Past exam of the mathematics course of the University of Cambridge / 2009 / iii / Paper 43 / 1

A phase diagram partitions a space of control parameters into regions with distinct equilibrium phases. Its boundaries mark nonanalyticities of the thermodynamic-limit free energy; a first-order phase transition has a jump in a first derivative, whereas a continuous phase transition has a continuously vanishing order parameter and singular fluctuations.

An explicit three-parameter example is the scalar Landau free energywith parameter axes $(r,u,h)$. These can be realized locally by the temperature, single-ion anisotropy and magnetic field of the Blume–Capel model. The three dimensions here refer to control-parameter space, not necessarily to three spatial dimensions. At $h=0$, minimizing this potential gives a continuous phase transition at $r=0$ for $u>0$. For $u<0$, coexistence occurs at $r=3u^2/(16v)$, whereThere are three global minima, $M=0$ and $M=\pm \sqrt{-3u/(4v)}$. Their order parameter jump decreases to zero as $u\uparrow 0$. Thus $(r,u,h)=(0,0,0)$ is a tricritical point. The two transition curves in the $h=0$ plane meet there.

In the three-dimensional phase diagram, crossing $h=0$ inside the ordered region switches between opposite signs of $M$, so that region is itself a first-order phase transition sheet. For $u<0$, two tricritical wings at opposite nonzero fields separate weakly and strongly magnetized phases. Their wing critical edges can be obtained rather than merely sketched: require $V^{\prime }=V^{\prime \prime }=V^{\prime \prime \prime }=0$. Since $V^{\prime \prime \prime }=6uM+20v{M}^3$, the nonzero solutions satisfyThe fourth derivative there is $-12u>0$, giving ordinary continuous critical endpoints. The wings meet the zero-field coexistence sheet along the tricritical three-phase line and terminate at these edges. Their exact tricritical wing coexistence factorization supplies the surfaces in the figure: for two nonnegative minima $a\le b$, set $s=a+b$, $p=ab$ andDirect expansion gives $V(M)-V(a)=(v/6)(M-a{)}^2(M-b{)}^2[(M+s{)}^2+p]\ge 0$, proving that these surfaces describe coexistence of global, not merely local, minima.

For the unheaded Ising model calculation, assume ferromagnetic exchange $J>0$ and let $M$ denote the mean Ising spin. On the hypercubic lattice the coordination number of a lattice is $z=2D$, even though the original positive-direction bond sum counts each bond only once. The mean-field approximation neglects products of deviations from $M$:There are $ND$ bonds, so the approximate energy is $H_{\mathrm{MF}}=-2DJM{\sum }_i{\sigma }_i+NDJ{M}^2$. Each independent Ising spin therefore sees the effective field $2DJM$. With ${\beta }_{\mathrm{th}}=1/(k_{B}T)$, averaging its two Boltzmann weights gives the self-consistency equationThe slope of its right side at zero is $T_c/T$, whereAbove $T_c$, $\tanh x<x$ for $x>0$ excludes a nonzero solution. Below $T_c$ the initial slope exceeds one, and concavity of the hyperbolic tangent on the positive axis gives one positive solution and its negative partner. The Ising auxiliary mean-field free energy $DJ{M}^2-k_{B}T\log [2\cosh (2{\beta }_{\mathrm{th}}DJM)]$ has positive quartic coefficient near $T_c$, while its quadratic coefficient changes sign there. Its stable minima therefore move continuously away from zero; this is a continuous phase transition in the mean-field theory of the Ising model.

Put $\tau =(T_c-T)/T_c>0$ and $c=T_c/T=(1-\tau {)}^{-1}$. The Taylor expansion $\tanh x=x-x^3/3+O(x^5)$ gives, on the nonzero branch,Consequently $M\sim \sqrt{3}{\tau }^{1/2}$ and the mean-field order-parameter exponent is $\beta =1/2$. The inverse-temperature symbol ${\beta }_{\mathrm{th}}$ used above is distinct from this order-parameter critical exponent.

For a ferromagnet the scalar order parameter is the spontaneous spin magnetization. It distinguishes a symmetry-invariant phase with zero mean from one of two phases with a nonzero mean of opposite signs. At zero field, a finite system with spin inversion symmetry has exactly zero mean. The spontaneous value is defined by taking the thermodynamic limit first and then sending the symmetry-breaking conjugate field to zero from one side.

A Landau-Ginzburg theory promotes the coarse magnetization to a scalar field $M(x)$ and usesAt $h=0$, spin inversion symmetry permits only even local powers. The gradient term penalizes spatial variations. The equilibrium statistical weight is $e^{-\mathcal{F}/(k_{B}T)}$; the Landau approximation chooses a stable minimum of $\mathcal{F}$, whereas the full functional integral retains fluctuations around it. In a homogeneous phase this gives the equation of state $h=rM+u{M}^3+v{M}^5$. The field $h$ is conjugate to the order parameter, with $M=-\partial f_{\mathrm{eq}}/\partial h$.

Use the connected correlation function $G(x)=⟨M(x)M(0)⟩-⟨M{⟩}^2$, since the disconnected constant in an ordered phase does not measure fluctuation decay. Away from criticality its large-distance exponential defines the correlation length:when that limit exists. Algebraic prefactors do not affect this definition.

Expand the Landau-Ginzburg theory about a stable homogeneous minimum $M_0$. With $A=V^{\prime \prime }(M_0)>0$, the quadratic fluctuation energy is $\frac{1}{2}\int d^{D}x[\kappa |\nabla \delta M{|}^2+A(\delta M{)}^2]$. The Gaussian functional integral givesThis Ornstein--Zernike correlation function shows why the curvature of the free-energy minimum controls correlations. At a continuous phase transition that curvature vanishes, allowing long-range fluctuations. In the ordinary quartic theory with $u>0$, $A=r$ above the transition and $A=-2r$ on either ordered branch below, so $\xi \propto |r{|}^{-1/2}$ on both sides. At an equilibrium first-order transition the competing minima generally retain nonzero curvature, and the correlation length remains finite. The limit of local stability at a spinodal point is a distinct mean-field phenomenon.

Microscopically different systems can have the same critical exponents and appropriately normalized scaling functions. This universality means that they belong to one universality class when coarse-graining brings them to the same renormalization-group fixed point. Spatial dimension, order parameter symmetry and the range of the interactions affect that classification; changing a lattice spacing or a microscopic coupling generally changes nonuniversal amplitudes and the critical temperature instead.

In the scalar short-range Landau-Ginzburg theory, a positive quartic term and one thermal tuning produce ordinary Ising-type criticality. A generic sextic term does not change that fixed point, but tuning the quartic coefficient to zero exposes a different tricritical point with different exponents. The mean-field approximation itself neglects fluctuations. Its numerical exponents are reliable only when the Ginzburg criterion makes those fluctuations subleading; the ordinary scalar upper critical dimension is four, while the tricritical one is three. At an upper critical dimension logarithmic corrections can remain.

Set $h=0$ in the even sextic Landau free energy. For $u>0$, near $r=0$ the nonzero stationary branch satisfies $M^2=-r/u+O(r^2)$ for $r<0$. The minimum value is $V_{\min }=-r^2/(4u)+O(r^3)$ below the transition and zero above. The order parameter is continuous, and if $r$ crosses zero linearly with temperature, the first temperature derivative of the minimized free-energy density is continuous too. There is no latent heat; a second derivative has a finite jump at this level.

For $u<0$, solve the two conditions $V^{\prime }(M)=0$ and $V(M)=V(0)$ with $M\ne 0$. Setting $q=M^2$ gives $r+uq+v{q}^2=0$ and $r/2+uq/4+v{q}^2/6=0$. Eliminating $r$ givesBoth the disordered and ordered minima have positive curvature there, but their values coincide. Crossing this phase coexistence boundary changes the global minimum discontinuously. The order parameter jumps; for $r=r(T)$ at fixed $u,v$, ${\partial }_T{V}_{\min }=r^{\prime }(T)M^2/2$ jumps as well, generically yielding a nonzero latent heat. Local extrema can persist past coexistence as metastable states, which explains hysteresis in a dynamically delayed transition. The spinodal points, where local curvature vanishes, do not locate the equilibrium transition.

The first-order coexistence curve approaches the continuous curve as $u\uparrow 0$: both meet at $r=u=h=0$. To obtain this tricritical point, two even coefficients must be tuned to zero, while the sextic coefficient remains positive. A nonzero conjugate field removes the zero-field inversion symmetry and leads to the wing structure described in the root solution.

At $u=h=0$, the equation of state becomes $0=rM+v{M}^5$. For $r<0$,Above the transition $M=0$ and $V^{\prime \prime }(0)=r$. These are stable branches of a bounded potential, and the ordered value tends continuously to zero at $r=0$, but with $M\propto (-r{)}^{1/4}$ rather than the ordinary square-root law. Tricritical behavior requires $r=u=0$, $h=0$ and $v>0$; a generic path with fixed $u>0$ instead has ordinary critical behavior.

A critical exponent is the leading power of a singular observable as a control variable approaches a critical value. Use $r\propto t=(T-T_c)/T_c$ and distinguish the exponents $\alpha ,\beta ,\gamma ,\delta ,\nu ,\eta$ from coefficient names in a Hamiltonian. Their standard definitions areThe Landau approximation predicts these powers by minimizing the Landau free energy and differentiating the equation of state. At an ordinary quartic point, $M^2=-r/u$, ${\chi }^{-1}=r$ above and $2|r|$ below, and $h=u{M}^3$ on the critical isotherm. The equilibrium singular free energy is proportional to $-r^2$ below, giving a heat-capacity jump. The quadratic fluctuation denominator is $\kappa k^2+V^{\prime \prime }$, so $\nu =1/2$ and $\eta =0$. Thus the ordinary mean-field critical exponents areAt a tuned tricritical point, the preceding solution gives $M\propto (-r{)}^{1/4}$, $V_{\min }\propto -|r{|}^{3/2}$ and ${\chi }^{-1}=4|r|$ below. At $r=0$ the equation of state is $h=v{M}^5$. The curvature still vanishes linearly, and the Gaussian gradient term still gives zero anomalous dimension. ThereforeThese mean-field tricritical exponent calculations require approach along the tuned quartic-zero direction. Fluctuations modify the powers below the appropriate upper critical dimension, and marginal effects can add logarithms at it.