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diff --git a/ising_scaling.tex b/ising_scaling.tex new file mode 100644 index 0000000..1bd9843 --- /dev/null +++ b/ising_scaling.tex @@ -0,0 +1,315 @@ +\documentclass[ + aps, + prb, + reprint, + longbibliography, + floatfix +]{revtex4-2} + +\usepackage[utf8]{inputenc} +\usepackage[T1]{fontenc} +\usepackage{newtxtext, newtxmath} +\usepackage[ + colorlinks=true, + urlcolor=purple, + citecolor=purple, + filecolor=purple, + linkcolor=purple +]{hyperref} +\usepackage{amsmath} +\usepackage{graphicx} +\usepackage{xcolor} + +\begin{document} + +\title{Smooth Ising universal scaling functions} + +\author{Jaron Kent-Dobias} +\affiliation{Laboratoire de Physique de l'Ecole Normale Supérieure, Paris, France} + +\author{James P.~Sethna} +\affiliation{Laboratory of Atomic and Solid State Physics, Cornell University, Ithaca, NY, USA} + +\date\today + +\begin{abstract} +\end{abstract} + +\maketitle + +At continuous phase transitions the thermodynamic properties of physical +systems have singularities. Celebrated renormalization group analyses imply +that not only the principal divergence but also entire additive functions are +\emph{universal}, meaning that they will appear at any critical points that +connect phases of the same symmetries in the same spatial dimension. The study +of these universal functions is therefore doubly fruitful: it provides both a +description of the physical or model system at hand, and \emph{every other +system} whose symmetries, interaction range, and dimension puts it in the same +universality class. + +The continuous phase transition in the two-dimensional Ising model is perhaps +the most well studied, and its universal thermodynamic functions have likewise +received the most attention. Precision numeric work both on the lattice +critical theory and on the ``Ising'' critical field theory (related by +universality) have yielded high-order polynomial expansions of those functions +in various limits, along with a comprehensive understanding of their analytic +properties and even their full form \cite{Fonseca_2003_Ising, Mangazeev_2008_Variational, Mangazeev_2010_Scaling}. In parallel, smooth approximations of the +Ising ``equation of state'' have produced convenient, evaluable, differentiable +empirical functions \cite{Guida_1997_3D, Campostrini_2000_Critical, Caselle_2001_The}. Despite being differentiable, these approximations become +increasingly poor when derivatives are taken due to the presence of a subtle +essential singularity that is previously unaccounted for. + +This paper attempts to find the best of both worlds: a smooth approximate +universal thermodynamic function that respects the global analyticity of the +Ising free energy, for both the two-dimensional Ising model (where much is +known) and the three-dimensional Ising model (where comparatively less is +known). First, parametric coordinates are introduced that remove unnecessary +nonanalyticities from the scaling function. Then the arbitrary analytic +functions that compose those coordinates are approximated by truncated +polynomials whose coefficients are fixed by matching the series expansions of +the universal function in three critical regimes: at no field and low +temperature, no field and high temperature, and along the critical isotherm. + +This paper is divided into four parts. First, general aspects of the problem +will be reviewed that are relevant in all dimensions. Then, the process +described above will be applied to the two- and three-dimensional Ising models. + +\section{General aspects} + +\subsection{Universal scaling functions} + +Renormalization group analysis of the Ising critical point indicates that the free energy per site $f$ may be written, as a function of the reduced temperature $t=(T-T_c)/T_c$ and external field $h=H/T$, +\begin{equation} + f(t,h)=g(t,h)+f_s(t,h) +\end{equation} +with $g$ a nonuniversal analytic function that depends entirely on the system +in question and $f_s$ a singular function. The singular part $f_s$ can be said +to be universal in the following sense: for any system that shares the +universality with the Ising model, if the near-identity smooth change of coordinates +$u_t(t, h)$ and $u_h(t,h)$ is made such that the flow equations for the new +coordinates are exactly linearized, e.g., +\begin{align} \label{eq:flow} + \frac{du_t}{d\ell}=\frac1\nu u_t + && + \frac{du_h}{d\ell}=\frac{\beta\delta}\nu u_h, +\end{align} +then $f_s(u_t, u_h)$ will be the same function, up to constant rescalings of +the free energy and the nonlinear scaling fields $u_t$ and $u_h$. In order to +fix this last degree of freedom, we adopt the convention established by +\textbf{[probably earlier than what I'm citing here]} +\cite{Fonseca_2003_Ising}. The dependence of the nonlinear scaling variables on +the parameters $t$ and $h$ is also system-dependent, and their form can be +found for common model systems (the square- and triangular-lattice Ising +models) in the literature \cite{Clement_2019_Respect}. + +With the flow equations \eqref{eq:flow} along with that for the free energy, +the form of $f_s$ is highly constrained, further reduced to a universal +\emph{scaling function} of a single variable $u_h|u_t|^{-\beta\delta}$ (or equivalently +$u_tu_h^{-1/\beta\delta}$) with multiplicative power laws in $u_t$ or $u_h$ and +(sometimes) simple additive singular functions of $u_t$ and $u_h$. The special +variables are known as scaling invariants, as they are invariant under the flow +\eqref{eq:flow}. Reasonable assumptions about the analyticity of the scaling +function of a single variable then fixes the principal singularity at the +critical point. + +\subsection{Essential singularities and droplets} + +Another, more subtle, singularity exists which cannot be captured by the +multiplicative factors or additive terms, residing instead inside the scaling +function itself. The origin can be schematically understood to arise from a +singularity that exists in the complex free energy of the metastable phase of +the model, suitably continued into the equilibrium phase. When the equilibrium +Ising model with positive magnetization is subjected to a small negative +magnetic field, its equilibrium state instantly becomes one with a negative +magnetization. However, under physical dynamics it takes time to arrive at this +state, which happens after a fluctuation containing a sufficiently large +equilibrium `bubble' occurs. + +The bulk of such a bubble of radius $R$ lowers the free energy by +$2M|H|V_dR^d$, where $d$ is the dimension of space, $M$ is the magnetization, +$H$ is the external field, and $V_d$ is the volume of a $d$-ball, but its +surface raises the free energy by $\sigma S_dR^{d-1}$, where $\sigma$ is the +surface tension between the stable--metastable interface and $S_d$ is the +volume of a $(d-1)$-sphere. The bubble is sufficiently large to decay +metastable state when the differential bulk savings outweigh the surface costs. + +This critical bubble occurs with free energy cost +\begin{equation} + \begin{aligned} + \Delta F_c + &\simeq\left(\frac{S_d\sigma}d\right)^d\left(\frac{d-1}{2V_dM|H|}\right)^{d-1} \\ + &\simeq T\left(\frac{S_d\mathcal S(0)}d\right)^d\left[\frac{2V_d\mathcal M(0)}{d-1}ht^{-\beta\delta}\right]^{-(d-1)} + \end{aligned} +\end{equation} +where $\mathcal S(0)$ and $\mathcal M(0)$ are the critical amplitudes for the +surface tension and magnetization, respectively \textbf{[find more standard +notation]} \cite{Kent-Dobias_2020_Novel}. +In the context of statistical mechanics, Langer demonstrated that the decay rate is asymptotically proportional to the imaginary part of the free energy in the metastable phase, with (assuming Arrhenius behavior) +\begin{equation} + \operatorname{Im}f\propto\Gamma\sim e^{-\beta\Delta F_c}=e^{-1/(B|h||t|^{-\beta\delta})^{d-1}} +\end{equation} +which can be more rigorously related in the context of quantum field theory. + +This is a singular contribution that depends principally on the scaling +invariant $ht^{-\beta\delta}\simeq u_h|u_t|^{-\beta\delta}$. It is therefore +suggestive that this should be considered a part of the singular free energy +$f_s$, and moreover part of the scaling function that composes it. We will therefore make the ansatz that +\begin{equation} + \operatorname{Im}\mathcal F_-(\xi)=A\Theta(-\xi)|\xi|^{-b}e^{-1/(B|\xi|)^{d-1}}\left(1+O(\xi)\right) +\end{equation} +\cite{Houghton_1980_The} +The exponent $b$ depends on dimension and can be found through a more careful +accounting of the entropy of long-wavelength fluctuations in the droplet +surface \cite{Gunther_1980_Goldstone}. +Kramers--Kronig type dispersion relations can then be used to recover the +singular part of the real scaling function from this asymptotic form. + +\subsection{Schofield coordinates} + +The invariant combinations $u_h|u_t|^{-\beta\delta}$ or +$u_t|u_h|^{-1/\beta\delta}$ are natural variables to describe the scaling +functions, but prove unwieldy when attempting to make smooth approximations. +This is because, when defined in terms of these variables, scaling functions +that have polynomial expansions at small argument have nonpolynomial expansions +at large argument. Rather than deal with the creative challenge of dreaming up +functions with different asymptotic expansions in different limits, we adopt +different coordinates, in terms of which a scaling function can be defined that +has polynomial expansions in \emph{all} limits. + +In all dimensions, the Schofield coordinates $R$ and $\theta$ will be implicitly defined by +\begin{align} \label{eq:schofield} + u_t(R, \theta) = Rt(\theta) + && + u_h(R, \theta) = R^{\beta\delta}h(\theta) +\end{align} +where $t$ and $h$ are polynomial functions selected so as to associate different scaling limits with different values of $\theta$. We will adopt standard forms for these functions, given by +\begin{align} \label{eq:schofield.funcs} + t(\theta)=1-\theta^2 + && + h(\theta)=\left(1-\frac{\theta^2}{\theta_c^2}\right)\sum_{i=0}^\infty h_i\theta^{2i+1} +\end{align} +This means that $\theta=0$ corresponds to the high-temperature zero-field line, +$\theta=1$ to the critical isotherm at nonzero field, and $\theta=\theta_c$ to +the low-temperature zero-field (phase coexistence) line. + +In practice the infinite series in \eqref{eq:schofield.funcs} cannot be +entirely fixed, and it will be truncated at finite order. We will notate the +truncation an upper bound of $n$ by $h^{(n)}$. The convergence of the +coefficients as $n$ is increased will be part of our assessment of the success +of the convergence of the scaling form. + +\section{The 2D Ising model} + +\subsection{Definition of functions} + +The scaling function for the two-dimensional Ising model is the most +exhaustively studied universal forms in statistical physics and quantum field +theory. +\begin{equation} \label{eq:free.energy.2d.low} + f_s(u_t, u_h) + = |u_t|^2\mathcal F_{\pm}(u_h|u_t|^{-\beta\delta}) + +\frac{u_t^2}{8\pi}\log u_t^2 +\end{equation} +where the functions $\mathcal F_\pm$ have expansions in nonnegative integer powers of their arguments. +\begin{equation} \label{eq:free.energy.2d.mid} + f_s(u_t, u_h) + = |u_h|^{2/\beta\delta}\mathcal F_0(u_t|u_h|^{-1/\beta\delta}) + +\frac{u_t^2}{8\pi}\log u_h^{2/\beta\delta} +\end{equation} +where the function $\mathcal F_0$ has a convergent expansion in nonnegative integer powers of its argument. +To connect with Mangazeev and Fonseca, $\mathcal F_0(x)=\tilde\Phi(-x)=\Phi(-x)+(x^2/8\pi) \log x^2$ and $\mathcal F_\pm(x)=G_{\mathrm{high}/\mathrm{low}}(x)$. + +Schofield coordinates all us to define a global scaling function $\mathcal F$ by +\begin{equation} \label{eq:schofield.2d.free.energy} + f_s(R, \theta) = R^2\mathcal F(\theta) + t(\theta)^2\frac{R^2}{8\pi}\log R^2 +\end{equation} +The scaling function $\mathcal F$ can be defined in terms of the more +conventional ones above by substituting \eqref{eq:schofield} into \eqref{eq:free.energy.2d.low} and +\eqref{eq:free.energy.2d.mid}, yielding +\begin{equation} \label{eq:scaling.function.equivalences.2d} + \begin{aligned} + &\mathcal F(\theta) + =t(\theta)^2\mathcal F_\pm\left[h(\theta)|t(\theta)|^{-\beta\delta}\right] + +\frac{t(\theta)^2}{8\pi}\log t(\theta)^2 \\ + &=|h(\theta)|^{2/\beta\delta}\mathcal F_0\left[t(\theta)|h(\theta)|^{-1/\beta\delta}\right] + +\frac{t(\theta)^2}{8\pi}\log h(\theta)^{2/\beta\delta} + \end{aligned} +\end{equation} +Examination of \eqref{eq:scaling.function.equivalences.2d} finds that $\mathcal F$ has expansions in integer powers in the entire domain $-\theta_c\leq0\leq\theta_c$. + + +\begin{equation} \label{eq:im.f.func.2d} + f(x)=\Theta(-x) |x| e^{-1/|x|} +\end{equation} +\begin{equation} + \operatorname{Im}\mathcal F(\theta)=A\left\{f\left[\tilde B(\theta_c-\theta)\right]+f\left[b(\theta_c+\theta)\right]\right\} +\end{equation} + +\begin{equation} + \begin{aligned} + \operatorname{Re}\mathcal F(\theta) + &=G(\theta^2)-\frac{\theta^2}\pi\int d\vartheta\, \frac{\operatorname{Im}\mathcal F(\vartheta)}{\vartheta^2(\vartheta-\theta)} \\ + &=G(\theta^2)+\frac A\pi\left\{f[\tilde B(\theta_c-\theta)]+f[\tilde B(\theta_c+\theta)]\right\} + \end{aligned} +\end{equation} +for arbitrary analytic function $G$ with +\begin{equation} + G(x)=\sum_{i=0}^\infty G_ix^i +\end{equation} +and $f$ is +\begin{equation} + f(x)=xe^{1/x}\operatorname{Ei}(-1/x) +\end{equation} +the Kramers--Kronig transformation of \eqref{eq:im.f.func.2d}, where $\operatorname{Ei}$ is the exponential integral. + +\subsection{Iterative fitting} + +\subsection{Comparison with other smooth forms} + +\section{The three-dimensional Ising model} + +The three-dimensional Ising model is easier in some ways, since its hyperbolic critical point lacks stray logarithms. + +\begin{equation} \label{eq:free.energy.3d.low} + f_s(u_t, u_h) + = |u_t|^{2-\alpha}\mathcal F_{\pm}(u_h|u_t|^{-\beta\delta}) +\end{equation} +\begin{equation} \label{eq:free.energy.3d.mid} + f_s(u_t, u_h) + = |u_h|^{(2-\alpha)/\beta\delta}\mathcal F_0(u_t|u_h|^{-1/\beta\delta}) +\end{equation} +\begin{equation} \label{eq:schofield.3d.free.energy} + f_s(R, \theta) = R^2\mathcal F(\theta) +\end{equation} +\begin{equation} \label{eq:scaling.function.equivalences.3d} + \begin{aligned} + \mathcal F(\theta) + &=t(\theta)^{2-\alpha}\mathcal F_\pm\left[h(\theta)|t(\theta)|^{-\beta\delta}\right] \\ + &=|h(\theta)|^{(2-\alpha)/\beta\delta}\mathcal F_0\left[t(\theta)|h(\theta)|^{-1/\beta\delta}\right] + \end{aligned} +\end{equation} +\begin{equation} \label{eq:im.f.func.3d} + f(x)=\Theta(-x) |x|^{-7/3} e^{-1/|x|^2} +\end{equation} +\begin{equation} + f(x)=\frac{e^{-1/x^2}}{12}\left[ + \frac4x\Gamma\big(\tfrac23\big)\operatorname{E}_{\frac53}(-x^{-2}) + -\frac1{x^2}\Gamma\big(\tfrac16\big)\operatorname{E}_{\frac76}(-x^{-2}) + \right] +\end{equation} + +\section{Outlook} + +The successful smooth description of the Ising free energy produced in part by analytically continuing the singular imaginary part of the metastable free energy inspires an extension of this work: a smooth function that captures the universal scaling \emph{through the coexistence line and into the metastable phase}. Indeed, the tools exist to produce this: by writing $t(\theta)=(1-\theta^2)(1-(\theta/\theta_m)^2)$ for some $\theta_m>\theta_c$, the invariant scaling combination + +\begin{acknowledgments} + The authors would like to thank Tom Lubensky, Andrea Liu, and Randy Kamien + for helpful conversations. The authors would also like to think Jacques Perk + for pointing us to several insightful studies. JPS thanks Jim Langer for past + inspiration, guidance, and encouragement. This work was supported by NSF + grants DMR-1312160 and DMR-1719490. +\end{acknowledgments} + +\bibliography{ising_scaling} + +\end{document} |