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This book provides a challenging and stimulating introduction to the contemporary topics of complexity and criticality, and explores their common basis. Criticality refers to the behaviour of extended systems at a phase transition where scale invariance prevails; the many constituent microscopic parts bringing about macroscopic phenomena that cannot be understood by considering a single part alone. The phenomenology of phase transitions is introduced by considering percolation, a simple model with a purely geometrical percolating phase transition, thus enabling the reader to become intuitively familiar with concepts such as scale invariance and renormalisation. The Ising model, meanwhile, is a simple model capturing the phase transition from a disordered to an ordered system as the temperature is lowered in zero external field. By emphasising analogies between percolation and the Ising model, the reader's intuition of phase transitions is developed so that the underlying theoretical formalism may be appreciated fully. These equilibrium systems undergo a phase transition only if an external agent finely tunes certain external parameters to particular values. Besides fractals and phase transitions, there are many examples in Nature of the emergence of such complex behaviour in slowly driven non-equilibrium systems: earthquakes in seismic systems, avalanches in granular media and rainfall in the atmosphere. A class of non-equilibrium systems, with no constraints in having to tune external parameters to obtain critical behaviour, is addressed in the framework of simple models, revealing that repeated application of simple rules might spontaneously give rise to emergent complex behaviour not encoded in the rules themselves. The common basis of complexity and criticality is identified and applied to a range of non-equilibrium systems. Finally, the reader is invited to speculate whether self-organisation in non-equilibrium systems might be a unifying concept for disparate fields such as statistical mechanics, geophysics and atmospheric physics.
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| Preface | p. vii |
| Percolation | p. 1 |
| Introduction | p. 1 |
| Definition of site percolation | p. 3 |
| Quantities of interest | p. 3 |
| Percolation in d = 1 | p. 5 |
| Cluster number density | p. 6 |
| Average cluster size | p. 8 |
| Transition to percolation | p. 13 |
| Correlation function | p. 13 |
| Critical occupation probability | p. 14 |
| Percolation on the Bethe Lattice | p. 15 |
| Definition of the Bethe lattice | p. 15 |
| Critical occupation probability | p. 16 |
| Average cluster size | p. 16 |
| Transition to percolation | p. 19 |
| Cluster number density | p. 22 |
| Correlation function | p. 29 |
| Percolation in d = 2 | p. 30 |
| Transition to percolation | p. 31 |
| Average cluster size | p. 33 |
| Cluster number density - exact | p. 35 |
| Cluster number density - numerical | p. 35 |
| Cluster Number Density - Scaling Ansatz | p. 39 |
| Scaling function and data collapse | p. 41 |
| Scaling function and data collapse in d = 1 | p. 42 |
| Scaling function and data collapse on the Bethe lattice | p. 44 |
| Scaling function and data collapse in d = 2 | p. 49 |
| Scaling Relations | p. 51 |
| Geometric Properties of Clusters | p. 55 |
| Self-similarity and fractal dimension | p. 55 |
| Mass of a large but finite cluster at p = p[subscript c] | p. 58 |
| Correlation length | p. 62 |
| Mass of the percolating cluster for p > p[subscript c] | p. 63 |
| Finite-Size Scaling | p. 69 |
| Order parameter | p. 70 |
| Average cluster size and higher moments | p. 73 |
| Cluster number density | p. 75 |
| Non-Universal Critical Occupation Probabilities | p. 78 |
| Universal Critical Exponents | p. 81 |
| Real-Space Renormalisation | p. 82 |
| Self-similarity and the correlation length | p. 82 |
| Self-similarity and fixed points | p. 83 |
| Coarse graining and rescaling | p. 85 |
| Real-space renormalisation group procedure | p. 87 |
| Renormalisation in d = 1 | p. 91 |
| Renormalisation in d = 2 on a triangular lattice | p. 95 |
| Renormalisation in d = 2 on a square lattice | p. 98 |
| Approximation via the truncation of parameter space | p. 100 |
| Summary | p. 102 |
| Exercises | p. 104 |
| Ising Model | p. 115 |
| Introduction | p. 115 |
| Definition of the Ising model | p. 116 |
| Review of equilibrium statistical mechanics | p. 119 |
| Thermodynamic limit | p. 123 |
| System of Non-Interacting Spins | p. 124 |
| Partition function and free energy | p. 125 |
| Magnetisation and susceptibility | p. 127 |
| Energy and specific heat | p. 129 |
| Quantities of Interest | p. 131 |
| Magnetisation | p. 131 |
| Response functions | p. 133 |
| Correlation length and spin-spin correlation function | p. 134 |
| Critical temperature and external field | p. 135 |
| Symmetry breaking | p. 138 |
| Ising Model in d = 1 | p. 140 |
| Partition function | p. 141 |
| Free energy | p. 143 |
| Magnetisation and susceptibility | p. 145 |
| Energy and specific heat | p. 149 |
| Correlation function | p. 151 |
| Critical temperature | p. 154 |
| Mean-Field Theory of the Ising Model | p. 156 |
| Partition function and free energy | p. 157 |
| Magnetisation and susceptibility | p. 158 |
| Energy and specific heat | p. 166 |
| Landau Theory of the Ising Model | p. 169 |
| Free energy | p. 170 |
| Magnetisation and susceptibility | p. 172 |
| Specific heat | p. 175 |
| Landau Theory of Continuous Phase Transitions | p. 175 |
| Ising Model in d = 2 | p. 179 |
| Partition function | p. 179 |
| Magnetisation and susceptibility | p. 180 |
| Energy and specific heat | p. 184 |
| Critical temperature | p. 186 |
| Widom Scaling Ansatz | p. 188 |
| Scaling ansatz for the free energy | p. 190 |
| Scaling ansatz for the specific heat | p. 191 |
| Scaling ansatz for the magnetisation | p. 191 |
| Scaling ansatz for the susceptibility | p. 192 |
| Scaling ansatz for the spin-spin correlation function | p. 192 |
| Scaling Relations | p. 193 |
| Widom Scaling Form and Critical Exponents in d = 1 | p. 195 |
| Non-Universal Critical Temperatures | p. 198 |
| Universal Critical Exponents | p. 199 |
| Ginzburg Criterion | p. 200 |
| Real-Space Renormalisation | p. 202 |
| Kadanoff's block spin transformation | p. 202 |
| Kadanoff's block spin and the free energy | p. 206 |
| Kadanoff's block spin and the correlation function | p. 209 |
| Renormalisation in d = 1 | p. 211 |
| Renormalisation in d = 2 on a square lattice | p. 215 |
| Wilson's Renormalisation Group Theory | p. 222 |
| Coupling space and renormalisation group flow | p. 222 |
| Self-similarity and fixed points | p. 227 |
| Basin of attraction of fixed points | p. 229 |
| RG flow in coupling and configurational space | p. 230 |
| Universality and RG flow near fixed point | p. 231 |
| Widom scaling form | p. 235 |
| Summary | p. 237 |
| Exercises | p. 241 |
| Self-Organised Criticality | p. 249 |
| Introduction | p. 249 |
| Sandpile metaphor | p. 250 |
| BTW Model in d = 1 | p. 255 |
| Algorithm of the BTW model in d = 1 | p. 256 |
| Transient and recurrent configurations | p. 257 |
| Avalanche time series | p. 259 |
| Avalanche-size probability | p. 260 |
| Mean-Field Theory of the BTW Model | p. 264 |
| Random neighbour BTW model | p. 264 |
| Algorithm of the random neighbour BTW model | p. 264 |
| Steady state and the average avalanche size | p. 265 |
| Branching Process | p. 267 |
| Branching ratio | p. 267 |
| Avalanche-size probability - exact | p. 268 |
| Avalanche-size probability - scaling form | p. 270 |
| Avalanche-Size Probability - Scaling Ansatz | p. 273 |
| Scaling Relations | p. 275 |
| Moment Analysis of Avalanche-Size Probability | p. 276 |
| BTW Model in d = 2 | p. 278 |
| Algorithm of the BTW model in d = 2 | p. 278 |
| Steady state and the average avalanche size | p. 279 |
| Avalanche time series | p. 280 |
| Avalanche-size probability | p. 281 |
| Ricepile Experiment and the Oslo Model | p. 285 |
| Ricepile experiment | p. 285 |
| Ricepile avalanche time series | p. 287 |
| Ricepile avalanche-size probability density | p. 289 |
| Ricepile modelling | p. 290 |
| Algorithm of the Oslo model | p. 291 |
| Transient and recurrent configurations | p. 292 |
| Avalanche time series | p. 293 |
| Avalanche-size probability | p. 294 |
| Earthquakes and the OFC Model | p. 302 |
| Earthquake mechanism | p. 302 |
| Earthquake time series | p. 303 |
| Earthquake-size frequency | p. 304 |
| Earthquake modelling | p. 305 |
| Algorithm of the OFC model | p. 309 |
| Steady state and the average avalanche size | p. 310 |
| Avalanche time series | p. 314 |
| Avalanche-size probability | p. 318 |
| Rainfall | p. 325 |
| Rainfall mechanism | p. 325 |
| Rainfall time series | p. 326 |
| Rainfall-size number density | p. 329 |
| Summary | p. 331 |
| Exercises | p. 334 |
| Taylor Expansion | p. 341 |
| Hyperbolic Functions | p. 343 |
| Homogeneous and Scaling Functions | p. 345 |
| Fractals | p. 351 |
| Data Binning | p. 355 |
| Boltzmann Distribution | p. 359 |
| Free Energy | p. 361 |
| Metropolis Algorithm | p. 363 |
| Bibliography | p. 365 |
| List of Symbols | p. 371 |
| Table of Contents provided by Ingram. All Rights Reserved. |
ISBN: 9781860945045
ISBN-10: 186094504X
Series: Imperial College Press Advanced Physics Texts
Published: 4th October 2005
Format: Hardcover
Language: English
Number of Pages: 410
Audience: College, Tertiary and University
Publisher: World Scientific Publishing Co Pte Ltd
Country of Publication: GB
Dimensions (cm): 22.86 x 15.24 x 2.39
Weight (kg): 0.79
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