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Critical Phenomena and Phase Transitions

Chemistry 646

David Ronis
McGill University

1. INTRODUCTION
In these lectures some of the general features of the phenomena of phase transitions in
matter will be examined. We will first review some of the experimental phenomena. We then
turn to a discussion of simple thermodynamic and so-called mean-field theoretical approaches to
the problem of phase transitions in general and critical phenomena in particular, showing what
they get right and what they get wrong. Finally, we will examine modern aspects of the problem,
the scaling hypothesis and introduce the ideas behind a renormalization group calculation.

FIG. 1. Phase Diagram of Water.1


FIG. 2. Liquid-Vapor P-V phase diagram
isotherms near the critical point.2
Consider the two well known phase diagrams shown in Figs. 1 and 2. Along any of the
coexistence lines, thermodynamics requires that the chemical potentials in the coexisting phases
be equal, and this in turn gives the well known Clapeyron equation:
1
G. W. Castellan, Physical Chemistry, 3rd ed., (Benjamin Pub. Co., 1983), p. 266.
2
R.J. Silbey and R.A. Alberty, Physical Chemistry, 3rd ed., (John Wiley & Sons, Inc. 2001) p.
16.

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dP H
= , (1.1)
dT coexistence T V
where H and V are molar enthalpy and volume changes, respectively, and T is the tempera-
ture. Many of the qualitative features of a phase diagram can be understood simply by using the
Clapeyron equation, and knowing the relative magnitudes and signs of the enthalpy and volume
changes. Nonetheless, there are points on the phase diagram where the Clapeyron equation can-
not be applied naively, namely at the critical point where V vanishes.
The existence of critical points was controversial when it was first considered in the 19th
century because it means that you can continuously transform a material from one phase (e.g., a
liquid) into another (e.g., a gas). We now have many experimental examples of systems that
have critical points in their phase diagrams; some of these are shown in Table 1. In each case,
the nature of the transition is clearly quite different (from the point of view of the qualitative
symmetries of the phases involved).

TABLE 1. Examples of critical points and their order parameters3


Critical Order
Example T c (o K )
Point Parameter

Liquid-gas Density H2O 647.05

Ferromagnetic Magnetization Fe 1044.0

Anti-ferromagnetic Sub-lattice FeF 2 78.26


magnetization
4 4
Super-fluid He-amplitude He 1.8-2.1

Super- Electron pair Pb 7.19


conductivity amplitude

Binary fluid Concentration CCl 4 -C 7 F 14 301.78


mixture of one fluid

Binary alloy Density of one Cu Zn 739


kind on a sub-lattice

Ferroelectric Polarization Triglycine 322.5


sulfate

The cases in Table I are examples of so-called 2nd order phase transitions, according to the
naming scheme introduced by P. Eherenfest. More generally, an nth order phase transition is one
where, in addition to the free energies, (n 1) derivatives of the free energies are continuous at
the transition. Since the first derivatives of the free energy give entropy and volume, all of the
freezing and sublimation, and most of the liquid-vapor line would be classified as first-order
3
S.K. Ma, Modern Theory of Critical Phenomena, (W.A. Benjamin, Inc., 1976), p. 6.

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Critical Phenomena -3- Chemistry 646

transition lines; only at the critical point does it become second order. Also note that not all
phase transitions can be second order; in some cases, symmetry demands that the transition be
first order.
At a second order phase transition, we continuously go from one phase to another. What
differentiates being in a liquid or gas phase? Clearly, both have the same symmetries, so what
quantitative measurement would tell us which phase we are in? We will call this quantity (or
quantities) an order parameter, and adopt the convention that it is zero in the one phase region of
the phase diagram. In some cases there is a symmetry difference between the phases and this
makes the identification of the order parameters simpler, in others, there is no obvious unique
choice, although we will show later that for many questions, the choice doesnt matter.
For example, at the liquid-gas critical point the density (molar volume) difference between
the liquid and vapor phases vanishes, cf. Fig. 2, and the density difference between the two
phases is often used as the order parameter. Second order transitions are also observed in ferro-
magnet or ferroelectric materials, where the magnetization (degree or spin alignment) or polar-
ization (degree of dipole moment alignment) continuously vanishes as the critical point is
approached, and we will use these, respectively, as the order parameters. Other examples are
given in Table 1.
At a second order critical point, many quantities vanish (e.g., the order parameter) while
others can diverge (e.g., the isothermal compressibility, V 1 (V /P)T ,N cf. Fig. 2). In order to
quantify this behavior, we introduce the idea of a critical exponent. For example, consider a fer-
romagnetic system. As we just mentioned, the magnetization vanishes at the critical point (here,
this means at the critical temperature and in the absence of any externally applied magnetic field,
H), thus near the critical point we might expect that the magnetization, m might vanish like
m|T c T | , when H = 0, (1.2)
or at the critical temperature, in the presence of a magnetic field,
mH 1/ . (1.3)
The exponents and are examples of critical exponents and are sometimes referred to as the
order parameter and equation of state exponents, respectively; we expect both of these to be posi-
tive. Other thermodynamic quantities have their own exponents; for example, the constant mag-
netic field heat capacity (or C P in the liquid-gas system) can be written as
C H |T c T | , (1.4)
while the magnetic susceptibility, , (analogous to the compressibility) becomes
|T c T | . (1.5)

Non-thermodynamic quantities can also exhibit critical behavior similar to Eqs.


(1.2)(1.5). Perhaps the most important of these is the scattering intensity measured in light or
neutron scattering experiments. As you learned in statistical mechanics (or will see again later in
this course), the elastic scattering intensity at scattering wave-vector q is proportional to the
static structure factor
NS(q) < |N (q)|2 > , (1.6)
where N (q) is the spatial Fourier transform of the density (or magnetization density), and < . . . >

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denotes an average in the grand canonical ensemble. In general, the susceptibility or compress-
ibility and the q 0 limit of the structure factor4 are proportional, and thus, we expect the scat-
tered intensity to diverge with exponent as the critical point, cf. Eq. (1.5). This is indeed
observed in the phenomena called critical opalescence. At T = T c and non-zero wave-vectors,
we write,
1
S(q) . (1.7)
q 2
Finally, we introduce one last exponent, one that characterizes the range of molecular cor-
relations in our systems. The correlation-length is called , and we expect that
|T c T | , (1.8)
where we shall see later that the correlation-length exponent, > 0.
Some experimental values for these exponents for ferromagnets are given in Table 2. The
primes on the exponents denote measurements approaching the critical point from the two-phase
region (in principle, different values could be observed). What is interesting, is that even though
the materials are comprised of different atoms, have different symmetries and transition tempera-
tures, the same critical exponents are observed, to within the experimental uncertainty.
TABLE 2. Exponents at ferromagnetic critical points5
Material Symmetry T (o K ) , ,
Fe Isotropic 1044.0 = = 0. 120 0.34 1.333 0.07
0.01 0.02 0.015 0.07

Ni Isotropic 631.58 = = 0. 10 0.33 1.32 4.2


0.03 0.03 0.02 0.1

EuO Isotropic 69.33 = = 0. 09


0.01

YFeO3 Uniaxial 643 0.354 = 1. 33


0.005 0.04
= 0. 7
0.1

Gd Anisotropic 292.5 = 1. 33 4.0


0.1

Of course, this behavior might not be unexpected. After all, these are all ferromagnetic
transitions; a phase transition where "all" that happens is that the spins align. What is more inter-
esting are the examples shown in Table 3. Clearly, the phase transitions are very different physi-
cally; nonetheless, universal values for the critical exponents seem to emerge.

4
See, e.g., http://ronispc.chem.mcgill.ca/ronis/chem593/structure_factor.1.html.
5
S.K. Ma, op. cit., p. 12.

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TABLE 3. Exponents for various critical points6


Critical
Material Symmetry T c (o K ) , ,
Points

Antiferro- CoCl 2 6H 2 O Uniaxial 2.29 0. 11 0.23


magnetic 0. 19 0. 02
FeF 2 Uniaxial 78.26 = = 0. 112
0. 044
RbMnF 3 Isotropic 83.05 = = 0. 139 0.316 = 1. 397 0.067
0. 007 0. 008 0. 034 0. 01

Liquid-gas CO2 n=1 304.16 1/8 0.3447 = = 1. 20 4.2


0. 0007 0. 02
Xe 289.74 = = 0. 08 0.344 = = 1. 203 4.4
0. 02 0. 003 0. 002 0. 4
3
He 3.3105 0. 3 0.361 = = 1. 15
0. 2 0. 001 0. 03
4
He 5.1885 = 0. 127 0.3554 = = 1. 17
= 0. 159 0. 0028 0. 0005

Super-fluid 4
He 1.8-2.1 0. 04 = < 0

Binary CCl 4 C 7 F 14 n=1 301.78 0.335 = 1. 2 4


Mixture 0. 02

Binary Co Zn n=1 739 0.305 = 1. 25


alloy 0. 005 0. 02

Ferro- Triglycine n=1 322.6 = = 1. 00


electric sulfate 0. 05

Our goals in these lectures are as follows:


1. To come up with some simple theory that results in phase transitions in general, and sec-
ond order phase transitions in particular.
2. To show how universal critical exponents result.
3. To be able to predict the correct values for the critical exponents.
It turns out the 1. and 2. are relatively easily accomplished; 3. is not and Kenneth G. Wilson, won
the 1982 physics Nobel Prize for showing how to calculate the critical exponents.

2. THERMODYNAMIC APPROACH:

2.1. General Considerations


Other than the already mentioned Clapeyron equation, cf. Eq. (1.1), and its generaliza-
tions to higher order phase transitions (not discussed), thermodynamics has relatively little to say
about the critical exponents. One class of inequalities can be obtained by using thermodynamic
stability requirements (e.g., that arise by requirements that the free energy be a minimum at equi-
librium). As an example of how this works, recall the well known relationship between the heat
6
S.K. Ma, op. cit., pp. 24-25.

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capacities CP and CV , namely,


TV T2
CP = CV + , (2.1)
P
where T V1 (V/T)P,N is the thermal expansion coefficient and P V1 (V/P)T,N is the
isothermal compressibility. Since thermodynamic stability requires that CV and P be positive, it
follows that
TV T2
CP . (2.2)
P
By using the different exponent expressions, Eqs. (1.2) (1.4) and (1.5), this last inequality implies
that, as T Tc ,
positive constant 2( 1)+ , (2.3)
where |T Tc |/Tc . The inequality will hold at Tc only if
+ 2 + 2. (2.4)
This is known as the Rushbrook inequality. If you check some of the experimental data given in
Tables 2 and 3, you will see that in most of the cases, + 2 + 2, and to within the experi-
mental error, the inequality becomes an equality. This is no accident!

2.2. Landau-Ginzburg Free Energy


We now try to come up with the simplest model for a free energy or equation of state that
captures some of the physical phenomena introduced above. For example, we could analyze the
well known van der Waals equation near the critical point. It turns out however, that a model
proposed by Landau and Ginzburg is even simpler and in a very general manner shows many of
the features of systems near their critical points. Specifically, they modeled free energy differ-
ence between the ordered and disordered phases as
A 2 B 3 C 4
G H + + + +. . . , (2.5)
2 3 4
where A, B, C, etc., depend on the material and on temperature, and where H plays the role of an
external field (e.g., magnetic or electric or pressure).
In some cases, symmetry can be used to eliminate some of the terms in G; for example,
in systems with inversion or reflection symmetry (magnets), in the absence of an external field
either or must give the same free energy. This means that the free energy must be an even
function of in the absence of an external field, and from Eq. (2.5) we see that this implies that
B = 0. Examples of the Landau free energy for ferromagnets are shown in Figs. 3 and 4.

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FIG. 3. The Landau-Ginzberg free FIG. 4. The Landau-Ginzberg free


energy (cf. Eq. (2.5)) for ferromagnets energy, cf. Eq. (2.5), for ferromagnets
(B = 0. 0) at zero external magnetic (B = 0. 0) at non-zero external mag-
field, and C = 1. 0. netic field (H = 1. 0), and C = 1. 0.
The minima of the free energy correspond to the stable and metastable thermodynamic
equilibrium states. In general, we see that an external field induces order (i.e., the free energy
has a minimum with 0 when H 0) and that multiple minima occur for A < 0. When the
external field is zero, there are a pair of degenerate minima when A < 0. This is like the behavior
seen at the critical point, where we go from a one- to two-phase region of the phase diagram, cf.
Fig. 2. To make this more quantitative, we assume that
AT Tc , as T Tc , (2.7)
with a positive proportionality constant, while the other parameters are assumed to be roughly
constant in temperature near Tc .
In order to extract the critical exponents, the equilibrium must be analyzed more carefully.
The equilibrium state minimizes the free energy, and hence, Eq. (2.5) gives:
H = A + B2 + C3 . (2.8)
For ferromagnets (B = 0) with no external field, Eq. (2.8) is easily solved, giving
=0 (2.9a)
and



A
= . (2.9b)
C
Clearly, the latter makes physical sense only if A < 0, i.e., according to the preceding discussion,
when T < Tc . Indeed, for A < 0 the it is easy to see that the nonzero roots correspond to the min-
ima shown in Fig. 3, while = 0 is just the maximum separating them, and is thus not the equi-
librium state.

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With the assumed temperature dependence of A, cf. Eq. (2.7), we can easily obtain the the
critical exponents. For example, from Eqs. (2.7) and (2.9b), it follows that (Tc T)1/2 , and
thus, = 1/2. In the absence of a magnetic field, the free energy difference in the equilibrium
state is easily shown to be

0, when A > 0 (T > Tc )
G = A2 (2.10)
, otherwise.
4C
Since
S G
2
CH = T = T , (2.11)
T H,N T2 H,N
it follows that the critical contribution to the heat capacity is independent of temperature, and
hence, = = 0.
An equation for the susceptibility can be obtained by differentiating both sides of Eq. (2.8)
with respect to magnetic field and solving for (/H)T,H=0 . This gives:
1
1 A , for T > Tc
= = (2.12)
A + 2B + 3C2 1 , for T < T ,
c
2A
which shows, cf. Eq. (1.5), that = = 1, and also shows that the amplitude of the divergence
of the susceptibility is different above and below Tc .
Finally, by comparing Eq. (2.8) at T = Tc (A = 0) with Eq. (1.3) we see that = 3. These
results are summarized in Table 4. Note that the Rushbrook inequality is satisfied as an equality,
cf. Eq. (2.4).

Table 4. Mean-Field Critical Exponents


Quantity Exponent Value
Heat Capacity 0
Order Parameter 1/2
Susceptibility 1
Eq. of State at Tc 3
Correlation length 1/2
Correlation function 0

The table also shows the results for the exponents and , which strictly speaking, dont arise
from our simple analysis. They can be obtained from a slightly more complicated version of the
free energy weve just discussed, one that allows for thermal fluctuations and spatially nonuni-
form states. This is beyond the scope of present discussion and will not be pursued further here.
Where do we stand? The good news is that this simple analysis predicts universal values
for the critical exponents. Weve found values for them independent of the material parameters.
Unfortunately, while they are in the right ball-park compared to what is seen experimentally, they
are all quantitatively incorrect. In addition, the Landau-Ginzburg model is completely

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phenomenological and sheds no light on the physical or microscopic origin of the phase transi-
tion.

3. WEISS MEAN-FIELD THEORY


The first microscopic approach to phase transitions was given by Weiss for ferromagnets.
As is well known, a spin in an external magnetic field has a Zeeman energy given by
E = h H S, (3.1)
where S is the spin operator, is called the gyromagnetic ratio, and H is the magnetic field at the
spin (which we use to define the z axis of our system).
First consider a system of noninteracting spins in an external field. This is a simple prob-
lem in statistical thermodynamics. If the total spin is S, the molecular partition function, q, is
given by
S sinh[ (S + 1/2)]
q=
S =S
e S z
=
sinh( /2)
, (3.2)
z

where h H/(kB T), kB is Boltzmanns constant, and where the second equality is obtained by
realizing that the sum is just a geometric series.
With the partition function in hand it is straightforward, albeit messy, to work out various
thermodynamic quantities. For example, the average spin per atom, < s >, is easily shown to be
given by
ln q
< s >= = BS ( ), (3.3)

where
BS ( ) (S + 1/2)coth[ (S + 1/2)] coth( /2)/2 (3.4)
is known as the Brillouin function. The average energy per spin is just h H < s >, while the
Helmholtz free energy per spin is kB T ln q, as usual. The spin contribution to the heat capacity
is obtained by taking the temperature derivative of the energy and becomes:
CH 1 (S + 1/2)2
= 2 . (3.5)
NkB 4 sinh2 ( /2) sinh2 [(S + 1/2) ]
Other thermodynamic quantities are obtained in a similar manner. The magnetization and spin
contributions to the heat capacity are shown in Figs. 5 and 6.

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FIG. 6. Spin contribution to the heat


FIG. 5. Spin polarization of an ideal spin
capacity.
in an external magnetic field.

While this simple model gets many aspects of a spin system correct (e.g., the saturation
values of the magnetization and the high temperature behavior of the magnetic susceptibilities),
it clearly doesnt describe any phase transition. The magnetization vanishes when the field is
turned off and the susceptibility is finite at any finite temperature. Of course, the model didnt
include interactions between the spins, so no ordered phase should arise.
Weiss included magnetic interactions between the spins by realizing that the magnetic field
was made up of two parts: the external magnetic field and a local field that is the net magnetic
field associated with the spins on the atoms surrounding the spin in question. In a disordered
system (i.e., one with T > Tc and no applied field) the neighboring spins are more or less ran-
domly oriented and the resulting net field vanishes, on the other hand, in a spin aligned system
the neighboring spins are ordered and the net field wont cancel out. To be more specific, Weiss
assumed that
H = Hext + < s > , (3.6)
where Hext is the externally applied field and is a parameter that mainly depends on the crystal
lattice. In ferromagnets the field of the neighboring atoms tends to further polarize the spin, and
thus, > 0 (it is negative in anti-ferromagnetic materials). Note that the mean field that goes
into the partition function depends on the average order parameter, which must be determined
self-consistently.
When Weisss expression for the magnetic field is used in Eqs. (3.3) and (3.4) a transcen-
dental equation is obtained, i.e.,
< s >= BS ( h (Hext + < s >)/(kB T))). (3.7)
In general, while it is easy to show that there are at most three real solutions and a critical point,
Eq. (3.7) must be solved graphically or numerically. Nonetheless, it can be analyzed analytically
close to the critical point since there < s > and Hext are small as is . We can use this by noting
the Taylor series expansion,
1 x x3
coth(x) = + +. . . , (3.8)
x 3 45

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Critical Phenomena -11- Chemistry 646

which when used in Eq. (3.7) gives


3
< s >= [(S + 1/2)2 (1/2)2 ] [(S + 1/2)4 (1/2)4 ]+. . . .(3.9)
3 45
If the higher order terms are omitted, Eq. (3.9) is easily solved. For example, when Hext = 0, we
see that in addition to the root < s >= 0, we have:



45T2 (Tc T)
< s >= , (3.10)
[(S + 1/2)4 (1/2)4 ]( h /kB )3
where the critical temperature (known as the Curie temperature in ferromagnets) is
S(S + 1)
h
Tc . (3.11)
3kB
When T < Tc the state with the nonzero value of < s > has the lower free energy. Thus weve
been able to show that the Weiss theory has a critical point and have come up with a microscopic
expression for the critical temperature. By repeating the analysis of the preceding section, one
can easily obtain expressions for the other common thermodynamic functions.
The Weiss mean field theory is the simplest theory of ferro-magnetism, and over the years
many refinements to the approach have been proposed that better estimate the critical tempera-
ture. Unfortunately, they all fail in one key prediction, namely, the critical exponents are exactly
the same as those obtained in preceding section, e.g., compare Eqs. (2.9b) and (3.10). This
shouldnt be too surprising, given the similarity between Eqs. (2.8) and (3.9), and thus, while
weve been able to answer some of our questions, the matter of the critical exponents still
remains.

4. THE SCALING HYPOTHESIS


When introducing the critical exponents, cf. Table 4, we mentioned the exponent associ-
ated with the correlation length, that is |T Tc | . What exactly does a diverging correlation
length mean? Basically, it is the length over which the order parameter is strongly correlated; for
example, in a ferromagnet above its Curie temperature, if we find a part of the sample where the
spins are aligned and pointing up, then it is very likely that all the neighboring spins out to a dis-
tance will have the same alignment.
In the disordered phase, far from the critical point the correlation-length is microscopic,
typically a few molecular diameters in size. At these scales, all of the molecular details are
important. What happens as we approach the critical point and the correlation length grows?

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FIG. 7. A snapshot of the spin configura-


tion in a computer simulation of the 2D
Ising model of a ferromagnet slightly
above its critical temperature. Dark
and light regions correspond to spin
down and spin up, respectively.
Figure 7 shows the spin configuration obtained from a Monte Carlo simulation of the so-
called Ising spin system (S = 1/2 with nearest-neighbor interactions) close to its critical point.
We see large interconnected domains of spin up and spin down, each containing roughly
103 104 spins. If this is the case more generally, what determines the free energy and other
thermodynamic quantities? Clearly, two very different contributions will arise. One is associ-
ated with the short-range interactions between the aligned spins within any given domain, while
the other involves the interactions between the ever larger (as T Tc ) aligned domains. The
former should become roughly independent of temperature once the correlation length is much
larger than the molecular lengths and should not contain any of the singularities characteristic of
the critical point. The latter, then, is responsible for the critical phenomena and describes the
interactions between large aligned domains. As such, it shouldnt depend strongly on the micro-
scopic details of the interactions, and universal behavior should be observed.
The next question is how do these observations help us determine the structure of the
quantities measured in thermodynamic or scattering experiments? First consider the scattering
intensity or structure factor, S(q), introduced in Eq. (1.6). The scattering wave-vector, q, probes
the length-scales present in the density or magnetization fluctuations. From the discussion of the
preceding paragraph, the only length scale that is relevant near the critical point (at least for
quantities that exhibit critical behavior) is the correlation length ; hence, we should be able to
write
S(q, T) / F(q ), (4.1)
where the factor of / was introduced in order to capture the divergence in the scattering inten-
sity at q = 0 associated with the susceptibility, cf. Eqs. (1.5) and (1.8). The function F(x) is

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Critical Phenomena -13- Chemistry 646

arbitrary, except for two properties: 1) F(0) is nonzero; and 2) F(x)1/x2 as x . The for-
mer implies that there is a nonzero susceptibility, while the latter is necessary if the behavior
given in Eq. (1.7) is to be recovered. Strictly speaking, Eq. (1.7) holds only at the critical point
where is infinite, and hence, the factors of must cancel in Eq. (4.1); this only happens if
= (2 ). (4.2)
This sort of relationship between the exponents is known as a scaling law, and seems to hold to
within the experimental accuracy of the measurements.
Widom7 formalized these ideas by assuming that the critical parts of the thermodynamic
functions were generalized homogeneous functions. For example, for the critical part of the
molar free energy, a function of temperature and external field, this means that
G( p , q H) = G( , H) (4.3)
for any , and where recall that (T Tc )/Tc . All the remaining critical exponents can be
given in terms of p and q.
We showed in Eq. (2.11) that the heat capacity is obtained from two temperature deriv-
atives of the free energy. From Eq. (4.3) this implies that at H = 0,
2p CH ( p ) = CH ( ). (4.4a)
Since is arbitrary, we set it to 1/p and rewrite Eq. (4.4a) as
CH ( ) = (2p1)/p CH (1), (4.4b)
which gives
1
=2 . (4.5)
p
Similarly, the magnetization is obtained by taking the derivative of the free energy with respect to
H. Thus, Eq. (4.3) gives
M( , H) = q1 M( p , q H). (4.6a)
When H = 0 we set = 1/p , as before, and find that
M = (1q)/p M(1, 0), (4.6b)
or
1q
= . (4.7)
p
At the critical temperature ( = 0) we let = H1/q , and rewrite Eq.(4.6a) as
M = H(1q)/q M(0, 1), (4.8)
giving
q
= . (4.9)
1q
Finally, the susceptibility is obtained from the derivative of the magnetization with respect to
7
J. Chem. Phys., 43, 3898 (1965).

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field. By repeating the steps leading to the exponent , we can easily show that
2q 1
= . (4.10)
p
All four exponents, , , and , have been expressed in terms of p and q, and thus two
scaling laws can be obtained. For example, by using Eqs. (4.7), (4.9) and (4.10) it follows that
= ( 1), (4.11)
while by using Eqs. (4.5), (4.7) and (4.10) we recover the Rushbrook inequality (as an equality),
cf. Eq. (2.4).

5. KADANOFF TRANSFORMATION AND THE RENORMALIZATION GROUP


The discussion of the scaling hypothesis given in the preceding section is ad hoc to say the
least. Moreover, even if it is correct, it still doesnt tell us how to calculate the independent expo-
nents, p and q. Kadanoff8 has given a very physical interpretation of what scaling really means,
and has shown how to apply it to the remaining problem.
In order to introduce the ideas, consider the Hamiltonian for a ferromagnet:
H = J
<n.n.>
si s j H si ,
i
(5.1)

where < n. n. > denotes a sum over nearest neighbor pairs on the lattice and si 1 is a spin vari-
able (scaled perhaps by 2) for the atom on the ith lattice site. This is known as the Ising model
and, with appropriate reinterpretations of the spin variables, can be used to model liquids (e.g.,
si = 1 for empty or filled sites, respectively) solutions, surface adsorption, polymers etc. It can
also be generalized to allow for more complicated interactions (e.g., between triplets of spins or
non-nearest-neighbors) or to allow for more states per site. Note that J > 0 favors alignment (fer-
romagnetic order).
For a system of N spins, the exact canonical partition function, Q, is
1 1 1
Q=
s =1 s =1
...
s =1
eH/k T B
(5.2)
1 2 N

In general, the sums cannot be performed exactly; nonetheless, consider what happens if we were
to split up them up in the following way:
1. Divide up the crystal into blocks, each containing Ld spins (d is the dimension of space), cf
Fig. 8
2. Fix each blocks spin. There is no unique way to do this. Usually we fix the total spin of
the block, i.e.,
SL Z
iblock
Si (5.3)

where Z 1/Ld is introduced to make SL 1. Alternately, for L odd, we could assign


SL 1 depending on whether the majority of the spins in the block had spin 1. As long
as the block size is comparable to or smaller than the correlation length, these two choices
should give the same answer (why?).
8
L. Kadanoff, Physics 2, 263 (1966).

Fall Term 2008


Critical Phenomena -15- Chemistry 646

3. Average over the internal configurations of each block and calculate the mean interaction
potential between different blocks.
0
1
1 0
1 0
1 0
1 0
1 0
1 0
1 0
1
0
1 1
0 1
0 1
0 1
0 1
0 1
0 1
0
111
000 0 1
0 1
0 1
0 1
0 1
0 1
0 1
0
000 11
111 00
0 11
1
00
11
0
1
00
000
111
00
11 000
111
000
1111
0
000
111
0
1
00
11
0 11
1
00
11
0
1
00
000
111
00
11 011
1
0001
1110
00
00 11
11 00
00
11 00000
11111
011111
1
00000
11111
0
1
00000 01111
1
00000 1
11111 0
0000
011111
1
0000
1111
0
1
00000 01111
1
00000 1
11111 0
0000
0000
1111
000
111 00
11
1
0
000 11
111 00 00
11
000
111
00
11 000
111
000
1111
0
000
111 00
11
1
0
00
11 00
11
000
111
00
11 1
0
0001
111 00
11 00
11
00 11
11 00 00000
11111
1
0
00000
1111100000
11111
00000
11111 1
00000
1111
1
0
0000
111100000
11111
00000
11111 1
00000
1111
0000
1111
1
0 1
0 1
0 0 1
0
00000
11111 1
0
00000 1
11111 1
0
0000
1111 1
0
00000 1
11111 0000
1111
1
0 1
0 1
0 1
0 1
0
00000
1111100000
11111 0 1
0
0000
111100000
11111 00000
1111
0
1
000 11
111 00 00
11
000
1110
1
000
111 0
1
00
11 00
11
000
1110
100
11 00
11 0
1
00000
1111100000
11111 0
1 0
1
0000
111100000
11111 0
1
000
111 1
0 11
00
11
1 00
000
1111
0
000
111 1
0 11
00
11 00
000
1111
011
00 00
11 1
011111
00000
1111100000 1 1
01111
011111
000000000 01111
10000
0000
1111
000
111 0
00
11
1
0 00
11
000
1111
0
000
111
1
0
1
0
00
11
1
0 00
11
000
1111
0
1
000
11 00
11 1
0
00000
11111
1
000000
11111 1
0
1
0
1
0
0000
1111
1
000000
11111 1
0
1
00000
1111
1111111111111111111111111111
0000000000000000000000000000
0
1 0
1 0
1 0
1 1111111111111111111111111111
0000000000000000000000000000
0
1 0
1 0
1 0
1
000 11
111
000
111 00
11
1
0
00 00
11
000
111
00
11 000
111
000
1111
0
000
111 00
11
1
0
00
11 00
11
0001
111
00
11
000
111000 11
11
00
11 00
11
00 00000
11111
1
0
00000
1111100000 1
11111
00000
11111 00000
1111
1
0
0000
111100000 1
11111
00000
11111 00000
1111
000
111 1
0 11
00
11
1
0 00
000
1111
0
000
111
1
0
1
0 11
00
11
1
0 00
000
1111
011
1
000 00
11 1
011111
00000
11111
1
000000 1
1
0
1
01111
011111
0000
1
000000 01111
1
1
0
0000
0000
1111
000 11
111 00
0
1 00
11
000
111
000
111
0
1 00
11
0
1 00
11
0001
111000 11
11 00 00000
11111
0
1
00000
1111100000
11111
00000 1
11111 00000
1111
0
1
0000
111100000
11111
00000 1
11111 00000
1111
0000
1111
1
0
1 1
0 1
0 1
0 1
0
00000
11111 1
0
00000 1
11111 1
0
0000
1111 1
0
00000 1
11111 0000
1111
0
000 11
111 00
1 00
11
000
1111
0
000
111 1
0
00
11 00
11
000
1111
000
11 00
11 1
0
00000
1111100000
11111 0 1
0
0000
111100000
11111 00000
1111
000
111 0
00
11
1 00
11
000
111
0 11
1
0
000
111
1
0
1
0
00
11
1 00
11
000
111
0 11
1
0
100
11
011 00
11 1
0
00000
11111
100000
11111
011111
1
0
1 1
0
0000
1111
1
0111100000
11111
011111
1
0
01111
10000
000 11
111 00
1
0 00
000
111
000
111
1
0 00
11
1
0 00
0001
111000 11
00 00000
11111
1
000000 1
00000
1
000000 1
00000
1111
1
0 1
0 1
0 1
0
1111111111111111111111111111
0000000000000000000000000000
1 1
0 1
0 1
0 1
0
1111111111111111111111111111
0000000000000000000000000000
0
000 11
111 00 00
11
000
111
1 11 1
0
000
111 1
0
00
11 00
11 1
0
0000
111 00 11
11 00 1
0
00000
11111 1
0
00000 1
11111 1
0
0000
1111 1
0
00000 1
11111 0000
1111
000
111 0
00
11
1
0 00
000
1111
0
000
111
1
0
1 11
0
00
11
1
0 00
000
111111
00 00
11 1
0
00000
1111100000
11111 0 1
0
0000
111100000
11111 00000
1111
000 11
111 00
0 11
1 00
000
111
000
111
1
0 00
11
1 0001
0 11
00
1110
011
100 11
00 000000000 11111
111111111
1
0
00000
011111
1
00000
1111100000 1
0 1
0
01111
1
00000 1
11111 0000
011111
1
0000
111100000 1
0
01111
1
00000 1
11111 0000
0000
1111
000
111 1
0
00
11
1 00
11
000
1111
0
000
111 1
0
00
11 00
11
000
1111
000
11 00
11 1
0
00000
1111100000
11111 0 1
0
0000
111100000
11111 00000
1111
0
000 11
111 00
1
0 00
11
000
1111
0
000
111
1
0
1
0
00
11
1
0 00
11 1
0
0001
111000 11
11 00 1
0
00000
11111
1
0
1
0
00000 1
11111 0
1
0
0000
1111
1
0
1
0
00000 1
11111 00000
1111
000
111 00
11
1
0
000 11
111 00 00
11
000
111
00
11 000
111
000
1111
0
000
111 00
11
1
0
00
11 00
11
000
111
00
11
000
1111
000
11
00
11 00
11
00
11 00000
11111
1
000000 1
11111 00000
1111
1
000000 1
11111 00000
1111
1
0 1
0 1
0 1
0 00000
11111
1
000000
11111 1
00000
1111
1
000000
11111 1
00000
1111
0
1 0
1 0
1 0
1
1111111111111111111111111111
0000000000000000000000000000
1 0
1 0
1 0
1 0
1
0000000000000000000000000000
1111111111111111111111111111
0
000 11
111 00
1
0 00
11
000
1111
0
000
111
1
0
1
0
00
11
1
0 00
11 1
0
0001
111000 11
11 00 1
0
00000
11111
1
0
1
0
00000 1
11111 0
1
0
0000
1111
1
0
1
0
00000 1
11111 00000
1111
000 11
111
000
111 00
11
1
0
00 00
11
000
111
00
11 000
111
000
1111
0
000
111 00
11
1
0
00
11 00
11
0001
111
00
11
000
111000 11
11
00
11 00
11
00 00000
11111
1
0
00000
1111100000 1
11111
00000
11111 00000
1111
1
0
0000
111100000 1
11111
00000
11111 00000
1111
0000
1111
1
0 1
0 1
0 1
0 1
0
00000
1111100000 1
0 1
000000 1
0
000
111 1
0 11
00
11
1 00
000
1111
0
000
111 1
0 11
00
11 00
000
1111
011
00 00
11 011111
1
00000
1111100000
11111 01111
10000
011111
1
0000
111100000
11111 01111
10000
0000
1111
0
000 11
111 00
1
0 00
11
000
1111
0
000
111
1
0
1
0
00
11
1
0 00
11
1111
0
0001
000 11
11 00 1
0
00000
11111
1
000000
11111 1
0
1
0
1
0
0000
1111
1
000000
11111 1
0
1
00000
1111
000
111 00
11
1
0
000 11
111 00 00
11
000
111
00
11 000
111
000
1111
0
000
111 00
11
1
0
00
11 00
11
000
111
00
11 1
0
0001
111 00
11 00
11
00 11
11 00 00000
11111
1
000000
11111 1
00000
1111
1
000000
11111 1
00000
1111
1
0 1
0 1
0 0 00000
11111
1
000000 1
11111 00000
1111
1
000000 1
11111 00000
1111
000
111 1
0
00
11 00
11
000
1111
0
000
111 1
0
00
11 00
11
000
1111
000
11 00
11 1
000000
11111 1
0 1
0
0000
111100000
11111 1
0
1
0 11
000 11
111 00
1
0 00
000
1111
0
000
111
1
0
1
0 11
00
11
1
0 00 1
011
0001
111000 11
00 1
011111
00000
11111
1
0
1
00000 1
0
1
01111
011111
0000
1
0 01111
1
00000 1
0
0000
0000
1111
000
111 00
11
1
0
000 11
111 00 00
11
000
111
00
11 000
111
000
1111
0
000
111 00
11
1
0
00
11 00
11
000
111
00
11 1
0
0001
111 00
11 00
11
00 11
11 00 00000
11111
1
000000
11111 1
0
00000 1
11111 0000
1111
1
0
0000
111100000
11111 1
0
00000 1
11111 0000
1111
0000
1111
1
0 1
0 1
0 0 00000
11111
1
0
00000
1111100000
11111 0 1
0
0000
111100000
11111 00000
1111
1
0 1
0 1
0 1
0 1
0
00000
1111100000
11111 1
0 1
0
0000
111100000
11111 1
00000
1111
000
111 1
0
00
11 00
11
000
1111
0
000
111 1
0
00
11 00
11
000
1111
000
11 00
11 1
000000
11111 1
0 1
0
0000
111100000
11111 1
0
000
111 1
0 11
00
11
1 00
000
1111
0
000
111 1
0 11
00
11 00
000
1111
011
00 00
11 00000
11111
1
011111
00000
1111100000 1 1
01111
011111
000000000 01111
10000
0000
1111
0
000 11
111 00
1 00
11
000
1111
0
000
111 1
0
00
11 00
11 1
0
0001
111 00 11
11 00 1
0
00000
11111 1
0
00000 1
11111 1
0
0000
1111 1
0
00000 1
11111 0000
1111
0
1
0
1
0
1
0
1
0
1
0 0
1
0
1
0
00000
11111
1
0 0
1
0
1
0
1
0 0
1
0
1
0 1
0 1
0 1
0 1
0 1
0 1
0 1
0
1
0 1
0 1
0 1
0 1
0 1
0 1
0 1
0

FIG. 8. An example of the block transformation on a square lattice. Here L = 2.


With these, the partition function can be rewritten as
Q = eW/kB T , (5.4)
SL

where
1
eW/kB T
{s }=1
eH/k T ,
B
(5.5)
i

and where the prime on the spin sums means to only include those configurations that are consis-
tent with the block-spin configuration being summed. The effective potential, W, is analogous to
the potential of mean force encountered in statistical mechanics and is just the reversible work
needed to bring the system into a configuration given by the SL s.
What will W look like as a function of the block spin configuration? Clearly it too
describes the interactions between spins (now blocks of spins) and should look something like
the original spin Hamiltonian introduced in Eq. (5.1), perhaps with some of the additional terms
discussed above. Thus, we expect that
W = JL
<n.n. blocks>
Si S j HL Si +. . . ,
i
(5.6)

where . . . represents the extra terms, and where note that the coupling constant and magnetic
field have changed.
Equation (5.6) is just the Hamiltonian for a spin system with N/Ld spins. Hence, if we use
it to carry out the remaining sums in Eq. (5.4) we see that the original Helmholtz free energy,
kB ln Q is equal to the Helmholtz free energy of a system with fewer spins and different values
for the parameters appearing in the Hamiltonian; nonetheless, it is still the free energy of a spin
system and we conclude that the free energy per spin,
A(J, H, . . . ) = Ld A(JL , HL , . . . ), (5.7)

Fall Term 2008


Critical Phenomena -16- Chemistry 646

where . . . denotes the parameters that appear in the extra terms.


A key issue is to understand what the block transformation does to the parameters in the
Hamiltonian. If we denote the latter by a column vector then our procedure allows us to write
L = RL ( ) (5.8)
and Eq. (5.7) becomes
A( ) = Ld A((RL ( ))). (5.9)
Obviously we could have done the block transformation in more than one step, and hence,
RL RL = RLL , (5.10)
which some of you may realize is an operator multiplication rule, and has led to the characteriza-
tion of the entire procedure as a group called the renormalization-group (RG). (Actually it is only
a semi-group since the inverse operations dont exist).
In general, the renormalized problem will appear less critical, since the correlation length
will be smaller on the re-blocked lattice (remember, were simply playing games with how we
carry out the sums, the real system is the same). One exception to this observation is at the criti-
cal point, where the correlation length is infinite to begin with. In order that the renormalized
appear as critical as the original one, the Hamiltonians before and after the block transformation
must describe critical systems, or equivalently, the renormalized parameters will turn out to be
the same as the original critical ones; i.e.,
= RL ( ). (5.11)
This is known as the fixed point of the RG transformation, and we will denote the special values
of the parameters at the fixed point as * .
Suppose were near the critical point and we write = * + , where is not too large.
By using Eqs. (5.8) and (5.11) we can write
L = RL ( * + ) RL ( * ) KL , (5.12)
where
RL ( )
KL (5.13)
=*
is a matrix that characterizes the linearized RG transformation at the fixed point.
Rather than use the parameters directly, it is useful to rewrite in terms of the normal-
ized eigenvectors of the matrix KL . These are defined by
KL ui = i (L)ui , (5.14)
with ui ui = 1, as usual. It turns out that the eigenvalues must have a very simple dependence on
L. From the multiplication property of the RG transformation, cf. Eq. (5.10), we see that
i (LL) = i (L) i (L), (5.15)
and in turn this implies that
i (L) = Lyi , (5.16)

Fall Term 2008


Critical Phenomena -17- Chemistry 646

where the exponent is obtained from the eigenvalue as


ln(( i (L)))
yi = . (5.17)
ln(L)
We use this eigenanalysis by writing
= i ci ui , (5.18)

where weve assumed that the ui s form a basis, and thus the ci s linear combinations of the s.
Clearly, the ci s are just as good at describing the Hamiltonian as the original s. If the RG
transformation is applied to , and the result expressed in terms of the ci s, cf. Eqs. (5.12),
(5.14), and (5.16), it follows that
ci,L = Lyi ci , (5.19)
which no longer involves matrices and has a very simple dependence on L. Indeed, if we go
back to our discussion of the free energy associated with the RG transformation, cf. Eq. (5.7),
and express the parameters in terms of the ci s, we see that
A(c1 , c2 , . . . ) = Ld A(Ly1 c1 , Ly2 c2 , . . . ), (5.20)
which is a generalization of the scaling form assumed by Widom, cf. Eq. (4.3); moreover, we can
repeat the analysis of the preceding section to express the experimental exponents in terms of the
y i s. Before doing so, however, it is useful to look at some of the qualitative properties of Eq.
(5.20).
First, as was noted above, the RG transformation may not exactly preserve the form of the
microscopic Hamiltonian, e.g., Eq. (5.1); as such, there will in general be more than two parame-
ters. How does this agree with the thermodynamics, which says that the critical point in a ferro-
magnetic or liquid-gas system is determined solely by temperature (coupling constant) and mag-
netic field? What about the other parameters? Whatever they are, it is inconceivable that all
phase transitions of the same universality class and materials have the same values for these, and
thus how can universal exponents arise? The way out of this problem is for the other parameters
to have negative exponents, yi . If this is the case, then the scaling analysis (where we write L in
terms of the reduced temperature or magnetic field) gives L as the critical point is
approached, and these variables naturally drop out. These kind of quantities are called irrelevant
variables. In other words, irrespective of the actual values (as determined by the microscopic
nature of the material under consideration), close enough to the critical point they will all behave
like the one with the parameters set to those that characterize the fixed point.
Second, the quantities that have positive exponents are called relevant variables, and
describe things like temperature and magnetic field. We know that different materials have dif-
ferent critical temperatures, pressures etc., and thus we expect that their values are important.
Explicit calculations show that only two relevant variables arise for the class of problems under
discussion, and so the thermodynamics of our model is consistent with experiment.
Taken together, these two observations explain why universal behavior is observed at the
critical point and how scaling laws arise. Moreover, we have the blueprint for the calculation of
the critical exponents. All we have to do is to compute the eigenvalues of the linearized RG
transformation and carry out some simple algebra. As we will now see, this isnt as easy as it
sounds.

Fall Term 2008


Critical Phenomena -18- Chemistry 646

6. AN EXAMPLE
As the simplest (although not very accurate) example9 of the RG approach consider the
two dimensional triangular lattice depicted in Fig. 9.
1
0 11
00 1
0
0
1 00
11 1
0
00
11

1
0 00
11 0
1 0
1 00
11 00
11 0
1 0
1
0
1 11
00 1
0 1
0 11
00 11
00 1
0 1
0
00
11 0
1 0
1 00
11 00
11 0
1 0
1

1
0 11
00 11
00 11
00 1
0 1
0 11
00
0
1 00
11 00
11 00
11 0
1 0
1 00
11

11
00 11
00 1
0 1
0 11
00 11
00 1
0 1
0
00
11 00
11 0
1 0
1 00
11 00
11 0
1 0
1
00
11 00
11 0
1 0
1 00
11 00
11 0
1 0
1

1
0 11
00 11
00 11
00 1
0 1
0 11
00
0
1 00
11 00
11 00
11 0
1 0
1 00
11
0
1 00
11 00
11 00
11 0
1 0
1 00
11

11
00 11
00 1
0 1
0 1
0 11
00 11
00 1
0
00
11 00
11 0
1 0
1 0
1 00
11 00
11 0
1
00
11

11
00 1
0 1
0 1
0
11
00 0
1 1
0 0
1
0
1

FIG. 9. A portion of a triangular lattice


with an L=3 blocking scheme indi-
cated. The arrows show the spins that
interact on an adjacent pair of blocks.
We will perform the block transformation in blocks of three as indicated (L =
3) using a major-
ity rule to assign the block spin. Each block of three can assume 8 spin configurations, 4 will
have the majority spin up (, , , ) and 4 spin down (, , , ).
It turns out to be difficult to evaluate the restricted sum in Eq. (5.5), and we will use pertur-
bation theory to get an approximate expression; specifically, we will treat the interactions
between the blocks and the external field as a perturbation. Hence, to leading order the blocks
are uncoupled and the partition function can be easily evaluated by explicitly summing the con-
figurations. This gives:
eW = (e3J + 3eJ )N/3 ,
(0)
(6.1)
where we absorb the factors of kB T into J and H. Since our answer doesnt depend on the values
of the block spins or the magnetic field, its not particularly interesting.
By expanding W and the Hamiltonian in the perturbing terms and comparing the results,
its easy to show that to first order,10
9
Th. Neimeijer and J.M.J. van Leeuwen, Phys. Rev. Lett. 31, 1411 (1973); Physica 71, 17
(1974).
10
More generally, one must carry out a so-called cumulant expansion; namely,

j
< e A >= exp << A j >>,
j=1 j!
j
where << A >> is known as a cumulant average. It is expressed in terms of the usual moment
averages, < A >, by expanding both sides of the equation in a series in and comparing terms.
n

To first order, it turns out that << A >>=< A >, which gives Eq. (6.2). It is also easy to show

Fall Term 2008


Critical Phenomena -19- Chemistry 646

W(1) =< H(1) >0 . (6.2)


When the average is performed we find terms that are linear in the block spin variables, the coef-
ficient of which is the new magnetic field. Hence,
J
e +e
3J
HL = 3H . (6.3)
e3J + 3eJ
In addition, Eq. (6.2) will give terms that are products of the spin variables on adjacent blocks,
the coefficient of these gives the new coupling constant, and
J 2
e +e
3J
JL = 2J 3J . (6.4)
e + 3eJ
At the fixed point, JL = J and HL = H. From Eq. (6.3) we see that H = 0 at the fixed point; i.e.,
the ferromagnetic critical point occurs at zero external magnetic field, as expected. Equation
(6.4) shows that there are actually two fixed points: one with J = 0 and the other with
1
J= ln(1 + 2
2) = 0. 335614. . . . (6.5)
4
The fixed point with J = 0 has no interactions and will not be considered further (actually, it
describes the infinite temperature limit of the theory, and will yield mean-field behavior if ana-
lyzed carefully). The other fixed point describes the finite-temperature critical point.
The linearized RG transformation, cf. Eq. (5.13), turns out to be diagonal with eigenvalues
J
e +e
3J
H = 3 (6.6)
e3J + 3eJ
and
2(e4J + 1)(e8J + 16Je4J + 4e4J + 3)
J = (6.7)
(e4J + 3)3
which gives the numerical values shown in Table. 5. The exponents were obtained from Eq.
(5.17), remembering that L =
3.

2 2
that << A >>=< (A < A >) > is just the variance. For more information on cumulants
and moments, see, e.g., R. Kubo, Proc. Phys. Soc. Japan 17, 1100, 1962.

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Critical Phenomena -20- Chemistry 646

Table 5. Some Numerical Values


J*
Quantity
ln(1 + 2
2)/4 Exact

H 2 = 2. 12. . .
3/ 2.80
yH /2 = q 0.684 15/16

J 1.62 3 = 1. 73
yJ /2 = p 0.441 0.5

-0.268 0
0.714 0.125
2.17 15

The 2d Ising model has an exact solution, first given by Onsager.

The agreement with the exact results isnt great, the error mainly coming form H , and is
mainly due to our use of first order perturbation theory for the spin potential of mean force, W.
While it is conceptually simple to carry out the perturbation calculation to higher order, at the
expense of a lot of algebra, to do so requires that we consider some of the extra terms in the
Hamiltonian. The higher order calculation automatically generates interactions beyond nearest
neighbors and beyond pairwise additive ones, and some of these must be considered if good
agreement is to be obtained. When this is done, the correct exponents and thermodynamic func-
tions are found (to about 5% accuracy). An example of some of the better results is shown in
Fig. 10.

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Critical Phenomena -21- Chemistry 646

FIG. 10. Results of higher order numerical RG calcula-


tion for the 2d lattice of Nieuhuis and Nauenberg11 .
The solid curve is the exact CH , the dashed curve is
the free energy, and the dot-dashed curve is the energy,
all from Onsagers exact solution of the model. The
points are the numerical results. K is J in the text.

7. CONCLUDING REMARKS
We have accomplished the goals set out in Sec. 1. We now see how phase transitions arise,
why universal behavior is expected, and perhaps, most important, have provided a framework in
which to calculate the critical exponents. Several important issues have not been dealt with.
For example, other than the fact that the simple mean field approaches didnt give the cor-
rect experimental answer, we still dont really understand why they failed, especially since many
of the qualitative features of a phase transition were described correctly. There is a consistent,
albeit complicated, way in which to do perturbation theory on a partition function, which gives
mean field theory as the leading order result. If we were to examine the next corrections, we
would see that they become large as the critical point is reached, thereby signaling the break-
down of mean field theory. What is more interesting, is that the dimensionality of space plays a
key role in this breakdown; in fact, perturbation theory doesnt fail for spatial dimensions greater
than four.

11
B. Nienhuis and M. Nauenberg, Phys. Rev. B11, 4152, 1975.

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Critical Phenomena -22- Chemistry 646

The dependence on the dimensionality of space plays a key role in Wilsons work on criti-
cal phenomena; in short, hes (along with some key collaborators) have shown how to use
4 d as a small parameter in order to consistently move between mean field and non-mean
field behavior.
These, and other, issues require better tools for performing the perturbative analysis and
for considering very general models with complicated sets of interactions. This will not be pur-
sued here, but the interested reader should have a look at the books by Ma3 or by Amit12 for a
discussion of the more advanced topics.

12
D.J Amit, Field Theory, the Renormalization Group, and Critical Phenomena (McGraw-Hill,
Inc., 1978).

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