Past exam of the mathematics course of the University of Cambridge / 2003 / iii / Paper 46 / 2 / Solution

Write ${\beta }_T=(k_{B}T{)}^{-1}$ to distinguish inverse temperature from an order-parameter critical exponent. For the Ising model, define the full two-point correlation function $G(r)=⟨{\sigma }_0{\sigma }_r⟩$ and its connected correlation function $G_c(r)=G(r)-M^2$ in a translation-invariant phase. Away from a thermodynamic critical point, the large-distance envelope decays exponentially, possibly multiplied by a power of distance:This defines the correlation length in physical distance units when the limit exists. At a continuous phase transition, $\xi \to \infty$ and the critical connected correlation function typically has algebraic decay $G_c(r)\sim |r{|}^{-(D-2+\eta )}$, where $\eta$ is the anomalous dimension. Below the transition the full $G(r)$ tends to $M^2$, so the decay definition must use $G_c$.

Let $S={\sum }_r{\sigma }_r$ and $F=-{\beta }_T^{-1}\log Z$ be the extensive Helmholtz free energy. Holding the field-independent constant $C$ and other physical couplings fixed,Because the Hamiltonian contains $-hS$, ${\partial }_h\log Z={\beta }_T⟨S⟩$ and ${\partial }_h^2\log Z={\beta }_T^2(⟨S^2⟩-⟨S{⟩}^2)$. Translation invariance then proves the correlation-function susceptibility sum rule:In the ordered zero-field phase these statements refer to a selected pure thermodynamic phase; averaging equally over opposite magnetizations introduces the separate spin-mixture contribution to zero-field susceptibility.

A normalized blocking kernel $K_b({\sigma }^{\prime },\sigma )\ge 0$ satisfies ${\sum }_{{\sigma }^{\prime }}{K}_b({\sigma }^{\prime },\sigma )=1$. For example, assign one block spin to each block of $b^D$ microscopic spins using majority sign, with equal probabilities for a tie. Define the blocked Hamiltonian, retaining the entire generated operator space, byThe field-independent contribution $N{g}_E$ belongs to the identity operator. With $N^{\prime }=N{b}^{-D}$ andsumming over ${\sigma }^{\prime }$ proves $Z(u,C,N)=Z(u^{\prime },C^{\prime },N^{\prime })$ exactly. Iterating gives $N_p=N{b}^{-pD}$ and the same partition function with $(u_p,C_p,N_p)$. Observables at large scales are reproduced by appropriately blocked observables and sources. Truncating the generated interactions makes this an approximation; dropping the additive constant already destroys the equality of free energies even when normalized spin expectations remain correct.

The extensive Helmholtz free energy is unchanged: $F(u_0,C_0,N)=F(u_p,C_p,N_p)$. In contrast, its value per site changes because the number of sites changes. Define the reduced zero-constant free-energy density $f_0(u)={\beta }_{T}F(u,0,N)/N$ in the thermodynamic limit. The preceding equality yieldsand iteration proves the additive free-energy recursion under blocking:Equivalently $C_p=b^{pD}[C_0+{\sum }_{j=0}^{p-1}{b}^{-jD}{g}_E(u_j)]$. Thus the inhomogeneous source records the identity-operator contribution to renormalization-group free energy from eliminated short-distance degrees of freedom.

To express this recursion for the singular part, write $f_0=a+f_s$, where $a$ is the regular analytic background. Then the same displayed recursion holds with $f_s$ andThis is the analytic subtraction of an inhomogeneous renormalization recursion. A purely analytic source can often be absorbed into $a$, after which it does not control the leading singular powers. It is not legitimate simply to discard an analytic source in the full free energy, where it can dominate the regular background. Moreover an analytic monomial $c{t}^m{h}^n$ contributesIf $m{l}_t+n{l}_h=D$, the sum is $p$ and hence generates a logarithm when $p\sim -\log |t|/(l_t\log b)$: a renormalization-group free-energy resonance. Such a term cannot be discarded when describing that logarithmic singularity. Neglect of the inhomogeneous term in the leading power-law scaling therefore assumes that its regular part has been subtracted, that any remaining source only changes finite scaling amplitudes, and that there are no relevant resonances or marginal logarithms. Omitting an irrelevant operator further requires absence of a dangerously irrelevant coupling, whose vanishing limit can make a scaling function singular.

A renormalization-group fixed point obeys $R_b{u}_{\ast }=u_{\ast }$. Linearization gives $\delta u^{\prime }=A\delta u$; in eigenvector coordinates $w_i^{\prime }=b^{l_i}{w}_i$. Positive $l_i$ label relevant operators, negative $l_i$ label irrelevant operators, and zero $l_i$ labels a marginal operator requiring nonlinear analysis. The critical surface is the stable manifold obtained by tuning all relevant scaling fields to zero. A repulsive renormalization-group trajectory leaves the fixed point along a relevant direction as the observation length increases. Locally a typical zero-field section has $dw/d\ell =-\omega w$, $dt/d\ell =l_{t}t$, $\ell =\log b$, so the critical surface $t=0$ attracts along $w$, while trajectories with either sign of $t$ depart from it. A magnetic scaling field adds another relevant direction.

Under the stated homogeneous-scaling assumptions and after fixing irrelevant fields at their limiting values, two relevant scaling fields obey $t^{\prime }=b^{l_t}t$, $h^{\prime }=b^{l_h}h$. These fields are analytic coordinates near the renormalization-group fixed point, proportional to the physical reduced temperature and conjugate field to leading order. The singular free-energy density consequently obeysHere $F_s$ denotes the singular free energy per original site or unit volume, with regular dimensional factors absorbed; the extensive singular part is $N{F}_s$. Iterate and choose $b^p=|t{|}^{-1/l_t}$ to obtain the scaling hypothesis for critical phenomena:The sign labels the two sides of the transition: $f_{+}$ describes $t>0$, the disordered side, while $f_{-}$ describes $t<0$, the ordered side. The two functions need not coincide; $f_{-}$ has the zero-field one-sided derivative appropriate to spontaneous magnetization. The numbers $l_t,l_h$ are scaling eigenvalues in logarithmic form: the corresponding discrete RG multipliers are $b^{l_t},b^{l_h}$.

The correlation length obeys $\xi (t,h)=b\xi (b^{l_t}t,b^{l_h}h)$. The same scale choice gives $\nu =1/l_t$. Differentiating $F_s$ once and twice with respect to the conjugate field, and twice with respect to temperature, givesAt $t=0$, instead choose the scale $b^p=|h{|}^{-1/l_h}$. Then $F_s(0,h)\sim |h{|}^{D/l_h}$ and $M\sim \mathrm{sgn}(h)|h{|}^{D/l_h-1}$, so $\delta =l_h/(D-l_h)$. Thus differentiation and scale matching establishThe first is the Widom scaling relation and the second the hyperscaling relation. The hyperscaling relation requires precisely the regular homogeneous scaling used here. Above the ordinary upper critical dimension, the quartic coupling is dangerously irrelevant in the ordered phase and this derivation cannot discard it: the mean-field critical exponents $\nu =1/2$, $\alpha =0$ do not obey $\alpha =2-D\nu$ for $D>4$. At marginal dimensions logarithmic factors likewise require care beyond the displayed pure powers.