# Scale invariance

In

physics andmathematics ,**scale invariance**is a feature of objects or laws that do not change if length scales (or energy scales) 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 largerconformal symmetry .*In mathematics, scale invariance usually refers to an invariance of individual functions or

curve s. A closely related concept isself-similarity , where a function or curve is invariant under a discrete subset of the dilatations. It is also possible for theprobability distribution s ofrandom process es 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 ofparticle 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 ofphase transition s. The key observation is that near a phase transition orcritical 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 instatistics arestandardized moment s, which are scale invariant statistics of a variable, while the unstandardized moments are not.**cale-invariant curves and self-similarity**In mathematics, one can consider the scaling properties of a function or

curve $f(x)$ under rescalings of the variable $x$. That is, one is interested in the shape of $f(lambda\; x)$ for some scale factor $lambda$, which can be taken to be a length or size rescaling. The requirement for $f(x)$ to be invariant under all rescalings is usually taken to be:$f(x)=lambda^\{-Delta\}f(lambda\; x)$

for some choice of exponent $Delta$, and for all dilations $lambda$.

Examples of scale-invariant functions are the

monomial s $f(x)=x^n$, for which one has $Delta\; =\; n$, in that clearly:$f(lambda\; x)\; =\; (lambda\; x)^n\; =\; lambda^n\; f(x).$

An example of a scale-invariant curve is the

logarithmic spiral , a kind of curve that often appears in nature. Inpolar coordinates ("r", θ) the spiral can be written as:$heta\; =\; frac\{1\}\{b\}\; ln(r/a).$

Allowing for rotations of the curve, it is invariant under all rescalings $lambda$; that is $heta(lambda\; r)$ is identical to a rotated version of $heta(r)$.

**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 ahomogeneous function . Homogeneous functions are the natural denizens ofprojective space , and homogeneous polynomials are studied asprojective varieties inprojective 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 instring theory .**Fractals**It is sometimes said that

fractal s are scale-invariant, although more precisely, one should say that they areself-similar . A fractal is equal to itself typically for only a discrete set of values $lambda$, and even then a translation and rotation must be applied to match up to the fractal to itself. Thus, for example theKoch curve scales with $Delta=1$, but the scaling holds only for values of $lambda=1/3^n$ for integer "n". In addition, the Koch 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 .**cale invariance in stochastic processes**If $P(f)$ is the average, expected power at frequency $f$, then noise scales as

:$P(f)\; =\; lambda^\{-Delta\}\; P(lambda\; f)$

with $Delta=0$ for white noise, $Delta=-1$ for

pink noise , and $Delta=-2$ forBrownian noise (and more generally,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 thePareto distribution and theZipfian distribution .**Cosmology**In

physical cosmology , the power spectrum of the spatial distribution of thecosmic microwave background is near to being a scale-invariant function. This means that the amplitude, $P(k)$, ofprimordial fluctuations as a function ofwave number , $k$, is approximately constant. This pattern is consistent with the proposal ofcosmic inflation .**cale invariance in classical field theory**Classical field theory is generically described by a field, or set of fields, $varphi$, that depend on coordinates, $x$. Valid field configurations are then determined by solvingdifferential equations for $varphi(x)$, and these equations are known asfield equation s.For a theory to be scale-invariant, its field equations should be invariant under a rescaling of the coordinates, combined with some specified rescaling of the fields:

:$x\; ightarrowlambda\; x,$

:$varphi\; ightarrowlambda^\{-Delta\}varphi.$

The parameter $Delta$ 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, $varphi(x)$, one always has other solutions of the form $lambda^\{-Delta\}varphi(lambda\; x)$.

**cale invariance of field configurations**For a particular field configuration, $varphi(x)$, to be scale-invariant, we require that

:$varphi(x)=lambda^\{-Delta\}varphi(lambda\; x)$

where $Delta$ is again the scaling dimension of the field.

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 bespontaneously 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, $mathbf\{E\}(mathbf\{x\},t)$ and $mathbf\{B\}(mathbf\{x\},t)$, while their field equations are

Maxwell's equations . With no charges or currents, these field equations take the form ofwave equation s:$abla^2\; mathbf\{E\}\; =\; frac\{1\}\{c^2\}\; frac\{partial^2\; mathbf\{E\{partial\; t^2\}$

:$abla^2mathbf\{B\}\; =\; frac\{1\}\{c^2\}\; frac\{partial^2\; mathbf\{B\{partial\; t^2\}$

where "c" is the speed of light.

These field equations are invariant under the transformation

:$x\; ightarrowlambda\; x,$

:$t\; ightarrowlambda\; t.$

Moreover, given solutions of Maxwell's equations, $mathbf\{E\}(mathbf\{x\},t)$ and $mathbf\{B\}(mathbf\{x\},t)$, we have that $mathbf\{E\}(lambdamathbf\{x\},lambda\; t)$ and $mathbf\{B\}(lambdamathbf\{x\},lambda\; t)$ are also solutions.

**Massless scalar field theory**Another example of a scale-invariant classical field theory is the massless scalar field (note that the name

scalar is unrelated to scale invariance). The scalar field, $varphi(mathbf\{x\},t)$ is a function of a set of spatial variables, $mathbf\{x\}$, and a time variable, t. We first consider the linear theory. Much like the electromagnetic field equations above, the equation of motion for this theory is also a wave equation:$frac\{1\}\{c^2\}\; frac\{partial^2\; varphi\}\{partial\; t^2\}-\; abla^2\; varphi\; =\; 0,$

and is invariant under the transformation

:$x\; ightarrowlambda\; x,$

:$t\; ightarrowlambda\; t.$

The name massless refers to the absence of a term $propto\; m^2varphi^2$ in the field equation. Such a term is often referred to as a `mass' term, and would break the invariance under the above transformation. In relativistic field theories, a mass-scale, $m$ is physically equivalent to a fixed length scale via:$L=frac\{hbar\}\{mc\},$and so it should not be surprising that massive scalar field theory is not scale-invariant.

**φ**^{4}theoryThe field equations in the examples above are all

linear in the fields, which has meant that the scaling dimension, $Delta$, has not been so important. However, one usually requires that the scalar field action is dimensionless, and this fixes the scaling dimension of $varphi$. In particular,:$Delta=frac\{D-2\}\{2\},$where D is the combined number of spatial and time dimensions.Given this scaling dimension for $varphi$, there are certain nonlinear modifications of massless scalar field theory which are also scale-invariant. One example is massless φ

^{4}theory for $D=4$. The field equation is:$frac\{1\}\{c^2\}\; frac\{partial^2\; varphi\}\{partial\; t^2\}-\; abla^2\; varphi+gvarphi^3=0.$

(Note that the name $varphi^4$ derives from the form of the Lagrangian, which contains the fourth power of $varphi$.)

When D=4 (e.g. three spatial dimensions and one time dimension), the scalar field scaling dimension is $Delta=1$. The field equation is then invariant under the transformation

:$x\; ightarrowlambda\; x,$

:$t\; ightarrowlambda\; t,$

:$varphi\; ightarrowlambda^\{-1\}varphi.$

The key point is that the parameter g must be dimensionless, otherwise one introduces a fixed length scale into the theory. For φ

^{4}theory this is only the case in $D=4$.**cale invariance in quantum field theory**The scale-dependence of a

quantum field theory (QFT) is characterised by the way its coupling parameters depend on the energy-scale of a given physical process. This energy dependence is described by therenormalization group , and is encoded in thebeta-function s of the theory.For a QFT to be scale-invariant, its coupling parameters must be independent of the energy-scale, and this is indicated by the vanishing of the beta-functions of the theory. Such theories are also known as

fixed point s of the corresponding renormalization group flow.**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

photon s 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

electron s. The QFT describing the interactions of photons and charged particles isquantum electrodynamics (QED), and this theory is not scale-invariant. We can see this from the QED beta-function. This tells us that theelectric 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.**Massless scalar field theory**Free, massless quantized scalar field theory has no coupling parameters. Therefore, like the classical version, it is scale-invariant. In the language of the renormalization group, this theory is known as the

Gaussian fixed point .However, even though the classical massless φ

^{4}theory is scale-invariant in $D=4$, the quantized version is**not**scale-invariant. We can see this from thebeta-function for the coupling parameter, g.Even though the quantized massless φ

^{4}is not scale-invariant, there do exist scale-invariant quantized scalar field theories other than the Gaussian fixed point. One example is theWilson-Fisher fixed point .**Conformal field theory**Scale-invariant QFTs are almost always invariant under the full

conformal symmetry , and the study of such QFTs isconformal field theory (CFT). Operators in a CFT have a well-defined scaling dimension, analogous to the scaling dimension, $Delta$, of a classical field discussed above. However, the scaling dimensions of operators in a CFT typically differ from the those of the fields in the corresponding classical theory. The additional contributions appearing in the CFT are known asanomalous scaling dimension s.**cale and conformal anomalies**The φ

^{4}theory example above demonstrates that the coupling parameters of a quantum field theory can be scale-dependent even if the corresponding classical field theory is scale-invariant (or conformally invariant). If this is the case, the classical scale (or conformal) invariance is said to be anomalous.**Phase transitions**In

statistical mechanics , as a system undergoes aphase transition , its fluctuations are described by a scale-invariantstatistical 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 ascritical exponent s, and one can in principle compute these exponents in the appropriate CFT.**The Ising model**An example that links together many of the ideas in this article is the phase transition of the

Ising model , a crude model offerromagnet ic substances. This is a statistical mechanics model which also has a description in terms of conformal field theory. The system consists of an array of lattice sites, which form a D-dimensional periodic lattice. Associated with each lattice site is amagnetic moment , or spin, and this spin can take either the value +1 or -1. (These states are also called up and down, respectively.)The key point is that the Ising model has a spin-spin interaction, making it energetically favourable for two adjacent spins to be aligned. On the other hand, thermal fluctuations typically introduce a randomness into the alignment of spins. At some critical temperature, $T\_c$,

spontaneous magnetization is said to occur. This means that below $T\_c$ the spin-spin interaction will begin to dominate, and there is some net alignment of spins in one of the two directions.An example of the kind of physical quantities one would like to calculate at this critical temperature is the correlation between spins separated by a distance r. This has the generic behaviour::$G(r)proptofrac\{1\}\{r^\{D-2+eta,$for some particular value of $eta$, which is an example of a critical exponent.

**CFT description**The fluctuations at temperature $T\_c$ 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, $G(r)$ is understood as acorrelation function of scalar fields::$langlephi(0)phi(r)\; angleproptofrac\{1\}\{r^\{D-2+eta.$Now we can fit together a number of the ideas we've seen already. From the above we can see that the critical exponent, $eta$, for this phase transition, is also an anomalous dimension. This is because the classical dimension of the scalar field:$Delta=frac\{D-2\}\{2\}$is modified to become:$Delta=frac\{D-2+eta\}\{2\},$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 $D=4-epsilon$, $eta$ can be calculated approximately, using the

epsilon expansion , and one finds that:$eta=frac\{epsilon^2\}\{54\}+O(epsilon^3)$.In the physically interesting case of three spatial dimensions we have $epsilon=1$, and so this expansion is not strictly reliable. However, a semi-quantitative prediction is that $eta$ is numerically small in three dimensions. On the other hand, in the two-dimensional case the Ising model is exactly soluble. In particular, it is equivalent to one of theminimal model s, a family of well-understood CFTs, and it is possible to compute $eta$ (and the other critical exponents) exactly::$eta\_\{D=2\}=frac\{1\}\{4\}$.**chramm-Loewner evolution**The anomalous dimensions in certain two-dimensional CFTs can be related to the typical

fractal dimension s of random walks, where the random walks are defined viaSchramm-Loewner 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 criticalPotts model . Relating other 2d CFTs to SLE is an active area of research.**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:

* TheIsing model phase transition, described above.

* Theliquid -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:

*Avalanche s 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 ofnetwork outage s on theInternet , 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.

* Theelectrical breakdown ofdielectric s, which resemble cracks and tears.

* Thepercolation of fluids through disordered media, such aspetroleum through fractured rock beds, or water through filter paper, such as inchromatography . Power-law scaling connects the rate of flow to the distribution of fractures.

* Thediffusion ofmolecule s insolution , and the phenomenon ofdiffusion-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-invariantstatistical field theory may be applied to describe them.**Other examples of scale invariance****Newtonian fluid mechanics with no applied forces**Under certain circumstances,

fluid mechanics is a scale-invariant classical field theory. The fields are the velocity of the fluid flow, $mathbf\{u\}(mathbf\{x\},t)$, the fluid density, $ho(mathbf\{x\},t)$, and the fluid pressure, $P(mathbf\{x\},t)$. These fields must satisfy both theNavier–Stokes equation and the continuity equation. For aNewtonian fluid these take the respective forms:$hofrac\{partial\; mathbf\{u\{partial\; t\}+\; homathbf\{u\}cdot\; abla\; mathbf\{u\}\; =\; -\; abla\; P+mu\; left(\; abla^2\; mathbf\{u\}+frac\{1\}\{3\}\; ablaleft(\; ablacdotmathbf\{u\}\; ight)\; ight)$:$frac\{partial\; ho\}\{partial\; t\}+\; ablacdot\; left(\; homathbf\{u\}\; ight)=0$where $mu$ is the .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 theisothermal ideal gas , which satisfies:$P=c\_s^2\; ho,$where $c\_s$ is the speed of sound in the fluid. Given this equation of state, Navier–Stokes and the continuity equation are invariant under the transformations:$x\; ightarrowlambda\; x,$:$t\; ightarrowlambda\; t,$:$ho\; ightarrowlambda\; ho,$:$mathbf\{u\}\; ightarrowmathbf\{u\}.$Given the solutions $mathbf\{u\}(mathbf\{x\},t)$ and $ho(mathbf\{x\},t)$, we automatically have that$mathbf\{u\}(lambdamathbf\{x\},lambda\; t)$ and $lambda\; ho(lambdamathbf\{x\},lambda\; t)$ are also solutions.**Computer vision**In

computer vision , scale invariance refers to a local image description that remains invariant when the scale of the image is changed. A general framework for obtaining scale invariance in practice is by detecting local maxima over scales of normalized derivative responses -- see the article onscale-space for a brief introduction to the general theory and references. Examples of scale invariant blob detectors and ridge detectors are given in the articles onblob detection andridge detection . An example of the application of scale invariance to object recognition is given in the article on thescale-invariant feature transform .**ee Also***

Scale relativity **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.

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