Functional renormalization group for anisotropic depinning and relation to branching processes

Theory and experiments for disordered elastic manifolds, depinning, avalanches, and sandpiles

Domain walls in magnets, vortex lattices in superconductors, contact lines at depinning, and many other systems can be modeled as an elastic system subject to quenched disorder. The ensuing field theory possesses a well-controlled perturbative expansion around its upper critical dimension. Contrary to standard field theory, the renormalization group (RG) flow involves a function, the disorder correlator Δ(w), and is therefore termed the functional RG. Δ(w) is a physical observable, the auto-correlation function of the center of mass of the elastic manifold. In this review, we give a pedagogical introduction into its phenomenology and techniques. This allows us to treat both equilibrium (statics), and depinning (dynamics). Building on these techniques, avalanche observables are accessible: distributions of size, duration, and velocity, as well as the spatial and temporal shape. Various equivalences between disordered elastic manifolds, and sandpile models exist: an elastic string driven at a point and the Oslo model; disordered elastic manifolds and Manna sandpiles; charge density waves and Abelian sandpiles or loop-erased random walks. Each of the mappings between these systems requires specific techniques, which we develop, including modeling of discrete stochastic systems via coarse-grained stochastic equations of motion, super-symmetry techniques, and cellular automata. Stronger than quadratic nearest-neighbor interactions lead to directed percolation, and non-linear surface growth with additional Kardar-Parisi-Zhang (KPZ) terms. On the other hand, KPZ without disorder can be mapped back to disordered elastic manifolds, either on the directed polymer for its steady state, or a single particle for its decay. Other topics covered are the relation between functional RG and replica symmetry breaking, and random-field magnets. Emphasis is given to numerical and experimental tests of the theory.

Crossover behavior in interface depinning

We study the crossover scaling behavior of the height-height correlation function in interface depinning in random media. We analyze experimental data from a fracture experiment and simulate an elastic line model with nonlinear couplings and disorder. Both exhibit a crossover between two different universality classes. For the experiment, we fit a functional form to the universal crossover scaling function. For the model, we vary the system size and the strength of the nonlinear term and describe the crossover between the two universality classes with a multiparameter scaling function. Our method provides a general strategy to extract scaling properties in depinning systems exhibiting crossover phenomena.

Avalanche dynamics of elastic interfaces

Slowly driven elastic interfaces, such as domain walls in dirty magnets, contact lines wetting a nonhomogeneous substrate, or cracks in brittle disordered material proceed via intermittent motion, called avalanches. Here we develop a field-theoretic treatment to calculate, from first principles, the space-time statistics of instantaneous velocities within an avalanche. For elastic interfaces at (or above) their (internal) upper critical dimension d≥d(uc) (d(uc)=2,4 respectively for long-ranged and short-ranged elasticity) we show that the field theory for the center of mass reduces to the motion of a point particle in a random-force landscape, which is itself a random walk [Alessandro, Beatrice, Bertotti, and Montorsi (ABBM) model]. Furthermore, the full spatial dependence of the velocity correlations is described by the Brownian-force model (BFM) where each point of the interface sees an independent Brownian-force landscape. Both ABBM and BFM can be solved exactly in any dimension d (for monotonous driving) by summing tree graphs, equivalent to solving a (nonlinear) instanton equation. We focus on the limit of slow uniform driving. This tree approximation is the mean-field theory (MFT) for realistic interfaces in short-ranged disorder, up to the renormalization of two parameters at d=d(uc). We calculate a number of observables of direct experimental interest: Both for the center of mass, and for a given Fourier mode q, we obtain various correlations and probability distribution functions (PDF's) of the velocity inside an avalanche, as well as the avalanche shape and its fluctuations (second shape). Within MFT we find that velocity correlations at nonzero q are asymmetric under time reversal. Next we calculate, beyond MFT, i.e., including loop corrections, the one-time PDF of the center-of-mass velocity u[over ·] for dimension d<d(uc). The singularity at small velocity P(u[over ·])~1/u[over ·](a) is substantially reduced from a=1 (MFT) to a=1-2/9(4-d)+... (short-ranged elasticity) and a=1-4/9(2-d)+... (long-ranged elasticity). We show how the dynamical theory recovers the avalanche-size distribution, and how the instanton relates to the response to an infinitesimal step in the force.

Nonstationary dynamics of the Alessandro-Beatrice-Bertotti-Montorsi model

We obtain an exact solution for the motion of a particle driven by a spring in a Brownian random-force landscape, the Alessandro-Beatrice-Bertotti-Montorsi (ABBM) model. Many experiments on quasistatic driving of elastic interfaces (Barkhausen noise in magnets, earthquake statistics, shear dynamics of granular matter) exhibit the same universal behavior as this model. It also appears as a limit in the field theory of elastic manifolds. Here we discuss predictions of the ABBM model for monotonous, but otherwise arbitrary, time-dependent driving. Our main result is an explicit formula for the generating functional of particle velocities and positions. We apply this to derive the particle-velocity distribution following a quench in the driving velocity. We also obtain the joint avalanche size and duration distribution and the mean avalanche shape following a jump in the position of the confining spring. Such nonstationary driving is easy to realize in experiments, and provides a way to test the ABBM model beyond the stationary, quasistatic regime. We study extensions to two elastically coupled layers, and to an elastic interface of internal dimension d, in the Brownian force landscape. The effective action of the field theory is equal to the action, up to one-loop corrections obtained exactly from a functional determinant. This provides a connection to renormalization-group methods.

Avalanche spatial structure and multivariable scaling functions: sizes, heights, widths, and views through windows

We introduce a systematic method for extracting multivariable universal scaling functions and critical exponents from data. We exemplify our insights by analyzing simulations of avalanches in an interface using simulations from a driven quenched Kardar-Parisi-Zhang (qKPZ) equation. We fully characterize the spatial structure of these avalanches--we report universal scaling functions for size, height, and width distributions, and also local front heights. Furthermore, we resolve a problem that arises in many imaging experiments of crackling noise and avalanche dynamics, where the observed distributions are strongly distorted by a limited field of view. Through artificially windowed data, we show these distributions and their multivariable scaling functions may be written in terms of two control parameters: the window size and the characteristic length scale of the dynamics. For the entire system and the windowed distributions we develop accurate parametrizations for the universal scaling functions, including corrections to scaling and systematic error bars, facilitated by a novel software environment SloppyScaling.

Size distributions of shocks and static avalanches from the functional renormalization group

Interfaces pinned by quenched disorder are often used to model jerky self-organized critical motion. We study static avalanches, or shocks, defined here as jumps between distinct global minima upon changing an external field. We show how the full statistics of these jumps is encoded in the functional-renormalization-group fixed-point functions. This allows us to obtain the size distribution P(S) of static avalanches in an expansion in the internal dimension d of the interface. Near and above d=4 this yields the mean-field distribution P(S) approximately S;{-3/2}e;{-S4S_{m}} , where S_{m} is a large-scale cutoff, in some cases calculable. Resumming all one-loop contributions, we find P(S) approximately S;{-tau}exp(C(SS_{m});{1/2}-B/4(S/S_{m});{delta}) , where B , C , delta , and tau are obtained to first order in =4-d . Our result is consistent to O() with the relation tau=tau_{zeta}:=2-2/d+zeta , where zeta is the static roughness exponent, often conjectured to hold at depinning. Our calculation applies to all static universality classes, including random-bond, random-field, and random-periodic disorders. Extended to long-range elastic systems, it yields a different size distribution for the case of contact-line elasticity, with an exponent compatible with tau=2-1/d+zeta to O(=2-d) . We discuss consequences for avalanches at depinning and for sandpile models, relations to Burgers turbulence and the possibility that the relation tau=tau_{zeta} be violated to higher loop order. Finally, we show that the avalanche-size distribution on a hyperplane of codimension one is in mean field (valid close to and above d=4 ) given by P(S) approximately K_{13}(S)S , where K is the Bessel- K function, thus tau_{hyperplane}=4/3 .

Driven particle in a random landscape: disorder correlator, avalanche distribution, and extreme value statistics of records

We review how the renormalized force correlator Delta(micro) , the function computed in the functional renormalization-group (RG) field theory, can be measured directly in numerics and experiments on the dynamics of elastic manifolds in the presence of pinning disorder. We show how this function can be computed analytically for a particle dragged through a one-dimensional random-force landscape. The limit of small velocity allows one to access the critical behavior at the depinning transition. For uncorrelated forces one finds three universality classes, corresponding to the three extreme value statistics, Gumbel, Weibull, and Fréchet. For each class we obtain analytically the universal function Delta(micro) , the corrections to the critical force, and the joint probability distribution of avalanche sizes s and waiting times w . We find P(s)=P(w) for all three cases. All results are checked numerically. For a Brownian force landscape, known as the Alessandro, Beatrice, Bertotti, and Montorsi (ABBM) model, avalanche distributions and Delta(micro) can be computed for any velocity. For two-dimensional disorder, we perform large-scale numerical simulations to calculate the renormalized force correlator tensor Delta_{ij}(micro[over ]) , and to extract the anisotropic scaling exponents zeta_{x}>zeta_{y} . We also show how the Middleton theorem is violated. Our results are relevant for the record statistics of random sequences with linear trends, as encountered, e.g., in some models of global warming. We give the joint distribution of the time s between two successive records and their difference in value w .

Statics and dynamics of elastic manifolds in media with long-range correlated disorder

We study the statics and dynamics of an elastic manifold in a disordered medium with quenched defects correlated as approximately r{-a} for large separation r. We derive the functional renormalization-group equations to one-loop order, which allow us to describe the universal properties of the system in equilibrium and at the depinning transition. Using a double epsilon=4-d and delta=4-a expansion we compute the fixed points characterizing different universality classes and analyze their regions of stability. The long-range disorder-correlator remains analytic but generates short-range disorder whose correlator exhibits the usual cusp. The critical exponents and universal amplitudes are computed to first order in epsilon and delta at the fixed points. At depinning, a velocity-versus-force exponent beta larger than unity can occur. We discuss possible realizations using extended defects.

Can nonlinear elasticity explain contact-line roughness at depinning?

We examine whether cubic nonlinearities, allowed by symmetry in the elastic energy of a contact line, may result in a different universality class at depinning. Standard linear elasticity predicts a roughness exponent zeta = 1/3 (one loop), zeta = 0.388 +/- 0.002 (numerics) while experiments give zeta approximately = 0.5. Within functional renormalization group methods we find that a nonlocal Kardar-Parisi-Zhang-type term is generated at depinning and grows under coarse graining. A fixed point with zeta approximately = 0.45 (one loop) is identified, showing that large enough cubic terms increase the roughness. This fixed point is unstable, revealing a rough strong-coupling phase. Experimental study of contact angles theta near pi/2, where cubic terms in the energy vanish, is suggested.

Roughness of a tilted anharmonic string at depinning

We consider the discretized model of a driven string with an anharmonic elastic energy, in a two-dimensional random potential, as introduced by [Phys. Rev. Lett. 87, 187002 (2001)]]. Using finite size scaling, we numerically compute the roughness of the string in a uniform applied force at the critical depinning threshold. By considering a string with a net average tilt, we demonstrate that the anharmonic elastic energy crosses the model over to the quenched KPZ universality class, in agreement with recent theoretical predictions.

Functional renormalization group and the field theory of disordered elastic systems

We study elastic systems, such as interfaces or lattices, pinned by quenched disorder. To escape triviality as a result of "dimensional reduction," we use the functional renormalization group. Difficulties arise in the calculation of the renormalization group functions beyond one-loop order. Even worse, observables such as the two-point correlation function exhibit the same problem already at one-loop order. These difficulties are due to the nonanalyticity of the renormalized disorder correlator at zero temperature, which is inherent to the physics beyond the Larkin length, characterized by many metastable states. As a result, two-loop diagrams, which involve derivatives of the disorder correlator at the nonanalytic point, are naively "ambiguous." We examine several routes out of this dilemma, which lead to a unique renormalizable field theory at two-loop order. It is also the only theory consistent with the potentiality of the problem. The beta function differs from previous work and the one at depinning by novel "anomalous terms." For interfaces and random-bond disorder we find a roughness exponent zeta=0.208 298 04epsilon+0.006 858epsilon(2), epsilon=4-d. For random-field disorder we find zeta=epsilon/3 and compute universal amplitudes to order O(epsilon(2)). For periodic systems we evaluate the universal amplitude of the two-point function. We also clarify the dependence of universal amplitudes on the boundary conditions at large scale. All predictions are in good agreement with numerical and exact results and are an improvement over one loop. Finally we calculate higher correlation functions, which turn out to be equivalent to those at depinning to leading order in epsilon.

Higher correlations, universal distributions, and finite size scaling in the field theory of depinning

Recently we constructed a renormalizable field theory up to two loops for the quasistatic depinning of elastic manifolds in a disordered environment. Here we explore further properties of the theory. We show how higher correlation functions of the displacement field can be computed. Drastic simplifications occur, unveiling much simpler diagrammatic rules than anticipated. This is applied to the universal scaled width distribution. The expansion in d=4-epsilon predicts that the scaled distribution coincides to the lowest orders with the one for a Gaussian theory with propagator G(q)=1/q(d+2 zeta), zeta being the roughness exponent. The deviations from this Gaussian result are small and involve higher correlation functions, which are computed here for different boundary conditions. Other universal quantities are defined and evaluated: We perform a general analysis of the stability of the fixed point. We find that the correction-to-scaling exponent is omega=-epsilon and not -epsilon/3 as used in the analysis of some simulations. A more detailed study of the upper critical dimension is given, where the roughness of interfaces grows as a power of a logarithm instead of a pure power.

Universal interface width distributions at the depinning threshold

We compute the probability distribution of the interface width at the depinning threshold, using recent powerful algorithms. It confirms the universality classes found previously. In all cases, the distribution is surprisingly well approximated by a generalized Gaussian theory of independent modes which decay with a characteristic propagator G(q)=1/q(d+2zeta); zeta, the roughness exponent, is computed independently. A functional renormalization analysis explains this result and allows one to compute the small deviations, i.e., a universal kurtosis ratio, in agreement with numerics. We stress the importance of the Gaussian theory to interpret numerical data and experiments.