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Chaos An Interdisciplinary Journal of Nonlinear Science

On the mathematical divergences emerging in the theory of critical phenomena within Boltzmann–Gibbs statistical mechanics

Constantino Tsallis

Published Oct 1, 2025• 2 citations
Publisher

Abstract

The standard Theory of Critical Phenomena within Boltzmann-Gibbs statistical mechanics is known to successfully predict, at any temperature differing from a continuous-phase-transition critical one, the (finite) values for thermodynamically relevant quantities such as isothermal magnetic susceptibility, specific heat, correlation length, Grüneisen parameter, and similar ones. However, at the precise critical point, empirically unreachable infinities emerge within that approach at the N→∞ thermodynamical limit. Such divergences, although mathematically correct, may be seen as poorly informative ones. Indeed, they make no distinction at all between say the Ising, XY, Heisenberg, and other models. Moreover, for say the XY model, they make no distinction whether the spins are, for instance, 1/2, 1 or 3/2, or whether the interactions are say first-neighbor or first-and-second-neighbor ones. The introduction of nonadditive entropic functionals within a consistently generalized statistical mechanics substantially improves the situation, i.e., it regularizes the theory providing informative finite values instead of mere infinities. This undoubtedly enriching fact is illustrated [Soares et al., Phys. Rev. B 111, L060409 (2025)] for the Grüneisen parameter at the zero-temperature quantum critical point of a spin-1/2 ferromagnetic Ising chain in the presence of a transverse magnetic field, by introducing the nonadditive entropic functional Sq with the unique value q=q⋆≡37-6=0.0828…, which precisely guarantees the thermodynamical extensivity of the entropy as mandated by the preservation of the Legendre-transform structure of classical thermodynamics.

DOI
10.1063/5.0290907

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Critical phenomena have been extensively investigated both theoretically and experimentally in many fields, such as condensed matter physics, biology, e.g., brain criticality, and cosmology. In particular, the behaviour of response functions right at critical points (CPs) is highly topical. It turns out that in the frame of Boltzmann-Gibbs-von Neumann-Shannon approach, the extensive character of entropy breaks down at CPs. The latter implies diverging susceptibilities, which is at odds with experimental observations. Here, we investigate the influence of the spin magnitude $S$ on the quantum Grüneisen parameter $Γ^{0\text{K}}_{q}$ right at CPs for the 1D Ising model under a transverse magnetic field. Our findings are fourfold: $\textit{i}$) for higher $S$, $Γ^{0\text{K}}_{q}$ is increased, but remains finite, reflecting the enhancement of the Hilbert space dimensionality; $\textit{ii}$) the Schmidt decomposition theorem recovers the extensivity of the nonadditive $q$-entropy $S_q$ only for a $\textit{special}$ value of the entropic index $q$; $\textit{iii}$) the universality class in the frame of $S_q$ depends only on the symmetry of the system; $\textit{iv}$) we propose an experimental setup to explore finite-size effects in connection with the Hilbert space occupation at CPs. Our findings unveil both universal and non-universal aspects of quantum criticality in terms of $Γ^{0\text{K}}_{q}$ and $S_q$.

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The theory of statistical mechanics provides a powerful conceptual framework within which the relevant (macroscopic) features of systems at equilibrium can be described. As there is currently no equivalent capable of encompassing the much richer class of non-equilibrium phenomena, research in this direction proceeds mainly on an instance-by-instance basis. The aim of this Thesis is to describe in some detail three such attempts, which involve different dynamical aspects of classical and quantum systems. As summarised below, each of the last three Chapters of this document delves into one of these different topics, while Chapter 2 provides a brief introduction on the study of non-equilibrium dynamics. 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We also discuss in some detail the relation between this approach and the real-time field-theoretical one which makes use of the two-time Keldysh contour. For this purpose, we study the analytical structure of relevant observables — such as correlation functions — in the complex plane of times, identifying a subdivision of this domain into several sectors which depend on the ordering of the imaginary parts of the involved time coordinates. Within each of these subdomains, the analytic continuation to the real axis provides in principle a different result. This feature allows one to reconstruct from the Euclidean formalism all possible non-time-ordered functions, which in particular include all those which can be calculated via the Keldysh two-time formalism. Moreover, we give a prescription on how to retrieve response functions, discussing some simple examples and rationalising some recent numerical data obtained for one of these observables in a one-dimensional quantum Ising chain [4]. We also highlight the emergence of a light-cone effect fairly similar to the one previously found for correlation functions [2], which therefore provides further confirmation to the fact that information travels across the system in the form of the entanglement of quasi-particles produced by the quenching procedure. We have reported part of this analysis in Ref. [5]. Chapter 5 presents part of our recent work on effective relaxation in quantum systems following a quench and on the observed prethermalisation. We analyse the effects caused by the introduction of a long-range integrability-breaking interaction in the early stages of the dynamics of an otherwise integrable quantum spin chain following a quench in the magnetic field. 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For these quantities, the typical approach to the quasi-stationary value is algebraic with exponent a ≈ 3, independently of the size of the system, the strength of the interaction and the amplitude of the magnetic field (as long as it is kept far from the critical point). The plateaux mentioned above last until a recurrence time — which can be approximately identified with tR ≈ N/2 for single modes and t′R ≈ N/4 for extensive quantities — after which quantum oscillations due to the finite size of the chain reappear. Our procedure allows us to shed some light over prethermal features without having to considerably limit the size of the system, which we can choose to be quite large, as we discuss in Ref. [6].

•Oct 30, 2013•0 citations
The standard Theory of Critical Phenomena within Boltzmann-Gibbs statistical mechanics is known to successfully predict, at any temperature differing from a continuous-phase-transition critical one, the (finite) values for thermodynamically relevant quantities such as isothermal magnetic susceptibility, specific heat, correlation length, Grüneisen parameter, and similar ones. However, at the precise critical point, empirically unreachable infinities emerge within that approach at the N→∞ thermodynamical limit. Such divergences, although mathematically correct, may be seen as poorly informative ones. Indeed, they make no distinction at all between say the Ising, XY, Heisenberg, and other models. Moreover, for say the XY model, they make no distinction whether the spins are, for instance, 1/2, 1 or 3/2, or whether the interactions are say first-neighbor or first-and-second-neighbor ones. The introduction of nonadditive entropic functionals within a consistently generalized statistical mechanics substantially improves the situation, i.e., it regularizes the theory providing informative finite values instead of mere infinities. This undoubtedly enriching fact is illustrated [Soares et al., Phys. Rev. B 111, L060409 (2025)] for the Grüneisen parameter at the zero-temperature quantum critical point of a spin-1/2 ferromagnetic Ising chain in the presence of a transverse magnetic field, by introducing the nonadditive entropic functional Sq with the unique value q=q⋆≡37-6=0.0828…, which precisely guarantees the thermodynamical extensivity of the entropy as mandated by the preservation of the Legendre-transform structure of classical thermodynamics.
A few paradigmatic one-dimensional lattice-statistical spin models have recently attracted a vigorous scientific interest owing to their peculiar thermodynamic behavior, which is highly reminiscent of a temperature-driven phase transition. The pseudotransitions of one-dimensional lattice-statistical spin models differ from actual phase transitions in several important aspects: the first-order derivatives of the Gibbs free energy such as entropy or magnetization exhibit near a pseudo-transition an abrupt continuous change instead of a true discontinuity, whereas the second-order derivatives of the Gibbs free energy such as specific heat or susceptibility display near a pseudo-transition a vigorous finite peak instead of an actual power-law divergence. In the present chapter we will comprehensively examine a pseudo-critical behavior of the spin-1/2 Ising diamond and tetrahedral chains by a detailed examination of basic magnetothermodynamic quantities such as the entropy, specific heat and susceptibility. It will be demonstrated that density plots of these magnetothermodynamic quantities provide a useful tool for establishing a finite-temperature diagram, which clearly delimits boundaries between individual quasi-phases in spite of a lack of true spontaneous long-range order at any nonzero temperature. It is suggested that a substantial difference between the degeneracies of two ground states of the spin-1/2 Ising diamond and tetrahedral chains is an essential prerequisite for observation of a relevant pseudo-critical behavior in a close vicinity of their ground-state phase boundary.
Abstract This chapter is devoted to a brief review of general properties of phase transitions in macroscopic physics and, in particular in lattice models. Some of these lattice models actually appear as lattice regularizations of Euclidean (imaginary time) quantum physics theory (QFT). Most of the transitions considered in this work have the following character: spins on the lattice, or macroscopic particles in the continuum, interact through short-range forces, assumed, for simplicity, to decay exponentially. For simple systems, it is possible to find a local observable, called order parameter, whose expectation values depend on the phase in the several phase region, for example, the spin in ferromagnetic systems. In the disordered phase, the connected two-point function decreases exponentially at large distance, at a rate characterized by the correlation length (the inverse of the smallest physical mass in particle physics). In continuous transitions, the correlation length diverges at the critical temperature. Within the mean-field approximation (consistent with Landau's theory of critical phenomena), it can be shown that the singular behaviour of thermodynamic quantities at the critical temperature is universal. These properties can also be reproduced by calculating correlation functions with a perturbed Gaussian measure. It is then shown that the leading corrections to the mean-field approximation, in Ising-like systems, diverge at the critical temperature for dimensions smaller than or equal to 444.
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.
Critical phenomena have been extensively investigated both theoretically and experimentally in many fields, such as condensed matter physics, biology, e.g., brain criticality, and cosmology. In particular, the behaviour of response functions right at critical points (CPs) is highly topical. It turns out that in the frame of Boltzmann-Gibbs-von Neumann-Shannon approach, the extensive character of entropy breaks down at CPs. The latter implies diverging susceptibilities, which is at odds with experimental observations. Here, we investigate the influence of the spin magnitude SSS on the quantum Grüneisen parameter Γq0KΓ^{0\text{K}}_{q}Γq0K​ right at CPs for the 1D Ising model under a transverse magnetic field. Our findings are fourfold: i\textit{i}i) for higher SSS, Γq0KΓ^{0\text{K}}_{q}Γq0K​ is increased, but remains finite, reflecting the enhancement of the Hilbert space dimensionality; ii\textit{ii}ii) the Schmidt decomposition theorem recovers the extensivity of the nonadditive qqq-entropy SqS_qSq​ only for a special\textit{special}special value of the entropic index qqq; iii\textit{iii}iii) the universality class in the frame of SqS_qSq​ depends only on the symmetry of the system; iv\textit{iv}iv) we propose an experimental setup to explore finite-size effects in connection with the Hilbert space occupation at CPs. Our findings unveil both universal and non-universal aspects of quantum criticality in terms of Γq0KΓ^{0\text{K}}_{q}Γq0K​ and SqS_qSq​.
Based on the foundations of thermodynamics and the equilibrium conditions for the coexistence of two phases in a magnetic Ising-like system, we show, first, that there is a critical point where the isothermal susceptibility diverges and the specific heat may remain finite, and second, that near the critical point the entropy of the system, and therefore all free energies, do obey scaling. Although we limit ourselves to such a system, we elaborate about the possibilities of finding universality, as well as the precise values of the critical exponents using thermodynamics only.
The theory of statistical mechanics provides a powerful conceptual framework within which the relevant (macroscopic) features of systems at equilibrium can be described. As there is currently no equivalent capable of encompassing the much richer class of non-equilibrium phenomena, research in this direction proceeds mainly on an instance-by-instance basis. The aim of this Thesis is to describe in some detail three such attempts, which involve different dynamical aspects of classical and quantum systems. As summarised below, each of the last three Chapters of this document delves into one of these different topics, while Chapter 2 provides a brief introduction on the study of non-equilibrium dynamics. In Chapter 3 we investigate the purely relaxational dynamics of classical critical ferromagnetic systems in the proximity of surfaces, paying particular attention to the effects that the latter induce on the early stages of the evolution following an abrupt change in the temperature of the sample. When the latter ends close enough to the critical value which separates the paramagnetic from the ferromagnetic phase, it effectively introduces a temporal boundary which can be treated as if it were a surface. Within this picture, we highlight the emergence of novel effects near the effective edge formed by the intersection of the two spatial and temporal boundaries. Our findings are apparently in disagreement with previous predictions which were based on the assumption that the presence of such an edge would not affect the scaling behaviour of observables; in order to explain this discrepancy, we propose an alternative for the original power-counting argument which, at least, correctly predicts the emergence of novel field-theoretical divergences in our one-loop calculations. We show that said singularities are associated with the scaling at the edge. Moreover, by encoding our findings in a boundary renormalisation group framework, we argue that the new predicted behaviour represents a universal feature associated to the short-distance expansion of the order parameter of the transition near the edge; we also calculate explicitly its anomalous dimension at the first-order in a dimensional expansion. As a qualitative feature, this anomalous dimension depends on the type of phase transition occurring at the surface. We exploit this fact in order to provide numerical support to our predictions via Monte Carlo simulations of the dynamical behaviour of a three-dimensional Ising model. The main results reported in Chap. 3 have appeared in Ref. [1]. In Chapter 4 we revisit the Euclidean mapping to imaginary times which has been recently proposed [2, 3] as an alternative for approaching the problem of quantum dynamics following a quench. This is expected to allow one to reformulate the original problem as a static one confined in a film geometry. We show that this interpretation actually holds only if the initial state of the dynamics is pure. Statistical mixtures, instead, intertwine the effects due to the two boundaries, which therefore cannot be regarded as being independent. We emphasize that, although the aforementioned reinterpretation as a confined static problem fails, one is still able, in principle, to write down and solve the corresponding equations. We also discuss in some detail the relation between this approach and the real-time field-theoretical one which makes use of the two-time Keldysh contour. For this purpose, we study the analytical structure of relevant observables — such as correlation functions — in the complex plane of times, identifying a subdivision of this domain into several sectors which depend on the ordering of the imaginary parts of the involved time coordinates. Within each of these subdomains, the analytic continuation to the real axis provides in principle a different result. This feature allows one to reconstruct from the Euclidean formalism all possible non-time-ordered functions, which in particular include all those which can be calculated via the Keldysh two-time formalism. Moreover, we give a prescription on how to retrieve response functions, discussing some simple examples and rationalising some recent numerical data obtained for one of these observables in a one-dimensional quantum Ising chain [4]. We also highlight the emergence of a light-cone effect fairly similar to the one previously found for correlation functions [2], which therefore provides further confirmation to the fact that information travels across the system in the form of the entanglement of quasi-particles produced by the quenching procedure. We have reported part of this analysis in Ref. [5]. Chapter 5 presents part of our recent work on effective relaxation in quantum systems following a quench and on the observed prethermalisation. We analyse the effects caused by the introduction of a long-range integrability-breaking interaction in the early stages of the dynamics of an otherwise integrable quantum spin chain following a quench in the magnetic field. By employing a suitable transformation, we redefine the theory in terms of a fully-connected model of hard-core bosons, which allows us to exploit the (generically) low density of excitations for rendering our model exactly solvable (in a numerical sense, i.e., by numerically diagonalising an exact matrix). We verify that, indeed, as long as the parameters of the quench are not too close to the critical point, the low-density approximation captures the dynamical features of the elementary operators, highlighting the appearance of marked plateaux in their dynamics, which we reinterpret as the emergence of a prethermal regime in the original model. As expected, the latter behaviour is reflected also on extensive observables which can be constructed as appropriate combinations of the mode populations. For these quantities, the typical approach to the quasi-stationary value is algebraic with exponent a ≈ 3, independently of the size of the system, the strength of the interaction and the amplitude of the magnetic field (as long as it is kept far from the critical point). The plateaux mentioned above last until a recurrence time — which can be approximately identified with tR ≈ N/2 for single modes and t′R ≈ N/4 for extensive quantities — after which quantum oscillations due to the finite size of the chain reappear. Our procedure allows us to shed some light over prethermal features without having to considerably limit the size of the system, which we can choose to be quite large, as we discuss in Ref. [6].