Lecture3 v2

Statistical physics:
phase transitions
Denis Grebenkov
CNRS – Ecole Polytechnique
denis.grebenkov@polytechnique.edu
October 2022
Summary of the 2 nd lecture
MFA is a very powerful technique to study phase transitions and critical phenomena
It yields exact results for Ising model in d4 and qualitative behavior in d=2 and 3
Near and at the critical point, most quantities exhibit power laws
Critical exponents are inter-related, only two are independent
Critical exponents allow one to attribute models/experiments into universality classes
Universality and self-similarity are crucial notions in statistical physics

Scope
1. Motivation, qualitative description, Ising model
2. Mean field approximation and critical exponents
3. (Ginzburg-)Landau theory of phase transitions

Reminder: Phase transition for Ising model
At equilibrium, the system minimizes its free energy
𝐸 = −𝐵 ෍ 𝑠𝑖 − 𝐽 ෍ 𝑠𝑖 𝑠𝑗
𝐹 = −𝑘𝐵 𝑇 ln 𝑍 = 〈𝐸〉 − 𝑇𝑆 𝑖 𝑖∼𝑗
energy 𝑁𝑧𝑚2 /2 entropy (see lecture 1)

1+𝑚 1+𝑚
𝐹 ≈ −𝐵 ෍ 𝑠𝑖 − 𝐽 ෍ 𝑠𝑖 𝑠𝑗 − 𝑇 −𝑘𝐵 𝑁 2
ln 2
+ 1−𝑚
2
ln 1−𝑚
2
𝑖 𝑖∼𝑗
𝐹 𝐵 𝑚2
𝐽𝑧
𝑓 = ≈ 𝑘𝐵 𝑇𝑐 −𝑘 𝑇 𝑚 − 2 + 𝑇𝑇 1+𝑚
2 ln 1+𝑚
2 + 1−𝑚
2 ln 1−𝑚
2
𝑇𝑐 =
𝑘𝐵
𝑁 𝐵 𝑐 𝑐
At equilibrium, the system minimizes its free energy 1
𝐸 = −𝐵 ෍ 𝑠𝑖 − 𝐽 ෍ 𝑠𝑖 𝑠𝑗
Disordered
𝐹 = −𝑘𝐵 𝑇 ln 𝑍 = 〈𝐸〉 − 𝑇𝑆 0.5 𝑖 𝑖∼𝑗
Ordered phase
energy 2
𝑁𝑧𝑚 /2 0
entropy (see lecture
phase 1)
1+𝑚 1+𝑚 1−𝑚 1−𝑚
Phase
-0.5
𝐹 ≈ −𝐵 ෍ 𝑠𝑖 − 𝐽 ෍ 𝑠𝑖 𝑠𝑗 − 𝑇 −𝑘𝐵 𝑁 2 ln 2 + 2 ln 2
𝑖 𝑖∼𝑗
transition
𝐹 𝐵 𝑚2 𝑇 1+𝑚 1+𝑚 1−𝑚
-1
1−𝑚 0 0.5 𝑇
𝐽𝑧
𝑓 = ≈ 𝑘𝐵 𝑇𝑐 −𝑘 𝑇 𝑚 − + ln + ln 𝑐 =1 1.5 2
𝑁 𝐵 𝑐 2 𝑇𝑐 2 2 2 2 𝑘𝐵
-0.4 -0.5
𝐵=0 𝑇 𝐵=0 𝑇
=1.5 𝑓
𝑇 =0.8
-0.6 𝑇𝑐 𝑘𝐵 𝑇𝑐 𝐵 = 0.01 𝑐
𝑓
𝑘𝐵 𝑇𝑐 unstable
-0.8 -0.55
-1
one minimum 𝑚 two minima 𝑚
-1.2 -0.6
-1 -0.5 0 0.5 1 -1 -0.5 0 0.5 1
At equilibrium, the system minimizes its free energy 1
𝐸 = −𝐵 ෍ 𝑠𝑖 − 𝐽 ෍ 𝑠𝑖 𝑠𝑗
Disordered
𝐹 = −𝑘𝐵 𝑇 ln 𝑍 = 〈𝐸〉 − 𝑇𝑆 0.5 𝑖 𝑖∼𝑗
Ordered phase
energy 2
𝑁𝑧𝑚 /2 0
entropy (see lecture
phase 1)
1+𝑚 1+𝑚 1−𝑚 1−𝑚
Phase
-0.5
𝐹 ≈ −𝐵 ෍ 𝑠𝑖 − 𝐽 ෍ 𝑠𝑖 𝑠𝑗 − 𝑇 −𝑘𝐵 𝑁 2 ln 2 + 2 ln 2
𝑖 𝑖∼𝑗
transition
𝐹 𝐵 𝑚2 𝑇 1+𝑚 1+𝑚 1−𝑚
-1
1−𝑚 0 0.5 𝑇
𝐽𝑧
𝑓 = ≈ 𝑘𝐵 𝑇𝑐 −𝑘 𝑇 𝑚 − + ln + ln 𝑐 =1 1.5 2
𝑁 𝐵 𝑐 2 𝑇𝑐 2 2 2 2 𝑘𝐵
𝑚2 𝑚4
− ln 2 + 2 + 12 + 𝑂(𝑚6 )
Near critical 𝐵 𝑇−𝑇𝑐 𝑚2 𝑇 𝑚4

point 𝑇𝑐
𝑓 ≈ 𝑓0 + 𝑘𝐵 𝑇𝑐 −
𝑘𝐵 𝑇𝑐
𝑚+
𝑇𝑐 2
+ 𝑇𝑐 12
+ 𝑂(𝑚6 )
external field for leading order (at B=0) next-order term
symmetry breaking vanishing at Tc
Landau theory of phase transitions
1. One identifies the order parameter m that distinguishes two
phases in a studied system: disordered (m=0) and ordered (m0)
2. One writes the free energy F(m,T,B) as an expansion in

terms of m that respects the symmetries of the system
3. One minimizes the free energy F(m,T,B) with respect to m

and analyzes the behavior of the minimum m*(T,B) near Tc
Lev Landau (1908-1968)

Nobel price 1962
Example: Ising model
𝐵 𝑇−𝑇𝑐 𝑚2 𝑇 𝑚4
𝑓 ≈ 𝑓0 + 𝑘𝐵 𝑇𝑐 −
𝑘𝐵 𝑇𝑐
𝑚+
𝑇 2
+ 𝑇 12 + 𝑂(𝑚6 )
𝑐
Order parameter Free energy Minimization
Example: Heisenberg model 𝐸 = −𝐵 ⋅ ෍ 𝑠Ԧ𝑖 − 𝐽 ෍ 𝑠Ԧ𝑖 ⋅ 𝑠Ԧ𝑗

𝑖 𝑖∼𝑗
1
What is the order parameter? 𝑚 = ෍ 𝑠Ԧ𝑖 is a vector here, not scalar!
𝑁 𝑖
What is the free energy expansion? 𝑓 𝑚, 𝑇, 𝐵 is a scalar that is invariant under

rotations of 𝑚 (if 𝐵 = 0)
Thus, it should be a function of 𝑚 2 = (𝑚 ⋅ 𝑚)
𝑚2
𝑓 𝑚, 𝑇, 𝐵 ≈ 𝑓0 − 𝐵 ⋅ 𝑚 + 𝑎 𝑇 𝑚 ⋅ 𝑚 + 𝑏 𝑇 𝑚 ⋅ 𝑚 2 +⋯
changes the sign at Tc >0 to ensure that the

minimum is not at −∞
Example: Heisenberg model 𝐸 = −𝐵 ⋅ ෍ 𝑠Ԧ𝑖 − 𝐽 ෍ 𝑠Ԧ𝑖 ⋅ 𝑠Ԧ𝑗

𝑖 𝑖∼𝑗
1
𝑁 𝑖

>0
Minimization? 𝐵=0
𝑎 𝑇 >0 𝑚𝑘 = 0 𝑚=0
𝜕𝑓 𝑎 𝑇
≈ 𝑎 𝑇 2𝑚𝑘 + 4𝑏 𝑇 𝑚𝑘3 = 0 𝑚𝑘 𝑚𝑘2 + =0 0
𝜕𝑚𝑘 2𝑏 𝑇 𝑚𝑘 = +𝑚∗
𝑎 𝑇 <0
𝑚∗ = −𝑎/(2𝑏) −𝑚∗
𝑚2
𝑎 𝑇 = −1.5,
Example: 𝑏 𝑇 = 1 model
Heisenberg 𝐸 = −𝐵 ⋅ ෍ 𝑠Ԧ𝑖 − 𝐽 ෍ 𝑠Ԧ𝑖 ⋅ 𝑠Ԧ𝑗
𝑖 Second-order
𝑖∼𝑗 transition
𝑓
1
𝑁 𝑖
𝑇𝑐 𝑇
rotations𝑚of 𝑚 (if 𝐵 = 0)
1
Minimization? 𝐵=0 𝑎 𝑇 >0 𝑚𝑘 = 0 𝑚=0
𝜕𝑓 𝑎 𝑇
𝑚≈1 𝑎 𝑇 2𝑚𝑘 + 4𝑏 𝑇 𝑚𝑘3 =𝑚02 𝑚𝑘 𝑚𝑘2 + =0 0
𝑎 𝑇 <0
𝑚∗ = −𝑎/(2𝑏) −𝑚∗
𝑎 𝑇 = −1.5, 𝑏 𝑇 = 1 model 1
Example: Heisenberg 𝐸 = −𝐵 ⋅ ෍ 𝑠Ԧ𝑖 − 𝐽 ෍ 𝑠Ԧ𝑖 ⋅ 𝑠Ԧ𝑗
𝑖 𝑖∼𝑗
𝑓 0.5
1
What is the order parameter? 𝑚= ෍ 𝑠Ԧ𝑖 is a vector here, not scalar!
𝑁 0
𝑖
What is the free energy expansion? 𝑓 𝑚, 𝑇,-0.5

𝐵 is a scalar that is invariant under
-1
0.5 𝑚 ⋅ 𝑚1 2 + ⋯1.5
𝑓 𝑚, 𝑇, 𝐵 ≈ 𝑓0 − 𝐵 ⋅ 𝑚 + 𝑎 𝑇 𝑚 ⋅ 𝑚0 + 𝑏 𝑇 2
Minimization? 𝐵=0 𝑎 𝑇 >0 𝑚𝑘 = 0 𝑚=0

𝜕𝑓 𝑎 𝑇
𝑚≈1 𝑎 𝑇 2𝑚𝑘 + 4𝑏 𝑇 𝑚𝑘3 =𝑚02 𝑚𝑘 𝑚𝑘2 + =0 0
𝑎 𝑇 <0
𝑚∗ = −𝑎/(2𝑏) −𝑚∗
Liquid crystals Discovered in 1888
by F. Reinitzer
An ensemble of rigid rods whose degrees of Interactions: steric
freedom are their positions 𝑟Ԧ𝑖 and orientations 𝑢𝑖 exclusion effect
Depending on the temperature, there exist different phases of liquid crystals
2nd order transitions 1st order transition 𝑇
𝑒Ԧ𝑧
𝑢
𝑢
Crystal-order phase Smectic phases: Nematic phase: Isotropic phase:

Periodic in z direction, No positional order, no positional order,
privileged orientation privileged orientation no orientation order
Most ordered phase A: 𝑢 = 𝑒Ԧ𝑧 C: 𝑢 ≠ 𝑒Ԧ𝑧 Most disordered phase,
Poorest symmetry group richest symmetry group
Progressive symmetry breaking
Liquid crystals
Isotropic phase Nematic phase
What is the order parameter?
1
𝑈 = ෍ 𝑢𝑖 = 0 in both phases 𝑢𝑖
𝑁 𝑖 𝑢
1
෍ (𝑢𝑖 ⋅ 𝑢𝑖 ) = 1 uninformative 𝑢𝑗
𝑁 𝑖
𝑒Ԧ𝑧 = 𝑢 2〉 2
𝑢𝑖 (𝑢𝑖 ⋅ 𝑒Ԧ𝑥 = (𝑢𝑖 ⋅ 𝑒Ԧ𝑦 〉 = (𝑢𝑖 ⋅ 𝑒Ԧ𝑧 2 〉 = 1/3
(𝑢𝑖 ⋅ 𝑒Ԧ𝑥 )2 + (𝑢𝑖 ⋅ 𝑒Ԧ𝑥 )2 +(𝑢𝑖 ⋅ 𝑒Ԧ𝑥 )2 = (𝑢𝑖 ⋅ 𝑢𝑖 ) = 1
𝜃
2
1 2
1 = 0 in isotropic phase
Λ = (𝑢𝑖 ⋅ 𝑒Ԧ𝑧 〉 − = cos 𝜃 −
3 3 ≠ 0 in nematic phase
𝑒Ԧ𝑥 1 2 1 Λ
𝑒Ԧ𝑦 2
(𝑢𝑖 ⋅ 𝑒Ԧ𝑥 〉 − = (𝑢𝑖 ⋅ 𝑒Ԧ𝑦 〉 − = −
3 3 2
Liquid crystals
1
2〉 2
1
What is the order parameter? Λ = (𝑢𝑖 ⋅ 𝑒Ԧ𝑧 − = cos 𝜃 −
3 3
What is the free energy expansion? 𝐹 Λ, 𝑇 = 𝑎Λ2 + 𝑏Λ3 + 𝑐Λ4 + ⋯
𝑏>0 𝑐>0
(Λ → −Λ)
The free energy accounts for fluctuations of 𝑢𝑖 near 𝑢 but does not depend on 𝑢 itself
Minimization? 𝜕𝐹 = 2𝑎Λ + 3𝑏Λ2 + 4𝑐Λ3 = 0 Λ = 0 is always an extremum

𝜕Λ
If 3𝑏 2 − 4 2𝑎 4𝑐 > 0 , then there are two more extrema Λ− and Λ+
Which one does minimize the free energy? −3𝑏 ± 9𝑏 2 − 32𝑎𝑐

Λ± =
8𝑐
Liquid crystals
𝐹 Λ, 𝑇 = 𝑎Λ2 + 𝑏Λ3 + 𝑐Λ4
0.2 Single minimum at Λ = 0
𝑎 = 1.5
What is the order parameter? 𝑎 = 1.125 𝑎(𝑇 ∗ ) = 9𝑏 2 /(32𝑐)
𝑎 = 1.063 Two minima
What is the free energy expansion? 𝑎(𝑇𝑐 ) = 𝑏 2 /(4𝑐) Phase
0.1 𝑎=1 transition
𝑎=0 𝑎(𝑇 ∗∗ ) = 0
Single minimum at Λ−
0
Minimization?
𝑏=𝑐=4
-0.1
-1 -0.5 Λ 0 0.5
Liquid crystals
𝐹 Λ, 𝑇 = 𝑎Λ2 + 𝑏Λ3 + 𝑐Λ4
0.2 Single minimum at Λ = 0
𝑎 = 1.5
What is the order parameter? 𝑎 = 1.125 𝑎(𝑇 ∗ ) = 9𝑏 2 /(32𝑐)
𝑎 = 1.063 𝑇 ∗∗minima 𝑇𝑐 𝑇 ∗
Two 𝑇
0.2
What is the free energy expansion? 2 Phase
𝑎=1 𝑎(𝑇𝑐 )metastable
unstable = 𝑏 /(4𝑐) stable
0.1 0
transition
𝑎=0 -0.2 𝑎(𝑇 ∗∗ ) = 0
Λ𝑚 Single minimum at Λ−
-0.4
0
barrier -0.6
Minimization?
-0.8
stable metastable 0unstable
-0.1 -1 Λ − 𝑎(𝑇)
-1 -0.5 Λ 0 -1 0.5-0.5 0 0.5 1
Λ+1.5 2
Liquid crystals
Summary:
Single minimum at Λ = 0
Metastable phase
𝑎(𝑇 ∗ ) = 9𝑏 2 /(32𝑐)
Overcoming an energetic barrier 𝑇 ∗∗minima 𝑇𝑐 𝑇 ∗
Two 𝑇
0.2
2 Phase
Hysteresis 𝑎(𝑇𝑐 )metastable
unstable = 𝑏 /(4𝑐) stable
0
transition
Two minima
1st order transition
-0.2 𝑎(𝑇 ∗∗ ) = 0
(jump in the order parameter)
Λ𝑚 Single minimum at Λ−
-0.4
This transition occurs dynamically via
temporal trapping in a metastable phase -0.6
This notion is crucial for the theory of -0.8

stable metastable 0unstable
glass systems which may stay in a
-1 Λ − 𝑎(𝑇)
metastable state for thousands of years -1 -0.5 0 0.5 1
Λ+1.5 2
Liquid crystals Discovered in 1888
by F. Reinitzer
An ensemble of rigid rods whose degrees of Interactions: steric
freedom are their positions and orientations exclusion effect
Depending on the temperature, there exist different phases of liquid crystals
2nd order transitions 1st order transition 𝑇
𝑢 𝑢
Chiral phases:
Crystal-order phase: Smectic phases: Nematic phase: Isotropic phase:
Nematic chiral: Smectic
Periodicchiral:
in z direction, No positional order, no positional order,
Rotation of Precession of
privileged orientation privileged orientation no orientation order
𝑢 in XY plane 𝑢 around z axis
Poorest symmetry group A: 𝑢 = 𝑒Ԧ𝑧 C: 𝑢 ≠ 𝑒Ԧ𝑧 Richest symmetry group
http://awawa.hariko.com/
Lyotropic liquid crystals
Micelles composed of surfactant
(tensio-active) molecules
Hydrophilic head
Hydrophobic tail
I. Dierking, Chapter 1:Introduction , in Polymer-modified Liquid Crystals, 2019, pp. 1-18

Lyotropic liquid crystals
Micelles composed of surfactant
(tensio-active) molecules
Hydrophilic head
Hydrophobic tail
World’s annual production:

15 million tons (mostly soaps)
I. Dierking, Chapter 1:Introduction , in Polymer-modified Liquid Crystals, 2019, pp. 1-18

Ginzburg-Landau theory
The order parameter was homogeneous in space
𝑓 𝑚, 𝑇, 𝐵 ≈ 𝑓0 − 𝐵𝑚 + 𝑎 𝑚2 + 𝑏 𝑚4 + ⋯
However, the order parameter often changes in space 𝑚 → 𝜓(𝑟)

Ԧ
Such an extension of Landau’s theory was first developed to describe
Vitaly Ginzburg (1916-2009)
the superconducting transition – intrinsically quantum phenomenon: Nobel price 2003
2
2 4 1 2 𝐵
𝐹[𝜓] = 𝐹0 + න 𝑑 𝑟Ԧ 𝑎 𝜓(𝑟)
Ԧ + 𝑏 𝜓(𝑟)
Ԧ + 2𝑚 −𝑖ℏ𝛻−2𝑒 𝐴Ԧ 𝜓(𝑟)
Ԧ + 2𝜇0
This is free energy functional of 𝜓(𝑟)
Ԧ , which is a
complex-valued order parameter (wave function) interaction with magnetic field
2
𝐹[𝜓] = 𝐹0 + න𝑑 𝑟Ԧ −𝐵 𝑟Ԧ 𝜓 𝑟Ԧ + 𝑎𝜓 2 (𝑟)
Ԧ + 𝑏𝜓 4 (𝑟)
Ԧ + 𝑐 𝛻𝜓 𝑟Ԧ
Kinetic energy
This is free energy functional of a real order parameter “Regularization term”
P. C. Hohenberg, A. P. Krekhov, An introduction to the Ginzburg-Landau theory of phase transitions..., Phys. Rep. 572, 1-42 (2015)
Ginzburg-Landau theory 𝜓(𝑥)
2
𝐹[𝜓(𝑟′)]
Ԧ = න𝑑 𝑟′
Ԧ −𝐵 𝑟′
Ԧ 𝜓 𝑟′
Ԧ + 𝑎𝜓 2 (𝑟′)
Ԧ + 𝑏𝜓 4 (𝑟′)
Ԧ + 𝑐 𝛻𝜓 𝑟′
Ԧ
1
𝑃 𝜓(𝑟)
Ԧ = exp(−𝛽𝐹[𝜓(𝑟)])
Ԧ 𝑍(𝛽) = න 𝐷𝜓(𝑟)
Ԧ exp(−𝛽𝐹[𝜓(𝑟)])
Ԧ
𝑍 𝛽
𝛿𝐹[𝜓 𝑟′
Ԧ ] Variational derivative
𝜕𝐹(𝑚)
Minimization: =0 =0
𝜕𝑚 𝛿𝜓 𝑟Ԧ
𝜓 𝑥 = {𝜓1 , … , 𝜓𝑁 } 𝜓𝑖+1 −𝜓𝑖 2

𝐹 𝜓 ≈෍ −𝐵𝑖 𝜓𝑖 + 𝑎𝜓𝑖2 + 𝑏𝜓𝑖4 +𝑐 𝜖2
𝑖
𝛿𝐹[𝜓 𝑥′ ] 𝜕𝐹[𝜓1 , … 𝜓𝑁 ] 3 (𝜓𝑘 −𝜓𝑘−1 )−(𝜓𝑘+1 −𝜓𝑘 )
𝛿𝜓 𝑥
≈
𝜕𝜓𝑘
≈ −𝐵𝑘 + 2𝑎𝜓𝑘 + 4𝑏𝜓 𝑘 + 2𝑐 𝜖2
−𝜕 2 𝜓/𝜕𝑥 2
Ԧ ]
= −𝐵 𝑟Ԧ + 2𝑎𝜓 𝑟Ԧ + 4𝑏𝜓 3 𝑟Ԧ − 2𝑐Δ𝜓 𝑟Ԧ = 0 𝜕 2 𝜕 2 𝜕 2
𝛿𝜓 𝑟Ԧ Δ = 𝛻2 = 2 + 2 + 2
𝜕𝑥 𝜕𝑦 𝜕𝑧
Ginzburg-Landau theory 𝜓(𝑥)
2
𝐹[𝜓(𝑟′)]
Ԧ = න𝑑 𝑟′
Ԧ −𝐵 𝑟′
Ԧ 𝜓 𝑟′
Ԧ + 𝑎𝜓 2 (𝑟′)
Ԧ + 𝑏𝜓 4 (𝑟′)
Ԧ + 𝑐 𝛻𝜓 𝑟′
Ԧ
1
𝑃 𝜓(𝑟)Ԧ = exp(−𝛽𝐹[𝜓(𝑟)])
Ԧ 𝑍(𝛽) = න 𝐷𝜓(𝑟) Ԧ exp(−𝛽𝐹[𝜓(𝑟)]) Ԧ
𝑍 𝛽
While Landau’s theory described a transition between two derivative
Variational
𝜕𝐹(𝑚)
spatially homogeneous 𝛿𝐹[𝜓with
phases 𝑟′
Ԧ ]m=0 and m0, the
Minimization: =0 =0
Ginzburg-Landau
𝜕𝑚 theory allows𝛿𝜓
one𝑟Ԧ to explore transitions
between homogeneous and inhomogeneous phases, including 2
𝜓 𝑥 = {𝜓1 , … , 𝜓𝑁segregation,
phase } 𝐹 𝜓 ≈ ෍and−𝐵
nucleation 𝑖 𝜓𝑖 +
other
2 4
𝑎𝜓𝑖 + formations
patterns 𝑏𝜓𝑖 + 𝑐 𝜓 𝑖+1
𝜖2
−𝜓 𝑖
𝑖
𝛿𝐹[𝜓 𝑥′ ] 𝜕𝐹[𝜓1 , … 𝜓𝑁 ] 3 (𝜓𝑘 −𝜓𝑘−1 )−(𝜓𝑘+1 −𝜓𝑘 )
𝛿𝜓 𝑥
≈
𝜕𝜓𝑘
≈ −𝐵𝑘 + 2𝑎𝜓𝑘 + 4𝑏𝜓 𝑘 + 2𝑐 𝜖2
−𝜕 2 𝜓/𝜕𝑥 2
Ԧ ]
= −𝐵 𝑟Ԧ + 2𝑎𝜓 𝑟Ԧ + 4𝑏𝜓 3 𝑟Ԧ − 2𝑐Δ𝜓 𝑟Ԧ = 0 𝜕 2 𝜕 2 𝜕 2
𝛿𝜓 𝑟Ԧ Δ = 𝛻2 = 2 + 2 + 2
𝜕𝑥 𝜕𝑦 𝜕𝑧
Moreover, one can study dynamics processes 𝜓 𝑟Ԧ → 𝜓(𝑟,
Ԧ 𝑡)
Example: The process of phase separation, by which the two components of a
binary fluid spontaneously separate and form domains pure in each component
2 1 2
𝐹[𝜓(𝑟,
Ԧ 𝑡)] = න𝑑𝑟Ԧ 𝑉[𝜓 𝑟,Ԧ 𝑡 ] + 𝑐 𝛻𝜓 𝑟, Ԧ𝑡 𝑉 = 𝜓 −1 2
potential kinetic energy 4
double-well potential
0.4
When the order parameter is not conserved, 0.3
0.2
𝜕𝜓 𝛿𝐹 0.1
=− 0
𝜕𝑡 𝛿𝜓 -2 -1 0 1 2
Gradient descent dynamics

𝐹(𝑥)
Ԧ
Example: finding a minimum 𝑥Ԧ0 𝑥Ԧ𝑛+1 = 𝑥Ԧ𝑛 − 𝛾𝛻𝐹(𝑥Ԧ𝑛 )
of a function 𝐹(𝑥)
Ԧ on Rd 𝑑𝑥(𝑡)
Ԧ 𝑥Ԧ𝑛+1 − 𝑥Ԧ𝑛
≈ = −𝛾𝜏 𝛻𝐹(𝑥(𝑡))
Ԧ
𝑑𝑡 𝜏
A. J. Bray, Theory of phase-ordering kinetics, Adv. Phys. 43, 357-459 (1994) 𝑡 = 𝑛𝜏
Ԧ 𝑡)
2 1 2
𝐹[𝜓(𝑟,
0.4
0.2
𝜕𝜓 𝛿𝐹
Ԧ 𝑡 − 𝜓 3 𝑟,
0.1
=− = 2𝑐Δ𝜓 𝑟, Ԧ 𝑡 − 𝜓 𝑟, Ԧ𝑡 0
𝜕𝑡 𝛿𝜓 -2 -1 0 1 2
a nonlinear diffusion-reaction equation (Allen-Cahn equation)

When the order parameter is conserved (as in a phase separation),
𝜕𝜓 𝛿𝐹
=Δ = −Δ 2𝑐Δ𝜓 𝑟, Ԧ 𝑡 − 𝜓 3 𝑟, Ԧ 𝑡 − 𝜓 𝑟,Ԧ𝑡
𝜕𝑡 𝛿𝜓 Cahn–Hilliard equation
A. J. Bray, Theory of phase-ordering kinetics, Adv. Phys. 43, 357-459 (1994)
Ԧ 𝑡)
2 1 2
𝐹[𝜓(𝑟,
0.4
0.2
𝜕𝜓 𝛿𝐹 0.1
=− = 2𝑐Δ𝜓 𝑟, Ԧ 𝑡 − 𝜓 3 𝑟,Ԧ 𝑡 − 𝜓 𝑟, Ԧ𝑡 0
𝜕𝑡 𝛿𝜓 -2 -1 0 1 2
a nonlinear diffusion-reaction equation (Allen-Cahn equation)

When the order parameter is conserved (as in phase separation),
𝜕𝜓 𝛿𝐹
=Δ = −Δ 2𝑐Δ𝜓 𝑟, Ԧ 𝑡 − 𝜓 3 𝑟, Ԧ 𝑡Phase
− 𝜓 separation
𝑟,
Ԧ𝑡 from random initial
𝜕𝑡 𝛿𝜓 Cahn–Hilliard equation
data with c=1/4 (from wikipedia)
A. J. Bray, Theory of phase-ordering kinetics, Adv. Phys. 43, 357-459 (1994)
More generally, this is the foundation of a powerful numerical technique called
a phase field modeling/method/model
Solidification problem: a dynamic growth of a solid phase by deposition from liquid
This process can be described by writing PDEs with boundary conditions Γ(𝑡)
on the time-dependent interface Γ(𝑡) between solid and liquid phases
solid
Basic idea of phase field method is to replace the sharp boundary by diffuse
boundary by describing solid and liquid phases by an order parameter 𝜓(𝑟, Ԧ 𝑡) liquid
One can introduce a suitable potential, e.g. 𝑉 𝜓 = 𝑎𝜓 2 1 − 𝜓 2 + 𝑏 𝑇 ℎ 𝜓 𝜓=0
𝜕𝜓 𝛿𝐹 𝛿𝑉 2 (3 − 2𝜓)
𝜏 =− = 2𝑐Δ𝜓 𝑟, Ԧ𝑡 − ℎ 𝜓 = 𝜓
𝜕𝑡 𝛿𝜓 𝛿𝜓 𝜓=1
𝜕𝑇 𝜕ℎ[𝜓]
= 𝐷Δ𝑇 +
𝜕𝑡 𝜕𝑡 𝜓=1
Latent heat release at the boundary
R. Kobayashi, A brief introduction to phase field method, AIP Conf. Proc. 1270, 282 (2010) 𝜓=0
More generally, this is the foundation of a powerful numerical technique called
a phase field modeling/method/model
Solidification problem: a dynamic growth of a solid phase by deposition from liquid
This process can be described by writing PDEs with boundary conditions Γ(𝑡)
on the time-dependent interface Γ(𝑡) between solid and liquid phases
solid
Basic idea of phase field method is to replace the sharp boundary by diffuse
boundary by describing solid and liquid phases by an order parameter 𝜓(𝑟, Ԧ 𝑡) liquid
One can introduce a suitable potential 𝑉 𝜓 = 𝑎𝜓 2 1 − 𝜓 2 + 𝑏 𝑇 ℎ 𝜓 𝜓=0
𝜕𝜓 𝛿𝐹 𝛿𝑉 2 (3 − 2𝜓)
𝜏 =− = 2𝑐Δ𝜓 𝑟, Ԧ𝑡 − ℎ 𝜓 = 𝜓
𝜕𝑡 𝛿𝜓 𝛿𝜓 𝜓=1
𝜕𝑇 𝜕ℎ[𝜓]
= 𝐷Δ𝑇 +
𝜕𝑡 𝜕𝑡
Latent heat release at the boundary
R. Kobayashi, A brief introduction to phase field method, AIP Conf. Proc. 1270, 282 (2010) (simulation by M. Plapp)
Ginzburg-Landau theory: correlations
1 2 4 2
𝐹[𝜓(𝑟)]
Ԧ = න𝑑 𝑟Ԧ −𝐵 𝑟Ԧ 𝜓 𝑟Ԧ + 𝑎𝜓 (𝑟)
Ԧ + 𝑏𝜓 (𝑟)
Ԧ + 𝑐 𝛻𝜓 𝑟Ԧ
𝑉
mean field approximation
1
𝑃 𝜓(𝑟)
Ԧ = exp(−𝛽𝐹[𝜓(𝑟)])
Ԧ 𝑍(𝛽) = න 𝐷𝜓(𝑟)
Ԧ exp(−𝛽𝐹[𝜓(𝑟)])
Ԧ
𝑍 𝛽
Correlation function 𝐶 𝑟Ԧ1 , 𝑟Ԧ2 = 𝜓 𝑟Ԧ1 𝜓 𝑟Ԧ2 − 𝜓 𝑟Ԧ1 〉 〈𝜓 𝑟Ԧ2 ∝ exp(−|𝑟Ԧ1 − 𝑟Ԧ2 |/𝜉)
𝑉 ෠ 𝑞) Ԧ
Fourier modes 𝜓 𝑟Ԧ = 2𝜋 3
න 𝑑𝑞Ԧ 𝜓( Ԧ 𝑒 𝑖(𝑞⋅𝑟)
𝜓 𝑟Ԧ1 𝜓 𝑟Ԧ2 = 𝑉
2𝜋 3
‫𝑞 𝑑 ׬‬Ԧ1 𝑒 𝑖(𝑞1 ⋅𝑟Ԧ1) 2𝜋𝑉 3 ‫𝑞 𝑑 ׬‬Ԧ2 𝑒 𝑖(𝑞2⋅𝑟Ԧ2 ) 〈𝜓෠ 𝑞Ԧ1 𝜓෠ 𝑞Ԧ2 〉
𝑉
𝐹𝜓 = 2𝜋 3
න𝑑𝑞Ԧ 𝑎 𝜓෠ 𝑞Ԧ 𝜓෠ −𝑞Ԧ + 𝑐 𝑞Ԧ 2 𝜓෠ 𝑞Ԧ 𝜓෠ −𝑞Ԧ
𝑉 2
𝐹 𝜓෠ = 2𝜋 3
න𝑑𝑞Ԧ 𝑎 + 𝑐 𝑞Ԧ 2 𝜓෠ 𝑞Ԧ
𝑎𝑞
𝑉 2 2
𝐹 𝜓෠ = 2𝜋 3
න𝑑𝑞Ԧ 𝑎𝑞 𝜓෠ 𝑞Ԧ ≈ ෍ 𝑎𝑖 𝜓෠ 𝑖
𝑖
1
෠ 𝑞)
𝑃 𝜓( Ԧ = exp(−𝛽𝐹[𝜓( ෠ 𝑞)])
Ԧ ෠ 𝑞)
𝑍(𝛽) = න 𝐷 𝜓( ෠ 𝑞)])
Ԧ exp(−𝛽𝐹[𝜓( Ԧ
𝑍 𝛽
෠ ෠ ෠ ෡
−𝛽𝐹[𝜓]
‫׬‬ 𝐷 𝜓 𝜓 𝑞Ԧ1 𝜓( 𝑞
Ԧ 2 )𝑒 𝑎𝑞 = 𝑎 + 𝑐 𝑞Ԧ 2
𝜓෠ 𝑞Ԧ1 𝜓(
෠ 𝑞Ԧ2 ) =
෡
‫𝜓𝐷 ׬‬෠ 𝑒 −𝛽𝐹[𝜓] 2 −𝛽𝑎 𝜓
෡ 2
2𝜋 3 ‫𝜓 𝑑 ׬‬෠ 𝑖 𝜓෠ 𝑖 𝑒 𝑖 𝑖 2𝜋 3 𝛿 𝑞Ԧ1 + 𝑞Ԧ2

= 𝑉 𝛿 𝑞Ԧ1 + 𝑞Ԧ2 2 =
‫𝜓 𝐷 ׬‬෠ 𝑖 𝑒 −𝛽𝑎 ෡
𝜓
𝑖 𝑖 𝑉 2𝛽𝑎𝑞
𝜓 𝑟Ԧ1 𝜓 𝑟Ԧ2 = 𝑉
2𝜋 3
‫𝑞 𝑑 ׬‬Ԧ1 𝑒 𝑖(𝑞1 ⋅𝑟Ԧ1) 2𝜋𝑉 3 ‫𝑞 𝑑 ׬‬Ԧ2 𝑒 𝑖(𝑞2⋅𝑟Ԧ2 ) 〈𝜓෠ 𝑞Ԧ1 𝜓෠ 𝑞Ԧ2 〉
2𝜋 3 𝑉 𝑟 = |𝑟Ԧ1 − 𝑟Ԧ2 |
𝑉2
𝜓 𝑟Ԧ1 𝜓 𝑟Ԧ2 = Ԧ1 𝑒 𝑖(𝑞1⋅(𝑟Ԧ1−𝑟Ԧ2 ))
6 න 𝑑𝑞 2
= 𝑒 −𝑟/𝜉
2𝜋 𝑉 2𝛽 𝑎 + 𝑐 𝑞Ԧ1 8𝜋𝛽𝑐𝑟 𝜉= 𝑐/𝑎
𝑉 𝑟 = |𝑟Ԧ1 − 𝑟Ԧ2 |
𝜓 𝑟Ԧ1 𝜓 𝑟Ԧ2 = 𝑒 −𝑟/𝜉
8𝜋𝛽𝑐𝑟 𝜉= 𝑐/𝑎
𝜉 ∝ 𝑇 − 𝑇𝑐 −1/2 𝜈 = 1/2
Near critical point, 𝑎 ≈ 𝑎0 (𝑇 − 𝑇𝑐 )
At critical point, 𝐶 𝑟Ԧ1 , 𝑟Ԧ2 ∝ 𝑟 −𝑑+2−𝜂 The exponent 𝜂 can be obtained

𝛾
from scaling relations: 𝜂 =2− =0
𝜈
Summary of the lecture
The effective theory by Landau yields qualitative description of phase transitions
Metastable phases may coexist and lead to hysteresis
First-order phase transitions are dynamical processes
Metastability is crucial for glass systems

Ginzburg-Landau theory incorporates spatial inhomogeneities and dynamics
This theory may describe pattern formation, reaction-diffusion phenomena,
phase separation, etc.
This is also the basis for efficient numerical tools for describing the dynamics
of solidification, melting, dendritic and crystal growth, and much more

Lecture3 v2

Uploaded by

Copyright:

Available Formats

You might also like

Lecture3 v2

Uploaded by

Document Information

Original Description:

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Lecture3 v2

Uploaded by

Copyright:

Available Formats

Statistical physics:

Critical exponents are inter-related, only two are independent

Critical exponents allow one to attribute models/experiments into universality classes

Universality and self-similarity are crucial notions in statistical physics

2. Mean field approximation and critical exponents

3. (Ginzburg-)Landau theory of phase transitions

energy 𝑁𝑧𝑚2 /2 entropy (see lecture 1)

Near critical 𝐵 𝑇−𝑇𝑐 𝑚2 𝑇 𝑚4

2. One writes the free energy F(m,T,B) as an expansion in

3. One minimizes the free energy F(m,T,B) with respect to m

Lev Landau (1908-1968)

Example: Heisenberg model 𝐸 = −𝐵 ⋅ ෍ 𝑠Ԧ𝑖 − 𝐽 ෍ 𝑠Ԧ𝑖 ⋅ 𝑠Ԧ𝑗

What is the free energy expansion? 𝑓 𝑚, 𝑇, 𝐵 is a scalar that is invariant under

changes the sign at Tc >0 to ensure that the

Example: Heisenberg model 𝐸 = −𝐵 ⋅ ෍ 𝑠Ԧ𝑖 − 𝐽 ෍ 𝑠Ԧ𝑖 ⋅ 𝑠Ԧ𝑗

What is the free energy expansion? 𝑓 𝑚, 𝑇, 𝐵 is a scalar that is invariant under

What is the free energy expansion? 𝑓 𝑚, 𝑇,-0.5

Minimization? 𝐵=0 𝑎 𝑇 >0 𝑚𝑘 = 0 𝑚=0

Crystal-order phase Smectic phases: Nematic phase: Isotropic phase:

Minimization? 𝜕𝐹 = 2𝑎Λ + 3𝑏Λ2 + 4𝑐Λ3 = 0 Λ = 0 is always an extremum

Which one does minimize the free energy? −3𝑏 ± 9𝑏 2 − 32𝑎𝑐

This notion is crucial for the theory of -0.8

I. Dierking, Chapter 1:Introduction , in Polymer-modified Liquid Crystals, 2019, pp. 1-18

World’s annual production:

I. Dierking, Chapter 1:Introduction , in Polymer-modified Liquid Crystals, 2019, pp. 1-18

However, the order parameter often changes in space 𝑚 → 𝜓(𝑟)

𝜓 𝑥 = {𝜓1 , … , 𝜓𝑁 } 𝜓𝑖+1 −𝜓𝑖 2

When the order parameter is not conserved, 0.3

Gradient descent dynamics

When the order parameter is not conserved, 0.3

a nonlinear diffusion-reaction equation (Allen-Cahn equation)

When the order parameter is not conserved, 0.3

a nonlinear diffusion-reaction equation (Allen-Cahn equation)

2𝜋 3 ‫𝜓 𝑑 ׬‬෠ 𝑖 𝜓෠ 𝑖 𝑒 𝑖 𝑖 2𝜋 3 𝛿 𝑞Ԧ1 + 𝑞Ԧ2

At critical point, 𝐶 𝑟Ԧ1 , 𝑟Ԧ2 ∝ 𝑟 −𝑑+2−𝜂 The exponent 𝜂 can be obtained

Metastable phases may coexist and lead to hysteresis

First-order phase transitions are dynamical processes

Metastability is crucial for glass systems

You might also like