Driven particle in a random landscape: disorder correlator, avalanche distribution, and extreme value statistics of records

Avalanches and Extreme Value Statistics of a Mesoscale Moving Contact Line

We report direct atomic force microscopy measurements of pinning-depinning dynamics of a circular moving contact line (CL) over the rough surface of a micron-sized vertical hanging glass fiber, which intersects a liquid-air interface. The measured capillary force acting on the CL exhibits sawtoothlike fluctuations, with a linear accumulation of force of slope k (stick) followed by a sharp release of force δf, which is proportional to the CL slip length. From a thorough analysis of a large volume of the stick-slip events, we find that the local maximal force F_{c} needed for CL depinning follows the extreme value statistics and the measured δf follows the avalanche dynamics with a power law distribution in good agreement with the Alessandro-Beatrice-Bertotti-Montorsi (ABBM) model. The experiment provides an accurate statistical description of the CL dynamics at mesoscale, which has important implications to a common class of problems involving stick-slip motion in a random defect or roughness landscape.

Statistical laws of stick-slip friction at mesoscale

Friction between two rough solid surfaces often involves local stick-slip events occurring at different locations of the contact interface. If the apparent contact area is large, multiple local slips may take place simultaneously and the total frictional force is a sum of the pinning forces imposed by many asperities on the interface. Here, we report a systematic study of stick-slip friction over a mesoscale contact area using a hanging-beam lateral atomic-force-microscope, which is capable of resolving frictional force fluctuations generated by individual slip events and measuring their statistical properties at the single-slip resolution. The measured probability density functions (PDFs) of the slip length δxs, the maximal force Fc needed to trigger the local slips, and the local force gradient [Formula: see text] of the asperity-induced pinning force field provide a comprehensive statistical description of stick-slip friction that is often associated with the avalanche dynamics at a critical state. In particular, the measured PDF of δxs obeys a power law distribution and the power-law exponent is explained by a new theoretical model for the under-damped spring-block motion under a Brownian-correlated pinning force field. This model provides a long-sought physical mechanism for the avalanche dynamics in stick-slip friction at mesoscale.

Force Correlations in Disordered Magnets

We present a proof of principle for the validity of the functional renormalization group, by measuring the force correlations in Barkhausen-noise experiments. Our samples are soft ferromagnets in two distinct universality classes, differing in the range of spin interactions, and the effects of eddy currents. We show that the force correlations have a universal form predicted by the functional renormalization group, distinct for short-range and long-range elasticity, and mostly independent of eddy currents. In all cases correlations grow linearly at small distances, as in mean-field models, but in contrast to the latter are bounded at large distances. As a consequence, avalanches are anti-correlated. We derive bounds for these anticorrelations, which are saturated in the experiments, showing that the multiple domain walls in our samples effectively behave as a single wall.

Theory and experiments for disordered elastic manifolds, depinning, avalanches, and sandpiles

Domain walls in magnets, vortex lattices in superconductors, contact lines at depinning, and many other systems can be modeled as an elastic system subject to quenched disorder. The ensuing field theory possesses a well-controlled perturbative expansion around its upper critical dimension. Contrary to standard field theory, the renormalization group (RG) flow involves a function, the disorder correlator Δ(w), and is therefore termed the functional RG. Δ(w) is a physical observable, the auto-correlation function of the center of mass of the elastic manifold. In this review, we give a pedagogical introduction into its phenomenology and techniques. This allows us to treat both equilibrium (statics), and depinning (dynamics). Building on these techniques, avalanche observables are accessible: distributions of size, duration, and velocity, as well as the spatial and temporal shape. Various equivalences between disordered elastic manifolds, and sandpile models exist: an elastic string driven at a point and the Oslo model; disordered elastic manifolds and Manna sandpiles; charge density waves and Abelian sandpiles or loop-erased random walks. Each of the mappings between these systems requires specific techniques, which we develop, including modeling of discrete stochastic systems via coarse-grained stochastic equations of motion, super-symmetry techniques, and cellular automata. Stronger than quadratic nearest-neighbor interactions lead to directed percolation, and non-linear surface growth with additional Kardar-Parisi-Zhang (KPZ) terms. On the other hand, KPZ without disorder can be mapped back to disordered elastic manifolds, either on the directed polymer for its steady state, or a single particle for its decay. Other topics covered are the relation between functional RG and replica symmetry breaking, and random-field magnets. Emphasis is given to numerical and experimental tests of the theory.

Statistical properties of avalanches via the c-record process

We study the statistics of avalanches, as a response to an applied force, undergone by a particle hopping on a one-dimensional lattice where the pinning forces at each site are independent and identically distributed (i.i.d.), each drawn from a continuous f(x). The avalanches in this model correspond to the interrecord intervals in a modified record process of i.i.d. variables, defined by a single parameter c>0. This parameter characterizes the record formation via the recursive process R_{k}>R_{k-1}-c, where R_{k} denotes the value of the kth record. We show that for c>0, if f(x) decays slower than an exponential for large x, the record process is nonstationary as in the standard c=0 case. In contrast, if f(x) has a faster than exponential tail, the record process becomes stationary and the avalanche size distribution π(n) has a decay faster than 1/n^{2} for large n. The marginal case where f(x) decays exponentially for large x exhibits a phase transition from a nonstationary phase to a stationary phase as c increases through a critical value c_{crit}. Focusing on f(x)=e^{-x} (with x≥0), we show that c_{crit}=1 and for c<1, the record statistics is nonstationary. However, for c>1, the record statistics is stationary with avalanche size distribution π(n)∼n^{-1-λ(c)} for large n. Consequently, for c>1, the mean number of records up to N steps grows algebraically ∼N^{λ(c)} for large N. Remarkably, the exponent λ(c) depends continuously on c for c>1 and is given by the unique positive root of c=-ln(1-λ)/λ. We also unveil the presence of nontrivial correlations between avalanches in the stationary phase that resemble earthquake sequences.

Signatures of the spatial extent of plastic events in the yielding transition in amorphous solids

Amorphous solids are yield stress materials that flow when a sufficient load is applied. Their flow consists of periods of elastic loading interrupted by rapid stress drops, or avalanches, coming from microscopic rearrangements known as shear transformations (STs). Here we show that the spatial extent of avalanches in a steadily sheared amorphous solid has a profound effect on the distribution of local residual stresses that in turn determines the stress drop statistics. As reported earlier, the most unstable sites are located in a flat "plateau" region that decreases with system size. While the entrance into the plateau is set by the lower cutoff of the mechanical noise produced by individual STs, the departure from the usually assumed power-law (pseudogap) form of the residual stress distribution comes from far field effects related to spatially extended rearrangements. Interestingly, we observe that the average residual stress of the weakest sites is located in an intermediate power-law regime between the pseudogap and the plateau regimes, whose exponent decreases with system size. Our findings imply a new scaling relation linking the exponents characterizing the avalanche size and residual stress distributions.

Mean-field theories for depinning and their experimental signatures

Mean-field theory is an approximation replacing an extended system by a few variables. For depinning of elastic manifolds, these are the position u of its center of mass and the statistics of the forces F(u). There are two proposals how to model the latter: as a random walk (ABBM model), or as uncorrelated forces at integer u (discretized particle model, DPM). While for many experiments the ABBM model (in the literature misleadingly equated with mean-field theory) makes quantitatively correct predictions for the distributions of velocities, or avalanche size and duration, the microscopic disorder force-force correlations cannot grow linearly, and thus unboundedly as a random walk, with distance. Even the effective (renormalized) disorder forces which do so at small distances are bounded at large distances. To describe both regimes, we model forces as an Ornstein-Uhlenbeck process. The latter has the statistics of a random walk at small scales, and is uncorrelated at large scales. By connecting to results in both limits, we solve the model largely analytically, allowing us to describe in all regimes the distributions of velocity, avalanche size, and duration. To establish experimental signatures of this transition, we study the response function, and the correlation function of position u, velocity u[over ̇], and forces F under slow driving with velocity v>0. While at v=0 force or position correlations have a cusp at the origin and then decay at least exponentially fast to zero, this cusp is rounded at a finite driving velocity. We give a detailed analytic analysis for this rounding by velocity, which allows us, given experimental data, to extract the timescale of the response function, and to reconstruct the force-force correlator at v=0. The latter is the central object of the field theory, and as such contains detailed information about the universality class in question. We test our predictions by careful numerical simulations extending over up to ten orders in magnitude.

Dimensional reduction breakdown and correction to scaling in the random-field Ising model

We provide a theoretical analysis by means of the nonperturbative functional renormalization group (NP-FRG) of the corrections to scaling in the critical behavior of the random-field Ising model (RFIM) near the dimension d_{DR}≈5.1 that separates a region where the renormalized theory at the fixed point is supersymmetric and critical scaling satisfies the d→d-2 dimensional reduction property (d>d_{DR}) from a region where both supersymmetry and dimensional reduction break down at criticality (d<d_{DR}). We show that the NP-FRG results are in very good agreement with recent large-scale lattice simulations of the RFIM in d=5 and we detail the consequences for the leading correction-to-scaling exponent of the peculiar boundary-layer mechanism by which the dimensional-reduction fixed point disappears and the dimensional-reduction-broken fixed point emerges in d_{DR}.

Non-Gaussian tail in the force distribution: a hallmark of correlated disorder in the host media of elastic objects

Inferring the nature of disorder in the media where elastic objects are nucleated is of crucial importance for many applications but remains a challenging basic-science problem. Here we propose a method to discern whether weak-point or strong-correlated disorder dominates based on characterizing the distribution of the interaction forces between objects mapped in large fields-of-view. We illustrate our proposal with the case-study system of vortex structures nucleated in type-II superconductors with different pinning landscapes. Interaction force distributions are computed from individual vortex positions imaged in thousands-vortices fields-of-view in a two-orders-of-magnitude-wide vortex-density range. Vortex structures nucleated in point-disordered media present Gaussian distributions of the interaction force components. In contrast, if the media have dilute and randomly-distributed correlated disorder, these distributions present non-Gaussian algebraically-decaying tails for large force magnitudes. We propose that detecting this deviation from the Gaussian behavior is a fingerprint of strong disorder, in our case originated from a dilute distribution of correlated pinning centers.

Universal properties of a run-and-tumble particle in arbitrary dimension

We consider an active run-and-tumble particle (RTP) in d dimensions, starting from the origin and evolving over a time interval [0,t]. We examine three different models for the dynamics of the RTP: the standard RTP model with instantaneous tumblings, a variant with instantaneous runs and a general model in which both the tumblings and the runs are noninstantaneous. For each of these models, we use the Sparre Andersen theorem for discrete-time random walks to compute exactly the probability that the x component does not change sign up to time t, showing that it does not depend on d. As a consequence of this result, we compute exactly other x-component properties, namely, the distribution of the time of the maximum and the record statistics, showing that they are universal, i.e., they do not depend on d. Moreover, we show that these universal results hold also if the speed v of the particle after each tumbling is random, drawn from a generic probability distribution. Our findings are confirmed by numerical simulations. Some of these results have been announced in a recent Letter [Phys. Rev. Lett. 124, 090603 (2020)10.1103/PhysRevLett.124.090603].

Extreme events for fractional Brownian motion with drift: Theory and numerical validation

We study the first-passage time, the distribution of the maximum, and the absorption probability of fractional Brownian motion of Hurst parameter H with both a linear and a nonlinear drift. The latter appears naturally when applying nonlinear variable transformations. Via a perturbative expansion in ɛ=H-1/2, we give the first-order corrections to the classical result for Brownian motion analytically. Using a recently introduced adaptive-bisection algorithm, which is much more efficient than the standard Davies-Harte algorithm, we test our predictions for the first-passage time on grids of effective sizes up to N_{eff}=2^{28}≈2.7×10^{8} points. The agreement between theory and simulations is excellent, and by far exceeds in precision what can be obtained by scaling alone.

Universal Survival Probability for a d-Dimensional Run-and-Tumble Particle

We consider an active run-and-tumble particle (RTP) in d dimensions and compute exactly the probability S(t) that the x component of the position of the RTP does not change sign up to time t. When the tumblings occur at a constant rate, we show that S(t) is independent of d for any finite time t (and not just for large t), as a consequence of the celebrated Sparre Andersen theorem for discrete-time random walks in one dimension. Moreover, we show that this universal result holds for a much wider class of RTP models in which the speed v of the particle after each tumbling is random, drawn from an arbitrary probability distribution. We further demonstrate, as a consequence, the universality of the record statistics in the RTP problem.

Extreme event statistics in a drifting Markov chain

We analyze extreme event statistics of experimentally realized Markov chains with various drifts. Our Markov chains are individual trajectories of a single atom diffusing in a one-dimensional periodic potential. Based on more than 500 individual atomic traces we verify the applicability of the Sparre Andersen theorem to our system despite the presence of a drift. We present detailed analysis of four different rare-event statistics for our system: the distributions of extreme values, of record values, of extreme value occurrence in the chain, and of the number of records in the chain. We observe that, for our data, the shape of the extreme event distributions is dominated by the underlying exponential distance distribution extracted from the atomic traces. Furthermore, we find that even small drifts influence the statistics of extreme events and record values, which is supported by numerical simulations, and we identify cases in which the drift can be determined without information about the underlying random variable distributions. Our results facilitate the use of extreme event statistics as a signal for small drifts in correlated trajectories.

Correspondence between a noisy sample-space-reducing process and records in correlated random events

We study survival time statistics in a noisy sample-space-reducing (SSR) process. Our simulations suggest that both the mean and standard deviation scale as ∼N/N^{λ}, where N is the system size and λ is a tunable parameter that characterizes the process. The survival time distribution has the form P_{N}(τ)∼N^{-θ}J(τ/N^{θ}), where J is a universal scaling function and θ=1-λ. Analytical insight is provided by a conjecture for the equivalence between the survival time statistics in the noisy SSR process and the record statistics in a correlated time series modeled as a drifted random walk with Cauchy distributed jumps.

Records in fractal stochastic processes

The record statistics in stationary and non-stationary fractal time series is studied extensively. By calculating various concepts in record dynamics, we find some interesting results. In stationary fractional Gaussian noises, we observe a universal behavior for the whole range of Hurst exponents. However, for non-stationary fractional Brownian motions, the record dynamics is crucially dependent on the memory, which plays the role of a non-stationarity index, here. Indeed, the deviation from the results of the stationary case increases by increasing the Hurst exponent in fractional Brownian motions. We demonstrate that the memory governs the dynamics of the records as long as it causes non-stationarity in fractal stochastic processes; otherwise, it has no impact on the record statistics.

Interevent Correlations from Avalanches Hiding Below the Detection Threshold

Numerous systems ranging from deformation of materials to earthquakes exhibit bursty dynamics, which consist of a sequence of events with a broad event size distribution. Very often these events are observed to be temporally correlated or clustered, evidenced by power-law-distributed waiting times separating two consecutive activity bursts. We show how such interevent correlations arise simply because of a finite detection threshold, created by the limited sensitivity of the measurement apparatus, or used to subtract background activity or noise from the activity signal. Data from crack-propagation experiments and numerical simulations of a nonequilibrium crack-line model demonstrate how thresholding leads to correlated bursts of activity by separating the avalanche events into subavalanches. The resulting temporal subavalanche correlations are well described by our general scaling description of thresholding-induced correlations in crackling noise.

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 〈S_{1}S_{2}〉^{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 nontrivial 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.

Exact Statistics of Record Increments of Random Walks and Lévy Flights

We study the statistics of increments in record values in a time series {x_{0}=0,x_{1},x_{2},…,x_{n}} generated by the positions of a random walk (discrete time, continuous space) of duration n steps. For arbitrary jump length distribution, including Lévy flights, we show that the distribution of the record increment becomes stationary, i.e., independent of n for large n, and compute it explicitly for a wide class of jump distributions. In addition, we compute exactly the probability Q(n) that the record increments decrease monotonically up to step n. Remarkably, Q(n) is universal (i.e., independent of the jump distribution) for each n, decaying as Q(n)∼A/sqrt[n] for large n, with a universal amplitude A=e/sqrt[π]=1.53362….

Avalanches and hysteresis in frustrated superconductors and XY spin glasses

We study avalanches along the hysteresis loop of long-range interacting spin glasses with continuous XY symmetry, which serves as a toy model of granular superconductors with long-range and frustrated Josephson couplings. We identify sudden jumps in the T=0 configurations of the XY phases as an external field is increased. They are initiated by the softest mode of the inverse susceptibility matrix becoming unstable, which induces an avalanche of phase updates (or spin alignments). We analyze the statistics of these events and study the correlation between the nonlinear avalanches and the soft mode that initiates them. We find that the avalanches follow the directions of a small fraction of the softest modes of the inverse susceptibility matrix, similarly as was found in avalanches in jammed systems. In contrast to the similar Ising spin glass (Sherrington-Kirkpatrick) studied previously, we find that avalanches are not distributed with a scale-free power law but rather have a typical size which scales with the system size. We also observe that the Hessians of the spin-glass minima are not part of standard random matrix ensembles as the lowest eigenvector has a fractal support.

Retention capacity of correlated surfaces

We extend the water retention model [C. L. Knecht et al., Phys. Rev. Lett. 108, 045703 (2012)] to correlated random surfaces. We find that the retention capacity of discrete random landscapes is strongly affected by spatial correlations among the heights. This phenomenon is related to the emergence of power-law scaling in the lake volume distribution. We also solve the uncorrelated case exactly for a small lattice and present bounds on the retention of uncorrelated landscapes.

Viscoelastic effects in avalanche dynamics: a key to earthquake statistics

In many complex systems a continuous input of energy over time can be suddenly relaxed in the form of avalanches. Conventional avalanche models disregard the possibility of internal dynamical effects in the interavalanche periods, and thus miss basic features observed in some real systems. We address this issue by studying a model with viscoelastic relaxation, showing how coherent oscillations of the stress field can emerge spontaneously. Remarkably, these oscillations generate avalanche patterns that are similar to those observed in seismic phenomena.

Statistics of shocks in a toy model with heavy tails

We study the energy minimization for a particle in a quadratic well in the presence of short-ranged heavy-tailed disorder, as a toy model for an elastic manifold. The discrete model is shown to be described in the scaling limit by a continuum Poisson process model which captures the three universality classes. This model is solved in general, and we give, in the present case (Frechet class), detailed results for the distribution of the minimum energy and position, and the distribution of the sizes of the shocks (i.e., switches in the ground state) which arise as the position of the well is varied. All these distributions are found to exhibit heavy tails with modified exponents. These results lead to an "exotic regime" in Burgers turbulence decaying from a heavy-tailed initial condition.

Statistics of avalanches with relaxation and Barkhausen noise: a solvable model

We study a generalization of the Alessandro-Beatrice-Bertotti-Montorsi (ABBM) model of a particle in a Brownian force landscape, including retardation effects. We show that under monotonous driving the particle moves forward at all times, as it does in absence of retardation (Middleton's theorem). This remarkable property allows us to develop an analytical treatment. The model with an exponentially decaying memory kernel is realized in Barkhausen experiments with eddy-current relaxation and has previously been shown numerically to account for the experimentally observed asymmetry of Barkhausen pulse shapes. We elucidate another qualitatively new feature: the breakup of each avalanche of the standard ABBM model into a cluster of subavalanches, sharply delimited for slow relaxation under quasistatic driving. These conditions are typical for earthquake dynamics. With relaxation and aftershock clustering, the present model includes important ingredients for an effective description of earthquakes. We analyze quantitatively the limits of slow and fast relaxation for stationary driving with velocity v>0. The v-dependent power-law exponent for small velocities, and the critical driving velocity at which the particle velocity never vanishes, are modified. We also analyze nonstationary avalanches following a step in the driving magnetic field. Analytically, we obtain the mean avalanche shape at fixed size, the duration distribution of the first subavalanche, and the time dependence of the mean velocity. We propose to study these observables in experiments, allowing a direct measurement of the shape of the memory kernel and tracing eddy current relaxation in Barkhausen noise.

Avalanche dynamics of elastic interfaces

Slowly driven elastic interfaces, such as domain walls in dirty magnets, contact lines wetting a nonhomogeneous substrate, or cracks in brittle disordered material proceed via intermittent motion, called avalanches. Here we develop a field-theoretic treatment to calculate, from first principles, the space-time statistics of instantaneous velocities within an avalanche. For elastic interfaces at (or above) their (internal) upper critical dimension d≥d(uc) (d(uc)=2,4 respectively for long-ranged and short-ranged elasticity) we show that the field theory for the center of mass reduces to the motion of a point particle in a random-force landscape, which is itself a random walk [Alessandro, Beatrice, Bertotti, and Montorsi (ABBM) model]. Furthermore, the full spatial dependence of the velocity correlations is described by the Brownian-force model (BFM) where each point of the interface sees an independent Brownian-force landscape. Both ABBM and BFM can be solved exactly in any dimension d (for monotonous driving) by summing tree graphs, equivalent to solving a (nonlinear) instanton equation. We focus on the limit of slow uniform driving. This tree approximation is the mean-field theory (MFT) for realistic interfaces in short-ranged disorder, up to the renormalization of two parameters at d=d(uc). We calculate a number of observables of direct experimental interest: Both for the center of mass, and for a given Fourier mode q, we obtain various correlations and probability distribution functions (PDF's) of the velocity inside an avalanche, as well as the avalanche shape and its fluctuations (second shape). Within MFT we find that velocity correlations at nonzero q are asymmetric under time reversal. Next we calculate, beyond MFT, i.e., including loop corrections, the one-time PDF of the center-of-mass velocity u[over ·] for dimension d<d(uc). The singularity at small velocity P(u[over ·])~1/u[over ·](a) is substantially reduced from a=1 (MFT) to a=1-2/9(4-d)+... (short-ranged elasticity) and a=1-4/9(2-d)+... (long-ranged elasticity). We show how the dynamical theory recovers the avalanche-size distribution, and how the instanton relates to the response to an infinitesimal step in the force.

Record-breaking statistics for random walks in the presence of measurement error and noise

We examine distance record setting by a random walker in the presence of a measurement error δ and additive noise γ and show that the mean number of (upper) records up to n steps still grows universally as (R(n)) ~ n(1/2) for large n for all jump densities, including Lévy distributions, and for all δ and γ. In contrast, the pace of record setting, measured by the amplitude of the n(1/2) growth, depends on δ and γ. In the absence of noise (γ=0), the amplitude S(δ) is evaluated explicitly for arbitrary jump distributions and it decreases monotonically with increasing δ whereas, in the case of perfect measurement (δ=0), the corresponding amplitude T(γ) increases with γ. The exact results for S(δ) offer a new perspective for characterizing instrumental precision by means of record counting. Our analytical results are supported by extensive numerical simulations.

Avalanches and dimensional reduction breakdown in the critical behavior of disordered systems

We investigate the connection between a formal property of the critical behavior of several disordered systems, known as "dimensional reduction," and the presence in these systems at zero temperature of collective events known as "avalanches." Avalanches generically produce nonanalyticities in the functional dependence of the cumulants of the renormalized disorder. We show that this leads to a breakdown of the dimensional reduction predictions if and only if the fractal dimension characterizing the scaling properties of the avalanches is exactly equal to the difference between the dimension of space and the scaling dimension of the primary field. This is proven by combining scaling theory and the functional renormalization group. We therefore clarify the puzzle of why dimensional reduction remains valid in random field systems above a nontrivial dimension (but fails below), always applies to the statistics of branched polymer, and is always wrong in elastic models of interfaces in a random environment.

Universal fluctuations and extreme statistics of avalanches near the depinning transition

We derive exact predictions for universal scaling exponents and scaling functions associated with the statistics of maximum velocities v(m) during avalanches described by the mean-field theory of the interface depinning transition. In particular, we find a robust power-law regime in the statistics of maximum events that can explain the observed distribution of the peak amplitudes in acoustic emission experiments of crystal plasticity. Our results are expected to be broadly applicable to a broad range of systems in the mean-field interface depinning universality class, ranging from magnets to earthquakes.

Smectic order, pinning, and phase transition in a smectic-liquid-crystal cell with a random substrate

We study smectic-liquid-crystal order in a cell with a heterogeneous substrate imposing surface random positional and orientational pinnings. Proposing a minimal random elastic model, we demonstrate that, for a thick cell, the smectic state without a rubbed substrate is always unstable at long scales and, for weak random pinning, is replaced by a smectic glass state. We compute the statistics of the associated substrate-driven distortions and the characteristic smectic domain size on the heterogeneous substrate and in the bulk. We find that for weak disorder, the system exhibits a three-dimensional temperature-controlled phase transition between a weakly and strongly pinned smectic glass states akin to the Cardy-Ostlund phase transition. We explore experimental implications of the predicted phenomenology and suggest that it provides a plausible explanation for the experimental observations on polarized light microscopy and x-ray scattering.

Quasi-periodic events in crystal plasticity and the self-organized avalanche oscillator

When external stresses in a system--physical, social or virtual--are relieved through impulsive events, it is natural to focus on the attributes of these avalanches. However, during the quiescent periods between them, stresses may be relieved through competing processes, such as slowly flowing water between earthquakes or thermally activated dislocation flow between plastic bursts in crystals. Such smooth responses can in turn have marked effects on the avalanche properties. Here we report an experimental investigation of slowly compressed nickel microcrystals, covering three orders of magnitude in nominal strain rate, in which we observe unconventional quasi-periodic avalanche bursts and higher critical exponents as the strain rate is decreased. Our experiments are faithfully reproduced by analytic and computational dislocation avalanche modelling that we have extended to incorporate dislocation relaxation, revealing the emergence of the self-organized avalanche oscillator: a novel critical state exhibiting oscillatory approaches towards a depinning critical point. This theory suggests that whenever avalanches compete with slow relaxation--in settings ranging from crystal microplasticity to earthquakes--dynamical quasi-periodic scale invariance ought to emerge.

Distribution of maximum velocities in avalanches near the depinning transition

We report exact predictions for universal scaling exponents and scaling functions associated with the distribution of the maximum collective avalanche propagation velocities v(m) in the mean field theory of the interface depinning transition. We derive the extreme value distribution P(v(m)|T) for the maximum velocities in avalanches of fixed duration T and verify the results by numerical simulation near the critical point. We find that the tail of the distribution of maximum velocity for an arbitrary avalanche duration, v(m), scales as P(v(m))~v(m)(-2) for large v(m). These results account for the observed power-law distribution of the maximum amplitudes in acoustic emission experiments of crystal plasticity and are also broadly applicable to other systems in the mean-field interface depinning universality class, ranging from magnets to earthquakes.

Record statistics for multiple random walks

We study the statistics of the number of records R(n,N) for N identical and independent symmetric discrete-time random walks of n steps in one dimension, all starting at the origin at step 0. At each time step, each walker jumps by a random length drawn independently from a symmetric and continuous distribution. We consider two cases: (I) when the variance σ(2) of the jump distribution is finite and (II) when σ(2) is divergent as in the case of Lévy flights with index 0<μ<2. In both cases we find that the mean record number R(n,N) grows universally as ~α(N) sqrt[n] for large n, but with a very different behavior of the amplitude α(N) for N>1 in the two cases. We find that for large N, α(N) ≈ 2sqrt[lnN] independently of σ(2) in case I. In contrast, in case II, the amplitude approaches to an N-independent constant for large N, α(N) ≈ 4/sqrt[π], independently of 0<μ<2. For finite σ(2) we argue-and this is confirmed by our numerical simulations-that the full distribution of (R(n,N)/sqrt[n]-2sqrt[lnN])sqrt[lnN] converges to a Gumbel law as n → ∞ and N → ∞. In case II, our numerical simulations indicate that the distribution of R(n,N)/sqrt[n] converges, for n → ∞ and N → ∞, to a universal nontrivial distribution independently of μ. We discuss the applications of our results to the study of the record statistics of 366 daily stock prices from the Standard & Poor's 500 index.

Distribution of velocities and acceleration for a particle in Brownian correlated disorder: inertial case

We study the motion of an elastic object driven in a disordered environment in presence of both dissipation and inertia. We consider random forces with the statistics of random walks and reduce the problem to a single degree of freedom. It is the extension of the mean-field Alessandro-Beatrice- Bertotti-Montorsi (ABBM) model in presence of an inertial mass m. While the ABBM model can be solved exactly, its extension to inertia exhibits complicated history dependence due to oscillations and backward motion. The characteristic scales for avalanche motion are studied from numerics and qualitative arguments. To make analytical progress, we consider two variants which coincide with the original model whenever the particle moves only forward. Using a combination of analytical and numerical methods together with simulations, we characterize the distributions of instantaneous acceleration and velocity, and compare them in these three models. We show that for large driving velocity, all three models share the same large-deviation function for positive velocities, which is obtained analytically for small and large m, as well as for m=6/25. The effect of small additional thermal and quantum fluctuations can be treated within an approximate method.

First-principles derivation of static avalanche-size distributions

We study the energy minimization problem for an elastic interface in a random potential plus a quadratic well. As the position of the well is varied, the ground state undergoes jumps, called shocks or static avalanches. We introduce an efficient and systematic method to compute the statistics of avalanche sizes and manifold displacements. The tree-level calculation, i.e., mean-field limit, is obtained by solving a saddle-point equation. Graphically, it can be interpreted as the sum of all tree graphs. The 1-loop corrections are computed using results from the functional renormalization group. At the upper critical dimension the shock statistics is described by the Brownian force model (BFM), the static version of the so-called Alessandro-Beatrice-Bertotti-Montorsi (ABBM) model in the nonequilibrium context of depinning. This model can itself be treated exactly in any dimension and its shock statistics is that of a Lévy process. Contact is made with classical results in probability theory on the Burgers equation with Brownian initial conditions. In particular we obtain a functional extension of an evolution equation introduced by Carraro and Duchon, which recursively constructs the tree diagrams in the field theory.

Nonstationary dynamics of the Alessandro-Beatrice-Bertotti-Montorsi model

We obtain an exact solution for the motion of a particle driven by a spring in a Brownian random-force landscape, the Alessandro-Beatrice-Bertotti-Montorsi (ABBM) model. Many experiments on quasistatic driving of elastic interfaces (Barkhausen noise in magnets, earthquake statistics, shear dynamics of granular matter) exhibit the same universal behavior as this model. It also appears as a limit in the field theory of elastic manifolds. Here we discuss predictions of the ABBM model for monotonous, but otherwise arbitrary, time-dependent driving. Our main result is an explicit formula for the generating functional of particle velocities and positions. We apply this to derive the particle-velocity distribution following a quench in the driving velocity. We also obtain the joint avalanche size and duration distribution and the mean avalanche shape following a jump in the position of the confining spring. Such nonstationary driving is easy to realize in experiments, and provides a way to test the ABBM model beyond the stationary, quasistatic regime. We study extensions to two elastically coupled layers, and to an elastic interface of internal dimension d, in the Brownian force landscape. The effective action of the field theory is equal to the action, up to one-loop corrections obtained exactly from a functional determinant. This provides a connection to renormalization-group methods.

Record statistics for biased random walks, with an application to financial data

We consider the occurrence of record-breaking events in random walks with asymmetric jump distributions. The statistics of records in symmetric random walks was previously analyzed by Majumdar and Ziff [Phys. Rev. Lett. 101, 050601 (2008)] and is well understood. Unlike the case of symmetric jump distributions, in the asymmetric case the statistics of records depends on the choice of the jump distribution. We compute the record rate P(n)(c), defined as the probability for the nth value to be larger than all previous values, for a Gaussian jump distribution with standard deviation σ that is shifted by a constant drift c. For small drift, in the sense of c/σ ≪ n(-1/2), the correction to P(n)(c) grows proportional to arctan(√n) and saturates at the value c/(√2)σ. For large n the record rate approaches a constant, which is approximately given by 1-(σ/√(2π)c)exp(-c(2)/2σ(2)) for c/σ ≫ 1. These asymptotic results carry over to other continuous jump distributions with finite variance. As an application, we compare our analytical results to the record statistics of 366 daily stock prices from the Standard & Poor's 500 index. The biased random walk accounts quantitatively for the increase in the number of upper records due to the overall trend in the stock prices, and after detrending the number of upper records is in good agreement with the symmetric random walk. However the number of lower records in the detrended data is significantly reduced by a mechanism that remains to be identified.

Commentary on "Anisotropic finite-size scaling of an elastic string at the depinning threshold in a random-periodic medium"

A Commentary on the paper by S. Bustinagorry and A. B. Kolton [Pap. Phys. 2, 020008 (2010)].Received: 25 November 2010, Accepted: 6 January 2011; Edited by:  A. Vindigni; DOI: 10.4279/PIP.020009

Stability and distortions of liquid crystal order in a cell with a heterogeneous substrate

We study stability and distortions of liquid crystal nematic order in a cell with a random heterogeneous substrate. Modeling this system as a bulk xy model with quenched disorder confined to a surface, we find that nematic order is marginally unstable to such surface pinning. We compute the length scale beyond which nematic distortions become large and calculate orientational correlation functions using the functional renormalization-group and matching methods, finding universal logarithmic and double-logarithmic distortions in two and three dimensions, respectively. We extend these results to a finite-thickness liquid crystal cell with a second homogeneous substrate, detailing crossovers as a function of random pinning strength and cell thickness. We conclude with analysis of experimental signatures of these distortions in a conventional crossed-polarizer-analyzer light microscopy.

Longest excursion of stochastic processes in nonequilibrium systems

We consider the excursions, i.e., the intervals between consecutive zeros, of stochastic processes that arise in a variety of nonequilibrium systems and study the temporal growth of the longest one l_{max}(t) up to time t. For smooth processes, we find a universal linear growth l_{max}(t) approximately Q_{infinity}t with a model dependent amplitude Q_{infinity}. In contrast, for nonsmooth processes with a persistence exponent theta, we show that l_{max}(t) has a linear growth if theta < theta_{c} while l_{max}(t) approximately t;{1-psi} if theta > theta_{c}. The amplitude Q_{infinity} and the exponent psi are novel quantities associated with nonequilibrium dynamics. This behavior is obtained by exact analytical calculations for renewal and multiplicative processes and numerical simulations for other systems such as the coarsening dynamics in Ising model as well as the diffusion equation with random initial conditions.

Size distributions of shocks and static avalanches from the functional renormalization group

Interfaces pinned by quenched disorder are often used to model jerky self-organized critical motion. We study static avalanches, or shocks, defined here as jumps between distinct global minima upon changing an external field. We show how the full statistics of these jumps is encoded in the functional-renormalization-group fixed-point functions. This allows us to obtain the size distribution P(S) of static avalanches in an expansion in the internal dimension d of the interface. Near and above d=4 this yields the mean-field distribution P(S) approximately S;{-3/2}e;{-S4S_{m}} , where S_{m} is a large-scale cutoff, in some cases calculable. Resumming all one-loop contributions, we find P(S) approximately S;{-tau}exp(C(SS_{m});{1/2}-B/4(S/S_{m});{delta}) , where B , C , delta , and tau are obtained to first order in =4-d . Our result is consistent to O() with the relation tau=tau_{zeta}:=2-2/d+zeta , where zeta is the static roughness exponent, often conjectured to hold at depinning. Our calculation applies to all static universality classes, including random-bond, random-field, and random-periodic disorders. Extended to long-range elastic systems, it yields a different size distribution for the case of contact-line elasticity, with an exponent compatible with tau=2-1/d+zeta to O(=2-d) . We discuss consequences for avalanches at depinning and for sandpile models, relations to Burgers turbulence and the possibility that the relation tau=tau_{zeta} be violated to higher loop order. Finally, we show that the avalanche-size distribution on a hyperplane of codimension one is in mean field (valid close to and above d=4 ) given by P(S) approximately K_{13}(S)S , where K is the Bessel- K function, thus tau_{hyperplane}=4/3 .