format: text

text:
# The Fractal Geometry of Critical Systems

## I Introduction

The understanding of the geometry of systems near a second order critical point is the subject of numerous recent works . Most of these works consider dynamics in discrete space (lattice) and try to explain the formation of clusters with fractal geometry on the embedding lattice in terms of the scaling properties (critical exponents) of the system . In a recent work  we have proposed a mechanism in order to understand the formation of the fractal clusters at $`T=T_c`$ for systems defined in a continuous space. Based on a scale invariant effective action describing the dynamics at the critical point we were mainly interested in revealing how this dynamics leads to the formation of critical clusters. A general class of saddle-points of the effective action at $`T=T_c`$ turns out to dominate the configurations contributing to the partition function if we consider the statistical mechanics of an open subsystem (cluster) of the global critical system. In the present work we present in more detail and completeness the method used in  to obtain a consistent picture of the local geometry at the transition point for one-dimensional systems and then we apply our approach in order to describe critical systems in higher dimensions. We take into account also finite-size effects and we discuss the possibility to use different functional realizations for the order parameter characterizing the system at the critical point. Based on the local description of the critical system we propose an algorithm, using arguments within the framework of the mean field approximation, to construct the global system and to determine its scaling properties.

The starting point in our investigation is the effective action of a thermal system at the critical point $`T=T_c`$, specified in $`d`$ dimensions in terms of a macroscopic field $`\varphi `$ (order parameter) as follows:

$$\mathrm{\Gamma }_c[\varphi ]=g_1\mathrm{\Lambda }^\beta d^dx[\frac{1}{2}(_d\varphi )^2+g_2\mathrm{\Lambda }^\gamma |\mathrm{\Lambda }^d\varphi |^{\delta +1}]$$
(1)
In eq. (1) $`g_1`$,$`g_2`$ are dimensionless couplings, $`\varphi `$ (volume)-1 and the ultraviolet cut-off $`\mathrm{\Lambda }`$ of the underlying microscopic theory fixes the coarse graining scale $`R_c\mathrm{\Lambda }^1`$ of the effective system. Eq. (1) leads to the standard equation of state at $`T=T_c`$ :

$$\frac{\delta \mathrm{\Gamma }_c}{\delta \varphi }\varphi ^\delta (\varphi >0)$$

and the index $`\delta `$ is identified with the isothermal critical exponent of the system. The action (1), beeing dimensionless, implies: $`\beta =(d+2)`$ and $`\gamma =2d+2`$. Introducing also the dimensionless quantities: $`\widehat{\varphi }=\mathrm{\Lambda }^d\varphi ;\widehat{x_i}=\mathrm{\Lambda }x_i`$, we rewrite the effective action (1) as follows:

$$\mathrm{\Gamma }_c[\widehat{\varphi }]=g_1d^d\widehat{x}[\frac{1}{2}(\widehat{\varphi })^2+g_2|\widehat{\varphi }|^{\delta +1}]$$
(2)
The scalar quantity $`\varphi `$ describes in general the density of an extensive physical quantity characterizing the phase transition (like, for example, magnetization density or particle density).

Let us now mention some examples of theories which belong to the class of physical systems described through the effective action (2).

* O(N) 3-d effective theory: The action, in the large $`N`$ limit, for spherically symmetric order parameter in the internal $`O(N)`$ space, is written as :

$$\mathrm{\Gamma }_c[\varphi ]=\lambda ^5\mathrm{\Lambda }^5d^3\stackrel{}{x}[\frac{1}{2}(\varphi )^2+\frac{2}{3}(\frac{2\pi \lambda ^5}{N})^2\mathrm{\Lambda }^8(\mathrm{\Lambda }^3\varphi )^6]$$

where $`\lambda =\frac{\mathrm{\Lambda }}{T_c}`$. This action, for $`\widehat{\varphi }=\mathrm{\Lambda }^3\varphi `$ and $`\widehat{\stackrel{}{x}}=\mathrm{\Lambda }\stackrel{}{x}`$, has the form:

$$\mathrm{\Gamma }_c[\widehat{\varphi }]=\lambda ^5d^3\widehat{\stackrel{}{x}}[\frac{1}{2}(\widehat{\varphi })^2+\frac{2}{3}(\frac{2\pi \lambda ^5}{N})^2|\widehat{\varphi }|^6]$$

It belongs to the general class (2) with : $`g_1=\lambda ^5`$ , $`g_2=\frac{2}{3}(\frac{2\pi \lambda ^5}{N})^2`$, $`d=3`$, $`\delta =5`$.
* 3-d Ising model: The effective action $`\mathrm{\Gamma }_c[\sigma ]`$ \- which describes effectively the QCD at the critical point $`(T=T_c)`$  \- is written as:

$$\mathrm{\Gamma }_c[\sigma ]=T_c^1d^3\stackrel{}{x}[\frac{1}{2}(\sigma )^2+GT_c^4(T_c^1\sigma )^{\delta +1}]$$

where the macroscopic field $`\sigma `$ (length)-1. This action, for $`\widehat{\sigma }=\mathrm{\Lambda }^1\sigma `$ and $`\widehat{\stackrel{}{x}}=\stackrel{}{x}\mathrm{\Lambda }`$, has the form:

$$\mathrm{\Gamma }_c[\widehat{\sigma }]=\lambda d^3\widehat{\stackrel{}{x}}[\frac{1}{2}(\widehat{\sigma })^2+G\lambda ^{\delta 3}\widehat{\sigma }^{\delta +1}]$$

It belongs to the general class (2) with $`g_1=\lambda `$, $`g_2=G\lambda ^{\delta 3}`$, $`d=3`$. We recall that $`\lambda =\frac{\mathrm{\Lambda }}{T_c}`$.

Throughout this work we use the convention $`\kappa _B=1`$ (Boltzmann constant) and the energy is given in inverse length units. We will also use, for simplicity, the notation $`(\varphi ,x_i)`$ instead of $`(\widehat{\varphi },\widehat{x_i})`$ meaning always, unless otherwise stated, dimensionless quantities.

The paper is organized as follows: In Section II we investigate the Statistical Mechanics of the critical system for $`d=1`$ ($`d`$ is the embedding space dimension) described by an effective action of the form (2). The formation of fractal clusters is shown and the corresponding geometrical characteristics (size, dimension) are determined. In Section III we extend the analysis to higher dimensions. In Section IV we study the dependence of the geometrical properties of the critical clusters on the coarse graining scale of the effective theory. We also apply our approach to critical systems with a more general functional form of the order parameter. Taking care of the finite size effects we determine the correlation length in terms of the size of the formed clusters. Then using a mean field approach we construct the global system as a superposition of individual clusters and we explore its scaling (geometric) properties. Finally in Section V we summarize our main results and we give a brief outlook. Some lengthy formulas referred to in the main text are given in the Appendix.

## II The 1-d system

The statistical mechanics of the critical system is determined through the partition function:

$$Z_1=𝒟[\varphi ]e^{\mathrm{\Gamma }_c[\varphi ]}$$
(3)
The local description implies that the integration measure in eq.(3) is over field configurations defined in an open ball $`\mathrm{\Omega }`$ with radius $`R`$ and center $`\overline{x}`$, subset of the space $`V`$ (which in fact can be infinite) occupied by the entire system. We call a cluster $`C`$ the set consisting of points belonging to $`\mathrm{\Omega }`$ ($`C\mathrm{\Omega }`$) for which the order parameter $`\varphi `$ is greater than or equal to a minimum value (cut-off) $`\varphi _{min}`$. We identify then $`\overline{x}`$ with the center of the cluster $`C`$. Without loss of generality we can set $`\overline{x}=0`$. The local geometrical properties of the system are determined through the scaling properties of the extensive quantities characterizing the cluster $`C`$ as we vary the radius $`R`$. In order to illustrate our method we will first consider, for simplicity, the one-dimensional case. The extension however to higher dimensions, as we will see in the next section, is straightforward.

In the one-dimensional case the effective action of the critical system $`(T=T_c)`$, resulting from eq.(2), is given by:

$$\mathrm{\Gamma }_c[\varphi ]=g_1_0^R𝑑x[\frac{1}{2}(\frac{d\varphi }{dx})^2+g_2|\varphi |^{\delta +1}]$$
(4)
Here we will consider models for which the condition $`g_11`$ is valid. This requirement allows us to use the saddle-point approximation to evaluate the path integration in eq.(3) by replacing it through a summation over the saddle-points of the action (4). As the subsystem $`\mathrm{\Omega }`$ is open no boundary conditions restrict the configurations which contribute to the path integral (3). This point of view is essential in our approach.

The saddle-point configurations $`\varphi (x)`$ fulfil the Euler-Lagrange equation $`\frac{d^2\varphi }{dx^2}=\frac{U(\varphi )}{\varphi }`$ where $`U(\varphi )`$ is the concave pontential $`U(\varphi )=g_2|\varphi |^{\delta +1}`$. Considering this equation as the motion of a classical particle we get the first order equation:

$$E=\frac{1}{2}(\frac{d\varphi }{dx})^2g_2|\varphi |^{\delta +1}$$
(5)
where $`E`$ is a conserved (during the classical motion) quantity identified with the total energy of the moving particle. Eq.(5) can be integrated (for details see the Appendix) to give, for $`E=0`$, instanton-like solutions of the form:

$$\varphi (x)=A_1|xx_o|^{\frac{2}{\delta 1}};A_1=[\frac{g_2}{2}(\delta 1)^2]^{\frac{1}{\delta 1}}$$
(6)
with $`x_o=\frac{\sqrt{2}}{(\delta 1)\sqrt{g_2}}\left(\varphi (0)\right)^{\frac{2}{\delta 1}}`$. Thus, for $`E=0`$, the position of the singularity $`x_o`$ depends only on the initial condition $`\varphi (0)`$. For $`E0`$ the solution has the form $`\varphi (x)=A_1|xx_o^{}|^{\frac{2}{\delta 1}}`$ where now $`x_o^{}=x_o^{}(\varphi (0),E)`$ (see the Appendix). However, configurations with $`E0`$, contribute to the partition function $`Z`$ with a suppression factor $`e^{g_1R|E|}`$, suggesting that the dominant saddle points in the path summation (3) are those solutions of the equation of motion for which $`E0`$. In this case eq.(4) simplifies to:

$$\mathrm{\Gamma }_c[\varphi ]=2g_1g_2_0^R𝑑x\left(\varphi (x)\right)^{\delta +1}$$

Only configurations with $`x_o>R`$ give a nonvanishing contribution to the path integral (3). In fact, the partition function is dominated by those saddle-points for which $`x_oR`$. Since $`x(R,R)`$ we can easily take: $`\varphi (x)=const=A_1x_o^{\frac{2}{\delta 1}}`$. It is straightforward to show that these solutions correspond to the long wavelength modes of the field $`\varphi (x)`$ by taking the Fourier transform of eq.(6). We get $`f(k)\frac{e^{ikx_o}}{(\delta 1)k^{\delta 3}}`$ and the envelope of $`f(k)`$ is given by $`k\frac{m}{x_o}`$.

Using the above approximation we have:

$$\mathrm{\Gamma }_c=G_1Rx_o^{2\frac{\delta +1}{\delta 1}}$$
(7)
with $`G_1=2g_1g_2A_1^{\delta +1}`$. The summation over the saddle points of the action (4) becomes, within this approximation, an ordinary integration over $`x_o`$ with measure: $`𝒟\varphi =d\mu (x_o)x_o^{\frac{\delta +1}{\delta 1}}dx_o`$. As stated above the singularity $`x_o`$ must be located outside the cluster $`C`$ to give a nonvanishing contribution to the partition function of the one-dimensional system. This condition fixes the lower limit in the integration over $`x_o`$ to be $`x_{o,min}=R`$. To determine the upper limit of $`x_o`$ one has to go back to the definition of the cluster $`C`$ given previously. Without loss of generality we can take the extensive quantity characterizing the geometry in $`C`$ to be the magnetization $`M=_0^R\varphi (x)𝑑x`$ fulfilling the condition $`M\mu `$ with $`\mu =_0^R\varphi _{min}𝑑x=R\varphi _{min}`$. In the approximation of constant configurations for the order parameter $`\varphi `$ we obtain the upper limit for $`x_o`$ as: $`x_o(\frac{AR}{\mu })^{\frac{\delta 1}{2}}`$.

The one-dimensional partition function in now written as:

$$Z_1=_R^{(\frac{A_1R}{\mu })^{\frac{\delta 1}{2}}}𝑑x_ox_o^{\frac{\delta +1}{\delta 1}}e^{G_1Rx_o^{2\frac{\delta +1}{\delta 1}}}$$

Using this expression it is straightforward to calculate the mean value of the magnetization in the cluster $`C`$:

$$<_0^R\varphi (x)𝑑x>=\frac{A_1}{Z}_R^{(\frac{A_1R}{\mu })^{\frac{\delta 1}{2}}}𝑑x_ox_o^{\frac{\delta +1}{\delta 1}}\left(_0^R𝑑xA_1x_o^{\frac{2}{\delta 1}}\right)e^{G_1Rx_o^{2\frac{\delta +1}{\delta 1}}}$$
(8)
Using (8) we can show analytically (see Section IV) that in the large $`G_1`$ limit $`(G_11)`$ there are three characteristic regions determining the behaviour of the integral in eq.(8). Setting $`R_d=A_1^{\frac{\delta +1}{\delta }}\mu ^{\frac{\delta +1}{\delta }}G_1^{\frac{1}{\delta }}`$ and $`R_u=G_1^{\frac{\delta 1}{\delta +1}}`$ we find that:

* For the region $`R_dRR_u`$ we have: $`<_0^R\varphi (x)𝑑x>R^{\frac{\delta }{\delta +1}}`$, with coefficient $`\alpha _1A_1G_1^{\frac{1}{\delta +1}}\frac{\mathrm{\Gamma }(\frac{2}{\delta +1})}{\mathrm{\Gamma }(\frac{1}{\delta +1})}`$, leading to a fractal structure of the cluster around the point $`x=0`$ with fractal mass dimension : $`d_F=\frac{\delta }{\delta +1}`$.
* This behaviour crosses over for $`RR_u`$ to a different power law:
$`<_0^R\varphi (x)𝑑x>R^{\frac{\delta 3}{\delta 1}}`$ suggesting the presence of a fractal with mass dimension $`\stackrel{~}{d}_F=\frac{\delta 3}{\delta 1}`$ at large scales.
* The lower limit $`R_d`$ defines a minimal scale of the critical system, below which the fractality is broken.

The fractality in the central region characterizes the critical system in the sense that it corresponds to the scaling behaviour in the vicinity of the local observer when $`\mu 0`$. The crossover scale $`R_u`$ gives a measure of the correlation length of the finite system at $`T=T_c`$. In Fig. 1a we show the numerical results for the calculation of $`<M>`$ using the values $`G_1=510^8`$ and $`\delta =5`$. We recognize the central region and the two scales $`R_d`$, $`R_u`$. In Fig. 1b we plot, for the same values of $`G_1`$ and $`\delta `$, the results for the mean magnetization if we ignore the breaking at $`R_d`$ ($`\mu 0`$).

## III Fractal clusters for d $`>`$ 1

Let us now extend our approach to higher dimensions starting from the two-dimensional case. We write the effective action (2) for $`d=2`$:

$$\mathrm{\Gamma }_c[\varphi ]=g_1d^2\stackrel{}{r}[\frac{1}{2}|\varphi |^2+g_2|\varphi |^{\delta +1}]$$

and look for classical saddle-points in an open subset of $`^2`$. The Euler-Lagrange equation, in this case, has the form:

$$^2\varphi =(\delta +1)g_2\varphi ^\delta $$

and the corresponding instanton-like saddle-points are:

$$d=2,\varphi _2(\stackrel{}{r})=A_2|\stackrel{}{r}\stackrel{}{r}_o|^{\frac{2}{\delta 1}};A_2=(\frac{g_2}{4}(\delta 1)^2(\delta +1))^{\frac{1}{\delta 1}}$$
(9)
We proceed in a similar way as for the one-dimensional case considering the partition function $`Z_2=𝒟[\varphi ]e^{\mathrm{\Gamma }_c[\varphi ]}`$. In the path summation contribute, similarly to the 1-d case, saddle-points for which $`\stackrel{}{r}_o`$ lies outside the cluster $`C`$. The main effect in the statistical mechanics of the 2-d system is obtained through the summation over paths with $`|\stackrel{}{r}_o|R`$ ($`R`$ is, once again, the radius of $`C`$) which are in fact constant configurations determined by the 2-d parameter $`\stackrel{}{r}_o`$. In close analogy with the one-dimensional treatment we write the path integral in $`Z_2`$ as an ordinary integral over $`\stackrel{}{r}_o`$. In this regime (constant configurations) the two-dimensional effective action is :

$$\mathrm{\Gamma }_c=G_2R^2r_o^{2\frac{\delta +1}{\delta 1}}$$

with $`G_2=\pi g_1[\frac{2A_2^2}{(\delta 1)^2}+g_2A_2^{\delta +1}]=2\pi g_1g_2A_2^{\delta +1}\left(\frac{\delta +3}{4}\right)`$. Performing the calculation of the mean value of the magnetization $`<M(R)>=<d^2\stackrel{}{r}\varphi (\stackrel{}{r})>`$, characterizing the two-dimensional critical cluster and using the notation $`R_d=A_2^{\frac{\delta +1}{2\delta }}\mu ^{\frac{\delta +1}{2\delta }}G_2^{\frac{1}{2\delta }}`$ and $`R_u=G_2^{\frac{\delta 1}{4}}`$ we find:

* For $`R_dRR_u`$:

$$<M(R)>R^{\frac{2\delta }{\delta +1}}$$
(10)
with coefficient $`\alpha _2\pi A_2G_2^{\frac{1}{\delta +1}}\frac{\mathrm{\Gamma }(\frac{2}{\delta +1})}{\mathrm{\Gamma }(\frac{1}{\delta +1})}`$. This suggests the formation of a geometrical stucture in $`C`$ with fractal mass dimension $`d_F=\frac{2\delta }{\delta +1}`$.
* This behaviour crosses over for $`RR_u`$ to a power law $`<M(R)>R^{2\frac{\delta 2}{\delta 1}}`$ describing a local fractal with mass dimension $`\stackrel{~}{d}_F=2\frac{\delta 2}{\delta 1}`$ at large scales.
* Finally, as in the 1-d case, for $`RR_d`$ the fractality is broken and the mass dimension coincides with the embedding dimension.

The extension to dimensions $`d3`$ needs more care. In this case we must take into account the relation between the isothermal exponent $`\delta `$ and the anomalous dimension $`\eta `$: $`\delta =\frac{d+2\eta }{d2+\eta }`$ . But let us first examine the case $`\eta =0`$. Repeating the procedure followed in the 1-d and 2-d case we obtain analytically the saddle-points of the $`d`$dimensional critical effective action:

$$\varphi =A_d(r_o^2r^2)^{\frac{2d}{2}};A_d=[\frac{d2}{(2g_2)^{1/2}}]^{\frac{d2}{2}}r_o^{\frac{d2}{2}}$$
(11)
and transforming the path summation in the partition function $`Z_d`$ into an ordinary integration over $`r_o`$ we find:

$$<M(R)>=<_cd^dr\varphi >R^{1+d/2}$$
(12)
for $`R_dR<\mathrm{}`$. This means that for $`d=3`$ $`R_u\mathrm{}`$. Namely, the crossover to the second fractal has disappeared. What happens now if we take $`\eta 0`$ into account? Consider the case $`0<\eta <1`$. For a wide range of universality classes, including the $`O(4)`$ theory where $`\eta 0.034`$ , the anomalous dimension $`\eta `$ obeys this condition. Actually for 3-d systems $`\eta `$ is very close to zero . The corresponding Euler-Lagrange equation:

$$_d^2\varphi =(\delta +1)g_2\varphi ^{\frac{d+2\eta }{d2+\eta }}$$
(13)
cannot be solved exactly. Only an approximate instanton-like solution can be obtained analytically:

$$\varphi _d(r)=A_d(r_o^2r^2)^{\frac{2d}{2}};A_d=(\frac{(d2)r_o}{\sqrt{2g_2}})^{\frac{d2}{2}}(\frac{d2}{\sqrt{2g_2}r_o})^{\frac{d\eta }{4}}$$
(14)
Details concerning this calculation are given in the Appendix. Based on the solution (14), and following the process applied for one and two dimensions, we determine $`<M(R)>`$ for spherical symmetric clusters in $`d3`$ dimensions. Using $`R_d=a^{\frac{\delta +1}{d\delta }}\mu ^{\frac{\delta +1}{d\delta }}G_d^{\frac{1}{d\delta }}`$ and $`R_u=G_d^{\frac{1}{d+q(\delta +1)}}`$ with $`a=(\frac{d2}{\sqrt{2g_2}})^{\frac{d2+\frac{d\eta }{2}}{2}}`$, $`G_d=\frac{2a^{\delta +1}\pi ^d/2}{d\mathrm{\Gamma }(d/2)}g_1g_2`$ and $`q=\frac{2d\frac{d\eta }{2}}{2}`$, we obtain:

* For $`R_dRR_u`$:

$$<M(R)>R^{1+\frac{d\eta }{2}}$$
(15)
with coefficient $`\alpha _d\frac{2\pi ^{d/2}}{d\mathrm{\Gamma }(d/2)}G_d^{\frac{1}{\delta +1}}a\frac{\mathrm{\Gamma }(\frac{2}{\delta +1})}{\mathrm{\Gamma }(\frac{1}{\delta +1})}`$.
* For $`RR_u`$ the power-law:

$$<M(R)>R^{1+\frac{d(2\eta )}{4}}$$
* Breaking of the fractality for $`RR_d`$.

Comparing eqs.(12) and (15) we find, for $`\eta =0`$, the same power law. This serves as a consistency check of the aproximation we used. We calculated the saddle-points of eq.(13) numerically. We also have calculated, in the constant configuration regime, the mean magnetization $`<M(R)>`$. The results are presented in Fig. 2. In Fig. 2a we plot together the numerical and the approximate solution to the Euler-Lagrange equation for $`d=3`$ and $`\eta =0.34`$ ***We used this value istead of $`\eta =0.034`$ valid for $`O(4)`$ in order to magnify the difference between the approximate and the numerical solution.. The characteristic behaviour of $`<M(R)>`$ for $`d=3`$ is presented in Fig. 2b. Here we have used $`G_3=10^2`$ and $`\eta =0.34`$. The breaking of the fractality (for $`RR_d`$) is clearly reproduced while the crossover is suppressed due to the small value of $`\eta `$.

Putting together our results for $`1`$, $`2`$ and $`3`$ dimensions and denoting by $`d_F`$ the fractal dimension in the central region of the cluster $`C`$ while by $`\stackrel{~}{d}_F`$ the fractal dimension beyond the corresponding upper limit $`R_u`$ we have found:

$$d_F=\frac{d\delta }{\delta +1};d=1,2,3,..$$
(16)
$$\stackrel{~}{d}_F=d\frac{2}{\delta 1};d=1,2$$
(17)
While for $`d3`$, we have:

$$d_F\stackrel{~}{d}_F=\frac{\eta (d2)}{4}+O(\eta ^2)$$
(18)
A remarkable property of the geometry of the cluster is that $`d_F>\stackrel{~}{d}_F`$ for all dimensions, indicating a dilution of the cluster $`C`$ for distances greater than $`R_u`$ from the center of the cluster. In other words, the size $`R_u`$ of the cluster gives a measure of the correlation length in the finite system. For 3-d systems, however, the maximal size of a single cluster ($`R_u`$) coincides practically with the size of the whole system ($`\eta 0`$, $`d_F\stackrel{~}{d}_F`$) and one recovers the conventional behaviour of the correlation length $`\xi `$ in a second-order phase transition ($`\xi `$ size of the system). For critical systems of low dimensionality ($`d<3`$) the association of the correlation length with the size of the system needs particular care and this issue will be discussed in detail in Section IV.

## IV Extensions and finite-size effects

In Section III we have shown the appearance of a fractal geometry for the cluster $`C`$ in the central region of scales $`R_dRR_u`$. For $`R<R_d`$ we obtain the breaking of fractality and beyond $`R_u`$ a more dilute fractal emerges. Therefore the limits $`R_u,R_d`$ determine the part of the cluster with fractal dimension $`d_F`$. In the following we will investigate how a change of the coarse graining scale $`\mathrm{\Lambda }`$ affects the fractality region.

We consider the transformation:

$$\mathrm{\Lambda }^1=\lambda \mathrm{\Lambda }_{}^{}{}_{}{}^{1}$$
(19)
where the ultraviolet cut-off $`\mathrm{\Lambda }`$ fixes the coarse-graining scale ($`\mathrm{\Lambda }^1`$). Then eq.(2) becomes:

$$\mathrm{\Gamma }_c[\varphi ]=g_1\lambda ^{d+2}\mathrm{\Lambda }_{}^{}{}_{}{}^{(d+2)}d^dx[\frac{1}{2}(_d\varphi )^2+g_2\lambda ^{(2d+2)}\mathrm{\Lambda }_{}^{}{}_{}{}^{2d+2}|\lambda ^d\mathrm{\Lambda }_{}^{}{}_{}{}^{d}\varphi |^{\delta +1}]$$
(20)
Setting $`\widehat{\varphi }^{}=\mathrm{\Lambda }_{}^{}{}_{}{}^{d}\varphi `$, $`\widehat{x}^{}=\mathrm{\Lambda }^{}x`$ eq.(20) simplifies to:

$$\mathrm{\Gamma }_c[\varphi ]=g_1\lambda ^{d+2}d^d\widehat{x}^{}[\frac{1}{2}(_d\widehat{\varphi }^{})^2+g_2\lambda ^{d(\delta 2)+(d2)}|\widehat{\varphi }^{}|^{\delta +1}]$$

where the new constants $`g_1^{}`$, $`g_2^{}`$ have the values:

$`g_1^{}`$ $`=`$ $`g_1\lambda ^{d+2}`$ (21)
$`g_2^{}`$ $`=`$ $`g_2\lambda ^{d(\delta 2)+(d2)}`$ (22)
We have seen that the dimensionless values of $`R_u`$, $`R_d`$ for the 1-d case are: $`R_u=G_1^{\frac{\delta 1}{\delta +3}}g_1^{\frac{\delta 1}{\delta +3}}g_2^{\frac{2}{\delta +3}}`$ and $`R_d=A_1^{\frac{\delta +1}{\delta }}G_1^{\frac{1}{\delta }}g_1^{\frac{1}{\delta }}g_2^{\frac{1}{\delta }}`$. According to eq.(22) the new values for the dimensionless limits are: $`R_u^{}=\lambda R_u`$ and $`R_d^{}=\lambda R_d`$. Using eq.(19) we find that the quantities $`\mathrm{\Lambda }^1R_u`$, $`\mathrm{\Lambda }^1R_d`$ do not depend on the choice of the cutoff $`\mathrm{\Lambda }`$:

$`\mathrm{\Lambda }_{}^{}{}_{}{}^{1}R_u^{}`$ $`=`$ $`\mathrm{\Lambda }^1R_u`$ (23)
$`\mathrm{\Lambda }_{}^{}{}_{}{}^{1}R_d^{}`$ $`=`$ $`\mathrm{\Lambda }^1R_d`$ (24)
We may now extend these calculations for the case $`d=2`$ where $`R_u=G_2^{\frac{\delta 1}{4}}g_1^{\frac{\delta 1}{4}}g_2^{\frac{1}{2}}`$ and $`R_d=A_2^{\frac{\delta +1}{2\delta }}G_2^{\frac{1}{2\delta }}g_1^{\frac{1}{2\delta }}g_2^{\frac{1}{2\delta }}`$ and we get again eqs.(24). More complicated is the case $`d3`$. If we neglect the anomalous dimension $`\eta `$ we recover eqs.(24) but taking $`\eta `$ into account we cannot find an analytic expression for the limits $`R_d`$, $`R_u`$. Using, however, the approximate solutions (14) we can prove the validity of eqs.(24) to a leading order in $`\eta `$.

Let us now consider the case when the order parameter is not directly the scalar field $`\varphi (x)`$ but a power: $`\varphi ^n(x)`$, $`n>0`$. The extensive variable characterizing the critical geometry is now taken to be:

$$M(R)=_C\varphi ^n(\stackrel{}{x})d^dx$$

Performing the calculation of $`<M(R)>`$ at the level of the saddle-point approximation we obtain:

* In the central fractality region $`R_d^{(d)}RR_u^{(d)}`$ the dimension is:

$$d_F^{(d)}=d(1\frac{n}{\delta +1})$$
(25)
where the embedding dimension $`d`$ takes the values: $`d=1,2,3,..`$.
* The geometry in the external region $`RR_u^{(d)}`$ is described through the dimension:

$$\stackrel{~}{d}_F^{(d)}=d\frac{2n}{\delta 1};d=1,2$$
(26)
valid also for $`d3`$ if we neglect the anomalous dimension $`\eta `$.

Using the obvious condition $`\stackrel{~}{d}_F^{(d)}0`$ eq.(26) leads to an upper limit for the value of $`n`$:

$$n\frac{d(\delta 1)}{2}$$

Using as an example the parameter values $`d=1`$ and $`\delta =5`$ we obtain $`n=1,2`$ as the possible values of the power $`n`$. For this special choice of $`d`$ and $`\delta `$ we obtain a remarkable property when the order parameter is $`\varphi ^2`$: in this case $`\stackrel{~}{d}_F^{(1)}=0`$ and therefore $`R_u^{(1)}`$ coincides with the correlation length. Concerning the limits $`R_d^{(d)}`$ and $`R_u^{(d)}`$ and their dependence on the power $`n`$ we find:

* The upper limit $`R_u^{(d)}`$ does not depend on $`n`$.
* The lower limit $`R_u^{(d)}`$ has the following form for a general $`n`$:

$$R_d^{(d)}=G_1^{\frac{n}{d(\delta +1n)}}\left(\frac{A_d}{\mu ^{1/n}}\right)^{\frac{n(\delta +1)}{d(\delta +1n)}}$$

We turn now to the question of critical cluster formation in a finite system. The effective action (2) is in fact valid for the ideal case of an infinite system. In order to take finite size effects, in a consistent way, into account, we have to add the term $`\frac{1}{2}m^2\varphi ^2`$ in (2). In the following we will consider the statistical mechanics, within the theoretical framework developed so far, of the modifed effective action, which includes the above mentioned quadratic (mass) term in $`\varphi `$. Thereby we restrict ourselves in the simplified 1-d case although our results can be extended to higher dimensions without difficulty. We also use for the isothermal critical exponent the value $`\delta =5`$. The central interest in our investigations is to determine the changes induced to the upper limit $`R_u`$ of the central fractality region, due to the presence of the mass term. This may lead us to a better understanding of the relation between $`R_u`$ and the correlation length of the critical system.

The saddle-points of the modified action are obtained (in the 1-d case) using the energy integral (5). The dominant configurations are those for which $`E=0`$. We have then:

$$_0^x𝑑\xi =\pm _{\varphi (0)}^{\varphi (x)}\frac{d\varphi }{(m^2\varphi ^2+2g_2\varphi ^6)^{1/2}}$$
(27)
Solving eq.(27) for $`\varphi `$ we get:

$$\varphi (x)=\pm \frac{\sqrt{2\stackrel{~}{c}}me^{\pm mx}}{(m^22g_2\stackrel{~}{c}^2e^{\pm 4mx})^{1/2}};\stackrel{~}{c}=\frac{\varphi ^2(0)}{1+\sqrt{1+\frac{2g_2}{m^2}\varphi ^4(0)}}$$
(28)
The solution (28) for small $`m`$ simplifies to:

$$\varphi (x)=\sqrt{\frac{m}{4g_2\stackrel{~}{c}}}|xx_o|^{1/2};x_o=\frac{m^22g_2\stackrel{~}{c}^2}{8g_2\stackrel{~}{c}^2m}$$
(29)
and taking the limit $`m0`$ we recover eq.(6) for $`\delta =5`$.

The position of the singularity in eq.(28) is:

$$\stackrel{~}{x}_o=\pm \frac{1}{4m}ln\frac{m^2}{2g_2\stackrel{~}{c}^2}$$
(30)
It is easy to show that $`\stackrel{~}{x}_ox_o`$ (see eq.(6)) for $`m0`$. In the following and up to the end of this section we will, for simplicity, drop the tilde over $`x_o`$. Whenever $`x_o`$ appears in the following formulas it means the expression (30).

Inserting eq.(30) in the solution (28) we finally obtain:

$$\varphi (x)=(\sqrt{\frac{2}{g_2}}m)^{1/2}\frac{e^{m(xx_o)}}{(1e^{4m(xx_o)})^{1/2}}$$
(31)
Repeating the arguments of Section II we perform the path summation in the partition function of the finite system using the constant solutions, deduced from (31), for $`x_ox`$:

$$\varphi (x)=(\sqrt{\frac{2}{g_2}}m)^{1/2}\frac{e^{mx_o}}{(1e^{4mx_o})^{1/2}}$$
(32)
Within this approximation the effective action of the finite system is:

$$\mathrm{\Gamma }_c(R,x_o)=\stackrel{~}{G}R\frac{e^{6mx_o}}{(1e^{4mx_o})^3};\stackrel{~}{G}=2^{5/2}g_1g_2^{1/2}m^3$$
(33)
The path summation in the partition function goes over to an ordinary integration over $`x_o`$ with measure obtained from eq.(32):

$`Z{\displaystyle _R^{x_{o_{max}}}}𝑑x_o`$ $`[m^{3/2}e^{mx_o}(1e^{4mx_o})^{1/2}m^{3/2}e^{5mx_0}(1e^{4mx_0})^{3/2}]`$ (34)
$`e^{\stackrel{~}{G}R\frac{e^{6mx_o}}{(1e^{4mx_o})^3}}`$ (35)
In the limit $`m0`$ eq.(35) becomes:

$$Z_R^{x_{omax}}𝑑x_ox_o^{\frac{3}{2}}e^{G_1Rx_o^3}$$

recovering the expression for the partition function $`Z_1`$ found in Section II.

Setting now $`\omega (z)=\frac{\stackrel{~}{G}R}{8sinh^3(2mz)}`$ we get from eq.(35):

$$Z_{\omega (x_{o,max})}^{\omega (R)}𝑑tf(t)e^t$$
(36)
where $`f(t)`$ is given by:

$`f(t)`$ $`=`$ $`m^{1/2}[({\displaystyle \frac{\stackrel{~}{G}R}{t}})^{1/6}(\sqrt{1+{\displaystyle \frac{1}{4}}({\displaystyle \frac{\stackrel{~}{G}R}{t}})^{2/3}}{\displaystyle \frac{1}{2}}({\displaystyle \frac{\stackrel{~}{G}R}{t}})^{1/3})({\displaystyle \frac{\stackrel{~}{G}R}{t}})^{1/2}]`$ (37)
$`{\displaystyle \frac{(\stackrel{~}{G}R)^1}{\sqrt{1+\frac{1}{4}(\frac{\stackrel{~}{G}R}{t})^{2/3}}}}({\displaystyle \frac{\stackrel{~}{G}R}{t}})^{1/3}`$ (38)
The value of $`R_u`$ is then determined through the condition $`\omega (R_u)=1`$. In the limit $`m0`$ we find $`R_u=2^{7/4}g_1^{1/2}g_2^{1/4}`$ in accordance with the results obtained in Section II. For $`m1`$ we obtain an analytic expression for $`R_u`$:

$$R_u=\frac{lnm}{2m}$$
(39)
For general $`m`$ however $`R_u`$ can be determined only numerically. In Fig. 3 we present the results for the dependence of $`R_u`$ on $`m`$ solving numerically the equation $`\omega (R_u)=1`$. We have used $`\stackrel{~}{G}=1`$. The quantity $`\frac{1}{m}`$ is actually the linear size of the critical system. For a large system ($`m^11`$), the cluster size $`R_u`$ gets saturated, becoming independent of $`m`$. The long range correlation, in this case, is generated by succesive convolutions of neighbouring clusters. In other words, the picture for the global system, emerging from our results (Fig. 3), is a superposition of fractal clusters with finite size, which, by coalescense, may create long-range ordering in the critical system. In order to illustrate this effect, we have constructed, by simulation, a global system in 2-d as a set of softly interacting clusters with prescribed geometrical properties. In fact, based on a mean field approximation scheme, it is straightforward to determine the distribution of $`N`$ clusters, $`P(\stackrel{}{R}_1,\mathrm{}\stackrel{}{R}_N)`$, with centers located at the points $`(\stackrel{}{R}_1\mathrm{}\stackrel{}{R}_N)`$ in the area $`S_g`$ of the global system. For this purpose we consider the pontential term in the effective action:

$$U(\overline{\varphi })=g_1g_2_{S_r}d^2\stackrel{}{r}^{}[\overline{\varphi }(\stackrel{}{r}^{})]^{\delta +1};\overline{\varphi }=\frac{1}{S_r}<_{S_r}d^2\stackrel{}{r}^{}\varphi (\stackrel{}{r}^{})>$$
(40)
where $`S_r`$ is the area occupied by a cluster of radius $`r`$ and the mean field $`\overline{\varphi }(\stackrel{}{r})`$ is written, according to our results in Section III, as follows:

$$\overline{\varphi }(\stackrel{}{r})=\frac{\mathrm{\Gamma }(\frac{2}{\delta +1})}{\mathrm{\Gamma }(\frac{1}{\delta +1})}(\pi g_1g_2(\delta +3)/2)^{\frac{1}{\delta +1}}r^{\frac{2}{\delta +1}}(R_drR_u)$$
(41)
From eqs.(40) and (41) we obtain:

$$U(\overline{\varphi })=\frac{1}{2\pi }\left(\frac{\mathrm{\Gamma }(\frac{2}{\delta +1})}{\mathrm{\Gamma }(\frac{1}{\delta +1})}\right)^{\delta +1}\left(\frac{4}{\delta +3}\right)_0^{2\pi }𝑑\theta \mathrm{ln}\left(\frac{R(\theta )}{R_d}\right)$$
(42)
where $`R(\theta )`$ specifies the distortion of the area occupied by the cluster in question, owing to a state of coalescense with neighbouring clusters. Introducing the mean radius $`\overline{R}=R(\overline{\theta })`$ in the integral (42) we finally obtain:

$$U(\overline{\varphi })=\frac{1}{2}\left(\frac{\mathrm{\Gamma }(\frac{2}{\delta +1})}{\mathrm{\Gamma }(\frac{1}{\delta +1})}\right)^{\delta +1}\left(\frac{4}{\delta +3}\right)\mathrm{ln}\left(\frac{\overline{S}}{S_d}\right);S_d=\pi R_d^2;\overline{S}=\pi \overline{R}^2$$
(43)
where $`\overline{S}`$ is a measure of the area occupied by a distorted (in general) cluster. The distribution of $`N`$ clusters, in this picture, $`P(\stackrel{}{R}_1\mathrm{}\stackrel{}{R}_N)_{i=1}^Ne^{U_i(\overline{\varphi })}`$, is given by the following area-law:

$$P(\stackrel{}{R}_1\mathrm{}\stackrel{}{R}_N)=Z_N^1S_d^{N\alpha _\delta }(\overline{S}_1\overline{S}_2\mathrm{}\overline{S}_N)^{\alpha _\delta };\alpha _\delta =\frac{1}{2}\left(\frac{\mathrm{\Gamma }(\frac{2}{\delta +1})}{\mathrm{\Gamma }(\frac{1}{\delta +1})}\right)^{\delta +1}\left(\frac{4}{\delta +3}\right)$$
(44)
$$Z_N=\frac{S_d^{N\alpha _\delta }}{N!}_{S_g}d^2\stackrel{}{R}_1\mathrm{}d^2\stackrel{}{R}_N(\overline{S}_1\overline{S}_2\mathrm{}\overline{S}_N)^{\alpha _\delta }$$

The smallness of the exponent $`\alpha _\delta `$ in eqs.(44) ($`\alpha _\delta 0.006`$ for $`\delta =5`$) guarantees that the interaction of clusters is very weak, leading to a random distribution $`P(\stackrel{}{R}_1\mathrm{}\stackrel{}{R}_N)`$ in the area $`S_g`$ and to a Poisson behaviour of the partition function, $`Z_NS_d^{N\alpha _\delta }\frac{S_g^N}{N!}`$. It permits us, therefore, to treat the global system as an almost ideal gas of clusters. The parameters of the effective theory as well as the size of the critical system, determine then the number of formed clusters, the density within each cluster and the size of each cluster.

It is now straightforward to construct the global system as a set of softly interacting clusters with prescribed geometrical properties. For simplicity let us consider a system for which the order parameter is interpreted as density of particles. Given the linear size $`R`$, the isothermal critical exponent $`\delta `$ and the effective couplings $`g_1`$, $`g_2`$ we calculate the size $`R_u`$ of a single cluster and the corresponding number of clusters $`N_{cl}=\left(\frac{R}{R_u}\right)^2`$ in the system. The number of particles $`n`$ within each cluster is then given through eq.(10). The entire net of the clusters is constructed in two steps. First we generate the positions of the centers of the clusters treating them as uniformly distributed random variables over a square with site $`R`$. Then we generate the points inside each cluster with a distribution function specified by eq.(10). If two clusters (say the $`i`$-th and the $`j`$-th cluster) overlap then a point in the $`i`$-th cluster is taken into account if the nearest center to it is the center of the $`i`$-th cluster otherwise this point is neglected. Such a construction is presented in Fig. 4. We have used the parameter values: $`R=1`$, $`\delta =5`$, $`g_1=50`$ and $`g_2=1`$.

Although the fractal mass dimension of each cluster is the same the resulting global set turns out to have a different fractal dimension. In fact calculating the generalized dimensions of the global set we observe that its geometric structure does not correspond to a pure monofractal set. Here we have used the method of factorial moments to perform this analysis . We divide the region of the global system into $`M^2`$ boxes of linear size $`l`$ ($`M=\frac{R}{l}`$). Denoting by $`n_i`$ the number of points within the $`i`$-th box we define the $`p`$-th order factorial moment of the distribution of the points of the global set in space as:

$$F^{(p)}(M)=\frac{\frac{1}{M^2}{\displaystyle \underset{i=1}{\overset{M^2}{}}}n_i(n_i1)..(n_ip+1)}{\left(\frac{1}{M^2}{\displaystyle \underset{i=1}{\overset{M^2}{}}}n_i\right)^p}$$
(45)
For a fixed value of $`p`$ the moment $`F^{(p)}(M)`$ possesses a power-law dependence on $`M`$ (for $`M1`$) provided that the point-set under consideration has a fractal structure: $`F^{(p)}(M)M^{s_p}`$. The exponent $`s_p`$ is related to the fractal dimension of the corresponding point-set: $`s_p=(p1)(dd_p)`$. The dimensions $`d_p`$ are the generalized dimensions characterizing the system $`d_2`$ beeing the corresponding average fractal dimension. For a monofractal set the generalized dimension spectrum is given as: $`d_p=d_2`$ for $`p=3,4,..`$. We have calculated the first three factorial moments ($`p=2,3,4`$) as a function of $`M`$ for the set shown in Fig. 4. The results are shown in a log-log plot in Fig. 5. We find the exponents (slopes in the log-log plot): $`s_2=0.65`$, $`s_3=1.61`$ and $`s_4=2.6`$ suggesting that the underlying set is a multifractal. A deeper understanding of the dimension spectrum of the global system based on the construction described above is a subject for a future investigation.

## V Conclusions

We have studied in detail the formation of critical clusters in a wide class of systems, undergoing a thermal phase transition of second order. We have used suitable, instanton-like, saddle-point configurations for the local field-fluctuations, in order to saturate the path summation of the partition function. In this treatment we were able to describe the critical system locally and specify the geometrical properties of a single critical cluster in terms of the parameters of the effective action, at the critical point. Our main results are summarized as follows:

1. In critical systems of low dimensionality $`(d<3)`$ there exist two characteristic scales $`(R_d,R_u)`$ which specify the geometry of any single critical cluster, namely its maximal size ($`R_u`$) and its fractality region $`R_dRR_u`$. The fractal dimension is $`d_F=\frac{\delta d}{\delta +1}`$, in agreement with other treatments on a lattice, and the minimal scale $`R_d`$, below which fractality breaks down, is the analogue of the lattice spacing in any treatment in discrete space.
2. Beyond the scale $`R_u`$ ($`RR_u`$) the fractal dimension crosses over to smaller values, $`\stackrel{~}{d}_F<d_F`$, and for a suitable choice of the order parameter ($`\varphi ^n(x)`$ with $`n=\frac{d(\delta 1)}{2}`$) it may even vanish ($`\stackrel{~}{d}_F=0`$). Therefore the scale $`R_u`$ can be associated with the direct correlation length, $`\xi _dR_u\mathrm{\Lambda }^1`$ , which coincides with the maximal size of a single cluster.
3. For sufficiently large systems (size $`\mathrm{\Lambda }^1`$) the direct correlation length $`(\xi _dR_u\mathrm{\Lambda }^1)`$ is independent of the size of the system (Fig. 3) and remains finite even in the thermodynamic limit (infinite system).
4. The global system is built-up by a random distribution of critical clusters which may overlap giving rise to a long-range total correlation and therefore to density fluctuations at all scales. We have shown the validity of such a mechanism in 2-d by developing a suitable algorithm in order to construct the global system, based on the local description. Our results show that the entire critical system develops strong density fluctuations, of multifractal nature, in a wide range of scales, far beyond the size of a single cluster (Figs. 4,5). A deeper understanding of this global structure and in particular of the connection between the fractal geometry of a single cluster and the multifractal spectrum of the entire system, remains a challenging, open question.
5. In 3-d critical systems the anomalous dimension is approximately zero ($`\eta 0`$) and the crossover scale $`R_u`$ associated with a single cluster coincides practically with the size of the global system ($`d_F\stackrel{~}{d}_F`$). This observation leads to a simple picture according to which the development of fluctuations at all scales, at the critical point, is realized through the formation of self-similar clusters at all sizes. The maximum cluster size ($`R_u`$) coincides with the size of the global system and gives a measure of the correlation length which becomes infinitely large, in the thermodynamic limit (infinite system). In this case the geometry of the global system coincides with the geometry of a single cluster and therefore it remains monofractal with the same fractal dimension $`d_F`$.

Concluding, we have investigated the geometrical structure of critical fluctuations, developed locally in a thermal system which is described effectively by a scalar field. The formation of fractal clusters with a mass dimension $`d_F`$, fixed by the universality class, has been revealed and the mechanism for generating fluctuations at all scales, in the entire system, based on the local properties, has been discussed. It is of interest to note that the fluctuations of the global system obey a different geometry in 3-d critical systems (monofractal) and in critical systems of low dimensionality, $`d<3`$ (multifractal). The reason for this different behaviour is due essentially to the fact that in 3-d systems, described by scalar theories, the anomalous dimension $`\eta `$ turns out to be very small ($`\eta 0`$).

## Appendix

Integrating the first order differential equation (5) we obtain:

$$_0^x𝑑\xi =\pm _{\varphi (0)}^{\varphi (x)}\frac{d\varphi }{[2(E+g_2\varphi ^{\delta +1})]^{1/2}}$$

It follows that:

$$x=\pm \frac{1}{\sqrt{2E}}\left(\frac{E}{g_2}\right)^{1/a}I$$
(E. 1)
where:

$`a`$ $`=`$ $`\delta +1`$ (E. 2)
$`I`$ $`=`$ $`{\displaystyle _{r_1^a}^{r_2^a}}{\displaystyle \frac{\psi ^{\frac{1}{a}1}}{(1+\psi )^{1/2}}}𝑑\psi `$ (E. 3)
$`\psi `$ $`=`$ $`{\displaystyle \frac{g_2}{E}}\varphi ^a`$ (E. 4)
$`r_1`$ $`=`$ $`\left({\displaystyle \frac{g_2}{E}}\right)^{1/a}\varphi (0)`$ (E. 5)
$`r_2`$ $`=`$ $`\left({\displaystyle \frac{g_2}{E}}\right)^{1/a}\varphi (x)`$ (E. 6)
The integral $`I`$ can be determined analytically:

$`I`$ $`=`$ $`{\displaystyle _0^{r_2^a}}{\displaystyle \frac{\psi ^{\frac{1}{a}1}}{(1+\psi )^{1/2}}}𝑑\psi {\displaystyle _0^{r_1^a}}{\displaystyle \frac{\psi ^{\frac{1}{a}1}}{(1+\psi )^{1/2}}}𝑑\psi `$ (E. 7)
$`=`$ $`a[r_2{}_{2}{}^{}F_{1}^{}(1/2,1/a;1+{\displaystyle \frac{1}{a}},r_2^a)r_1{}_{2}{}^{}F_{1}^{}(1/2,1/a;1+{\displaystyle \frac{1}{a}},r_1^a)]`$ (E. 8)
where $`{}_{2}{}^{}F_{1}^{}`$ is the hypergeometric function.

Inserting the formula :

$`{}_{2}{}^{}F_{1}^{}(\alpha ,\beta ;\gamma ;z)`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Gamma }(\gamma )\mathrm{\Gamma }(\beta \alpha )}{\mathrm{\Gamma }(\beta )\mathrm{\Gamma }(\gamma \alpha )}}(1)^\alpha z^\alpha {}_{2}{}^{}F_{1}^{}(\alpha ,\alpha +1\gamma ;\alpha +1\beta ;{\displaystyle \frac{1}{z}})`$
$`+`$ $`{\displaystyle \frac{\mathrm{\Gamma }(\gamma )\mathrm{\Gamma }(\alpha \beta )}{\mathrm{\Gamma }(\alpha )\mathrm{\Gamma }(\gamma \beta )}}(1)^\beta z^\beta {}_{2}{}^{}F_{1}^{}(\beta ,\beta +1\gamma ;\beta +1\alpha ;{\displaystyle \frac{1}{z}})`$
in (E. 8) we obtain:

$$x=\pm \frac{c_1}{\sqrt{2g_2}}(\varphi (x)^{1\frac{1}{a}}f_1\varphi (0)^{1\frac{1}{a}}f_2)$$
(E. 9)
with:

$$c_1=\frac{\mathrm{\Gamma }(1+\frac{1}{a})\mathrm{\Gamma }(\frac{1}{a}\frac{1}{2})}{\mathrm{\Gamma }(1/a)\mathrm{\Gamma }(\frac{1}{2}+\frac{1}{a})}=\frac{2}{\delta 1}$$
(E. 10)
and

$`f_1`$ $`=`$ $`{}_{2}{}^{}F_{1}^{}(1/2,{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{a}},{\displaystyle \frac{3}{2}}{\displaystyle \frac{1}{a}},{\displaystyle \frac{E}{g_2}}\varphi (x)^a)`$ (E. 11)
$`f_2`$ $`=`$ $`{}_{2}{}^{}F_{1}^{}(1/2,{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{a}},{\displaystyle \frac{3}{2}}{\displaystyle \frac{1}{a}},{\displaystyle \frac{E}{g_2}}\varphi (0)^a)`$ (E. 12)
Then (E. 9), for $`E0`$, leads to the solution (6):

$$\varphi (x)=\left[\frac{(\delta 1)^2g_2}{2}\right]^{\frac{1}{\delta 1}}|x_ox|^{\frac{2}{\delta 1}}$$

with

$$x_o=x_o(\varphi (0))=\frac{2}{(\delta 1)\sqrt{2g_2}}(\varphi (0))^{\frac{1\delta }{2}}$$
(E. 13)
From (E. 9) and for $`E0`$ we obtain that:

$$\varphi (x)=\left[\frac{(\delta 1)^2g_2}{2}\right]^{\frac{1}{\delta 1}}(x_o^{}x)^{\frac{2}{\delta 1}}\left(\frac{1}{f_1}\right)^{\frac{2}{\delta 1}}$$
(E. 14)
where now $`x_o^{}=x_of_2(E)`$. Namely, if $`E0`$, $`x_o`$ depends on two parameters:

$$x_o^{}=x_o^{}(\varphi (0),E)$$
(E. 15)
Figure Captions

Figure 1: (a) The mean magnetization $`<M(R)>`$ as a function of $`R`$ for a 1-d critical system. The parameters are chosen so that: $`G_1=510^8`$ and $`\mu =1`$. A linear fit is also shown in order to indicate the two different fractality regions described in Section II. (b) The same plot as in (a) but now with $`\mu =0`$. The scale $`R_d`$ for the breaking of the fractality is in this case absent. All the presented quantities are in arbitrary units.

Figure 2: (a) A typical 3-d instanton-like saddle-point for $`\eta =0.34`$. Both the analytic approximation (dotted line) as well as the numerical calculation (solid line) are shown. (b) The mean magnetization $`<M(R)>`$ for the 3-d case using the saddle-points of the form presented in (a) to perform the corresponding statistical averaging. As in Fig. 1 the displayed quantities are in arbitrary units.

Figure 3: The upper limit $`R_u`$ of the central fractality region for $`d=1`$ as a function of the size $`\frac{1}{m}`$ of the critical system. We use arbitrary units for $`R_u`$ and $`m`$.

Figure 4: The global 2-d critical system described through an effective action of the form (1). We used the parameters: $`g_1=50`$, $`g_2=1`$ and $`\delta =5`$. Each full circle represents a point $`\stackrel{}{x}`$ in the 2-d space occupied by the critical system with $`\varphi (\stackrel{}{x})>\varphi _{min}`$. The coordinates $`x`$ and $`y`$ are given in arbitrary units.

Figure 5: The first three factorial moments for the point-set presented in Fig. 4. The linear fits indicate the slopes of the corresponding moments suggesting the multifractality of the underlying set.


text:
# Coarse graining and renormalization

\[

hep-th/0008037

## Abstract

Formulating the QFT’s as coarse grained ’low’ energy sectors of a postulated complete quantum theory of everything with the ’high’ energy modes integrated out or ’clustering’ into ’low’ energy objects, we can evaluate the Feynman amplitudes by solving a series of natural differential equations which automatically dissolves the necessity of infinity subtraction and the associated subtleties. This new strategy has direct implications to the scheme dependence problem.

\]

Conventionally, a quantum field theory is formally established first and then regularized by hand and finally renormalized in order to arrive at finite predictions to confront experimental outcomes. This ’trilogy’ has been successfully applied for over half a century. However, it is undeniable that there are some inharmonious and even irrational ’notes’ in this ’trilogy’ that has also been dissatisfying many physicists for half a century, e.g., to treat an infinity as an infinitesimal, or to discard an explicitly infinite part while keeping the finite piece, no matter how one argued in favor of doing so, even within the beautiful scenario due to Wilson. The widely used expression for the beta function of a $`U\left(1\right)`$ coupling $`\beta \left(\alpha \right)\frac{\alpha }{Z_\alpha }\mu _\mu Z_\alpha `$ is derived from

$`\mu {\displaystyle \frac{d}{d\mu }}\alpha _B(=Z_\alpha \alpha )=0\left(\mu _\mu Z_\alpha \right)\alpha +Z_\alpha \mu _\mu \alpha =0`$ (1)
which should be corrected as

$`\mu {\displaystyle \frac{d}{d\mu }}`$ $`\left(Z_\alpha \alpha \right)=0Z_\alpha \mu _\mu \alpha +\alpha \mu _\mu Z_\alpha +\alpha \mu _\mu \alpha _\alpha Z_\alpha =0`$ (3)
$`\beta \left(\alpha \right)={\displaystyle \frac{\alpha \mu _\mu Z_\alpha }{Z_\alpha +\alpha _\alpha Z_\alpha }},`$
because it is illogical to take the coupling in $`Z_\alpha (\mathrm{\Lambda },\mu ,\alpha )`$ as the bare one during differentiation and to identify it as the renormalized one after the differentiation. Such a switch of attitude can not be reasonably accepted. Obviously, all these unsatisfactory subtleties are due to the inevitable appearance of ultra-violet divergence in conventional methods.

In this letter, we wish to show a simple way to get rid of these unsatisfactory subtleties by adopting a natural point of view that the conventional QFT should be replaced by a complete quantum theory of everything (QTOE) which contain the correct higher energy structures as well. The low energy objects (fields or particles) effectively emerged as some kind of ’clusters’ or collective modes of the quanta that are extremely small in sizes. Then the low energy physics are defined by the coarse grained low energy sectors of QTOE with the extremely short distance processes integrated out. In this understanding, high energy modes’ contributions are physically suppressed by the clustering mechanism defined in QTOE (unknown to us) rather than cut off by hand, a refinement of the Wilsonian scenario. This picture naturally necessitates the presence of a set of parameters to characterize the high energy modes in the ’clusters’ (which will be collectively denoted as $`\left\{\sigma \right\}`$) and the clustering mechanism (which will be denote as a threshold scale $`\overline{\mu }`$ for clustering of underlying high energy modes in an appropriate QFT). Technically, it is these constants that suppressed the high energy modes in QTOE while keep the ’effective’ quanta dominant. For the coarse graining or emergence scenario to be effective, the magnitude of the parameters in energy unit must be such that $`sup\{\mathrm{\Lambda }_{QFT},\overline{\mu }\}inf\left\{\sigma \right\}`$ with $`\mathrm{\Lambda }_{QFT}`$ representing a general dimensional parameter (momenta or masses) in the QFT in under consideration.

The preceding order automatically activates a limit operation with respect to $`\left\{\sigma \right\}`$ on the coarse grained amplitudes for describing ’low’ energy processes which will be denoted as $`L_{\left\{\sigma \right\}}(lim_{\left\{\sigma \right\}\mathrm{}})`$. Then the coarse grained vacuum functional in presence of the external sources for specifying low energy processes reads

$`Z\left(J\left(x\right)|\{\overline{c}\}\right)L_{\left\{\sigma \right\}}Z\left(J\left(x\right)|\{\sigma ;\overline{\mu }\}\right),`$ (5)
$`Z\left(J\left(x\right)|\{\sigma ;\overline{\mu }\}\right)`$
$``$ $`{\displaystyle D\mathrm{\Phi }\left(x|\{\sigma ;\overline{\mu }\}\right)\mathrm{exp}\left[\frac{i}{\mathrm{}}S(\mathrm{\Phi }\left(x|\{\sigma ;\overline{\mu }\}\right);\{\sigma ;\overline{\mu }\}J)\right]},`$ (6)
where the $`\{\sigma ;\overline{\mu }\}`$ dependence of a function (al) indicates that they are coarse grained objects well defined in QTOE. The appearance of the constants $`\{\overline{c}\}`$ (including $`\overline{\mu }`$) in the RHS of Eq.(1) implies that the order of functional integration and $`L_{\left\{\sigma \right\}}`$ can not be trivially exchanged, otherwise we would get the ill defined QFT’s or divergences, i.e.,

$`L_{\left\{\sigma \right\}}{\displaystyle D\mathrm{\Phi }\left(x|\{\sigma ;\overline{\mu }\}\right)\mathrm{exp}\left[\frac{i}{\mathrm{}}S(\mathrm{\Phi }\left(x|\{\sigma ;\overline{\mu }\}\right);\{\sigma ;\overline{\mu }\}J)\right]}`$ (8)
$`{\displaystyle D\mathrm{\Phi }\left(x\right)\mathrm{exp}\left[\frac{i}{\mathrm{}}S\left(\mathrm{\Phi }\left(x\right)J\right)\right]},`$ (9)
with $`S\left(\mathrm{\Phi }\left(x\right)J\right)L_{\left\{\sigma \right\}}S(\mathrm{\Phi }\left(x|\{\sigma ;\overline{\mu }\}\right);\{\sigma ;\overline{\mu }\}J)`$ and $`\mathrm{\Phi }\left(x\right)L_{\left\{\sigma \right\}}\mathrm{\Phi }\left(x|\{\sigma ;\overline{\mu }\}\right)`$. In terms of Feynman diagram algorithm, this is (for a one loop divergent diagram in QFT),

$`L_{\left\{\sigma \right\}}\mathrm{\Gamma }^{\left(1loop\right)}(\left(p\right),\left(m\right);\{\sigma ;\overline{\mu }\})`$ (10)
$`L_{\left\{\sigma \right\}}{\displaystyle d^DQ\overline{f}_\mathrm{\Gamma }(Q,\left(p\right),\left(m\right);\{\sigma ;\overline{\mu }\})}`$ (11)
$`{\displaystyle d^DQf_\mathrm{\Gamma }(Q,\left(p\right),\left(m\right))},`$ (12)
with $`f_\mathrm{\Gamma }(Q,\left(p\right),\left(m\right))`$denoting the integrand of the diagram defined in terms of usual free propagators and vertices. The loop momentum, external momenta and masses are denoted respectively by $`Q,\left(p\right)`$and $`\left(m\right)`$.

In principle we could not evaluate the generating functional or the Feynman amplitudes without knowing the exact dependence upon $`\{\sigma ;\overline{\mu }\}`$. However, we can determine each one loop amplitude (ill defined in QFT) $`L_{\left\{\sigma \right\}}\mathrm{\Gamma }^{\left(1loop\right)}(\left(p\right),\left(m\right);\{\sigma ;\overline{\mu }\})`$ up to an appropriate polynomial of momenta and masses with finite but undetermined coefficients as long as we accept that the QTOE version of the loop diagram exists***The worldlines of point particles in conventional QFT’s should be replaced by world-’volumes’ (or world-’manifolds’) in QTOE due to their complicated underlying contents. An analogue can be found in string theories where the particles’ paths are worldsheets. Here we do not address whether the string theories or M theory is the QTOE we refer to but focus on the benefits from its existence..

THEOREM. A one loop amplitude $`\mathrm{\Gamma }`$ defined in QTOE that corresponds to an ill defined one in conventional QFTs satisfies the following kind of natural differential equation,

$`\left(_p\right)^{\omega _\mathrm{\Gamma }+1}L_{\left\{\sigma \right\}}\overline{\mathrm{\Gamma }}(\left(p\right),\left(m\right)|\{\sigma ;\overline{\mu }\})`$ (13)
$`={\displaystyle d^DQ\left(_p\right)^{\omega _\mathrm{\Gamma }+1}f_\mathrm{\Gamma }(Q,\left(p\right),\left(m\right))}`$ (14)
$`\mathrm{\Gamma }^{\left(\omega _\mathrm{\Gamma }\right)}(\left(p\right),\left(m\right))`$ (15)
with $`\omega _\mathrm{\Gamma }`$ being the superficial divergence degree or scaling dimension of such a diagram and $`f_\mathrm{\Gamma }(Q,\left(p\right),\left(m\right))`$ being the integrand of this diagram defined in conventional QFT.

$`\mathrm{𝑃𝑟𝑜𝑜𝑓}`$: Since QTOE is completely well defined, then

$$\begin{array}{c}\left(_p\right)^{\omega _\mathrm{\Gamma }+1}L_{\left\{\sigma \right\}}\overline{\mathrm{\Gamma }}(\left(p\right),\left(m\right)|\{\sigma ;\overline{\mu }\})\hfill \\ =L_{\left\{\sigma \right\}}d^DQ\left(_p\right)^{\omega _\mathrm{\Gamma }+1}\overline{f}_{\overline{\mathrm{\Gamma }}}(Q,\left(p\right),\left(m\right)|\{\sigma ;\overline{\mu }\})\hfill \\ =d^DQ\left(_p\right)^{\omega _\mathrm{\Gamma }+1}L_{\left\{\sigma \right\}}\overline{f}_{\overline{\mathrm{\Gamma }}}(Q,\left(p\right),\left(p\right)|\{\sigma ;\overline{\mu }\})\hfill \\ =d^DQ\left(_p\right)^{\omega _\mathrm{\Gamma }+1}f_\mathrm{\Gamma }(Q,\left(p\right),\left(m\right))\hfill \\ \mathrm{\Gamma }_d^{\left(\omega _\mathrm{\Gamma }\right)}(\left(p\right),\left(m\right)).Q.E.D.\hfill \end{array}$$

Similar differential equations also hold with $`_p`$ replaced by $`_m`$. Solving such equations we get

$`L_{\left\{\sigma \right\}}\overline{\mathrm{\Gamma }}(\left(p\right),\left(m\right)|\{\sigma ;\overline{\mu }\})`$ (16)
$`\left({\displaystyle _p}\right)^{\omega _\mathrm{\Gamma }+1}{\displaystyle d^DQ\left(_p\right)^{\omega _\mathrm{\Gamma }+1}f_\mathrm{\Gamma }(Q,\left(p\right),\left(m\right))}`$ (17)
with the symbol ’$``$’ indicating that the two sides are equal up to certain integration constants in a polynomial of momenta and masses of power $`\omega _\mathrm{\Gamma }`$. To determine the integration constants (which is definitely defined as $`\{\overline{c}\}`$ in QTOE) we need ’boundary conditions’ like symmetries, sum rules and finally experimental data, which parallels the procedure of choosing renormalization conditions. Eq. (6) or (7) is just our general recipe for evaluating the Feynman amplitudes that dispenses the notorious divergences and the associated subtraction. This recipe works in the same way for multiloop diagrams, for details please refer to Ref.. The guideline is to insert a pair of $`\left(_p\right)^{\omega _\mathrm{\Gamma }+1}`$ and $`\left(_p\right)^{\omega _\mathrm{\Gamma }+1}`$ to the two sides of each divergent loop integration as $`L_{\left\{\sigma \right\}}`$ is moved across the loop integration until the $`L_{\left\{\sigma \right\}}`$ is finally removed from all loops in the diagram. For convergent loops $`L_{\left\{\sigma \right\}}`$ can safely cross the loop integrations. However, by defining that $`()^n()^n,()^n()^n,`$for$`n<0,()^n=()^n=1,`$for$`n=0`$ and noting that $`()^n\times ()^{n|}=()^n\times ()^n=1`$ for $`n<0`$ we can also put a convergent loop into the form of Eq.(7) with now $`\omega _\mathrm{\Gamma }`$ denoting the negative scale dimension of the convergent loop diagram.

We emphasize again that the above expressions are correct provided the magnitude order $`sup\{|p|,m,\overline{\mu }\}inf\left\{\sigma \right\}`$ is satisfied, no matter how large the mass or momentum is. It is also evident that our strategy is obviously applicable to any interactions.

It is clear that in our strategy, no subtraction is necessary, no infinite counterterms and bare parameters is present except finite ’bare’ parameters—the tree parameters in Lagrangian. Among the integration constants (which will be denoted as $`\left\{C\right\}`$ in contrast to $`\left\{\overline{c}\right\}`$), there must be a dimensional scale to balance the dimensions in the logarithmic function of momenta (which will be denoted as $`\mu _{int}`$ that corresponds to $`\overline{\mu }`$). The integration constants $`\left\{C\right\}`$ span a space in which the QTOE prediction $`\left\{\overline{c}\right\}`$ just lies on one point of this space. Obviously, the QTOE definition of the Lagrangian constants and the ’loop’ constants $`\left\{\overline{c}\right\}`$ (including $`\overline{\mu }`$) should be scheme and scale (SAS) invariant. This observation hints us that if we start with finite tree level Lagrangian constants then we should be able to pin down or be close to the QTOE-determined constants $`\left\{\overline{c}\right\}`$, as the finite tree parameters are naturally ’bare’ and hence SAS invariant. This may accentuate and accelerate the extraction of physical parameters out of renormalization scheme and scale dependent parametrization, because if we could fix the Lagrangian parameters physically somehow (through sum rules, for example), then we can approximately extract $`\left\{\overline{c}\right\}`$ from experiments. In this situation we say that different choice of $`\left\{C\right\}`$ would correspond to different physics. (Note that the words ’tree or bare parameters’ does not mean no interaction, on the contrary, there are interactions–the classical or tree interactions. In the QTOE picture, the tree parameters in fact characterize the collective properties of the modes emerged out of the underlying motions, which should be the same when the emergent modes undergo annihilation and creation—the fluctuation of the these emergent quanta.)

From the preceding discussions on the constants $`\{\overline{c}\}`$, we can parametrize them in such a way that $`\{\overline{c}\}=\{\overline{\mu },\left[\overline{c}^0\right]\},`$dim$`\left\{\overline{c}^0\right\}=0,_{\overline{\mu }}\overline{c}^0=_g\overline{c}^0=0,\overline{c}^0,g:`$dim$`\left\{g\right\}0`$. Then rescale every dimensional parameters in a general vertex function $`\mathrm{\Gamma }^{\left(n\right)}(\left(p\right),\left(g\right);\{\overline{c}\})`$ (we denote masses and couplings collectively as $`\left(g\right)`$) that is well defined in QTOE, we have

$$\left\{s_s+\mathrm{\Sigma }d_gg_g+\overline{\mu }_{\overline{\mu }}d_{\mathrm{\Gamma }^{(n)}}\right\}\mathrm{\Gamma }^{(n)}(\left(sp\right),\left(g\right);\{\overline{c}\})=0.$$
(18)
with $`d_{\mathrm{}}`$ denoting the mass dimensions of the associated constants. Since all the constants $`\{\overline{c}\}`$ only appear in the local parts of 1PI vertices, then $`\overline{\mu }_{\overline{\mu }}`$ induces the insertion of the operators ($`\mathrm{\Sigma }_{\{O\}}\delta _O\widehat{I}_O`$) corresponding to the vertices, that is,

$`\overline{\mu }_{\overline{\mu }}\mathrm{\Gamma }^{(n)}(\left(p\right),\left(g\right);\{\overline{\mu },\left[\overline{c}^0\right]\})`$ (19)
$`=\mathrm{\Sigma }_{\{O\}}\delta _O\widehat{I}_O\mathrm{\Gamma }^{(n)}(\left(p\right),\left(g\right);\{\overline{\mu },\left[\overline{c}^0\right]\}).`$ (20)
This is just the general form of renormalization group equation (RGE) in our approach. Close investigation of the solutions of Eq.(6) in terms of masses will show that the anomalous dimension $`\delta _O`$ of vertex operator $`O`$ must be functions of dimensionless tree coupling $`\left[g^0\right]`$ and $`\left[\overline{c}^0\right]`$, i.e., $`\delta _O=\delta _O(\left[g^0\right],\left[\overline{c}^0\right])`$. The insertion of all the Lagrangian operators with couplings $`\left(g\right)`$ can be realized by $`g_g`$ (for mass, it is $`m^k_{m^k},k=1(\text{fermion}),2(\text{boson})`$), i.e., $`\mathrm{\Sigma }_{\{O\}}\delta _O\widehat{I}_O=\mathrm{\Sigma }\delta _gg_g+\mathrm{\Sigma }\delta _\varphi \widehat{I}_{\varphi \varphi }+\mathrm{\Sigma }_{\{\overline{O}\}}\delta _{\overline{O}}\widehat{I}_{\overline{O}},`$ with $`\varphi `$ and $`\overline{O}`$ denoting respectively the ’elementary’ fields in Lagrangian and the operators not defined in Lagrangian. Apparently $`\mathrm{\Sigma }_{\{\overline{O}\}}\delta _{\overline{O}}\widehat{I}_{\overline{O}}`$ is absent in renormalizable theories, while for unrenormalizable models, there will be infinitely many $`\overline{O}`$ operators. The insertion of the kinetic operator $`\delta _\varphi \widehat{I}_{\varphi \varphi }`$ will induce a rescaling of the field operator $`\varphi `$ by amount $`\frac{\delta _\varphi }{2}`$. Thus in renormalizable theories, we obtain that

$$\left\{\overline{\mu }_{\overline{\mu }}\mathrm{\Sigma }\overline{\delta }_gg_g\overline{\delta }_{\mathrm{\Gamma }^{\left(n\right)}}\right\}\mathrm{\Gamma }^{(n)}(\left(p\right),\left(g\right);\{\overline{\mu },\left[\overline{c}^0\right]\})=0$$
(21)
with $`\overline{\delta }_g\delta _g\mathrm{\Sigma }_{\left[\varphi \right]_g}\frac{\delta _\varphi }{2}`$. Since $`\left(g\right)`$ and $`\{\overline{\mu },\left[\overline{c}^0\right]\}`$ should be uniquely determined by QTOE, the variation in Eq.(10) should be understood as the change due to the global rescaling of everything. Thus by introducing a natural set of scale co-moving (or ’running’) parameters basing on Coleman’s bacteria analogue, we finally arrive at the standard form of RGE

$$\left\{\mu _\mu \mathrm{\Sigma }\overline{\delta }_{\overline{g}}\overline{g}_{\overline{g}}\overline{\delta }_{\mathrm{\Gamma }^{\left(n\right)}}\right\}\mathrm{\Gamma }^{(n)}(\left(p\right),\left(\overline{g}\right);\{\mu ,\left[\overline{c}^0\right]\})=0,$$
(22)
with $`\mu _\mu \overline{g}(\mu ;\left(g\right))=\overline{g}(\mu ;\left(g\right))\overline{\delta }_{\overline{g}}(\left[\overline{g}^0(\mu ;\left[g^0\right])\right],\left[\overline{c}^0\right]),`$ $`\overline{g}(\mu ;\left(g\right))|_{\mu =\overline{\mu }}=g,\mu t\overline{\mu },t:\mathrm{max}\left[\mu \right]inf\left\{\sigma \right\}`$. Now we see that the ’running’ of the parameters is closely related to the coarse graining procedure and the clustering phenomenon, the mystery atmosphere around the dimensional transmutation phenomenon is therefore removed. Only $`\mu =t\overline{\mu }`$ runs, while $`\overline{\mu }`$ specifies the physical reference scale for coarse graining. All the subtleties mentioned in the beginning disappeared here as there is no divergence and hence no infinite bare parameters in our derivation.

Inserting Eq.(11) back into Eq.(8) we will get the full scaling equation due to Callan-Symanzik

$`\left\{s_s+\mathrm{\Sigma }\overline{\delta }_{\overline{g}}\overline{g}_{\overline{g}}+\overline{\delta }_{\mathrm{\Gamma }^{\left(n\right)}}d_{\mathrm{\Gamma }^{(n)}}\right\}\mathrm{\Gamma }^{(n)}(\left(sp\right),\left(\overline{g}\right);\{\overline{\mu },\left[\overline{c}^0\right]\})`$ (23)
$`=i\mathrm{\Gamma }_\mathrm{\Theta }^{(n)}(0,\left(sp\right),\left(\overline{g}\right);\{\overline{\mu },\left[\overline{c}^0\right]\}),`$ (24)
where

$`s_s\overline{g}(s\overline{\mu };\left(g\right))=\overline{g}(s\overline{\mu };\left(g\right))\overline{\delta }_{\overline{g}}(\left[\overline{g}^0(s\overline{\mu };\left[g^0\right])\right],\left[\overline{c}^0\right]),`$ (25)
$`\overline{g}(s\overline{\mu };\left(g\right))|_{s=1}=g,`$ (26)
$`i\mathrm{\Gamma }_\mathrm{\Theta }^{(n)}(0,\left(sp\right),\left(\overline{g}\right);\{\overline{\mu },\left[\overline{c}^0\right]\})`$ (27)
$`\mathrm{\Sigma }d_{\overline{g}}\overline{g}_{\overline{g}}\mathrm{\Gamma }^{(n)}(\left(sp\right),\left(\overline{g}\right);\{\overline{\mu },\left[\overline{c}^0\right]\}),`$ (28)
with $`\mathrm{\Theta }`$ being the trace of the energy tensor of the theory. Of course in reality we are forced to replace $`\{\overline{c}\}`$ with $`\{C\}=\{\mu _{int},\left[C^0\right]\}`$Here $`\mu _{int},\left[C^0\right]`$ parallel $`\overline{\mu },\left[\overline{c}^0\right]`$ with $`\mu _{int}`$ standing for the dimensional constant scale that will necessarily appear in the indefinite momentum integration and $`\left[C^0\right]`$ for those dimensionless constants, but in principle we can start with tree parameters and determine $`\{C\}`$ by confronting our calculations with experimental data as mentioned above. Moreover, if we start with the tree parameters (SAS invariant), then the so-called scheme dependence problem can be converted into the problem of assigning the tree parameters physical values somehow and extracting the QTOE information $`\{\overline{c}\}`$ (in an approximate way, of course) from experiments.

Conventionally, we start with infinite bare parameters (due to bad regularization schemes in use) to ’construct’ renormalized ones that run. Then we try to reexpress the running parameters that are scheme dependent in terms of a set of parameters that are both scale and scheme independent. One might ask that, why do we work so awkwardly? Why do not we just start from a set of scale and scheme independent parameters? No good answer to such a simple query can be found within the conventional theory, as removing divergences is the first annoying task. While our plausible and simple strategy automatically dispensed the long standing subtleties in conventional renormalization programs with all their merits kept and improved. We also clarified the origin of the problem and the subsequent difficulties in the conventional approaches.

One might oppose that the QTOE is never seen. Our answer might be that the present formulation or field equation has never been verified both theoretically and experimentally in the high energy limit, why should one be so confident in extrapolating the field equations to the ranges where they have never been justified? As a matter of fact, it is no harm to start with a postulated underlying regularity, if there is no need of this property, then one can find that, the assumption can be freely removed at any time. While in the present QFT’s, we do need such underlying regularity.

Before ending our presentation, we note that RGE is in fact a decoupling theorem of the underlying high energy modes since if we do not take the low energy limit then we can not expand the contribution from the variation of the coarse graining threshold in terms of the low energy operators in Eq.(9) and Eq.(8) must be written as

$`\left\{s_s+\mathrm{\Sigma }d_gg_g+\mathrm{\Sigma }d_\sigma \sigma _\sigma d_{\mathrm{\Gamma }^{(n)}}\right\}\overline{\mathrm{\Gamma }}^{(n)}(\left(sp\right),\left(g\right);\{\sigma ;\overline{\mu }\})`$ (29)
$`=0.`$ (30)
Thus the physical meaning of RGE is deepened in the new strategy. Note that the $`\overline{\mu }_{\overline{\mu }}`$ is absent here since the vertex function is totally well-defined in QTOE or with $`\{\sigma \}`$ present, i.e., the coarse graining reference scale just serves as a separating scale for performing quantum loop calculations: separating those modes typically characterized by $`\{\sigma \}`$ and those characterized by $`[g]`$ (Lagrangian parameters for effective theories). Only when the underlying constants are vanishingly small do we need $`\overline{\mu }`$ to stand for the underlying structures’ influences. We emphasize again that our approach naturally requires a threshold scale for each QFT or effective sectors to coarse grain the short distance processes, therefore the mystery in the dimensional transmutation phenomenon is removed. We also remind that the present formulation are only valid provided the underlying modes’ typical time scale is vanishingly small comparing to the QFT processes’ time scale. In this sense the parameters in QFT’s are some kind of collective ’coordinates’ of the coarse grained clusters. So our approach is in fact pointing towards a unified framework in which quantization, coarse graining, renormalization and unification of interactions are coherently organized.

Finally, we mention again that our approach accentuates the importance of fixing the ambiguities or the choice of renormalization conditions, which are especially important for the complicated electroweak theory with spontaneous symmetry breaking. Further applications of our simple and natural strategy to various problems involved with divergence and/or singularity will be interesting.

In summary, we demonstrated a natural strategy for renormalization as a refinement of the conventional approaches, which automatically dissolves the long standing subtleties. The key point is the existence of a complete quantum theory of everything which contains full information of the high energy limit with the QFT’s correspond to the ’low’ energy sectors of the QTOE. The necessary coarse graining of the short distance details naturally requires a threshold scale and the physical origin of ’running’ is closely related to this mechanism. From this QTOE scenario, there descends a natural series of differential equations for evaluating the Feynman diagrams as an alternative technical approach.


text:
# Order-disorder transition in nanoscopic semiconductor quantum rings

## Abstract

Using the path integral Monte Carlo technique we show that semiconductor quantum rings with up to six electrons exhibit a temperature, ring diameter, and particle number dependent transition between spin ordered and disordered Wigner crystals. Due to the small number of particles the transition extends over a broad temperature range and is clearly identifiable from the electron pair correlation functions.

Nanoscopic semiconductor quantum rings (QRs), which recently have been experimentally realized by Lorke et. al Lorke:2000 , are next to quantum wires probably the best prototypes of quasi one dimensional quantum systems. QRs can be viewed as rotating Wigner crystals with promising features for application in microelectronics. They can be modeled using a simple Hamiltonian of the form

$$H=\underset{i=1}{\overset{n}{}}\left(\frac{𝐩_i^2}{2m^{}}+\frac{1}{2}m^{}\omega _0^2(r_0r_i)^2\right)+\underset{i<j}{}\frac{e^2}{\kappa r_{ij}},$$
(1)
where $`\kappa =12.9`$ and $`m^{}=0.067m_e`$ are the material constants of GaAs Hirose:1999 111The value of $`\kappa `$=12.9 for GaAs is slightly different from the for the experiments of Lorke et al. more appropiate value of $`\kappa `$=14.5 for InAs. We have chosen this value for easier comparison to previous quantum dot calculations.. The parameter $`r_0`$ is the radius of the quantum ring and $`\omega _0`$ defines the strength of the two-dimensional potential Lorke:2000 ; Chakraborty:1994 . Fig. 1(a) displays the shape of the ring potential. QRs can be tuned from quasi one-dimensional to two-dimensional systems by variation of the ring diameter and the potential strength.

While mesoscopic QRs have been investigated theoretically and experimentally in depth Wendler:1995 , nanoscopic rings with strong quantum effects are of increasing interest. Koskinnen et al. Koskinen:2000  reported CI calculations of rotational and vibrational excitations of nanoscopic QRs with up to $`N`$=7 electrons. They claim that QRs behave like rather rigid molecules or Wigner crystals with anti-ferromagnetic order in the ground state. Ahn et al. Ahn:2000  considered stacked nanoscopic rings and found an $`N`$\- dependent Stark effect. Experimentally it has been found that the emission energies of QRs change abruptly whenever adding an electron Warburton:2000 .

In this letter we present the results of path integral Monte Carlo (PIMC) simulations of single nanoscopic QRs with up to 8 electrons and different radii $`r_0`$. We show that they undergo a temperature, radius and particle number dependent spin order-disorder transition. Furthermore, the influence of quantum effects on the spatial electron distribution as well as the addition energies $`\mathrm{\Delta }E`$ are given. Our results for the addition energies, i.e. the energy that is needed to place an additional electron in a ring, is compared to the experimental results of Warburton et al. Warburton:2000 .

In contrast to Hartree-Fock and spin density functional theory (DFT) PIMC samples without any approximation the full many body wavefunction instead of single or sums of Slater determinants. Especially for highly correlated electron systems this is a major advantage of PIMC. Another benefit of PIMC is the possibility to study temperature dependent phenomena. For quantum dots the problems of different density functional approaches have intensively been discussed in the past Hirose:1999 ; YL99 ; Harting:2000 ; Koskinen:1997 . The so called fermion sign problem is still a topic of actual research and restricts the application of PIMC to a limited number of fermions and for QRs to a temperature of at least 10 K.

The Feynman path integral for an $`N`$-electron system with position eigenket $`𝐫_i,s_i`$ ($`s_i=\pm \frac{1}{2}`$ for spin-up and spin-down electrons) in an external potential can be rewritten as Takahashi:1984a

$`Z`$ $`=`$ $`{\displaystyle \left[\underset{\gamma =1}{\overset{M}{}}\underset{i=1}{\overset{N}{}}\mathrm{d}𝐫_i(\gamma )\right]\underset{\delta =1}{\overset{M}{}}det(A(\delta ,\delta +1))}`$
$`\times `$ $`\mathrm{exp}\left({\displaystyle \frac{\beta }{M}}{\displaystyle \underset{\alpha =1}{\overset{M}{}}}V(𝐫_1(\alpha ),\mathrm{},𝐫_N(\alpha ))\right)+𝒪\left({\displaystyle \frac{\beta ^3}{M^2}}\right)`$
with

$`(A(\alpha ,\alpha +1))_{i,j}`$ (3)
$`=\{\begin{array}{cc}𝐫_i(\alpha )\mathrm{exp}\left(\frac{\beta }{M}\frac{𝐩^2}{2m}\right)𝐫_j(\alpha +1):\hfill & \hfill s_i=s_j\\ 0:\hfill & \hfill s_js_j\end{array}`$ (6)
and the boundary condition $`𝐫_j(M+1)=𝐫_j(1)`$. For $`M\mathrm{}`$ eq. (Order-disorder transition in nanoscopic semiconductor quantum rings) becomes exact. Standard Metropolis Monte Carlo (MC) techniques can be utilized to evaluate the integral in (Order-disorder transition in nanoscopic semiconductor quantum rings).

The basic quantities reflecting the spatial structure of the electron configuration are the electron-electron (distance) pair correlation functions $`\mathrm{\Gamma }_{i,j}(r)=\delta (r`$$``$$`𝐫_{ij}`$$`)`$, the angular pair correlation functions $`\mathrm{\Gamma }_{i,j}(\phi )=\delta (\phi `$$``$$`\phi _i\phi _j`$$`)`$, and the radial electron density $`\rho _i(r)=\frac{1}{2\pi r}\delta (r𝐫_i)`$, from which all energies can be calculated using the Hypervirial theorem (for details of our method see Harting:2000 ). The definitions of $`\phi `$ and $`𝐫_{ij}`$ are illustrated in Fig. 1(b). To take the particle symmetry into account we introduce $`\mathrm{\Gamma }_{ij}=\mathrm{\Gamma }^{}`$ for $`s_is_j`$, $`\mathrm{\Gamma }_{ij}=\mathrm{\Gamma }^{}`$ for $`s_i=s_j=\frac{1}{2}`$, and $`\mathrm{\Gamma }_{ij}=\mathrm{\Gamma }^{}`$ for $`s_i=s_j=\frac{1}{2}`$, respectively. Obviously for $`S=0`$ we have $`\mathrm{\Gamma }^{}=\mathrm{\Gamma }^{}`$.

In our simulations we controlled the systmatic error arising from the limited number of timeslices $`M`$ and the statistical MC error carefully. By choosing $`M\times T600`$ and using up to 10 billion (1010) MC steps per run we pushed the overall error of all energy expectation values below 0.3 $`\%`$. Our Fortran-code is completely parallelized using MPI and Lapack and most calculations have been performed on a Cray T3E with 64 processors.

We fixed the strength of the harmonic potential $`\mathrm{}\omega _0=12`$ meV, resulting in effective atomic units for the Hartree energy $`E_H^{}=10.995`$ meV and the Bohr radius $`a_0^{}=10.1886`$ nm. A ring diameter $`r_0=14`$ nm $`=1.37a_0^{}`$ than corresponds to the experimental setup of Lorke et al.. To investigate the ring size dependence we performed additional calculations for $`r_0=50.94`$ nm = $`5a_0^{}`$.

Fig. 2(b) and (c) display the pair correlation functions of QRs with $`N=6`$, $`S=0`$ and ring diameters $`r_0=1.37a_0^{}`$ and $`5.0a_0^{}`$ at $`T=15`$ K. As expected for both diameters peaks at $`\phi \pi /3`$ and $`\phi 2\pi /3`$ occur in $`\mathrm{\Gamma }(\phi )`$. For $`r_0=5a_0^{}`$ the angular pair correlation functions for electrons with equal and unequal spin are almost identical, i.e. the Pauli principle does not play an important role in this case. In contrast, for $`r_0=1.37a_0^{}`$ the pair correlation functions show a strong spin dependence. The electrons arrange on the ring with anti-ferromagnetic order. Such spin density waves have been predicted by Koskinen et al. Koskinen:1997 ; Koskinen:2000 . The role of quantum effects is reflected as well in Fig. 2 (a). For the smaller ring size the radial electron density is much broader and nonvanishing at the ring center, implying that the system does not behave like a quasi 1D-system. In a perfect hexagonal Wigner crystal the equilibrium distances of the electrons would be $`r`$=1, 1.73, and 2.0$`r_0`$. For $`r_0=5.0a_0^{}`$ the distance pair correlation function is approximately a properly weighted superposition of Gaussians centered at these distances. For $`r_0=1.37a_0^{}`$ the pair correlation function depends on the total spin of a pair and is broadened up to 4$`r_0`$. From Fig. 2(b) and (c) we infer that the most probable configuration is one where the electrons are ordered on a zig-zag line around the circle, i.e. the electrons arrange alternately in the inner and the outer part of the ring.

Fig. 3 displays the angular spin density pair correlation functions for both ring diameters, temperatures $`T`$=15, 30, and 90 K and particle numbers $`N`$=4, and 6. In all cases the large angle correlations disappear with increasing temperature and at $`T=90`$ K only at small angles a spin correlation is still visible. For $`r_0=5.0a_0^{}`$ the negative correlation at small angles increases with increasing temperature. However, this is simply due to the fact that the values of both correlation functions at small angles become larger with increasing temperature. The spin correlations for the small ring are about one order of magnitude larger than those in the ring with radius $`r_0=5.0a_0^{}`$ (Note the different scalings of the abscissae). A comparison between $`N=4`$ and $`N=6`$ shows that the spin correlation is smaller for the larger system. A probable reason for this is that for $`N=6`$ the contribution of the Coulomb repulsion is much larger (see Table 1) freezing the electron in the Wigner crystal and – thinking in the picture of one-particle wavefunctions – making the overlap between one-particle wavefunctions smaller.

In summary, from Fig. 3 can be inferred that a spin order-disorder transition appears with increasing temperature, increasing electron number and increasing ring size.

Next we consider the temperature dependence of the spin order-disorder transition in some more detail. Fig. 4 displays the mean values of the angular separation of the electrons with equal and unequal spin for $`N=4`$ and 6, $`S=0`$, and $`r_0=1.37a_0^{}`$ as a function of temperature. As expected from the results presented above the overall differences between the expectation values for equal and unequal spins approach zero with increasing temperature, i.e. the Pauli principle becomes less important. In addition, the values for $`N=6`$ are smaller than those for $`N=4`$. Obviously, this is because the available portion per particle of the ring volume is smaller for a larger number of electrons and the Coulomb repulsion is unable to disperse the particles. At $`T=10`$ K and $`N=4`$ the contribution of the Coulomb term to the total potential energy is 53 $`\%`$ for $`r_0=1.37a_0^{}`$ and only 36 $`\%`$ for $`r_0=5a_0^{}`$, while for $`N=6`$ the difference between the different diameters is with 60 $`\%`$ and 51 $`\%`$ substantially smaller (see Table 1).

The slope of $`\phi ^{}`$ for $`N`$=4 can be understood as follows. Up to 40 K $`\phi ^{}`$ increases due spin disordering. At higher temperatures $`\phi ^{}`$ decreases due to increasing thermal fluctuations.

Finally, we calculated the second energy differences $`\mathrm{\Delta }E=E_{N+1}2E_N+E_{N1}`$ also called addition energies, which are an indicator of the stability of a quantum ring with a given number of electrons. For quantum dots it was claimed that the electron configurations are given by Hunds rule Koskinen:1997  and consequently magic numbers occur at $`N=2,6,12`$, and $`20`$. Here we calculated only the addition energy up to $`N=7`$ for 25 K and $`N=5`$ for 10 K. As expected due to the Pauli principle and the Wigner crystal structure a strong odd even effect occurs. The general behavior of this effect does not change for 25 K. However, for higher temperatures significant differences can be expected (see above). Warburton et al. Warburton:2000  argued that the general features of shell effects occurring in QRs are the same as in quantum dots. As can be inferred from Fig. 5, our calculations confirm this for $`N=6`$. Furthermore, the addition energies are in the same range as those from photoluminescence measurements at 4 K Warburton:2000 . Due to the strong Coulomb repulsion in QRs, which grows with increasing electron number, it can be expected that shell effects become less important with increasing particle number.

The effects described above are reflected quantitatively in Table 1 presenting the total energy ($`E_{\mathrm{tot}}`$), kinetic energy ($`E_{\mathrm{kin}}`$), total potential energy ($`E_{\mathrm{pot}}`$), the energy due to the ring potential ($`E_{\mathrm{ring}}`$), and the Coulomb energy ($`E_\mathrm{c}`$).

In conclusion, we presented the results of full many body wavefunction calculations for QRs with up to eight electrons. We found that the properties of the rings depend in an intriguing manner on the ring diameter, the particle number and the temperature, which in turn is due to spin correlation, Coulomb ordering and the general strength of quantum effects. QRs exhibit a parameter dependent spin order-disorder transition. By variation of the ring diameter the system can be tuned from a quasi 1D Wigner crystal to a 2D structure. The accesible parameter ranges can be used to tune the properties of quantum rings to desired values. Because of the ring diameter as an additional parameter this qualifies them as even better candidates than quantum dots for possible applications in microelectronics. The addition energies calculated using PIMC are in good agreement with the experimental results of Warburton et al. Warburton:2000  and reflect the predicted shell effects.

We wish to thank the Konrad Zuse Institut Berlin and the Regionales Rechenzentrum Niedersachsen for their excellent computer support and Oliver Mülken, Heinrich Stamerjohanns and E. R. Hilf for fruitful discussions.