Canonical vs. Grand Canonical Ensemble for Bosonic Gases under Harmonic Confinement.

We analyze the general relation between canonical and grand canonical ensembles in the thermodynamic limit. We begin our discussion by deriving, with an alternative approach, some standard results first obtained by Kac and coworkers in the late 1970s. Then, motivated by the Bose-Einstein condensation (BEC) of trapped gases with a fixed number of atoms, which is well described by the canonical ensemble and by the recent groundbreaking experimental realization of BEC with photons in a dye-filled optical microcavity under genuine grand canonical conditions, we apply our formalism to a system of non-interacting Bose particles confined in a two-dimensional harmonic trap. We discuss in detail the mathematical origin of the inequivalence of ensembles observed in the condensed phase, giving place to the so-called grand canonical catastrophe of density fluctuations. We also provide explicit analytical expressions for the internal energy and specific heat and compare them with available experimental data. For these quantities, we show the equivalence of ensembles in the thermodynamic limit.

Relation between statics and dynamics in the quench of the Ising model to below the critical point.

The standard phase-ordering process is obtained by quenching a system, like the Ising model, to below the critical point. This is usually done with periodic boundary conditions to ensure ergodicity breaking in the low-temperature phase. With this arrangement the infinite system is known to remain permanently out of equilibrium, i.e., there exists a well-defined asymptotic state which is time invariant but different from the ordered ferromagnetic state. In this paper we establish the critical nature of this invariant state by demonstrating numerically that the quench dynamics with periodic and antiperiodic boundary conditions are indistinguishable from each other. However, while the asymptotic state does not coincide with the equilibrium state for the periodic case, it coincides instead with the equilibrium state of the antiperiodic case, which in fact is critical. The specific example of the Ising model is shown to be one instance of a more general phenomenon, since an analogous picture emerges in the spherical model, where boundary conditions are kept fixed to periodic, while the breaking or preserving of ergodicity is managed by imposing the spherical constraint either sharply or smoothly.

Condensation of fluctuations in the Ising model: A transition without spontaneous symmetry breaking.

The ferromagnetic transition in the Ising model is the paradigmatic example of ergodicity breaking accompanied by symmetry breaking. It is routinely assumed that the thermodynamic limit is taken with free or periodic boundary conditions. More exotic symmetry-preserving boundary conditions, like cylindrical antiperiodic, are less frequently used for special tasks, such as the study of phase coexistence or the roughening of an interface. Here we show, instead, that when the thermodynamic limit is taken with these boundary conditions, a novel type of transition takes place below T_{c} (the usual Ising transition temperature) without breaking either ergodicity or symmetry. Then the low-temperature phase is characterized by a regime (condensation) of strong magnetization's fluctuations which replaces the usual ferromagnetic ordering. This is due to critical correlations perduring for all T below T_{c}. The argument is developed exactly in the d=1 case and numerically in the d=2 case.

Influence of thermal fluctuations on the geometry of interfaces of the quenched Ising model.

We study the role of the quench temperature Tf in the phase-ordering kinetics of the Ising model with single spin flip in d=2,3 . Equilibrium interfaces are flat at Tf=0 , whereas at Tf>0 they are curved and rough (above the roughening temperature in d=3 ). We show, by means of scaling arguments and numerical simulations, that this geometrical difference is important for the phase-ordering kinetics as well. In particular, while the growth exponent z=2 of the size of domains L(t) approximately t 1/z is unaffected by Tf, other exponents related to the interface geometry take different values at Tf=0 or Tf>0 . For Tf>0 a crossover phenomenon is observed from an early stage where interfaces are still flat and the system behaves as at Tf=0 , to the asymptotic regime with curved interfaces characteristic of Tf>0 . Furthermore, it is shown that the roughening length, although subdominant with respect to L(t) , produces appreciable correction to scaling up to very long times in d=2 .

Nonlinear response and fluctuation-dissipation relations.

A unified derivation of the off-equilibrium fluctuation dissipation relations (FDRs) is given for Ising and continuous spins to arbitrary order, within the framework of Markovian stochastic dynamics. Knowledge of the FDRs allows one to develop zero field algorithms for the efficient numerical computation of the response functions. Two applications are presented. In the first one, the problem of probing for the existence of a growing cooperative length scale is considered in those cases, like in glassy systems, where the linear FDR is of no use. The effectiveness of an appropriate second order FDR is illustrated in the test case of the Edwards-Anderson spin glass in one and two dimensions. In the second application, the important problem of the definition of an off-equilibrium effective temperature through the nonlinear FDR is considered. It is shown that, in the case of coarsening systems, the effective temperature derived from the second order FDR is consistent with the one obtained from the linear FDR.

Scaling and universality in the aging kinetics of the two-dimensional clock model.

We study numerically the aging dynamics of the two-dimensional p -state clock model after a quench from an infinite temperature to the ferromagnetic phase or to the Kosterlitz-Thouless phase. The system exhibits the general scaling behavior characteristic of nondisordered coarsening systems. For quenches to the ferromagnetic phase, the value of the dynamical exponents suggests that the model belongs to the Ising-type universality class. Specifically, for the integrated response function chi(t,s) approximately or = s(-a)chif(t/s), we find a(chi) consistent with the value a(chi)=0.28 found in the two-dimensional Ising model.

Test of local scale invariance from the direct measurement of the response function in the Ising model quenched to and below T(C).

In order to check on a recent suggestion that local scale invariance [M. Henkel, Phys. Rev. Lett. 87, 265701 (2001)] might hold when the dynamics is of Gaussian nature, we have carried out the measurement of the response function in the kinetic Ising model with Glauber dynamics quenched to T(C) in d=4, where Gaussian behavior is expected to apply, and in the two other cases of the d=2 model quenched to T(C) and to below T(C), where instead deviations from Gaussian behavior are expected to appear. We find that in the d=4 case there is an excellent agreement between the numerical data, the local scale invariance prediction and the analytical Gaussian approximation. No logarithmic corrections are numerically detected. Conversely, in the d=2 cases, both in the quench to T(C) and to below T(C), sizable deviations of the local scale invariance behavior from the numerical data are observed. These results do support the idea that local scale invariance might miss to capture the non-Gaussian features of the dynamics. The considerable precision needed for the comparison has been achieved through the use of a fast new algorithm for the measurement of the response function without applying the external field. From these high quality data we obtain a=0.27+/-0.002 for the scaling exponent of the response function in the d=2 Ising model quenched to below T(C), in agreement with previous results.

Off-equilibrium generalization of the fluctuation dissipation theorem for Ising spins and measurement of the linear response function.

We derive for Ising spins an off-equilibrium generalization of the fluctuation dissipation theorem, which is formally identical to the one previously obtained for soft spins with Langevin dynamics [L.F. Cugliandolo, J. Kurchan, and G. Parisi, J. Phys. I 4, 1641 (1994)]. The result is quite general and holds both for dynamics with conserved and nonconserved order parameters. On the basis of this fluctuation dissipation relation, we construct an efficient numerical algorithm for the computation of the linear response function without imposing the perturbing field, which is alternative to those of Chatelain [J. Phys. A 36, 10 739 (2003)] and Ricci-Tersenghi [Phys. Rev. E 68, 065104(R) (2003)]. As applications of the new algorithm, we present very accurate data for the linear response function of the Ising chain, with conserved and nonconserved order parameter dynamics, finding that in both cases the structure is the same with a very simple physical interpretation. We also compute the integrated response function of the two-dimensional Ising model, confirming that it obeys scaling chi (t, t(w)) approximately equal to t(-a)(w) f (t/t(w)) , with a =0.26+/-0.01 , as previously found with a different method.

Correction to scaling in the response function of the two-dimensional kinetic Ising model.

The aging part Rag(t,s) of the impulsive response function of the two-dimensional ferromagnetic Ising model, quenched below the critical point, is studied numerically employing an algorithm without the imposition of the external field. We find that the simple scaling form Rag(t,s)=s-(1+a)f(t/s), which is usually believed to hold in the aging regime, is not obeyed. We analyze the data assuming the existence of a correction to scaling. We find a=0.273+/-0.006, in agreement with previous numerical results obtained from the zero field cooled magnetization. We investigate in detail also the scaling function f(t/s) and we compare the results with the predictions of analytical theories. We make an ansatz for the correction to scaling, deriving an analytical expression for Rag(t,s). This gives a satisfactory qualitative agreement with the numerical data for Rag(t,s) and for the integrated response functions. With the analytical model we explore the overall behavior, extrapolating beyond the time regime accessible with the simulations. We explain why the data for the zero field cooled susceptibility are not too sensitive to the existence of the correction to scaling in Rag(t,s), making this quantity the most convenient for the study of the asymptotic scaling properties.

Comment on "Scaling of the linear response in simple aging systems without disorder".

We have repeated the simulations of Henkel, Paessens, and Pleimling (HPP) [Phys. Rev. E 69, 056109 (2004)] for the field-cooled susceptibility chi(FC)(t) - chi0 approximately t(-A) in the quench of ferromagnetic systems to and below T(C). We show that, contrary to the statement made by HPP, the exponent A coincides with the exponent a of the linear response function R(t,s) approximately s(-(1+a))f(R)(t/s). We point out what are the assumptions in the argument of HPP that lead them to the conclusion A < a.

Phase ordering in disordered and inhomogeneous systems.

We study numerically the coarsening dynamics of the Ising model on a regular lattice with random bonds and on deterministic fractal substrates. We propose a unifying interpretation of the phase-ordering processes based on two classes of dynamical behaviors characterized by different growth laws of the ordered domain size, namely logarithmic or power law, respectively. It is conjectured that the interplay between these dynamical classes is regulated by the same topological feature that governs the presence or the absence of a finite-temperature phase transition.

Relaxation and overlap-probability function in the spherical and mean-spherical models.

The problem of the equivalence of the spherical and mean-spherical models, which has been thoroughly studied and is understood in equilibrium, is considered anew from the dynamical point of view during the time evolution following a quench from above to below the critical temperature. It is found that there exists a crossover time t(*) approximately V(2/d) such that for tt(*) macroscopic discrepancies arise. The relation between the off equilibrium response function and the structure of the equilibrium state that usually holds for phase ordering systems is found to hold for the spherical model but not for the mean-spherical one. The latter model offers an explicit example of a system which is not stochastically stable.

Scaling of the linear response function from zero-field-cooled and thermoremanent magnetization in phase-ordering kinetics.

In this paper we investigate the relation between the scaling properties of the linear response function R(t,s), of the thermoremanent magnetization (TRM) and of the zero-field-cooled (ZFC) magnetization in the context of phase-ordering kinetics. We explain why the retrieval of the scaling properties of R(t,s) from those of TRM and ZFC magnetization is not trivial. Preasymptotic contributions generate a long crossover in TRM, while ZFC magnetization is affected by a dangerous irrelevant variable. Lack of understanding of both these points has generated some confusion in the literature. The full picture relating the exponents of all the quantities involved is explicitly illustrated in the framework of the large-N model. Following this scheme, an assessment of the present status of numerical simulations for the Ising model can be made. We reach the conclusion that on the basis of the data available up to now, statements on the scaling properties of R(t,s) can be made from ZFC magnetization but not from TRM. From ZFC data for the Ising model with d=2,3,4 we confirm the previously found linear dependence on dimensionality of the exponent a entering R(t,s) approximately s(-(1+a))f(t/s). We also find evidence that a recently derived form of the scaling function f(x), using local scale invariance arguments [M. Henkel, M. Pleimling, C. Godrèche, and J. M. Luck, Phys. Rev. Lett. 87, 265701 (2001)], does not hold for the Ising model.

Slow relaxation in the large-N model for phase ordering.

The basic features of the slow relaxation phenomenology arising in phase ordering processes are obtained analytically in the large-N model through the exact separation of the order parameter into the sum of thermal and condensation components. The aging contribution in the response function chi(ag)(t,t(w)) is found to obey a pattern of behavior, under variation of dimensionality, qualitatively similar to the one observed in Ising systems. There exists a critical dimensionality (d=4) above which chi(ag)(t,t(w)) is proportional to the defect density rho(D)(t), while for d<4 it vanishes more slowly than rho(D)(t) and at d=2 does not vanish. As in the Ising case, this behavior can be understood in terms of the dependence on dimensionality of the interplay between the defect density and the effective response associated to a single defect.

Universality of the off-equilibrium response function in the kinetic Ising chain.

The off-equilibrium response function chi(t,t(w)) and autocorrelation function C(t,t(w)) of an Ising chain with spin-exchange dynamics are studied numerically and compared with the same quantities in the case of spin-flip dynamics. It is found that, even though these quantities are different in the two cases, the parametric plot of chi(t,t(w)) versus C(t,t(w)) is the same. While this result could be expected in higher dimensionality, where chi(C) is related to the equilibrium state, it is far from trivial in the one-dimensional case where this relation does not hold. The origin of the universality of chi(C) is traced back to the optimization of domains position with respect to the perturbing external field. This mechanism is investigated resorting to models with a single domain moving in a random environment.

Generic features of the fluctuation dissipation relation in coarsening systems.

The integrated response function in phase-ordering systems with scalar, vector, conserved, and nonconserved order parameter is studied at various space dimensionalities. Assuming scaling of the aging contribution chi(ag) (t, t(w) )= tw (- a(chi) ) chi; (t/ t(w) ) we obtain, by numerical simulations and analytical arguments, the phenomenological formula describing the dimensionality dependence of a(chi) in all cases considered. The primary result is that a(chi) vanishes continuously as d approaches the lower critical dimensionality d(L). This implies that (i) the existence of a nontrivial fluctuation dissipation relation and (ii) the failure of the connection between statics and dynamics are generic features of phase ordering at d(L).

Condensation of fluctuations in and out of equilibrium.

Condensation of fluctuations is an interesting phenomenon conceptually distinct from condensation on average. One striking feature is that, contrary to what happens on average, condensation of fluctuations may occur even in the absence of interaction. The explanation emerges from the duality between large deviation events in the given system and typical events in a new and appropriately biased system. This phenomenon is investigated in the context of the Gaussian model, chosen as a paradigmatical noninteracting system, before and after an instantaneous temperature quench. It is shown that the bias induces a mean-field-like effective interaction responsible for the condensation on average. Phase diagrams, covering both the equilibrium and the off-equilibrium regimes, are derived for observables representative of generic behaviors.

Scaling in the aging dynamics of the site-diluted Ising model.

We study numerically the phase-ordering kinetics of the two-dimensional site-diluted Ising model. The data can be interpreted in a framework motivated by renormalization-group concepts. Apart from the usual fixed point of the nondiluted system, there exist two disorder fixed points, characterized by logarithmic and power-law growth of the ordered domains. This structure gives rise to a rich scaling behavior, with an interesting crossover due to the competition between fixed points, and violation of superuniversality.

Aging and crossovers in phase-separating fluid mixtures.

We use state-of-the-art molecular dynamics simulations to study hydrodynamic effects on aging during kinetics of phase separation in a fluid mixture. The domain growth law shows a crossover from a diffusive regime to a viscous hydrodynamic regime. There is a corresponding crossover in the autocorrelation function from a power-law behavior to an exponential decay. While the former is consistent with theories for diffusive domain growth, the latter results as a consequence of faster advective transport in fluids for which an analytical justification has been provided.

Fluctuation-dissipation relations and field-free algorithms for the computation of response functions.

We discuss the relation between the fluctuation-dissipation relation derived by Chatelain and Ricci-Tersenghi [C. Chatelain, J. Phys. A 36, 10739 (2003); F. Ricci-Tersenghi, Phys. Rev. E 68, 065104(R) (2003)] and that by Lippiello-Corberi-Zannetti [E. Lippiello, F. Corberi, and M. Zannetti, Phys. Rev. E 71, 036104 (2005)]. In order to do that, we rederive the fluctuation-dissipation relation for systems of discrete variables evolving in discrete time via a stochastic nonequilibrium Markov process. The calculation is carried out in a general formalism comprising the Chatelain, Ricci-Tersenghi, result and that by Lippiello-Corberi-Zannetti as special cases. The applicability, generality, and experimental feasibility of the two approaches are thoroughly discussed. Extending the analytical calculation to the variance of the response function, we show the advantage of field-free numerical methods with respect to the standard method, where the perturbation is applied. We also show that the signal-to-noise ratio is better (by a factor square root of 2) in the algorithm of Lippiello-Corberi-Zannetti with respect to that of Chatelain-Ricci Tersenghi.