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8.334 Statistical Mechanics II: Statistical Physics of Fields
Spring 2008
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8.334: Statistical Mechanics II Spring 2008 Test 1
Review Problems
The test isclosed book, but if you wish youmay bringa one-sidedsheet of formulas.
Theintentofthissheetisasareminderofimportantformulasanddenitions,andnotas
a compact transcription ofthe answers provided here. If this privilege is abused, it will be
revokedforfuturetests. Thetestwillbecomposedentirelyfromasubsetofthefollowing
problems. Thusifyouarefamiliarandcomfortablewiththeseproblems,therewillbeno
surprises!
********
1. The binary alloy: A binaryalloy (as inbrass)consistsofN
A
atomsoftypeA,and
N
B
atoms oftypeB.The atoms form a simple cubic lattice, each interactingonly with its
sixnearestneighbors. AssumeanattractiveenergyofJ (J >0)betweenlikeneighbors
AAandBB,butarepulsiveenergyof+JforanABpair.
(a) Whatistheminimumenergyconguration,orthestateofthesystematzerotemper-
ature?
(b) Estimate the total interaction energy assumingthat the atoms arerandomly distributed
amongtheNsites;i.e. eachsite is occupied independentlywith probabilitiesp
A
=N
A
/N
andp
B
=N
B
/N.
(c) Estimate the mixing entropy of the alloy with the same approximation. Assume
N
A
, N
B
1.
(d) Using the above, obtain a free energy functionF(x),where x= (N
A
N
B
)/N. Expand
F(x)tothefourthorderinx, andshowthattherequirementofconvexityofF breaks
down below a criticaltemperatureT
c
. For theremainder ofthis problem use the expansion
obtained in (d)in placeofthe full functionF(x).
(e) Sketch F(x) for T > T
c
, T = T
c
, and T < T
c
. For T < T
c
there is a range of
compositionsx <|x
sp
(T)| whereF(x) isnotconvexandhencethecompositionislocally
unstable. Findx
sp
(T).
(f) The alloy globally minimizes its free energy by separating intoArichandBrich phases
ofcompositionsx
eq
(T),where x
eq
(T) minimizesthefunctionF(x). Findx
eq
(T).
(g) Inthe (T, x) planesketchthephaseseparationboundaryx
eq
(T);andthesocalled
spinodal linex
sp
(T). (Thespinodallineindicatesonsetofmetastabilityandhysteresis
eects.)
********
1






2. The Ising model of magnetism: The local environment of an electron in a crystal
sometimesforcesitsspintostayparalleloranti-paralleltoagivenlatticedirection. As
amodelofmagnetisminsuchmaterialswedenotethedirectionofthespinbyasingle
variable
i
=1 (anIsingspin). Theenergyofaconguration{
i
} ofspinsisthengiven
by
N
1
H = J
ij

j
h
i
;
2
i,j=1 i
wherehisanexternalmagneticeld,andJ
ij
istheinteractionenergybetweenspinsat
sitesiandj.
(a) ForN spinswemakethedrasticapproximation thattheinteractionbetweenallspins
isthesame,andJ
ij
=J/N (theequivalentneighbormodel). Showthattheenergycan

N
nowbewrittenasE(M, h) =N[Jm
2
/2 +hm],with amagnetizationm=
i=1

i
/N=
M/N.
(b) Show that the partition function Z(h, T) =
{
i
}
exp(H) can be re-written as
Z=
M
exp[F(m, h)]; withF(m, h) easilycalculated byanalogyto problem (1). For
theremainderoftheproblemworkonlywithF(m, h) expandedto4thorderinm.
(c) Bysaddle point integration show that theactual freeenergyF(h, T) =kTln Z(h, T)
is given byF(h, T) =min[F(m, h)]
m
. Whenisthesaddlepointmethodvalid? Notethat
F(m, h) is an analyticfunction but not convex for T < T
c
, while the true free energy
F(h, T) isconvexbutbecomesnon-analyticduetotheminimization.
(d)Forh =0nd thecriticaltemperatureT
c
belowwhichspontaneous magnetization
appears;andcalculatethemagnetizationm(T) in the low temperature phase.
(e) Calculate thesingular (non-analytic)behavioroftheresponse functions
E

m

C= , and = .
T
h=0
h
h=0
********
3. The latticegas model: ConsideragasofparticlessubjecttoaHamiltonian
N
2

p
i
1
H = + V(r
i
r
j
), inavolume V.
2m 2
i=1 i,j
(a) Showthatthegrandpartitionfunctioncanbewrittenas
_ _

_ _
N _
N

1 e

= d
3
r
i
exp
_
V(r
i
r
j
)
_
.
N!
3
2
N=0 i=1 i,j
2
_

(b) Thevolume V isnowsubdividedintoN =V/a
3
cellsofvolumea
3
,withthespacinga
chosen smallenoughso thateachcellis either emptyor occupied byone particle; i.e.the
celloccupationnumbern

isrestrictedto 0or 1 (= 1, 2, , N).Afterapproximating
3

N
the integrals d
3
rbysumsa
=1
,showthat
_ _
_ _
n
N

e

a
3

exp
_
n

V(r

r

)
_
.

3
2
{n

=0,1} ,=1
(c) Bysettingn

= (1 +

)/2andapproximatingthepotentialbyV(r

r

) =J/N,
show that thismodel is identicalto theonestudied in problem (2). What does this imply
aboutthebehaviorofthisimperfectgas?
********
4. Surfactant condensation: N surfactantmoleculesareaddedtothesurfaceofwater
overanareaA. TheyaresubjecttoaHamiltonian
N
H =

p
i
2
+
1

V(r
i
r
j
),
2m 2
i=1 i,j
wherer
i
and p
i
are two dimensional vectors indicating the positionand momentum of
particlei.
(a) WritedowntheexpressionforthepartitionfunctionZ(N, T, A) intermsofintegrals
overr
i
andp
i
,andperformtheintegralsoverthemomenta.
The interparticle potentialV(r) isinniteforseparations|r| < a,andattractivefor
_

|r| > asuch that

a
2rdrV(r) =u
0
.
(b)Estimatethetotalnonexcludedareaavailableinthepositionalphasespaceofthe
systemofN particles.
(c) Estimate the total potential energyof the system,assuming a uniform density n=N/A.
Usingthispotentialenergyforallcongurationsallowedinthepreviouspart,writedown
anapproximationforZ.
(d) Thesurfacetensionofwaterwithoutsurfactantsis
0
,approximatelyindependentof
temperature. Calculatethesurfacetension(n, T) inthepresenceofsurfactants.
(e) Show that below a certain temperature, T
c
, the expression foris manifestly incorrect.
Whatdoyouthinkhappensatlowtemperatures?
(f) Computetheheatcapacities, C
A
andwritedownanexpressionforC

withoutexplicit
evaluation,duetothesurfactants.
3
_ _ _
_ _ _
_
********
5. Cubic invariants: Whentheorderparameterm,goestozerodiscontinuously,the
phasetransitionissaidtoberstorder(discontinuous). Acommonexampleoccursin
systemswheresymmetryconsiderationsdonotexcludeacubictermintheLandaufree
energy,asin
H = d
d
x
K
(m)
2
+
t
m
2
+cm
3
+um
4
(K, c, u >0).
2 2
(a) Byplottingtheenergydensity(m),foruniform matvariousvaluesoft,showthat
astisreduced there isa discontinuous jumptom= 0forapositivetinthesaddlepoint
approximation.
(b) Bywritingdownthetwoconditionsthatmandtmustsatisfyatthetransition,solve
formandt.
(c) Recall that the correlation lengthisrelatedtothecurvatureof(m) atitsminimum
byK
2
=
2
/m
2
|
eq.
. Plotasafunctionoft.
********
6. Tricritical point: Bytuninganadditional parameter,asecondorder transitioncan be
maderstorder. Thespecialpointseparatingthetwotypesoftransitionsisknownasa
tricriticalpoint,andcanbestudiedbyexaminingtheLandauGinzburgHamiltonian
H = d
d
x
K
(m)
2
+
t
m
2
+um
4
+vm
6
hm ,
2 2
whereucan be positive or negative.Foru <0, a positivevis necessaryto ensure stability.
(a)Bysketchingtheenergydensity(m), forvarioust, showthatinthesaddlepoint
approximationthereisarst-ordertransitionforu <0andh= 0.
(b) Calculatetand the discontinuitymat this transition.
(c) For h= 0 andv >0, plot the phase boundary in the (u, t) plane, identifying the phases,
andorderofthephasetransitions.
(d)Thespecialpointu=t=0,separatingrstandsecondorderphaseboundaries,is
atricritical point. Foru=0,calculatethetricriticalexponents,,,and, governing
thesingularitiesinmagnetization, susceptibility, andheat capacity. (Recall: C t

;
m(h= 0) t

; t

;andm(t= 0) h
1/
.)
********
7. Transverse susceptibility: An ncomponentmagnetizationeldm(x) iscoupledtoan
externaleld

hthroughaterm d
d
x

h in the HamiltonianH. h= 0 m(x) IfH for

4

_
isinvariant underrotationsof ln Z/V )only m(x); thenthefreeenergy density (f =
dependsontheabsolutevalueof

h; i.e. f(

h) =f(h),where h=|

h|.
(a) Show thatm

=
_
d
d
xm

(x)/V =h

f

(h)/h.
(b) Relatethesusceptibilitytensor

=m

/h

, tof

(h), h. m,and

(c) Showthatthetransverseandlongitudinalsusceptibilitiesaregivenby
t
=m/hand

=f

(h); m. wheremisthemagnitudeof
(d) Conclude that
t
divergesas

h 0,wheneverthereisaspontaneousmagnetization.
Isthereanysimilarapriorireasonfor

to diverge?
********
8. Spin waves: IntheXYmodelofn=2magnetism,aunitvectors= (s
x
, s
y
) (with
s
2
x
+s
2
y
= 1)isplacedoneachsiteofaddimensionallattice. Thereisaninteractionthat
tendstokeepnearestneighborsparallel,i.e. aHamiltonian
H =K s
i
s
j
.
<ij>
Thenotation< ij>isconventionallyusedtoindicatesummingoverallnearestneighbor
pairs (i, j).
(a) Rewrite the partition functionZ=
i
ds
i
exp(H),asanintegral overthesetof
angles{
i
} betweenthespins{s
i
} andsomearbitraryaxis.
(b)At lowtemperatures (K 1),theangles{
i
} varyslowlyfromsitetosite. Inthis
caseexpand H togetaquadraticformin{
i
}.
(c)Ford=1,considerLsiteswith periodic boundaryconditions (i.e. formingaclosed
chain). Findthenormalmodes
q
that diagonalize the quadratic form (by Fourier trans-
formation),andthecorrespondingeigenvaluesK(q).Paycarefulattentiontowhetherthe
modesarerealorcomplex,andtotheallowedvaluesofq.
(d) Generalizetheresultsfromthepreviousparttoaddimensionalsimplecubiclattice
withperiodicboundaryconditions.
(e) Calculatethecontributionofthesemodestothefreeenergyandheatcapacity. (Eval-
uate theclassical partitionfunction,i.e. donotquantizethemodes.)
(f) Find an expression for s
0
s
x
= exp[i
x
i
0
] by adding contributions from
dierent Fourier modes.Convince yourselfthat for|x| , onlyq 0 modes contribute
appreciablytothisexpression,andhencecalculatetheasymptoticlimit.
(g) Calculatethetransversesusceptibilityfrom
t

_
d
d
xs
0
s
x

c
. Howdoesitdepend
onthesystemsizeL?
(h) Ind= 2,showthat
t
onlydiverges forKlargerthanacriticalvalueK
c
= 1/(4).
5
_
_
_ _ _
_ _ _
********
9. Capillary waves: Areasonablyatsurfaceinddimensionscanbedescribedbyits
heighth,asa functionof theremaining (d 1)coordinatesx = (x
1
, ...x
d1
). Convince
yourselfthatthegeneralizedareaisgivenbyA =
_
d
d1
x 1 +(h)
2
. Withasurface
tension,theHamiltonianissimplyH =A.
(a) At suciently low temperatures, there are onlyslow variations inh. Expand the energy
toquadraticorder,andwritedownthepartitionfunctionasafunctionalintegral.
(b)UseFouriertransformationtodiagonalizethequadraticHamiltonianintoitsnormal
modes{h
q
} (capillary waves).
(c) WhatsymmetrybreakingisresponsiblefortheseGoldstonemodes?
(d) Calculatetheheightheightcorrelations h(x) h(x

)
_
2
.
(e) Comment on the form of the result (d) in dimensionsd= 4,3,2,and1.
(f)Byestimatingtypicalvaluesofh,commenton when it is justied to ignore higher
ordertermsintheexpansionforA.
********
10. Gauge uctuations in superconductors: TheLandauGinzburgmodelofsupercon-
ductivitydescribesacomplexsuperconductingorderparameter(x) =
1
(x) +i
2
(x),
andtheelectromagneticvectorpotentialA

(x),which aresubjecttoaHamiltonian
H = d
3
x
t
||
2
+u||
4
+
K
D

+
L
(A)
2
.
2 2

2
The gauge-invariant derivativeD



ieA

(x),introducesthecouplingbetweenthe
twoelds. (IntermsofCooperpairparameters, e=e

c/h,K= h
2
/2m

.)
(a) ShowthattheaboveHamiltonianisinvariantunderthelocal gauge symmetry:
1
(x) (x) exp(i(x)) , and A

(x) A

(x) +

.
e
(b) Showthatthereisasaddlepointsolutionoftheform(x) =,andA

(x) =0,and
nd fort >0andt <0.
(c) Fort <0,calculatethecostofuctuationsbysetting
(x) = +(x) exp(i(x)) ,
A

(x) =a

(x), (with

a

= 0 in the Coulomb gauge)
andexpandingH toquadraticorderin,,anda.
6
_
_ _
_

(d)PerformaFouriertransformation,andcalculatetheexpectationvaluesof |(q)|
2
,
|(q)|
2
,and |a(q)|
2
.
********
11. Fluctuations around a tricritical point: Asshowninapreviousproblem,theHamil-
tonian
_ _
H = d
d
x
K
(m)
2
+
t
m
2
+um
4
+vm
6
,
2 2
withu= 0andv >0describesatricriticalpoint.
(a) Calculatetheheatcapacitysingularityast 0bythesaddlepointapproximation.
(b) Includebothlongitudinalandtransverseuctuationsbysetting
n
m (x) =
_
m+

(x)
_
e

+

t
(x) e

,
=2
andexpandingH toquadraticorderin.
(c) Calculatethelongitudinalandtransversecorrelationfunctions.
(d) Computetherstcorrectiontothesaddlepointfreeenergyfromuctuations.
(e) Findtheuctuationcorrectiontotheheatcapacity.
(f) Bycomparingtheresults from parts (a)and (e)for t <0obtainaGinzburgcriterion,
andtheuppercriticaldimensionforvalidityofmeaneldtheoryatatricriticalpoint.
(g) A generalizedmulticritical point is described byreplacingthe termvm
6
withu
2n
m
2n
.
Use simple power countingtondthe upper critical dimension ofthis multicritical point.
********
7