J. Phvx. C Solid Stulc Phvs 21 (19kS) 4Y31-4l)<;3.



the UK

Exact results in the three-dimensional LandauGinzburg model of magnetic inhomogeneities in uniaxial ferromagnets: I. Continuous transitions
P Winternitzt, A M Grundlandt and J A Tuszyriskis

t Centre de Recherches Mathematiqucs, Universite de Montreal, C P 6128, Succ. A. Montreal. Quebec. Canada, H3C 317 :j: Departernent de Mathernatiques et d'Informatique, Universite du Quebec a Trois Rivieres, Trois Rivieres, Quebec. Canada, G9A 5S7 § Department of Physics. The University of Alberta, Edmonton, Alberta, Canada, T6G 2JI

Received 15 March 1988

Abstract. The Landau-Ginzburg model is applied to a three-dimensional uniaxial ferromagnet in the presence of magnetic inhomogeneities. The equation of motion for the order parameter is derived and its steady-state exact, analytical solutions are found using the method of symmetry reduction for partial differential equations. All translationally invariant solutions are studied in detail and their energies are calculated exactly. Some results on spherically and cylindrically symmetric solutions are presented, as well as on solutions invariant under subgroups involving dilations.

1. Introduction A large class of magnetic substances can be described using the Heisenberg (Mattis 1981) H= -" £. J··S··S 'I r



where i runs over the magnetic sites of the crystal (and usually the summation includes only the nearest neighbours) and S; is the spin vector located at the ith site. Hence .J, > 0 gives the ferromagnetic ground state while Jij < 0 gives the antiferromagnetic ground state, In the continuum limit, which can -be legitimately invoked as a coarse-graining procedure on the approach to criticality, this Hamiltonian is transformed according to (Anderson 1984) fi,Si' SI ~ y2 M



- 2y2 (rij . VM)




where M = yS with y being the gyro magnetic ratio and rij = r, - r, is the difference between position vectors r, of the relevant sites. For uniaxial magnets we also have M = eM where e is a unit vector along the easy magnetisation axis. Hence, the equivalent
m??_171 Q IS<Rl?R.::1Q11
4- "1,

to') sn r?\



r tri

.101. 1


P Winternitz et al

Hamiltonian in continuum approximation is (White and Geballe 1979)



+ DIV Mil)


where IVMI2 == (V M . VM) is the square of the gradient, d is the dimensionality of the magnetic lattice, A2 is proportional to the nearest-neighbour exchange constant J and D = Ja2/2y2 for cubic lattices. Here, a is the lattice spacing. Note that for D > 0 (J > 0) the system will attempt to let IVMI- 0 (as in ferromagnetism) while for D < 0 (J < 0) it will attempt to let IVMI ~ 00 (as in anti ferromagnetism ). Obviously, in order to stabilise the latter situation, we must introduce a cut-off which is related to the finite lattice spacing. Thus, the maximum value of the gradient is 2ySIa and the shortest wavelength of a periodic solution is Amin = 20. The inclusion of higher-order interaction terms in the Heisenberg Hamiltonian, such as biquadratic exchange, four-ion terms, etc, leads to terms in the coarse-grained Hamiltonian which are proportional to higher powers of M, i.e. A4M4, A~6, etc. In order to obtain a phenomenological free energy based on this type of Hamiltonian, the entropy of the system must be considered. Smart (1953) showed that the entropy of an ensemble of spins! is (1.4) where N is the number of spins, kB is the Boltzmann constant and M is the relative magnetisation (with respect to the saturation magnetisation, i.e. N12) , so that -1 ::G:: + 1. We can then expand In(l - M2) and tanh " M in power series and M::G:: combine the entropy terms with the internal-energy terms according to F = (H) - TS. This leads to the free-energy density f of the form

I= fo + iAM2 + iBM4 + iCM6 + DIVM!2


where fo contains NkB Tin 2 and contributions from non-magnetic degrees of freedom and it simply sets the energy scale, A = 2A2 - NkBT,B = 4A4 - NkBTI3andC = 6A6NkB T15. This free energy is identical to the one postulated in this context by Khan (1986) and those previously investigated for general Landau-Ginzburg theories by Luban (1976), White and Geballe (1979) and many other authors. Notwithstanding the approximate nature of the derivation provided in this paper to obtain equation (1.5), it nevertheless gives a link with the underlying class of microscopic Hamiltonians. Equation (1.5) is usually simply postulated as a phenomenological Landau-Ginzburg (Landau and Lifshitz 1980) free-energy expansion of a near-critical magnet. In this case, magnetisation M is considered an order parameter, fo is a temperature-dependent freeenergy density of the non-magnetic phase, A is assumed to change sign at T; via A = a(T - Te). with a> 0 for IT - TeilTe <{ 1, B is of arbitrary sign and approximately constant around T; and C ~ 0 and also constant around Te. Two generic situations emerge: either the associated phase transition is of second order (for B > 0) and it takes place at T = T, or it is of first order (for B < 0) and it takes place at T* T; + 3B2 I 16aC. In the present paper we shall be concerned only with the former case (continuous transitions) and assume for simplicity that C = O. The evolution of the system towards its thermodynamic equilibrium can be described using the Onsager relation (Luban 1976) as






where r is the so-called Landau-Knalatnikov damping coefficient, which sets the timescale of the relaxation process. Usingf of (1.5) yields an example of the so-called time-

Inhomogeneities in uniaxial [erromagnets: 1
dependent parameter Landau-Ginzburg 1 aM equation, which is an equation

of motion for the order



= +AM

+ 8M3 + cu:

- 2Dv2M.

(1. 7)

Concentrating on long timescales 0. e. t P To where TO is the relaxation time), equation (1.7) yields the appropriate steady-state solutions which satisfy aM/at = 0 and hence the equation (1.8) where V2 denotes the Laplace operator. This is a three-dimensional analogue of the equation investigated by Khan (1986). This type of equation has been very frequently used in the past in a broad range of physical applications which include structural phase transitions (Krumhansl and Schrieffer 1975. Behera and Khare 1980), ferroelectrics (Gordon 1983), meson field theories (Jackiw 1977, Actor 1979. Burt 1974). superconductors (White and Geballe 1979), liquid crystals (Guyon 1975), etc. More recently, a large number of new classes of solutions to a more general equation, namely the nonlinear Klein-Gordon equation, were obtained (Winternitz eta/1987). In this first part of our work we intend to investigate the variant of (1. 8) which applies to second-order phase transitions, i.e. (1.9) with B > OandA = a(T - Te).Ourintentionistousethemethodofsymmetryreduction for partial differential equations (PDES) in order to find exact solutions of (1.9) in a systematic manner. In this way, we shall be able to go beyond the one-dimensional situation (d = 1) analysed by Khan (1986) and beyond the set of doubly periodic solutions found therein. Also, the role of temperature will be highlighted, which enters through the coefficient A and is crucial in obtaining a particular solution. Moreover, exact energy calculations will be presented for all translationally invariant solutions.

2. Symmetry


and the boundary conditions

2.1. Symmetry reduction
The method of symmetry reduction has recently been applied to a variety of different non-linear Klein-Gordon equations, such as the multi-dimensional sine-Gordon, Liouville and (fJ6 equations (Grundland et a11982, 1984, Winternitz et aI1987). The method was described in the above articles and is explained in detail in various books (see e.g. Olver 1986). Here we apply the method to equation (1.9) (i) The first step is to find the symmetry group of the equation, i.e. the group of local point transformations
i = Ag(x, M)


= Qg(x, M)


taking solutions into solutions, i.e. such that !VI = ,j,(i) is a solution whenever M = W(x) is one. The standard way to obtain the group G is an algebraic one (Olver 1986). We


P Winternilz et al

have implemented it, using a specifically written MACSYMA program (Champagne and Wintemitz 1985). It yields the Lie algebra L of G in the form of the set of vector fields

v = 'li(X,



+ cp(x,

M)a M'


For (1.9) the result is the one that could have been intuitively guessed in the first place. Indeed, for A =1= 0 the symmetry group is simply the Euclidean Lie group E(3). A basis for its Lie algebra e(3) is provided by three translations Pi and three rotations Li, realised as

where (t, i. k) = (1,2,3) and Cijk is the completely antisymmetric tensor with Em = 1. For A = 0, B =1= 0 the symmetry group is the similitude group Sim(3). Its Lie algebra sim(3), in addition to the translations and rotations (2.3), includes also dilations, realised as (2.4) The symmetry groups E(3) and Sim(3) act globally and linearly on the underlying space (x], X2, X3, M). Note that in four-dimensional Euclidean space the local symmetry group of (1.9) would be larger, namely it would be the conformal group Conf(4), locally isomorphic to 0(5, I). The special conformal transformations would act non-linearly and non-globally. (ii) The second step is to classify the subgroups of the symmetry group G into conjugacy classes under the action of the group G and to choose a representative of each con j ugacy class. If we wish to reduce the num ber of independen t variables in the equation to m, then we must use subgroups of G, the orbits of which have codimension m + 1 in the space X® U of independent and dependent variables. We shall reduce (1.9) to an ODE, hence we are interested in subgroups with orbits of codimension 2 in X® U. We shall be working with Lie algebras, so we shall use a classification of the corresponding sub-algebras L, of L. under the action of the group G. Systematic methods of classifying sub-algebras of Lie algebras exist (Patera et al 1975, 1976, 1977). The sub-algebras of e(3) corresponding to subgroups that are maximal among those with orbits of codimension 1 in Euclidean 3-space can be represented by and For sim(3) we have. in addition to (2.5), sub-algebras {D. L3} {D, P3} and {D + bL3•

(2.5) represented by (2.6)

b =1= O. bE Dl}.

(iii) The third step is to find the invariants of each subgroup Go. corresponding to the sub-algebras Lo in the representative list, in the space X ® U of independent and dependent variables. These invariants are solutions of a system of first-order PDES





where {Xa} are basis elements for the considered Lie algebra. In the problem under consideration the solution of (2.7) will always depend on two elementary invariants g andP: (2.8)


in uniaxial [erromagnets:



where ~ and a are known functions (given by symmetry considerations). The symmetry reduction is obtained by substituting (2.9) back into (1.9). This leads to an ODE for the function P(~) and different classes of subgroups provide different ODES. (iv) The final step is to solve the obtained ODES, if possible. Symmetry reduction for equation (1.9) leads to quasi-linear second-order ODES of the form


= R(P,



where R is a polynomial in P (P :=!! d P /d;) and P (and is analytical in ;). Such equations form a subclass of the equations studied by Painleve (1902) and Gambier (1910) (see also Ince 1956). If such an equation has the Painleve property, i.e. if its general solution has no moving critical points, then it can be transformed into one of 50 standard forms (Ince 1956) and integrated in terms of some known functions. A simple test verifying whether a given ODE satisfies certain necessary conditions for having the Painleve property was proposed by Ablowitz et al (1980). The test is algorithmic and can be performed using a specifically written MACSYMA program (Rand and Winternitz 1986). ODES that do not pass the Painleve test are more difficult to integrate. In some cases group theory can again be used. Indeed, if the ODE has a one-dimensional symmetry group, it can be reduced to a first-order equation. If it has a two-dimensional symmetry group, it can be solved in quadratures. 2.2. The boundary conditions A solution of (1.9) is specified by appropriately imposing boundary conditions for the magnetisation M(Xb X2, X3) on some surface S in Euclidean 3-space. The surface Sand the boundary conditions on S are not necessarily invariant under the symmetry group G. The boundary conditions will then break the symmetry and the solutions obtained will be invariant under some subgroup of G. Generic boundary conditions will break the symmetry completely and the corresponding solutions are invariant only under the identity subgroup of G. The method of symmetry reduction provides solutions that are invariant under some non-trivial subgroup Go C G. This implies severe restrictions on the boundary conditions that we can impose. Thus, the surface S must be an orbit of the subgroup Go in Euclidean space and the boundary conditions on S must be compatible with the symmetry Go. In particular, if we are reducing to an ODE, then condition (2.9) implies that the surface S must be given by the equation (2.11) A solution of the second-order ODE (2.10) is determined by imposing two 'initial conditions' (actually remnants of the boundary condition for (1.9) ). Thus, we can specify (2.12) In view of (2.9) the boundary conditions for M(xl! symmetry Go have the form
X2, X3)

that are compatible with the

4936 P Winternitz et al





+ IVoI21;=~oP5 + 2[0(Vo· V;) h=~()Pop



For (1.9) with A =1= 0 the possible symmetry groups of solutions are given in (2.5). The allowed boundary surfaces are hence planes. cylinders or spheres. At the critical point we have A = 0 and additional boundary surfaces are allowed, namely as we shall see below. hyperboloids, cones, half-planes and helical surfaces. In spaces with indefinite metric (the Laplace operator in (1.9) being replaced by the wave operator OM = M xoxo - M x lXl - M X1X2) many further types of boundary surfaces are allowed, some of them depending on arbitrary functions of light-like variables. The corresponding 'degenerate symmetry variables' were discussed in recent articles (Grundland et a11984, Winternitz et a/1987). Notice that for reductions by subgroups of the isometry group we have o(x) = 1, hence (2.13) implies that M(x) and IV M(x)i2 are constant on each orbit of G and consequently on the boundary surface ~ = ~o. For subgroups involving dilations 0(.1') is some given function, in principle of three variables, which we denote 11(.1') and ~{x). Hence M and IVMI2 are not constant on the boundary ~ = ';0 but depend on x via the complementary variables 11(.1') and ~(x). To sum up: for a group-invariant solution M(x) the invariance subgroup Go determines the variable ;:(.1') and multiplier 0(.1'). Boundary conditions can only be imposed on surfaces that are level sets of the invariant S, as in (2.11). The function P( s) in (2.9) will satisfy an ODE (2.10) and the specific solution will depend on two constants, Po and Po, figuring in the boundary conditions (2.13). The choice of these constants will determine whether the solutions are finite or have singularities, are real or complex, periodic or non-periodic, etc.


3. Exact solutions of the equations of motion We shall now run through the subgroups of the symmetry group. corresponding to the algebras (2.5) and (2.6), and apply the symmetry reduction procedure described in § 2. We start with subgroups of the isometry group E(3). 3.1. Translationally invariant solutions The solutions in this case are invariant under the Euclidean group E(2) , the Lie algebra of which is represented by {L3• Ph PJ. The invariant solutions will have the form
M(x) = P(~)
; = e : (x -



where .1'0 and e are constant and the variable is obtained by applying rotations and translations to the symmetry variable ~ = z corresponding to the representative Lie algebra. The function P(~) satisfies the ODE
P- -



1 (AP 2D

+ BP



=0 pD





Integrating once. we obtain



!::.(p2 - pi)(p2 -

Inhomogeneities in uniaxial ferromagnets:
B 6=P~ + p~ =-B


4937 (3.3)



where fO is a real integration constant, related to the energy of the system. It is easy to demonstrate that ro expresses the amount of excess of the non-local part of the freeenergy density over the local part of it at the boundary surface (in this case at the initial point ~ = ~o), i.e. (3.4) Hence, fO must necessarily be a real constant. In general, (3.3) can be integrated in terms of Jacobi elliptic functions. If any of the roots of the polynomial
R(P) = (P2 - pi)(p2


pD = p4







coincide, then the solutions are expressed in terms of elementary functions. W.e shall concentrate on real solutions, for which P E III and p2 === O. In figure 1 we plot p2 as a function of P for all situations that lead to real solutions, both finite and singular ones. For 6> 0 the plots represent single or double wells, for 6 < 0 single or double bumps. We have





- p2 _ P2) = _ P p2 + _ 1 2 D B

B (" A)



and hence single wells or bumps are obtained for A/ B > 0, double wells or bumps for

The broken curves in figure 1correspond to regions where P(~) is complex. Diagrams corresponding to complex solutions everywhere are not plotted since they do not result in physically admissible solutions. We now proceed to obtain and discuss all real solutions. Notice that if P(~) is a solution of (3.2), then so are - P(~) and P{ - ~). The boundary conditions (2.13) for M provide the 'initial conditions' for P (3.7) 3.1.1. Constant solutions. We return to (3.2) and see that



P = ±( -A/B)




are solutions. They represent mean homogeneous fields (phases) in the system. 3.1.2. Solutions corresponding to real roots Pi' These occur for
A ~O.

(a) One quadrupole root (figure

lea»~. We have
=A =0


P Winternitz et al

-w, ;$\-, *'







/ -P1 -, ,/P, .' (dJ [el

( fJ


}",.[ ..< '


I •

P, \
• I





Figure I. Plots of pl as a function of P as given in (3.3); only the full curves correspond to real solutions: (a) PI :::; 2 "" O,ro "" A;:: O,a > 0; also PI :::;O,Pz = iq(q > O),ro "" O,A > 0, P a> 0; (b) PI:::; P1 4= 0, ro -:=. A2/4B. A < 0, a> 0; (c) pj = -M/B > 0, P2:::. 0, ro = 0, a < 0; (d) Pi:::; -M/B > O,P2:::; O,ro = 0,.6. > O;(e)O < P, < Pz,O< ro < AZ/4B,A < 0, .6.< 0; 0 < PI < Pl. 0 < ro < A2/4B, A < 0, .6.> 0; (g) PI > 0, iq (q > 0).'0 < 0, A > 0, .6.> 0; (h) PI> 0, r, "" (q > 0).'0 < 0, A < 0,.6. > 0; (0 Pz > 0, iq iq (q > 0), '0 < 0, A > 0, II < 0; (j) PI> 0, Pz"" iq (q > 0) '0 < 0, A < 0, 6. < 0; (k) PI = Pz ee is (5) 0),'0 = A2/4B. A> 0, .6.> 0; or PI "" iq. P2;: is, 0 < q <5, 0< '0< A2/4B, A > 0, 6. > 0; or PI"" p+ iq, Pz "" P - iq,pl - qZ < 0,'0> AZ/4B, A> 0.6. > 0; (l) PI = P + iq. P2 "" P - iq,p2 - q2 > O.ro > A2/4B,A < 0,.6. > O.


r, =


and the solution is 1 1


/11/2 ; - ;0




These solutions have a simple pole at S = ;0 and vanish for ; --to ±cc. They can be interpreted as magnetic double layers in a non-magnetic environment where the magnetisation field abruptly switches its sign at ;- = ;0- A separate discussion on the meaning of singular solutions will be given later. Notice that those solutions occur only at the transition temperature T = Tc, i.e. for A =0. (b) Two double roots (figure l(b»). We have





in uniaxial [erromagnets:



and two types of solutions occur. The first is finite, has the form of a kink (a topological soliton), given by
P= EP, tanh[~1/2P'(5

- ';o)J





and satisfies
;-+ ±oo

lim P = ±cP1

Physically, it represents a Bloch domain wall separating two oppositely magnetised magnetic domains. The second real solution corresponding to figure l(b) is singular and non-periodic. We have




and P has a simple pole for'; = ';0' It satisfies IPI! ~ IPI < 00. This solution can be interpreted as a magnetic double layer separating two oppositely magnetised magnetic domains. Which ofthe two solutions (3.10) or (3.11) is realised depends on the value of Po in (3.7). Both of these types of solutions exist only below the critical temperature (T< Tc). (c) One double root, two simple ones (figures l(c, d)). Figure l(c) corresponds to
PI = (-2A/B)






The solution in this case is a finite solitary wave (a 'non-topological soliton'); it is given by

and satisfies lim P(';) = 0

= ----=--'-----


cosh[( _~)1/2 PI (.; - ';0)]



(s = +1) (E



Physically, these solutions can be interpreted as nucleation centres of magnetic order. Figure l(d) corresponds to the same conditions as figure l(c) with the sign of /1 changed to.6. > O. The solutions in this case are

= ±1.


This solution is periodic with period (wavelength) T = 'br/(111/2P1) and is singular for .; - ;0 = (2/ + 1).1l'/(2,61/2Pl) where lis an integer. We have jP1l :e;; P. This solution can be interpreted as a periodic arrangement of magnetic double layers separating opposite] y magnetised domains. (d) Four real simple roots (figures l(e,/»). Figure lee) corresponds to
0<P1 <P2 O<ro<A2/4B A<O 11<0.

For figure l(!) the sign of 6 is reversed. The double bump in figure l(e) corresponds to finite periodic solutions p= EP2 dn[(-6.)1/2P2('; - ;0), k] k = (1- PT!pHl/2. (3.14)


P Winternitz et a/

We have PI ~ P ~ P2 (s = 1), -P2 ~ P ~ -P1(e = -1), and T = 2K(k)/[( -d)I/2P2] is the real period (wavelength) of the solution. Here K(k) is an elliptic integral (Byrd and Friedman 1971). This solution corresponds to two branches of the ferromagnetic spin waves which oscillate as elementary excitations around the doubly degenerate ferromagnetic ground state. The double well of figure 1(/) corresponds to two different types of solutions. The first is finite and periodic, namely P=Plsn[dl/2P2(~-So),kl satisfying and T = 4K(k)/ d 1/2 Pz k=Pl/P2

where T is again the real period. The solution corresponds to antiferromagnetic spin waves. The second type of solution is again periodic but this time singular. We have k = p,/P2 (3.16) Satisfying 0 < PI < Pz ~ IPI and T = 4K(k)/ d 1/2P2 which is the real period (wavelength). This solution has poles for ~ - ';0 = 2nK(k)/6.1/2 P2 where n is an integer. It corresponds to a periodic arrangement of magnetic dou bte layers separating opposi tely magnetised domains. 3.1.3. Solutions corresponding to two real and two imaginary roots. We have, in this case
PI ~, ~ 0


(a) One real double root, PI = 0 (figure l(a». The single well of-figure l(a) occurs for the second time. This time we have ro = 0 A >0 d >0 and




The solution is non-periodic and singular at

S = ';0' satisfying

lim P = 0

This can be interpreted as a magnetic double layer which exists in a non-magnetic sample with an exponential drop-off of its magnetisation around ';0, as opposed to solution (3.9) which drops off algebraically. _ (b) Two simple real roots, two pure imaginary ones (figures 1(g, h, i, j) ). We have '0 < Oinallcasesandthefollowingpossibiliti~s: (~> O,A ~ 0), (~> O,A < 0), (.6. < 0, A ~ 0), (6. < 0, A < 0) for figures 1(g), (h), (i) and (j), respectively. We put PI = r, P2 = iq with' > 0, q > 0 and have A/B'_ -,-'2 + q2. The real solutions corresponding to figures 1 and (h) are singular and periodic and (g) are both given by the formula P(;) = ,cn{[A(r2 + q2)P/2(~ - ';0), k}-l k2 = q2/(r2 + q2) (3.18) satisfying 0 < PI E; IPI < ee and T = 4K(k)/[6.(r2 + q2)]1/2 is the real period (wavelength). These solutions are singular for; - ';0 = (2n + 1)K(k)/{6.(r2 + q2)]1/2 where n is an integer. They represent a periodic arrangement of magnetic double layers separating oppositely magnetised domains.


in uniaxial [erromagnets _. J


The real solutions corresponding finite, given by

to the bumps in figures 1(i) and (j) are periodic and (3.19)

satisfying -PI~ P(~)~Pl! with T=4K(k)/[-6,(,2+ q2)J1/2. These solutions correspond to antiferromagnetic spin waves with I/V2 > k > 0 if A > 0 and 1 > k > 1/V2 if A < O. Comparing (3.19) with (3.15) we notice an important difference between them, namely that the amplitude of the family of solutions (3.15) is bounded both from below and above while the family of solutions (3.19) has no upper bound on their amplitudes and may be increased indefinitely by increasing the integration constant '0' In order to stabilise this we must introduce the cut-off that was discussed in § 1, i.e. require that T;;!: Amin which imposes a lower limit on the period and an upper limit on the value of the amplitude (PI)'

3.1.4. Four pure imaginary Toots (figure l(k».
0<ro~A2/4B P1 A>O

We have 6.>0

= iq
TOOts .


= is

0< q ~ s.

(a) Two double

= A2/48.

The solution is periodic and singular P = s tan[~ 1/2S(~ - ~o)] and its real period is T = 1r/ s~ ]/2 with simple poles at (3.20)

~ - go = (2n + l)1r/2sA
a periodic arrangement one phase between them. (b) Four simple roots. We have 0< q < S


It represents

of magnetic double layers with no stable region of

0 < TO < A 2/4B.

The solutions are again periodic and singular and are given by

P = q tn[~ l/2S(~ - ~o), k]
and its real period is T = 2K(k)/

(3.21) occur for

The singularities

; - ;0 = (2n + 1)K(k)/1l1/2s

This solution also represents a periodic arrangement have no stable regions of one phase between them.


. of magnetic double layers which

3.1.5. Four complex roots (figures l(k,
PI = P


We have P >0 q >0

+ iq

P 2 = P - iq

ro > A 2/48
and the single and

.6. > 0
wells correspond to (P2 - q2) < 0 or (p2 - q2) > 0,

respectively. P

P Winternitz et al
The solutions are

= (p2 + q2)1/2{tn[~1/2(p2 + q2)1/2(S
x dn[~1/2(p2

- so), k]
- ~{), k}-l (3.22)

+ q2)1/2(;

where k2 = p2/(P2

+ q2).

The singularities occur for 2nK(k)

S - So = 61/2(p2 + q2)
and the real period (wavelength) T= This solution 2K(k) is


~ 1/2(p2 + q2) 1/2 .
a periodic arrangement of magnetic single layers in a non-


magnetic sample.

3.2. Cylindrically and spherically symmetric solutions
The subgroups of the isometry groups corresponding {Ll' L2, L3} of (2.5) lead to the reductions M(x) = P(~k) with to the algebras

{L3• P3} and

S1 = P


(xi +


1/2 and ;2 = r =

(xi +

x~+ xD

1/2 where

P( ;.) satisfies




P- -




+ BP

) =0


(it would for K = 3. A = 0). For A = 0 (3.24) is invariant under dilations and hence we can reduce it to a firstorder


1 for;1

= p, K = 2 for;2

= r). Equation (3.24) does not have the Painleve property

by putting

= ;2p~
y. Equation
(3.24) then implies (for A = 0) B - 2)w = 2Dy3.


and considering

w as a function of

+ y)

dw dy

+ (x


If we can solve (3.26) to obtain w=g(y,cd


is an integration


then we can return to P(;) by putting

where y

= h(~,


by quadratures from the equation

(3. 27b)

= h(;. C 1, Cl)

is obtained



+ g (y,



) = In S + In C2'

(3. 27c)


in uniaxial ferromagnets:


4943 as (3.28)



= 1 a particular
p(~) = ( -

solution of (3.24) with A

= 0 is readily obtained
1/' (x'






M(x) =


+ ly2)

1/' .

Clearly, (3.28) is real for & > 0 and is singular along the z axis. A different approach that is presently being pursued is to study numerical solutions of equations (3.24) for K = 1 and 2. Asymptotically for ~ - 00, the second term can be dropped and equation (3.24) reduces to (3.2). Thus, for ~- 00 we obtain a variety of different solutions, behaving in a manner similar to the translationally invariant solutions. In particular, solutions that are finite for real ~ (0 ~ ~ < (0) should exist. 3.3. Solutions invariant under subgroups involving dilations Dilationalinvarianceisinvolvedonlyfor of Sim(3), corresponding to (2.6).
A = Din (1.9). We consider the three subgroups

3.3.1. Subalgebra {D, L3}' The reduction is obtained by putting M(x) = - & where ~ = (x2

1 ( 2) ;p(~).


+ y2)/


and P( g) satisfies

g(~ + l)P + (1 + i~)P + iP + p3



This equation does not pass the Painleve test and does not have a non-trivial symmetry group. We have not been able to find any real non-zero explicit solutions of (3.30). 3.3.2. Subalgebra {D, Pj}. Solutions invariant under the subgroup corresponding to the algebra {D, P3} wi1l have the form M(x) = ( __ 1 ) 2& where g
= y/x


= O.


with P(;) satisfying (1

+ g2)P + 4gP + 2P + p3


This equation has the Painleve property and can be reduced to its standard form PVIII (Inee 1956) by putting P= 2) ( 1 + ~2



cp = arctan ; Putting."


where sp is the polar angle (x satisfies W=2W3+W

= p cos tp ; Y = P sin cp).

= icp we find that

W( fJ)




-1 ± C 2


where C is an integration constant.


P wintemuz et at

Since we wish M(x) to be real we must have either put
We,!) = H(qJ)


real or pure imaginary. We (3.36)


W(7J) iN(q;) =

for W real or imaginary, respectively. These functions satisfy (H({i)2 (N tp)2

-(H2 - WO(H2




(3.37a) (3.37b)

= (N2 + W1)(N2 + Wn
1 1

Returning to the original M(x) we have
M(x) = (_6.)1/2 pH(q;)









Let us now run through all possible solutions of this type. (a) Constant solutions of (3.34). The non-zero solutions W = ei/V2 lead to a solution that is real for 6. > 0 and coincides with (3.28). (b) Two double roots: WI = W2 = ijV2. The solutions are pure imaginary and correspond to the diagram in figure l(b). We hence obtain two types of solutions (3.39)

(3.40) Solution (3.39) is finite as a function of qJ; solution (3.40) has a singularity for tp - qJ 0 = O. Both solutions are singular along the z axis and are multi-valued, since they depend on the azimuthal variable tp and M(p, q;, z) *- M(p, rp + 2br, z) where I is an integer. Their multi-valuedness can perhaps be interpreted as responsible for creating layered magnetic structures. Each layer would have a different value of I resulting in the independence of magnetisation of the z variable and a different form of M as a function of the azimuthal angle rp. (e) One real double root, two imaginary simple ones: Wi = i, Wz = O.The solution is pure imaginary. corresponds to figure l(d) and provides the singular solution
M(x)------ 1l.1/2 P cos(rp - IPo)




differing from solution (3.9) only by a rotation and translation. This solution is singlevalued. All other solutions correspond to simple roots in (3.37). Four real simple roots cannot occur. The cases that do occur are the following ones. (d) Two real, two imaginary simple roots. We have C2 > 1 in (3.35) and put


in uniaxial [erromagnets:



Both real and pure imaginary solutions occur and we find Mp - (_.6.)1(2 M=

!cn (2 p



+ 1) I/Z( cP



(2pZ + 1)1/2



(3.42) (3.43)

(p2 + 1) 1/2 1

pcn ( (2p2



P ) !Po), (2p2 + 1)1/2 .

Solution (3.42) is real for ~ < 0, (3.43) for .6. > O. Both are multi-valued and singular along the z axis. They are periodic functions of the azimuthal angle cP and their multivaluedness can be interpreted similarly to that of (b) as signalling the onset of layered magnetic structures. (e) Four pure imaginary simple roots. We have -1 < C < 1 and put


= _q2

W~ = -1

+ q2

0 < q2 < 1.
to figure 1(/). Hence we obtain

The solutions for Ware pure imaginary and correspond two types of solutions M

~....!L2_ P - .6,1/2


(1 -





) CPo, (1 _ q q2)1/2




( P sn (1_q2)1/2(qJ






Both are real for !1 > 0, multi-valued and singular along the z axis. Solution (3.44) is finite as a function of qJ whereas (3.45) has singularities for (1 - q2)1/2(cp - CPo) = 2nK where K is the real period of sn(x, k). Again. their multi-valuedness can be interpreted as signalling the onset of layered magnetic structures with a different behaviour of M within each layer. (f) Four complex roots. We put
WI = P

+ iq

Wz = p - iq

For M we obtain



The solutions for Ware pure imaginary.

M(x) =

4p2211 1) (+


p tn

I{ [(4p2 2+ 1)


(qJ - CPo), k


4 2 + 1)1/2 x dn [( p 2 (cp - cP 0)' k
where k2 This solution



2p2 + 1 ...:....,-- 4p2 + I'

!1 > 0, is singular along the z axis and also for [2(4p2 + 1)]1/2(cp - CPo)= 4K(k) where 4K is the real period of cn(x, k). It is also multi-valued with respect to the magnitude of the azimuthal angle sp • is real for

3.3.3. Subalgebra {D + bLj, Pj}, The reduction is obtained by putting M(x)

= (b2 + 4}1/2 (-2.6.)1/2



P P(~)




P Winternitz et al






(_ ~ ln p


+ cp)


and x = p cos sp ; y = p sin
.. .

ip .

The function P(~) must satisfy the P + P - O.

P + P + 4b2



Equation (3.49) has the Painleve property only for b = ±6i and b is restricted to being real, as long as we are interested in real solutions. In any case, reducing (3.49) to its standard form we obtain (3.50) with

= const and W( 11) satisfying
W,.,." -

_ 2.

),5 e


b 2 + 36


2W .



For b2 + 36

= 0 we obtain
(W,,)2 = W4

an equation that we can immediately integrate to



where A is an integration constant. For A = 0 we obtain a complex solution M(x)





ilp 1/4

1 pl/2(peielp)1/4



= const


which for y = 0 reduces to the already known real solution (3.28). For A=/=.O we obtain complex solutions in terms of Jacobi elliptic functions. These can be written e.g. as M(x)

= (_2~)1/2 1

_1_ (Ap eiEfP) 1/4 cn[pl/2(Ap


- TJ




In (3.54) the argument of the en function, as well as aU the constants and the solution itself, are complex. Some qualitative understanding of the behaviour of the solutions of equation (3.49) (for any b E R) can be obtained by reducing it to a first-order ODE. This is achieved by putting y=p dw w dy + A solution

w= P;
b2 + 4 3_ 4b2 Y + Y - O.


and viewing w as a function ofy. We then have ,





of (3.56) will yield a solution of (3.49) by a further quadrature,


in uniaxial [erromagnets: J

3.4. Summary of solutions We have obtained quite a large number of exact analytic real solutions of the equation of motion (1. 9). Most ofthese solutions are translationally invariant ones, for which the original POE was reduced to the ordinary differential equations (3.2) and (3.3). Finite non-periodic real solutions can be constant (3.8), representing mean homogeneous fields. Otherwise they are kinks, given by (3.10) and corresponding to figure l(b), or solitary waves, given by (3.12) and corresponding to figure l(e). They can be interpreted as domain walls, separating magnetic domains with opposite magnetisations, and as nucleation centres for magnetic order, respectively. Notice that the non-periodic solutions correspond to the cases when the p2 versus P curve is tangential to the P axis for one or two real values of P (figures l(a), (b) and (cj). Finite periodic solutions are given by (3.14), (3.15) and (3.19), corresponding to figure l(e), figure 1(1) and figures l(i) and (j), respectively. These solutions all involve Jacobi elliptic functions. Physically, these periodic solutions correspond to the classical limit of ferromagnetic and antiferromagnetic spin waves and their wavelengths have a lower limit while their amplitudes an upper limit whose origin is the lattice periodicity. All the other translation ally invariant solutions have poles on the real; axis. Nonperiodic ones are given by (3.9) and (3.17), both corresponding to figure l(a) and by (3.11), corresponding to the two unbounded branches of figure l(b). Trigonometric periodic singular solutions are given by (3.13) and (3.20). corresponding to figures l(d) and (k), respectively. The remaining translation ally invariant solutions are all periodic, singular and involve Jacobi elliptic functions, namely (3.16) (figure l(f». (3.18) (figures l(g) and (h». (3.21) and (3.22) (both corresponding to figures leg) and (h». They may be interpreted as either single or double magnetic layers or periodic arrangements thereof. The existence of singular solutions should not be construed as an entirely irrelevant artefact of the method. Indeed. in the process of coarse graining that ledto our equation of motion (1.9) the shortest length scale (i.e. the lattice spacing a) has been lost. In reality we do not obtain a divergence of the magnetisation M, since the singular point ;s cannot be approached closer than 1; - £51 - a. In fact, the highest value of magnetisation per unit length is yS/a where S is the spin, y the gyromagnetic factor and a the lattice spacing. The solutions are all presented in such a manner that they are real when the constants and independent variables involved are real. The moduli of the elliptic functions all satisfy 0 < k2 < 1 and hence these functions have one real and one purely imaginary period. Let us mention that Khan (1986) obtained most of the translationally invariant solutions. Those missing on his list are all those expressed in terms of elementary functions (when two or more ofthe roots of R(P) coincide) and also the solution (3.22), corresponding to four distinct complex roots. Moreover. some of the solutions on his list are mutually equivalent. Cylindrically and spherically symmetric solutions are obtained by solving the ODE (3.24) for K = 1 and K = 2, respectively. Only one explicit solution of this type was obtained, namely (3.28), which is non-periodic and singular along the z axis. In general, (3.24) is reduced to a first-order equation (3.26) and a quadrature (3.27). Subgroups involving dilations lead to new exact explicit solutions (3.39)-(3.46). They all depend on the azimuthal angle cp in the xy plane in a manner that makes them multi-


P Winternicz et al

valued. In polar coordinates we have
M(p, tp , z)"* M(p, cp

+ 2ml, z)



cos fP

y = p sin cp.

These solutions may be interpreted as establishing the onset of layered magnetic structures which can arise for example in a variety of metamagnetic transitions (Herpin and Meriel 1961). Further, solutions depending on a helical variable (3.48) exist. We have obtained exact complex solutions (3.53) and (3.54). To obtain real solutions one must solve the ODE (3.49) for bE IR, or alternatively the first-order ODE (3.56) and the quadrature (3.57). We have summarised the results of the symmetry reduction for our equation (1.9) in table 1 for the case of isometry groups and in table 2 for the case of similitude groups. Finally, it should be commented that a change of the type of the interaction (e.g. from ferromagnetic to antiferrornagnetic) corresponds to sign reversal of the coefficient D (and hence of ~). For translationally invariant solutions this implies that'; is replaced by i'; and the corresponding graph on figure 1 is reflected in the p2 = 0 axis. Some solutions only exist for ~ > 0 (those corresponding to figures lea), (b), (k) and (I)). Others get interchanged when the sign of D is reversed, e.g. solutions (3.12) and (3.13) corresponding to figures l(c) and (d), solutions (3.14) and (3.15), (3.16) of figures lee) and (f), or (3.18) and (3.19) of figures 1(g, h) and l(i, j), respectively. Periodic solutions may be interchanged with non-periodic ones; finite ones may become singular and vice versa. 4. Free-energy calculations The free-energy density corresponding to the Hamiltonian (1.3) is given by expression (1.5). Correspondingly we write the free-energy functional as the integral (4.1) where the integration is extended over the volume ofthe sample considered. The purpose of this section is to evaluate this free-energy functional for the translationally invariant solutions obtained in § 3.1. We thus impose
M(x) = P(s)

where P(;) satisfies (3.2) and for P 0 also (3.3). We assume that the sample has the form of a cylinder of length I and constant cross-sectional area S 1.' The free-energy functional for translationally invariant solutions then reduces to F = S 1.





+ iAp2 + tBp4 + DP2).


In particular, for constant solutions we have fol
for P

P = 0 and hence we obtain
(4.4a) (4.4b)



= (fo


for P = ± ( - A/B) 1/2, A < O.

In both cases the free energy per unit volume is a constant which does not change as


in uniaxial [erromagnets:






._ Z>->-..c::,

o i:J


:z +1







....... 0..



':::._ 0..


,,,... +
._. J..lI' ...".

'Q., :Q.,

o o



c... a. CClI~~I~
Q., ! Q.,



-- ...-+



N INN"( 'Q., I

I~'" I~










... ~






.... -~

+ ..;















o Z




P Winlernitz et al

1-. 00, Its value is lower for the ordered phase which exists at T~ T; The difference in the magnitudes of these free-energy densities increases as T is lowered below Te• Note that P = 0 for P = 0 occurs for the bounded solutions of figure l(c) (solitary waves) and the singular solutions of figure lea). On the other hand, P = 0 for P = ± (-A/B)l/2 occurs for the bounded solutions of figure l(b) (kinks) as well as for the 'singular kinks' (3.11), also corresponding to figure l(b). For non-constant translationally invariant solutions we use equation (3.3) to rewrite (4.3) as

rts, = (fo

- roll + 2D




{p2 - pi)(P2 -




(/0 - roll

+ (BD)1/2


pD ds·


We proceed to calculate the free-energy functionals per unit cross-sectional area for the non-singular solutions of § 3.1. 4.1, The kink (figure l(b») Substituting (3.10) into (4.5) and integrating over an infinite sample we obtain

(_£_) S


(fa -

A2)1 + t(-A)3/2Dl/2jB. 48


The first term in (4.6) is actually infinite (for 1--,)0 00). It corresponds to the energy of the constant background field (homogeneous ferromagnetic phase) (4.4b), Subtracting the background. we obtain the finite energy needed to excite the kink, namely

(_!__) S

- (_!__)

S 1.

p= ~(-A/B)


= t( -A )3/2 D 1/2/ B

(A < 0; D > 0).


The difference in the corresponding free energies per unit volume decreases to zero as l-« 00. 4.2. The solitary wave (figure l(e») Substituting (3.12) into (4.5), subtracting the energy of the constant background (homogeneous paramagnetic phase, P = 0) and taking 1-+ 00 we obtain the energy needed to excite the solitary wave (a nucleation centre for the ferromagnetic phase), namely

(.!_) - (.!_) S S


= !(_A)3/2{ -2D)1/2/B

(A < 0; D

< 0).




Again, the difference in the corresponding free energies per unit volume decreases to zero as 1-+ 00. The remaining non-singular solutions are all periodic and are expressed in terms of Jacobi elliptic functions. For these we shall assume that the length of the sample is

= 4K(k)Ao


= (Jf/2)F(I,!;

1; k2)


Inhomogeneities in uniaxial [erromagnets: J


where Aoisan integer number and 4K(k) is the real period of the Jacobi elliptic functions which can be expressed in terms of the hypergeometric function (Byrd and Friedman 1971). The free energy per unit cross-sectional area and per period (wavelength) is then
F ST = 4K(fo

- '0)

+ 2D

f4K p2 .




We return to our list of non-singular solutions. 4.3. Dnoidal waves (figure l(e» Substituting (3.14) into (4.10) and using integrals of Jacobi elliptic functions given by Byrd and Friedman (1971) we find

(5 ~J


= 4K(k)(/o






BD)1/2 [2K(k)Pi

- (Pi

+ pnE(k)]


where D < 0, k2 = 1 - pUP~ and K(k) and E(k) are the appropriate complete elliptic integrals (K(k) is given in (4.9) and we have E(k) = feF( -i.!; 1. k2)/2). In the limiting case of '0 -+ 0 we have k-« 1 and dn(u, k) -+ l/cosh u, i.e. the solitarywave solution. Correspondingly. in this case the energy (4.11) approaches that of the solitary wave given in (4.8) (the limit is singular). In the other limiting case, i.e. '0-+ A2/4B, we have k-+ and dn(u, k) -+ 1, i.e, we obtain the constant non-zero solution. The energy (4.11) correspondingly reduces to (4. 4b).


4.4. Snoidal waves (figure 1(/» We substitute the solution (3.15) into (4.10) and calculate the appropriate integrals. The result is

(5 ~)


= 4K(/0



+ 1(BD)

1/2 P2[(Pi

- PDK(k)

+ (Pi + pDE(k)]


with D > 0, k = PI/P2• In the limit TO -+ 0 we have k -+ 0 and the solution goes to P = 0. Correspondingly, in this limit (4.12) approaches the energy (4.40). In the other limit '0-+ A2/4B we have k2 -+ 1 and we approach the kink solution. Correspondingly, (4.12) approaches the energy (4.6). 4.5 .. Cnoidal waves (figures l(i) and (j)


Substituting (3.19) into. (4.10) and integrating the corresponding elliptic functions, we obtain (4.13) with D < 0, k2 = r2/(r2 + q2). In the limit e-« Owe have r-» Oand solution (3.19) vanishes. The energy (4.13) then approaches that of the P = 0 solution, i.e. (4.4a). For k-+ 1 we have q -+ 0 and the


P Winternitz et


solution (3.19) approaches the solitary wave (3.12). The energy (4.13) then approaches (F/S1.)sw of (4.8). This is provided remains finite. If, on the other hand, tends to -00, then even the free-energy density (F/S l.l)cn tends to -co. This would indicate a dynamical instability in the system. To achieve the lowest energy, the system would adopt cnoidal waves with an infinite amplitude. This, however, is forbidden on physical grounds since we must reintroduce the cut-off wavelength forthe antiferromagneticspin waves which leads to a lower limit on '0 corresponding to Amin' Analogous restrictions also apply to the other periodic solutions but are not as crucial there since there already exist natural limits on due to the form of the non-linear potential. We can also calculate the free-energy functional for the singular solutions. Consider the singular non-periodic solution (3.9). If the pole at ~ = ~()ies inside the sample, then l the corresponding free energy is infinite. For the pole ~o outside the sample we have




(F) - (F) s: s:


= - "3 Ii

8 D2 (1(1- ';u)J + ~~ . 1)


This quantity depends crucially on the location of the pole ~o and is finite for an infinite sample ~~

F S1. [S_l - (F)


] 8D o = - 3B~5"


Similar calculations can be performed for the other non-periodic singular solutions (3.11) and (3.17). The remaining solutions are singular and periodic, either elementary (3.13), (3.20). or in terms of Jacobi elliptic functions (3.16), (3.18), (3.21), (3.22). Since at least one singular point lies within each period, the energies per period always diverge.

5. Conclusions
In this paper we have elaborated on a model of magnetic inhomogeneities based on the Landau-Ginzburg thermodynamic theory. We have made a link with microscopic Hamiltonians which casts some light on the origin of phenomenological expansion coefficients of the free energy. We then rederived the basic equation of motion for magnetisation as an Onsager equation for times much longer than the relaxation time. In subsequent sections we have presented many exact solutions of this equation; a large number of them are believed to be presented in this context for the first time. The first group of solutions are just translationally invariant solutions relevant to the quartic expansion of the free energy. Not all of them, however, were listed in the previous paper on this topic (Khan 1986). Most notably, all the localised solutions were omitted as were some trigonometric and dou bly periodic ones. In the remaining sections we have ou tlined the mathematical method used in the present work and the reductions obtained for the strictly three-dimensional case (subgroups of the similitude group involving dilations). We have also exactly calculated the energies of all translationally invariant non-singular solutions. We have found that for D > 0 the spectrum of the free-energy functional is bounded from both above and below while for D < 0 only from above. The latter case, therefore, leads to structural instability of the solutions with a tendency to acquire uncontrollably high frequencies and amplitudes. This problem is solved by imposing a lower bound on the wavelength of solutions due to lattice periodicity.


in uniaxial [erromagnets:



We intend to extend this work in the near future (part II), which will include the case when C *- 0, i.e. for the vicinity of first-order phase transitions and tricritical points. It should also be relatively straightforward to generalise the present model to allow for anisotropy in the exchange interactions. This would lead to three different coefficients, DJ, D2 and D3, each for one spatial direction rather than just one D for all of them as used in the present work. They may be, in principle, of arbitrary signs, resulting in a larger variety of magnetic excitations. Acknowledgments This research has been supported by grants from the Natural Sciences and Engineering Council of Canada. That of PW was also partially supported by the 'Fonds FeAR du Gouvernement du Quebec'.

Ablowitz M J, Rarnani A and Segur H 19801. Math. Phys. 21 715 Actor A 1979 Rev. Mod. Phys. 51461 Anderson P W 1984 Basic Notions a/Condensed Maner Physics (Menlo Park: Benjamin) Behera S Nand Khare A 1980 PramalUllS 245 Burt P B 1974 Phys. Rev. Len. 321080 Byrd P Fand Friedman M D 1971 Handbook 0/ Elliptic Integrals/or Engineers and Scientists (Berlin: Springer) Champagne Band Wintemitz P 1985 Centre de Recherches Mathematiques Publication CRM-1278 Gambier B 1910 Acta Math. 3J 1 Gordon A 1983 Physica B 122 321 Grundland A M, Hamad J and Wintemitz P 1982 KINAM Rev. Fis. 4333 19841. Math. Phys. 25791 Guyon E 1975 in Fluctuations, Instabilities and Phase Transitions ed, T Riste (New York: Plenum) Herpin A and Meriel P 1961 I. Phys. Radium 22 20 Inee E L 1956 Ordinary Differential Equations (New York: Dover) Jackiw R 1977 Reu. Mod. Phys. 49681 Khan W 119861. Phys. C: Solid State Phys. 192969 Krumhansl J A and Schrieffer J R 1975 Phys. Rev. B 113535 Landau L 0 and Lifshitz E M 1980 Statistical Physics (London: Pergamon) Luban M 1976 in Phase Transitions and Critical Phenomena vol5A, ed. C Domb and M S Green (London: Academic) Mattis 0 C 1981 11u Theory 0/ Magnetism (Berlin: Springer) Olver P 1986 A.pplications o/the Lie Groups to Differential Equations (New York: Springer) Painleve P 1902 Acta Math. 25 1 Patera J. Sharp R. Winternitz P and Zassenhaus H 19n I. Math. Phys. 182259 Patera J, Wintemitz P and Zassenhaus H 1975 J. Math. Phys. 161615 1976J. Math. Phys. 17717 Rand 0 W and Wintemitz P 1986 Comput. Phys. Commrm.42359 Smart J S 1953 Phys. Reo. 90 55 White R M and Geballe T H 1979 Long Range Order in Solids (New York: Academic) Winternitz P, Grundland A M and Tuszyriski J A 1987 J. Math. Phys. 28 2194