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Books > Science & Mathematics > Physics > Thermodynamics & statistical physics > Statistical physics
This book is based on research carried out by the author in close collabora- tion with a number of colleagues. In particular, I wish to thank Per Bak, A. John Berlinsky, Hans C. Fogedby, Barry Frank, S. 1. Knak Jensen, David Mukamel, David Pink, and Martin Zuckermann for fruitful and extremely stimulating cooperation. It is a pleasure for me to note that active interaction with most of these colleagues is still continuing. The work has been performed at several different institutions, notably the Department of Chemistry, Aarhus University, Denmark, and the Depart- ment of Physics, University of British Columb~a, Canada. I wish to thank the Department of Chemistry at Aarhus University for providing me with splen- did research facilities over the years. From May 1980 to August 1981, I visited the Department of Physics at the University of British Columbia and I would like to express my sincere gratitude to members ofthe department for provi- ding me with excellent working conditions. My special thanks are due to Professor Myer Bloom who introduced me to the field of phase transitions in biological membranes and in whose biomembrane group I found an extre- mely stimulating scientific atmosphere happily married with a most agreeable social climate. During the last two years when a major part ofthis work was carried out, I was supported by AlS De Danske Spritfabrikker through their Jubilreumsle- gat of 1981. Their support is gratefully acknowledged.
"Principles of Statistical Radiophysics" is a four-volume series that introduces the newcomer to the theory of random functions. It aims at providing the background necessary to understand papers and monographs on the subject and to carry out independent research in the fields where fluctuations are of importance, e.g. radiophysics, optics, astronomy, and acoustics. Volume 3, "Elements of Random Fields," gives the basic mathematical definitions, general properties and specific forms of random fields, the generalization from correlation theory to random fields. It deals with stochastic partial differential equations, wave scattering at a chaotic screen, single scattering in random media and thermal fluctuations and radiation of electromagnetic fields.
In this monograph, a statistical description of natural phenomena
is used to develop an information processing system capable of
modeling non-linear relationships between sensory data. The system,
based on self-organized, optimal preservation of empirical
information, applies these relationships for prediction and
adaptive control.
th This volume contains the proceedings of the X Congress of the Interna- tional Association of Mathematical Physics, held at the University of Leipzig from 30 July until 9 August 1991. There were more than 400 participants, from 29 countries, making it a truly international gathering. The congress had the support of the Deutsche Forschungsgemeinschaft, the European Economic Community, the International Association of Math- ematical Physics, the International Mathematical Union and the Interna- tional Union of Pure and Applied Physics. There were also sponsors from in- dustry and commerce: ATC Mann, Deutsche Bank AG, Miele & Cie GmbH, NEC Deutschland GmbH, Rank Xerox, Siemens AG and Stiftungsfonds IBM Deutschland. On behalf of the congress participants and the members of the International Association of Mathematical Physics, I would like to thank all these organisations for their very generous support. The congress took place under the auspices of the Ministerp6isident des Freistaates Sachsen, K. Biedenkopf. The conference began with an address by A. Uhlmann, Chairman of the Local Organizing Committee. This was followed by speeches of welcome from F. Magirius, City President of Leipzig; C. Weiss, Rector of the Uni- versity of Leipzig; and A. Jaffe, President of the International Association of Mathematical Physics.
This volume contains most of the invited papers presented at the International Work shop on Synergetics, Schloss E1mau, Bavaria, May 2 to.May 7, 1977. This workshop fol lowed an International Symposium on SynergetiGS at Schloss E1mau, 1972, and an Inter national SUl11l1erschoo1 at Erice, Sicily, 1974. Synergetics is a rather new field of interdisciplinary research which studies the self-organized behavior of systems leading to the formation of structures and func tionings. Indeed the whole universe seems to be organized, with pronounced structures starting from spiral galaxies down to living cells. Furthermore, very many of the most interesting phenomena occur in systems which are far from thermal equilibrium. Synergetics in its present form focusses its attention on those phenomena where dra matic changes occur on a macroscopic scale. Here indeed Synergetics was able to re veal profound analogies between systems in different disciplines ranging from physics to sociology. This volume contains contributions from various fields but the reader will easily discover their cOl11J1on goal. Not only in the natural sciences but also in ecology, sociology, and economy, man is confronted with the problems of complex sys tems. The principles and analogies unearthed by Synergetics will certainly be very he1pfu to cope with such difficult problems. I use this opportunity to thank the Vo1kswagenwerk Foundation for its support of the project Synergetics and in particular for sponsoring the International Workshop on Synergetics."
This volume contains contributions based on the lectures delivered at the Third In ternational Workshop on Nonlinear Dynamics and Quantum Phenomena in Opti cal Systems, which was held in Blanes, Girona, Spain, 1-3 October 1990. Blanes is a charming small town located on the well-known Costa Brava. With the con venient facilities of the Centre for Advanced Studies (CEAB), Blanes followed of the previous meetings of this series, which were held at Palma the tradition de Mallorca and Santander. We aimed to provide an opportunity for scientists active in the broad field of quantum optics to meet in an informal atmosphere, thus promoting the ex change of ideas and allowing a search for interconnections between seemingly unrelated topics and a cross fertilization of the different subfields of quantum optics. We encouraged contributions dealing with the newest and most important developments in quantum optics. The main topics included instabilities, chaos, spatiotemporal dynamics, and pattern formation in lasers and nonlinear optical devices; phase dynamics; generation and detection of squeezed and other non classical states of light; coherent interaction of light with atomic systems; and multiphoton processes and above-threshold ionization. The meeting brought together a group of 72 optical scientists from Belgium, France, Germany, Israel, Italy, Spain, the United Kingdom, USA, and USSR. In the technical program, nine invited papers were included, presented by eight distinguished specialists."
The aim of this book is to give a unified and critical account of the fundamental aspects of liquid crystals. Preference is given to discussing the assumptions made in developing theories and analyzing experimental data rather than to attempting to compile all the latest results. The book has four parts. Part I is quite descriptive in character and gives a general overview of the various liquid crystalline phases. Part II deals with the macroscopic continuum theory of liquid crystals and gives a systematic development of the theory from a tensorial point of view thus emphasizing the relevant symmetries. Part III concentrates on experiments that provide microscopic information on the orientational behaviour of the molecules. Finally Part IV discusses the theory of the various phases and their attendant phase transitions from both a Landau and a molecular-statistical point of view. Simplifying the various models as far as possible, it critically examines the merits of a molecular-statistical approach.
The renormalization-group approach is largely responsible for the considerable success which has been achieved in the last ten years in developing a complete quantitative theory of phase transitions. Before, there was a useful physical picture of phase transitions, but a general method for making accurate quantitative predictions was lacking. Existent theories, such as the mean-field theory of Landau, sometimes reproduce phase diagrams reliably but were known to fail qualitatively near critical points, where the critical behavior is particularly interesting be cause of its universal character. In the mid 1960's Widom found that the singularities in thermodynamic quanti ties were well described by homogeneous functions. Kadanoff extended the homogeneity hypothesis to correlation functions and linked it to the idea of scale invariance. In the early 1970's Wilson showed how Kadanoff's rescaling could be explicitly carried out near the fixed point of a flow in Hamiltonian space. He made the first practical renormalization-group calculation of the flow induced by the elimination of short-wave-length Fourier components of the order-parameter field. The univer sality of the critical behavior emerges in a natural way in this approach, with a different fixed point for each universality class. The discovery by Wilson and Fisher of a systematic expansion procedure in E for a system in d = 4 - E dimen sions was followed by a cascade of calculations of critical quantities as a function of d and of the order-parameter dimensionality n."
Approach your problems from the right end It isn't that they can't see the solution. It is and begin with the answers. Then one day, that they can't see the problem. perhaps you will find the final question. G. K. Chesterton. The Scandal of Father 'The Hermit Clad in Crane Feathers' in R. Brown 'The point of a Pin'. van Gulik's The Chif1ese Maze Murders. Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However, the "tree" of knowledge of mathematics and related fields does not grow only by putting forth new branches. It also happens, quite often in fact, that branches which were thought to be completely disparate are suddenly seen to be related. Further, the kind and level of sophistication of mathematics applied in various sciences has changed drastically in recent years: measure theory is used (non trivially) in regional and theoretical economics; algebraic geometry interacts with physics; the Minkowsky lemma, coding theory and the structure of water meet one another in packing and covering theory; quantum fields, crystal defects and mathematical programming profit from homotopy theory; Lie algebras are relevant to filtering; and prediction and electrical engineering can use Stein spaces. And in addition to this there are such new emerging subdisciplines as "experimental mathematics", "CFD", "completely integrable systems", "chaos, synergetics and large-scale order", which are almost impossible to fit into the existing classification schemes. They draw upon widely different sections of mathematics.
A recent paper on subfactors of von Neumann factors has stimulated much research in von Neumann algebras. It was discovered soon after the appearance of this paper that certain algebras which are used there for the analysis of subfactors could also be used to define a new polynomial invariant for links. Recent efforts to understand the fundamental nature of the new link invariants has led to connections with invariant theory, statistical mechanics and quantum theory. In turn, the link invariants, the notion of a quantum group, and the quantum Yang-Baxter equation have had a great impact on the study of subfactors. Our subject is certain algebraic and von Neumann algebraic topics closely related to the original paper. However, in order to promote, in a modest way, the contact between diverse fields of mathematics, we have tried to make this work accessible to the broadest audience. Consequently, this book contains much elementary expository material.
Substances possessing heterogeneous microstructure on the nanometer and micron scales are scientifically fascinating and technologically useful. Examples of such substances include liquid crystals, microemulsions, biological matter, polymer mixtures and composites, vycor glasses, and zeolites. In this volume, an interdisciplinary group of researchers report their developments in this field. Topics include statistical mechanical free energy theories which predict the appearance of various microstructures, the topological and geometrical methods needed for a mathematical description of the subparts and dividing surfaces of heterogeneous materials, and modern computer-aided mathematical models and graphics for effective exposition of the salient features of microstructured materials.
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 325 Critical point dominance in quantum field models. . . . . . . . . . . . . . . . . . . . 326 q>,' quantum field model in the single-phase regions: Differentiability of the mass and bounds on critical exponents. . . . 341 Remark on the existence of q>:. . . * . . . . * . . . . * . . . . . . . . * . * . . . . . . . . . . * . 345 On the approach to the critical point . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 348 Critical exponents and elementary particles. . . . . . . . . . . . . . . . . . . . . . . . . . 362 V Particle Structure Introduction. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 371 Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 371 The entropy principle for vertex functions in quantum field models. . . . . 372 Three-particle structure of q>4 interactions and the scaling limit . . . . . . . . . 397 Two and three body equations in quantum field models. . . . . . . . . . . . . . . 409 Particles and scaling for lattice fields and Ising models. . . . . . . . . . . . . . . . 437 The resummation of one particle lines. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 450 VI Bounds on Coupling Constants Introduction. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 479 Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 479 Absolute bounds on vertices and couplings. . . . . . . . . . . . . . . . . . . . . . . . . . 480 The coupling constant in a q>4 field theory. . . . . . . . . . . . . . . . . . . . . . . . . . . 491 VII Confinement and Instantons Introduction. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 497 Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 497 Instantons in a U(I) lattice gauge theory: A coulomb dipole gas. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 498 Charges, vortices and confinement. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 516 ix VIII Reflection Positivity Introduction. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 531 Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 531 A note on reflection positivity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 532 x Introduction This volume contains a selection of expository articles on quantum field theory and statistical mechanics by James Glimm and Arthur Jaffe. They include a solution of the original interacting quantum field equations and a description of the physics which these equations contain. Quantum fields were proposed in the late 1920s as the natural framework which combines quantum theory with relativ ity. They have survived ever since.
Hydrogen can behave as an alkaline metal or a halogen and can react with nearly all elements of the periodic table. This explains the large number of metal hydrides. Since T. Graham's first observation of the absorption of hydrogen in palladium in 1866 the behaviour of hydrogen in metals has been studied very extensively. The interest was motivated by the possible application of metal-hydrogen systems in new technologies (e.g., moderator material in nuclear fission reactors, reversible storage material for thermal energy and large amounts of hydrogen) and by the fact that metal hydrides show very exciting physical properties (e.g., superconductivity, quantum diffusion, order-disorder transitions, phase diagrams, etc.). Many of these properties have been determined for the stable hydrogen isotopes Hand D in various metals. In comparison, very little is known about the behaviour of the ra dioactive isotope tritium in metals. This book is a first attempt to summarize part of the knowledge of tritium gained in the last few years. In addition to the task of presenting the properties of tritium in metals, I have tried to compare these data with those of protium and deuterium. Furthermore, helium-3 is connected inse parably with tritium via the tritium decay. Therefore one chapter of this book is solely devoted to the curious properties of helium in metals caused mainly by its negligible solubility."
Open nonlinear systems are capable of self-organization in space and time. This realization constitutes a major breakthrough of modern science, and is currently at the origin of explosive developments in chemistry, physics and biology. Observations and numerical computations of nonlinear systems surprise us by their inexhaustible and sometimes nonintuitive variety of structures with different shapes and functions. But as well as variety one finds on closer inspection that nonlinear phenomena share universal aspects of pattern formation in time and space. These similarities make it possible to bridge the gap between inanimate and living matter at various levels of complexity, in both theory and experiment. This book is an account of different approaches to the study of this pattern formation. The universality of kinetic, thermodynamic and dimensional approaches is documented through their application to purely mathematical, physical and chemical systems, as well as to systems in nature: biochemical, cellular, multicellular, physiological, neurophysiological, ecological and economic systems. Hints given throughout the book allow the reader to discover how to make use of the principles and methods in different fields of research, including those not treated explicitly in the book.
Controlling Chaos achieves three goals: the suppression, synchronisation and generation of chaos, each of which is the focus of a separate part of the book. The text deals with the well-known Lorenz, Roessler and Henon attractors and the Chua circuit and with less celebrated novel systems. Modelling of chaos is accomplished using difference equations and ordinary and time-delayed differential equations. The methods directed at controlling chaos benefit from the influence of advanced nonlinear control theory: inverse optimal control is used for stabilization; exact linearization for synchronization; and impulsive control for chaotification. Notably, a fusion of chaos and fuzzy systems theories is employed. Time-delayed systems are also studied. The results presented are general for a broad class of chaotic systems. This monograph is self-contained with introductory material providing a review of the history of chaos control and the necessary mathematical preliminaries for working with dynamical systems.
Correlation Effects in Low-Dimensional Electron Systems describes recent developments in theoretical condensed-matter physics, emphasizing exact solutions in one dimension including conformal-field theoretical approaches, the application of quantum groups, and numerical diagonalization techniques. Various key properties are presented for two-dimensional, highly correlated electron systems.
This text takes readers in a clear and progressive format from simple to recent and advanced topics in pure and applied probability such as contraction and annealed properties of non-linear semi-groups, functional entropy inequalities, empirical process convergence, increasing propagations of chaos, central limit, and Berry Esseen type theorems as well as large deviation principles for strong topologies on path-distribution spaces. Topics also include a body of powerful branching and interacting particle methods.
The development of the modern theory of metals and alloys has coincided with great advances in quantum-mechanical many-body theory, in electronic structure calculations, in theories of lattice dynamics and of the configura tional thermodynamics of crystals, in liquid-state theory, and in the theory of phase transformations. For a long time all these different fields expanded quite independently, but now their overlap has become sufficiently large that they are beginning to form the basis of a comprehensive first-principles the ory of the cohesive, structural, and thermodynamical properties of metals and alloys in the crystalline as well as in the liquid state. Today, we can set out from the quantum-mechanical many-body Hamiltonian of the system of electrons and ions, and, following the path laid out by generations of the oreticians, we can progress far enough to calculate a pressure-temperature phase diagram of a metal or a composition-temperature phase diagram of a binary alloy by methods which are essentially rigorous and from first prin ciples. This book was written with the intention of confronting the materials scientist, the metallurgist, the physical chemist, but also the experimen tal and theoretical condensed-matter physicist, with this new and exciting possibility. Of course there are limitations to such a vast undertaking as this. The selection of the theories and techniques to be discussed, as well as the way in which they are presented, are necessarily biased by personal inclination and personal expertise."
In this volume we continue the logical development of the work begun in Volume I, and the equilibrium theory now becomes a very special case of the exposition presented here. Once a departure is made from equilibrium, however, the problems become deeper and more subtle-and unlike the equilibrium theory, many aspects of nonequilibrium phenomena remain poorly understood. For over a century a great deal of effort has been expended on the attempt to develop a comprehensive and sensible description of nonequilibrium phenomena and irreversible processes. What has emerged is a hodgepodge of ad hoc constructs that do little to provide either a firm foundation, or a systematic means for proceeding to higher levels of understanding with respect to ever more complicated examples of nonequilibria. Although one should rightfully consider this situation shameful, the amount of effort invested testifies to the degree of difficulty of the problems. In Volume I it was emphasized strongly that the traditional exposition of equilibrium theory lacked a certain cogency which tended to impede progress with extending those considerations to more complex nonequilibrium problems. The reasons for this were adduced to be an unfortunate reliance on ergodicity and the notions of kinetic theory, but in the long run little harm was done regarding the treatment of equilibrium problems. On the nonequilibrium level the potential for disaster increases enormously, as becomes evident already in Chapter 1.
This is a unique approach to noise theory and its application to physical measurements that will find its place among the graduate course books. In a very systematic way, the foundations are laid and applied in a way that the book will also be useful to those not focusing on optics. Exercises and solutions help students to deepen their knowledge.
7 Les Houches Number theory, or arithmetic, sometimes referred to as the queen of mathematics, is often considered as the purest branch of mathematics. It also has the false repu tation of being without any application to other areas of knowledge. Nevertheless, throughout their history, physical and natural sciences have experienced numerous unexpected relationships to number theory. The book entitled Number Theory in Science and Communication, by M.R. Schroeder (Springer Series in Information Sciences, Vol. 7, 1984) provides plenty of examples of cross-fertilization between number theory and a large variety of scientific topics. The most recent developments of theoretical physics have involved more and more questions related to number theory, and in an increasingly direct way. This new trend is especially visible in two broad families of physical problems. The first class, dynamical systems and quasiperiodicity, includes classical and quantum chaos, the stability of orbits in dynamical systems, K.A.M. theory, and problems with "small denominators", as well as the study of incommensurate structures, aperiodic tilings, and quasicrystals. The second class, which includes the string theory of fundamental interactions, completely integrable models, and conformally invariant two-dimensional field theories, seems to involve modular forms and p adic numbers in a remarkable way.
The concept of this book was developed during the Winter Seminar held in the Austrian mountains at the Alpengasthof Zeinisjoch, Tirol-Vorarlberg, from February 27 to March 3, 1988. Leading experts and advanced students in math ematics, physics, chemistry and computer science met to present and discuss their most recent results in an informal seminar. These were the circumstances that led to the idea of compiling some of the essential contributions presented at this seminar together with others describing basic features of "optimal struc tures in heterogeneous reaction systems". The aim of this book is to present the scientific results of the intensive work carried out in each of the specific fields of research. Each contribution therefore presents the current state of the art together with a deeper treatment enabling a more comprehensive understanding of that particular field of work. The common ideas which unite all the different contributions are already ex pressed in the title of this book. The nature of heterogeneous reaction systems is quite varied. An example is provided by the chemical systems such as noble metal particles which may act as heterogeneous catalysts for gaseous chemical compounds. Under these circumstances the metal particles and/or their sur faces may undergo phase transitions during reaction. Imbihl and Plath report on special catalytic systems of this kind, which are of industrial importance.
WAVE TURBULENCE is a state of a system of many simultaneously excited and interacting waves characterized by an energy distribution which is not in any sense close to thermodynamic equilibrium. Such situations in a choppy sea, in a hot plasma, in dielectrics under arise, for example, a powerful laser beam, in magnets placed in a strong microwave field, etc. Among the great variety of physical situations in which wave turbulence arises, it is possible to select two large limiting groups which allow a detailed analysis. The first is fully developed wave turbulence arising when energy pumping and dissipation have essentially different space scales. In this case there is a wide power spectrum of turbulence. This type of turbulence is described in detail e. g. in Zakharov et al. 1 In the second limiting case the scales in which energy pumping and dissipation occur are the same. As a rule, in this case a narrow, almost singular spectrum of turbulence appears which is concentrated near surfaces, curves or even points in k-space. One of the most important, widely investigated and instructive examples of this kind of turbulence is parametric wave turbulence appearing as a result of the evolution of a parametric instability of waves in media under strong external periodic modulation (laser beam, microwave electromagnetic field, etc. ). The present book deals with parametric wave turbulence.
This book consists of two parts, the first dealing with dissipative structures and the second with the structure and physics of chaos. The first part was written by Y. Kuramoto and the second part by H. Mori. Throughout the book, emphasis is laid on fundamental concepts and methods rather than applications, which are too numerous to be treated here. Typical physical examples, however, including nonlinear forced oscilla tors, chemical reactions with diffusion, and Benard convection in horizontal fluid layers, are discussed explicitly. Our consideration of dissipative structures is based on a phenomenolog ical reduction theory in which universal aspects of the phenomena under consideration are emphasized, while the theory of chaos is developed to treat transport phenomena, such as the mixing and diffusion of chaotic orbits, from the viewpoint of the geometrical phase space structure of chaos. The title of the original, Japanese version of the book is Sanitsu Kozo to Kaosu (Dissipative Structures and Chaos). It is part of the Iwanami Koza Gendai no Butsurigaku (Iwanami Series on Modern Physics). The first Japanese edition was published in March 1994 and the second in August 1997. We are pleased that this book has been translated into English and that it can now have an audience outside of Japan. We would like to express our gratitude to Glenn Paquette for his English translation, which has made this book more understandable than the original in many respects."
Many novel cooperative phenomena found in a variety of systems studied by scientists can be treated using the uniting principles of synergetics. Examples are frustrated and random systems, polymers, spin glasses, neural networks, chemical and biological systems, and fluids. In this book attention is focused on two main problems. First, how local, topological constraints (frustrations) can cause macroscopic cooperative behavior: related ideas initially developed for spin glasses are shown to play key roles also for optimization and the modeling of neural networks. Second, the dynamical constraints that arise from the nonlinear dynamics of the systems: the discussion covers turbulence in fluids, pattern formation, and conventional 1/f noise. The volume will be of interest to anyone wishing to understand the current development of work on complex systems, which is presently one of the most challenging subjects in statistical and condensed matter physics. |
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