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Physical review. B, Condensed matter

Percolation, clusters, and phase transitions in spin models

Chin‐Kun Hu

Published May 1, 1984• 146 citations
Publisher

Abstract

The phase transition in the Ising model and the percolation transition in the lattice percolation model have many common characteristics which have motivated researchers to explore whether the former is a percolation transition of a correlated percolation model. Previous attempts to draw such a connection have been either unsuccessful or unsatisfactory. Considering each lattice site with an Ising spin occupied and the nearest-neighbor (NN) coupling between occupied sites as a bond with a bond probability $p$ depending on the NN coupling constant $J$ and the temperature $T$, we formally show that the partition function of the Ising model is the generating function of bond-correlated percolation model (BCPM) with a bond probability $p=1\ensuremath{-}\mathrm{exp}(\frac{\ensuremath{-}2J}{\mathrm{kT}})$. The BCPM has the Ising critical temperature and exponents, including $\ensuremath{\nu},{\ensuremath{\nu}}^{\ensuremath{'}},\ensuremath{\eta},\ensuremath{\beta},\ensuremath{\alpha},{\ensuremath{\alpha}}^{\ensuremath{'}}$, and $\ensuremath{\gamma}$ (perhaps also ${\ensuremath{\gamma}}^{\ensuremath{'}}$). From the connection between the Ising model and the BCPM, we also derive and hence give a geometrical meaning of the finite-size scaling and broadening at first-order phase transitions of the Ising model. Our approach may easily be extended to many spin models and give geometrical meaning to other properties of spin models.

DOI
10.1103/physrevb.29.5103

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The phase transition in the Ising model and the percolation transition in the lattice percolation model have many common characteristics which have motivated researchers to explore whether the former is a percolation transition of a correlated percolation model. Previous attempts to draw such a connection have been either unsuccessful or unsatisfactory. Considering each lattice site with an Ising spin occupied and the nearest-neighbor (NN) coupling between occupied sites as a bond with a bond probability ppp depending on the NN coupling constant JJJ and the temperature TTT, we formally show that the partition function of the Ising model is the generating function of bond-correlated percolation model (BCPM) with a bond probability p=1\ensuremath−exp(\ensuremath−2JkT)p=1\ensuremath{-}\mathrm{exp}(\frac{\ensuremath{-}2J}{\mathrm{kT}})p=1\ensuremath−exp(kT\ensuremath−2J​). The BCPM has the Ising critical temperature and exponents, including \ensuremathν,\ensuremathν\ensuremath′,\ensuremathη,\ensuremathβ,\ensuremathα,\ensuremathα\ensuremath′\ensuremath{\nu},{\ensuremath{\nu}}^{\ensuremath{'}},\ensuremath{\eta},\ensuremath{\beta},\ensuremath{\alpha},{\ensuremath{\alpha}}^{\ensuremath{'}}\ensuremathν,\ensuremathν\ensuremath′,\ensuremathη,\ensuremathβ,\ensuremathα,\ensuremathα\ensuremath′, and \ensuremathγ\ensuremath{\gamma}\ensuremathγ (perhaps also \ensuremathγ\ensuremath′{\ensuremath{\gamma}}^{\ensuremath{'}}\ensuremathγ\ensuremath′). From the connection between the Ising model and the BCPM, we also derive and hence give a geometrical meaning of the finite-size scaling and broadening at first-order phase transitions of the Ising model. Our approach may easily be extended to many spin models and give geometrical meaning to other properties of spin models.
The study of the Ising model from a percolation perspective has played a significant role in the modern theory of critical phenomena. We consider the celebrated square-lattice Ising model and construct percolation clusters by placing bonds, with probability p, between any pair of parallel spins within an extended range beyond nearest neighbors. At the Ising criticality, we observe two percolation transitions as p increases: starting from a disordered phase with only small clusters, the percolation system enters into a stable critical phase that persists over a wide range p_{c_{1}}<p<p_{c_{2}}, and then develops a long-ranged percolation order with giant clusters for both up and down spins. At p_{c1} and for the stable critical phase, the critical behaviors agree well with those for the Fortuin-Kasteleyn random clusters and the spin domains of the Ising model, respectively. At p_{c2}, the fractal dimension of clusters and the scaling exponent along p direction are estimated as y_{h2}=1.9580(6) and y_{p2}=0.552(9), of which the exact values remain unknown. These findings reveal interesting geometric properties of the two-dimensional Ising model that has been studied for more than 100 years.
Abstract In the ordered phase of the 3D Ising model, minority spin clusters are surrounded by a boundary of dual plaquettes. As the temperature is raised, these spin clusters become more numerous, and it is found that eventually their boundaries undergo a percolation transition when about 13% of spins are minority. Boundary percolation differs from the more commonly studied site and link percolation, although it is related to an unusual type of site percolation that includes next to nearest neighbor relationships. Because the Ising model can be reformulated in terms of the domain boundaries alone, there is reason to believe boundary percolation should be relevant here. A symmetry-breaking order parameter is found in the dual theory, the 3D gauge Ising model. It is seen to undergo a phase transition at a coupling close to that predicted by duality from the boundary percolation. This transition lies in the disordered phase of the gauge theory and has the nature of a spin-glass transition. Its critical exponent ν ∼ 1.3 is seen to match the finite-size shift exponent of the percolation transition further cementing their connection. This predicts a very weak specific heat singularity with exponent α ∼ − 1.9 . The third energy cumulant fits well to the expected non-infinite critical behavior in a manner consistent with both the predicted exponent and critical point, indicating a true thermal phase transition. Unlike random boundary percolation, the Ising boundary percolation has two different ν exponents, one associated with largest-cluster scaling and the other with finite-size transition-point shift. This suggests there may be two different correlation lengths present.
The properties of the pure-site clusters of spin models, i.e., the clusters which are obtained by joining nearest-neighbor spins of the same sign, are here investigated. In the Ising model in two dimensions it is known that such clusters undergo a percolation transition exactly at the critical point. We show that this result is valid for a wide class of bidimensional systems undergoing a continuous magnetization transition. We provide numerical evidence for discrete as well as for continuous spin models, including SU(N)\mathrm{SU}(N)SU(N) lattice gauge theories. The critical percolation exponents do not coincide with the ones of the thermal transition, but they are the same for models belonging to the same universality class.
Geometric representations provide a useful perspective on critical phenomena in the Ising model. In a recent study [Phys. Rev. E 112, 034118 (2025)], we found that the two-dimensional critical Ising model exhibits two consecutive percolation transitions for geometric spin clusters as the bond-occupation probability ppp between parallel spins increases. Here, through extensive Monte Carlo simulations, we show that this phenomenon does not persist in three dimensions, where we observe only a single percolation transition on critical Ising configurations. Further theoretical analysis of the Ising model on the complete graph also yields the same scenario. In addition, we study percolation on a two-dimensional layer embedded in the three-dimensional critical Ising model. For this layer system, we estimate the red-bond exponent yp=0.426(6)y_p = 0.426(6)yp​=0.426(6) and the fractal dimensions of the largest cluster, hull, and shortest path as df=1.8926(20)d_f = 1.8926(20)df​=1.8926(20), dhull=1.663(4)d_{\rm hull} = 1.663(4)dhull​=1.663(4), and dmin=1.080(10)d_{\rm min} = 1.080(10)dmin​=1.080(10), respectively. These values indicate a distinct universality class induced by coupling to out-of-plane critical correlations.
In two space dimensions, the percolation point of the pure-site clusters of the Ising model coincides with the critical point Tc{T}_{c}Tc​ of the thermal transition and the percolation exponents belong to a special universality class. By introducing a bond probability pB<1,{p}_{B}<1,pB​<1, the corresponding site-bond clusters keep on percolating at Tc{T}_{c}Tc​ and the exponents do not change, until ${p}_{B}{=p}_{\mathrm{CK}}=1\ensuremath{-}\mathrm{exp}(\ensuremath{-}2J/kT):$ for this special expression of the bond weight the critical percolation exponents switch to the two-dimensional Ising universality class. We show here that the result is valid for a wide class of bidimensional models with a continuous magnetization transition: there is a critical bond probability pc{p}_{c}pc​ such that, for any pB> pc,{p}_{B}>~{p}_{c},pB​> pc​, the onset of percolation of the site-bond clusters coincides with the critical point of the thermal transition. The percolation exponents are the same for pc<pB< 1{p}_{c}<{p}_{B}<~1pc​<pB​< 1 but, for pB=pc,{p}_{B}{=p}_{c},pB​=pc​, they suddenly change to the thermal exponents, so that the corresponding clusters are critical droplets of the phase transition. Our result is based on Monte Carlo simulations of various systems near criticality.
We consider geometrical or Ising clusters (i.e., domains of parallel spins) in the square lattice random-field Ising model by varying the strength of the Gaussian random field $\ensuremath{\Delta}$. In agreement with the conclusion of a previous investigation [Phys. Rev. E 63, 066109 (2001)], the geometrical correlation length, i.e., the average size of the clusters $\ensuremath{\xi}$ is finite for $\ensuremath{\Delta}>{\ensuremath{\Delta}}_{c}\ensuremath{\approx}1.65$ and divergent for $\ensuremath{\Delta}\ensuremath{\leqslant}{\ensuremath{\Delta}}_{c}$. The scaling function of the distribution of the mass of the clusters as well as the geometrical correlation function are found to involve the scaling exponents of critical percolation. On the other hand, the divergence of the correlation length, $\ensuremath{\xi}(\ensuremath{\Delta})\ensuremath{\sim}{(\ensuremath{\Delta}\ensuremath{-}{\ensuremath{\Delta}}_{c})}^{\ensuremath{-}\ensuremath{\nu}}$, with $\ensuremath{\nu}\ensuremath{\approx}2$, is related to that of tricritical percolation. It is verified numerically that critical geometrical correlations transform conformally.