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Elements of Phase Transitions
and Critical Phenomena
This page intentionally left blank
Elements of Phase Transitions
and Critical Phenomena

Hidetoshi Nishimori
Tokyo Institute of Technology

Gerardo Ortiz
Indiana University

1
 3
Great Clarendon Street, Oxford ox2 6dp
Oxford University Press is a department of the University of Oxford.
It furthers the University’s objective of excellence in research, scholarship,
and education by publishing worldwide in
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With offices in
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South Korea Switzerland Thailand Turkey Ukraine Vietnam
Oxford is a registered trade mark of Oxford University Press
in the UK and in certain other countries
Published in the United States
by Oxford University Press Inc., New York
© Hidetoshi Nishimori and Gerardo Ortiz 2011
The moral rights of the author have been asserted
Database right Oxford University Press (maker)
First published 2011
All rights reserved. No part of this publication may be reproduced,
stored in a retrieval system, or transmitted, in any form or by any means,
without the prior permission in writing of Oxford University Press,
or as expressly permitted by law, or under terms agreed with the appropriate
reprographics rights organization. Enquiries concerning reproduction
outside the scope of the above should be sent to the Rights Department,
Oxford University Press, at the address above
You must not circulate this book in any other binding or cover
and you must impose the same condition on any acquirer
British Library Cataloguing in Publication Data
Data available
Library of Congress Cataloging in Publication Data
Nishimori, Hidetoshi.
Elements of phase transitions and critical phenomena /
Hidetoshi Nishimori, Gerardo Ortiz.
p. cm.
ISBN 978–0–19–957722–4
1. Phase transformations (Statistical physics)
I. Ortiz, Gerardo. II. Title.
QC175.16.P5N57 2011
530.4 74–dc22 2010032104
Typeset by SPI Publisher Services, Pondicherry, India
Printed in Great Britain
on acid-free paper by
CPI Antony Rowe, Chippenham, Wiltshire

ISBN 978–0–19–957722–4

1 3 5 7 9 10 8 6 4 2
Dedicated to Sandra and Masae
Preface

As we enter the twenty-first century, techniques borrowed from equilibrium and

non-equilibrium statistical physics have become widely applied to disciplines never
imagined by their founders. Statistical physics is turning into an essential discipline
and a fundamental framework for understanding and making quantitative predictions
on diverse phenomena involving a large number of interacting degrees of freedom.
These degrees of freedom may represent fundamental particles, such as electrons or
quarks, or neurons carrying information through synapses, or even speculative agents
trading in a competitive financial market. This holistic precept, that the whole is not
necessarily equal to the sum of its parts, finds in statistical physics its most beloved
tool.
Phase transitions and critical phenomena have consistently been among the princi-
pal subjects of active studies in statistical physics. The simple act of transforming one
state of matter or phase into another, for instance by changing the temperature, has
always captivated the curious mind. In that way, one can convert an almost uninterest-
ing state of matter into a superconducting material with tremendous implications and
applications. The Large Hadron Collider at the European Organization for Nuclear
Research (CERN), which is currently exploring the nature of fundamental interactions
at high energies, relies on the use of superconducting magnets, electromagnets built out
of coils of superconducting niobium-tin wire cooled by liquid helium. Those magnets
not only consume less power but most importantly can achieve an order of magnitude
stronger fields than ordinary magnets, a fact that is crucial to reach such high energies.
The unusual set of physical properties known today as critical phenomena were
discovered and apparently first reported in the Annales de Chimie et de Physique
(1822–1823) by the Baron Charles Cagniard de la Tour. He performed experiments on
liquids (water, alcohol, and ether) sealed in a glass cell under pressure, and observed
the remarkable fact that above a certain temperature, that itself depends on the
particular substance, the surface tension between the liquid and vapor disappeared,
thus discovering what is known today as the supercritical fluid phase. Trying to
prove that beyond a certain temperature the liquid gasifies regardless of pressure, he
also noticed that near particular pressure and temperature values something unusual
happened. In the neighborhood of this point, known as the critical point, the liquid
becomes increasingly milky, indicating that visible light is being strongly scattered.
The term critical point was coined later in 1869 by Thomas Andrews who observed
that carbon dioxide at 31 degrees Celsius and 73 atmospheres pressure displayed the
phenomenon of critical opalescence, that turbid and milky state previously observed
by Cagniard de la Tour in other substances. The underlying universality of critical
phenomena escaped the attention of their founders. It was Pierre Curie around
1895 who realized the similarity between the critical behaviors of a liquid–gas phase
 Preface vii

transition and that of the ferromagnetic transition in iron. The formal connection
and derived analogies between unrelated physical materials behaving in a similar,
universal, way near a continuous phase transition constitutes one of the landmarks of
critical phenomena. Since the discovery of the renormalization group method in the
early 1970s, the realm of applications of the concepts of scale invariance and criticality
has pervaded several fields in the natural and social sciences. Thus, in perspective, it
is of no surprise that these concepts, and the methods used to study them, can be
applied to disciplines as diverse as the ones indicated in our introductory paragraph.
This book provides an introductory account of the theory of phase transitions and
critical phenomena. The basic knowledge of the theory of phase transitions and critical
phenomena is now recognized to be indispensable for students and researchers from
many fields of physics and related disciplines. The book has been written having in
mind an advanced undergraduate or graduate student in science or mathematics. It has
been assumed that the reader has finished introductory courses of statistical mechanics
in addition to elementary courses in calculus, Fourier analysis, and probability theory.
Very basic undergraduate knowledge of quantum mechanics is required to understand
the very few extensions of the classical theory. Clarity and detailed user-friendly
derivations of usually accepted, as elementary and not so elementary, concepts have
been our guiding principle. We preferred this style of presentation to what is sometimes
known as rigorous, where at the expense of making the argument so sharp one loses
track of the main idea.
One of our goals in writing this book is to provide the mathematical tools
necessary for students to compute properties of critical systems in diverse contexts
and disciplines, such as biophysics or complex systems. Almost all parts are written in
a self-contained manner and all new concepts and calculations are explained in much
detail without assuming prior knowledge of phase transitions and critical phenomena.
We have avoided historical presentations of various topics allowing us to present
compact derivations of the concepts without hiding details. For example, it is typical
to first introduce the scaling hypothesis and then the renormalization group method
as a way of justifying that hypothesis. Rather, we preferred to derive the scaling laws
directly once the concept of a renormalization transformation is introduced, which, in
our opinion, is a more natural and pedagogical way of presenting the material.
Another of the goals of this book is to prepare the reader to start reading more
advanced books and research papers, in which basic accounts of common knowledge are
often omitted and consequently beginners are trapped in the jungle of undefined jargon
and complicated manipulations. Serious attempts have been directed toward a self-
contained modular approach so that the reader does not have to refer to other sources
for supplementary information. Accordingly, most of the concepts and calculations
are described in detail, sometimes with additional/auxiliary descriptions given in
appendices and exercises. It is, of course, impossible to cover all of the topics related
to phase transitions and critical phenomena in a single volume of this introductory
nature. One main omission is the general subject of quantum phase transitions, which
happen at zero temperature as a result of changes in the parameters of the Hamiltonian
representing the physical system. Although by itself a topic for a second volume, we
have explained a few extensions of classical concepts to the quantum realm when
viii Preface

appropriate and not in danger of jeopardizing the main ideas. Most of these extensions
are written in the appendices. The bibliography at the end of the book will guide the
reader to other topics not covered in this book and also to more advanced references.
A number of important concepts and methods have been developed, such as mean-
field theory, scaling theory, the renormalization group method, exact solutions, series
expansions, and Monte Carlo simulations, most of which have turned out to be valuable
tools not only in statistical physics but also in other fields of physics. The present book
also contains pedagogical presentations of statistical field theory methods, including a
chapter on conformal field theory, random systems, percolation, the important use of
dualities, and various modern developments hard to find in a single textbook on phase
transitions. Moreover, as mentioned above, a series of appendices expand and clarify
several issues not developed in the main text. It has been done in this way to avoid
getting stuck in details and thereby losing the main flow of ideas. We would like to
invite the reader, however, to seriously explore those appendices in a second reading
since they are very useful to understand the depth and extensions of a particular topic.
In the first half of this book, standard topics such as mean-field theory, the renor-
malization group, and statistical field theory methods are explained. Then, slightly
more advanced, but commonly encountered, concepts and methods follow, including
the conformal field theory, the Kosterlitz–Thouless transition, effects of randomness,
exact solutions, duality, and numerical techniques. Special emphasis has been placed
on providing a physically intuitive description, sometimes with certain sacrifice of
mathematical rigor, except in the chapters that discuss exact solutions and duality.
The first five chapters are very basic and quintessential, followed by several chapters
that can be read independently of each other, provided that the first five chapters have
been finished. The important role played by symmetry and topology in understanding
the competition between phases and the resulting emergent collective behavior, giving
rise to rigidity and soft elementary excitations, is stressed throughout the book. Most
importantly, in accordance with Sophocles’ advice, 1 exercises are presented as the
topics develop with solutions found at the end of the book, thus giving the text a
self-learning character. It is strongly recommended that the reader solves (or at least
tries to solve) the exercises as one proceeds in reading, since they often contain vital
information to understand the logic developed in the main text.
The book reflects lectures given by the authors at their Universities to graduate
students on the same topics and is thus classroom tested for its usefulness for
beginners to this field. Students attending those courses contributed significantly to the
improvement of presentation and material selection and the authors are very grateful
to them. We would like to express our special thanks to Matthew Dean Jones and Zsolt
Bertalan for proofreading and providing insightful remarks. We are also indebted to
John Cardy, Pierluigi Contucci, Michael Fisher, Cristian Giardina, Norio Kawakami,
Makoto Oka, Andrea Pelissetto, and David Sherrington for their crucial suggestions
and comments on the draft. Shu Tanaka kindly drew the impressive picture on the
cover of this book.

1 “One learns by doing a thing; for though you think you know it, you have no certainty until you
try.”
 Preface ix

Following the convention of many textbooks, we did not directly refer to original
research papers for almost all topics in this book. However, we don’t mean to claim
priority for the materials presented. On the contrary, virtually almost all concepts,
methods, and conclusions are well-established, standard ones. The book simply reflects
the authors’ interpretation of what constitutes a concise, consistent, coherent, and
clear manner of presenting a wide range of topics. Correspondingly, we tried to
avoid attributing each result to a specific person, except for a limited number of
very common names including (but not limited to) the Ising model, Heisenberg
model, Landau theory, Virasoro algebra, Kosterlitz–Thouless transition, Sherrington–
Kirkpatrick model, and Lee–Yang zeros. The reader is referred to the bibliography at
the end of the book for more detailed sources of information on the original references.
We, nevertheless, would like to express our sincere apologies to those who contributed
to the developments of the field for leaving out their names, with the expectation that
our approach is understood and accepted.
We hope this book will help anyone interested in this fascinating subject and,
moreover, inspire young scientists to continue developing this profound and far-
reaching field of science. 2

Hidetoshi Nishimori and Gerardo Ortiz

Tokyo and Bloomington
March 2010

2 Updates, amendments and addenda will be posted on a dedicated web page at http://mypage.
iu.edu/∼ortizg/bookP.htm
This page intentionally left blank
Contents

1 Phase transitions and critical phenomena 1

1.1 Phase and phase diagram 1
1.2 Phase transitions 2
1.3 Critical phenomena 5
1.4 Scale transformation and renormalization group 7
1.5 Ising model and related systems 12

2 Mean-field theories 16
2.1 Mean-field approximation 16
2.2 Critical exponents of the mean-field theory 19
2.3 Landau theory 22
2.4 Landau theory of the tricritical point 27
2.5 Infinite-range model 30
2.6 Variational method 32
2.7 Antiferromagnetic Ising model 34
2.8 Bethe approximation 36
2.9 Correlation function 40
2.10 Limit of applicability of the mean-field approximation 44
2.11 Dynamic critical phenomena 46

3 Renormalization group and scaling 52

3.1 Coarse-graining and scale transformations 52
3.2 Parameter space and renormalization group equation 55
3.3 Renormalization group flow near a fixed point and universality 60
3.4 Scaling law and critical exponents 62
3.5 Scaling law for correlation functions and hyperscaling 65
3.6 A simple example: One-dimensional Ising model 67
3.7 Mean-field theory and scaling law 72
3.8 Scaling dimension and scaling law 73
3.9 Scaling and anomalous dimensions 75
3.10 Data analysis by scaling law and finite-size scaling 76
3.11 Crossover phenomena 79
3.12 Dynamic scaling law 81

4 Implementation of the renormalization group 83

4.1 Real-space renormalization group for arbitrary dimensions 83
4.2 Momentum-space renormalization group:  = 4 − d expansion 92
4.3 Real-space renormalization group for a quantum system 98
xii Contents

5 Statistical field theory 105

5.1 From bits to fields 105
5.2 Continuum limit and field theory 106
5.3 Hubbard–Stratonovich transformation 109
5.4 Integrating out degrees of freedom: Coarse graining 111
5.5 Phenomenological Landau–Ginzburg approach 113
5.6 Symmetry and its breakdown 116
5.7 Nambu–Goldstone modes 120
5.8 Topological defects 123
6 Conformal field theory 128
6.1 From scale invariance to conformal symmetry 128
6.2 Conformal transformation 129
6.3 Primary and quasi-primary operators 132
6.4 Energy–momentum tensor and the Ward identity 135
6.5 Virasoro algebra 139
6.6 Gaussian theory 140
6.7 Operator formalism 142
6.8 Unitary representation of the Virasoro algebra 147
6.9 Ising model 149
6.10 Finite-size effects 150
7 Kosterlitz–Thouless transition 153
7.1 Peierls argument 153
7.2 Lower critical dimension of the XY model 155
7.3 Mermin–Wagner theorem: Absence of spontaneous magnetization 158
7.4 Kosterlitz–Thouless transition 161
7.5 Interaction energy of vortex pairs 165
7.6 Renormalization group analysis 167
7.7 Lattice gauge theory and Elitzur’s theorem 172
8 Random systems 178
8.1 Random fields 178
8.2 Spin glass 187
8.3 Diluted ferromagnet and percolation 193
9 Exact solutions and related topics 204
9.1 One-dimensional Ising model 204
9.2 One-dimensional n-vector model 211
9.3 Spherical model 214
9.4 One-dimensional quantum XY model 219
9.5 Two-dimensional Ising model 224
9.6 Zeros of the partition function 231
10 Duality 235
10.1 Classical duality 235
10.2 High- and low-temperature series expansions 238
 Contents xiii

10.3 Duality by Fourier transformation 244

10.4 Quantum duality 253
11 Numerical methods 258
11.1 Master equation 258
11.2 Monte Carlo simulation 261
11.3 Numerical transfer matrix method 264
For further reading 266
Appendix A 268
A.1 Saddle-point method 268
A.2 Expressing the susceptibility in terms of correlation functions 270
A.3 Rushbrooke’s inequality 272
A.4 Cumulants 274
A.5 Renormalization group equations from the  expansion 274
A.6 Symmetry and Noether’s theorem 284
A.7 Basics of group theory and Lie algebras 290
A.8 Basics of homotopy theory 293
A.9 Restrictions on the type of conformal mappings 294
A.10 Properties of the energy–momentum tensor 296
A.11 Energy–momentum tensor of the Gaussian theory 297
A.12 Existence of spontaneous magnetization in the two-dimensional
Ising model 298
A.13 Quantum version of the Mermin–Wagner theorem 301
A.14 Replica symmetric solution of the SK model 305
A.15 Integral for the partition function of the n-vector model 309
A.16 Multiple Gaussian integral and lattice Green function 310
A.17 Jordan–Wigner transformation 313
A.18 Proof of Theorem 9.1 315
A.19 Poisson summation formula 318
A.20 Sample codes for Monte Carlo simulation of the Ising model 319
Appendix B: Solutions to exercises 324
Index 354
This page intentionally left blank
1
Phase transitions and critical
phenomena

As an introduction to the physics of phase transitions and critical phenomena, we

explain in this chapter a number of basic ideas such as phases, phase transitions
and critical phenomena. Intuitive accounts are given to the concepts of scaling and
renormalization, which are powerful, systematic tools to analyze critical behavior of
macroscopic systems. Also explained are several model systems, on the basis of which
phase transitions and critical phenomena have been studied.

1.1 Phase and phase diagram

We are surrounded by a number of substances in different states. A phase is a state
of matter in which the macroscopic physical properties of the substance are uniform
on a macroscopic length scale, e.g. 1 mm. Familiar examples are ice, liquid water, and
water vapor, each of which is a phase of water as a collection of macroscopic numbers
of H2 O molecules. Roughly speaking, we call the length scale that we encounter in
our daily life the macroscopic scale, which is to be contrasted with the microscopic
scale as the standard of length in the atomic world. The goal of statistical mechanics
is to elucidate physical phenomena occurring on the macroscopic scale as a result of
the interactions among microscopic constituents.
A phase is characterized by a thermodynamic function, typically the free energy.
A thermodynamic function is a function of a few macroscopic parameters such as
the temperature and the pressure. Thus, the phase of a macroscopic substance is
determined by the values of these parameters. A phase diagram is a graph with those
parameters as the axes, on which the phase is specified for each point. An example of a
phase diagram is given in Fig. 1.1. A typical phase diagram has several specific features
including phase boundaries, a critical point (point C in Fig. 1.1), and a triple point
(point TP). A phase boundary separates different phases. A change in parameters
such as the temperature across a phase boundary causes a sudden change in the phase
of a substance. For example, a solid phase changes into a liquid phase at the melting
temperature. This is a phase transition. A phase boundary sometimes disappears at
a critical point, where the two phases become indistinguishable and the substance
shows anomalous behavior. The theory of critical phenomena explains this anomalous
behavior.
Three different phases coexist at the triple point. Consider the example of water.
Suppose that we confine some amount of water and ice in a container, seal it, and
2 Phase transitions and critical phenomena

Solid Liquid

C
TP Vapor

0 T

Fig. 1.1 Typical phase diagram. The phase of a substance is determined by the values of
the control parameters such as temperature T and pressure p. C denotes the critical point
and TP stands for the triple point.

evacuate the remaining air by using a vacuum pump. Then, the space above water
and ice will be filled by vapor, realizing the triple point where ice, water and vapor
coexist. The temperature and pressure of the triple point of water are T = 273.16 K
and p = 0.61 kPa, respectively.
A phase can be characterized by various physical quantities. Especially important
is the order parameter, which measures how microscopic elements constituting the
macroscopic phase are ordered or in a similar state. As detailed in the following
chapters, the order parameter is associated with the breaking of a symmetry of the
system under consideration. The order parameter measures the degree of asymmetry
in the broken symmetry phase (which is the ordered phase), i.e. it is non-zero in the
ordered phase (lower-symmetry state) and vanishes in the disordered phase (symmetric
phase).
In magnetic materials, for example, magnetization is a characteristic order para-
meter. Magnetization is the strength of a magnet, roughly speaking. The alignment
of microscopic electronic spins gives rise to macroscopic magnetism. The symme-
try that spontaneously gets broken is associated with the rotation of the spins.
In solids, atoms or molecules occupy periodic positions. In this case, the spatial
periodicity of molecules/atoms is the order parameter. A more abstract example is
the quantum-mechanical phase of superconductors. A superconductor is characterized
by a macroscopic quantum-mechanical wave function. The phenomenon of supercon-
ductivity is observed when the phase of this wave function has a constant value in
a macroscopically extended region. It is not always an easy task to determine the
order parameter. Indeed, some phases do not even have a local order parameter to
characterize them. Moreover, some order parameters couple to external physical probes
(e.g. the magnetization couples to an externally applied magnetic field), while others
do not (e.g. the phase of the macroscopic wave function, which is the superconducting
order parameter, does not couple to any physical external probe).

1.2 Phase transitions

A phase transition is a phenomenon in which a drastic change between thermodynamic
phases occurs as the system parameters such as the temperature and pressure are
 Phase transitions 3

(a) (b)
S V

Liquid Vapor
ΔS ΔV
Solid Liquid

0 Tc T 0 pc p

(c) (d)
S C

0 Tc T 0 Tc T

Fig. 1.2 Singularities in physical quantities at transition points. S is the entropy and C is
the specific heat. (a) and (b) are first-order transitions, and (c) and (d) are second order.

varied. A familiar example is the melting of ice at 0 ◦ C near 1 atm. The char-
acterization of a phase transition as a drastic change of macroscopic properties is
described theoretically as the emergence of singularities (non-analyticities) in functions
representing physical quantities. As shown in Fig. 1.2, quantities such as the entropy S,
the volume V and the specific heat C show such singularities as a discontinuity (jump),
a cusp or a divergence. An example is the melting of ice, in which latent heat must be
supplied to the system and consequently the entropy jumps as illustrated in Fig. 1.2(a).
When water boils and changes to vapor, the volume changes discontinuously. From
a physics standpoint the reason behind the occurrence of a phase transition is the
competition between the (internal) energy E and the entropy S of the system, which
together determine its free energy F = E − T S. While the first term (E) favors
order, the second (S) privileges disorder, and depending on the value of the external
parameters (such as T ), one of the two terms dominates.
According to the conventional classification, phase transitions are roughly divided
into two types by the degree of singularity in physical quantities. When the first-order
derivative of the free energy F shows a discontinuity, the transition is of first order.
The transition is called continuous if the second- or higher-order derivatives of the
free energy show a discontinuity or a divergence. It is also common to name phase
transitions by the order of the derivative that first shows a discontinuity or divergence,
e.g. it is called second order if it is the second-order derivative of the free energy that
first displays the discontinuity or divergence. For instance, the transition of ice to
4 Phase transitions and critical phenomena

water accompanies latent heat and consequently a jump in entropy (ΔS > 0). Since
the entropy is the derivative of the free energy S = −(∂F/∂T )V , such a transition
is of first order. A transition with continuous entropy but a discontinuity in the
specific heat C, which is the derivative of the entropy, is of second order (Figs. 1.2(c)
and (d)). In many second-order transitions, the specific heat diverges at the transition
temperature. Examples include the λ transition, i.e. the superfluid transition in liquid
helium 4, and the paramagnetic–ferromagnetic transition in magnetic materials. A
particularly interesting and common transition in systems of low space dimensionality
is the Kosterlitz–Thouless transition (see Chapter 7), where all derivatives of the
free energy are continuous, nonetheless, the free energy has a singularity, known in
mathematics as an essential singularity.
Notice that from the statistical mechanics viewpoint, thermodynamics arises from
the free energy, which is determined by the partition function Z,

Z = e−F/kB T = Tr e−H/kB T , (1.1)

where kB is Boltzmann’s constant, and Tr (trace) represents a sum over all the degrees
of freedom that enter the Hamiltonian H of the system under study. Since Z is a sum
of exponentials of −H/(kB T ), non-analyticities of the free energy can only happen in
the thermodynamic limit, where the volume of the system V and number of degrees
of freedom (e.g. spins in magnetic materials) N grow to infinity, such that its ratio
remains constant, i.e. N/V → const.
A material may show both first- and second-order transitions depending on the
conditions. Figure 1.3(a) illustrates the phase diagram of a magnetic material placed
in an external magnetic field h. If the temperature T is lower than some Tc (critical
temperature, critical point, criticality, transition point), the sign of the magnetization m
jumps from minus to plus as the external magnetic field h is scanned from the negative
direction to the positive direction as realized by the path (b) of Fig. 1.3(a), thus a
first-order transition. For negative h, the spins in the magnetic material align with that
negative direction on the macroscopic scale. They suddenly change the direction as the

(a) (b) (c)

(b) m m
h
(c) 0
0 h
Tc T
T
0
Tc

Fig. 1.3 (a) Phase diagram of a magnetic material, (b) first-order transition, and (c) second-
order transition. The dotted arrows marked (b) and (c) in panel (a) correspond to the changes
in parameters shown in panels (b) and (c), respectively.
 Critical phenomena 5

external field becomes positive. 1 Thus, for T < Tc , a finite magnetization m remains
even after we take the zero-field limit h → 0+ as depicted in Fig. 1.3(b). The sign is
of course negative, m < 0, when h → 0−. This is called spontaneous magnetization,
a typical example of an order parameter. When the temperature is high, T > Tc ,
the magnetization changes smoothly at h = 0 without any singularities. On the other
hand, if we keep the external magnetic field infinitesimally small, h = 0+, and lower
the temperature across Tc , then the spontaneous magnetization changes continuously
from 0 to a positive value (Fig. 1.3(c)), thus defining a second-order transition.

1.3 Critical phenomena

Continuous phase transitions are often synonymous with critical phenomena, i.e.
anomalous phenomena that appear around the critical point (C in Fig. 1.1) where
two or more phases become indistinguishable. The main goal of the present book is to
present the basic theory to understand critical phenomena.
Let us explain the idea of critical phenomena observed in magnetic materials.
Suppose that we decrease the temperature T toward the critical temperature (critical
point) Tc from above as in Fig. 1.3(c). The magnetization m keeps its vanishing
value throughout this process. Nevertheless, as a precursor to finite spontaneous
magnetization m > 0, h → 0+ below Tc , the magnetization increases very rapidly
if we apply a small but finite external magnetic field h at temperatures slightly above
the critical temperature. Thus, according to the definition of magnetic susceptibility χ
m = χh + O(h3 ), (1.2)
this χ assumes a very large value near the critical temperature Tc (Fig. 1.4).
The magnetization is proportional to the external field m ∝ h for T > Tc . When the
temperature is adjusted to be exactly at the critical point (T = Tc ), the magnetization
grows more rapidly as a function of the external field, m ∝ h1/δ (1/δ < 1). If we define
the magnetic susceptibility as the first-order coefficient of h as in eqn (1.2), then the
susceptibility at the critical point behaves as χ ≈ m/h ∝ h1/δ−1 and diverges as h → 0.
See Fig. 1.4. Spins do not spontaneously align on the macroscopic scale in the high-
temperature region T > Tc but they, nevertheless, tend to have a similar direction
within fairly large regions for T close to Tc . These clustered spins respond coherently
to the external field, and consequently the magnetization increases very rapidly as the
field is applied. The degree of alignment of spins fluctuates significantly in space and
time. The singularities in physical quantities reflect these fluctuations.
Essentially, the same phenomena are observed around the liquid–vapor critical
point shown in Fig. 1.1. Suppose that we increase the temperature and pressure so
that the system stays on the coexistence curve (phase boundary) of liquid and vapor
along the curve between TP and C in Fig. 1.1. Since (low-density) vapor and (high-
density) liquid become indistinguishable beyond the critical point, there exist fairly
large regions in the liquid where the density is significantly lower than the average
at temperatures sufficiently close to (but below) the critical temperature. Similarly,
1 This is an idealized picture. The change in the direction of spins is actually much more complex
due to the magnetic domain structure.
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