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.
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.
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?
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.
Abstract As an introduction to the physics of phase transitions and critical phenomena, this chapter explains a number of basic and fundamental ideas such as phases, phase transitions, phase diagrams, universality, and critical phenomena. Especially important is the concept of order parameter, a quantity that measures the degree of asymmetry in the broken symmetry phase. Intuitive accounts are given to the concepts of coarse-graining, and scale and renormalization group transformations, which are powerful, systematic tools to analyze critical behaviour of macroscopic systems. Also explained are several spin and lattice gas model systems, on the basis of which phase transitions and critical phenomena will be studied.
Abstract This first chapter is an elementary introduction to the models and methods that will be used later. The ferromagnetic (Curie) transition serves as our prototype for all second-order phase transitions, and serves also to introduce the notions of broken symmetry and of order parameter. The basic model of ferromagnetism, namely the Ising model, is described in Section 1.2, and solved for an elementary case. The reason why this model is so important is that it has an exact solution in two dimensions, which exhibits spontaneous magnetization. Section 1.3 is devoted to a first approach to mean-field methods, which remain amongst the most frequently exploited approximations even today. They will lead us to define a first set of critical exponents; the listing of such exponents will then be completed in Section 1.4, once correlation functions have been defined. Finally, in Section 1.5 a qualitative description of critical phenomena will enable us, in a first approximation, to define the concept of scale invariance and its relation to the behaviour of the theory under dilatations.
The chapter is an introduction to basic equilibrium aspects of phase transitions. It starts by reviewing thermodynamics and the thermodynamic description of phase transitions. Next, lattice models, such as the paradigmatic Ising model, are introduced as simple physical models that permit a mechano-statistical study of phase transitions from a more microscopic point of view. It is shown that the Ising model can quite faithfully describe many different systems after suitable interpretation of the lattice variables. Special emphasis is placed on the mean-field concept and the mean-field approximations. The deformable Ising model is then studied as an example that illustrates the interplay of different degrees of freedom. Subsequently, the Landau theory of phase transitions is introduced for continuous and first-order transitions, as well as critical and tricritical behaviour are analysed. Finally, scaling theories and the notion of universality within the framework of the renormalization group are briefly discussed.