# Microscopic Deterministic Dynamics and Persistence Exponent

## Abstract

Numerically we solve the microscopic deterministic equations of motion with random initial states for the two-dimensional $`\varphi ^4`$ theory. Scaling behavior of the persistence probability at criticality is systematically investigated and the persistence exponent is estimated.

Recently the persistence exponent has attracted much attention. This exponent was first introduced in the context of the non-equilibrium coarsening dynamics at zero temperature . It characterizes the power law decay of the persistence probability that a local order parameter keeps its sign during a time $`t`$ after a quench from a very high temperature to zero temperature. For critical dynamics, the local order parameter (usually, a spin) flips rapidly and the persistence probability does not obey a power law. In this case, however, the persistence exponent $`\theta _p`$ can be defined by the power law decay of the global persistence probability $`p(t)`$ that the global order parameter has not changed the sign in a time $`t`$ after the quench from a very high temperature to the critical temperature ,

$$p(t)t^{\theta _p}.$$
(1)   
An interesting property of the persistence exponent is that its value is highly non-trivial even for simple systems. For the quench to zero temperature, for example, $`\theta _p`$ is apparently not a simple fraction for the simple diffusion equation and the Potts model in one dimension . For the quench to the critical temperature, it is shown that the persistence exponent is generally a new independent critical exponent, i.e. it can not be expressed by the known static exponents, the dynamic exponent $`z`$ and the recently discovered exponent $`\theta `$ . This relies on the fact that the time evolution of the global magnetization is not a Markovian process. Recent Monte Carlo simulations for the Ising and Potts model at criticality support the power law decay of the global persistence probability and detect also the non-Markovian effect .

Up to now, the persistence exponent has been studied only in stochastic dynamic systems, described typically by Langevin equations or Monte Carlo algorithms. From fundamental view points, both equilibrium and non-equilibrium properties of statistical systems can be described by the microscopic deterministic equations of motion (e.g. Newton, Hamiltonian and Heisenberg equations) <sup>*</sup><sup>*</sup>*Langevin equations at zero temperature are also deterministic, but they are at mesoscopic level and generally different from the microscopic deterministic equations of motion., even though a general proof does not exist. With recent development of computers, gradually it becomes possible to solve numerically the microscopic deterministic equations of motion. For example, the $`O(N)`$ vector model and the $`XY`$ model have been investigated . The results confirm that the deterministic equations describe correctly second order phase transitions. The static critical exponents are estimated and agree with existing values. More interestingly, in a recent paper short-time dynamic behavior of the deterministic dynamics starting from random initial states has been studied . The short-time dynamic scaling was found and the estimated value of the dynamic exponent $`z`$ is the same as that of the Monte Carlo dynamics of the Ising model.

The purpose of this letter is to study the critical scaling behavior of the global persistence probability and measure the persistence exponent in microscopic deterministic dynamic systems, taking the two-dimensional $`\varphi ^4`$ theory as an example.

The Hamiltonian of the two-dimensional $`\varphi ^4`$ theory on a square lattice is written as

$$H=\underset{i}{}\left[\frac{1}{2}\pi _i^2+\frac{1}{2}\underset{\mu }{}(\varphi _{i+\mu }\varphi _i)^2\frac{1}{2}m^2\varphi _i^2+\frac{1}{4!}\lambda \varphi _i^4\right]$$
(2)   
with $`\pi _i=\dot{\varphi }_i`$ and it leads to the equations of motion

$$\ddot{\varphi }_i=\underset{\mu }{}(\varphi _{i+\mu }+\varphi _{i\mu }2\varphi _i)+m^2\varphi _i\frac{1}{3!}\lambda \varphi _i^3.$$
(3)   
Energy is conserved during the dynamic evolution governed by Eq. (3). As discussed in Refs. , a microcanonical ensemble is assumed to be generated by the solutions. In this case, the temperature could not be introduced externally as in a canonical ensemble, but could only be defined internally as the averaged kinetic energy. In the dynamic approach, the total energy is actually an even more convenient controlling parameter of the system, since it is conserved and can be input from the initial state.

From the view point of ergodicity, to achieve a correct equilibrium state the microscopic deterministic dynamic system should start from a random initial state. Interestingly, this is just similar to the dynamic relaxation in stochastic dynamics after a quench from a very high temperature. Therefore, similar dynamic behavior may be expected for both dynamic systems.

The order parameter of the $`\varphi ^4`$ theory is the magnetization $`M(t)=_i\varphi _i(t)/L^2`$ with $`L`$ being the lattice size. In this paper, we are interested in the global persistence probability $`p(t)`$ at the critical point, which is defined as the probability that the not averaged order parameter has not changed the sign in a time $`t`$ starting from a random state with small initial magnetization $`m_0`$.

Following Ref. , we take parameters $`m^2=2.`$ and $`\lambda =0.6`$ and prepare the initial configurations as follows. For simplicity, we set initial kinetic energy to be zero, i.e. $`\dot{\varphi }_i(0)=0`$. We fix the magnitude of the initial field to be a constant $`c`$, $`|\varphi _i(0)|=c`$, and then randomly give the sign to $`\varphi _i(0)`$ with the restriction of a fixed magnetization in unit of $`c`$, and finally the constant $`c`$ is determined by the given energy.

To solve the equations of motion (3) numerically, we simply discretize $`\ddot{\varphi }_i`$ by $`(\varphi _i(t+\mathrm{\Delta }t)+\varphi _i(t\mathrm{\Delta }t)2\varphi _i(t))/(\mathrm{\Delta }t)^2`$. According to the experience in Ref. , $`\mathrm{\Delta }t`$ is taken to be $`0.05`$. After an initial configuration is prepared, we update the equations of motion until the magnetization changes its sign. The maximum observing time is $`t=1000`$. Then we repeat the procedure with other initial configurations and measure the persistence probability $`p(t)`$. In our calculations, we use fairly large lattices $`L=128`$ and $`256`$ and samples of initial configurations range from $`\mathrm{3\; 500}`$ to $`\mathrm{30\; 000}`$ depending on initial magnetization $`m_0`$ and lattice sizes. The smaller $`m_0`$ and lattice size $`L`$ are, the more samples of initial configurations we have. Errors are simply estimated by dividing total samples into two or three subsamples. Compared with Monte Carlo simulations, our calculations here are much more time consuming due to the small $`\mathrm{\Delta }t`$.

According to analytical analyses and Monte Carlo simulations in stochastic dynamic systems, at the critical point and in the limit $`m_0=0`$, $`p(t)`$ should decay by a power law as in Eq. (1). Our first effort is to investigate whether in microscopic deterministic dynamics $`p(t)`$ obeys also the power law and measure the persistence exponent $`\theta _p`$.

Here we adopt the critical energy density $`ϵ_c=21.1`$ from the literature . In Fig. 1, the persistence probability $`p(t)`$ is displayed on a log-log scale for lattice sizes $`L=256`$ and $`128`$ with solid lines and a dash line respectively. For $`L=256`$ simulations have been performed with two values of initial magnetization $`m_0=0.003`$ and $`0.0015`$. These straight lines convince us the power law behavior of $`p(t)`$. Skipping data within a microscopic time scale $`t100`$, from the slopes of the curves one estimates the persistence exponent $`\theta _p=0.252(6)`$ for both values of $`m_0`$. This shows that there is already no effect of finite $`m_0`$. The curve for $`L=128`$ and $`m_0=0.0015`$ is roughly parallel to that of $`L=256`$. One measures the the slope $`\theta _p=0.251(1)`$ in the time interval $`[100,500]`$ but $`\theta _p=0.232(10)`$ in $`[100,1000]`$. This indicates that some finite size effect exists still for $`L=128`$ after $`t=500`$ but is negligible small for $`L=256`$.

If the time evolution of the magnetization is a Markovian process, from theoretical view points the persistence exponent will be not an independent critical exponent and it will take the value $`\alpha _p`$, which relates to other exponents through

$$\alpha _p=\theta +(d/2\beta /\nu )/z.$$
(4)   
In Table I, values of the exponent $`\theta _p`$, $`z`$, $`\theta `$ and $`\alpha _p`$ for the $`\varphi ^4`$ theory are given in comparison with those of the kinetic Ising model induced by local Monte Carlo algorithms. As is the case of the Ising model, the exponents $`\theta _p`$ and $`\alpha _p`$ for the $`\varphi ^4`$ theory differ also by about $`10`$ percent. This represents a rather visible non-Markovian effect in the time evolution of the magnetization.

For equilibrium states, it is generally believed that the $`\varphi ^4`$ theory and the Ising model are in a same universality class. Results from numerical solutions of the deterministic equations also support this . From the short-time dynamic approach , within statistical errors the dynamic exponent $`z`$ for the microscopic deterministic dynamics of the $`\varphi ^4`$ theory is the same as that of the kinetic Ising model with Monte Carlo algorithms but the exponent $`\theta `$ differs by several percent. In Table I, we see that $`\theta _p`$ for the $`\varphi ^4`$ theory is also several percent bigger than that of the Ising model. However, by feeling we still think that the $`\varphi ^4`$ theory and the Ising model are very probably in a same persistence universality class. These some percent differences of the exponents come probably from that the critical point $`ϵ_c`$ has not been very accurate or there are some corrections to scaling In deterministic dynamics, energy is conserved and it couples to the order parameter. Therefore, it is believed that the deterministic dynamics belongs to the dynamics of model C rather than model A. Standard local Monte Carlo dynamics of the Ising model is dynamics of model A. In two dimensions, model A and C are the same but maybe up to a logarithmic correction . and uncontrolled systematic errors. Actually, we will see below that the critical energy density could be somewhat lower than $`ϵ_c=21.1`$ and it would yield a slightly smaller $`\theta _p`$.

Our second step is to investigate the scaling behavior of the persistence probability in the neighborhood of the critical energy density. From general view points of physics, one may expect a following scaling form

$$p(t,\tau )=t^{\theta _p}F(t^{1/\nu z}\tau ).$$
(5)   
Here $`\tau =(ϵϵ_c)/ϵ_c`$ is the reduced energy density. When $`\tau =0`$, the power law behavior in Eq. (1) is recovered. When $`\tau `$ differs from zero, the power law will be modified by the scaling function $`F(t^{1/\nu z}\tau )`$. In principle, this fact may be used for the determination of the critical energy density. In Fig. 2, $`p(t,\tau )`$ for $`L=256`$ and $`m_0=0.003`$ is plotted for three different energy density $`ϵ=20.9`$, $`21.1`$ and $`21.3`$. In the figure, we see that the solid line shows the best power law behavior among the three curves. However, an very accurate estimate of $`ϵ_c`$ could not be achieved so easily, since $`p(t,\tau )`$ is not so sensitive to the energy. According to our data, we estimate $`ϵ_c=21.06(12)`$. Within errors, it is consistent with $`ϵ_c=21.1`$ given in  and $`ϵ_c=21.11(3)`$ in . We should point out, that the exponent $`\theta _p`$ will be $`0.245`$, if it is measured at $`ϵ_c=21.06`$. It is closer to that of the kinetic Ising model, as discussed above.

In order to have more understanding of the scaling form (5), we differentiate with respect to the energy density on both sides of the equation and obtain

$$_\tau \mathrm{ln}p(t,\tau )|_{\tau =0}t^{1/\nu z}.$$
(6)   
Using the data of Fig. 2, we can approximately calculate $`_\tau \mathrm{ln}p(t,\tau )|_{\tau =0}`$ and the result is displayed in Fig. 3. Even though there are some fluctuations, power law behavior is still seen. The best fitted slope of the curve gives $`1/\nu z=0.47(4)`$ in the time interval $`[100,1000]`$. Taking $`z=2.15(2)`$ as input, one obtains $`\nu =0.99(8)`$. Compared with $`\nu =1`$ for the Ising model, this result supports that the $`\varphi ^4`$ theory with deterministic dynamics and the Ising model are in a same universality class.

Finally we study the scaling behavior of the persistence probability in case the initial magnetization is not so small and its effect can not be neglected. Following Ref. , we assume a finite size scaling form

$$p(t,L,m_0)=t^{\theta _p}F(t^{1/z}L^1,t^{x_{0p}/z}m_0).$$
(7)   
Here the energy density has been set to its critical value and $`x_{0p}`$ is the scaling dimension of the initial magnetization $`m_0`$. It was discovered that for the Ising model with Monte Carlo dynamics, the value $`x_{0p}=1.01(1)`$ is ’anomalous’, i.e. it is different from the scaling dimension of the initial magnetization $`x_0=0.536(2)`$ measured from the time evolution of the magnetization or auto-correlation . The origin should be that $`p(t,L,m_0)`$ is a non-local observable in time $`t`$. It remembers the history of the time evolution.

To verify the scaling form (7) and estimate $`x_{0p}`$, we perform a simulation with the lattice size $`L_1=256`$ and initial magnetization $`m_{01}=0.0151`$. Suppose the scaling form (6) holds, one can find an initial magnetization $`m_{02}`$ with the lattice size $`L_2=128`$ such that the curves of $`p(t,L,m_0)`$ for both lattice sizes collapse. Practically we haved performed simulations for $`L_2=128`$ with two initial magnetizations, $`m_0=0.0272`$ and $`0.0349`$. By linear extrapolation, we obtain data with $`m_0`$ between $`0.0272`$ and $`0.0349`$. Searching for a curve best fitted to the curve for $`L_1=256`$, we determine $`m_{02}`$. In Fig. 4, such a scaling plot is displayed. The lower and upper solid lines are the persistence probability for $`L_2=128`$ with $`m_0=0.0272`$ and $`0.0349`$ respectively, while the dashed line is the properly rescaled one for $`L_1=256`$ with $`m_{01}=0.0151`$. The solid line fitted to the dashed line represents the persistence probability for $`L_2=128`$ with $`m_{02}=0.0313(3)`$. Since the microscopic time scale is $`t_{mic}100`$, nice collapse of the two curves can be observed only after $`t100`$. From the scaling form (7), $`m_{02}=2^{x_{0p}}m_{01}`$ and one estimates $`x_{0p}=1.05(1)`$. This value is very close to $`x_{0p}=1.01(1)`$ for the kinetic Ising model.

In conclusions, we have numerically solved the microscopic deterministic equations of motion with random initial states for the two-dimensional $`\varphi ^4`$ theory and systematically investigated the critical scaling behavior of the persistence probability. As summarized in Table I, the estimated exponents $`\theta _p`$ and $`x_{0p}`$ are very close to those of the kinetic Ising model induced by local Monte Carlo algorithms. What would be the dynamic and static behavior of the deterministic dynamics starting from more general initial states is an interesting work in future.

Acknowledgements: Work supported in part by the Deutsche Forschungsgemeinschaft under the project TR 300/3-1.