Calculations on finite (or partially finite) systems, such as Monte-Carlo simulations or the diagonalization of a finite transfer matrix, are often extrapolated to the thermodynamic limit by the use of scaling assumptions involving the finite sizes L of the system. It is shown here that these finite size scaling laws follow from the fact that : i) in the renormalization group flow equations the length L is not renormalized ; ii) there is no singularity at the fixed point. This second property fails in four (and above four) dimensions and finite size scaling does not hold there. An illustration of these points is presented, with detailed calculations of the large N limit of the N- vector model. As a consequence, the ε-expansion of finite size scaling properties is singular.
Calculations on finite (or partially finite) systems, such as Monte-Carlo simulations or the diagonalization of a finite transfer matrix, are often extrapolated to the thermodynamic limit by the use of scaling assumptions involving the finite sizes L of the system. It is shown here that these finite size scaling laws follow from the fact that : i) in the renormalization group flow equations the length L is not renormalized ; ii) there is no singularity at the fixed point. This second property fails in four (and above four) dimensions and finite size scaling does not hold there. An illustration of these points is presented, with detailed calculations of the large N limit of the N- vector model. As a consequence, the ε-expansion of finite size scaling properties is singular.
Abstract A number of numerical calculations, like Monte Carlo or transfer matrix calculations, are performed with systems in which the size in several or all dimensions is finite. To extrapolate the results to the infinite system, it is thus necessary to understand how the infinite size limit is reached. In particular in a system in which the forces are short range, no phase transition can occur in a finite volume, or in a geometry in which the size is infinite only in one dimension. This indicates that the infinite-size extrapolation is somewhat non-trivial. In this chapter, the problem is analysed in the case of second-order phase transitions, in the framework of the N-vector model. The existence of a finite-size scaling is established, extending renormalization group (RG) arguments to this new situation. Then, finite volume geometry and cylindrical geometry, in which the size is finite in all dimensions except one, are distinguished. It is explained how to adapt the methods used in the case of infinite systems to calculate the new universal quantities appearing in finite-size effects, for example, in d = 4−ϵ or d = 2+ϵ dimensions. Special properties of the commonly used periodic boundary conditions are emphasized.
Abstract In finite systems singularities, such as discontinuities or divergences, associated with phase transitions are rounded. The extrapolation of finite size calculations to the singular thermodynamic limit makes use of scaling laws, introduced by Fisher, which involve the size of the system. The use and the theoretical basis of these laws are briefly reviewed here; some difficulties associated with the analytic calculation of the scaling functions are discussed. The correct treatment of zero‐momentum modes leads to a modified renormalization group picture; above the upper critical dimension (u.c.d.) finite size scaling does not hold but the properties of the finite system are easily calculable; below the u.c.d. the scaling functions are obtained in a systematic expansion in fractional powers of ϵ = 4–d. The rounding of first order transitions is also briefly considered; in spite of the lack of universality of the bulk transition itself, the rounding is universal because the correlation length of the finite system is large.
Scaling, hyperscaling and finite-size scaling were long considered problematic in theories of critical phenomena in high dimensions. The scaling relations themselves form a model-independent structure that any model-specific theory must adhere to, and they are accounted for by the simple principle of homogeneity. Finite-size scaling is similarly founded on the fundamental idea that only two length scales enter the game — namely system length and correlation length. While all scaling relations are quite satisfactory for multitudes of physical systems in low dimensions, one fails in high dimensions. The aberrant scaling relation is called hyperscaling and involves dimensionality itself. Finite-size scaling also appears to fail in high dimensions. Developed in the 1930s, Landau mean-field theory is valid in such high-dimensional systems. However, it too does not accord with hyperscaling and finite-size scaling there. The advent of renormalization-group theory in the 1970s brought deeper fundamental insights into critical phenomena, allowing systems to be viewed at different scales. Above a critical dimensionality, higher-order Renormalization Group (RG) eigenvalues become irrelevant and scaling is governed by the Gaussian fixed point. Although obeying all scaling relations including hyperscaling, and although it appears to successfully explain scaling in the correlation sector, the Gaussian fixed point fails to capture the free energy and derivatives, even in infinite volume. In the 1980s, to fix this for the magnetisation, specific heat and susceptibility, Fisher introduced the notion of dangerous irrelevant variables. Since the correlation sector did not appear to be broken, no attempt was made to repair it and Fisher’s modified RG formalism worked quite well in the thermodynamic limit of infinite volume. However, finite-size scaling fails. Also in the 1980’s, Binder, Nauenberg, Privman and Young extended Fisher’s concept to the free energy itself and to finite-size systems. While putting Fisher’s ideas on a more fundamental footing, the failure of finite-size scaling there still presented a problem. This appeared to be resolved by the introduction of “thermodynamic length” to replace correlation length as the length scale that controls Finite-Size Scaling (FSS). Thus hyperscaling and FSS were both sacrificed in favour of the RG patched together by ad hoc solutions. In the 1990’s, Luijten and Blöte went a long way to resolving the dilemma by adding corrections to scaling to the above considerations. It was clear that both of these played a role. However, as with previous authors, and adhering to the principle of not fixing that appears not to be broken, they did not address correlation length directly. Here we report on developments over the past decade which went a long way to addressing these long-standing problems The key to unlocking these, and extending their validity to the high-dimensional regime, was to relax assumptions that the correlation length has to be bounded by the physical length of bounded systems. This allowed and necessitated the extension of Fisher’s concept of dangerous irrelevant variables to the correlation sector.
Abstract Computer simulations of critical statistical systems or quantum field theory models are performed with systems where sizes are finite. In transfer matrix calculations, all sizes but one are also finite. In systems where the correlation length is large, it is thus important to understand how the infinite size limit is reached. This problem is investigated in Chapter 19. RG equations allow proving the properties of universality and of finite size scaling. When the correlation length is larger than the linear system size, a phenomenon of dimensional reduction is observed. With periodic boundary conditions, fields have a zero mode. A local expansion generates an effective field theory for the zero mode.
A new application of finite size scaling to Monte Carlo simulations is introduced. Using this technique, critical behavior can be investigated at temperatures arbitrarily close to the critical point without large lattice sizes. Applying this method to the two-dimensional standard O(3) model it is shown that for the correlation length asymptotic scaling holds for \ensuremath{\beta}\ensuremath{\ge}2.25; the magnetic susceptibility converges to the asymptotic scaling very slowly. In the scaling region, it is observed that the specific heat decreases with \ensuremath{\beta}, which implies no singular behavior of the specific heat for this model.
In the 1960's, four famous scaling relations were developed which relate the six standard critical exponents describing continuous phase transitions in the thermodynamic limit of statistical physics models. They are well understood at a fundamental level through the renormalization group. They have been verified in multitudes of theoretical, computational and experimental studies and are firmly established and profoundly important for our understanding of critical phenomena. One of the scaling relations, hyperscaling, fails above the upper critical dimension. There, critical phenomena are governed by Gaussian fixed points in the renormalization-group formalism. Dangerous irrelevant variables are required to deliver the mean-field and Landau values of the critical exponents, which are deemed valid by the Ginzburg criterion. Also above the upper critical dimension, the standard picture is that, unlike for low-dimensional systems, finite-size scaling is non-universal. Here we report on new developments which indicate that the current paradigm is flawed and incomplete. In particular, the introduction of a new exponent characterising the finite-size correlation length allows one to extend hyperscaling beyond the upper critical dimension. Moreover, finite-size scaling is shown to be universal provided the correct scaling window is chosen. These recent developments also lead to the introduction of a new scaling relation analogous to one introduced by Fisher 50 years ago.