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(1)
(2)
from which it follows that the correlation function is symmetric and thus a
function of the relative distance between the spins at positions ri and rj only,
that is,
g(ri , rj ) = g(|ri rj |).
(3)
(c) (i) When |ri rj | , the spins become uncorrelated, assuming that we
are not at the critical point that is! Thus
g(ri, rj ) = hsisj i hsi ihsj i
hsi ihsj i hsi ihsj i for |ri rj |
= 0.
(4)
(5)
(6)
(8)
This result emphasises that the correlation function measures the fluctuations of the spins away from the average magnetisation as is clear from
the original definition
g(ri , ri) = h (si hsii)(sj hsj i) i.
(9)
where a is a lower cutoff = lattice constant. This implies that g(r) cannot
decay exponentially with distance r at the critical point (T, H) = (Tc , 0) since
this would make the integral convergent in the upper limit. However, the
divergence is consistent with an algebraic decay. Assuming
g(ri, rj ) |ri rj |(d2+)
= r (d2+)
(12)
then
Z
g(ri, rj )d rj
=
=
g(r)r d1 dr
Za
Za
a
r (d2+) r d1 dr
r 1 dr
1
[ 2
r 2 ]
a
[ln(r)]
a
if 6= 2
if = 2
that is, the integral will only diverge if the critical exponent 2. The
divergence is logarithmic if = 2 and algebraic if < 2.
(e) (i) The correlation length diverges as (T, 0) |Tc T | for T Tc , H =
0. The critical exponent is independent of whether Tc is approached
from below or above, however, the amplitude might differ, as indicated
in Figure 1 below.
For T > Tc , the correlation length sets the upper linear distance over
which spins are correlated. It is also identified as the linear size of the
typical (characteristic) largest cluster of correlated spins and measures
the typical largest fluctuation away from states with randomly oriented
spins.
For T < Tc , the correlation length measures the fluctuations away from
the fully ordered state, that is, the upper linear size of the holes in the
cluster of aligned spins. There will be holes on all scales up to the correlation length.
(ii) When T 6= Tc a finite correlation length is introduced and
g(|ri rj |) |ri rj |(d2+) G (|ri rj |/) for T Tc ,
(13)
where
(T, 0) |Tc T |
for T Tc , H = 0.
(14)
Consider the relation between the susceptibility per spin and the correlation function
Z
kB T
g(ri, rj )dd rj .
(15)
V
kB T (T, 0) |T Tc |
for T Tc , H = 0.
(16)
300
(T,0) |Tc T| |1T/Tc|
250
(,0)
200
150
100
50
0
0.0
0.5
1.0
1.5
T/Tc
2.0
2.5
3.0
(19)
For T < Tc , the correlation length < . As the correlation length sets
the upper limit of the linear scale over which spins are correlated, the
spins will be uncorrelated in the limit r as r . Thus
g(r) = hsi sj i hsi ihsj i = m20 (Tc T )2
for T Tc .
(20)
This is the reason for considering the function g(r) and not g(r) since the
latter will approach zero for r .
At T = Tc where the correlation length in infinite, the magnetisation is
zero in zero external field, i.e., m0 (Tc ) = 0. Thus
g(r) = g(r) r (d2+) at T = Tc .
(21)
(23)
(24)
hMi
T
2
(25)
hMi
T
2
(26)
Using the scaling of the different quantities close to the critical point
(T, 0) |T Tc |
CH |T Tc |
hMi (Tc T )
hMi
(Tc T )1
T
for T Tc , H = 0,
for T Tc , H = 0,
for T Tc , H = 0 implying,
for T Tc , H = 0
2
for T Tc
for T Tc
(27)
Notice that the inequality can be repalced by an equality for d = 1, 2, 3, and 4 and
the mean-field exponents for the Ising Model.
3. Eigenvalues, eigenvectors and diagonalisation.
(a) Assume x 6= 0 is an eigenvector for f with eigenvalue , that is
f (x) = x.
(28)
(29)
Since f is linear,
so x is also an eigenvector with the same eigenvalue when 6= 0 (ensuring
x 6= 0.
6
(30)
(31)
Equation (31) is called the characteristic equation or the secular equation for
the matrix A and the solutions are the eigenvalues of A (or f ).
(c) We need to show that x1 x2 = 0 assuming that
f (x1 ) = 1 x1
and f (x2 ) = 2 x2
with 1 6= 2 .
(32)
f (x1 ) x2 = 1 x1 x2
x1 f (x2 ) = 2 x1 x2 .
(33a)
(33b)
1 x 1 x 2 = 2 x 1 x 2 .
(34)
Since f is symmetric
However, 1 6= 2 from which we conclude
x1 x2 = 0.
(d) (i) Consider the real and symmetric matrix
exp(J + H)
exp(J)
T=
.
exp(J)
exp(J H)
(35)
(36)
(37)
(40a)
(40b)
(T + I)x+ = 0
(T I)x = 0
(40c)
(40d)
or equivalently
(41)
U TU =
+ 0
.
0
(42)
(1)
a cos
a a cos
Figure 1: The projection of the rod of length a onto the vertical dashed line has length
a cos where the angle is measured (positive clockwise) from the vertical. Hence,
the position of the center of mass of the variable mass m is a a cos = a(1 cos )
below the zeroth-level of the gravitational potential energy indicated by the horizontal
dashed line.
(b) (i) We expand the cosine to fourth order to find
1
2 4
U() = ka2 2 + mga(1
+
1)
2
2!
4!
a
mga 4
= (ka mg)2 +
+ O(6 ),
(2)
2
24
where the coefficient of the fourth-order term is positive while the coefficient of the second-order term is zero for ka = mg and changes sign from
positive when ka > mg to negative when ka < mg.
1
(ii) As the total energy U() is an even function in (reflecting the symmetry
of the problem), all the odd terms in the Taylor expansion around = 0
are zero.
(iii) We denote the angle of equilibrium with 0 . When ka > mg, the unique
minimum is at 0 = 0. When ka = mg, the unique minimum is at 0 = 0.
When ka < mg, there are two minima at 0 6= 0.
(a)
ka > mg
ka = mg
U()
ka < mg
-1
-0.5
0.5
(b)
/2
ka/mg
/2
Figure 2: (a) The energy, U(), versus the angle . The solid circles show the position
of the minima of the energy of the corresponding graph. For ka > mg, the minimal
energy implies = 0. For ka = mg, the trivial solution = 0 is marginally stable
However, for ka < mg, the minimal energy implies = 0 6= 0. (b) The angle of
equilibrium, 0 as a function of the ratio ka/mg.
(iv) The system is in equilibrium when dU/d = 0. Hence
dU
mga 3
= a(ka mg) +
d
6
ka
1
= mga
1 + 2
mg
6
=0
2
(3)
with solutions
(
0
p
0 =
6(1 ka/mg)
(
0
p
=
6[(m mc )/m]
for
for
ka
mg
ka
mg
for
for
1
<1
mc
m
mc
m
1
< 1,
(4)
where mc = ka/g.
(v) See Figure 4.
(vi) Landau suggested a simplistic general theory of second-order phase transitions based on expanding the free energy in powers of the order parameter. In the absence of a magnetic-like field, symmetry dictates that
only even powers of the order parameter appear in the expansion. For
example, in the Ising model
f f0 = a2 (T Tc )m2 + a4 m4
with a2 , a4 > 0,
X
m
s2 n(s, p)
(T, 0) =
=
= (p) |p pc |
(7)
H T H=0 s=1 kB T
(d) When p < pc , the magnetisation in zero external field m0 (p) = 0. We are at
low temperature, so we may assume that within a cluster hsP
= 1. In a
i sj iP
cluster of size s there are a total of s2 different pairs, so kB1T i j hsi sj i =
1
s2 . We can calculate the average susceptibility per spin by summing over
kB T
all possible cluster sizes weighted by the cluster number density, that is,
!
X
1 XX
1 X 2
(T, 0) =
hsisj i n(s, p) =
s n(s, p).
(8)
kB T i j
kB T s=1
s=1
3. (a) Landau theory for the Ising model.
(i) On each site ri , there is a spin variable si = 1 that can take on only
two values: spin up (+1) or spin down (1).
(ii) It is energetically favorable for neighbouring spins to be parallel. So,
J > 0 so that a pair of parallel spins where si sj = +1 has energy J and
a pair of anti-parallel spins where si sj = 1 has energy +J.
(iii) The first sum runs over distinct nearest neighbour pairs (i.e., we assume
that the spin-spin interaction Jij fall off so rapidly that only nn interactions are present). If z denotes the coordination number, then
N
1=
hiji
1
zX
1 = Nz,
2 i=1
2
(9)
where the factor of 1/2 ensures that we are counting distinct nearestneighbour pairs only.
(b) See Figure 3.
1
m0 (T )
0.5
T /Tc
-0.5
-1
Figure 3: When T 0, then m0 (T ) 1. When T Tc , the magnetisation decreases sharply but continuously to zero at T = Tc . For all T Tc , the magnetisation
per spin in zero external field m0 (T ) = 0.
T > Tc
T = Tc
fL (m; T ; 0)
T < Tc
-1
-0.5
0.5
m0 (T )
Figure 4: The Landau free energy per spin fL (m; T ; 0) vs. the average magnetisation
per spin in zero external field m0 (T ). The solid circles show the position of the
minima of the free energy of the corresponding graph. For T Tc , unique minimum
at m0 (T ) = 0. For T < Tc , double minima at m0 (T ) = m0 6= 0.
Minimise fL with respect to m:
f
= 0 2a2 (T Tc )m + 4a4 m3 H = 0.
m T,H
In zero external field, we have
2m0 (T ) a2 (T Tc ) + 2a4 m20 (T ) = 0.
(10)
(11)
For T < Tc this implies m0 (T ) = [a2 (Tc T )/2a4 ]1/2 (Tc T )1/2 .
In summary
(
0
for T Tc
m0 (T ) =
1/2
[a2 (Tc T )/2a4 ]
for T Tc
(
0
for T Tc
(12)
1/2
(Tc T )
for T Tc .
T > Tc
T < Tc
m(T, H)
0.5
0
-1
-0.5
-1
Figure 5: Sketch of the magnetisation per spin m(T, H) versus the external field H
for two different temperatures T > Tc and T < Tc . For large external fields, the
magnetisation saturates to m = 1 for both graphs. When H = 0: For T > Tc graph
is continuous and it crosses the point (0, 0) because m(T, 0) = 0. For T < Tc , the
graph have a discontinuous jump at H = 0 because lim m(T, H) = m(T, 0) 6= 0.
H0
(e) (i) I have been quite naughty posing you this question as it is tempting you
to make wrong conclusions in order to reach an almost (a factor of 2 will
be missing) correct answer. Of course, I would never do that in an exam
situation. However, it might be very instructive because it exposes two
types of wrong-doing (that are intimately linked) that are found quite
frequently in literature on the Ising model.
Case 1 wrong mean-field theory:
First, we derive the result for non-interacting spins in an external field H
(Sec. 2.2 in notes). The total energy is
E{si } = H
N
X
i=1
si .
(13)
exp E{si } =
{si }
N
XY
exp H
{si }
N
X
i=1
si
(14)
{si } i=1
(15)
(16)
The total energy of the Ising model in this version of the mean-field model:
E{si } = J
si sj H
si m H
si
i=1
hiji
N
X
N
X
si
i=1
hiji
N
X
N
X
z
z
si H
si each site i has distinct nn
= Jm
2 i=1
2
i=1
X
N
6
= Jm + H
si z = 6 in d = 3 cubic lattice
2
i=1
= (3Jm + H)
N
X
si
i=1
= Heff
N
X
si ,
(17)
i=1
(18)
So far nothing illegal has taken place. However, now the argument
(wrongly) states that using Eq. (16), we find that the magnetisation
must satisfy the equation
m(T, H) = tanh Heff = tanh (3Jm + H) .
8
(19)
N
X
si .
(20)
i=1
exp (3Jm + H)
si
i=1
{si }
N
X
N
XY
exp [(3Jm + H) si ]
{si } i=1
(21)
(22)
(23)
This is in effect what is tacitly done in case 1 also. Indeed, Eq.(16) states
2 sinh H H
(25)
m(T, H) = kB T
2 cosh H
H T
and substituting in this equation Heff = 3Jm + H we arrive at the same
result.
Case 3 - correct mean-field theory:
Following the derivation in the notes (Sec. 2.5), we find that the correct
equation for determining m in the mean-field picture is, in fact
m = tanh(6Jm + H),
(26)
(28)
10
si sj H
N
X
si ,
(1)
i=1
hiji
where the notation hiji restricts the sum to run over all distinct nearestneighbour pairs.
P
(ii) Let M{si } = N
i=1 si denote the total magnetisation and hMi the average
total magnetisation. The order parameter for the Ising model is defined
as the magnetisation per spin
hMi
.
N N
m(T, H) = lim
(2)
Consider the free energy F = hEiT S. The ratio of the average total energy, hEi, to the temperature times entropy, T S, defines a dimensionless
scale J/(kB T ). A competition exists between the tendency to randomise
the orientation of spins for J kB T , and a tendency to align spins for
J kB T . In the former case, the free energy is minimised by maximising
the entropic term: the magnetisation is zero because the spins point up
and down randomly. In the latter case, the free energy is minimised by
minimising the total energy: the magnetisation is non-zero because the
spins tend to align. Since the entropy in the free energy is multiplied by
temperature, for sufficiently low temperatures, the minimisation of the
free energy is dominated by the minimisation of the total energy. Therefore, at least qualitatively, there is a possibility of a phase transition from
a phase with zero magnetisation at relatively high temperatures, to a
phase with non-zero magnetisation at relatively low temperatures.
1
We assume that the singular part of free energy per spin is a generalised homogeneous function,
f (t, h) = bd f (byt t, byh h) for t 0 , h 0, b > 0.
f
t
= ft and
2f
t2
(3)
(i) The critical exponent associated with the specific heat in zero external
field characterises its divergence as t 0 and is defined by
c(t, 0) |t|
for t 0.
(4)
(5)
2yt d
yt
(6)
2yt d
.
yt
(7)
(ii) The critical exponent associated with the order parameter (magnetisation per spin) in zero external field characterises the pick up of the order
parameter as t 0 and is defined by
m(t, 0) |t|
for t 0 .
The magnetisation per spin is related to the free energy per spin:
f
m(t, h)
byh d fh (byt t, byh h).
h
(8)
(9)
dyh
yt
fh (1, 0) for t 0 ,
(10)
d yh
.
yt
(11)
(iii) The critical exponent associated with the susceptibility in zero external
field characterises its divergence when t 0 and is defined by
(t, 0) |t|
for t 0.
(t, h)
b2yh d fhh
(byt t, byh h).
h2
(12)
(13)
2yh d
yt
fhh
(1, 0) for t 0
(14)
2yh d
.
yt
(15)
(iv) The critical exponent associated with the order parameter at the critical
temperature characterises how the magnetisation per spin vanishes for
small external fields and is defined by
m(0, h) sign(h)|h|1/
for h 0 .
The magnetisation per spin is related to the free energy per spin:
f
m(t, h)
byh d fh (byt t, byh h).
h
(16)
(17)
dyh
yh
fh (0, 1) for h 0
(18)
yh
.
d yh
(v) We find
2yt d + 2d 2yh + 2yh d
yt
=2
+ 2 + =
(19)
and
d yh
yh
( 1) =
1
yt
d yh
d yh 2yh d
=
yt
d yh
2yh d
=
yt
= .
2. One-dimensional Ising model with periodic boundary conditions (Exam 2007)
(a) The total energy for a system of N spins si = 1 with constant nearestneighbour interactions J > 0 placed in a uniform external field H is
E{si } = J
si sj H
N
X
si ,
i=1
hiji
= J
N
X
si si+1 H
N
X
si .
(20)
i=1
i=1
The sum over all distinct nearest-neighbour pairs hiji reduces to the sum over
all spins in d = 1 with sN +1 = s1 .
(b) (i) At T = 0 all spins are aligned. Hence there are 2 microstates with all
spins pointing up or all spins pointing down.
(ii) When T all spins are pointing up and down at random without any
correlations. Hence there are a total of 2N microstates.
P
(iii) The total energy E{si } = J N
i=1 si si+1 in zero external field. At T = 0
all spins are aligned. At T = spins are pointing up and down at
random. Hence, the energy per spin
(
J
at T = 0,
hEi
(T, 0) =
(21)
=
N
0
for T .
(iv) The magnetisation per spin
hMi
=
m(T, 0) =
N
1
0
at T = 0,
for T
(22)
(24)
(25)
{si }
(vi) The total free energy hF i = hEi T S. Hence, using the results of (iii)
and (v) we find that the free energy per spin
(
J N1 kB T ln 2
for T = 0,
F
f (T, 0) =
=
(28)
N
kB T ln 2
for T .
(c) The magnetisation per spin
sinh H
,
m(T, H) = q
2
sinh H + exp(4J)
(29)
where = 1/(kB T ) and J > 0 the coupling constant. We note that sinh H
0 for H 0 .
When T > 0, the term exp(4J) is finite and hence limH0 m(T, H) = 0.
When T = 0, the term exp(4J) is zero and hence limH0 m(0, H) = 1.
Hence there is no phase-transition in the Ising model in zero external field at
any finite temperature.
5
X X
...
s1 =1 s2 =1
(30)
sN =1
s1 =1 s2 =1
X X
...
s1 =1 s2 =1
X X
X X
...
s1 =1 s5 =1
TsN1 s1
sN1 =1
...
s1 =1 s3 =1
X X
sN =1
s1 =1 s3 =1
Ts1 s2 Ts2 s3
s2 =1
...
TsN1 sN TsN s1
sN =1
sN1 =1
...
sN3 =1
s1 =1
= Tr TN ,
(31)
(32)
sk
(33)
(34)
The determinant
J
e eJ
det(T I) = J
e
eJ
(35)
(36)
(37)
J 1.
(38)
(39)
(40)
(41)
p{si } ln p{si } ,
(42)
eE{si }
1
= N.
E{si }
2
{si } e
(43)
{si }
with
The N spins are effectively free spins because the thermal energy kB T is
much larger than the energy 2J it costs to one flip from a to a local
configuration. Therefore the free energy is just entropic with T kB ln 2 per
spin.
(e) (i) Assume extremely low temperature with J 1. Using that
2 cosh x = ex + ex ex
2 sinh x = ex ex ex
for x 1,
for x 1,
(44a)
(44b)
(45)
(46)
si sj H
hiji
N
X
si ,
(47)
i=1
where the notation hiji restricts the sum to run over all distinct nearestneighbour pairs.
(ii) Spins interact only with their nearest neighbours. The interaction strength
is assumed to be a constant. The spins can only take one of two values
si = 1. Finally, the external field H is constant.
(b) (i) The free energy per spin
f (T, H) =
8
1
kB T ln Z.
N
(48)
N
1 X
si
N i=1
(49)
f
= kB T
ln Z
H T
N
H
1
1
= kB T
Z
N
Z H
1 X
1
exp(E{si } )
= kB T
N
Z H
{si }
N
1X
1 X
=
exp(E{si } )
si
Z
N i=1
{si }
1X
exp(E{si } )m{si }
=
Z
(50)
{si }
f
m(T, H) =
H
(51)
Hence, for fixed temperature, T , the magnetisation per spin is the negative slope of the free energy per spin as a function of the external field
H.
(ii) Clearly T > Tc has zero slope at H = 0. For T < Tc the slope is finite
and take the same numerical value for H 0 but with different sign.
At T = Tc , the slope is also zero but the second derivative (susceptibility)
diverges, that is, the rate of change in the slope is infinite.
m0 (T ) = lim m(T, H)
H0
T /Tc
1
Figure 1: A sketch of the magnetisation per spin m0 (T ) = lim m(T, H) versus the
H0
10
Note that df > 1 and so P (L) 1/a0.26 scales as a negative power of a. This
means that the perimeter diverges if we continue our construction to smaller
and smaller scales (n , a 0).
(c) Examine first the first iteration n = 0 1. Each kink inserted adds two
edges of length 1/3 of the original edge. This means that the extra enclosed
area is a triangle with 1/9 of the area of the original. There are 3 such edges
and so: 1 = 0 + 30 /9 = 0 + 0 /3. Note that the resulting object has 4
times as many edges as the original.
Now consider the nth iteration, which generates n from n1 . Each kink
adds a triangle with 1/9 the area of the previous generation of added triangles,
i.e., 1/9n of the original 0 . The number of kinks to add is the number of edges
at the (n 1)-th generation. Since each generation multiplies the number of
edges by 4, the number of edges is 34n1 . Therefore, the extra area enclosed
is (0 /9n ) (3 4n1 ), i.e.,
n = n1 +
n1
4
0
.
3
n
1
1
8
1X 4
= 0 1 +
= 0 .
= 0 1 +
3 n=0 9
3 1 (4/9)
5
"
N
lim N
N
Random Fractals
3. 1D random walk
(a) The distribution is even in x. The walker is equally likely to go left or right
at any step, so hXi = 0.
(b) The RMS displacment is defined as (hX 2 i hXi2 )1/2 . In this case, it is just
hX 2 i1/2 . For uncorrelated steps, the variances add up. In this case, all the
steps obey the same distribution and so have the same variance:
hX 2 i =
N
X
hx2i i = N hx2i i .
i=1
hx2i i
form:
p(x) =
1 |x|/a
e
A
with A =
e|x|/a dx = 2
ex/a dx = 2a.
This gives
1 Z 2 |x|/a
1
hx i =
xe
dx =
4a3 = 2a2 .
A
2a
(c) The central limit theorem states that the sum X of N independent and identically distributed random variables xi obeys a probability distribution that
converges, in the limit as N , to a Normal distribution with mean N
and variance N 2 , where and 2 are the mean and variance of the individual
terms xi .
The Normal distribution for a variable z with mean and variance 2 is
N (z , ) =
1
2
2
e(z) /2 .
2
2
Using the mean and variance we know from the previous parts of this question,
we replace by zero and 2 by N 2a2 to obtain
P (X) =
1
2
2
eX /4N a .
4N a2
4. Ideal polymer
(a) (i) The distribution p(x, y, z) can be factorized into independent distributions for x, y and z separately: p(x, y, z) = f (x)f (y)f (z) with f (x) =
e|x|/a /2a. It follows that each component performs an independent onedimensional random walk as in the previous question. The 1D normalisation factor 1/2a was also derived in Q3. The normalised 3D probability
distribution is
p(x, y, z) = A1 e(|x|+|y|+|z|)/a ,
where A = (2a)3 .
Borrowing the 1D results, we find
hR i = (hXi, hY i, hZi) = (0, 0, 0),
hR2 i = hX 2 + Y 2 + Z 2 i = hX 2 i + hY 2 i + hZ 2 i = 3 (2N a2 ) = 6N a2 .
Note that this argument fails if the three components are not independent. It would not work, for instance, for a spherically symmetric distribution of the form p(x, y, z) exp( x2 + y 2 + z 2 /a) = exp(|r|/a),
which does not factorise.
3
(ii) Using the central limit theorem (as in the previous question):
1
2
2
2
2
2
2
eX /4N a eZ /4N a eZ /4N a
2
3/2
(4N a )
!
R2
.
exp
4N a2
1
(4N a2 )3/2
(b) (i) The number of ways W (R) to arrange the polymer so that its end-toend displacement is R is proportional to the probability density P (R):
W (R) = AP (R) for some proportionality constant A. Therefore, S(R) =
kB ln W (R) = kB (ln P (R) + ln A). Using the probability density
R2
1
exp
P (R) =
(4N a2 )3/2
4N a2
(iii) I will give two equivalent derivations. The normalized probability distribution is
!
1
1
R2
P (R) = exp
+
f R .
Z
4N a2 kB T
If we complete the square in the exponent,
R2
1
1
2N a2
R
=
R
f
4N a2 kB T
4N a2
kB T
4
!2
N a2 2
f ,
2 2
kB
T
we see that
1
2N a2
P (R) exp
R
f
4N a2
kB T
!2
(const
indep of R)
2N a2
hR2 i0
f=
f,
kB T
3kB T
L1
X
sn(s, p)
s=1
= p (L 1)p
L1
(1 p)
L2
X
sps (1 p)2
s=1
!
X
L2
d
ps
= p (L 1)pL1 (1 p) (1 p)2 p
dp
s=1
d
p pL1
L1
2
= p (L 1)p (1 p) (1 p) p
dp
1p
(1 p)(1 (L 1)pL2 ) + (p pL1 )
= p (L 1)pL1 (1 p) (1 p)2 p
(1 p)2
= pL .
1
(d) (i) We are given that (p) = 1/ ln p, from which it follows that ln p = 1/
and hence that p = exp(1/). Since P (p, L) = pL , we obtain
L
1
L
P (, L) = p = exp
= exp
.
X
(a)
Mk (p) =
sk n(s, p)
s=1
sk (1 p)2 ps
s=1
2
= (1 p)
= (1 p)2
X
s=1
sk ps
sk exp(s ln p)
s=1
= (1 p)2
= (1
sk exp(s/s )
s=1
X
2 k
p) s
(s/s )k
s=1
(where s = 1/ ln p)
exp(s/s ) .
Since s as p p
c = 1 , the values of s/s hardly change from term
to term in the summation. Hence we can approximate the summation by an
integral:
Mk (p) = (1
p)2 sk
(1 p)2 sk
(s/s )k exp(s/s ) s
Zs=1
1
= (1
p)2 sk+1
(where s = 1)
uk exp(u)du
1/s
(where u = s/s ) .
1
ln p
k+1 Z
uk exp(u)du.
ln p
As p p
c = 1 , the lower limit tends to zero and the integral is easily
evaluated by parts (or looked up in a table it is the definition of the
Gamma function). The result is
Mk (p) = (1 p)
1
ln p
k!(1 p)1k
k+1
k!
as p p
c = 1 ,
gk =
=
Mk M1k2
M2k1
(k 2)
k (1 p)1k k2
[(1 p)0 ]
1
k2
k1
[(1 p)1 ]k1
2
k 1k2
2k1
k!
=
as p p
c = 1 .
(2!)k1
=
3. Site-bond percolation in d = 1
s=1
sn(s, p, q) =
s=1
sn(s, p, q) = p:
sps q s1 (1 pq)2
s=1
(1 pq)2 X
=
s(pq)s
q
s=1
!
X
d
(1 pq)2
pq
(pq)s
=
q
d(pq)
s=1
d
pq
2
= p(1 pq)
d(pq) 1 pq
= p.
Similarly
X
s=1
s n(s, p, q) =
s2 p2 q s1 (1 pq)2
s=1
X
1
= (1 pq)2
s2 (pq)s
q
s=1
2 X
1
d
2
= (1 pq) pq
(pq)s
q
d(pq)
s=1
2
1
d
pq
2
= (1 pq) pq
q
d(pq)
1 pq
1 + pq
.
=p
1 pq
Hence
P 2
s n(s, p, q)
1 + pq
(p, q) = Ps=1
=
.
1 pq
s=1 sn(s, p, q)
This result is identical to that for site percolation if we identify the occupation probability with pq. That is, the results for the two different models are
equivalent if we if we consider an adjacent site-bond pair in the site-bond percolation problem as equivalent to a single site in the site percolation problem.
X
X
X
(p) = 1 +
z(z 1)l1 pl = 1 + zp
[p(z 1)]l1 = 1 + zp
[p(z 1)]l .
l=1
l=1
l=0
The geometric series on the right-hand side of this equation converges provided
p(z1) < 1. We can
formula for the sum of an infinite
P thenl use the well-known
1
geometric series,
x
=
(1
x)
for
|x|
<
1, to obtain
l=0
1+p
zp
=
.
(p) = 1 +
1 p(z 1)
1 p(z 1)
1
(d) (p) diverges as p(z 1) 1 (which is why the geometric series is restricted
to p(z 1) < 1). Therefore, an infinite cluster stretching to infinity from site
i can be found for p > pc = 1/(z 1).
2. Order parameter
(a) Choose an occupied site as the root of the Bethe lattice and trace out the
cluster to which it belongs. Assume this cluster survives at least until level l,
where it has t occupied perimeter or surface sites. Since every perimeter
site has z 1 neighbours at level l + 1, the expected number of occupied sites
at level l + 1 is t(z 1)p. If t(z 1)p > t, the expected number of occupied
sites on the perimeter grows as l increases. Any cluster that survives until
some high level l with a lot of occupied perimeter sites (and some clusters will
always manage this, purely by chance) is then very likely to grow in strength
as l increases and thus to percolate to infinity. The percolation threshold is
given by t(z 1)p = t or, equivalently, p = 1/(z 1).
(b) For site A to be part of the infinite percolating cluster it must be occupied
(which occurs with probability p) and at least one of the z branches emerging
from it must reach to infinity. Since Qz is the probability that none of the z
branches is connected to infinity, the probability that at least one is connected
to infinity is 1 Qz . Thus
P (p) = p [1 (Q(p))z ] .
(c) We need each branch to be statistically independent. This means that each
branch must contain a distinct set of sites from the other branches. This is
only possible if two branches never meet again, i.e., if there are no loops on
the lattice. This is not the case for a square lattice.
(d) Consider a given occupied site, which we take to be the root of the Bethe
lattice (l = 0), and a given neighbour at level l = 1. By definition, the
probability that the neighbour is not the first site on a branch that links the
l = 0 site to infinity is Q. There are two ways that the branch starting on a
specific l = 1 neighbour can fail to link to infinity. Either the l = 1 site itself
is unoccupied (probability (1 p)), or the l = 1 site is occupied (probability
p) but all of its (z 1) neighbours at level l = 2 fail to connect to infinity
(probability Qz1 ). Hence
Q = (1 p) + pQz1 .
Rearranging gives 1 Q = p(1 Qz1 ).
(e) Q = 1 is obviously a solution. Other solutions should satisfy (1 Qz1 )/(1
Q) = 1/p. As for any polynomial equation, we should try to factorize the
polynomials. Since Q = 1 is a solution, we expect that the equation contains
2
'
=
z2
X
(1 m Q)
m=0
z2
X
m=0
!
1
!
m
m=1
1
= (z 1) (z 1)(z 2)Q.
2
2z
(p pc ).
z2
(h) The z 2 roots are solutions of the equation f (Q) = 1 + Q + . . . + Qz2 = 1/p.
Examine the function f (Q) in the domain 0 Q 1. Since all the coefficients in the polynomial f (Q) are positive (all +1), this function increases
monotonically (because df /dQ > 0 for Q > 0) for all positive Q, starting at
f (0) = 1 and increasing indefinitely to infinity as Q . See the figure
overleaf. Therefore, f (Q) will be equal to the value of 1/p (which is greater
than 1) once and once only for some Q > 0.
Note that f (Q) will reach 1/p in the range 0 Q < 1 only if p > 1/(z
1). Otherwise, for p 1/(z 1), we must choose the other solution: Q =
1 corresponding to no percolation. In other words, this tells us that the
percolation threshold is pc = 1/(z 1).
3
f HQL
6
5
4
3
2
1
0
z = 5, 6, 7
z=4
0
0.2
0.4
0.6
0.8
6
5
4
3
2
1
0
Q
The polynomial f (Q) for coordination numbers z = 4, 5, 6, 7 in the physically meaningful range 0 Q 1. Since 1 f (Q) z 1, the equation f (Q) = 1/p only has
solutions for p 1/(z 1).
pc (1 + p)
1+p
=
.
1 (z 1)p
pc p
z
z l ln[(z1)p]
[(z 1)p]l =
e
.
z1
z1
Since (z 1)p < 1, the argument of the logarithm is less than one and
the logarithm is negative. Hence
N (l, p) =
z l/l (p)
e
el/l (p)
z1
where l (p) =
1
.
| ln[(z 1)p]|
(ii) As p p
c , (p) is expected to diverge. From the formula derived in (b)(i)
we see that l (p) diverges when (z1)p tends to 1 and the logarithm in the
denominator tends to zero. This tells us that pc = 1/(z 1) in agreement
with the result of part (a)(i).
(iii) Setting p = pc (1 ) = (1 )/(z 1) gives
l (p) =
1
1
=
| ln[(z 1)p]|
| ln[1 ]|
+
In the limit as p p
c , 0 , so it makes sense to expand the logarithm
as a power series in the small quantity :
ln(1 ) = 2 /2 3 /3 . . . .
1
1
+
2 /2
+ ...
1
pc
=
.
pc p
X
=1+
N (l, p).
l=1
N (l, p)
l=1
with N (l, p) =
z
[(z
z1
z X
(p) = 1 +
[(z 1)p]l
z 1 l=1
(z 1)p
z
p = pc
p = 0.95 pc
p = 0.9 pc
10-2
10-4
n(s,p)
10-6
10-8
10-10
10-12
10-14
10-16
10-18
10-20 0
10
101
102
s
103
104
sn(s, p) = p.
s=1
(c) (i)
(p)
s2 n(s, p)
s=1
s2 G(s/s )
s=1
s2
2
X
s
s=1
G(s/s ) s
(ii) We know from the numerics that < 3 and that G(0) is non-zero. This
means that the integrand remains finite or diverges more slowly than 1/u
as u 0. The integral therefore converges at the lower limit as 1/s 0,
allowing us to replace the lower limit by zero without affecting the result
to leading order in 1/s . The integral is therefore just some constant.
This leads to the required result: (p) s3
as p p
c .
as p p
c .
1
|p pc |
we deduce that
=
as p p
c ,
as required.
Since = 2.19 and = 0.45, we decuce that = 1.80.
(d) When p = pc , equation (2) from the question becomes
sn(s, pc ) = pc
s=1
Using the scaling form of n(s, pc ) and the same technique as above, we deduce
that
Z
pc
s1 G(s/s )ds.
1
and (p) =
1
.
| ln p|
G(u) =
G(u) = g+ (u ),
G(u) = g (|u| ),
u > 0,
u < 0.
values for |ppc |L1/ = C for either side of the transition. The width can
be defined as the difference between these values: p = (C+ C )/L1/
L1/ .
Alternatively, we can use as a measure of the width the inverse of the
maximum slope (d/dp)1 = 1/[L1/ G(0)].
15
10
5
0
0.0
0.2
0.4
0.6
0.8
1.0
p
The peak in 0 narrows and increases in height as the system size increases.
The area under the peak remains constant at unity.
(c) (pc , L) belongs to the regime where L . The previous part tells us that
(pc , L) L/ .
In other words, the mean cluster size does not diverge as p crosses the threshold. It simply has a peak whose height is large for large systems. The divergent
and singular behaviour of is only found in the limit of an infinitely large
system.
(d) This finite-size scaling of (p, L ) is best obeyed when is infinite, i.e.,
at pc . This allows us to extract the exponent / from (pc , L) L/ using
the slope of the plot of ln (pc , L) against ln L.
We can also measure by itself by using data in the range L (p). In
other words, we need data sufficiently far away from the critical point that
the cluster length scale (p) has not yet reached the system size L. Then,
the typical clusters are much smaller than the system and are not cut off by
the edges of the system. The value of the system size L should not make
any difference to the mean cluster size. Therefore, (p, L ) ' (p, )
|p pc | so that a log-log plot would give as the slope.
This gives us to a value for and we can deduce the value of using the
measured value of /.
Scaling Relations
3. Cluster size distribution and mean cluster size
(a) (i) Use the same logic as the previous question for (p, L):
s (p, L) = s (p, )g(/L) |p pc |1/ g(/L) .
with g(0) = 1 to match the L form.
As before, write the whole expression in terms of (p), i.e., everything
that is singular depends on p through (p) |p pc | :
s (p, L) D g(/L) with D = 1/ .
The system should not see the scale when its linear size L is much
smaller than . So, we need s (p, L ) to be independent of and so
g(x) must be 1/xD for large x. This gives:
s (p, L (p)) D (L/)D LD = L1/ .
(ii) At the threshold p = pc , the cluster length scale (p) is infinite. So, our
previous results says that s (pc , L) LD = L1/ for all L. The scaling
hypothesis says that n(s, p, L) should be only controlled by this single
length scale. So, we can just substitute s (p, L) for s into the form for
n(s, p, L ). Setting p = pc gives:
n(s, pc , L) s G(s/s (pc , L)) s G(s/LD )
with D = 1/.
(b) (i) The mean cluster size (p) is the expectation value of the cluster size to
which an occupied site belongs. The density of clusters of size s is n(s, p),
so the density of occupied sites involved in clusters of size s is sn(s, p).
The normalised probability for
Pfinding a site belonging to cluster of size s
is therefore P (s) = sn(s, p)/ s sn(s, p). To obtain the average, we need
to sum over the cluster sizes s weighted by this probability distribution.
Therefore,
,
X
X
X
s sn(s, p)
sn(s, p) .
sP (s) =
(p) =
s=1
s=1
s=1
But the total density occupied sites is p for a site occupation probability
of p, i.e., the denominator must be p.
1X 2
(p) =
s n(s, p) .
p s=1
(ii) We know the finite-size behaviour for and n at criticality. We require
that both sides of the relationship between n and scale in the same way
with L:
1 X 2
s s G(s/LD )
pc s=1
Z
Z
2
D
ds s G(s/L )
LD dx (xLD )2 G(x)
D
1/L
1
Z
LD(3 )
dx x2 G(x)
L/
1/LD
Assuming that G(x) decays exponentially at large x, the integral converges and is just a numerical factor with no dependence on physical
parameters. We therefore deduce that / = D(3 ). Since D = 1/,
we arrive at:
= (3 )/ .
4p3 (1 p)
p4
4p2 (1 p)2
(1)
(b) (i) The fixed point Equation Rb (p) = p is solved graphically by plotting
the graph of Rb (p) versus p and locating the intersections with the line
Rb (p) = p.
Rb (p)
0.8
Rb (p) = p
Rb (p) = p4 4p3 + 4p2
0.6
0.4
0.2
0
0
0.2
0.4
0.6
0.8
p = 0.38
(2)
(p)
(a)
/b
/b2
/b3
0
(b)
pc
pc
(3a)
(3b)
(4)
As = /b we find
log b
dRb (pc )
dp
.
(5)
(ii) Now
dRb
|p = (4p3 12p2 + 8p)|p =0.38
dp
1.53
(6)
and hence
log 2
1.63.
log 1.53
The exact values in d = 2 are pc = 0.5 and = 4/3,
=
(7)
Ising Model.
3. The entropy and the free energy of a system at equilibrium. (RF Question)
(a) According to the Boltzmanns distribution, the probability pr to find an equilibrium system in a microstate r with energy Er is given by
1
exp(Er )
= exp(Er )
pr = P
Z
r exp(Er )
(8)
X1
= kB
exp(Er ) [ln (exp(Er )) ln Z]
Z
r
X (Er ) exp(Er )
ln Z X
exp(Er ) kB
= kB
Z r
Z
r
1 X Er exp(Er )
= kB ln Z +
T r
Z
= kB ln Z +
hEi
.
T
(9)
hEi
S
,
T
(10)
(11)
(12)
since
ln Z
Z
H
X
1
exp(E{si } )
=
Z
1
=
Z
{si }
1X
=
exp(E{si } )E{si } .
Z
(13)
{si }
However, the instantaneous total energy will, of course, fluctuate around the average total energy. The magnitude of the fluctuations is determined by the standard
deviation E where
(E)2 = h(E hEi)2 i = hE 2 + hEi2 2EhEii = hE 2 i hEi2 .
Differentiating twice ln Z with respect to we find
2
ln Z
2
(E) =
2 H
(14)
(15)
since
2
ln Z
ln Z
H
2 H
X
1
=
exp(E{si } )E{si }
Z
{si }
H X
X
1
1
Z
2
=
exp(E{si } )E{s
+ 2
exp(E{si } )E{si }
i}
Z
Z
H
{si }
{si }
X
1
ln Z
1X
2
=
exp(E{si } )E{s
+
exp(E{si } )E{si }
i}
Z
H Z
{si }
{si }
= hE i hEi .
(16)
However,
2
hEi
ln Z
hEi
T
(kB )1
=
=
C
= kB T 2 C,
H
T H
2 H
(17)
where C denotes the heat capacity at constant external parameter. Hence, with c
denoting the heat capacity per spin, we have that
kB T 2 c =
1
hE 2 i hEi2 .
N
5
(18)