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Rocky Mountain Journal of Mathematics

Critical point phenomena - The role of series expansions

Michael Ellis Fisher

Published Jun 1, 1974• 25 citations
Publisher

Abstract

The use of series expansions to determine the nature of critical point singularities, especially the values of the critical exponents, is reviewed.Ratio techniques, based on extrapolation of the ratios of successive expansion coefficients, and Padé approximant methods, utilizing logarithmic derivatives, are explained, illustrated, and compared. Introduction.In this lecture I will survey briefly the phenomena observed near the critical point of a system.The range of behavior is very varied and we shall only examine one or two typical examples.The main aim will be to establish the existence of the so-called "critical point exponents" which describe the nature of the mathematical singularities exhibited by the different thermodynamic functions as the critical point is approached.The theory of these singularities may be developed via suitable statistical-mechanical models which, while caricatures of a realistic physical system, retain such vital features as the dimensionality of space, the finite range of the interactions, and certain basic symmetry properties.These models in turn are usually intractable as regards exact mathematical analysis.However, general methods can be developed which yield power series expansions for many functions of interest; frequently between 8 to 30 leading coefficients of such power series can be obtained.The problem is then a numerical one of extrapolating the series in such a way as to estimate the nature of the particular critical point singularity and the behavior of the function in its vicinity.I will show how this can, in favorable cases, be handled by studying the ratios of successive expansion coefficients.The method was pioneered by Domb and his coworkers, especially Sykes and Fisher [1], [2].The reliability of the techniques can be tested against the relatively few closed form mathematical results, in particular, Onsager's renowned solution of the two-dimensional Ising models [3].In less favorable examples this approach fails, and then, as first demonstrated by Baker [3], Padé approximants have a vital role to play.In a number of important cases the intelligent application of Padé approximants has been strikingly successful [3], [4].Such techniques have thus established a central place for themselves in the

DOI
10.1216/rmj-1974-4-2-181

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The use of series expansions to determine the nature of critical point singularities, especially the values of the critical exponents, is reviewed.Ratio techniques, based on extrapolation of the ratios of successive expansion coefficients, and Padé approximant methods, utilizing logarithmic derivatives, are explained, illustrated, and compared. Introduction.In this lecture I will survey briefly the phenomena observed near the critical point of a system.The range of behavior is very varied and we shall only examine one or two typical examples.The main aim will be to establish the existence of the so-called "critical point exponents" which describe the nature of the mathematical singularities exhibited by the different thermodynamic functions as the critical point is approached.The theory of these singularities may be developed via suitable statistical-mechanical models which, while caricatures of a realistic physical system, retain such vital features as the dimensionality of space, the finite range of the interactions, and certain basic symmetry properties.These models in turn are usually intractable as regards exact mathematical analysis.However, general methods can be developed which yield power series expansions for many functions of interest; frequently between 8 to 30 leading coefficients of such power series can be obtained.The problem is then a numerical one of extrapolating the series in such a way as to estimate the nature of the particular critical point singularity and the behavior of the function in its vicinity.I will show how this can, in favorable cases, be handled by studying the ratios of successive expansion coefficients.The method was pioneered by Domb and his coworkers, especially Sykes and Fisher [1], [2].The reliability of the techniques can be tested against the relatively few closed form mathematical results, in particular, Onsager's renowned solution of the two-dimensional Ising models [3].In less favorable examples this approach fails, and then, as first demonstrated by Baker [3], Padé approximants have a vital role to play.In a number of important cases the intelligent application of Padé approximants has been strikingly successful [3], [4].Such techniques have thus established a central place for themselves in the
A simple method is proposed for determining characteristic parameters of critical-point singularities from power-series expansions. It applies to a broad class of functions of physical interest and provides acceptable, simultaneous approximations to the critical point, exponent, and amplitude. Several examples of low- and high-temperature series expansions for thermodynamic properties of spin-(1/2) Ising models are studied, and quite accurate results are obtained for both close- and loose-packed arrays.
Pad\'e approximants have been used to estimate both the critical temperature and the critical-point exponents of the Ising model. In the standard Pad\'e analysis the approximants near the diagonal are given more credence. In the present study of two-dimensional models more credence is given to those entries for which the estimated critical temperature is close to the exact value. For three-dimensional models an analogous method is employed using the "exact" critical temperature estimated from the high-temperature compressibility series. The rationale for selecting these particular approximants is based on the fact that one is estimating critical-point behavior by extrapolating from a series representation. Thus, if the estimated critical point is shifted from its true value, one should expect a corresponding shift in the estimated exponent. Indeed, this is what is found.
The theory of critical phenomena in systems at equilibrium is reviewed at an introductory level with special emphasis on the values of the critical point exponents α, β, γ,..., and their interrelations. The experimental observations are surveyed and the analogies between different physical systems - fluids, magnets, superfluids, binary alloys, etc. - are developed phenomenologically. An exact theoretical basis for the analogies follows from the equivalence between classical and quantal `lattice gases' and the Ising and Heisenberg-Ising magnetic models. General rigorous inequalities for critical exponents at and below T c are derived. The nature and validity of the `classical' (phenomenological and mean field) theories are discussed, their predictions being contrasted with the exact results for plane Ising models, which are summarized concisely. Padé approximant and ratio techniques applied to appropriate series expansions lead to precise critical-point estimates for the three-dimensional Heisenberg and Ising models (tables of data are presented). With this background a critique is presented of recent theoretical ideas: namely, the `droplet' picture of the critical point and the `homogeneity' and `scaling' hypotheses. These lead to a `law of corresponding states' near a critical point and to relations between the various exponents which suggest that perhaps only two or three exponents might be algebraically independent for any system.
Abstract Until the early 1970s all calculations of critical exponents were made either by exactly solving a model for its thermodynamic properties and then examining its behaviour in the critical regime (as with the Ising model in one and two dimensions) or by direct numerical simulations (as with the three-dimensional Ising model) or by extrapolation from approximate solutions which become invalid in the vicinity of a phase transition (high-temperature expansions, for example). However, in a now-famous paper published in 1966, Kadanoff presented arguments which, he maintained, would allow one to simplify calculations in the critical regime to the point at which critical exponents could be extracted, without ever working out the partition function for the problem. However, though Kadanoff’s ideas showed great physical intuition about the processes giving rise to critical phenomena, they lacked the mathematical precision which might have given one faith in his results.
First, a new method proposed by Baker and Rushbrooke is used to study the simple ferromagnetic Ising model at and below the Curie temperature. Of course, the properties of the Ising model are already well known, so that the main aim here is to assess the potential and reliability of the new method, since it has wide applicability to other models which have not been otherwise studied. Between 8 and 16 coefficients of exact high-temperature expansions for fixed values of the magnetization are derived for various two- and three-dimensional lattices. A Pad\'e-approximant analysis of these expansions at the critical isotherm and magnetic phase boundary enables us to estimate the critical exponents $\ensuremath{\beta}$, ${\ensuremath{\gamma}}^{\ensuremath{'}}$, and $\ensuremath{\delta}$, and plot the spontaneous magnetization. The results are in good agreement with previous calculations. Secondly, an analysis of the exact series expansions provides no support for the conjecture that the phase boundary is a line of essential singularities. However, the same expansions strongly suggest the existence of a "spinodal" curve, whose properties are in reasonable agreement with the predictions of various heuristic arguments (based essentially upon analyticity at the phase boundary and one-phase homogeneity in the critical region). Finally, structure and a mild extension of the proven analyticity of the free energy are used to show the $\ensuremath{\Delta}\ensuremath{\le}{\ensuremath{\Delta}}^{\ensuremath{'}}$, $\ensuremath{\gamma}\ensuremath{\le}{\ensuremath{\gamma}}^{\ensuremath{'}}$.