Noise driven dynamic phase transition in a a one dimensional Ising-like model

TL;DR

This paper investigates a one-dimensional Ising-like model with stochastic dynamics, revealing a dynamic phase transition at a specific parameter value through analysis of dynamical exponents and persistence probabilities.

Contribution

It introduces a stochastic version of a previously studied model, identifying a dynamic phase transition at a critical parameter value based on dynamical and persistence properties.

Findings

Existence of a dynamic phase transition at eta=0.

Persistence probability saturates with a specific scaling form.

Scaling function exhibits crossover behavior.

Abstract

The dynamical evolution of a recently introduced one dimensional model in \cite{biswas-sen} (henceforth referred to as model I), has been made stochastic by introducing a parameter $\beta$ such that $\beta =0$ corresponds to the Ising model and $\beta \to \infty$ to the original model I. The equilibrium behaviour for any value of $\beta $ is identical: a homogeneous state. We argue, from the behaviour of the dynamical exponent $z$,that for any $\beta \neq 0$, the system belongs to the dynamical class of model I indicating a dynamic phase transition at $\beta = 0$. On the other hand, the persistence probabilities in a system of $L$ spins saturate at a value $P_{sat}(\beta, L) = (\beta/L)^{\alpha}f(\beta)$, where $\alpha$ remains constant for all $\beta \neq 0$ supporting the existence of the dynamic phase transition at $\beta =0$. The scaling function $f(\beta)$ shows a crossover behaviour with $f(\beta) = \rm{constant} $ for $\beta <<1$ and $f(\beta) \propto \beta^{-\alpha}$ for $\beta >>1$.