Can statistical mechanics be used to describe phase transitions? A phenomenological description of a phase transition does not raise any special difficulty a priori. For instance, to describe the solidification of a gas under pressure, one can make a simple theory for the gaseous phase, e.g., an ideal gas corrected by a few terms of the virial expansion. Then, for the solid, one can use the extraction energies of the atoms, and the vibration energies around equilibrium positions. These calculations will provide a thermodynamic potential for each phase. The line of coexistence between the two phases in the pressure—temperature plane will be determined by imposing the equality of the two chemical potentials μ I ( T, P ) = μ II ( T, P ). If this method may turn out to be useful in practice, it does not answer any of the questions that one can raise concerning the transition between the two states. Indeed the interactions between the molecules are not statistical in nature: they are independent of the temperature, or of the pressure; the Hamiltonian is a combination of kinetic energy and well-defined interaction potentials between pairs of molecules. How can one see in such a description, following the principles established by Boltzmann, Gibbs and their successors, that at equilibrium the same molecules can form a solid or a fluid, a superconductor, a ferromagnet, etc., without any modification of the interactions?
Can statistical mechanics be used to describe phase transitions? A phenomenological description of a phase transition does not raise any special difficulty a priori. For instance, to describe the solidification of a gas under pressure, one can make a simple theory for the gaseous phase, e.g., an ideal gas corrected by a few terms of the virial expansion. Then, for the solid, one can use the extraction energies of the atoms, and the vibration energies around equilibrium positions. These calculations will provide a thermodynamic potential for each phase. The line of coexistence between the two phases in the pressure—temperature plane will be determined by imposing the equality of the two chemical potentials μ I ( T, P ) = μ II ( T, P ). If this method may turn out to be useful in practice, it does not answer any of the questions that one can raise concerning the transition between the two states. Indeed the interactions between the molecules are not statistical in nature: they are independent of the temperature, or of the pressure; the Hamiltonian is a combination of kinetic energy and well-defined interaction potentials between pairs of molecules. How can one see in such a description, following the principles established by Boltzmann, Gibbs and their successors, that at equilibrium the same molecules can form a solid or a fluid, a superconductor, a ferromagnet, etc., without any modification of the interactions?
Phase transitions are defined, and the concepts of order parameter and spontaneously broken symmetry are discussed. Simple models for magnetic phase transitions are introduced, together with some experimental examples. Critical exponents and the notion of universality are defined, and the consequences of the scaling assumptions are derived. Phase transitions and order parameters It is a fact of everyday experience that matter in thermodynamic equilibrium exists in different macroscopic phases. Indeed, it is difficult to imagine life on Earth without all three phases of water. A typical sample of matter, for example, has the temperature–pressure phase diagram presented in Fig. 1.1: by changing either of the two parameters the system may be brought into a solid, liquid, or gas phase. The change of phase may be gradual or abrupt. In the latter case, the phase transition takes place at well defined values of the parameters that determine the phase boundary. Phase transitions are defined as points in the parameter space where the thermodynamic potential becomes non-analytic. Such a non-analyticity can arise only in the thermodynamic limit, when the size of the system is assumed to be infinite. In a finite system the partition function of any system is a finite sum of analytic functions of its parameters, and is therefore always analytic. A sharp phase transition is thus a mathematical idealization, albeit one that describes the reality extremely well. Macroscopic systems typically contain ∼ 10 23 degrees of freedom, and as such are very close to being in the thermodynamic limit. The phase boundaries in Fig. 1.1, for example, for this reason represent reproducible physical quantities.
Introduction In this chapter we provide a comprehensive and unified treatment of the physical concepts and quantities relevant to phase transitions and critical phenomena. Some of these concepts and quantities have already been discussed in the particular contexts of magnetism (Chapter 7), or liquid crystals (Chapter 9, We conclude the chapter with a brief reference to the application of renormalisation group ideas to critical phenomena. The resulting reconciliation of the predictions of classical theories with experiments and exact or quasi-exact solutions of model systems is a major triumph of twentieth-century physics. Phases and phase transitions Thermodynamics habitually deals with equilibrium systems that are uniform on the macroscopic scale – i.e., where the structure, density and composition are the same throughout the bulk of the system, which is many times greater than a single atom or molecule. Because the system is in equilibrium, intensive thermodynamic variables such as the temperature or chemical potential are also spatially uniform. Such a system is said to consist of a single phase – it is a one-phase system. Phases are what used to be called the states of matter. Solids, liquids, gases and plasmas are four commonly occurring phases – they correspond to the four elements of Aristotelian physics: earth, water, air and fire, respectively. There are, however, many other, less easily identified phases, some of which we have already encountered in this book, such as the ferromagnetic, antiferromagnetic, nematic or superconducting phases. On varying the temperature, pressure and chemical potential(s) of a system, properties such as its structure, density, composition, compressibility, specific heat, etc., in general change smoothly. Yet under certain conditions the changes may be abrupt – some of these properties may exhibit discontinuities, or even divergences, at a phase transition . Phase transitions are among the most spectacular phenomena of nature. Consider, for instance, the phase sequence of water on heating: from ice, an opaque, slippery, rock-like solid; to colourless, incompressible, liquid water, which nevertheless easily flows under gravity; to water vapour, an invisible and very low-density (greenhouse!) gas, hence of ill-defined volume.
This chapter describes the physics of phase transitions and critical phenomena. After introducing the thermodynamics of phase transitions, the general considerations are made explicit by presenting statistical mechanical calculations on a lattice gas model in the mean-field approximation. Phase transitions occur in macroscopic systems when one or more external parameters like temperature, pressure, electrical field, magnetic field, etc are varied. The chapter demonstrates the utility of the alternative formulations of thermodynamics and statistical mechanics in the context of phase transitions and shows how their use clarifies and unifies the theory of phase transitions. It deals with the basic thermodynamic description of a single component fluid. To understand different phases and associated transitions, one studies how the couplings flow in the parameter space under repeated Renormalization Group (RG) transformations. The flows around the fixed point are easily studied by linearizing the RG equations around the fixed points and determining the eigenvalues and eigenvectors of the linearized RG transformations.
Commentaries.- A Survey by the Editors.- I. Thermodynamic Limit for Coulomb Systems.- I. 1 Existence of Thermodynamics for Real Matter with Coulomb Forces.- I. 2 The Constitution of Matter: Existence of Thermodynamics for Systems Composed of Electrons and Nuclei.- II. Hard Sphere Virial Coefficients.- II. 1 Suppression at High Temperature of Effects Due to Statistics in the Second Virial Coefficient of a Real Gas.- II. 2 Calculation of Exchange Second Virial Coefficient of a Hard-Sphere Gas by Path Integrals.- III. Zeros of Partition Functions.- III. 1 Monomers and Dimers.- III. 2 Theory of Monomer-Dimer Systems.- III. 3 A Property of Zeros of the Partition Function for Ising Spin Systems.- III. 4 A General Lee-Yang Theorem for One-Component and Multicomponent Ferromagnets.- IV. Reflection Positivity.- IV. 1 Existence of Phase Transitions for Anisotropic Heisenberg Models.- IV. 2 Phase Transitions in Anisotropic Lattice Spin Systems.- IV. 3 Phase Transitions in Quantum Spin Systems with Isotropic and Nonisotropic Interactions.- IV. 4 Phase Transitions and Reflection Positivity. I. General Theory and Long Range Lattice Models.- IV. 5 Phase Transitions and Reflection Positivity. II. Lattice Systems with Short-Range and Coulomb Interactions.- IV. 6 Lattice Models for Liquid Crystals.- IV. 7 Existence of Neel Order in Some Spin-1/2 Heisenberg Antiferromagnets.- IV. 8 The XY Model Has Long-Range Order for all Spins and all Dimensions Greater than One.- V. Classical Thermodynamics.- V. 1 The Third Law of Thermodynamics and the Degeneracy of the Ground State for Lattice Systems.- V. 2 A Guide to Entropy and the Second Law of Thermodynamics.- V. 3 A Fresh Look at Entropy and the Second Law of Thermodynamics.- VI. Lattice Systems.- VI. 1 Properties of a Harmonic Crystal in a Stationary Nonequilibrium State.- VI. 2 The Statistical Mechanics of Anharmonic Lattices.- VI. 3 Time Evolution of Infinite Anharmonic Systems.- VI. 4 Lattice Systems with a Continuous Symmetry III. Low Temperature Asymptotic Expansion for the Plane Rotator Model.- VII. Miscellaneous.- VII. 1 The Finite Group Velocity of Quantum Spin Systems.- VII. 2 The Classical Limit of Quantum Spin Systems.- VII. 3 A Refinement of Simon's Correlation Inequality.- VII. 4 Fluxes, Laplacians, and Kasteleyn's Theorem.- Selecta of Elliott H. Lieb.- Publications of Elliott H. Lieb.
This essay corresponds to the content of three lectures about statistical physics delivered to the audience of the 2014 section of the R. A. Salmeron School of Physics, at the UnB. Our starting point was very simple statistical models (lattice gas, spin-1/2 ferromagnet), used as illustrations of the competencies and methods in statistical physics. Thus we introduce the Gibbs ensembles, defining a connection with thermodynamics and discussing the role played by fluctuations and large numbers. We present phenomenological aspects of phase transitions and critical phenomena in simple fluids and in uniaxial ferromagnets, emphasizing the universal character of the critical exponents. We describe the phenomenological van der Waals and Curie-Weiss theories and the Landau expansion, which are present-day relevant methods, despite the fact that such theories give rise to critical exponents in disagreement with experiments. We present then the paradigmatic Ising model, which points us to a way to overcome the phenomenological results. A brief presentation of the scale phenomenological methods and the contemporaneous renormalization group are considered at the end of these lectures.
In Chapter 3, we examined two examples of phase transitions, the paramagnetic–ferromagnetic transition (Section 3.1.4) and the liquid–vapour transition (Section 3.5.4). In the latter case, thermodynamic functions such as entropy or specific volume are discontinuous at the transition. When, for example, one varies the temperature T at constant pressure, the transition takes place at a temperature T c where the Gibbs potentials of the two phases are equal, but the two phases coexist at T c and are either stable or metastable in the vicinity of T c . Each of the phases carries with it its own entropy, specific volume, etc., which are in general different at T = T c , hence the discontinuities. Such a phase transition is called a first order phase transition . The picture is quite different in the paramagnetic–ferromagnetic phase transition: the thermodynamic quantities are continuous at the transition, the transition is not linked to the crossing of two thermodynamic potentials and one never observes metastability. Such a transition is called a second order, or continuous, phase transition . The transition temperature is called the critical temperature and is denoted by T c . The new and remarkable feature which we shall encounter in continuous phase transitions is the existence of cooperative phenomena. To be specific, think of a spin system, for example an Ising or a Heisenberg model, where the interactions between spins are limited to nearest neighbours. More generally we shall consider short range interactions , which decrease rapidly as a function of the distance between spins, and we exclude from our study all long range interactions.