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Physical Review Letters

Finite-size effects at asymmetric first-order phase transitions

Christian Borgs, Roman Kotecký

Published Mar 16, 1992• 151 citations
Publisher

Abstract

We present a rigorous description of finite-size effects for a large class of models with an asymmetric first-order transition, assuming that all phases contributing to the transition have a finite correlation length. If the model describes the coexistence of two phases, it is shown that, at sufficiently low temperatures, the shift of the transition point due to finite-size effects in a volume ${\mathit{L}}^{\mathit{d}}$ with periodic boundary conditions is O(${\mathit{L}}^{\mathrm{\ensuremath{-}}2\mathit{d}}$), in contrast to certain claims in the literature. We also discuss different ways to determine the transition point from finite-size data, which involve only exponentially small systematic errors in L.

DOI
10.1103/physrevlett.68.1734

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We present a rigorous description of finite-size effects for a large class of models with an asymmetric first-order transition, assuming that all phases contributing to the transition have a finite correlation length. If the model describes the coexistence of two phases, it is shown that, at sufficiently low temperatures, the shift of the transition point due to finite-size effects in a volume Ld{\mathit{L}}^{\mathit{d}}Ld with periodic boundary conditions is O(L\ensuremath−2d{\mathit{L}}^{\mathrm{\ensuremath{-}}2\mathit{d}}L\ensuremath−2d), in contrast to certain claims in the literature. We also discuss different ways to determine the transition point from finite-size data, which involve only exponentially small systematic errors in L.
We consider a temperature-driven first-order phase transition describing the coexistence of q ordered low-temperature phases and one disordered high-temperature phase at the infinite-volume transition temperature T0{\mathit{T}}_{0}T0​. Analyzing the exponential corrections to the periodic partition function in a box of volume V, Zper{\mathit{Z}}_{\mathrm{per}}Zper​=tsumm{\mathit{tsum}}_{\mathit{m}}tsumm​ exp(-\ensuremath{\beta}fm{\mathit{f}}_{\mathit{m}}fm​V), where fm{\mathit{f}}_{\mathit{m}}fm​ is the (metastable) free energy of the phase m, we propose several definitions of a finite-volume transition temperature T0{\mathit{T}}_{0}T0​(V) which involve only exponential corrections with respect to T0{\mathit{T}}_{0}T0​. We test our propositions in the d=2 Potts model for q=5, 8, and 10 by means of Monte Carlo simulations, using the single-cluster update procedure.
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.
We consider a particular case of the two dimensional Blume-Emery-Griffiths model to study the finite-size scaling for a field driven first-order phase transition with two coexisting phases not related by a symmetry. For low temperatures we verify the asymptotic (large volume) predictions of the rigorous theory of Borgs and Kotecky. Near the critical temperature we show that all data fit onto a unique curve, even when the correlation length ξ becomes comparable to or larger than the size of the system, provided the linear dimension L of the system is rescaled by ξ.
A scaling hypothesis is set up for the correlation function G(R,T;L) of a finite-sized system, with O(n) symmetry (n\ensuremath{\ge}2), confined to geometry ${L}^{d\mathrm{\ensuremath{-}}d\mathcal{'}}$\ifmmode\times\else\texttimes\fi{}${\ensuremath{\infty}}^{d\mathcal{'}}$ (2d4, d'\ensuremath{\le}2) and subjected to periodic boundary conditions. Finite-size effects in the correlation length \ensuremath{\xi}(T;L) are predicted in the region of first-order phase transition (TTc{T}_{c}Tc​) as well as the region of second-order phase transition (T\ensuremath{\simeq}Tc{T}_{c}Tc​); for the correlation function, the predictions relate mostly to the regime TTc{T}_{c}Tc​. To test these predictions, a detailed analytical study is carried out in the case of the spherical model and all predictions are seen to be fully borne out. In the process we find that, though a single correlation length \ensuremath{\xi} governs the scaling of the variable R in all directions, the functional dependence of the correlation function on the scaled parameter R/\ensuremath{\xi} is highly anisotropic, in that it depends very differently on the components, ${\mathrm{R}}_{\ensuremath{\perp}}$ and R?{\mathrm{R}}_{?}R?​, of R pertaining to the finite and the infinite dimensions, respectively. Most importantly, while long-range order at temperatures below Tc{T}_{c}Tc​ prevails all the way in the direction of ${\mathrm{R}}_{\ensuremath{\perp}}$ it is severely limited in the direction of R?{\mathrm{R}}_{?}R?​. In fact, for R?{R}_{?}R?​\ensuremath{\gg}L, the qualitative features of the correlation function become characteristic of a d'-dimensional bulk system, though \ensuremath{\xi} still pertains to the actual, finite-sized system; the net result is that long-range order in the direction of R?{\mathrm{R}}_{?}R?​ persists only to distances small in comparison with \ensuremath{\xi} which, for d'2, is found to be O(L(L/a${)}^{(d\mathrm{\ensuremath{-}}2)/(2\mathrm{\ensuremath{-}}d\mathcal{'})}$), a being the lattice constant.
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.