Predicting the distribution of serotonergic axons: a supercomputing simulation of reflected fractional Brownian motion in a 3D-mouse brain model.

The self-organization of the brain matrix of serotonergic axons (fibers) remains an unsolved problem in neuroscience. The regional densities of this matrix have major implications for neuroplasticity, tissue regeneration, and the understanding of mental disorders, but the trajectories of its fibers are strongly stochastic and require novel conceptual and analytical approaches. In a major extension to our previous studies, we used a supercomputing simulation to model around one thousand serotonergic fibers as paths of superdiffusive fractional Brownian motion (FBM), a continuous-time stochastic process. The fibers produced long walks in a complex, three-dimensional shape based on the mouse brain and reflected at the outer (pial) and inner (ventricular) boundaries. The resultant regional densities were compared to the actual fiber densities in the corresponding neuroanatomically-defined regions. The relative densities showed strong qualitative similarities in the forebrain and midbrain, demonstrating the predictive potential of stochastic modeling in this system. The current simulation does not respect tissue heterogeneities but can be further improved with novel models of multifractional FBM. The study demonstrates that serotonergic fiber densities can be strongly influenced by the geometry of the brain, with implications for brain development, plasticity, and evolution.

Contact process with simultaneous spatial and temporal disorder.

We study the absorbing-state phase transition in the one-dimensional contact process under the combined influence of spatial and temporal random disorders. We focus on situations in which the spatial and temporal disorders decouple. Couched in the language of epidemic spreading, this means that some spatial regions are, at all times, more favorable than others for infections, and some time periods are more favorable than others independent of spatial location. We employ a generalized Harris criterion to discuss the stability of the directed percolation universality class against such disorder. We then perform large-scale Monte Carlo simulations to analyze the critical behavior in detail. We also discuss how the Griffiths singularities that accompany the nonequilibrium phase transition are affected by the simultaneous presence of both disorders.

Signatures of a Quantum Griffiths Phase Close to an Electronic Nematic Quantum Phase Transition.

In the vicinity of a quantum critical point, quenched disorder can lead to a quantum Griffiths phase, accompanied by an exotic power-law scaling with a continuously varying dynamical exponent that diverges in the zero-temperature limit. Here, we investigate a nematic quantum critical point in the iron-based superconductor FeSe_{0.89}S_{0.11} using applied hydrostatic pressure. We report an unusual crossing of the magnetoresistivity isotherms in the nonsuperconducting normal state that features a continuously varying dynamical exponent over a large temperature range. We interpret our results in terms of a quantum Griffiths phase caused by nematic islands that result from the local distribution of Se and S atoms. At low temperatures, the Griffiths phase is masked by the emergence of a Fermi liquid phase due to a strong nematoelastic coupling and a Lifshitz transition that changes the topology of the Fermi surface.

Reflected fractional Brownian motion in one and higher dimensions.

Fractional Brownian motion (FBM), a non-Markovian self-similar Gaussian stochastic process with long-ranged correlations, represents a widely applied, paradigmatic mathematical model of anomalous diffusion. We report the results of large-scale computer simulations of FBM in one, two, and three dimensions in the presence of reflecting boundaries that confine the motion to finite regions in space. Generalizing earlier results for finite and semi-infinite one-dimensional intervals, we observe that the interplay between the long-time correlations of FBM and the reflecting boundaries leads to striking deviations of the stationary probability density from the uniform density found for normal diffusion. Particles accumulate at the boundaries for superdiffusive FBM while their density is depleted at the boundaries for subdiffusion. Specifically, the probability density P develops a power-law singularity, P∼r^{κ}, as a function of the distance r from the wall. We determine the exponent κ as a function of the dimensionality, the confining geometry, and the anomalous diffusion exponent α of the FBM. We also discuss implications of our results, including an application to modeling serotonergic fiber density patterns in vertebrate brains.

Serotonergic Axons as Fractional Brownian Motion Paths: Insights Into the Self-Organization of Regional Densities.

All vertebrate brains contain a dense matrix of thin fibers that release serotonin (5-hydroxytryptamine), a neurotransmitter that modulates a wide range of neural, glial, and vascular processes. Perturbations in the density of this matrix have been associated with a number of mental disorders, including autism and depression, but its self-organization and plasticity remain poorly understood. We introduce a model based on reflected Fractional Brownian Motion (FBM), a rigorously defined stochastic process, and show that it recapitulates some key features of regional serotonergic fiber densities. Specifically, we use supercomputing simulations to model fibers as FBM-paths in two-dimensional brain-like domains and demonstrate that the resultant steady state distributions approximate the fiber distributions in physical brain sections immunostained for the serotonin transporter (a marker for serotonergic axons in the adult brain). We suggest that this framework can support predictive descriptions and manipulations of the serotonergic matrix and that it can be further extended to incorporate the detailed physical properties of the fibers and their environment.

Collective Modes at a Disordered Quantum Phase Transition.

We study the collective excitations, i.e., the Goldstone (phase) mode and the Higgs (amplitude) mode, near the superfluid-Mott glass quantum phase transition in a two-dimensional system of disordered bosons. Using Monte Carlo simulations as well as an inhomogeneous quantum mean-field theory with Gaussian fluctuations, we show that the Higgs mode is strongly localized for all energies, leading to a noncritical scalar response. In contrast, the lowest-energy Goldstone mode undergoes a striking delocalization transition as the system enters the superfluid phase. We discuss the generality of these findings and experimental consequences, and we point out potential relations to many-body localization.

Probability density of the fractional Langevin equation with reflecting walls.

We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin equation fulfill the appropriate fluctuation-dissipation relation, the probability density on a finite interval converges for long times towards the expected uniform distribution prescribed by thermal equilibrium. In contrast, on a semi-infinite interval with a reflecting wall at the origin, the probability density shows pronounced deviations from the Gaussian behavior observed for normal diffusion. If the correlations of the random force are persistent (positive), particles accumulate at the reflecting wall while antipersistent (negative) correlations lead to a depletion of particles near the wall. We compare and contrast these results with the strong accumulation and depletion effects recently observed for nonthermal fractional Brownian motion with reflecting walls, and we discuss broader implications.

Extinction transitions in correlated external noise.

We analyze the influence of long-range correlated (colored) external noise on extinction phase transitions in growth and spreading processes. Uncorrelated environmental noise (i.e., temporal disorder) was recently shown to give rise to an unusual infinite-noise critical point [Europhys. Lett. 112, 30002 (2015)EULEEJ0295-507510.1209/0295-5075/112/30002]. It is characterized by enormous density fluctuations that increase without limit at criticality. As a result, a typical population decays much faster than the ensemble average, which is dominated by rare events. Using the logistic evolution equation as an example, we show here that positively correlated (red) environmental noise further enhances these effects. This means, the correlations accelerate the decay of a typical population but slow down the decay of the ensemble average. Moreover, the mean time to extinction of a population in the active, surviving phase grows slower than a power law with population size. To determine the complete critical behavior of the extinction transition, we establish a relation to fractional random walks, and we perform extensive Monte Carlo simulations.

Fractional Brownian motion with a reflecting wall.

Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of Monte Carlo simulations. Whereas the mean-square displacement of the particle shows the expected anomalous diffusion behavior 〈x^{2}〉∼t^{α}, the interplay between the geometric confinement and the long-time memory leads to a highly non-Gaussian probability density function with a power-law singularity at the barrier. In the superdiffusive case α>1, the particles accumulate at the barrier leading to a divergence of the probability density. For subdiffusion α<1, in contrast, the probability density is depleted close to the barrier. We discuss implications of these findings, in particular, for applications that are dominated by rare events.

Quantum Griffiths Phase Inside the Ferromagnetic Phase of Ni_{1-x}V_{x}.

We study by means of bulk and local probes the d-metal alloy Ni_{1-x}V_{x} close to the quantum critical concentration, x_{c}≈11.6%, where the ferromagnetic transition temperature vanishes. The magnetization-field curve in the ferromagnetic phase takes an anomalous power-law form with a nonuniversal exponent that is strongly x dependent and mirrors the behavior in the paramagnetic phase. Muon spin rotation experiments demonstrate inhomogeneous magnetic order and indicate the presence of dynamic fluctuating magnetic clusters. These results provide strong evidence for a quantum Griffiths phase on the ferromagnetic side of the quantum phase transition.

Contact process with temporal disorder.

We investigate the influence of time-varying environmental noise, i.e., temporal disorder, on the nonequilibrium phase transition of the contact process. Combining a real-time renormalization group, scaling theory, and large scale Monte-Carlo simulations in one and two dimensions, we show that the temporal disorder gives rise to an exotic critical point. At criticality, the effective noise amplitude diverges with increasing time scale, and the probability distribution of the density becomes infinitely broad, even on a logarithmic scale. Moreover, the average density and survival probability decay only logarithmically with time. This infinite-noise critical behavior can be understood as the temporal counterpart of infinite-randomness critical behavior in spatially disordered systems, but with exchanged roles of space and time. We also analyze the generality of our results, and we discuss potential experiments.

Spatiotemporal generalization of the Harris criterion and its application to diffusive disorder.

We investigate how a clean continuous phase transition is affected by spatiotemporal disorder, i.e., by an external perturbation that fluctuates in both space and time. We derive a generalization of the Harris criterion for the stability of the clean critical behavior in terms of the space-time correlation function of the external perturbation. As an application, we consider diffusive disorder, i.e., an external perturbation governed by diffusive dynamics, and its effects on a variety of equilibrium and nonequilibrium critical points. We also discuss the relation between diffusive disorder and diffusive dynamical degrees of freedom in the example of model C of the Hohenberg-Halperin classification and comment on Griffiths singularities.

Random field disorder at an absorbing state transition in one and two dimensions.

We investigate the behavior of nonequilibrium phase transitions under the influence of disorder that locally breaks the symmetry between two symmetrical macroscopic absorbing states. In equilibrium systems such "random-field" disorder destroys the phase transition in low dimensions by preventing spontaneous symmetry breaking. In contrast, we show here that random-field disorder fails to destroy the nonequilibrium phase transition of the one- and two-dimensional generalized contact process. Instead, it modifies the dynamics in the symmetry-broken phase. Specifically, the dynamics in the one-dimensional case is described by a Sinai walk of the domain walls between two different absorbing states. In the two-dimensional case, we map the dynamics onto that of the well studied low-temperature random-field Ising model. We also study the critical behavior of the nonequilibrium phase transition and characterize its universality class in one dimension. We support our results by large-scale Monte Carlo simulations, and we discuss the applicability of our theory to other systems.

Enhanced rare-region effects in the contact process with long-range correlated disorder.

We investigate the nonequilibrium phase transition in the disordered contact process in the presence of long-range spatial disorder correlations. These correlations greatly increase the probability for finding rare regions that are locally in the active phase while the bulk system is still in the inactive phase. Specifically, if the correlations decay as a power of the distance, the rare-region probability is a stretched exponential of the rare-region size rather than a simple exponential as is the case for uncorrelated disorder. As a result, the Griffiths singularities are enhanced and take a non-power-law form. The critical point itself is of infinite-randomness type but with critical exponent values that differ from the uncorrelated case. We report large-scale Monte Carlo simulations that verify and illustrate our theory. We also discuss generalizations to higher dimensions and applications to other systems such as the random transverse-field Ising model, itinerant magnets, and the superconductor-metal transition.

Phase transitions on random lattices: how random is topological disorder?

We study the effects of topological (connectivity) disorder on phase transitions. We identify a broad class of random lattices whose disorder fluctuations decay much faster with increasing length scale than those of generic random systems, yielding a wandering exponent of ω=(d-1)/(2d) in d dimensions. The stability of clean critical points is thus governed by the criterion (d+1)ν>2 rather than the usual Harris criterion dν>2, making topological disorder less relevant than generic randomness. The Imry-Ma criterion is also modified, allowing first-order transitions to survive in all dimensions d>1. These results explain a host of puzzling violations of the original criteria for equilibrium and nonequilibrium phase transitions on random lattices. We discuss applications, and we illustrate our theory by computer simulations of random Voronoi and other lattices.

Rare regions and Griffiths singularities at a clean critical point: the five-dimensional disordered contact process.

We investigate the nonequilibrium phase transition of the disordered contact process in five space dimensions by means of optimal fluctuation theory and Monte Carlo simulations. We find that the critical behavior is of mean-field type, i.e., identical to that of the clean five-dimensional contact process. It is accompanied by off-critical power-law Griffiths singularities whose dynamical exponent z' saturates at a finite value as the transition is approached. These findings resolve the apparent contradiction between the Harris criterion, which implies that weak disorder is renormalization-group irrelevant, and the rare-region classification, which predicts unconventional behavior. We confirm and illustrate our theory by large-scale Monte Carlo simulations of systems with up to 70(5) sites. We also relate our results to a recently established general relation between the Harris criterion and Griffiths singularities [Phys. Rev. Lett. 112, 075702 (2014)], and we discuss implications for other phase transitions.

Criticality and quenched disorder: Harris criterion versus rare regions.

We employ scaling arguments and optimal fluctuation theory to establish a general relation between quantum Griffiths singularities and the Harris criterion for quantum phase transitions in disordered systems. If a clean critical point violates the Harris criterion, it is destabilized by weak disorder. At the same time, the Griffiths dynamical exponent z' diverges upon approaching the transition, suggesting unconventional critical behavior. In contrast, if the Harris criterion is fulfilled, power-law Griffiths singularities can coexist with clean critical behavior, but z' saturates at a finite value. We present applications of our theory to a variety of systems including quantum spin chains, classical reaction-diffusion systems and metallic magnets, and we discuss modifications for transitions above the upper critical dimension. Based on these results we propose a unified classification of phase transitions in disordered systems.

Contact process on generalized Fibonacci chains: infinite-modulation criticality and double-log periodic oscillations.

We study the nonequilibrium phase transition of the contact process with aperiodic transition rates using a real-space renormalization group as well as Monte Carlo simulations. The transition rates are modulated according to the generalized Fibonacci sequences defined by the inflation rules A → ABk and B → A. For k=1 and 2, the aperiodic fluctuations are irrelevant, and the nonequilibrium transition is in the clean directed percolation universality class. For k≥3, the aperiodic fluctuations are relevant. We develop a complete theory of the resulting unconventional "infinite-modulation" critical point, which is characterized by activated dynamical scaling. Moreover, observables such as the survival probability and the size of the active cloud display pronounced double-log periodic oscillations in time which reflect the discrete scale invariance of the aperiodic chains. We illustrate our theory by extensive numerical results, and we discuss relations to phase transitions in other quasiperiodic systems.

Monte Carlo simulations of the clean and disordered contact process in three dimensions.

The absorbing-state transition in the three-dimensional contact process with and without quenched randomness is investigated by means of Monte Carlo simulations. In the clean case, a reweighting technique is combined with a careful extrapolation of the data to infinite time to determine with high accuracy the critical behavior in the three-dimensional directed percolation universality class. In the presence of quenched spatial disorder, our data demonstrate that the absorbing-state transition is governed by an unconventional infinite-randomness critical point featuring activated dynamical scaling. The critical behavior of this transition does not depend on the disorder strength, i.e., it is universal. Close to the disordered critical point, the dynamics is characterized by the nonuniversal power laws typical of a Griffiths phase. We compare our findings to the results of other numerical methods, and we relate them to a general classification of phase transitions in disordered systems based on the rare region dimensionality.

Random fields at a nonequilibrium phase transition.

We study nonequilibrium phase transitions in the presence of disorder that locally breaks the symmetry between two equivalent macroscopic states. In low-dimensional equilibrium systems, such random-field disorder is known to have dramatic effects: it prevents spontaneous symmetry breaking and completely destroys the phase transition. In contrast, we show that the phase transition of the one-dimensional generalized contact process persists in the presence of random-field disorder. The ultraslow dynamics in the symmetry-broken phase is described by a Sinai walk of the domain walls between two different absorbing states. We discuss the generality and limitations of our theory, and we illustrate our results by large-scale Monte Carlo simulations.