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Scale invariance
In physics, mathematics, statistics, and economics, scale invariance is a feature of objects or laws that does not change if scales of length, energy, or other variables, are multiplied by a common factor. The technical term for this transformation is a dilatation (also known as dilation), and the dilatations can also form part of a larger conformal symmetry. In mathematics, scale invariance usually refers to an invariance of individual functions or curves. A closely related concept is self-similarity, where a function or curve is invariant under a discrete subset of the dilatations. It is also possible for the probability distributions of random processes to display this kind of scale invariance or self-similarity. In classical field theory, scale invariance most commonly applies to the invariance of a whole theory under dilatations. Such theories typically describe classical physical processes with no characteristic length scale. In quantum field theory, scale invariance has an interpretation in terms of particle physics. In a scale-invariant theory, the strength of particle interactions does not depend on the energy of the particles involved. In statistical mechanics, scale invariance is a feature of phase transitions. The key observation is that near a phase transition or critical point, fluctuations occur at all length scales, and thus one should look for an explicitly scale-invariant theory to describe the phenomena. Such theories are scale-invariant statistical field theories, and are formally very similar to scale-invariant quantum field theories. Universality is the observation that widely different microscopic systems can display the same behaviour at a phase transition. Thus phase transitions in many different systems may be described by the same underlying scale-invariant theory. In general, dimensionless quantities are scale invariant. The analogous concept in statistics are standardized moments, which are scale invariant statistics of a variable, while the unstandardized moments are not.
to be invariant under all rescalings is usually taken to be . This is equivalent to f being a homogeneous function. , for which one has , in that clearly
An example of a scale-invariant curve is the logarithmic spiral, a kind of curve that often appears in nature. In polar coordinates (r, ) the spiral can be written as
Allowing for rotations of the curve, it is invariant under all rescalings version of .
; that is
is identical to a rotated
Scale invariance
Projective geometry
The idea of scale invariance of a monomial generalizes in higher dimensions to the idea of a homogeneous polynomial, and more generally to a homogeneous function. Homogeneous functions are the natural denizens of projective space, and homogeneous polynomials are studied as projective varieties in projective geometry. Projective geometry is a particularly rich field of mathematics; in its most abstract forms, the geometry of schemes, it has connections to various topics in string theory.
Fractals
It is sometimes said that fractals are scale-invariant, although more precisely, one should say that they are self-similar. A fractal is equal to itself typically for only a discrete set of values , and even then a translation and rotation must be applied to match up to the fractal to itself. Thus, for example the Koch curve scales with , but the scaling holds only for values of for integer n. In addition, the Koch
A Koch curve is self-similar.
curve scales not only at the origin, but, in a certain sense, "everywhere": miniature copies of itself can be found all along the curve.
Some fractals may have multiple scaling factors at play at once; such scaling is studied with multi-fractal analysis.
Brownian motion). More precisely, scaling in stochastic systems concerns itself with the likelihood of choosing a particular configuration out of the set of all possible random configurations. This likelihood is given by the probability distribution. Examples of scale-invariant distributions are the Pareto distribution and the Zipfian distribution.
Cosmology
In physical cosmology, the power spectrum of the spatial distribution of the cosmic microwave background is near to being a scale-invariant function. Although in mathematics this means that the spectrum is a power-law, in cosmology the term "scale-invariant" indicates that the amplitude, P(k), of primordial fluctuations as a function of wave number, k, is approximately constant, i.e. a flat spectrum. This pattern is consistent with the proposal of cosmic inflation.
Scale invariance The parameter is known as the scaling dimension of the field, and its value depends on the theory under
consideration. Scale invariance will typically hold provided that no fixed length scale appears in the theory. Conversely, the presence of a fixed length scale indicates that a theory is not scale-invariant. A consequence of scale invariance is that given a solution of a scale-invariant field equation, we can automatically find other solutions by rescaling both the coordinates and the fields appropriately. In technical terms, given a solution, , one always has other solutions of the form .
We note that this condition is rather restrictive. In general, solutions even of scale-invariant field equations will not be scale-invariant, and in such cases the symmetry is said to be spontaneously broken.
Classical electromagnetism
An example of a scale-invariant classical field theory is electromagnetism with no charges or currents. The fields are the electric and magnetic fields, and , while their field equations are Maxwell's equations. With no charges or currents, these field equations take the form of wave equations
where c is the speed of light. These field equations are invariant under the transformation
and
, we have that
and
a `mass' term, and would break the invariance under the above transformation. In relativistic field theories, a mass-scale, is physically equivalent to a fixed length scale via
Scale invariance and so it should not be surprising that massive scalar field theory is not scale-invariant. 4 theory The field equations in the examples above are all linear in the fields, which has meant that the scaling dimension, , has not been so important. However, one usually requires that the scalar field action is dimensionless, and this fixes the scaling dimension of . In particular,
where D is the combined number of spatial and time dimensions. Given this scaling dimension for , there are certain nonlinear modifications of massless scalar field theory which . The field equation is are also scale-invariant. One example is massless 4 theory for
derives from the form of the Lagrangian, which contains the fourth power of
.) .
When D=4 (e.g. three spatial dimensions and one time dimension), the scalar field scaling dimension is The field equation is then invariant under the transformation
The key point is that the parameter g must be dimensionless, otherwise one introduces a fixed length scale into the theory. For 4 theory this is only the case in .
Quantum electrodynamics
A simple example of a scale-invariant QFT is the quantized electromagnetic field without charged particles. This theory actually has no coupling parameters (since photons are massless and non-interacting) and is therefore scale-invariant, much like the classical theory. However, in nature the electromagnetic field is coupled to charged particles, such as electrons. The QFT describing the interactions of photons and charged particles is quantum electrodynamics (QED), and this theory is not scale-invariant. We can see this from the QED beta-function. This tells us that the electric charge (which is the coupling parameter in the theory) increases with increasing energy. Therefore, while the quantized electromagnetic field without charged particles is scale-invariant, QED is not scale-invariant.
Scale invariance
Phase transitions
In statistical mechanics, as a system undergoes a phase transition, its fluctuations are described by a scale-invariant statistical field theory. For a system in equilibrium (i.e. time-independent) in D spatial dimensions, the corresponding statistical field theory is formally similar to a D-dimensional CFT. The scaling dimensions in such problems are usually referred to as critical exponents, and one can in principle compute these exponents in the appropriate CFT.
Scale invariance CFT description The fluctuations at temperature are scale-invariant, and so the Ising model at this phase transition is expected to be described by a scale-invariant statistical field theory. In fact, this theory is the Wilson-Fisher fixed point, a particular scale-invariant scalar field theory. In this context, is understood as a correlation function of scalar fields:
Now we can fit together a number of the ideas we've seen already. From the above we can see that the critical exponent, , for this phase transition, is also an anomalous dimension. This is because the classical dimension of the scalar field
is modified to become
where D is the number of dimensions of the Ising model lattice. So this anomalous dimension in the conformal field theory is the same as a particular critical exponent of the Ising model phase transition. We note that for dimension finds that . In the physically interesting case of three spatial dimensions we have reliable. However, a semi-quantitative prediction is that , and so this expansion is not strictly , can be calculated approximately, using the epsilon expansion, and one
hand, in the two-dimensional case the Ising model is exactly soluble. In particular, it is equivalent to one of the minimal models, a family of well-understood CFTs, and it is possible to compute (and the other critical exponents) exactly: .
SchrammLoewner evolution
The anomalous dimensions in certain two-dimensional CFTs can be related to the typical fractal dimensions of random walks, where the random walks are defined via SchrammLoewner evolution (SLE). As we have seen above, CFTs describe the physics of phase transitions, and so one can relate the critical exponents of certain phase transitions to these fractal dimensions. Examples include the 2d critical Ising model and the more general 2d critical Potts model. Relating other 2d CFTs to SLE is an active area of research.
Scale invariance
Universality
A phenomenon known as universality is seen in a large variety of physical systems. It expresses the idea that different microscopic physics can give rise to the same scaling behaviour at a phase transition. A canonical example of universality involves the following two systems: The Ising model phase transition, described above. The liquid-vapour transition in classical fluids. Even though the microscopic physics of these two systems is completely different, their critical exponents turn out to be the same. Moreover, one can calculate these exponents using the same statistical field theory. The key observation is that at a phase transition or critical point, fluctuations occur at all length scales, and thus one should look for a scale-invariant statistical field theory to describe the phenomena. In a sense, universality is the observation that there are relatively few such scale-invariant theories. The set of different microscopic theories described by the same scale-invariant theory is known as a universality class. Other examples of systems which belong to a universality class are: Avalanches in piles of sand. The likelihood of an avalanche is in power-law proportion to the size of the avalanche, and avalanches are seen to occur at all size scales. The frequency of network outages on the Internet, as a function of size and duration. The frequency of citations of journal articles, considered in the network of all citations amongst all papers, as a function of the number of citations in a given paper. The formation and propagation of cracks and tears in materials ranging from steel to rock to paper. The variations of the direction of the tear, or the roughness of a fractured surface, are in power-law proportion to the size scale. The electrical breakdown of dielectrics, which resemble cracks and tears. The percolation of fluids through disordered media, such as petroleum through fractured rock beds, or water through filter paper, such as in chromatography. Power-law scaling connects the rate of flow to the distribution of fractures. The diffusion of molecules in solution, and the phenomenon of diffusion-limited aggregation. The distribution of rocks of different sizes in an aggregate mixture that is being shaken (with gravity acting on the rocks). The key observation is that, for all of these different systems, the behaviour resembles a phase transition, and that the language of statistical mechanics and scale-invariant statistical field theory may be applied to describe them.
where
In order to deduce the scale invariance of these equations we specify an equation of state, relating the fluid pressure to the fluid density. The equation of state depends on the type of fluid and the conditions to which it is subjected. For example, we consider the isothermal ideal gas, which satisfies
Scale invariance where is the speed of sound in the fluid. Given this equation of state, NavierStokes and the continuity equation are invariant under the transformations
and
and
are also
Computer vision
In computer vision, scale invariance refers to a local image description that remains invariant when the scale of the image is changed. Detecting local maxima over scales of normalized derivative responses provides a general framework for obtaining scale invariance in this domain. Examples applications include blob detection, ridge detection, and object recognition via the scale-invariant feature transform.
References
Zinn-Justin, Jean ; Quantum Field Theory and Critical Phenomena, Oxford University Press (2002). Extensive discussion of scale invariance in quantum and statistical field theories, applications to critical phenomena and the epsilon expansion and related topics. P. DiFrancesco, P. Mathieu, D. Senechal, "Conformal Field Theory", Springer-Verlag (1997) G. Mussardo, "Statistical Field Theory. An Introduction to Exactly Solved Models of Statistical Physics", Oxford University Press (2010)
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