Nonequilibrium Phase Transitions in Lattice Models 

by Joaquín Marro and Ronald Dickman

 

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5 of 5 starsExcellent review of recent advances on the field., November 1, 1999
Reviewer: A reader from
New York, USA


Many researchers encounter nonequilibrium phenomena in their studies of order in seemingly chaotic systems. One promising approach to understanding nonequilibrium phenomena is by using lattice gas models which consider complex systems as collections of simple elements each related by simple rules. This book, by leading researchers in the field, presents an up to date and accessible account of this fascinating subject and includes many references. It will be of interest to statistical physicists and to researchers in areas including mathematics, chemistry, mathematical biology and geology interested in complex systems.

Table of Contents

 

Preface

 

1

Introduction

1

2

Driven lattice gases: simulations

12

3

Driven lattice gases: theory

61

4

Lattice gases with reaction

100

5

Catalysis models

141

6

The contact process

161

7

Models of disorder

189

8

Conflicting dynamics

238

9

Particle reaction models

277

 

References

301

 

Index

321

Excerpts from a detailed review in Journal of Statistical Physics, vol. 100 (2000) pages 797-800:
This book illustrates recent progress in the study of nonequilibrium phenomena by lattice models. To this end, the chosen strategy is to present a variety of characteristic situations... In each chapter, a physically motivated model is first dealt with in detail. Several variants of the model displaying new or additional features are next presented and briefly discussed. For further details on each variant, the reader is provided with an extensive list of bibliographical references... Marro and Dickman have written an interesting, well documented review on nonequilibrium lattice problems. The authors have taken special care in separating controversial issues from well established facts. The idea of organizing each chapter around an illustrative, characteristic one is a good one... Another bonus of the book is that it nicely illustrates the importance of mean field approaches in a variety of different contexts... [The book] is an excellent source of references for students and researchers working on population models, cellular automata and theory and experiments of reaction-diffusion systems.
E. Abad, Center for Nonlinear Phenomena and Complex Systems, Université Libre de Bruxelles

Contemporary Physics, vol. 42 (2001), number 1:
The theory of equilibrium statistical mechanics, particularly the understanding of phase transitions and critical phenomena, is now well developed. Series methods, the renormalization group and conformal field theory have led to accurate evaluation of critical exponents and the assignment of universality classes. In the past the main interest in non-equilibrium statistical mechanics was in the attempt to understand the processes by which Hamiltonian systems attain equilibrium. The focus has now changed to an investigation of systems intrinsically out of equilibrium. Rather than being determined by a Hamiltonian the dynamics is defined by the imposition of transition rates. These are chosen according to the informal criteria of physical applicability and the promise of interesting behaviour. Such schemes are most easily developed for lattice models in which the behaviour, in the absence of exact results, is explored mainly using simulation and mean-field methods. It is interesting that the latter, which tend to be regarded in equilibrium theory as of limited use and dubious worth, have acquired a new life as useful and reliable tools here. The proliferation of models and the overlap with other research areas has made it necessary for the authors of this book to make some judicious choices of the material to be covered. Their broad distinction is between models which are defined in terms of some perturbation of an equilibrium model and those with no equilibrium counterpart.
   In the perturbed-equilibrium models the transition rates may obey a local detailed balance, without being derived from a potential energy function, or they may represent competing processes, proceeding at different temperatures. The lattice gas, with anisotropic diffusion, driven by a field, which is used as a first substantial example, is a case of the former and a lattice gas with isotropic diffusion and a reaction (particle creation-annihilation), which follows it, provides an example of a two-temperature system. Further examples of two-process systems with diffusion and some form of conflicting dynamics are provided. These include the non-equilibrium spin glass, voting models and the kinetic ANNNI model. The interest in all these models is in transitions to non-equilibrium steady states. Both static and dynamic aspects are relevant to macroscopic behaviour and, according to the choice of parameters, transitions can be continuous or of first-order with the occurrence of tricritical points.
   The catalytic and population models described in other chapters of the book have no equilibrium analogue since their dynamics involve processes that are strictly irreversible. Of particular interest here is the transition to an absorbing state. We are shown cases where the critical exponents depend continuously on the initial particle density. This is interestingly reminiscent of the variation of critical exponents in the eight-vertex model as a function of a marginal parameter.
   This text provides an excellent introduction to an important and growing area of research. The number of models available, each with its designating set of initials, is increasing at a great rate. One criticism I would make is that the authors have made an excessive use of such initial abbreviations when referring to the different models, which tend to cause some difficulty for anyone not thoroughly at home in the subject. This, however, does little to spoil a book which can be recommended to anyone wishing to acquaint themselves with this fascinating field of research.
D. A. Lavis, King’s College, London

 

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From the Publisher
This book provides an introduction to nonequilibrium statistical physics via lattice models. The book will be of interest to graduate students and researchers in statistical physics and also to researchers in areas including mathematics, chemistry, mathematical biology and geology interested in collective phenomena in complex systems.

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ZBL MATH 931 (2001):


Lattice models play a central role in equilibrium statistical mechanics, particularly in understanding of phase transitions and critical phenomena. We expect them to be equally important in nonequilibrium phase transitions, and for similar reasons: they are the most amaenable to an accurate analysis, and allow one to isolate specific features of a system and to connect them with macroscopic properties. This is mainly due to the fact that lattice models can be typically specified by their energy function or by the "hamiltonian" on the configuration space, and many models (lattice Markov processes or particle systems) admit a definition through a set of transition probabilities.

This book is based largely upon researches carried out by the authors and their students and colleagues during the past few days. Although the book is not a comprehensive survey of nonequilibrium phase transitions, the authors present a set of actual examples with sufficient clarity, so that the reader will be convinced of their importante and will be drawn to think about them.

A. Balint (timiçoara)

.

 

From the book Preface:
Nature provides countless examples of many-particle systems maintained out of thermodynamic equilibrium. Perhaps the simplest condition we can expect to find such systems in is that of a nonequilibrium steady state; these already present a much more varied and complex picture than equilibrium states. Their instabilities, variously described as nonequilibrium phase transitions, bifurcations, and synergetics, are associated with pattern formation, morphogenesis, and self-organization, which connect the microscopic level of simple interacting units with the coherent structures observed, for example, in organisms and communities.
   Nonequilibrium phenomena have naturally attracted considerable interest, but until recently were largely studied at a macroscopic level. Detailed investigation of phase transitions in lattice models out of equilibrium has blossomed over the last decade, to the point where it seems worthwhile collecting some of the better understood examples in a book accessible to graduate students and researchers outside the field. The models we study are oversimplified representations or caricatures of nature, but may capture some of the essential features responsible for nonequilibrium ordering in real systems.    

   Lattice models have played a central role in equilibrium statistical mechanics, particularly in understanding phase transitions and critical phenomena. We expect them to be equally important in nonequilibrium phase transitions, and for similar reasons: they are the most amenable to precise analysis, and allow one to isolate specific features of a system and to connect them with macroscopic properties. Equilibrium lattice models are typically specified by their energy function or `Hamiltonian' on configuration space; here, the models (we restrict our attention to lattice Markov processes or particle systems) are defined by a set of transition probabilities. Unlike in equilibrium, the stationary probability distribution is not known a priori.

   In fact, lattice models of nonequilibrium processes have lately begun to multiply at a dizzying pace. Sandpiles, driven lattice gases, traffic models, contact processes, surface catalytic reactions, branching annihilating random walks, and sequential adsorption are just a few classes of nonequilibrium lattice models that have become the staple of the statistical physics literature. Despite the absence of general unifying principles for this varied set of models, it turns out that many of them fall naturally into one of a small number of classes. That one can now recognize `family resemblances' amongst models encouraged us to attempt the present work. Some sort of schema, however incomplete and provisional, to the bewildering array of models under active investigation, should help to establish connections between seemingly disparate fields, and avert unnecessary duplication of effort. Since a general formalism, analogous to equilibrium statistical mechanics, is lacking for nonequilibrium steady states, the field presents a particular challenge to theoretical physics.

   This book is based largely upon research by the authors, and their students and colleagues, during the past few years. We have by no means attempted a comprehensive survey of nonequilibrium phase transitions, not even of lattice models of such. We have little to say, for example, about self-organized criticality or surface growth problems. Clearly these subjects demand books in themselves. On the other hand, we have tried to do more than provide a compendium of recent results. We hope to present a set of examples with sufficient vividness and clarity that the reader will be convinced of their intrinsic interest, and be drawn to think about them, or to devise his or her own.

   At certain points in the book we express our attitude regarding various issues, some of them controversial. But we have tried to point out the weakness or controversial nature of the arguments, within the limitations posed by our own lack of familiarity with certain methods and results. In other words, we don't that claim ours is the definitive account of all problems considered here, and therefore encourage others to address the gaps or misconceptions they find in the present work.

   It is a pleasure for us to thank many colleagues whose comments, suggestions, and corrections were valuable to us in producing this presentation. One or both of us have enjoyed discussions with Abdelfattah Achahbar, Juanjo Alonso, Dani ben-Avraham, Martin Burschka, John Cardy, Michel Droz, José Duarte, Richard Durrett, Jim Evans, Julio Fernández, Hans Fogedby, Pedro Garrido, Jesús González-Miranda, Peter Grassberger, Geoffrey Grinstein, Malte Henkel, Iwan Jensen, Makoto Katori, Peter Kleban, Norio Konno, Eduardo Lage, Joel Lebowitz, Roberto Livi, Antonio López-Lacomba, Maria do Céu Marques, José Fernando Mendes, Adriana Gomes Moreira, Miguel Angel Muñoz, Mario de Oliveira, Maya Paczusky, Vladimir Privman, Sid Redner, Maria Augusta dos Santos, Beate Schmittmann, Tania Tomé, Raúl Toral, Alex Tretyakov, Lorenzo Vallés, Royce Zia, and Robert Ziff. Our work during the last years has been partially supported by grants from the DGICYT (PB91-0709) and the CICYT (TXT96-1809), from the Junta de Andalucía, and from the European Commission.
Granada and New York, Joaquín Marro and Ronald Dickman

 

 

From the reviews, as mentioned by Cambridge University Press:

  1. "...there exists no comparable overview, and the compilation and definition of the most relevant model systems already renders this 300-page volume a very useful text for both students and researchers." Mathematical Reviews
  2. "The material is skillfully arranged so as to emphasize those aspects of universality which are now well established, while the richness of the problem and the obstacles remaining on our way to a more global understanding of kinetics phase transitions are carefully indicated...sure to become a standard reference guide for the field..." Journal of Statistical Physics
  3. This text provides an excellent introduction to an important and growing area of research … can be recommended to anyone wishing to acquaint themselves with this fascinating field of research.’ D. A. Lavis, Contemporary Physics