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Physical Review Letters

Gaussian Ensemble as an Interpolating Ensemble

Murty S. S. Challa, J. H. Hetherington

Published Jan 11, 1988• 86 citations
Publisher

Abstract

We consider a noncanonical ensemble which involves a sample thermally connected to a finite heat bath with specific properties. Treating the size of the heat bath as a parameter, we show that static properties of finite samples are ensemble dependent. Monte Carlo simulations of phase transitions in Potts models confirm the analysis and demonstrate significant reductions in computer time (sometimes by a factor of 100) compared to canonical-ensemble simulations. For finite samples, second-order transitions are sharpened and are clearly distinguished from first-order transitions as the heat bath becomes smaller.

DOI
10.1103/physrevlett.60.77

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We consider a noncanonical ensemble which involves a sample thermally connected to a finite heat bath with specific properties. Treating the size of the heat bath as a parameter, we show that static properties of finite samples are ensemble dependent. Monte Carlo simulations of phase transitions in Potts models confirm the analysis and demonstrate significant reductions in computer time (sometimes by a factor of 100) compared to canonical-ensemble simulations. For finite samples, second-order transitions are sharpened and are clearly distinguished from first-order transitions as the heat bath becomes smaller.
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.
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.
Relying on the recent proposed multicanonical algorithm, we present a numerical simulation of the first-order phase transition in the 2D 10-state Potts model on lattices up to sizes 100\ifmmode\times\else\texttimes\fi{}100. It is demonstrated that the new algorithm lacks an exponentially fast increase of the tunneling time between metastable states as a function of the linear size L of the system. Instead, the tunneling time diverges approximately proportional to L2.65{\mathit{L}}^{2.65}L2.65. On our largest lattice we gain more than 2 orders of magnitude as compared to a standard heat-bath algorithm. As a first physical application we report a high-precision computation of the interfacial free energy per unit area.
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.