Statistical Physics III : Phase transitions

Professor Paolo De los Rios

Figure 1: Picture taken from http://www.ilcsoc.org/ILCS/. Phase transition of a liquid

crystal

0
For any corrections please contact csaba.forro@epfl.ch

1
CONTENTS CONTENTS

Contents
1 Mean-Field approach 3
1.1 The non-ideal gas and Van der Waals law . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Maxwell construction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.2.1 How to characterize a divergence . . . . . . . . . . . . . . . . . . . . . . 8
1.3 The ising Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.3.1 Computing P and Z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.3.2 Self-consistent equation and sombrero . . . . . . . . . . . . . . . . . . . . 13
1.3.3 Approach with statistical mechanics . . . . . . . . . . . . . . . . . . . . . 15
1.3.4 Exact solution for the Ising model in 1D . . . . . . . . . . . . . . . . . . 18
1.4 Limitations of the Mean-Field treatment . . . . . . . . . . . . . . . . . . . . . . 19
1.4.1 Failure in 1D Ising . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
1.4.2 Peierls argument for d > 1 . . . . . . . . . . . . . . . . . . . . . . . . . . 20
1.5 Correlation functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
1.5.1 Motivation : the susceptibility χ . . . . . . . . . . . . . . . . . . . . . . . 22
1.5.2 High-temperature expansion . . . . . . . . . . . . . . . . . . . . . . . . . 25
1.6 Ginzburg Landau Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
1.6.1 Predicting η and ν . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29

2 Renormalization group 33
2.1 The scaling hyptohesis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
2.2 The renormalization group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
2.3 Proliferation of interactions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39

1
CONTENTS CONTENTS

The content of this course handles phase transitions. These phenomena are important
and are found in many places :

• Water : ice-liquid-gas. Other substances as well

• Magnets : spontaneous magnetization

• Supraconductivity

• Cosmology

Definition of a phase transition

A system can macroscopically look different depending on some macroscopic parameters

with an abrupt change of appearance (change of phase) for some values of the parameter.

• First order phase-transition : discontinuity of 1st derivatives of thermodynamic poten-

tials.

• Second order phase-transition : discontinuity of 2nd or higher derivatives of thermody-

namic potentials.

One needs objective quantities to differentiate between first and second order phase tran-
sitions. To that scope thermodynamic potentials are used like the free-energy F , Gibbs Free
energy G, etc. Derivatives of these quantities will exhibit non-analytic (discontinuous) behav-
iors at what are called critical points.

Approach and goals

• Make out the difference between first and second order phase transitions (what determines
which one is present in the system)

• What is the nature of the discontinuities ?

• What do they tell about the different phases ?

2
 1 MEAN-FIELD APPROACH

1 Mean-Field approach
1.1 The non-ideal gas and Van der Waals law
The first system considered is that of the non-ideal gas. Trapped in a volume V , the non-ideal
gas is defined as follows

1. The particles have a finite size.

2. There is a weak (with respect to kB T !) attractive pairwise interaction between particles.
3. The gas is dilute.

The term dilute has the following meaning : take N particles, each with a mean volume
v0 . Then, dilute means N v0 << V . This will be important for topological considerations on
possible gas conformations.

Consider particles that have a radius of r0 . Then, the pairwise potential between particles
is shown on fig. 2.

V (|~ri − ~rj |)

Hardcore repulsive. Creates integration

holes when 2 particles overlap.
2r0
|~ri − ~rj |
Weak attractive part
Figure 2: The hardcore part comes from the finite size which extends obviously to twice the
particle radius. 3 or more particles will never ’overlap’ or come close because the gas is dilute.
The gas won’t collapse from the potential because thermal energy is strong enough w.r.t to the
potential to keep it extended.

To derive the thermodynamics of this system one should compute the partition function Z
which involves among other things a volume integral of the potential. In general, it is non-
integrable so one needs approximations. To get a feeling for what a mean-field approach
is, consider the above potential V (|~ri − ~rj |). With some manipulations, one can extract the
following form for it

Z
V (|~ri − ~rj |) = d~r δ (~r − ~rj ) V (|~r − ~ri |) (1)
V | {z }
Distr. of j-th particle
Z
1 Z
' d~r hδ (~r − ~rj )i V (|~r − ~ri |) = d~r V (|~r − ~ri |) (2)
V | {z } V V
Thermo. average

3
1.1 The non-ideal gas and Van der Waals law 1 MEAN-FIELD APPROACH

If the volume is very large, the last integral does not depend on ~ri . Thus, it is a con-
stant which implies that the potential is replaced by a constant value. One could push the
approximation one step further

Z
V (|~ri − ~rj |) = d~rdr~0 δ (~r − ~rj ) δ r~0 − ~ri V (|~r − ~r0 |) (3)
 

ZV
d~rdr~0 δ (~r − ~rj ) δ r~0 − ~ri V (|~r − ~r0 |) (4)
D  E
'
V

1
In general, f (~ri , ~rj ) ≡ δ (~r − ~rj ) δ r~0 − ~ri 6= hδ (~r − ~rj )i hδ r~0 − ~ri i = 2 because the
D  E  
V
positions of the particles are correlated through the potential.

f (~ri , ~rj ),f (~ri ) f (~rj )

1
V2

|~ri − ~rj |
Figure 3: There is a higher probability of finding two particles close to each other (red) because
of the attractive potential. The graph doesn’t show the hard-core cut-off. When neglecting the
correlations (mean-field) the distribution becomes uniform (blue).

The mean-field approach consists in neglecting correlations or fluctuations (they

are almost synonyms) and to replace the value of a parameter by its mean value. In this case,
the distributions of the particles are considered uniform in the volume. Thus, they are not
1
correlated anymore and one can replace the potential by a constant value proportional to 2 .
V
Under such assumptions one can trivially compute the partition function and the free energy
of the gas.

1 Z 1 X
  
N N
p~2i
exp + (|~ (5)
 
N N
X
Z≡ d~
r d~
p − V r − ~
r |)
N !h3N i=1 2m
i j

 kB T 
i<j

The momentum part is simply a gaussian integral. Care must be taken with the potential.
First, note that it has an infinite hardcore part below 2r0 . Then, substituting the attractive
part by its mean value that we define to be 2c, one gets in the thermodynamic limit (N >> 1)

(V − N v̄)N 4
( )
cN 2 h
Z= exp − λ≡ √ , v̄ ≡ π (2r0 )3 (6)
λ3N N ! V kB T 2πmkB T 3

The free energy yields

4
1.1 The non-ideal gas and Van der Waals law 1 MEAN-FIELD APPROACH

N2 V − N v̄
 
F ≡ −kB T ln (Z) = c − N kB T ln + kB T ln (N !) (7)
V λ3
One can now extract some thermodynamics from the free energy. Looking at the pressure
one has


∂F  N2 kB T N
p≡− = −c + (8)
∂V T,N V V − N v̄


!
N2
→ p + c 2 (V − N v̄) = kB T N (9)
V
→ p + cρ2 (1 − ρv̄) = kB T ρ Van der Waals law (10)
 

T
T = Tc

V
Figure 4: Under the critical temperature TC the pressure starts developping an unphysical be-
havior. At parts it grows with growing volume, which is non-physical.

To summarize, the procedure was the following. One takes the non-ideal gas under the three
assumptions which define it ; it is made of weak interacting attractive and dilute particles of
finite size. By neglecting correlations and replacing the potential by its mean value over the
volume, the mean-field approximation gives a computable partition function. The first result
derived from it, the Van der Waals law, contains a non-physical behavior, and one has to get
rid of it.

5
1.2 Maxwell construction 1 MEAN-FIELD APPROACH

1.2 Maxwell construction

The Maxwell construction is a procedure that cuts out the non-physical behavior of the pressure.
V = Vl V = Vg
p

Vl
Vg
p∗
Stable interface

V
Figure 5: On the horizontal line the gas starts separating into two phases, liquid and gas. The
plot is the isotherm at T /Tc = 0.9

The Maxwell construction coincides well with experiments. At constant temperature when
expanding the volume of a liquid, it will start separating into a gaseous and a liquid phase. But
this separation between the two phases is stable, so this implies there must be a mechanical
equilibrium somewhere. Therefrom stems the idea that the pressure remains constant and
starts changing again when the volume is such that one of the phases disappears (all the liquid
evaporates or all the gas condensates). One can calculate explicitly the value of p∗. Take the
point V = Vg , run back along the Van der Waals curve to V = Vl , and come full cycle through
the maxwell construction. Since we have an isothermal cycle, the internal energy never changes
from point to point, and thus the total work done on a cycle is 0.

ZVl
p (Vg − Vl ) =
∗
p(V )dV
Vg

Note that the maxwell construction cuts out part of the graph where the behavior of the
gas is still physical. Those regions are characterized by metastable states (fig. 6). They are
metastable because the system ’prefers’ to go back to the Maxwell-construction line. For in-
stance they correspond to super-hot water and super-cool vapor. They are used in bubble
chamber experiments for example.

Another way to plot the system to put a peculiar behavior in evidence is to plot the density
N
ρ= in function of the pressure. The observed behavior on fig.7 is induced by the Maxwell
V
construction.

6
1.2 Maxwell construction 1 MEAN-FIELD APPROACH

Forbidden

Metastable states
Figure 6: The metastable area to the left corresponds to super-hot water, the one on the right
to super-cool gas. Note that hot and cool have nothing to do with temperature in these names.

T < Tc

T = Tc

p
p∗
Figure 7: On the horizontal line the gas starts separating into two phases, liquid and gas. The
plot is the isotherm at T /Tc = 0.9

7
1.2 Maxwell construction 1 MEAN-FIELD APPROACH

Recall that

N

∂G 
G = F − PV dG = SdT + V dp + V =
X
→ µi dNi →
∂p T,N

i=1

Since ρ is a function of V , and it presents a discontinuity at ρ∗ , the first derivative of the

Gibbs free energy is discontinuous. This is called a first order phase transition. However,
at T = Tc , ρ is a continuous function which has an infinite derivative at ρ∗ . So its derivative is
discontinuous, hence the Gibbs free energy has a discontinuity in its second derivative. This is
called a second order phase transition.

1.2.1 How to characterize a divergence

Graphically the critical point is situated on the pV diagram at the point where the derivative
and the second derivative vanish. There is only one isotherm that has a point satisfying these
conditions : the critical one.

The critical point : inverting the Van der Waals law one gets p(ρ)

ρkB T
p(ρ) = −cρ2 +
1 − ρv0

dp !

kB T ρkB T v0
−2cρ + + =0
!
=0

1 − ρv0 (1 − ρv0 )2


dρ

d2 p ! → kB T v0 ρkB T v02
=0  −2c + 2 + 2 3 = 0

 !
(1 − ρv0 ) (1 − ρv0 )

2
dρ2
Solving these equations yields

1 8c c
ρc = Tc = pc =
3v0 27v0 kB 27v02

Let’s expand p(ρ) around the 3 critical values above : A = Ac + ∆A. Recall that p(ρ)
expresses an isotherm, so ∆T = 0

8c
(ρc + ∆ρ)
27v0
pc + ∆p = −cρ2c + 2cρc ∆ρ − c∆ρ2 +
v0 ∆ρ
!
(1 − ρc v0 ) 1 −
1 − v0 ρc
8 c 3 3 9 2 2 8 c 3 3
   
= −cρc + 2cρc ∆ρ − c∆ρ +
2 2
ρc 1 + v0 ∆ρ + v0 ∆ρ + ∆ρ 1 + v0 ∆ρ
27 v0 2 2 4 27 v0 2 2
+ O ∆ρ
 
2

∂ρ 
→ ∆p = 0 + O ∆ρ ∆ρ ∝ |p − pc |
1 2
 
3
→ 3 → ∝ |p − pc |− 3
∂p pc ,Tc



8
1.3 The ising Model 1 MEAN-FIELD APPROACH

These are what we call critical exponents. They characterize the way the function goes to
infinity close to the critical point. This will also define later on so called scaling relations.
Some important questions need to be addressed concerning the critical exponents

1. Why do they exist ?

2. What values do they take ?

(a) Does every system have its own critical exponents ?

(b) Are there classes of systems showing the same exponents ?

3. How to compute their values ? → Is the mean-field approach correct ?

4. Do experiments observe critical exponents ?

To start answering these questions, let’s turn to another well known physical system : the
Ising Model.

1.3 The ising Model

b
b

b
Nearest neighbor interaction
b b b

b b b b

b b b b b

b b b b b b

b b b b b b b

b b b b b b

b b b b b

b b b b

b b b

b b

si
Figure 8: Generic Ising Model with nearest neighbor interactions. Diagonal neighbors are not
considered nearest neighbors.

Consider a general lattice with magnetic dipoles at each site. These variables are written
~si , where the subscript denotes the variable at site i. These variables interact through nearest
neighbor interactions.

The Ising model consists in attributing 2 values to these variables : ~si ≡ si ∈ {1, −1}.
Thus, they are integer variables and are called spins. However care must be taken : these
are classical integer variables and are not analogous to quantum spins. They are called spins
because they take on two distinct values just like the quantum spin does. Moreover, the model
supposes nearest neighbor interactions such that the energy of the system is (without external
fields)

E = −J
X
si sj
hi,ji

9
1.3 The ising Model 1 MEAN-FIELD APPROACH

The parameter J distinguishes whether the minimal energy (ground state) is obtained by
parallel (1,1) or anti-parallel (-1,1) spins. In the case J > 0 one speaks of a ferromagnetic
system, the ground state of which consists of parallel spins. In the case J < 0 one speaks of an
anti-ferromagnetic system in which the ground state consists of anti-parallel spins. Here, we
will implicitly consider the system to be ferromagnetic. Moreover, the system is large enough
(or boundary conditions are such that..) for it to be considered translationally invariant.

Before attempting a meanfield treatment of the problem, let’s make some general consider-
ations :

Total magnetization

One defines the total magnetization as M

1
*N + N N
M= si = si P ({si }) = si e−βE({si }) (†)
X XX XX

i=1 {si } i=1 {si } i=1

Z
Where the summation has to be made over all spin configurations denoted {si }. It is similar
to integrating over the x space when calculating the mean of a continuous variable (x) given a
probability distribution P (x)

Magnetization per site

1 XN
1 XN
* +
m= si = hsi i = hsi i
N i=1 N i=1 |{z}
Transl.invar

The translational invariance of the system implies that the mean value of the spin at site i
is actually independent of i. Thus, the mean is the same for all sites, hence the last equality
where hs1 i + hs2 i + . . . + hsN i = N hsi i

M0

T
Tc
Figure 9: Magnetization without external field predicted by the mean-field approach. This is a
continuous phase transition

10
1.3 The ising Model 1 MEAN-FIELD APPROACH

With an external field

Let’s call h an external magnetic field. Per definition, the magnetic dipole has a lower
energy when aligning itself onto the magnetic field, so it has to come into the energy with a
minus sign

E(J, h) = −J
X X
si sj − h si
hi,ji i

Thus, one can recalculate (†) incorporating the magnetic field term. However, this term
contains the sum over all spins which will allow to cast M into a simplified form

N N

1 11 ∂
P P P P
N βJ si sj +βh si X βJ si sj +βh si
M= =
XX
si e hi,ji i=1
e hi,ji i=1

Z {si } i=1
Z β ∂h {si }
| {z }
Z
11 ∂ ∂ ∂
= (Z) = kB T ln(Z) = − F (h, J, T )
β Z ∂h ∂h ∂h
Similarly we define f (h, J, T )
1 1 ∂ ∂
m= M =− F (h, T, J) = − f (h, T, J)
N N ∂h ∂h
Note that f (h, T, J) is well defined since it is an extensive variable. Now we have an easy
way to compute the total magnetization given a free energy. However, we are interested in
spontaneous magnetization, that is magnetization without external fields
 
∂F  ∂f 
M =− m=−
∂h h=0 ∂h h=0
 

1.3.1 Computing P and Z

Now we are faced with the problem of evaluating Z and P , the probability. Note that Z
contains 2N terms, so even numerically one gets stuck very quickly as the lattice size increases.
Taking into account an external field, the problem reads
N
E = −J
X X
si sj − h si
hi,ji i=1
N
1 βJ hi,ji si sj + hβ i=1 si
P P

P ({si }) = e
Z
N
X βJ si sj + hβ si
P P

Zn = e hi,ji i=1

{si }

The cross-term si sj couples the integration variables and makes the summation practically
impossible. An approximation is needed since the problem is not exactly solvable.

11
1.3 The ising Model 1 MEAN-FIELD APPROACH

Recall that the mean-field approximation consists in neglecting fluctuations. Exact quanti-
ties are substituted with their averages, since we neglect the fluctuation of the quantity around
its average. For instance

  

si sj = (si − hsi i) + hsi i (sj − hsj i) + hsj i ∆s

=i ∆s
j + si hsj i − hsi i hsj i + hsi i sj
  
| {z } | {z } 
∆si ∆sj

The cancelled term is of order 2 so it is neglected. As the system is translationally invariant

and hsi i = m, it follows that

si sj = m (si + sj ) − m2
MF

The coordinance number z

Consider the spin at site i. It has z nearest neighbors.

System z
Square 4
Cubic 6
Hexagonal 3
Triangular 6
1D Line 2

Taking care not to double-count the interactions, one can rewrite

1 zX N
1 = Nz si =
X X
si
hi,ji
2 hi,ji
2 i=1

Calculating ZN,M F and PM F

Replacing si sj = m (si + sj ) − m2 in ZN leads to

N
(−m2 +m(si +sj ))+βh
P P N
P N
P
X βJ si X βJmz si +βh si
ZN,M F = e hi,ji i=1
=e − βJz
2
N m2
e i=1 i=1

{si } {si }
PN
X β(Jmz+h) si N
=e − βJz
= e−
βJz
N m2 N m2
eβ(Jmz+h)si
XY
2 e i=1 2

{si } {si } i=1

Thus,

N
ZN,M F = e−
βJz
N m2
eβ(Jmz+h)si
XY
2

{si } i=1

1 N
PM F ({si }) =
βJz
N m2
e− eβ(Jmz+h)si
Y
2
ZN,M F i=1

12
1.3 The ising Model 1 MEAN-FIELD APPROACH

A very useful consequence of the mean-field approximation as one can see from PM F ({si })
is that it factorizes as PM F ({si }) = PM F (s1 )PM F (s2 ) . . . PM F (sN ). There are no correlations
anymore between spins at the mean-field level.

Carrying on and permuting sum and product one can calculate ZN,M F

βJz N N
ZN,M F = e− 2
N m2 XY
eβ(Jmz+h)si = e−
βJz
2
N m2
X X
...
X Y
eβ(Jmz+h)si
{si } i=1 s1 =±1 s2 =±1 sN =±1 i=1
N X
= e− eβ(Jmz+h)si = e− 2N [cosh (βJmz + βh)]N
βJz βJz
N m2 N m2
Y
2 2

i=1 si =±1
JzN 2
FN,M F = −kB T ln (ZN,M F ) = m − kB T N ln (2cosh [βJmz + βh]) = N fM F
2
Jz 2
fM F = − m − kB T ln (2cosh [βJmz + βh]) (††)
2

1.3.2 Self-consistent equation and sombrero

Taking (††), one can compute the magnetization per site :

∂fM F 

m=− = tanh (βJmz + βh) = tanh (βJmz)

∂h T,h=0

h=0

Which is the famous mean-field self-consistent equation for the magnetization. Let’s analyze
the equation:
y=m
a>1
b
tanh(am) a=1
-m̄ a<1
b
m
m̄
b

Figure 10: Graphical solutions of m = tanh(βJmz). m = 0 is always a trivial solution. But

for low enough temperatures, two extra solutions arise.

• At x = 0, tanh(ax) ∼ ax

• Thus, if a < 1, x = tanh(ax) → x = 0

• But, if a > 1, x = tanh(ax) → x = {0, −m̄, m̄}

In our case, a = βJz. The case a = 1 defines a transition between a case with no presence of
spontaneous and a case with spontaneous magnetization (±m̄). One can thus define a critical
Jz
temperature βJz = 1 → Tc =
kB

13
1.3 The ising Model 1 MEAN-FIELD APPROACH

Getting it from the free energy

Considering h = 0, one has for the free energy

Jz 2
 
FN,M F = N m − kB T ln (2cosh [βJmz])
2
Thermodynamic equilibrium is defined as the minimum of the free energy. A system will
always tend to find itself in the minimum of the free energy.
∂FN,M F
0= = N {Jzm − Jztanh [βJmz]} → m = tanh {βJzm}
!
∂m
The magnetization that extrimizes the free energy is precisely the one that satisfies the
self-consistent equation. This shows that the mean-field approximation makes sense.

Let’s expand the free energy around T ' Tc which according to plot 10 means m ' 0. Using
ln (1 + y) ' y − 21 y 2

!
x2 x3 x4 x2 x3 x 4
ln(2cosh(x)) = ln e + e = ln 1 + x + + + +1−x+ +
 
x −x
−
2 6 24 2 6 24
! !
4 2 4
x x x
= ln 2 + x2 + = ln(2) + ln 1 + +
12 2 24
2 4 4 2 4
x x x x x
= ln(2) + + − = − + ln(2)
2 24 8 2 12

Plugging this into the free energy gives

kB T Jz 2 2 1 Jz
4
Jzm2
  
fM F = − kB T ln(2) − m + kB T m4
2 2 kB T 12 kB T
1 Tc
(  3 )
Jz Tc

= 1− m2 + m4 − kB T ln(2)
2 T 6 T

T > Tc
fmf
T = Tc
T < Tc (Sombrero)

Figure 11: Below Tc , two minima of the free energy appear corresponding to the spontaneous
magnetization

14
1.3 The ising Model 1 MEAN-FIELD APPROACH

1 Tc
3 3
∂fM F Tc Tc − T T
    
= 1− m+ m =0
3 !
→ m̄ = 3
2
∂m T 3 T |{z} T Tc
m6=0
1
√  Tc − T  2
→ m̄ = ± 3
Tc
These are the two minima of the sombrero (fig.11). Note that m = 0 is energetically
unstable. If one assumes the probability distribution to be symmetric (P ({si })), then the mean
magnetization is indeed 0. However, this derivation shows that m = 0 is an unstable point.
Thus, upon tiny fluctuation, the system will perform a spontaneous symmetry breaking
and go into one of the minima ±m̄. Note that at h = 0, as fig. 11 shows, energetically both
minima are equivalent.

• Which one of the minima should one choose ?

• One would like to know in which of the minima the system lies
• The equilibrium state is not a specific configuration. There are many subsets of {si } that
give a magnetization m̄ or −m̄.

If expanded again with h > 0, the free energy per site looks like shown on fig 12. Since
the free energy is extensive, this means that ∆FN,M F = N ∆fM F . The larger the system, the
stabler the solution m̄ is with respect to the −m̄ solution (for positive magnetic field). Hence,
first sending N → ∞ and then taking the limit h → 0 will lock the system into one of the
minima. Indeed, sending N → ∞ with non-zero field pins the system into one of the minima
which will be ever more dominant as N increases. Then sending h → 0 will resymmetrize the
free energy but now one knows where the system is.

fmf

-m̄ m̄ m
∆fmf
Figure 12: The external field makes one of the minima more favorable

1.3.3 Approach with statistical mechanics

Statistical mechanics is derived from a variational principle. Making some assumptions, we
will see that eventually, from a variational treatment, one can recover the self-consistency
equation for the magnetization. For now, let’s forget the Ising model, and forget that {si } is
the configuration of spins. Let’s work on a space of variables si .

15
1.3 The ising Model 1 MEAN-FIELD APPROACH

• {si } → P ({si }) P ({si }) = 1

P
{si }

• The free energy F has to be extremal

Defining the free energy in terms of internal energy and entropy, one gets

F = U − TS = E ({si }) P ({si }) + kB T P ({si }) lnP ({si })

X X

{si } {si }

Where the statistical definition of entropy and internal energy was used. This energy has
to be extremal (minimal) for any specific configuration in {si }. So when writing {si } one has
to understand one specific configuration out of all possible configurations. With the help of
Lagrange multipliers, let’s incorporate the constraint, and extremize F under constraints

 

F ≡ F + λ P ({si }) − 1
X

{si }
∂F
= 0 = E ({si }) + kB T lnP ({si }) + kB T + λ = E ({si }) + kB T lnP ({si }) + λ0
!
∂P ({si })
P ({si }) = e−λ /kB T e−βE({si }) = Ce−βE({si })
0
→
1 1
P ({si }) = 1 → = e−βE({si }) →
X X
→ C≡
{si }
C {si }
Z

1
We have thus recovered the fact that P ({si }) = e−βE ({si }) . Moreover, note that this
Z
holds for any configuration. The logic now is to make a series of assumptions which will
reconstruct the mean-field Ising model.

First assumptions

P ({si }) → PM F ({si }) = pi (si ) The probability distribution factorizes

Q
i
pi (si ) = 1 ∀i The variable only takes on values in {1, −1}
P
si =±1

Furthermore, let’s give the energy the form it has for the Ising model
N
E = −J
X X
si sj − h si
hi,ji i=1

The goal is to take F = U − T S and recast into FM F = UM F − T SM F where the subscript

means we have incorporated the assumptions. Let’s look at UM F

16
1.3 The ising Model 1 MEAN-FIELD APPROACH

 
N N
UM F = pl (sl )
X X X Y
−J si sj − h si 
{si } hi,ji i=1 l=1
 
N N
= pl (sl )
X X X X X Y
... −J si sj − h si 
s1 =±1 s2 =±1 sN =±1 hi,ji i=1 l=1
 
N N
= pl (sl )
X X X X Y
−J si sj − h si 
{sj }j6=i si =±1 hi,ji i=1 l=1
N N
= −J pl (sl ) − h si pi (si ) pl (sl )
X X X Y X X X Y
si sj
{sj }j6=i si =±1 hi,ji l=1 {sj }j6=i si =±1 i=1 l6=i
N
= −J si pi (si ) sj pj (sj ) pl (sl ) − pl (sl )h p+ −
X X X X Y X Y X
i − pi
{sp }p6=i,j si =±1 sj =±1 hi,ji l6=i,j {sj }j6=i l6=i i=1

N
=− pl (sl ) J pl (sl ) h
X  
− −
p+ p+ p+
X Y X Y X
i − pi − j − pj − i − pi
{sp }p6=i,j l6=i,j hi,ji {sj }j6=i l6=i i=1
| {z } | {z }
=1 =1
N 
= −h
 X  
− −
p+ p+ p+
X
i − pi −J i − pi − j − pj
i=1 hi,ji

Where p±
i = pi (±1). The terms in red are simple products of ones. Let’s now look at SM F

"N  
N
# "N #
SM F = −kB pl (sl ) ln  pj (sj ) = −kB pl (sl ) ln [pj (sj )]
X Y Y XX Y

{si } l=1 j=1 {si } j l=1

= −kB pj (sj ) ln (pj (sj )) = −kB + p−

Xh    i
−
p+ +
X YX X
j ln pj j ln pj
{si }i6=j l6=j j sj =±1 j
| {z }
=1

Thus, the free energy is

N 
FM F = −h + kB T + p−
 X   Xh    i
− − − −
p+ p+ p+ p+ +
X
i − pi −J i − pi j − pj i ln pi i ln pi
i=1 hi,ji i

Second assumption

i = p .
The system is translational invariant : p± ±

Jz  +
 2 
FM F = N −h p+ − p− − p − p− + kB T p+ ln p+ + p− ln p−
 h    i
2
Since we know that p+ + p− = 1 one can parameterize both probabilites as follows :

17
1.3 The ising Model 1 MEAN-FIELD APPROACH

p+ = 1+m
(
2
→ p+ + p− = 1 p+ − p− = m = hsi
p− = 1−m
2
This parameterization is not innocent. We can directly assimilate m to the magnetization
since it is equal to the mean value of the s variable. Indeed hsi ≡ 1p+ + (−1)p− = m. The free
energy then becomes
Jz 2 1+m 1+m 1−m 1−m
     
FM F = N −hm − m + kB T ln + ln
2 2 2 2 2
Extremizing it leads to

∂FM F ! 1+m
 
=0 → 2β (Jzm + h) = ln
∂m 1−m
1−m
= e2β(Jzm+h) → 1 + e2β(Jzm+h) m = e2β(Jzm+h) − 1
h i
→
1+m
→ m = tanh [β (Jzm + h)]

Thus we have recovered the self-consistent equation and one can arrive to the same con-
clusions as in the previewing subchapter on the critical behavior of the magnetization close to
Jz
Tc = (h=0).
kB

1.3.4 Exact solution for the Ising model in 1D

How good is the mean-field approximation ? Let’s test it against the special 1D case of the
Ising model which doesn’t require approximations. Thus far, the only parameter describing
dimensions was the coordinance number z.

Nearest neighbor interaction

b b b b b b b b b b

Figure 13: 1D Ising model with nearest neighbor interactions except for the ends which only
have one neighbor.

The energy of the 1D Ising model is as follows

N N N
E = −J = −J
X X X
si si+1 − h si |{z} si si+1
i=1 i=1 h→0 i=1

Where we assume open boundary conditions. Every spin except the first and the last
interact with the two nearest neighbors as expected from fig.13

18
1.4 Limitations of the Mean-Field treatment 1 MEAN-FIELD APPROACH

N
βJ si si+1 X Y
P
N
ZN = = eβJsi si+1 = eβJs1 s2 . . . eβJsN −1 sN
X X
e i=1
{si } {si } i=1 {si }

= eβJs1 s2 . . . eβJsN −1 sN
X X X
...
s1 =±1 s2 =±1 sN =±1

= eβJs1 s2 . . . eβJsN −2 sN −1 [2cosh (βJsN −1 )] = ZN −1 2cosh (βJsN −1 )

X X X
...
s1 =±1 s2 =±1 sN −1 =±1

However, 2cosh (βJsN −1 ) ≡ 2cosh (βJ). The hyperbolic cosine is an even function, and
sN −1 ∈ {1, −1} so that when evaluating the sum on sN −1 the cosh term will factor out. One
could carry out all the sums, but noticing this mechanism allows for less heavy calculus. Thus,

ZN = ZN −1 2cosh (βJ) → ZN = [2cosh (βJ)]N

The exact form of the free energy is then by F = −kB T ln (ZN )

F = N {−kB T lncosh (βJ) − kB T ln2}

Phase transition

A phase transition is a discontinuity or a divergence in the free energy. As such, the free
energy is non-analytic if there is a phase transition. In this case however, F is non-analytic
only if β = 0 or β = ∞, i.e at infinite or zero temperature. There is no phase transition
at any finite T 6= 0
Jz 2J
But the mean-field approach predicts a phase transition at Tc = = .
kB |{z} kB
1D Ising

Why is the mean-field approach failing ?

1.4 Limitations of the Mean-Field treatment

1.4.1 Failure in 1D Ising
Consider fig. 14. The groundstate at T = 0 consists of spins that are all aligned. The
lowest energy excitation consists in dividing the system in two and splitting one of the parts.
Thus, there is only one couple that is anti-aligned. Flipping only one spin wouldn’t be the
lowest excitation since it would anti-align two couples of spins (this would be called a ’second-
excitation’).

Ground state EGS = 0



First excitation Eex = 2J


Second excitation E2nd−ex = 4J




Let’s consider T 6= 0, but small enough so that higher order excitations like second excita-
tions have negligible probabilities to occur. Recall that J > 0.

19
1.4 Limitations of the Mean-Field treatment 1 MEAN-FIELD APPROACH

b b b b b b b b b b

Or Ground state
b b b b b b b b b b

b b b b b b b b b b
First excited state

b b b b b b b b b b
Second higher excited state

Figure 14: Flipping half the chain is less costly than flipping one spin.

1
PGS =
Z
1 −β2J
Pex = e N
Z
P2nd−ex ∝ e−β4J << Pex

Where N denotes the number of configurations satisfying the first excited state. If one has
N spins, this number would be N − 1, but for large systems N is good enough.

Now one is faced with two possibilites : either the ground state is more probable, or the
excited state is more probable. Consider

1 1 2J
PGS < Pex → < N e−β2J → T >
Z Z kB lnN
Taking the thermodynamic limit one sees that for any T 6= 0, the system will be in the
excited state. Only at T = 0 will the system be in the ground-state where there is a spontaneous
magnetization. Thus, the ’phase-transition’ occurs at T = 0, which is drastically different from
2J

the mean-field prediction T = . At any T 6= 0, the system will break into domains with
kB
+ and - spins, however in average the magnetization will be 0.

Excitations are fluctuations

That’s why the Mean-Field fails, especially in 1D. It neglects fluctuations by replacing the
variables by their means, or equivalently considering variables as uncorrelated (factorization of
the probability distribution).

1.4.2 Peierls argument for d > 1

Peierls argument is to say that when T > 0, islands of inverted spins will form inside the
system. Consider fig. 15.

20
1.4 Limitations of the Mean-Field treatment 1 MEAN-FIELD APPROACH

+ + + + + + + + + + + + + + + + + + +
+ + + + + + + + + + + + + + + + + + +
+ + + + + + + + + + + + + + + + + + +
+ + + + + + + + + + + + + + + + + + +
+ + + + + + + + + + + + + + + + + + +
+ + + + + + - - - - - + + + + + + + +
+ + + + + - - - - - - - + + + + + + +
+ + + + - - - - - - - - - + + + + + +
+ + + - - - - - - - - - - - + + + + +
+ + + - - - - - - - - - - - + + + + +
+ + + - - - - - - - - - - - + + + + +
+ + + - - - - - - - - - - - + + + + +
+ + + + - - - - - - - - - - + + + + +
+ + + + - - - - - - - - - + + + + + +
+ + + + + - - - - - - - + + + + + + +
+ + + + + + + - - - - + + + + + + + +
+ + + + + + + + + + + + + + + + + + +
+ + + + + + + + + + + + + + + + + + +
+ + + + + + + + + + + + + + + + + + +

Figure 15: An island of spins of opposed sign with respect to its environment.

Suppose the bubble size is half the system size so that M = 0. Furthermore, each spin
on the perimeter of the bubble contributes an excitation energy 2J. Let N be the number of
excited bonds, that is the number of bonds in the perimeter. We can also say that N is the
perimeter length. Then,

Sex = kB ln (Nex )
where Nex is the number of ways to create a closed loop of length N . A way to compute
Nex is to consider fig. 16.

How many ways to create

an open path ?

b b b
∼ 4 · 3 · 3 · 3 . . . ≃ 3N

Figure 16: Fixing a spin, there are four possible ways to go, then three, and three, etc. . .

Generalizing, Nex ∝ µN . This result is also true for closed paths. This means that in our
case, Nex = cµN
closed L where the L stands for the number of ways to chose a center for the loop.
2 2

Since the loop size is said to contain half the volume of the system, the bubble has to have
a characteristic length of order L, so that N ∝ L. Thus,

∆F = Uex − T Sex = 2JL − kB T (ln(c) + Lln (µclosed ) + 2ln(L))

The big question is under which conditions will these excitations (these islands) appear ?
∆F < 0. Otherwise, if it isn’t energetically favourable the system will remain in its frozen
magnetized state. In the limit L → ∞,

21
1.5 Correlation functions 1 MEAN-FIELD APPROACH

2J
∆F < 0 ↔ T > TP eierls =
kB
Above this temperature, the system will form islands of opposed spins and thus kill the
overall magnetization. It will do it because it is energetically more favourable. Thus, this
temperature defines the phase transition between the ordered and the disordered state. This
result is in agreement with the Mean-Field result which predicts a phase transition.

Note: Why do we take the bubble to be half the size of the system ?

This is the configuration which has the least dissatisfied spins (anti-parallel to the outside)
and which still kills the overall magnetization. Imagine two loops of a quarter the √ size of
the system. The number of dissatisfied bonds would increase roughly by a factor 2 so this
wouldn’t be a first excitation. The higher the temperature, the more loops of smaller size will
form, but at first, only a big loop of half the size of the system will be formed.

1.5 Correlation functions

1.5.1 Motivation : the susceptibility χ
Let’s define t = TcT−T
c
the reduced temperature. Recall that the mean-field treatment of the Ising
model predicts m ∝ m0 t1/2 . The susceptibility is defined as


χ ∂m 
= 1 − tanh2 (βJzm) [βJzχ + 1]
 
≡
N ∂h h=0
 |{z}
Ising mean-field

=
|{z} [βJzχ + 1] → χ ∝ |t|−1
T ∼Tc

where the absolute value comes from the fact that the reasoning is actually valid on both
sides of the critical point. Note that the magnetization is continuous but non-analytic (infinite
derivative at Tc ). On the other hand, χ is discontinuous and divergent. Since the susceptibility
is a second derivative with respect to the free energy, it constitutes a second order phase
transition.

T
Tc
Figure 17: Divergence in the susceptibility

22
1.5 Correlation functions 1 MEAN-FIELD APPROACH

It seems that these relevant quantities for the problem all behave as power laws close
the the critical point. One speaks of critical exponents: the exponents of the power laws.
Experimentally it turns out that these critical exponents exist, and they have some sort of
universality for classes of systems. A class of systems is defined by the fact that all systems
belonging to it have the same critical exponents for their relevant quantities. Nevertheless, the
mean-field values for these critical exponents are wrong. However, the mean-field treatment
predicts their existence and also the existence of phase-transitions in ’the right way’.

Let’s take the susceptibility again and make something more out of it : recall that hM i =
kB T ∂
Z and that Z = Z(h). We had previously defined M and not hM i like that, but as M
Z ∂h
is already a mean, hM i = M . This way of writing it will simply highlight the argument to be
made :

" #" #
∂ hM i kB T 2 ∂Z ∂Z kB T ∂ 2
χ= =− 2 β + Z
∂h Z ∂h ∂h Z ∂h2
 
N
βJ si sj + hβ si 
!2 P P
1 X X
 
N
 " #" #
kB T ∂Z kB T ∂Z
 
= β − +
 
i=1
si e hi,ji

 Z ∂h Z ∂h Z {si } i=1 

 

=β
hD E i
M 2 − hM i2

To be more explicit, one can rewrite it as follows

[hsi sj i − hsi i hsj i]

X
χ∝
i,j

where the quantity in brackets is the definition of a correlation between two variables. But
close to Tc , hsi i = m tends towards 0. Thus,
X
χ∝ hsi sj i
i,j

The divergence of χ implies that correlations have a particular structure !

Because of translational invariance,

hsi sj i = f (|~ri − ~rj |) translational invariance

X X
χ∝
i,j i,j

=N f (|~rj |) take i as origin

X

j
Z
'N f (|~r|) d~r
V

The function f (|~r|) describes the spatial behavior of correlations. One is faced with two
cases

1. The integral diverges at Tc which implies χ = ∞ at Tc

23
1.5 Correlation functions 1 MEAN-FIELD APPROACH

2. The integral converges at Tc which implies that χ won’t diverge → first order phase
transition.

If we introduce a cut-off length α controlling the fact that the spins are separated by a finite
lattice space, and we assume the correlation function to have a power-law nature (f (r) ∼ r− ),
then in d dimensions, one has

Z Z∞ Z∞ ∞
χ ∝ f (|~r|) d~r ∝ f (r)r d−1
dr ∝ rd−1− dr ∝ rd− 
α
V α α

where α is simply a cut-off to remember the finite size of the system.

In order for the integral to diverge at infinity, one needs that  < d. Had we not introduced
the α cut-off (put 0 instead), then the integral would’ve been divergent under any circumstances.

Implicitly, one also assumes  > 0. A negative  would mean that the farther spaced apart
two spins are, the stronger their correlation. This is physically not satisfactory. The above
result makes sense. It means that correlations need to decay at a rather slow rate in order for
the susceptibility to diverge.

A brief recap

Let’s consider a second order phase-transition. The magnetization, m, is the order

parameter, that is a quantity that carries a signature of the amount of order across the transition
and in the different phases.

6 0 T < Tc
=
(
m
= 0 T ≥ Tc
In terms of reduced temperature t, the following quantities behave close to the critical point
generically as follows

m ∼ tβ magnetization



t ∼ 0 χ ∼ |t| susceptibility

−γ

heat capacity

−α
C ∼ |t|



The exponents α, γ, β are called critical exponents. The above list is not exhaustive.

% hM 2 i − hM i2
χ & Pc c0j = hso sj i = Correlation
0j
j

But χ diverges at Tc 2nd phase transition only if c0j is not integrable

 

• Correlations must decay very slowly

• Mean-Field might not be accurate (since it truncates correlations which aren’t negligible)

• Mean-Field critical exponents might be wrong

24
1.5 Correlation functions 1 MEAN-FIELD APPROACH

Let’s look at a further critical exponent

The δ critical exponent

Let’s look at how m behaves at the critical point. What we know is m(Tc , h = 0) = 0. But
what if the field is non-zero (small) ? The self-consistent equation would be

m = tanh [βc (Jzm + h)] =

|{z} tanh [βc h + m]
βc =(kB Tc )−1 =(Jz)−1
1
' βc h + m + (βc h + m)3
3!
−3!βc h = (β
c h) +m + 
3 3
3β
c hm + 
2
3 (β 2 3
 
→   c h) m ' m
| {z } | {z }
small h we’ll see

One defines the critical exponent δ to be m = h δ at Tc . In this case, δ = 3.

1

So thus far, the non exhaustive list of critical exponents (found by means of Mean-Field) is

β βM F = 21
γ γM F = 1
α αM F = 0
δ δM F = 3

But, Mean-Field neglects correlations. We have seen that these correlations are quite im-
portant in the case of susceptibility when undergoing a second order phase transition. This
means that Mean-Field might overlook the correlations too much (like in 1D) and that the
critical exponents have the wrong value (indeed they are wrong).

1.5.2 High-temperature expansion

In this chapter, we will focus on a high-temperature expansion which will allow to say something
more about the correlation function. Let’s take the Ising model again (not necessarily 1D)
without magnetic field. The partition function yields

Z= eβJsi sj
X Y

{si } hi,ji

Let’s focus on eβJsi sj . Since si sj = ±1, one can write a serie of simple identities

1 + si sj 1 − si sj
eβJsi sj = eβJ δsi sj ,1 + e−βJ δsi sj ,−1 = eβJ + e−βJ
2 2
= cosh (βJ) + si sj sinh (βJ) =
|{z} cosh (βJ) [1 + tsi sj ]
t≡tanh(βJ)

Therefore, one can rewrite the partition function

25
1.5 Correlation functions 1 MEAN-FIELD APPROACH

zN
Z= cosh (βJ) [1 + tsi sj ] = [cosh (βJ)] 2 (1 + tsi sj )
X Y X Y

{si } hi,ji {si } hi,ji

Therefore, note that the mean value hsi sj i (for instance any mean value) can be computed
as follows

si sj eβJsl sm si sj (1 + tsl sm )
P Q P Q

hsi sj i = =
{si } hl,mi {si } hl,mi
eβJsl sm (1 + tsl sm )
P Q P Q
{si } hl,mi {si } hl,mi

The denominator Z

Let’s see how one can evaluate the denominator of this expression (which is Z) :
 

(1 + tsl sm ) = 1 + t sl sm + t2 si sj sl sm + O t3 
X Y X X X X  

{si } hl,mi {si } hl,mi hi,ji hl,mi

Where the sum on nearest neighbors come from carrying out the nearest-neighbor product
to first order, second order, etc. . . Note that the higher order terms in t = tanh (βJ) are not
discarded. The mechanism that will be highlighted next holds true for higher order terms.
First, note that

• 1 = 2N
P
{si } !
• t sl sm = 1 2N −2 t sl sm = 0
P P P P P
hl,mi {si } hl,mi sl =±1 sm =±1
% 0 if si sj and sl sm are disconnected
• t2 si sj sl sm = t2 2N −4 (si sj ) (sl sm )
P P P P

& if not, need one further step

hl,mi {si } sl =±1 sm =±1

if connected
If the spins are connected, then

t2 si sl sl sm = t2 2N −2 si sm = 0
X X X X

hl,mi {si } si =±1 sm =±1

The conclusion is that only a configuration where the spins form a closed loop (all the spins
appear an even number of times) will contribute ! If we have open ends like in the 2nd order
term above, the contribution will always vanish.

Note: One can ask why closed loops come about in the summation over configuration
space. A priori, it is a product over different spins, each of which can be a certain state. So
how do the indices which are a priori different become the same (which is a synonym of a
loop if this happens an even number of times for each spin)? The catch is the nearest-neighbor
 

=t sl sm 
1
P P P P

hl,mi {si }i6=l,m sl =±1 sm =±1

26
1.5 Correlation functions 1 MEAN-FIELD APPROACH

sj sm
b b

si
b
Connected
sm b
Disconnected
sl b

b b

si sj
Figure 18: Connected and disconnected pair of spins.

summation: it might make a nearest neighbor land on a spin which is already in the summation.

One may now select out only the closed loops from the configuration space since all other
spin configurations will vanish and thus won’t contribute to Z. Thus, Z becomes
zN  

Z = cosh (βJ) 2 1+ t|Γ| 2N −(|Γ|−1)

 X 
 
{Γ}

where Γ stands for a loop, {Γ} the ensemble of all the loops, and |Γ| the loop length. There’s
a number Nl of loops of length |Γ| = l. So the sum over loop configurations transforms into a
sum over loop lengths like follows :
zN ( ∞
)
Z = cosh (βJ) 2 1 + l
Cl ≡ Nl 2N −l+1
X
Cl t
l=1

The numerator

The numerator is equal to

(1 + tsl sm ) si sj = dij (l)tl

X Y X

{si } hl,mi lij

Where dij is the number of paths connecting spin i to spin j and lij the path length. Only
the configurations where a path ( summation over l and m) goes from spin i to spin j will
contribute. Indeed, a path has all its spins appearing an even number of times in the product
except the end ones. So if the end spins are at site i and site j, the si sj product outside the
bracket will make the ends also appear an even number of times in the summation thus forcing
this configuration to contribute.

Putting both together

Finally,

27
1.5 Correlation functions 1 MEAN-FIELD APPROACH

si sj eβJsl sm zN dij (l)tl

P Q P

hsi sj i = = cosh (βJ) 2 ·

{si } hl,mi lij
∞
eβJsl sm 1+
P Q
Cl tl
P
{si } hl,mi
l=1

For large T (high-temperature expansion) the expression reduces to

dij (lshortest ) tlshortest

hsi sj i |{z}
∼
1 + c (lshortest ) tlshortest
T →∞

Only the shortest path survives because t = tanhβJ |{z}

' J
kB T
decreases exponentially in
high T
the power serie. One can also neglect the denominator term in front of the 1. This is done to
simplifiy notations, but isn’t crucial for the end result :
r
− 1
hsi sj i ' dij (lshortest ) tlshortest ' a(r)e ξ(T ) ξ(T ) ≡
|{z} |ln(t)|
lshortest 'r

because the shortest path is of order of the lattice spacing which is generically replaced by
the continuous variable r. So a(r) is only another way of writing dij (lshortest ). The quantity
ξ(T ) is called the correlation length. We have already calculated the behavior of hsi sj i
(which we called g(r)) close to Tc

T ∼ TC High temperature
r
−
g(r) ∝ r−µ g(r) ∝ a(r)e ξ(T )

A
One can reconcile both by setting a(r) = d−2+η thus defining the critical exponent η. So
r
finally
r
−
g(r) ' d−2+η e ξ(T )
A
r
Note that at T = Tc , t ∼ 0 so that ξ(T ) |{z}
→ ∞. The absolute value takes care of the
T →Tc
sign coming from the logarithm. Thus, at Tc , one recovers the fully power-law behavior of
the correlation function g(r) since the exponential gives 1. Furthermore, since the correlation
length diverges at the critical temperature, in terms of the reduced temperature, one can say
that

ξ(T ) ∼
|{z} |t|−ν
at Tc or t ∼ 0

which also reproduces a divergent behavior at T = Tc

28
1.6 Ginzburg Landau Theory 1 MEAN-FIELD APPROACH

Conclusion

There are 6 critical exponents now (β, γ, α, δ, ν, η). However, the Mean-Field approach can-
not predict any value for ν or η since the spins are decoupled by the mean-field approximation.
Thus, the correlations are killed and there absolutely no way to extract any spatial information
from the mean-field free energy.

1.6 Ginzburg Landau Theory

1.6.1 Predicting η and ν
The Ginzburg-Landau theory is sort of a mean-field theory which doesn’t lose that much spatial
information and which is able to give η and ν to determine the correlation function g(r). The
idea is simple : it involves going from a discrete space - the lattice - to continuum space.

First things first : remember the mean-field free-energy :

1 4
( 3 )
Jz 2 Jz T − Tc T
   
FM F =N m − kB T ln [2cosh (βJzm)] ' N m2 + m
2 |{z} 2 Tc Tc 6
Taylor at m=0

This is to be kept in mind for what follows. Consider the Ising model. The following
expression is an identity
∞
1 Z Y Z1 Yd
dm d hsi i δ (mi − hsi i) = 1
2N
i
i
−∞ i=1 −1

Plugging this into the partition function one gets

∞
1 Z Y Z1 Yd
Z= N d hsi i δ (mi − hsi i) e−βE({si })
X
dmi
2 i i=1 {si }
−∞ −1
Z∞ Y
1 Z1 Y
P
d X βJ si sj
= N dmi d hsi i δ (mi − hsi i) e hi,ji

2 i
−∞ −1 i=1 {si }
!
∞
P P
1 Z Y Z1 Y si hsj i− hsi ihsj i
d X βJ 2
=M F dmi d hsi i δ (mi − hsi i) e hi,ji hi,ji

2N i i=1 {si }
−∞ −1
∞
1
P P
Z X 2βJ mj si −βJ mi mj
= N
Y
dmi e hi,ji hi,ji

2 i {si }
−∞
Z∞
1
P  
−βJ mi mj
= N cosh 2βJ
Y Y X
dmi e hi,ji
mj 
2 i i hi,ji
−∞
( " #!)
Z∞
P P P
1
−β J mi mj −kB T ln cosh 2βJ mi
=
Y hi,ji i hi,ji
dmi e
2N i
−∞

29
1.6 Ginzburg Landau Theory 1 MEAN-FIELD APPROACH

Where we actually recognize the free energy playing the role of energy. We can’t simplify
2

it to the initial form because we haven’t supposed mi = m∀i yet.

Note that one can rewrite mi mj = 21 m2i + 21 m2j − 12 (mi − mj )2 . Furthermore, casting the
lattice into the continuum described by a space variable ~r, one has (mi − mj )2 ∼ ∇m(~ ~ r) 2 .
 

Finally, expanding the logarithm to the 4th power in m, the partition function reduces to
1 h~
Z  i2 
−βA dV ∇m(~r) + tm2 (~r) + b2 m4 (~r)
2
Z
Z= Dm(~r)e

where A is simply the density when going from sum to integral. The constants in front of m2
and m4 simply mean that around T = Tc the constant in front of m2 , the reduced temperature,
flips sign while the constant in front of m4 doesn’t.

~ (~r) 2 plays the role of fluctuations with a positive contribution

On a side note : since ∇m
 

to the energy, the most likely state (of lowest energy) has no fluctuations. This in turn means
that m (~r) = m ∀~r. Thus we recover the form of FM F which is called the Landau-expansion.

Not assuming a state without fluctuations, one can now get correlations

The correlation function

Z Z
g (~r − ~r) = hm (~r) m (~r )i =
∼ ∼
E ~ ~0 0
d~kd~k 0 m ~k m ~k 0
D   
0 0
eik·~r eik ·~r

ei(k+k )~r
Z Z
=
~0 0 ∼ ∼ ~ ~0
d~k 0 eik (~r −~r) d~k m ~k m ~k 0
D    E

Now we fix the distance ~r 0 − ~r = ρ~ and integrate over ~r with this constraint. This is some
sort of average over space of correlations between variables at a distance ρ~. So it is a correlation
function which depends only on the distance between two points, not on the position :

1 Z 1 Z
d~r d~k 0 eik (~r −~r) d~k m ~k m ~k 0 ei(k+k )~r
Z Z
g (~
ρ) ≡ d~rg (~r 0 − ~r) =
~0 0
D ∼   ∼  E ~ ~ 0

ZV V Z
= dk dk δ~ ~ 0 e = d~k 0 eik ·~ρ m ~k 0 m −~k 0
~ 0 ·~
D ∼   ∼  E ~0
D∼   ∼ 
~ ~ ~ ~
E
0 i k ρ 0
k,−k m k m k
Z Z
∼∗
= =
D∼  D ∼  E
~ 0 i~k 0 ·~ρ m ~k 0 m ~k 0
~0
d~k 0 eik ·~ρ |m ~k 0 |2
  E
dk e

Computing |m ~k 0 |2 is done by means of a subtle trick : in Fourrier space the partition

D ∼  E

function Dlooks
 like a collection of harmonic oscillators. Then, using equipartition theorem, one
deduces |m k | . Let’s see how it works : one considers a temperature higher than Tc (t>0).
∼
~
 E
0 2

Then, the mean-value of the magnetization is 0, and the magnetization fluctuates around the
2
The third line of the previous passage isn’t very clean. Suddenly the quantity at right depends on the
integration variables. This is to be taken as an approximation in the scope of a mean-field treatment

30
1.6 Ginzburg Landau Theory 1 MEAN-FIELD APPROACH

mean value. So, m (~r) = m̄ + δm (~r) where m̄ = 0. Therefore, in the partition function, one
can neglect the term of order 4.

∼ Z ∼

Z=
∼
Dm ~k e{...}
 

dV ei(k+k )·~r
Z
t Z Z ~ ~ 0 ∼ ~  ∼ ~ 0  Z
dV tm (~r) = 2 ~ ~0
• dkdk m k m k
(2π) d

t Z
t Z ~ ∼ ~  2
= dk m k m −k =
~ ∼ ~ ∼ ~
   
dk|m k |
(2π)d (2π)d
~ (~r) 2 = 1 dV ei(k+k )·~r
Z Z Z   Z
∼ ~
~kd~k 0 −i~k m ∼ ~0
~k 0 m ~ ~0
     
• dV ∇m d k −i k
(2π) d

2 Z
k
= ~k|m∼ ~
 
d k |2
(2π) d
" #
Z
~ k2
+
~ ∼ ~
 
−βA d k t |m k |2
∼
2
Z
Z = Dm k e
∼ ~
 

Since we assumed t > 0, the constant in front of |m ~k |2 is positive. Therefore, switching

∼
 

from an integral to a sum in ~k, one is left with the the energy of a sum of uncoupled harmonic
oscillators of the type E = 12 Ki x2i . To be more explicit : this is the partition function of a
P
i
collection of uncoupled harmonic oscillators. This comes in handy, since we want to compute
hxi i2 from the beginning.

The equipartition theorem states that for oscillators,

kB T kB T
hxi i =
|m ~k |2 = 2
D ∼  E
→
Ki k + 2t
Therefore, back to the correlation function

Z Z
1
g (~
ρ) = d~k = eik·~ρ |m ~k |2 ∝
~ ∼ ~
d~k
D   E
eik·~ρ
k + 2t
2

td/2 Z ~ 0 1 k 0d−1 ik 0 r 0 cos(θ)

eik ·(2~ρ t) |{z}
√ Z
~0
∝ dk 02 ∝ dΩdk 0 02 e
|{z}
k
t k +1 √
0
k + 1
√ =k 0 ρ t =~
2~ r
2 t
Z
k 0d−1 Z √
= dΩdk 0 eik 0 r 0 cos(θ)
∝ dΩe −r 0 tcos(θ)
(k 0 + i) (k 0 − i) |{z}
Res at +i

Where the positive pole at +i is taken to have a convergent integral on the upper half-plane.
−r/ √1
Even after the angular integration, the asymptotic behavior is e t → ξ(t) ∼ |t|−1/2 .
Thus, ν = 2 . On the other hand, before evaluating the residue, making the change of variable
1

1
y = k 0 r 0 , one sees that the correlation function has a spatial dependence proportional to 0d−2
r
. But we’ve already established by means of high-temperature expansion that the spatial de-
1
pendence should be 0d−2+η . Thus, η = 0.
r

31
1.6 Ginzburg Landau Theory 1 MEAN-FIELD APPROACH

Conclusion
Simple arguments give the critical exponents (η, ν) that the purely mean-field approach
could not predict. Experiments confirm the existence of these critical exponents (quantities in-
deed behave as diverging power laws) however the exponents given by the mean-field approach
and the Ginzburg-Landau approach (which is kind of an mean-field approach) are wrong.

Another question is : are there really 6 critical exponents ? Are they independent ? They
are not. Thermodynamics states that there are 4 inequalities linking the critical exponents.
Take for instance the most famous one : the Rushbrook inequality
α + 2β + γ ≥ 2
Note that mean-field values satisfy the equality : 0 + 2 21 + 1 = 2.

Fact is that all inequalities are respected in experiments and theory as equalities. But why ?
And why 4 inequalities and not 5 or 6 ? These questions will be answered in the next chapters,
but first
When are the mean-field exponents correct ?
Here we use an argument from Ginzburg.

+ + + + + + + + + + + + + + + + + + +
+ + + + + + + + + + + + + + + + + + +
+ + + + + + + + + + + + + + + + + + +
+ + + + + + + + + + + + + + + + + + +
+ + + + + + + + + + + + + + + + + + +
+ + + + + + - - - - - + + + + + + + +
+ + + + + - - - - - - - + + + + + + +
+ + + + - - - - - - - - - + + + + + +
+ + + - - - - - - - - - - - + + + + +
+ + + - - - - - - - - - - - + + + + +
+ + + - - - - - - - - - - - + + + + +
+ + + - - - - - - - - - - - + + + + +
+ + + + - - - - - - - - - - + + + + +
+ + + + - - - - - - - - - + + + + + +
+ + + + + - - - - - - - + + + + + + +
+ + + + + + + - - - - + + + + + + + +
+ + + + + + + + + + + + + + + + + + +
+ + + + + + + + + + + + + + + + + + +
+ + + + + + + + + + + + + + + + + + +

Figure 19: Thermal fluctuations create the island of opposed spin. Its size is of order ξ d

The island is induced by a thermal fluctuation. The energy needed to flip the island is
ff luct · #spins ∼ ff luct ξ d = kB T → ff luct = kB T tνd
Now take a quantity of which we know the behavior close to Tc (t « 1).
∂ 2 ftot
C∝ ∼ t−α → ftot ∼ t2−α
∂t2
We know the mean-field approximation is good when fluctuations are truly negligible (thus
neglecting them doesn’t amount to big errors)
2−0
ftot >> ff luct → t2−α >> tνd → 2 − α < νd → d> =4
|{z}
t<<1
0.5
Thus the mean-field critical exponents should be good in systems above 4 dimensions.

32
 2 RENORMALIZATION GROUP

Comparison of critical exponents

MF exact Ising 2D Ising 3D 3D X-Y Model 3D Heisenberg Potts Model 2D

β 1/2 1/8 0.33 0.34 0.36 1/9
γ 1 7/4 1.24 1.30 1.39 13/9
α 0 0 0.1 0.01 −0.12 1/3
δ 3 15 4.8 4.8 4.8 1/4
ν 1/2 1 0.63 0.66 0.66 5/6
η 0 1/4 0.04 0.04 0.04 4/15

Other questions arise : different models seem to share the same critical exponents. Are
there classes of models ?

2 Renormalization group
2.1 The scaling hyptohesis
At t = 0, the correlation length diverges ξ → ∞. This means that the system is correlated at
any length scales. An important concept to grasp is that the correlation length is the only
intrinsic length with respect to which we compare lengths.

If ξ is finite, flipped islands have a finite size of the order of the correlation length. Thus,
zooming out, the islands will disappear and the system will appear ordered. However, if ξ → ∞,
there is no typical length in the system. One can ’zoom out’ of the system, flipped islands will
always be visible, because even at gigantic scales, the correlation length is not negligible since
it is infinite. The system will never seem ordered. Thus, the system is scale invariant.

Let’s consider t = 0. There,

A
g(r) =
rd−2+η
If we rescale lengths by a factor b, r → r0 = r
b
then
A r
 
g(r) = b−(d−2+η)  2−d+η = b−(d−2+η) g
r b
b

Thus g(r) is a homogeneous function ( a function proportional to the same function with a
rescaled variable). Note that b > 1 implies ’zooming out’, since what before was a scale of 10
is now only a scale of 10/b.

What happens if we consider 1 >> t 6= 0 ?

33
2.1 The scaling hyptohesis 2 RENORMALIZATION GROUP

A A r/b A r/b
− 1/ν −ν
g(r, t) = ξ = b−(d−2+η) =
r − ξ/b −(d−2+η)
e 2−d+η e b 2−d+η e a|b t|
rd−2+η
   
r |{z} r
b ξ=a|t|−η b
r
 
= b−(d−2+η) g , b1/ν t
b
It is worth noting that the correlation function is a generalized homogeneous function, but
also that rescaling the length scale implies a rescaling of the temperature. Actually, rescaling
implies a rescaling on the driving parameters (m, t). Thus, thermodynamic quantities are also
obviously homogeneous. For instance, take susceptibility :

χ(t) ∼ |t|−γ = bγ/ν |b1/ν t|−γ ∼ bγ/ν χ(b1/ν t)

However, since homogeneity is conserved through differentiation, and since thermodynamic
quantities are derivatives of the free energy, the free energy has to be a generalized ho-
mogeneous function !

Let’s hypothesize that the free energy splits into a singular and a regular part

Hyp: f (t, h) = fsing (t, h) + freg (t, h)

Only the singular part leads to divergences at t = 0 and h = 0. Thus for understand
critical exponents, the regular part is of no interest since it will not contribute in any way to
determining the critical exponents. From now on, we drop the regular part. In general, the
reduced temperature and the reduced external field won’t scale the same way. Therefore

f (t, h) = b−d f (byt t, byh h)

The b−d factor can be explained in the following way : if b is the size of a spin block contain-
ing N spins, then the new number of spins is N b−d . For example in 3D, a block of size 3 contains
27 spins. Rescaling by a factor of 3, one only has 27/27 = 1 spin anymore. Then, the free en-
ergy and therefore the free energy per spin are extensive functions. This explains the b−d factor.

Now that the scaling hypothesis is laid out, let’s see what its benefits are. Consider for
instance magnetization. For t < 0, close to Tc , m = m0 tβ

 " #
∂f  ∂
m = m0 t −β
=− = −b−d f (byt t, byh h) = b−d+yh ∂2 f (byt t, 0)
∂h h→0 ∂h

h→0

At this point, b is still an arbitrary factor. Let’s choose it such that byt t = 1. Thus,

−d+yh d+yh
m = m0 t−β = b−d+yh ∂2 f (byt t, 0) = t ∂2 f (1, 0) ∝ t
yt
− yt

Therefore, β = yhy−d . In the same manner, one can make out all other critical exponents.
Therefore, they are not independent. They are functions of yt and yh . This procedure would
t

also make us find out that the thermodynamical inequalities are equalities and depend on the

34
2.2 The renormalization group 2 RENORMALIZATION GROUP

dimensionality of the system.

Note: if f dependend on a 3rd parameter, there would be 1 more true critical exponent.

Can we do better than this ? For now, the scaling hypothesis is only a hypothesis. Moreover
we are still stuck with the values of the mean-field approach for the critical exponents. The
answer is yes : the renormalization group will prove the scaling hypothesis and determine the
value of the critical exponents.

2.2 The renormalization group

• At the critical point, measurable thermodynamic quantities behave as power laws of the
reduced parameters (critical exponents)

– χ ∼ |t|−γ , h = 0 and t = T −Tc

Tc

– m ∼ h1/δ , t = 0.

• From the correlation function g(r, t) we know that g(r, t) |{z}

= b−(d−2+η) g , that
 
r 1/ν
b
,b t
r→r/b
is a homogeneous function close to t = 0. What is important and unexpected is that a
rescaling of the length implies also a rescaling of the temperature.

Taking both these points into consideration, we get

χ(t) =
|{z} χ± |t|−γ = bγ/nu χ0 |b1/ν t|−γ = bγ/ν χ(b1/ν t) close to t = 0
r→r/b so t→b1/ν t

Which is also an homogeneous function. So we can assume all measurable thermodynamic

quantities are homogeneous functions close to the critical point. They are all derivatives of the
free energy. Therefore, the free energy has to be a homogeneous function.

f (t, h) = b−df (byt t, byh h)

An important consequence of this is that the thermodynamical equalities are proven. The
inequalities are satisfied as equalities. On a side note, we still don’t know what these critical
exponents are. They’ll change from model to model, or classes of models. It is important to
stress we still have not proven the scaling hypothesis is correct.

The renormalization group is going to prove the scaling hypothesis. It’s also going to be an
algorithm to compute yt and yh .

• When going from r to r/b, we want to be able to write Zr (t, h) |{z}

= Zr/b (t0 , h0 ) where t’
R.G
and h’ are functions t0 = ft (t, h, b), h0 = fh (t, h, b).

• If then Fr (t, h) = Fr/b (t0 , h0 ), that is the free energies before and after are identical, then
the physical behaviour has not changed.

35
2.2 The renormalization group 2 RENORMALIZATION GROUP

• The scaling hypothesis supposes that the free energy is the same upon rescaling. Here we
want to find a way to get the same free energy upon rescaling and not suppose it is true.
Let’s look at the Ising Model and perform coarse-graining on it (rescale it)
gj ({si }j )

j th Block

s1 b
s′j b b

b b b

b b b

Figure 20: Corse-graining step where the scale doubles.

But upon coarse graining, the 9 spins at each corner become one spin on the new scale.
How can we relate the old degrees of freedom to the new ones ? That is s0 = g ({si }9i=1 ). S’ is
a representative at the new scale of the whole set {si }9i=1 . We can choose some rules
9
!
majority rule: sign si → s0 = ±1 central rule: s1 = s0
X

i=1
So let’s look at the partition function

Zr = 1e−βE({si }) = δs0j ,gj ({si }j ) e−βE({si })

X XXY

{si } {si } {s0j } j

Where {si }j is the group of old variables in the j th block that are mapped onto the variable
sj and gj is the mapping from the old onto the new one. For a fixed configuration of the old
{si } variables (which we have at this stage, since the sum on the si ’s is performed afterwards),
the mapping gj will map this configuration of s0i s onto a fixed configuration
  of j new spins .

Therefore, summing on all possible configurations of new spins  , only one will survive
P
{s0j }
the product of the delta functions. It is precisely the one that got mapped from the original
configuration of spins. This is why the red expression is equal to 1. Carrying on
 

Zr = δs0j ,gj ({si }j ) e−βE({si })  Γ({s0j })

X X Y X
≡


{s0j } {s0j } j {s0j }

= exp −β −kb T lnΓ({s0j }) = exp{−βE 0 ({s0j }) = Zr/b

X n h io X

{s0j } {s0j }

36
2.2 The renormalization group 2 RENORMALIZATION GROUP

So there is a formal way to go from Zr to Zr/b , where E({si }) is the model at the original
scale, and E 0 ({s0j }) is the model at the new scale. To fully understand what one has to do is to
work this method on an example. We take the 1D Ising model, which is one of the few models
where the renormalization group method can be worked out exactly.

S0 S1 S2 S3 S4 S5 S6 S7 S8
b b b b b b b b b

S0′ S1′ S2′

b b b

Figure 21: 1D Ising model where the scale is trippled.

 
P P
X K si si+1 K si si+1
Z= =
X X
e i

 e i


{si } {s2+3j }∞
j=−∞ {si }i6=2+3j

But let’s rewrite it in a less cumbersome way

P
X K si si+1
Z= = {2 [coshK + si si+1 sinhK]} = [2coshK]N [1 + si si+1 tanhK]
XY XY
e i

{si } {si } i {si } i

= [2coshK]N [1 + si si+1 tanhK] tanh(K) ≡ t

X Y

si =±1 i
1 ∞
= [2coshK]N (1 + tsi si+1 ) (1 + ts2 s3 )(1 + ts3 s4 )(1 + ts4 s5 )
X Y Y X X X

{si }i6=2,3,4 i=−∞ i=5 s2 =±1 s3 =±1 s4 =±1

Why did the sum get split up this way ? First notice that the new spins can be attributed
to the last spin of the old spins in the box. For instance, s2 → s00 and s5 → s01 since one needs
to make a choice. Then to understand this way of rewriting the sum, let’s look at what the last
bit of the above expression gives

1 + t(s2 s3 + s3 s4 + s4 s5 ) + t2 (s2 s3 s3 s4 + s2 s3 s4 s5 + s3 s4 s4 s5 ) + t3 s2 s3 s3 s4 s4 s5
X X h i

s3 ±1 s4 =±1

= 4(1 + t3 s2 s5 )

Every product containing one s3 and/or s4 will cancel because the sum is evaluated on s3
and s4 . However containing s23 or s24 is not a problem since they’re equal to 1. This explains
why only the t3 survives. This is great, because now we have a term which is only dependent
on s2 and s5 which we can call s00 and s01 . Not only that, if we write out the calculation, it
comes that
1 ∞
Z = [2coshK]N (1 + tsi si+1 ) 4(1 + t3 s2 s5 )
X Y Y X

{si }i6=2,3,4 i=−∞ i=5 s2 =±1

By carrying on the same logic for spins s5 to s7 , s8 to s10 , etc, one would get

37
2.2 The renormalization group 2 RENORMALIZATION GROUP

Z = [2coshK]N 4(1 + t3 s2 s5 ) 4(1 + t3 s5 s8 ) 4(1 + t3 s8 s11 ) . . .

X X X

s2 =±1 s5 =±1 s8 =±1

Since we divided the N spins into blocks of three, we would get N/3 products in the expres-
sion. Moreover, renaming the remaining spins (priming them) we get partition function on the
new scale.

Z = [2coshK]N 4N/3 (1 + t3 s0i s0i+1 ) = [2coshK]N 22N/3 (1 + t0 s0i s0i+1 )

X Y X Y

{s0i } i {s0i } i

(2coshK)N 2N/3 X
P
K0 s0i s0i+1
= 2 e i
(2coshK 0 )N/3 {s0 } i

The blue part is going to give the non-singular behaviour of F, so we don’t really care. The
red part contains the singular behaviour of F.

Now we could repeat the procedure and get new K’s K (n) → K (n+1) . But the question is
: is there a fixed point of the iteration ? In other words is there an n so that the iteration
doesn’t change a thing K (n+1) = K (n) . Thus, the rescaling would not change anything on the
system. But recall that rescaling the system also rescales the parameters, and if the parameters
don’t feel the rescaling anymore, at the fixed point, the system is scale invariant. This can
correspond to the critical point.

From the above calculation, for the 1D model, we have tanh(K) → tanh(K 0 ) = tanh3 (K).

tanh(x)

tanh3 (x)

Figure 22: tanh(x) and tanh3 (x)

We plot both graphs. Choose a value of K or a temperature = K (n) . K’ or the new

 

rescaled temperature = K (n+1) will be determined by the fact that tanh(K 0 ) = tanh3 (K).
 

This explains the flow of rescaling on fig. 23

The fixed points are at K ∗ = 0 (T ∗ = ∞) and K ∗ = ∞ (T ∗ = 0). At T > 0 the Ising model
is disordered. At T = 0 the 1D Ising model is ordered. But if we look at the way the iteration
goes, the K ∗ = 0 is a stable fix point while the K ∗ = ∞ is unstable.This instablility is something
we already know. As soon as we disturb the T = 0 temperature , the system goes to a dis-
ordered state (T6= 0). The rescaling here can be interpreted in terms of raising the temperature.

All in all, we’ll have three kinds of fix points. The T = 0 and T = ∞ points where the
model is scale invariant (ordered and disordered) and the third one will be the critical point.
Since in the 1D-Ising model there is no phase transition, there is no Tc at which there is a

38
2.3 Proliferation of interactions 2 RENORMALIZATION GROUP

tanh(x)

tanh3 (x)

K5 K4 K3 K2 K1 K0

Figure 23: Flow of the rescaling in the 1D-Ising model

singularity, so there is no reduced temperature to be equal to 0, so there is no parameter that

can get scale invariant, so there is no critical point, so we don’t see this third kind of fix point
!

2.3 Proliferation of interactions

The spins that were taken away upon renormalizing the 1D ising model are responsible only
of the interactions of spins that are on the new scale connected topologically as the old ones.
What was before a nearest neighbor interaction is now still a nearest-neighbor interaction.

Let’s look at the 2D-Ising model.

b b b b b
b

b b b b b
b

b b b b b
b

b b b b b
RG
b

b b b b b
b

Figure 24: Remembering where interactions were, the new grid has new type of next-nearest-
neighbor interactions.

Because of the spins that we take away, we need to take into account the fact that we took
out some interactions. The final graph is not the one expected : there are cross interactions
and plaquette (square) interactions too. So there are also second nearest neighbor interactions.
At each step, further neighbor interactions will be added. The end result is that there will be
an infinite number of interactions upon renormalizing. So this is a scheme which is impossible
to solve.

If we iterate the RG-Group, the number of iterations grows. There are K1 , K2 , ...Kn inter-
action strengths.

39
2.3 Proliferation of interactions 2 RENORMALIZATION GROUP

 
~ ~ (n+1) = R
~b K
~ (n) ~∗ =R
~b K
~∗
   
H {si } , K
|{z}
 → K
|{z} →
|{z} K
∞ Dimensional RG fixed points

Let’s select K corresponding to the critical point. Knowing that the critical point is
∗

unstable, this tells us something on the Jacobian of the flow : any perturbation must be
amplified to drive the system away from the critical point. So, by expanding K
~ ∗ we know
something more


~b
∂R

~ (n+1) = K
~ ∗ + δK
~ (n+1) ~∗ + δ K
~ (n+1) = ~ ∗ + δK
~b K ~ (n) ' R ~∗ +
~b  ~ (n)
  
 
K → K R K  δK
~ 

 ∂K ~∗
K

~b
∂R

~ (n+1)
δK =  ~ (n) ≡ Tb δ K
δK ~ (n)
~ 
∂K ~∗
K
Remember Tb is an infinite dimensional matrix which is not necessarily symmetric. The
eigenvalues and eigenvectors of Tb are found

Tb~vir = λbi~vir and ~vjl Tb = λbj~vjl ~vil · ~vjr = δij so T = λbk~vkr ~vkl
X
→
k

~ (n) = (n)
δkj ~vjr
(n)
= ~vjl · δ K
~ (n)
X
δK → δkj
j

~ (n+1) = = Tb δ K
~ (n) = λbl~vlr~vll · δkj ~vjr =
 
(n+1) r (n) (n)
λbj δkj ~vjr
X X X
δK δkj ~vj
j l,j j

These short steps of linear algebra show the following thing : if the system is at the critical
point K~ ∗ , and undergoes an infinitesimal change δ K
~ (n) , these changes will be amplified along
certain directions depending on λj . This eigenvalue is the proportionality factor that tells how
b

much a change away from the critical point will grow (or shrink). If |λbj | < 1∀j, then K ∗ is
stable [trivially ordered or disordered], because any infinitesimal change is going to become
smaller and smaller. If ∃j : |λbj | > 1 then K ∗ is unstable [critical point] because along some
direction in diagonal coupling parameter space, some combination of coupling constants goes
haywire (grows and grows).

Note that each δkj contains a little bit of all interactions. Now we perform a change of
(n)

base K ~ = kj . Thus kj is the weight of all the interactions along the eigenvectors of the
~ → ~v l K
j
Jacobian of the flow R ~ b . Writing the free energy then yields

FN (n) (k1 , k2 , ...) = FN (n+1) (k1 by construction

(n) (n) (n+1) (n+1)
, k2 , ...)
FN (n) (k1∗ + + = FN (n+1) (k1∗ + + close to the fixed point
(n) (n) (n+1) (n+1)
δk1 , k2∗ δk2 , ...) δk1 , k2∗ δk2 , ...)
which we simply rewrite as
FN (n) (δk1 , δk2 , ...) = FN (n+1) (δk1
(n) (n) (n+1) (n+1)
, δk2 , ...)
FN (n) (δk1 , δk2 , ...) = FN (n+1) (λ1 δk1 , λ2 δk2 ...)
b b

40
2.3 Proliferation of interactions 2 RENORMALIZATION GROUP

But keep in mind that we are renormalizing at each step with a parameter b. Thus, one can
say something about the values of λ. Renormalizing twice with a rescaling factor b, or once
with a factor b2 must yield the same result :
(b) 2
= λj = λj
(b2 )
h i h i
(n+2) (n) (n+2) (n)
δkj δkj δkj δkj

(b) 2
Which implies = λj . The solution to this is obviously λbj = byj . So
(b2 )
h i
λj

FN (n) (δk1 , δk2 , ...) = FN (n+1) (by1 δk1 , by2 δk2 ...)
N (n) f δk1 , δk2 , .. = N (n+1) f by1 δk1 , by2 δk2 , ...
   
(n) (n) (n) (n)
→
f δk1 , δk2 , .. = b−d f by1 δk1 , by2 δk2 , ...
   
(n) (n) (n) (n)
→
δkj is a small offset with respect to the fixed point. What is the scaling hypothesis again ?

The scaling hypothesis is f (t, h) = b−d f (byt t, byh h) where t,h are small offsets with respect
to the critical point.

A critical point is an unstable fixed point which means ∃i : |λi | > 1.

(b)

lnλj
(b)
=b yj = yj > 0
(b) yj
λj → →
lnb |{z}
(n)
if λj >1

So now if one keeps iterating the renormalization, then for all λ’s which are greater than
one, the δk 0 s will survive (relevant) and for all λ’s which are smaller than one (bigger than 0),
the δk 0 s will go to 0.

Thus, the number of relevant eigenvalues δki will be equal to the number of critical expo-
nents.

f (δk1 , ...δkl ) = b−d f (by1 δk1 , ..., byl δkl )

Let’s go back to the models
1D-Ising model

H=K ZN = eKsi si+1 = [2coshK]N

X XY
si si+1 →
i {si } i

We coarse grain it by summing out every second spin. We assume open boundary conditions.
Recall that eKsi si+1 = coshK [1 + tsi si+1 ] where t = tanhK.

N X N/2
ZN = [coshK]N (1 + tsi si+1 ) = [coshK]N 2N/2 (1 + t0 s0i s0i+1 )
XY Y

{si } i=1 {s0i } i=1

| {z }
t2 si si+2
∞
X N/4
P 1
N
= [coshK] 2 2 (1 + t si si+1 ) |{z}
= [coshK] 2
N N/2 N/4 00 N 2i
Y
i=1 ·1
{s00i } i=1
| {z }
...
ZN

41
2.3 Proliferation of interactions 2 RENORMALIZATION GROUP

Where the 1 comes from the fact that t’ goes to 0 when iterating (fig. 23). So essentially
we’re squeezing out the non-singular part of the partition function when iterating. Here we can
do it ad-infinitum since there is no non-singular part.

2D-Ising model

Taking the 2nd phase of RG on a 2D Ising model, we call s00 one central spin, and the four
adjacent spins t10 , t01 , t0−1 , t−10 .

Z= . . . eKs00 (t10 + t01 + t−10 + t0−1 )

X

{si }

. . . es00 (t10 + t01 + t−10 + t0−1 ) + e−K (t10 + t01 + t−10 + t0−1 )
 
=Z
X

{si 6=s00 }

=Z
! 0
. . . eH {ti }
X

{si 6=s00 }

Inspecting the sum of exponentials, one notices that

( sign flips of) {t} → {−t} does not
change the value neither do permutations. So H 0 ∈ ti t0j ; ti tj tk tl . So the most general
P
(i,j)
form of H 0 ({t}) is

H 0 ({t}) = K̂ 0 ti tj + L̂0 ti tj + P̂ ti tj tk tl + C
X X

<i,j> <<i,j>>

But the constant C factors out of the sum so it only contributes to the non-singular
ln [cosh(4K)]
partition function and we can forget it. As it turns out, L̂0 = K̂ 0 = and
8
{ln [cosh(4K)] − 4ln [cosh(2K)]}
P̂ = . The number of nearest neighbor interactions increased
8
after one step. So we can’t go on renormalizing like this. Instead, we make the approximation
that the further interactions won’t appear upon renormalizing that is to say the approximation
is (K, L) → (K 0 , L0 , P, 
.
. .)

H=K si sj + L → H0 = K0 s0i s0j + L0 s0i s0j K 0 = 2K + L

X X X X

<i,j> <<i,j>> <i,j> <<i,j>>

L0 = K

One gets thus 3 critical points. K ∗ = 31 and L∗ = 19 is the critical point. One can verify
that it contains a relevant eigenvalue (>1) so that it is a repulsive pole. However, truncating
the proliferation of interactions so quickly leads to quite an error in determining the critical
exponents.

42