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Cambridge University Press eBooks

Introduction

M. Gaudin

Published Mar 6, 2014• 0 citations
Publisher

Abstract

From the exact solution of the Ising model by Onsager in 1944 up to that of the hard hexagon model by Baxter in 1980, the statistical mechanics of two-dimensional systems has been enriched by a number of exact results. One speaks (in quick manner) of exact models once a convenient mathematical expression has been obtained for a physical quantity such as the free energy, an order parameter or some correlation, or at the very least once their evaluation is reduced to a problem of classical analysis. Such solutions, often considered as singular curiosities upon their appearance, often have the interest of illustrating the principles and general theorems rigorously established in the framework of definitive theories, and also enabling the control of approximate or perturbative methods applicable to more realistic and complex models. In the theory of phase transitions, the Ising model and the results of Onsager and Yang have eminently played such a reference role. With the various vertex models, the methods of Lieb and Baxter have extended this role and the collection of critical exponents, providing new useful elements of comparison with extrapolation methods, and forcing a refinement of the notion of universality. Intimately linked to two-dimensional classical models (but of less interest for critical phenomena), one-dimensional quantum models such as the linear magnetic chain and Bethe's famous solution have certainly contributed to the understanding of fundamental excitations in many-body systems. One could also mention the physics of one-dimensional conductors.

DOI
10.1017/cbo9781107053885.003

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From the exact solution of the Ising model by Onsager in 1944 up to that of the hard hexagon model by Baxter in 1980, the statistical mechanics of two-dimensional systems has been enriched by a number of exact results. One speaks (in quick manner) of exact models once a convenient mathematical expression has been obtained for a physical quantity such as the free energy, an order parameter or some correlation, or at the very least once their evaluation is reduced to a problem of classical analysis. Such solutions, often considered as singular curiosities upon their appearance, often have the interest of illustrating the principles and general theorems rigorously established in the framework of definitive theories, and also enabling the control of approximate or perturbative methods applicable to more realistic and complex models. In the theory of phase transitions, the Ising model and the results of Onsager and Yang have eminently played such a reference role. With the various vertex models, the methods of Lieb and Baxter have extended this role and the collection of critical exponents, providing new useful elements of comparison with extrapolation methods, and forcing a refinement of the notion of universality. Intimately linked to two-dimensional classical models (but of less interest for critical phenomena), one-dimensional quantum models such as the linear magnetic chain and Bethe's famous solution have certainly contributed to the understanding of fundamental excitations in many-body systems. One could also mention the physics of one-dimensional conductors.
Abstract Only a limited number of models of phase transitions and critical phenomena can be solved exactly. These examples nevertheless play important roles in many aspects including the verification of the accuracy of approximation theories such as the mean-field theory and renormalization group. Mathematical methods to solve such examples are interesting in their own right and constitute an important subfield of mathematical physics. In particular the exact solution of the two-dimensional Ising model occupies an outstanding status as one of the founding studies of the modern theory of phase transitions and critical phenomena. The present chapter shows simple but typical examples of exact solutions of classical spin systems such as the one-dimensional Ising model with various boundary conditions, the n-vector model, the spherical model, the one-dimensional quantum XYXYXY model, and the two-dimensional Ising model. An account on the Yang-Lee theory will also be given as a set of basic rigorous results on phase transitions.
We have mentioned in §1.5 the shattering blow which Onsager's exact calculations for a two-dimensional Ising model delivered to the classical theories, and the challenge it posed in relation to critical behaviour. But Onsager's work had much wider ramifications since detailed aspects of his calculations stimulated important new areas of research and progress. His topological interpretation of the duality transformation discovered by Kramers and Wannier greatly extended its scope, and soon led, in conjunction with his formulation of the star-triangle transformation, to exact solutions for other twodimensional lattices (see e.g. Domb 1960 pp. 211-20). The star-triangle transformation itself initiated a search which revealed other useful transformations of a similar kind (see e.g. Syozi 1972). The simplification of the calculations by the use of spinors led to the discovery of other simplified methods of calculation each of which had its own specific advantages (Temperley 1972, Schultz, Mattis and Lieb 1964). More remotely the existence of exact solutions to the Ising model in two dimensions suggested that other realistic models might give rise to exact solutions. Over 20 years elapsed before a breakthrough occurred (Lieb 1967). Subsequently this area of research has generated results of great interest and importance (Baxter 1982).
Abstract This book begins where elementary books and courses leave off and covers the advances made in statistical mechanics in the past fifty years. The book is divided into three parts. The first part is on general theory which includes a summary of the basic principles of statistical mechanics; a presentation of the physical phenomena covered and the models used to discuss them; theorems on the existence and uniqueness of partition functions; theorems on order; and critical phenomena and scaling theory. The second part is on series and numerical methods which includes derivations of the Mayer and Ree–Hoover expansions of the low density virial equation of state; Groeneveld's theorems; the application to hard spheres and discs; a summary of numerical studies of systems at high density; and the use of high temperature series expansions to estimate critical exponents for magnets. The third part covers exactly solvable models which includes a detailed presentation of the Pfaffian methods of computing the Ising partition function, magnetization, correlation functions, and susceptibility; the star-triangle (Yang–Baxter equation); functional equations and the free energy for the eight-vertex model; and the hard hexagon and chiral Potts models. All needed mathematics is developed in detail and many open questions are discussed. The goal is to guide the reader to the current forefront of research.
Abstract In undergraduate statistical mechanics courses the Ising model always plays an important role because it is the simplest non-trivial model used to describe magnetic systems. The one-dimensional model is easily solved analytically, while the two-dimensional one can be solved exactly by the Onsager solution. For this reason, numerical simulations are usually used to solve the two-dimensional model. Keeping in mind that the two-dimensional model is the platform for studying phase transitions, it is usually an exercise in computational undergraduate courses because its numerical solution is relatively simple to implement and its critical exponents are perfectly known. The purpose of this article is to present a detailed numerical study of the second-order phase transition in the two-dimensional Ising model at an undergraduate level, allowing readers not only to compare the mean-field solution, the exact solution and the numerical one through a complete study of the order parameter, the correlation function and finite-size scaling, but to present the techniques, along with hints and tips, for solving it themselves. We present the elementary theory of phase transitions and explain how to implement Markov chain Monte Carlo simulations and perform them for different lattice sizes with periodic boundary conditions. Energy, magnetization, specific heat, magnetic susceptibility and the correlation function are calculated and the critical exponents determined by finite-size scaling techniques. The importance of the correlation length as the relevant parameter in phase transitions is emphasized.
As we have seen on several occasions, a great many of the physical phenomena of interest concern collective behaviour or strongly correlated particles. While it is sometimes possible to obtain useful insight using approximation methods, such as perturbation theory, reliable controlled approximations do not exist. In such situations, numerical simulations have become an indispensable tool. We shall not attempt in this chapter to discuss computer programming nor shall we discuss many of the powerful methods, both algorithmic and in data analysis, that have been developed since numerical simulations have become an important research tool. Instead, we shall assume that the reader already has enough familiarity with computer programming to apply the notions which we discuss here. Our goal is to explain enough of the basics of the Monte Carlo method (classical and quantum) to allow the reader to apply it readily to interesting equilibrium statistical physics problems of the type discussed in this book. The problems in this chapter have been tailored with this in mind. The programs needed are relatively simple and the physics illustrates many of the phenomena already seen: phase transitions with and without spontaneous symmetry breaking, critical exponents, diverging susceptibilities, scaling, vortices, superfluids etc. Consequently, some of the problems are somewhat long and may be better considered as mini-projects. Markov chains, convergence and detailed balance Even relatively innocent looking models are impossible to solve exactly. The exact solution of the two-dimensional Ising model is known but not in the presence of an external magnetic field. In three dimensions, even in the absence of a magnetic field, the exact solution is not known. In fact, relatively few models can be solved exactly; see Reference [14] for an excellent review of the subject.
Introduction The planar Ising model has become one of the most important statistical mechanical systems for the study of phase transitions and critical phenomena. Although there are many rigorous results, such as correlation inequalities, Peierls argument and the Yang-Lee circle theorem to name but three [reviewed by Griffiths, 1971], which are dimensionindependent in their validity and which lead to results of considerable interest, only the planar model to date benefits from the added insights which stem ultimately from Onsager's tour de force [Onsager, 1944]. It is not the purpose of this article to enter into a general review – for this the reader is referred elsewhere [Gallavotti, 1972] but rather to discuss two more mathematical aspects of the development of Onsager's solution. The first item is the Yang-Baxter system of equations for the planar Ising model in zero field with transfer in the (1,1) direction. This work shows that the Clifford-algebraic structure of the exact solution is a natural consequence of the star-triangle equations. The second item is a Fredholm system which turns out to be of crucial importance in understanding surface and interface problems, as well as the pair correlation function.