New Research In
Physical Sciences
Social Sciences
Featured Portals
Articles by Topic
Biological Sciences
Featured Portals
Articles by Topic
- Agricultural Sciences
- Anthropology
- Applied Biological Sciences
- Biochemistry
- Biophysics and Computational Biology
- Cell Biology
- Developmental Biology
- Ecology
- Environmental Sciences
- Evolution
- Genetics
- Immunology and Inflammation
- Medical Sciences
- Microbiology
- Neuroscience
- Pharmacology
- Physiology
- Plant Biology
- Population Biology
- Psychological and Cognitive Sciences
- Sustainability Science
- Systems Biology
Fibonacci family of dynamical universality classes
Edited by Giorgio Parisi, University of Rome, Rome, Italy, and approved August 31, 2015 (received for review June 23, 2015)

Significance
Universality is a well-established central concept of equilibrium physics. It asserts that, especially near phase transitions, the properties of a physical system do not depend on its details such as the precise form of interactions. Far from equilibrium, such universality has also been observed, but, in contrast to equilibrium, a deeper understanding of its underlying principles is still lacking. We show that the two best-known examples of nonequilibrium universality classes, the diffusive and Kardar−Parisi−Zhang classes, are only part of an infinite discrete family. The members of this family can be identified by their dynamical exponent, which, surprisingly, can be expressed by a Kepler ratio of Fibonacci numbers. This strongly indicates the existence of a simpler underlying mechanism that determines the different classes.
Abstract
Universality is a well-established central concept of equilibrium physics. However, in systems far away from equilibrium, a deeper understanding of its underlying principles is still lacking. Up to now, a few classes have been identified. Besides the diffusive universality class with dynamical exponent
The Golden Mean,
Mathematically, the beauty of the Golden Mean number is expressed in its continued fraction representation: All of the coefficients in the representation are equal to unity,
The occurrence of the Golden Mean is not only interesting for aesthetic reasons but often indicates the existence of some fundamental underlying structure or symmetry. Here we demonstrate that the Divine Proportion as well as all of the truncations (Kepler ratios) of the continued fraction (Eq. 1) appear as universal numbers, namely, the dynamical exponents, in low-dimensional dynamical phenomena far from thermal equilibrium. The two well-known paradigmatic universality classes, Gaussian diffusion with dynamical exponent
The universal dynamical exponents in the present context characterize the self-similar space−time fluctuations of locally conserved quantities, characterizing, e.g., mass, momentum, or thermal transport in one-dimensional systems far from thermal equilibrium (5). The theory of nonlinear fluctuating hydrodynamics (NLFH) has recently emerged as a powerful and versatile tool to study space−time fluctuations, and specifically the dynamical structure function that describes the behavior of the slow relaxation modes, and from which the dynamical exponents can be extracted (6).
The KPZ universality class has been shown to explain the dynamical exponent observed in interface growth processes as diverse as the propagation of flame fronts (7, 8), the growth of bacterial colonies (9), or the time evolution of droplet shapes such as coffee stains (10) where the Gaussian theory fails. For a nice introduction into the KPZ class and its relevance, we refer to ref. 11. Recent reviews (12, 13) provide a more detailed account of theoretical and experimental work on the KPZ class. The dynamical structure function originating from the one-dimensional KPZ equation has a nontrivial scaling function obtained exactly by Prähofer and Spohn from the totally asymmetric simple exclusion process (TASEP) and the polynuclear growth model (14, 15) and was beautifully observed in experiments on turbulent liquid crystals (16, 17). The theoretical treatment, both numerical and analytical, of generic model systems with Hamiltonian dynamics (18), anharmonic chains (19, 20), and lattice models for driven diffusive systems (21, 22) have demonstrated an extraordinary robust universality of fluctuations of the conserved slow modes in one-dimensional systems.
Despite this apparent ubiquity, dynamical exponents different from
It is the aim of this article to demonstrate that discrete families of universality classes with fractional critical exponents appear also far from thermal equilibrium. This turns out to be a hidden feature of the NLFH equations that we extract using mode coupling theory. It is remarkable that one finds dynamical exponents
Nonlinear Fluctuating Hydrodynamics
We consider a rather general interacting nonequilibrium system of length L described macroscopically by n conserved order parameters
The starting point for investigating density fluctuations
This system of coupled noisy Burgers equations is conveniently treated in terms of normal modes
Computation of the Dynamical Structure Function
The dynamical structure function describes the stationary fluctuations of the conserved slow modes and is thus a key ingredient for understanding the interplay of noise and nonlinearity and their role for transport far from equilibrium. We focus on the case of strict hyperbolicity where all
Remarkably, these equations can be solved exactly in the long-wavelength limit and for
Fibonacci Family of Dynamical Universality Classes
Fibonacci Case.
First, we consider the case where the self-coupling
The dynamical structure function in momentum space is proportional to the
Finally, we remark that if mode 1 is diffusive rather than KPZ, then we find the same sequence (Eq. 6) of exponents, except that it starts with
In Fig. 1, we show some representative examples of the scaling functions that are quite different in shape. Furthermore, the relation between the exponents
The scaling functions (Bottom) and dynamical exponents are related to the structure of the mode coupling matrices
Golden Mean Case.
As a second representative example, we consider the case where all self-coupling coefficients vanish,
Simulation Results
To check the theoretical predictions for the two cases, we simulate mass transport with three conservation laws, i.e., three distinct species of particles. To maintain a far-from-equilibrium situation, a driving force is applied that leads to a constant drift superimposed on undirected diffusive motion. This is a natural setting for transport of charged particles in nanotubes (see Fig. 2 for an illustration), where a direct measurement of the stationary particle currents is experimentally possible (27). However, due to the universal applicability of NLFH, the actual details of the interaction of the particles with their environment and the driving field are irrelevant for the theoretical description of the large-scale dynamics. Hence, for good statistics, we simulate a lattice model for transport that represents a minimal realization of the essential ingredients, namely, a nonlinear current density relation for all three conserved masses.
Schematic drawing of three particle species drifting inside a nanotube. Due to the interaction between the particles and with the walls, one expects a nonlinear current density relation.
Our model is the three-species version of the multilane TASEP (28). Particles hop randomly in field direction on three lanes to their neighboring sites on a periodic lattice of
The stationary distribution of our model factorizes (28) and thus allows for the exact computation of the macroscopic current density relations
According to mode coupling theory, three different Fibonacci modes with
Space−time propagation of three normal modes in the three-lane model. The modes (from left to right) are the Fibonacci mode with
(Left) Vertical least squares fit of the numerically obtained dynamical structure function for the Fibonacci 8/5 mode (points), at time
To observe three Golden Mean modes, it is sufficient to require that each mode has zero self-coupling and at least one nonzero coupling to other modes. This can be achieved with the set of parameters given in Materials and Methods, which lead to the velocities
Scaling plot of the measured structure function of mode 1 with dynamical exponent
Discussion
Our work demonstrates that nonequilibrium phenomena are much richer than just the diffusive and KPZ universality suggest. We have established that in nonequilibrium phenomena governed by NLFH with n conservation laws, mode coupling theory predicts a family of dynamical universality classes with dynamical exponents given by the sequence of consecutive Kepler ratios (Eq. 6) of Fibonacci numbers. With slightly modified initial conditions on
For general mode coupling matrices, all critical exponents can be computed (from Eq. 11 in Materials and Methods). The scaling functions of the nondiffusive and non-KPZ modes are asymmetric Lévy distributions whose parameters are completely determined by the macroscopic current density relation and compressibility matrix of the system.
For 1+1 dimensional systems out of equilibrium, this is the first time, to our knowledge, that an infinite family of discrete universality classes is found. Recalling that 1 + 1 dimensional nonequilibrium systems with short-range interactions can be mapped onto 2D equilibrium systems (with the time evolution operator playing the role of the transfer matrix), one is reminded of the discrete families of conformally invariant critical equilibrium systems in two space dimensions (29, 30). We do not know whether there is any mathematical link, but the analogy is suggestive in so far as conformal invariance is a local symmetry of spatially isotropic systems with
Because an infinite number of lanes of coupled one-dimensional systems correspond to a 2D system, it is intriguing to observe that the Golden Mean is close to the numerical value
To observe and distinguish between the different new classes, highly precise experimental data will be required. For example, in the Fibonacci case, the dynamical exponents converge quickly to the Golden Mean. A feature that might be easier to observe experimentally is the scaling function itself, which, for higher Fibonacci ratios
Materials and Methods
Computation of the Dynamical Structure Function.
The mode coupling Eq. 4 can be solved in the scaling limit by applying a Fourier transform (FT)
for the transformed dynamical structure function where
and the domain
for the possible dynamical exponents.
In the Fibonacci case, the dynamical structure function of mode α in momentum space has the scaling form
with inverse time scales
Simulation Algorithm.
For the Monte Carlo simulation of the model, we choose a large system size
Simulation of the Dynamical Structure Function.
To determine the dynamical structure function, we initialize the system by placing
Then we use translation invariance and compute the space and time average
To avoid noisy data of
To obtain model parameters for three different Fibonacci modes with
For the Golden Mean case (Fig. 5), the set of parameters is
SI Text
Remarkably, the mode coupling equations (Eq. 4) can be solved exactly in the scaling limit by FT and LT. To this end, we define the FT as
Next, we introduce
Now we are in a position to analyze the small-p behavior. One has to search for dynamical exponents for which the limit
Acknowledgments
We thank Herbert Spohn for helpful comments on a preliminary version of the manuscript. This work was supported by Deutsche Forschungsgemeinschaft under Grant SCHA 636/8-1.
Footnotes
↵1Present address: Helmholtz Institut für Strahlen- und Kernphysik, University of Bonn, 53115 Bonn, Germany.
- ↵2To whom correspondence should be addressed. Email: as{at}thp.uni-koeln.de.
Author contributions: A.S. and G.M.S. designed research; V.P., J.S., and G.M.S. performed research; V.P., A.S., J.S., and G.M.S. analyzed data; and V.P., A.S., and G.M.S. wrote the paper.
The authors declare no conflict of interest.
This article is a PNAS Direct Submission.
This article contains supporting information online at www.pnas.org/lookup/suppl/doi:10.1073/pnas.1512261112/-/DCSupplemental.
References
- ↵.
- Livio M
- ↵
- ↵
- ↵
- ↵
- ↵.
- Spohn H
- ↵
- ↵
- ↵
- ↵
- ↵
- ↵
- ↵
- ↵
- ↵.
- Prähofer M,
- Spohn H
- ↵
- ↵
- ↵
- ↵
- ↵
- ↵
- ↵
- ↵
- ↵
- ↵
- ↵.
- Durrett R
- ↵.
- Lee CY,
- Choi W,
- Han J-H,
- Strano MS
- ↵
- ↵.
- Cardy J
- ↵.
- Henkel M
- ↵
- ↵
- ↵
- ↵
Citation Manager Formats
Sign up for Article Alerts
Article Classifications
- Physical Sciences
- Physics