Chapter 2

Classical Models
In this Chapter we will discuss models that can be described by classical statistical
mechanics. We will concentrate on the classical spin models which are used not
only to study magnetism but are valid also for other systems like binary alloys or
lattice gases.
In principle, all particles obey quantum statistical mechanics. Only when the
temperature is so high and the density is so low that the average separation be-
tween the particles is much larger than the thermal wavelength ,
_
V
N
_
1/3
, where =
_
h
2
2mk
B
T
_
1/2
, (2.1)
the quantumstatistical mechanics reduces to classical statistical mechanics and we
can use a classical, Maxwell-Boltzmann distribution function (instead of Fermi
Dirac or BoseEinstein).
For magnetic materials, the situation is somewhat different. The Hamiltonian
of a magnetic system is a function of spin operators which can usually not be
directly approximated by classical vectors. Quantum models in d dimensions can
be mapped onto classical models in d

= (d + 1) dimensions. The classical limit

of the Heisenberg model, however, can be constructed for large eigenvalues of
the spin operator by replacing the spin operators by three-dimensional classical
vectors.
There is another quantum-mechanical effect we must discuss. In quantum me-
chanics identical particles are indistinguishable from each other whereas in classi-
cal mechanics they are distinguishable. Therefore, the partition function of a sys-
tem of non-interacting, non-localized particles (ideal gas!) is not just the product
of single-particle partition functions, as one would expect from classical statistical
25
I. Vilfan Statistical Mechanics Chapter 2
mechanics, but we must take into account that the particles are indistinguishable.
We must divide the total partition function by the number of permutations between
N identical particles, N!,
Z
N
=
1
N!
(Z
1
)
N
, (2.2)
where Z
1
is the one-particle partition function. The factor N! is a purely quantum
effect and could not be obtained from classical statistical mechanics.
In (insulating) magnetic systems we deal with localized particles (spins) and
permutations among particles are not possible. Therefore we must not divide the
partition function by (N!).
A Hamiltonian of a simple magnetic system is:
H =
1
2

i,j
J
i,j

S
i

S
j

S
i
. (2.3)
The rst term is the interaction energy between the spins, J
i,j
being the (ex-
change) interaction energy between the spins at the sites i and j. The sum is
over all bonds between the spins.

S is the spin operator; in general it is a vec-

tor. The order parameter is equal to the thermal and quantum-mechanical av-
erage of

S, m =

S)). The thermal average of the rst term in Eq. (2.3) is

E(o, m) = E(o, S)). (Here, o is the entropy and S is a spin conguration.
The thermal average has to be taken over all spin congurations.) E(o, m) is the
internal energy of a magnetic system.
The second term in (2.3) is the interaction with external magnetic eld

H. The
thermal average of this term corresponds to PV in uids. We see that H(o,

H))
is a Legendre transformation of E(o, m) and is thus equivalent to the enthalpy of
uids.
2.1 Real Gases
In the ideal gas we neglected the collisions between the particles. In reality, the
atoms (molecules) have a nite diameter and when they come close together, they
interact. The Hamiltonian of interacting particles in a box is:
H =

i
_
p
2
i
2m
+U(r
i
)
_
+

i>j
u(r
i
r
j
), (2.4)
26
I. Vilfan Statistical Mechanics Chapter 2
u(r
i
r
j
) = u(r) is the interaction energy and U the potential of the box walls.
The particles are polarizable and this leads to an attractive van der Waals interac-
tion between the induced electric dipole moments. Such an interaction energy is
proportional to r
6
, where r is the interatomic distance. At short distances, how-
ever, the electrons repel because of the Pauli exclusion principle. Although the
repulsive potential energy usually decays exponentially with r, we will write it in
the form:
u(r) =
_
r < 2r
0
(2r
0
/r)
6
r > 2r
0
(2.5)
(2r
0
is the minimal distance to which the particles of hard-core radius r
0
can
approach.)
The partition function of N interacting identical particles is
r
0
u
Figure 2.1: Interatomic potential energy u(r) in real gases.
Z(T, V, N) =
1
h
3N
N!
_

_
d
3
p
1
d
3
p
N
_

_
d
3
r
1
d
3
r
N

e
[

i
(p
2
i
/2m+U)+

i>j
u(r
i,j
)]
. (2.6)
After integrating over all momenta, the partition function becomes:
Z(T, V, N) =
1
N!
_
2mk
B
T
h
2
_
3N/2
Z
I
(T, V, N), (2.7)
where Z
I
carries all the interactions between the particles. We calculate the par-
tition function in a mean-eld approximation in which all the correlations are ne-
glected. The potential acting on one particle is calculated by assuming a uniform
27
I. Vilfan Statistical Mechanics Chapter 2
spatial distribution of other particles,
Z
I
=
_
_
V
1
0
d
3
r
1
e

_
N
(2.8)
V
1
is the volume, available to one particle, V
1
= V (N/2)(4/3)(2r
0
)
3
=
V Nb. Here we subtracted from V the volume occupied by other particles. N/2
is the number of pairs of particles. The mean-eld potential is:
=
_

2r
0
(2r
0
/r)
6
(N/V )4r
2
dr =
2Na
V
(2.9)
The resulting partition function is
Z(T, V, N) =
1
N!
(
2mk
B
T
h
2
)
3N/2
(V Nb)
N
e
N
2
a/V
(2.10)
(a = (2/3) (2r
0
)
3
, b = (2/3)(2r
0
)
3
), the Helmholtz free energy is:
F(T, V, N) = k
B
T ln Z = Nk
B
T ln
_
_
V Nb
N
_
2mk
B
T
h
2
_
3/2
_
_

N
2
a
V
,
(2.11)
and the equation of state is
p(T, V, N) = (
F
V
)
T,N
=
Nk
B
T
V Nb

N
2
a
V
2
. (2.12)
The last equation can be written in a more familiar form:
(p +
N
2
a
V
2
)(V Nb) = Nk
B
T. (2.13)
This is the familiar van der Waals equation. We derived the van der Waals equa-
tion of state in a mean-eld approximation, we neglected all the correlations be-
tween the molecules. Nevertheless, this equation qualitatively correctly describes
the liquid-gas transition and it also predicts the existence of the critical point.
However, as we neglected the correlations, which are essential in the vicinity of
the critical point, it does not predict the correct critical behaviour.
28
I. Vilfan Statistical Mechanics Chapter 2
The critical point is located at the inexion point of the isotherm, (p/V )
T
=
(
2
p/V
2
)
T
= 0, and is located at:
V
C
= 3Nb
p
C
=
a
27b
2
T
C
=
8a
27bk
B
(2.14)
Below the critical point, the liquid and the gas phases are separated by a rst-
order phase transition. The equilibrium transition between the two phases takes
place when their chemical potentials and therefore the Gibbs free energies are
equal.
Some comments are in place here.
Critical exponents. The van der Waals equation was derived in a mean-eld
approximation, therefore all the exponents are mean-eld like.
Liquid gas transition. The liquid phase is stable until the point A is
reached. In equilibrium, at this point, liquid starts to evaporate, the system
enters the coexistence region (mixture of gas and liquid) until the point B is
reached, which corresponds to the pure gas phase.
If equilibrium is not reached, the liquid phase persists beyond the point A
towards the point D. In this region, the liquid is metastable and can (at
least in principle) persist until the point D is reached. Beyond this point,
the compressibility is negative, the liquid state is unstable (not accessible).
Gas liquid transition. The situation is reversed. In equilibrium, the
gas phase is stable until the point B is reached. This is the onset of the
coexistence region which exists until the point A is reached. Metastable gas
phase exists between the points B and E and, again, the region E to D is
unstable.
Convexity. As we have discussed in Section 2.3.3 already, the Helmholtz
free energy F of a stable system has to be a concave function of V . For
metastable states it is concave locally whereas for unstable states, it is con-
vex.
29
I. Vilfan Statistical Mechanics Chapter 2
Spinodals. The transition from a metastable (homogeneous) state toward
the equilibrium (mixed) state is connected with the nucleation of droplets of
the new phase. Droplets rst nucleate and then grow until the equilibrium
(coexistence) is reached between the new and the old phase. Nucleation is
a dynamic process.
The ultimate stability limit of the metastable state is called the spinodal line.
Along this line the isothermal compressibility diverges, therefore the spin-
odal line is in a sense a line of critical points. In the van der Waals (mean-
eld) systems the separation between the metastable and unstable states is
sharp. Beyond MFA, for systems with short-range correlations, however,
the transition between metastable and unstable states is often gradual.
2.2 Ising Model
The Ising model is the prototype model for all magnetic phase transitions and is
probably the most studied model of statistical physics. In this model, the spin
operator

S is replaced by a number, which represents the z component of the

spin and is usually S = 1 (up or down). The order parameter m = S) is
thus one-dimensional, it is a two-component scalar.
The Ising Hamiltonian is
H =
1
2

i,j
J
ij
S
i
S
j
H

i
S
i
(2.15)
J
ij
is the interaction energy between the spins i and j. Usually (not always) the
sum is only over nearest neighbouring (NN) pairs, then J
ij
= J. H is the external
magnetic eld (in energy units). The case J > 0 corresponds to ferromagnetism
and J < 0 to antiferromagnetism. As we shall show later, the Ising model has a
phase transition at nite T if d > 1. In d = 1 the transition is at T = 0. Therefore
we say that d = 1 is the lower critical dimension of the Ising model.
In the low-temperature phase, the symmetry is broken, the spins are ordered,
the order parameter is m ,= 0, whereas in the high-temperature phase the sym-
metry is not broken, m vanishes, the spins are disordered. Therefore this model
is a prototype of all order-disorder transitions. Other examples of order-disorder
transitions, I would like to mention, are lattice gases and binary alloys. All these
systems are equivalent to each other, they all have the same critical behaviour
(which - of course - depends on d), for given d they all belong to the same univer-
sality class.
30
I. Vilfan Statistical Mechanics Chapter 2
2.2.1 Lattice Gas
Imagine that a uid (gas or liquid) system is divided into a regular lattice of cells
of volume roughly equal to the particle (atom, molecule) volume. We say that
the cell is occupied if a particle centre falls into this cell. Since the cell volume is
comparable to the particle volume, there can be not more than one particle per cell.
Notice that microscopic details (like positions of the particles) are irrelevant in the
critical region, therefore the lattice gas model is suitable for studying the critical
behaviour of real gases although the space is discretized. (It is also assumed that
the kinetic energy of the gas particles, which is neglected in the lattice gas model,
does not contribute a singular part to the partition function.)
Figure 2.2: A conguration of a lattice gas in d = 2. Solid circles represent atoms
and open circles empty sites. Lines show bonds between nearestneighbouring
atoms.
A lattice gas is thus a collection of particles whose kinetic energy is neglected
and that are arranged into discrete cells. The cells are either occupied by one atom
[closed circles in Fig. 2.2] or empty [open circles]. The Hamiltonian is:
H
lg
=

i,j
u(r
i,j
)p
i
p
j

i
p
i
, (2.16)
where u is the interaction potential,
u(r
i,j
) =
_
(r
i,j
= 0)
u (r
i,j
= NN distance)
0 (otherwise)
(2.17)
and i, j) is the sum over pairs. p
i
is the occupation number, it is 1 if the site is
occupied by an atom, and zero otherwise. The occupation is, like the Ising spin,
31
I. Vilfan Statistical Mechanics Chapter 2
a double-valued function. Therefore we expect that the two models are related.
Indeed, if we set
p
i
=
1 +S
i
2
, (2.18)
the Hamiltonian 2.16 becomes:
H
lg
=
u
4

i,j
S
i
S
j

2
+
uz
4
_

i
S
i
H
0
. (2.19)
Here, z is the number of NN neighbours (4 for square lattice, 6 for simple cubic
lattice), and H
0
is a constant, independent of S. Thus, we see that H
lg
is identical
to the Ising Hamiltonian if we set u/4 = J and (/2 + uz/4) = H. For u > 0,
the atoms attract and they condense at low temperatures whereas for u < 0
the atoms repel. At 1/2 coverage (one half of the lattice sites is occupied) and
u < 0, the empty and occupied sites will alternate at low T, like spins in an
antiferromagnet.
The lattice gas model in d = 2 is used to investigate, e.g., hydrogen adsorbed
on metal surfaces. The substrate provides discrete lattice sites on which hydrogen
can be adsorbed. By varying the pressure, the coverage (amount of adsorbed
hydrogen) is varied. This corresponds to varying the eld in magnetic systems.
There is an important difference between the lattice gas and the Ising models
of magnetism. The number of atoms is constant (provided no atoms evaporate
from or condense on the lattice), we say that the order parameter in the lattice gas
models is conserved whereas it is not conserved in magnetic systems. This has
important consequences for dynamics.
2.2.2 Binary Alloys
A binary alloy is composed of two metals, say A and B, arranged on a lattice. We
introduce the occupations:
p
i
=
_
1 if i is occupied by an A atom
0 if i is occupied by a B atom
q
i
=
_
1 if i is occupied by a B atom
0 if i is occupied by an A atom
p
i
+q
i
= 1. (2.20)
32
I. Vilfan Statistical Mechanics Chapter 2
Depending on which atoms are nearest neighbours, there are three different NN
interaction energies: u
AA
, u
BB
, and u
AB
= u
BA
. The Hamiltonian is:
H
ba
= u
AA

i,j
p
i
p
j
u
BB

i,j
q
i
q
j
u
AB

i,j
(p
i
q
j
+q
i
p
j
), (2.21)
where each sum i, j) runs over all NN pairs. If we write p
i
= (1 + S
i
)/2 and
q
i
= (1 S
i
)/2 then S
i
= 1 if i is occupied by A and S
i
= 1 for a B site.
When there are 50% A atoms and 50% B atoms,

i
S
i
= 0, and the Hamiltonian
becomes an Ising Hamiltonian in the absence of a magnetic eld:
H
ba
= J

i,j
S
i
S
j
+H
0
. (2.22)
H
0
is a constant, and J = (u
AA
+ u
BB
2u
AB
)/4. For binary alloys, the order
parameter is also conserved.
2.2.3 Ising model in d = 1
It is not difcult to solve the Ising model in the absence of H in d = 1 exactly.
The Hamiltonian of a linear chain of N spins with NN interactions is
H
1d
= J

i
S
i
S
i+1
. (2.23)
We shall use periodic boundary conditions, that means that the spins will be
N
1
2
3
i
i+1
Figure 2.3: Lattice sites of an Ising model in one dimension with periodic bound-
ary conditions.
33
I. Vilfan Statistical Mechanics Chapter 2
arranged on a ring, see Fig. 2.3. Then, the Nth and the rst spins are NN and
the system is periodic. The partition function is:
Z =

{S}
e
H({S})
=

{S}
e
J

i
S
i
S
i+1
=

{S}
N

i=1
e
JS
i
S
i+1
. (2.24)
(Dont forget:

{S}
is the sum over all spin congurations there are 2
N
spin
congurations whereas

i
is the sum over all sites!)
The exponent in (2.24) can be written as:
e
JS
i
S
i+1
= cosh JS
i
S
i+1
+sinh JS
i
S
i+1
= cosh J+S
i
S
i+1
sinh J. (2.25)
The last equality holds because S
i
S
i+1
can only be 1 and cosh is an even function
whereas sinh is an odd function of the argument. The partition function is:
Z = (cosh J)
N

{S}
N

i=1
[1 +KS
i
S
i+1
] , (2.26)
where K = tanh J. We work out the product and sort terms in powers of K:
Z = (cosh J)
N

{S}
(1 +S
1
S
2
K)(1 +S
2
S
3
K) (1 +S
N
S
1
K)
= (cosh J)
N

{S}
[1 +K(S
1
S
2
+S
2
S
3
+ +S
N
S
1
)+
+K
2
(S
1
S
2
S
2
S
3
+ ) + +K
N
(S
1
S
2
S
2
S
N
S
N
S
1
)
_
. (2.27)
The terms, linear in K contain products of two different (neighbouring) spins, like
S
i
S
i+1
. The sumover all spin congurations of this product vanish,

{S}
S
i
S
i+1
=
0, because there are two congurations with parallel spins (S
i
S
i+1
= +1) and two
with antiparallel spins (S
i
S
i+1
= 1). Thus, the term linear in K vanishes after
summation over all spin congurations. For the same reason also the sum over all
spin congurations, which appear at the term proportional to K
2
, vanish. In order
for a term to be different from zero, all the spins in the product must appear twice
(then,

{S
i
}
S
2
i
= 2). This condition is fullled only in the last term, which af-
ter summation over all spin congurations gives 2
N
K
N
. Therefore the partition
function of the Ising model of a linear chain of N spins is:
Z = (2 cosh J)
N
_
1 +K
N
_
. (2.28)
34
I. Vilfan Statistical Mechanics Chapter 2
In the thermodynamic limit, N , K
N
0, and the partition function be-
comes:
Z(H = 0) = (2 cosh J)
N
. (2.29)
The free energy,
0
F/N
Temperature
Figure 2.4: Free energy of the Ising model in d = 1.
F = Nk
B
T ln(2 cosh J), (2.30)
is regular at all nite T, therefore the Ising model in d = 1 has no phase transition
at any nite T.
To investigate the possibility of a phase transition at T = 0, we will calculate
the correlation function and the correlation length . We rst replace J by J
j
(at the end we put J
j
= J), so that
Z = 2
N

j
cosh J
j
. (2.31)
The nearest-neighbour spin-spin correlation function is:
(i, i + 1) = S
i
S
i+1
) =
1
Z

{S}
S
i
S
i+1
e

j
J
j
S
j
S
j+1
=
1
Z
Z
J
i
= tanh (J
i
). (2.32)
The spin correlation function for arbitrary distance k,
(i, i +k) = S
i
S
i+k
)
35
I. Vilfan Statistical Mechanics Chapter 2
= S
i
S
i+1
S
i+1
S
i+2
S
i+2
S
i+k1
S
i+k1
S
i+k
)
=
1
Z

(J
i
)

(J
i+1
)

(J
i+2
)


(J
i+k1
)
Z, (2.33)
(k) (i, i +k) = [tanh (J)]
k
, (2.34)
is just the product of all the nearest-neighbour correlation functions between the
sites i and i +k, and is (if all Js are equal) independent of the site i. The decay of
the spin correlation function with distance is shown in Fig. 2.5. The correlations
decay exponentially with distance and the correlation length is:

a
=
1
ln tanh J
, (2.35)
where a is the separation between the NN spins (lattice constant). In the limit
T 0, the correlation length diverges exponentially as T 0:

a

1
2
e
2J
. (2.36)
Equations 2.34 and 2.36 tell us that there is no long range order at any nite T and
0
1
0 2 4 6 8 10

k
Figure 2.5: Decay of the correlations in the d = 1 Ising model.
that T = 0 is the critical temperature of the d = 1 Ising model. Such a behaviour
is typical for systems in the lower critical dimension:
d > d
C
: T
C
,= 0 (2.37)
d d
C
: T
C
= 0, (2.38)
36
I. Vilfan Statistical Mechanics Chapter 2
therefore we conclude that d = 1 is the lower critical dimension of the Ising
model.
The zero-eld isothermal susceptibility of the d = 1 Ising model is, according
to the uctuation-dissipation theorem,

T
(H = 0) =

N

i,j
S
i
S
j
). (2.39)
In the thermodynamic limit,
T
becomes:

T
(H = 0) =

N

i
N/2

k=N/2
S
i
S
i+k
)
=

N

i
_
_
2
N/2

k=0
S
i
S
i+k
) S
i
S
i
)
_
_
. (2.40)
In the thermodynamic limit (N ),
T
(H = 0) becomes

T
(H = 0) =
_
2
1 tanh J
1
_
=
1
k
B
T
e
2J/k
B
T
. (2.41)
The susceptibility has an essential singularity of the type exp(1/T) as T T
C
=
0 when J > 0. When J < 0, i.e., for antiferromagnetic NN interaction, the spin
correlation function alternates in sign and the susceptibility is nite at all T.
The internal energy is:
E = ln Z/ = JN tanh J. (2.42)
Notice the similarity between the internal energy and the short-range correlation
function (i, i + 1)! This is a general property of the internal energy.
The entropy is S = (E F)/T,
S(H = 0) = Nk
B
ln [2 cosh J]
NJ
T
tanh J. (2.43)
In the limit T 0, S 0 and in the limit T , S Nk
B
ln 2, see Fig. 2.6.
The heat capacity C
H
= T(S/T)
H
is:
C
H
= Nk
B
_
J
cosh J
_
2
. (2.44)
The heat capacity is nite at all temperatures (no singularity at T = 0!), see Fig.
2.7.
37
I. Vilfan Statistical Mechanics Chapter 2
0 1 2 3 4
S
kT/J
N k ln(2)
Figure 2.6: Temperature dependence of the entropy for the zero-eld d = 1 Ising
model.
0 1 2 3 4 5
C
H
kT/J
Figure 2.7: Temperature dependence of the heat capacity for the zero-eld d = 1
Ising model.
2.2.4 Ising Model in d = 2
The Ising model for H = 0 in d = 2 dimensions has been solved exactly by
Onsager. The calculation is lengthy, therefore we will rst show that the Ising
model in d = 2 has a phase transition at nite T and then quote the Onsagers
result.
Consider a two-dimensional square lattice with all the spins on the outer bound-
ary up. This simulates an arbitrarily weak external eld and breaks the up-down
symmetry of the model. To show that spontaneous ordering exists, it is enough
to show that in the thermodynamic limit at a sufciently small but nite tempera-
ture there are more spins up than down. Now we will estimate the fraction of
down spins from the average size of a spin-down domain.
38
I. Vilfan Statistical Mechanics Chapter 2
Figure 2.8: A possible domain conguration of the Ising model on a square lattice.
With the above boundary conditions, all the domain walls must be closed
loops, see Fig. 2.8. In a wall the neighbouring spins are antiparallel, this costs
an energy 2J per wall segment and the probability, that a domain with its total
wall length (perimeter) b is thermally excited, is given by the Boltzmann factor
exp[2Jb]. For large b, there are many possible domain wall congurations
with the same wall length b. For an estimate of the number m of possible wall
congurations, assume that on each site the wall can either be straight or make
a kink to either side. This makes a factor of 3 for each wall segment (except for
the last one where it is bound to close the loop). Besides, a wall can start on each
lattice site, this makes a factor of N. Therefore, m(b) is limited by:
m(b) 3
b1
N (2.45)
and the average number of different thermally excited domains with perimeter b
is:
3
b1
N e
2Jb
. (2.46)
The number of down spins in a domain with perimeter b is N

(b/4)
2
and
the average concentration of all down spins is:
N

)
N

b=4,6,8,
b
2
16
3
b1
e
2Jb
=
1
48

b=4,6,8,
3
b
e
b
39
I. Vilfan Statistical Mechanics Chapter 2
=
1
48

x=2,3,4,
_
9e
2
_
x
=
1
48

2
_
q
2
1 q
_
=
q
2
(4 3q +q
2
)
12(1 q)
3
, (2.47)
where = 2J, x = 2b, q = 9 exp(2). For large, nite , q is small and
the above ratio is < 1/2. This means that the order parameter N
+
N

)/N is
greater than zero at low T and the Ising model in d = 2 (and of course also in
d > 2) has a phase transition at nite T.
The exact critical temperature of the (anisotropic) Ising model on a rectangular
lattice is given by the equation:
sinh
_
2J
x
k
B
T
C
_
sinh
_
2J
y
k
B
T
C
_
= 1,
where J
x
and J
y
are the spin interaction energies in x and y directions, respec-
tively.
2.3 Potts and Related Models
In the previous Section we have discussed different classical two-state models
(which are all mapped on the Ising model). A large class of classical physical
systems cannot be described by the Ising model. As an example consider ad-
sorption of noble gases on surfaces, like krypton on graphite. Graphite provides
a two-dimensional hexagonal lattice of adsorption sites. Kr is large and once it
occupies one hexagon, it is unfavourable for another Kr atom to occupy any of its
NN hexagons, see Fig. 2.9. At full coverage, thus, Kr forms a regular lattice with
1/3 of hexagons covered by Kr. Since there are three entirely equivalent positions
(states!) for Kr (denoted by A, B, and C), the system is described by a three-state
model. The adsorbed Kr forms A,B,C domains, separated by domain walls. It is
clear from Fig. 2.9 that the A-B and the B-A walls are not equivalent, they have
different energies in general.
In the Potts model there are q states available to each site. The Potts Hamilto-
nian (with only NN interactions) is:
H = J

i,j

i
,
j
. (2.48)
40
I. Vilfan Statistical Mechanics Chapter 2
A B
C
A A B
Figure 2.9: Kr on graphite. There are three equivalent adsorption sites, but Kr
atoms are too big to occupy all of them only one third of the sites (i.e., either
A, B, or C sites) can be occupied. We talk about A, B, or C domains.
The domains are separated by domain walls. The A-B domain wall has a different
structure (and energy) than the B-A wall.
J is the interaction energy and

i
,
j
is the -function which is = 1 if the NN sites
i and j are in the same state and zero otherwise,

i
,
j
=
_
1
i
=
j
with (i, j) NN
0 otherwise
(2.49)

i
= 1, 2, , q is a number which describes the state of the site i. Thus, in the
Potts model, the interaction energy is equal to J if the two NN sites are in the
same state and vanishes otherwise. For q = 2, the Potts model is equivalent to the
Ising model (S = 1) because each site has two possible states in both cases. The
two states can be visualized as two points on a line (which is a one-dimensional
object). The mapping from the Potts to the Ising model is accomplished by writ-
ing:

S
i
S
j
=
1 +S
i
S
j
2
. (2.50)
For q = 3 the three states of the Potts model can be visualized as corners of
a triangle (which is a two-dimensional object) whereas for q = 4, the four states
41
I. Vilfan Statistical Mechanics Chapter 2
belong to corners of a tetrahedron, which is a 3-dimensional object. We conclude
that the order parameter of the qstate Potts model is a qcomponent scalar. In
d = 2, the Potts model has a continuous phase transition for q 4 and a rst-order
transition for q > 4.
Order parameter. Let x
A
, x
B
, , x
q
be the fractions of cells (sites) that are
in the states A, B, , q, respectively. Of course, x
A
+ x
B
+ + x
q
= 1. In
the disordered phase, all the fractions are equal whereas in the ordered phase one
state, say A, will have greater probability than the other, x
A
> (x
B
, x
C
, , x
q
).
We make a simplied approach, assuming that x
B
= x
C
= = x
q
. The order
parameter m measures the asymmetry in occupancies,
m = x
A

x
B
+ +x
q
q 1
x
A
=
1 + (q 1)m
q
, x
B
= x
C
= = x
q
=
1 m
q
It is easy to verify that for m
A
= 0: x
A
= x
B
= x
C
= = x
q
and for m = 1:
x
A
= 1 and x
B
= x
C
= = x
q
= 0. thus, m
A
is the order parameter which is
,= 0 in the ordered phase and vanishes in the disordered phase.
I would like to mention another generalization of the 2-state model, that is the
qstate (chiral) clock model. In this model, the states are imagined as hands of
a clock (i.e., vectors on a circle) that can take only discrete orientations,
i
=
(2/q)
i
(where
i
= 0, 1, 2, , q 1). The qstate chiral clock Hamiltonian is
H = J

i,j
cos
_

j
+

r
i,j
_
(2.51)
is the chirality which breaks the symmetry of the model, it produces an asym-
metry in the interaction between the NN sites. The interaction energies between,
say,
i
= 0,
j
= 1 and
i
= 1,
j
= 0 are different. The two-state clock model is
identical to the Ising model and, if = 0, the 3-state clock model is identical to
the 3-state Potts model. For q > 3, the clock and the Potts model are not identical.
The two-dimensional clock and Potts models are widely used in surface physics.
The above mentioned Kr on graphite can be described with the 3-state chiral clock
model with ,= 0.
2.4 Two-dimensional xy Model
A very interesting situation appears when the spin is a continuous vector in a plane
(dimensionality of the order parameter is 2) and the spatial dimensionality is also
42
I. Vilfan Statistical Mechanics Chapter 2
d = 2. As we have seen, the Ising model in d 2 does have a phase transition
at nite T
C
. In the xy model, however, spin excitations (spin waves) are easier
to excite thermally than for the Ising model, they are so strong that they even
destroy long-range order at any nite T (Mermin-Wagner theorem). On the other
hand, there has been evidence that some kind of a transition does take place at
a nite T
C
. What is the ordering and what is the nature of this transition? This
question was answered in the early seventies by Berezinskii and by Kosterlitz and
Thouless.
The Hamiltonian of the xy model is:
H = J

i,j

S
i

S
j
= J

i,j
cos(
i

j
), (2.52)
where the spins are classical vectors of unit length aligned in the plane.
i
is the
angle between the spin direction and an arbitrarily chosen axis and is a continuous
variable. For simplicity, let us consider the square lattice and let the sum be only
over nearest neighbours. Only slowly varying congurations (
i

j
1) give
considerable contributions to the partition function, therefore we expand H:
HE
0
=
J
2

i,j
(
i

j
)
2
=
Ja
2
2

i
[

(i)[
2
=
J
2
_
d
2
r[

(r)[
2
. (2.53)
Here a is the lattice constant and we transformed the last sum over all lattice sites
into an integral over the area. (r) is now a scalar eld.
Possible excitations above the (perfectly ordered) ground state are spin waves.
They are responsible for destroying long-range order at any nite T. We will not
consider spin waves here. Another possible excitation above the ground state is
a vortex, shown in Fig. 2.10. Any line integral along a closed path around the
centre of the vortex will give
_

(r) dr = 2q
_
= q
[

[ = q/r
(2.54)
where q is the vorticity (q is integer; q = 1 for the vortex shown in Fig. 2.10) and
is the polar angle to r. From the equations (2.53) and (2.54) we nd the energy
of this vortex:
E =
_
R
a
2rdr
J
2
_
q
r
_
2
= J ln
_
R
a
_
q
2
. (2.55)
43
I. Vilfan Statistical Mechanics Chapter 2
Figure 2.10: Two examples of a vortex with vorticity q = 1.
R is the size of the system. Notice that the energy of the vortex increases logarith-
mically with the size of the system. In estimating the entropy associated with a
vortex we realize that a vortex can be put on each lattice site therefore the number
of congurations is about (R/a)
2
and the entropy of one vortex is
S 2k
B
ln
_
R
a
_
. (2.56)
The free energy, F = E TS, is positive and large at low temperatures. That
means that it is not very easy to (thermally) excite single vortices. As temperature
increases, the entropy term causes F to decrease. F vanishes (changes sign) at a
critical temperature:
k
B
T
C
=
J
2
. (2.57)
Above T
C
a large number of vortices is thermally excited.
However, this does not mean that there are no vortices at low T. The easiest
way to see this is to draw an analogy to a system of electrical charges in two
dimensions. If

k is a unit vector perpendicular to the plane of the system, then

c =

(q)

k is equal to the electric eld produced by a charge of strength

2
0
q positioned at the centre of the vortex. The energy of an electric eld is
E
el
=

0
2
_
d
2
r[

c[
2
=

0
2
_
d
2
r[

(q)

k[
2
, (2.58)
whereas the energy of a system of vortices is
E
vort
=
J
2
_
d
2
r[

k[
2
=
J

0
E
el
. (2.59)
44
I. Vilfan Statistical Mechanics Chapter 2
The energy of a system of vortices of strength q
i
is equivalent to the energy of a
system of electric charges! There is almost a complete analogy between a system
of vortices and the two-dimensional Coulomb gas. We have seen that, like the
electrostatic energy of a single charge in two dimensions, also the energy of a
vortex diverges logarithmically with the size of the system. However, a pair of
opposite charges, i.e., a dipole does have a nite electrostatic energy because at
large distances the elds of two opposite charges almost cancel. In analogy to the
energy of two charges q at r
1
and r
2
we write the total energy of a system of two
opposite vortices:
E
2 vort
= 2Jq
2
ln
_
[r
1
r
2
[
a
_
. (2.60)
This self-energy of a vortex pair (of a dipole) is very small when the vortices are
close together. Thus, it is difcult to excite a single vortex but it is very easy
to excite a pair of opposite vortices. Whereas a single vortex inuences the spin
conguration on the whole lattice, the effect of a pair of opposite vortices cancels
out on large distances from the pair so that the effect is limited to an area of the
order [r
1
r
2
[
2
.
Since the size of the system does not appear in (2.60), but it does apper in the
expression for the entropy, we will have a nite density of bound vortex pairs. The
equilibrium density of vortex pairs will depend on the pair-pair (dipole-dipole in
the Coulomb gas case) interaction which we neglected here.
Now we have the following picture. At low but > 0 temperature (T < T
C
)
there will be a nite density of low-energy vortex pairs (dipoles) of zero total
vorticity. At high temperatures (T > T
C
), on the other hand, there will be a large
concentration of single vortices. The critical temperature, we estimated above, is
thus associated with unbinding (dissociation) of vortex pairs.
Very interesting is the behaviour of the spin correlation function

S
i


S
j
).
We already mentioned that spin-wave excitations break the long-range order. If
we neglect the spin wave excitations (which have nothing to do with the phase
transition, they do not behave in a critical way at any nite temperature), then:
lim
|r
i
r
j
|

S
i

S
j
) =
_
> 0 for T < T
C
0 for T > T
C
.
(2.61)
This follows from the fact that bound vortices dont inuence the spin orientations
at large distances whereas they do if they are free.
In a more realistic approach, one must take into account interaction between
the vortex pairs, which was neglected in (2.60). Surrounding vortices (dipoles!)
will screen the (electric) eld and will thus reduce the self-energy of a vortex.
45
I. Vilfan Statistical Mechanics Chapter 2
Asophisticated real-space renormalization group treatment of the two-dimensional
xy model [Kosterlitz 1974] shows that the correlation length diverges above T
C
as:
exp (b/t
1/2
) b 1.5 (2.62)
where t = (T T
C
)/T
C
. Below T
C
, however, the correlation length is always
innite and the correlations decay algebraically (like in a critical point)! Therefore
we can say that we have a line of critical points extending from zero to T
C
. The
phase transition is characterized by a change from algebraic (power-law) decay of
correlations below T
C
to an exponential decay above T
C
.
Analogous to vortex unbinding transition in the xy model is the unbinding
of opposite charges of a dipole in the two-dimensional Coulomb gas. At low
temperatures, the Coulomb gas is composed of neutral dipoles, bound pairs, and
is not conducting. At high temperature it is composed of free + and charges
which are conducting.
Another analogy to the xy model are the dislocation lines in a (three-dimensional)
crystal. At low temperatures, pairs of dislocation lines with opposite Burgers vec-
tors can exist. At T
C
, the dislocations dissociate. This is the basis of the dislo-
cation theory of melting. In this latter example, stiffness can play the role of the
order parameter, it is ,= 0 below the melting temperature and vanishes in the liquid
phase.
Let me stress again that the described behaviour of Coulomb gases or xy sys-
tems is specic only for two-dimensions!
2.5 Spin Glasses
The (vitreous) glasses are amorphous materials, their lattice is not crystalline but is
strongly disordered. Topological defects destroy the long-range order in the crys-
talline structure whereas the short-range order is still preserved to a high degree.
Example: topological defects on a square lattice would be triangles or pentagons.
Of course, the defects cause also a deformation of the squares.
Spin glasses are the magnetic (spin) analogue of the (vitreous) glasses. In
magnetic systems, the exchange interaction is often an oscillating function of dis-
tance between the spins. If such a system is diluted with non-magnetic ions, the
magnetic atoms are randomly positioned on the lattice and thus experience ran-
dom exchange interactions with other, neighbouring atoms. Example: Au
1x
Fe
x
,
where x is small.
46
I. Vilfan Statistical Mechanics Chapter 2
Another system, which behaves in a similar way, is a random mixture of a
ferromagnetic and an antiferromagnetic materials. The exchange interaction be-
tween nearest neighbours i and j is random, it depends on the type of the magnetic
atoms i and j.
A Hamiltonian which reects the essential features of a spin glass is:
H =

i,j
J(R
i,j
)

S
i

S
j

H

S
i
. (2.63)
J(R
i,j
) is a random variable and the rst sum includes also more distant pairs than
just nearest neighbours. Random exchange interactions cause that even at low
temperatures the spins are not ordered, the system has no long-range order in
the the ground state. The usual long-range order parameter
m =
1
N

i
S
i
) (2.64)
vanishes for a spin glass. Yet, in the experiment, a broad maximum in the specic
heat and a rather sharp maximum in the zero-eld susceptibility, connected with
hysteresis and remanescence, are seen. So, there must be a kind of a transition
as the temperature is varied, we shall call this a spinglass transition and the low-
temperature state the spin-glass phase.
At high temperatures, the spins behave like in a normal paramagnet, they ip
around dynamically so that the thermodynamic average S
i
) vanishes. There is no
long-range order in the system and also the local spontaneous magnetization, i.e.,
the (time) average of the spin at a site i vanishes, S
i
) = 0 for each site. At low
temperatures, however, the spins freeze in a disordered conguration, the system
is in a state where S
i
) , = 0 although the average magnetization still vanishes,
m = 0. The spin-glass transition is thus a freezing transition.
Something happens to the dynamics of the spins, therefore we must consider
time-dependent spins, S(t). To distinguish between the two phases, we introduce
the (Edwards-Anderson) order parameter:
q = lim
t
lim
N
1
N

i
S
i
(t
0
)S
i
(t
0
+t)). (2.65)
q clearly vanishes in the paramagnetic phase and is > 0 in the spin-glass phase,
see Fig. 2.12. It measures the mean square local spontaneous magnetization.
Notice that freezing is a gradual process, which starts at T
f
where the rst spins
freeze and ends at T = 0 where all the spins are frozen.
47
I. Vilfan Statistical Mechanics Chapter 2
Figure 2.11: Spins in the low-temperature, spin-glass phase are frozen in a disor-
dered conguration.
Since, in the spin-glass phase the spins are (at least partially) frozen in a dis-
ordered conguration, we can easily imagine that some spins are frustrated and
that the spins do not freeze in a unique way. Freezing is history dependent, the
conguration into which the spins freeze, depends on the conditions (e.g, on the
magnitude of the magnetic led) close to the freezing temperature. If we, upon
cooling, apply an external eld pointing up, there will be more spins frozen in
the up orientation and will stay in this orientation even if we switch the eld
off in the low-temperature phase. This means that the systems can fall into a
metastable conguration from which it is not able to escape if the temperature is
low. The free energy, thus, has many, many local minima in the conguration
space, see Fig. 2.13. In the thermodynamic limit (N ), some hills between
the local minima will become innitely high and the system will be trapped in
such a minimum forever. In the time average, thus, the system will explore only a
part of the total conguration space. This means that the time average of a phys-
ical quantity is no longer equal to the ensemble average (where one explores the
whole conguration space). A system in the spin-glass phase is thus not ergodic
in the thermodynamic limit! Since it is ergodic in the paramagnetic phase, we say
that at the freezing transition the ergodicity breaks down.
48
I. Vilfan Statistical Mechanics Chapter 2
1/2
q
T
0
T
f
1
Figure 2.12: Temperature dependence of the order parameter q. Upon cooling,
the spins start to freeze at T
f
; below T
f
, more and more spins are frozen until,
eventually, at T = 0 all the spins are frozen.
2.5.1 Some Physical Properties of Spin Glasses
The static susceptibility, Fig. 2.14, belowthe freezing temperature depends strongly
on the way the experiment is performed. (T) is largest and roughly temeprature
independent in a eld cooling (FC) cycle, i.e., if the eld H is applied above T
f
and then the sample is cooled at constant H below T
f
. This susceptibility is re-
versible, it is independent of the history. In contrast, the zero-eld cooled (ZFC)
susceptibility is obtained if the sample is cooled to T 0 at H = 0 and then the
sample heated in the eld. The difference between
FC
and
ZFC
conrms the
conjecture that the system can be frozen in different spin congurations (which,
of course, also have different susceptibilities).
The conjecture that freezing takes place at T
f
is conrmed also by the ac
susceptibility measurements, shown in Fig 2.15 for Cu
1x
Mn
x
(x = 0.9%) at dif-
ferent frequencies. The lower the frequency, the more pronounced (less rounded)
the cusp is. We see also that the position of the cusp shifts to lower temperatures
as the frequency decreases. So, the freezing temperature should be dened as the
maximum of () in the limit as 0.
49
I. Vilfan Statistical Mechanics Chapter 2
Configurations
F
Configurations
Figure 2.13: Free energy landscape in the conguration space of a spin glass at
low temperatures. There is one global and many local minima.
Figure 2.14: Temperature dependence of the static susceptibility of Cu
1x
Mn
x
for
x = 1.08 and 2.02%. (b) and (d): cooled to low temperature at H = 0 and then
heated at H = 5.9 Oe; (a) and (c): cooled and/or heated in H = 5.9 Oe. [From
Nagata et al., Phys. Rev. B 19, 1633 (1979).]
50
I. Vilfan Statistical Mechanics Chapter 2
2.6 Hz
1.33 KHz
234 Hz
10.4 Hz
Figure 2.15: Temperature dependence of the frequency-dependent susceptibility
of Cu
1x
Mn
x
(x = 0.9%. [From C.A.M. Mulder et al., Phys. Rev. B 23, 1384
(1982), ibid. 25, 515 (1982).]
51
I. Vilfan Statistical Mechanics Chapter 2
52