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    Lecture 8: The Ising model

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    Introduction

    Up to now: Toy systems with interesting properties(random walkers, cluster growth, percolation)

    Common to them: No interactions

    Add interactions now, with significant role

    Immediate consequence: much richer structure in model,in particular: phase transitions

    Simulate interactions with RNG (Monte Carlo method)

    Include the impact of temperature: ideas from

    thermodynamics and statistical mechanics important Simple system as example: coupled spins (see below),

    will use the canonical ensemble for its description

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    The Ising model

    A very interesting model for understanding someproperties of magnetic materials, especially thephase transition ferromagnetic paramagnetic

    Intrinsically, magnetism is a quantum effect,triggered by the spins of particles aligning with each other

    Ising model a superb toy model to understand thisdynamics

    Has been invented in the 1920s by E.Ising

    Ever since treated as a first, paradigmatic model

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    The model (in 2 dimensions)

    Consider a square lattice with spins at each lattice site

    Spins can have two values: si = 1 Take into account only nearest neighbour interactions

    (good approximation, dipole strength falls off as 1/r3)

    Energy of the system:

    E = Jij sisj Here: exchange constant J> 0 (for ferromagnets),

    and ij denotes pairs of nearest neighbours.

    (Micro-)states characterised by the configuration ofeach spin, the more aligned the spins in a state , thesmaller the respective energy E.

    Emergence of spontaneous magnetisation (withoutexternal field): sufficiently many spins parallel

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    Adding temperature

    Without temperature T: Story over.

    With temperature: disordering effects, spins flip randomly. In the following assume system to be in contact with

    external heat bath - can use canonical ensemble (look itup, if youre interested).

    Effect: System will again explore all possibilities(like in the case of milk in tea, lecture 6)

    In contrast here: No uniform probability, but

    P exp

    E

    kBT (Boltzmann factor)

    for the system to be in a micro-state .

    Consequence: Increasing temperatures open micro-stateswith larger energies less alignment

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    Observables

    How to calculate macroscopic observables?Example: the magnetisation of the system M.

    First step: calculate the observable for a micro-state:M =

    i

    si

    Sample over all micro-states:M =

    MP Therefore, name of the game:

    How to calculate the P/sample over the micro-states. Will present two solutions in the following

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    Analytic solution: Mean field theory (MFA)

    Mean field theory an extremely powerful approximation

    Will introduce it with the specific example of the Isingmodel at hand.

    However nice: It is not precise!

    Basic idea: Replace the individual spins si = 1 with anaverage value s [1, 1]. Then

    M =i

    si i

    s = Ns Nsi In other words: Deduce an average alignment

    (works for an infinitely large system - all spins equivalent).

    With the equation above we used that we can pick everyspin as average spin. But how can we calculate withoutthe micro-states?

    Answer: A trick (see below)

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    The trick for the solution

    Add a magnetic field (seems a detour, but wait & see!):E = Jij

    sisj Hi

    si

    (Magnetic field H interacts with spins through their magnetic moment .)

    Consider a system made of one single spin: E = H. Two micro-states with P = Cexp HkBT Normalisation C from P+ + P = 1

    = C = 1exp

    H

    kBT

    +exp

    H

    kBT

    =1

    2 cosh HkBT

    Therefore thermal average of the single spin:si = P+ P = tanh HkBT

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    Rounding it off

    Having the solution for a single spin in a background field,

    we replace the background field with the average spins!E =

    i

    ij

    sj + H

    si = Heff

    i

    si

    The effective magnetic field is thus

    Heff =J

    ij sj + H

    Mean field approximation then sets H = 0 and replacesthe actual sj with the average value:

    Hmfa =jJ

    s

    (Here j = 4 is number of nearest neighbours) This implies the following implicit equation:

    s = tanh jJskBT

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    Results: Schematic

    Notice two different regimes: either 1 or 3 solutions

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    True results

    Obtained from solving f(s) = s tanh 4sT

    = 0

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    Discussion of results

    In plots use Mmax = N for normalisation and J = kB tokeep things simple.

    Phase transition at Tc = 4 - second order(1st derivative of order parameter magnetisation jumps)

    Around Tc: dM/dT. Exact form of singularity from Taylor expansion of tanh:

    tanh x = x x33

    +O(x4) Therefore, around T = Tc:

    s = jJkBTs 1

    3

    jJ

    kBT

    3 s3

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    Quantifying the phase transition

    Non-trivial solution for:

    s =

    3T

    kBT

    jJ

    3 jJ

    kB T

    1/2 (Tc T)

    Critical temperature and exponent:

    Tc = jJ/kB, = 1/2.

    But exact results (analytically known):

    Tc = 2/ ln(1 +

    2)

    2.27, = 1/8for a square lattice with j = 4 and J = kB.

    Will now turn numerical/simulation

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    Strategy of simulation

    Strategy very similar to whats been done before: Use therandom number generator to evolve the system

    This time: RNG to describe interactions

    Necessary: Interactions in probabilistic language

    Algorithm will look like: Go over the spins, check whetherthey flip (compare Pflip with number from RNG), repeatto equilibrate.

    To calculate Pflip: Use energy of the two micro-states(before and after flip) and Boltzmann factors.

    While running, evaluate observables directly and takethermal average (average over many steps).

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    MetropolisA classical method for the program above

    1. Initialise the lattice, i.e. fix all si(either at random, or si = 1i, or similar)

    2. In each time step go through the entire lattice.For each spin decide whether it flips or not

    Calculate E = J sisj for both configs Determine characteristic energy gain by flip

    Eflip = Eafter Ebefore ifEflip < 0, the spin is flipped ifEflip > 0, the spin is flipped with probability

    Pflip = expEflip

    kBT

    3. Repeat with a huge number of time steps

    = allow the system to equilibrate

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    Why Metropolis is correct: Detailed balance

    Consider one spin flip, connecting micro-states 1 and 2.

    Rate of transitions given by the transition probabilities W IfE1 > E2 then W12 = 1 and W21 = exp

    E1E2

    kBT

    In thermal equilibrium, both transitions equally often:

    P2

    W21 =

    P1

    W12

    This takes into account that the respective states areoccupied according to the Boltzmann factors.

    In principle, all systems in thermal equilibrium can bestudied with Metropolis - just need to write transition

    probabilities in accordance with detailed balance, asabove.

    Metropolis algorithm simulates the canonical ensemble,summing over micro-states with a Monte Carlo method.

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    Some code specifics

    Initialise the L L lattice with spins si.Take the spins either fixed (all si = 1) or at random (all si = 1)

    A single time-step: sweep through the latticeGo systematically through the lattice, line by line,spin by spin, and decide, whether the spin should flipor not. Important here: boundary conditionsBoundary conditions (finite-size lattices)

    We use periodic boundary conditions. This meansthat the spins at the right edge of the lattice aretaken as neighbours of spins at the left edge. For 2-

    D lattices this renders our lattice effectively a donut-shaped object. Such a treatment reduces finite-sizeeffects, but one should keep in mind that correlationswith a length larger than

    2L cannot be simulated.

    S i th h th l tti

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    Sweeping though the lattice

    Fix temperature, use a 10 10 lattice

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    Discussion of the sweeps

    At low temperatures (T = 1): system quite stable, only

    small fluctuations, relative magnetisation around 1.

    At larger temperatures, but below Tc (T=2): largerfluctuations due to more favourable Boltzmann factor(10% anti-aligned), average magnetisation around 0.9.

    At large temperatures (T = 4): system disordered, noaverage magnetisation left.

    Around the critical temperature (T = 2.25): Hugefluctuations, after periods of stability, system jumps from

    sizable positive to negative magnetisation and vice versa. This is in agreement with fluctuation-dissipation theorem

    (next lecture).

    Phase transition the MC look at things

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    Phase transition - the MC look at things

    Still on a 10 10 lattice

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    Some simulation nitty-gritty

    Results above after equilibrating the system, but

    critical slowdown around critical point:

    The systems time to equilibrate diverges. Independent of this: Monte Carlo results in agreement

    with exact calculation and in disagreement with theresults from mean field approximation.

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    Summary

    First simulation of a system with interactions

    Used the Ising model as laboratory: well-defined,well-studied system, analytical results known, a favouriteof the simulators

    A (simple) analytical approximation: mean field theorygives qualitatively correct results: existence of a phasetransition, estimate of critical temperature

    Exact calculations (and simulation) agree and arequantitatively different from MFA.

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