Phase Transitions
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Phase Transitions Proseminar in Theoretical Physics Institut fur¨ theoretische Physik ETH Zurich¨ SS07 typeset & compilation by H. G. Katzgraber (with help from F. Hassler) Table of Contents 1 Symmetry and ergodicity breaking, mean-field study of the Ising model 1 1.1 Introduction.............................. 1 1.2 Formalism............................... 2 1.3 Themodelsystem:Isingmodel . 4 1.4 Solutionsinoneandmoredimensions. 8 1.5 Symmetryandergodicitybreaking . 14 1.6 Concludingremarks. 17 2 Critical Phenomena in Fluids 21 2.1 Repetition of the needed Thermodynamics . 21 2.2 Two-phaseCoexistence. 23 2.3 Van der Waals equation . 26 2.4 Spatialcorrelations . 30 2.5 Determination of the critical point/ difficulties in measurement . 32 3 Landau Theory, Fluctuations and Breakdown of Landau The- ory 37 3.1 Introduction.............................. 37 3.2 LandauTheory ............................ 40 3.3 Fluctuations.............................. 44 3.4 ConclusiveWords........................... 49 4 Scaling theory 53 4.1 Criticalexponents........................... 53 4.2 Scalinghypothesis .......................... 54 4.3 Deriving the Homogeneous forms . 58 4.4 Universalityclasses .......................... 61 4.5 Polymerstatistics........................... 62 4.6 Conclusions .............................. 68 iii TABLE OF CONTENTS 5 The Renormalization Group 71 5.1 Introduction.............................. 71 5.2 Classical lattice spin systems . 72 5.3 Scalinglimit.............................. 73 5.4 Renormalization group transformations . 76 5.5 Example: The Gaussian fixed point . 83 6 Critical slowing down and cluster updates in Monte Carlo simulations 89 6.1 Introduction.............................. 89 6.2 Criticalslowingdown. 92 6.3 Clusterupdates ............................ 95 6.4 Concludingremarks. 101 7 Finite-Size Scaling 105 7.1 Introduction.............................. 105 7.2 Scaling Function Hypothesis . 106 7.3 Critical Temperature Tc ....................... 109 7.4 Distinguishing between 1st and 2nd Order Phase Transitions . 113 7.5 Concludingremarks. 114 8 Berezinskii-Kosterlitz-Thouless Transition 117 8.1 Introduction.............................. 117 8.2 Vortices ................................ 119 8.3 Villain and Coulomb gas models . 121 8.4 Effectiveinteraction. 128 8.5 Kosterlitz-Thouless Transition . 131 9 O(N) Model and 1/N Expansion 137 9.1 Introduction.............................. 137 9.2 TheModel............................... 138 9.3 Mathematical Background . 139 9.4 SpontaneousSymmetryBreaking . 142 9.5 1/Nexpansion............................. 149 9.6 Renormalization and critical exponents . 152 9.7 Concludingremarks. 154 10 Quantum Phase Transitions and the Bose-Hubbard Model 157 10.1 What is a Quantum Phase Transition? . 157 10.2 TheBose-HubbardModel . 160 iv TABLE OF CONTENTS 10.3 Ultra-cold bosonic Gas in an optical Lattice Potential . 169 11 Quantum Field Theory and the Deconfinement Transition 175 11.1 Introduction.............................. 175 11.2 GaugeFieldTheories . 176 11.3 Wilson Loop and Static qq-Potential . 177 11.4 Quantum Field Theories at Finite Temperature . 180 11.5 The Wilson Line or Polyakov Loop . 183 11.6 The Deconfinement Phase Transition . 184 11.7 Deconfinement in the SU(3)GaugeTheory. 188 12 The Phases of Quantum Chromodynamics 193 12.1 Introduction.............................. 193 12.2 TheQCDPhaseDiagram . 203 12.3 Colour superconductivity and colour flavourlocking............................. 211 12.4 Relativistic Heavy-Ion Collisions . 215 13 BCS theory of superconductivity 221 13.1 Introduction.............................. 221 13.2CooperPairs ............................. 222 13.3BCSTheory.............................. 224 13.4 FiniteTemperatures . 228 13.5 Type II Superconductors and the Vortex State . 233 14 Bose Einstein Condensation 239 14.1 Introduction.............................. 239 14.2 The non-interacting Bose gas . 240 14.3 The Bose Gas with Hard Cores in the Mean Field Limit . 243 14.4 The weakly interacting Bose Gas in the Critical Regime . 245 14.5 Spontaneous Symmetry Breaking in the Bose Gas . 247 15 Superfluidity and Supersolidity 251 15.1 SuperfluidHelium. 251 15.2 SupersolidHelium. 260 v TABLE OF CONTENTS vi Chapter 1 Symmetry and ergodicity breaking, mean-field study of the Ising model Rafael Mottl supervisor: Dr. Ingo Kirsch We describe a ferromagnetic domain in a magnetic material by the Ising model using the language of statistical mechanics. By heuristic arguments we show that there is no spontaneous magne- tization for the nearest-neighbour Ising model in one dimension and that there is spontaneous magnetization in two and three dimensions. Three solutions are presented: the transfer matrix method in one dimension and non-zero external magnetic field, some ideas of the Onsager solution for the two-dimensional case with zero external magnetic field and the mean-field theory for arbitrary dimension and non-zero external magnetic field. Sym- metry and ergodicity breaking are introduced and applied to the Ising model. The restricted ensemble is used to describe the sys- tem with broken ergodicity. 1.1 Introduction We describe a ferromagnetic domain with spontaneous magnetization. In a cor- related state of spontaneous magnetization we have an ordered system whereas above some critical temperature we observe an unordered state: a phase transi- tion occurs at the critical temperature TC . 1 1.2 Formalism This phase transition is described by an order parameter which is zero above the critical temperature (zero order) and non-zero below the critical temperature: a measure of order which is in our case of a magnetic material the magnetization M of the material. From a general Hamiltonian with all possible spin-interaction terms we make a couple of assumptions to get to the Ising model. This model was introduced by the German physicist Ernst Ising (1900 - 1998). 1.2 Formalism The analysis of the Ising model makes use of the statistical mechanical descrip- tion of the system. We remember the reader of the statistical mechanical basics to introduce afterwards the definitions of phases, phase transition and critical exponents. 1.2.1 Statistical mechanical basics We describe a certain sample region Ω of volume V (Ω) which contains a number of particles N(Ω). The analysis is based on the canonical ensemble description. The corresponding partition function is given by: βH ( Kn , Θn ) Z [ K ] = Tr exp − Ω { } { } , (1.1) Ω { n} 1 β = , (1.2) kBT where the trace operator is the sum over all possible states in phase space Γ. The Hamiltonian defined on the phase space depends on the degrees of freedom Θn of the system (in our case: spin variables) and certain coupling constants Kn (e.g. external magnetic field). From the partition function we can calculate the free energy F [ K ]= F [K]= k T log Z [K]. (1.3) Ω { n} Ω − B Ω By taking the thermodynamical limit we get the bulk free energy per site FΩ[K] fb[K] = lim . (1.4) N(Ω) N(Ω) →∞ As we will see below, phase boundaries are defined as the regions of non-analyticity of the bulk free energy per site. We need the thermodynamic limit in order to 2 Symmetry and ergodicity breaking, mean-field study of the Ising model describe phase transitions. As the bulk free energy per site is just a finite sum over exponential terms having non-singular exponents it would be analytic every- where. Thus phase transitions are only observed in the thermodynamical limit. By applying partial derivatives to the bulk free energy we obtain the well-known thermodynamical properties: internal energy, heat capacity, magnetization and magnetic susceptibility: ∂ ǫ [K]= (βf [K]), (1.5) in ∂β b ∂ǫ [K] C[K]= in , (1.6) ∂T ∂f [K] M[K]= b , (1.7) − ∂H ∂M[K] χ [K]= . (1.8) T ∂H 1.2.2 Phases, phase transitions and critical exponents A phase is a region of analyticity of the bulk free energy per site. Different phases are separated by phase boundaries which are singular loci of the bulk free energy per site of dimension d - 1. We distinguish between two different kinds of phase transitions: 1. first-order phase transition: one (or more) of the first partial derivatives of the bulk free energy per site is discontinuous 2. continuous phase transition: all first derivatives of the bulk free energy per site are continuous. For a continuous phase transition we can introduce the critical exponents which describe the behaviour of the thermodynamical properties near the phase transi- tion: α 1. heat capacity C t − ∼| | 2. order parameter M t β ∼| | γ 3. susceptibility χ t − ∼| | 3 1.3 The model system: Ising model 4. equation of state M H1/δ. ∼ The first three critical exponents are defined for zero external magnetic field and t describes the deviation of the temperature from the critical temperature: T T t = − C . (1.9) TC The notation means that the described value has a singular part proportional ∼ to the given value. 1.2.3 Correlation function, correlation length and their critical exponents The definition of the correlation function looks as follows: G(r) := (S(r) S(r) ) (S(0) S(0) ) , (1.10) −h i −h i where r is the location of the spin variable S(r). The correlation function mea- sures the correlation between the fluctuations of the spin variables S(r) and S(0). Near the critical temperature TC we assume that the correlation function has the so called Ornstein-Zernike form p r/ξ G(r) r− e− . (1.11) ≃ ξ is the correlation length, i.e. the “length scale over which the fluctuations of the microscopic degrees of freedom are significantly correlated with each other” [1]. Cooling the system down near the critical temperature, we observe the divergence of the correlation length. Finally, the critical exponents ν and η for the correlation function are defined as ν ξ t − , p = d 2+ η. (1.12) ∼| | − 1.3 The model system: Ising model We introduce the Ising model and want to discuss the possibility of observing spontaneous magnetization in different dimensions. 4 Symmetry and ergodicity breaking, mean-field study of the Ising model 1.3.1 Characterization of the Ising model The properties of the general spin system are the follwing: 1. periodic lattice Ω in d dimensions 2. lattice contains N(Ω) fixed points called lattice sites 3.