SISTEMAS COMPLEJOS TEMA II LA FSICA DE LOS SISTEMAS COMPLEJOS

INDICE
ENSEMBLES, MICROESTADOS, MACROESTADOS FUNCIONES TERMODINAMICAS TRANSICIONES DE FASE Y UNIVERSALIDAD

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INDICE
ENSEMBLES, MICROESTADOS, MACROESTADOS FUNCIONES TERMODINAMICAS TRANSICIONES DE FASE Y UNIVERSALIDAD

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STATISTICAL MECHANICS in a nutshell

Why stat.mech.?

Description of gases with Newtons laws is impracticable!

How stat. mech.? Statistical properties of molecule collectivities What stat.mech.? - Theory that connects microscopic (individual) dynamics to macroscopic (statistical) collective properties:

Position, speed of particles (mechanics) pressure, temperature, volume, entropy of gas (thermodynamics)
Relation to dynamical systems: Ergodicity, molecular chaos, KAM theorem and stat mechs paradox

FUNDAMENTAL CONCEPT IN STAT. MECH.: ensemble!

Microstate: A specific set of positions and velocities of N elements Macrostate: A macroscopic variable of a microstate (e.g. temperature, volume) Each macrostate has many possible microstates (degeneracy).

Ensemble: set of different accessible microstates that compose a system.

- Microcanonical ensemble (fixed N,V,E) microstates with same energy - Canonical ensemble (fixed N,V,T) microstates with same temperature - Grand canonical ensemble

EXAMPLE 1
System: N2 leds in a lattice, each led is either YELLOW or BLACK

Macrostate: 30% YELLOW, 70% BLACK

Microstate A Microstate B Microstates A and B belong to the same macrostate, but they are different configurations!
The set of all possible configurations (microstates) with same macrostate is called an ensemble Question: which is the most probable microstate? which is the most probable spatial distribution of yellow leds? ENTROPY

EXAMPLE 2

SYSTEM: pool balls. Macrostate: the sum of velocities is zero. Microstates? Many possible microstates!

A. All balls have zero speed B. All balls are placed in a circle and converge to its center with the same speed C. Balls have random speeds (the sum of velocities converges to zero in the statistical sense)
Which is more probable? Is C a microstate? HOW DO WE DIFFERENCIATE / WEIGHT ALL THESE MICROSTATES? INTERNAL ENERGY

INDICE
ENSEMBLES, MICROESTADOS, MACROESTADOS FUNCIONES TERMODINAMICAS TRANSICIONES DE FASE Y UNIVERSALIDAD

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FUNDAMENTAL QUANTITY IN STAT. MECH.: partition function!

Boltzmann factor
Suppose a system with N elements at temperature T The probability that the system is in one of the microstates with energy Ei goes like

Partition function
Number of different microstates at a given temperature (each with different energy)

Bridges the gap from micro (individual) to macro (statistical)

The PROBABILITY of finding the system at temperature T in a state with energy Ei is

Partition function

FROM THE PARTITION FUNCTION WE CAN CALCULATE ALL THERMODYNAMICAL QUANTITIES

- Total energy - Free energy - Entropy

F
F

Microscopic

Macroscopic
Hamiltonian H Partition function Z Free energy F Entropy S Pressure P Magnetization M

Quantifies interaction strength between elements

Partition function
FROM THE PARTITION FUNCTION WE CAN CALCULATE ALL THERMODYNAMICAL QUANTITIES - Total energy
Entropy, disorder, information

- Free energy - Entropy - Temperature

F
F

Microscopic

Macroscopic
Hamiltonian H Partition function Z Free energy F Entropy S Pressure P Magnetization M

Quantifies interaction strength between elements

Partition function
FROM THE PARTITION FUNCTION WE CAN CALCULATE ALL THERMODYNAMICAL QUANTITIES - Total energy - Free energy - Entropy - Temperature

F
F

Microscopic

Macroscopic
The inverse of the temperature is the cost Hamiltonian Partition function Z Free energy F of buying H energy from the rest of the world. Entropy is the currency being paid. Entropy Inverse S Pressure temperature is the cost in entropy to buy a P Magnetization M unit of energy.

Quantifies interaction strength between elements

Partition function
FROM THE PARTITION FUNCTION WE CAN CALCULATE ALL THERMODYNAMICAL QUANTITIES
- Total energy - Free energy - Entropy - Temperature

F
F

Microscopic

Macroscopic
Hamiltonian H Partition function Z Free energy F Entropy S Pressure P Magnetization M

Quantifies interaction strength between elements

Microscopic

Macroscopic Hamiltonian H Partition function Z Free energy F Entropy S Pressure P Magnetization M

Normalmente desconocemos el Hamiltoniano del sistema (ecuaciones de movimiento), o dicho Hamiltoniano no puede obtenerse a travs de una aproximacin mecnica tipo minimizacin de la accin (sistema no fsico) La aproximacin puede empezar un poco ms mesoescala: * cules son los grados de libertad interesantes? * qu reglas de interaccin entre las partculas de mi sistema? Estas reglas de interaccin generan un Hamiltoniano efectivo

Simulamos con un ordenador la dinmica molecular (interacciones locales)

Definimos y medimos variables globales (el anlogo a los macroestados) que caracterizan los fenmenos colectivos, emergentes, etctera

Es decir: este formalismo sirve para modelizar fenmenos colectivos dentro y fuera de la fsica

Microscopic

Macroscopic Hamiltonian H Partition function Z Free energy F Entropy S Pressure P Magnetization M

The molecules are like individuals, and the properties of gases only remain unaltered, because the number of these molecules, which on the average have a given state, is constant, This opens a broad perspective, if we do not only think of mechanical objects. Lets consider to apply this method to the statistics of living beings, society, sociology and so forth.
Ludwig Edward Boltzmann 1844 - 1906)

INDICE
ENSEMBLES, MICROESTADOS, MACROESTADOS FUNCIONES TERMODINAMICAS TRANSICIONES DE FASE Y UNIVERSALIDAD

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WHAT IS A PHASE TRANSITION?

OPTIMIZATION PROCESS: MINIMIZATION OF FREE ENERGY F=E-TS

Phase: macroscopical state of a system.

- The stable phase will be the one that minimizes the free energy F of the system
- The stable phase is the one that * minimizes the internal energy of the system * maximizes his entropy -Varying a parameter of the system (control parameter), the stability of the macroscopic phases can switch : phase transition

WHAT CAUSES THE CHANGE OF STABILITY? Symmetry breaking (one phase has more symmetry than the other) order parameter describes this symmetry breaking

CLASSIFICATION OF PHASE TRANSITIONS

Order parameter vs Control parameter

Order of the Derivative of the order parameter which is discontinuous (first order, second order, etc) provides the transition order

EXAMPLE (first order transition)

Ice-water transition: Order parameter is discontinuous in the transition point.

Ice and water at 0C Latent heat is needed not to increase the temperature of the solid but to change its symmetrires Order parameter changes discontinuously at the transition

EXAMPLE (second order transition)

Ferromagnetic-Paramagnetic transition

No latent heat involved Order parameter changes continuously at the transition Other magnitudes diverge

Second order/continuous/critical
The order parameter: -is continuous, - vanishes in the disordered phase and is non-zero in the ordered phase - Nonanalitic at transition (fluctuations diverge)
- Transition point is a critical point: fluctuations around this point can have arbitrary sizes (scaling, power laws, scale invariance). - Perturbations close to the transition propagate at every scale (long-range correlations). P(response) is a power law - Universal behavior close to the transition point: scaling laws, critical exponents, universality classes

-critical point is unstable, only reached by tuning a control parameter such as temperature Comment: Can systems self-organize around a critical value?

PHASE TRANSITIONS VERSUS LOCAL BIFURCATIONS (valid analogy in mean field)

first order phase transition vs saddle bifurcation dy/dt = a + by2

second order phase transitionpitchfork bifurcation.

dy/dt = y by3

These phenomena extend well beyond solid state physics

Phase transitions are the result of an optimization process
In a multicomponent system one can define Local rules (similar to Newton laws of motion) Develop a statistical mechanics approach Find different phases and in some cases Phase transitions

EXAMPLE I: ISING MODEL (MAGNETISM)

SOME MATERIALS BELOW A CERTAIN TEMPERATURE EVIDENCE A SPONTANEOUS MAGNETIZATION

2 BASIC (OPPOSED) MECHANISMS:

-Tendency to allign with the local magnetic field to minimize energy -Thermal noise induces disorder as a function of temperature T

Phase transition.
Global magnetization 1. T=0 well ordered

2. 0<T<Tc ordered

3. T>Tc disordered

PLDs

ISING MODEL (numerical simulations Monte Carlo)

T<Tc

T=Tc

T>Tc

EXAMPLE II: VOTER MODEL (SOCIOLOGY)

Voter model
spins are people opinion(red, blue)

EXAMPLE III: FLOCKING MODELS (COLLECTIVE PHENOMENA)

Noise-induced transitions: animal flocking

Flock1 Flock2

A simple model: Follow your neighbors !

v i (t ) v j (t 1) v0 vi (t )

R R

j (t )

absolute value of the velocity is equal to v0 new direction is an average of the directions of neighbors plus some perturbation j(t)

EXAMPLE IV: BONABEAU MODEL (SOCIOLOGY)

Social hierarchy generation: Bonabeau model with 2 opposite mechanisms

(1) Competicin con retroalimentacin: se elige un agente i al azar y se mueve de modo aleatorio a una de sus cuatro casillas vecinas. En el caso de que la casilla est vaca, el agente pasa a ocuparla. Si est ocupada por un agente j se produce un enfrentamiento. El agente atacante i vencer al agente j con probabilidad:

Donde > 0 es un parmetro constante del sistema.

Si i gana, intercambia la casilla con j. Si pierde, se mantienen las posiciones. Despus de cada enfrentamiento los status hi(t) y hj(t) se actualizan sumando a su valor 1 en el caso del vencedor y disminuyendo en 1 en el caso del derrotado.

(2) Relajacin: se define un paso de tiempo en el sistema despus de N repeticiones de la operacin anterior (haya o no enfrentamiento). Despus de cada paso de tiempo todos los agentes multiplican su valor hi(t) por un factor de relajacin (1 - ), donde 0 < < 1.

MEDIDA DE LA JERARQUA
Una medida natural de la jerarquizacin o diversidad de status del sistema es la desviacin tpica de la distribucin de las probabilidades estacionarias:

Est acotada inferiormente con valor 0 y superiormente con valor 1. Acta como parmetro de orden del sistema.

Imagen de transicin Bonabeau

Simulacin numrica A bajas densidades la dispersin es nula: hay igualdad entre agentes. A altas se genera jerarqua bruscamente a travs de una transicin de fase

Generacin de jerarqua en el modelo numrico de Bonabeau

 Sociedades pequeas (manadas de animales, tribus, comunidades pequeas) pueden mantener la igualdad ya que es una situacin matemticamente estable

A altas densidades de poblacin (ciudades), cualquier fluctuacin en una situacin inicial igualitaria se amplificar, generando jerarqua en el estado final el comunismo es matemticamente inestable

EXAMPLE V: JAMMING TRANSITIONS (TRAFFIC AND DELAY PROPAGATION)

CRITICAL POINT

UNCERTAINTY IS MAXIMAL

1/F NOISE AT CRITICALITY

Lucas Lacasa, Miguel Cea, Massimiliano Zanin Physica A 388 (2009)

EXAMPLE VI: ALGORITHMIC PHASE TRANSITIONS (COMPUTER SCIENCE AND MATHEMATICS)

Similar to minimize a free energy

THE PRIME NUMBER GENERATOR: artificial chemistry model

THE PRIME NUMBER GENERATOR: artificial chemistry model

THE PRIME NUMBER GENERATOR: artificial chemistry model

500

25

25

20

THE PRIME NUMBER GENERATOR: artificial chemistry model

500

26

26

500

Positive reactions tend to produce prime numbers

Rate of primes in the steady state ??

M = 10.000

Random presence of primes 1/log(N)

P = probability that the whole set of numbers become primes when the algorithm reaches the steady state.

Well defined order parameter

Characteristics of Criticality
Divergence of the correlation length Certain observables (e.g. distribution of patch sizes) obey power laws 1/f noise (Spectral density) Universality extremely different systems display the same behavior regardless of their dynamical rules. System is often sensitive to small perturbations. However, criticality is usually obtained by finely tuning a parameter (e.g. temperature for phase transitions), so they would be unlikely to naturally arise !!!

However, criticality appears in many places, including:

And hints of criticality appear in many many other places, including:

Speech statistics
Music statistics Technological evolution (Internet) Astrophysics (solar flares) Distribution of river basins Stock market Physiology (EEG, EEC)

HOW? (very unlikely by a fine tuning process)