In this work we investigate themes related to many-body systems in which multiple ground states are accessible, a condition known as frustration. Frustration can arise in a number of contexts, and we consider the consequences of this situation with some examples from condensed-matter physics. In some magnetic materials interactions between spins are such that no single spin configuration provides a unique ground state. In the class of frustrated magnets where the number of ground states is extensive, thermal fluctuations are strong even at temperatures significantly below the interaction strength. At such temperatures spins are highly correlated, and small perturbations may have profound consequences. In this thesis we provide an example of this. By considering classical n-component spins with nearest-neigbour exchange on a frustrated octahedral lattice we show that – in the limit where exchange interactions are large – the system is in a disordered, correlated phase where correlations have the form of a dipole field. This is termed a Coulomb phase. From this phase we induce an ordering transition, lifting the degeneracy with weak, additional short-range interactions. By studying the transition in the solvable limit of n → ∞, we discover that the transition has identical thermodynamics to that of a magnetic system interacting through long-range, dipolar forces. Finally, we provide a more apposite characterisation of the transition, where the high-temperature side of the transition is described through the fluctuations of solenoidal fields, and the ordering corresponds to a condensation of these fields. In a separate part of the thesis, we investigate the influence of disorder on frustrated lattices. We study a two-dimensional tight-binding model with nearest-neighbour hopping and on-site disorder. Restricting the allowed states to being those from the low-lying manifold of ground states, the disorder feeds through to act as effective disorder in the hopping terms, which decay algebraically with distance. The quasi-long range nature of this effective hopping leads to a situation in which the resultant single-particle eigenstates are critical, and we probe their behaviour numerically with a transfer matrix calculation.

Dans cette thèse, nous discutons l'influence d'un réseau qui possède une topologie non triviale sur les propriétés collectives d'un modèle hamiltonien pour spins,le modèle $XY$, défini sur ces réseaux.Nous nous concentrons d'abord sur la topologie des chaînes régulières et du réseau Petit Monde (Small World), créé avec le modèle Watt- Strogatz.Nous contrôlons ces réseaux par deux paramètres $\gamma$, pour le nombre d' interactions et $p$, la probabilité de ré-attacher un lien aléatoirement.On définit deux mesures, le chemin moyen $\ell$ et la connectivité $C$ et nous analysons leur dépendance de $(\gamma,p)$.Ensuite,nous considérons le comportement du modèle $XY$ sur la chaîne régulière et nous trouvons deux régimes: un pour $\gamma<1,5$,qui ne présente pas d'ordre longue portée et un pour $\gamma>1,5$ où une transition de phase du second ordre apparaît.Nous observons l'existence d'un état ​​métastable pour $\gamma_ {c} = 1,5$. Sur les réseaux Petit Monde,nous illustrons les conditions pour avoir une transition et comment son énergie critique $\varepsilon_{c}(\gamma,p)$ dépend des paramètres $(\gammap$).Enfin,nous proposons un modèle de réseau où les liens d'une chaîne régulière sont ré-attachés aléatoirement avec une probabilité $p$ dans un rayon spécifique $r$. Nous identifions la dimension du réseau $d(p,r)$ comme un paramètre crucial:en le variant,il nous est possible de passer de réseaux avec $d<2$ qui ne présentent pas de transition de phase à des configurations avec $d>2$ présentant une transition de phase du second ordre, en passant par des régimes de dimension $d=2$ qui présentent des états caractérisés par une susceptibilité infinie et une dynamique chaotique. / In this thesis we discuss the influence of a non trivial network topology on the collective properties of an Hamiltonian model defined on it, the $XY$ -rotors model. We first focus on networks topology analysis, considering the regular chain and a Small World network, created with the Watt-Strogatz model. We parametrize these topologies via $\gamma$, giving the vertex degree and $p$, the probability of rewiring. We then define two topological parameters, the average path length $\ell$and the connectivity $C$ and we analize their dependence on $\gamma$ and $p$. Secondly, we consider the behavior of the $XY$- model on the regular chain and we find two regimes: one for $\gamma<1.5$, which does not display any long-range order and one for $\gamma>1.5$ in which a second order phase transition of the magnetization arises. Moreover we observe the existence of a metastable state appearing for $\gamma_{c}=1.5$. Finally we illustrate in what conditions we retrieve the phase transition on Small World networks and how its critical energy $\varepsilon_{c}(\gamma,p)$ depends on the topological parameters $\gamma$ and $p$. In the last part, we propose a network model in which links of a regular chain are rewired according to a probability $p$ within a specific range $r$. We identify a quantity, the network dimension $d(p,r)$ as a crucial parameter. Varying this dimension we are able to cross over from topologies with $d<2$ exhibiting no phase transitions to ones with $d>2$ displaying a second order phase transition, passing by topologies with dimension $d=2$ which exhibit states characterized by infinite susceptibility and macroscopic chaotic dynamical behavior.

A emergência de fenômenos coletivos e correlações de longo alcance impossibilitam a inferência de propriedades de sistemas como um todo a partir de suas partes componentes. A modelagem destes sistemas frequentemente ocorre mediante emprego de operadores de spin localizados em grafos com topologias não-triviais. Aqui, mostramos que o operador de momento angular de muitos corpos une o estudo de diversos sistemas complexos, desde a sistemas epidêmicos até cadeias magnéticas de spin. Para o modelo epidêmico SIS, determinamos a matriz de transição do processo estocástico correspondente e mostramos suas soluções para grafos regulares e aleatórios, por meio de técnicas geralmente empregadas em sistemas fortemente correlacionados. Já no modelo de Dicke, identificamos o vínculo que explica a relevância e o efeito finito de operadores anti-girantes para duas espécies atômicas confinadas numa cavidade óptica que interagem com radiação eletromagnética. Por fim, o papel do momento angular também é identificado para duas cadeias quânticas de spin 1/2 acopladas, as quais modelam nanoestruturas magnéticas heterogêneas. A estrutura de bandas é calculada, enquanto efeitos espúrios de superfície são removidos pela introdução de quasipartículas dotadas de grau de liberdade de spin adicional / The emergence of collective phenomena and long range correlations makes it impossible to infer the properties of whole systems from their components. Their modeling often occurs through the use of localized spin operators, taking place within graphs with non-trivial topologies. Here, we show that the many-body angular momentum operator connects the study of several complex systems, ranging from epidemic systems to magnetic spinchains. For the SIS epidemic model, we calculate the transition matrix of the corresponding stochastic process and show the corresponding solutions for regular and random graphs, using techniques generally employed in strongly correlated systems. For the Dicke model we identify the constraint that explains the relevance and finite size effect of anti-rotating operators, for two atomic species, confined within an optical cavity, and interacting with electromagnetic radiation. Finally, the role of angular momentum is also identified for two coupled quantum spinchains 1/2 which model heterogeneous magnetic nanostructures. The band structure is calculated, while spurious surface effects are removed due to the introduction of quasiparticles with an additional spin degree of freedom.

Neste trabalho analisamos o comportamento dinâmico de um modelo clássico e de um modelo quântico de spins na presença de um campo magnético externo. Para estudar a dinâmica de um sistema de spins clássico utilizamos um modelo de Ising bidimensional com interações entre spins primeiros vizinhos na direção vertical diferente daquelas entre spins primeiros vizinhos na horizontal. Através do formalismo da equação mestra, e considerando o processo estocático de Glauber dentro da aproximação de pares dinâmica, determinamos os diagramas de fases estacionários para o modelo na presença de campos magnéticos estáticos e oscilantes no tempo. Dependendo dos valores da razão entre os acoplamentos na horizontal e na vertical, da frequência e da amplitude do campo oscilante, obtemos diagramas de fases onde estão presentes os ordenamentos ferromagnético, paramagnético e antiferromagnético. Além disso, a transição entre as fases pode ser contínua ou descontínua dependendo dos valores dos parâmetros. O modelo também pode apresentar um comportamento tricrítico. O modelo de Ising em um campo transverso unidimensional à temperatura nula foi o modelo escolhido para estudarmos a resposta de sistemas quânticos de spins sujeitos a campos magnéticos que oscilam periodicamente no tempo. Usamos a aproximação de campo médio e simulações de Monte Carlo para determinar a linha de transição contínua entre as fases ferromagnética e paramagnética presentes no diagrama de fases dinâmico do modelo. / In this work we have analized the dynamical behavior of a classical and of a quantum spin model subject external magnetic fields. For a better understanding of the dynamics of a classical spin system we have chosen a two-dimensional Ising model with interactions between first neighbors in the horizontal direction different from that of the vertical direction. By using the master-equation formalism and taking the stochastic Glauber process, within the dynamical pair approximation, we have determined the stationary phase diagrams of the model for static and oscillating magnetic fields. Depending on the values of the ratio between the horizontal and vertical couplings, the frequency and the amplitude of the time dependent field, we have obtained phase diagrams where the ferromagnetic, paramagnetic and antiferromagnetic phases are present. Besides, the transition between these phases can be continuous or discontinuous depending on the values of the parameters. The model may display also a tricritical behavior. We have also chosen the transverse Ising model in one dimension at zero temperature to study the response of the quantum spin systems subject to time dependent external fields. We have used the mean-field approximation and the Monte Carlo simulations to determine the continuous transition line between the ferromagnetic and paramagnetic phases.

Processos de sincronização são observados em uma imensa quantidade de sistemas físicos, biológicos, químicos, tecnológicos e sociais. Tais sistemas podem ser descritos e modelados utilizando a teoria das redes complexas, de forma que o completo entendimento da emergência do comportamento coletivo nestes sistemas complexos só é alcançado por teorias que englobam a interação entre seus elementos. Nesta dissertação, estudamos a emergência de transições de fase de primeira-ordem na sincronização de osciladores acoplados através de estruturas heterogêneas e não-triviais. Utilizando teorias de campo médio, obtemos a expressão analítica do acoplamento crítico necessário para a ocorrência de sincronização explosiva em redes livre-escala. Além disso, estudamos o comportamento de tais transições na presença de atrasos temporais e verificamos que é possível elevar o grau de sincronismo dos osciladores quando a interação se dá de forma não-instantânea. Os resultados obtidos contribuem para um melhor entendimento da relação entre topologia e dinâmica em redes. / Synchronization processes are observed in many physical, biological, chemical, technological and social systems. These systems can be described and modelled through the theory of complex networks, in a way that the full comprehension of the emergence of collective behavior in these complex systems will only be achieved by theories that encompass the interaction of its elements. In this thesis, we study the emergence of first-order phase transitions in the synchronization of oscillators coupled through heterogeneous and non-trivial structures. By using mean-field theories, we obtain an analytical expression for the critical coupling necessary for the occurrence of explosive synchronization in scale-free networks. Furthermore, we study the behavior of such transitions in the presence of time delays, verifying that is possible to enhance the synchronization level of the oscillators when the interaction is non-instantaneous. The obtained results contribute for the better understanding of the interplay between topology and dynamics in networks.

Neste trabalho, analisamos três modelos definidos sobre redes e governados por dinÂmicas estocásticas. Nosso principal interesse repousa no estudo das transições de fase e no comportamento crítico desses modelos. O primeiro deles é o autômato celular pobabilístico da Domany-Kinzel, ao qual aplicamos o método de expansões em série. Em seguida, estudamos o comportamento para tempos longos de alguns processos de reação-difusão por meio de simulação numérica. Tais processos podem ser relevantes para o entendimento da compactação em sistemas granulares. Finalmente, também através de dimulações numéricas, analisamos o processo de contato conservativo, que é uma versão do modelo original definida em um ensemble onde o número de partículas é conservado. / In this work, we analyzed three lattice models governed by stochastic dynamics. Our main interest lies on the study of the phase transitions and critical behavior of these models. The first of them is the Domany-Kinzel probabilistic cellular automaton, to which we applied the method of series expansions. Next, we studied the long time behavior of some reaction-diffusion processes by means of numerical simulations. Such processes may be relevant to the understanding of granular compaction. Finally, also by means of numerical simulations, we have analyzed the conserved contact process, which is a version of the original model defined on an ensemble where the number of particles is conserved.

Complex communities of microbes act collectively to regulate human health, provide sources of clean energy, and ripen aromatic cheese. The efficient functioning of these communities can be directly related to competitive and cooperative interactions between species. Physical constraints and local environment affect the stability of these interactions. Here we explore the role of spatial habitat and interaction networks in microbial ecology and human disease. In the first part of the dissertation, we model mutualism to understand how spatial microbial communities survive number fluctuations in physical habitats. We explicitly account for the production, consumption, and diffusion of public goods in a two-species microbial community. We show that increased sharing of nutrients breaks down coexistence, and that species may benefit from making slower-diffusing nutrients. In multi-species communities, indirect and higher order interactions may affect community function. We find that the requirement for spatial proximity severely restricts the network of possible microbial interactions. While cooperation between two species is stable, higher-order mutualism requiring three or more species succumbs easily to number fluctuations. Additional cyclic or reciprocal interactions between pairs can stabilize multi-species communities. Inter-species interactions also affect human health via the human microbiome: microbial communities in the gut, lungs and skin. In the second part of the dissertation, we use machine learning and statistics to establish links between microbiota abundance and composition, and the incidence of chronic diseases. We study the gut fungal profile to probe the effects of diet and fungal dysbiosis in a cohort of Saudi children with Crohn's disease. While statistical microbiome studies established that each disease phenotype is associated with a distinct state of intestinal dysbiosis, they often produced conflicting results and identified a very large number of microbes associated with disease. We show that a handful of taxa could drive the dynamics of ecosystem-level abundance changes due to strong inter-species interactions. Using maximum entropy methods, we propose a simple statistical approach (Direct Association Analysis or DAA) to account for interspecific interactions. When applied to the largest dataset on IBD, DAA detects a small subset of associations directly linked to the disease, avoids p-value inflation and identifies most predictive features of the microbiome.

O modelo esférico desempenha um papel importante na mecânica estatística, pois ele permite a realização de cálculos exatos para estudar o comportamento crítico. Diferentes soluções do modelo esférico têm sido usadas para estudar o comportamento crítico de uma grande variedade de sistemas (com diversos tipos de desordem, com interações competitivas, de curto e de longo alcance, ferro e antiferromagnéticas, além de muitas outras situações). As soluções desses modelos apresentam uma série de anomalias a baixas temperaturas, inclusive resultados que contradizem a terceira lei da termodinâmica. Na década de 70, foi sugerido que esse comportamento anômalo a temperaturas muito baixas seria corrigido pela introdução de flutuações quânticas, que não eram levadas em conta nas soluções clássicas. De fato, a partir da quantização do modelo esférico e possível corrigir esse comportamento. Utilizamos então dois métodos distintos de quantização - quantização canônica e representação em termos de integrais funcionais - para construir versões quânticas do modelo esférico clássico, que podem ser investigadas analiticamente. Mostramos que essas formulações quânticas conduzem aos mesmos resultados. Em particular, analisamos as propriedades termodinâmicas de um modelo esférico médio\" quântico nas seguintes situações: (i) com inteirações de longo alcance, do tipo campo médio, que deve constituir um dos sistemas mais simples exibindo uma transição de fase quântica; (ii) com interações competitivas, entre primeiros e segundos vizinhos, numa situação em que ocorre um ponto multicrítico de Lifshitz; (iii) na presença de interações de longo alcance, tipo campo médio, e de um campo aleatório com média nula; (iv) na presença de desordem de sítios, como nos modelos de van Hemmen para um vidro de spin ou de Hopfield para uma rede neural com poucos padrões. Em todos esses casos há correção do comportamento anômalo a baixas temperaturas. Obtemos diagramas de fases e estudamos em cada caso a natureza das fases ordenadas. / The spherical model plays an important role in statistical mechanics, since it is amenable to exact calculations to investigate the critical behavior. Solutions of the spherical model have been used to investigate the critical behavior of a large variety os systems (with different types of disorder, with competing interactions, of short and long range, of ferro and antiferromagnetic nature, and many other situations). Solutions of these model systems display a number of anomalies at low temperatures, which include some violations of the third law of thermodynamics. In the seventies, it has been suggested that this anomalous behavior at very low temperatures would be corrected by the introduction of quantum uctuations, which were not taken into account by the classical solutions. In fact, the quantization of the spherical model leads to the correction of these effects. We then use two different methods of quantization, canonical quantization and representation in terms of functional integrals, which are still amenable to exact analytical calculations. We show that these quantum formulations lead to the same results. In particular, we analyze the thermodynamic properties of a quantum \\mean spherical model\" in the following situations: (i) with long-range, mean-field, interactions, which is perhaps the simplest model system that exhibits a quantum phase transition; (ii) with competing interactions between first and second neighbors, in which case there should be a Lifshitz multicritical point; (iii) in the presence of long-range interactions and of a random field of zero mean value; (iv) in the presence of disorder, such as the van Hemmen model for a spin glass or the Hopfield model for a neural network with just a few patterns. In all of these cases the anomalous behavior is corrected at low temperatures. We obtain a number of phase diagrams, and discuss the nature of the ordered phases.

Neste trabalho investigamos as propriedades estáticas de um modelo de vidro de spin esférico antiferromagnético com interação de multi-spins por meio do método das réplicas. O objetivo consiste em modelar materiais antiferromagnéticos diluídos como FexMg1-xCl2 e compostos antiferromagnéticos mistos como FexMn1-xTiO3 que apresentam evidências de comportamento característico da fase vidro de spin para um intervalo de valores de concentração x. Analisamos a solução réplica simétrica e a solução de Parisi com uma etapa de quebra de simetria entre réplicas, a qual espera-se que seja a solução mais geral para este modelo. Quatro fases são obtidas no diagrama de fases: paramagnética, vidro de spin, antiferromagnética e antiferromagnética com quebra de simetria ou fase mista. As linhas de transição podem ser contínuas ou descontínuas. / In this work we investigate the static properties of a multi-spin antiferromagnetic spherical spin-glass model using the replica method. The aim is to try to model diluted antiferromagnetic materials (e.g. FexMg1-xCl2) and mixed antiferromagnetic compounds (e.g. FexMn1-xTiO3) that present evidences of a spin-glass behavior for certain range of x values. The replica-symmetric and the one-step replica-symmetry-breaking solution given by Parisi are analised, the last one being expected to be the most general solution for this model. Four phases are found in the phase diagram: paramagnetic, spin glass, antiferromagnetic and mixed or glassy antiferromagnetic phase. The transition lines may be either continuous or discontinuous.

This thesis presents an experimental study of the influence of an external field and alignment upon a colloid of a liquid crystal (octycyanobiphenyl denoted 8CB) and a silica gel of aerosil nano-particles. The first techniques used was an AC-calorimetry (alternating current heating) and the systems under investigation were firstly put under the influence of a magnetic field at John Hopkins University in Baltimore by professor Leheny's group. The experiments revealed changes in transition temperatures, nematic range and critical coefficient that could account for what we called a 'memory' of the above mentioned structures. The second technique, dielectric spectroscopy, was applied to the same very densities of mixture s mentioned in the first paragraph. The samples were applied in one procedure an increasingly higher alternating electric field. An overall increase of the capacitance of the sample was measured. The second experiment was to reproduce the application of the magnetic field from the AC-calorimetry experiment now with an electric field. In dielectric spectroscopy case, an increase in transition temperature after the application of the procedure was revealed.