Past exam of the mathematics course of the University of Cambridge / 2002 / iii / Paper 64 / 1

An order parameter distinguishes thermodynamic phases. For a ferromagnet it is the magnetization; for a fluid near its liquid-gas critical point it can be the density relative to its critical value. In a system with a scalar order parameter, introduce a slowly varying real scalar field $\varphi (x)$ whose spatial average represents that order parameter. The Landau-Ginzburg theory organizes the effective free energy as a local expansion consistent with the symmetry:Here $K>0$ is the stiffness in the gradient energy, and $H$ is the field conjugate to an order parameter. The even powers assume a symmetry $\varphi \mapsto -\varphi$ at $H=0$. Without that symmetry further terms, including a cubic term, may be allowed. The coefficients are smooth functions of temperature and other controls; near a mean-field transition one usually writes $r=a(T-T_0)$ with $a>0$. A positive highest retained even coefficient makes the local potential bounded below.

The partition function is obtained by weighting configurations with $\exp [-\mathcal{F}/(k_{B}T)]$. The Landau approximation replaces this functional average by minimization, taking a uniform $\varphi =M$ in a homogeneous phase. In a symmetric finite system the zero-field average can vanish even below the transition because it averages both signs of $M$. The spontaneous order parameter selects a pure thermodynamic phase by taking the thermodynamic limit before removing the conjugate field:Thus the order parameter measures the ordering of a selected thermodynamic phase, rather than the average over all symmetry-related phases.

A first-order phase transition has a discontinuity in a first derivative of the equilibrium free energy, such as entropy or the order parameter; a thermal first-order transition normally has latent heat. At a continuous phase transition the order parameter goes continuously to zero and there is no latent heat, although response functions and higher derivatives of the free energy can be singular.

For the symmetric scalar Landau free energy at zero conjugate field, minimizeIf $u>0$, the sixth-order term is unnecessary near $r=0$. For $r>0$ the minimum is $M=0$, whereas for $r<0$ there are two symmetry-related minima with $M^2=-r/u$ to leading order. The order parameter vanishes continuously as $r\uparrow 0$. The equilibrium free-energy density changes from zero to $-r^2/(4u)$, so its first temperature derivative is continuous and its second derivative has a jump. This is the ordinary mean-field continuous phase transition.

If $u<0$, keep $v>0$ for stability. A nonzero stationary order parameter, with $s=M^2$, obeys $r+us+v{s}^2=0$. For phase coexistence with $M=0$ its free energy must also vanish. Substituting $r=-us-v{s}^2$ into $V$ givesThe nonzero solution of $V=0$ is thereforeThe competing minima exchange stability at positive $r_t$, with a finite jump of the order parameter. This is a first-order phase transition. The metastability region is also visible: nonzero stationary points first appear at the spinodal $r=u^2/(4v)$, and the disordered local minimum loses stability at $r=0$.

For example, holding $u,v$ fixed and taking $r=a(T-T_0)$, the ordered phase has entropy lower than the disordered phase by $a{M}_t^2/2$ at coexistence. Heating through the transition absorbs latent heat per volume $T_{t}a{M}_t^2/2$. More generally the temperature dependence of all coefficients contributes to this entropy difference. With no inversion symmetry, a cubic term can also produce a first-order phase transition, as comparison of the competing minima of the Landau free energy shows.

Critical exponents describe leading singular powers near a continuous phase transition. Using the reduced temperature $t=(T-T_c)/T_c$, the standard definitions includeThese are the order-parameter critical exponent, magnetic-susceptibility critical exponent, heat-capacity critical exponent and correlation-length critical exponent. The critical-isotherm exponent is defined by $M(0,H)\sim \mathrm{sgn}(H)|H{|}^{1/\delta }$. The anomalous dimension $\eta$ gives the critical long-distance connected correlation function, $G_c(x)\sim |x{|}^{-(d-2+\eta )}$, when an ordinary scale-invariant critical point exists.

In the Landau approximation, minimize the Landau free energy to obtain the equation of state, differentiate it with respect to the field conjugate to an order parameter to obtain magnetic susceptibility, and differentiate the minimized free energy with respect to temperature to obtain heat capacity. These operations determine $\beta ,\delta ,\gamma ,\alpha$, respectively. Expanding the Landau-Ginzburg theory about its uniform minimum gives the quadratic fluctuation kernel $K{q}^2+V^{\prime \prime }(M)$, whose Fourier transform determines the correlation length and the anomalous dimension. At the ordinary quartic critical point this gives ${\xi }^2=K/V^{\prime \prime }(M)\propto |t{|}^{-1}$ and $\eta =0$.

For $u>0$, $r=0$ gives $H=u{M}^3$ and hence $\delta =3$; the equilibrium free energy $-r^2/(4u)$ gives a finite heat capacity discontinuity, conventionally $\alpha =0$. Together with the explicit calculation below, the ordinary mean-field critical exponents areThese describe neglect of fluctuation corrections, rather than the exact exponents of every low-dimensional Landau-Ginzburg theory.

A tricritical point is the meeting of a line of continuous phase transitions and a line of first-order phase transitions. In the symmetric scalar Landau free energy, it occurs at $r=u=0$ with $v>0$. Two independent controls are needed to tune both coefficients. The continuous transition lies at $r=0,u>0$, and the tricritical three-phase line found above has $r=3u^2/(16v),u<0$; both approach the tricritical point. At zero conjugate field the three coexisting states on this first-order line are the disordered state and the two opposite ordered states.

Setting $u=H=0$ makes the leading stabilizing interaction sextic. The nonzero minimum obeys $M^4=-r/v$, so the order-parameter critical exponent along this tuned direction is ${\beta }_{\mathrm{tri}}=1/4$. Substitution givesand two temperature derivatives give the heat-capacity critical exponent ${\alpha }_{\mathrm{tri}}=1/2$. At $r=u=0$, the equation of state is $H=v{M}^5$, giving the critical-isotherm exponent ${\delta }_{\mathrm{tri}}=5$.

For magnetic susceptibility, differentiating $H=rM+v{M}^5$ gives ${\chi }^{-1}=r+5v{M}^4$. This is $r$ above the transition and $-4r$ below, hence ${\gamma }_{\mathrm{tri}}=1$. The quadratic fluctuation kernel still has a mass proportional to $|r|$, giving ${\nu }_{\mathrm{tri}}=1/2$ and ${\eta }_{\mathrm{tri}}=0$. Thus the mean-field tricritical exponent calculation yieldsDetuning $u$ gives tricritical crossover scaling; one must specify the approach to the tricritical point when quoting these critical exponents. The sextic interaction has upper critical dimension three, so sufficiently strong long-distance fluctuations change these mean-field predictions below three dimensions.

The relevant boundary here is the upper critical dimension: above it the critical interactions become negligible at long distances and the ordinary mean-field critical exponents apply; at it there can be logarithmic corrections. This differs from the lower critical dimension, below which a particular kind of ordering may fail to exist.

Normalize the coefficient of $(\nabla \varphi {)}^2$ in the Landau-Ginzburg theory. Under a change of length scale $x=b{x}^{\prime }$, its invariance gives the engineering dimension $x_{\varphi }=(d-2)/2$. The quartic interaction then scales asIt is a relevant operator below four dimensions and an irrelevant operator above four. Thus the ordinary scalar transition has upper critical dimension $d_c=4$. At a tricritical point, where the quartic interaction is tuned away, the sextic coupling scales as $v^{\prime }=b^{6-2d}v$, giving the tricritical upper critical dimension $d_c=3$. This is the upper critical dimension of an even scalar interaction applied to powers four and six.

The Ginzburg criterion makes the reason for failure of the Landau approximation quantitative. In the ordered quartic theory, $M^2=|r|/u$, $V^{\prime \prime }(M)=2|r|$ and ${\xi }^2=K/(2|r|)$. The fluctuation of the order parameter averaged over a correlation volume has the scaleCompared with the squared mean order parameter, the Ginzburg criterion therefore givesFor $d<4$ this ratio grows without bound as the correlation length diverges. The assumption that fluctuations are small relative to the ordered value fails arbitrarily near the transition, and the interacting renormalization-group fixed point determines the critical exponents. For $d>4$ the ratio tends to zero. At $d=4$ scale counting is marginal, and the running quartic coupling produces logarithms.

Similarly, at the tricritical point $M^2\asymp \sqrt{K/v}{\xi }^{-1}$, so the multicritical Ginzburg ratio scales as $(k_{B}T\sqrt{v}/K^{3/2}){\xi }^{3-d}$. The Landau-Ginzburg theory remains a useful effective description below its upper critical dimension; it is its fluctuation-free exponent calculation that fails, not the possibility of including fluctuations in the theory.

Take the symmetric scalar Landau free energy with $u>0$, $r=at$ for a positive constant $a$, and leading equation of stateAt zero conjugate field, minimization gives $M=0$ for $t>0$ and $M=\pm \sqrt{-r/u}$ for $t<0$. Selecting the positive pure thermodynamic phase,Consequently the order-parameter critical exponent is $\boxed{\beta =1/2}$.

Differentiate the equation of state at fixed temperature, within the selected phase:Both sides diverge as $|t{|}^{-1}$, so the magnetic-susceptibility critical exponent is $\boxed{\gamma =1}$. The leading above-to-below magnetic susceptibility amplitude ratio is two. These are the ordinary mean-field critical exponents, valid under the fluctuation qualification explained above.