Multifractals, operator-product expansion, and field theory

Conformal Invariance and Multifractality at Anderson Transitions in Arbitrary Dimensions

Multifractals arise in various systems across nature whose scaling behavior is characterized by a continuous spectrum of multifractal exponents Δ_{q}. In the context of Anderson transitions, the multifractality of critical wave functions is described by operators O_{q} with scaling dimensions Δ_{q} in a field-theory description of the transitions. The operators O_{q} satisfy the so-called Abelian fusion expressed as a simple operator product expansion. Assuming conformal invariance and Abelian fusion, we use the conformal bootstrap framework to derive a constraint that implies that the multifractal spectrum Δ_{q} (and its generalized form) must be quadratic in its arguments in any dimension d≥2.

Stirred Kardar-Parisi-Zhang Equation with Quenched Random Noise: Emergence of Induced Nonlinearity

We study the stochastic Kardar-Parisi-Zhang equation for kinetic roughening where the time-independent (columnar or spatially quenched) Gaussian random noise f(t,x) is specified by the pair correlation function ⟨f(t,x)f(t′,x′)⟩∝δ(d)(x−x′), d being the dimension of space. The field-theoretic renormalization group analysis shows that the effect of turbulent motion of the environment (modelled by the coupling with the velocity field described by the Kazantsev-Kraichnan statistical ensemble for an incompressible fluid) gives rise to a new nonlinear term, quadratic in the velocity field. It turns out that this “induced” nonlinearity strongly affects the scaling behaviour in several universality classes (types of long-time, large-scale asymptotic regimes) even when the turbulent advection appears irrelevant in itself. Practical calculation of the critical exponents (that determine the universality classes) is performed to the first order of the double expansion in ε=4−d and the velocity exponent ξ (one-loop approximation). As is the case with most “descendants” of the Kardar-Parisi-Zhang model, some relevant fixed points of the renormalization group equations lie in “forbidden zones”, i.e., in those corresponding to negative kinetic coefficients or complex couplings. This persistent phenomenon in stochastic non-equilibrium models requires careful and inventive physical interpretation.

Passive Advection of a Vector Field by Compressible Turbulent Flow: Renormalizations Group Analysis near d = 4

The renormalization group approach and the operator product expansion technique are applied to the model of a passively advected vector field by a turbulent velocity field. The latter is governed by the stochastic Navier-Stokes equation for a compressible fluid. The model is considered in the vicinity of space dimension d = 4 and the perturbation theory is constructed within a double expansion scheme in y and ε = 4 − d , where y describes scaling behaviour of the random force that enters the Navier-Stokes equation. The properties of the correlation functions are investigated, and anomalous scaling and multifractal behaviour are established. All calculations are performed in the leading order of y, ε expansion (one-loop approximation).

Turbulent compressible fluid: Renormalization group analysis, scaling regimes, and anomalous scaling of advected scalar fields

We study a model of fully developed turbulence of a compressible fluid, based on the stochastic Navier-Stokes equation, by means of the field-theoretic renormalization group. In this approach, scaling properties are related to the fixed points of the renormalization group equations. Previous analysis of this model near the real-world space dimension 3 identified a scaling regime [N. V. Antonov et al., Theor. Math. Phys. 110, 305 (1997)TMPHAH0040-577910.1007/BF02630456]. The aim of the present paper is to explore the existence of additional regimes, which could not be found using the direct perturbative approach of the previous work, and to analyze the crossover between different regimes. It seems possible to determine them near the special value of space dimension 4 in the framework of double y and ɛ expansion, where y is the exponent associated with the random force and ɛ=4-d is the deviation from the space dimension 4. Our calculations show that there exists an additional fixed point that governs scaling behavior. Turbulent advection of a passive scalar (density) field by this velocity ensemble is considered as well. We demonstrate that various correlation functions of the scalar field exhibit anomalous scaling behavior in the inertial-convective range. The corresponding anomalous exponents, identified as scaling dimensions of certain composite fields, can be systematically calculated as a series in y and ɛ. All calculations are performed in the leading one-loop approximation.

Anomalous scaling of passive scalar fields advected by the Navier-Stokes velocity ensemble: effects of strong compressibility and large-scale anisotropy

The field theoretic renormalization group and the operator product expansion are applied to two models of passive scalar quantities (the density and the tracer fields) advected by a random turbulent velocity field. The latter is governed by the Navier-Stokes equation for compressible fluid, subject to external random force with the covariance ∝δ(t-t')k(4-d-y), where d is the dimension of space and y is an arbitrary exponent. The original stochastic problems are reformulated as multiplicatively renormalizable field theoretic models; the corresponding renormalization group equations possess infrared attractive fixed points. It is shown that various correlation functions of the scalar field, its powers and gradients, demonstrate anomalous scaling behavior in the inertial-convective range already for small values of y. The corresponding anomalous exponents, identified with scaling (critical) dimensions of certain composite fields ("operators" in the quantum-field terminology), can be systematically calculated as series in y. The practical calculation is performed in the leading one-loop approximation, including exponents in anisotropic contributions. It should be emphasized that, in contrast to Gaussian ensembles with finite correlation time, the model and the perturbation theory presented here are manifestly Galilean covariant. The validity of the one-loop approximation and comparison with Gaussian models are briefly discussed.

Interaction-mediated surface-state instability in disordered three-dimensional topological superconductors with spin SU2 symmetry

We show that arbitrarily weak interparticle interactions destabilize the surface states of 3D topological superconductors with spin SU(2) invariance (symmetry class CI) in the presence of nonmagnetic disorder. The conduit for the instability is disorder-induced wave function multifractality. We argue that time-reversal symmetry breaks spontaneously at the surface, so that topologically protected states do not exist for this class. The interaction-stabilized surface phase is expected to exhibit ferromagnetic order, or to reside in an insulating plateau of the spin quantum Hall effect.

Symmetries of multifractal spectra and field theories of Anderson localization

We uncover the field-theoretical origin of symmetry relations for multifractal spectra at Anderson transitions and at critical points of other disordered systems. We show that such relations follow from the conformal invariance of the critical theory, which implies their general character. We also demonstrate that for the Anderson localization problem the entire probability distribution for the local density of states possesses a symmetry arising from the invariance of correlation functions of the underlying nonlinear σ model with respect to the Weyl group of the target space of the model.

Observation of multifractality in Anderson localization of ultrasound

We report the experimental observation of strong multifractality in wave functions below the Anderson localization transition in open three-dimensional elastic networks. Our results confirm the recently predicted symmetry of the multifractal exponents. We have discovered that the result of multifractal analysis of real data depends on the excitation scheme used in the experiment.

Boundary multifractality at the integer quantum Hall plateau transition: implications for the critical theory

We study multifractal spectra of critical wave functions at the integer quantum Hall plateau transition using the Chalker-Coddington network model. Our numerical results provide important new constraints which any critical theory for the transition will have to satisfy. We find a nonparabolic multifractal spectrum and determine the ratio of boundary to bulk multifractal exponents. Our results rule out an exactly parabolic spectrum that has been the centerpiece in a number of proposals for critical field theories of the transition. In addition, we demonstrate analytically exact parabolicity of the related boundary spectra in the two-dimensional chiral orthogonal "Gade-Wegner" symmetry class.

Multifractal statistics of the local order parameter at random critical points: application to wetting transitions with disorder

Disordered systems present multifractal properties at criticality. In particular, as discovered by Ludwig [A.W.W. Ludwig, Nucl. Phys. B 330, 639 (1990)] in the case of a diluted two-dimensional Potts model, the moments rho(q) (r) of the local order parameter rho(r) scale with a set x(q) of nontrivial exponents x(q) not = qx(1). We reexamine these ideas to incorporate more recent findings: (i) whenever a multifractal measure w(r) normalized over space sum(r) w(r) = 1 occurs in a random system, it is crucial to distinguish between the typical values and the disorder-averaged values of the generalized moments Y(q) = sum(r) w(q) (r), since they may scale with different generalized dimensions D(q) and D(q), and (ii), as discovered by Wiseman and Domany [S. Wiseman and E. Domany, Phys. Rev. E 52, 3469 (1995)], the presence of an infinite correlation length induces a lack of self-averaging at critical points for thermodynamic observables, in particular for the order parameter. After this general discussion, valid for any random critical point, we apply these ideas to random polymer models that can be studied numerically for large sizes and good statistics over the samples. We study the bidimensional wetting or the Poland-Scheraga DNA model with loop exponents c = 1.5 (marginal disorder) and c = 1.75 (relevant disorder). Finally, we argue that the presence of finite Griffiths-ordered clusters at criticality determines the asymptotic value x(q-->infinity) = d and the minimal value alpha(min) = D(q-->infinity) = d - x(1) of the typical multifractal spectrum f(alpha).

Multifractality and conformal invariance at 2D metal-insulator transition in the spin-orbit symmetry class

We study the multifractality (MF) of critical wave functions at boundaries and corners at the metal-insulator transition (MIT) for noninteracting electrons in the two-dimensional (2D) spin-orbit (symplectic) universality class. We find that the MF exponents near a boundary are different from those in the bulk. The exponents at a corner are found to be directly related to those at a straight boundary through a relation arising from conformal invariance. This provides direct numerical evidence for conformal invariance at the 2D spin-orbit MIT. The presence of boundaries modifies the MF of the whole sample even in the thermodynamic limit.

Surface criticality and multifractality at localization transitions

We develop the concept of surface multifractality for localization-delocalization (LD) transitions in disordered electronic systems. We point out that the critical behavior of various observables related to wave functions near a boundary at a LD transition is different from that in the bulk. We illustrate this point with a calculation of boundary critical and multifractal behavior at the 2D spin quantum Hall transition and in a 2D metal at scales below the localization length.

Anomalous scaling of a passive scalar advected by the Navier-Stokes velocity field: two-loop approximation

The field theoretic renormalization group and operator-product expansion are applied to the model of a passive scalar quantity advected by a non-Gaussian velocity field with finite correlation time. The velocity is governed by the Navier-Stokes equation, subject to an external random stirring force with the correlation function proportional to delta(t- t')k(4-d-2epsilon). It is shown that the scalar field is intermittent already for small epsilon, its structure functions display anomalous scaling behavior, and the corresponding exponents can be systematically calculated as series in epsilon. The practical calculation is accomplished to order epsilon2 (two-loop approximation), including anisotropic sectors. As for the well-known Kraichnan rapid-change model, the anomalous scaling results from the existence in the model of composite fields (operators) with negative scaling dimensions, identified with the anomalous exponents. Thus the mechanism of the origin of anomalous scaling appears similar for the Gaussian model with zero correlation time and the non-Gaussian model with finite correlation time. It should be emphasized that, in contrast to Gaussian velocity ensembles with finite correlation time, the model and the perturbation theory discussed here are manifestly Galilean covariant. The relevance of these results for real passive advection and comparison with the Gaussian models and experiments are briefly discussed.

Extended self-similarity in the two-dimensional metal-insulator transition

We show that extended self-similarity, a scaling phenomenon first observed in classical turbulent flows, holds for a two-dimensional metal-insulator transition that belongs to the universality class of random Dirac fermions. Deviations from multifractality, which in turbulence are due to the dominance of diffusive processes at small scales, appear in the condensed-matter context as a large-scale, finite-size effect related to the imposition of an infrared cutoff in the field theory formulation. We propose a phenomenological interpretation of extended self-similarity in the metal-insulator transition within the framework of the random beta-model description of multifractal sets. As a natural step, our discussion is bridged to the analysis of strange attractors, where crossovers between multifractal and nonmultifractal regimes are found and extended self-similarity turns out to be verified as well.

Turbulence with pressure: anomalous scaling of a passive vector field

The field theoretic renormalization group (RG) and the operator-product expansion are applied to the model of a transverse (divergence-free) vector quantity, passively advected by the "synthetic" turbulent flow with a finite (and not small) correlation time. The vector field is described by the stochastic advection-diffusion equation with the most general form of the inertial nonlinearity; it contains as special cases the kinematic dynamo model, linearized Navier-Stokes (NS) equation, the special model without the stretching term that possesses additional symmetries and has a close formal resemblance with the stochastic NS equation. The statistics of the advecting velocity field is Gaussian, with the energy spectrum E(k) proportional to k(1-epsilon) and the dispersion law omega proportional to k(-2+eta), k being the momentum (wave number). The inertial-range behavior of the model is described by seven regimes (or universality classes) that correspond to nontrivial fixed points of the RG equations and exhibit anomalous scaling. The corresponding anomalous exponents are associated with the critical dimensions of tensor composite operators built solely of the passive vector field, which allows one to construct a regular perturbation expansion in epsilon and eta; the actual calculation is performed to the first order (one-loop approximation), including the anisotropic sectors. Universality of the exponents, their (in)dependence on the forcing, effects of the large-scale anisotropy, compressibility, and pressure are discussed. In particular, for all the scaling regimes the exponents obey a hierarchy related to the degree of anisotropy: the more anisotropic is the contribution of a composite operator to a correlation function, the faster it decays in the inertial range. The relevance of these results for the real developed turbulence described by the stochastic NS equation is discussed.

Multifractal properties of resistor diode percolation

Focusing on multifractal properties we investigate electric transport on random resistor diode networks at the phase transition between the nonpercolating and the directed percolating phase. Building on first principles such as symmetries and relevance we derive a field theoretic Hamiltonian. Based on this Hamiltonian we determine the multifractal moments of the current distribution that are governed by a family of critical exponents [psi(l)]. We calculate the family [psi(l)] to two-loop order in a diagrammatic perturbation calculation augmented by renormalization group methods.

Calculation of the anomalous exponents in the rapid-change model of passive scalar advection to order epsilon(3)

The field theoretic renormalization group and operator product expansion are applied to the model of a passive scalar advected by the Gaussian velocity field with zero mean and correlation function approximately equal to delta(t-t('))/k(d + epsilon). Inertial-range anomalous exponents, identified with the critical dimensions of various scalar and tensor composite operators constructed of the scalar gradients, are calculated within the epsilon expansion to order epsilon(3) (three-loop approximation), including the exponents in anisotropic sectors. The main goal of the paper is to give the complete derivation of this third-order result, and to present and explain in detail the corresponding calculational techniques. The character and convergence properties of the epsilon expansion are discussed, the improved "inverse" epsilon expansion is proposed, and the comparison with the existing nonperturbative results is given.

Anomalous scaling, nonlocality, and anisotropy in a model of the passively advected vector field

A model of the passive vector quantity advected by the Gaussian velocity field with the covariance approximately delta(t-t('))|x-x(')|(epsilon) is studied; the effects of pressure and large-scale anisotropy are discussed. The inertial-range behavior of the pair correlation function is described by an infinite family of scaling exponents, which satisfy exact transcendental equations derived explicitly in d dimensions by means of the functional techniques. The exponents are organized in a hierarchical order according to their degree of anisotropy, with the spectrum unbounded from above and the leading (minimal) exponent coming from the isotropic sector. This picture extends to higher-order correlation functions. Like in the scalar model, the second-order structure function appears nonanomalous and is described by the simple dimensional exponent: S2 approximately r(2-epsilon). For the higher-order structure functions, S(2n)approximately r(n(2-epsilon)+ delta(n)), the anomalous scaling behavior is established as a consequence of the existence in the corresponding operator product expansions of "dangerous" composite operators, whose negative critical dimensions determine the anomalous exponents delta(n)<0. A close formal resemblance of the model with the stirred Navier-Stokes equation reveals itself in the mixing of relevant operators and is the main motivation of the paper. Using the renormalization group, the anomalous exponents are calculated in the O(epsilon) approximation, in large d dimensions, for the even structure functions up to the twelfth order.

Noisy random resistor networks: renormalized field theory for the multifractal moments of the current distribution

We study the multifractal moments of the current distribution in randomly diluted resistor networks near the percolation threshold. When an external current is applied between two terminals x and x(') of the network, the lth multifractal moment scales as M((l))(I)(x,x(')) approximately equal /x-x'/(psi(l)/nu), where nu is the correlation length exponent of the isotropic percolation universality class. By applying our concept of master operators [Europhys. Lett. 51, 539 (2000)] we calculate the family of multifractal exponents [psi(l)] for l>or=0 to two-loop order. We find that our result is in good agreement with numerical data for three dimensions.

Anomalous scaling of a passive scalar in the presence of strong anisotropy

Field theoretic renormalization group and the operator product expansion are applied to a model of a passive scalar quantity straight theta(t,x), advected by the Gaussian strongly anisotropic velocity field with the covariance infinity delta(t-t('))/x-x(')/(epsilon). Inertial-range anomalous scaling behavior is established, and explicit asymptotic expressions for the structure functions S(n)(r) identical with<[straight theta(t,x+r)-straight theta(t,x)](n)> are obtained. They are represented by superpositions of power laws; the corresponding anomalous exponents, which depend explicitly on the anisotropy parameters, are calculated to the first order in epsilon in any space dimension d. In the limit of vanishing anisotropy, the exponents are associated with tensor composite operators built of the scalar gradients, and exhibit a kind of hierarchy related to the degree of anisotropy: the less is the rank, the less is the dimension and, consequently, the more important is the contribution to the inertial-range behavior. The leading terms of the even (odd) structure functions are given by the scalar (vector) operators. For the finite anisotropy, the exponents cannot be associated with individual operators (which are essentially "mixed" in renormalization), but the aforementioned hierarchy survives for all the cases studied. The second-order structure function S2 is studied in more detail using the renormalization group and zero-mode techniques; the corresponding exponents and amplitudes are calculated within the perturbation theories in epsilon, 1/d, and in the anisotropy parameters. If the anisotropy of the velocity is strong enough, the skewness factor S(3)/S(3/2)(2) increases going down towards the depth of the inertial range; the higher-order odd ratios increase even if the anisotropy is weak.

Dynamical anomalies and intermittency in burgers turbulence

We analyze the field theory of fully developed Burgers turbulence. Its key elements are shock fields, which characterize the singularity statistics of the velocity field. The shock fields enter an operator product expansion describing intermittency. The latter is found to be constrained by dynamical anomalies expressing finite dissipation in the inviscid limit. The link between dynamical anomalies and intermittency is argued to be important in a wider context of turbulence.

Anomalous scaling regimes of a passive scalar advected by the synthetic velocity field

The field theoretic renormalization group (RG) is applied to the problem of a passive scalar advected by the Gaussian self-similar velocity field with finite correlation time and in the presence of an imposed linear mean gradient. The energy spectrum in the inertial range has the form E(k) proportional to (1-epsilon), and the correlation time at the wave number k scales as k(-2+eta). It is shown that, depending on the values of the exponents epsilon and eta, the model in the inertial-convective range exhibits various types of scaling regimes associated with the infrared stable fixed points of the RG equations: diffusive-type regimes for which the advection can be treated within ordinary perturbation theory, and three nontrivial convection-type regimes for which the correlation functions exhibit anomalous scaling behavior. The explicit asymptotic expressions for the structure functions and other correlation functions are obtained; the anomalous exponents, determined by the scaling dimensions of the scalar gradients, are calculated to the first order in epsilon and eta in any space dimension. For the first nontrivial regime the anomalous exponents are the same as in the rapid-change version of the model; for the second they are the same as in the model with time-independent (frozen) velocity field. In these regimes, the anomalous exponents are universal in the sense that they depend only on the exponents entering into the velocity correlator. For the last regime the exponents are nonuniversal (they can depend also on the amplitudes); however, the nonuniversality can reveal itself only in the second order of the RG expansion. A brief discussion of the passive advection in the non-Gaussian velocity field governed by the nonlinear stochastic Navier-Stokes equation is also given.

Multifractality of Brownian motion near absorbing polymers

We characterize the multifractal behavior of Brownian motion in the vicinity of an absorbing star polymer. We map the problem to an O(M)-symmetric phi(4)-field theory relating higher moments of the Laplacian field of Brownian motion to corresponding composite operators. The resulting spectra of scaling dimensions of these operators display the convexity properties that are necessarily found for multifractal scaling but unusual for power of field operators in field theory. Using a field-theoretic renormalization group approach we obtain the multifractal spectrum for absorption at the core of a polymer star as an asymptotic series. We evaluate these series using resummation techniques.