No. 7] Proc. Jpn. Acad., Ser. B 86 (2010) 643
Review Phase transition in spin systems with various types of fluctuations
† By Seiji MIYASHITA*1,*2,
(Communicated by Jun KONDO, M.J.A.)
Abstract: Various types ordering processes in systems with large fluctuation are overviewed. Generally, the so-called order–disorder phase transition takes place in competition between the interaction causing the system be ordered and the entropy causing a random disturbance. Nature of the phase transition strongly depends on the type of fluctuation which is determined by the structure of the order parameter of the system. As to the critical property of phase transitions, the concept “universality of the critical phenomena” is well established. However, we still find variety of features of ordering processes. In this article, we study effects of various mechanisms which bring large fluctuation in the system, e.g., continuous symmetry of the spin in low dimensions, contradictions among interactions (frustration), randomness of the lattice, quantum fluctuations, and a long range interaction in off-lattice systems.
Keywords: phase transition, critical phenomena, frustration, quantum effect, randomness, long-range interacting system
1. Introduction cal ensemble, all the thermodynamic properties are The phase transition is one of the most derived from the partition function which consists significant phenomena in the nature.1) The most of analytic functions of the temperature, i.e. Ei=kBT familiar phase transition is the boiling phenomenon e , where Ei is an energy of a state i, T is of the water. The state of the water changes at the the temperature, and kB is the Boltzmann con- boiling temperature (’100°C), i.e., from the liquid to stant. the gas. The microscopic description of the system This singular property was one of the main does not change at all at this point. Namely, the topics of the statistical physics in the early twenty interaction among molecules is given by a normal century.2) L. Onsager finally succeeded to obtain the non-singular form which does not depend on the exact form of the free energy in the thermodynamic temperature. However, the macroscopic property limit, and showed a divergence of the specific heat.3) shows the singular dependence on the temperature. This work first demonstrated the intrinsic difference This dependence was first explained by the van der between the so-called microscopic state and the Waals equation of state. This equation takes the macroscopic state. interaction between molecules into the equation of Since then, natures of phase transitions have state of the ideal gas (Boyle–Charles law). Thus, it been extensively studied, and various properties have became clear that the interaction is important for been clarified. One of the most significant properties the phase transition. But it was still mystery that is the universality of the criticality. This indicates the singular behavior of phase transition can be that the critical property of systems only depends on explained by the statistical mechanics. In the canoni- the so-called relevant characteristics, such as the spatial dimensionality of the system, symmetry of the *1 Department of Physics, The University of Tokyo, Tokyo, order parameter, and the range of interaction. The Japan. concept of the universality has been supported by the *2 CREST, JST, Saitama, Japan. 4) † idea of the renormalization group. However, in the Correspondence should be addressed: S. Miyashita, two dimensions, it has turned out that infinite Department of Physics, The University of Tokyo, 7-3-1 Hongo, ff Bunkyo-ku, Tokyo 113-0033, Japan (e-mail: [email protected]. di erent types of critical properties exist in the u-tokyo.ac.jp). studies on the exactly solvable models,5),6) and also doi: 10.2183/pjab.86.643 ©2010 The Japan Academy 644 S. MIYASHITA [Vol. 86, on the conformal field theory.7) There the concept of property is characterized by the singularity at a “relevance” of quantities became rather unclear. critical point TC. For example, the susceptibility In three dimensions, so far we knew little on the diverges as variety of the criticality. At present, the relevant 2 2 hM i hMi quantities in three dimensions are only the dimen- ¼ /jT TCj ; ½4 sionality of spin and the range of interaction. Most kBT models which show the second-order phase transi- and the spontaneous order parameter mS appears as tions in the two dimensions with different critical hMi exponents exhibit the first order phase transition. For mS ¼ lim lim /jTC Tj ; ½5 H!0 N!1 N example, the case of the three-state Potts model in three dimension was very marginal,8),9) but it has which represents the symmetry breaking of the turned out to have a weak first-order transition.10) system. The specificheatC shows a singular Thus, the approach to classify the second order phase dependence as transition is not very powerful in three dimensions. hH2i hHi2 There may be various unknown types of ordered C ¼ 2 /jT TCj : ½6 states in three dimensions, and a new concept for kBT classification would be necessary. Here, the exponents ,, - and . are called “critical The phase transition is understood as competi- exponents”. tion between the interaction which causes the order As an example, we show the critical properties of and the thermal fluctuation (the entropy) which the two-dimensional Ising model on the square lattice causes random configurations. Beside this fundamen- which is the most well-known and a prototype system tal mechanism of phase transition, ordering processes for the phase transition: X X show various aspects depending on the structure of H ¼ J H ; ½7 the order parameter of the system. In this paper, Ising i j i ij i we study several examples of ordering processes in h i systems with some mechanisms for large fluctuations. where < = ±1 and hiji denotes all the nearest There are various types of models, such as spin neighbor pairs on the lattice. In Fig. 1, we depict models with Ising, XY and Heisenberg spins, Potts the specific heat obtained by Onsager3) by the thin model, and the clock model, etc. They are expressed curves. There, we see the divergencepffiffiffi at the critical in the following form point kBTC=J ¼ð2= lnð1 þ 2Þ’2:269 . X X In the figure, we also show the temperature H 0 ¼ JijXiXj H Xi; ½1 dependence of the spontaneous magnetization ob- hiji tained by C. N. Yang11) where Xi represents a local quantities such as the spin at the position of i, and H is an external field conjugate to the order parameter. Here hiji denotes the interacting pairsP and Jij is the coupling constant 0 3 for the pair, andP denotes the sum for the order 0 parameter M ¼ Xi. We assume that the local quantities are on lattice points which are fixed except
in the last section. B 2
Critical property is studied by investigating the C/k order parameter
H s TrMe m 1 hMi¼ ; ½2 Tre H and its fluctuation 0 2 H 0 2 4 2 2 TrM e 2 hM i hMi ¼ hMi ; ½3 kBT/J Tre H Fig. 1. Temperature dependences of the specific heat (thin line) which corresponds to the response to the conjugate and of the spontaneous magnetization of the ferromagnetic two- field H, i.e., ¼ dM=dH. Type of the critical dimensional Ising model [7] with H =0. No. 7] Phase transition in spin systems with various types of fluctuations 645
rather straightforward. However, when the system has additional sources of fluctuation, the phase transition shows various interesting aspects of the ordering. In this paper, we study characteristics of phase transitions of systems in which the fluctuation is enhanced by various reasons, such as the contin- uous symmetry of the order parameter which causes the so-called infrared divergence of fluctuation in low dimensions (d = 1 and 2), contradictions among the interactions (frustration), randomness of the lattice, and quantum fluctuation. We also study the effect of the long range interaction induced by an elastic interaction in off-lattice systems.
Fig. 2. A snapshot of equilibrium spin configuration obtained by 2. XY model (a continuous spin symmetry) a Monte Carlo method near the critical point T = 2.3/J and In the Ising model, the boundary of the two H =0(cf. TC=J 2:269 ). The solid and open circles denote phases is given by a domain wall. On the other hand, < = 1 and < = −1, respectively. i i when the spin has a continuous symmetry, e.g., the 1=8 XY model with S ¼ðcos ; sin Þ: 1 i Xi i ms ¼ 1 4 : ½8 sinh 2K HXY ¼ J cosð i jÞ; ½12 ij The free energy of the Ising model has been obtained h i by various methods,3),5),12)–14) and a new field of the the direction of the spin can change smoothly, so-called “exactly solvable model” has been devel- and the domain wall is not formed. Thus, the oped.15) fluctuation easily occurs, and it causes the so-called In Fig. 2, we plot a typical spin configuration infrared divergence of the fluctuation, and the long near the critical temperature where we find large range order can not appear in two dimensions.17) domains. The linear dimension of the domain Although the long range order does not exist in corresponds to the correlation length 9 the two-dimensional XY model, it has been known 1 that the system exhibits a peculiar critical phenom- rij= hSiSji e for large rij; ½9 enon which is called “Kosterlitz–Thouless transi- rd 2þ tion”.18) where rij is the distance between the sites i and j, and At low temperatures, this system can be 2 is the exponent so-called anomalous dimension. The approximatedP by a harmonic system, H ’ 2 divergence of the correlation length is expressed as J=2 hijið i jÞ , where the periodicity of the angle 3 is not relevant. The spin correlation function decays jT T j ½10 C by a power law19) with 8 = 1. It is known that the exponent 2 is 1/4 for hS S i r ; ½13 the present model. At the critical point, fluctuation of i j ij the order parameter becomes large which results in with a temperature dependent exponent 2 = kBT/4J the divergence of @. Although the susceptibility has in the harmonic approximation. In contrast, the not yet been obtained analytically, it has been correlation function decays exponentially at high established that it diverges with the exponent . = temperatures, where the periodicity of the potential 7/4 of Eq. [4]. This divergence of @ corresponds to cos(3i − 3j) is relevant. This difference is explained the correlation length 9. The exponent 8 is related to by using the picture of vortex-pair association. The . and 2 as vortex is characterized by the vortex number n defined by ¼ð2 Þ : ½11 I This is an example of the scaling relations among the d ¼ 2n : ½14 critical exponents.16) For the Ising ferromagnet, the ordered state is a Because n can be any integer, this type of vortex is simple ferromagnetic state and ordering process is called Z vortex. But vortices with large n cause high 646 S. MIYASHITA [Vol. 86, energies, and thus the vortices with n = ±1 are important. We call them ‘±’ vortex, respectively. The vortex represents a topological defect in config- urations of the system with O(1) symmetry repre- senting the periodicity of the angle. Appearance of single vortex indicates the relevance of the periodicity, and thus it is a symbol of the high temperature phase. On the other hand, in the low temperature phase the interaction is so strong that configurations reflecting the periodicity of the angle cannot appear. Thus, at low temper- atures, the periodicity of the angle is irrelevant. This fact is expressed by the absence of single vortex, which means essentially no vortex. However, at finite temperatures, thermal fluctuation may still cause the Fig. 3. A vortex configuration of the two-dimensional XY model appearance of them in a form of pair of ‘±’ vortices [12] in a transient process of ordering. The open circles denote ‘ ’ ‘−’ which is localized in the space. This change from the the + vortices and the closed circles vortices. free single vortices to the bounded pair vortices is called “vortex association” at the Kosterlitz–Thouless P fi transition. In equilibrium con gurations of the XY then the condition m: around k skm ¼ 0 is auto- model, it is hard to identify vortices clearly. At high matically satisfied. Here, we have to be careful temperatures, configurations are too much disturbed to assign the suffix k and m. Thus, the partition to identify the vortices, and at low temperatures, function is expressed by the integer variable the probability for well-recognize vortex pair is very {hi} 20) low. In Fig. 3, we depict a typical configuration X1 Y ‘ ’ with vortices, where the ± vortices are shown by Z ¼ Ihi hj ðKÞ open and solid circles, respectively. It should be hi¼ 1 hiji fi zN=2 P noted that this is a transient con guration from a X1 1 2 1 ðhi hjÞ random configuration to an aligned one at a low ’ e 2K hiji ; ½19 2 K temperature. hi¼1 The model [12] is transformed to the so-called where z is the number of the nearest neighbor solid-on-solid (SOS) model by the dual transforma- sites. This partition function can be interpreted 21)–23) tion. Using the following identity relation as that a system of the integer variable {hi}: P X K cosð i jÞ 1 Z ¼ Tre hiji H ¼ Jðh h Þ2 ½20 Z Z SOS 2 i j 2 Y X1 2 d hiji isijð i jÞ isij þK cosð Þ ¼ d i e e ; at the temperature J/kT. Regarding hi as the 0 0 2 hiji sij¼ 1 height of solid, this model is called the solid-on- ½15 solid (SOS) model. It is used to study the and integrating over 3i, the partition function is given crystal growth where hi denotes the height of the by surface at the position i.24) Thus, we find that ! Y X1 Y the planar model and the SOS model are in the P dual relation.23) The SOS model is used to study Z ¼ s ;0 Isij ðKÞ; ½16 m: around k km hiji sij¼ 1 k phase transitions of the surface structures such as the roughening transition25) and facet tran- where sition.26) Z 2 Instead of using the planar model, if we use the d is þK cosð Þ 1 s2=2K 21) IsðKÞ¼ e ’ pffiffiffiffiffiffiffiffiffiffi e ½17 Villain model HV 0 2 2 K P X1 1 2 H Kð i j 2m Þ for large K. If we introduce the dual variables e V ¼ e2 hiji ; ½21 m¼ 1 s ¼ h h ; ½18 km k m we have exactly No. 7] Phase transition in spin systems with various types of fluctuations 647
P JF X1 1 2 ðhi hjÞ J Z ¼ e 2K hiji : ½22 AF
hi¼ 1 The model is further transformed by using an identity expression (Poisson sum): (a) (b) Z P P X1 1 1 2 2K ð j kÞ þ 2 ihj j Z ¼ d ie hjki j : ½23
hi¼ 1 1 If we perform the GaussP integration over ?,wefind J2 that only the case of j hj ¼ 0 is relevant, and there the partition function has the form P P X 2 a hi 2 K hihj lnðrijÞ Z ¼ Z0 e i i6¼j ; ½24 (c) (d) hi Fig. 4. Fully frustrated lattices. The bold lines denote antiferro- where Z0 and a are constants independent of {hi}. magnetic bonds and the thin lines ferromagnetic bonds. (a) This model is a neutral two-dimensional Coulomb Antiferromagnetic triangular lattice. (b) The Villain lattice 27) system of particles with the charges {hi}. (Fully frustrated square lattice. (c) The antiferromagnetic model on the triangular lattice with a next nearest neighbor interaction 3. Frustration I: Ising spin systems (dotted line). (d) The Villain model with next nearest neighbor interactions (dotted lines). In the models so far studied, the interaction tends to cause a perfect alignment of the spins. So, all the interactions work cooperatively, and how the function of this type of models decays in a power system is ordered is well defined. However, if there law32),33) are contradictions among the interactions, the order- 1=2 ing process becomes not trivial, and various interest- h i ji rij ; ½26 ing ordering phenomena occur. Although phase which means that the critical temperature is 0 in transitions in the frustrated or competing interac- these models. tions have been studied for a long time, the concept In the followings, we study phase transitions in of frustration was introduced by Toulouse28) in the this type of highly frustrated systems, for which some study of the spin glass. additional interaction is necessary to extract some In this section, we study the case of frustrated ordered configurations from the highly degenerate Ising spin systems in regular lattices.29) As a typical configurations. example, let us consider spins interacting antiferro- 3.1. Phase transitions induced by next-near- magnetically on a triangle lattice (Fig. 4(a)). On the est neighbor interactions in the fully-frustrated triangle, many degenerate ground states exist, that Ising model. Although no phase transition takes is, six states give the ground state for the anti- place in the fully frustrated Ising models, successive ferromagnetic case while two states (all up or down) phase transitions were observed in experiments 34) for the ferromagnetic case. If we consider a larger (CsCoCl3). In order to explain these phase lattice, number of the ground states in the anti- transitions, Mekata introduced next-nearest neighbor ferromagnetic case increases while that of the (nnn) interactions (Fig. 4(c)), and found successive ferromagnetic model remains two. It has been known phase transitions by a mean-field theory. In partic- by exact calculations30) that this antiferromagnetic ular, he found a phase in which a part of spins remain Ising model does not have a critical point at finite disorder due to the frustration and he called this temperatures, and the ground state has a macro- phase “partially disordered (PD) phase”. (Fig. 5(a)). scopic degeneracy W, and thus the system has At a lower temperature, the remaining spins order nonzero entropy at T =0: and form a kind of ferrimagnetic phase. Because of the new feature of the successive phase transitions, SðT ¼ 0Þ¼k ln W ’ 0:338Nk ; ½25 B B detailed investigations on this type of models have where N is the number of the lattice sites. Similar been done. properties have been obtained in the square version First, models in two dimensions were studied. of the fully frustrated model (Villain model31) The present author proposed an exactly solvable (Fig. 4(b))). It is known that the spin correlation model with a next nearest neighbor (nnn) interaction 648 S. MIYASHITA [Vol. 86, in the fully frustrated square lattice (Fig. 4(d)). It (1) was pointed out that the model without the nnn interaction (the original Villain model) is trans- (6) (2) formed into an exactly solvable symmetric eight vertex model,5),33) and it was shown that the spin correlation function in the ground state shows the power law decay [26]. Following the above mentioned (5) (3) Mekata’s idea, we expect that, by setting the nnn interaction, the sublattice order is enhanced and the (4) model exhibits a phase transition. The model with (a) (b) the nnn interaction only on one of the sublattices can still be transformed into the eight vertex model as Fig. 5. (a) The partially disordered (PD) state in the antiferro- well as the Villain model. It was shown that the magnetic Ising model with a next nearest neighbor interaction model with the nnn interaction has a finite critical (Mekata model). The circles denote the disordered sites. (b) Correspondence between the six-fold ground state of the Mekata temperature as a function the strength (say J2) of the model and the six-state clock model. nnn interaction.35) The critical temperature decreases with J2 and vanishes at J2 = 0. Moreover, it was shown that the critical exponent of the specificheat, Thus, the PD phase was regarded as the intermediate (Eq. [6]) of this system changes continuously with J2 temperature region with a large fluctuation. reflecting the peculiar property of the eight vertex But, finally it was discovered that the generalized 5) model. If the frustration is strong, i.e., for small J2, six-state clock model has a new type of ordered struc- the critical exponent , has a negative value with a ture. Although the antiferromagnets on the triangular large absolute value, which means a smooth change lattice (AFT) has the six-fold symmetry (Fig. 5(b)), of the specific heat although it is still singular. This the structure of energy levels for the states is not feature is natural and suggestive for phase transitions necessarily given by the standard six-state clock of frustrated models. But the feature of phase model [27], but it may have a generalized form transition is rather different from that of the original H ¼ " þ " þ " : ½28 Mekata problem. 1 ni;nj 1 2 ni;nj 2 3 ni;nj 3 More direct studies of the antiferromagnet on In the case C1 = C2 = C3 > 0, the model corresponds to the triangular lattice of the Ising spin (AFTI) with the six-state Potts model, which exhibits a first-order nnn interactions were performed. Reflecting the phase transition.9) symmetry of the ground state, the model was mapped It was discovered that, in the case "1 "2 ’ "3, to the six-state clock model by making use of the the model has a new type of intermediate-temper- relation depicted in Fig. 5(b).36)–39) In two dimen- ature phase in which two neighboring states mix sions, the six-state clock model, microscopically.43) In Fig. 6, we depict a snap shot of the intermediate phase. There we set different H ¼ J cosð Þ; ¼ n; n ¼ 0; ...5; ½27 i j i 3 boundary conditions in the left and right sides. At is known to have two KT-type phase transitions the left boundary, the states are restricted to the which are dual to each other, although the systems states 1 and 2 (left) and at the right the states 2 and 3 with n ¯ 4 have a unique self-dual transition. The (right). There are a mixed phase of the states 1 and 2 intermediate temperature phase is a massless phase in the left and that of 2 and 3 in the right. Between in which the correlation function decays in a power them, we find a sharp domain boundary which law.40) Thus, one may consider that the PD phase can indicates the stability of the mixed states. be understood in an analogy to this intermediate KT This state really possesses the property of the phase. PD phase proposed by Mekata,44) because, if we To study properties in three dimensions, the average two neighboring structures in Fig. 5, we have standard three dimensional six-state clock model [27] a disordered site in one of the three sites. Thus, was also studied. It turned out that the nature of finally it was proved that there exists an ordered fluctuation is different from that of the two dimen- state corresponding to the Mekata’s PD phase in sions. It was shown that the model has no inter- three dimensions. This type of phase with mixed mediate temperature phase though it shows a large states is not known so far, and gives a new type of intermediate crossover temperature region.41),42) ordered state. No. 7] Phase transition in spin systems with various types of fluctuations 649
s 1 1
J1 J0 σ1 σ2 C12
s2
T/J 0 0 2 4
2 tanh(J0/2kBT)=tanh (J1/kBT))
Fig. 7. Temperature dependence of the correlation function Fig. 6. Domain structure of mixed states of the generalized six- h 1 2i¼tanhðKeff ðTÞÞ of the decorated bond [29]. Inset shows < state clock model [28] with C1 = 0.1J and C2 = C3 = J. The six the bond structure, where the circles denote the system spins 1 states (n =1,³ 6) are plotted by red, yellow, green, blue, gray, and <2, and the squares the decoration spins s1 and s2. and black squares, respectively. The left part is a mixed phase of n = 1 and 2, and the right part is a mixed phase of n = 2 and 3. The lattice is a cubic lattice with L = 100 and T = 0.4J.An 2 ð J1Þ ). On the other hand, at low temperatures, the intersection of the lattice is depicted. effective coupling constant is approximately given by the sum of interactions of all the three paths, i.e., In three dimensions, it has been pointed out a K(T) ’ (2J1 − J0)/kBT. rich structure of the ordered states, so-called “devil’s Here, we consider a competing case, e.g., J0 =2J stair case” or “devil’s flower”, appears in the and J1 = 1.5J with a unit of energy J. Because the ferromagnetic Ising model with a nearest neighbor direct path is antiferromagnetic (J0 > 0), the effective interaction in one direction (ANNNI model).45) These interaction is antiferromagnetic at high temperatures observations indicate that various unknown rich K(T) < 0. At low temperatures, it is ferromagnetic structures of ordered states exist in higher dimensions because 2J1 > J0. In Fig. 7, temperature dependence for the future studies. of the correlation function C12 ¼h 1 2i¼ 3.2. Reentrant phase transition. Another tanh Keff ðTÞ is plotted. The effective coupling interesting property of the frustrated systems is the disappears at the temperature T0 at which 2 non-monotonic ordering process due to the peculiar tanhðJ0=2kBT0Þ¼tanh ðJ1=kBT0Þ. distribution of degeneracy. The non-monotonicity is We can also provide more complicated types of understood by the idea of the decorated bond.46),47) A reentrant phase transitions in exactly solvable two- typical example of the decorated bond is depicted in dimensional Ising models.48) This reentrant behavior Fig. 7. There, two spins, <1 and <2, which we call the can give a mechanism of temperature dependent system spin, are connected by a direct bond (J0) and configuration of ordered states in random systems, two paths with the spins si (i = 1 and 2) which we where interesting phenomena such as memory and call the decoration spin. The Hamiltonian of the rejuvenation take place.49) It is also known that this decorated bond is given by type of decoration causes a kind of screening effect on the spin state at each site and stabilize it, and thus H ¼ J J ð þ Þðs þ s Þ: ½29 decoratedbond 0 1 2 1 1 2 1 2 the spin dynamics becomes very slow.50) The effective interaction K(Teff) between the system spins is given by 4. Frustration II: Continuous spin systems