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Phase Transitions

Monte Carlo studies of finite-size effects at first-order transitions

Murty S. S. Challa, D. P. Landau, Kurt Binder

Published Aug 1, 1990• 14 citations
Publisher

Abstract

First-order phase transitions are ubiquitous in nature but their presence is often uncertain because of the effects which finite size has on all transitions. In this article we consider a general treatment of size effects on lattice systems with discrete degrees of freedom and which undergo a first-order transition in the thermodynamic limit. We review recent work involving studies of the distribution functions of the magnetization and energy at a first-order transition in a finite sample of size N connected to a bath of size N′. Two cases: N′ = ∞ and N′ = finite are considered. In the former (canonical ensemble) case, the distributions are approximated by a superposition of Gaussians corresponding to the different phases; all finite-size effects then vary as N or 1/N. The latter case involves the Gaussian ensemble where the entropy of the bath has a convenient form; for small N′, first-order transitions are characterized by van der Waals' loops in (for example) the energy vs. temperature curves. Results from extensive Monte Carlo simulations of Ising and Potts models in d = 2 are presented to confirm the predictions. Comparison is made with data from second-order transitions to show that the order of a transition can be distinguished through such studies, although problems still occur for first-order transitions very close to critical points.

DOI
10.1080/01411599008210236

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First-order phase transitions are ubiquitous in nature but their presence is often uncertain because of the effects which finite size has on all transitions. In this article we consider a general treatment of size effects on lattice systems with discrete degrees of freedom and which undergo a first-order transition in the thermodynamic limit. We review recent work involving studies of the distribution functions of the magnetization and energy at a first-order transition in a finite sample of size N connected to a bath of size N′. Two cases: N′ = ∞ and N′ = finite are considered. In the former (canonical ensemble) case, the distributions are approximated by a superposition of Gaussians corresponding to the different phases; all finite-size effects then vary as N or 1/N. The latter case involves the Gaussian ensemble where the entropy of the bath has a convenient form; for small N′, first-order transitions are characterized by van der Waals' loops in (for example) the energy vs. temperature curves. Results from extensive Monte Carlo simulations of Ising and Potts models in d = 2 are presented to confirm the predictions. Comparison is made with data from second-order transitions to show that the order of a transition can be distinguished through such studies, although problems still occur for first-order transitions very close to critical points.
We study the finite-size effects at a temperature-driven first-order transition by analyzing various moments of the energy distribution. The distribution function for the energy is approximated by the superposition of two weighted Gaussian functions yielding quantitative estimates for various quantities and scaling form for the specific heat. The rounding of the singularities and the shifts in the location of the specific-heat maximum are analyzed and the characteristic features of a first-order transition are identified. The predictions are tested on the ten-state Potts model in two dimensions by carrying out extensive Monte Carlo calculations. The results are found to be in good agreement with theory. Comparison is made with the second-order transitions in the two- and three-state Potts models.
Using thermodynamic fluctuation theory, we study the finite-size rounding of anomalies occurring at first-order phase transitions of the corresponding infinite system. Explicit expressions for thermodynamic functions are derived both for "symmetric transitions" (such as the jump of the spontaneous magnetization in the Ising model from +Msp+{M}_{\mathrm{sp}}+Msp​ to $\ensuremath{-}{M}_{\mathrm{sp}}$ as the field changes from 0+{0}^{+}0+ to ${0}^{\ensuremath{-}}$) as well as for asymmetric cases, but restricting attention to (hyper)cubic system shapes. As an explicit example for the usefulness of these considerations in Monte Carlo simulations where it may be a problem to (i) locate a phase transition and (ii) distinguish first-order from second-order transitions, we present numerical results for the two-dimensional nearest-neighbor Ising ferromagnet in a field, both below the critical temperature Tc{T}_{c}Tc​ and at Tc{T}_{c}Tc​. The numerical results are found to be in very good agreement with the phenomenological theory and it is shown that one may extract the magnitudes of jumps occurring at first-order phase transitions in a well-defined and accurate way.
A new kind of finite-size phenomenon in the five-state Potts model in two dimensions, a ``false'' ground state, was recently reported by Katznelson and Lauwers based on Monte Carlo studies of large lattices. We reexamine the behavior of this weakly first-order system by performing extensive Monte Carlo simulations, and demonstrate that the ``novel'' states previously observed in internal-energy-distribution histograms tend to disappear when runs of sufficient length are used. We present evidence that very strong critical slowing down and a pseudodivergent correlation length are responsible for the observed effects. Our additional analysis of finite-size effects in the ten-state Potts model on small lattices (L\ensuremath{\le}10) shows a crossover of scaling from ${L}^{\mathrm{\ensuremath{-}}d}$ behavior (observed earlier on larger lattices) to a nonanalytic form. This result is used to discuss the observed nonanalytic scaling of thermodynamic quantities in the five-state Potts model.
In this paper we study finite-size scaling at criticality in the Gibbs ensemble with Monte Carlo simulations. A recent lattice-gas version of Gibbs-ensemble sampling for the two-dimensional Ising-model magnet with nearest-neighbor ferromagnetic interactions on two subsystems of L\ifmmode\times\else\texttimes\fi{}L lattices is considered. Both square and triangular lattices with a range of lattice sizes are simulated at bulk criticality. We are interested in the question of universality for the fourth-order cumulant of the order-parameter distribution in the Gibbs ensemble. Estimates of -1.954\ifmmode\pm\else\textpm\fi{}0.005 and -1.9543\ifmmode\pm\else\textpm\fi{}0.005 are obtained for the square and triangular lattices, respectively. These values confirm universality within the Gibbs ensemble, but are statistically different from the canonical-ensemble values of \ensuremath{\sim}-1.83. We point out that one must interpret this apparent ensemble dependence with care. Unlike in the canonical ensemble, the order parameter in the Gibbs ensemble is the subsystem magnetization. Its fourth-order cumulant is not simply related to the usual fourth magnetic-field derivative of the total free energy. Standard finite-size scaling analysis of data for the total specific heat, subsystem magnetization, and susceptibility are also considered and found to be in good agreement with finite-size scaling.
We develop a detailed finite-size-scaling theory at a general, asymmetric, temperature-driven, strongly first-order phase transition in a system with periodic boundary conditions. We compute scaling functions for various cumulants of energy in the form U(L,t)=U0{\mathit{U}}_{0}U0​(tLd{\mathit{tL}}^{\mathit{d}}tLd)+${\mathit{L}}^{\mathrm{\ensuremath{-}}\mathit{d}}$U1{\mathit{U}}_{1}U1​(tLd{\mathit{tL}}^{\mathit{d}}tLd) with t=1-Tc{\mathit{T}}_{\mathit{c}}Tc​/T. In particular, we consider the specific heat and Binder's fourth cumulant and show this has a minimum value of 2/3-(e1{\mathit{e}}_{1}e1​/e2{\mathit{e}}_{2}e2​-e2{\mathit{e}}_{2}e2​/e1{\mathit{e}}_{1}e1​)2{)}^{2})2/12+O(${\mathit{L}}^{\mathrm{\ensuremath{-}}\mathit{d}}$) at a temperature Tc(2){\mathit{T}}_{\mathit{c}}^{(2)}Tc(2)​(L)-Tc{\mathit{T}}_{\mathit{c}}Tc​=O(${\mathit{L}}^{\mathrm{\ensuremath{-}}\mathit{d}}$). Various other pseudocritical temperatures corresponding to extrema of other cumulants are evaluated. We compare these theoretical predictions with extensive Monte Carlo simulations of the nominally strong first-order transitions in the eight- and ten-state Potts models in two dimensions for system sizes L\ensuremath{\le}50. The ten-state simulations agree with theory in all details in contrast to the eight-state data, and we give estimates for the bulk specific heats at Tc{\mathit{T}}_{\mathit{c}}Tc​ using all exactly known analytic results. A criterion is developed to estimate numerically whether or not system sizes used in a simulation of a first-order transition are in the finite-size-scaling regime.
Motivated by recent experiments on phase behavior of systems confined in porous media, we have studied the effect of randomness on the nature of the phase transition in the two-dimensional Potts model. To model the effects of the porous matrix we introduce a random distribution of couplings P(J(ij))=pdelta(J(ij)-J1)+(1-p)delta(J(ij)-J2) in the q state Potts Hamiltonian. An extensive Monte Carlo study is made on this system for q=5. We studied two different cases of disorder (a) J(1)/J(2)-->infinity and p=0.8 and (b) J(1)/J(2)=10 and p=0.5. We observed, in both cases, that the weak first order transition that appears in the pure case, changes to a second-order transition. A finite size scaling analysis shows that the correlation length exponent nu is close to 1 and the best fit to the dependence of the specific heat on system size is logarithmic. This suggests that both cases belong to the universality class of the Ising model. In contrast, the magnetic exponents point to a different universality class.