
<p>Symmetry and ergodicity breaking, mean-field study of the <br>Ising model </p><p>Rafael Mottl, ETH Zurich Advisor: Dr. Ingo Kirsch </p><p>Topics </p><p>Introduction Formalism The model system: Ising model </p><p>Solutions in one and more dimensions Symmetry and ergodicity breaking Conclusion </p><p>Introduction </p><p></p><ul style="display: flex;"><li style="flex:1">phase A </li><li style="flex:1">phase B </li></ul><p></p><p>T<sub style="top: 0.29em;">c </sub></p><p>temperature T phase transition </p><p>order parameter <br>ꢀ Critical exponents </p><p>T</p><p>T<sub style="top: 0.29em;">c </sub></p><p>Formalism </p><p><strong>Statistical mechanical basics </strong></p><p>Ω</p><p>sample region </p><p>d</p><p>i) certain dimension ii) volume </p><p>V (Ω) N(Ω) </p><p>iii) number of particles/sites iv) boundary conditions <br>Hamiltonian defined on the sample region </p><p>ꢀ</p><p>H<sub style="top: 0.25em;">Ω </sub></p><p>−</p><p>=</p><p>K<sub style="top: 0.25em;">n</sub>Θ<sub style="top: 0.25em;">n </sub></p><p>k<sub style="top: 0.25em;">B</sub>T </p><p>n</p><p>Depending on the degrees of freedom </p><p>Coupling constants </p><p>Partition function </p><p>1</p><p>β = </p><p>Z<sub style="top: 0.24em;">Ω</sub>[{K<sub style="top: 0.24em;">n</sub>}] = Tr exp<sup style="top: -0.69em;">−βH ({K },{Θ }) </sup></p><p>Ω</p><p></p><ul style="display: flex;"><li style="flex:1">n</li><li style="flex:1">n</li></ul><p></p><p>k<sub style="top: 0.25em;">B</sub>T </p><p>F<sub style="top: 0.24em;">Ω</sub>[{K<sub style="top: 0.24em;">n</sub>}] = F<sub style="top: 0.24em;">Ω</sub>[K] = −k<sub style="top: 0.24em;">B</sub>TlogZ<sub style="top: 0.24em;">Ω</sub>[{K<sub style="top: 0.24em;">n</sub>}] </p><p>Free energy Free energy per site </p><p>F<sub style="top: 0.25em;">Ω</sub>[K] f<sub style="top: 0.24em;">b</sub>[K] = lim <br>N(Ω)→∞ N(Ω) </p><p>i) Non-trivial existence of limit </p><p>Ω</p><p>ii) Independent of iii) </p><p>lim <br>N(Ω) </p><p>= const </p><p>N(Ω)→∞ V (Ω) </p><p><strong>Phases and phase boundaries </strong></p><p>f<sub style="top: 0.24em;">b</sub>[K] </p><p></p><ul style="display: flex;"><li style="flex:1">Supp.: - </li><li style="flex:1">exists </li></ul><p></p><p>{K<sub style="top: 0.24em;">1</sub>, . . . , K<sub style="top: 0.24em;">D</sub>} </p><p>- there exist D coulping constants: </p><ul style="display: flex;"><li style="flex:1">-</li><li style="flex:1">is analytic almost everywhere </li></ul><p></p><p>f<sub style="top: 0.24em;">b</sub>[K] </p><p>f [{K<sub style="top: 0.24em;">n</sub>}] <sub style="top: 0.24em;">are points, lines, planes, hyperplanes in the </sub></p><p>- non-analyticities of b phase diagram </p><p>D<sub style="top: 0.24em;">s </sub>= 0, 1, 2, . . . </p><p>ꢀ Dimension of these singular loci: <br>Codimension C for each type of singular loci: </p><p>C = D − D<sub style="top: 0.24em;">s </sub></p><p>f<sub style="top: 0.24em;">b</sub>[K] </p><p><strong>Phase</strong>: region of analyticity of </p><p><strong>Phase boundaries</strong>: loci of codimension C = 1 </p><p><strong>Types of phase transitions </strong></p><p>f<sub style="top: 0.24em;">b</sub>[K] </p><p>is everywhere continuous. <br>Two types of phase transitions: </p><p>∂f<sub style="top: 0.26em;">b</sub>[K] </p><p>a) Discontinuity across the phase boundary of </p><p>∂K<sub style="top: 0.25em;">i </sub></p><p><strong>first-order phase transition </strong></p><p>b) All derivatives of the free energy per site are continuous across the phase boundaries </p><p><strong>Continuous phase transition </strong></p><p><strong>Overview </strong></p><p>Z<sub style="top: 0.24em;">Ω</sub>[K] = Tr exp<sup style="top: -0.68em;">−βH (K,{Θ }) </sup></p><p>Ω</p><p>n</p><p>F<sub style="top: 0.24em;">Ω</sub>[K] = −k<sub style="top: 0.24em;">B</sub>TlogZ<sub style="top: 0.24em;">Ω</sub>[K] </p><p>F<sub style="top: 0.25em;">Ω</sub>[K] f<sub style="top: 0.24em;">b</sub>[K] = lim <br>N(Ω)→∞ N(Ω) </p><p>∂<br>∂f<sub style="top: 0.25em;">b</sub>[K] </p><p>ǫ<sub style="top: 0.26em;">in</sub>[K] = (βf<sub style="top: 0.26em;">b</sub>[K]) </p><p>∂β </p><p>M[K] = − </p><p>∂H </p><p></p><ul style="display: flex;"><li style="flex:1">internal energy </li><li style="flex:1">magnetization </li></ul><p></p><p>∂M[K] <br>∂ǫ<sub style="top: 0.25em;">in</sub>[K] </p><p>χ<sub style="top: 0.24em;">T </sub>[K] = <br>C[K] = </p><p>∂H <br>∂T </p><p>magnetic susceptibility heat capacity </p><p><strong>Critical exponents </strong></p><p>How do the measurable quantities change in the neighbourhood of a critical point? </p><p>T − T<sub style="top: 0.26em;">C </sub>t = </p><p>T<sub style="top: 0.24em;">C </sub></p><p>Critical temperature </p><p>T<sub style="top: 0.26em;">C </sub></p><p>C ∼|t|<sup style="top: -0.68em;">−α </sup></p><p>heat capacity </p><p>β</p><p>for H ≡ 0 </p><p>M ∼|t| </p><p>Order parameter (t < 0) susceptibility </p><p>χ ∼|t|<sup style="top: -0.69em;">−γ </sup>M ∼ H<sup style="top: -0.69em;">1/δ </sup></p><p>Equation of state </p><p><strong>Correlation length </strong></p><p>- Length scale over which the fluctuations of the microscopic degrees of freedom are significantly correlated with each other </p><p>(Cardy: Scaling and Renormalization in Statistical Physics) </p><p>- Strong dependence on temperature near a phase transition diverging to infinity at the transition itself </p><p><strong>Critical exponents for the correlation function </strong></p><p>t → 0 </p><p>Γ(r) −→ r<sup style="top: -0.84em;">−p</sup>e<sup style="top: -0.84em;">−r/ξ </sup></p><p>ξ ∼|t|<sup style="top: -0.6em;">−ν </sup></p><p>Correlation length </p><p>p = d − 2 + η </p><p>Power-law decay (t=0) </p><p>The model system: Ising model </p><p>- attempt to simulate a domain in a ferromagnetic material - Spontaneous magnetization in absence of an external magnetic field - Critical temperature: Curie temperature </p><p><strong>Importance of Ising model </strong></p><p>- Equivalent models (lattice gas, binary alloy) - The only non-trivial example of a phase transition that can be worked out be mathematical rigor in statistical mechanics </p><p>- Compare computer simulations of the model with exact solution </p><p><strong>Characterization of the Ising model </strong></p><p>i) Periodic lattice ii) Lattice contains in d dimensions </p><p>Ω</p><p>fixed points called lattice sited </p><p>N(Ω) </p><p>iii) For each site: classical spin variable S<sub style="top: 0.42em;">i </sub>= +/- 1 (i = 1, …, N) in a definite direction (degrees of freedom) </p><p>iv) Most general Hamiltonian </p><p></p><ul style="display: flex;"><li style="flex:1">ꢀ</li><li style="flex:1">ꢀ</li><li style="flex:1">ꢀ</li></ul><p></p><p>−H<sub style="top: 0.24em;">Ω </sub>= </p><p></p><ul style="display: flex;"><li style="flex:1">H<sub style="top: 0.24em;">i</sub>S<sub style="top: 0.24em;">i </sub>+ </li><li style="flex:1">J<sub style="top: 0.24em;">ij</sub>S<sub style="top: 0.24em;">i</sub>S<sub style="top: 0.24em;">j </sub>+ </li></ul><p></p><p>K<sub style="top: 0.24em;">ijk</sub>S<sub style="top: 0.24em;">i</sub>S<sub style="top: 0.24em;">j</sub>S<sub style="top: 0.24em;">k </sub>+ . . . </p><p>i,j </p><p>i∈Ω </p><p>i,j,k </p><p>2<sup style="top: -0.69em;">N(Ω) </sup></p><p>v) Number of possible configurations: </p><p></p><ul style="display: flex;"><li style="flex:1">ꢀ ꢀ </li><li style="flex:1">ꢀ</li><li style="flex:1">ꢀ</li></ul><p></p><p>Tr ≡ </p><p></p><ul style="display: flex;"><li style="flex:1">· · · </li><li style="flex:1">≡</li></ul><p></p><p>S<sub style="top: 0.16em;">1</sub>=±1 S<sub style="top: 0.16em;">2</sub>=±1 </p><p>S</p><p><sub style="top: 0.21em;">N(Ω)</sub>=±1 </p><p>{S<sub style="top: 0.16em;">i</sub>=±1} </p><p><strong>Assumptions </strong></p><p>K<sub style="top: 0.24em;">ijk </sub>= 0, . . . </p><p>i) two-spin coupling only </p><p>H<sub style="top: 0.25em;">i </sub>≡ H </p><p>ii) External magnetic field spatially constant iii) Nearest-neighbour interactions only </p><p></p><ul style="display: flex;"><li style="flex:1">ꢀ</li><li style="flex:1">ꢀ</li></ul><p></p><p>→</p><p></p><ul style="display: flex;"><li style="flex:1">i,j </li><li style="flex:1"><ij> </li></ul><p></p><p>iv) Isotropic interactions v) Hypercubic lattice </p><p>J<sub style="top: 0.25em;">ij </sub>≡ J z = 2d J > 0 </p><p>vi) Ferromagnetic material </p><p></p><ul style="display: flex;"><li style="flex:1">ꢀ</li><li style="flex:1">ꢀ</li></ul><p></p><p>−H<sub style="top: 0.33em;">Ω </sub>= H S<sub style="top: 0.33em;">i </sub>+ J </p><p>S<sub style="top: 0.33em;">i</sub>S<sub style="top: 0.33em;">j </sub></p><p><i,j> </p><p>i∈Ω </p><p>ꢀ</p><p></p><ul style="display: flex;"><li style="flex:1">ꢀ</li><li style="flex:1">ꢀ</li></ul><p></p><p><sub style="top: 0.55em;">i∈Ω </sub>S<sub style="top: 0.24em;">i</sub>+J </p><p><sub style="top: 0.55em;"><i,j> </sub>S<sub style="top: 0.24em;">i</sub>S<sub style="top: 0.24em;">j</sub>) </p><p></p><ul style="display: flex;"><li style="flex:1">Z<sub style="top: 0.37em;">Ω</sub>[H, T, J] = </li><li style="flex:1">exp<sup style="top: -1.05em;">β(H </sup></li></ul><p></p><p>{S<sub style="top: 0.24em;">i</sub>=±1} </p><p><strong>Arguments for phase transition in d = 1,2 dimensions with H = 0 </strong></p><p>ꢀ</p><p>F<sub style="top: 0.25em;">Ω</sub>[K] = E<sub style="top: 0.25em;">in</sub>[K] − TS<sub style="top: 0.25em;">Ω</sub>[K] = −J </p><p>S<sub style="top: 0.25em;">i</sub>S<sub style="top: 0.25em;">j </sub>− Tk<sub style="top: 0.25em;">B</sub>log(♯(states)) </p><p><i,j> </p><p>A<br>B</p><p><strong>d = 1 </strong></p><p>N → ∞ </p><p>F<sub style="top: 0.24em;">N,B </sub>− F<sub style="top: 0.24em;">N,A </sub>= 2J − k<sub style="top: 0.24em;">B</sub>Tlog(N − 1) → −∞ </p><p><strong>d = 2 </strong></p><p>A<br>B</p><p>n bonds </p><p>F<sub style="top: 0.24em;">N,B </sub>− F<sub style="top: 0.24em;">N,A </sub>= [2J − log(z − 1)k<sub style="top: 0.24em;">B</sub>T]n <br>2J </p><p>T<sub style="top: 0.25em;">C </sub>= </p><p>k<sub style="top: 0.26em;">B</sub>log(z − 1) </p><p><strong>Long range order </strong>ꢀ <strong>short range order </strong></p><p>- nearest neighbour interaction: short range interaction - What about: </p><p>J</p><p>J<sub style="top: 0.26em;">ij </sub>= </p><p>σ</p><p>|r<sub style="top: 0.25em;">i </sub>− r<sub style="top: 0.25em;">j</sub>| </p><p>Answer: </p><p>σ < 1 </p><p>thermodynamic limit does not exist </p><p>1 ꢀ σ ꢀ 2 </p><p>long range order persist for 0 < T < T<sub style="top: 0.42em;">C </sub>short-range interaction: no ferromagnetic state for T > 0 </p><p>2 ꢀ σ </p><p>Solutions in one and more dimensions </p><p>- ad hoc methods - recursion method </p><p>H = 0 d = 1 </p><p>- transfer matrix method </p><p>H = 0 </p><p>(Kramers, Wannier 1941) <br>- low temperature expansion </p><p></p><ul style="display: flex;"><li style="flex:1">H = 0 </li><li style="flex:1">d = 2 </li></ul><p></p><p>- Onsager solution (1944) - mean-field method (Weiss) </p><p>d = 1, 2, 3 </p><p>H = 0 </p><ul style="display: flex;"><li style="flex:1">d = 1 </li><li style="flex:1">H = 0 </li></ul><p></p><p><strong>Transfer matrix method </strong></p><p>Reduce the problem of calculating the partition function to the problem of finding the eigenvalues of a matrix </p><p>S<sub style="top: 0.2em;">N+1 </sub>= S<sub style="top: 0.2em;">1 </sub></p><p>S<sub style="top: 0.24em;">N+1 </sub>= S<sub style="top: 0.24em;">1 </sub></p><p>Assumption: </p><p>S<sub style="top: 0.2em;">N </sub></p><p>S<sub style="top: 0.21em;">2 </sub></p><p>Z<sub style="top: 0.24em;">Ω</sub>[H, J] = Tr exp<sup style="top: -0.69em;">−βH (H,J,{S }) </sup></p><p>S<sub style="top: 0.22em;">3 </sub></p><p>Ω</p><p>i</p><p></p><ul style="display: flex;"><li style="flex:1">ꢀ</li><li style="flex:1">ꢀ</li></ul><p></p><p></p><ul style="display: flex;"><li style="flex:1">H<sub style="top: 0.21em;">Ω</sub>(H, J, {S<sub style="top: 0.21em;">i</sub>}) = −H </li><li style="flex:1">S<sub style="top: 0.21em;">i </sub>− J </li></ul><p></p><p>S<sub style="top: 0.21em;">i</sub>S<sub style="top: 0.21em;">j </sub></p><p><i,j> </p><p>i∈Ω </p><p></p><ul style="display: flex;"><li style="flex:1">h := βH </li><li style="flex:1">K := βJ </li></ul><p></p><p>ꢀ ꢀ </p><p></p><ul style="display: flex;"><li style="flex:1">ꢀ</li><li style="flex:1">ꢀ</li></ul><p></p><p></p><ul style="display: flex;"><li style="flex:1"><sub style="top: 0.54em;">i </sub>S<sub style="top: 0.24em;">i</sub>+K </li><li style="flex:1"><sub style="top: 0.54em;">i </sub>S<sub style="top: 0.24em;">i</sub>S<sub style="top: 0.24em;">i+1 </sub></li></ul><p></p><p>Z<sub style="top: 0.37em;">Ω</sub>[h, K] = . . . e<sup style="top: -1em;">h </sup></p><p>S<sub style="top: 0.24em;">1 </sub></p><p>S<sub style="top: 0.24em;">N </sub></p><p></p><ul style="display: flex;"><li style="flex:1">ꢁ</li><li style="flex:1">ꢂ</li></ul><p></p><p>e<sup style="top: -0.6em;">h+K </sup>− λ </p><p>e<sup style="top: -0.6em;">−K </sup></p><p>e<sup style="top: -0.6em;">−h+K </sup>− λ det </p><p>≡ 0 </p><p>Calculation: </p><p>e<sup style="top: -0.6em;">−K </sup></p><p>ꢃ</p><p></p><ul style="display: flex;"><li style="flex:1">⇒ λ<sub style="top: 0.25em;">1,2 </sub>= e<sup style="top: -0.69em;">K</sup>(cosh(h) ± sinh(h)<sup style="top: -0.48em;">2 </sup>+ e<sup style="top: -0.48em;">−4K </sup></li><li style="flex:1">)</li></ul><p></p><p>ꢃ</p><p>⇒ f<sub style="top: 0.25em;">b</sub>(h, K, T) = −Jk<sub style="top: 0.25em;">B</sub>Tlog(cosh(h) + sinh(h)<sup style="top: -0.48em;">2 </sup>+ e<sup style="top: -0.48em;">−4K</sup>) </p><p><strong>Spatial correlation in one dimension (T > 0) </strong></p><p></p><ul style="display: flex;"><li style="flex:1">H = 0 </li><li style="flex:1">d = 1 </li></ul><p></p><p>Definition: two point correlation function </p><p>G(i, j) := ꢁ(S<sub style="top: 0.24em;">i </sub>− ꢁS<sub style="top: 0.24em;">i</sub>ꢂ)(S<sub style="top: 0.24em;">j </sub>− ꢁS<sub style="top: 0.24em;">j</sub>ꢂ)ꢂ = ꢁS<sub style="top: 0.24em;">i</sub>S<sub style="top: 0.24em;">j</sub>ꢂ − ꢁS<sub style="top: 0.24em;">i</sub>ꢂꢁS<sub style="top: 0.24em;">j</sub>ꢂ </p><p>G(i, i + j) = ꢁS<sub style="top: 0.24em;">i</sub>S<sub style="top: 0.24em;">i+j</sub>ꢂ = (tanh(K))<sup style="top: -0.69em;">j </sup></p><p>G(i, i + j) = e<sup style="top: -0.69em;">−jlog(coth(K)) </sup>≡ e<sup style="top: -0.69em;">−j/ξ </sup></p><p>1</p><p>J/(k<sub style="top: 0.16em;">B</sub>T) </p><p>∼<br>⇒ ξ = </p><p>1/2 e <br>=</p><p>log(coth)K)) </p><p></p><ul style="display: flex;"><li style="flex:1">H = 0 </li><li style="flex:1">d = 2 </li></ul><p></p><p><strong>Onsager solution </strong></p><p>Columns → </p><p>3</p><p>Notation and boundary conditions: </p><p>... </p><p>n</p><p>2</p><p>1</p><p>n + 1 ≡ 1 </p><p>1</p><p>2</p><p>µ<sub style="top: 0.24em;">α </sub>= {s<sub style="top: 0.24em;">1</sub>, s<sub style="top: 0.24em;">2</sub>, . . . , s<sub style="top: 0.24em;">n</sub>}<sub style="top: 0.24em;">αth row </sub></p><p>s<sub style="top: 0.24em;">n+1 </sub>= s<sub style="top: 0.24em;">1 </sub>, µ<sub style="top: 0.24em;">n+1 </sub>= µ<sub style="top: 0.24em;">1 </sub></p><p>3</p><p>N = n<sup style="top: -0.69em;">2 </sup></p><p>n</p><p>Elements of the Hamiltonian: </p><p>n + 1 ≡ 1 </p><p>n</p><p>ꢀ</p><p>E(µ, µ<sup style="top: -0.61em;">′</sup>) = −ǫ </p><p>s<sub style="top: 0.21em;">k</sub>s<sup style="top: -0.61em;">′</sup><sub style="top: 0.36em;">k </sub></p><p>k=1 </p><p></p><ul style="display: flex;"><li style="flex:1">n</li><li style="flex:1">n</li></ul><p></p><p></p><ul style="display: flex;"><li style="flex:1">ꢀ</li><li style="flex:1">ꢀ</li></ul><p></p><p>E(µ) = −ǫ </p><p>s<sub style="top: 0.23em;">k</sub>s<sub style="top: 0.23em;">k+1 </sub>− H </p><p>s<sub style="top: 0.23em;">k </sub></p><p>$$2$$</p><p></p><ul style="display: flex;"><li style="flex:1">k=1 </li><li style="flex:1">k=1 </li></ul><p></p><p>Partition function: </p><p>ꢀ ꢀ </p><p>ꢀ</p><p>n</p><p><sub style="top: 0.44em;">α=1</sub>[E(µ<sub style="top: 0.19em;">α</sub>,µ<sub style="top: 0.19em;">α+1</sub>)+E(µ<sub style="top: 0.19em;">α</sub>)] </p><p>Z<sub style="top: 0.3em;">Ω</sub>[H, T] = . . . e<sup style="top: -0.82em;">−β </sup></p><p>µ<sub style="top: 0.2em;">1 </sub></p><p>µ<sub style="top: 0.2em;">n </sub></p><p>−β[E(µ,µ<sup style="top: -0.51em;">′</sup>)+E(µ)] </p><p>ꢁµ|P|µ<sup style="top: -0.69em;">′</sup>ꢂ := e </p><p></p><ul style="display: flex;"><li style="flex:1">Properties of the matrix P: </li><li style="flex:1">-</li></ul><p>--</p><p>P : 2<sup style="top: -0.69em;">n </sup>× 2<sup style="top: -0.69em;">n</sup>matrix Z<sub style="top: 0.24em;">Ω</sub>[H, T] = TrP<sup style="top: -0.69em;">n </sup></p><p></p><ul style="display: flex;"><li style="flex:1">1</li><li style="flex:1">1</li></ul><p>⇒ lim log(Z<sub style="top: 0.25em;">Ω</sub>[H = 0, T]) = lim log(λ<sub style="top: 0.25em;">max</sub>) </p><p></p><ul style="display: flex;"><li style="flex:1"><sup style="top: -0.06em;">N→∞ </sup>N </li><li style="flex:1"><sup style="top: -0.15em;">n→∞ </sup>n </li></ul><p></p><p>largest eigenvalue of P </p><p></p><ul style="display: flex;"><li style="flex:1">F<sub style="top: 0.23em;">Ω</sub>[0, T] </li><li style="flex:1">−k<sub style="top: 0.23em;">B</sub>TlogZ<sub style="top: 0.23em;">Ω</sub>[0, T ] </li></ul><p></p><p>N(Ω) <br>1<br>= −k<sub style="top: 0.23em;">B</sub>T lim log(λ<sub style="top: 0.23em;">max </sub></p><p><sup style="top: -0.15em;">n→∞ </sup>n </p><p></p><ul style="display: flex;"><li style="flex:1">f<sub style="top: 0.23em;">b</sub>[H = 0, T] = lim </li><li style="flex:1">= lim </li><li style="flex:1">)</li></ul><p>N(Ω)→∞ N(Ω) </p><p>N(Ω)→∞ </p><p>ꢄ</p><p>π</p><p>ꢅ</p><p></p><ul style="display: flex;"><li style="flex:1">1</li><li style="flex:1">1</li></ul><p></p><ul style="display: flex;"><li style="flex:1">⇒ βf<sub style="top: 0.26em;">b</sub>[0, T] = − log (2 cosh 2βǫ) − </li><li style="flex:1">dφ log 1 + 1 − κ<sup style="top: -0.48em;">2</sup>sin<sup style="top: -0.48em;">2</sup>φ </li></ul><p></p><p>2π </p><p>2</p><p>0</p><p>κ = 2[cosh 2φ coth2φ]<sup style="top: -0.69em;">−1 </sup></p>
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