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Phase Transitions
and
Critical P h e n o m e n a
This Page Intentionally Left Blank
Phase Transitions
and
Critical P h e n o m e n a
Volume 18 Edited by

C. Domb
Department of Physics,
Bar-I/an University, Ramat-Gan, Israel

and

J. L. Lebowitz
Department of Mathematics and Physics,
Rutgers University, New Brunswick,
New Jersey, USA

ACADEMIC PRESS
A HarcourtScienceand TechnologyCompany
San Diego San Francisco New York Boston
London Sydney Tokyo
 This book is printed on acid-free paper.

Copyright (~) 2001 by ACADEMIC PRESS

All Rights Reserved.

No part of this publication may be reproduced or transmitted in any form or by any
means, electronic or mechanical, including photocopying, recording, or any
information storage and retrieval system, without permission in writing from the
publisher.

Explicit permission from Academic Press is not required to reproduce a maximum of two
figures or tables from an Academic Press chapter in another scientific or research
publication provided that the material has not been credited to another source and that
full credit to the Academic Press chapter is given.

Academic Press
A Harcourt Science and Technology Company
Harcourt Place, 32 Jamestown Road, London NW1 7BY, UK
http://www.academicpress.com

Academic Press
A Harcourt Science and Technology Company
525 B Street, Suite 1900, San Diego, California 92101-4495, USA
http://www.academicpress.com

ISBN 0-12-220318-6

A catalogue record for this book is available from the British Library

Typeset by Focal image Ltd, London

Printed and bound in Great Britain by MPG Books Ltd, Cornwall, UK

00 01 02 03 04 05 MP 9 8 7 6 5 4 3 2 1
 Contributors

M. J. ALAVA, Laboratory of Physics, Helsinki University of Technology,

PO Box 1100, HUT 02015, Finland

E M. DUXBURY, Department of Physics and Astronomy and Center for

Fundamental Materials Research, Michigan State University, East Lans-
ing, M148824, USA

H.-O. GEORGII, Mathematisches Institut, Ludwig-Maximilians-

Universitiit, D-80333 Miinchen, Germany

O. HAGGSTROM, Department of Mathematics, Chalmers University of

Technology, S-412 96 Goteborg, Sweden

C. MAES, Instituut voor Theoretische Fysica, K. U. Leuven, B-3001 Leu-

yen, Belgium

C. E MOUKARZEL, Instituto de Fisica, Universidade Federal

Fluminense, 24210-340 Niteroi, R J, Brazil

H. RIEGER, Institut fiir Theoretische Physik, Universitiit des Saarlandes,

66041 Saarbrucken, Germany
This Page Intentionally Left Blank
 General Preface

This series of publications was first planned by Domb and Green in 1970. Dur-
ing the previous decade the research literature on phase transitions and critical
phenomena had grown rapidly and, because of the interdisciplinary nature of the
field, it was scattered among physical, chemical, mathematical and other journals.
Much of this literature was of ephemeral value, and was rapidly rendered obsolete.
However, a body of established results had accumulated, and the aim was to
produce articles that would present a coherent account of all that was definitely
known about phase transitions and critical phenomena, and that could serve as a
standard reference, particularly for graduate students.
During the early 1970s the renormalization group burst dramatically into the
field, accompanied by an unprecedented growth in the research literature. Volume
6 of the series, published in 1976, attempted to deal with this new literature,
maintaining the same principles as had guided the publication of previous vol-
umes. The number of research publications has continued to grow steadily, and
because of the great progress in explaining the properties of simple models, it has
been possible to tackle more sophisticated models which would previously have
been considered intractable. The ideas and techniques of critical phenomena have
found new areas of application.
After a break of a few years following the death of Mel Green, the series
continued under the editorship of Domb and Lebowitz, Volumes 7 and 8 appearing
in 1983, Volume 9 in 1984, Volume 10 in 1986, Volume 11 in 1987, Volume 12
in 1988, Volume 13 in 1989 and Volume 14 in 1991. The new volumes differed
from the old in two new features. The average number of articles per volume
was smaller, and articles were published as they were received without worrying
too much about the uniformity of content of a particular volume. Both of these
steps were designed to reduce the time lag between the receipt of the author's
manuscript and its appearance in print.
The field of phase transitions and critical phenomena continues to be active
in research, producing a steady stream of interesting and fruitful results. It is
not longer an area of specialist interest, but has moved into a central place in
viii General Preface

condensed matter studies. The editors feel that there is ample scope for the series
to continue, but the major aim will remain to provide review articles that can
serve as standard references for research workers in the field, and for graduate
students and others wishing to obtain reliable information on important recent
developments.

CYRIL DOMB
JOEL L. LEBOWITZ
 Preface to Volume 18

The two review articles in this volume complement each other in a remarkable
way. They both deal with what might be called the modern geometric approach
to the properties of macroscopic systems.
The first one by Georgii et al., is primarily analytical. It describes in a rigor-
ous, yet generally accessible, mathematical way recent advances in the application
of geometric ideas, such as percolation, to visualizing the structure present in a
typical configuration of the spins or atoms making up the microscopic constituents
of a macroscopic system. This leads to a better understanding of pure phases and
phase transitions in equilibrium systems. The authors illustrate these ideas by car-
rying out an in depth analysis of some of the basic models in statistical mechanics.
These include the Ising model (both ferromagnetic and antiferromagnetic), the
Potts model, the Widom-Rowlinson model, etc.
Typical of the geometric ideas discussed here are those underlying the behav-
ior of the two-dimensional Ising ferromagnet with nearest neighbor interactions
at zero magnetic field. For temperatures above the Onsager critical temperature
neither the pluses nor the minuses percolate while below it there is percolation of
pluses (minuses) and only pluses (minuses) in the plus (minus) phase. The review
goes, however, much beyond such classical results to bring the reader right up to
date on this exciting topic.
The second article in this volume by Alava et al., also focuses on geometrical
aspects of many-body systems. It does so in a hands-on way going beyond
abstract theory to obtain practical answers. This requires the use of computers,
but not just their blind use. Computing power alone is simply not enough. One
also needs a deep understanding of the physics and cleverness of programming.
This is, in fact, what this article is all about. This article, the first one in this series
in which the computer is what might be called the star of the show, focuses on ge-
ometrical aspects of the use of computers in statistical mechanics. It provides, to
quote the authors, "an introduction to combinatorial optimization algorithms and
reviews their applications to ground-state problems in disordered systems." This
covers an astonishingly large class of problems of current interest ranging from
x Preface to V o l u m e 18

the random field Ising model to elastic media and rigidity percolation. It is fair to
say that the review brings together the most recent advances in computer science
which are useful for solving problems of interest to statistical mechanicians and
to material scientists.
To end this preface on a historical note we mention that computers have
played a role in statistical mechanics for more than 50 years now. One of the
earliest works was that of Fermi, Pasta and Ulam who used the computer to solve
Newton's equations of motion for an anharmonic chain consisting of 32 particles
and discovered an apparent lack of (or at least an extremely slow) equipartition
of energy in that system. That led to what is now known as molecular dynamics.
Another landmark work was the introduction of Monte Carlo sampling techniques
by Metropolis, Rosenbluth, Rosenbluth, Teller and Teller for evaluating equilib-
rium properties of large systems. Other firsts included the use of computers by
the King's College group of Domb and associates to help evaluate coefficients in
the high- and low-temperature expansions of different spin systems which led to
the first evaluation of critical exponents and the notions of universality.
It is our expectation that the combination of computers and geometrical ideas
described in this volume will play a major role in the development of statistical
mechanics in the twenty-first century.

CYRIL DOMB
JOEL L. LEBOWITZ
 Contents

Contributors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . v
G e n e r a l Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . vii
Preface to Volume 18 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ix

1 The Random Geometry of Equilibrium Phases

H . - O . GEORGII, O. HAGGSTR()M AND C. MAES

1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
2 E q u i l i b r i u m phases . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
3 Some models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
4 C o u p l i n g and stochastic d o m i n a t i o n . . . . . . . . . . . . . . . . . . . 21
5 Percolation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
6 R a n d o m - c l u s t e r representations . . . . . . . . . . . . . . . . . . . . . . 47
7 U n i q u e n e s s and exponential mixing from n o n - p e r c o l a t i o n . . . . . . . . 72
8 Phase transition and percolation . . . . . . . . . . . . . . . . . . . . . 91
9 R a n d o m interactions . . . . . . . . . . . . . . . . . . . . . . . . . . . 112
10 C o n t i n u u m m o d e l s . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123
Acknowledgments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129

2 Exact Combinatorial Algorithms: Ground States of Disordered Systems

M. J. ALAVA,P. M. DUXBURY,C. F. MOUKARZEL AND H. RIEGER

1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 145
2 Basics o f graphs and algorithms . . . . . . . . . . . . . . . . . . . . . 148
3 Flow algorithms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 158
xii Contents

4 M a t c h i n g algorithms . . . . . . . . . . . . . . . . . . . . . . . . . . . 175
5 Mathematical programming . . . . . . . . . . . . . . . . . . . . . . . . 181
6 Percolation and m i n i m a l path . . . . . . . . . . . . . . . . . . . . . . . 186
7 R a n d o m Ising m a g n e t s . . . . . . . . . . . . . . . . . . . . . . . . . . 196
8 Line, vortex and elastic glasses . . . . . . . . . . . . . . . . . . . . . . 234
9 Rigidity theory and applications . . . . . . . . . . . . . . . . . . . . . 264
10 C l o s i n g remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 295
Acknowledgments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 297
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 297

Subject index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 318

 Contents of Volumes 1-17

Contents of Volume 1 (Exact Results) t

Introductory Note on Phase Transitions and critical phenomena. C. N. YANG.

Rigorous Results and Theorems. R. B. GRIFFITHS.
Dilute Quantum Systems. J. GINIBRE.
C*-Algebra Approach to Phase Transitions. G. Emch.
One Dimensional Models--Short Range Forces. C. J. THOMPSON.
Two Dimensional Ising Models. H. N. V. TEMPERLEY.
Transformation of Ising Models. I. SYOZI.
Two Dimensional Ferroelectric Models. E. H. LIEB and E Y. Wu.

Contents of Volume 2 t

Thermodynamics. M. J. BUCKINGHAM.
Equilibrium Scaling in Fluids and Magnets. M. VICENTINI-MISSONI.
Surface Tension of Fluids. B. WIDOM.
Surface and Size Effects in Lattice Models. P. G. WATSON.
Exact Calculations on a Random Ising System. B. McCoY.
Percolation and Cluster Size. J. W. ESSAM.
Melting and Statistical Geometry of Simple Liquids. R. COLLINS.
Lattice Gas Theories of Melting L. K. RUNNELS.
Closed Form Approximations for Lattice Systems. D. M. BURLEY.
Critical Properties of the Spherical Model. G. S. JOYCE.
Kinetics of Ising Models. K. KAWASAKI.

Contents of Volume 3 (Series Expansions for Lattice Models) t

Graph Theory and Embeddings. C. DOMB.

Computer Enumerations. J. L. MARTIN.
Linked Cluster Expansions. M. WORTIS.

~ Out of print.
xiv Contents of Volumes 1-17

Asymptotic Analysis of Coefficients. D. S. GAUNT and A. J. GUTTMAN.

Ising Model. C. DOMB
Heisenberg Model. G. A. BAKER, G. S. RUSHBROOKE and R W. WOOD.
Classical Vector Models. H. E. STANLEY.
Ferroelectric Models. J. E EAGLE.
X - Y Model. D. D. BETTS.

Contents of Volume 4 t

Theory of Correlations in the Critical Region. M. E. FISHER and D. JASNOW.

Contents of Volume 5at

Scaling, Universality and Operator Algebras. Leo R KADANOFF.

Generalized Landau Theories. Marshall Luban.
Neutron Scattering and Spatial Correlation near the Critical Point. JENS
ALS-NIELSEN.
Mode Coupling and Critical Dynamics. KYOZI KAWASAKI.

Contents of Volume 5b t

Monte Carlo Investigations of Phase Transitions and Critical Phenomena. K.

BINDER.
Systems with Weak Long-Range Potentials. R C. HEMMER and J. L.
LEBOWITZ.
Correlation Functions and Their Generating Functionals: General Relations with
Applications to the Theory of Fluids. G. STELE.
Heisenberg Ferromagnet in the Green's Function Approximation. R. A.
TAHIR-KHELI.
Thermal Measurements and Critical Phenomena in Liquids. A. V. VORONEL.

Contents of Volume 6 (The Renormalization Group and its Applications) t

Introduction. K. G. WILSON.
The Critical State, General Aspects. F. J. WEGNER.
Field Theoretical Approach. E. BREZIN, J. C. LE GUILLOU and J.
ZINN-JUSTIN.
The 1/n Expansion. S. MA.
The e-Expansion and Equation of State in Isotropic Systems. D. J. WALLACE.
Universal Critical Behaviour. A AHARONY.
Renormalization: Ising-like Spin Systems. TH. NIEMEUER and J. M. J. VAN
LEEUWEN
Renormalization Group Approach. C. DI CASTRO and G. JONA-LASINIO.
 Contents of Volumes 1-17 xv

Contents of Volume 7 t

Defect-Mediated Phase Transitions. D. R. NELSON.

Conformational Phase Transitions in a Macromolecule: Exactly Solvable
Models. E W. WIEGEL.
Dilute Magnetism. R. B. STINCHCOMBE.

Contents of Volume 8

Critical Behaviour at Surfaces. K. BINDER.

Finite-Size Scaling. M. N. BARBER.
The Dynamics of First Order Phase Transitions. J. D. GUNTON, M. SAN
MIGUEL and P. S. SAHNI.

Contents of Volume 9 t

Theory of Tricritical Points. I. D. LAWRIE and S. SARBACH.

Multicritical Points in Fluid Mixtures: Experimental Studies. C. M. KNOBLER
and R. L. SCOTT.
Critical Point Statistical Mechanics and Quantum Field Theory. G. A. BAKER,
JR.

Contents of Volume 10

Surface Structures and Phase Transitions--Exact Results. D. B. ABRAHAM.

Field-Theoretic Approach to Critical Behaviour at Surfaces. H. W. DIEHL.
Renormalization Group Theory of Interfaces. D. JASNOW.

Contents of Volume 11

Coulomb Gas Formulation of Two-Dimensional Phase Transitions. B.

NIENHUIS.
Conformal Invariance. J. L. C ARDY.
Low-Temperature Properties of Classical Lattice Systems: Phase Transitions and
Phase Diagrams. J. SLAWNY.

Contents of Volume 12 t

Wetting Phenomena. S. DIETRICH.

The Domain Wall Theory of Two-Dimensional Commensurate-Incommensurate
Phase Transitions. M. DEN NUS.
The Growth of Fractal Aggregates and their Fractal Measures. P. MEAKIN.
xvi Contents of Volumes 1-17

Contents of Volume 13

Asymptotic Analysis of Power-Series Expansions. A. J. GUTTMANN.

Dimer Models on Anisotropic Lattices. J. E NAGLE,. S. O. YOKOI and
S. M. BHATTACHARJEE.

Contents of Volume 14

Universal Critical-Point Amplitude Relations. V. PRIVMAN,P. C. HOHENBERG

and A. AHARONY.
The Behaviour of Interfaces in Ordered and Disordered Systems. G. FORGACS,
R. LIPOWSKY and TH. M. NIEUWENHUIZEN

Contents of Volume 15

Spatially Modulated Structures in Systems with Competing Interactions.

W. SELKE.
The Large-n Limit in Statistical Mechanics and the Spectral Theory of
Disordered Systems. A. M. KHORUNZHY, B. A. KHORUZHENKO,
L. A. PASTUR and M. V. SHCHERBINA.

Contents of Volume 16

Self-Assembling Amphiphilic Systems. G. GOMPPER and M. SCHICK.

Contents of Volume 17

Statistical Mechanics of Driven Diffusive Systems. B. SCHMITTMANN and

R. K. P. ZIA.
 The Random Geometry of
Equilibrium Phases

Hans-Otto Georgii
Mathematisches Institut, Ludwig-Maximilians-Universit#t,
D-80333 MSnchen, Germany
Email" g e o r g i i @ r z , m a t h e m a t i k , u n i - m u e n c h e n , de

Olle H~iggstr6m
Department of Mathematics, Chalmers University of Technology,
S-412 96 G6teborg, Sweden
Email: o l l e h @ m a t h , c h a l m e r s , se

Christian Maes
Instituut voor Theoretische Fysica, Katholieke Universiteit Leuven,
B-3001 Leuven, Belgium
Email: C h r i s t i a n . M a e s @ f y s . k u l e u v e n , ac .be

1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
2 Equilibrium phases . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
2.1 T h e lattice . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
2.2 Configurations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.3 Observables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.4 R a n d o m fields . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.5 The Hamiltonian . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.6 Gibbs measures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10

PHASE TRANSITIONS Copyright ('6) 2001 Academic Press Limited

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