Criterion for universality-class-independent critical fluctuations: example of the two-dimensional Ising model

Early warning signals of desertification transitions in semiarid ecosystems

The identification of early warning signals for regime shifts in ecosystems is of crucial importance given their impact in terms of economic and social effects. We present here the results of a theoretical study on the desertification transition in semiarid ecosystems under external stress. We performed numerical simulations based on a stochastic cellular automaton model, and we studied the dynamics of the vegetation clusters in terms of percolation theory, assumed as an effective tool for analyzing the geometrical properties of the clusters. Focusing on the role played by the strength of external stresses, measured by the mortality rate m, we followed the progressive degradation of the ecosystem for increasing m, identifying different stages: first, the fragmentation transition occurring at relatively low values of m, then the desertification transition at higher mortality rates, and finally the full desertification transition corresponding to the extinction of the vegetation and the almost complete degradation of the soil, attained at the maximum value of m. For each transition we calculated the spanning probabilities as functions of m and the percolation thresholds according to different spanning criteria. The identification of the different thresholds is proposed as an useful tool for monitoring the increasing degradation of real-world finite-size systems. Moreover, we studied the time fluctuations of the sizes of the biggest clusters of vegetated and nonvegetated cells over the entire range of mortality values. The change of sign in the skewness of the size distributions, occurring at the fragmentation threshold for the biggest vegetation cluster and at the desertification threshold for the nonvegetated cluster, offers new early warning signals for desertification. Other new and robust indicators are given by the maxima of the root-mean-square deviation of the distributions, which are attained respectively inside the fragmentation interval, for the vegetated biggest cluster, and inside the desertification interval, for the nonvegetated cluster.

Natural time analysis of the Centennial Earthquake Catalog

By using the most recent version (1900-2007) of the Centennial Earthquake Catalog, we examine the properties of the global seismicity. Natural time analysis reveals that the fluctuations of the order parameter κ(1) of seismicity exhibit for at least three orders of magnitude a characteristic feature similar to that of the order parameter for other equilibrium or non-equilibrium critical systems-including self-organized critical systems. Moreover, we find non-trivial magnitude correlations for earthquakes of magnitude greater than or equal to 7.

Magnitude correlations in global seismicity

By employing natural time analysis, we analyze the worldwide seismicity and study the existence of correlations between earthquake magnitudes. We find that global seismicity exhibits nontrivial magnitude correlations for earthquake magnitudes greater than M(w) 6.5.

Cluster-algorithm renormalization-group study of universal fluctuations in the two-dimensional Ising model

In this paper we propose a method to study critical systems numerically, which combines collective-mode algorithms and renormalization group on the lattice. This method is an improved version of the Monte Carlo renormalization group in the sense that it has all the advantages of cluster algorithms. As an application we considered the 2D Ising model and studied whether scale invariance or universality are possible underlying mechanisms responsible for the approximate "universal fluctuations" close to a so-called bulk temperature T(L) . "Universal fluctuations" were first proposed in the work of Bramwell, Holdsworth, and Pinton [Nature (London) 396, 552 (1998)] and stated that the probability density function of a global quantity for very dissimilar systems, such as a confined turbulent flow and a two-dimensional (2D) magnetic system, properly normalized to the first two moments, becomes similar to the "universal distribution," originally obtained for magnetization in the 2D XY model in the low-temperature region. The results for the critical exponents and the renormalization-group flow of the probability density function are very accurate and show no evidence to support that the approximate common shape of the PDF should be related to both scale invariance or universal behavior.

Space-time thermodynamics and subsystem observables in a kinetically constrained model of glassy materials

In a recent article [M. Merolle et al., Proc. Natl. Acad. Sci. U.S.A. 102, 10837 (2005)], it was argued that dynamic heterogeneity in d-dimensional glass formers is a manifestation of an order-disorder phenomenon in the d+1 dimensions of space time. By considering a dynamical analog of the free energy, evidence was found for phase coexistence between active and inactive regions of space time, and it was suggested that this phenomenon underlies the glass transition. Here we develop these ideas further by investigating in detail the one-dimensional Fredrickson-Andersen (FA) model, in which the active and inactive phases originate in the reducibility of the dynamics. We illustrate the phase coexistence by considering the distributions of mesoscopic space-time observables. We show how the analogy with phase coexistence can be strengthened by breaking microscopic reversibility in the FA model, leading to a nonequilibrium theory in the directed percolation universality class.

Temperature dependence of universal fluctuations in the two-dimensional harmonic XY model

We compute exact analytical expressions for the skewness and kurtosis in the two-dimensional harmonic XY model. These quantities correspond to the third and fourth normalized moments of the probability density function (PDF) of the magnetization of the model. From their behavior, we conclude that they depend explicitly on the system temperature even in the thermodynamic limit, and hence the PDF itself must depend on it. Our results correct the hypothesis called universal fluctuations, they confirm and extend previous results which showed a T dependence of the PDF, including perturbative expansions within the XY model up to first order in temperature.

Time-resolved-correlation measurements of temporally heterogeneous dynamics

Time resolved correlation (TRC) is a recently introduced light scattering technique that allows one to detect and quantify dynamic heterogeneities. The technique is based on the analysis of the temporal evolution of the speckle pattern generated by the light scattered by a sample, which is quantified by cI(t, tau), the degree of correlation between speckle images recorded at time t and t + tau. Heterogeneous dynamics results in significant fluctuations of cI(t,tau) with time t. We describe how to optimize TRC measurements and how to detect and avoid possible artifacts. The statistical properties of the fluctuations of cI are analyzed by studying their variance, probability distribution function, and time autocorrelation function. We show that these quantities are affected by a noise contribution due to the finite number N of detected speckles. We propose and demonstrate a method to correct for the noise contribution, based on a N--> infinity extrapolation scheme. Examples from both homogeneous and heterogeneous dynamics are provided. Connections with recent numerical and analytical works on heterogeneous glassy dynamics are briefly discussed.

Global fluctuations and Gumbel statistics

We explain how the statistics of global observables in correlated systems can be related to extreme value problems and to Gumbel statistics. This relationship then naturally leads to the emergence of the generalized Gumbel distribution Ga(x), with a real index a, in the study of global fluctuations. To illustrate these findings, we introduce an exactly solvable nonequilibrium model describing an energy flux on a lattice, with local dissipation, in which the fluctuations of the global energy are precisely described by the generalized Gumbel distribution.

Distribution of extremes in the fluctuations of two-dimensional equilibrium interfaces

We investigate the statistics of the maximal fluctuation of two-dimensional Gaussian interfaces. Its relation to the entropic repulsion between rigid walls and a confined interface is used to derive the average maximal [EQUATION: SEE TEXT]and the asymptotic behavior of the whole distribution for [EQUATION: SEE TEXT] for m finite with N2 and K the interface size and tension, respectively. The standardized form of P(m) does not depend on N or K, but shows a good agreement with Gumbel's first asymptote distribution with a particular noninteger parameter. The effects of the correlations among individual fluctuations on the extreme value statistics are discussed in our findings.

Similarity of fluctuations in correlated systems: the case of seismicity

We report a similarity of fluctuations in equilibrium critical phenomena and nonequilibrium systems, which is based on the concept of natural time. The worldwide seismicity as well as that of the San Andreas fault system and Japan are analyzed. An order parameter is chosen and its fluctuations relative to the standard deviation of the distribution are studied. We find that the scaled distributions fall on the same curve, which interestingly exhibits, over four orders of magnitude, features similar to those in several equilibrium critical phenomena (e.g., two-dimensional Ising model) as well as in nonequilibrium systems (e.g., three-dimensional turbulent flow).