Physics 212: Statistical mechanics II, Fall 2006 Lecture XVI

The Ising model that has been considered in most of the lectures so far has a discrete degree of freedom on each site (the spin is either up or down), or in other words, a discrete order parameter. Many physical systems are modeled by continuous degrees of freedom, and problems with a continuous order parameter have several very dierent properties, even though their mean-eld theory (and hence their behavior above the upper critical dimension) is the same. We now start to discuss systems where the local spin-like degree of freedom may be continuous, and where there may be no lattice (the problem is also spatially continuous). This lecture shows that there are new The term order parameter refers to the variable that orders spontaneously below a secondorder transition, e.g., the magnetization in the Ising model. One famous example of a transition modeled by a continuous order parameter is the Heisenberg magnet (where the spin is modeled by a unit vector in 3D): E = J si sj H si . (1)
ij i

Note that even though the spin per site lives in 3D, the dimensionality can be one, two, three, etc.: it is important to distinguish between the order parameter dimensionality and the spatial dimensionality. The Heisenberg model can be thought of as a special case of the general model with three dierent couplings Jx , Jy , Jz . Here the anisotropy is not on the bond variables but on the couplings: on each bond the energy is (Jx six sjx + Jy siy sjy + Jz siz sjz ). (2) This general anisotropic version is sometimes known as the XYZ model, and the Heisenberg model is sometimes referred to as the XXX model since Jy = Jz = Jx . Many magnets fall into the XXZ category: Jx = Jy = Jz . When Jx > Jz , the magnet is called easy-plane, since the spins like to lie in a plane. When Jz > Jx , the magnet is known as easy-axis. Now that we have the RG language, we can make some simple statements that can be justied using the techniques mentioned before. Suppose Jz > Jx , the easy-axis case. It turns out that the system then ows to the pure Ising xed point with Jx = 0. Similarly, if Jx > Jz , the system ows to the pure XY xed point with Jz = 0. The Heisenberg and XY xed points are quite dierent from the Ising xed point, especially in low spatial dimension. The easy-plane case is especially important because it describes superconductors and superuids. In fact, the most precisely known scaling behavior in nature is observed for this universality class in three dimensions. On Earth, the superuid transition in He4 has been observed over four decades, and experiments in zero gravity have added another 1.5 decades or so. The reason why these transitions are described by the XY universality class is that the superuid or superconducting order parameter has a quantum phase. For the superconducting case, we write this as c c = ei . Here is the magnitude of the superconducting order parameter and is its phase. (3)

The Landau free energy appropriate for the superconductor or superuid is something you may well have seen before. Ignoring for the moment any coupling to the electromagnetic eld, and writing = ei , we have | |2 r0 2 E= + || + u||4 + . . . (4) 2 2 This is known as Ginzburg-Landau theory, and is often itself minimized (recall that this corresponds to the saddle point of a functional integral) to give a phenomenology of the superconducting phase. In the superconducting or superuid phase, for uniform the free energy looks like a sombrero, so the above is called a Mexican hat potential. It is conventional to make the eld dimensionless and rewrite | |2 r0 2 + || + u||4 + . . . (5) E = s 2 2 where s is the superuid stiness, and r0 and u have been rescaled. Perhaps the strongest check on the idea that superconductors and superuids break the U (1) symmetry in quantum mechanics comes from the Josephson eects in superconductors, which were discussed briey in class. Ginzburg-Landau theory works surprisingly well near the transition: in practice, it is nearly impossible to observe deviations from mean-eld theory in superconducting transitions, both because of the long range of the Coulomb interaction and because of the large size of Cooper pairs. The traditional BCS superconducting transition is an example where the critical region is small and mean-eld theory is applicable nearly all the way to the transition point; in RG language, the relevant terms that spoil mean-eld theory only become important very close to the transition, when they have many rescalings to grow. In the case of a charged superuid (i.e., a superconductor), we can couple the above free energy to a vector potential A: with the conventional normalization for a superconductor, 1 E = s | i 2 2eA r0 |2 + ||2 + u||4 + . . . , h 2 (6)

where s is the superuid stiness. Then the equation to minimize this function is exactly the Ginzburg-Landau equation you are probably familiar with (exercise). An important point for you to take away from this lecture is that even though the superuid and superconducting transitions exist only because of quantum mechanics, and are truly quantummechanical phases of matter, the transitions into these phases can be described by the classical theories we know and love. The reason for this, from a hand-waving point of view, is that the low-energy, long-distance physics that determines the universality class is governed by classical mechanics for nite-temperature transitions. There are in fact some zero-temperature quantum phase transitions where quantum mechanics is important, and we will have a lecture on those later in the course. The two main dierences for continuous models are that the lower critical dimension is 2 rather than 1, as we show in a moment, and that there are gapless spin wave excitations. Lets discuss the second one of these rst. In the ordered phase of the Ising model at zero temperature, it costs an energy zJ to ip one spin, and it is clear that any excitation above the ground state will result in at least one frustrated bond (an energy cost J). However, in the continuous case, one can imagine a slow variation of the order parameter, so that the energy cost on each individual bond is very small. These slow variations are known in the magnetic case as spin waves; in general, the gapless 2

mode that results from spontaneous breaking of a continuous symmetry is known as a Goldstone mode (or, in particle language, as a Goldstone boson). If si and sj are nearly the same in (1) for every nearest-neighbor pair, and all the spins deviate only slightly from a direction we take to be the x-axis, then we can parametrize the spins as
2 si = ( 1 i , i ),

(7)

where now has only two components, and these components are much smaller than unity. Then substituting into the Hamiltonian and taking the continuum limit gives E Eground + 1 2 dd r K( )2 + . . . (8)

Here . . . indicates possible higher-derivative terms that are small if is smoothly varying, as assumed. This is known as a spin-wave Hamiltonian: we have changed variables and approximated to get a solvable quadratic Hamiltonian. The destruction of order at any nonzero temperature in 1 and 2 dimensions, which we now discuss, can be understood as a consequence of proliferation of spin waves: so many low-energy spin waves are excited that the long-range order is destroyed. Recall that for discrete-spin models like the Ising model, we showed that in one dimension there could be no long-range order at nite temperature. Consider the following version of that argument: suppose that a domain wall (a switch from up spin to down spin) is xed at the origin 0, and ask whether it is favorable to create another domain wall at some large separation L, so that there is a large number of ipped spins between the two domain walls. The number of places to locate the second wall is L, and the energy cost of the two domain walls is 4J, so the total free energy change is of order 4J kT log L (9) which is negative for suciently large L. Now we want to understand why there can be order for the Ising model in 2D. The number of possible domain walls passing through one point (say 0) is like the number of self-avoiding rings, and a wall of length will have energy of order J . The number of walls of length passing through a point is bounded above by 3 on the square lattice, as 3 is an upper bound on the number of self-avoiding rings passing through one point. (The number 3 = 2z 1 comes about since there are three directions available at each step, as moving backward is not allowed by the condition of self-avoidance.) Now the free energy change is F 2J kT log 3, (10)

so F is positive for suciently large J, and large domains are unfavorable, suggesting that the ordered phase is stable. How does this change once the order parameter is continuous? Suppose that the spin direction is xed to be s on the boundary of a domain of size , and to be s at the center of the domain. The energy cost required to do this is much less in the continuous case than in the discrete case, because the spin can relax slowly. The spins across each bond will have angle 1/ , so the energy density is 2 , which multiplied by the number of sites gives d2 , compared to d1 in the discrete case. Thus entropy wins for d 2, since now in 2D F cJ kT log 3, 3 (11)

where c is some unknown (but nite as

) numerical constant.

I said above that systems with continuous order parameters have gapless modes in the ordered phase, but that isnt always true. What is the main dierence between a superconductor and a superuid? One answer is that the Cooper pairs in a superconductor are charged, while the atoms in a superuid are neutral. A very important consequence of this is that the phonon mode (i.e., sound wave) that exists in a superuid, acquires a gap in a superconductor. It turns out that the gapless sound mode is neutralized by a gapless electromagnetic mode, and both acquire a gap. This is known as the Anderson mechanism in the context of superconductivity, and is essentially the same as the Higgs mechanism in superconductivity. The fact that the Coulomb interaction is long-ranged is crucial for this mechanism, and it doesnt work for the short-ranged atom-atom interactions in a superuid. You can try to show this from the Ginzburg-Landau theory above, although it isnt trivial, or take Physics 216 to learn more. Now we are in a position to understand why a result I mentioned in passing before, about the 2D XY model, is actually very important. There are very few nontrivial examples of operators that are strictly marginal, since these result in lines of xed points because a range of values of some coupling constant is xed under RG, rather than just having isolated points xed. For instance, in the Ising model at zero magnetic eld in two dimensions, there are only three xed points, and almost all points on the line of temperature T or coupling K are not xed. The XY model in two dimensions cannot have a truly long-range ordered phase except at zero temperature, according to the arguments earlier in this lecture. However, below the KosterlitzThouless transition TKT it has algebraic long-range order: rather than falling o exponentially, correlation functions fall o as a power-law, as we expect at critical points. Right below the KT transition, the correlation function falls o as si sj |i j|1/4 , (12)

and the power-law becomes continuously smaller (the correlations become more long-ranged) as T 0. Experiments on thin helium lms can observe this behavior indirectly.