dimensional random medium. While $z_{\perp}=z_{\parallel}+1/ν$ and $ν=1/(2-ζ_{\parallel})$ of EK are satisfied, the transversal movement is that of a Brownian, with a clock set locally by the forward movement. This implies $ζ_\perp = (2-d)/2$, distinct from EK. At small driving velocities the distribution of local parallel displacements has a negative skewness, while in the transverse direction it is a Gaussian. For large scales, the system can be described by anisotropic effective temperatures. In the fast-flow regime the local displacement distributions become Gaussian in both directions and the effective temperatures vanish as $T^{\perp}_{\tt eff}\sim 1/v$ and $T^{\parallel}_{\tt eff}\sim 1/v^3$ for RB and as $T^{\perp}_{\tt eff} \approx T^{\parallel}_{\tt eff} \sim 1/v$ for RF.

cond-mat.dis-nn↗

Functionals of fractional Brownian motion and the three arcsine laws

Fractional Brownian motion is a non-Markovian Gaussian process indexed by the Hurst exponent $H\in [0,1]$, generalising standard Brownian motion to account for anomalous diffusion. Functionals of this process are important for practical applications as a standard reference point for non-equilibrium dynamics. We describe a perturbation expansion allowing us to evaluate many non-trivial observables analytically: We generalize the celebrated three arcsine-laws of standard Brownian motion. The functionals are: (i) the fraction of time the process remains positive, (ii) the time when the process last visits the origin, and (iii) the time when it achieves its maximum (or minimum). We derive expressions for the probability of these three functionals as an expansion in $ε= H-\tfrac{1}{2}$, up to second order. We find that the three probabilities are different, except for $H=\tfrac{1}{2}$ where they coincide. Our results are confirmed to high precision by numerical simulations.

cond-mat.stat-mech↗

An exact mapping between loop-erased random walks and an interacting field theory with two fermions and one boson

We give a simplified proof for the equivalence of loop-erased random walks to a lattice model containing two complex fermions, and one complex boson. This equivalence works on an arbitrary directed graph. Specifying to the $d$-dimensional hypercubic lattice, at large scales this theory reduces to a scalar $ϕ^4$-type theory with two complex fermions, and one complex boson. While the path integral for the fermions is the Berezin integral, for the bosonic field we can either use a complex field $ϕ(x)\in \mathbb C$ (standard formulation) or a nilpotent one satisfying $ϕ(x)^2 =0$. We discuss basic properties of the latter formulation, which has distinct advantages in the lattice model.

cond-mat.stat-mech↗

On the behavior of random RNA secondary structures near the glass transition

RNA forms elaborate secondary structures through intramolecular base pairing. These structures perform critical biological functions within each cell. Due to the availability of a polynomial algorithm to calculate the partition function over these structures, they are also a suitable system for the statistical physics of disordered systems. In this model, below the denaturation temperature, random RNA secondary structures exist in one of two phases: a strongly disordered, low-temperature glass phase, and a weakly disordered, high-temperature molten phase. The probability of two bases to pair decays with their distance with an exponent 3/2 in the molten phase, and about 4/3 in the glass phase. Inspired by previous results from a renormalized field theory of the glass transition separating the two phases, we numerically study this transition. We introduce distinct order parameters for each phase, that both vanish at the critical point. We finally explore the driving mechanism behind this transition.

q-bio.BM↗

Generalized arcsine laws for fractional Brownian motion

The three arcsine laws for Brownian motion are a cornerstone of extreme-value statistics. For a Brownian $B_t$ starting from the origin, and evolving during time $T$, one considers the following three observables: (i) the duration $t_+$ the process is positive, (ii) the time $t_{\rm last}$ the process last visits the origin, and (iii) the time $t_{\rm max}$ when it achieves its maximum (or minimum). All three observables have the same cumulative probability distribution expressed as an arcsine function, thus the name of arcsine laws. We show how these laws change for fractional Brownian motion $X_t$, a non-Markovian Gaussian process indexed by the Hurst exponent $H$. It generalizes standard Brownian motion (i.e. $H=\tfrac{1}{2}$). We obtain the three probabilities using a perturbative expansion in $ε= H-\tfrac{1}{2}$. While all three probabilities are different, this distinction can only be made at second order in $ε$. Our results are confirmed to high precision by extensive numerical simulations.

cond-mat.stat-mech↗

Pickands' constant at first order in an expansion around Brownian motion

In the theory of extreme values of Gaussian processes, many results are expressed in terms of the Pickands constant $\mathcal{H}_α$. This constant depends on the local self-similarity exponent $α$ of the process, i.e. locally it is a fractional Brownian motion (fBm) of Hurst index $H=α/2$. Despite its importance, only two values of the Pickands constant are known: ${\cal H}_1 =1$ and ${\cal H}_2=1/\sqrtπ$. Here, we extend the recent perturbative approach to fBm to include drift terms. This allows us to investigate the Pickands constant $\mathcal{H}_α$ around standard Brownian motion ($α=1$) and to derive the new exact result $\mathcal{H}_α=1 - (α-1) γ_{\rm E} + \mathcal{O}\!\left( α-1\right)^{2}$.

cond-mat.stat-mech↗

Universal correlations between shocks in the ground state of elastic interfaces in disordered media

The ground state of an elastic interface in a disordered medium undergoes collective jumps upon variation of external parameters. These mesoscopic jumps are called shocks, or static avalanches. Submitting the interface to a parabolic potential centered at $w$, we study the avalanches which occur as $w$ is varied. We are interested in the correlations between the avalanche sizes $S_1$ and $S_2$ occurring at positions $w_1$ and $w_2$. Using the Functional Renormalization Group (FRG), we show that correlations exist for realistic interface models below their upper critical dimension. Notably, the connected moment $ \langle S_1 S_2 \rangle^c$ is up to a prefactor exactly the renormalized disorder correlator, itself a function of $|w_2-w_1|$. The latter is the universal function at the center of the FRG; hence correlations between shocks are universal as well. All moments and the full joint probability distribution are computed to first non-trivial order in an $ε$-expansion below the upper critical dimension. To quantify the local nature of the coupling between avalanches, we calculate the correlations of their local jumps. We finally test our predictions against simulations of a particle in random-bond and random-force disorder, with surprisingly good agreement.

cond-mat.dis-nn↗

Extreme-Value Statistics of Fractional Brownian Motion Bridges

Fractional Brownian motion is a self-affine, non-Markovian and translationally invariant generalization of Brownian motion, depending on the Hurst exponent $H$. Here we investigate fractional Brownian motion where both the starting and the end point are zero, commonly referred to as bridge processes. Observables are the time $t_+$ the process is positive, the maximum $m$ it achieves, and the time $t_{\rm max}$ when this maximum is taken. Using a perturbative expansion around Brownian motion ($H=\frac12$), we give the first-order result for the probability distribution of these three variables, and the joint distribution of $m$ and $t_{\rm max}$. Our analytical results are tested, and found in excellent agreement, with extensive numerical simulations, both for $H>\frac12$ and $H<\frac12$. This precision is achieved by sampling processes with a free endpoint, and then converting each realization to a bridge process, in generalization to what is usually done for Brownian motion.

cond-mat.stat-mech↗

Coherent-state path integral versus coarse-grained effective stochastic equation of motion: From reaction diffusion to stochastic sandpiles

We derive and study two different formalisms used for non-equilibrium processes: The coherent-state path integral, and an effective, coarse-grained stochastic equation of motion. We first study the coherent-state path integral and the corresponding field theory, using the annihilation process $A+A\to A$ as an example. The field theory contains counter-intuitive quartic vertices. We show how they can be interpreted in terms of a first-passage problem. Reformulating the coherent-state path integral as a stochastic equation of motion, the noise generically becomes imaginary. This renders it not only difficult to interpret, but leads to convergence problems at finite times. We then show how alternatively an effective coarse-grained stochastic equation of motion with real noise can be constructed. The procedure is similar in spirit to the derivation of the mean-field approximation for the Ising model, and the ensuing construction of its effective field theory. We finally apply our findings to stochastic Manna sandpiles. We show that the coherent-state path integral is inappropriate, or at least inconvenient. As an alternative, we derive and solve its mean-field approximation, which we then use to construct a coarse-grained stochastic equation of motion with real noise.

cond-mat.stat-mech↗

Perturbative Expansion for the Maximum of Fractional Brownian Motion

Brownian motion is the only random process which is Gaussian, stationary and Markovian. Dropping the Markovian property, i.e. allowing for memory, one obtains a class of processes called fractional Brownian motion, indexed by the Hurst exponent $H$. For $H=1/2$, Brownian motion is recovered. We develop a perturbative approach to treat the non-locality in time in an expansion in $\varepsilon = H-1/2$. This allows us to derive analytic results beyond scaling exponents for various observables related to extreme value statistics: The maximum $m$ of the process and the time $t_{\text{max}}$ at which this maximum is reached, as well as their joint distribution. We test our analytical predictions with extensive numerical simulations for different values of $H$. They show excellent agreement, even for $H$ far from $1/2$.

cond-mat.stat-mech↗

Distribution of joint local and total size and of extension for avalanches in the Brownian force model

The Brownian force model (BFM) is a mean-field model for the local velocities during avalanches in elastic interfaces of internal space dimension $d$, driven in a random medium. It is exactly solvable via a non-linear differential equation. We study avalanches following a kick, i.e. a step in the driving force. We first recall the calculation of the distributions of the global size (total swept area) and of the local jump size for an arbitrary kick amplitude. We extend this calculation to the joint density of local and global sizes within a single avalanche, in the limit of an infinitesimal kick. When the interface is driven by a single point we find new exponents $τ_0=5/3$ and $τ=7/4$, depending on whether the force or the displacement is imposed. We show that the extension of a single avalanche along one internal direction (i.e. the total length in $d=1$) is finite and we calculate its distribution, following either a local or a global kick. In all cases it exhibits a divergence $P(\ell) \sim \ell^{-3}$ at small $\ell$. Most of our results are tested in a numerical simulation in dimension $d=1$.

cond-mat.dis-nn↗

Spatial shape of avalanches in the Brownian force model

We study the Brownian force model (BFM), a solvable model of avalanche statistics for an interface, in a general discrete setting. The BFM describes the overdamped motion of elastically coupled particles driven by a parabolic well in independent Brownian force landscapes. Avalanches are defined as the collective jump of the particles in response to an arbitrary monotonous change in the well position (i.e. in the applied force). We derive an exact formula for the joint probability distribution of these jumps. From it we obtain the joint density of local avalanche sizes for stationary driving in the quasi-static limit near the depinning threshold. A saddle-point analysis predicts the spatial shape of avalanches in the limit of large aspect ratios for the continuum version of the model. We then study fluctuations around this saddle point, and obtain the leading corrections to the mean shape, the fluctuations around the mean shape and the shape asymmetry, for finite aspect ratios. Our results are finally confronted to numerical simulations.

cond-mat.dis-nn↗

Experimental evidence for three universality classes for reaction fronts in disordered flows

Self-sustained reaction fronts in a disordered medium subject to an external flow display self-affine roughening, pinning and depinning transitions. We measure spatial and temporal fluctuations of the front in $1+1$ dimensions, controlled by a single parameter, the mean flow velocity. Three distinct universality classes are observed, consistent with the Kardar-Parisi-Zhang (KPZ) class for fast advancing or receding fronts, the quenched KPZ class (positive-qKPZ) when the mean flow approximately cancels the reaction rate, and the negative-qKPZ class for slowly receding fronts. Both quenched KPZ classes exhibit distinct depinning transitions, in agreement with the theory.

cond-mat.stat-mech↗

An exact mapping of the stochastic field theory for Manna sandpiles to interfaces in random media

We show that the stochastic field theory for directed percolation in presence of an additional conservation law (the C-DP class) can be mapped exactly to the continuum theory for the depinning of an elastic interface in short-range correlated quenched disorder. On one line of parameters commonly studied, this mapping leads to the simplest overdamped dynamics. Away from this line, an additional memory term arises in the interface dynamics; we argue that it does not change the universality class. Since C-DP is believed to describe the Manna class of self-organized criticality, this shows that Manna stochastic sandpiles and disordered elastic interfaces (i.e. the quenched Edwards-Wilkinson model) share the same universal large-scale behavior.

cond-mat.dis-nn↗

Avalanche shape and exponents beyond mean-field theory

Elastic systems, such as magnetic domain walls, density waves, contact lines, and cracks, are all pinned by substrate disorder. When driven, they move via successive jumps called avalanches, with power law distributions of size, duration and velocity. Their exponents, and the shape of an avalanche, defined as its mean velocity as function of time, have recently been studied. They are known approximatively from experiments and simulations, and were predicted from mean-field models, such as the Brownian force model (BFM), where each point of the elastic interface sees a force field which itself is a random walk. As we showed in EPL 97 (2012) 46004, the BFM is the starting point for an $ε= d_{\rm c}-d$ expansion around the upper critical dimension, with $d_{\rm c}=4$ for short-ranged elasticity, and $d_{\rm c}=2$ for long-ranged elasticity. Here we calculate analytically the ${\cal O}(ε)$, i.e. 1-loop, correction to the avalanche shape at fixed duration $T$, for both types of elasticity. The exact expression is well approximated by $\left< \dot u(t=x T)\right>_T\simeq [ Tx(1-x)]^{γ-1} \exp\left( {\cal A}\left[\frac12-x\right]\right)$, $0<x<1$. The asymmetry ${\cal A}\approx - 0.336 (1-d/d_{\rm c})$ is negative for $d$ close to $d_{\rm c}$, skewing the avalanche towards its end, as observed in numerical simulations in $d=2$ and $3$. The exponent $γ=(d+ζ)/z$ is given by the two independent exponents at depinning, the roughness $ζ$ and the dynamical exponent $z$. We propose a general procedure to predict other avalanche exponents in terms of $ζ$ and $z$. We finally introduce and calculate the shape at fixed avalanche size, not yet measured in experiments or simulations.

cond-mat.dis-nn↗