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**INTERNATIONAL SERIES OF MONOGRAPHS ON PHYSICS
**

SERIES EDITORS J. BIRMAN S. F. EDWARDS R. FRIEND M. REES D. SHERRINGTON G. VENEZIANO CITY UNIVERSITY OF NEW YORK UNIVERSITY OF CAMBRIDGE UNIVERSITY OF CAMBRIDGE UNIVERSITY OF CAMBRIDGE UNIVERSITY OF OXFORD CERN, GENEVA

**International Series of Monographs on Physics
**

146. B. McCoy: Advanced statistical mechanics 145. M. Bordag, G.L. Klimchitskaya, U. Mohideen, V.M. Mostepanenko: Advances in the Casimir eﬀect 144. T.R. Field: Electromagnetic scattering from random media 143. W. G¨tze: Complex dynamics of glass-forming liquids - a mode-coupling theory o 142. V.M. Agranovich: Excitations in organic solids 141. W.T. Grandy: Entropy and the time evolution of macroscopic systems 140. M. Alcubierre: Introduction to 3+1 numerical relativity 139. A. L. Ivanov, S. G. Tikhodeev: Problems of condensed matter physics - quantum coherence phenomena in electron-hole and coupled matter-light systems 138. I. M. Vardavas, F. W. Taylor: Radiation and climate 137. A. F. Borghesani: Ions and electrons in liquid helium 136. C. Kiefer: Quantum gravity, Second edition 135. V. Fortov, I. Iakubov, A. Khrapak: Physics of strongly coupled plasma 134. G. Fredrickson: The equilibrium theory of inhomogeneous polymers 133. H. Suhl: Relaxation processes in micromagnetics 132. J. Terning: Modern supersymmetry 131. M. Mari˜ o: Chern-Simons theory, matrix models, and topological strings n 130. V. Gantmakher: Electrons and disorder in solids 129. W. Barford: Electronic and optical properties of conjugated polymers 128. R. E. Raab, O. L. de Lange: Multipole theory in electromagnetism 127. A. Larkin, A. Varlamov: Theory of ﬂuctuations in superconductors 126. P. Goldbart, N. Goldenfeld, D. Sherrington: Stealing the gold 125. S. Atzeni, J. Meyer-ter-Vehn: The physics of inertial fusion 123. T. Fujimoto: Plasma spectroscopy 122. K. Fujikawa, H. Suzuki: Path integrals and quantum anomalies 121. T. Giamarchi: Quantum physics in one dimension 120. M. Warner, E. Terentjev: Liquid crystal elastomers 119. L. Jacak, P. Sitko, K. Wieczorek, A. Wojs: Quantum Hall systems 118. J. Wesson: Tokamaks, Third edition 117. G. Volovik: The Universe in a helium droplet 116. L. Pitaevskii, S. Stringari: Bose-Einstein condensation 115. G. Dissertori, I.G. Knowles, M. Schmelling: Quantum chromodynamics 114. B. DeWitt: The global approach to quantum ﬁeld theory 113. J. Zinn-Justin: Quantum ﬁeld theory and critical phenomena, Fourth edition 112. R.M. Mazo: Brownian motion - ﬂuctuations, dynamics, and applications 111. H. Nishimori: Statistical physics of spin glasses and information processing - an introduction 110. N.B. Kopnin: Theory of nonequilibrium superconductivity 109. A. Aharoni: Introduction to the theory of ferromagnetism, Second edition 108. R. Dobbs: Helium three 107. R. Wigmans: Calorimetry 106. J. K¨ bler: Theory of itinerant electron magnetism u 105. Y. Kuramoto, Y. Kitaoka: Dynamics of heavy electrons 104. D. Bardin, G. Passarino: The Standard Model in the making 103. G.C. Branco, L. Lavoura, J.P. Silva: CP Violation 102. T.C. Choy: Eﬀective medium theory 101. H. Araki: Mathematical theory of quantum ﬁelds 100. L. M. Pismen: Vortices in nonlinear ﬁelds 99. L. Mestel: Stellar magnetism 98. K. H. Bennemann: Nonlinear optics in metals 94. S. Chikazumi: Physics of ferromagnetism 91. R. A. Bertlmann: Anomalies in quantum ﬁeld theory 90. P. K. Gosh: Ion traps 87. P. S. Joshi: Global aspects in gravitation and cosmology 86. E. R. Pike, S. Sarkar: The quantum theory of radiation 83. P. G. de Gennes, J. Prost: The physics of liquid crystals 73. M. Doi, S. F. Edwards: The theory of polymer dynamics 69. S. Chandrasekhar: The mathematical theory of black holes 51. C. Møller: The theory of relativity 46. H. E. Stanley: Introduction to phase transitions and critical phenomena 32. A. Abragam: Principles of nuclear magnetism 27. P. A. M. Dirac: Principles of quantum mechanics 23. R. E. Peierls: Quantum theory of solids

**Advanced Statistical Mechanics
**

Barry M. McCoy

CN Yang Institute for Theoretical Physics State University of New York Stony Brook, NY

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Great Clarendon Street, Oxford ox2 6dp Oxford University Press is a department of the University of Oxford. It furthers the University’s objective of excellence in research, scholarship, and education by publishing worldwide in Oxford New York Auckland Cape Town Dar es Salaam Hong Kong Karachi Kuala Lumpur Madrid Melbourne Mexico City Nairobi New Delhi Shanghai Taipei Toronto With oﬃces in Argentina Austria Brazil Chile Czech Republic France Greece Guatemala Hungary Italy Japan Poland Portugal Singapore South Korea Switzerland Thailand Turkey Ukraine Vietnam Oxford is a registered trade mark of Oxford University Press in the UK and in certain other countries Published in the United States by Oxford University Press Inc., New York c Barry McCoy 2010 The moral rights of the authors have been asserted Database right Oxford University Press (maker) First published 2010 All rights reserved. No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, without the prior permission in writing of Oxford University Press, or as expressly permitted by law, or under terms agreed with the appropriate reprographics rights organization. Enquiries concerning reproduction outside the scope of the above should be sent to the Rights Department, Oxford University Press, at the address above You must not circulate this book in any other binding or cover and you must impose the same condition on any acquirer British Library Cataloguing in Publication Data Data available Library of Congress Cataloging in Publication Data Data available Printed in Great Britain on acid-free paper by CPI Antony Rowe, Chippenham, Wiltshire ISBN 978–0–19–955663–2 (Hbk.) 1 3 5 7 9 10 8 6 4 2

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Preface

The best way to become acquainted with a subject is to write a book about it. Benjamin Disraeli

The subject of statistical mechanics dates back to the 19th century. It has a rich history, and the basics of the subject are taught in all undergraduate and graduate physics programs. Consequently there is a wealth of books that explain the elementary aspects of the subject which form the foundation for all thermal properties of condensed matter systems. The content of these books is all rather similar in that they cover thermodynamics, ensemble theory, one-body problems and the perfect Bose and Fermi gases. These topics are all considered to be closed subjects which are thoroughly understood. This book is an outgrowth of the author’s teaching of advanced courses in statistical mechanics which go beyond the topics covered in elementary courses and is aimed at introducing the reader to topics in which there is ongoing research. In contrast to the material in an elementary course almost all topics lead to open questions, and the aim of this book is to present these topics of ongoing research to as wide an audience as possible. Consequently in almost all chapters there are sections on open questions and what I call missing theorems where one’s physical intuition suggests that results should be true but for which no proof yet exists. It is hoped that, by highlighting the many places where there are unresolved questions, this book can stimulate progress in the ﬁeld. The selection of topics in any advanced treatment of a subject is aﬀected by the tastes of the author and so several comments about my selection of topics are in order. I have chosen to divide the subject somewhat arbitrarily into three parts: exact general theorems; series expansions and numerical results; and solvable models. Each of these divisions has an immense literature and within the conﬁnes of one book it is not possible to state all results and prove all known theorems. I have therefore adopted the procedure of stating and explaining many results but have only given the proofs of a selection of the theorems stated. There is no other alternative since there are many important theorems whose proof in the literature requires papers of 40–50 pages. For example the proof of the stability of matter is the subject of a book in its own right by Elliot Lieb; Rodney Baxter devotes an entire book to the free energy and order parameters of the six-vertex, eight-vertex and hard hexagon models; T.T. Wu and the present author devote an entire book to the Ising model. In this sense this present book can be considered to be an introduction and guide to, but is hardly a substitute for, the literature of the past 50 years.

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Preface

The reader will almost instantly note that there are several well-known topics in statistical physics which are not covered in this book: namely the renormalization group and mean ﬁeld theory. This omission is deliberate since both of these topics are well covered in many books and it is, in my opinion, superﬂuous to give one more account of these methods. Constant progress is being made in statistical mechanics and it is certain that even at the time of publication some topics will have advanced beyond what is presented here. In particular I draw the reader’s attention to several examples of recent work: the proof discussed in chapter 4 of Kepler’s conjecture that no packing of hard spheres in three dimensions can be more dense than the face centered cubic lattice, and the discovery also presented in chapter 4 that for ellipsoids there are packings denser than the fcc lattice. There are several computations presented which were initiated in part by the desire to clarify and better understand the existing literature, in particular the computation of the tenth order virial coeﬃcients in chapter 7, the diagonal susceptibility and the evaluation of the form factor integrals of the Ising model in chapter 10 and 12 and the treatment of the TQ equation of the eight-vertex model in chapter 14. There are also many interesting and important problems which are omitted merely for lack of space. In particular there are many solvable models which have not been mentioned. Furthermore there is no discussion of the methods of the coordinate and algebraic Bethe’s ansatz and the mathematics of quantum groups and conformal ﬁeld theory. These topics require much more space than this book allows and are treated extensively by other authors. However, it is hoped that in spite of the many necessary omissions that this book covers a suﬃciently large number of topics so that the reader will gain an appreciation of the great breadth of the subject; the many areas of progress which have been made in the past 40–50 years, and the places where future advances will be made. I am fond of saying that “you cannot say that you understand a paper until you generalize it.” This, of course, leads to the logical corollary that “no author can be said to understand his/her most recent paper.” This book is an excellent demonstration of the truth and meaning of this corollary. In every chapter there are open questions and topics that need further research and explanation. Some of the more obvious and unavoidable of these questions have been singled out for discussion but many, if not most, are quietly hidden away waiting for the reader to discover them. There are many derivations and computations presented and, barring misprints, the proofs should be suﬃcient to prove the conclusions. But in no place is it ever shown that the given proof is actually necessary for the conclusion and that the steps exhibited actually reveal the mechanism for the phenomena being discussed. The most glaring example of this problem is the evaluation of integrals done in chapter 12 by the use of MAPLE for which, at the time of writing, no analytic derivation exists. There are many places in this book where I need to thank collaborators and friends for their help and suggestions: Nathan Clisby for the evaluations of virial coeﬃcients in chapter 7; Jean-Marie Maillard for teaching me how to do the symbolic evaluation of integrals on the computer in chapter 12; Klaus Fabricius for collaboration on the Q matrices of the eight-vertex model of chapter 14; and Jacques Perk and Helen Au-Yang for collaboration on chiral Potts models and for ﬁgures 4 and 5 of chapter 15. The

Preface

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method used in chapter 6 to prove the Mayer expansion comes from a set of lectures given by Hans Groeneveld in the late 1960s who has given me much valuable advice in the preparation of that chapter. I am most grateful to the National Science Foundation for partial support during much of the time when I was writing this book and to the Rockefeller Foundation for a one-month residency at their Bellagio Conference and Study Center where several chapters were revised and perfected. In conclusion I must thank and acknowledge two remarkable people to whom I am deeply indebted and without whose encouragement and inspiration this book would never have been completed. The ﬁrst is my late wife, Tun-Hsu Martha McCoy , who helped me every step of the way and put up with the innumerable frustrations I have had during the far too many years I have spent in writing. The other is my classmate of 51 years ago from Catalina High School in Tucson, Arizona, Margaret Hagen Wright, who has given me profound friendship in a time of great need. Stony Brook, New York 2009

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Contents

PART I GENERAL THEORY 1 Basic principles 1.1 Thermodynamics 1.1.1 Macroscopic, extensive and intensive 1.1.2 Equilibrium 1.1.3 The four laws of thermodynamics 1.2 Statistical mechanics 1.2.1 Statistical philosophy 1.2.2 The microcanonical ensemble 1.2.3 The canonical ensemble 1.2.4 The grand canonical ensemble 1.2.5 Phases and ergodic components 1.3 Quantum statistical mechanics 1.3.1 The relation of classical to quantum statistical mechanics 1.4 Quantum ﬁeld theory References Reductionism, phenomena and models 2.1 Reductionism 2.2 Phenomena 2.2.1 Monatomic insulators 2.2.2 Diatomic insulators 2.2.3 Liquid crystals 2.2.4 Water 2.2.5 Metals 2.2.6 Helium 2.2.7 Magnetic transitions 2.3 Models 2.3.1 Continuum models 2.3.2 Lattice models 2.4 Discussion 2.5 Appendix: Bravais lattices References Stability, existence and uniqueness 3.1 Classical stability 3.1.1 Catastrophic potentials 3.1.2 Conditions for stability 3.1.3 Superstability 3 3 3 5 6 9 9 10 11 15 17 17 18 19 21 22 22 24 24 25 28 28 29 29 30 33 34 37 41 42 44 45 49 49 49 57

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Contents

3.1.4 Multispecies interactions Quantum stability 3.2.1 Stability of matter 3.2.2 Proofs of theorems 1 and 2 3.3 Existence and uniqueness of the thermodynamic limit 3.3.1 Box boundary conditions 3.3.2 Periodic boundary conditions 3.3.3 Existence and uniqueness in the canonical ensemble 3.3.4 Existence and uniqueness in the grand canonical ensemble 3.3.5 Continuity of the pressure 3.4 First order phase transitions, zeros and analyticity 3.5 Discussion 3.6 Open questions 3.7 Appendix A: Properties of functions of positive type 3.8 Appendix B: Fourier transforms References 3.2 4 Theorems on order 4.1 Densest packing of hard spheres and ellipsoids 4.2 Lack of order in the isotropic Heisenberg model in D = 1, 2 4.3 Lack of crystalline order in D = 1, 2 4.4 Existence of ferromagnetic and antiferromagnetic order in the classical Heisenberg model (n vector model) in D = 3 4.4.1 The mechanism for ferromagnetic order 4.4.2 Proof of the bound (4.123) 4.4.3 Antiferromagnetism 4.5 Existence of antiferromagnetic order in the quantum Heisenberg model for T > 0 and D = 3 4.6 Existence of antiferromagnetic order in the quantum Heisenberg model for T = 0 and D = 2 4.7 Missing theorems References Critical phenomena and scaling theory 5.1 Thermodynamic critical exponents and inequalities for Ising-like systems 5.2 Scaling theory for Ising-like systems 5.2.1 Scaling for H = 0 5.2.2 Scaling for H = 0 5.2.3 Summary of critical exponent equalities 5.3 Scaling for general systems 5.3.1 The classical n vector and quantum Heisenberg models 5.3.2 Lennard-Jones ﬂuids 5.4 Universality 5.5 Missing theorems References

59 61 61 63 66 67 69 69 77 78 80 82 84 85 86 90 92 93 97 103 110 111 113 117 118 120 120 122 124 125 128 129 132 136 136 137 142 142 143 145

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Contents

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PART II SERIES AND NUMERICAL METHODS 6 Mayer virial expansions and Groeneveld’s theorems 6.1 The second virial coeﬃcient 6.2 Mayers’ ﬁrst theorem 6.3 Mayers’ second theorem 6.3.1 Step 1 6.3.2 Step 2 6.3.3 Step 3 6.4 Non-negative potentials and Groeneveld’s theorems 6.5 Convergence of virial expansions 6.6 Counting of Mayer graphs 6.7 Appendix: The irreducible Mayer graphs of four and ﬁve points References Ree–Hoover virial expansion and hard particles 7.1 The Ree–Hoover expansion 7.2 The Tonks Gas 7.3 Hard sphere virial coeﬃcients B2 –B4 in two and higher dimensions 7.3.1 Evaluation of B2 7.3.2 Evaluation of B3 7.3.3 Evaluation of B4 7.4 Monte-Carlo evaluations of B5 –B10 7.5 Hard sphere virial coeﬃcients for k ≥ 11 7.6 Radius of convergence and approximate equations of state 7.7 Parallel hard squares, parallel hard cubes and hard hexagons on a lattice 7.8 Convex nonspherical hard particles 7.9 Open questions References High density expansions 8.1 Molecular dynamics 8.2 Hard spheres and discs 8.2.1 Behavior near close packing 8.2.2 Freezing of hard spheres 8.2.3 The phase transition for hard discs 8.3 The inverse power law potential 8.3.1 Scaling behavior 8.3.2 Numerical computations 8.4 Hard spheres with an additional square well 8.5 Lennard-Jones potentials 8.6 Conclusions References 149 156 158 160 160 162 164 167 173 176 178 180 181 182 186 189 189 191 194 195 196 198 202 204 205 208 210 211 212 213 214 219 222 223 224 225 227 228 230

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1.1.10 The diagonal susceptibility 10.2 A qualitative interpretation of the D = 2 data 9.4 Critical exponents 9.3 Bulk free energy per site 10.5 Extended analyticity References 277 280 280 281 283 286 286 287 295 297 302 306 309 309 310 312 314 316 319 319 319 321 322 323 324 .1.2 Results for D = 3 9.4 Statistical mechanics versus quantum ﬁeld theory 9.2 Zeros of the partition function 10.1.2 The imaginary magnetic ﬁeld H/kB T = iπ/2 10.3 The layered random lattice 10.1.1.1.9 Magnetic susceptibility of the bulk 10.2 Boundary magnetization M1 (Hb ) 10.4.2.1.5 Spontaneous magnetization 10.8 Scaling limit 10.1.1 The circle theorem 10.4.2. N ) for general M.1.2.5 Appendix: The expansion coeﬃcients for the susceptibility on the square lattice References PART III EXACTLY SOLVABLE MODELS 232 234 237 240 242 243 248 254 255 257 258 259 261 265 267 272 10 The Ising model in two dimensions: summary of results 10.2 Boundary properties of the homogeneous lattice at H = 0 10. N 10.1 Partition function on the torus 10.4.1 Boundary free energy at Hb = 0 10.1.5 The ratio method 9.2 Quantum Heisenberg model 9.7 The correlation C(M.4 The Ising model for H = 0 10.4 T = Tc with H > 0 10.2.3 Boundary spin correlations 10.3 Expansions for small H 10.4 Analytic continuation and hysteresis 10.4.6 Row and diagonal spin correlation functions 10.3 Analysis of results 9.4 Partition function at T = Tc 10.Ü Contents 9 High temperature expansions for magnets at H = 0 9.6 Estimates from diﬀerential approximates 9.1.4.2.1. 3 9.3 Discussion 9.1.1.3 Results for D = 3 9.1 The homogeneous lattice at H = 0 10.2.1 Results for D = 2 9.1.2.1 Classical n vector model for D = 2.1 Results for D = 2 9.

4 Explicit evaluation of the Pfaﬃans 11.1.5. N ) 12.1 Fourier transforms 12.5.4 Symmetric powers 12.5 Evaluation of diagonal form factor integrals 12.1 Dimers 11.6 Other lattices and boundary conditions 11.Contents Ü 11 The Pfaﬃan solution of the Ising model 11.2 Splitting and factorization 12.2.5.1.N σM.2 Large N for T > Tc 12.3 Correlations near the boundary References 12 Ising model spontaneous magnetization and form factors 12.5 Results 12. N ) and C(0. N ) and C(0.3 Correlation functions 11.0 σN.2 The spontaneous magnetization 12.1.2 Expansion for T > Tc 12.4.5.N 11.1 Wiener–Hopf sum equations 12.4 Asymptotic expansions of C(N.1 Dimers on lattices with free boundary conditions 11.3.3.1.3 Large N for T = Tc 12.3.2.N 11.1.1 Historical overview 13.1 Expansion for T < Tc 12.1.4.5.2 Cylindrical boundary conditions 11.2 The diagonal correlation σ0.1.3 Form factor expansions of C(N.2.2 Factorization and direct sums 12.3 Dimers on lattices of genus g ≥ 1 11.6 Discussion References 13 The star–triangle (Yang–Baxter) equation 13.2.1.1 Toroidal (periodic) boundary conditions 11.1.5.3.3 Solution 12.3.2.2 The physical regime 328 329 330 337 338 339 344 345 347 347 354 355 355 359 360 361 363 364 364 366 367 368 369 374 375 375 386 392 392 393 393 398 399 399 402 402 404 406 407 408 408 412 415 416 .5 Thermodynamic limit 11.1 Diﬀerential equations 12.1 Proof of Szeg¨’s theorem o 12.3 Homomorphisms of operators 12.2 Transfer matrices 13.1 The correlation σM.1 Explicit forms of the transfer matrix 13.2.2 Dimers on a cylinder 11.4.1 Large N for T < Tc 12.2 Spontaneous magnetization and Szeg¨’s theorem o 12.2 The Ising partition function 11. N ) for N → ∞ 12.

1 The form of the eigenvalues 14.8 Appendix: Properties of theta functions References 14 The eight-vertex and XYZ model 14.4 Star–triangle equation for vertex models 13.1 Historical overview 14.7 Hamiltonian limits 13.3 Eigenvalues and free energy 14.2.3 Inhomogeneous lattices 13.2 Hard hexagons for 0 ≤ z ≤ zc 15.4 Computation of the free energy 14.3 Hard hexagons for zc ≤ z < ∞ 417 418 419 436 439 440 440 448 451 452 452 457 464 466 469 472 477 480 481 484 486 488 489 498 508 509 514 514 516 526 528 537 538 541 542 550 552 557 562 562 562 565 571 .4 XYZ correlations 14.1.7.4 The interchange relation 14.5 Star–triangle equation for spin models 13.3 Bethe’s equation 14.1 Spin chains for the eight.2.6 Quasiperiodicity 14.3.6.3.and six-vertex models 13.1.2 Proof of the star–triangle equation 13.2 Spin chain for the chiral Potts model 13.4.2 The matrix TQ equation for the eight-vertex model 14.1 Boltzmann weights for two-state vertex models 13.1 Eight-vertex polarization P8 and XYZ order 14.5 Nonsingularity and nondegeneracy 14.5 Appendix: Properties of the modiﬁed theta functions References 15 The hard hexagon.2.3 Determination of Rpqr 13.4. RSOS and chiral Potts models 15.6.2 Eight-vertex magnetization M8 14.1 SOS and RSOS models 13.3 Integrability 13.3.ÜÚ Contents 13.5.4.2.2 Formal construction of the matrices Q72 (v) 14.5.3 Explicit construction of QR (v) and QL (v) 14.2.1 Chiral Potts model 13.2 Vertex–spin correspondence 13.1.3 Correlations for the XY model 14.and six-vertex model 14.7.1 Modiﬁed theta functions 14. order parameters and correlation functions of the eight.1 The hard hexagon and RSOS models 15.4.5.1 Historical overview 15.6 Star–triangle equation for face models 13.4.4 Excitations.2 The hard hexagon model 13.2 Numerical study of the eigenvalues of Q72 (v) 14.4.2.4.3.

2 Degenerate subspaces for the eight-vertex model 15.2 Size is important 16.2 Real and positive Boltzmann weights 15.5 Superintegrable ground state energy for small λ 15.8 The phase diagram of the spin chain 15.1.7 Order parameter 15.3.2.2 The chiral Potts model 15.4 Conclusion References Index 574 575 575 578 585 588 590 595 598 599 600 601 602 603 603 605 613 613 615 616 617 618 619 .2.2.3.6 Single particle excitations and level crossing 15.3.2.1 Does history matter? 16.2.2.1 Q operators 15.2.2.3 The superintegrable chiral Potts model and Onsager’s algebra 15.3.4 The functional equation for the superintegrable case for N =3 15.Contents ÜÚ 15.1 Historical overview 15.3 The paradox of integrability 16.3 Open questions 15.4 Chiral Potts correlations References PART IV CONCLUSION 16 Reductionism versus complexity 16.3 Symmetry algebra for the eight-vertex model at roots of unity 15.4 Discussion 15.

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Groucho Marx .Part I General Theory A child of ﬁve could understand this. Fetch me a child of ﬁve.

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The phenomena of thermodynamics form the simplest and best understood properties of large systems. We are forced to study thermodynamics because nature empirically turns out to work this way. Their microscopic justiﬁcation can only be said to have been completed in the late 20th century. And yet for all of its ubiquitous truth thermodynamics is a strange subject. However. The derivation of these principles from classical mechanics and the application of these laws to free and simple one-body systems is covered in previous courses at both the undergraduate and graduate level. a subject of great importance for the development of steam power which was at the heart of the industrial revolution. This course is devoted to applying these principles to the study of interacting many-body systems to derive properties of macroscopic matter from microscopic interactions. In this section we will sketch these laws of thermodynamics. Indeed.1. extensive and intensive Thermodynamics begins with a deﬁnition of the words macroscopic. extensive and intensive.1 Basic principles This book is called Advanced Statistical Mechanics and as such it is assumed that the reader has studied thermodynamics and knows the ensemble formulation of statistical mechanics. temperature and eﬃciency are as common as the weather report and the kitchen stove. Rather it seems to be a “ﬁnal cause” in the sense of Aristotle. 1. the late 19th century discussions of various “paradoxes” connected with Poincar´ recurrence and irreversibility demonstrate that there e were many who did not seem to like thermodynamics one bit. The laws of thermodynamics rule our daily lives and the thermodynamic notions of heat. By macroscopic we mean that for a system of N particles in a volume V we are interested in the behavior when .1 Thermodynamics The study of large systems originates with the investigations of the 19th century into the subject of thermodynamics.1 Macroscopic. Because thermodynamic behavior exists it must follow from the microscopic laws of nature. 1. regardless of how much we may not like it. in order to have a common starting point for our investigations we will in this chapter summarize the laws and results of thermodynamics and present the formulation of ensemble theory in the form which it will be used in this course. Its invention in the 19th century did not develop logically from Newton’s laws of motion.

A property is called intensive if it is independent of N in the limit (1.4) and (1.3) and these limits are independent of the shape of the system. More precisely we have lim intensive = constant (1. and 1/v = ρ is called the (number) density.6) From (1. In particular we must be able to guarantee that the system will neither collapse because of short distance attraction nor explode because of long distance repulsion.2) N →∞ and N →∞ lim extensive/N = constant (1.1) and is called extensive if it is linear in N . The words extensive and intensive refer to the behavior of properties of this N -body system in the thermodynamic limit. Thus for large N R ∼ N 1/3 (1.4) d To compute the potential energy of a spherical collection of these small spheres consider adding one sphere to a spherical collection of N spheres. Therefore we conclude that the early 19th century . The problem with short distance attraction is seen by considering the familiar case of a collection of N hard spheres of radius r and mass m where the interaction between two spheres of diﬀerent masses separated by a distance d is the gravitational interaction Gm1 m2 V (d) = .Basic principles N → ∞ and V → ∞ with V /N = v ﬁxed (1.6) we see that the potential energy gained in adding one sphere to the collection of N spheres is Gm(mN ) Gm2 N ∼ ∼ N 2/3 R N 1/3 (1. Thermodynamics assumes that there are no other ways that a property can depend on the number of particles. (1. v is called the speciﬁc volume. But this assertion that only intensive and extensive properties exist already imposes a limitation on the type of microscopic interactions we are allowed to deal with.5) where the constant is geometrically determined by closest packing. In particular. if thermodynamics is applicable to a system. then the dependence of R on N is found by computing the volume of the collection of N spheres (4/3)πR3 = constant N (4/3)πr3 (1.1) This limit is called the thermodynamic limit.7) and hence if we integrate from one to N we ﬁnd that the average gravitational potential energy of the N closest packed gravitating hard spheres is proportional to N 5/3 which is neither intensive nor extensive. If we let R denote the radius of the composite sphere. its total energy must be extensive.

However. The independence of past history is clearly a genuine restriction on the types of phe- . there may be other much longer time scales which become inﬁnite as the size goes to inﬁnity and on these extremely large scales change may again occur. the very statement of what is meant by equilibrium seems to ﬂy in the face of the ﬁrst law of motion. This statement of waiting long enough is admittedly vague because there are systems like glass which change slowly over a period of several hundreds of years. The entire development of classical statistical mechanics can be said to be part of the proof of the existence of equilibrium. Properties that depend only on the state of the system and not on the past history are called state functions. These few variables needed to characterize the system are said to specify its state.1. Here there is a critical mass beyond which an uncontrolled chain reaction sets in and there is no sense in which equilibrium describes the physics. This is to be contrasted with a system of a few degrees of freedom such as two or three billiard balls on a frictionless table which will keep on bouncing forever. Here an electrostatic charge will reside on the surface of the system and the total energy will depend on the shape of the system.2 Equilibrium The most “obvious” empirical property of macroscopic matter is that if we isolate it (for example by putting it in a Dewar) and wait long enough all changes in the system will die out. To use the words proof or derivation is far too strong. The notion of equilibrium is in essence a statement that for a very large system there are several time scales. Thermal equilibrium refers to the time after these ﬁnite time scales have been surpassed but the inﬁnite ones have not yet been reached. 1. This scale may be on the order of microseconds or hours but once this time scale is reached the extensive and intensive properties of the large system cease to change. Much of statistical mechanics deals with the computations of properties of this equilibrium state. Consequently it is of great importance to understand where the concept comes from. A slightly less drastic situation is the case of a system with a net charge. We will study these questions in detail in chapter 3. when it was shown that the ground state energy of a system of electrons interacting with a neutralizing positive charge background is linear in N . One of these time scales is ﬁnite when the number of particles goes to inﬁnity. Consequently it is often useful to give an alternative deﬁnition and to say that something is in equilibrium if we can describe all of its properties that are subject to macroscopic measurements in terms of a few intensive and extensive variables (such as pressure and density) which do not depend on the past history of the system. that there was a proof that any realistic set of microscopic forces actually will have the dependence on the number of particles assumed by thermodynamics. However. The conditions on the potential which allow intensive and extensive behavior were not really understood until the mid 20th century. and it was not until the 1960s.Thermodynamics laws of thermodynamics will not apply to gravity which was the only force which had been mathematically investigated at the time that thermodynamics was ﬁrst invented! The possibility of a large system exploding in the thermodynamic limit is most dramatically seen in the construction of an atomic bomb.

B and C. (Kelvin) It is impossible to devise an engine which. of three bodies A. the amount of work needed depends solely on the change accomplished and not on the means by which the work is performed. ∆Q. transferred to the system.Basic principles nomena that can be discussed.3 The four laws of thermodynamics Thermodynamics is embodied in the following four laws which are abstracted from our observations of macroscopic matter in equilibrium: Zeroth Law: If. (Fowler and Guggenheim) It is impossible by any procedure to reduce any system to absolute zero in a ﬁnite number of operations. reversible process approaches zero as T → 0. First Law: If the state of an otherwise isolated system is changed by the performance of work. (1. For example. working in a cycle. or on the intermediate stages through which the system passes between its initial and ﬁnal states. Third Law: (Nernst) The entropy change associated with any isothermal. The typical experimental demonstration of this is the Joule paddle wheel experiment in which the stirring of a mass of water raises the temperature. Second Law: (Clausius) It is impossible to devise an engine which. working in a cycle. The zeroth law allows us to deﬁne the state function called empirical temperature (denoted by φ) which has the property that any two bodies in equilibrium have the same value of the empirical temperature. the bodies A and B are separately in equilibrium with C then A and B are in equilibrium with each other. One of the ﬁrst tasks of microscopic statistical mechanics is to demonstrate the existence of these phenomena. Thus the discussion of equilibrium properties marks only the beginning of the study of the properties of large systems. 1. shall produce no eﬀect other than the extraction of heat from a reservoir and the performance of an equal amount of work. The dramatic feature of equilibrium is that it is an irreversible concept which puts into physics a direction of time even if the underlying microscopic equations are time reversal invariant. by holding a Bunsen burner under a ﬂask we can change the state without adding any mechanical work at all.8) . The ﬁrst law lets us deﬁne the state function called internal energy. In this general situation the change in internal energy consists of two terms. The ﬁrst three of these four laws have a purely classical origin and each leads to the existence of a new state function. The change in this internal energy in going from one state to another is the work added to the system in thermal isolation in changing the state. the work done on the system and the heat. This empirical temperature deﬁnes a set of isotherms relative to one (arbitrarily) chosen standard system called a thermometer. shall produce no eﬀect other than the transfer of heat from a colder to a hotter body. Once this state function is deﬁned we can consider the more general situation where the change of state occurs without the system being thermally isolated. In symbols ∆U = ∆W + ∆Q.1.

13) P It is also common to divide by the number of particle N and consider the speciﬁc heats cv = Cv /N and cp = Cp /N. Its major consequence for us . Now only the initial and ﬁnal states of the system are in equilibrium.Thermodynamics Moreover.10) where kB = 1. and hence dU = T dS − P dV . (1. (1. This was only discovered in the 20th century and stems from quantum instead of classical mechanics. S.9) exempliﬁes this type of change. Nevertheless great experimental ingenuity has gone into the design of thermometers that make experimental measurements in terms of absolute temperature with great accuracy and we will always unite the concepts of empirical and absolute temperature in this book and speak of temperature alone. At any time we can reverse the direction of this change and thus such quasistatic changes are called reversible. called entropy that describes the change in heat during a reversible change. One of the most common of measurements is of the extensive quantity C called the heat capacity. This calibration of thermometers to agree with the perfect gas temperature is clearly a diﬃcult task to do at very low temperatures where there are no good approximations to a perfect gas.14) The computation of speciﬁc heats will be one of the major topics of this book. in connection with the ﬁrst law we recognize that there are two distinct ways to change the state of a system. These state functions are measurable and of great importance in studying macroscopic systems.38 × 10−23 Joules/degree Kelvin is called Boltzmann’s constant. is a function of the empirical temperature alone and. One way is to perform the change so slowly that equilibrium is maintained at all times. In particular in a reversible change ∆Q = dQ = T dS.12) (1. Such changes cannot be reversed in time and are called irreversible. then the absolute and the empirical scales of temperature agree.11) Here T . deﬁned as the change in the heat with respect to temperature at some ﬁxed external conditions. For example. The slow pulling out of a piston where ∆W = −P dV (1. The second law allows the deﬁnition of a state function. in a gas speciﬁed by the state variable P and V there are two commonly measured heat capacities: Cv = dQ dT and Cp = V dQ dT (1. On the other hand we could suddenly expand a gas into a free volume by breaking a membrane. called the absolute temperature. if the thermometer is chosen as deﬁned from the perfect gas law P v = kB T (1. It remains to consider the third law.

21) An excellent set of derivations is given in the classic book The Elements of Classical Thermodynamics by A. Gibbs function G = U − T S + P V where dG = V dP − SdT 3. The rate at which the heat capacity vanishes gives important information about the quantum interactions of the system.B. Pippard [1].17) (1. T1 (1. 2 (1.19) V S P T (1.10) with the deﬁnition of heat capacity (1.16) The third law says that as T1 → 0 this entropy change goes to a constant and thus we see that the heat capacity of any system must vanish as T → 0. requires space and attention to detail. Helmholtz free energy A = U − T S where dA = −P dV − SdT 2. .18) (1. Thus S(T2 ) − S(T1 ) = T2 (1.Basic principles can be seen if we combine the deﬁnition of the entropy state function (1. the four relations of Maxwell ∂T ∂V ∂T ∂P ∂V ∂T ∂P ∂T ∂P ∂S ∂V = ∂S P ∂S =− ∂P ∂S = ∂V T =− S (1. Enthalpy H = U + P V where dH = T dS + V dP.15) dT C(T )/T. In particular we will ﬁnd it useful at times to use the quantities 1. and the relations between experimental quantities that can be derived from these laws.13) to write dS = C(T )dT /T.20) V and the internal energy of the perfect gas U= 3N kB T. The derivation of these state functions from the laws.

On the other hand there are the idealists who.2 Statistical mechanics Classical statistical mechanics was invented at the end of the 19th century by Maxwell. The observer has inﬁnitely more information capacity than the observed. The observed has inﬁnitely more information capacity than the observer. 1. and the relationship they have with each other. It is the case 1).C. 3. Case 2) listed above is the situation which we commonly meet in ordinary human aﬀairs. starting with Plato. maintain that there exists an external reality which we learn of by perception.”. As our ability to make measurements increases in accuracy we are able to make use of the classical laws of motion to make predictions ever further into the future. This is the situation envisioned in the philosophy of empiricism. However. Indeed the ﬁrst major advances in astronomy were due to the ability to store and correlate data using a time period of over 1000 years starting with data taken in 720 B. where the observer has inﬁnitely more capacity to measure and store information than the observed object has degrees of freedom. The reason that statistical mechanics could be founded long before such things as the KAM theorem were known is precisely because the relevant mechanics is statistical. maintain that reality consists of mental ideas which we carry in our heads. While we can and often do use a ﬁction that there is an “objective reality” in practice we never . in Mesopotamia.Statistical mechanics 1.1 Statistical philosophy From the beginning of philosophical inquiry 2400 years ago there has been a persistent dichotomy of thought as to what constitutes reality. In this case we have large and intricate devices for measuring positions and velocities and a great deal of capacity for storing the results of these measurements. if the study of thermal equilibrium required a detailed knowledge of the solution of Hamilton’s equations even our knowledge in late 20th century would be insuﬃcient. starting with Aristotle. An understanding of the relation between these two extreme points of view is necessary for an understanding of the relation of statistics to mechanics. The fundamental point in all philosophic and scientiﬁc investigations is the distinction between the observer and observed. 2. The limiting case of an inﬁnite speciﬁcation of the observed object is what the empirical philosophy deﬁnes as “physical reality. The observer and the observed have comparable information capacity. This relationship is clariﬁed if we distinguish three situations in terms of information content: 1. that we most commonly think of when we consider Newtonian planetary motion or more generally any mechanical system described by a few degrees of freedom in the laboratory. In our everyday dealings with people our knowledge is inevitably incomplete and nevertheless we are forced to act on the basis of what we actually know. Such inﬁnite speciﬁcation can only be done if the observer has inﬁnite information capacity compared to the observed object. On the one hand there are the empiricists who. Boltzmann and Gibbs as a way to compute the phenomena of thermal equilibrium from the microscopic laws of classical mechanics.2.

where Ω(E) = E≤H≤E+∆ (1. . The ﬁnal case 3). for a system whose energy is conserved.qj }) = δ(H({pj . where the observed object has inﬁnitely more degrees of freedom than the observer has information capacity to measure.2 The microcanonical ensemble The initial question to be asked about the prediction of properties of inﬁnite systems using only ﬁnite means is whether there are any ﬁnite means possible that will let us predict anything at all.24) d2N {pj . (1. qj }) = 1/Ω(E. They argued that.½¼ Basic principles know what it is. This was the question asked by Maxwell. it might be objected that not even the total energy can in principle be known exactly and hence we might consider as an alternative ρMC ({pj . qj }) − E)/Ω(E) where Ω(E) = d2N {pj .22) The normalizing factor Ω(E) is called the structure function. Then. t). This density function is called the microcanonical ensemble: ρMC ({pj . qj }δ(H({pj . we would be forced to say that we were studying a density which was constant on the surface of constant energy.qj }. we at least know the value of the conserved energy. qj .23) (1. (1. The inescapable Platonic idea that must be introduced into the study of inﬁnite classical systems by ﬁnite means is the idea of a density of points in phase space ρ(pj . if we knew absolutely nothing else about the system. This density is a mandatory concept because by deﬁnition we can never specify an individual point. It exists in the mind only and cannot be measured empirically.2. 1. In this case the idealist philosophy of Plato is indispensable because even if one wants to believe in an immutable external empirical world it is forever inaccessible. is the subject of statistical mechanics. qj }) − E). ∆) for E ≤ H ≤ E + ∆. To repeat: The density of points in phase space is a pure Platonic idea. Boltzmann and Gibbs more than a century ago.25) We will refer to both of these as the microcanonical ensemble. However. The object of statistical mechanics is to use these densities to make predictions of properties of inﬁnite systems using only ﬁnite means. The manner in which we predict future human actions is dominated by the severe limitations on our observations of the external world.

by using(1. The temperatures of any two systems in thermal contact are equal.3 The canonical ensemble In the presentation of the microcanonical ensemble the typical experimental situation under consideration is one where a macroscopic system approaches equilibrium in thermal isolation from its surroundings. Boltzmann and Gibbs conjectured that the value of any macroscopic property A of a system with 2N degrees of freedom in thermal equilibrium is given in terms of this microcanonical density as A = d2N {pj .Statistical mechanics ½½ Maxwell. V → ∞ with V /N − v ﬁxed N →∞ lim 1 S exists N (1. In this experimental situation we have absolutely no interest in the dynamics of the heat bath whose only function is to deﬁne the temperature. V )/N !] . The proof of these properties depends on the Hamiltonian of the system. this is not the most typical experimental conﬁguration.26) On the assumption that this ensemble and average formula do describe thermal equilibrium we will shortly ﬁnd expressions for the thermodynamic state functions temperature. V ) = kB ln [Ω(E. 1. We have no interest in discussing the question of how the heat bath itself approaches equilibrium. . (1.28) (1. This will demonstrate the existence of a formalism that allows the computations of nontrivial thermodynamic properties in terms of a microscopic Hamiltonian. we identify the absolute temperature as 1 ∂S(E. The limit where N → ∞.27) To prove that this identiﬁcation of the entropy is correct we must establish two key properties: 1. The only property of the heat bath that we will use is the empirical observation that heat baths exist. The conditions on the potential which allow these properties will be discussed in detail in chapter 3. This is done for a system of N identical particles in a volume V by identifying the thermodynamic entropy in terms of the structure function as S(E. internal energy and entropy in terms of the structure function. qj }ρA. from which. however. V ) = . It is much more common to have the macroscopic system on which we are making measurements placed in thermal contact with an even larger macroscopic system (the heat bath) whose function is to keep the observed system in thermal equilibrium.2.11). T ∂E (1. In practice.29) and 2.

34) where we have deﬁned Z(ζ) = dXe−ζH and Zh = dX(j) e−ζHj .32) where X are the coordinates of H and X(j) are the coordinates of Hj . In the limit Nh → ∞ the ensemble represented by this density is called the canonical ensemble.30) In the limit when Nh → ∞ this represents the deﬁnition of a heat bath as having inﬁnitely more degrees of freedom than the observed system. deﬁning ζ = iθ/∆E. We evaluate the limit Nh → ∞ by use of the method of steepest descents.35) and the numerator of (1. To carry this out we will slightly simplify the formalism and assume that all energies are a common multiple of a unit ∆E.k = .) We use this convention to write the Kronecker δ in (1. Etot ) = dX(1) · · · dX(Nh ) ρMC (1.31) To study the system H we need the density function with all the coordinates of the heat bath integrated out.32) is .30) with the microcanonical density function ρMC = δEtot .31) as π 1 θ(j − k) δj.Htot /Ω(Etot ). (1. (1. (Nothing will be lost in this argument since in the end nothing will depend on ∆E anyway. We represent the statement that the observed system is in thermal equilibrium with the heat bath by applying the microcanonical ensemble to the entire system (1.33) dθ exp i 2π −π ∆E Thus. (1. the denominator of (1.31) is written as Nh π iθ 1 (Etot − H − Ω(Etot ) = dXdX(1) · · · dX(N ) dθ exp Hj ) 2π −π ∆E j=1 = ∆E 2πi iπ/∆E dζ e(ζEtot +ln Z(ζ)+Nh ln Zh (ζ)) −iπ/∆E (1. Thus the total Hamiltonian of the system plus the heat bath is Nh Htot = H + j=1 Hj . The most convenient way to do this is to let H be the Hamiltonian of the system under observation and to represent the heat bath by Nh systems each with the identical Hamiltonians Hj . (1. Thus we consider ρ(X.½¾ Basic principles We are only interested in the observed system and not the heat bath and thus we are free to describe the heat bath by any ﬁction we please just so long as thermal equilibrium is maintained.

42) It now remains to relate the canonical ensemble to thermodynamics. Nh (1. Zh and ∆E cancels out of (1.41) This is the density of the canonical ensemble and the normalizing factor Z(β) is called the partition function. by construction.43) dXf e−βH /Z(β).40) Therefore in the Nh → ∞ limit all the dependence on Nh .36) Consider ﬁrst the structure function (1.36) gives e−βH eNh [β E+ln Zh (β)] ∆E 2πNh ¯ ∂ 2 ln Zh (β) ∂β 2 −1/2 1 + O( 1 ) . With this density the expectation value of any observable f is given as f = In particular. (1.37) The steepest descents point maximizes the value of the exponential as a function of ζ and is found as the solution of ∂ ¯ ln Zh (ζ) = 0. First note that. E+ ∂ζ (1. Then.Statistical mechanics ½¿ 1 dX(1) · · · dX(Nh ) 2π = Nh iθ (Etot − H − dθ exp Hj ) ∆E −π j=1 π ∆E 2πi πi/∆E −πi/∆E dζe(ζ(Etot −H)+Nh ln Zh (ζ)) (1.34) in the limit Nh → ∞.32) and we ﬁnd that the resulting limiting density is ρC = e−βH /Z(β). Etot → ∞ with ¯ Etot /Nh = E ﬁxed and write the integrand as Z(ζ)eNh [ζ E+ln Zh (ζ)] .39) A similar steepest descents evaluation of the numerator (1. if H1 and H2 are two diﬀerent systems in contact with the . ∂β (1.38) We denote the solution of this equation as β which is easily shown to be real and positive. ¯ (1. (1. Nh (1. the internal energy is U= H = dXHe−βH /Z(β) = − ∂ ln Z(β) . deforming the contour of integration to the steepest descents path of constant phase which passes through β and on this path setting ζ = β + iy we ﬁnd to leading order in Nh that Ω(Etot ) ∼ Z(β)eNh [β E+ln Zh (β)] = Z(β)eNh [β E+ln Z(β)] ∆E 2πNh ¯ ¯ ∆E 2π 2 ∞ e −∞ − Nh 2 y2 ∂ 2 ln Zh (β) ∂β 2 ∂ ln Zh (β) ∂β 2 −1/2 1 + O( 1 ) .

In order to obtain a free energy which is extensive we set ZN (β) = Z(β)/N ! and deﬁne the Helmholtz free energy A(V.51) lim 1 lnZN V (1. To ﬁnd this dependence it thus suﬃces to consider the perfect gas H= conﬁned in a volume V. β must be a universal function of temperature. In particular we consider a system with N identical particles. T ) − T A(V.50) (1. Therefore β is the same for any two systems in thermal equilibrium and thus.49) (1.43) the internal energy is U= 3N .44) p2 j =VN 2πm β 3N/2 (1.½ Basic principles same heat bath they will both have a canonical density given by (1.46) Thus comparing with the internal energy of the perfect gas obtained from thermodynamics (1.53) .T ) . T ) from ZN (β) = e−βA(V. We also ﬁnd from (1. Using Stirling’s approximation N ! ∼ N N +1/2 e−N (2π)1/2 we see from (1.41) with the same value of β.52) with v ﬁxed exists.48) β= kB T To complete the relation with thermodynamics we need to express the Helmholtz free energy in terms of Z(β). V →∞.45) and thus from (1. T ) = A(V.45) that. (1.21) 3N U= kB T (1. T ) ∂β ∂T (1. for the perfect gas. 2β (1. For this system Z(β) = d3N xd3N pe 1 −β 2m N j=1 1 2m N p2 j j=1 (1.47) 2 we obtain the general relation 1 . from the zeroth law.43) that U= ∂ ∂ βA(V. N →∞ v=V /N (1.

54) we conclude that the deﬁnition (1. v (1. Thus we see that the ﬂuctuations of the energy from the average value vanish as N → ∞.56) 1 2 H2 − H = kT 2 cv /N. T (1.57) N2 The two terms on the left are each of order one but the right-hand side is of order 1/N as long at the speciﬁc heat cv is ﬁnite in the thermodynamic limit.Statistical mechanics ½ from which. As a measure of the ﬂuctuation consider the 2 variance H 2 − H . . (1. the grand partition function ∞ Qgr (z) = N =0 z N ZN (β). there are situations where it is technically more convenient to consider.17) that S=− ∂A ∂T and P = − V ∂A ∂V .4 The grand canonical ensemble In order to use the canonical ensemble we must. V → ∞ with N/V = 1 = ρ ﬁxed.50) does indeed satisfy all the required properties of the Helmholtz free energy.58) However.59) In the grand canonical ensemble thermodynamic functions are expressed directly in terms of Qgr (z). 1.55) = − H2 + H and on the other hand from the thermodynamic deﬁnition of speciﬁc heat − and thus ∂U = kT 2 ∂β ∂U ∂T = kT 2 N cv V (1.2. instead of the partition function ZN (β). in principle. This is an indication that large chaotic systems can have very predictable average quantities and is an illustration of the operation of the laws of large numbers in statistical mechanics. But for a large system the probability that the true energy is far from the average energy is very small. On the one hand ∂U ∂ = ∂β ∂β =− dXHe−βH /Z(β) 2 dXH 2 e−βH /Z(β) + 2 XHe−βH /Z(β) (1. In the canonical ensemble the energy is not precisely deﬁned. if we recall from thermodynamics (1. Only the average energy is computable. compute the partition function ZN (β) for a system with a ﬁnite number of particles N in a ﬁnite volume V and take the limit N → ∞. (1.

½ Basic principles To express the thermodynamic functions in terms the grand partition function we use Cauchy’s theorem to write ZN (β) = 1 2πi dz z N +1 Qgr (z).50) and (1.58) 1 ∂ z ln Qgr (z) = ρ.54) P =− ∂ ∂ [−β −1 ln ZN (β)] ∼ β −1 [ln Qgr (z) − (N + 1) ln z].64) Thus recalling that ln Qgr (z) depends linearly on V we may use ∂ 1 ln Qgr (z) = ln Qgr (z) ∂V V and the fact that z is independent of V to obtain the desired result P 1 = lim ln Qgr (z).61) and then using the method of steepest descents. The steepest descents point is at ∂ [ln Qgr (z) − N ln z] = 0 ∂z (1. lim (1.60) where the contour of integration is around z = 0.58) by ﬁrst writing (1. ∂V ∂V (1.67) (1. under the assumption that ln Qgr (z) is proportional to V. V →∞ V kB T Finally we also obtain from (1.62) which.53) ∂ U 1 =− lim ln Qgr (z).65) gr (z)−(N +1) ln z] 2π ∂ 2 ln Qgr (z) ∂z 2 −1/2 (1. V →∞ V ∂β V →∞ V lim (1.63) V →∞ V ∂z The value of z which solves this equation is often written as z = eβµ and µ is called the chemical potential. (1.68) (1.60) as ZN (β) = 1 2πi dz [ln Qgr (z)−N ln z] e z (1. becomes in the limit (1. We thus ﬁnd ZN (β) ∼ e[ln Q and from (1.66) . We study ZN (β) in the limit (1.

This partition function with the minimum free energy will on general depend on the temperature and a passage from say a face centered cubic to a body centered cubic phase will occur as a function of temperature when there is a crossing from one free energy to another. We will return to this topic in chapters 3 and 4 when we discuss theorems on the existence of thermodynamic limits and on crystalline order. If the representation is isotropic and homogeneous the system will be in a ﬂuid phase but if the system has frozen into a crystal the allowed conﬁgurations will all have a crystalline symmetry and the only way that the system can pass from one phase into another is by means of interactions with the walls of the box.3 Quantum statistical mechanics The classical statistical mechanics presented in the previous section is a powerful tool in the study of macroscopic phenomena starting from microscopic interactions. This is the phenomena of a ﬁrst order phase transition. For such systems with translational and/or rotational invariance there are more absolute constants of the motion besides the energy. These components which are characterized by diﬀerent symmetry groups are said to be diﬀerent pure phases of the system. however. It cannot be seen by merely considering one phase in inﬁnite space and can only be seen by comparing free energies of the diﬀerent possible symmetry groups. and consequently the phase space decomposes into ergodic components which are characterized by representations of these invariance groups. A discussion of the concept of diﬀerent ergodic components in inﬁnite space is given by Ruelle [2] and a detailed discussion of the relation of symmetry groups to phases and phase transitions is given by Landau and Lifshitz [3]. However.Quantum statistical mechanics ½ 1. Therefore if we considered periodic instead of box boundary conditions each separate symmetry representation would have its own separate partition function and in order to ﬁnd the “true” state of the system we would need to compute the partition function for all possible symmetry classes and then choose the free energy which was minimum. More precisely the microcanonical ensemble assumes that for almost all initial conditions the system dynamically evolves in time such that eventually the system will come arbitrarily close to any given point on the surface of constant energy. the ultimate laws of nature which describe microscopic interactions are not classical . In the thermodynamic limit. 1.5 Phases and ergodic components The microcanonical ensemble as presented above assumes that the only conservation law possessed by the system is the conservation of energy and therefore the microcanonical ensemble averages over all states with a given energy. This is called the “ergodic hypothesis” and has been studied for well over a century.2. boundary conditions should be irrelevant and thus we should be able to contemplate situations where the system is translationally and even rotationally invariant. The assumption that the energy is the only conserved quantity of a physical system in a large but ﬁnite box is technically possible because the boundary conditions of the box will break the translational invariance of the system. Because of the invariance symmetry group the dynamical evolution of the system is restricted to a single ergodic component.

by Tr. Thus instead of attempting to derive a quantum version of the microcanonical and canonical ensemble from still underived “ﬁrst principles” we will here state the rule which is used for computing thermal averages in quantum statistical mechanics.1 The relation of classical to quantum statistical mechanics Bulk matter can be described by nuclei and electrons interacting by means of the Coulomb interaction and nonrelativistic quantum mechanics. Indeed there is no logical derivation of quantum statistical mechanics from ﬁrst principles.71) where β = 1/kB T and.” A major consequence of this discreteness is that the time behavior of any state or operator will be oscillatory and thus it is not to be expected that we can ﬁnd ergodic behavior in the long time development of ﬁnite quantum systems. Quantum mechanics has many diﬀerences from classical mechanics.½ Basic principles but are quantum mechanical. A second fundamental diﬀerence between classical and quantum mechanics is that in a ﬁnite size system the quantum energy levels are discrete whereas the classical energy is continuous. The stability theory of this system will be presented in chapter 3 but in actual practice this theory is not very tractable for concrete computations. Indeed it is the only such extension known. But the concept of these orbits was basic to our classical understanding of the statistical philosophy that leads to the microcanonical ensemble.70) (1. To obtain concrete results we are forced to resort to various idealizations and approximations and the most basic of these is to separate chemistry from statistical mechanics. 1.69) The consequence of this is that pj and qj cannot be simultaneously diagonalized and thus we cannot use the concept of orbit in phase space. One of the most basic is that the operators of position qj and of momentum pj of a particle do not commute but instead satisfy the commutation relation [qj . However. . h (1.k . owing to our incomplete understanding of the energy levels and eigenfunctions of large nonintegrable quantum systems we confess that we do not have any microscopic quantum theory from which this rule can be derived in a logically compelling manner. Therefore we must extend our statistical considerations to quantum statistics. This is in great contrast to classical systems.3. pk ] = i¯ δj. Quantum canonical ensemble: The quantum thermal average of any operator A is given as A = TrAρ with ρ = e−βH /Z(β) Z(β) = Tre−βH (1. This discreteness of energy levels is the very reason for the word “quantum. we mean the trace over all the states of the ﬁnite quantum system. This formula is the most obvious quantum mechanical extension of the canonical ensemble of classical mechanics.

However.72) . The physics that involves both quantum mechanics and phase transitions at nonzero temperatures is still poorly understood. the price which must be paid for this reduction to classical mechanics is that the potential energy may no longer be considered to be the sum of pair potentials. In fact.4 Quantum ﬁeld theory Statistical mechanics is commonly associated with condensed matter physics. and the fact that the kinetic and potential energy do not commute must be taken into account. even the rough qualitative picture presented above is not established with any mathematical rigor. the quantum eﬀects of the kinetic energy can usually be ignored and the problem becomes one of classical statistical mechanics. This is in part because these inherently quantum mechanical phenomena are often treated at absolute zero. For example a charged ion can induce a dipole moment in a neutral atom. See [3] for further references. ferromagnetism and critical phenomena. For example there is as yet no generally accepted theory of the computation of the superconducting phase transition temperature of high Tc materials. when we consider interactions between molecules with some eﬀective potential. 1. This allows the separation of A) the electronic energy levels for which quantum mechanics is responsible for chemical binding into molecules from B) the interactions of the molecules which are responsible for the bulk phases of matter. Furthermore. However. The relation between these two apparently disconnected subjects is seen from the path integral formulation of quantum ﬁeld theory where the expectation value of operators A is given as A = 1 Z h [dφ]AeS/¯ with Z = h [dφ]eS/¯ (1. This will be seen to be completely adequate for dealing with the bulk phenomena of freezing. The study of bulk properties which depend on quantum mechanics such as superconductivity and the (fractional) quantum Hall eﬀect are traditionally considered as part of condensed matter physics and not as part of statistical mechanics.Quantum ﬁeld theory ½ A fundamental tool in the application of quantum mechanics to chemistry is the Born–Oppenheimer approximation that the masses of the nuclei are inﬁnitely heavier than the mass of the electron. even though the Coulomb potential is spherically symmetric the eﬀective molecular potentials very often have a complicated angular dependence of which the tetrahedral bonds of the carbon atom are probably the most familiar. is exceptionally closely related to Euclidean quantum ﬁeld theory. However. perhaps of equal importance is the understanding which has developed over the past 40 years that statistical mechanics and in particular classical statistical mechanics. Nevertheless we will in this book make use of this qualitative intuition. The Coulomb interactions of electrons and nuclei which cause the formation of molecules the electrons must be treated quantum mechanically. and much of our considerations will be for classical systems. The reduction of quantum mechanics with Coulomb interactions to eﬀective classical interactions between molecules is beyond the scope of this book. For such systems three and higher body potentials are needed to describe the fact that molecules are not elementary but are composite.

Nevertheless there are suﬃcient similarities that lattice gauge theories can be regarded as isomorphic to certain classical spin systems in statistical mechanics and the best known of the solvable lattice statistical models. In this interpretation quantum ﬂuctuations caused by h are analogous to ¯ temperature ﬂuctuations caused by T. has a precise quantum ﬁeld theory analogue which will be discussed later in this book. These formulas for Z and A are identical with the formulas for the partition function and for averages in the canonical ensemble and thus if we identity h in quantum ﬁeld theory with the ¯ temperature T of statistical mechanics we see that the two subjects have a total formal similarity.¾¼ Basic principles where the integral [dφ] is a functional integral over some appropriate space and S (which is called the action) is some functional of the ﬁelds φ. A second diﬀerence is in the choice of the action S as opposed to the classical potential U (r). Actions S tend to consist of a kinetic energy part and a single site potential energy while classical potentials tend to have a complicated two-body behavior. One such deﬁnition is to replace continuum space by a lattice of points and to start with ﬁnite volumes and take the thermodynamic limit. the Ising model. First of all the functional integral [dφ] needs precise deﬁnition before calculations can be done. . There are of course diﬀerences between the two subjects.

References [1] A. . Lifshitz. Statistical Physics. Press (1961). The Elements of Classical Thermodynamics. 6. Pippard. XIII and chap XIV. Statistical Mechanics (Benjamin. Landau and E.D.B. New York 1969) chap. Cambridge Univ. chap. [2] D. 258. third edition part 1 (Pergamon 1993).M. See especially p. [3] L. Ruelle.

cholesterol Water. neutrons. But in this book we conﬁne our attention to the level of atoms and molecules. In order to do this we need to begin with a review of the concept of reductionism. larger still is the scale of economics and the largest scale of all is the the universe which is the province of astrophysics and cosmology. gluons Strings. In this chapter we present the experimental phenomena for which we will use statistical mechanics to study in the remainder of this book. Therefore we will consider nature to be described by .1 Levels of reductionism with their degrees of freedom and the discipline which studies them. helium. phenomena and models In chapter 1 we presented the fundamental philosophy of statistical mechanics. still larger scales are studied by biology. The smallest length scales are studied by physics.2 Reductionism. branes Discipline Cosmology Economics Biology Biology Biochemistry Chemistry Chemistry Physics Physics Physics Physics Physics Statistical mechanics can be used at any of these levels of description and indeed statistical methods and concepts are used from string theory to economics. Level Universe Societies Living organisms Cells Viruses Polymers Molecules Atoms Nuclei Particle physics Quantum chromodynamics String theory Degrees of freedom Stars Stock prices Humans Amoeba. larger scales are studied by chemistry. argon Uranium and plutonium nuclei Protons. Table 2. We then present the types of phenomena which will be studied and conclude with a discussion of the theoretical models used to describe these experimental phenomena. 2.1. blood cells Polio. Examples of this hierarchy are shown in Table 2. carbon dioxide Hydrogen. electrons Quarks.1 Reductionism The methods used in science to study systems depend crucially on their size. tobacco mosaic Hemoglobin.

Therefore on the scale of atoms we will. . protons and neutrons for nuclear physics. These degrees of freedom interact with each other. This is the province of chemistry. since atoms such as argon and molecules such as water are heavy when compared to electrons and nuclei. rN ). This is left to the ﬁeld of atomic physics. The behavior of a large number of degrees of freedom in interaction with each other is what is studied by statistical mechanics. For the practical person this is more than enough. simple force laws will be assumed which are hoped to incorporate the crucial features needed to explain the phenomena we are interested in. the elements of the periodic table for atomic physics on up to human beings in societies. for the purposes of statistical mechanics. quantum mechanics in terms of both the symmetry of the wave functions and the non-commutativity of kinetic and potential energy can often be safely ignored. . black holes and quantum gravity but in principle it is suﬃciently general and powerful to explain most physical phenomena from the scale of atoms through the scale of societies. How then is it possible to actually use the formalism of quantum statistical mechanics at positive temperatures and pressures which was presented theoretically in the preceding chapter? The answer to this is an integral part of the philosophy of reductionism. Furthermore. This description is only expected to be valid in some restricted range of temperature and pressure. and computations of the ground state energy of the electron gas at ﬁnite density have only been carried to a few orders before unpleasant logarithms arise. not attempt to compute the properties of atoms from the theory of everything. and reductionism is the attempt to derive the laws of the larger system from the laws of the smaller system.Reductionism ¾¿ The Practical Person’s Theory of Everything The nonrelativistic quantum mechanics of nucleons and electrons interacting by means of Coulomb and magnetic interactions This theory of everything excludes such things as nuclear ﬁssion. . The laws of interaction will either be taken from experiment or. atoms are built from nuclei and electrons. Consequently what appear to be the simplest problems in atomic and condensed matter physics at zero temperature already involve serious computational complexity. Even the computation of the energy levels of helium must be done numerically. Thus for many purposes we will describe the statistical mechanics of atoms and molecules in terms of classical mechanics where we specify the position and momentum of the degrees of freedom and characterize the interactions between them by a (possibly many-body) potential U (r1 . Similarly we will not attempt to compute the properties of molecules from the theory of everything. . molecules are built from atoms and so on. Unfortunately our ability to use this theory for detailed calculations is extremely limited. quantum chromodynamics tries to explain nuclear physics. Thus string theory tries to explain quantum chromodynamics. The levels of description are characterized by what are referred to as degrees of freedom: quarks and gluons for quantum chromodynamics. Each scale is governed by its own set of laws. We will not attempt to compute the interaction potentials between these degrees of freedom. more commonly. and some care must be taken not to extend the statistical mechanics to regions of tempera- .

8160 vg 4600 9867 12850 16050 vl 16.5 289. 2.3. The solid phase of all the noble gases is the fcc (face centered cubic) lattice. Table 2. It is possible to go from the gas to the liquid phase in a continuous path which does not cross the ﬁrst order line and thus the liquid and gas phases are sometimes collectively referred to as the ﬂuid phase. Ne Ar Kr Xe Tc (K) 44.2. The curve in the P v plane which separates the liquid and gas phases is known as the coexistence curve.31 vs 14. 2.24 34.4 150.2 58. We here survey some of these phenomena with an emphasis on their phase diagrams. krypton and xenon taken from [2].1 Monatomic insulators The elements with the simplest experimentally observed phase diagram are the noble gases neon (Ne). The critical point (Pc . argon. krypton (Kr) and xenon (Xe) in the region of pressure and temperature where they may be considered as monatomic insulators.76 161.2 Critical and triple point data for neon.6 55. This phase diagram is given schematically in Fig. The unit for the pressure is 1 bar= 105 N/m2 = 105 Pa.3 118. The deﬁnition of the fcc and all the other Bravais lattices is recalled in the appendix.9 91.0 Tt (K) 24.7298 0.7 Pc (bar) 26. krypton and xenon in Table 2. In Fig. 2. The phase diagrams of these noble gases have been measured up to pressures of 6. vl and vg .39 Pt (bar) 0.32 44. liquid and gas phases coexist with speciﬁc volumes vs . Tc .0 GPa.4 vc 41.59 .4332 0.013 bar.06 24.55 83. argon (Ar).013 38. These results are plotted in Fig.8 74.2 we plot the projections of the phase boundaries in the P T and P v planes The lines indicate the phase boundary where there is a ﬁrst order phase transition between two coexisting phases which are either solid/liquid or liquid/gas. On the scale of this ﬁgure the critical and triple point are not visible.18 28.5 48. argon. We give the measured critical point and triple point data for neon. phenomena and models ture and pressure where the underlying description of the degrees of freedom becomes invalid.80 115.1 where we show the equation of state as a surface in the P T v space. Tt ) is a point in the P T plane where three ﬁrst order lines meet and where the solid.¾ Reductionism. vc ) is at the end of the ﬁrst order line in the P T plane which separates the liquid/gas phases.6333 30. The triple point (Pt .6893 0.2.2 Phenomena The phenomena of greatest interest in statistical mechanics are phase transitions and critical phenomena.7 209. the unit for speciﬁc volume is cm3 /mole and we note that atmospheric pressure is 1. 2. 2.

Diatomic insulators have liquid–gas transitions and critical points just as do the monatomic insulators. . 2. vc ) and the triple point by (Pt . These diatomic molecules each have two additional rotational degrees of freedom in their kinetic energy which in the ideal gas approximation leads to a speciﬁc heat at constant volume of 5kB /2 instead of the 3kB /2 which characterizes the monatomic ideal gases. 2. chlorine. The interactions between these diatomic molecules now depends on the orientation of the molecules relative to each other.1 following [1]. vl vg ). nitrogen and the halogens in Table 2. (b) The projection on the P v plane of the P T v phase surface of Fig. SOLID . 2.2. Tc . The critical point is indicated by (Pc .1.2 (a)The projection on the P T plane of the P T v phase surface of Fig. Tt .LIQUID S-L PRESSURE PRESSURE LIQUID SOLID SOLID LIQUID CRITICAL POINT CRITICAL POINT GAS L-V GAS S-V VAPOR SOLID-VAPOR TEMPERATURE VOLUME LIQUID VAPOR VAPOR Fig.2 Diatomic insulators Many familiar elements such as nitrogen. 2. We give the critical data for oxygen. vs .Phenomena f e S d LIQU ID ¾ LIQUID D OLI PRESSURE – AL CRITIC POINT c TR LIQ U VA ID – PO R E PO VA SOLID G AS IPL SO LID LIN E b R –V AP OR T1 a Tc T2 T3 T4 VO LU ME TE E MP RA TU RE Fig. 2.1 The phase diagram in P T v space of a system which has a critical point and a triple point following [1]. iodine and bromine – exist at room temperature and pressure not as single atoms but as diatomic molecules. oxygen and the halogens – ﬂuorine.3.

We illustrate this diversity by giving in Figs.5 66. Table 2.3 417 584 819 Pc (bar) 50. The unit for the pressure is 1 bar = 105 N/m2 = 105 Pa and we note that atmospheric pressure is 1.7 127 155 .¾ Reductionism.43 30. oxygen and nitrogen. O2 N2 F2 Cl2 Br2 I2 Tc (K) 154. 2. The phase diagrams of diatomic molecules are more complicated than the noble gases and show great variety which indicates that there are other properties beyond their diatomic nature which are important.4 and 2. The properties of the diﬀerent phases of O2 and N2 are given in Tables 2.3 Critical point data for oxygen.6 126.15 77. The unit of pressure is GPa= 109 N/m2 .5 the phase diagrams for ﬂuorine. nitrogen and the halogens taken from [3].013 bar.1 and 2. 2.39 52. 2. Note that 1 bar= 10−4 GPa and atmospheric pressure is 1. phenomena and models 6 RARE GAS MELTING CURVES 5 He 4 P (GPa) Ne Ar 3 2 Kr 1 Rn 0 0 200 400 T (K) 600 Xe Fig.2 will not be visible when plotted on this high pressure scale.013 × 10−4 GPa so that the critical and triple points schematically shown in Figs.2 144.0 103 103 vc (cm3 /mole) 73.4 89.3 Freezing/melting curves for the noble gases at high pressure following [3].2 124.4.

2.5 Phase diagrams for O2 and N2 following [3]. The number in parenthesis indicates the number of molecules per unit cell. 20 OXYGEN 20 z NITROGEN 15 cm(2) (ε) 15 P (GPa) 10 P (GPa) 10 rh(8) (ε) sc(8) (δ) 5 fco(4) (δ) rh(1) (β) Liquid 5 sc(8) (γ) st(2) (γ) hcp (b) sc(4) (α) Liquid d¢ 0 cm(2) (α) 0 200 400 600 0 0 200 400 600 800 T (K) T (K) Fig.4 The phase diagram of F2 following [3]. 2. The symbols indicate the space group symmetry in the notation of appendix A. The symbols indicate the space group symmetry in the notation of appendix A. The number in parenthesis indicates the number of molecules per unit cell. .Phenomena ¾ FLUORINE 4 P (GPa) cm(4) (α) 2 sc(8) (β) Liquid 0 0 100 T (K) 200 300 Fig.

H2 O Tc (K) 647. Cholesteric: The centers of mass are ordered in layers and the rods are ordered parallel to the layers where the direction of ordering smoothly rotates as one goes from one layer to the next.5 Critical and triple point data for water. Nematic: The centers of mass have no order and form a liquid. antiferromagnetic Rhombohedral. water. These materials are very diﬀerent from the diatomic molecules in that the rods can have an orientational ordering even though the center of mass is still in a liquid state.2 × 103 Tt (K) 273. Table 2. 2. Smectic: The centers of mass are ordered in layers and the rods are oriented perpendicular to the layers. possible two-dimensional short range helicoidal order Paramagnetic Orthorhombic Existence unclear Monoclinic Nitrogen Properties Orientationally ordered Hex close packed. phenomena and models Table 2. The phase diagram is sketched in Fig. The molecular structure of water is that the two hydrogen atoms bond to the oxygen atom with an angle of 105 degrees between the bonds. The triple and critical point data of water are given in Table 2.4 Properties of the phases of oxygen and nitrogen shown in Fig. Phase α β γ δ δ Phase α β γ δ Oxygen Properties Monoclinic. 2. while the rods have an orientational order.30 Pc (bar) 2. no orientational order Molecules in layers with common orientation Cubic Rhombohedral Liquid crystals 2.7 in P T space. The unit for the pressure is 1 bar= 105 Newtons/m2 = 105 Pa and we note that atmospheric pressure is 1. 2.16 Pt (bar) 6. 2.2.¾ Reductionism. Water has the well-known but very atypical property that at atmospheric pressure it expands when it freezes.2. There are three types of phases observed.013 bar.3 Another very important class of materials where the molecular degrees of freedom behave as hard rods are organic liquid crystals.6 in P T v space and in Fig. Furthermore there are many diﬀerent phases of ice.5.0 × 10−2 .5 from [3].4 Water The most familiar of a polyatomic molecule is H2 O.

Thus the phase diagrams for metals should be described by a theory much closer to the underlying Coulomb Hamiltonian than potentials used to describe neutral molecules.6 Critical point data for sodium and potassium from [3]. in helium at low temperatures it makes a profound diﬀerence if the nucleus is He3 or He4 and this is one of the few elements where .5 Metals Metals are characterized by the property of high electrical conductivity and therefore.Phenomena ¾ 81 60 40 20 0° ° 40 – ° 20 ° ° ° .6 81 60 0° cm 00 3 /kg 11 RE TU RA PE M TE III Fig. PRESSURE 15.6 2.0 00 LIQ UID 50 00 10.6 Helium In the phase diagrams presented thus far the only property of the nucleus which played any role was the atomic number. 2. Table 2. The unit of speciﬁc volume is cm3 /mole. VI 000 000 & LIQ U ID 000 10. VI 50 50 0 00 kg V /cm2 V II I 60 0 70 0 80 0 III I & SP EC & IFI C VO 90 0 10 00 LU ME T “P RIP L LIQUID OI NT E & ICE I ” I 0° –4 0° –2 LIQ 20 ° UID 40 D AN ° VA ° PO R 0 ° 1 0° C . 2. 000 20. However. II 2. Na K Tc (K) 2485 2198 Pc (bar) 255 150 vc (cm3 /mole) 76.2.00 2 20 m kg/c 15. They illustrate the general rule that the phase diagrams of most metals are simpler than most diatomic and polyatomic insulators. the degrees of freedom in the metallic phase must consist of ions and electrons instead of neutral molecules.2. 2.6° 0 10 C ° VII ICE D VII VI – AN D ICE VI ICE AN L & IQU IC ID E VI I 0 .6 The phase diagram for water and ice following [1].8 and potassium (K) and sodium (Na) in Fig. The critical point data of sodium and potassium are shown in Table 2. gold (Ag) and silver (Au) in Fig. unlike the monatomic and diatomic insulators. The unit for the pressure is 1 bar= 105 Newtons/m2 = 105 Pa.9.6. We show the phase diagrams of copper (Cu).

the triple point and boiling point at the pressure of one atmosphere.54 2.5 57.310 5. phenomena and models 8000 ice VI 6000 ice V liquid (water) ice II 2000 p /atm ice I critical point 4000 ice III 218 2 ice I 1 liquid (water) vapour (stream) triple point 0.7 Magnetic transitions There are two other types of very common phase transitions which need to be discussed: ferromagnetism and antiferromagnetism. which obeys Bose statistics. The low temperature phase diagrams for these two systems are shown in Fig. For these phenomena spin degrees .10. The unit for the pressure is 1 bar= 105 N/m2 = 105 Pa and we note that atmospheric pressure is 1. For He3 there is only one normal liquid phase in this temperature range whereas He4 has a second order phase transition between a normal liquid I and a superﬂuid phase II.7 Critical point data He3 and He4 taken from [3].2.7. 2.16 (T 3) (T f) 400 373.006 0 200 300 273. The liquid/gas critical points of He3 and He4 are given in Table 2. Tf .15 (T b) T /K 500 600 647. He3 He4 Tc (K) 3. 2.7 Phase diagram in P T space for water and ice following [6].190 Pc (bar) 1.15 273.30 (T c) 700 Fig.¿¼ Reductionism.013 bar. 2. Table 2. from He4 . the nonrelativistic Coulomb interaction must be supplemented by quantum mechanical considerations of symmetry which distinguish He3 .275 vc (cm3 /mole) 72. which obeys Fermi statistics. The phase diagram at higher temperatures and pressures is shown in Fig. At much lower temperatures He3 also shows a superﬂuid phase.147 2.11 where the diﬀerence between the two isotopes has become merely qualitative. T3 and Tb are respectively the temperatures of freezing. The pressures are given in atmospheres.

9 The phase diagrams of potassium and sodium following [3]. of course. Phase transitions can take place in the spin degrees of freedom which are separate and distinct from the solid. Magnetism is. gold and silver following [3]. liquid.8 we compare the temperature Tc with the crystal phase structure at atmospheric pressure. Ferromagnetism The ferromagnetic phase is characterized by the alignment of the spin degrees of freedom below a temperature Tc called the Curie temperature.Phenomena 7 COPPER GROUP 6 5 Cu Ag ¿½ P (GPa) 4 3 2 fcc Au Liquid 1 0 0 500 1000 T(K) 1500 2000 Fig.8 The phase diagrams of copper. an extremely important phenomenon and there are a very large number of alloys and compounds which are ferromagnetic. of freedom must be included in the Hamiltonian and these degrees of freedom will interact with an external magnetic ﬁeld. 2. In Table 2.8. Elements which have ferromagnetic phase transitions are shown in Table 2. 2. gas transitions previously discussed. This table reveals that . 12 16 POTASSIUM fcc (II) 12 8 10 SODIUM P (GPa) P (GPa) 8 bcc (I) Liquid 6 bcc 4 4 2 0 hex(9) 0 200 400 T (K) 600 800 0 0 200 400 T (K) 600 Liquid 800 Fig.

0 HELIUM 0.¿¾ Reductionism.2 He – 3 Liquid 0 0 10 20 T (K) 30 Fig.8 0. 1.4 He – 4 0.11 The high pressure phase diagram of He3 and He4 from [3]. .10 The low temperature phase diagram of He3 and He4 following [3]. phenomena and models 5 HELIUM – 4 25 HELIUM – 3 4 hcp 20 hcp 3 P (MPa) bcc 15 Liquid I P (MPa) 2 Liquid II Liquid 10 bcc 1 5 0 0 1 T (K) 2 3 0 0 2 T (K) 4 6 Fig. 2. the ferromagnetic transition occurs substantially below the temperature at which the material has solidiﬁed into a lattice.6 P (GPa) hcp fcc 0. It is therefore often possible to consider the spin degrees of freedom separately from the translational degrees of freedom. 2.

Material Cr O2 FeO CoO NiO Tc (K) 311 23.9 Critical (N´el) temperatures of elements and compounds which show antiferroe magnetism at atmospheric pressure [4] with some phase boundaries for comparison. Table 2.36 (melting) 2.8 Critical (Curie) temperatures of elements which show ferromagnetism at atmospheric pressure. This is very appealing because we are able to say that the degrees of freedom and their interactions are all known.7 198 291 600 Phase boundaries tetragonal<123<orthorhombic<311<bcc<2136 (melting) monoclinic<23. possibly supplemented by the spins of the electron and the nuclei. In these cases it is much less apparent that a separation of spin degrees of freedom from translational degrees of freedom is an adequate representation of the system. The phases of the lattice and the temperatures of transition are shown for comparison. One way to characterize the diﬀerence is to say that atomic physics and chemistry are concerned with the energy of the system while statistical mechanics is concerned with entropy. Unfortunately it has not proven possible to apply this method to explain or derive any of the phenomena of the preceding section.Models ¿¿ Table 2.3 Models Under the philosophy of reductionism all of the phenomena surveyed in the previous section should be explained by applying the methods of quantum statistical mechanics to the system of nonrelativistic nuclei of charges Zi and masses mi interacting with electrons by means of Coulomb interactions. In Table 2. e For the elements chromium and oxygen the N´el temperature coincides with the teme perature at which there is a change in crystal structure even though in chromium the distortions in the tetragonal and orthorhombic phases from the bcc phase are small. and statistical mechanics on the other.8<sc(8)<54. In order to make practical progress we must make some delineation of the boundaries between atomic physics and chemistry on the one hand.9 we e give the N´el temperatures for two antiferromagnetic elements and several compounds.7<rhombohedral<43. . The Curie temperatures are from [4] and the remaining properties from [3]. Material Fe Co Ni Gd Dy Tc (K) 1043 1388 627 293 85 Phase boundaries bcc<1173<fcc<1660<bcc<1811(melting) fcc<1768 (melting) fcc<1728 (melting) hcp<1520<bcc<1586 hcp<1655<bcc<1685 Antiferromagnetism An antiferromagnet is characterized by the anti-alignment of nearest neighbor spin pairs below a temperature Tc which is called the N´el temperature.

We have indeed already adopted a model of reality when in the previous section we described phenomena by specifying nuclei such as argon. It must always be kept in mind that as the pressure and temperature change there may be need to change the model for the observed degrees of freedom. 2. If our mental model of reality agrees with what we observe then the model is called a successful explanation.3. We are most interested in using statistical mechanics to study phase changes. This is manifestly beyond the scope of what the equilibrium statistical mechanics presented in the previous chapter can possibly deal with. In the monatomic and diatomic insulators the observed degrees of freedom are molecules. 2. phenomena and models In none of the phenomena of section 2.1 Continuum models We begin our theoretical discussion of the phenomena of section 2. It can be claimed that such computations only give information about the model and are not related to the genuine physical phenomena. Because these atoms are all relatively heavy it is natural to treat their interactions classically. With this serious philosophic warning we will present some of the various models used to discuss the phenomena of the previous section. We will apply statistical mechanics by considering these as our degrees of freedom instead of the nuclei and electrons but the price to pay for the use of these degrees of freedom is that we no longer have an a priori interaction between them.3 of the noble gases.2 by considering the phase diagram Fig. No matter how much we try we can never study reality. These elements are described as neutral spherically symmetric atoms.2 and Fig. and in metals they are ions and electrons. The simplest model of the interaction of these atoms is to assume that there are only spherically symmetric two-body interactions to be considered and all models of this two-body interaction contain two principle features: 1) A short range repulsion . oxygen and potassium instead of specifying the number of neutrons and protons in the system and then contemplating a computation which would tell us what the various elements would be.2 are the observed degrees of freedom nuclei and electrons. Instead what is done in speciﬁc problems is to make a model that consists of a potential energy which is hoped contains the “essential” features of the interactions of the observed degrees of freedom and to use statistical mechanics to study this model. If our model makes predictions which disagree with observations we must discard the model no matter how elaborate the computations are or how esthetically appealing the model is. Reductionism says that in principle these interactions can be computed but in practice these computations are of limited use. and a model is only useful in explaining phase changes if it is the same on both sides of the phase boundary. By molecules and ions we mean that the problem of solving the Schroedinger equation for the energy levels of the atoms and ions has already been solved for the individual molecules and ions in isolation.¿ Reductionism. Statistical mechanics has no predictive power if diﬀerent models must be used in diﬀerent phases. what we do study is our mental model of reality. 2. This objection is in fact a very general philosophical problem which was extensively discussed by Kant 200 years ago in his famous statement that you can never understand the “thing in itself”.

The two most studied spherically symmetric two body potentials U (r) are the Lennard-Jones (m. We will study these potentials in chapter 8. 12). The one feature which the phase diagrams of ﬂuorine. n) for the LennardJones potential are (6. This question will be extensively discussed in chapters 7–9. oxygen and nitrogen in Figs. For the purely repulsive power law (2. In the limit → 0 the Lennard-Jones potential (2. whereas the attractive square well has three. The most popular values of (m.2) need to have a liquid–gas critical point.4) there is no expectation of a critical point but we intuitively might expect that the ﬁrst order freezing transition will remain. n) potential U (r) = (σ/r)n − (σ/r)m with n > m > 3 and the Attractive square well +∞ for 0 ≤ r ≤ σ − for σ ≤ r ≤ r0 U (r) = 0 for r0 ≤ r (2. 2.2) (2. 2. The observable degrees of freedom are diatomic molecules so the model for the interaction potential must depend on the angular orientation of the molecules.1) and (2. a ﬁrst order freezing transition and a triple point.4) when → 0. To be considered as successful the model potentials (2.5.3) and hard sphere potential (2. n) the Lennard-Jones potential has two parameters. It is fair to say that none of these questions has been deﬁnitively answered and that even these very simple models have many interesting open questions.1) reduces to the Inverse power law potential U (r) = (σ/r)n and if further n → ∞ the inverse power law potential reduces to the Hard sphere potential U (r) = +∞ for 0 ≤ r ≤ σ 0 for σ ≤ r (2. The fact that the interactions are no longer spherically symmetric is reﬂected in the fact that almost none of the solid phases have the high symmetry of the fcc lattice which was the solid phase of .4 and 2.4 and Fig.4) (2. We next consider the diatomic insulators which we illustrated by the phase diagrams of ﬂuorine. oxygen and nitrogen of Fig.1) For ﬁxed values of (m.3) The attractive square well also reduces to (2.Models ¿ which models the core of the atom and 2) a longer range attraction sometimes called a van der Waals force. 2. This leads to the suggestion that the physics of this critical point may not be very sensitive to the details of the potentials.5 have in common with the noble gases is the existence of a liquid– gas critical point. This insensitivity of critical point phenomena to details of the potentials will be explored in chapter 5.

This reﬂects the possibility that. We will brieﬂy touch on calculations of classical potentials for hard convex molecules in chapter 7 but discussions of dipole or quantum eﬀects are beyond the scope of our considerations.¿ Reductionism. new forces such as dipole interactions may also be present. a classical description will cease to be valid and. However. In addition. This apparent insensitivity of the liquid–gas critical point is thought to indicate that the long range attractive part of the potential is similar to the long range part of the noble gas potential. as illustrated by copper. 2. phenomena and models the noble gases but instead have lower symmetry of rhombic or monoclinic lattices. the interactions cannot be pure classical Coulomb interactions. There is a large literature of explanations of the remarkable features of water such as its expansion on freezing but we will not discuss this most important of all transitions in detail. even those that we called insulators have the potential of showing metallic behavior at elevated temperature or pressure. The phase diagrams for metals.6. for the phase boundaries of oxygen and nitrogen at low temperature and low pressure a classical approximation may not be adequate. silver and potassium. The nonconvex shape of the molecule with the 105 degree angle between the bonds to the hydrogen atoms plays a signiﬁcant role in forming cage-like structures in the liquid phase. Not only because this is unstable but because the ions have an intrinsic size just as atoms do. Similarly if any element is put under enough pressure so that the electrons of the individual atoms are forced to overlap. The elements that we have called metals in the previous section all have electrons and ions as their degrees of freedom at room temperature and pressure. however. The models for water are much more complicated than those for diatomic molecules. in addition to angular dependent classical potentials which show the same type of short range repulsion and long range attraction that the noble gases have. show great variety. However. a description in terms of a quantum mechanical electron gas . For example if the thermal energy in a gas is higher than the ionization energy of the atoms which constitute the gas then ionization will in fact occur and even a noble gas can in principle become a plasma.5. however. The solid phases of the diatomic insulators. in Fig. gold. These phase diagrams share with the noble gases the property of having the fcc and bcc cubic symmetric lattices as the solid phases instead of the less symmetric rhomboid of monoclinic symmetry. This is a change in the underlying atomic physics and will fundamentally change the properties of the system. On the other hand metals must have free electrons as physical degrees of freedom because otherwise no conduction could occur. This is a strong indication that the potentials are once again spherically symmetric. This “universality” of the liquid–gas critical point will be explored in chapter 5. Therefore the degrees of freedom for which we build our statistical mechanics will have at least two species of particles: electrons and positively charged ions. in spite of this lower symmetry of the solid phases these diatomic molecules have liquid–gas critical points just as do the spherically symmetric noble gases. 2. are much simpler than either water or diatomic insulators. at high enough pressure. But many other elements. This would seem particularly to be the case for oxygen where antiferromagnetism accompanies the phase change to the α phase in Fig.

. R )σR σR − H R σR (2. 2.2 Lattice models In the study of freezing transitions the underlying physics is described in the continuum. not a solid. Finally the phase diagrams for He3 and He4 need to be mentioned.3. The high pressure phase diagram of Fig.10 are drastically diﬀerent. Ising model The special case n = 1 of the n vector model (2. (2. The special case n = 3 is called the Heisenberg model and the case n = 2 is called the XY model. 2. and quantum mechanics must be used. 2. R2 )SR1 · SR2 − H R1 i SR 1 (2. Therefore it is appropriate to discuss ferromagnetism in terms of a model of spins ﬁxed to the sites of the underlying crystal lattice and to have the spins only interact with each other. This model is variously called the n vector model. But the low temperature phase diagrams of Fig. These can be regarded as the cases n = 1. and the crystalline phases exist because of a phase transition. is substantially below the freezing temperature. at high pressure and zero temperature.R J(R. below which spontaneous magnetization occurs.6) and the magnetic ﬁeld is chosen arbitrarily to point in the i direction.5) where SR is a classical vector with n components at the site R which satisﬁes S2 = 1. and we will make no attempt to cover this topic here. This system is a liquid. The pressures needed for this have never been reached in experimental practice but should happen in principle. There is a wealth of literature on these two very important materials. But we saw in the phase data for ferromagnetism in real materials in Table 2.5) is called the Ising model and in this case the interaction energy is conventionally written as EI = − R. The n vector model The simplest classical model of a magnet has a spin variable of n components at each lattice site which has the Hamiltonian H=− R1 . or the nonlinear sigma model. 2. 3 of the general n vector model with O(n) symmetry.R2 J(R1 .11 is quite normal and it can be expected that it can be explained by considerations of classical spherically symmetric potentials as are used to model the other noble gases.Models ¿ will become appropriate. In two dimensions at H = 0 with the interactions restricted to nearest neighbors on the square.7 that the Curie temperature. The most important of these classical lattice spin models are the Ising model.7) where σR = ±1 and the sum is over nearest neighbor sites of the lattice.. This implies that at suﬃciently high pressure the many melting curves seen in the phase diagrams of the previous section will eventually meet the axis of zero temperature. the XY model and the Heisenberg model. the O(n) model.

We will study it in detail in chapters 13 and 14.14) reduces to the classical Ising model (2. In the special case J x = J y = 0 the quantum Hamiltonian (2. σz = . If J(R1 . SR ] = iSR . The spin operators on diﬀerent sites commute with each other and. i 0 10 0 −1 (2.R H 2 z σR . If J(R1 . σy .13) where R and R are nearest neighbors. the spin operators obey the commutation relations y y y x z z x z x [SR . R (2.8) reduces to H1/2 = − J 4 y y x x z z {σR σR + σR σR + σR σR } − R.9) with S† = SR and S2 = S(S + 1) R R (2. We will study this model in detail in chapters 10–12. [SR . phenomena and models or triangular lattice.14) is called the XYZ model and in one dimension this model is of immense importance. In many applications only nearest neighbor interactions are allowed. the free energy.13) is isotropic in spin space. SR ] = iSR . The Quantum Heisenberg and XYZ model The most general form of the quantum Heisenberg model is H=− R1 .7).¿ Reductionism. . The interaction (2. R2 of the lattice. SR ] = iSR (2.12) the Hamiltonian (2.10) where S is an integer or half integer and is the magnitude of the quantum spin. The spin 1/2 case has been studied in great detail and for spin 1/2 with translationally invariant nearest neighbor interactions where l SR = 1 l σ 2 R (2. on the same site.11) j where σR are the Pauli spin matrices at site R σx = 0 −i 01 1 0 . spontaneous magnetization and correlation functions of this model can be exactly computed.R2 J(R1 . R2 ) > 0 the system is ferromagnetic.8) where H is a magnetic ﬁeld in the z direction and the sum is over all sites R1 .R H 2 z σR R (2. [SR . The generalization to the anisotropic case HXYZ = − 1 4 y y x x z z {J x σR σR + J y σR σR + J z σR σR } − R. R2 )SR1 · SR2 − H R1 z SR 1 (2. R2 ) < 0 the system is antiferromagnetic.

16) If the lattice is square (so that γ = 4) the model is called hard squares. Thus γ = 4 for the square lattice in D = 2.2 that these critical points are all far removed in temperature and pressure from the triple point. even though they are designed to model two apparently very diﬀerent phenomena are in fact equivalent. One such model is the lattice gas of Lee and Yang [5]. A lattice gas is a model for a gas or ﬂuid in which continuum space is replaced by a lattice of points (or cells) and the particles are characterized by either being at the point (or cell) or not. The lattice gas of Lee and Yang [5] models the short range repulsion by forbidding two or more particles to be at the same site. Accordingly it is sensible to look for one common model which may explain critical points in isolation from all other features of a phase diagram. and models the attractive force by having a negative interaction energy − between particles which are nearest neighbors on the lattice.2): +∞ R = 0 − R = nearest neighbor (2. The potential is thus a lattice version of the attractive square well (2. The Ising/lattice gas correspondence The Lee–Yang lattice gas and the Ising model. and γ = 6 for the cubic lattice in D = 3. Furthermore it is apparent in the data of section 2. diatomic molecules.17) (2. To see this. One simple example is to have particle exclusion on the same and nearest neighbor sites so that U (R) = +∞ R = 0. Any potential which will produce a critical point is expected to have a short range repulsive core and a longer range attraction. and nearest neighbor 0 otherwise (2. melting curve and solid–solid transitions.15) U (R) = 0 otherwise Lattice gases are also used to gain insight into the phase transitions of hard core systems such as hard spheres and discs. if the lattice is triangular (so that γ = 6) the model is called hard hexagons. water and the metals sodium and potassium are qualitatively very diﬀerent they all share the common feature that they have a liquid–gas phase transition which ends in a critical point.20) (2. It will be discussed in chapters 14 and 15. The lattice may be in any dimension D and we denote by γ the number of nearest neighbors which any site has. The hard hexagon model is particularly important because it is exactly solvable. consider ﬁrst the lattice gas and deﬁne: N = the number of sites of the lattice Na = the number of atoms on the lattice Naa = the number of nearest neighbor pairs Then the interaction energy is EG = − Naa (2.Models ¿ Lattice gases Even though the phase diagrams of the noble gases.18) (2.19) .

21) where the ﬁrst sum is over all the ways of distributing Na distinguishable atoms over the N lattice sites and g(Na . Naa ) in the second sum is the number of ways to put Na indistinguishable atoms on the lattice with Naa nearest neighbor pairs. T. Between every ++ pair there are two lines. (2. Naa )eβ Naa (2. N−− . R ) = E for R and R nearest neighbors and zero otherwise is EI = −E(N++ + N−− − N+− ) − H(N+ − N− ). N++ . Clearly N− = N − N+ . G v N ∂z (2. Thus γN+ = 2N++ + N+− Thus N+− = γN+ − 2N++ and N−− = γ N + N++ − γN+ 2 (2.23) (2.24) We consider the Ising model (2. N ) = 1 Na ! ∞ eβ Naa = Naa =0 g(Na . The grand partition function is thus ∞ ∞ ∞ Qgr (z. N ) = G Na =0 z Na QG (Na .28) .¼ Reductionism. (2.22) and the equation of state is βPG = 1 ln Qgr G N 1 ∂ 1 = z ln Qgr . T ) = Na =0 z Na Naa =0 g(Na .7) for the case J(R. (2.7) by deﬁning N+ = the number of σ = +1 N− = the number of σ = −1 N++ = the number of + + nearest neighbor pairs N+− = the number of + − nearest neighbor pairs N−− = the number of − − nearest neighbor pairs.29) and similarly γN− = 2N−− + N+− . (2.25) Then the Ising interaction energy (2. and between every +− pair there is one line. Naa )eβ Naa (2. N+− and N are not independent. There are γN+ such lines.26) The numbers N+ .27) To ﬁnd other relations consider drawing a line from each + spin to its γ nearest neighbors. T. phenomena and models and thus the canonical partition function is QG (Na . N− .

33) we obtain the correspondence of the Ising model with the lattice gas of Lee and Yang in Table 2. We will explore this correspondence in depth in chapter 5. Therefore if we identify Na with N+ and Naa with N++ and compare (2.24) with (2. But just constructing a plausible model interaction does not in fact mean that the hoped for phase transitions actually do occur and that the properties of the model will give a qualitative agreement with observed properties of the system they purport to be a model of. N++ ) are identical. N ) = e−N β(H−γE/2) ∞ N+ =0 e−2β(Eγ−H)N+ ∞ g(N+ . N++ )e4βN++ (2.22)–(2.10. Table 2.2 are all plausible representations of the interactions which in reality follow from the quantum mechanical treatment of nuclei and electrons. T. N++ ) be the number of conﬁgurations of spins with N+ and N++ we ﬁnd that the partition function ZI (H.30) Therefore letting g(N+ . N ) N (2.33) 1 (N+ − N− ).26) as EI = −4EN++ + 2(Eγ − H)N+ − ( γE − H)N. N ) of the Ising model is ZI (H.10 Correspondence of the Ising model with the Lee–Yang lattice gas. 2 (2.4 Discussion The very simple models introduced in section 2. T. 2.3 to explain the phase transitions presented in section 2. N We now are able to compare the Ising model with the Lee–Yang lattice gas by noting that the deﬁnitions of g(Na .32) (2. Ising model N+ N− 4E e2β(H−Eγ) (MI + 1)/2 −FI − H + γE/2 Lattice gas Na N − Na z 1/v PG The correspondence of the Ising model with the lattice gas of Lee and Yang suggests that the physics of the critical point of the liquid–gas transition and the Curie point of the ferromagnet are related.31) N++ =0 and the free energy FI and magnetization MI are given by βFI = − MI = 1 ln ZI (H.31)– (2. . Naa ) and g(N+ . T.Discussion ½ and therefore we may rewrite (2.

fcc (face centered cubic) and hcp (hex close packed) respectively. We will attempt to use analytic methods wherever possible and will in fact discover that there are a few model systems such as the Ising model in two dimensions with H = 0 and the XYZ model which can be exactly solved. 1 atom in center 3 3 3 3 sides sides sides sides diﬀerent diﬀerent. None of the models have been completely solved and none of them totally reproduces the phase diagrams of section 2. Bravais lattice simple cubic body centered cubic face centered cubic simple tetragonal centered tetragonal simple orthorhombic base centered orthorhombic body centered orthorhombic face centered orthorhombic simple monoclinic centered monoclinic Abbreviation sc bcc fcc st ct so eco bco fco sm cm Comments 3 sides equal 3 sides equal. 1 atom in center 3 sides equal. atoms in 2 faces 3 60 degree angles 2 sides equal. atoms in 2 faces diﬀerent. However. We will also be able to prove rigorously the existence of phase transitions in some models for which we do not have exact solutions.¾ Reductionism. 2.11. 1 skew angle. there are many open unsolved problems even for these most simple of models where our best information comes from long series expansions and numerical simulations. 1 atom in each face 2 sides equal 2 sides equal. In the phase diagrams the number of atoms in the unit cell is given in parenthesis. fcc(4) and hex(2) are commonly referred to as bcc (body centered cubic). The most common lattices of bcc(2).5 Appendix: Bravais lattices In presenting phase diagrams the crystal structure of the solid phases has been speciﬁed by the abbreviation of their Bravais lattices. 3 angles diﬀerent rhombohedral hexagonal triclinic rh hex tr . phenomena and models The remainder of this book is devoted to the study of the statistical mechanics of the models introduced in section 2.2. These 14 lattices are shown in Fig. 1 atom in center diﬀerent. 1 atom in each face 3 sides diﬀerent. Table 2.3. 1 60 degree angle 3 sides diﬀerent. 2.12 and their common nomenclature is given in Table 2. 1 skew angle 3 sides diﬀerent.11 Notation for the 14 Bravais lattices.

12 The 14 Bravais lattices following [3] .Appendix: Bravais lattices ¿ a a a sc a a c st a b c so a c sm a c rh hex 60° a a tr g b eco b b cm bco fco ct bcc fcc Fig. 2.

Berkeley 1991) [4] F. Phase Diagrams of the Elements (University of California Press. (Springer.References [1] F. [5] T. [6] P. eds. Atkins. 11. part 2. 2. Crawford in Rare Gas Solids.A. Statistical theory of equations of state and phase transitions. Klein and J. Venables. New York 1966). An Introduction to Thermodynamics. Phys. (Academic. Physical Chemistry (Oxford University Press 1982) edn. .W. 18. 87 (1952) 410–419. Rev.K. the Kinetic Theory of Gases and Statistical Mechanics (Addison-Wesley. [3] D. Sears. 2. Lee and C.D. London 1977) vol.W. II. Reading 1950) [2] R. vol. Keﬀer in Handbuch der Physik.L. Young.N. M. Lattice gas and Ising model. Yang. chap.

p)/kB T (3. where QN (V.2) are easily done and we have QN (V. Therefore the limit V →∞. T ) N (3.2) and H(r.3) We will be most interested in the case of N identical particles of mass m interacting with a potential which depends only on position N H(r. p) = j=1 p2 j + U (N ) (r1 . (3. T ) = 1 N! N ∞ N (3.1) dD rj V j=1 −∞ j=1 dD pj e−H(r.T )/kB T . T ) = Tre−H/kB T . T ) = e−A(V. N →∞ v=V /N lim 1 ln QN (V. T ) is computed classically from the partition function QN (V. In order for thermodynamics and statistical mechanics to apply. · · · . the Helmholtz free energy must be an extensive quantity. For quantum statistical mechanics QN (V.8) . p) is the Hamiltonian of the system. T ) = where 1 N !λDN dD r1 · · · dD rN e−U (r1 .4) In this case the Gaussian integrals over the momentum pj in the classical partition function (3.rN )/kB T V (3.6) We deﬁned the thermodynamic limit as the limit where the volume V and the number of particles N in the system both go to inﬁnity such that the density ρ = lim N/V N →∞ V →∞ (3.7) is ﬁxed.5) λ = (2πmkB T )−1/2 . 2m (3. (3. rN ). T ) as QN (V.···.3 Stability. existence and uniqueness In chapter 1 we saw that the macroscopic thermodynamic Helmholtz free energy A(V.

(3.12) From this condition we obtain the upper bound on the N -particle partition function in D dimensions 1 V N eN B/kB T N !λDN V (3. T ) = F (ρ. N →∞ v=V /N and note that ˜ F (v.···. N →∞ v=V /N ˜ and the free energy per unit volume F (ρ.13) which is a necessary upper bound for the existence of the thermodynamic limit. (3. T ) = − .10) V →∞. T )/ρ. The restrictions that prevent the system from collapsing are called stability conditions. We thus deﬁne the free energy per particle F (v.14) QN (V. rN ) = U (ri − rj ). Classical stability A classical potential for N particles in a ﬁxed volume V is called stable if for all N U (N ) (r1 . T ) = dD r1 · · · dD rN e−U (r1 .12) holds. T ) as lim ˜ 1 F (ρ. T ) = − .15) In section 1 we will ﬁnd suﬃcient conditions on the two-body pair potential U (r) to ensure that the stability condition (3. · · · . T ) ln QN (V.11) This limit will not exist for all potentials and in this chapter we will study the restrictions needed on the potentials such that the thermodynamic limit can be taken. T ) ln QN (V. We are here interested in the case where the potential U (N ) (r1 . N kB T (3. rN ) is a sum of two-body potentials U (N ) (r1 . · · · .9) V →∞. We will need restrictions on the potential such that 1) the system will not collapse and 2) the system will not explode. V kB T (3. (3. existence and uniqueness must 1) exist and 2) be independent of the shape of the volume V. (3. .rN )/kB T ≤ 1≤i<j≤N 1 N !λDN with U (r) = U (−r). rN ) ≥ −N B with B > 0 and all ri ∈ V.Stability. · · · . T ) as lim 1 F (v.

19) interacting with the Hamiltonian N H= i=1 p2 i + 2mi 1≤i<j≤N ei ej h i ¯ 2 ∇2 =− + |ri − rj | 2mi i=1 3 N 1≤i<j≤N ei ej |ri − rj | (3. (3.16) where Egs (N ) is the ground state energy of the system. Systems that are classically stable are also stable quantum mechanically because the addition of the quantum mechanical kinetic energy will only serve to make the total energy more positive. an additional restriction on the potential at large distances which will prevent the system from exploding. in addition to the stability conditions of the previous sections.20) where ∇2 = j=1 ∂2 2. T ) = Tre−H/kB T ≤ eN B/kB T × number of states.18) ei = 0 i=1 (3.21) The stability of this Hamiltonian (and its several special cases) is called the stability of matter. Two such general restrictions that will be suﬃcient for all cases except Coulomb and dipole interactions are weak and strong tempering.2.Stability. Therefore the most interesting quantum mechanical potentials will be those which are classically unstable and the most important of these potentials is the Coulomb interaction of a collection of charged point particles which is macroscopically neutral. . and the theory of this stability will be discussed in section 3. ∂rj (3. When this condition holds we have the bound QN (V. existence and uniqueness Quantum Stability A quantum mechanical system of N particles is called stable if Egs (N ) ≥ −N B (3. The most general version of this consists of N particles with masses mj and charges ej satisfying 0 ≤ mj ≤ m satisfying the neutrality condition N − e ≤ ej ≤ e (3.17) As in the classical case this bound is necessary for the existence of the thermodynamic limit. To prove the existence of the free energy in the thermodynamic limit we need.

˜N2 ) r r −U (N1 ) (r1 . (3. In 3. In particular we consider both “hard wall” boundary conditions where the particles are conﬁned to a box with an inﬁnite positive potential energy at the wall and periodic boundary conditions. In 3.14) the bound (3.22) is assured if U (r) ≤ A .23) N1 N2 u B RD+ (3. Here we will see that the weakly tempered potentials lead to slightly more restrictive conditions on the shapes of the boundary boxes than to the strongly tempered potentials and that both give the same limiting free energy as do periodic boundary conditions. r For a system with only a two-body potential this bound is assured if U (r) ≤ 0 for |r| ≥ R0 . · · · rN ) is said to be weakly tempered if. We will see by examples that the conditions of stability and temperedness are not suﬃcient to guarantee the pressure to be continuous everywhere and will ﬁnd further suﬃcient conditions for the continuity to hold. · · · rN1 ) − U (N2 ) (˜1 . r (3.22) For a system with only a two-body potential (3.26) (3. rN1 . ˜N2 ) r r −U (N1 ) (r1 .Stability.25) We will study in section 3. ˜N2 ) ≤ if |ri − ˜j | ≥ R > R0 . We will also study in section 3.4 we connect these theorems with the notion of ergodic components and ﬁrst order phase transitions. · · · . (3.5 we will investigate the questions of continuity of the pressure. ˜N2 ) ≤ 0 if |ri − ˜j | ≥ R > R0 . · · · rN1 ) − U (N2 ) (˜1 . · · · . · · · . rN1 .5 with a discussion of extensions of these results to include surface and topological terms in the limiting behavior of the partition functions and present several open questions in section 3.27) (3.6. . existence and uniqueness Weak tempering An N body potential U (N ) (r1 . We conclude in section 3. ˜1 .3 the question of uniqueness of the free energy of the thermodynamic limit and its independence of boundary conditions.3. there exist two ﬁxed positive bounds R0 and uB such that for > 0 r r U (N1 +N2 ) (r1 .25) in both the canonical and grand canonical ensembles.22) or (3. · · · .3 the existence of the thermodynamic limit for stable systems that obey the tempering conditions (3. |r|D+ with A > 0 for |r| > R0 .24) Strong tempering A many-body potential is said to be strongly tempered if r r U (N1 +N2 ) (r1 . ˜1 . in dimension D. · · · . · · · .

3.32) −b < 0 for |r| = R 0 otherwise. (3.12). Consider a lattice of M sites and consider the conﬁgurations where there are n particles per site situated uniformly (with periodic boundary conditions). Ruelle (1969) [4] and Lenard and Sherman (1970) [5]. Example 2 Let the particles sit on the sites of a face centered cubic lattice. · · · . We will not attempt to make sense of the thermodynamics of catastrophic potentials in this book. Then with n = N/M U (r) = n2 n(n − 1) a − M 12b (3. because each of the N (N − 1)/2 pairs contributes −A to the energy. Example 1 U (r) = −A < 0 Here we can have |rj − rk | < a for 0 ≤ j. Fisher (1964) [2]. Let the two body potential be a > 0 for r = 0 (3. rN ) = M If we do not impose periodic boundary conditions then (3.1 Classical stability The subject of classical stability was studied in great detail by Ruelle (1963) [1].2 Conditions for stability The following suﬃcient condition for classical stability (3. k ≤ N (3.28) which certainly violates (3.12) for a potential (3. U (N ) (r) = −AN (N − 1)/2 for 0 ≤ |r| ≤ a (3.1.1. Fisher and Ruelle (1966) [3]. Such potentials are referred to as catastrophic.31) is a necessary condition for stability. 3. using (3. The argument of example 1 is valid for any pair potential such that U (r) < 0 and thus we conclude that U (0) ≥ 0 (3.34) U (N ) (r1 . will be negative and thus will violate (3.12). Each lattice site has 12 nearest neighbors at a distance R.30) so in this region. .29) (3.14) which is the sum of two-body potentials is ﬁrst given in [1] and [2].Classical stability 3.33) must be modiﬁed by a surface term.32).12) for ﬁxed M and large N if a − 12b < 0. which does not destroy the conclusion if M is chosen suﬃciently large.1 Catastrophic potentials We ﬁrst note that it is easy to give examples of a pair potential that does not satisfy the stability condition (3.33) 2 2 which.

¼ Stability.42) and that the equality in (3.42) will only hold for r = 0 if U2 (r) is periodic.41) We note in particular that 0 < |U2 (r)| ≤ U2 (0) if U2 (r) = 0 (3. The function U2 (r) contains all of the negative part of the potential. is nonnegative ˆ 0 ≤ U2 (k) < ∞ and is integrable ˆ dD kU2 (k) < ∞.39) (3.12) holds. Proof that condition 1 is suﬃcient for stability (3.36) (3. In (3.40) and thus it follows from the positivity (3.39) are said to be of positive type. Functions U2 (r) which are continuous and satisfy (3.14) as . deﬁned as ˆ U2 (k) = exists for all k. (3.38) dD reir·k U2 (r).37) is U2 (r) = 1 (2π)D ˆ dD ke−ir·k U2 (k) (3. The inverse of (3.12) We use condition 1 to write the N -body potential (3.38) and the integrability (3. We prove several useful properties of positive type functions in appendix A.37) (3. (3. (3.38) and (3.35) then the condition for classical stability (3.39) of the Fourier ˆ transform U (k) that |U2 (r)| ≤ U2 (0) < ∞.35) the nonnegative function U1 (r) may diverge at r = 0 or even have an inﬁnite repulsive hard core of ﬁnite size. existence and uniqueness Condition 1 If the pair potential U (r) can be decomposed as U (r) = U1 (r) + U2 (r) where U1 (r) is nonnegative (but possibly discontinuous) U1 (r) ≥ 0 ˆ and U2 (r) is continuous and whose the Fourier transform U2 (k).

46) (3. Condition 2 is a slight specialization of the following more general condition. The two-body potentials which satisfy this condition diverge to inﬁnity and can never be considered to be a small perturbation of a free system.36) and (3.47) where a1 .12) follows. it is often suﬃcient to restrict our attention to potentials that obey the following condition. and are positive constants. In practice. C.48) (3. however. · · · . U (r) ≥ C/|r|D+ U (r) ≥ −w U (r) ≥ −C /|r|D+ (3. which is much easier to verify. rN ) ≥ − N U2 (0) > −∞ 2 and using (3.50) where w > 0 and ξ(r) and η(r) are monotonic decreasing functions of r satisfying . · · · . rN ) = 1≤j<k≤N (U1 (rj − rk ) + U2 (rj − rk )) U2 (rj − rk ) − N U2 (0) 1≤j. for a2 ≤ |r|.43) 2 From (3.49) (3. Condition 1 is a very general condition for stability and for any given potential it requires a detailed computation to see if the condition holds. (3.41) the stability bound (3. for a2 ≤ |r|. for a1 ≤ |r| ≤ a2 . Condition 3 for |r| < a1 . All potentials realistically encountered in practice have this divergent property.Classical stability ½ U (N ) (r1 .44) for |r| < a1 . C . for a1 ≤ |r| ≤ a2 . U (r) ≥ ξ(|r|) U (r) ≥ −w U (r) ≥ −η(|r|) > −w (3.k≤N 1 ˆ e−ik·(rj −rk ) U2 (k) − N U2 (0) 2 U1 (rj − rk ) + dD k| 1≤j≤N 1 ˆ eik·rj |2 U2 (k) − N U2 (0).45) (3. Condition 2 (3. w. a2 .38) the ﬁrst two terms are manifestly positive. Thus 1 U (N ) (r1 .k≤N = 1≤j<k≤N U1 (rj − rk ) + U1 (rj − rk ) + 1≤j<k≤N 1 2 = = 1≤j<k≤N 1 2(2π)D 1 2(2π)D dD k 1≤j.

existence and uniqueness a1 ξ(r)rD−1 dr = +∞ and 0 ∞ a2 η(r)rD−1 dr < ∞.57) Furthermore we introduce a quantity b such that 0 < b < a2 and deﬁne a second function η2 (r) by w η(|r|) if |r| ≤ a2 if |r| ≥ a2 (3. (3.51) It is obvious that condition 2 follows from condition 3. We note that in condition 3 no assumptions have been made on the Fourier transforms of the bounding functions ξ(r) and η(r).54) ξ1 (|r|) =0 for |r| ≥ a1 ˆ and the Fourier transform ξ1 (p) of ξ1 (r) is integrable and has the lower bound ˆ ξ1 (p) ≥ C2 (p2 + 1)−D where C2 > C1 > 0.53) . The strategy of the proof will be to construct from ξ(r) and η(r) new bounding functions ξ1 (r) and η3 (r) whose Fourier transforms do have the desired properties.56) (3.50) of condition 3 we may deﬁne a nonnegative function η1 (r) by η1 (|r|) = such that U (r) ≥ −η1 (|r|). Following the appendix of [3] it is suﬃcient to prove the following two lemmas: Lemma 1 When U (r) satisﬁes condition 3 there exists a nonnegative function η3 (r) such that U (r) ≥ −η3 (|r|) for all r (3.49) and (3.52) and the Fourier transform η3 (p) of η3 (|r|) (which is not necessarily positive) satisﬁes ˆ |ˆ3 (p)| ≤ C1 (p2 + 1)−D η for some positive constant C1 > 0. We will here prove that condition 1 follows from condition 3. Lemma 2 When U (r) satisﬁes condition 3 then there exists a nonnegative bounded function ξ1 (r) such that ≤ U (r) for |r| ≤ a1 (3.¾ Stability.55) (3. (3. Proof of lemma 1 From (3.

(3.Classical stability ¿ η2 (r) = w if r ≤ b η1 (r − b) if b ≤ r.65) η3 (p) = η2 (p)ψ(p).64) Furthermore because η3 (r) of (3. From the deﬁnition of η2 (r) and the monotonicity of η1 (r) and η2 (r) it follows that η2 (|r |) ≥ η1 (|r|) if |r − r| ≤ b. Lemma 1 follows from this fact and from the bounds (3.51).65) it follows that η3 (p) is continuous and ˆ decreases faster than any inverse polynomial at |p| → ∞.63) is deﬁned as a convolution. Therefore from (3.64) (where actually the inequality (3.61) η3 (|r|) ≥ η1 (|r|).59) where in the last line we have used (3. (3. (3.60) =w 0 drrD−1 + 0 ∞ where in the last line we have again used (3.53) can be made stronger by replacing the right-hand side by any inverse power of p2 ).61) Now let ψ(r) be a nonnegative (smoothing) function of r with continuous derivatives of all orders which vanishes outside a sphere of radius b centered at the origin normalized such that dD rψ(r) = 1.51). (3. The function η2 (|r|) is integrable because ∞ 0 b drrD−1 η2 (r) = w 0 b drrD−1 + b ∞ drrD−1 η1 (r − b) drη1 (r)(r + b)D−1 < ∞ (3.62) Then if we deﬁne η3 (|r|) = we have from (3.57) and (3. ˆ We note that η (p) is continuous and bounded and that because ψ(r) has been chosen ˆ to have continuous derivatives of all orders we see from theorem B1 proven in appenˆ dix B that ψ(p) is continuous and vanishes as |p| → ∞ faster at inﬁnity than any inverse polynomial in |p|.58) The functions η1 (|r|) and η2 (|r|) are obviously nonnegative and nonincreasing.63) . the Fourier transform of η3 (|r|) is ˆ ˆ (3. dD r ψ(r − r )η2 (|r |) (3. The function η1 (|r|) is integrable in r because ∞ 0 a2 η1 (r)rD−1 dr = w 0 drrD−1 + ∞ a2 drrD−1 η(r) < ∞ (3.

67) (3.75) . it follows that χ1 (r) ≥ 0 and χ1 (r) = 0 for |r| ≥ 1.67) the Fourier transform of χ1 (r) is χ1 (|p|) = χ(p)2 ≥ 0 ˆ ˆ and is continuous and nonzero in some neighborhood of the origin.71) where KD/2 (r) is the modiﬁed Bessel function of the third kind [6].72) Furthermore because (3. (3. (3.74) (3.72) satisﬁes 0 ≤ χ3 (r) ≤ 1 and χ3 (r) = 0 for |r| ≥ 1.70) is a product of two functions of r the Fourier transform of χ3 (r) is given in terms of χ1 (p) as the convolution ˆ χ3 (p) = ˆ 1 (2π)−D max χ2(r) dD p χ1 (p )[(p − p )2 + 1]−D . from (3.66) It is clear that χ1 (r) is continuous and. (3.Stability.68) Furthermore from (3. From χ(r) deﬁne χ1 (r) by the convolution χ1 (r) = dD r χ(r − r )χ(r ). The function χ2 (r) also has the properties of χ1 (r) that it is continuous and χ2 (r) ≥ 0 Finally deﬁne χ3 (r) by χ3 (r) = χ2 (r)/(max χ2 (r)).70) KD/2 (r) (3. (3. Next deﬁne the function χ2 (r) by χ2 (r) = χ1 (r) where we show in appendix B that dD peip·r (p2 + 1)−D = π 1/2 Γ( D−1 ) r 2 2 Γ( D ) 2 D/2 (3. The function χ3 (r) is continuous and from (3. ˆ (3.73) and χ2 (r) = 0 for |r| ≥ 1.66).69) dD peip·r (p2 + 1)−D . (3. existence and uniqueness Proof of lemma 2 We begin the proof of lemma 2 by deﬁning an auxiliary function χ(r) which is continuous and satisﬁes χ(r) ≥ 0 and χ(r) = 0 for |r| ≥ 1/2.

(3.48) diverges to ∞ as r → 0 and thus for suﬃciently large positive integers n (n ≥ n0 ) we may deﬁne a set of αn < 1 as the solutions of ξ(αn ) = n.81) θn (r).80).75) to a small region around the origin and note that χ1 (0) > 0 we ﬁnd the lower bound ˆ χ3 (|p|) ≥ C (|p|2 + 1)−D .83) where χ3 (r) has a positive Fourier transform.86) .80) Furthermore deﬁne the unit step functions θn (r) = Thus we have ξ ∗ (r) = n0 + n =n0 1 0 (3.76) and furthermore that if we restrict the region of integration in (3.77) on χ3 (p) yields the lower bound of the Fourier transform of ξ1 (|r|) of n1 n1 ˆ ξ1 (|p|) = n−n0 αD χ3 (αn p) ≥ n ˆ n=n0 αD n C (p2 + 1)−D . Thus we ﬁnd from (3.77) We may now use χ3 (|r|) to construct the function ξ1 (|r|) needed for lemma 2.78) (3.82) But the properties (3. ˆ (3.79) (3. otherwise n (3. for r ≤ αn .82) and (3. and note that ξ ∗ (r) ≤ ξ(r).74) of χ3 (r) imply that χ3 (r/αn ) ≤ θn (r) (3.Classical stability It follows from the nonnegativity of χ2 (p) that ˆ χ3 (p) ≥ 0 ˆ (3.85) ˆ Thus since αn < 1 the lower bound (3.83) that ∞ χ3 (r/αn ) ≤ ξ(r). (3. (3. (3. The function ξ(r) of (3. n=n0 (3.84) We may now deﬁne the function ξ1 (r) of lemma 2 as n1 ξ1 (r) = n=n0 χ3 (r/αn ). Deﬁne the step function ξ ∗ (r) = n for αn+1 < r < αn .

Proof of condition 1 We now may verify that condition 1 follows from lemmas 1 and 2 by choosing the function U2 (r) in (3. An example is also known in two dimensions [7] of a stable potential which does not satisfy (3.35).88) (3. This potential is a one-dimensional version of the potential (3.86) we have proven the lower bound (3. .55) with the constant C2 greater than the constant C1 in the upper bound of (3.87) and thus by choosing n1 suﬃciently large in (3. Thus lemma 2 has been ˆ established.89) where the second inequality follows from lemma 1 and the last inequality follows from lemma 2 with C2 > C1 . The boundedness of χ1 (r) follows from the boundedness of χ3 (r) and the integrability of χ1 (|p|) follows from the boundedness of ξ1 (r).12) but is not of the form (3. It would be satisfying to be able to replace these examples by an example in three dimensions.90) is exactly at the boundary of stability. We conclude this subsection by noting that condition 1 is not necessary for stability. existence and uniqueness We further note from(3.51) that ∞ αD = +∞ n n=n0 (3.32) considered in example 2 above where the inequality for catastrophic collapse (3. This is demonstrated in one dimension by the potential exhibited in (1970) by Lenard and Sherman [5] Example 3 In one dimension the pair potential if 0 ≤ |x| ≤ 1 2 U (x) = −1 if 1 < |x| < 2 0 if 2 ≤ |x| (3.90) is shown by Lenard and Sherman in [5] to be stable (3.53) of lemma 1. The integrability of the Fourier transform follows from the integrability of the Fourier transforms of χ3 (|r) and ξ1 (|r|) separately.Stability.34) has been replaced by equality. ˆ The positivity of the Fourier transform U2 (p) follows from ˆ U2 (p) = ξ1 (|p|) − η3 (|p|) ≥ ξ1 (|p|) − |η3 (|p|)| ≥ ξ1 (|p|) − C1 (|p|2 + 1)−D ≥ 0 (3. This is made more precise in [5] where a family of potentials is constructed such that (3. The existence of such an example is conjectured in [5] but the author has been unable to ﬁnd that such an example has actually ever been produced.35).35) as U2 (r) = ξ1 (|r|) − η3 (|r|). Thus we have established that all the requirements of condition 1 are satisﬁed.

if the density is suﬃciently large then the N body potential is always positive.93) then the superstable bound (3. rN ) = 0. {r}) − N U2 (0) V (3. (3.91) is satisﬁed.14) of the sum of two body potentials U (r) is superstable (3.1. We ﬁrst write U (N ) (r1 . rN ) = 1≤j<k≤N (U1 (rj − rk ) + U2 (rj − rk )) 1 U2 (rj − rk ) = 2 U2 (rj − rk ) − N U2 (0) 1≤j. rN ) ≥ N (A N − B) with B.91). Moreover.91) This condition is slightly stronger than stability and in particular says that. C > 0 and ri ∈ V.3 Superstability A classical potential for N particles in a volume V is called superstable if for all N U (N ) (r1 . it is true that if the pair potential satisﬁes condition 1 with U2 (r) = 0 that the superstability bound (3. This trivial example demonstrates that stability does not guarantee superstability. · · · . {r})n(y.95) N n(x. C > 0 and ri ∈ V. · · · . However.96) Then we use (3.40) to write .k≤N ≥ 1≤j<k≤N 1 = 2 where we have set dD xdD yU2 (x − y)n(x. V (3. rN ) ≥ N [A( N λ/D ) − B] with B. rN ) in the form (3. in the thermodynamic limit when N → ∞ and V → ∞ with the density ρ = N/V ﬁxed.Classical stability 3. V (3. if instead of condition 1 with U2 (r) = 0 the pair potential satisﬁes U (r) ∼ C |r|λ with λ > D as |r| → 0 (3.91) if U (r) ≥ 0 and U (0) > 0.94) Proof of superstability from condition 1 with U2 (r) = 0 To prove that (3. A potential U (N ) (r1 .91) follows from condition 1 with U2 (r) = 0 we follow [1]. · · · . (3. · · · . · · · . {r}) = j=1 δ(x − rj ) with rj ∈ V.91) is replaced by the stronger bound U (N ) (r1 . Thus this potential is not superstable (3.92) We note that if U (r) ≥ 0 and U (0) = 0 we can set rj = r0 for all 1 ≤ j ≤ N and for this conﬁguration U (N ) (r1 .

{r})n(y. Thus we ﬁnd ∞ n(k.103) (3. {r})n(y. {r}) = n∗ (k.106) From (3. (3. {r}) n n (3. {r})n(y. Then using 1− ∞ l=0 x4l+2 1 = 1 − (cosh x − cos x).107) . {r})ˆ (−k. l! (3. (4l + 2)! 2 and letting 1 f (x) = max[0.Stability. {r})n(y.97) where n(k. ˆ n n Furthermore we write n(k. (3.100) and (3. {r})n(y.98) In order to obtain a bound we ﬁrst note that because n(x. (3. {r}) ˆ ˆ and thus n(−k. {r})ˆ (−k. {r}) 1 − l=0 1 [k · (x − y)]4l+2 (4l + 2)! (3. in a D-dimensional cube of side L. {r})eik·(x−y) dD xdD yn(x.103) that n(k.101) = 1 [ik · (x − y)]l .100) dD xdD yn(x. {r}) is real it follows from (3.104) . {r}) = ˆ n V ∞ (3. {r})f (k · (x − y)). {r}) = V 1 (2π)D ˆ dD kU2 (k)ˆ (k. {r}) ≥ ˆ n V dD xdD yn(x. existence and uniqueness dD xdD yU2 (x − y)n(x.102) and note (1) that the terms with l odd vanish under integration because of symmetry under the interchange of x and y and (2) that the terms with l a multiple of 4 will all be positive. {r}) V l=0 (3. {r})ˆ (k.99) n(−k. 1 − (cosh x − cos x)] 2 we ﬁnd from (3.105) dD xdD yn(x.105) we see that f (x) is a nonincreasing function of x and thus if we note that.103) that 2 n(k)ˆ (−k) ≥ ˆ n V dD xn(x) f (D1/2 L|k|)). {r})ˆ (−k. {r}). {r}) = ˆ V dD xeik·x n(x. {r}) = |ˆ (−k. {r})|2 ≥ 0. {r}) ≥ ˆ n V (3. {r})ˆ (−k. the maximum of |x − y| is D 1/2 L we ﬁnd from (3.98) that (3.

α (rj(α) − rk(α) ) + α<β j(α) k(β) Uα.95) the superstability bound (3.114) with U (N ) (r1(1) .min > 0 and letting ζ = D1/2 Lk we ﬁnd dD xdD yU2 (x − y)n(x.108) and thus for all rj n(k. (3.4) contains only one species of particle.109) which we may use in (3. However.β (rj(β) − rk(α) ) (3. · · · .111) The integral over dD ζ exists and is positive and thus there exists a nonnegative constant 2A such that dD xdD yU (2) (x − y)n(x. {r}) ≥ V N 2 U2.91) follows.Classical stability From (3. {r}) ≥ V N2 (2π)D dD kU2 (k)f (D1/2 L|k|). (3. {r})n(y.α (−r). {r}) = N V (3.115) and Uα. {r}) ≥ 2A V N2 . rNn (n) ) (3. {r})n(y.112) Using this bound in (3.113) and the Hamiltonian is n Nα H= α=1 j(α)=1 p2 j(α) 2mα + U (N ) (r1(1) .4 Multispecies interactions Thus far we have considered the case where the system (3. the considerations may be easily extended to a system with n types of particles where the number of particles of each species is Nα with n N= α=1 Nα .116) . replacing the nonnegative function U2 (k) (which is not identically zero) by its minimum positive value U2. 3.96) we have dD xn(x.β (r) = Uβ. rNn (n) ) n n = α=1 j(α)<k(α) Uα. In this case condition 1 is replaced by the (3. {r})n(y. · · · . {r}) ≥ N 2 f (D1/2 L|k|) ˆ n (3. DV (3.97) to obtain dD xdD yU (2) (x−y)n(x.1.min (2π)D V dD ζf (|ζ|). {r})ˆ (−k.110) Thus. (3.

α (−r)eik·r = ˆ∗ dD rU2.α.122) which is the multispecies generalization of (3. rNn (n) ) n n ≥ α=1 j(α)<k(α) n U2.α. existence and uniqueness Multiparticle stability condition Let the pair potential of (3.β (k) has no negative eigenvalues for any value of k.118) and (3.115) be of the form Uα.α (rj(α) − rk(α) ) + α<β j(α) k(β) U2.β.α.β.α.115) and the positivity (3.119) (3.123) ˆ Thus U2.118) (3.125) = with 1 1 WN − Nα U2.β (r) ˆ U2. Furthermore U2.117) ˆ have the properties that U2. (3.β (k) is absolutely integrable ˆ dD k|U2.β (k)| ≤ ∞ (3. · · · .β (r) = U1.α.120) (3.α (k).α.β (r) + U2.β.β (k)| < ∞.β (rj(β) − rk(α) ) (3.118) we have U (N ) (r1(1) .α. · · · .α.β (k) = dD reik·r U2. (3.α.α (−r).α (0) 2 α=1 n (3.α (r)e−ik·r = U2.β (r) with U1.α. and let the Fourier transform of U2. We prove this by following [3] and ﬁrst noting that from (3.α.β (r) (3.12).119) ˆ U2.α. Then U (N ) (r1(1) .β (k) is Hermitian and hence its eigenvalues are real.β (0) 2 2 α=1 .α.α.β.α.α.α.β (k) ≤ 1 (2π)D ˆ dk|U2.α.β (r) = U2.121) ˆ and that considered as an n × n matrix U2. rNn (n) ) ≥ − 1 Nα U2.α.β (r) ≥ 0 U2.¼ Stability.β (k) = dD rU2.124) From the deﬁnition (3.β (0) = 1 (2π)D ˆ dkU2.

2.β (k) j(α) ∗ j(α) eik·rk(α) . However.α. Of such classically unstable systems the one of by far the greatest importance is the Coulomb interaction (3. Lieb [12] and Conlon.2. the proofs given in these papers are suﬃciently complex that the reprints of the articles ﬁll an entire book [15]. the hard core is needed for the stability and the pure Coulomb interaction with no repulsive hard core is classically unstable and thus will not give thermodynamic behavior.β (k) (3.20) when there is no restriction (Bose or Fermi) on the symmetry of the wave function .β (rj(β) − rk(α) ) (3.128) ˆ and because the eigenvalues of U2 (k) are assumed to be nonnegative for all k. Therefore we will for the most part content ourselves with stating the results in subsection 3.127) is of the form z∗ U2 (k)z with z|α = j(α) ˆ ˆ eik·rj(α) and U2 |α. (3. a potential which is classically stable is stable quantum mechanically so the only interesting new case to consider are potentials which are classically unstable but become stable in the quantum mechanical case.122) follows from (3. theorem 4 of appendix A guarantees that this integrand is nonnegative for all rj(α) .1.β = U2. The stability of this system has been extensively studied by Ruelle [8].2. 3. These studies all concern themselves with properties of the ground state of the system and as such they may more properly be considered as a branch of atomic rather than statistical physics. 3.1 Stability of matter In [3] and [9] the following bound is shown for the Hamiltonian (3.β (k) ˆ The integrand in (3. An important example of multispecies interactions is charged hard spheres which can be shown to satisfy this stability condition.127) = dD k α=1 β=1 ˆ eik·rj(α) U2α. Dyson and Lenard [9–11].Quantum stability n n ½ WN = α=1 β=1 j(α) k(β) U2. Lieb and Yau [14].α.20).α.126) which is written in terms of the Fourier transform as n n WN = α=1 β=1 j(α) k(β) n n ˆ dD keik·(rk(β )−rj(α) ) U2. Therefore WN ≥ 0 and thus the desired conclusion (3. Moreover. Proofs of several of the simpler results will be given in subsection 3. For proofs of the more profound theorems we refer the reader to the original papers.2 Quantum stability As noted above.125).2.

134) It is clear from theorems 4-6 that for matter to be stable we must include the repulsion that comes from the Pauli exclusion principle for fermions.129) where the best current value [12] of A3 satisﬁes A3 ≥ 14.132) On the other hand if the hypothesis (3. Furthermore in 1979 Lieb [13] proved Theorem 4 If the positive charges have inﬁnite mass and a charge Ze ≥ 0 and if the negative particles have mass M and charge −e then there is an upper bound Egs (N ) ≤ − Z 4/3 5/3 N Ry. The ﬁrst such theorem was proven in 1967 by Dyson and Lenard [9]: .¾ Stability.18) was found: Theorem 6 Egs (N ) ≥ −0. 108 (3. [11] is Theorem 2 Egs (N ) ≥ −N (N − 1)21/2 Ry The proofs of these will be given below. (3.130) (3. A much better bound proven in [11] is Theorem 3 Egs (N ) ≥ −A3 N 5/3 Ry (3.31N 7/5Ry.133) and ﬁnally in 1988 in [14] the companion lower bound for a neutral system of charged bosons under the hypothesis (3.131) (3.01. existence and uniqueness Theorem 1 1 Egs (N ) ≥ − N 2 (N − 1)Ry 8 h where Ry = me4 /2¯ 2 and a better bound also given in ref.18) holds then Dyson [10] has proven the upper bound Theorem 5 Egs (N ) < −A5 N 7/5 Ry (3.

It ought not to require that all particles are fermions because the statistics of the nuclei should not matter. Brieﬂy.136) where A8 is an absolute constant. rN ) normalized as Ψ∗ . Proof of Theorem 1 Write (3. over all values of the masses satisfying .18) belong to q ≥ 1 distinct species of fermions. 2mi (N − 1) 2mj (N − 1) |ri − rj | Emin = Inf Ψ∗ . In [11] the constant A8 is about 1014 .2 Proofs of theorems 1 and 2 We conclude this section with proofs of theorems 1 and 2 as given in [11]. Then we have Egs (N ) ≥ −A8 q 2/3 N Ry (3.Quantum stability ¿ Theorem 7 Suppose that the N particles whose masses and charges satisfy (3. · · · . Thus in [9] it is stated and in [11] it is proven that Theorem 8 Let N negatively charged particles belong to q diﬀerent fermion species.137) with Hij = − h j ¯ 2 ∇2 ei ej h i ¯ 2 ∇2 − + . Let an arbitrary number of positively charged particles be subject only to the restriction (3.18) on the charges with their statistics and masses being arbitrary.135) where A7 < 500 is an absolute constant. Let their masses and charges be subject to (3.140) and the inﬁmum is taken with respect to all N particle wavefunctions Ψ(r1 .138) By deﬁnition the ground state energy is (3. Then Egs (N ) ≥ −A7 q 2/3 N Ry (3. This theorem is a step in the right direction but is still not really suﬃcient to prove that real matter is stable.139) where we use the notation f ∗.18). 3. g = f ∗ (x)g(x)dx (3. a system whose particles belong to a ﬁxed number of fermion species is stable. HΨ (3. Ψ = 1. This was greatly improved on by Lieb [12] in 1975 who obtained a value of about 23.2.20) in the form of a sum of two-body Hamiltonians as H= 1≤i<j≤N Hij (3.

145) (3.137) there are at most N 2 /4 pairs with ei ej < 0 and for these pairs we see from the bounds (3.141) (3.146) and thus theorem 1 is proven. g g ∗ . Ψ ≥ 0. using the fact that Ψ∗ . Now in (3.147) Proof Let Ψ(x) = f (x) + λg(x). g (3. Therefore from (3.142) Inf Ψ∗ . f f ∗ .143) The operators Hij is the Hamiltonian of a two-body system with charges ei and ej and with masses mi (N − 1) and mj (N − 1). g ≥ 0. g ≤ f ∗ . 2 2 mi + mj 2 2¯ h 4¯ h Therefore Emin ≥ − N 2 (N − 1) Ry 4 2 (3. g + λ∗ f. f ∗ ≥ 0 which is simpliﬁed to from which (3.148) (3.142) and (3. g − f ∗ . g∗ .151) g∗. (3.137) we have Emin = Inf Ψ∗ . If ei ej < 0 the solution of the ground state energy problem is obtained from the solution of the ground state energy of the hydrogen atom. Ψ = f ∗ .144) In the sum over i and j in (3. f g∗. f + λ f ∗ . g (3. existence and uniqueness 0 < mj ≤ m and all values of the charges satisfying −e ≤ ej ≤ e. g to obtain f ∗ . f ∗ + g ∗ . To prove theorem 2 we need to use the Cauchy–Schwarz inequality | f ∗ (x)g(x)dx|2 ≤ |f (x)|2 dx |g(x)|2 dx. =− mi + mj 2¯ 2 h for ei ej ≤ 0. Therefore Inf Ψ∗ .147) follows.143) that (N − 1)mi mj e2 e2 (N − 1)me4 N −1 i j ≤ = Ry. for ei ej ≥ 0 (N − 1)mi mj e2 e2 i j . (3. f g∗. g ∗ + λλ∗ g ∗ . f g. Then. Hij Ψ = 0.Stability. we have Ψ∗ . (3. f − f. g ∗ g. Hij Ψ .149) . Hψ ≥ 1≤i<j≤N (3.148) set λ=− and multiply by g ∗ . If ei ej ≥ 0 this energy is positive.150) (3. f g ∗ .

k )|2 = we obtain | d3 kd3 k ˜ d3 kk2 |ψ(k)|2 2 (3.156) To prove the lemma we write the Hamiltonian in momentum space as Ψ∗ . This is done by ﬁrst writing H= 1≤i<j≤N Hij + 1≤i<j≤N Hij (3.157) with ˜ ˜ f ∗ (k.147) on the second term of (3. has no bound states) if µ √ h ¯2 ≥ 2. |ri − rj | (3.153) (3.159) (3. HY Ψ = where ˜ Ψ(k) = d3 reikr Ψ(r) (3.152) where now Hij = − and Hij = h ¯2 h ¯2 ei ej ∇2 − ∇2 + e−µ|ri −rj | i j 2mi (N − 1) 2mj (N − 1) |ri − rj | ei ej (1 − e−µ|ri −rj | ).154) To proceed further we need the following: Lemma The Yukawa Hamiltonian HY = − h ¯ 2 2 e2 −µ|r| ∇ − e 2m |r| (3.162) .161) ˜ ˜ Ψ∗ (k)Ψ(k ) | ≤ J 1/2 2 + |k − k |2 µ ˜ d3 k|k|2 |Ψ(k)|2 (3. k ) = Ψ∗ (k)Ψ(k )|k||k | 1 g(k.Quantum stability Proof of theorem 2 We prove theorem 2 by comparing the Coulomb interaction with the Yukawa interaction. Thus if we use (the square root of) the Cauchy– Schwarz inequality (3.157) is the Fourier transform of Ψ(r). 2 me (3.e.160) (3. k ) = 2 + |k − k |2 ) |k||k |(µ and d3 kd3 k |f (k.158) h ¯2 2m ˜ d3 k|k|2 |Ψ(k)|2 − e2 2π 2 d3 kd3 k ˜ ˜ Ψ∗ (k)Ψ(k ) 2 + |k − k |2 µ (3.155) is positive deﬁnite (i.

In practice.169) Therefore from (3.3 Existence and uniqueness of the thermodynamic limit The existence of the thermodynamic limit must be unique and independent of boundary conditions in order for the laws of thermodynamics to follow from statistical mechanics. h ¯2 2 (3. (3.168) we ﬁnd the desired result for theorem 2 1 N (N − 1) √ Ry Emin > − µN e2 = − 2 2 where in the last line we have used the value of µ deﬁned by (3.164) h ¯2 e2 ≥ 2 J 1/2 2m 2π which is the desired condition (3.163) (3.156) µ= (N − 1)me2 √ . (3.167) 1≤i<j≤N which may be rewritten as Hij = 1≤i<j≤N 1 2 N N i=1 j=1 ei ej 1 (1 − e−µ|ri −rj | ) − µ e2 . however.168) is seen to be positive for any choice or ej by writing it in terms of its Fourier transform as 1 2 N N i=1 j=1 ei ej 1 (1 − e−µ|ri −rj | ) = |ri − rj | 2π 2 d3 k 1 1 − 2 |k|2 |k| + µ2 N | j=1 ej eikrj |2 ≥ 0. this most general situation has never been addressed and attention has been restricted to box boundary conditions and periodic boundary conditions.168) The double sum in (3. |ri − rj | 2 j=1 j N (3. |k|2 |k |2 (µ2 + |k − k |2 )2 µ e2 h ¯2 − 2 J 1/2 2m 2π ˜ d3 k|k|2 |Ψ(k)|2 (3. Thus in greatest generality we need to show that the speciﬁcation of the potential used to conﬁne a ﬁnite number of particles in a ﬁnite volume will be irrelevant in the thermodynamic limit.170) 3.165) (3. We will see that both types lead to exactly the same limiting free energy which is independent of shape. existence and uniqueness with J= Thus Ψ∗ . .156).166).166) With this choice of µ the lemma guarantees that the eigenvalues of Hij are all positive and thus Emin ≥ Hij (3. We now may prove theorem 2 by choosing in (3.Stability. HY Ψ ≥ which is positive if d3 kd3 k 2π 4 1 = 2 .

(3.171) is suﬃcient for the existence of the thermodynamic limit for strongly tempered potentials.172) hold.171) eliminates snowﬂake domains it is not suﬃciently restrictive if the potential is weakly instead of strongly tempered. We will then follow [2] and require that for the sequence of domains Dj limj→∞ V (Dj )/VP (Dj ) ≥ δ > 0 as limj→∞ V (Dj ) = ∞.171) and (3. the domain D were restricted to be convex (a natural condition associated with the word box) the restriction (3. the domain D will have to have the property that in some rough sense the ratio of surface area to volume goes to zero in the thermodynamic limit. If. It is thus physically necessary to put some restrictions on the types of shapes to be considered. if nonconvex domains are considered a further restriction is needed. in order for the thermodynamic limit to exist. in addition. and for this the ratio of surface to volume as L → ∞ vanishes as 1/L. (3. To specify this restriction let VP (D) be the smallest parallelepiped which contains D. However. We will consider two diﬀerent restrictions on the limiting shape in the thermodynamic limit ﬁrst introduced by van Hove [16] and by Fisher [2]. Even though the limit in the sense of van Hove (3.171) This restriction says that the fraction of the volume near the surface vanishes in the thermodynamic limit and will eliminate fractal domains. for a domain like a snowﬂake where the boundary curve becomes fractal and all the volume lies close to the surface the very concept of bulk versus surface fails to apply and independence of shape should not be expected. Let the volume of D be denoted by V (D) The domain will also have a shape and. For these potentials we need to deﬁne (3. The most common shapes to consider are surely rectangular parallelepipeds with sides Lj = aj L with aj ﬁxed. Limit in the sense of van Hove Denote by Vh (D) the volume of D of all points whose distance from the boundary of D is less than or equal to h.Existence and uniqueness of the thermodynamic limit 3.1 Box boundary conditions One way to make concrete the boundary conditions used for taking the thermodynamic limit is to consider the particles to be conﬁned to the interior of a domain D which has impenetrable walls (as speciﬁed for example by having an inﬁnite repulsive potential on the exterior of the walls). We say that V (D) goes to inﬁnity in the sense of van Hove if limV (D)→∞ Vh (D)/V (D) = 0. However.173) It is shown in [2] that for strongly tempered potentials the thermodynamic limit exists and is independent of shape when the restrictions (3.172) .3.

Parallelepipeds where the sides are all proportional to L satisfy both the van Hove and the Fisher criteria but for parallelepipeds where the ratio of the sides vanishes in the thermodynamic limit van Hove and Fisher are diﬀerent. Therefore we have h > Lx for ﬁxed α > 0 and suﬃciently large L. (3. (3.174) where α = h/V (D)1/D is ﬁxed. for the deﬁnition of the shape function σ(α. for ﬁxed h such that 2h < Lx . It is shown in [2] that for weakly tempered potential the limit in the sense of Fisher exists and is unique independent of shape.177) (3. This shape function is the fractional volume of points within a distance h = αV (D)1/D of the surface. 2.182) (3.180) so the condition of van Hove (3. · · · and α < α we have σ(α. D) → 0 as α → 0. (3. Vh (D) = 2h(Lx + Ly ) − 4h2 and thus Vh (D) 2h(Lγ + L2−γ − 2h) = =0 L→∞ V (D) L2 lim (3.181) Thus it will be impossible to satisfy the conditions of the Fisher limit.171) where h is ﬁxed that now h is some ﬁnite fraction of the total size of the system. On the other hand.171) is satisﬁed. with γ < 1 (3. It should be noted that unlike the van Hove limit (3. existence and uniqueness Limit in the sense of Fisher We deﬁne the “shape function” σ(α.178) Ly = L2−γ . D) we have h = αL whereas Lx = Lγ with γ < 1. . To illustrate this.179) (3.175) We say that a sequence of domains is regular if there is a ﬁxed α and some regular shape function σ0 (α) such that for all j = 1. It is therefore an interesting question whether there are potentials that are weakly but not strongly tempered which lead to observable eﬀects for domains which obey the van Hove but not the Fisher restrictions. Dj ) < σ0 (α).Stability.176) When V (Dj ) → ∞ through a sequence of regular domains we say that the thermodynamic limit is taken in the sense of Fisher. consider a two-dimensional rectangular domain D with Lx = Lγ . We say that a shape function is regular if σ(α. To apply the van Hove condition we note that. D) = Vh (D)/V (D) (3. D) as σ(h/V (D)1/D . and hence V (D) = L2 .

We will consider for concreteness the pure pair potential (3.Existence and uniqueness of the thermodynamic limit 3. However a three-dimensional system with periodic boundary conditions can only be embedded in four-dimensional space and therefore cannot be experimentally realized. when j = k. This property is obvious because the integrand in (3.14) and extend it to a potential periodic on this lattice by deﬁning UΠ (L.16) and one of the tempering conditions (3.25) are satisﬁed. · · · rN ) = (N ) 1 2 N N U (rj − rk + lt ) j=1 k=1 t (3. Even though three dimensional periodic boundary conditions are unphysical in the sense that they cannot be embedded in three-dimensional space they are often used in practical computations because they are translationally invariant which is a property that the thermodynamic limit will also possess.3 Existence and uniqueness in the canonical ensemble In the canonical ensemble when the classical (3. Both of these cases can be realized in the laboratory. .3.5) is a positive entire function of T and the integration range is ﬁnite.183) where Lα are the sides of our basic rectangular box (which will go to inﬁnity in the thermodynamic limit) and tα are positive or negative integers or zero. (N ) The partition function calculated for UΠ (L. These translationally invariant systems have a conserved total momentum which segments the phase space into diﬀerent ergodic components. 3. We note that a one-dimensional system with periodic boundary conditions may be thought of as a circle embedded in a two-dimensional space and a two-dimensional system with periodic boundary conditions may be thought of as a torus embedded in three-dimensional space. T ) is an entire function of T which is positive on the positive T axis.2 Periodic boundary conditions To deﬁne what will be meant by periodic boundary conditions we let eα be D orthogonal unit vectors and then deﬁne lattice vectors D lt = α=1 tα L α e α (3. · · · . rN ) with the particles conﬁned to 0 ≤ rα ≤ Lα (3. This set of boundary conditions for the three-dimensional object is an example of what is known as a 3-manifold.184) where the prime on the sum over t indicates that.185) is what we mean by periodic boundary conditions.12) or quantum mechanical stability conditions (3. r1 .22) or (3. the following properties hold: 1.3. r1 . the term t = 0 is omitted. For ﬁnite N and V the function λDN QN (V.

The limiting distribution is a ﬁnite collection of curves and hence pinching occurs only at points. T ) (and hence the free energy per particle F (v)) exists and is independent of shape in the sense of van Hove if the potential is strongly tempered (3. ˜ 2 . The free energy per unit volume F (ρ. From existence properties 2 and 2 and the convexity property 3 the following further properties may be established: ˜ 4. T ) = AN (V ) j=1 [1 − (β/βj )] (3.¼ Stability. The right. The free energy per particle F (v. 5. C. ˜ We note that F (ρ. The limiting distribution in general ﬁlls an area but pinching still occurs at points. ˜ For ρ ∼ 0 we have F (ρ) ∼ −kB T ρ|lnρ| and as v → ∞ we have F (v) → −kB T lnv. ˜ 2. T ) is a continuous function of ρ and the free energy per unit particle F (v. T ) is a convex function of ρ ˜ F( j ω j ρj .186) where β = 1/kB T and AN (V ) is a normalizing function independent of β. T ) (and hence the free energy per particle) exists and is independent of shape in the sense of Fisher if the potential is weakly tempered (3. 6. T ) with j ωj = 1 (3. T ) with respect to v deﬁned as ∂± F (v ± ∆) − F (v) F (v) = lim∆v→0± (3. ˜ 3. The following distributions of zeros are known to occur: A. T ) is a nonincreasing function of v. The free energy per unit volume F (ρ. The free energy per unit volume F (ρ.187) and the free energy per particle F (v. pages 18-22]). The free energy per unit volume F (ρ. T ) is a convex function of v. T ) ≤ j ˜ ωj F (ρj .and left-hand derivatives of F (v. T ) is a continuous function of v. The limiting distribution in general ﬁlls an area and pinching occurs at line segments.188) ∂v ±∆v exist (and are ﬁnite) everywhere and that . T ) does not need to be monotonic. existence and uniqueness All entire functions may be expressed in terms of their zeros and growth order at inﬁnity using the Weierstrass factorization theorem (also known as Hadamard’s theorem [17.25). The values of β where pinching occurs in the thermodynamic limit will be points of phase transition where the thermodynamic functions will have singularities.22). We discuss the proof of this basic theorem below. B. For ﬁnite N and V the βj will in general depend on V and cannot lie on the positive real axis but they can pinch the axis in the thermodynamic limit. Thus (assuming the growth order is less than one) we have ∞ λDN QN (V. We prove this below also.

T ) with respect to v are equal almost everywhere (except at a countable number of points) and therefore the pressure exists. These features are illustrated in Figs. is positive everywhere P =− ˜ ∂F (v) ∂ F (ρ) ˜ = − F (ρ) − ρ ∂v ∂ρ >0 (3. the right. ∂v ∂v (3. at v = v1 . F (v) P (v) v1 v v1 v Fig.3 for the free energy per particle F (v) and the pressure P (v).1 A schematic plot of a free energy per particle F (v) where.190) and is continuous almost everywhere. T ) ≤ F (v.Existence and uniqueness of the thermodynamic limit ½ ∂− ∂+ F (v. 3. The inverse isothermal compressibility 1 ∂P >0 =− κT ∂v (3.and left-derivatives of F (v.189) 7. 8. 9. The pressure is a nonincreasing function of v. T ). and of the corresponding pressure P (v) = − ∂F (v) which has a ∂v discontinuity as v = v1 . The right.191) exists and is nonnegative almost everywhere because P (v) is a monotonic nonincreasing function of v.and left-derivatives are not equal. .3.1–3.

we have QN (D) ≥ 1 N !λDN N! N1 !N2 ! D dr1 · · · drN1 N1 +N2 =N D2 d˜1 · · · d˜N2 r r (3.5). To prove the properties 2 and 2 we consider two nonoverlapping subdomains D1 with N1 particles and D2 with N2 particles that are enclosed in the domain D and that are separated by at least a distance R. rN1 ) . 3. 3. Then in the integrations in the deﬁnition (3. existence and uniqueness F (v) P (v) v2 v1 v v1 v2 v Fig.¾ Stability.2 A free energy per particle F (v) with a continuous derivative but with a linear segment from v1 ≤ v ≤ v2 . and the corresponding pressure P (v) = − ∂F (v) .3 A free energy per particle F (v) with a continuous derivative but where the second derivative vanishes at v = vc . if we restrict the regions of integration to ri ∈ D1 for 1 ≤ i ≤ N1 and ˜j ∈ D2 r for 1 ≤ j ≤ N2 . · · · . F (v) P (v) vc v vc v Fig. There is a ﬁrst ∂v order phase transition at v1 and v2 . This is the ∂v typical behavior at a critical point. and the corresponding pressure P (v) = − ∂F (v) .N2 ) )/kB T ] with U (N1 ) = U (N1 ) (r1 .192) ×exp[−(U (N1 ) + U (N2 ) + U (N1 .

D) ≤ m=1 ˜ ωm F (ρm .Existence and uniqueness of the thermodynamic limit ¿ U (N2 ) = U (N2 ) (˜1 . (3. (3. · · · . D)/kB T and divide by V .193) r r U Then since each term in (3.196) (N − k=2 j=2 Nj )Nk ≤ N k=2 Nk ≤ N 2 (3. Each subdivision n adds a repulsion term proportional to (N − j=2 Nj )Nn and thus using n k n (3. ˜N2 ).196) to the general case n ˜ F (ρ.198) we extend (3. D2 ) + V RD+ where ωj = Vj /V.194) (3.200) ρ= m=1 ω m ρm .204) (3. ρj = Nj /Vj . 3.197) We may further subdivide D1 into subdomains Dj for 2 ≤ j ≤ n.201) We prove the existence of the limits in property 2 ﬁrst for a set of “standard cubes” Γk deﬁned as follows: Let the edge of Γk be dk = 2k d0 so the volume of Γk is Vk = V (Γk ) = dD = 2Dk dD . gives N1 N2 u B ˜ ˜ ˜ F (ρ. rN1 ) − U (N2 ) (˜1 .N2 ) N = U (r1 .4 where the interiors of Γk are all in the interior of Γk+1 and the interiors of Γk are as far apart . if we deﬁne ˜ lnQN (D) = −V F (ρ. D) ≤ ω1 F (ρ1 . Dm ) + uB ρ2 ξ (3. k 0 We let the cube Γk have impenetrable walls of thickness hk = (2θ1 )k α0 d0 with 1/2 < θ1 < 1 (3.202) so that hk+1 > hk . If we use the weak tempering bound (3.22) the integrals factorize and we obtain the inequality QN1 +N2 (D) ≥ QN1 (D1 )QN2 (D2 )exp[−N1 N2 uB /kB T RD+ ] which.203) (3. rN ) − U (N1 ) (r1 . · · · .195) (3. · · · . (3. Put 2D cubes Γk in one Γk+1 as shown in Fig. · · · . D1 ) + ω2 F (ρ2 . ˜N2 ) r r (N1 .192) is positive we may drop all terms except one.199) where ξ = V /RD+ is called the repulsion parameter and n (3.

207) where ξ0 = and (2d0 )D [4(1 − θ)α0 d0 ]D+ (3.203) and (3. (3.209) (3.205) becomes k ξk+1 ≤ ξ0 θ2 (3.210) (3. 3.200) for the volume V (Dk+1 ) is bounded above as ξk+1 = V (Dk+1 ) V (Γk+1 ) ≤ D+ D+ Rk+1 Rk+1 (3. The walls of Γk1 are drawn with solid lines and the walls of Γk are drawn with dotted lines. This will be greater than the constant R0 in the weak tempering deﬁnition (3. from each other as possible.23) if α0 d0 is large enough. .206) which using (3.Stability. existence and uniqueness hk+1 hk Γk+1 Γk Rk+1 hk 11111111 00000000 11111111 00000000 11111111 00000000 11111111 00000000 11111111 00000000 11111111 00000000 11111111 00000000 11111111 00000000 11111111 00000000 11111111 00000000 11111111 00000000 11111111 00000000 11111111 00000000 11111111 00000000 11111111 00000000 11111111 00000000 111111111 000000000 111111111 000000000 111111111 000000000 111111111 000000000 111111111 000000000 111111111 000000000 111111111 000000000 111111111 000000000 111111111 000000000 111111111 000000000 111111111 000000000 111111111 000000000 111111111 000000000 111111111 000000000 111111111 000000000 111111111 000000000 Fig. The interior of the four domains Γk are shaded.205) Rk+1 = 2[hk − (hk+1 − hk )] = 4(1 − θ1 )α0 d0 (2θ1 )k . The repulsion parameter ξ of (3.22)– (3.208) D+ θ2 = (2 θ1 )−1 .211) Choosing we have θ1 = 2− 2(D+ θ2 = 2 − /2 ) <1 <1 and thus for this conﬁguration ξk+1 → 0 as k → ∞.4 The arrangement of domains Γk and Γk+1 from [2]. Then calling Rk+1 the distance between the interiors of Γk we have (3.

Dk+1 ) − tk+1 ≤ F (ρ. with the deﬁnition ˜ qk = F (ρ.217) (3. Dk ) + F (ρ2 .222) and thus from (3.219) (3. Dk+1 ) − uB ρ2 ξ0 θ2 ≤ F (ρ. On the other hand from the classical stability bound (3.222) we see that qk is bounded below as qk ≥ ρkB T (lnρλD − 1 − B/kB T ) − (3. Dk ). N !λD N (3. when we use lnN ! < N lnN − N .220) 1 V N eN B/kB T .218) (3.214) we ﬁnd ˜ ˜ F (ρ. 1 − θ2 (3.215) and subtracting tk from both sides of (3.215) that tk is a monotonic increasing function of k which is bounded above tk < tk+1 < ub ρ2 ξ0 1 − θ2 uB ρ2 ξ0 .Existence and uniqueness of the thermodynamic limit We now apply the inequality (3.199) to Γk+1 where 2D−1 cubes have density ρ1 and 2D−1 have density ρ2 to obtain 1˜ 1˜ k ˜ F (ρ.212) to ρ1 = ρ2 = ρ to ﬁnd ρ= k ˜ ˜ F (ρ. (3. (3.214) Then setting k−1 tk = uB ρ2 ξ0 l=0 l θ2 (3. D)/kB T ≤ −lnN ! − N lnλD + N lnV + N B/kB T (3.195) we have ˜ −V F (ρ. Dk ) − tk which. Dk ) − tk says that qk is a monotonic nonincreasing function of k qk+1 ≤ qk . Furthermore the limit of tk as k → ∞ .221) and (3. (3.212) (3.223) Consequently qk is a monotonic nonincreasing function of k which is bounded below and therefore the limit of qk exists as k → ∞.217).216) ˜ from which.13) Qn (v.213) (3. Dk+1 ) − uB ρ2 ξ0 θ2 ≤ F (ρ1 . 2 2 We further specialize (3.221) We also note from the deﬁnition (3.D) ≤ Using the deﬁnition (3. we obtain a lower bound on F (ρ. Dk ) 2 2 with 1 1 ρ1 + ρ2 . D) ≥ ρkB T (lnρλD − 1 − B/kB T ). D) of ˜ F (ρ.

199) and use the vanishing of the repulsion parameter ξ discussed above to ﬁnd n n n ˜ F (ρ) ≤ m=1 ˜ ωm F (ρm ) with ρ = m ωm ρm and m=1 ωm = 1 (3. To prove the independence of shape part of property 2 and 2 we need to demonstrate that the shapes which satisfy the conditions of van Hove and Fisher can be suitably approximated by the cubical domains Γk and that the interactions of these domains can be controlled by the weak and strong tempering assumptions. Just as for the case of stability. A proof is given in [18]. In [20] the case of periodic boundary conditions is studied and it is shown that box boundary conditions and periodic boundary conditions give the same unique free energy on the thermodynamic limit if a mild restriction is put on the pair potential which essentially eliminates certain potentials on the boundary of stability.Stability. Dk ) = F (ρ) ≥ ρkB T (lnρλD − 1 − B/kB T ). For example the continuity property 4 of ˜ F (ρ) follows from the special case of (3. 16] for box boundary conditions. Dk ) exists as k → ∞ ˜ ˜ limk→∞ F (ρ. In particular we take the thermodynamic limit in (3. existence and uniqueness is obviously uB ρ2 ξ0 /(1 − θ2 ) and therefore we have proven the desired result that the ˜ limit of F (ρ. This is done in [25] to which we refer the reader for details.226) (3. (3.224) Thus the existence theorem of properties 2 and 2’ have been proven when the limit is taken through the set of domains cubical Γk .227) Full details of the proof of all the properties are given in [1. the Coulomb potential must be given a separate treatment because it does not satisfy the weak tempering assumption. They will prove to be useful because they must be obeyed by any approximate phenomenological description that we may want to use to describe an experimental system that is too complicated to deal with exactly. To prove the remaining properties 3–9 we need further convexity properties which follow from the above argument. Indeed. (3.225) ˜ which is property 3 for F (ρ). . This will be seen in more detail when we discuss freezing and critical phenomena in later chapters.225) ρ2 1˜ ˜ ρ1 ˜ F ( + ) ≤ F (ρ1 ) + F (ρ2 ) 2 2 2 and the limiting behavior at low densities ρ ∼ 0 ˜ F (ρ) ∼ −kB T ρ|lnρ|. one of the basic features of a charged system is that the energy does indeed depend on the shape of the system. 4. Any potential satisfying conditions 2 or 3 will fulﬁll this extra stability requirement. Properties 1–9 are all of a very general nature and give only qualitative features which any physics system must possess. 2. The remaining properties 4–9 all follow from combining this basic existence argument with properties of convex functions. Therefore for the Coulomb case we must restrict our attention to neutral systems before we can expect properties 1–9 to hold.

it was shown by Ruelle [1] that the growth order of Qgr (z. We note that z is a complex variable even though V and N are both real. V ) is an entire function of z which is positive on the positive z axis. Yang and Lee [19] showed that the number of zeros in (3. the representation (3. We also note that.230) ρ(z. When V is ﬁnite the grand partition function Qgr (z. V ) = j=1 [1 − (z/zj )]. T ) and we will often suppress the T dependence in the notation. Unlike (3.232) reduces to ∞ Qgr (z. T .Existence and uniqueness of the thermodynamic limit 3. pp. T . T .16) hold we use the stability bound (3. because the bound in (3. T . N! (3. 18-22] factorization theorem to express Qgr in terms of its zeros and thus ∞ Qgr (z. T .12) or quantum mechanical stability conditions (3.228) and from this the pressure and the density in the thermodynamic limit are expressed parametrically in terms of z (called the fugacity) as p(z. V ) is the sum of positive terms. T ) 1 = lim ln Qgr (z. When the potential is superstable. Moreover.231) is exponential in |z| we may use the Weierstrass (Hadamard) [17. V ) (3. N =0 (3. T ) = 1. V ) = eaz j=1 [1 − (z/zj )]ez/zj (3. V ) = (λD z)N QN (V. Thus the following result holds: 1.4 Existence and uniqueness in the grand canonical ensemble The grand partition function in a ﬁnite volume V is deﬁned in terms of the canonical partition function as ∞ Qgr (z. V ) (3. V )| ≤ N =0 B/kB T |z|N N N B/kB T V e = e|z|V e . T ) to distinguish it from the pressure as a function of density ρ denoted by P (ρ. for the ideal gas.231) Moreover. when z is positive Qgr (z. T . When the classical (3. T .186) which in general has a normalizing factor independent of β which depends on N and V . (3. there are no zeros and a = V.232) is normalized to unity at z = 0 because Q0 (V. T ) = lim V →∞ V ∂z where we denote the pressure as a function of the fugacity z by p(z. T : V ) at |z| → ∞ is less than one and thus the form (3.13) on the canonical partition function to write ∞ |Qgr (z.229) V →∞ V kB T 1 ∂ z ln Qgr (z.233) is ﬁnite because any ﬁnite volume can contain only a ﬁnite number .3. T ).232) where in general the product contains an inﬁnite number of zeros. T .233) When the potential has a hard core.

It is a nonnegative and nondecreasing function of ln z. These results were established by Van Hove [16] and by Yang and Lee [19] for box boundary conditions and by Fisher and Lebowitz [20] for periodic boundary conditions. 4. To the author’s knowledge there are no theorems for continuum potentials which conﬁne the zeros of the grand partition function to curves as V → ∞ and thus we show in Fig. p(z. It was ﬁrst shown to occur in the Ising model of a spin system in [21] and subsequently has been proven for many lattice models. For classical continuum systems the continuity of the pressure is studied in [22] where it is shown for systems with pure pair interactions that if stability (3. The equation of state for the canonical ensemble is the same in the canonical ensemble as in the grand canonical ensemble. however. Furthermore in the thermodynamic limit for stable weakly tempered potentials we ﬁnd from the existence of the limits in the canonical ensemble the following results: 2. V ) of the product representations (3.Stability. For all temperatures below the temperature Tc where the pinch occurs the pressure will not be an analytic function of the density at the density corresponding to the value of zc of the pinch.3.1. 5. But even though no zero can be on the positive real z axis for ﬁnite V the limiting distribution can pinch the axis. T ) is a monotonic nondecreasing function of ln z.3. 3. The zeros will depend on temperature and it is possible that at high temperature the real axis will be zero free but that as the temperature is lowered a pinching will occur.233).5.5 Continuity of the pressure Property 8 of 3. T ) must vanish for suﬃciently large N (and thus Qgr (z.91) then the pressure is a continuous function of the density. The derivative of p(z. T . T ) is a convex function of ln z. 3. existence and uniqueness of particles and hence all QN (V. If these limiting curves do not intersect the positive real z axis the pressure is analytic for all positive real z.232) and (3.3.6 two other possibilities: 1) the zeros can lie in areas of the z plane but can pinch the positive real axis only at points and 2) the zeros can pinch an entire segment of the positive real axis. T .12) is replaced by superstability (3. This behavior is illustrated in Fig. One possible behavior of the zeros zj is that as V → ∞ they will lie on curves in the complex z plane. to prove that if conditions stronger than stability and weak temperedness are imposed then P (v) will in fact be continuous everywhere. .3 leaves open the possibility that the pressure P (v) can fail to be a continuous function of v at a countable number of points as illustrated in Fig. Distribution of zeros It is instructive to discuss the thermodynamic limit in terms of the behavior of the zeros of Qgr (z. 3. T ) with respect to ln z exists almost everywhere and is equal to the average density.3. p(z. V ) is a polynomial). It is possible.

V ) where the limiting distribution is a set of curves. · · · .5a the zeros do not pinch the positive real axis. (b) A schematic distribution of zeros which ﬁlls up the area between the two bounding curves and pinches a line segment of the positive real axis.Existence and uniqueness of the thermodynamic limit (a) (b) Fig. 3. 3. For both classical and quantum systems on a lattice with many-body interactions of the form N U (N ) (r1 . T . 3. The solid lines represent the limiting curves of the location of zeros of the ﬁnite volume system. (a) (b) Fig. In Fig.6 A schematic distribution of zeros in the complex z plane of the grand partition function in a ﬁnite volume which ﬁll up the area between the two bounding curves and pinch the positive real axis at a point.5 A schematic distribution of zeros in the complex z plane of the grand partition function in a ﬁnite volume Qgr (z. In Fig. · · · . 3.234) . rjl ) (3.5b the limiting distribution does pinch the axis. rN ) = l=2 1≤j1 <j2 <···<jl ≤N Φ(l) (rj1 .

1 but such a study does not in fact seem to have been made.232) and (3. Therefore if after the thermodynamic limit has been taken we then consider varying the density we will only see properties of this one particular ergodic component even though once the parameters are changed the component may no longer dominate the free energy. the existence of the box breaks translational invariance and the exact classiﬁcation of phases by means of the symmetry conditions discussed in chapter 1 is in the strictest sense impossible. zeros and analyticity The theorems of this chapter have made no reference to the phase of the system. The theorems we have presented all assume that the variables such as the density and temperature are ﬁxed before the thermodynamic limit is taken. To examine ﬁrst order phase transitions further consider the grand canonical partition function Qgr (z. rjl )| < ∞. rj2 · · · .234) which does not satisfy (3. Nevertheless in the thermodynamic limit the independence of boundary conditions implies that the symmetry of inﬁnite space. T . and are valid for the various possible phases of crystalline order just as well as for isotropic ﬂuids. 3. In 1983 Milton and Fisher [25] gave an example of a continuum system with many-body interactions for which the pressure is discontinuous. From property 1 of 3. V ) kB T V has logarithmic singularities. which leads to the segmentation of the phase space into ergodic components that represent pure phases. Indeed for the box boundary conditions used in most of the proofs given above. In other words the process of changing the density will not need to commute with the process of taking the thermodynamic limit. Therefore as a function of z in ﬁnite volume the pressure.4 First order phase transitions. A natural candidate for such an example would seen to be example 3 of section 3. systems with only pair potentials which have a pressure which is a discontinuous function of the density do not seem to be known.236) . Once the thermodynamic limit has been taken one (and in general only one) of these ergodic components will contribute. The partition function averages over all states and thus averages over all ergodic components.233). T . l=2 2≤j2 <j3 <···<jl ≤∞ (3. T .3. existence and uniqueness it was shown by Griﬃths and Ruelle [24] in 1971 that the pressure is a continuous function of the density if for all rj ∈ V and all N ∞ |Φ(l) (rj1 .235) for which the pressure is a discontinuous function of the density.235) Fisher [25] in 1972 gave an example of a one-dimensional lattice many-body potential of the form (3. However. This gives rise to the phenomena of ﬁrst order phase transitions. V ) 1 = ln Qgr (z. and the density (3.¼ Stability.4 this grand partition function is an entire function of z and may be characterized by the zeros zj in the product representations (3. p(z. should have important consequences for the free energy. V ) as a function of z for ﬁnite volume V .

T ) and ρ(z.First order phase transitions. T . V ). . In this region the pressure will be constant in the limit V → ∞. T ) are analytic (nonsingular) at values of z where p(z. proven by Yang and Lee [19] potentials with a hard core and extended to general potentials by Ruelle [1]. However. The segment of the z axis pinched by the zeros represents a region of two phase coexistence. T ) and ρ(z. Such metastable situations are seen in the molecular dynamic computations presented in chapter 8. zeros and analyticity ½ 1 ∂ z ln Qgr (z.s. T . T ) and ρ(z. On the other hand in the limiting case.Thus. T ) may be analytically continued beyond some of the region occupied by zero in ﬁnite V . the following scenario is a plausible characterization of the relation of zeros to phases of the system. A theorem. V ) and ρ(z. 3. These are the only singularities possible and none of them can lie on the positive z axis. V ) at V ﬁnite in several signiﬁcant ways: ρ(z.6b it is possible that p(z. T . T ) and ρ(z. T ) will in general diﬀer from the singularities in P (z. T . T ) in a zero free region will fail to be analytic at the phase boundary. (3. T ) need to have singularities on the positive z axis at the values of z which bound the region of pinching in Fig. T ) they are not restricted to be logarithms or simple poles. When the zeros zj of Qgr (z. T . T ) and ρ(z. The boundary of the zero free region represents the phase boundary in the V → ∞ limit. T ) and density ρ(z. T ) beyond the phase boundary is possible the analytically continued phase is regarded as metastable. V ) and ρ(z. it is perfectly possible that in the limit V → ∞ that the limiting functions p(z. 2. T ) and ρ(z. Now the pressure and density are computed from (3. Where singularities do occur in the limiting functions p(z. T ) and ρ(z. show that in that there is an inﬁnitely diﬀerentiable essential singularity at the phase boundary. However. V ) = 1.230)) and the singularities in P (z. When an analytic continuation of p(z. T .3. where the pinching line segment reduces to a point. The possibility of analytic continuation through a ﬁrst order phase transition is still an open question. T . computations on the two-dimensional Ising model discussed in chapter 10 where the zeros are lie on a circle in the z plane. crystal structure). T ) may be analytically continued from a zero free region into a region where for ﬁnite V there are zeros. Each phase represents a diﬀerent ergodic component and each phase will have its own distinct symmetry (i. for example when the zeros ﬁll up areas as in Fig. There are very few (if any) examples known of continuum systems with a ﬁrst order phase transition where the distribution of zeros for ﬁnite V is known. In particular there is no a priori reason that p(z. 4.6b. 1. V ) are free of zeros at ﬁnite V . V ) divide the z plane into two or more disconnected zero free regions each region represents a phase of the system in the limit V → ∞. There is no reason to suppose that the pressure p(z.229) and (3. 2. once the limit V → ∞ is taken the situation is very diﬀerent. demonstrates that p(z. However.237) V ∂z has simple poles at z = zj .3.

. These shape-dependent features of partition functions give information beyond the scope of thermodynamics which have become important in both mathematics and string theory in recent years. First of all it cannot be emphasized too strongly that the stability conditions 2 and 3 of section 3. B > 0. T ) ∼ e−N F (v. (3. T ) = AN γ e−N F (v.241) where Fs (v. This is in great contrast to the perturbation theory of scattering where the Fourier transform of the potential is always assumed to exist. T ) = AN γ e−N F (v. b) potential ULJ (r) = B(rb /r)b − A(ra /r)a with A. A second point which is worth mentioning is connected with the shape independence of the free energy per particle F (v.T )/kB T [1 + o(1)] (3.1 both have potentials which have non-integrable divergences at the origin. T ) is the free energy of the free surface.9) of the free energy per particle by the more vague statement QN (V.5 Discussion We conclude this chapter with a few comments about the results we have presented.¾ Stability. In particular there are systems where at certain temperatures the exponent γ can depend on the topology of the genus g surface.239) without specifying what the symbol ∼ means. T ) for a system on a manifold with no boundary such as a surface of genus g embedded in three dimensions is QN (V. T ). A much more precise expression for the large N behavior of QN (V.238) When A = 0 and b → ∞ this potential reduces to repulsive hard spheres and the case a = 6. It is common to see the replacement of the limiting deﬁnition (3. Such surface free energies have been extensively studied and will be seen when we study the Ising model in chapter 10. A very common two body potential is the Lennard-Jones (a.T )/kB T (3. b = 12 is commonly used to model nonpolar ﬂuids such as carbon dioxide. Therefore even though the function U2 (r) in the stability condition 1 has a positive integrable Fourier transform and even though there are stable potentials which for which the Fourier transform does exist we are going to concentrate on those potentials for which the Fourier transform does not exist.T )/kB T [1 + o(1)] (3. We do this because potentials with nonintegrable divergences at the origin are what are seen to arise from atomic physics. If the system has a boundary of surface area S ∼ N (D−1)/D the large N expansion becomes QN (V.T )/kB T −SFs (v. existence and uniqueness 3. The nonintegrable divergence is an intimate part of the physics of ﬂuids and this has the consequence that the interactions can never be treated as small perturbations of non-interacting systems.240) where o(1) stands for terms which vanish as N → ∞ and where it is important to note that even though F (v. T ) is independent of the shape of the system that both the exponent γ and the amplitude A can and often do depend on the system shape.

242) to be some sort of random variables. Often these problems either have an exclusion rule which forbids multiple occupancy of a site or have a variable on each site which takes on a discrete number of values.242) As for rotational degrees of freedom the existence theorems of this chapter carry over to these lattice models and indeed in almost all cases the proofs are simpler than for the continuum case treated above. face centered cubic. Therefore a very realistic model of real dirty systems is to consider interaction constants such as J(r. r )σr σr . Very familiar examples are the several types of orientational ordering in liquid crystals and the phenomena of optical activity in organic molecules. However. r ) in (3. Lattice models We conclude by remarking that some of the most important problems in statistical mechanics are deﬁned for cases where particles are conﬁned to lie on the sites of a lattice (such as a square. None of the existence theorems of this chapter are modiﬁed by the inclusion of these rotational degrees of freedom and all theorems can be taken over with no change. there is one feature of lattice models which should be made explicit. No real lattice will be perfectly periodic due to the presence of impurities and in many cases these impurities are frozen in place and randomly distributed. Orientational eﬀects are important in determining many crystal structures and they play an important role in the phenomena of the expansion of water under freezing. or body centered cubic lattice in three dimensions). triangular. One such extremely important example which we will study extensively in later chapters is the Ising model where at each site r there is a variable σr which takes on the values ±1 and the interaction energy is the sum over all nearest neighbor pair energies of the form J(r. We will illustrate this for the Ising model in chapter 10. or hexagonal lattice in two dimensions or a simple cubic. For this reason we do not give a separate treatment of these lattice cases. . Rotational degrees of freedom Most molecules are not spherically symmetric and in order to specify their phase space it is necessary to specify their orientation as well as the location of their center of mass. This leads to. (3. One striking feature of such dirty systems is that there are cases in which the temperature zeros of the partition function pinch the real axis in line segments. a second level of statistics in the problem where the Hamiltonian itself has random elements. Therefore the kinetic energy will contain rotational terms and the potential energies will depend on the orientation of the molecules as well as on their relative positions.Discussion ¿ Finally it must be remarked that there are two classes of problems that occur commonly in practice and that can be treated in a very similar fashion to the continuum case treated in this chapter. if you will. On the other hand the physics of these systems has signiﬁcant eﬀects which do not occur in spherically symmetric molecules.

However. · · · . This has laid out a very general framework into which all of our subsequent work on speciﬁc potentials must ﬁt. as discussed in section 3. But we noted in 3.3 potentials which are the sum of pair potentials U (r) which diverge at r → 0 as |r|−λ with λ > D have a lower bound on U (N ) (r1 . On the other hand it is doubtful that there will be any theorems on the continuity of the derivative of the pressure because at any density where there is a ﬁrst order transition (leading to a ﬂat portion in the isotherm) the left and right derivatives are often seen experimentally to be discontinuous. in addition to continuity. existence and uniqueness 3. This could be considered to be plausible because there are no known examples where P (ρ) is ﬁnite but ∂P (ρ)/∂ρ is inﬁnite.5. 1. the pressure might also be a diﬀerentiable function of ρ for all ρ > 0. · · · rN ) increases (3. The theorem on the continuity of the pressure in section 3. However.91) says that at suﬃciently high density the potential energy U (N ) (r1 . in practice the only classical potentials we are physically interested in are those which arise from the Coulomb interactions of real matter. Upper bounds on the quantum mechanical Coulomb ground state energy No real system has ever been seen where the pressure is a discontinuous function of the density even though. If there is such a theorem then perhaps further increase in λ/D would make higher derivatives of P (ρ) exist as well.6 Open questions In this chapter we have proven that certain general properties of the potential (such as stability and temperedness) lead to a variety of general properties of the thermodynamic functions (such as existence and convexity of the free energy and the nondecreasing property of the pressure as a function of density).94) as ρλ/D as ρ → ∞. Therefore if we could prove that this quantum mechanical system satisﬁed the superstability requirement for the continuity of the pressure we would be assured that the classical many-body potentials used by Fisher [25] to produce a discontinuous pressure can never be realized in nature. it is far from clear that the discovery of general as opposed to detailed speciﬁc properties of potentials is yet exhausted. and we wish here to make explicit some of the open questions which suggest themselves which have not been mentioned previously. To the best of the author’s knowledge there is no proof that real matter with Coulomb interactions does in fact satisfy the superstability bound.Stability. rN ) is positive for all conﬁgurations r1 . · · · . 2. rN and that this positive lower bound grows linearly in the density ρ as ρ → ∞.1.3 thus raises the question that if λ/D is made suﬃciently large (but ﬁnite) then it might be possible to prove that. It is thus a most interesting open question as to whether it can be proven that there is . Superstability as deﬁned by (3. Possible bounds on derivatives The properties of stability and weak temperedness were shown above to be suﬃcient to prove that the pressure was continuous and diﬀerentiable except at a countable number of points but that in order to have the pressure be continuous everywhere some additional property such as superstability needed to be imposed. and in fact it might be argued that the reason that such a theorem has not been proven is that it is not true. this possibility is not excluded for classical systems with stable tempered potentials.

247) Thus by rewriting the left-hand side of (3.246) follows. can be found. in [26]. Theorem A2 Any continuous function f (r) which satisﬁes (3. which is slightly more technical. .244) 1 (2π)D ˆ dD kf (k)e−ik·r (3.248) the inequality (3.Appendix A: Properties of functions of positive type some upper bound on the Coulomb interaction energy which would demonstrate that superstability of this system is impossible.245) (3.k≤N ∗ zj zk f (rj −rk ) (3.k≤N ∗ zj zk eik·(rj −rk ) = 1≤j.246) is of positive type.243) In this appendix we prove several properties of these functions used in the text.k≤N (3.247) as N ˆ d kf (k)| D j=1 zj eik·rj |2 = ˆ dD kf (k) 1≤j. (3. 3.246) and continuity of f (r) can be (and often are) used as an alternative deﬁnition of functions of positive type.7 Appendix A: Properties of functions of positive type In the text we have made use of properties of continuous functions f (r) of positive ˆ type which by deﬁnition is represented by its Fourier transform f (k) as f (r) = ˆ where f (k) is positive ˆ f (k) ≥ 0 and integrable ˆ dD kf (k) < ∞. Theorems A1 and A2 taken together state that the conditions of (3. (3. This theorem is the converse of theorem A1 and the proof. 1≤j.246) To prove this we note that because of (3. for example. Theorem A1 If a function f (r) is of positive type then for all zj and rj and N we have ∗ zj zk f (rj − rk ) ≥ 0.244) we have N ˆ d kf (k)| D j=1 zj eik·rj |2 ≥ 0.

(3.250) where Λ is a diagonal matrix with diagonal entries λj . Conversely we have: Theorem A4 If f (r) if real. we have at times used various properties of a function f (r) and its Fourier ˆ transform f (k). decreases as |k| → ∞ faster than any polynomial.249) 1≤j. Thus we have.251) and since (3.246) holds. We will in this appendix prove several of the theorems we have used and give a few examples to illustrate them. from (3. and at times the theorem in the appendix may be interchanged from the way it is used in the text. . (3.k≤N It follows from the fact that f (r) is real and that f (rj − rk ) = f (rk − rj ) that the matrix M is Hermitian and therefore can be diagonalized by a unitary transformation U (where U −1 = U † ). when k is real. Then the Fourier transform f (k) is an entire function of k and has the property that. Therefore UMU† = Λ (3. existence and uniqueness We also note: Theorem A3 If f (r) is real and f (r) = f (−r) and (3. We then may write ∗ zj zk f (rj − rk ) = z∗ M z. To prove this let z be the N component vector with zj as its components. 3. It is a general feature of Fourier transforms that if f (r) is deﬁned for r real and if f (r) vanishes for |r| > R then the Fourier transform will in general oscillate as |k| → ∞ with k real and will grow as eR|Imk| when |k| → ∞ in the complex plane.Stability.246) is assumed to hold for all zj it follows that λk ≥ 0 as desired.246). Because of the reciprocity of the Fourier ˆ transform the role of f (r) and f(k) can be interchanged in all theorems. f (r) and the eigenvalues of f (rj − rk ) are nonnegative then (3.252) ˆ where CN is independent of k. One example of this principle is seen in: Theorem B1 Let f (r) be a function which vanishes for |r| > R and has ﬁnite continuous derivaˆ tives of all orders. N 0 ≤ z∗ U † M z = z∗ U † ΛU z = k=1 |(ξU )k |2 λk . In particular it follows that f (k) is continuous and. ˆ |f (k)| < CN eR|Imk| (1 + |k|)N (3.8 Appendix B: Fourier transforms In the text.246) holds then all the eigenvalues of the N × N matrix Mjk = f (rj − rk ) are nonnegative. for all N and |k|.

ˆ f (k) = dD reik·r f (r) = |r|≤R dD reik·r f (r). The proof is given in [26. for |k| < ∞ and thus f We next note that the existence of derivatives of all orders guarantees the existence of ∂N dD reik·r f (r) (3.17]. from the vanishing of f (r) for |r| > R. ˆ |f (k)| ≤ ˜ CN eR|Imk| N j=1 |kαj | .256) which follows from the boundedness of the region |r| < R and the existence of the derivatives. Theorems B1 and B2 taken together are called the Paley–Wiener theorem.254) ∂rα1 · · · ∂rαN |r|<R and furthermore we may integrate by parts N times to ﬁnd N ˆ (−ikαj )f (k) = j=1 dD reik·r |r|<R ∂N f (r) ∂rα1 · · · ∂rαN (3. If in addition we note that f (k) is bounded as k → 0 we ˜ may ﬁnd a new constant CN > CN such that the bound (3.16. for all k. We may now take the absolute value of both sides to ﬁnd N ˆ |kαj ||f (k)| ≤ j=1 |r|<R dD r|eik·r || ∂N ˜ f (r)| ≤ eR|Imk| CN ∂rα1 · · · ∂rαN (3. f (k) vanishes more rapidly than a ˆ polynomial when |k| → ∞. the behavior of f (k) for real k as |k| → ∞ is determined by the boundary terms in the integration by parts which now no longer vanish. Therefore. (3.255) where the boundary terms in the integration by parts all vanish because all derivatives are continuous. (3. Theorem B2 The converse of Theorem B1 also holds. When f (r) vanishes for |r| > 0 but some derivative is either discontinuous or ˆ diverges.Appendix B: Fourier transforms To prove theorem B1 we ﬁrst note that.252) holds.257) ˆ This is suﬃcient to prove that.253) ˆ The boundedness of the integration region ensures that all derivatives of f (k) exist ˆ(k) is an entire function of k. As an example of this we consider: Example B1: The Fourier transform of a step function Let f (r) = a for 0 ≤ |r| ≤ R (3.258) 0 for R ≤ |r| . pp. when k is real.

(9) on p. for polar coordinates in D dimensions.267) 4 2 Therefore the Fourier transform of the step function (3. dz we obtain the result ˆ f (k) = a 2πR k D/2 (3. as z → ∞. (3.258) is an entire function which falls oﬀ as k −(D+1)/2 as k → ∞. If.81] as. using the property of Bessel functions [6. existence and uniqueness To compute the Fourier transform we note that.259) (3.265) JD/2 (kR).264) Then. To illustrate this consider: .258) is R π (3.266) We note that JD/2 (z)/z D/2 is an entire function which is bounded as z → 0 and that. π dθ sin2ν θeiz cos θ = π 1/2 Γ(ν + 1/2)(2/z)ν Jν (z) 0 (3. π Dπ JD/2 (z)/z D/2 ∼ (π/2)1/2 r−(D+1)/2 cos(z − − ). however. (50) on p. the volume element is dD r = sinD−2 θrD−1 ΩD−2 dθdr.263) with ν = (D − 2)/2 and setting z = kr we have (2π) ˆ f (k) = a kD D/2 0 kR dzz D/2 J D −1 (z).262) The integral over θ is expressible in terms of the Bessel function Jν (z) using the Poisson integral representation [6. instead of being a function of a real variable r which vanishes for |r| > R the function F (r) is a function of a complex variable r which is analytic in a strip which includes the real r axis.Stability. Thus the Fourier transform of (3.263) Thus using (3. then the Fourier transform will vanish exponentially as |k| → ∞ with k real.11] that d ν [z Jν (z)] = z ν Jν−1 (z). (3.260) where Γ(z) is the gamma function. if r makes an angle θ with the polar axis that the element of volume for functions which depends only on |r| = r dD r = rD−1 ΩD−1 dr with ΩD−1 = 2π D/2 Γ(D/2) (3. and that for functions which depend on r and the angle θ between r and the axis deﬁning the pole.261) ˆ f(k) = ΩD−2 a 0 dRrD−1 0 dθ sinD−2 θeikr cos θ . (3. 2 (3.

270) We note that k D/2 KD/2 (k) is bounded as k → 0 and that as k → ∞ k D/2 KD/2 (k) ∼ (π/2)1/2 k (D−1)/2 e−k .95] we ﬁnd the desired result: dreir·k (r2 + 1)−D = π 1/2 Γ( D−1 ) 2 Γ( D ) 2 k 2 D/2 KD/2 (k) > (3. (3.271) . (51) on p.Appendix B: Fourier transforms Example B2.268) dr ∞ rD−1 (r2 + 1)D π dθ sinD−2 θeikr cos θ 0 D−2 ) Γ( 2 2 r D 2 −1 dr 0 rD/2 J D (kr) (r2 + 1)D 2 −1 (3.71) Let f (r) = (r2 + 1)−D . Then ˆ f (k) = =π dreir·k (r2 + 1)−D = 0 1/2 ∞ (3.269) where we have used (3. Using the Sonine-Gegenbauer integral [6.263). Proof of (3.

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and antiferromagnetism in lattice magnetic systems.3.4.5 and 4. We will discuss these results in section 4. The modern studies of crystalline and magnetic order begin with the conjectures made on physical grounds by Peierls [13] and Landau [14] that in D = 1.1. is denser than the density of fcc close packed hard spheres. A chronology of some ordering theorems is presented in Table 4. This is also presented in section 4. for all aspect ratios. The proof of existence of spontaneous magnetization in the Ising model was ﬁrst given by Peierls [3] in 1936. Studies of order date back to antiquity but in more modern times we may perhaps date the beginnings of the subject to the conjecture of Kepler [1] in 1611 that there is no denser packing of hard spheres than the face centered cubic lattice. However. For the classical case a proof of the existence of ferromagnetic and antiferromagnetic order in D = 3 at T > 0 for isotropic nearest neighbor cubic lattices was ﬁrst given in 1976 [7]. we will not give this proof because the spontaneous magnetization for the Ising model on the square lattice will be computed exactly in chapter 12. We present the proof in section 4. In 2004 an example was discovered by Donev. We survey these proofs in sections 4. Chaikin and Torquato [11] of a conﬁguration of hard ellipsoids which. The existence of order in Heisenberg models is substantially more diﬃcult to prove.6.1. . Stillinger. However. Gauss proved [2] in 1831 that if we only consider periodic lattice packing that face centered cubic has maximum density but the demonstration that there is no nonperiodic structure that is denser than the fcc lattice was only given by Hales [12] in 2005. and in this chapter we turn our attention to a survey of the proofs of ordering for these potentials. 2 for T > 0 crystalline order does not occur and the proof by Peierls [3] in 1936 of the existence of spontaneous magnetization in the two-dimensional Ising model. The extension to the quantum case has only been done for antiferromagnets.4 Theorems on order In chapter 2 we presented several models which we want to use to describe freezing/melting transitions and critical phenomena in continuum systems and ferro. merely writing down a model does not demonstrate that it will actually exhibit the desired ordering. At T = 0 antiferromagnetic order has been proven [9] in D = 2 for all S ≥ 1. The case S ≥ 1 is done in [8] and S = 1/2 in [10]. An obvious extension of the Kepler problem is to hard ellipsoids of revolution such as we discussed in connection with models of liquid crystals.2 and 4.1. The proof of this conjecture of nonexistence of crystalline order and the similar result of nonexistence of ferromagnetic and antiferromagnetic order in Heisenberg magnets was made in the mid 1960s and will be proven in detail in sections 4.

2. It is easy to compute √ that the packing fraction for the inﬁnite hexagonal lattice in D = 2 of Fig. It is a translationally invariant lattice where each point has six nearest neighbors. 3. Perez [9] Kennedy. The fraction of space occupied by a conﬁguration of spheres in dimension D is called the packing fraction. Shastry [10] Donev.and antiferromagets for T > 0 for nearest neighbor isotropic cubic lattices Proof: existence of antiferromagnetic order in quantum Heisenberg antiferromagnets for S ≥ 1 at T > 0 for D = 3 nearest neighbor isotropic cubic lattices Proof: existence of antiferromagnetic order in the S ≥ 1 Heisenberg antiferromagnet at T = 0 for D = 2 nearest neighbor isotropic square lattices Proof: existence of antiferromagnetic order in the S = 1/2 Heisenberg antiferromagnet at T > 0 for D = 3 nearest neighbor anisotropic cubic lattices Example: unusually dense packings of ellipsoids 2005 Proof: Kepler’s conjecture 4.1 Chronology of selected theorems. conjectures and examples of order in D = 1.Densest packing of hard spheres and ellipsoids ¿ It is obvious that Table 4.1 does not include answers to many questions which are raised in the previous chapter. 2 for T > 0 Proof: existence of order in D ≥ 3 classical Heisenberg ferro. In two dimensions this closest packed arrangement of hard discs is shown in Fig. This is not because we have only made a limited selection of results but because there are indeed a large number of unanswered questions. Chaikin.1. This number of nearest neighbors is referred to by mathematicians as the kissing number. Stillinger. 4. Spencer [7] Dyson. The space in which the discs are situated can be separated into cells which surround the centers of the discs . Simon [8] Neves.9069 · · ·. 2 Heisenberg ferro.7.and antiferromagets for T > 0 Proof: lack of crystalline order in D = 1. Table 4. We explicitly formulate a few of these important “missing theorems” in section 4.1 Densest packing of hard spheres and ellipsoids One of the oldest problems of order in condensed matter physics is the question of the closest packed arrangement of spheres of diameter σ in D dimensions.1 is π/ 12 = 0. 4. Lieb. Torquato [11] Hales [12] 1978 1986 1988 2004 Theorem or conjecture Conjecture: fcc is densest structure for D = 3 Proof: fcc is densest lattice for D = 3 Proof: existence of ferromagnetic order in Ising model for D = 2 Proof: hexagonal is densest structure for D = 2 Proof: lack of order in D = 1. Wagner [5] Mermin [6] Froehlich. Simon. Date 1611 1831 1936 1940 1966 1968 1976 Authors Kepler [1] Gauss [2] Peierls [3] Fejes T´th [4] o Mermin. Lieb.

In Fig. This decomposition of space into hexagonal cells is shown in Fig.2 The Voronoi or Wigner–Seitz cells for closest packed hard discs. 4.2. 4. 4. Fig. A three-dimensional lattice may be constructed by stacking these hexagonal lattices on top of each other. These cells are called Voronoi cells by mathematicians and Wigner–Seitz cell by physicists. where we denote the location of the centers of the discs of the ﬁrst lattice as a. the maximum density is achieved if the centers of the spheres of second layer are at either the positions b or c.Theorems on order which contain the points which are closest to the center of the disc. a c b a c b a a a b a c a Fig. The third layer may also be added in two possible ways in a close packed fashion. Thus every sequence of the . 4.1.1 The hexagonal lattice of closest packed discs in D = 2.

the maximum packing fraction is the same as the fcc lattice of hard spheres.Densest packing of hard spheres and ellipsoids letters a. In D = 3 the conjecture of Kepler [1] of 1611 asserts that none of these non translationally invariant lattices is more densely packed than the fcc lattice. For the hcp lattice there are two sites per unit cell.1) gives the hex close packed lattice. Because of the computer-assisted nature of the proof there was not total agreement in the mathematics community [16] as to whether the proof could be considered logically complete and the controversy stands as a landmark in the philosophy of mathematical proof. It was proven by Gauss [2] that there is no translationally invariant lattice in D = 3 with a packing fraction greater than the fcc lattice.2) (4. and each of them √ has 12 nearest neighbors and a packing fraction of π/ 18 = 0. However in D = 2 it was proven by Fejes T´th [4] in 1940 that the hexagonal lattice is indeed o the densest packed lattice. most packings of spheres will not be translationally invariant. The unit cells of these lattices are given in appendix A of chapter 2. In fact for suﬃciently large dimension D there are examples where non-lattice packings are more dense than regular lattice packings. A particularly simple model for the liquid crystals discussed in chapter 2 is the hard ellipsoid of revolution with aspect ratio α = a/b shown in Fig.7405 · · · . If we consider translationally invariant conﬁgurations with only one ellipsoid per unit cell then it can be shown. However. The question of the densest translationally invariant packing of spheres in D dimensions has been extensively investigated and many results are tabulated in the book by Conway and Sloane [15]. that for any aspect ratio. Hales ﬁrst showed that it was suﬃcient to check the density of a ﬁnite (but large) number of conﬁgurations and then the properties of these conﬁgurations were painstakingly computed on a case by case basis with the assistance of a computer. The reason for this diﬃculty is that it is possible to ﬁnd non-lattice packings which are locally more dense √ than the fcc density of π/ 18 and thus it is not obvious that a non-lattice packing must be less dense than a regular lattice packing. The proof of this was an outstandingly diﬃcult problem for almost 400 years and was only proven in 2005 by Hales [12] in a series of papers of great complexity. c gives a lattice with the same density. In chapter 2 we saw that many monotonic insulators and metals have fcc or hcp crystal structure at high pressure on the solid side of the melting curve.3. and thus it is interesting to ﬁnd the densest packing of such molecules. 4. atoms of any material will be pressed together at high density and thus it may be expected that the repulsive core of the potential will play a dominant role in determining the crystal structure of the solid at high pressure. Of course. This is certainly consistent with a hard sphere model for the core of the potential of these systems. At high pressure. The sequences of three positions · · · abcabcabc · · · or · · · acbacbacb · · · gives the face centered cubic lattice (fcc) and the sequence of two positions · · · ababab · · · (4. Both of these lattices are translationally invariant. For the fcc lattice there is one site per unit cell which means that every lattice site is equivalent to every other lattice site. if we allow several ellipsoids per . b.

The densities they √ found depend on the aspect ratio α and are plotted in Fig. For α ≥ 3 and √ α ≤ 1/ 3 the packing fraction is 0. 0. to quote [11] “There is nothing to suggest that the crystal packing we have presented here is indeed the densest for any aspect ratio other than the trivial case of spheres. . Chaikin and Torquato [11] that more dense packings are possible. Fig.4 Aspect ratio a 1.77 0.6 0.74 0. Stillinger.75 0.4.” This extension of Kepler’s conjecture remains very much an open question and much more work need to be done to understand the ordering properties of even this most simple model of a liquid crystal.Theorems on order unit cell with at least two inequivalent orientations it was found by Donev.770732 and the ellipsoids each have 14 nearest neighbors which is to be compared with the 12 nearest neighbors of the fcc lattice. However.73 0.76 Packing fraction f 0.8 2 Fig.72 0. Stillinger.7 0.71 0. Chaikin and Torquato taken from [11]. 4.78 0.4 FCC 0.8 1 1.2 1. 4.6 1.3 An ellipsoid of revolution with aspect ratio α = a/b.4 The packing fraction as a function of the aspect ratio for the packings of ellipsoids of Donev. 4.

7) and S2 = S(S + 1).3) where the interaction constants are chosen without loss of generality to satisfy J(R) = J(−R) J(0) = 0. The spin matrices at the site R are characterized by y y y x z z x z x [SR .8) For ease of notation we consider cubic lattices where R = N where N is a Ddimensional vector with D components and R is restricted to the box Ω. N ) = 1 N Sz R R (4.4) (4. SR ] = iSR δR. N ) = 0 in any dimension.R k† k S R = SR (4. The extension to other lattices is merely a matter of extending the notation to other Bravais lattices. [SR . we are principally interested in the dependence of order on temperature.R R R R (4. z (4. The magnetization is deﬁned as M z (H. R J(R − R )SR · SR − H R z SR (4.11) we see that M z (−H. SR ] = iSR δR. 2 4.13) When the size of the system N is ﬁnite then M (H. [SR .5) satisfy the commutation relations [S+ .3) and (4.11) where we recall that the thermal average is given by X = TrXe−βH /Tre−βH . However. SR ] = iSR δR. S− ] = Sz δR. 2 The discussion of densest packings of section 4.R .5) (4. The total number of sites is N = j Lj . We begin our considerations with the study of the isotropic quantum mechanical Heisenberg model of spin S introduced in chapter 2 which is deﬁned by the Hamiltonian H=− R. From (4.2 Lack of order in the isotropic Heisenberg model in D = 1.6) (4. R ∈ Ω if 0 ≤ Nj ≤ Lj − 1. .R .10) and we impose periodic boundary conditions on (4.3) by setting Nj = Lj ≡ 0.9) (4. (4. It is convenient to further introduce the notation S± = 2−1/2 (Sx ± iSy ) R R R which from (4. and the possibility that long range order exists for T > 0 depends very much on the dimension D of the system.Lack of order in the isotropic Heisenberg model in D = 1. N ). S± ] = ±S± δR. R R R [Sz .1 are all geometric properties which have nothing to do with temperature.R .12) (4. N ) must be continuous (in fact analytic) at H = 0 and thus for ﬁnite N we must have M z (0. N ) = −M z (H.

(4.17) we ﬁrst deﬁne a quantity which has come to be called the Duhamel two-point function [8]. A] |2 . C † ] ≥ kB T | [C.19) We ﬁrst prove that the Duhamel two-point function has the two properties needed for an inner product (A. the sum is over all pairs of the eigenstates of H excluding pairs with equal energy. The existence or nonexistence of ferromagnetic order in the isotropic Heisenberg magnet depends on the dimension D.15) then the magnetization is bounded above for suﬃciently small ﬁelds H by |M z | < in D = 1 const T −2/3 |H|1/3 const T −1/2 | ln |H||−1/2 in D = 2. C and H = H† 1 AA† + A† A [[C.1 by use of the following inequality of Bogoliubov [17].j i|A|j ∗ i|B|j Wi − Wj Ej − Ei (4. 2 (4. (4.17) To prove the inequality (4. In this limit continuity and analyticity at H = 0 are no longer guaranteed and thus we deﬁne the spontaneous magnetization (ferromagnetic order) as M z (0+ ) = lim H→0+ N →∞ lim M z (H. Deﬁnition: Duhamel two-point function The Duhamel two-point function (A.1: Mermin and Wagner If we impose on the Heisenberg model of (4. H]. B) may be deﬁned by (A.18) where Ei are the eigenvalues of H. We will prove theorem 4. and Wj = e−βEj /Tre−βH .Theorems on order However.15) holds the isotropic Heisenberg magnet has no spontaneous magnetization. N ).3) the additional restriction R2 |J(R)| < ∞ R (4.20) . B) = (B. Theorem 4. The ﬁrst theorem we prove for this Heisenberg magnet is the theorem of Mermin and Wagner [5]. Lemma 4. A)∗ (4.14) When M z (0+ ) is positive we say that the magnet has ferromagnetic order. B) = i.1: Bogoliubov’s inequality For any operators A. we are interested in the thermodynamic limit N → ∞.16) Therefore. when (4. (4.

2 0 < (A. A) [C † . A† ] 0 < (B. .31) (4.j ∗ i|A|j (Wi + Wj ) = Property (4.29) (4. H]. A)(B. Then.j i|A|j ∗ i|A|j Wi − Wj = (A.25) we have the two inequalities 0< i.28) The Bogoliubov inequality (4.18).j Wi − Wj β ≤ (Wi + Wj ) Ej − Ei 2 i|AA† |i Wi = AA† i (4.21) we note that β e−βEi − e−βEj = tanh (Ej − Ei ) (4. The properties (4.17) by setting B = [C † . Therefore the identical proof shows that (A.20) and (4. B)|2 .26) in (4.20) is obvious from the deﬁnition (4.17) now follows by using the inequality of the right-hand side of (4. B) ≥ |(A.30) (4.21) is the inequality on the left-hand side of (4.21) are the only properties used in the proof of the Cauchy–Schwarz inequality given in (3. A† ]] |2 . (4. using from the deﬁnition (4.27) becomes (A.147)–(3.26).Lack of order in the isotropic Heisenberg model in D = 1. [H. A).31).26) ≤ β 2 i|A|j i. we have (A.27) We may now derive the Bogoliubov inequality (4.24) ∗ i|A|j Wi = (4. A) Ej − Ei β AA† + A† A . To prove property (4. C]] ≥ | [C † .22) e−βEi + e−βEj 2 and tanh β (Ej − Ei ) 2 ≤ β/2.21) Property (4.23) 0≤ Ej − Ei It therefore follows that 0≤ and since i|A|j i. (4.18) of (A. [H.151). B) = [C † . C]] and thus the inequality (4. (4. B). B) = [C † . 2 (4. (4.

SR ] eik·(R−R ) = 1 N z SR = M z R (4.38) 1 I2 (k) = N R.9) to compute [C. A] = and [[C. R SR = 1 N 1/2 ˜ eik·R S(k) k (4. we may add the same quantity with k replaced by −k to obtain [[C. H].R − + + − i sin k · (R − R )J(R − R ) SR SR − SR SR (4. 1 N R. using (4.32) where the sum over R is over all space and in the sum over k we have kj = 2πnj /Lj with −Lj /2 < nj ≤ Lj /2. H].30) we see that [[C.17) to prove the bounds (4.33) (4.37) we have averaged over the interchange of the summation variables R and R .41) . C † ] = I1 (k) + I2 (k) + HM z ≤ 2I1 (k) + 2HM z .40).35) ˜ ˜ S±† (k) = S∓ (−k) ˜ A = S− (−k).R (4. Then deﬁning ˜ ˜ ˜ S± (k) = 2−1/2 [Sx (k) ± iSy (k)] with we set ˜ C = S+ (k). (4.37) R. C † ] is positive and thus.39) where to obtain (4. We use (4.16) we deﬁne the Fourier transform (and the inverse) ˜ S(k) = 1 N 1/2 e−ik·R SR . (4. H].36) = I1 (k) + I2 (k) + HM z with I1 (k) = 1 N − + + − z z [1 − cos k · (R − R )]J(R − R ) SR SR + SR SR + 2SR SR (4.R (4.1 In order to use the Bogoliubov inequality (4. We note that both I1 (k) and I2 (k) are real and that I1 (k) = I1 (−k).40) Furthermore from (4.½¼¼ Theorems on order Proof of Theorem 4. C † ] 2 − + z z = (1 − e−ik·(R−R ) )J(R − R ) SR SR + SR SR + HM z N R.R + − [SR . I2 (k) = −I2 (−k).34) (4.

43) becomes [[C.45) in the Bogoliubov inequality (4.7) and (4.50) .R 1 1 [k · (R − R )]2 ≤ k2 (R − R )2 2 2 (4. 2 ½¼½ Therefore.43) We also note that from the Cauchy–Schwarz inequality and translational invariance − + + − − + + − z z z2 | SR SR + SR SR + 2SR SR | ≤ | S0 S0 + S0 S0 + 2S0 | − + + − z2 ≤ 2| S0 S0 + S0 S0 + S0 | = 2S(S + 1) (4.46) k2 S(S We now sum both sides of (4.47) over k and use ˜ ˜ ˜ ˜ S+ (k)S− (−k) + S− (−k)S+ (k) = k R − S+ SR + S− S+ R R R ≤ R S+ S− R R + S− S+ R R + Sz2 R = N S(S + 1) (4.33). C † ] ≤ k2 2S(S + 1) R R2 |J(R)| + 2|HM z |. H].45) Thus.42) (4.49) Then we obtain the thermodynamic limit N → ∞ by replacing the sum by an integral to obtain S(S + 1) ≥ kB T M z 2 1 (2π)D π −π k2 S(S + 1) dD k .44) where in the last line we have used (4. C † ] k2 − + + − z z ≤ (R − R )2 |J(R − R )|| SR SR + SR SR + 2SR SR | + 2|HM z |.36) and (4.47) (4. 2 z R R |J(R)| + |HM | (4.48) to ﬁnd S(S + 1) ≥ kB T M z 2 1 N k k2 S(S + 1) 1 .Lack of order in the isotropic Heisenberg model in D = 1. H]. using 1 − cos k · (R − R ) ≤ we have [[C. R2 |J(R)| + |HM z | R (4.17) we obtain ˜ ˜ ˜ ˜ S+ (k)S− (−k) + S− (−k)S+ (k) ≥ kB T M z 2 . N R. Therefore (4. (4. noting that ˜ ˜ ˜ ˜ A† A + AA† = S+ (k)S− (−k) + S− (−k)S+ (k) and using (4. + 1) R R2 |J(R)| + |HM z | (4.

15) holds the spin S isotropic Heisenberg ferromagnet does not have spontaneous magnetization in dimensions D = 1 and 2.53) diverges if H = 0 and therefore the inequality (4.53) The integral in (4. 2 z R R |J(R)| + |HM | (4. D=1 (4.57) for D = 2 (4.54) π 2 S(S + 1)ω kB T M z 2 ln 1 + 4πS(S + 1)ω |HM z | R2 |J(R)|.58) from which the bounds (4. D=2 (4.52) ΩD (2π)D π 0 k2 S(S + 1) dkk D−1 .53) converges for D = 3 if H = 0 and therefore the magnetization at H = 0 is not mandated to vanish. . (4.53) requires the magnetization M z to vanish as H → 0.1 that when (4. using dD k = ΩD k D−1 dk with ΩD = we have S(S + 1) ≥ kB T M z 2 (4. for D = 1 and 2 the integral in (4.½¼¾ Theorems on order This inequality is only strengthened by restricting the integration to the largest sphere of radius π and thus. However.55) (4. We have therefore proven theorem 4.51) 1 D=1 2π D = 2.16) follow when H is small. In order to get an estimate of how rapidly M z must vanish for D = 1 and 2 we evaluate the integral to obtain S(S + 1) ≥ and S(S + 1) ≥ with ω= R S(S + 1)ω kB T M z 2 arctan π 2 z |S(S + 1)ω)1/2 |HM z | 2π(|HM 1/2 .56) Therefore |M z | ≤ S(S + 1)(|H|ω)1/3 and π 2 S(S + 1)ω kB T ln 1 + |M | ≤ S(S + 1) 4πω |HM z | z −1/2 kB T arctan 2π π 2 S(S + 1)ω |HM z | 1/2 −2/3 for D = 1 (4.

17). 4. A similar result holds for antiferromagnetic (staggered) order which is deﬁned on the (bipartite) cubic lattice as z Ms (N ) = 1 N z SR eiK·R R (4. Therefore the lack of ferromagnetic order for D = 1.60) Thus ω = O(S −2 ) and the inequalities continue to hold in the classical limit S → ∞ if we consider the classical magnetization v z = M z /S. (4.63) R antiferromagnetic order is said to exist if Hs →0+ N →∞ lim z lim Ms (Hs .3) which depends on H by the “staggered” magnetic ﬁeld z Hs SR eiK·R (4. (4. N ) > 0. ˜ A = S− (−k − K) (4. 2 ½¼¿ In the classical limit S → ∞ the Hamiltonian (4. (4.65) in the Bogoliubov inequality (4. An independent proof can be directly given.62) Then if we replace the term in (4.61) where the vector K is deﬁned as Kj = π for 1 ≤ j ≤ D.R 2 with vR = 1 if we set Jc (R − R )vR · vR − Hc R z vR (4. 2 holds for the classical case as well.3 Lack of crystalline order in D = 1.64) The proof that there is no antiferromagnetic order in dimension D = 1 and 2 is proven by ﬁrst setting setting ˜ C = S+ (k). 2 The principal model introduced in the previous chapter to study monotonic insulators is the classical N-body Hamiltonian H= 1 2m N p2 + U (N ) (r1 .66) .3) will reduce to the Hamiltonian for the classical Heisenberg magnet Hc = − R.Lack of crystalline order in D = 1. · · · rN ) j j=1 (4. The rest of the proof is identical with the proof given in the ferromagnetic case. H = Hc /S and vR = lim SR /S.59) J(R) = Jc (R)/S 2 .

17).70) while a potential which diverges at r → 0 as U (r) = eB/r does not. Restrictions on the potential We proved in chapter 3 that for the thermodynamic limit to exist it is suﬃcient that for 0 ≤ |r| ≤ a1 C1 /|r|D+ for a1 < |r| < a2 U (r) ≥ −C2 (4. 2 of [6] to hold we need the further restrictions that: 1) U (r) is twice diﬀerentiable for r = 0.71) and the oscillatory potential U (r) = cos K · r/rn for n > D + 2 satisfy (4.72) .½¼ Theorems on order where the potential U (N ) (r1 . i=j (4. this excludes the case of any potential with a hard core.69) and (4.14). The nonexistence of crystalline order for this classical system was investigated by Mermin [6] in 1968 by means of a classical analogue of the Bogoliubov inequality (4.67) with U (r) = U (−r).70) 2 2 where ∇2 = i=1 ∂ /∂ri and in the last term before the inequality sign we have 2 specialized ∇ to the spherically symmetric case where U (r) = U (|r|). · · · rN ) is the sum of two-body pair potentials U (N ) (r1 .69) (4.73) (4.68) −C3 /|r|D+ for |r| > a2 with the constants Cj > 0. · · · rN ) = 1 2 U (ri − rj ). The LennardJones potential U (r) = (σ/r)n − A(σ/r)m for n > m > D (4. The conditions on U (r) needed for the existence of the thermodynamic limit have been extensively discussed in chapter 3. The argument is more involved than what was done in the previous section for the Heisenberg magnet in two respects: 1) The restrictions on the potential are more subtle than (4. In particular. 2) The following bounds must hold with Cj > 0 ∇2 U (r) = 1 ∂ D−1 ∂ r U (r) ≥ −C4 /rD+2+ as r → ∞ rD−1 ∂r ∂r ∂ ∂ U (r) − λr2 |∇2 U (r)| = U (r) − λr3−D | rD−1 U (r)| ≥ C5 /rD+ ∂r ∂r for some λ > 0 as r → 0 D (4.15) and 2) the characterization of crystallization is more involved than the deﬁnition of spontaneous magnetization (4. However for the proof of nonexistence of crystalline order for D = 1. (4.

79) The vector K is said to be in the reciprocal lattice of the Bravais lattice speciﬁed by ai if (4.···rN ) f (r1 · · · rN ) (4. or cubic in D = 3. The density at the point r when the N particles are at rj is ρ(r) = ˆ 1 V N δ(r − rj ) j=1 (4. x2 ≤ 1 (4. 2 ½¼ Deﬁnition of crystalline order The physical concept of crystalline order is that the atoms are situated on the vertices of a periodic lattice such as fcc. bcc. Thus we have the following criteria: .66). The location and orientation of the crystal are obviously arbitrary. or square or hexagonal in D = 2. j=1 (4. We will do this by enclosing the N particles in a box with impenatrable walls of a shape consistent with the shape of the supposed crystalline order and take the limit as the size of the box goes to inﬁnity. and in order to give a precise mathematical formulation of crystalline order we need to localize the position and orientation of the supposed lattice. but if there is a periodic crystalline order there will be at least one vector in the reciprocal lattice for which ρ(k) does not vanish.78) f = QN Ω with QN = Ω dr1 · · · drN e−βU (N ) (r1 .74) where Nj are integers. If there is no crystalline order the density will be uniform in the thermodynamic limit.···rN ) . (4.k . the thermal average of a quantity f is deﬁned as (N ) 1 dr1 · · · drN e−βU (r1 .76) Thus we deﬁne the thermal average of the k component of the density as ρ(k) = ρ(k) ˜ (4.75) and thus the integrated average density in D = 2 is ρ0 = n/|a1 ×a2 |. for the classical system (4. To be speciﬁc we concentrate on D = 2 and assume that the crystal has a Bravais lattice n1 a1 + n2 a2 (with ni integers) speciﬁed by the two vectors a1 and a2 in a box commensurate with the Bravais lattice speciﬁed by the points r = x1 N1 a1 + x2 N2 a2 ∈ Ω with 0 ≤ x1 . The Fourier transform of ρ(r) is ˆ ρ(k) = ˜ 1 V dre−ik·r ρ(r) = ˆ Ω 1 V N e−ik·rj .Lack of crystalline order in D = 1.77) where.80) K = K1 b1 + K2 b2 with bj · ak = 2πδj. the volume of Ω in D = 2 is V = N1 N2 |a1 ×a2 | and the total number of particles N is N = nN1 N2 where n is the number of particles per unit cell.

rN ).87) where to obtain the last line we have integrated by parts and used the fact that φ(rj ) vanishes on the boundary of the box. Then we have | j ψ(rj )|2 ≥ 1 2 i. · · · .2 Crystalline order in the sense of (4.84) A= j=1 ψ(rj ) eβU β (N ) (4.82) we start from the obvious inequality valid for any scalar function A(r1 .87) we ﬁnd .½¼ Theorems on order Crystalline order exists if and only if A) B) N →∞ N →∞ lim ρ(k) = 0 k is not a reciprocal lattice vector (4.82) where we use the notation ∇j = ∂/∂rj . From (4. 2 when the potential U (r) satisﬁes restrictions 1 and 2 given above. rN ) and vector function B(r1 . for any diﬀerentiable function X(r1 .86) and note that using the ﬁrst expression for B in (4.85) N (N ) ∂ (φ(rj )e−βU ) = ∂rj N B=− φ(rj ) j=1 j=1 ∂U (N ) 1 ∂φ(rj ) − ∂rj β ∂rj (4.86) we have.66) in D = 1. To prove (4.81) lim ρ(K) = 0 for at least one nonzero reciprocal lattice vector where limN →∞ denotes the thermodynamic limit.81) does not exist for the classical Hamiltonian (4. · · · . |B|2 (4. · · · . rN ) B− from which it follows that |A|2 ≥ Choose A and B to be N A A∗ B |A|2 2 ≥0 (4.j |φ(ri ) − 2 j φ(rj )∇j ψ(rj ) | φ(rj )|2 ∇2 U (ri − rj ) + kB T j kB T | j |∇j φ(rj )|2 (4.83) | A∗ B |2 . We prove the theorem by using a Classical analogue of the Bogoliubov inequality Let ψ(r) be a diﬀerentiable function and φ(r) be a twice diﬀerentiable function which vanishes when r is on the surface of the box. BX = − 1 βQ N dr1 · · · rN Ω j=1 X (N ) ∂ 1 e−βU φ(rj ) = ∂rj β N φ(rj ) j=1 ∂X ∂rj (4. We may now prove the theorem of Mermin [6]: Theorem 4.

2 We now prove theorem 4.84).82) by using (4.90) can be written as − 1 2Q β N dr1 · · · drN Ω j=1 φ(rj ) ∗ (N ) ∂φ (rj ) ∂ · e−βU ∂rj ∂rj = 1 β2 N | j=1 ∂φ(rj ) 2 | rj (4.92) and therefore using N φ(ri )φ∗ (rj ) i.88) |B|2 = B · B∗ = 1 β φ(rj ) j=1 (4.89) Then.96) .91) where the last term is obtained by integrating by parts and noting that φ(rj ) vanishes on the boundary.89).Lack of crystalline order in D = 1. ∂rj (4. Thus we have N | j=1 ψ(rj )|2 = V 2 ρ(k + K)˜(−k − K) ˜ ρ (4.94) where k = n1 b1 /N1 + n2 b2 /N2 ˜ ˜ (4.j=1 i=j ∂ ∂ · U (ri − rj ) (4.92) and (4.82) by setting φ(r) = sin k · r and ψ(r) = e−i(k+K)·r (4. Proof of theorem 4. using the second expression for B of (4.j=1 N ∂ ∂ (N ) · U ∂ri ∂rj (4.90) φ(rj ) j=1 ∂φ∗ (rj ) ∂U (N ) 1 · − ∇2 φ∗ (rj ) . (4.93) in (4. ∂rj ∂rj β j The second term in (4.86) in (4.j=1 ∂ ∂ (N ) 1 · U = ∂ri ∂rj 2 N |φ(ri ) − φ(rj )|2 i. 2 ½¼ BA and ∗ 1 = β N φ(rj ) j=1 N ∂ψ ∗ (rj ) ∂rj ∂ · B∗ . we ﬁnd 1 = β + 1 β N |B| 2 φ(ri )φ∗ (rj ) i.95) ˜ ˜ with Ni /2 < ni ≤ Ni /2 for Ni even and (Ni − 1)/2 ≤ ni ≤ (Ni − 1)/2 for Ni odd.j=1 ∂ ∂ (N ) 1 · U + 2 ∂ri ∂rj β N | j=1 ∂φ(rj ) 2 | ∂rj (4.2 by letting K be the vector in the reciprocal lattice where the density ρ(K) is assumed not to vanish in the thermodynamic limit and specialize (4. Thus |B|2 = 1 β N φ(ri )φ∗ (rj ) i.93) ∂ri ∂ri we obtain the desired inequality (4.88).

We ﬁrst prove that 1 N1 . · · · . i i.101) we deﬁne a new N -body potential Uλ (N ) (r1 . rN ) − λδU (N ) (r1 .69) and (4.j=1 i=j (4.98) where to obtain the last line of (4.j (ri − rj )2 ∇2 U (ri − rj ) ) i Thus far the size of the system speciﬁed by Nk and the number of particles N have been ﬁnite.102) where Uλ (r) = U (r) − λr2 ∇2 U (r). N → ∞. rN ) = U (N ) (r1 . · · · . · · · .98) in (4. (4.98) we have used (sin k · rj − sin k · rk )2 ≤ k2 (rj − rk )2 and hence using (4.N →∞ 2N lim N and cos2 k · r ≤ 1 (4.½¼ Theorems on order N | j=1 φ(rj )∇j ψ(rj ) |2 = V2 (k + K)2 | ρ(K) − ρ(K + 2k) |2 ˜ ˜ 4 (4.j=1 i=j (4.j i=j (4.97) and 1 2 = N |φ(ri ) − φ(rj )|2 ∇2 U (ri − rj ) + kB T i i.82) we obtain ˜ ˜ kB T ρ(K) − ρ(K + 2k) 2 (k + K)2 /4 1 ρ(K + k)˜(−K − k) ≥ 2 ˜ ρ .N2 .101) It is here that we will make use of the restrictions on the potential (4. To prove (4.96)–(4.100) N k (kB T + (1/2N ) i.70).99) (ri − rj )2 ∇2 U (ri − rj ) < ∞.j=1 i=j |∇j φ(rj )|2 j N 1 2 1 2 N (sin k · ri − sin k · rj )∇2 U (rj − rk ) + kB T k2 j i. (N ) Uλ (4.j=1 j=k cos2 k · rj ) j=1 N ≤ (ri − rj )2 ∇i U 2 (ri − rj ) + N kB T i. rN ) = 1 2 N Uλ (ri − rj ) i.103) For we have the conﬁgurational contribution to the free energy per particle fλ for the ﬁnite system . To complete the proof we need to take the thermodynamic limit Nk .

69) and (4. For the vectors in this restricted sum the quantity ρ(k + K) vanishes in the ˆ thermodynamic limit by criterion A in the assumption of crystalline order. noting that the restriction (4.110) multiply both sides of (4.68) for Uλ (r) is the restrictions (4. the proof of (4.108) The proofs of chapter 3 demonstrate that the free energies per site f0 and fλ exist if the two body potentials U (r) and Uλ (r) each satisfy (4. j i. Therefore we ﬁnd from (4.105) ≥0 = β( δU (N ) − δU (N ) (4. From (4.95). Thus using (4.100) we obtain 1 ˜ ˜ kB T ρ(K) − ρ(K + 2k) 2 (k + K)2 /4 ρ(K + k)˜(−K − k) ≥ ˜ ρ . k2 (4. divide by the volume V and sum over the vectors k = 0 speciﬁed by (4.109) with α > 0 (4.105) and (4.j=1 i=j (4. N k2 (kB T + (f0 − fλ )/λ) To complete the proof we deﬁne g(q) = e−αq 2 (4. (4.111) We now note that .106) 1 N λ δU (N ) µ dµ 0 N = λ 2N (ri − rj )2 |∇2 U (ri − rj )| ≥ 0.107) Therefore to prove (4. Each term in the sum on the right is positive and thus the right-hand side of the inequality is made smaller by restricting the sum of the vectors k = 0 such that 2|k| is less that the length K0 of the shortest reciprocal lattice vector. N →∞ N →∞ (4.106) where · · · we ﬁnd denotes a thermal average with respect to Uλ f0 (N ) − fλ (N ) = ≥ λ δU (N ) 0 .Lack of crystalline order in D = 1.109) that 1 V g(q) q kB T K2 g(K0 /2)ρ(K)2 1 ρ(q)˜(−q) ˜ ρ ≥ N 16[kB T + (f0 − fλ )/λ] V 0=k |k|<|K0 |/2 1 . Thus.104) − and ∂ δU (N ) ∂λ λ ∂fλ (N ) = δU (N ) ∂λ λ λ ≥0 2 λ λ (N ) (4.101) it is suﬃcient to prove the existence of the two thermodynamic limits f0 = lim f0 (N ) < ∞ and fλ = lim fλ (N ) < ∞.68).101) follows.107) in (4. 2 ½¼ −βfλ (N ) = from which we ﬁnd 1 ln N dr1 · · · drN e−β(U Ω (N ) −λδU (N ) ) .109) by g(k + K).70).

4 Existence of ferromagnetic and antiferromagnetic order in the classical Heisenberg model (n vector model) in D = 3 The most extensively studied system for which order has been demonstrated to exist is the classical Heisenberg ferromagnet in three dimensions speciﬁed by the Hamiltonian H =− 1 2 J(R − R )SR · SR R. q (4. Using (4. R.½½¼ Theorems on order 1 V q 1 ρ(q)˜(−q) ˜ ρ = g(q) N V q 1 g(q) + N N i.116) an alternative form for (4. R a vector on a lattice which is conﬁned to the box Ω with N = sites.114) and hence crystalline order does not exist.R ∈Ω (4.115) where J(R) = J(−R).116) 1 4 J(R − R )(SR − SR )2 . 4.113) (2π)2 and noting that the free energy for (4. periodic boundary conditions imposed and SR is a classical vector of n components with ﬁxed length SR 2 = 1. J(0) = 0.R ∈Ω (4.115) is H=− N 2 J(R) + R∈Ω (4.111) is ﬁnite.113) exists because the integral gives a Gaussian function of r. Therefore in two dimensions N →∞ lim ρ(K) = 0 (4.112) We show that the second term on (4. Therefore the left-hand side of (4.117) For this classical spin system thermal averages are deﬁned as X = with 1 Q dSR δ(S2 − 1)Xe−βH R R (4.112) is bounded in the thermodynamic limit as we did above by considering the diﬀerence between the free energies of the pair potentials U (r) and 1 U (r) − dqg(q)eiq·r (4.118) . The similar argument shows that crystalline order does not exist in D = 1 but the argument fails in D = 3 because the limit of the sum on the right-hand side of (4.111) is ﬁnite in the thermodynamic limit. and the sum on the right-hand side diverges as ln N .j=1 i=j 1 V g(q)e−iq·(ri −rj ) .

123) where hj (k · R)|m = δjm N −1/2 eik·R are n component vectors We use the bound (4.1 The mechanism for ferromagnetic order Long range order (4. 4.122) The proof of the existence of long range ferromagnetic order (4.Existence of ferromagnetic and antiferromagnetic order ½½½ Q= R dSR δ(S2 − 1)e−βH .120) This is equivalent to n L→∞ lim j=1 1 N 2 j SR =0 (4.122) for the classical Heisenberg magnet (4.121) R∈Ω which is written in terms of the Fourier transform (4.R ∈Ω ≤ kB T R. (4.R ∈Ω |hj (k · R) − hj (k · R )|2 J(R − R ) (4. N (4. R (4.R ∈Ω (1 − eik·R )J(R) = 2Ek R∈Ω (4.124) and .119) We say that a system has long range ferromagnetic order if r→∞ L→∞ j j lim lim S0 Sr > 0. the known cases where existence can be proven do not seem to exhaust the cases where it would seem that order should exist.32) as L→∞ lim 1 ˜2 S (0) = 0.123) by ﬁxing k = 0 noting that |hj (k · R) − hj (k · R )|2 J(R − R ) = R.115) depends both on the properties of J(R) and on the lattice on which R takes its values.4.122) will follow from the bound 1 | 2 J(R − R )(hj (k · R) − hj (k · R ) · (SR − SR )|2 R. Consequently we will ﬁrst present the mechanism used for the proofs of long range order and after that we demonstrate that under certain restrictive assumptions the bounds used in the mechanism can be proven to hold. However.

R ∈Ω = eik·R j ˜ S J(R )(1 − eik·R ) = 2Ek Sj (k) N 1/2 R R ∈Ω R∈Ω 1 2 1 2 (4. for k = 0 kB T ˜ ˜ 0 ≤ Sj (k)Sj (−k) ≤ . in other words.126) ˜ and used the deﬁnition (4. Ek (4.125) where we have deﬁned Ek = (1 − eik·R )J(R) = R∈Ω (1 − cos k · R)J(R) R∈Ω (4.R ∈Ω J(R − R )(hj (k · R) − hj (k · R )) · SR R.128) We now note that the normalization condition (4.123) specializes when k = 0 to 2 ˜ ˜ 0 ≤ 4Ek Sj (k)Sj (−k) ≤ 2kB T Ek (4.127) or.130) We now take the thermodynamic limit where the sum in (4.32) of the Fourier transform S(k). k (4. Ek (4.130) may be replaced by an integral. . Thus 1 ≤ lim 1 ˜ 2 kB T n S(0) + (2π)−3 L→∞ N 2 d3 k .131) But the integral in (4.131) is ﬁnite and thus for T suﬃciently small we must have L→∞ lim 1 ˜ 2 S(0) > 0 N (4.132) which is the condition (4. Thus we see that (4.½½¾ Theorems on order 1 2 = J(R − R )(hj (k · R) − hj (k · R )) · (SR − SR ) R.128) for k = 0 we obtain 1= ≤ 1 ˜ 2 1 S(0) + N N ˜ ˜ S(k)S(−k) k=0 kB T n 1 1 ˜ 2 S(0) + N 2 N k=0 1 . 2Ek (4.129) into the terms k = 0 and k = 0 and use the bound (4.129) Then if we separate the sum over k in (4.116) on SR may be written in ˜ terms of the Fourier transform S(k) as 1 = S2 = R 1 N S2 = R R∈Ω 1 N ˜ ˜ S(k) · S(−k).122) for long range order.

(0.4. Simon and Spencer [7] in 1976 of nearest neighbors o on the cubic lattice: J(R) = J > 0 for R = (±1.123) to hold.136) The most natural restriction on the J(R) is the following Conjecture The necessary positivity condition (4.128) puts the necessary condition on J(R) that Ek = 1 2 (1 − cos k · R)J(R) > 0 R∈Ω for all k = 0. n 1 3 4. − k 2 x2 )]1/2 (4. Table 4.133) π where K(k) is the complete elliptic integral of the ﬁrst kind (2π)−3 dk1 dk2 dk3 1 π π π K(k) = 0 [(1 − x2 )(1 dx .135) and the values obtained from high temperature series expansion of chapter 9 for the Ising model n = 1 and the classical Heisenberg model n = 3. There is no general proof of this conjecture and we will content ourselves with the special case proven by Fr¨hlich.5108 1.2 we compare this bound with numerical values determined from high temperature series expansions (see chapter 9). 0). At the very least the desired inequality (4. 0. ±1.131) has been analytically evaluated by Watson [19] as 1 = 3 − cos k1 − cos k2 − cos k3 −π −π −π √ √ √ √ √ 2 √ (18 + 12 2 − 10 3 − 7 6)[ K((2 − 3)( 3 − 2))]2 = 0.135) kB T /J < n In Table 4.123) It remains to formulate the set of restrictions on the interaction strengths J(R) for which the bound (4.123) can be proven true.137) .Existence of ferromagnetic and antiferromagnetic order ½½¿ In the special case of nearest neighbor isotropic interactions on the cubic lattice where Ek = J(3 − cos k1 − cos k2 − cos k3 ) the integral in (4.2 Lower bound 3. ±1) 0 otherwise (4. (0.44 ± 0.02 Proof of the bound (4. (4.136) is also suﬃcient for the bound (4.134) Thus we ﬁnd that long range order exists when 3.505462 · · ·(4.2 Comparison of the lower bound on kB Tc /J computed from (4.95678 1. 0).31893 Tc from series expansion 4.95678 . (4. 0.

½½ Theorems on order This case is extremely restrictive and it is impossible to believe that it exhausts the sets of J(R) for which long range ferromagnetic order exists for the classical Heisenberg model.142) dxdyF ∗ (x)e−βJ(x−y+h) 2 /4 ∞ G(y) = −∞ 2 ˜ ˜ dk F ∗ (k)G(k)e−k /βJ eihk (4.141) To prove this lemma we deﬁne the Fourier and inverse Fourier transform ˜ F (k) = and write ∞ −∞ ∞ −∞ dxeikx F (x).2 For any positive F (x) and G(x) and real h we have 0≤ where ∞ −∞ ∞ −∞ dxdyF (x)e−βJ(x−y+h) 2 /4 G(y)| ≤ ||F ||β ||G||β (4.138) (4.137) is the only case with nonnegative interactions J(R) where long range order exists. the inequalities (4. for the completely general lattice H=− we could prove that kB T ∂ SR1 · SR2 ∂J(R3 .139) has been proven true for J(R. R. This would be the case if. We begin with the following elementary lemma: Lemma 4. For example. R ) ≥ 0 for cases that SR has one component (the Ising model) by Griﬃths [20] and for the two-component case (the rotator model) by Ginibre [21].R ∈Ω (4. We will here prove that the bound (4.139) has been found for the case of three or more spin components and thus there is nothing to suggest that (4.143) .123) holds for isotropic interactions on the nearest neighbor cubic lattice (4. What seems to be lacking is the mathematical machinery to conﬁrm our physical intuition. β (4. we would expect that long range order would exist on all cubic lattices with J(R) ≥ 0. but for three or more spin components. R4 ) = (SR1 · SR2 )(SR3 · SR4 ) − SR1 · SR2 SR3 · SR4 ≥ 0. R )SR · SR . it seems entirely reasonable to expect that the addition of positive bonds between any two sites can never decrease the long range order and thus. F (x) = 1 2π ∞ −∞ ˜ dke−ikx F (x) (4. even though some inequalities for correlation functions have been obtained [22].140) dxdyF (x)e−βJ(x−y) 2 /4 F (x) ≡ ||F ||2 .139) The inequality (4.139) have never been proven. On the other hand no counter example to (4. 1 2 J(R.137).

Existence of ferromagnetic and antiferromagnetic order ½½ where we have used ∞ −∞ dxe−βJ(x−h) eikx = eikh 2 ∞ −∞ dxe−βJx 2 /4 ikx e = eikh e−k 2 /βJ (4.148) To prove this theorem we consider splitting the lattice into two pieces of equal size which transform into each other by reﬂection through a plane perpendicular to the 1 (x) axis which bisects the bonds between R1 = 0.141) is suﬃcient to prove the Schwarz inequality ∞ −∞ dxdyF (x)e−βJ(x−y) 2 /4 G(y) ≤ ||F ||β ||G||β . Gaussian domination If we deﬁne Z(hj (k · R)) = R β 4 R. Theorem 4. 23] and use lemma 4. R = −L + 1. 1 and the bonds R1 = L.144) which holds for βJ > 0. −L + 1 ≡ L + 1 and split the Hamiltonian into three parts: those terms where −L + 1 ≤ R1 . We introduce the notation dµR = dSR δ(S2 − 1) R and write (4. (4. those terms where 1 ≤ R1 . (4.149) . Furthermore if we note that |eihk | = 1 we ﬁnd from (4.146) the inequality (4.2 to prove a bound called Gaussian domination.R J(R − R )[SR − SR − hj (k · R) + hj (k · R )]2 (4. 18. R1 ≤ L and those terms R1 = 0.4. R1 ≤ 0. (4.137) of nearest neighbors on the cubic lattice with periodic boundary conditions then for all hj (k · R) Z(hj (k · R)) ≤ Z(0). We now follow [7.147) dSR δ(S2 − 1)exp − R and if J(R) satisﬁes the restriction (4. R1 = 1 and R1 = L.140) follows.143) that ∞ −∞ dxdyF (x)e−βJ(x−y+h) 2 /4 G(y) ≤ ∞ −∞ dxdyF (x)e−βJ(x−y) 2 /4 G(y).147) as (4.145) Then noting that the positivity of (4.

R2 .R2 .R3 ) d¯(−L+1.R2 .R2 . R2 .R2 . We now use the inequality (4.R3 ) dµ(L.R3 ) d¯(0. R2 )) − hj (k · (−L + 1.R2 .R3 and thus we ﬁnd Z(hj (k · R)) = R2 .R2 .R2 .R2 .R3 ) .R3 ) ] (4.R2 .R3 ) ] = 3 dµR −L+1≤R1 ≤−1 −L2 ≤R2 ≤L2 .R3 .R2 .R3 ) − hj (k · (0.R2 .R2 . S(L. S(−L.R3 ) ] (4. R3 ) + hj (k · (1.R3 ) dµ(L. S(L.R3 ) dµ(1.R3 ) µ µ βJ [S(0.R3 ) − hj (k · (L.R2 .R3 dµ(0.R3 and SL.R2 .R2 .R2 . S0.R2 .R3 ) ] exp − βJ − S(1.R2 . S−L+1.R3 ) dµ(1.R3 ) R2 . R1 .R3 Z− [S(0.R2 .R3 ) . S(−L.R3 ) .R3 ) . S(−L+1.140) j j j j repeatedly with x.R3 ) dµ(−L+1.R2 .R2 . R2 )) and hj (k · (L.R3 ) . S(−L+1.R3 ) ]2 Z− [S(1.R2 .R3 ) βJ [S(L.R2 . R1 .R2 .R2 .R2 .R3 ) µ µ βJ ¯ ¯ ¯ [S(1.R3 . .151) and Z+ is given by (4.R2 .R2 .R3 ) ]2 Z+ [S(0.R3 ) .R3 d¯(1.R2 .R2 . R1 .R3 ) ] exp − βJ ¯ ¯ ¯ [S(L.R2 .R3 ) . R3 )) + hj (k · (−L + 1.R3 ) ]2 4 1/2 Z− [S(0. R2 . R3 )]2 [S 4 (0.R3 ) d¯(L.152) 4 1/2 ¯ where SR and SR both indicate dummy variables of integration.151) with 1 ≤ R1 ≤ L − 1.R2 .R2 . R1 . R2 .152) are equal and are each equal to the original expression for Z(hj (k · R)) with hj (k · (0.R3 ) dµ(−L+1. R2 )) set equal to zero.R2 .R2 .R3 ) − S(L.R2 . It is easily recognized that the two factors in (4.R2 .R3 ) − S(0.R3 ) − S(−L+1.R2 .150) where Z− [S(0.R2 . R2 )) − hj (k · (1.R3 ) ] exp − 4 R2 .R3 ) − S(1.½½ Theorems on order Z(hj (k · R)) = dµ(0. S(L. y the pairs of variables S0.R3 ) − S(1.R2 .R3 ) ]2 Z+ [S(1. R2 .−L3 ≤R3 ≤L3 exp − i=1 βJ [SR − SR+δi − h(k · R) + h(k · (R + δi ))]2 4 (4.R3 ) ] exp − 4 exp − βJ ¯ [S(L.R2 . R3 ))]2 exp − 4 Z+ [S(1.

148) and (4. The term proportional to λ on the left-hand side vanishes because of translational invariance.148).153) and therefore noting that Z(0) is the partition function of the system we ﬁnd from (4.4.R β J(R − R )(hj (k · R) − hj (k · R ))2 .R (4.148) is established. This sets all hj (k · R)) = 0 and thus the bound of Gaussian domination (4.R which holds when J(r) is given by (4. if we make the transformation . we see from the deﬁnition (4.123) and thus the proof is complete that long range order exists at suﬃciently low temperature for the classical Heisenberg magnet on the nearest neighbor cubic lattice.123) from (4.137).R J(R − R )(SR − SR ) · (hj (k · R) − hj (k · R )) J(R − R )(hj (k · R) − hj (k · R ))2 (4. 4.3 Antiferromagnetism For the classical Heisenberg magnet on the nearest neighbor isotropic cubic lattice.155) we have assumed that hj (k · R) is real but the ﬁnal inequality extends to the case where hj (k · R) is given by (4.153) in λ. y and z directions.147) of Z(hj (k · R)) that β J(R − R )(hj (k · R) − hj (k · R ))2 Z(hj (k · R)) = exp − 4 R.R Finally we replace hj (k · R) by λhj (k · R) and expand (4. This establishes (4. In the proof of (4.153) that β exp J(R − R )(SR − SR · (hj (k · R) − hj (k · R )) 2 R.137).R β J(R − R )(SR − SR ) · (hj (k · R) − hj (k · R )) × exp 2 R.R β dSR δ(S2 − 1) exp − J(R − R )(SR − SR )2 × R 4 R R. Thus by equating the terms of λ2 we obtain 2 β 2 /2 R.154) 4 R.155) ≤β R.Existence of ferromagnetic and antiferromagnetic order ½½ We now repeat this process for all other planes bisecting the lattice in the x. ≤ exp (4. To complete the deduction of (4.

The existence of order is much more diﬃcult to prove in the quantum mechanical spin S Heisenberg model than for the classical case.160) with J > 0 and SR obeys the commutation relations (4. Dyson. Therefore the ground state for the ferromagnet J > 0 is triply degenerate while the ground state for the antiferromagnet J < 0 is nondegenerate. However. there is no proof of long range order for any spin S < ∞. For the quantum antiferromagnet on the nearest neighbor cubic lattice 3 H=J R i=1 SR · SR+δ1 (4. Lieb and Simon [8] proved in 1978 that for the case S ≥ 1 long range antiferromagnetic order exists for some T > 0.156) we send the spontaneous magnetization into the staggered magnetization and the ferromagnetic Hamiltonian transforms into the antiferromagnetic Hamiltonian 3 3 H = −J R i=1 SR · SR+δi = J R i=1 SR · SR+δi .158) (4. For example we saw above that for the classical case the mapping (4.This is easily seen by considering the very simple case of two spins of S = 1/2 with the interaction H = −JS1 · S2 . 4. H =− 4 0 2 −1 0 0 0 0 1 (4.157) Therefore if the ferromagnet has long range ferromagnetic order the antiferromagnet will also have antiferromagnetic order. The extension to S = 1/2 was .159) This matrix has a triply degenerate eigenvalue of −J/4 and a nondegenerate eigenvalue of +3J/4. For the quantum ferromagnet even nearest neighbor interactions on the cubic lattice where 3 H = −J R i=1 SR · SR+δ1 (4. Explicitly written out as a 4 × 4 matrix this Hamiltonian is 1 0 0 0 J 0 −1 2 0 .5). (4.161) with J > 0.½½ Theorems on order SR = (−1)R1 +R2 +R3 SR (4. in the quantum case the ferromagnet and the antiferromagnet are essentially diﬀerent.156) sends the ferromagnet into the antiferromagnet so the physics of these systems is essentially the same.5 Existence of antiferromagnetic order in the quantum Heisenberg model for T > 0 and D = 3 The physics of the quantum Heisenberg magnet is substantially more involved than the classical case.

157. Sj (−k)) ≤ j=1 3 2Ek (4.4. 0.168) and EG is the ground state energy per site of the antiferromagnetic chain. 0. and J(0.162) that long range antiferromagnetic order exists in the ground state for 0. deﬁned here as 1 (A. Lieb and Shastry [10] in 1988 who showed for a spatially anisotropic lattice J(1. 1. This bound is obtained as the solution of S(S + 1) = (|EG |/2)(2π)−D where D |ki |≤π dD k(Ek /Ek )1/2 coth[βL (2|EG |Ek Ek /3D)1/2 ] (4.) The proof of [8] will only here be brieﬂy discussed. The right-hand side of (4. 0) = J(0.16 ≤ r ≤ 1 (4. (4.165) where in dimension D D Ek = D + i=1 cos ki .164) of 3 ˜ ˜ (Sj (k). The proof ﬁrst obtains a bound on the Duhamel two-point function. B) = 0 Tr e−xβH Ae−(1−x)βH B /Tre−βH . 0).167) Ek = D − i=1 cos ki (4. Sj (−k)) a bound is obtained on the thermal average ˜ ˜ Sj (k)Sj (−k) and then the mechanism of 4.1 is used to produce a lower bound TL on the critical temperature Tc below which long range order occurs.170) which has been numerically evaluated in D = 3 as I3 = 1.166) ˜ ˜ From this bound on (Sj (k). 1) = rJ(1. Therefore in order for antiferromagnetic order to exist the spin must satisfy the lower bound S(S + 1) ≥ (|EG |/2)1/2 ID where ID = (2π)−D |ki |≤π (4.171) . 0. 0) (4. (4. (4.163) (and it is stated that the proof can be extended to some T > 0.157. Thus antiferromagnetic order will exist at ﬁnite temperature in D = 3 if S(S + 1) ≥ (3|EG |/2)1/2 1.167) is maximum at TL = 0 (βL = ∞).169) dD k(Ek /Ek )1/2 (4.Existence of antiferromagnetic order in the quantum Heisenberg model for T > 0 and D = 3 ½½ made by Kennedy.

for all spins S there is antiferromagnetic order in the quantum Heisenberg antiferromagnet in the nearest neighbor isotropic cubic lattice. if not most. for example. These restrictions were so severe that very few short range interactions are covered by the proofs and. 4.2 that in two dimensions there is no long range order in either the spin S ferromagnet or antiferromagnet for T > 0.3–4. . This restriction of the method to lattice systems makes it impossible to extend the proof of order in the one component classical magnet (Ising model) to the liquid–gas transition.6 Existence of antiferromagnetic order in the quantum Heisenberg model for T = 0 and D = 2 We proved in section 4. none of these conjectures have been proven. For the nearest neighbor Heisenberg antiferromagnet on the square lattice antiferromagnetic order has indeed been proven to exist for S ≥ 1 by Neves and Perez [9] by a method which extends the work of [8]. One of the glaring weaknesses in the proofs of order of sections 4. cases of physical interest. Therefore it has been proven that. 4. In addition the restrictions on the proof of order in the classical Heisenberg magnet discussed in section 4. even though [8] conjectures very plausible bounds which lead to bounds on critical temperatures for Heisenberg ferromagnets.157 (4. there is not even a proof of order for nearest neighbors on the bcc lattice.7 Missing theorems A comparison of the many phase diagrams in chapter 2 which exhibit crystalline. in D = 3 (and for all greater dimensions as well). and for the quantum Heisenberg ferromagnet. Some of this lack of knowledge is presented in Table 4. The case of D = 2 and S = 1/2 remains an open question but numerical evidence [25] suggests that antiferromagnetism does exist in the ground state. Furthermore it was shown in [10] that the bounds can be improved to include the case S = 1/2 as well.4 seem very artiﬁcial.172) 1.3 where we list some of the “theorems” which we would like to prove (or disprove). In [8] a bound is given (ﬁrst proven by Anderson in 1951 [24]) that in D dimensions |EG | < DS(S + 1/2) and thus in three dimensions antiferromagnetism exists for S(S + 1) ≥ 3S(S + 1/2) 2 1/2 (4.½¾¼ Theorems on order It remains to ﬁnd the ground state energy EG . or antiferromagnetic order with the few actual proofs of order for speciﬁc models given in this chapter demonstrates that we do not have proofs of the existence of order for many. However.6 is that they crucially rely on the reﬂection properties of the lattice models. it is possible that there is long range order in the ground state even though order is impossible for T > 0.173) which is satisﬁed for all S ≥ 1. ferromagnetic. crystallization or the existence of the solid–liquid–gas triple points of a genuine continuum ﬂuid.

Table 4.3 Missing “theorems” 1 2 3 4 5 6 7 8 Existence of crystalline order for D = 3 (Non)existence of crystalline order for hard discs in D = 2 Existence of the liquid–gas transition in continuum ﬂuids Existence of the solid–liquid–gas triple point Existence of order in the classical Heisenberg model for general lattices Existence of ferromagnetic order in the quantum Heisenberg magnet for D = 3 Existence of antiferromagnetic order in the S = 1/2 Heisenberg magnet for D = 2 at T = 0 How does the spatial and orientational order of hard ellipsoids depend on D and on the aspect ratio α? . This need for more exact knowledge of the general phenomena must be kept in mind in reading all the subsequent chapters on computations for speciﬁc models such as the high temperature series expansions for the Heisenberg model of chapter 9.Missing theorems ½¾½ Orientational order for liquid crystals has been studied for ﬂuids that are conﬁned to move on lattices [26] but no rigorous theorems on liquid crystal ordering for particles moving in the continuum seem to exist. It is very clear that the existence of order is a delicate and subtle phenomenon. which do indeed predict ferromagnetic order for the S = 1/2 model in three dimensions.

Phase transitions in quantum spin systems with isotropic and nonisotropic interactions. Soc. 62 (1978) 1–34. 53 (1988) 1019–1030. On Ising’s model of ferromagnetism. 92 (2004) 255506–(1-4).H. o 1831.E. Peierls. Phys. F. [4] L. B. On Ising’s model of ferromagnetism. Phys. Sowjet. 424 (3 July 2003). Abhandl. Mermin. Soc. Infrared bounds. P. Lattices and Groups (Springer Verlag 1999). Stat. in the Gesammelte Werke. Existence of N´el order in some spin–1/2 e Heisenberg antiferromagnets. Rev. A114 (1986) 331–333. Spencer. Long range order in the ground state of two-dimensional magnets. E. Torquato. Kepler. Vol.dimensional isotropic Heisenberg models. 2 K¨niglichen Gesellschaft der Wissenschaften zu o G¨ttingen. Neves and J. [2] C.Untersuchen uber die Eigenschaften der positiven tern¨ren quadratis¨ a chen Formen von Ludwig August Seeber. Commun. 162 (2005) 1065– 1185. [6] N.or two. Phys. Math. Simon and T. J. Annals of Math. Kennedy. Hales with S. Phys. Lieb and B. Bogoliubov. 11 (1937) 26. Phil. Proc. 32 (1936) 477–481. Hammer. Camb. M. Landau. Israel. Math. Phys. [12] T. Simon.M.A. Phys. 176 (1968) 250– 254. J. Mermin and H. Discrete and Computational Geometry 36 (2006) 1–269. Kleinere Schriften 1602–1611 eds. [15] J. A proof of the Kepler conjecture.F. Gauss. Lieb and B. [9] E.. Letts. Donev. General theory and long range lattice models. Lieb and B.H. 32 (1936) 477–481. Math. Phil. 50 (1976) 79–85. Proc.J. [18] J. Unusually dense crystal packing of ellipsoids. Letts. Phys. Stat. F. Sloane. Beck’sche Verlagsbuchhandlung (Munich 1901) 264–280. Stillinger. Camb. [13] R. [11] A. Sowjectunion 6 (1962) 1.J. 188–196.D. Physik. Hales. 46 (1940) 79–83. 17 (1966) 1133–1136. o [3] R. Rev.H. Fergeson.D. Peierls. . Shastry.H. E. Fr¨hlich. Rev. Phys. Uber einen geometrischen Satz.C. E. Phase transitions and reﬂection o positivity I. Conway and N. Wagner. phase transitions and o continuous symmetry breaking. Chaikin and S. Letts. Fejes T´th. C.N.References [1] J. Crystalline order in two dimensions.H. Vol.C. Caspar and F. De Niue Sexangula. o [5] N. Z.113 and 229. The Kepler conjecture. [14] L.J. [17] N. [16] Nature. Phys. [8] F. T. Reprinted in Werke. G¨ttische gelehrte Anzeigen. Band IV. Fr¨hlich.P.S. Absence of ferromagnetism or antiferromagnetism in one. 18 (1978) 335–383. July 9. 1863. Comm. Z. R.D. Sphere Packings. Perez. Dyson. Simon. [7] J. [10] T.

42 (1990) 6555–6560. Phys. Rev. Math. [23] J. Quart. 10 (1939) 266–276. Phys. Griﬃths. 20 (1979) 679–693. Spencer. Lieb. Stat. 49 (1976) 247–256. 16 (1970) 310–328. Phys. Existence of N´el order at T = 0 in the spin-1/2 antiferromagnetic e Heisenberg model on a square lattice. J. 83 (1951) 1260. Correlations in Ising ferromagnets. Phys. General formulation of Griﬃths’ inequalities. Correlation inequalities for multicomponent rotators. Fr¨hlich and T. Rev. Watson. [22] F.References ½¾¿ [19] G.B. [24] P. . Phase transitions in statistical mechanics and quano tum ﬁeld theory. J. 8 (1967) 478– 483. Limits on the energy of the antiferromagnetic ground state. Cargese Lectures (1976). J. Dunlop.Math. Anderson. Phys. Math. [20] R. Comm. [21] J. Phys. Ginibre. Comm. Three triple integrals.W.J. Heilmann and E.N. Math. Lattice models for liquid crystals. [25] Shoudan Liang. [26] O.H.

We know much more about critical phenomena than we do of crystalline ordering.5 Critical phenomena and scaling theory A dominant feature of the phase diagrams of chapter 2 is that there are many diﬀerent type of ordering which occur and most materials have several diﬀerent crystalline phases. We saw in chapter 4 that we do not have a proof that crystalline order exists for any potential. The study of these diﬀerent phases must depend on the details of the interaction potentials. because it is identical to the Ising model at zero magnetic ﬁeld. There is thus the suggestion that there may be some properties of critical points which may in fact be independent of the material and might be predicted exactly by one of the simple models introduced in chapter 2. The solvability of the two-dimensional Ising model in zero magnetic ﬁeld is our most important tool in the study of critical phenomena. It is therefore of enormous beneﬁt for the study of critical phenomena that in two dimensions there is a special case of the latticegas model introduced in chapter 2 which has a critical point and a coexistence curve that can be solved exactly. This is the origin of the concept of universality. . But all of the elements whose phase diagrams are presented in chapter 2 share one common feature in that they all have a gas and liquid phase separated by a ﬁrst order line which terminates in a critical point. much less do we have a model for which freezing transitions can be analytically studied in microscopic detail. We will devote this chapter to the discussion of these phenomena. This is taken to indicate that there are ﬂuctuations in the system which extend over lengths which are much larger than the atomic size length scale and that at least some of the physics is insensitive to many of the details of the potential. The calculations of exact properties of the Ising model will be presented in great detail in chapters 10–12 and from that study there emerges a very detailed microscopic picture of behavior near a critical point. Furthermore the discussion of the relation of the lattice gas model to the Ising model given in chapter 2 gives a mapping between certain models of ferromagnets and the liquid–gas transition and critical point. From these results it is then possible to abstract a phenomenological picture which can be applied to other more realistic models such as the Ising model in three dimensions which can be hoped to be a realization of the hopes for universal properties of real three-dimensional ﬂuids. The picture which emerges from this is referred to as scaling theory. When we approach the critical point we ﬁnd from experiment that thermodynamic properties such as the compressibility and the speciﬁc heat become inﬁnite.

4 we introduce the concept of universality and conclude in section 5.2 we present scaling theory for Ising systems. and this is how it will be presented here.k+1 + E v σj. v = vc in the continuum ﬂuid at which the thermodynamic properties have singularities. Some of the principle papers are given in Table 5. which.Thermodynamic critical exponents and inequalities for Ising-like systems ½¾ Scaling theory emerged in the 1960s from the independent work of several authors. It is one of the cornerstones of modern statistical mechanics and can be explained without reference to the Ising model. In that sense.1.k + Hσj.1 Thermodynamic critical exponents and inequalities for Ising-like systems We begin with the features of scaling theory which are obtained from the two-dimensional Ising model with nearest neighbor interactions Lv Lh E=− j=1 k=1 {E h σj. This is already a nontrivial assumption. scaling theory is a general principle. Nevertheless it must be kept in mind that none of the considerations of the scaling theory of critical phenomena are rigorous in the sense of the proofs given in the last chapter. predicts equalities between the critical exponents. Fisher [3] Widom [4] Fisher [5] Griﬃths [6].1) is that in fact there is a unique isolated point T = Tc .5 with a discussion of missing theorems.k σj+1.3 we will extend our considerations from Ising models to Heisenberg models and Lennard-Jones ﬂuids.1 Chronology of the development of the scaling theory of critical phenomena. [11] Development Critical exponent Critical exponent Critical exponent Scaling theory Scaling theory Critical exponent Critical exponent Scaling theory Scaling theory Scaling theory equality inequality equality inequalities inequality 5.1) with σj. This is how it was developed. In section 5. In section 5. Date 1959 1963 1963 1964 1964 1965 1965 1966 1967 1967 Reference Fisher [1] Rushbrooke [2] Essam. In section 5. The most basic feature of the scaling theory of the critical point as seen in the Ising model (5. M = 0 in the ferromagnet or T = Tc .k } (5. H = 0. Scaling theory can perhaps best be described as a set of reasonable assumptions which have great plausibility because they are all proven to hold in the two-dimensional Ising model. among other things. In section 5. Table 5.k σj. .1 we begin the discussion of scaling theory by presenting the concept of critical exponents for Ising-like systems and proving that they are constrained by certain thermodynamic inequalities. P = Pc .k = ±1. [7] Rushbrooke [8] Kadanoﬀ [9] Fisher [10] Kadanoﬀ et al.

2) Indeed. we will see in chapter 12 that for the two-dimensional Ising model the possibility exists that the singularity in the magnetic susceptibility at .3) where F1 (T ) and F2 (T ) are analytic at T = Tc . Property speciﬁc heat spontaneous magnetization susceptibility at H = 0 magnetization at Tc Critical form cH ∼ Ac |T − Tc |−α cH ∼ Ac |T − Tc |−α M ∼ AM |T − Tc |β χ ∼ Aχ |T − Tc |−γ χ ∼ Aχ |T − Tc |−γ M ∼ AH H 1/δ T → Tc + T → Tc − T → Tc − T → Tc + T → Tc − H → 0+ There are many comments which must be made about Table 5. both above and below Tc . and thus it may be expected that for real materials the assumption that there is a single isolated Tc may fail. (This will be discussed further in chapter 10. This logarithmic singularity is often “interpreted” as a limiting case of α = 0. However. γ and β are for T < Tc (and it is hoped that the exponent β will not be confused with β = 1/kB T ). For the solvable case of the two-dimensional Ising model the free energy at H = 0. We also note that it is a pure assumption that the singular parts of the thermodynamic functions are parameterized by pure algebraic powers instead of more complicated forms such as |T − Tc |−α lnp |T − Tc | or |T − Tc |−α lnp |T − Tc | ln ln |T − Tc |. There is no canonical notation for the amplitudes. But the most important point to be discussed about Table 5.2. has the form F (T ) = F1 (T ) + F2 (T )(T − Tc )2 ln |T − Tc | (5.2 Critical exponent parameterization of the thermodynamic functions for the Ising– like magnets. The exponents α and γ refer to T > Tc and α . for the inhomogeneous Ising model where interaction constants E h and E v are allowed to depend on the lattice position and vary randomly about some central value with some small standard deviation. it is known that the magnetization and susceptibility have singularities at diﬀerent temperatures.½¾ Critical phenomena and scaling theory because. the speciﬁc heat of the two-dimensional Ising model does have a logarithmic instead of an algebraic singularity. and δ = 1 is often interpreted as ln H.2. for which there is no universal agreement in the literature. (5. Table 5. is the meaning of the symbol ∼. For the Ising ferromagnet the behavior of the thermodynamic functions is conventionally parameterized as shown in Table 5.2. Similarly the magnetization has an isolated singularity at Tc and in many (if not most) papers it is tacitly assumed that the meaning of the critical exponent forms is that there is an isolated algebraic or logarithmic singularity at Tc .) Such random impurities simulate an impure (dirty) crystal. The notation for the exponents is standard in the literature and originates in [5].

4) we ﬁnd that as T → Tc − Aχ Ac (1 − R)|T − Tc |−γ −α ∼ T AM β|T − Tc |β−1 2 (5. M ) denotes the free energy with T. Some of the most important of these thermodynamic inequalities are given in Table 5.5) cM = −T ˜ ∂2F ∂T 2 (5.Thermodynamic critical exponents and inequalities for Ising-like systems ½¾ Tc is not isolated but may be embedded in a natural boundary. M the independent variables. Buckingham [12] Fisher [13] Inequality α + 2β + γ ≥ 2 α + β(1 + δ) ≥ 2 γ (δ + 1) ≥ (2 − α )(δ − 1) γ ≥ β(δ − 1) D(δ − 1)/(δ + 1) ≥ (2 − η) As an example of these inequalities. H) denotes the free energy with T.3 Table 5.6) M and we use the notation that F (T. Therefore any conclusions drawn from a tacit assumption that the singularities are isolated must be treated with caution. These critical exponents are not independent but satisfy inequalities which follow from thermodynamics.7) Then using the critical exponent forms of Table 5. First consider T →Tc lim cM /cH = R < 1. we prove the inequality of Rushbrooke [2].2 in (5.8) and thus by matching the dependence on T − Tc on both sides of the equation we have the equality . Date 1963 1965 1965 1969 Reference Rushbrooke [2] Griﬃths [6] Rushbrooke [8] Griﬃths [7] Gunton. (5. To do this we start from the magnetic analogue of the relation between cp and cv for a ﬂuid 2 ∂M χ(cH − cM ) = T (5. H ∂M ∂H =− T ∂ 2F ∂H 2 . T (5.3 Thermodynamic inequalities for critical exponents in dimension D. There are now several cases.4) ∂T H where the isothermal susceptibility χ is χ= the two speciﬁc heats are cH = −T ∂2F ∂T 2 . H the inde˜ pendent variables and F (T.

13].3 are proven in a similar fashion from convexity properties of thermodynamics in [6–8.4 Table 5. (5. if R = 1 we expand with x > 0 cM /cH ∼ 1 + r|T − Tc |x and we ﬁnd α + 2β + γ = 2 + x > 2.4) that Aχ |T − Tc |−γ (BH − BM ) = T AM β|T − Tc |β−1 from which we ﬁnd γ = 2(1 − β) and BH − BM = Tc (AM β)2 /Aχ .14) 2 (5. all of these thermodynamic inequalities hold as equalities.2 Scaling theory for Ising-like systems Scaling theory extends the discussion of the description of critical phenomena from thermodynamic critical exponents to the position-dependent correlation functions.12) where BH and BM may be diﬀerent and we then ﬁnd from (5. We begin by discussing the spin correlation function σ0 σR at zero magnetic ﬁeld and consider the behavior for ﬁxed T as |R| → ∞.13) The remaining inequalities in Table 5. 12. For the Ising model in two dimensions we learn from the exact computations of chapters 11 and 12 that at H = 0 there are three separate cases which are summarized in Table 5.15) (5. When scaling theory holds.4 Deﬁnition of the correlation exponents at H = 0 for Ising-like systems.½¾ Critical phenomena and scaling theory α + 2β + γ = 2. anomalous dimension correlation length correlation length T = Tc T > Tc T < Tc σ0 σR ∼ CTc /RD−2+η σ0 σR ∼ C> e−R/ξ> (T ) /Rp ξ> (T ) ∼ Aξ |T − Tc |−ν σ0 σR ∼ M 2 + C< e−R/ξ< (T ) /Rp ξ> (T ) ∼ Aξ |T − Tc |−ν .11) For the case of the Ising model where the speciﬁc heat has a logarithm but the spontaneous magnetization and susceptibility are pure power laws we write at T → Tc cH ∼ Ac ln |T − Tc | + BH . On the other hand. 5. (5.10) (5. and cM ∼ Ac ln |T − Tc | + BM (5.9) (5.

Case 2. From this model result we formulate a general form for the leading asymptotic behavior of the correlations at T > Tc in dimension D of C> (T ) −R/ξ> (T ) e (5.17) R2 = (sx Rx )2 + (sy Ry )2 where the correction term O(R−2 ) depends on sx Rx /sy Ry as well as on R.2. Case 1. More generally for the anisotropic lattice E v = E h at T = Tc the correlation has the leading behavior of CTc σ0 σRy . .16) R where (5.19) The quantity ξ> (T ) is called the correlation length.21) σ0 σR ∼ Rp where (5. From this model result we formulate a general form for the leading asymptotic behavior of the correlations at T = Tc and H = 0 in dimension D of σ0 σR ∼ CTc . Asymptotic behavior of σ0 σR at T = Tc and H = 0 On a lattice away from Tc the correlations tend to have the symmetry of the lattice. But it is found in the two-dimensional Ising model on the isotropic square lattice with nearest neighbor interaction energies E v = E h that as T → Tc for H = 0 the leading behavior of the correlations becomes rotationally invariant.1 Scaling for H = 0 We begin by considering three separate cases of the R → ∞ behavior of the spin correlation function σ0 σR . cubic.18) The exponent η is known as the anomalous dimension. RD−2+η (5.20) C> (T ) −R/ξ> (T ) e [1 + O(R−1 )] R1/2 (5. (5.Rx = 1/4 [1 + O(R−2 )] (5. etc. square.Scaling theory for Ising-like systems ½¾ 5. Asymptotic behavior of σ0 σR at T > Tc and H = 0 When T > Tc and H = 0 the Ising spin–spin correlation function decays exponentially rapidly as R → ∞ and for T ﬁxed we have σ0 σR = where as T → Tc + ξ> (T ) ∼ Aξ |T − Tc |−1 and C> (T ) ∼ c> |T − Tc |−1/4 .22) ξ> (T ) ∼ Aξ |T − Tc |−ν .

we have σ0 σR = M 2 {1 + where as T → Tc − ξ< (T ) ∼ Aξ |T − Tc |−1 and C< (T ) ∼ c< |T − Tc |−2 . Asymptotic behavior of σ0 σR at T < Tc and H = 0 When T < Tc and H = 0 the Ising spin correlation σ0 σR approaches the square of the spontaneous magnetization. neither the T > Tc form (5. in the sense that if T is set equal to Tc . (5. Scaling limit for H = 0 The scaling limit is deﬁned at H = 0 as the limit T → Tc and R → ∞ with T →Tc − R→∞ lim R/ξ< (T ) = lim Aξ−1 R|T − Tc |ν = r for T < Tc T →Tc − R→∞ (5. Scaling function for T < Tc and H = 0 The scaling two-point function G− (r) is deﬁned for T < Tc from the correlation function σ0 σR as G− (r) = lim M (T )−2 σ0 σR (5.23) From this model result we formulate a general form for the leading asymptotic behavior of the correlation function for T < Tc in any dimension D of σ0 σR ∼ M 2 {1 + where as T → Tc − ξ< (T ) ∼ Aξ |T − Tc |−ν and C< (T ) ∼ c< ξ< (T )p .25) and (5.24) C< (T ) −R/ξ< (T ) e [1 + O(R−1 )]} R2 (5.29) T →Tc − scaling where M (T ) is the spontaneous magnetization which is parameterized as T → Tc − by Table 5.16).2.28) ﬁxed.27) and T →Tc + R→∞ lim R/ξ> (T ) = lim A−1 R|T − Tc |ν = r for T > Tc ξ T →Tc + R→∞ (5. the approach to this limit is exponential and.26) we must have G− (r) ∼ 1 + c< e−r rp for r 1. (5.½¿¼ Critical phenomena and scaling theory Case 3.25) A most important feature of these three cases of the R → ∞ behavior of the correlation σ0 σR is that they are not uniform. From (5. Scaling theory attempts to unite these three cases together by deﬁning the scaling limit and the scaling function.23) reduces to the T = Tc result (5.19) nor the T < Tc form (5. for T ﬁxed. (5.30) .26) C< (T ) −R/ξ< (T ) e } Rp (5.

(5.27) and (5.18) of σ0 σR we extend (5. · · · .31) We then make contact with the large R behavior of σ0 σR at T = Tc by extending (5. · · · . Thus we ﬁnd the exponent relation 2β = ν (D − 2 + η) (5.37) (5.34) which we will see in chapter 12 holds analytically for the two-dimensional Ising model.28). Scaling theory makes the assumption that these two behaviors do in fact agree.38) and similarly for T > Tc we deﬁne G+ (r1 . rn−1 ) = lim M (T )−n σ0 σR1 · · · σRn−1 (n) scaling (5. For T < Tc we deﬁne G− (r1 . To compare this with the T = Tc form (5. and scaling theory assumes that G+ (r) is ﬁnite and nonvanishing. rn−1 ) = lim |T − Tc |−nν(D−2+η)/2 σ0 σR1 · · · σRn−1 (n) scaling (5.32) Then using the T = Tc form (5.33) Because the left-hand side is independent of T − Tc the dependence of T − Tc on the right-hand side must cancel.39) with the scaled lengths rj deﬁned as in (5.35) to σ0 σR ∼ const |T − Tc |ν(D−2+η) G+ (R|T − Tc |ν ) and we see that in order to regain (5. Scaling function for T > Tc and H = 0 The scaling two-point function G+ (r) is deﬁned for T > Tc from the correlation function σ0 σR as G+ (r) = lim const|T − Tc |−ν(D−2+η) σ0 σR T →Tc + scaling (5.36) Scaling functions for n-point correlationss We now may extend our deﬁnitions of scaling functions from the two to the n-spin correlations.31) for the small r behavior of G− (r) on the right-hand side we ﬁnd const const |T − Tc |2β ∼ .18) we need G+ (r) ∼ const as r → 0. . rD−2+η (5.2 for M (T ) and (5.29) to σ0 σR ∼ M (T )2 G− (R|T − Tc |ν ). rD−2+η (5.Scaling theory for Ising-like systems ½¿½ There is no a priori reason why the large R behavior of < σ0 σR > at T = Tc must agree with the small r behavior of G− (r). RD−2+η (R|T − Tc |ν )D−2+η (5. Thus scaling theory assumes that G− (r) → const as r → 0.35) where const is some normalizing constant.18) on the left-hand side and Table 5.

44) There are no exact computations known for the Ising model with H = 0 but we may consider expanding the correlations for H = 0 in a power series in H/kB T by writing the interaction energy as E = E0 − H σR .2 Scaling for H = 0 (5.46) . If we now use the exponent equality of Rushbrooke (5. (5. (5. (5.2.½¿¾ Critical phenomena and scaling theory Relation of correlation to thermodynamic exponents We may now use these scaling functions to relate the thermodynamic exponents to the correlation exponents. 5.43) This relation was ﬁrst obtained in 1959 by Fisher [1] for the two-dimensional Ising model.43) we obtain the relation valid for T < Tc Dν = 2 − α .34) and the constant depends on the details of the lattice interaction constants.41) (2−η) where in the last line we used (5.34) and (5.42) Thus we ﬁnd the prediction of scaling theory for the Ising model that the susceptibility exponents γ and γ satisfy γ = (2 − η)ν and γ = (2 − η)ν.32) to write kB T χ(T ) ∼ R M (T )2 {G− (R|T − Tc |ν ) − 1} dD r{G− (r) − 1} −2β) ∼ M (T )2 |T − Tc |−Dν ∼ const |T − Tc |−(Dν ∼ const |T − Tc |−ν dD r{G− (r) − 1} dD r{G− (r) − 1} (5.40) As T → Tc − we use the scaling form (5. For example consider the expansion of the magnetic susceptibility in terms of the two-point function χ(T ) = ∂M (H) ∂H = H=0 1 kB T { σ0 σR − M (T )2 }.9) with (5. R (5.45) R Thus σ0 σR H = Z(H)−1 σ σ0 σR e−E0 /kB T +H/kB T R σR (5. Similarly for T → Tc + kB T χ(T ) ∼ const |T − Tc |−ν(2−η) dD r G+ (r).

50) These facts will be incorporated in our scaling theory by dropping the distinction between high and low temperature exponents and by extending the deﬁnition of the scaled magnetic ﬁeld to H h = lim (5. (5.38) and (5. r1 .47) where the superscript c means that only the connected part of the correlation function is to be used.Scaling theory for Ising-like systems ½¿¿ and by expanding the exponential we obtain σ0 σR H − M (H)2 = 1 (H/kB T )n n! n=1 ∞ σ0 σR σR1 · · · σRn Rj c H=0 (5. Then if we use the scaling form of the n-point function (5. Furthermore from the exact calculations in D = 2 for the Ising model at H = 0 we ﬁnd that in fact α = α.39) we see that in order for a scaling function to exist we need the existence of the limit T → Tc and H → 0 of 1 n! ∼ H kB T const n! n M n+2 Rj G− (|T − Tc |ν R. |T − Tc |ν (D+2−η)/2 (5. (5. However.51) H→0 |T − T |ν(D+2−η)/2 c T →Tc which is now taken to hold both above and below Tc . γ = γ ν = ν. · · · rn ) n (5. there are no singularities for H = 0 at T = Tc so the scaling functions for T < Tc and T > Tc must smoothly and analytically match together at T = Tc for H = 0. |T − Tc |ν Rj ) n H kB T n |T − Tc |β(2+n) |T − Tc |−Dν dD r1 · · · drD G− (r.49) We have thus far treated T above and below Tc separately and have thereby introduced the distinction between the low temperature exponents α .53) we deﬁne a general scaling function 2 (5. a scaled temperature 2 τ = lim (T − Tc )H − ν(D+2−η) . |T − Tc |ν R1 .52) H→0 T →Tc We now may deﬁne κ = |T − Tc |ν + H D+2−η and in terms of (5. γ and ν.53) . γ and ν and their high temperature counterparts α. · · · .48) and hence we obtain for T < Tc the deﬁnition of the scaled magnetic ﬁeld h = lim H |T − Tc |Dν −β H→0 T →Tc = lim H→0 T →Tc − H . The distinction between T > Tc and T < Tc may be avoided if we deﬁne. in analogy to the scaled ﬁeld h.

60) where G(∞. and where the scaling limit is deﬁned as T → Tc . H) are given in terms of the free energy as M (T.57) the magnetization M (T.56) where AR depends on the lattice constants but is independent of T and H. (5. with r = AR κR and τ both ﬁxed (5. as σ0 σR ∼ κD−2+η A−1 G(κR. and thus (5. τ ) = AG lim κ−(D−2+η) σ0 σR scaling (5. τ ) is assumed to be ﬁnite. (5.½¿ Critical phenomena and scaling theory G(r. H → 0. with the assumption that G(∞.62) δ+1 For the two-dimensional Ising model we have seen that η = 1/4. Thus we ﬁnd G± (r) = G(r.64) . At T = Tc we have τ = 0 and thus.61) δ−1 .54).58) (5. H) ∂H (5. we compare the H dependence of M 2 (Tc . H) = − ∂ F (T. τ ) deﬁned by (5.59) We may now make contact with the thermodynamic exponent δ by noting that from (5. τ ) is independent of the lattice constants. ±∞). Scaling theory assumes that the behavior of σ0 σR near T = Tc and H = 0 is given in terms of the scaling function G(r.60) with the deﬁnition of the exponent δ of Table 5. H) for H ∼ 0 given by (5.2 to ﬁnd δ= which is also written as D+2−η D−2+η (5.61) gives 2−η =D δ = 15.63) Finally we note that the magnetization M (T. H) is related to the scaling function G(r. t) G (5.55) and that the lattice-dependent constants AG and AR can be chosen such that the scaling function G(r. 0) = 0. (5. This deﬁnition of the scaling function will reduce to the previous deﬁnitions of G± (r) if we choose the lattice-dependent constants AR and AG such that as T → Tc − AR κ ∼ 1/ξ< and M 2 (T ) ∼ AG κ2β/ν . H) and the susceptibility χ(T.54) where AG is independent of T and H but may depend on the lattice interaction constants. H) = lim σ0 σR ∼ κD−2+η A−1 G(∞.57) R→∞ (5. τ ) G R→∞ (5. τ ) by M 2 (T.

Unfortunately the Ising model has only been exactly solved at H = 0.74) (5.68) ∂ ∂f (τ ) |τ |1+∆ .Scaling theory for Ising-like systems ½¿ ∂ ∂2 M (T. H) = −kB T F (T. which is suﬃcient only to give the following results: f (−∞) = f (∞) = 0 ∂f (τ ) ∂f (τ ) = 0.2 we ﬁnd the exponent relations β = 2 − α − ∆ = 2 − α − ν(D + 2 − η)/2 γ = γ = 2 − α − 2∆ = 2 − α − ν(D + 2 − η). ∂H ∂H 2 Near T = Tc and H = 0 we write a scaling form for the free energy as kB T χ(T.70) ∂τ ∂τ Now if we set H = 0 and compare the temperature dependence with the parameterizations in Table 5.67) ∂H ∂H ∂τ ν(D + 2 − η) ∂τ where we will deﬁne for convenience what is called the gap exponent ∆ = ν(D + 2 − η)/2. and the expression (5. H) = kB T F (T.76) (5.44) with the identiﬁcation of high and low temperature exponents (5.65) (5. and thus the only exact information we have comes from the free energy.71) for β will agree with the previously determined relation (5. lim τ 1+∆ = const > 0 lim τ 1+∆ τ →∞ τ →−∞ ∂τ ∂τ ∂ ∂f (τ ) = const± = 0 lim |τ |1+∆ |τ |1+∆ τ →±∞ ∂τ ∂τ where the constants const± in (5.50). spontaneous magnetization and susceptibility at H = 0.69) (5. H) ∼ ∆−1 |T − Tc |2−α−∆ |τ |1+∆ and kB T χ(T.72) will agree with (5.77) are known to be quite diﬀerent.75) (5.66) ∂ ∂τ ∂ 2 ∂ = =− |T − Tc |−ν(D+2−η)/2 |τ |1+ν(D+2−η)/2 (5. H) ∼ F (T. (5.77) . (5.71) (5. H)analytic + |T − Tc |2−α f (τ ) and use and (5. Thus we obtain in the scaling limit M (T.43) if Dν = 2 − α (5. H). H) = ∆−2 |T − Tc |2−2∆ |τ |1+∆ ∂f (τ ) ∂τ (5.72) The expression (5.34) 2β = D − 2 + η.73) which is the relation (5. (5.

Instead of attempting to construct a theory in the scaling region by beginning with a low temperature theory.68) as (5. in terms of the high temperature exponents α and γ. The exponent β follows from (5.78) (5.79) as η =2− Dγ 2−α (5.61) and (5.50) as 1 (2 − α − γ) 2 the exponent ν follows from (5.3 Summary of critical exponent equalities The assumptions of scaling theory given above show that only two of the exponents are independent. (5. We will illustrate this for the classical n vector model. the Heisenberg magnet and the Lennard-Jones ﬂuid.81) and the gap exponent ∆ follows from (5.79) the exponent δ follows from (5. These are usually taken to be the high temperature exponents for the speciﬁc heat α and for the susceptibility γ.50) as β= ν = (2 − α)/D the exponent ν follows from (5. the deﬁnition of the low temperature scaling function for the two-point function (5.29) was constructed.43) and (5.50) ∆= α=α γ=γ ν=ν. (5.2. this construction which starts from the low temperature regime is not always either convenient or appropriate.82) 2 We also recall the assumed equality of high and low temperature exponents (5. for Ising-like systems. This low temperature deﬁnition was then extended to temperatures above Tc and to include H = 0 as well.80) 1 (2 − α + γ). For more general systems.79) and (5.80) as δ= 2−α+γ 2−α−γ (5. All other exponents may be obtained by use of the scaling laws.9) and (5. the scaling laws compute all exponents.½¿ Critical phenomena and scaling theory 5.83) Thus. . The ﬁnal result was a theory which is valid in the scaling region T → Tc and H → 0. 5. from the low temperature exponents and correlation functions.3 Scaling for general systems The scaling theory developed for the Ising model in the previous two sections began with critical exponents deﬁned in the low temperature regime at H = 0 and.80) (5. including the exponent of spontaneous magnetization which is only deﬁned for T < Tc .44) and (5. however. and only afterwards will we attempt to make contact with results obtained for high and low temperatures. we reverse the process and posit ab initio a scaling theory valid in the scaling region.

88) However. H)−1 R z dSR S0 e−H/kB T (5.84) where now SR are spin operators that commute with each other on diﬀerent sites and on the same site obey the commutation relations y y y x z z x z x [SR . SR ] = iSR (5. H) = ∂H z z { S0 SR − M (T.R SR · SR − H R z SR (5.3.90) and for the quantum Heisenberg model the similar formula holds with the integral replaced by the trace over all states. SR ] = iSR . H) = R dSR e−H/kB T (5. SR ] = iSR . for H = 0 and H = 0 with T < Tc equality of the longitudinal and transverse correlations does not hold. The magnetization of the n vector model is deﬁned as M (T.Scaling for general systems ½¿ 5.89) where Z(T. The Hamiltonian for the quantum mechanical Heisenberg model is the same as (5. H) = ∂M (T. The longitudinal correlations are analogous to the Ising correlations whereas the transverse correlations are a new feature. We note that. We will by convention assume that for T < Tc the spontaneous magnetization is in the z direction.84) where SR is a classical vector with n ≥ 2 components at the site R which satisﬁes S2 = 1 (5. [SR .86) (5. for T > Tc and H = 0.87) with S† = SR and S2 = S(S + 1) R R where S is an integer or half integer and is the magnitude of the quantum spin. H) = S z = Z(T. H)2 } R (5. When n = 3 this is the classical Heisenberg magnet. Thus the magnetic susceptibility is given in terms of the longitudinal correlations as χ (T. [SR .91) . There will then be two types of correlations to consider: correlations of z i the spins SR which we will call longitudinal correlations and correlations of spins SR which we call transverse correlations.85) and R and R will be restricted to be nearest neighbors on some lattice. it follows from rotational invariance in spin space that z z i i S 0 SR = S 0 SR for all i. (5.1 The classical n vector and quantum Heisenberg models The classical n vector is deﬁned by the Hamiltonian H = −J R.

(5. τ ) when r → ∞ smoothly connects to the behavior of z z S0 SR when R is ﬁrst large and then T − Tc and H are allowed to become small. H). H) = R x x S 0 SR . τ ) = AG scaling z z lim κ−(D−2+η) S0 SR scaling lim κ−(D−2+η) M 2 (T. Thus the scaling of the two-dimensional Ising model is a means extending our considerations of the system away from the critical point into a region in the vicinity of T = Tc . x x z z We thus need to inquire about the behavior of the correlations S0 SR and S0 SR for large R on the lattice. scaling (5. If we make the identical assumption for the n vector and quantum Heisenberg model we deﬁne the longitudinal and transverse scaling functions in the scaling limit T → Tc .92) Scaling theory for the Ising model is based on the assumption that on the lattice there exists a diverging correlation length ξ −1 = κ = |T − Tc |ν + H D+2−η 2 (5.½¿ Critical phenomena and scaling theory and in an analogous fashion we deﬁne a transverse susceptibility as χ⊥ (T. Connection of scaling functions at r → ∞ 1). τ ) when r → ∞ smoothly connects to the behavior of x x S0 SR when R is ﬁrst made large and then T − Tc and H are allowed to become small. 2). The behavior of G⊥ (r. (5. The behavior of G (r. H → 0.98) For the Ising model in D = 2 and H = 0 the scaling function G(r.93) and that this is the only length scale (in addition to the lattice length) in the system.96) (5. τ ) = AG and G (∞. R → ∞ with as x x G⊥ (r.95) (5. τ ) = AG⊥ lim κ−(D−2+η) S0 SR . . Scaling theory for general systems assumes that this same connection principle holds in general and thus we formulate the following connection principles for the two correlation functions of the n vector model.94) AR κR = r and τ = (T − Tc )H − ν(D+2−η) both ﬁxed 2 (5. The following summarizes what is known or assumed for these behaviors and the implications for the scaling functions which follow from the connection principle.97) G (r. ±∞) in the limit r → ∞ smoothly connects to the behavior of σ0 σR where |T − Tc | is small but R|T − Tc | is large.

100) (5. H)C⊥ (T. Ω) e−2R/ξ⊥ (T. Ω)e−R/ξ(T.Ω) R2 (5. H. Ω) R and thus from (5. H) S0 SR 2 . Connection at r → ∞ for H = 0 for D = 3 From low temperature spin wave computations for the quantum [14. H. H.101) (5. H)}{ S0 SR + M 2 (T.102) lim ξ(T.104) For large R and all T = Tc and H it is also inferred from low temperature spin wave computations that e−R/ξ⊥ (T. H) ∼ C (T. (5. 17] Heisenberg magnet and from the inequality of Dunlop and Newman [18] for the classical n = 2 vector model x x S0 SR 2 z z z z ≤ { S0 SR − M 2 (T.95). ∞) ∼ where 0 < c> < ∞ T →Tc c> e−r as r → ∞ r (5.104) for large R z z S0 SR − M 2 (T.103) it is inferred that as R → ∞ for H = 0 and all T = Tc that for D = 3 z z x x S0 SR − M 2 (T.99) where Ω speciﬁes the direction of R.108) . 15] and classical [16. H.97) requires that C⊥ (T. Connection requires that for large r G (r.Ω) R (5. H) ∼ M −2 (T.106) where 2 C (T. From this connection we will be able to estimate the exponents γ and α from the high temperature series expansions we will develop in chapter 9. Ω) = M −2 (T. H.Scaling for general systems ½¿ Connection at r → ∞ for H = 0 and T > Tc for D = 3 The large R behavior in D = 3 of the correlations is z z x x S0 SR = S 0 SR ∼ C> (T.107) Connection of these two expressions with the deﬁnitions of the scaling limit (5.Ω) x x (5. Ω)|T − Tc |ν = A−1 R and AR is the lattice-dependent constant introduced in (5. ∞) = G⊥ (r.96) and (5. (5. H)} (5.105) S0 SR ∼ C⊥ (T. Ω) ∼ κη (5. Ω).

103) we ﬁnd κ2η ≤ κ2η (5. c (τ ) < ∞ where κ⊥ (τ ) is a new correlation length which satisﬁes 0 ≤ κ⊥ (τ ) < ∞ for all τ including ±∞. τ ) + c (τ ) with 0 < c⊥ (τ ).120) Connection of scaling functions at T = Tc and H = 0 The scaling function G(r. τ ) of the Ising model is also assumed to have the property that. 0. (5. (5.114) (5. Ω) → ∞ and thus the large R behavior of the correlations is C⊥ (T. τ ).115) Connection at r → ∞ for H = 0 and T < Tc for D = 3 When H → 0 it is known from low temperature spin wave computations [19. Ω) ∼ κ−1+η (5. when r → 0.106). H. H) (5. R2 x x S 0 SR ∼ (5.108) and (5.117) z z S0 S R Connection requires that for large r G⊥ (r. −∞) ∼ G (∞. 0.112) (5.105). H) ∼ κ1+η in (5. (5. there is a smooth connection to the large R behavior of σ0 σR . G (∞. τ ) ∼ G (∞.113) (5.109) and thus using (5. Ω) R C (T. τ ) ∼ c⊥ (τ ) e−κ⊥ (τ )r r e−2κ⊥ (τ )r r2 (5.110) G (r. −∞) ∼ c⊥ (−∞) r c (−∞) r2 (5.111) which is obviously satisﬁed.118) (5. Ω) − M 2 (T. H.74) M 2 (T.119) G (r. −∞) + and thus we must have κ⊥ (−∞) = 0 (5.69) with (5. 20] that ξ⊥ (T.116) (5. We thus see for τ ﬁnite and r large that the scaling functions behave as G⊥ (r.109) and the κ dependence of the scaling law for M (T. 0) ∼ .½ ¼ Critical phenomena and scaling theory C (T.

τ ) dD r{G (r.125) (5.100) and (5. (5. H) ∼ 2 A−1 κD−2+η {G G become in the scaling limit χ⊥ (T. τ ) = G (r.91) and (5. H) which diverge as H → 0 for T < Tc where by deﬁnition M (T. 0) > 0. (5. t) − G(∞. H) ∼ const H −1/2 .Scaling for general systems ½ ½ when T = Tc . (5. For the Ising model in D = 2 this is conﬁrmed for τ = ±∞ but no independent conﬁrmation at ﬁnite τ yet exists. H) and χ (T. τ ) G⊥ z z S 0 SR (5.122) r where G is a ﬁnite nonzero constant which is independent of τ.127) The computation is done in terms of “spin wave excitations” and is one of the classic computations of magnetism in condensed matter physics. τ ) ∼ D−2+η (5.20] in 1956 where he showed for the quantum Heisenberg magnet in three dimensions that for T ∼ 0 χ (T.122) we see that the integrals converge and thus ﬁnd that the susceptibility exponent satisﬁes the exponent relation γ = ν(2 − η). for H = 0 and T < Tc we see from the asymptotic forms that the integrals in both (5.103) but without using scaling that χ (T. For the n vector model this connection requires that at T = Tc and H = 0 for R → ∞ const z z x x S0 SR = S0 SR ∼ D−2+η (5.126) If for H = 0 and T > Tc we use the asymptotic forms (5.96) and (5. t) − G (∞. Diverging susceptibility at H = 0 for T < Tc The transverse and longitudinal susceptibilities are expressed in terms of the correlations by (5. H) ≥ const M (T. Thus the susceptibilities χ⊥ (T. However. H) was ﬁrst seen by Dyson [19.97) written as x x S0 SR ∼ A−1 κD−2+η G⊥ (κr.124) − M (T. For the classical n = 2 vector model it was shown rigorously by Lebowitz and Penrose [21] in 1975 from the inequality (5. τ )}. H) for T < Tc both diverge as H → 0 and thus the low temperature exponent γ does not exist. H) ∼ A−1 κ−2+η G⊥ χ (T. H)4 ln HM (T.123) (κr.125) and (5.92) which when we use forms (5. The divergence of χ (T. H) ∼ A−1 κ−2+η G dD rG⊥ (r. τ )} (5.128) .121) R and that for r → 0 G G⊥ (r. H)7/2 H −1/2 for D = 3 const for D = 4 const M (T.126) diverge.

53) of the Ising model deﬁnition and scaling functions from the ﬂuid analogue of (5.54). (5. H) ∼ A−1 c (−∞)κ−2+η κ−1 4π ⊥ G ∞ 0 ∞ 0 dy ye−y dy e−y . (5. 5.134) Lennard-Jones ﬂuids The Lennard-Jones ﬂuid introduced in chapter 2 is a classical continuum model with a two body interaction potential with n > m U (R) = (R/σ)−n − (R/σ)−m .125) and (5.133) −1/2 4πc (−∞)(Tc − T ) −ν3(1−η)/4 H . H) ∼ A−1 c⊥ (−∞)κ−2+η κ−2 4π G⊥ ⊥ χ (T.113) in the integrals of (5.112) and (5.135) This potential decays as (R/σ)−m as R → ∞. H) ∼ AG 5. Loosely speaking this is the idea that near the critical point when the correlation length becomes large compared with the lengths over which the potential is nonzero that there should be properties of the behavior which do not depend on the details of the interaction but only on properties such as the dimensionality of space and the number of components in the n vector model. Thus we ﬁnd χ⊥ (T.126).3.4 Universality We conclude this chapter with the introduction of the concept of universality.132) ⊥ and hence we ﬁnd the ﬁnal results [17] χ⊥ (T. The ﬁrst place such a universality can be seen is in the comparison of the exact solution of the Ising model on the triangular and square lattice where all the dependence . This algebraic decay means that we cannot deﬁne a correlation length ξ(T ) from the decay e−R/ξ(T ) and hence we cannot deﬁne the exponent ν from the divergence of ξ(T ) as T → Tc .131) Thus.2 −1 (5.95) that as τ → −∞ with D=3 κ−1 (τ ) ∼ τ ν(5−η)/4 = H −1/2 (Tc − T )ν(5−η)/4 (5. and consequently the two-particle correlation can decay as R → ∞ no faster than R−m . now the large r behavior of the scaling function will have to match for the power law behavior determined by the R−m . (5.129) (5. since κ⊥ (τ ) is a function of τ alone we ﬁnd from (5. H) ∼ A−1 4πc⊥ (−∞)(Tc − T )ν(1−η)/2 H −1 G⊥ χ (T. ⊥ (5.½ ¾ Critical phenomena and scaling theory These divergences for H → 0 are obtained by using the forms (5. The scaling laws for exponents will still formally hold but there are no high temperature expansions from which the exponents can be estimated.130) This will give a divergence of H −1/2 in D = 3 for χ if as t → −∞ κ−1 (τ ) ∼ H −1/2 . However. Nevertheless we can still formally deﬁne a κ from the ﬂuid analogue of (5.

94)–(5. The answer to this seems not to be known. is in advance of our ability to make rigorous proofs. c⊥ (τ ).112). From universality we predict that these exponents depend only on the dimension D of space and the number of components n of the spin variables (or order parameter) and are independent of all other details of the interaction energies if they are not too long range. It can also be asked if. c (∞. Therefore universality will say that the critical exponents of the quantum ferromagnet and antiferromagnet are the same. τ ) and c (τ ) of (5. and (5. Universality is supported by the fact that the two-dimensional Ising model can be exactly solved on the triangular lattice with three diﬀerent values of the interaction strengths on the three legs of . nonzero and independent of τ .98) the predictive power of scaling comes from the assumption that the connection constants c> . It is obvious that the scaling functions are not the same. The weakest version of universality for these systems is the statement that the critical exponents do not depend on the quantum spin S of the system and thus that the classical and quantum Heisenberg magnets have the same exponents. 5. More generally. Scaling has powerful support from the fact that all the predictions are proven exactly true for the two-dimensional Ising model at H = 0. (5.Missing theorems ½ ¿ on the lattice constants is in the factors AR and AG of (5. and these two exponents can be estimated by means of high temperature series expansions.96). A less obvious statement of universality relates to the relation between the quantum and classical Heisenberg model. Clearly the concept of universality and scaling. it is still the case that all dependence on the lattice interactions is contained in the AR and AG . and (5.113) are ﬁnite and nonzero for all τ including ±∞.95). for the Heisenberg magnet. all the evidence is that. the complete scaling function is independent of the quantum spin. This is a striking assertion because we saw in the previous chapter that while spontaneous antiferromagnetic order could be proven to exist in the three-dimensional quantum Heisenberg antiferromagnet there is no proof of order for the quantum ferromagnet. Finally we would like to know if there is any universality between the threedimensional lattice gas (which is isomorphic to the three-dimensional Ising model) and the Lennard-Jones ﬂuid which is thought to describe real inert gases. These scaling assumptions allow us to predict the low temperature exponent β of the spontaneous magnetization and the exponent η of the correlations functions at T = Tc from the high temperature exponents α and γ. Moreover for the classical Heisenberg magnet the ferromagnet and the antiferromagnet map onto each other if the lattice is bipartite. and G of (5.97). (5. The only case for which this has been proven true is the Ising model in two dimensions at H = 0.5 Missing theorems When scaling theory is deﬁned by (5. merely by changing the sign of the spin on one sublattice. but it is commonly asserted that universality implies that the critical exponents of the three-dimensional Ising model are the same as the Lennard-Jones ﬂuid and as real inert gases.122) is ﬁnite. if correct.100). for any ﬁnite range interactions in an Ising system in either two or three dimensions.

The Ising model in D = 3 C. Prove the inequality (5. Prove that the exponents of the Ising and/or Heisenberg ferromagnet. We list in Table 5. Prove that the exponents of the quantum Heisenberg antiferromagnet are the same as those of the ferromagnet 4. 6. These observations were the starting point for the development of scaling and universality. The n = 3 classical Heisenberg model D. . are equal for the cubic.½ Critical phenomena and scaling theory the triangle and when the interactions are all positive the exponents and the scaling functions are independent of the interaction constants.5 Some “missing theorems” in the theory of scaling and universality. Prove that the exponents of the spin S quantum Heisenberg ferromagnet are independent of S.122) for A. Prove the inequality (5.5 a few of these “missing theorems” which have arisen in the course of this chapter. The n = 3 spin S quantum Heisenberg ferromagnet. Because of the striking and powerful predictions of scaling and universality it would be most desirable to have some proofs of their validity which do not rely on exact integrability of the system. Prove the assumed T = Tc connection (5. fcc and bcc lattices 5. and thus it may be asked whether for models which do not have these strong integrability properties all of the predictions of scaling and universality will continue to hold. Unfortunately no such theorems exist at present.103) for the n = 3 component classical Heisenberg ferromagnet. these results were obtained by using the very strong integrability properties of the Ising model. 1. Table 5. The Ising model in D = 2 for H = 0 B. 3. 2.103) for the spin S quantum Heisenberg ferromagnet. However.

Rev. 180 (1969) 594–600. Physics 2 (1966) 263–272. 43 (1965) 1958–1968. Rushbrooke. D. o M. [15] R.W. Phys. Paliauskas. J. 5 (1964) 944–962. J. Stinchcombe. Buckingham and J.B. Thermodynamic inequality near the critical point for ferromagnets and ﬂuids. Griﬃths. Chem. Phys.D. Rev. Dunlop and C. Rev. . Correlations at the critical point of the Ising model. J. 39 (1967) 395–431. Phys.J. The theory of equilibrium critical phenomena. 39 (1963) 842–843. F. Gunton. Widom. Griﬃths. G¨tze. Fisher. Brout. Phys. 178 (1969) 848–853. Scaling laws for Ising models near Tc . Harris. Aspenes and J. Silberglitt and A. [17] M. Dynamics of the Heisenberg magnet at low temperatures. Pad´ approximant studies of the lattice gas and e Ising ferromagnet below the critical point. J. Mod. E.References [1] M.P. E. A8 (1973) 1111–1124. Phys. [3] J. Jasnow. Patashinskii and Z. Rayl. Chem. Rev. Swift. Fisher. Kadanoﬀ. Phys. [9] L. [5] M.E. Equation of state in the neighborhood of the critical point.N. [2] G.A. Reports in Progress in Physics.M. Helicity modulus.P.S. Chem.V. Rev. Rev. [6] R.S. Lewis. Fisher.S. 14 (1965) 623–624. Kadanoﬀ. superﬂuidity and scaling in isotropic systems. Rigorous inequalities for critical-point correlation exponents. [11] L. Phys. D. [7] R. Essam and M. Math. Rev 174 (1968) 640–658. [10] M. [19] F. Phys. Rev. Hamblen. Phys. Phys. 38 (1963) 802–812. Comm. Kane. R. 102 (1956) 1217– 1230. Multicomponent ﬁeld theories and classical rotators.43 (1964) 3808–3905.E. [8] G. M. Phys.E.E.B. Fisher. Dyson. J. Pokrovsky. General theory of spin wave interactions. Longitudinal susceptibility and correlations in degenerate systems. 36 (1967) 615–730. [4] B. Thermodynamic behavior of the Heisenberg ferromagnet. 44 (1975) 223–235. Phys. Ferromagnets and simple ﬂuids near the critical point: some thermodynamic inequalities. J. Correlation functions and the critical region of simple ﬂuids. J. G. Phys. [12] M. Fisher. Static phenomena near critical points: Theory and experiment. [13] M. [16] A. Phys. Letts. Sov. Rushbrooke. JETP 37 (1973) 733–736. [14] R. Phys. 43 (1965) 3439–3441. Phys. 130 (1963) 155–176. [18] F. On the thermodynamics of the critical region for the Ising problem.B.E.J. Barber and D. Math. V. Chem. Fisher. W.Hecht.B. The susceptibility of the plane Ising model. Chem. Physica 25 (1959) 521– 524. Horwitz. Newman. Englert and R. On the Griﬃths inequality at a critical point.

Penrose.½ References [20] F.L. Phys.J. Letts. Lebowitz and O. [21] J. Rev. Phys. . Divergent susceptibility of isotropic ferromagnets. Thermodynamic behavior of an ideal ferromagnet. 102 (1956) 1230–1244. Rev. Dyson. 35 (1975) 549–552.

.. we make a second better. human nature turns to another. Jane Austen . if the ﬁrst calculation is wrong.if one scheme of happiness fails.Part II Series and Numerical Methods .

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each of which can be represented in what is called a Mayer graph.j ) (6.6 Mayer virial expansions and Groeneveld’s theorems In this chapter we study the expansion of the equation of state when the density ρ = 1/v = N/V is small for a system of N particles in a volume V of mass m interacting through the pair potential U (r) with the Hamiltonian N H= i=1 p2 i + 2m U (ri − rj ). (6. This will be derived in section 6.2) we introduce what is called the Mayer function f (ri.1.j = e−U (ri −rj )/kB T − 1.4) consists of 2N terms. In the grand canonical ensemble in a ﬁnite volume V we will denote the pressure and density as a function of the activity (or fugacity) z by p(z. V ) and ρ(z. V ) = kB T ∞ z k bk (V ) k=1 (6.2. by a set of points numbered from 1 to N and m lines representing the functions fi.2) The coeﬃcient of 1/v is called the second virial coeﬃcient. The most elementary result is that as v → ∞ Pv 1 =1− kB T 2v dD r(e−U (r)/kB T − 1) + O(v −2 ).3) to write exp{− 1 kB T U (ri − rj )} = 1≤i<j≤N 1≤i<j≤N (1 + fi. The expansion (6. as p(z. In general these graphs may consist of a number of disconnected pieces. 6.j ) ≡ fi.1.4) and expand the product.5) . which will be proven in section 6. (6. In order to systematically extend (6.j where m ranges from zero to 2N (N −1)/2 An example of a Mayer graph with ten points is given in Fig. V ) respectively and refer to their expansions for small z as the activity (or cluster) expansion. It is given by Mayers’ ﬁrst theorem. 1≤i<j≤N (6.1) These expansions were ﬁrst derived by Mayer and Mayer [1].

8 f4. the βk are known as the irreducible cluster integrals. The quantities bk (V ) are known as the cluster integrals and the functions Uk (r1 .5) to obtain a third expansion P (ρ.11) . This graph has four disconnected pieces and its value is f1.3 f3.10 ρ(z. rk ) are called Husimi functions.9 f5.6) 1 k!V Uk (r1 .3 an expression in inﬁnite volume is derived for the pressure P (ρ) in terms of the (average) density ρ = limV.9) Vk+1 (r1 . Such Mayer graphs are called either biconnected or irreducible and the functions Vk (r1 .6 f2.10 f4.9 f9.8) is called the virial expansion. · · · . rk ) are those connected numbered Mayer diagrams with k points which do not become disconnected by the removal of any one point. 6. rk+1 )dD r2 · · · dD rk+1 . rk ) is the sum of all connected numbered (labeled) Mayer graphs of k points.5 f5. · · · .N →∞ N/V P (ρ) =ρ+ kB T with Bk+1 = − where βk = 1 k! Bk+1 ρk+1 k=1 (6. It is also possible to invert (6. V ) and use this in (6. V )) = =ρ+ kB T kB T Bk+1 (V )ρk+1 k=1 (6.8) k βk k+1 (6. The six-point graphs are given in [2].6) to obtain z(ρ. V )/kB T ) = dz ∞ kz k bk (V ) k=1 (6. the Bk are called the virial coeﬃcients and the derivation is known as Mayer’s second theorem. rk ) are known as the Ursell functions. V ) = z where bk (V ) = d (p(z. In section 6. · · · . V ) p(z(ρ. · · · . In the appendix we give the unlabeled irreducible (biconnected) graphs of four and ﬁve points and the number of labeled graphs to which they correspond. · · · .1 An example of a Mayer graph with 10 points.10 f5. The expansion (6.½ ¼ Mayer virial expansions and Groeneveld’s theorems Fig.7) and Uk (r1 .10) the integrals are over all (inﬁnite) space and Vk (r1 . rk )dD r1 · · · drD k V (6. (6. · · · .

Mayer virial expansions and Groeneveld’s theorems

½ ½

with Bk+1 (V ) =

k βk (V ) k+1

(6.12)

but unlike the bk (V ) deﬁned by (6.7), even though the βk (V ) are given as polynomials in the bk (V ), these βk (V ) are not given by restricting the integrals in (6.10) to a ﬁnite volume. This expansion will be considered in section 6.5. These expansions are useful whenever they converge, and we will consider four separate cases. We call R(V ) the radius of convergence of (6.5) and (6.6) and thus the radius of convergence of the limiting case V → ∞ of the series p(z; V ) = lim V →∞ kB T V →∞ lim is

V →∞ ∞ ∞

z k bk (V ),

k=1

V →∞

lim ρ(z; V ) = lim

V →∞

kz k bk (V )

k=1

(6.13)

lim R(V ).

(6.14)

It follows from the discussion of ﬁrst order phase transitions and grand partition function zeros in 3.4 that there are no phase transitions for |z| ≤ lim R(V ).

V →∞

(6.15)

**We call R the radius of convergence of the series deﬁned as
**

∞

z k bk =

k=1

p(z) , kB T 1 k!

∞

kz k bk = ρ(z)

k=1

(6.16)

with bk = lim bk (V ) =

V →∞

Uk (r1 , · · · , rk )dD r2 · · · dD rk

(6.17)

where the integrals are over all space. The expansion (6.17) diﬀers from (6.13) in that ∞ the limV →∞ and the sum k=1 have been interchanged. In general

V →∞

lim R(V ) ≤ R

(6.18)

which expresses the fact that the limiting position of the zero of Qgr (z, T ; V ) closest to the origin does not have to lead to a singularity of the pressure in the thermodynamic limit. We will similarly deﬁne R to be the radius of convergence of (6.8) and R(V ) to be the radius of convergence of (6.11). An argument similar to the argument given above shows that in general lim R(V ) ≤ R (6.19)

V →∞

**and that the system will not have any phase transitions for |ρ| ≤ lim R(V ).
**

V →∞

(6.20)

½ ¾

Mayer virial expansions and Groeneveld’s theorems

In section 6.4 we prove the theorems of Groeneveld [3] on the radius of convergence R for non-negative potentials U (r) ≥ 0. (6.21) In particular we will ﬁrst prove that 0 ≤ (−1)k−1 bk (V ) ≤ (−1)k−1 bk and bk k k−2 1 ≤ . ≤ k−1 k (2b2 ) k! (6.22)

(6.23)

When k = 2 the upper and lower bounds are both equal to 1/2. From (6.23) it will follow that R 1 1 <R< (6.24) 2|b2 |e 2|b2 | and that the point z = −R will be a singularity of p(z). Furthermore, for nonnegative potentials, because the Ursell function Uk has been shown to have only one sign in the entire integration region, it follows that bk (V ) ≥ bk (V ) if V is contained in V . Therefore it follows that R ≤ lim R(V ). (6.25)

V →∞

Thus, combining (6.25) with the general result (6.18) we obtain the result of Lebowitz [9, (4.3)] that for nonnegative potentials R = lim R(V ).

V →∞

(6.26)

The bounds may now be used to study the convergence of the virial expansion itself and in section 6.5 we prove a theorem of Lebowitz and Penrose [4] that 0.14476 · · · ≤ lim R(V ) ≤ R V →∞ |2b2 | and we will prove the bound |βk | ≤ 1 k |β1 | 0.14476 · · ·

k

(6.27)

=

1 k (6.90799 · · · |β1 |) . k

(6.28)

We note that |β1 | = 2|b2 | = 2B2 so (6.27) is written as 0.0728 ≤ lim R(V ) V →∞ B2 and (6.28) as |βk | ≤ from which using (6.9) we ﬁnd |Bk | 1 ≤ (13.81598 · · ·)k−1 k−1 k B2 (6.31) 1 (13.81598 · · · B2 )k k (6.30) (6.29)

Mayer virial expansions and Groeneveld’s theorems

½ ¿

We also note the large k limiting form of the bound (6.24) on bk obtained by using Stirling’s approximation k! ∼ k k+1/2 e−k (2π)1/2 in (6.23) (−1)k−1 bk 2k−1 (2e)k (5.43756 · · ·)k ≤ ≤ = . k−1 k 2(2π)1/2 k 5/2 2(2π)1/2 k 5/2 B2 It follows from (6.29) that there are no phase transitions for 0≤ρ≤ 0.0728 · · · B2 (6.33) (6.32)

The stongest known bound on the densities where there are no phase transitions for nonnegative potentials [4, footnote 18] is 0≤ρ≤ 0.13447 · · · 1 = (1 + e)2B2 B2 (6.34)

which is proven by use of integral equations [5] and an inequality of Lieb [6] The lower bound on R (6.27) is obtained from the bounds (6.23) on the cluster integrals bk , and as such may be called an indirect method of studying the convergence of the virial series (6.8)–(6.10). However, direct methods that deal directly with the irreducible cluster integrals βk have been developed by Groeneveld which improve the bound on βk . For nonnegative potentials the best reported result [7, part IV eqn.(5.1)] is 1 |βk | ≤ ak−1 (2B2 )k (6.35) k where k ≥ 2 and the numbers ak are deﬁned by ak = 1 2πi dξ ξ e (1 + eξ )k−1 ξ j+1 (6.36)

for k ≥ 1. For example [7, part IV eqn.(5.2)] 20 3 88 4 B2 and |β4 | ≤ B . (6.37) 3 3 2 We remark that, unlike the cluster integrals bk which alternate in sign for non-negative potentials, the signs of the βk for non-negative potentials are only known for low orders by direct computation. From (6.35) we ﬁnd the simpler (but weaker) bound on the βk

2 |β2 | ≤ 2B2 ,

|β3 | ≤

|βk | ≤

1 (2B2 )k 0.21780 · · · (7.1823 · · · B2 )k = k (1 + c0 )ck−1 k 0 c0 e1+c0 = 1

(6.38)

where c0 = 0.27846 · · · is the positive root of the equation (6.39)

and thus we have a bound of the virial coeﬃcient [7, part IV eqn.(5.4)] 0.21780 · · · |Bk | (7.1823 · · ·)k−1 ≤ k−1 k B2 which is a substantial improvement on (6.31). (6.40)

½

Mayer virial expansions and Groeneveld’s theorems

From either(6.38) or (6.40) we derive the lower bound on the radius of convergence of the virial expansion for non negative potentials [7, part IV eqn.(5.5)] R≥ 0.1392 · · · B2 (6.41)

which is a signiﬁcant improvement on the bound (6.29) obtained from indirect methods. Unfortunately the details of the proof of (6.35) have not been published. These bounds have been extended from non negative potentials to potentials which satisfy the stability condition (3.12)(with Φ replacing B) U (r − rj ) > −N Φ

1≤i<j≤N

(6.42)

**and for which the integral C=
**

V

dD r|e−U (r)/kB T − 1|

(6.43)

converges. For these potentials the radius of convergence of the cluster expansion in a ﬁnite volume satisﬁes 1 l bl (V )|1/(l−1) ≤ R(V ) ≤ |eΦ/kB T l−1 Ce1+2Φ/kB T (6.44)

for any l. The lower bound in (6.44) was ﬁrst shown by Ruelle [8] and the upper bound was ﬁrst shown by Penrose [9]. Lebowitz and Penrose [4] have shown that the the radius of convergence R of the virial expansion satisﬁes R ≥ lim R(V ) ≥

V →∞

0.14476 2 C 1+u

(6.45)

where u = e2Φ/kB T . (6.46) For non negative potentials u = 1 and C = 2B2 , and thus (6.45) reduces to (6.29). The best results for βk are those of Groeneveld [7, part IV eqns.(3.30),(3.31)] |βk | ≤ where pj (y) = Ck pk−1 (1 + u) k dξ (yeξ − 1)j ξ j+1 (6.47)

1 2πi

(6.48)

**and the more reﬁned bounds stated (but not proven) in [7, part IV eqns.(3.34),(3.35)]
**

− + βk ≤ βk ≤ βk

(6.49)

where for k ≥ 2

**Mayer virial expansions and Groeneveld’s theorems
**

µ βk = µ

½

Ck (2B2 )k {pk−1 (1 + u) − 1} − {pk−1 (1 − u) + 1}. 2k 2k

(6.50)

By use of the inequality which can be derived from (6.48) pk (1 + u) ≤ (1 + u)k we obtain from (6.47) [7, part IV eqn.(3.39)] |βk | ≤ C k (1 + u)k−1 (k − 1)k−1 . k! (6.52) kk k! (6.51)

An inequality stronger than (6.51) for large k is [7, part IV eqn.(3.41)] pk (1 + u) ≤ 1 c(u)k (6.53)

where c(u) is the smallest root of the equation [7, part IV eqn.(3.42)] c(u)e−c(u) = 1 . (1 + u)e (6.54)

Thus using (6.53) in (6.47) we ﬁnd [7, part IV eqn.(3.43)] |βk | ≤ 1 Ck k c(u)k−1 (6.55)

and thus the radius of convergence of the virial expansion R satisﬁes R≥ Finally, using c(u) = ec(u) 1 ≥ (1 + u)e (1 + u)e (6.57) c(u) . C (6.56)

in (6.56) we obtain [7, part IV eqn.(5.46)] R≥ 0.18394 · · · 2 2 1 = 2eC 1 + u C 1+u (6.58)

which is stronger that (6.45). The convergence of the integral C (6.43) is guaranteed for weakly tempered potentials, and thus the lower bounds (6.45) and (6.58) prove that the virial expansion has a ﬁnite radius of convergence for all stable weakly tempered potentials. We ﬁnally conclude in section 6.6 with theorems on the counting of Mayer diagrams.

½

Mayer virial expansions and Groeneveld’s theorems

6.1

**The second virial coeﬃcient
**

∂A ∂V

**In the canonical ensemble the pressure is given as P =− (6.59)
**

T

where A, the Helmholtz free energy, is deﬁned from the partition function QN (V, T ) = as A = −kB T lnQN (V, T ). (6.61) For the class of Hamiltonians given by (6.1) the Gaussian integrals over the variable pi are easily done, and thus (6.60) is more explicitly written as QN (V, T ) = 1 N !λDN dD r1 · · · dD rN e

V − k 1T

B i<j

1 N!

dD p1 · · · dD pN

V

dD r1 · · · dD rN e−H/kB T

(6.60)

U (ri −rj )

(6.62)

where λ, which is called the thermal wavelength, is deﬁned by λ= 1 . (2πmkB T )1/2 (6.63)

We are interested in the thermodynamic limit where V → ∞, N → ∞, with ρ = N 1 = ﬁxed. v V (6.64)

In the noninteracting case where U (r) = 0 we trivially have QN (V, T ) = Therefore from (6.61) we have A = −kB T (N lnV − ln(N !λDN )) and thus from (6.59) kB T N kB T = V v which is the equation of state for the ideal gas. In general we write VN ˜ QN (V, T ) QN (V, T ) = N !λDN where 1 − 1 ˜ QN (V, T ) = N dD r1 · · · dD rN e kB T V V P = (6.67) (6.66) VN . N !λDN (6.65)

(6.68)

U (ri −rj )

i<j

(6.69)

The second virial coeﬃcient

½

1 ˜ (6.70) lnQN (V, T ) N under the assumption that, in the thermodynamic limit (6.64), the limit on the righthand side exists. Then, using (6.70) in (6.68) and (6.61) we ﬁnd from (6.59) ˜ f (v, T ) =

N →∞, V →∞

and deﬁne

lim

**1 ∂ P ˜ = + f (v, T ) kB T v ∂(V /N ) and thus ∂ ˜ Pv = 1 + v f (v, T ). kB T ∂v To proceed further we use (6.4) in (6.69) to write 1 ˜ QN (V, T ) = N V dD r1 · · · dD rN
**

V 1≤i<j≤N

(6.71)

(6.72)

(1 + fi,j )

(6.73)

and expand the product. In order for the limit (6.70) to exist it is necessary that ˜ QN (V, T ) behave as an exponential in N as N → ∞ and this is achieved in the lowest order of approximation by keeping only those terms in the expansion of the form fj1 ,j2 fj3 ,j4 · · · fj2n−1 ,j2n where all of the ji are distinct. For a given n the number of such terms is N (N − 1)(N − 2) · · · (N − 2n + 1) n!2n and thus we have ˜ QN (V, T ) ∼ 1 + N (N − 1) · · · (N − 2n + 1) n!2n n=1 1 2v

n N/2

(6.74)

(6.75)

1 V

n

dD rf1,2 (r)

V

.

(6.76)

In the limit (6.64) this becomes ˜ QN (V, T ) ∼ 1 + Nn n! n=1 dD rf1,2 (r) = exp N 1 2v dD rf1,2 (r) . (6.77)

Therefore from (6.70) 1 ˜ f (v, T ) ∼ 2v and from (6.72) we ﬁnd 1 Pv dD rf1,2 (r) ∼1− (6.79) kB T 2v which is the desired result (6.2). Under the weakly tempered assumption of the pair potential (3.22) this integral converges at r → ∞. Comparing with the deﬁnition of the virial series (6.8) we see that the second virial coeﬃcient is B2 (T ) = − 1 2 dD rf1,2 (r) (6.80) dD rf1,2 (r) (6.78)

and we note that B2 (T ) may be positive, negative or even zero. The temperature (if any) TB at which B2 (TB ) = 0 is called the Boyle temperature.

½

Mayer virial expansions and Groeneveld’s theorems

6.2

Mayers’ ﬁrst theorem

In the derivation of the previous section it is not particularly clear that we are obtaining an expansion in terms of 1/v. Equally unclear is how to systematically obtain the higher terms in this expansion. In this section we will begin to answer these questions by using the grand canonical ensemble to prove what is called Mayers’ ﬁrst theorem given by (6.5)–(6.7). The grand partition function Qgr (z, T ; V ) is deﬁned as

∞

Qgr (z, T ; V ) = and from this we have

(λD z)N QN (V, T )

N =0

(6.81)

1 p(z; V ) = lnQgr (z, T ; V ) kB T V ρ(z; V ) =

(6.82)

**1 ∂ z lnQgr (z, T ; V ). (6.83) V ∂z Further we deﬁne WN (r1 , · · · , rN ) to be the collection of all Mayer graphs of N numbered points and write (6.62) as QN (V, T ) = 1 N !λDN dD r1 · · · dD rN WN (r1 · · · rN ).
**

V

and

(6.84)

Our ﬁrst step in proving (6.5)–(6.7) is to express WN +1 in terms of UN +1 , and Wk and Uk with k ≤ N . To do this we single out the point N + 1 for special attention and write WN +1 (r1 , · · · , rN +1 ) in terms of how many points the point rN +1 is connected to. For brevity we represent the coordinate rk by the subscript k. Then we have the following recursion relation [10, (7.12)] WN +1 (1 · · · N + 1) = UN +1 (1 · · · N + 1) + UN (1 · · · ˆ · · · N + 1)W1 (j) j

j≤N

+

1≤j<k≤N

ˆ UN −1 (1 · · · ˆ · · · k · · · N + 1)W2 (j, k) j

+ ··· + U1 (N + 1)WN (1 · · · N )

(6.85)

where the notation ˆ means that the point j is omitted. In the term containing j UN −k+1 Wk the point N + 1 is connected to N − k other points and thus the k points of Wk are freely chosen from N possible points. Therefore there are N k terms in the corresponding sum. = N! k!(N − k)! (6.86)

Mayers’ ﬁrst theorem

½

We now integrate all the coordinates rk in the recursion relation (6.85) over the volume V by using the deﬁnitions (6.7) and (6.84) and the number of terms (6.86). The functions UN −k+1 and Wk contain no points in common. Thus the integral of UN −k+1 Wk over V factorizes into the product of two separate integrals over V and thus we obtain

N

(N +1)!λD(N +1) QN +1 (V, T ) =

k=0

N V (k +1)!bk+1 (V )(N −k)!λD(N −k) QN −k (V, T ) k (6.87)

**which upon simpliﬁcation becomes
**

N

(N + 1)QN +1 (V, T ) = V

k=0

(k + 1)bk+1 (V )λ−D(k+1) QN −k (V, T ).

(6.88)

We form a generating function by multiplying by (zλD )N and summing on N from 0 to ∞ and use the deﬁnition (6.81) of Qgr (z, T ; V ) to ﬁnd

∞

(N + 1)(λD z)N QN +1 (V, T ) = λ−D

∞ N

N =0

∂ gr Q (z, T ; V ) ∂z (6.89)

=V

(λD z)N

N =0 k=0

(k + 1)bk+1 (V )λ−D(k+1) QN −k (V, T ).

**We then interchange the order of summation on the right-hand side using
**

∞ N ∞ ∞

=

N =0 k=0 k=0 N =k

(6.90)

**and replace the variable N − k by a new variable m to obtain ∂ gr Q (z, T ; V ) = V ∂z
**

∞ ∞

(k + 1)z k bk+1 (V )

k=0 ∞ m=0

z m λDm Qm (V, T ) (6.91)

= V Qgr (z, T ; V )

k=0

(k + 1)z k bk+1 (V ).

This diﬀerential equation is easily solved if we divide by Qgr (z, T ; V ) and use the initial condition which follows from the deﬁnition (6.81) of Qgr (z, T ; V ) that Qgr (0, T ; V ) = 1 and we obtain 1 lnQgr (z, T ; V ) = V

∞

(6.92)

z k bk (V ).

k=1

(6.93)

½ ¼

Mayer virial expansions and Groeneveld’s theorems

Thus, using the deﬁning equations of the grand partition function (6.82) and (6.83), we obtain the desired results (6.5) and (6.6) p(z; V ) = kB T and ρ(z; V ) =

k=1 ∞

z k bk (V )

k=1 ∞

(6.94)

kz k bk (V ).

(6.95)

6.3

Mayers’ second theorem

In this section we prove the virial expansion (6.8). This will be done in three separate steps. 6.3.1 Step 1

We begin by introducing the concept of an articulation point of a Mayer graph. Deﬁnition A point of a connected graph which has the property that if the point is removed the graph will separate into two or more disconnected pieces is called an articulation point. Using this concept we now deﬁne a new class of graphs of k points [3]: Deﬁnition of Tk−1 (1; 2, · · · , k) Tk−1 (1; 2, · · · , k) = those graphs in Uk (1, · · · , k) where the point 1 is not an articulation point. (6.96) There is a recursion relation for Ul (1, · · · , l) in terms of Tl−k and Uk for k ≤ l − 1. This recursion relation is obtained by decomposing Ul (1, 2. · · · , l) into the graphs where the point 1 is not an articulation point and all the ways in which the point 1 can be an articulation point which splits the graph is to two pieces; one of l − k points where the point 1 is not an articulation point and which contains the point 2 and the remaining connected graph of k points where the point 1 may (but does not have to be) an articulation point. An example of this decomposition is given in Fig. 6.2. From this decomposition we ﬁnd [3, 7, 11] Ul (1, 2, · · · , l) = Tl−1 (1; 2, · · · , l)U1 (1) + Tl−2 (1; 2, · · · ˆ · · · , l)U2 (1, j) j

3≤j≤l

+

3≤j1 <j2 ≤l

Tl−3 (1; 2 · · · ˆ1 · · · ˆ2 · · · l)U3 (1, j1 , j2 ) j j (6.97)

+ · · · + T1 (1; 2)Ul (1; 3, · · · , l).

Mayers’ second theorem

½ ½

Fig. 6.2 An example of the decomposition of a connected graph with an articulation point at 1 into the product of a graph T2 where 1 is not an articulation point and which contains the point 2 and a connected graph U5 which does have 1 as an articulation point.

In this recursion relation the sum which contains Uk (1, j1 , . . . , jk−1 ) has k − 1 variables freely chosen from the set 3, 4, · · · , l and thus there are l−2 k−1 = (l − 2)! (k − 1)!(l − k − 1)! (6.98)

terms in the sum. We now deﬁne the integrated quantity tl = 1 l! Tl (1; 2, · · · , l + 1)dD r2 · · · dD rl+1 (6.99)

where the integrals are over all space and not just the ﬁnite volume V . Then we use (6.99) and the deﬁnition of the cluster integrals bk in inﬁnite volume (6.17) to integrate the variables r2 , · · · , rl in (6.97) over all space. The only point that Tl−k and Uk have in common is the point r1 and therefore, because the variables r2 , · · · , rl are integrated over all space, the integral of the product Tl−k Uk factors into the product of Tl−k and Uk integrated separately and neither integral depends on the value of r1 . (We note, however, that this factorization will not occur if the integrals are over a ﬁnite volume V ). Thus we ﬁnd

l−1

l!bl =

k=1

k!bk (l − k)!tl−k

(l − 2)! (k − 1)!(l − k − 1)!

(6.100)

and hence

l−1

l(l − 1)bl =

k=1

kbk (l − k)tl−k .

(6.101)

We now form a generating function by multiplying (6.101) by z l−1 and summing l from 2 → ∞. For the left-hand side we use (6.95) to write

½ ¾

**Mayer virial expansions and Groeneveld’s theorems
**

∞

z l−1 l(l − 1)bl = z

l=2

∂ 1 ∂z z

∞

lz l bl = z

l=1

∂ ρ(z) . ∂z z

(6.102)

**For the right-hand side we interchange orders of summation using
**

∞ l−1 ∞ ∞

=

l=2 k=1 k=1 l=k+1

(6.103)

**and we introduce the generating function
**

∞

T (z) =

n=1

tn z n

(6.104)

to ﬁnd

∞ l−1 ∞ ∞

z l−1

l=2 k=1

kbk (l − k)tl−k =

k=1

kbk z k

l−k=1

z l−k−1 (l − k)tl−k (6.105)

∂ = ρ(z) T (z) ∂z and thus combining (6.102) and (6.105) we ﬁnd z ∂ ∂z ρ(z) z = ρ(z) ∂ T (z). ∂z

(6.106)

**This diﬀerential equation is easily solved and using the initial conditions T (0) = 0 and lim ρ(z)/z = 1,
**

z→0

(6.107)

which follow from (6.104) and (6.95), we ﬁnd ρ(z) = eT (z) . z 6.3.2 Step 2 (6.108)

**We begin the second step of the proof by deﬁning another set of diagrams Deﬁnition of Yl
**

(s) (s)

({α}s ; 1, 2, · · · , l)

Yl ({α}s ; 1, 2, · · · , l) = the subset of all diagrams with l + s points which have the following two properties : 1. no path connects any pair of points in the set{α}s 2. the diagram becomes connected if all points of{α} are connected by lines. (6.109) Some examples of these graphs are given in Fig. 6.3.

Mayers’ second theorem

½ ¿

Fig. 6.3 Examples of the set of graphs Yl

(s)

({α}s ; 1, · · · , l)

(s+1)

There is a recursion relation which expresses the graphs Yl in terms of graphs (s) in Yl−k+1 and Uk for k = 1, · · · , l + 1. This is obtained by adding the point 1 to the set of s points in {α} where this new added point is connected to k − 1 of the points 1, 2, · · · , l. Therefore Yl

(s+1)

({1 , {α}s }s+1 ; 1, 2, · · · , l) = Yl +

(s)

({α}s ; 1, · · · , l)U1 (1 )

(s) Yl−1 ({α}s ; 1, · · · ˆ · · · l)U2 (1 , j) j

1≤j≤l

+

1≤j1 <j2 ≤l

Yl−2 ({α}s ; 1, · · · ˆ1 . . . ˆ2 · · · l)U2 (1 , j1 , j2 ) j j

(s)

(s)

+ · · · + Y0 ({α}s ; )Ul+1 (1 , 1, · · · l).

(6.110)

The sum which includes Uk (1 , 1, · · · , k − 1) has k − 1 points freely chosen from l possible points and thus the number of terms in the sum is l k−1 We now deﬁne yl

(s)

=

l! . (k − 1)!(l − k + 1)!

(6.111)

=

1 l!

Yl

(s)

({α}s ; 1, · · · l)dD r1 · · · dD rl

(6.112)

where the integrals are over all space and not just a ﬁnite volume V and integrate (s) (6.110) over the coordinates r1 , · · · rl . The functions Yl−k and Uk+1 have no points in

½

**Mayer virial expansions and Groeneveld’s theorems
**

(s)

common and thus the integral of the product Yl−k Uk+1 factors into the product of the integrals of Yl−k and Uk+1 separately. Therefore using the deﬁnitions of yl and (6.111) we ﬁnd

l+1 (s) (s)

and bl

l!yl and hence

(s+1)

=

k=1

k!bk (l − k + 1)!yl−k+1

(s)

l! (k − 1)!(l − k + 1)!

(6.113)

l+1

yl

(s+1)

=

k=1

kbk yl−k+1 .

(s)

(6.114)

**We then deﬁne a generating function
**

∞

Y (s) (z) =

l=0

yl z l

(s)

(6.115)

multiply (6.114) by z l sum on l from 0 → ∞ and interchange orders of summation of the right-hand side to ﬁnd Y (s+1) (z) = ρ(z) We note further that Yl

(1)

Y (s) (z) . z

(6.116)

({1 }1 ; 1, · · · , l) = Ul+1 (1 , 1, · · · , l)

(6.117)

**which when integrated over all coordinates gives yl
**

(1)

= (l + 1)bl+1 .

(6.118)

We then multiply (6.118) by z l and sum on l from 0 → ∞ to obtain Y (1) (z) = ρ(z) z (6.119)

and using this as the initial condition for s = 1 we solve the recursion relation (6.116) and obtain s ρ(z) Y (s) (z) = . (6.120) z

6.3.3

Step 3

For the ﬁnal step in the proof we need to recall the deﬁnition of irreducible diagrams of l points given in the introduction

Mayers’ second theorem

½

Deﬁnition of Vl (1, · · · , l) Vl (1, · · · , l) = the subset of diagrams in Ul (1, · · · , l) with no articulation points. (6.121)

We now construct a recursion relation that expresses Tl (1 ; 1, · · · , l) in terms of (l−k) Vl+1−k and Yk for k = 0, 1, · · · , l − 1. We do this by considering 1 as a special point and dividing the graphs into the graphs that are biconnected to 1 and the rest, where the points which are biconnected to 1 , are connected to the rest of the points through at least one articulation point. We count in terms of the number of such points that are connected to 1 though articulation points. Thus we ﬁnd Tl (1 ; 1, · · · , l) = Vl+1 (1 , 1, · · · , l)Y0 ({1, · · · , l}l ; ) (l−1) + Vl (1 , 1, · · · ˆ · · · l)Y1 j ({1. · · · ˆ · · · l}l−1 ; j) j

1≤j≤l (l)

+

1≤j1 ≤j2 ≤l

Vl−1 (1 , 1, · · · ˆ1 · · · ˆ2 · · · l)Y2 j j

(1)

(l−2)

({1, · · · ˆ1 · · · ˆ2 · · · l}l−2 ; j1 , j2 ) j j (6.122)

+ ···

1≤j≤l

V2 (1 , j)Yl−1 ({1 }1 ; 1, · · · ˆ · · · l). j

(j)

For the sum containing Yl−j the j points in the set α are freely chosen from l possible points and thus the number of terms in the sum are l j = l! . j!(l − j)! (6.123)

We now integrate the coordinates r1 , · · · , rl of (6.122) with r1 ﬁxed over all space (l−k−1) and use the fact that the integral of the product Vl−k Yk+1 is the product of the integral of Vl−k and the integral of Yk+1 of r1 ) to ﬁnd

l (l−k−1)

**separately (and that they are independent
**

(j)

l!tl =

j=1

j!βj (l − j)!yl−j

l

l! j!(l − j)!

(6.124)

and thus tl =

j=1

βj yl−j .

(j)

(6.125)

Then multiply (6.125) by z l , sum on l from 1 → ∞ and interchange orders of summation on the right-hand side to ﬁnd

∞

T (z) =

j=1

z j βj Y (j) (z).

(6.126)

Thus, making use of the expression derived for Y (s) (z) in the previous step (6.120) we obtain

½

**Mayer virial expansions and Groeneveld’s theorems
**

∞

T (z) =

j=1

ρ j βj .

(6.127)

**Finally, we may use the result of step 1 (6.108) to obtain the desired result
**

∞

z(ρ) = ρ exp(−

j=1

βj ρj ).

(6.128)

Thus we have succeeded in expressing z in terms of ρ which inverts the expression of ρ in terms of z (6.95). It is now a simple matter to use the inversion formula (6.128) to obtain the virial expansion (6.8). We ﬁrst recall (6.94) and (6.95) as p(z) = kB T and ∂ ∂z and hence we have ∂ ∂ρ P (ρ) kB T = ∂z ∂ ∂ρ ∂z p(z) kB T

∞ ∞

bl z l

l=1

(6.129)

p(z) kB T

∞

=

l=1

lbl z l−1 =

ρ(z) z

(6.130)

=

∂lnz ∂z ρ = . ∂ρ z ∂lnρ

(6.131)

But from (6.128) we have lnz = lnρ −

βk ρ k .

k=1

(6.132)

**Thus we ﬁnd ∂lnz ∂ρ ∂ = 1− ∂lnρ ∂lnρ ∂ρ
**

∞ ∞

βk ρ k

k=1

= 1−

k=1

kβk ρk

(6.133)

**and using this on the right-hand side of (6.131) we obtain ∂ ∂ρ P (ρ) kB T
**

∞

=1−

k=1

kβk ρk

(6.134)

**which is easily integrated to obtain the desired result (6.8) P (ρ) =ρ− kB T
**

∞ k=1

k βk ρk+1 . k+1

(6.135)

· · · . The alternation in sign of bl We begin the proof of (6.137) we conclude that Tl and Ul have opposite signs.141) .24).l Ul−1 (2.j = exp − and therefore l U (ri − rj ) kB T −1≤0 (6.22) by proving additional results for the function Tl−1 (1. 2) = f1. · · · .4 Non-negative potentials and Groeneveld’s theorems U (r) ≥ 0 (6. From this deﬁnition we see that the point 1 can be connected to k other points in a connected digram of l − 1 points and therefore Tl−1 (1.j1 f1.j + (1 + f1.140) (6.22) by induction.139) so from (6. A.97) that the sign of UL is (−1)L−1 and thus the sign of TL is (−1)L and hence the hypothesis (6. We thus may make the induction hypothesis that for integer L for l ≤ L − 1 (−1)l−1 Ul (1. First we note that U1 (1) = 1 > 0 U2 (1.Non-negative potentials and Groeneveld’s theorems ½ 6. 2.136) In this section we consider nonnegative potentials and prove the three theorems of Groeneveld [3] given in the introduction (6. · · · . . We now use this sign property along with the recursion relation (6. l) 2≤j1 <j2 ≤l f1.138) (1 + f1. · · · .96).97) to prove the alternating sign property (6. . l) ≥ 0 L−1 (6. 2) = f1.141) Therefore the sign of TL−k Uk is (−1) and we ﬁnd from (6.136) we have fi. 2.2 ≤ 0 T1 (1. (6.3 · · · f1. l). 1. l) = = 2≤j≤l l f1. l) ≥ 0 (−1)l Tl (1.j ) − 1 ≤ 0 j=2 (6.22)–(6.137) 1 = exp{− kB T j=2 For a nonnegative potential (6.2 f1. l) deﬁned in (6. l) l j=2 U (r1 − rj )} − 1 Ul−1 (2.j2 + · · · + f1. · · · . .j ) − 1 Ul−1 l(2. · · · . .2 ≤ 0.

l + 1)Ul (2.150) We now integrate the variables r2 . fi.144) over all space and take the absolute value to write .l k=2 (1 + f1.½ Mayer virial expansions and Groeneveld’s theorems holds for l = L. · · · .136).k ) = (1 + f1. (6. l + 1).k | j=2 |1 + fi.148) from which.k ) = k=2 k=3 f1. · · · .k ).2 + k=3 f1.137) as Tl (1. 2. Moreover the integrand in (6. Therefore the desired result (6. (6.2 | + k=3 |f1. · · · . The upper and lower bounds on bl We begin the proof of (6.k |.j | (6.143) and write (6. we ﬁnd l |f (1.144) (1 + f1.k ) = f1.7) follows that 0 ≤ (−1)k−1 bk (V ) ≤ (−1)k−1 bk .2 ) (6.7) the sign of bk (V ) is the same as the sign of Uk (1.k j=2 (1 + f1. Thus we have l |f1. l)| ≤ |f1. 2. From the deﬁnition (6. k=2 (6. · · · . that for nonnegative potentials (6. · · · .142) f (1.j ).23) by introducing the notation [3] l (6.147) We now take the absolute value of this expression to obtain an upper bound l k−1 |f (1.146) and thus we have l k−1 f (1. · · · . l)| is obtained if we retain only the ﬁrst term in the sum (6. 2.145) Therefore by induction l l k−1 (1 + f1.j ) + (1 + f1. k).j ≤ 0 and hence that |1 + fi. (6. 2. B.149) Furthermore a lower bound on |f (1.k j=2 (1 + f1. 2. We note that l l−1 l−1 l−1 (6. 2.2 | ≤ |f (1. · · · .k |. using the fact.l ) k=2 k=2 (1 + f1. · · · . · · · .j | ≤ 1. · · · . 2. · · · . 2. l)| ≤ k=2 |f1. l) = j=2 (1 + f1.147).j ) − 1 (6. rl+1 in (6.7) never changes sign. l) = f1. l)| ≤ k=2 |f1.k ) + (1 + f1. l + 1) = f (1.

k ||Ul (2. · · · .154) to ﬁnd bounds on bl we note that.155) in which it is convenient to set for l ≥ 1 l|bl | = al−1 to get l−1 (6.2 |dD r2 and thus.152) Now because the point 1 is not in common with any of the points in Ul (2. l + 1)|dD r2 · · · dD rl+1 l+1 ≤ |l!tl | ≤ k=2 |f1. we have upper and lower bounds for |tl | 2|b2 ||bl | ≤ |tl | ≤ 2|b2 |l|bl |. because of the alternation of signs of tl and bl . (6. · · · . (6. · · · .L m l−m (6. · · · .157) l−1 laU. l + 1) the integral over the product f1k and Ul (2. · · · .151) where the equality in the last line holds because of the condition of the signs of Tl and Ul previously established and now we may use the bounds of |f (1.153) l|f1.Non-negative potentials and Groeneveld’s theorems ½ |l!tl | = = f (1.2 |dD r2 ≤ |l!tl | ≤ |Ul (2.101) in terms of absolute values as l−1 l(l − 1)|bl | = k=1 k|bk |(l − k)|tl−k | (6. · · · .L (l − m)tU.156) lal = m=0 am (l − m)|tl−m |. l + 1)|dD r3 · · · dD rl+1 . 2. we may rewrite (6.154) In order to use the bounds (6.158) .17). l + 1)Ul (2. · · · . l + 1)|dD r3 · · · dD rl+1 |Ul (2. l + 1)|dD r2 · · · dD rl+1 . (6. · · · . l)| (6. · · · . using the deﬁnition of bl (6. l + 1)dD r2 · · · dD rl+1 |f (1. 2.2 ||Ul (2.150) to obtain |f1.L = l m=0 aU. l + 1) factorizes into the product of the integrals and we obtain |f1.157) We now deﬁne the quantities aU and aL as the solutions of the recursion relations l l identical in form to (6. l + 1)|dD r2 · · · dD rl+1 (6. 2. · · · . (6. l + 1)||Ul (2. · · · .

For the lower bound we substitute (6.169) T L (z) = l=1 zl B L a l l−1 (6.L (z) = exp(T U.167) T U.161) into (6.L (z) and AU.164) and lal = m=0 am (l − m)|tl−m | ≥ m=0 aL (l − m)tL = laL m l−m l (6.L l (6.L l are the upper and lower bounds on the |tl | given by (6.166) (6.167) to ﬁrst obtain ∞ (6.L (z) = l=0 ∞ aU. l l (6.170) .163) = Bl|bU | l = BaU l−1 (6.159) This bounding property is satisﬁed for l = 1 by the initial conditions (6.161) (6.163) is assumed to hold up to l − 1 that l−1 l−1 lal = m=0 am (l − m)|tl−m | ≤ m=0 l−1 l−1 aU (l − m)tU = laU m l−m l (6. We now deﬁne the generating functions ∞ AU. l tU.159).167) to ﬁnd a second relation between T U.L (z).L z l .163) holds at l.168) On the other hand we may use (6.L z l .160) into (6.L (z)).108) gives AU.L (z) = Then the identical procedure which leads to (6.167) to ﬁnd T U (z) = BzAU (z).160) and (6.161) in the deﬁnition (6.165) and thus (6. For l > 1 we prove (6.½ ¼ Mayer virial expansions and Groeneveld’s theorems with the initial condition aL = a U = a 1 = B 1 1 where tU.158) actually We wish to prove that the have the properties of being upper and lower bounds a L ≤ al ≤ aU . aU. For the upper bound we directly substitute (6.163) by induction by noting that if (6.160) (6.162) deﬁned by the recursion relations (6. l l=0 (6. (6.154) as tL = B|bL | = BaL /l l l l−1 tU l and we have set B = 2|b2 |.

174) (6. 1 − Bz (6.156) |bL | = l Thus we have the lower bound B l−1 ≤ (−1)l−1 bl l (6.Non-negative potentials and Groeneveld’s theorems ½ ½ from which we obtain the diﬀerential equation ∂T L(z) = BAL (z). if we eliminate ∂T L(z)/∂z using (6.179) .171) with (6.166) we ﬁnd aL = B l l and recalling the deﬁnition (6.142) we obtain the ﬁnal result bl 1 ≤ .177) (6.162) and the sign alternation property (6.171) Therefore recalling the deﬁnition of AL (z) (6.173) to obtain AL (z) = 1 .178) B l−1 .L . Then from (6.168) to compute aU.175) (6. ∂z It remains to solve (6.172) (6. l The lower bound We consider ﬁrst the lower bound.171).168) we ﬁnd ∂AL (z) ∂T L (z) = AL (z) ∂z ∂z which. l (6.169) and (6. ∂z Noting the initial condition AL (0) = 1 which follows from T L (0) = 0 we solve (6. gives the diﬀerential equation ∂AL (z) = B[AL (z)]2 .176) or recalling (6. l (2b2 )l−1 (6.173) (6.

185) which is readily computed by evaluating the residues at ξ = 0 to give aU = l B l (l + 1)l−1 .½ ¾ Mayer virial expansions and Groeneveld’s theorems The upper bound For the upper bound we substitute (6. .184) and note that the closed contour C in the z plane will map into a closed contour C enclosing ξ = 0 in the ξ plane.180) The desired coeﬃcients aU can be obtained from (6.169) into (6. The upper bound RU is found from the lower bound bL as l RU = lim (|bL |)−1/l = lim l l→∞ (6.181) we ﬁnd dz = (1 − lnAU ) Then setting AU = eξ we have ξ Beξ 1−ξ dz = dξ Beξ z= dAU . taking the logarithm.181) by using the contour integral l expression 1 AU (z) aU = dz l+1 (6.156) and B (6.188) where liml→∞ l1/l = 1 has been used.187) l→∞ |2b2 |l−1 l −1/l = 1 |2b2 | (6. ≤ l−1 (2b2 ) l! C.142).186) Therefore.181) U (z) (6.183) (6. l! (6. BAU (z) (6.16) is obtained by applying the root test to the bounds of bl .162) and the sign alternation l property (6. we obtain the desired upper bound bl ll−2 .168) to obtain AU (z) = eBzA or. BAU 2 (6. Thus we ﬁnd aU = l 1 l B 2πi dξ C 1 − ξ ξ(l+1) e ξ l+1 (6.182) l 2πi C z where C is a closed contour enclosing z = 0 to recover the coeﬃcient aU from the l generating function (6. From (6. z= lnAU (z) .166). recalling the deﬁnitions of aU (6. The bounds on the radius of convergence The radius of convergence R of the series (6.

2 (6.24) of Groeneveld and from the general bound (6. Examples of these relations are β1 (V ) = 2b2 (V ) β2 (V ) = 3b3 (V ) − 6b2 (V ) .19) will thus ﬁnd the lower bound for the radius of convergence R of the virial expansion (6.6) of the grand canonical ensemble in a ﬁnite volume. the integral formulas for the βk do not extend to the ﬁnite volume function βk (V ) deﬁned by these algebraic eliminations. V ) as a function of the density ρ in a ﬁnite volume V which is obtained by explicitly algebraically eliminating z between the equations (6. V )n+1 ∞ (6. in the last line. Thus we may obtain P (ρ.Convergence of virial expansions ½ ¿ The lower bound RL is found from the upper bound bU as l RL = lim (|bU |)−1/l = l l→∞ 1 lim 2|b2 | l→∞ l! ll−2 1/l = 1 2e|b2 | (6.11) by use the results (6.192) These algebraic relations are exactly the same as the relations which are obtained in inﬁnite volume by using the formulas for βk as integrals over the the Husimi functions Vk but. We recall that p(z. V ) and ρ(z. V ) = 1 2πi p(z.189) where.194) we may use the expansions of both 1 ρn = ρ(z. Stirling’s approximation l! ∼ ll+1/2 e−l (2π)1/2 for l → ∞ (6. 6. V ) C dρ(z. V ) dz dz ρ(z. V ) and ρ(z.194) When ρ satisﬁes (6.195) .12) which are obtained from this algebraic elimination. In this section we will follow [4] to ﬁnd a lower bound on the radius of convergence R(V ) of the ﬁnite volume density expansion (6. V ) − ρ n=0 ρ(z. (6. V ) − ρ (6.5 Convergence of virial expansions In the introduction we introduced the expansion of the pressure P (ρ.193) where C is a contour in the z plane which surrounds z = 0 and on which the complex number ρ satisﬁes |ρ| < min |ρ(z.191) (6. Thus the bounds (6.24) on the radius of convergence have been proven. V ) by means of Cauchy’s residue formula as P (ρ.190) has been used.23) and (6. unlike the integral expressions for bk (V ). It is easy to see that this leads to algebraic relations between the ﬁnite volume bk (V ) which have been shown to be given by the integrals of the Ursell functions UN in a ﬁnite volume and the quantities βk (V ) deﬁned by (6. V ) are the pressure and density as a function of the fugacity z in ﬁnite volume. V ) from p(z.5) and (6.8). V )|.

199) Furthermore by comparison of (6. dz n(ρ(z. z(ρ(z. V ) we recall that ∞ ρ(z.203) we use the upper bound (6.6) ρ(z.11) we see that l cl+1 (V ) =− βl (V ) kB T l+1 and thus using the relation (6.196) with (6. V ))l (6.205) where the series converges for 0 ≤ w and is unique for 0 ≤ w ≤ 1. V ))n (6. V ) p(z. V ) dz . V ) on the contour C R(V ) = minz∈C ρ(z. V ) = cn (V )ρn n=1 (6.204) l! We now use a lovely formula of Euler which will be proven at the end of this section ∞ w= l=1 ll−1 (we−w )l l! (6. V ) − ndz C dz 1 2πi dp(z.201) (6.197) and integrate by parts to ﬁnd cn (V ) = (6.196) in (6. V ).½ Mayer virial expansions and Groeneveld’s theorems ∞ and P (ρ.198) we ﬁnd lβl (V ) = − 1 2πi C (6.23) on bl (V ) we have ∞ ∞ |ρ(z. V ) − z| = | l=2 lbl (V )z l | ≤ l=2 |lbl (V )||z|l ≤ 1 2B2 ∞ ll−1 l=2 (2B2 |z|)l . V ) = z + l=2 lbl (V )z l (6.202) To study the minimum of ρ(z. (6. V ) dz ρ(z. V ) kB T dz dz .200) z dp(z. (6. V ) = in (6. V )−n dzp(z.193) to ﬁnd cn (V ) = 1 2πi 1 = 2πi 1 dρ(z. V )n+1 C d ρ(z.24) shows that the series converges if |z| < 1/2eB2. Therefore if in (6.203) where the result (6.198) C The radius of convergence R(V ) is thus determined by the minimum value of ρ(z. where B2 is the second virial coeﬃcient in inﬁnite volume. .

choosing the radius of the circle C as before.199).204) as |ρ(z. 2B2 (6.31492 · · · and thus (2e−wmax − 1)wmax = 0.207) |ρ(z. V )|)l .213) to obtain l 2|B2 | .14476 · · · .Convergence of virial expansions ½ Thus.210) and (6.14476 · · · 0. assuming that 2B2 |z| ≤ e−1 . V ) − z| ≤ w − |z|. (6.213) Thus we obtain from (6.211) from which we ﬁnd (6.213) the desired result R(V ) ≥ (6. This is satisﬁed for w such that 0 < w < 1 and thus we ﬁnd |ρ(z. V )| ≥ max0≤w≤1 (2e−w − 1) This is maximized when 1 = e−w 2(1 − w) wmax = .210) (6.14476 It remains to prove the formula of Euler (6. z(ρ(z.215) Therefore.207) This upper bound in the distance of ρ(z) from z leads to a lower bound on the distance of ρ(z) from the origin by noting the triangle inequality |ρ(z. (6.209) (6. V )| ≥ |z| − |ρ(z.216) l|βl (V )| ≤ 0.206) (6. V )| ≥ |z| − w w w − |z| = 2|z| − = (2e−w − 1) .205) which follows as an application of .202) we choose the contour C as |z| = constant to obtain l|βl (V )| ≤ 1 2πi dzmaxC C 1 = (minC |ρ(z. we use the bound (6. V ))l (6.214) A bound on |βl (V )| is similarly obtained if in (6. 2B2 (6.208) The contour C can be chosen to be any circle with constant |z| such that |z| < 1/e2B2. 2|B2 | w . 2B2 2B2 2B2 (6.212) (6. V ) − z| and thus using (6. we deﬁne w as the smallest positive solution of we−w = 2B2 |z| and write (6.

(φ(t) − φ(0))m (6. (6.217) follows. The formula (6. φ(z) = ze−z along with ψ(t) = et .221) 6. 128-131] u Let φ(z) be an analytic function of z in some neighborhood of zero and let φ (0) = 0.218) f (z) − f (0) = 0 f (ζ)dζ = 0 dζ ∞ 1 2πi dt C f (t)φ (ζ) φ(t) − φ(ζ) m−1 1 = 2πi ∞ z 0 z f (t)φ (ζ) dζ dt φ(t) − φ(0) m=1 C dζ φ(ζ) − φ(0) φ(t) − φ(0) dt C = m=1 0 1 φ (ζ)(φ(ζ) − φ(0))m−1 2πi f (t) . dtm−1 (6.219) Then if we use (6.217) we set f (z) = z. .½ Mayer virial expansions and Groeneveld’s theorems B¨ rmann’s theorem [12. when we do the integral over ζ.218) we obtain ∞ z f (z) = f (0) + ∞ m=1 z 0 0 dζφ (ζ)(φ(ζ) − φ(0))m−1 dζφ (ζ)(φ(ζ) − φ(0))m−1 1 2πi dt C f (t)ψ(t)m tm = f (0) + m=1 1 dm−1 (f (t)ψ(t)m ) |t=0 (m − 1)! dtm−1 (6. CL(k) is the number of labeled connected Mayer graphs of order k.217) (6.6 Counting of Mayer graphs We use the following notation: GL(k) is the number of all labeled Mayer graphs (both connected and disconnected) of order k. any function f (z) analytic about zero may be expanded as f (z) = f (0) + where ψ(z) = To prove this we write z z {φ(z) − φ(0)}m dm−1 [f (z){ψ(z)}m ]z=0 m! dz m−1 m=1 z . pp.205) now follows if in (6.222) (6. φ(z) − φ(0) ∞ (6.220) from which. Then for z suﬃciently close to zero. dm−1 mt e |t=0 = mm−1 .

361. k 1 2 3 4 5 6 7 8 9 10 11 12 13 14 GU (k) 1 2 4 11 34 156 1044 12.565 164. 668 12. We note that for any set of k points there are k(k − 1)/2 distinct unordered pairs of points.059. 952 29. 432. 031. 333. 168 1. 571 1. 091 153.006. 061 IU (k) 0 1 1 3 10 56 468 7. 346 274. 502. 003. 091. 704 28. 155. (6. connected and irreducible (biconnected) Mayer graphs up to order 14. 066 9.225) where in the last line we have used the binomial theorem. 123 194. 716. 219 29. 487. IU (k) is the number of unlabeled irreducible Mayer graphs of order k.1 The number of unlabeled total. 869. CU (k) is the number of unlabeled connected Mayer graphs of order k. GU (k) is the number of all unlabeled Mayer graphs (both connected and disconnected) of order k. 169 The number of all labeled Mayer graphs of k points is GL(k) = 2k(k−1)/2 .223) is established. 005. 080 11. 172. 907. 150. In a graph of l lines these pairs are either connected by a line or they are not and therefore k(k − 1)/2 gl (k) = . 592 50. 864 165. 462. 488 CU (k) 1 1 2 6 21 112 853 11. 117 261. 743. 657.223) To prove this we let gl (k) be the number of labeled graphs with k points and l lines. 488. 620. Table 6.700. 542 900. 054.476 50.224) l Thus we have k(k−1)/2 k(k−1)/2 GL(k) = l=0 gl (k) = =2 l=0 k(k−1)/2 k(k − 1)/2 l (6. 969. 824. (6.830. 997. . 367.1. 235. By direct computation (either by hand or computer assisted) we have (from Table A3 of [13] and Table 1 of [14]) the results listed in Table 6. 939.Counting of Mayer graphs ½ IL(k) is the number of labeled irreducible Mayer graphs of order k. 018. 335. Thus (6. 394. 545 48. 848.

226) The following results are also proven in [13.1. The ﬁrst number under the graph is the number of labeled graphs corresponding to the unlabeled graph. + 2k 2k−1 2 (3k − 9)(k − 4)! 2 (6.½ Mayer virial expansions and Groeneveld’s theorems The number of all unlabeled Mayer graphs of k points behaves as k → ∞ as [13. 6. .228) The approach to these large k results is apparent in Table 6. Fig.7 Appendix: The irreducible Mayer graphs of four and ﬁve points We show in Fig. In Fig.1.4 The 3 unlabeled irreducible (biconnected) Mayer diagrams with four points. 6. Almost all unlabeled Mayer graphs are connected in the sense that limk→∞ CU (k) = 1.25) p.5 we show the irreducible Mayer graphs of ﬁve points and the number of the corresponding labeled graphs. 6. GU (k) (6. GU (k) (6.199]) GU (k) = 2k(k−1)/2 k! 1+ k5 k2 − k (3k − 7)k! + O( 5k/2 ) .4 the three irreducible unlabeled Mayer graphs of four points and the number of the corresponding labeled graphs.227) Almost all unlabeled Mayer graphs are irreducible in the sense that limk→∞ IU (k) = 1. 6. eqn.(9. chapter 9].

The ﬁrst number under the graph is the number of labeled graphs corresponding to the unlabeled graph.5 The 10 unlabeled irreducible (biconnected) Mayer diagrams with ﬁve points. .Appendix: The irreducible Mayer graphs of four and ﬁve points ½ Fig. 6.

277–284. Ann. Correlation functions of classical gases. Ruelle. de Boer and G. Math. Whittaker and G. Robinson and T. Mayer. Palmer.G.W.and 3.References [1] J. Reports on Progress in Physics. Comb. Harary (1967 Academic Press) 229-259. [13] F. Statistical Mechanics (Wiley 1940). chapter 13. J. J. Groeneveld.M. (1968c) Part IV Estimation methods of degree 2. Phys. Phys. Series 70. 5 (1964) 841–847. [10] J. [9] O. Letts. Watson. J. Harary and E. Lebowitz and O. Walsh. New York. J. Uhlenbeck and G.E. de Boer. Phys. 1969) [6] E. Convergence of fugacity expansion for ﬂuids and lattice gases. Molecular distribution and the equation of state of gases. [7] J. Graphical Enumeration Academic Press (New York and London 1973) [14] R. 25 (1963) 109–120. [2] G. 4th edition (Cambridge University Press 1963). 4 and 5.L.W.E. Statistical Mechanics (Benjamin. Mayer and M. Phys. Theory. Groeneveld. Doctor’s thesis published in Proceedings of the Koninklijke Nederlandse Akademie van Wetenschappen.N. Lieb. Math. [8] D. [12] E. 4 (1963) 1312–1320. Inversion of cyclic index sum relations for 2. [3] J. in Graph Theory and Theoretical Physics ed. Convergence of virial expansions. [11] J.connected graphs. [5] D. [4] J. (1968a) Part II General Procedure. A Course in Modern Analysis. Penrose. 4 (1963) 671-678. Uhlenbeck (North Holland 1962) 123–207. Groeneveld. vol. Estimation methods for Mayer graphical expansions.T. New method in the theory of imperfect gases and liquids. 451–507 :(1967c) Part I Graphical Expansions. Estimation methods for Mayer’s graphical expansions. XII (1949) 305-374.Math. “The theory of linear graphs with applications to the theory of the virial development of the properties of gases” in Studies on Statistical Mechanics. Nrs. 3 (1962) 50–51.R. . Ford.E. Penrose. B57 (1993) 289–308. J. (1968b) Part III Estimation Methods of degrees 0 and 1. ed. 1. F. Phys. Ruelle. Two theorems on classical many–particle systems.

2 where we consider the very simple case of the Tonks gas [4]. 3. The study of the virial coeﬃcients of the hard sphere gas splits into two separate parts: the generation of the graphs and the evaluation of the integrals. The results are given in Tables 7. diagrams This vanishing is vividly demonstrated in section 7. (7. geometry and combinatorics. hard spheres in D dimensions deﬁned by the potential U (r) = ∞ if |r| ≤ σ 0 if σ ≤ |r|.1) Equation (7. We present this expansion in section 7. and B4 [5–13]. In section 7. and show that there is exactly one nonvanishing Ree-Hoover graph for each virial coeﬃcient. B3 .1) says that the centers of the two spheres cannot be closer than σ which is traditionally called the hard core diameter of the sphere. A considerable simpliﬁcation in the computation of virial coeﬃcients was made in the mid 1960s by Ree and Hoover [1–3] who introduced a rearrangement of the Mayer graphs which decreases the number of graphs. 14–17]. The potential (7. For the hard core gas (7. The generation of the Mayer graphs is a serious problem because the number of these graphs grows very rapidly.8.1) is particularly simple because the Boltzmann weights are independent of temperature. We discuss these computations in section 7.1. .7 Ree–Hoover virial expansion and hard particles In this chapter we study what may be considered to be the simplest potential in classical statistical mechanics.1).5 and 7. There is no energy scale in the problem and all the physics is determined by entropy. The virial coeﬃcients B5 –B10 have been evaluated numerically [1.1) the Ree–Hoover expansion has the additional property that when the virial coeﬃcient Bk is evaluated in D dimensions if k − 3 ≥ D then some diagrams vanish for the hard core potential which do not vanish in general.4 and tabulate the results in Table 7. The derivations for B2 and B3 are given in detail. Thus P/kB T is a function of density alone and the internal energy is the same as the perfect gas. The computation of integrals is diﬃcult because there are strong cancellations between graphs. What we learn from the study of hard spheres is basic to what has become known in recent years as “soft condensed matter physics”.3 we analytically evaluate the virial coeﬃcients for hard spheres B2 .6. which is the one-dimensional case of the hard sphere gas (7. some of which are positive and some of which are negative.

We conclude in section7. However. 36].9 with a summary of some of the open questions in the study of virial expansions of hard particles.3) Vk (r1 .j ) ≡ fi.1) is radially symmetric and the spatial variable r is in the continuum. · · · .7 we present the known results in the continuum for parallel hard squares and cubes [27] and the lattice gas results for hard squares on a square lattice [28.½ ¾ Ree–Hoover virial expansion and hard particles In section 7. 29]. We also present various of the approximate equations of state that have been proposed for hard spheres in three dimensions [18–26].2) In section 7. Calling si [n] the number .8 we consider nonspherical convex bodies which are allowed to rotate. In section 7. In these Mayer graphs each line stands for the factor f (ri. the Mayer and Ree–Hoover expansions are equally valid for potentials which have an angular dependence and on a lattice the analogue of (7. rk ) is the sum of all numbered biconnected Mayer graphs with k points. rk )dD r1 · · · dD rk−1 (7. hard hexagons on the triangular lattice [29–33] and hard particles with nearest neighbor exclusion on the cubic. rectangles and needles [35. · · · . (7. fcc and bcc lattices in three dimensions [30].4) where Vk (r1 . B3 and B4 have been computed for ellipses.j = e−U (ri −rj )/kB T − 1. 7.6 we use the results to estimate the radius of convergence of the virial series and discuss the location of the leading singularity in the complex density plane. and in two dimensions B2 . In three dimensions the ﬁrst computation of a second virial coeﬃcient for nonspherical shapes was given by Onsager in 1949 [34].5 we discuss the possible behavior of the hard sphere virial coeﬃcients for k ≥ 11 and examine the behavior of certain graphs for large values of k and in section 7.1) is the pair potential U (rk − rk ) for a lattice gas with nearest neighbor exclusion U (0) = +∞ U (rj − rk ) = +∞ for rj and rk nearest neighbors on the lattice 0 otherwise (7.5) The numbered Mayer graphs of a certain type are obtained by labeling the vertices of the basic unnumbered graph in all possible distinct ways. The hard sphere potential (7.1 The Ree–Hoover expansion In the previous chapter we showed that the coeﬃcients in the virial expansion of the pressure Pv =1+ kB T are Bk = − k−1 k! ∞ Bk v 1−k k=2 (7.

4 f4. points are either connected by a line which contributes a factor of f or they are not connected.4 dD r1 · · · dD r3 f1. s3 [4] = 3.10) with S1 [4] = S2 [4] = f1.2 f2.4 f4. There are three contributing graphs as shown in Fig.11) (7.5) the function ˜ f = e−U/kB T with the property that ˜ 1 = fi.1 f1. 7.The Ree–Hoover expansion ½ ¿ of labelings of the graph of type i with n points and calling Si [n] the integral of the unlabeled graph of type i and n points we have Bn = − n−1 n! si [n]Si [n].1 The three unlabeled Mayer diagrams which contribute to B4 and their symmetry numbers si [4]. (7. in a general Mayer graph.1 f1.9) (7.2 f2. 7. As a ﬁrst example of the utility of this method.j . The Ree–Hoover expansion is to replace this 1 by f − f and to rewrite the expansion in terms of integrals where all points are connected by bonds ˜ which now are either f or f .j − fi. Every pair of points which is not connected can be thought of as contributing a factor ˜ of 1 to the integral. s2 [4] = 6. consider the fourth virial coeﬃcient.3 f2. i (7.12) .3 f3.7) Fig.6) In 1964 Ree and Hoover in [1–3] introduced a simple and very useful modiﬁcation of this expansion by introducing in addition to (7. (7.8) The basic idea of the re-expansion is to note that.1 and the symmetry numbers are s1 [4] = 1. Thus 1 B4 = − {S1 [4] + 6S2 [4] + 3S3 [4]} 8 (7.3 f3.3 dD r1 · · · dD r3 (7.

15) (7.1 dD r1 · · · dD r3 .4 .3 f2.3 − f1.2 f2. 7. and 1 = f2.1 f1.4 f4.3 f3.13) Now in S3 [4] we insert the factors ˜ ˜ 1 = f1.3 f2.4 and in S2 [4] we insert the factor ˜ 1 = f2.4 dD r1 · · · dD r3 .4 dD r1 · · · dD r3 ˜ ˜ f1.16) (7.2 The graphical representation of the reduction of the three Mayer diagrams for B4 ˜ to the two Ree–Hoover diagrams. 4 8 (7.4 f4.14) Hence we have reduced the number of diagrams to be considered from three to two.19) To proceed further in a systematic fashion we follow [2] and denote the combinatorial factor in the Ree-Hoover expansion for the Ree–Hoover integral of k points . The dotted lines represent the factors f .3 f3. 7.2 f2.17) (7. Fig.3 . (7.18) (7.4 − f2.4 − f2. and ﬁnd that ˜ ˜ S1 [4] + 6S2 [4] + 3S3 [4] = −2S1 [4] + 3S3 [4] where ˜ S1 [4] = ˜ S3 [4] = f1.3 f3.4 f4. The computation is summarized graphically in Fig.½ Ree–Hoover virial expansion and hard particles S3 [4] = f1. Thus we have the ﬁnal result B4 = 1˜ 3˜ S1 [4] − S2 [4].2 f2.1 f1.2 where the dotted lines represent ˜ the factor f . (7.

. consider a Ree–Hoover diagram Sj (k). i]. i]˜k [m. negative or zero) is the star content aj [k]. ak [m. i]. This diagram is produced ˜ by expanding all those Mayer diagrams whose f functions are a subset of the f func˜ tions in Sj (k). i] = − sk [m. ˜ and m points are connected by f bonds.21) ˜ where the minus sign appears because the expansion of (f − f ) introduces a minus sign with each of the f functions.23) we ﬁnd that for the “complete Ree–Hoover star diagram” which con˜ tains no bonds f we have m = 2 and aj [2] = 1 and thus we ﬁnd for the star content ˜ astar [k] = −(−1)k(k−1)/2 (k − 2)! (7.2. The resulting number (which can be positive.1637]: Count the number of labeled Mayer graphs which can be formed by successively ˜ removing 0. k] are exactly those diagrams which can be formed by removing ∆fl f ˜ functions from the f functions in Sj [k]. ˜ There is a useful property of the star content aj [k] which helps in the computations.1 and 7. ˜ i (7. i] ˜ and the product k−1 Ck [m.21) can be expressed by the following rule [2. 3.20) ˜ To compute ai [k].23) where m is the smallest total number of points possible for the given conﬁguration of ˜ f bonds.25) k! ˜ We also specify the graphs in two diﬀerent notations either by giving the f or the f bonds. Denote those contributing diagrams as Sl [j. p. ˜ ˜ ˜ ˜ Namely if Sj [k] and Sj [k − 1] have the same type of f bonds and diﬀer only in the f bonds then aj [k] = (−1)k−1 (k − 2)˜j [k − 1]. · · · of the f functions from the Ree-Hoover diagram Sj [k] and subtract from that the number of labeled Mayer graphs that can be formed from removing ˜ 1. a (7. Therefore we see that aj [k] = ˜ l (−1)∆f l (7. · · · of the f functions from Sj [k]. k].The Ree–Hoover expansion ½ ˜ ˜ ˜ Si [k] as ai [k]. We list separately the factors sk [m. We refer to ai [k] as the star content of the k point graph of type i. k] and denote by ∆fl the ˜ number of f bonds in Sj (k) that are not in the Mayer diagram Sl [j. By deﬁnition Bk = − k−1 k! si (k)Si (k) = − i k−1 k! ˜ ai (k)si (k)Si (k).22) From this we ﬁnd recursively that ˜ aj [k] = (−1)k(k−1)/2−m(m−1)/2 aj [m](k − 2)!/(m − 2)! m < k ˜ (7. i] has k points. ˜ a (7.24) For B5 and B6 we explicitly give all contributing Ree–Hoover graphs in Tables 7. 2. From (7. It is clear that the Sl [j. The equation (7. Here we use the notation that the diagram speciﬁed by Bk [m.

26) (σ/v)k k=1 (7. 3] where in D = 2 (but not for D ≥ 3) it is impossible to ﬁnd any conﬁguration ˜ which satisﬁes both the restrictions that f (r) = 0 for |r| ≥ σ and f (r) = 0 for |r| < σ. i] and the product Ck [m. the star content ak [m. 1] B5 [5.½ Ree–Hoover virial expansion and hard particles Table 7.40) k−1 |Bk |/B2 ≤ 0. 2] B5 [5. i] ˜ −6 3 −2 1 1 Ck [m. Thus if we replace V by L − N a in the equation of state of the free gas we have the equation of state of the Tonks gas P (v − σ) = 1. The number of contributing diagrams for general potentials. i] 1 15 30 12 10 ak [m.1823 · · ·)k−1 k (7. kB T When this is rewritten in the form of the virial expansion (7. 7. i] 6/30 −45/30 60/30 −12/30 −10/30 ˜ f notation ∅ f notation The Ree–Hoover expansion has two deﬁnite advantages over the Mayer expansion. The values of these virial coeﬃcients will be computed in section 7. 1] B5 [4. hard disks and hard spheres is given in Table 7. Label B5 [0.3 and 7.27) (7. 3] sk [m.3 up through B10 . This eﬀect is seen by examining B5 [5. The second advantage is that for low dimensions certain diagrams vanish because of geometrical constraints. For each diagram we give the values of the combina˜ a torial factor sk [m.2 The Tonks Gas The Tonks gas [4] is the name given to the particularly simple case of the hard sphere gas (7.1) in one dimension. i]. i] k! ˜ where m is the number of points conected by f bonds. In this case the partition function is particularly easy to compute if we note that a collision of hard rods in one dimension in a volume L behaves kinematically in the same way as free particles which move in volume of L − N a where N is the number of rods. 1] B5 [5. i] = − k−1 sk [m. i]˜k [m.21780 · · · (7.4.3) we ﬁnd 1 Pv = =1+ kB T 1 − σ/v and thus k−1 Bk = σ k−1 = B2 ∞ (7.28) which is to be compared with the bound (6. The ﬁrst is that for any potential the number of Ree–Hoover graphs is smaller than the number of Mayer graphs.29) .1 Ree–Hoover diagrams for B5 .

13] B6 [6. 8] B6 [6. i] = − k−1 sk [m. 3] B6 [6. 5] B6 [6. 2] B6 [6. Label B6 [0. 17] B6 [6. i] k! ˜ where M is the nmber of points connected by f bonds. 7] B6 [6. 1] B6 [6. i]˜k [m.The Tonks Gas ½ Table 7. 2] B6 [5. i] 1 45 180 72 60 360 180 60 60 180 90 45 360 360 60 15 180 360 90 90 180 15 10 ak [m. i] ˜ 24 −12 8 −4 −4 3 −2 1 −6 −5 −4 4 −1 −2 4 16 3 1 −2 −1 1 1 4 Ck [m. 15] B6 [6. 4] B6 [6. 11] B6 [6. 9] B6 [6. 1] B6 [4. 14] B6 [6. 16] B6 [6.2 Ree–Hoover diagrams for B6 . i]. 1] B6 [5. 3] B6 [6. i] and the product Ck [m. 1] B6 [5. 10] B6 [6. 6] B6 [6. For each diagram we give the values of the combina˜ a torial factor sk [m. 12] B6 [6. the star content ak [m. i] −24/144 540/144 −1440/144 288/144 240/144 −1080/144 360/144 −60/144 360/144 900/144 360/144 −180/144 360/144 720/144 −240/144 −240/144 −540/144 360/144 180/144 90/144 −180/144 −15/144 −40/144 ˜ f notation ∅ f notation . 18] sk [m.

28). to obtain the last line. where. 606 81.31) which agrees with (7. B2 B3 B4 B5 B6 B7 B8 B9 B10 Mayer 1 1 3 10 56 468 7. 743. Some of the entries are only lower bounds because it is numerically diﬃcult at times to distinguish between graphs which are very small and those which vanish identically.32) Then noting that ∞ k=1 k+1 k k σρ σ ρ = + k 1 − σρ ∞ k=1 1 k k σρ σ ρ = − ln(1 − σρ) k 1 − σρ (7.30) consists of k! integration regions all of which contribute equally.j . (7.27) because it is easily seen that in the evaluation of Bk all graphs vanish except the one in which each vertex is connected with every other vertex by the bond fi. we have used the fact that the product contains k(k−1)/2 terms which are either −1 or zero. 123 194.½ Ree–Hoover virial expansion and hard particles Table 7. Thus we obtain Bk = = 1 k! k σ σ σ dx2 0 x2 σ dx3 · · · xk−1 σ dxk σ 1 1 k! k (k − 1)! dx2 0 0 dx3 · · · 0 dxk = σ k−1 (7.D = 2 1 1 2 4 15 73 > 647 ∼ > ∼ 8.20) and (7.D = 3 1 1 2 5 22 161 > 2334 > 60.980. We ﬁrst use (6.D = 4 1 1 2 5 23 169 > 2556 > 76.3 The number of Mayer and Ree–Hoover graphs which contribute to the virial coeﬃcients up to order 10 from [17]. 542 R–H in general 1 1 2 5 23 171 2. It is also instructive to obtain the cluster integrals bk .128) to ﬁnd ∞ z = ρ exp k=1 k+1 k k σ ρ k .529 R–H.30) |fi.33) .756 R–H.j (7. If we order the coordinates xj as x1 < x2 < · · · < xk and set x1 = 0 by convention we see that (7. 066 9.564 4. Therefore we ﬁnd from (7. 902 R–H.417 > ∼ 110.j |. 318 The Ree–Hoover expansion provides an exceptionally simple derivation of (7.24) Bk = = (−1)k(k−1)/2 k 1 k dx2 · · · dxk 1≤i<j≤k dx2 · · · dxk 1≤i<j≤k fi.

(7. B2 = and therefore (7. The derivation of the results for B4 is somewhat tedious and we refer the reader to the original papers.41) (7. kB T kB T (7.34) (7.42) f (r)dD r (7.4 The results for B2 . ψ(P )m |P =0 = kB T (−mσ)m−1 kB T dP m−1 zm P = (−mσ)m−1 .1 Evaluation of B2 1 2 The second virial coeﬃcient for the hard sphere potential (7.1) is B2 = − where f (r) = −1 for |r| ≤ σ 0 otherwise 1 VD (σ) 2 where VD (σ) is the volume of a sphere of radius σ in dimension D. The chronology of the computations is given in Table 7. φ(P ) = σP P exp = z.40) .217) with P as the variable z and set u z= f (P ) = P.3 Hard sphere virial coeﬃcients B2 –B4 in two and higher dimensions We now turn to the evaluation of Bk for dimensions D ≥ 2.36) (7.37) 7. kB T kB T We now use B¨ rmann’s theorem (6.23).5) we ﬁnd bk = from which we ﬁnd b2 = −σ and thus bk (k/2)k−1 = k−1 (2b2 ) k! which should be compared with Groeneveld’s bounds (6. B3 and B4 are given in Tables 7. 7. k! (7.39) 1 (−kσ)k−1 .35) where ψ(P ) = kB T exp(− to obtain dm−1 σP ).38) ∞ (7.Hard sphere virial coeﬃcients B2 –B4 in two and higher dimensions ½ we have P σP exp .5 and 7. kB T m! m=1 Thus comparing with (6.6.3. We will here derive the results for B2 and B3 .

43) and that furthermore if we denote the surface area of the D-dimensional hypersphere by ΩD−1 rD−1 that dVD (r) = DCD rD−1 . 6.van Laar [6] Tonks [4] Nijboer. (7.46) dx1 · · · ∞ 0 ∞ −∞ dxD e−(x1 +···+xD ) = 2 2 ∞ 0 ∞ drΩD−1 rD−1 e−r D 2 = DCD Therefore drr D−1 −r 2 e 1 = DCD 2 dtt 2 −1 e−t = CD Γ( 0 D + 1). 2 (7. Date 1899 1899 1936 1951 1964 1982 2003 2005 Author(s) Boltzmann [5] Boltzmann [5]. 9. (7.44) ΩD−1 rD−1 = dr To evaluate CD we consider the integral ∞ −∞ dx1 · · · ∞ −∞ dxD e−(x1 +···+xD ) = 2 2 ∞ −∞ dx1 e−x1 2 D = π D/2 . Hemmer [9] Luban.½ ¼ Ree–Hoover virial expansion and hard particles Table 7.45) This integral is also expressed in terms of CD as using dD r = ΩD−1 rD−1 dr as ∞ −∞ (7. 10. van Hove [7] Rowlinson [8]. Barum [10] Clisby.49) ΩD−1 = (7. 8. 12 B4 for D = 5.47) CD = and thus we have π D/2 Γ( D + 1) 2 π D/2 rD Γ( D + 1) 2 2π D/2 . Γ( D ) 2 (7. 11 One way to evaluate VD (r) is to note that (from dimensional considerations) VD (r) = CD rD (7. 7. McCoy [11] Lyberg [12] Property B3 for D = 3 B4 for D = 3 B3 for D = 2 Two center evaluation of B4 in D = 3 B4 for D = 2 B3 for arbitrary D B4 for D = 4.4 Chronology of analytic computations of the hard sphere virial coeﬃcients B3 and B4 .48) VD (r) = and (7.50) .

78200443 · · · 0.50633990 · · · 0.54) Since f (r) is −1 for |r| ≤ a and 0 for |r| > a.34094132 · · · 0.28222656 · · · 0. B3 = 1 3 dD r1 dD r2 f (r1.11539768 · · · 7. (7.4140625 0.2 Evaluation of B3 The third virial coeﬃcient is given by 1 3 1 =− 3 B3 = − dD r1 dD r2 f (r1.13731002 · · · 0.23461360 · · · 0.51) (l+1/2) For large D we use Stirling’s formula that for z → ∞ Γ(z + a) ∼ (2π)1/2 e(z+a−1/2) ln z−z to obtain B2 ∼ σ D π (D−1)/2 2−3/2 e1+D/2 e− 2 (D+1) ln(1+D/2) .5. Table 7.3.5 Exact and decimal results for B2 and B3 for 2 ≤ D ≤ 12 D 2 3 4 5 6 7 8 9 10 11 12 B2 πσ 2 /2 2πσ 3 /3 π 2 σ 4 /4 4π 2 σ 5 /15 π 3 σ 6 /12 8π 2 σ 7 /105 π 4 σ 8 /48 16π 4 σ 9 /48 π 5 σ 10 /240 32π 5 σ 11 /10395 π 6 σ 12 /1440 2 B3 /B2 √ 4 3 3 − π 5/8 √ 4 33 3 − π 2 7 53/2√ 4 39 3 − π 5 10 289/2 √ 4 − π3 279 3 140 6343/215 √ 4 3 297 3 − π 140 35995/218 √ 4 − π3 243 3 110 2 B3 /B2 decimal 0.2 )f (r2 )f (r1 ) dD r1 f (r1 ) dD r2 f (r1.16372846 · · · 0.55) |r1 |<σ The above integrand either has the value 1 or 0.52) (7. N 2 l=0 (7.19357299 · · · 0. 1 (7. and r1 is now constrained to be within a ball of radius σ centered at the origin.Hard sphere virial coeﬃcients B2 –B4 in two and higher dimensions ½ ½ Thus in any dimension D we have the desired answer ΩD−1 aD σ D π D/2 = B2 = = 2D 2Γ( D + 1) 2 σ 2N π N /(2N !) if D = 2N σ2N +1 π N +1/2 if D = 2N + 1.2 )f (r2 ) (7. Then r2 must be placed within distance a .53) For low dimensions B2 is explicitly given in Table 7.625 0.2 )f (r2 ).

3 h r h u L/2 1 Fig.56) where ΩD is given by (7. 7. and denoting the volume of intersection of the two hyperspheres of unit radius by V (u).57) V (u) = |h|<hmax dD−1 hL(h) = ΩD−2 0 1−( u )2 2 dh hD−2 L(h) 1 − h2 − u) (7. and also within unit distance from the point r1 .50). We see from Fig. To calculate V (u) integrate the one-dimensional overlap L(h) of two line segments with radius 1 at a separation of h.3 Integration over h for B3 .58) √ = ΩD−2 0 dh hD−2 (2 and hence . (7. 7. over the D − 1 dimensional hyperplane that is the perpendicular bisector of the line connecting the two hypersphere centers.3 that L(h) = 2r(h) − u = 2 Therefore hmax 1 − h2 − u. B3 = σ 2D 3 dD uV (u) = |u|<1 σ 2D ΩD−1 3 1 du uD−1 V (u) 0 (7. 7.½ ¾ Ree–Hoover virial expansion and hard particles from the origin. Rescaling all distances by σ. The integral over all possible r2 thus corresponds to the volume of intersection of two D-dimensional spheres of radius a separated by a distance of r1 = |r1 |. This integration region is illustrated in Fig. replacing the integration variable r1 /σ by u.

Hard sphere virial coeﬃcients B2 –B4 in two and higher dimensions ½ ¿ σ 2D ΩD−1 ΩD−2 B3 = 3 1 √ du 0 1−( u )2 2 dhuD−1 hD−2 (2 1 − h2 − u). (7. B3 = σ 2D ΩD−1 ΩD−2 3 1 2 arcsin( u ) 2 du 0 π 3 dφ cos φ(sin φ)D−2 ( 1 0 2 u u2 − sin2 φ − u) σ 2D ΩD−1 ΩD−2 = 3 dφ cos φ(sin φ)D−2 2 sin( φ ) 2 du( 0 π 2 u u2 − sin2 φ − u) 3 σ 2D ΩD−1 ΩD−2 dφ cos φ(sin φ)D−2 = 3 0 3 ×(− − π sin φ + 3 cos φ + 3φ sin φ) 2 (7. (7. and integrating by parts the third and fourth terms gives: 3 cos φ(sin φ)D−1 3 (sin φ)D−1 σ 2D B3 = ΩD−1 ΩD−2 − + 3 2 D−1 D−1 − σ 2D π 3 π 3 0 3 ΩD−1 ΩD−2 0 π 3 dφ( −3(sin φ) D−1 D + 3(sin φ) ) D (7. (7.51) we ﬁnd the result of [10]: 2 B3 /B2 4Γ( D + 1) = 1/2 2 D 1 π Γ( 2 + 2 ) π 3 dφ(sin φ)D . using (7.64) dφ sin2N φ = 0 π/3 1 22N π 2N 3 N 1 22N N +2 (−1)m 2N 2mπ sin 2m N −m 3 m=1 N (7.62) 0 To complete the evaluation of the integral in (7.61) D σ2D ΩD−1 ΩD−2 = D(D − 1) dφ(sin φ)D .59) 0 Substitute sin φ = uh for h.66) (1 − cos 2m + 1 N − m 3 m=0 .63) sin to ﬁnd π/3 φ = (−1)m m=0 2N + 1 sin(2m + 1)φ N −m (7.62) we use the identities sin2N φ = 2N +1 1 22N 1 22N N 2N N N +2 (−1)m m=1 2N cos 2mφ N −m (7.60) Integrating directly the ﬁrst and second terms. 0 Thus. and then reverse the order of integration.65) dφ sin2N +1 φ = 0 (−1)m 2N + 1 2m + 1 π).

5. using the expansion as z → ∞ Γ(z + α) ∼ z α−β .72) 7. Γ(z + β) we obtain from (7.68) and for D = 2N + 1 we use (7.62) to obtain 2 B3 /B2 = (7.67) in (7.70) and thus. All .3.67) √ 3 2(N !)2 π 4 + 3 N m=1 m≡1 mod3 (−1)m 1 − 2m (N − m)!(N + m)! N m=1 m≡2 mod3 (−1)m 1 2m (N − m)!(N + m)! (7.65) in (7.66) and (7. 2 To obtain an expansion of B3 /B2 for large D we expand the integrand in the integral of (7.71) √ 2 6 π 1/2 D1/2 √ 3 2 D .½ Ree–Hoover virial expansion and hard particles Thus for D = 2N we use the duplication formula for the gamma function 1 Γ(N + ) = 21−2N π 1/2 Γ(2N )/Γ(N ) 2 and (7.3 Evaluation of B4 The evaluation of B4 in even dimensions up through D = 12 was carried out in [11] using the Ree–Hoover formalism.62) that as D → ∞ 2 B3 /B2 ∼ (7. The integrals are of the form of overlapping sphere volumes and generalize to B4 the computations of the previous subsection for B3 .2 mod 3 (−1)m 1 2m + 1 (N − m)!(N + 1 + m)! (7.69) 2 For low dimensions B3 /B2 is explicitly given in Table 7.62) to ﬁnd [(2N + 1)!] 2 B3 /B2 = 24N (N !)2 2 N N +4 m=0 m≡1 mod 3 (−1)m 1 2m + 1 (N − m)!(N + 1 + m)! m=0 m≡0. (7.62) about φ = π/3 to ﬁnd π/3 π/3 dφ(sin φ) 0 D ∼ dφ √ 3 2 D e √ −D( π −φ)/ 3 3 ∼ √ 3 2 D √ 3 D (7.

This feature was ﬁrst seen in numerical computations by Ree and Hoover [13] in 1964.03336 0.53223 0. D 2 3 4 5 6 7 8 9 10 11 12 3 B4 /B2 exact √ 9 3 2 − 2π +√10 π2 2707 + 219 2 − 4131 arccos1/3 4480 √2240π 2240 π 832 2 − 27 3 + 45π2 √ 4π 25315393 + 3888425 2 − 67183425 arccos1/3 32800768 16400384π 32800768 π √ 81 3 38848 2 − 10π + 1575π2 √ 299189248759 + 159966456685 2 − 292926667005 arccos1/3 29059601184 435894091776π 96865353728 π √ 17605024 2 − 2511 3 + 606375π2 280π √ 2886207717678787 + 2698457589952103 2 − 8656066770083523 arccos1/3 2281372811001856 703432027504640π 2281372811001856 π √ 2673 3 49048616 2 − 280π + 1528065π2 √ 17357449486516274011 + 16554115383300832799 2 − 52251492946866520923 11932824186709344256 29832060466773360640π 11932824186709344256 √ 11565604768 2 − 2187 3 + 337702365π2 220π arccos1/3 π decimal 0. Once again only elementary integrals are encountered which. However. 38].4 Monte-Carlo evaluations of B5 –B10 The preceding results on the second. for odd dimensions the straightforward application of this method leads to elliptic integrals in intermediate steps.Monte-Carlo evaluations of B5 –B10 ½ integrals involved are elementary but their evaluation was suﬃciently tedious that to obtain explicit results an algebraic computer program was used. The limits of the maximum order k for which Bk can be computed depend both on the speed and storage capacity of the computer used and on the eﬃciency of the algorithms for generating the diagrams and evaluating the integrals. For D = 3 the evaluation of B4 was carried out by Nijber and van Hove [7] by means of the “two center” formalism which was invented by de Boer [39] in 1949. third and fourth virial coeﬃcients exhaust all known cases where hard sphere virial coeﬃcients have been exactly computed.6. To obtain further information we must turn to Monte-Carlo evaluations of the integrals on the computer. The ﬁrst ﬁve digits of the decimal result are shown. The most striking feature of B4 is that it is positive for 2 ≤ D ≤ 7 and is negative for 8 ≤ D.07597 0.01096 −0.00880 −0.28694 0. . The evaluation of B4 by means of this formalism has been extended by Lyberg [12] to odd dimensions up through D = 11. as for even dimensions. For B5 exact analytic evaluation has only been done on selected diagrams of the Mayer type [37. The ﬁnal results for 2 ≤ D ≤ 12 are given in Table 7. These studies were initiated by Ree and Hoover [1] in 1964 where the basic method is explained.01067 7.6 Exact and decimal results for B4 for 2 ≤ D ≤ 12.00255 −0.15184 0.00986 −0.01133 −0. Table 7. are suﬃciently tedious that explicit evaluation was carried out using algebraic computer programs. This is unfortunate because the ﬁnal result of van Laar [6] for D = 3 makes no reference to elliptic integrals.

Masters.003261(7) 8 B9 /B2 0.9 and 7. Hoover [3] van Rensburg [14] Bishop.0041832(11) 0.0019937(28) −0.0017385(13) −0.11486728(43) 0.007438(6) 0.0001120(20) −0.006176(4) 0.0028624(26) 5 B6 /B2 0.0649930(34) 0.110252(1) 0.000525(16) −0.½ Ree–Hoover virial expansion and hard particles The chronology of numerical computations of virial coeﬃcients is summarized in Table 7.0000747(26) 0.0002888(18) −0.0013094(13) 0.0004035(15) 0. Table 7.01302354(91) 0.7.03888198(91) 0.1988425(42) 0.0000113(31) −0.10 for B5 and B6 The results for the individual diagrams’ contributions to B7 in D = 2. for k ≥ 11.0014303(19) 0.002511(13) Further insight is obtained by the examination of the contribution of the individual diagrams.0035121(11) −0.0129551(13) 0.00743092(93) 0.0034149(18) D 2 3 4 5 6 7 8 9 10 11 12 D 2 3 4 5 6 7 8 9 B10 /B2 0.0013066(18) 0.0016869(45) 0.0045164(11) −0. B6 for D = 2.005244(4) 7 B8 /B2 0. The error in the last digits is given in parenthesis.0025969(38) 6 B7 /B2 0. The underline indicates the position of the local minima and maxima. Date 1964 1967 1993 1999 2006 Author(s) Ree. We conclude our study here by examining. Clarke [15] Clisby. 7. 3 B5 . 3 B7 for D = 2.33355604(1) 0.0199537(80) 0.0075231(11) 0.5 Hard sphere virial coeﬃcients for k ≥ 11 For virial coeﬃcients Bk with k ≥ 11 it has not yet been possible to evaluate all diagrams.001514(14) −0.0000492(48) −0.0008950(30) −0.00452(1) −0.0004162(19) 0. 3 can be found in [3]. two particular diagrams .0025386(16) 0.8 Numerical results for Bk /B2 for 5 ≤ k ≤ 10 taken from [17]. 4 B5 /B2 0.0357041(17) 0. McCoy [17] Property B5 .0362193(35) 0. B6 for D = 4.0077359(16) 0. 3 B8 for D = 2.00478(1) −0.0070724(10) 0. We list these in Tables 7.0009815(14) −0. 5 Bk for 5 ≤ k ≤ 10 and 2 ≤ D ≤ 12 k−1 Table 7.7 Chronology of numerical computation of the virial coeﬃcients B5 − B10 .0006673(45) 0.006969(5) 0. The most extensive computations are those of Clisby and McCoy [17] which are given in Table 7.8. Hoover [1] Ree.0000441(22) 0.00395(1) −0.

3]/B2 5 B6 [6.0002 0.00256(2) 0.0001858(2) 0.000285(1) −0. 10]/B2 5 B6 [6.0191 0. The error in the last digits is given in parenthesis. 2] and B6 [6. 13]/B2 5 B6 [6.01540(2) −0.0000 0. for both B5 and B6 .02650(2) −0.002356(7) 0.001145(1) −0.0001883(1) −0.0273 −0. 15]/B2 5 B6 [6.03565(5) 0.” The contribution of this close packed diagram to Bk is positive for for all k. 1] and B6 [0. the largest diagram (by almost a factor of 10) is the complete star B5 [0. 4]/B2 5 B6 [6.000553(1) −0. For B5 and B6 these diagrams are given in Tables 7.3618 −0. 1]/B2 5 B6 [6.0000991(5) 0.0002848(4) 0.0008395(4) Table 7.1103 0.000712(2) 0.0005 0. 1]/B2 5 B6 [5.001463(2) −3. 1) For D = 2.00008782(7) −0. 7.0314 −0.02131(2) −0.003038(4) −0.0000 0. We call such a diagram “close packed. 9]/B2 5 B6 [6.0187 0. 1] where each point is connected to every other point by a bond f.012351(3) 0.00102(8) 0.0002 −0.0090 0 0.0386 0.008204(8) −0.0007622(3) D=6 0.0162 −0.0000486(9) 0. 16]/B2 5 B6 [6. 3.001902(2) 0.0005349(5) −0.0027 −0. 18]/B2 disks 0.000589(1) −0.0000868(2) 0.0102 0. 1]/B2 5 B6 [4. i] given in Table 7.015511(4) 0. 2]/B2 5 B6 [5. 6. 8]/B2 5 B6 [6.000437(1) 0.000318(4) −0.59 × 10−7 D=6 −0.0008 0.0019 −0.0014771(1) −0.0001759(3) 0.0000 0 0 0 0 0 0 0 spheres 0. The values given are the product of the integral and the combinatoric factor Ck [m.019184(5) −0.0088 0.001912(4) 0.0099 −0. The values given are the product of the integral and the combinatoric factor Ck [m. 5]/B2 5 B6 [6.01064(4) −0. and their . i] given in Table 7.00352(2) 0.0001124(2) 0. 2]/B2 5 B6 [6.0109 −0. i]. 12]/B2 5 B6 [6.0000447(4) 0.0002 D=4 0.0165 0.0005498(5) D=5 0.001520(4) −0.1 to the ﬁfth virial coefﬁcient for hard disks and spheres.696(8) × 10−7 D=7 −0.001752(2) −0.00498(2) −0.0086 0 spheres 0. 1]/B2 5 B6 [5.0001587(1) −0.2 as B5 [5.003800(4) 0.012899(4) −0.002600(3) −0.000472(2) 0. 14]/B2 5 B6 [6.01693(2) −0.01762(4) 0.0002231(6) −0.00735(1) 0.0001778(1) −0. 6]/B2 5 B6 [6.944(9) × 10−7 which in a sense represent two extreme cases.0003086 −0.9 The contributions of diagrams B5 [m.2 to the sixth virial coeﬃcient for D = 2.007528(8) 0.0002481(2) −0. 3].00(1) × 10−6 2.0132 0.0004958(8) 0.00046725(4) −0.0051 −0.00176(2) 0.0004 −0? 0 D=5 0. 11]/B2 5 B6 [6.0011 −0.01297(1) 0.1 and 7. 17]/B2 5 B6 [6.0003335(3) −0.0001007(2) 0.0003158(4) 0.0212 −0.0000 −0.3336 0.2292 −0.00569(2) −0. 1]/B2 4 B5 [5. 3]/B2 5 B6 [6.000046(2) 0.0010 −0.005887(5) −0.059015(9) −0.10 The contributions of the diagrams B6 [m.0588 −0.0004 0. 7]/B2 5 B6 [6. 5 B6 /B2 5 B6 [0.004866(6) 0. 2]/B2 4 B5 [5.022332(6) −0.0003931(6) 0.Hard sphere virial coeﬃcients for k ≥ 11 ½ Table 7.0048248(9) −0. 3]/B2 disks 0. 5.0022 −0. 1]/B2 4 B5 [4.0002 0.001001(2) −0.1994 0.0012 0.0009 −0.00138(1) −2. i]. 2) For large D and any k the largest diagram is the “ring diagram” where there are only k bonds of type f which join the k together in a ring where each particle is ˜ connected to only two other particles and all other bonds are of type f .0001 0.000244(1) 0.0003 −0.001358(2) −3.1422 −0.022980(7) −0.176(6) × 10−6 3.0121 −0.00719(1) 0. Because the bonds f vanish when |r| > σ the points of this diagram are as close together as possible.01029(4) 0.0009332(8) −0.0266 −0. The error in the last digits is given in parenthesis.0007 0.774(8) × 10−6 3.0002596(7) −0.01702(5) −0.0002948(3) 0. 1]/B2 4 B5 [5.0002 −0. 4 B5 /B2 4 B5 [0.025442(1) −0.001559(9) −0.0112852(7) −0.0077 −0.

The error in the last digits is given in parenthesis. There we see that for D = 2 the star dominates the ring for k as large as 18.9 and 7.598(73) × 101 6.63(83) × 102 −3.19636(79) 0.03496(76) −0.07(11) 1. We call such a diagram “loosely packed. for D = 2.1330(49) 0.030(29) × 101 −2.02986(16) 0.912(10) 2.” The contribution of these diagrams to Bk has the sign (−1)k−1 .3368(69) −0.34048(67) 0.02375(16) −0.0428(10) 0.3618(32) −0.1024(29) −0. This has been done numerically [16] and the results for the ratio are given in Table 7. Criterion 2 ˜ The loose packed diagrams with the number of f bonds near their maximum value numerically dominate Bk .10.237(20) 0. This therefore suggests the existence of two criteria which need to be fulﬁlled in order for Bk to be in the asymptotic large k regime: Criterion 1 The number of nonzero Ree–Hoover diagrams has approached its large k behavior.11433(66) −0. This is some indication that for D = 2 the virial coeﬃcient Bk can be expected to be positive for at least k ≤ 18.732(20) 1.877(52) × 101 −1.11 The ratio of the ring to the star diagrams R/∅.0759(21) 0.6 Radius of convergence and approximate equations of state The most important property of the virial coeﬃcients Bk is not their actual values for k less than some ﬁnite number but rather their asymptotic behavior as k → ∞ because it is this asymptotic behavior which determines the radius of convergence of the series.1844(20) 0.09417(35) 0.1819(98) −0. In these diagrams the particles are as far apart as they can possibly be.½ Ree–Hoover virial expansion and hard particles Table 7.0559(15) −0.471(48) 1. 7.387(48) −0.000(28) × 102 7.53(11) D=3 −0.02373(46) −0.04(76) × 103 D=5 −0.02296(37) 0. However. Bk can be negative for k ≤ 18.02773(56) 0.01(49) × 101 −1.36(12) × 101 −1.11.673(47) −4. In the preceding sections we have examined two properties of the large k behavior of Bk of hard spheres in D dimensions: the identical vanishing of Ree–Hoover diagrams due to geometric reasons seen in Table 7. Using this as a criterion it may be possible to see a negative sign for Bk in D = 3. 4 for k not much larger than 9 but there is no evidence that.11. .767(67) × 102 8.60(30) × 102 D=4 −0.06(32) × 102 −5.3 and the loose packed dominance seen in Table 7. Order 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 D=2 −0.9111(55) −3.915(56) −1.041(29) × 101 4. The dominance of the ring over the star diagram seems to be a (weak) necessary condition for Bk to have a possible negative sign.14(78) × 103 values are given in Tables 7. for D = 3 the ring is slightly larger than the star for k = 9 and at D = 4 the ring dominates for k = 8. Some insight into the sign of Bk may be gained by studying the ratio of the ring to the star diagram as a function of k and D.

7.0041 · · · In Fig. 3 and see that the ratios appear to smoothly extrapolate to a radius of convergence at a value of the density which is greater than the close packed density ρcp .34) on the density where melting can occur.81 0.4 we plot the ratios for D = 2. We thus conclude that there is no dimension in which both of these criteria are fully satisﬁed although for D = 3 and D = 4 it is possible that both criteria could hold for some moderate value of k of the order of 12 to 14. indicates that the radius of convergence is not on the real axis.41 ρs /ρcp 0.8.3 for k = 10 that criterion 1 is only completely fulﬁlled for D = 2 and is not fulﬁlled at all for D ≥ 5.4696 · · · ρf /ρcp 0. 7. the density ρcp of the known densest packed lattices from [40.4441 · · · 11. Nevertheless it is of interest to see what results if we attempt to study the radius of convergence by means of the ratio method.8990 · · · 32.0744 · · · 0.9348 · · · 7. In Fig. table 1.Radius of convergence and approximate equations of state ½ We see from Table 7.12 instead of to the second virial coeﬃcient B2 . Table 7. In this table we also give the lower bound [(1 + e)2B2 ]−1 (6.0454 · · · 0.62 ρLB /ρcp 0. 7.5 where the ratios have been normalized to the closest packed densities given in Table 7.9619 · · · 4.50 0.34) on the density of the ﬂuid phase and the ﬂuid and solid ends of the ﬁrst order phase transition which are seen in the computer experiments to be presented in chapter 8.0071 · · · 0. For D ≥ 5 there are oscillations of sign of the virial coeﬃcients which.66 0. No useful extrapolation of these ratios is possible and it may be that negative virial coeﬃcients will appear for higher k. However. if this occurs in the true asymptotic behavior. We see from Table 7.78 0.6 and 7.12 Values for hard spheres of diameter σ in dimensions D = 2.0180 · · · 0. and accordingly the ratios Bk ρcp /Bk−1 are plotted in Figs.2].68 0. for D = 2 the criterion is not satisﬁed even for k as large as 18. There is no dimension for which a study of the ratio plots gives evidence that .4–7.0112 · · · 0.75 0.5. It is thus probable that the true radius of convergence cannot be determined from the virial coeﬃcients up to B10 given in Tables 7.5 we plot the ratios for D = 4. D 2 3 4 5 6 7 8 B2 πσ 2 2πσ3 3 π 2 σ4 4 4π 2 σ5 15 π 3 σ6 12 8π 3 σ7 105 π 4 σ8 48 2 ρcp √2 3σ √ 2 2 σ3 2 σ4 √ 2 2 σ5 √8 3σ6 8 σ7 16 σ8 B2 ρcp = 2D−1 ηcp 1.9343 · · · 18. the ﬂuid ρf and solid ρs ends of the computer-determined ﬁrst order transition and the lower bound ρLB = [(1 + e)2B2 ]−1 (6. 8 of B2 .0272 · · · 0. · · · .8137 · · · 2.11 that for D = 3 and k ≥ 12 that criterion 2 is well satisﬁed and that as D increases the criterion is satisﬁed for smaller values of k. Now the plots are not smooth but have oscillations which become increasingly strong as k increases. 7.

6 0.4 D=2 1.2 0. 7.6 2.4 1.25 0.4 0.2 0.4 2. 7.6. 7. .3 0. 7.6 D=3 Bk Bk−1 ρcp 1.35 0.2 2 1.35 0.6 1. (7.05 0 D=4 1/k Fig.¾¼¼ Ree–Hoover virial expansion and hard particles 2 1.8 0.5.8 in dimension D = 4.5 Ratio plot for hard sphere virial coeﬃcients of Tables 7.1 0. 7.8 0.2 1 0.4 Ratio plot for hard sphere virial coeﬃcients of Tables 7.05 0 1/k Fig.5.8 Bk Bk−1 ρcp 1. the asymptotic regime of large k has been reached and thus there is little point in attempting to use the ﬁrst 10 terms in the virial expansion to study the analytic properties of the equation of state. 3.73) 4 6 The packing fraction equals one at the density that would obtain if the hard spheres ﬁll all space which is an unphysical density above ρcp .1 0.25 0. Nevertheless there have been many attempts to ﬁt the ﬁrst eight terms of the virial expansion to an approximate equation of state.6. It is conventional to express these approximate equations of state in terms of the packing fraction B2 πσ 3 η= ρ= ρ. 2.2 1 0.8 in dimensions D = 2.4 0.15 0. 7.3 0.8 1.15 0.

75) (7. Some have simple poles at complex values of η determined by Pad´ approximates e determined from the eight virial coeﬃcients of [14] such as Pv = 1 + 4η kB T which has poles at η = 0.74) (7.222 ± 0.82) where in [25] ηrcp = 0.5904η 2 + 4.0648i = ηcp (1.198η + 1.79) Some have branch point singularities at what is called the “random close packed e density” ηrcp determined from a D-log Pad´ approximate such as [24]: 1 + 2. .80) 1 + 0.77) [23] (7.041709η)2 n=1 6 (7.9052 ± 0.6435.Radius of convergence and approximate equations of state ¾¼½ Some of the approximate equations of state for hard spheres have singularities at η = 1: Pv 1 + η + η2 = [18–20] kB T (1 − η)3 1 + 2η + 3η 3 [18–20] = (1 − η)2 1 [21] = (1 − η)4 1 + η + η2 − η3 = [22]. Table II] and where in [26] a wide range of values for ηrcp and s are obtained depending on which form of the D-log Pad´ is used.214η 2 (7.30184η + 0.67802 with ηrcp = 0.515439η 3 Pv = 1 + 4η kB T [1 − (η/ηrcp )3 ]. s = .81) (7.78) where the bn are given in Table 4 of [23]. e It is clear from these many forms that the ﬁrst eight virial coeﬃcients are far from estimating either the true radius of convergence or the nature of the leading singularity of the virial series for hard spheres. or the form n Pv n cn η = 1 + 4η kB T (1 − η/ηrcp )s (7.0875i).5η + 4.84 and the cn obtained from [25. (1 − η)3 and some have multiple poles at ηcp 3η 5.76) (7.372804η 2 Pv =1+ + + bn η n kB T ηcp − η (1 − 1. (7.6435.27726η 2 1 − 2.

7 Parallel hard squares. 070 −3. k 1 2 3 4 5 6 7 8 9 10 11 12 13 kBk squares 1 5 13 17 −19 −175 −503 −695 373 633 −2.119 − 3.14 Virial coeﬃcients kBk for the hard square. 645 Furthermore the parallel hard squares (cubes) can be restricted to lie on a square . 761 −21.13 Virial coeﬃcients Bk for for parallel hard squares and cubes (with σ = 1) from [27]. 30]. 553 −53. The ﬁrst seven virial coeﬃcients were computed analytically in 1962 [27] (ﬁve years before B7 was numerically evaluated for hard spheres [3]).800 Bk for cubes 1 4 9 34 3 455 144 − 2039 108 167.613 100. The integrals for this problem are dramatically simpler than for hard spheres.977 308. simple cubic. 828. 154 kBk bcc 1 9 25 −87 −1. 205.041 −1. 910 3.888.633 −167.149. 207 −237. 021 kBk fcc 1 13 85 385 1. We give the results in Table 7. Table 7. 569 −14.827 10. k 1 2 3 4 5 6 7 Bk for squares 1 2 3 11 3 65 18 121 40 17. 007 −58. 413 −4. 691 kBk cubic 1 7 19 7 −149 −833 −3.13.000 Table 7. 405 −165.¾¼¾ Ree–Hoover virial expansion and hard particles 7. fcc and bcc lattice gas with nearest neighbor exclusion from [28. One such example is hard squares or cubes whose edges are all ﬁxed to be parallel.261 1. parallel hard cubes and hard hexagons on a lattice The derivation of the Mayer expansion of the virial coeﬃcients presented in chapter 6 is valid not only for spherically symmetric potentials but also for potentials with a directional dependence as long as the orientation of the molecules is ﬁxed and the integrations are carried out only over the center of mass coordinates. 400.

883. 607. This exact solution will be discussed in chapter 15 but it is useful here to note that the radius of convergence of the low density virial expansion is determined by a singularity in the complex ρ plane at ρ= √ √ √ √ √ √ 1 1√ − 10[(4 10 − 5 5 − 4 2 + 7)1/2 ± i(4 10 − 5 5 + 4 2 − 7)1/2 ] 2 20 = 0.0560413 · · · (7. 502. 155. 143. 973. The results are given in Table 7. Even more can be computed for hard hexagons on the triangular lattice Table 7. 265 −24. terms up to order 42 can be obtained from the work of [29]. 387 −91. and substantially more terms can be obtained. 32] that it can be solved exactly for all densities. 952. 160.Parallel hard squares. 035 30.14. 637. 730. 087 −85. 585. 873 −402. parallel hard cubes and hard hexagons on a lattice ¾¼¿ (cubical lattice). 739 −273. 884. 472. 456. k 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 kBk 1 7 31 115 391 1237 3529 8155 8311 −6. 753. 759. 139. 341 which has the remarkable property discovered by Baxter [31. fcc and bcc lattice were studied in [30]. 125 −6. 505. 615 −753.234862 · · · ± i0. In this case the evaluation of the integrals reduces to a problem of pure combinatorics.83) . 699. Note that for hard squares. 544. 551 −19. 729 −1. 351. 535. 671. 349. The case of the lattice gas of hard squares was studied in [28] and in three dimensions the simple cubic. 529 −1. 535 860. 809 −3. 408.15 Virial coeﬃcients Bk for the hard hexagon lattice gas from table 11 of [33] where kBk = −(k − 1)βk−1 . 671. 547. 2543 −612. 425 288.

3.¾¼ Ree–Hoover virial expansion and hard particles The ﬁrst 25 virial coeﬃcients have been determined by Joyce [33] and are given in Table 7. The second virial coeﬃcients are (with A = 1 for ellipses and rectangles): ellipses 4k e e e B2 = 1 + 2 {E[(1 − k −2 )1/2 ]}2 with k = l1 /l2 ≥ 1 (7. The cubic and bcc lattice also have this property.13 it is tempting to interpret the negative signs of B6 and B7 as the beginning of an oscillation that will give a leading singularity in the complex plane.15.15.86) π where π/2 E(k) = 0 dθ(1 − k 2 sin2 θ)1/2 (7.15 it is very natural to conjecture that this oscillation also contributes for all k and that the leading singularity is in the complex plane. 7.87) . The signs of the parallel hard square virial coeﬃcients and the hard spheres in D = 2.83) to lie in the complex plane near the real axis this oscillation will continue indeﬁnitely as k → ∞. if carried out to inﬁnity. would put the leading singularity on the negative real axis.15 the signs oscillate with a rather large period and because the location of the leading singularity is known exactly (7. For the parallel hard cubes of Table 7.85) e e r r The cases of ellipses with semi-major axes l1 ≥ l2 . For the hard hexagons of Table 7.14 also oscillate and because of the similarity with the hard hexagons of Table 7.5 and 7. However.13–7. for the parallel hard square results in Table 7. π (7.8 and the hard squares. 4 are always positive which is consistent with a leading singularity on positive real axis while the (−1)k−1 oscillation of sign for hard spheres with D ≥ 5. The ﬁrst computation of this kind was done by Onsager in 1949 [34] who found that the second virial coeﬃcient for a cylinder of diameter d and length l which is capped on both ends by a hemisphere of diameter d is B2 = 2π 3 5π 2 d + d l. rectangles with sides l1 and l2 and r needles (the limiting case of rectangles where l2 → 0 ) of length l have been studied in [36]. 2 4 (7.8 Convex nonspherical hard particles We ﬁnally note that for potentials that are not radially symmetric the more physically relevant problem will integrate over the orientation of the molecules as well as their center of mass.6 the interpretation is less clear. cubes and hexagons of Tables 7. There are distinct diﬀerences in the patterns of signs of the Bk for the hard spheres of Table 7. For hard squares the signs of the Bk in Table 7.13 and the hard sphere results in Tables 7.84) Boublik [35] showed in two dimensions that in general for hard bodies with proper area A and perimeter s the second virial coeﬃcient is B2 = A + s2 .

. molecules do not have a convex shape and that there is no example of a nonconvex body for which even the second virial coeﬃcient has been computed.51420248 · · · (7.363(15) 0. if not most.290(30) 0. here we have little or no intuition as to what results are to be expected and consequently we here discuss “open questions” in place of “missing theorems”. in contrast to the cases of order and scaling. However.5142 · · · 3 B4 /B2 ellipses rectangles 0. The most important property of the virial series we would like to know is the location of the leading singularity and the radius of convergence.88) needles 1 .6 that while the the virial coeﬃcients for hard spheres in D = 2.320(20) 0. it should be noted.506(6) 0.272(2) 0.696(3) 0.Open questions ¾¼ rectangles r B2 = 1 + (k + 1)2 r r with k = l1 /l2 πk n B2 = (7.90) For ellipses and rectangles the virial coeﬃcients B3 and B4 have been evaluated by Monte-Carlo [36] and are given in Table 7. that many. k 1 2 4 5 6 15 ∞ 2 B3 /B2 ellipses rectangles 0.677(1) 0.631(1) 0.7820 · · · 0.467(5) 0.16.658(4) 0.16 Virial coeﬃcients B3 /B2 and B4 /B2 for hard ellipses and rectangles as a function of the aspect ratio from [36].323(2) 0. Thus it is plausible that Bk is not in an asymptotic large k regime for k = 10. 2 3 Table 7. 3 up through B10 are all positive they extrapolate to give a radius of convergence which is greater than the close packed density.9 Open questions We concluded the preceding chapters on order and scaling theory by presenting a selection of results which physical intuition suggests should hold but for which no proof has yet been found.750(1) 0.89) π For needles the third virial coeﬃcient has been analytically evaluated as [36]: √ √ 1 2 B3 /B2 = −366ln2 + 96ln(1 + 2/2) − 9π 2 − 66π − 160 2 + 1058 648 = 0.588(9) 0.675(3) 0. Unfortunately we found in section 7.112(80) −0. However.651(1) 0.471(2) 0.5322 · · · 0.” The study of hard particles in this present chapter also has revealed a large number of places where desired results are missing.031(7) 7.230(2) 0. We referred to these as “missing theorems.750(1) 0. (7. If the virial coeﬃcients are all positive the leading singularity will be on the positive density axis.770(2) 0.

However. The point at k = 7 is very slightly above the line joining k = 6 and k = 8. It is furthermore to be noted that it is not particularly satisfactory that for the analytic evaluation of B4 we needed to resort to the use of algebraic computer programs. we see in Table 7.14 0. for parallel hard cubes and for the lattice gases with nearest neighbor exclusion in both D = 2 and D = 3 it seems fair to suggest that negative virial coeﬃcients generically occur for hard particles and that it will require some special property in order to make the coeﬃcients all positive. Finally the question can be raised as to whether it is possible in principle to analytically √ evaluate all Bk for hard spheres in D dimensions in terms of simple numbers such as 3/π and π −1 arccos(1/3) as was the case for B4 .6 shows that there is a slight deviation from monotonicity in the slopes and this may indicate the beginning of oscillations such as are seen in the ratios for D = 4 of Fig. Because hard sphere virial coeﬃcients are geometrical objects related to the overlap of spheres it is appealing to conjecture .2 0.16 0. Indeed.95 0. However. the ﬁrst negative coeﬃcient occurred only at B10 so that a large value of k may be necessary to see a negative Bk in D = 2.5 which can build up to eventually give changes in sign of Bk .17 Open questions for virial expansions of hard particles. 4. 2.18 0. 5. for D = 3 a close inspection of the ratio plot in Fig 7. This prevents us from determining an analytic formula for arbitrary D. For B5 seven of the ten Mayer diagrams given in appendix A of chapter 6 have been evaluated for D = 3 in [37] and [38] and are given in Table 7.18. for hard hexagons.1 D=3 1. 7. Are there negative Bk for hard discs and spheres? What fraction of Ree–Hoover diagrams for Bk vanish identically for large k? What is the analytic expression for B4 for arbitrary D? Can Bk be evaluated analytically for hard discs and spheres for k ≥ 5? What is the true radius of convergence for hard spheres in D dimensions? 1. 1.1 1/k Fig.15 that.6 Ratio plot on an expanded scale for hard sphere virial coeﬃcients in dimensions D = 3.15 1.9 0. 3. because negative Bk occur for hard spheres for D ≥ 5.12 0.05 Bk Bk−1 ρcp 1 0. 7.¾¼ Ree–Hoover virial expansion and hard particles Table 7.

In particular it should be remarked that a crucial step in the Hales proof of the fcc densest packing of hard spheres discussed in chapter 4 is the reduction of the problem to a ﬁnite number of conﬁgurations. It would be of great importance if this ﬁnitization has relevance to the computation of the virial coeﬃcients.18 The known evaluations of the 10 Mayer diagrams (in the notation appendix A of chapter 6) which contribute to the ﬁfth virial coeﬃcient for hard spheres.3 /B2 4 B5.4 /B2 4 B5. The results for diagrams 1–5 are from [37].2 /B2 4 B5.5 /B2 4 B5.6 /B2 4 B5.9 /B2 4 B5.8 /B2 4 B5. .1 /B2 4 B5.7 /B2 4 B5. The results for diagrams 6 and 7 are from [38]. diagram 4 B5.Open questions ¾¼ Table 7.10 /B2 contribution − 40949 10752 68419 26880 82 35 34133 − 17920 − 73491 35840 √ − 18583 + 33291 √3 5376 9800 π 35117 1458339 2 114201 6720 + 627200 √ − 35840π arccos(1/3) π √ 3609 369 + 280π arcsin(1/ 3) − 35π arcsin(5 3/9) unknown unknown unknown that such analytic evaluations are possible for all diagrams.

Amsterdam Akad. Stat. Phys. J. Clisby and B.R. [6] J. [15] M. 41 (1964) 1635–1645. 42 (1964) 1116–1118. Wtensch. Fifth and sixth virial coeﬃcients for hard spheres and hard disks.G. Hoover.H.H. J. J. Clisby and B.H. Hoover. Luban and A. Phys. [16] N. The virial expansion in two dimensions. 7 (1899) 350–364. two and three dimensional gases of hard elastic spheres. Bishop. [14] E. Ree and W. Nijboer and L. [7] B. Stat. 40 (1964) 939–950. Clarke. 76 (1092) 3233–3241. 114 (2004) 1361–1393.J. Phys. Lyberg. [13] F. J. Phys. 119 (2005) 747–764. Barum. Chem. Mol.H. Phys.M. Ree and W.G. Rowlinson. 46 (1967) 4181–4196. Equation of state for hard spheres.C. J. Chem. Chem. J. Gewonee Vergadering Afd. Chem. Equation of state of hard and Weeks– Chandler–Anderson hyperspheres in four and ﬁve dimensions. On the signs of the hard sphere virial coeﬃcients. Reformulation of the virial series for classical ﬂuids. McCoy. Chem. [8] J. [9] P. Stat.J.R. Chem. 85 (1951) 777–783. Phys. . Natuurk.S. Thiele. The complete equation of state of one.G. Phys. Masters and J. 110 (1999) 11449–11453. Boltzmann. Ree and W. Rev. [17] N. J.R.M. Analytic calculation of B4 for hard spheres in even dimensions. van Laar. Clisby and B. Rev. Nederlandse Akad. [11] N. Phys. [4] L. Verslag. Phys. Hoover. Phys. Phys. [18] E.References [1] F. Virial coeﬃcients for hard discs and hard spheres. Chem. A 26 (1993) 4805–4818. Chem. Phys. J. J. 7 (1964) 593– 594. [3] F. Virial coeﬃcients for the hard-core gas in two dimensions. J. Third and fourth virial coeﬃcients of hard hyperspheres in arbitrary dimensionality. [10] M. Seventh virial coeﬃcients for hard spheres and hard disks. J. Negative virial coeﬃcients and the dominance of loosely packed diagrams for D-dimensional hard spheres. J. Phys. 39 (1963) 474–479.G. Hoover. 41 (1964) 1635–1636.M. Janse van Rensburg. Phys. Radial distribution function of a gas of hard spheres and the superposition approximation. J. 122 (2006) 15–57.A. Phys. Phys. McCoy. 7 (1899) 484. Hemmer. 114 (2004) 1343–1360. [2] F. McCoy. A. 50 (1936) 955-963. Tonks. Ninth and tenth order virial virial coeﬃcients for hard spheres in D dimensions. Berekening der tweede correctie op de grootheid b der toestandsverglijjking vab der Waals. van Hove. Stat. [12] I. Ree and W. Versl. The fourth virial coeﬃcient of a ﬂuid of hard spheres in odd dimensions. [5] L.

J. [36] G. Jasty. Phys. Chem. Phys. Soc. de Llano. Ma and G. 43 (1965) 2840–2863. 88 (1988) 1126–1133. [31] R. [23] R.S. Phys. [24] D. Onsager. R. J. de Boer. Fisher. 5 (1964) 643–651. A13 (1980) L61–L70.J. [21] E. Wertheim. [22] N.F. Hoover and A. Phys.References ¾¼ [19] M.A. Equation of state for hard sphere and hard disc systems. The eﬀects of shape on the interaction of colloidal particles. Phys. and J. Chem. 51 (1969) 635–636. Phys.H. J. Rowlinson. Al-Naghy and M.Y. A35 (1987) 1376–1381. Phil. Mol.J. Lond. Baxter. P. I. 12 (1949) 305. 27A (1968) 378–3729. Enting and S. [30] D. Hoeste and W. [37] J. Phys.M. Mol. Trans. Ann. J. Henderson. [34] L. Song. 22 (1980) 465–489. Hard-sphere lattice gases II. [32] R. London A279 (1964) 147–160. J. Phys. De Rocco.M. Sloane. Exact values of two cluster integrals in the ﬁfth virial coeﬃcient for hard spheres. M.G. Soc. J. Wertheim. Dael. Phys.E.J. Phys. Baxter. 29 (1975) 421–428. Phys. Proc. 10 (1963) 321–323.S. On the hard-hexagon model and the theory of modular functions. Hard hexagons: exact solution. J. Exactly solved models in statistical mechanics London (Academic Press 1982). Letts. Tsang. Reports on Progress in Physics. Mason.K. Plane triangular and three-dimensional lattices. Starling. [20] M. Phys. Ricci. lattices and groups (Springer– Verlag 1988). . Phys. An equation of state for dense rigid sphere gases. The ﬁfth virial coeﬃcient of a ﬂuid of hard spheres. Phys.S. Stat. (London). New analytical and numerical results on virial coeﬃcients for 2-D convex bodies. N. 84 (1986) 3449–3450. Voit. 36 (1962) 3141–3162. [26] S.S. Equation of state for nonattracting rigid spheres. The equation of state of hard spheres and the approach to random closest packing.G.D. Mol. Talbot. [33] G. Chem. 9 (1965) 199–200. 46 (1967) 3237–3259. Plane-square lattice. 73 (1991) 773–787. Roy. Acad. Chem.J. Chem. [40] J. Analytic solution of the Percus-Yevick equation. 80 (1984) 477–488. Hard-sphere lattice gases I.S. Soc. Phys. Carnahan and K. [38] S.G. Chem. Kim and D. [28] D. J. Math. Soc. Two dimensional particle liquid. Rev. Ahmadi. Hard square lattice gas. Rev. Variations on van der Waal equation of state for high densities. Conway and N. Sci. R. J. A325 (1988) 643–702.F. Critical exponent for glassy packing of rigid hard spheres and disks. J. [29] R. Boublik. Guggenheim. Sphere packings. Joyce. Sixth and seventh virial coeﬃcients for the parallel hard cube model. Baxter. Stratt and A. [35] T. Exact solution of the Percus–Yevick equation for hard spheres. Tarjus. Gaunt and M. Chem.S. Letts. [25] Y. Faraday Trans.A. 51 (1949) 627–659. [39] J. [27] W. Phys. Gaunt.E. S.

In section 8. (8.2) (8. In the remainder of this chapter we present results of these studies to explore the phase diagrams of several model systems. In section 8. It has ﬁrst order transitions and a triple point. this method is not applicable to any phase other than ﬂuid and. in each result in the literature there are detailed discussions of method given which aﬀect the range of reliability of the results. Therefore new methods must be used to compute the phase diagrams in high density regions which are inaccessible to the virial expansion. Instead. However. Each separate result in the end must be separately evaluated for its own reliability. As an example there are a least two competing phase diagrams for the Lennard-Jones potential in the literature. However. When the negative sign is used the potential is . In section 8. in particular.1) |r| and will see that there is a range of n for which the phase diagram has both an fcc and a bcc phase. for the past 50 years the study of high density systems has been done numerically on the computer either by means of Monte-Carlo estimates of the free energy or by molecular dynamics simulations of the dynamic evolution of the motion of a large number of particles.8 High density expansions The virial expansion of the previous chapter can be applied to any stable and weakly tempered classical potential at low density. Unfortunately there are very few analytic results available for high density systems beyond the theorems on order presented in chapter 4. These numerical studies are ongoing and in all cases a value judgment is needed to assess the reliability of the results. We very brieﬂy discuss what is meant by a molecular dynamics computation in section 8.3) (8.3 we extend these considerations to the repulsive inverse power law potential n σ U (r) = (8.4 we consider the hard sphere potential with an additional square well U (r) = +∞ for 0 ≤ |r| < σ = ± for σ ≤ |r| ≤ cσ = 0 for cσ < |r|.2 we study hard spheres in two and three dimensions and will see that there are phase transitions on both two and three dimensions when the density is suﬃciently large.1. ﬁrst order phase transitions which change the symmetry of the order parameter will not be detected by this method.4) When the + sign is used the potential is referred to as the step potential.

By the conservation of energy and momentum either the initial or ﬁnal velocities may be used. However.5 we consider the Lennard-Jones (6. Once the system is equilibrated we may then decrease the density by increasing the size of the conﬁning periodic box and again run the program until the system equilibrates. for ﬁnite size systems with a ﬁnite number of particles N and a ﬁnite collision time (or number of collisions) the pressure computed from (8. Finally in section 8. Therefore when studying closest packed conﬁgurations in a ﬁnite volume there will be a slight mismatch caused by the boundary conditions. This ergodic decomposition is broken only by the periodic boundary conditions on the ﬁnite lattice.Molecular dynamics ¾½½ called the attractive square well and in addition to ﬁrst order lines the phase diagram may have critical points. and rj . To determine the low density phase of the system we set the initial conditions in a disordered conﬁguration. The basic principle is to consider a ﬁnite number N of particles in a ﬁnite volume (usually with periodic boundary conditions). This dependence on the initial and boundary conditions is of great importance in the study of ﬁrst order transitions. (8. only the cubic and square lattices are compatible with periodic boundary conditions. vj are the position and velocity of the two particles involved in the collision.6) where v 2 is the mean square velocity.6) may not always be in equilibrium and may depend on the history of the preparation of the state. An initial condition is assumed and the system is allowed to evolve in time by following the exact trajectories of all the N particles. . In the thermodynamic limit the ordered fcc has a symmetry which the disordered ﬂuid does not have and therefore in the thermodynamic limit these two phases will be in diﬀerent representations of the space group and hence will lie in diﬀerent ergodic components of the phase space. at the highest density. will be the the closest packed lattice (hexagonal in two dimensions and face centered cubic in three dimensions).12) potential U (r) = A/|r|12 − B/|r|6 . Once the system is equilibrated we may slowly change the size of the system and obtain higher densities. In the thermodynamic limit the equilibrium pressure will be a unique well-deﬁned function of the volume. vi . However. To determine the high density phase we set the initial positions of the N particles to be on an ordered lattice which.1 Molecular dynamics The basic method of molecular dynamics for hard spheres is presented in [1–4]. the sum is over all collisions which occur in the time τ and ri . The pressure is calculated from the trajectories of the particles by use of the virial theorem in the form [3] (which is slightly diﬀerent from [2]): Pv 1 = 1 + lim τ →∞ N v 2 τ kB T (ri − rj )c · (vi − vj )c c (8. Therefore for a critical assessment of the reliability of any of the results presented in this chapter it is ultimately necessary to read the original publications.5) 8. Even in this brief summary it is obvious that there are many assumptions that have the potentiality of giving misleading results.

11) Alternatively if we call Ncp2 the number of discs in the close packed conﬁguration then because the volume of a single disc is π(σ/2)2 we have the alternative expression Vcp2 = Ncp2 π(σ/2)2 and thus by equating (8.7) divided by the area of the circumscribing hexagon (called the Voronoi or Wigner–Seitz cell). From that ﬁgure we see that ηcp2 is the area of the circle with radius σ/2 Ao = π(σ/2)2 (8.10) ηcp3 = 6 In two dimensions the total occupied volume at close packing is Vcp2 = ηcp2 L2 .15) 2 √ σ2 3 (8.11) and (8.2 Hard spheres and discs Hard spheres and discs have the property that there is a maximum density which results when the discs or spheres are closest packed. 4.14) . in three dimensions.1. We denote the packing fraction in D dimensions of the closest packed conﬁguration as ηcpD .12) we have Ncp2 = ηcp2 L2 .13) (8. π(σ/2)2 (8.¾½¾ High density expansions 8.12) Therefore the closest packed number density for hard discs ρcp2 is ρcp2 = Ncp /L2 = and the closest packed speciﬁc volume is √ vcp2 = 1/ρcp2 = σ 2 3/2. The fraction of the volume which is occupied by the discs or spheres is called the packing fraction. we saw that there are no packings more dense than the fcc lattice which has the packing fraction of closest packed hard spheres: √ π 2 ∼ 0. (8.90690 · · · 2 3 (8. We considered this problem of closest packing in chapter 4 and saw that in two dimensions the closest packed conﬁguration was the hexagonal lattice of Fig.9) Similarly.8) 3 and thus the packing fraction for closest packed hard discs is π ηcp2 = Ao /Ahex = √ ∼ 0. This area is 12 times the area of the right triangle with base σ/2 and altitude √ (σ/2)/ 3. Thus 6 Ahex = √ (σ/2)2 (8.74048 · · · (8. (8.

In order to compare with the assumed high density form (8. kB T v/vcp − 1 n=0 ∞ (8. For comparison with (8.19) It is commonly accepted that (8.19) we plot P v/kB T − D/(v/vcp − 1) versus α = v/vcp − 1 in Fig.18) (8.1 Behavior near close packing A molecular dynamics study of the equation of state for hard spheres and discs near close packing was done in 1968 by Alder.Hard spheres and discs ¾½¿ Similarly in three dimensions ρcp3 = and √ 2 σ3 (8. In both cases we see that P v/kB T − D/(v/vcp − 1) approaches a ﬁnite value at α = 0 with a ﬁnite slope.2 for D = 2. Thus we may write ˜ ˜ P v/kB T − D/α = C0 + C1 α + · · · (8.17) The limiting behavior of the pressure of the hard sphere system in D dimensions as ρ → ρcp is argued in the “free volume theory” to be [5] P D Dρ ∼ = . (8. 8.20) with η1 < 1 < η2 . Hoover and Young [4].18) is indeed the correct equation of state near close packing but in fact the best rigorous result known is the 1965 result of Fisher [6]: η1 ln(v/vcp − 1)−1 ≤ P vcp /kB T ≤ η2 Dln(v/vcp − 1)−1 v/vcp − 1 (8. There are no further exact results known for the high density properties of hard spheres and hard discs. These computations are done by the method of molecular dynamics where the calculation begins in the closest packed fcc lattice with periodic boundary conditions. 8. 8. kB T v − vcp 1 − ρ/ρcp This is believed to be the ﬁrst term in a systematic expansion: P vcp D = + Cn (v/vcp − 1)n . We reproduce the results of their paper for P v/kB T as a function of v/vcp in Table 8.16) √ vcp3 = 1/ρcp3 = σ 3 / 2. Thus there is a history in the computation which connects the state with the initial high density state which is fcc in three dimensions and hex close packed in two dimensions. The density is then reduced and the program is run for a suﬃciently long time so that the system reaches an equilibrium at the lower density.2.1 for D = 3 and in Table 8.1 for D = 3 and Fig.21) . Thus for further information it has been necessary to rely on numerical computations.19) and later work we also give P vcp /kB T = P/(kT ρcp ).2 for D = 2.

Hoover and Young [4].56 ± 0.898 ± 0. (8.2 Freezing of hard spheres To proceed further we examine molecular dynamics data where.03 1.680(10) 22.20 1.2.07 1.069(08) 15.02 1.20 1.898 P v/kB T 10.170(10) 11.330 19.01 ˜ C1 = 0.067(50) P/(kT ρcp ) 7.980 0.10 1.833 0.909 0.869 0.25 1.800 0.720(09) 17.005 ρ/ρcp 0.744 0.58 299.546 8.573(50) 302.934 0.800 0.560(40) 604. (8.64 N 4000 500 500 500 500 500 500 500 4000 Table 8.1 Molecular dynamical determination of the pressure for hard spheres D = 3 in the high density regime.971 N 870 7968 870 870 870 870 7968 which gives C0 and C1 of (8.643 0.01 ρ/ρcp 0. v/vcp 1.054 13.19).736 P v/kB T 10.638(10) 62.953 28.05 1.616 0.515(04) 68. 8.25 1.597 199.170(13) 12.704 0. The density is then increased in steps and at each step the program is run for a suﬃciently long time to reach an equilibrium.67 ± 0.23) We thus conclude that the molecular dynamics computations support the form of the high density expansion (8.727 19.582(10) 152.02 and for hard discs D = 2 ˜ C0 = 1.592 0.725 0.15 1.01 1.788 0.542(06) 14. The number of particles is denoted by N.501 66.725 0.07.995 η 0.19) ˜ C0 = D + C0 .776 14.587 11.847 0.551 0.911(06) P/(kT ρcp ) 8. the state is in the disordered ﬂuid phase.136 10.755 0.586(12) 201. The data for P v/kB T is taken from Table I of the paper of [4]. The number of discs is denoted by N.869 0.677 59.549 0.824 0.965(06) 30.3448 1.971 0.742 0.990 η 0. The .733 0.555 ± 0.15 1.833 0.24) ˜ C1 = 0.990 0. at low density.580 149.42 1.952 0.881 0.22) The values of C0 and C1 as obtained in [4] from these plots are for hard spheres D = 3 ˜ C0 = 2.53 601.340(14) 21. v/vcp 1. The data for P v/kB T is taken from table II of the paper of Alder.¾½ High density expansions Table 8.08 (8. ˜ ˜ C1 = C0 + C1 .2 Molecular dynamical determination of the pressure for hard discs D = 2 at high densities.

3 the high density of Table 8. Fig.625 ≤ ρ/ρcp ≤ 0.770 and are given in Table 8.3.21) with C0 = 2. This plot reveals the striking feature that the low and high density branches of the .56 ± 0.1 A plot for hard spheres D = 3 of Y = P v/kB T − 3/(v/vcp − 1) as a function of ˜ α = v/vcp − 1 from Table 8.1 and the low density data of Table 8. 8.67 ± 0. 8. Since these early papers there have been many increasingly reﬁned numerical studies and the best low density values of the pressure have been determined by [9] in 1984 for 0 ≤ ρ/ρcp ≤ 0.1 and the straight line ﬁt (8. We plot in Fig.08. C ﬁrst such studies for the equation of state for hard spheres is the 1957 papers of Alder and Wainwright [7] and Wood and Jacobson [8].2 and the straight line ﬁt (8.588 and by [10] in 1997 for 0.3.21) with C0 = 1. 8.02 and ˜ C1 = 0.07.898 ± 0.01 and ˜1 = 0.Hard spheres and discs ¾½ Fig.55 ± 0.2 A plot for hard discs D = 2 of Y = P vcp /kB T − 2/(v/vcp − 1) as a function of ˜ α = v/vcp − 1 from Table 8.

In principle. time the system will ﬂuctuate between the two. 8. this question was answered in some detail in chapter 3 where we proved that the free energy must be a convex function of the density. Therefore the simplest interpretation of this molecular dynamics data is that in the overlap there is a ﬁrst order phase transition where the system is in a two-phase region in which the pressure is constant as the density varies from the density of the pure ﬂuid ρf to the density of the pure solid ρs .742 to ρ/ρcp = 0. This phenomenon was ﬁrst seen in 1957 in [7. The ﬂat portion of the isotherm which connects ρf and ρs is called the tie line.770 where they overlap and for one density the branch which connects to the fcc solid phase lies below the phase which connects to the low density ﬂuid phase. Fig. Thus a metastable “crystal” can melt into a ﬂuid if the density is below ρs and a metastable “ﬂuid” can freeze into a solid if the density is above ρf . Therefore in principle we should calculate the free energy of the low density ﬂuid and the high density fcc solid which is illustrated in Fig.¾½ High density expansions equation of state do not smoothly join one another but that there is a sizable region of density from ρ/ρcp = 0. The true free energy of the system is then determined by constructing . However. given suﬃcient. 8]. by the very deﬁnition an equilibrium state cannot depend on the past history of how the state was obtained.4 where we note that because in the thermodynamic limit (the only place where the free energy is in fact deﬁned) the ﬂuid and the fcc solid lie in diﬀerent ergodic components of the phase space there is no a priori reason that the free energy of the two phases should be analytic continuations of each other. When the density is between ρf and ρs both branches are metastable and. 8.1 and 8. we proved in some detail in chapter 3 that the pressure at equilibrium must be a monotonic function of the density.3 A plot of the equation of state of hard spheres as determined from the molecular dynamics data of [4] as given in Tables 8.3. The question now arises as to how the pressure and the endpoints of the tie line can be computed. Therefore in the region of overlap at least one of the branches must be in a metastable as opposed to a stable state. Furthermore.

341(04) 14.521 0.904(11) 17.532 0.560 1.333 0.55(10) 21.555 0.160 13.569 P v/kB T 1.705 0.1238 5. the free energy is not a dynamical quantity which can be directly obtained from a molecular dynamics computation. Consequently we need some further assumptions to predict where the tie line will lie.518 0.0589 6.009 2.255 12.100 0.511 0.735 0.454 11.462 0.03162(28) 5.1359 0. Instead it must be deduced by integrating the equation of state with respect to the density.690 0.187(08) 15.Hard spheres and discs ¾½ Table 8.3768 7.770 the data is from Table 1 of [10].0650 0.42(05) 19.3776 0.720 0.066 11.770 η 0.587(10) 16.24356(36) 3.540 0.481 0.710 0. 8.040 0.905(40) 18.049(05) 14.185 0.045S1 0.760 0.740 0. Where the pressure was calculated for several diﬀerent values of N we have listed only the largest one used in the table.055 0.351(19) 17.248 N 4000 4000 4000 4000 4000 4000 4000 4000 4000 1372 1372 1372 1372 4000 1372 1372 1372 4000 1372 4000 1372 1372 1372 1372 1372 the tangent to the two individual free energies as is also indicated in Fig.18282(05) 1.411 0.555 0.529 0.4.435 0. The locations of ρf /ρcp and ρs /ρcp are marked by horizontal lines.05(10) 22.588 0.787(04) 15. For 0 ≤ ρ/ρcp ≤ 0.662 15.074 0.650 0.030 0.700 0.250 0.544 0.636 14. The number of spheres used in the computation is denoted by N.370 0. This integration will in general involve an arbitrary constant which cannot be determined from the equation of state and which can be diﬀerent in the two phases.3 Molecular dynamical determination of the pressure for the hard sphere ﬂuid in the low density regime.715 0.85016(85) 7.0718 9.706 11. In the past 50 years several scenarios have been advanced to resolve the question of how to compute freezing and melting densities.666 13.503 0.4304(13) 8. .88839(22) 2.4737 9.350 10.625 0.6938 10.725 0.525 0.536 0.200 0.998 17.588 the data is from Table 1 of [9] and for 0.35939(07) 1.40(15) P/(kB T ρcp ) 0.625 ≤ ρ/ρcp ≤ 0.9250 4.730 0.547 0.041 0.246 0.457(08) 16.500 0.020(10) 16.750 0. The diﬀerence between these two constants of integration will inﬂuence the position of the tie line. ρ/ρcp 0.203(03) 11.12777(03) 1.849 12. Unfortunately.680 0.562 0.148 0.498(04) 13.6003(12) 10.

the eﬀect of the essential singularity is so small that it has not been seen in numerical computations [10]. A second method of determining the tie line relies on assumptions of an analytic continuation of the ﬂuid to the solid phase [13].28) (8.26) These values give rise to the following observation of [10] .736 ± 0. This essential singularity can indeed be proven to exist in the two-dimensional Ising lattice gas. This is not the situation faced in a ﬂuid–solid transition and thus the analogy is in doubt.25) (8. The tie line is determined from the tangent which connects the two branches and we have assumed in this schematic that the two branches are not analytic continuations of each other. the equilibrium freezing density of ﬂuids coincides with the lowest density where the crystal survives without melting in simulation studies.491 ± 0..27) ηf = 0.003 at a pressure of P = (8. The original determination in [13] leads to ρf /ρcp = 0. (8.542 ± 0. It is interesting that the highest density where the ﬂuid can be simulated without freezing. Furthermore even if this scenario does exist in principle. One such theoretical proposal comes from the work of Fisher [11] and Langer [12] who argued that for the ﬁrst order phase transition associated with liquid–gas condensation that there is an essential singularity at the liquid–gas coexistence curve.002 ρs /ρcp = 0.002 ηs = 0. is also close to the equilibrium melting density of the crystal.67 before melting but they melt quickly at ρ/ρcp = 0.4 A schematic plot of the free energy of the ﬂuid and solid branches of the hard sphere system.667 ± 0. 8..542 ± 0.002 ηs = 0. in condensation the liquid and the gas have the same symmetry and thus lie in the same ergodic component of the phase space.663 ± 0.27 ± 0.002 (8.491 ± 0.29) (8. ρ/ρcp = 0.003 ρs /ρcp = 0.66.73.002 ηf = 0.13)ρcp kB T and the most recent determination is given in [10] as ρf /ρcp = 0.002.733 ± 0.¾½ High density expansions f (v) vs vf v Fig. This has the advantage that it can actually be applied to the numerical equations of state. These . However. Hard-sphere crystals can be simulated for a few million collisions at ρ/ρcp = 0.

8.2.Hard spheres and discs ¾½ ’rules’ probably stem from the diﬃculty of ﬁtting coexisting phases in a small cell with periodic boundaries. To further study this apparent phase transition. 18]. 8.2 with the lower density results of [3] given in Table 8. 8. This (assumed) lack of long range crystalline order in two dimensions might suggest that there will be no phase transition in the hard disc system. kB T ρcp (8.5 and plotted in Fig. in 1962 Adler and Wainwright [14] found by means of a molecular dynamics computation that there is a region of density where a phase transition does indeed appear to take place. However. They estimated that ρf /ρcp = 0. Fig.4.3 The phase transition for hard discs The physics of hard discs is far more obscure and controversial than the physics of hard spheres just presented. 8. Their results are given in Table 8. Nevertheless it is commonly believed that in fact there is no long range order in the hard disc systems.5 A plot of the equation of state of hard discs as determined from the molecular dynamics data of [3] as given in Tables 8. Hard discs. have a potential which is singular at |r| = σ and thus the proven theorem does not apply. further numerical studies have been done by [16.5 the high density molecular dynamics results [4] given in Table 8.6.31) This critical region can be seen by plotting in Fig. of course. .30) (8. To begin with we proved in chapter 4 that the phenomenon of crystalline order does not exist in two dimensions for a large class of potentials which are singular only at the origin.4.762 ρs /ρcp = 0.72.789 P = 7.2 and 8. which they described in terms of a ﬁrst order transition with a van der Waals loop.

453 0.6 are more disturbing because the reported pressure is not monotonic in the density as required by thermodynamics and can indeed be taken as an indication that thermal equilibrium has not been achieved. However. what does seem incontrovertible is that the behavior in the two sides of the transition region does not smoothly connect together.677 0.¾¾¼ High density expansions In both Figs.4 7. 8.648 0. the uncertainty in the data in the transition region precludes any observation of metastable states as seen in Fig.585 0.78 4.3 9.3 for hard spheres.14 5.25 9.76 5.01 8.4 ± 0.01 10. The behavior shown in Fig.04 19.2 7.2 ± 0.500 0. This gives an unambiguous deﬁnition of nearest neighbors and we consider connecting the centers of the nearest neighbor discs by straight lines (which we call bonds).824 P v/kB T 3.47 8.07 9.69 1.714 0.692 0. To deﬁne this new order parameter we take a conﬁguration of hard discs and make the Voronoi (or Wigner–Seitz) cell construction as done in chapter 4.756 0.03 9.726 0.39 3.08 7. In order to understand this phenomenon in more detail Kosterlitz and Thouless [19] and Halperin and Nelson [20] introduced a new “topological” order parameter for the two-dimensional system which can be nonzero even when there is no long range crystalline order.6 there is certainly an anomalous behavior in the density region (8.5 ± 0.625 0.2 7.13 5.32 ± 0. If we then take the direction of a bond connecting a particular particle k and one of its neighbors as a reference direction.735 0.89 6. The data for P v/kB T is taken from the 1967 paper of [3]. The data in Fig.6 ± 0.549 0.2 7. 8.47 3.38 ± 0. However.708 0.10 ± 0.477 0.606 0.526 0.763 0.98 2.555 0.0 ± 0.533 0.05 7.800 0.5 9.56 6.3 .503 0.781 0. 8.4 Molecular dynamical determination of the pressure for the hard disc system.625 0.667 0.24 4.35 2.7 ± 0.689 0.02 7. The number of discs is 72.567 0.79 3.92 5.16 ± 0.909 η 0.5 and 8.10 3.588 0.20 ± 0.3 9.746 0.686 0.2 P/(kTB ρcp ) 1.3 ± 0.1 ± 0.30).769 0.697 0.3 9. ρ/ρcp 0. 8.5 outside of this density region can certainly be interpreted as belonging to two diﬀerent branches of the free energy representing two diﬀerent phases just as was seen in the hard sphere system.775 0. we can then deﬁne the angle between the bond connecting Table 8.703 0.06 21.0 ± 0.645 0.

782 0.762(03) 7.711 0.Hard spheres and discs ¾¾½ Fig. In both cases we have used the data with N = 1282 = 16384 discs.777 0.952(08) 7.943(08) 7.709 0.720 P/(kB T ρcp ) [16] 7.955(05) 7.691 0.941(05) 7.5 Monte-Carlo determination of the pressure for the hard disc system near the region of the possible transition as taken from Table 1 of [16] and Table II of [18].890(04) 7.698 0.699 0.951(07) 7. The √ ρ∗ of [16] and the ρ of [18] is (2/ 3)(ρ/ρcp ).794 η 0.771 0.950(09) 7.770 0.703 0.784 0.6 A plot of the equation of state of hard discs in the transition region as determined from the Monte-Carlo data of [16] and [18] as given in Table 8.695 0.779 0.899(08) 7.034(05) P/(kB T ρcp ) [18] 7. We then deﬁne for each particle k the quantity 1 6 Ψk = e6iφkj j (8.963(09) 7. 8.5.788 0.775 0.762 0. ρ/ρcp 0.761 0.715 0.705 0. particle k and a nearest neighbor j with respect to this reference direction as φkj . For a perfect hexagonal structure this angle will be a multiple of 2π/6.766 0.799(07) 7.706 0.32) Table 8.940(08) 7.928(05) .978(07) 8.690 0.

while ﬁrst order freezing transitions are allowed. 8. Ψ = 0 in the low density phase and in the transition region the low and high density phases are connected by a tie line just as for hard spheres. Without such direct evidence. Since the inception of this hexatic phase there has been much eﬀort to determine which of the two possible scenarios is correct for hard discs. although so far clear signals of two phase coexistence are also lacking. Sengupta and Nielaba [23]: It has been shown that the currently available simulation data are compatible with a continuous transition from the ﬂuid to the hexatic phase (with divergent bond orientation susceptibility) at ρf = 0. The system is said to be ordered when Ψ > 0 and to be disordered when Ψ = 0.002. However.3 The inverse power law potential The next simplest potential after the hard sphere potential is the inverse power law potential (8. In the limit that n → ∞ the inverse power law potential (8. the possibility of a (very weak) ﬁrst order transition from the ﬂuid to the crystal cannot yet be ﬁrmly ruled out.915 and show directly the existence of the hexatic phase are available so far.36) We thus have a scenario where for ρ < ρf there is exponential decay of g6 (r) while for ρf < ρ < ρs the correlation g6 (r) decays algebraically.34) In terms of this order parameter a ﬁrst order transition as originally suggested by Alder and Wainwright will have Ψ > 0 in the high density phase.¾¾¾ High density expansions where the sum is over the nearest neighbors of k. if it exists. As an example we quote the conclusion of the 2002 paper of Binder. However. no simulations that reach full thermal equilibrium in the density range 0. and from this we deﬁne the order parameter 1 Ψ = lim | Ψk | (8. This order parameter is unity for the closest packed conﬁguration of hard discs.1) which is the only potential that has the property that the free energy depends on one combination of the variable T and ρ and does not depend on T and ρ separately. Such a phase. is called the hexatic phase and in this region of density the pressure will not be constant but will be monotonic increasing.914 ± 0. triple points are forbidden.33) N →∞ N k where the sum over k is over all N discs in the system.1) reduces to . To date there is no deﬁnitive answer to the question. When Ψ = 0 it is possible to consider the correlation g6 (r) = | Ψk Ψj | where r = |rk − rj |.899 and with a hexatic to crystal transition at ρ ∼ 0.35) or it decays algebraically g6 (r) ∼ r−η . (8. (8.90 ≤ ρ ≤ 0. a second alternative exists [19–22] because in a disordered region where Ψ = 0 there are two possible behaviors of g6 (r): for r → ∞ either the correlation g6 (r) decays exponentially g6 (r) ∼ e−r/ξ (8. Thus.

an identical argument can be made on the partition function itself which is valid for . Thus we have Pv =1+ kB T Therefore if we deﬁne ρ = σD ˜ we see that P = (kB T ) 1+D/n ∞ D(k−1)/n ˜ Bk σ D(k−1) k=2 kB T D/n ρk−1 . We ﬁrst present the scaling argument which reduces the thermodynamic functions to depend on one variable rather than T and ρ separately and will then discuss the numerical computations of the phase diagram and the evidence for a second bcc phase. however.38) If we now make the substitution rj = (kB T / )− n σxj 1 (8.44) This is valid in the low density regime where the virial expansion is valid. We will see.1 Scaling behavior For the power law potential (8.39) we ﬁnd Ik (T ) = (kB T / )−D(k−1)/n σ D(k−1) and therefore Bk (T ) = kB T dD x2 · · · dD xk Fk 1 |xi − xj | n (8. For 3 ≤ n ≤ 7 the system develops a second phase transition with a bcc phase lying between the ﬂuid and the fcc phase. (8. (8.1) the Mayer function is fij (ri − rj ) = exp − σ )n kB T |ri − rj | ( −1 (8.37) and therefore every integral in the Mayer or the Ree-Hoover expansion for the virial coeﬃcient Bk is of the form Ik (T ) = dD r2 · · · dD rk Fk kB T σ |ri − rj | n .42) kB T 1/n −D ρ ∞ (8.3.41) ˜ where Bk is independent of T. and σ.40) D n (k−1) ˜ σ D(k−1) Bk (8.The inverse power law potential ¾¾¿ the hard sphere potential and thus it is expected that for suﬃciently large n there will be a freezing transition to an fcc solid. However.43) (σ ) ρ+ ˜ k=2 ˜ ˜ Bk ρk . 8. (8. that this phase diagram is valid only for n > 7.

7 A schematic plot of isotherms for a power law potential with some ﬁnite value of n. v) diagram for a power law potential with some ﬁnite value of n for both the case of one and two phase transitions. The plot on the left has single fcc crystalline. The temperature is kept constant by rescaling the velocities after every time step.1) is the only potential where the equation of state eﬀectively depends on only one instead of two variables.2 Numerical computations The molecular dynamics computations for inverse power law potentials are substantially more involved than for hard spheres for several reasons. 8. fcc P ﬂuid P fcc bcc ﬂuid v v Fig. First of all there is now no well-deﬁned notion of collision. and the equations of motion for all N particles have to be integrated for (small) discrete time steps. In the limit of hard spheres this reduces to the statement that P/kB T is a function only of the density ρ and is independent of the temperature. We will only sketch here the highlights of the procedure. The plot on the right has both an fcc and a bcc phase. Secondly it must be realized that there is no temperature variable per se in a molecular dynamics computation. With these two modiﬁcations the calculations in the ﬂuid phase may now be done in a manner identical to the corresponding ﬂuid phase computations done for hard spheres. For hard spheres and power law potentials the special feature that P/(kB T )1+D/n depends only on the single variable v(kT )D/n means that if there is a ﬂat portion for one isotherm then there will be a ﬂat portion on all isotherms. 8. The repulsive power law potential (8. In these dynamical computations it is the energy which is kept constant and not the temperature (which does not appear). 8.1) that P/(kB T )1+D/n is a function of the single variable v(kB T )D/n and is not a function of v and T separately. Therefore we conclude for the potential (8. The calculations in the bcc and fcc phases are more diﬃcult than for hard spheres for two reasons. Firstly there is the need to keep the bcc and fcc phases in their proper ergodic component. However. and secondly the need to ﬁnd a method of computing the . In Fig. A full explanation is to be found in the original papers [24–28].7 we schematically plot the (P. because of the scaling property of this potential only one isotherm needs to be computed.3.The endpoints of the phases are proportional to (kB T )−3/n .¾¾ High density expansions all densities.

Hard spheres with an additional square well ¾¾ integration constant in the free energy for the (P. The coupling to the lattice sites prevents the system from melting as the interparticle pair potentials are scaled to zero. the molecular dynamics procedure was modiﬁed so as to reset periodically the particle velocities from a Boltzmann distribution deﬁned by the temperature. Molecular dynamics studies of these potentials were initiated by Young and Alder for the repulsive step potential [29] in 1979 and for the attractive square well [30] in 1980. Each paper uses somewhat diﬀerent assumptions and numerical methods but even though there are some quantitative diﬀerences in the various results they all conﬁrm the qualitative three-phase picture of Fig. Over the years there have been a variety of numerical simulations of the inverse power law potential: the ﬂuid and fcc phases for n = 12 in [24]. v) data computed by molecular dynamics which is compatible with the integration constant in the ﬂuid phase free energy. the ﬂuid. the ﬂuid. since density functional methods show that the small equilibrium concentration of vacancies makes a negligible contribution to the bulk free energy. bcc and fcc phases for n = 4. 8. 6.4) which may be either repulsive or attractive depending on the sign in front of . The lattice coupling potential energy used in the simulation of [27] is Φ(λ) = Φ0 + (1 − λ)2 k<j (r0 /|rk − rj |)n − Φ0 + λkmax i (Ri − R0 )2 i (8. bcc and fcc phases for n = 4. In contrast to the hard sphere and inverse power law potentials these potentials depend on density and temperature separately. 12 in [28]. page 75] the following procedure is used: Here the system is transformed continuously through the use of a coupling constant denoted here by λ. Note that we have assumed that the crystal has zero concentration of vacancies. 6. for which the free energy can be calculated analytically. the ﬂuid and fcc phases for n = 4. page 76] has the proviso Since the system becomes increasingly non-ergodic as the Einstein crystal limit λ → 1 is approached.45) where Φ0 is the (N = ∞) static lattice energy. from the fully interacting N particle system (λ = 0) to a collection of N independent (Einstein) harmonic oscillators centered at the lattice sites of the crystal.4 Hard spheres with an additional square well The next potential to consider is the square well potential (8. Finally once the free energies for the separate phases are computed the tie line between the phases is computed using a double tangent construction. the ﬂuid. 6 in [26]. {R0 } is the set of crystal lattice sites. Furthermore [27. 8. . For example in [27. It is thus possible to obtain triple points and critical points in addition to lines of ﬁrst order transitions. bcc and fcc phases for n = 6 in [27].7 for 3 ≤ n ≤ 7. allowing a more complete sampling of the phase space. 9. i and kmax is chosen such that the mean squared lattice displacement of the Einstein oscillators is approximately that of the actual uncoupled system. There are thus several assumptions made in these computations which are not present in the previous computations for hard spheres. 9 in [25].

The results of this study are reproduced in Figs. 8. however.0 T* C 5 B Liquid E 1.8 The phase diagram of the attractive square well potential with c = 1. Finally a more recent numerical study in conjunction with additional theoretical considerations [32] has reported a much more elaborate structure of phases than re- . which has become an important model for the study of real liquids.9 . (C) hcp–fcc–liquid triple point.06 is at variance with the observation of the transition in [30] at c = 1.06 and it was found that as c in increased the distance between the hcp–fcc–fcc triple point and the fcc–fcc critical point decreases. there is a ﬁrst order transition to a hex close packed phase and. The ﬁgure on the right is an enlarged detail of the ﬁgure on the left where the labeled points are (A) the fcc–fcc critical point. there is an isostructural transition in the fcc phase that ends in a critical point.5. As in the case of the potentials previously studied the computations have various approximations and caveats which must be taken into consideration when evaluating these results. 25 20 FCC HCP 80 15 P* FCC A 60 FCC 10 P* 40 HCP FCC 20 Liquid 0 0 1 T* 2 3 0 D 0 0. (B) hcp–fcc–fcc triple point.¾¾ High density expansions We restrict ourselves here to the case of the attractive square well (8.5 taken from [30]. Further study of this isostructural transition was made in [31] by varying the parameter c in the range 1.4) with the negative sign. Quantitatively. the fact that the isostructural transition disappeared at c = 1.(E) liquid–vapor critical point. The pioneering paper of [30] made a molecular dynamics study of the particular case c = 1. In both ﬁgures the horizontal axis is T ∗ = kB T / and the vertical axis is P ∗ = P/ρcp .5 Fig. in addition to the expected liquid–vapor critical point and the liquid–vapor–solid triple point.01 ≤ c ≤ 1.These results have the very striking feature that.5. (D) hcp-liquid–vapor triple point.5 1. We present here the results of three selected studies of this system [30–32] which reveal a rich variety of phenomena that change as the width of the attractive region is varied. even more remarkable.8 and 8. 8.

8.4 V* 1.0 HCP-FCC HCP-Fluid Liquid-Vapor 0. an fcc–ﬂuid–vapor triple point and a ﬂuid–vapor critical point.0 1. The phase boundary between the fcc and hcp phases has been studied in some detail in [36] and the phase diagram looks qualitatively like the phase diagram . in the words of Choi. 8. the crystalline structure of the Lennard-Jones potential is not the face centered cubic lattice with one atom per unit cell observed in the noble gases but is rather the hex close packed lattice with two atoms per unit cell. 12) potential (8.9 Phase boundaries of the c = 1.5 T* HCP Fluid 1.5 Lennard-Jones potentials The ﬁnal potential we discuss is the famous Lennard-Jones (6.0 FCC FCC-FCC FCC-Fluid 1.8 Fig.Lennard-Jones potentials 2. Ree and Ree [36] a “continuing scandal” because it has been known ever since the work of Kihara and Koba [34] in 1952 that.5) which was ﬁrst introduced in 1924 [33] and has been used many times to model the behavior of the noble gases which have the simple phase diagrams given in chapter 2 with one solid fcc phase.5 HCP-Vapor 0 1. The horizontal axis is v/vcp and the vertical axis is T ∗ = kB T / .5 FCC ¾¾ 2. 8. instead of being an example of the successes of numerical computations this agreement of numerical computations with experiment is actually. However. ported in either [30] or [31] which we reproduce in Fig.5 square-well potential in the T –V plane from [30]. Many numerical computations have been done on this system beginning with the pioneering computation in 1969 of Hansen and Verlet [35] which yielded a phase diagram in qualitative agreement with the noble gases.10 where the numbers in parenthesis indicate the number of atoms in a unit cell.2 1.6 1. at low temperature and low pressure. As shown by Stillinger [37] an fcc phase at T = 0 can only be produced by putting the system under suﬃciently high pressure.

8.10 Phase boundaries of the attractive square well potential for c = 1.¾¾ High density expansions 70 50 30 Pσ3/ε 25 20 15 10 5 0 0. 8. It is possible that such a truncated potential could have an fcc structure and low temperature and pressure but such a potential is in fact not Lennard-Jones.6 Conclusions Statistical mechanics as presented in chapter 1 of this book holds out the promise of explaining the macroscopic properties of bulk matter in equilibrium from the knowledge of the underlying microscopic interactions.0 1. This alone will strongly predispose towards the formation of fcc versus hcp in ﬁnite a N simulation. and many such examples of phase diagrams were given in chapter 2.5 kBT/ε 1.43 as given in [32] of the attractive square well of Fig. and then to choose an integer number N of particles which is a “magic number” for the fcc structure. Because of the disagreement of many numerical simulations with the results of Kihara and Koba it is perhaps appropriate to conclude with some discussion of how such discrepancies can arise in addition to the caveats already discussed. The most prominent feature of these diagrams is that there are lines of ﬁrst order transitions which separate phases with diﬀerent order parameters.8 with the exception that for the Lennard-Jones potential no isostructural transition in the fcc phase has been observed. First of all there is the almost irresistible tendency to perform simulations with an hcp incompatible cubic box with periodic boundary conditions. 8. Furthermore some simulations will cut oﬀ the Lennard-Jones potential at some ﬁnite distance for numerical simplicity and thus the potential is actually not Lennard-Jones at all. It is these ﬁrst order transitions that we have investigated with the model potentials in this chapter and because of the ubiquity of these transitions it is disappointing that even for these simple potentials there are so .0 hex(20) ct( 14 ) fcc(18) fcc(12) 1 ct’( 4) ct(14) bcc(14) liq 0.5 Fig. One of the most fundamental properties of a macroscopic system that we would like to know is the phase diagram.

If we do not even have a satisfactory explanation of why the heavy noble gas solids exist in an fcc rather than a hcp phase we clearly have much to learn about how to use the machinery of statistical mechanics to actually predict the properties of bulk matter.Conclusions ¾¾ few exact results known and that there are so many unresolved controversies in the numerical results. . To quote again from [36] there is a general lack of reliable theoretical techniques to predict the theoretical structure of the simplest crystalline solids from a knowledge of their chemical composition.

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H.P. B 19 (1979) 2457–2484. Chem. Gray. Nelson. Phys. Nelson and B. Chem. J. Rev. 52 (1970) 4931–4941. Jpn. Rev. E73 (2006) 01110–(1–11). Solid–ﬂuid coexistence for inverse-power potentials. London. Sangupta and P. Phase diagram of a Lennard-Jones solid. Phys. Lattice sums and their phase diagram implications for the classical Lennard-Jones model. Halperin and D.E. 41 (1978) 121–124.C. Phase diagram for the inverse sixth power potential system from molecular dynamics computer simulation. [33] J. Square well phase diagram. Henderson. 115 (2001) 5208–5212. Phys.A. A 106 (1924). [35] J-P Hansen and L. Young. Studies in molecular dynamics XVII. Phys. Phase transitions of the Lennard-Jones system. Verlet. [32] J. Phys. M. Ordering. Noncompact crystalline solids in the square-well potential. M. Thermodynamic properties of the ﬂuid and solid phases for inverse power potentials. Phase diagrams for “step” potentials in two and three dimensions.G. Phys. Phys. 74 (1995) 122–125. J. Ross.J. J. Young and R. Stillinger. Theory of two-dimensional melting. Young and B. [21] D.G. D. K. [29] D. Lennard-Jones. 75 (1992) 71–80.G.D. [30] D. J. Binder. C6 (1973) 1181–1203. J. Phys. Phys. 14 (2002) 2323–2333. S. Phys. J. Rev. B 19 (1979) 1855–1866. [24] W. J. Soft-sphere equation of state. Phys. Grover.J. Velasco. Johnson. 73 (1980) 2430–2434. J. Barker and B. Ree. Mol. Cond. [27] B. 7 (1952) 348–354. Phys. M. Frenkel. Kihara and S. Soc. Rev.References ¾¿½ [19] J. [20] B. ser.W.R. S. D. Dislocation mediated melting in 2 dimensions. Chem. . [25] W. Alder. Rev. Phys. Young and B.W. Hagen. Laird and A.J. Kofke.G.Chem. J. Navascues and E. 56 (1972) 2207–2210. D. Brown. Chem. 70 (1979) 473– 481. Phys. and K.I. [28] R. [23] K. Bolhuis.A. Hoover.R.Chem Phys. [37] F. Choi. letts. J.A. [36] Y. J. Haymet. metastability and phase transitions in two dimensional systems. Alder. E 50 (1994) 4880–4890. Serrano-Illan. Studies in molecular dynamics XVIII. Phys. Lett.A.B. Proc. 55 (1971) 1128– 1136. Hoover. [26] W. Thouless. Hoover. Statistical mechanics of phase diagrams. Rev. Inverse power potentials and the close-packed to body centered cubic transition.463 [34] T. J. 99 (1993) 9917–9919. Matt. The liquid–solid transition of hard discs: ﬁrst order transition or Kosterlitz–Thouless–Halperin–Nelson–Young scenario. Koba. Isostructural solid–solid transition in crystalline systems with short-ranged interactions. Nielaba. Johnson. Rev. [22] A. Phys. Kosterlitz and D. Chem. Soc. Ree and F. I. Melting and the vector Coulomb gas in 2 dimensions Phys. G. Crystal structures and intermolecular forces of rare gases. 184 (1969) 151–161. Halperin. T. Agrawal and D.A. R.R. [31] P.I.

2. SR ] = iSR δR. and H couples to the magnetization M (H. again.2) When J < 0 the model is antiferromagnetic and on the cubic and bcc (bipartite) lattices Hs couples to the staggered magnetization Ms (Hs . SR ] = iSR δR.5) and . T ) = 1 N ηR nz . R R (9. 3 which are called Ising. T ) = 1 N nz . We write the Hamiltonian of the spin S quantum Heisenberg model as ˜ H = −J R.R (9. Our goal is to estimate the critical exponents α for the speciﬁc heat and γ for the zero ﬁeld susceptibility introduced in the general theory of critical phenomena and to test the conjecture of universality presented in chapter 5. [SR .R . The sum over R and R is over nearest neighbor pairs (counted once) where of an appropriate lattice. R R n2 R (9.R . the sum is over nearest neighbor pairs counted once. [SR . SR ] = iSR δR. the quantum spin operators satisfy the commutation relations y y y x z z x z x [SR .1) R R R. XY and Heisenberg models respectively.4) where.3) We will concentrate on the particular cases of n = 1. cubic and bcc (bipartite) lattices and ηR = ±1 on the respective sublattices.R R R = 1.9 High temperature expansions for magnets at H = 0 In this chapter we will develop the theory of high temperature series expansions for the classical n vector and the quantum spin S Heisenberg model . When J > 0 the model is ferromagnetic. The term with ηR is to be included for the square.R ˜ SR · SR − H R z ˜ SR − Hs R z ηR SR (9. We write the Hamiltonian for the classical n vector model on a lattice of N sites as H = −Jn nR · nR − H nz − Hs ηR nz (9.

T ) = and deﬁne kB T χ(T ) = ∂M (T. and n > 2 where the evidence is that negative coeﬃcients occur and that the leading singularity is in the complex plane. Hs ) |H=0 . We study the n vector model in section 9.High temperature expansions for magnets at H = 0 ¾¿¿ S2 = S(S + 1).12) and thus the ferromagnetic and antiferromagnetic cases are essentially identical. High temperature series expansions for these lattice models were developed in the 1950s and 1960s. Therefore for the n vector model on a bipartite lattice the speciﬁc heat at H = Hs = 0 has the symmetry in J/kB T c(−J/kB T ) = c(J/kB T ) (9. H[S(S + 1)]1/2 = H.9) The Hamiltonians for the classical n vector model on the bipartite lattices is invariant if J → −J and nR → −nR on one of the sublattices. kB T χs (T ) = |Hs =0 . S→∞ [S(S + 1)]1/2 (9.11) and (9.8) We will thus normalize the magnetizations for the quantum case as M (H.2. They are all combinatorial graph enumeration problems and do not involve any integrations as were needed for virial coeﬃcients of the continuum ﬂuids. Wherever possible we use e these series to estimate the critical exponents γ and α.11) and the two susceptibilities satisfy χs (−J/kB T ) = χ(J/kB T ) (9. From these high-order expansions we see that in D = 2 there is a striking difference between n ≤ 2 where all known coeﬃcients of the susceptibility are positive and hence the leading singularity is on the real axis.12) do not hold and we will need to study the ferromagnetic and antiferromagnetic cases separately by giving series both for χ(T ) and χs (T ). For the quantum case the symmetries (9. Hs [S(S + 1)]1/2 = Hs and SR . The spin S quantum Heisenberg model is studied in section 9. ∂H ∂Hs (9. H) ∂Ms (T. T ) = R 1 N ηR R z SR [S(S + 1)]1/2 (9. We restrict our attention to the expansions for D = 2 and D = 3 where the expansions have been carried out to high order. We estimate these radii of convergence ﬁrst by means of a ratio analysis and then by the methods of Pad´ and diﬀerential approximates.10) 1 N z SR . (9.6) The classical n vector model with n = 3 is the limit S → ∞ of the spin S Heisenberg model if we set ˜ ˜ ˜ JS(S + 1) = 3J. We investigate in .1. [S(S + 1)]1/2 Ms (Hs . The series for these quantum models are shorter than for the classical n vector model.7) nR = lim (9.

13) and if the two-body potential U (r) were ﬁnite for all r then the limit T → ∞ would be trivial and an expansion about T = ∞ could be developed. (9. 9. N ∞ (9. Unfortunately as we have seen in previous chapters all realistic continuum potentials are inﬁnite at r = 0 and hence expansions about T → ∞ are not possible.17) R The partition function Z is of course exponentially large in N and we are interested in the thermodynamic limit of the free energy F = −kB T lim Therefore we need ∞ N →∞ 1 ln Z. However the Hamiltonian for the classical n vector model (9.14) as ∞ N Z = Sn j=0 µn (kB T )j j! dnR (−H)j . Thus we may obtain a high temperature series expansion by expanding the exponential in (9.19) which implicitly deﬁnes the λj in terms of µj . This was illustrated most vividly for the hard sphere gas where there is only one isotherm. In section 9. Explicitly we have for the ﬁrst few terms .4 with the interpretation of the classical n vector model as a quantum ﬁeld theory and in particular how the classical n = 3 Heisenberg magnet in two dimensions illustrates the concept of asymptotic freedom.14) the limit T → ∞ is trivially given by N Z = Sn (9.1 Classical n vector model for D = 2.15) where N is the number of sites of the lattice and Sn is the surface area of the ndimensional sphere.3 we discuss the signiﬁcance of these computations for magnets and conclude in section 9.¾¿ High temperature expansions for magnets at H = 0 detail the evidence for the prediction of universality that the critical exponents for both the ferromagnetic and antiferromagnetic models will be independent of the quantum spin S.18) ln Z = N Sn + ln j=0 µj λj = N Sn + (kB T )j j! (kB T )j j! j=1 (9.16) with µj = 1 N Sn (9.1) does not contain any inﬁnite terms and thus in the partition function Z= R dnR e−H/kB T (9. 3 Partition functions for continuum ﬂuids interacting via two-body potentials U (r) are integrals over the Boltzmann weights e−U (r)/kB T (9.

28) ek v k k=0 (9. (9.20) (9. Instead we refer the reader to the original papers where the results are derived and focus instead on the presentation and interpretation of the results of ﬁve decades of work. The computation of λn using (9. In this chapter we will not explore further details of the relevant graph counting problem and in any event the counting of the graphs must be done by computer.23) The µn will contain all powers of N up to N n .26) where q is the number of nearest neighbors and the normalization is chosen such that e0 = a0 = 1.29) where q is the coordination number of the lattice and kB T χ(T ) = k=0 ak v k . (9. 2 1 1 (9.24) This is completely analogous to the step in the derivation of the cluster expansion in chapter 6 of the passage from all diagrams to all connected Mayer diagrams. However. The only exception is the Ising model (n = 1) where instead the variable v = tanh J/kB T is often used as the expansion variable and the expansions are of the form cH q = (J/kB T )2 2 ∞ ∞ (9. the λn must contain only terms linear in N because the free energy is extensive. 3 ¾¿ λ1 = µ1 λ2 = µ2 − µ2 1 λ3 = µ3 − 3µ1 µ2 + 2µ3 1 λ4 = µ4 − 4µ3 µ1 − 3µ2 + 12µ2 µ2 − 6µ4 .24) now involves two steps: the integrals over dnR which are easily done. High temperature series expansions for the n vector model are generally written for the speciﬁc heat in the form cH = and for the susceptibility kB T χ(T ) = 1 n ∞ q (J/kB T )2 2n ∞ ek (J/kB T )k k=0 (9.25) ak (J/kB T )k k=0 (9.30) In practice we are only able to compute a ﬁnite number of terms in a high temperature series expansion and thus in order to use these expansions to study critical .22) (9.Classical n vector model for D = 2.21) (9.27) (9. Thus we must have λn = N × coeﬃcient of N in µn . and a combinatorial sum which may be expressed as a graph counting problem.

34) that the speciﬁc heat has a logarithmic singularity at k 2 = 1 which corresponds to sinh 2J/kB T = ±1.31) where K(k). It thus follows from (9. We also note that the internal energy depends on J/kB T only through the variable k and thus is a periodic function of J/kB T with period iπ.32) (9. noting that the complete elliptic integral has the expansion for small k K(k) = π 2 ∞ n=0 (1/2)(1 + 1/2) · · · (n + 1/2) n! 2 k 2n (9.¾¿ High temperature expansions for magnets at H = 0 phenomena some method extrapolation will be needed. This feature of periodicity is only a feature of the case n = 1 and does not hold for any other value of n. (9. We ﬁrst note that the complete elliptic integral K(k) has a logarithmic singularity at k 2 = 1 and is analytic everywhere else. All methods of extrapolation make assumptions which may be open to criticism and thus it is extremely useful that there are two special cases for which exact computations may be carried out: the case n = 1 (the Ising model) in D = 2 and the limit n → ∞ in arbitrary D. Consequently when we use the n = 1 model to compare with general values of n we will often expand in terms of J/kB T and not a variable such as v = tanh J/kB T which is only appropriate for n = 1.31) and (9.34) we ﬁnd several important properties of the speciﬁc heat.36) Any method of using a ﬁnite number of terms in a high temperature series expansion to extract a critical temperature and critical exponent must be tested against this exact result. (1 − k 2 sin2 φ)1/2 (9. The internal energy of the Ising model on the isotropic square lattice is u = −J coth 2J/kB T [1 + 2π −1 (2 tanh2 2J/kB T − 1)K(k)] with k=2 sinh 2J/kB T (cosh 2J/kB T )2 (9.33) The speciﬁc heat is given in terms of the internal energy u as c= ∂u 1 ∂u =− ∂T kB T 2 ∂β (9.35) an exact expression for the high temperature series expansion of the speciﬁc heat can be obtained.34) and thus. From the exact expressions (9. The Ising model in D = 2 will be treated in detail in chapters 10–12. the complete elliptic integral of the ﬁrst kind is deﬁned as π/2 K(k) = 0 dφ . .

Rossi and Vicari [7. Domb and Hunter [13]. For D = 3 the longest series for speciﬁc heats for arbitrary n for cubic and bcc latices are the 1999 results of Butera and Comi [19]. Baker and Wood [12] and the 11 and 12 order results done in 1982 of McKenzie.22] in 1994. J 4(1 − k) 2(1 − k)K(k) (9. 3 ¾¿ The n → ∞ case is called the spherical model and is exactly solvable [1–3]. For D = 2 and n = 1 the susceptibility of the square lattice was expanded in 2001 to order 330 by Orrick. For D = 2 and n = 1 the speciﬁc heat of the square lattice was exactly computed in 1944 by Onsager [9] and for the triangular lattice in 1950 by Houtapple [10]. For the fcc lattice the longest series for the speciﬁc heat for n = 1 are the 1972 results of Sykes. For n = 2 on the fcc lattice the longest series is the 1967 work of Bowers and Joyce [15].37) (9. Here if we deﬁne the variable k from k J = K(k) kB T 2π the susceptibility is [4] kB T χ = π k kB T = .39) This susceptibility is analytic for all positive T and diverges exponentially as T → 0.Classical n vector model for D = 2. Pelissetto. On the fcc lattice the longest series for the susceptibility in n = 3 and D = 3 are the 1974 results to 10th order of Rushbrooke. 8]. Hunter and Domb [23]. γ=1 D > 4. 9.38) The case of D = 2 is particularly interesting. On the triangular lattice the longest series for the susceptibility for n = 2. McKenzie and Heap [20] and for arbitrary n the longest series are the 1979 results of English.40) (9. For D = 2 and n = 2. Pelissetto.1.1.1 Results for D = 2 In chapter 4 we saw that in two dimensions the n vector model with n ≥ 2 has no spontaneous order while in three dimensions there is a positive temperature below which spontaneous order exists. 3 the longest series for the speciﬁc heat on the square and triangular lattices is from the 1996 articles of Campostrini. For n = 1 on the bcc lattice the longest series (to order k = 21) was ﬁrst obtained by Nickel [14] in 1980 and on the fcc lattice the longest series are from the 1975 work of McKenzie [18].8]. For D > 2 the model has a positive critical point with exponents α = (D − 4)/(D − 2) γ = 2/(D − 2) for 2 < D < 4 α = 0. For arbitrary n in D = 2 the longest series for the susceptibility on the square lattice is in the 1996 paper of Butera and Comi [6]. Hunter. For D = 3 the longest series for the susceptibility for arbitrary n for cubic and bcc lattices are the 1999 results of Butera and Comi [11]. For n = 1 the longest series for the cubic lattice (to order k = 24) was obtained Guttmann and Enting [21. Consequently the physics in two and three dimensions . Nickel. Guttmann and Perk [5]. (9. These references are summarized in Table 9. 3 is from the 1996 articles of Campostrini. Rossi and Vicari [7.

Pelissetto. Enting 1993-94 [21. Perk 2001 [5] Butera. These results for the n vector model with ﬁnite n are to be compared with the exact result (9. 8]. 8 and on the triangular lattice to order 14 by Campostrini. 3. Nickel Guttmann. [8].2 all entries in Table 9. 22] English. Domb. The susceptibility for D = 2 has been expanded to order 21 on the square lattice for arbitrary n by Butera and Comi [6] and for n = 2. Rossi and Vicari [7]. and on the triangular lattice to order 15 [7]. (9. Comi 1996 [6] Campostrini et al 1996 Butera. Rossi and Vicari [7. [8].Hunter McKenzie.2 and indeed there is a dramatic diﬀerence between the case n = 2 where on both the triangular and square lattice all coeﬃcients beginning with e6 are negative and the case n = 3 where on both the square and triangular lattice there is oscillation of signs as k increases. 3. In contrast with the speciﬁc heat coeﬃcients of Table 9.Comi 1999 [19] Guttmann. Nevertheless it is expected. that for suﬃciently large order. Comi 1996 [6] Campostrini et al 1996 Campostrini et al 1996 Campostrini et al 1996 Butera. McKenzie 1975 [18] Bowers.Comi 1999 [11] Nickel 1980 [14] speciﬁc heat Onsager (1944 exact) [9] Houtapple (1950 exact) [10] [8] [7] [8] [7] Campostrini et al 1996 [8] Campostrini et al 1996 [7] Campostrini et al 1996 [8] Campostrini et al 1996 [7] Butera. Heap 1972 [20] 2 tri 3 cub bcc 3 cub 3 fcc S. Baker. The results are given in Table 9.3 are positive. Joyce 1967 [15] Rushbrooke. the coeﬃcients for n = 3 will oscillate just as did the coeﬃcients for the speciﬁc heat.2 where we plot ak /2k versus k. 4. 4. The results for n = 2. Pelissetto. D 2 sq 2 tri 2 sq n 1 1 arb 2 3 2 3 arb 1 arb 1 2 3 susceptibility Orrick.1 and 9. The speciﬁc heat for D = 2 has been expanded to order 21 on the square lattice for n = 2.39) for the susceptibility of the spherical . 8 by Campostrini.3. 3 are given in Table 9. These oscillations can be inferred by an examination of the coeﬃcients for arbitrary n of Butera and Comi [6] which we reproduce in the appendix and are shown in Figures 9. Hunter 1982 [13] will be quite diﬀerent and this diﬀerence is very apparent in the high temperature expansions. Wood 1973 [12] McKenzie. The diﬀerence is made even more striking when compared with the exact result for the Ising model n = 1 where all coeﬃcients are known to be positive.1 Summary of references for high temperature series expansion for the classical n vector model. Hunter Domb 1979 [23] Sykes. This oscillation of signs is also seen in the results of [8] for n = 4 and 8.¾¿ High temperature expansions for magnets at H = 0 Table 9.40).

The data for n = 2 are from [8]. 9.777 −54. 3 ¾¿ Table 9.2 that for n ≥ 5 negative values of ak occur for k ≤ 21 and it is extremely plausible that negative values of ak also occur for n = 3. k 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 n = 3 Heisenberg square triangular 1 1 0 4 4.1 0 −65031.7 n = 2 XY square triangular 1 1 0 4 4.2417 × 106 0 7755.76 0 −8017. 9.3 we plot for the spherical model ak (45. In Fig.66666 29.1 we see that for n = 1.77143 0 −84. From Figs.7347 × 106 0 −4233. −223.67 0 17992.4 −206. 9.4. we also see in Fig. 2293.We also see that ak is positive for all values of n for k ≤ 10.4 0 16097.6 140.1 0 −77734.Classical n vector model for D = 2.354 −25667.62 1. This behavior of ak as a function of n is very reminiscent of the behavior of the hard sphere virial coeﬃcients as a function of dimension D.664 0 −1607. 0 −633142.00 −102. −1748.3 −684.59 0 −14622.219 −67930.06 −1.2 0 16 −3.6 0 137022.50 10.42857 3. the dependence on n (if any) of the period of oscillation cannot be obtained from the data for k ≤ 21.259 −5193.825 −40.512 −430.1–9. Unfortunately.48 −27.4375 0 −418.634 −225152. The data for n = 3 are from [7].15 −210209. For the n → ∞ spherical model limit the period of oscillation in k is 8 which locates the leading singularity of the susceptibility in the complex plane at Reπi/4 where R is the radius of convergence.52083 −35.1666 0 28 −4. 4 at values of k which are not unreasonably large.3 we infer that for all n > 2 the coeﬃcients ak oscillate in sign as k → ∞ and that as a function of k the location of the ﬁrst minimum decreases monotonically as a function of n as n increases. .4 model which is expanded to order 62 in Table 9. 2 there is no indication that ak ever vanishes. In Fig.407 −34794.4705 0 −7821.484177)k where the normalizing factor is the exact radius of convergence. 9.2 10.2 Normalized high temperature expansion coeﬃcients ek for the speciﬁc heat of n vector model in D = 2.5 0 20 1. However.

86868(3) 6.80442(7) 1.02851(6) 1. Here the coeﬃcients of both the speciﬁc heat and the susceptibility do not oscillate in sign as k → ∞ which means that the leading singularity occurs at a positive value of T . 2. 3 vividly illustrates both the utility and the limitations of high temperature series in the study of phase transitions and critical phenomena. Moreover because the coeﬃcients.4 85.86601(6) 3.71013(7) 1.44917(4) 3.19862(5) 7.18002(4) 1.04147(3) 3.99110(5) 4.02425(7) n=2 square 1 4 12 34 88 2.6 134.6666 92 2.34401(8) 3.19527(4) 6.84492(8) 5.80964(3) 9.48333(6) 4.32421(6) 1.83250(7) 2.36466(3) 2.18813(4) 4.07756(3) 3.29634(5) 4.53176(4) 1. 8].37548(6) 1.50671(5) 3.2 n = 3 Heisenberg square triangular 1 1 4 6 12 30 33. The nature of these divergences will be studied in detail in chapters 10 and 12. Indeed we see in the spherical model .64296(5) 1.50902(8) n=1 Ising square 1 4 12 34.58647(5) 1.11200(2) 1.45821(4) 1.40533(2) 6.87193(5) 1.80823(2) 8.15860(8) A qualitative interpretation of the D = 2 data The three diﬀerent types of behavior of the high temperature series for n = 1. The data for the square lattice are from [6–8].21974(3) 4.19333(2) 529 1.¾ ¼ High temperature expansions for magnets at H = 0 Table 9.23002(5) 6.48988(3) 1.02449(7) 2.05148(6) 6.53661(8) 2.33503(6) 2.45020(3) 1.89034(6) 1.28208(4) 5. indeed will diverge at Tc .97829(3) 3.45252(6) 3.4 2.11528(5) 4.3 Normalized high temperature expansion coeﬃcients ak for the susceptibility of the n = 1.82100(6) 4.73825(6) 6.57742(5) 1.32535(7) 2.06857(2) 2.77988(5) 1.34924(3) 1. In contrast when n ≥ 3 the coeﬃcients of both the speciﬁc heat and the susceptibility oscillate in sign as k → ∞ and therefore the leading singularity occurs not on the positive T axis but in the complex plane.6 560.47960(7) 8.97111(4) 1.24694(6) 2.33267(5) 3.53818(3) 3.24442(3) 2.89999(5) 1.73888(8) 9. k 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 9. Consider ﬁrst the Ising model n = 1. 2.65014(7) XY triangular 1 6 30 135 570 2306 9. The data for the triangular lattice are from [7. This value may be estimated from the series expansions and is found to be the same for both the speciﬁc heat and the susceptibility. 3 vector model square and triangular lattices in D = 2.74238(7) 5.42092(7) 5. in addition to having no oscillations in sign are all positive the speciﬁc heat and the susceptibility both monotonically increase as T decreases and.1.03249(4) 1.11315(4) 2.22202(7) 7.09755(4) 4.33902(6) 5. The entry in the table is to be multiplied by the power of 10 given in parentheses.

Classical n vector model for D = 2. further study shows that the singularity is not a power law singularity but instead has a weak essential singularity of exponential form. Indeed. Furthermore below Tc it follows from the theorems in chapter 4 that unlike the Ising model n = 1 there can be no spontaneous magnetization below Tc and thus the transition at Tc for n = 2 in D = 2 is very diﬀerent from the typical magnetic transition of the Ising model in D = 2. Once again there is no oscillation in the coefﬁcients of either the speciﬁc heat or the susceptibility and thus the leading singularity is on the positive real axis. But now the coeﬃcients in the speciﬁc heat are negative as k → ∞ so the speciﬁc heat. The data are from [4]. which must be positive. k 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 ak 1 4 12 32 76 160 304 512 748 928 880 512 80 256 2752 8192 12332 5536 −37008 −122368 −178096 k 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 ak −47360 677568 2097152 2918416 407296 −12607296 −37715968 −50921792 −2226176 240405248 703987712 929619628 −29107808 −4684667536 −13519134208 −17550216752 1607717632 92968930496 265456566272 339970952848 −47971688192 k 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 ak −1873359399232 −5306076848128 −6720867874112 1226303567872 382358039040 107615266537472 135063348070288 −29380330962176 −788936558830912 −2209168717692928 −2751199251809600 68130811657216 16430657778461440 45816112359145472 56679265503639232 −155517312752318464 −344954419919964416 −958513093597462528 −11789689975952248323 349764119023599616 7293149768561830912 that there are an inﬁnite number of singularities in the complex T plane and that on the real T axis the free energy and susceptibility only fail to be analytic at T = 0. 3 ¾ ½ Table 9. at least without strong additional assumptions. to study the behavior of such systems as T → 0 from the high temperature expansions. is not monotonic and cannot diverge to inﬁnity at T → ∞. The feature of having the critical temperature at T = 0 is referred to as being “asymptotically free” and is a property which the n = 3 model in D = 2 shares with gauge theories of strong interactions in four dimensions. It is not possible. 3 or the Heisenberg model in D = 3. .4 High temperature expansion coeﬃcients of the susceptibility ak in D = 2 for the n → ∞ (spherical model) in terms of the variable Jn/kB T . This new type of transition was ﬁrst discovered by Kosterlitz and Thouless [24] in 1973. It is believed that this is the case for all n ≥ 3. We ﬁnally consider the case of n = 2.

9.1 A plot of the normalized coeﬃcients ak /2k of [6] of the susceptibility of the n vector model for n = 1.1. 9. Furthermore we saw in chapter 4 that for all n for D = 3 there is spontaneous magnetization at suﬃciently low temperatures. 20.25 n = 10 n = 20 n=5 1 ak /2k 0.25 12 14 n = 200 16 18 20 −0.2 A plot of the normalized coeﬃcients ak /2k of [6] of the susceptibility of the n vector model for n = 5. 2.75 0.25 k Fig.5 0. 9. 3. Therefore the n vector model for arbitrary n in D = 3 will behave qualitatively as does the n = 1 Ising model in D = 2 and the phenomena of the Kosterlitz–Thouless transition and asymptotic freedom do not exist in D = 3. 1.¾ ¾ High temperature expansions for magnets at H = 0 50 40 n=1 ak /2k 30 20 10 n=2 n=3 n=4 5 10 15 20 k Fig. 4 in D = 2 for 1 ≤ k ≤ 21. The coeﬃcients are reproduced in the appendix. The results of the series expansions are presented below. Thus the leading singularity for all cases is on the positive real T axis.3 Results for D = 3 The series expansions for D = 3 are much more uniform than those of D = 2 because the signs of all the coeﬃcients for both the speciﬁc heat and the susceptibility are positive for all n. 10. The results of this expansion are given in . 200 in D = 2 for 1 ≤ k ≤ 21. The coeﬃcients are reproduced in the appendix. The series for the susceptibility of the Ising model is particularly elegant in terms of the variable v because all the expansion coeﬃcients are integers.

4 Critical exponents A major reason for the computation of high temperature series expansions is the desire to use them to study the phase transitions and critical exponents of the system.02 10 20 30 k 40 50 60 −0.3 A plot of the normalized coeﬃcients ak (.45484177)k 0.04 Fig.02 −0. Thus the critical values βc of [11] and [19] are related to our critical variable J/kB Tc by BC βc = n J . We note that the Hamiltonian used in the papers of Butera and Comi [11] and [19] is normalized to BC unity whereas in (9. However. For the cubic and bcc lattices the data are from [19] and for the fcc lattice the data is from [23]. All of the methods by very deﬁnition of an extrapolation scheme must make assumptions about the behavior of the function being extrapolated which ultimately cannot be veriﬁed with only a ﬁnite number of terms.8. Logically.Classical n vector model for D = 2.06 0.42) . For the cubic and bcc lattices the data are from [11]. For n = 2. the fcc data for n = 2 is from [15] and the fcc data for n = 3 is from [12] and [13]. 9. Table 9.9. this can never be done with only a ﬁnite number of terms.41) 9. kB Tc (9. The numerical values for the speciﬁc heat coeﬃcients are given in Table 9. 3 ¾ ¿ 0.45484177)k of the susceptibility of the spherical (n → ∞) model for 11 ≤ k ≤ 62. For comparison with n ≥ 2 where the variable v is not useful we give in Table 9. The expansion of the speciﬁc heat in terms of v and J/kB T are both used in the literature but unlike the susceptibility expansion the coeﬃcients are not in general integers and because our focus is on comparison with n ≥ 2 the expansion in Table 9.6 the expansion coeﬃcients in terms of the expansion variable J/kB T .08 0.5. consider the magnetic susceptibility at H = 0 which for T > Tc is given in terms of the spin correlation functions as kB T χ(T ) = kB T ∂M (T. H) |H=0 = ∂H nz nz 0 R R (9.04 ak (.1) there is a factor of Jn. 3 the numerical values for the susceptibility coeﬃcients are given in Table 9.1. for systems that have not been solved exactly the extrapolation of high temperature expansions is one of the very few ways in which critical phenomena can be studied. To see the need for making assumptions. of course.7 is in terms of the variable J/kB T .

of (T − Tc )1−α .¾ High temperature expansions for magnets at H = 0 Table 9. fcc and bcc lattices in D = 3. . from (9.42) we see that (9.44) is not the only singularity at Tc present in χ(T ) because.45) in further neighbor correlations but higher order singularities such as (T − Tc )m(1−α) (9.45) Indeed. But from the expansion of the susceptibility in terms of spin correlation (9.43) where Rnn is one of the q nearest neighbors of the origin.44) as T → Tc . the nearest neighbor correlation will have a singularity.46) as well. coming from the singularity in the speciﬁc heat. from the study of the Ising model in chapters 10–12 we not only expect singularities of the form (9.43). The susceptibility χ(T ) diverges as T → Tc and in chapter 5 we deﬁned the critical exponent γ as kB T χ(T ) ∼ Aχ (T − Tc )−γ (9. The data for cubic is from [16. k 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 cubic 1 6 30 150 726 3510 16710 79494 375174 1769686 8306862 38975286 182265822 852063558 3973784886 18527532310 86228667894 401225368086 1864308847838 8660961643254 bcc 1 8 56 392 2648 17864 118760 789032 5201048 34268104 224679864 1472595144 9619740648 62823141192 409297617672 2665987056200 17333875251192 112680746646856 731466943653464 4747546469665832 30779106675700312 199518218638233896 fcc 1 12 132 1404 14652 151116 1546332 15734460 159425580 1609987708 16215457188 162961837500 1634743178420 16373484437340 163778159931180 1636328839130860 and the internal energy which is given in terms of the nearest neighbor two-spin correlation as U = −Jnq n0 · nRnn = −Jn2 q nz 0 · nz Rnn (9. (9. the data for bcc is from [14] and the data for fcc is from [18].5 Normalized high temperature expansion coeﬃcients ak using v as the expansion variable for the susceptibility of the n = 1 (Ising) model on the simple cubic. 17].

24586(7) 2.37537(4) 3.11101(8) 1.62559(12) 3.34697(6) 3.58301(10) 1. Nevertheless many schemes have been used in the past 50 years to estimate critical exponents from high temperature series expansions and the subject is exhaustively and extensively discussed by Guttmann [25–27] with many examples.96669(6) 3.42619(5) 1.72216(11) 2.40468(12) 1.17010(11) 1.92398(10) 3.55078(13) 9. k 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 cubic 1 6 30 148 706 333600(3) 1.59546(5) 4.38116(14) bcc 1 8 56 3.66495(16) 1.52685(6) 1.Classical n vector model for D = 2.71338(17) fcc 1 12 132 1400 14564 1.51188(10) 6. The entry in the table is to be multiplied by the power of 10 given in parentheses.14433(15) 2.57354(9) 1.61057(3) 1.56104(8) 7.02535(13) 1.74731(4) 1.56350(8) 1.43783(14) 4.6 Normalized high temperature expansion coeﬃcients ak using J/kB T as the expansion variable for the susceptibility of the n = 1 vector (Ising) model for simple cubic.18079(8) 3.57843(13) 1.29549(9) 1. The most general of these methods is the method of diﬀerential approximates which approximates the susceptibility and speciﬁc heat by a function F (x) which satisﬁes a linear inhomogeneous ﬁnite order diﬀerential equation K Qk (x) k=0 dk F (x) = P (x) dxk (9.44943(12) 6.58183(11) 1.49714(5) 1.47) where x is some suitable variable such as J/kB T or v = tanh J/kB T and Qk (x) and .37234(9) 8.57533(4) 7.59037(6) 7.39206(7) 1.89225(9) 5.15250(5) 7.58123(12) 1.5.89333(2) 2.75990(10) 3.56501(15) It is not unreasonable to expect that similar problems will in general also be present in the speciﬁc heat. Thus we expect that as more and more terms are added to a high temperature series expansion eventually more and more of this complicated singularity structure will be needed to explain the data and that any conclusions drawn from a ﬁnite number of terms in a high temperature series expansion run the risk of being misleading. fcc and bcc lattices in D = 3 as obtained from Table 9.99874(13) 6. 3 ¾ Table 9.54836(7) 1.57341(14) 1.

34183(8) 2. fcc and bcc lattices in D = 3.90479(6) 2. dx Q1 (x) This form is useful if the function being approximated is of the form B(x)(1 − x/x0 )−p with B(x) regular at x0 .48) with P (x) and Q(x) polynomials.43067(3) 3.51468(10) 0 1.99761(5) 0 1.42349(7) 0 2.77291(4) 3. 2) dlog-Pad´ Approximants e Here K = 1 and Q0 (x) = 0 so the approximating function satisﬁes P (x) dF (x) = .28515(5) 2.¾ High temperature expansions for magnets at H = 0 Table 9.50) (9.78548(10) 0 1.59474(4) 0 7. The entry in the table is to be multiplied by the power of 10 given in parentheses.74549(3) 0 4.7 Normalized high temperature expansion coeﬃcients ek in terms of the variable J/kB T for the speciﬁc heat of the n = 1 (Ising) model on the simple cubic.80600(2) 0 2.10012(4) 0 1.33333(2) 4. The fcc data are from [20].25638(9) 0 4.24770(15) 0 fcc 1 8 65 5.55827(7) 0 1.90667(2) 0 3.12669(9) 1.59697(7) 2. (9.94281(10) 1.49) . Several special cases of this most general form are extensively used and must be noted: 1) Pad´ approximants e Here K = 0 and the approximating function is F (x) = P (x)/Q0 (x) (9.57857(8) 0 4.03199(6) 0 3. The data for cubic and bcc are from [11.64433(12) 0 6. k 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 cubic 1 0 11 0 1.73436(9) 0 8. This will be useful if the function being approximated has poles as its only singularities. 19].05317(13) 0 2.64447(12) 0 bcc 1 0 35 0 9.78387(11) P (x) are polynomials.

3 ¾ Table 9.10557(10) 1.50307(6) 1.24946(10) 5.47468(9) 6.16951(9) 5.48869(6) 6.46878(15) 2. (9.65206(6) 3.91184(10) 2. These functions are useful if the function being approximated is of the form A(x) + B1 (x)(1 − x/x0 )−p1 + B2 (x)(1 − x/x0 )−p2 (9.1).35332(13) 8.99144(7) 1.47439(5) 1. and for fcc with n = 3 from [12] and [13].36260(5) 4.00091(4) 3.20512(5) 1.60485(13) 5.12595(12) 1.19929(16) 13.74262(9) 1.2 3.51715(4) 7.06076(12) 2.48294(5) 1.11400(5) 1.49196(7) 3.17245(11) 7.41087(12) 5.48249(4) 1. fccand bcc lattices in D = 3.59000(8) 4.12839(5) 7. Approximates with K > 2 will allow there to be K − 1 singularities.23925(13) 2.33444(11) 2.51568(8) 3) First order approximants Here K = 1.91123(8) 1.09023(15) 1.2 2580.98584(8) 1.61341(10) 2. 3 vector model simple cubic.27498(3) 1.77947(4) 7.22557(10) 3.20 1396.72307(4) 1.8 Normalized high temperature expansion coeﬃcients ak for the susceptibility of the n = 2. n = 3 Heisenberg cubic bcc fcc 1 1 1 6 8 12 30 56 132 146.07496(5) 4.21803(17) n=2 cubic 1 6 30 147 696 3.94068(16) 8.36457(8) 6.12964(12) 5.48668(8) 1.23335(5) 1.80998(13) 9.21858(9) 1.61217(11) 4.22388(3) 1.80303(7) 1. These functions are useful if the function being approximated is of the form A(x) + B(x)(1 − x/x0 )−p with A(x) and B(x) regular at x = x0 .776167(9) 1.9377(17) k 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 fcc 1 12 132 1398 14496 1.51324(7) 1.40 387.96376(12) 4.45734(10) 2.38975(6) 2.24853(12) 3.27185(13) 1. The data for cubic and bcc are from [11].01779(7) 1.51) . 4) Second order approximants Here K = 2. Note that the coeﬃcients here for n = 3 and for n = 2 on the cubic and bcc lattices are nk times the coeﬃcients given in the references because of the factor of n in our Hamiltonian (9.87561(13) 1.46486(14) 3.51990(11) 1.43578(11) 1.26469(13) 1.25292(8) 7.01291(14) XY bcc 1 8 56 388 2592 1.77381(6) 3.08660(7) 1.27584(9) 8.52) with A(x) and Bk (x) regular at x = x0 .8 690.70856(4) 1. To use these approximants the orders of the polynomials are chosen such that the coeﬃcients in the polynomials are determined by having the approximating function agree with the ﬁnite number of terms computed in the high temperature expansion. and Q0 (x) does not vanish identically.8 14455.Classical n vector model for D = 2.65826(6) 1.48777(9) 3.10821(11) 1. The entry in the table is to be multiplied by the power of 10 given in parentheses.24927(6) 1.46371(6) 6.91466(14) 4. for fcc with n = 2 from [15].16220(8) 2.90388(10) 1.

2 34. the ratio method.49162(4) 2. However.1677(10) 0 1. This singularity is at the zeros of the leading coeﬃcient QK (x).5 The ratio method The most elementary way to study the radius of convergence and leading singularity in the high temperature series expansion is by analysis of the ratios of coeﬃcients.94176(3) 2.74276(6) 7.20588(7) 1.34097(7) 1.93569(8) 1.09565(12) 0 3.22264(11) XY bcc 1 0 34. 3 vector model simple cubic.31667(2) 0 2.97004(7) 0 0 1.52999(5) 1.73649(4) 0 8.71171(9) The critical point is then determined by the smallest value of 1/T at which the approximating function is singular.61667(2) 0 2. We thus see that in principle the susceptibility needs to be approximated by at least a second order approximate in order to encompass the singularities γ and 1 − α. The method begins with the elementary expansion valid for p > 0 .6 using the various cases of diﬀerential approximates.56205(8) 0 2. k 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 n = 3 Heisenberg cubic bcc fcc 1 1 1 0 0 8 10.4 0 1.48567(8) 0 0 1.1.83781(13) 0 1.81999(4) 7.4 0 0 511.75047(5) 0 0 2.74057(13) 0 0 4.29620(8) 0 3.35783(15) fcc 1 8 64.32025(4) 1.47). The entries in the table are to be multiplied by the power of 10 given in parentheses.33970(14) n=2 cubic 1 0 10.95292(5) 2.92754(10) 2.2 62. At this singularity the approximating function in general has power law singularities which are easily determined from the indicial equation of the linear diﬀerential equation (9.9 Normalized high temperature expansion coeﬃcients ek for the speciﬁc heat of the n = 2.57100(5) 0 9.5 520 4.30072(5) 2. the validity of the exponents obtained is in the last analysis a subjective decision to be made by the reader. The exponents γ and α will be estimated below in section 1.76635(9) 8.23256(3) 0 3.08142(8) 2.90992(11) 9. High temperature series are one of the very few tools available to study critical phenomena for systems which are not exactly solvable and thus they are widely used to gain insight into critical phenomena. 9.67471(10) 0 8.96573(2) 4. to gain a qualitative insight into the analysis we begin with a discussion of the most primitive of all methods.69327(8) 4.19269(6) 0 1.53723(6) 2.46705(9) 0 0 1.27987(10) 6.44788(4) 0 5.31400(6) 2.5 0 9.998 1.44625(10) 0 0 1.21667(3) 3. fcc and bcc lattices in D = 3.56307(5) 0 2.68515(9) 0 4.¾ High temperature expansions for magnets at H = 0 Table 9. The data for cubic and bcc lattices are from [19] and the data for the fcc lattice are from [23].13204(11) 0 0 2. Nevertheless.8417(7) 0 9.50571(2) 8.09426(3) 0 0 3.51956(4) 2.

12). krk − (k − 1)rk+1 The estimates (9. 2. . 3 for the cubic lattice. (9.54) The simplest version of the ratio test uses this simple relation to estimate the critical value x0 as krk − (k − 1)rk−1 = x−1 [1 + O(1/k 2 )] (9. Consequently.59) This estimation method is referred to as a biased estimate. If the critical value x0 is known the exponent p may be determined from pk = k{x0 (ck+1 /ck ) − 1} + 1 + O(1/k). This oscillation rapidly decreases as k increases and the points rapidly approach a straight line.55) (9. For convenience we restrict our analysis to the bipartite cubic and bcc lattices for which the series are substantially longer than the closest packed fcc lattice. k!Γ(p) (9.58) are known as unbiased estimates. even though in the presentation of the results for the Ising model (n = 1) it was most natural to use the variable v = tanh J/kB T for which the expansion coeﬃcients of the susceptibility (as seen in Table 9. We see here that there is a small odd-even oscillation which is due to the fact that for the bipartite lattices that in addition to the singularity at T = Tc . Ratios for D = 3 The qualitative behavior of the critical phenomena for D = 3 is the same for all values of n in the sense that for all n the critical temperature is greater than zero. 2. there is an additional (antiferromagnetic) singularity at T = −Tc due to the symmetry (9.58) k(2 − k)rk − (k − 1)2 rk−1 [1 + O(1/k)].10 we give the ratio ak+1 /ak q for the coeﬃcients of the susceptibility expansion in terms of the variable J/kB T normalized by the number of nearest neighbors q for the n = 1.57) 0 The exponent p is then estimated (with p= = 0) as (9. 3. 0 0 (9. (9. The ratios scaled by q are plotted in Fig.56)–(9. more generally in a form which reveals some of the arbitrariness inherent in the method (k + )rk − (k + − 1)rk−1 = x−1 [1 + O(1/k 2 )].56) 0 or.4 for n = 1. 9.53) Thus calling ck the coeﬃcient of xk we see that as k → ∞ ck → x−k k p−1 /Γ(p)] 0 and thus rk = ck+1 /ck = x−1 (1 + 1/k)(p−1) ∼ x−1 [1 + (p − 1)/k + O(k −2 )]. 3 ∞ ¾ (x/x0 )k k=0 Γ(k + p) = [1 − (x/x0 )]−p .Classical n vector model for D = 2.5) were positive integers we will here use the variable J/kB T as the expansion variable for n = 1 as well as for n ≥ 2 In Table 9.

815609 .755949 .750859 .737429 . the ratios scaled by rk = ek+2 /ek q 2 from the . r∞ (9.10 The ratios rk = ak+1 /ak q for the susceptibility kB T χ(T ) in terms of the expansion variable J/kB T of the n = 1.764886 .735036 .785972 .77146 The limiting value for k → ∞ is estimated by linearly extrapolating the even and odd values of k using 1 r∞ = {(k + 2)rk+2 − krk } (9.795715 .748179 .778489 .818590 .763024 .807776 .77163 .752642 .748898 .794791 .773634 .790999 . particularly with the odd-even oscillation.12.774241 . The ratio method is applied to the speciﬁc heat for the cubic and bcc lattices α by computing in Table 9.797626 .72043 .812963 .810483 .73467 for n = 2 bcc .787773 .816667 .807554 .824482 .806126 .75248 for n = 1 bcc .744980 .869047 .808212 .811642 .789747 .800405 .60) 2 and the exponent γ is estimated from (9.60) using the values at k = 20.756104 .762172 .815014 . k 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 e r∞ o r∞ ak+1 /ak q cubic . There we see that there is serious discrepancy between the odd and even estimators and that the cubic and bcc exponents are not in accord with the expectations of universality.760882 .780299 .809680 .802725 .827534 .772091 .805944 .799554 .787535 .764621 . 3 vector model for D = 3 for the cubic and bcc lattices.830956 .793863 .804218 .61) e.61) for the exponent γ.809953 . 2.761131 .803086 .817378 .739135 .78084 .796967 . In Table 9.792987 .59) using the estimator γk = 1 + k( rk − 1) + O(1/k) with rk = ak+1 /ak q.793428 .785747 .787035 .745833 .769943 . e.79450 .79599 ak+1 /ak q cubic .795045 .767007 .786599 .785006 .745437 .822222 .762032 .803664 .747536 .792170 . The conclusion is that.804830 .746663 .761027 .738344 .735789 .836652 . 18 and k = 19.763073 .835052 .796948 .741732 .78119 ak+1 /ak q cubic .784538 .749991 .766411 .833161 .11 we give the estimators (9.794226 .60).816907 .866071 .o The values for r∞ are obtained by a linear extrapolation (9. 17.747146 .864286 .757443 .823803 .804683 .838155 .804997 .10 in the entries marked r∞ we give the average of the extrapolations obtained from (9.784239 .761862 .798625 .740804 . the ratio method is far too crude to be used for quantitative results for critical exponents.769087 .812609 .o In Table 9.792530 .766667 .¾ ¼ High temperature expansions for magnets at H = 0 Table 9.769492 .73440 .75207 . for even k.72184 for n = 3 bcc .753625 .803794 .753262 .749447 .743596 .788825 .789116 .763286 .736658 .813333 .

3003 1.2757 γk for cubic 1.9. 9.3671 n=3 bcc 1. This is another indication of the crudity of the ratio method. These ratios are ploted in Fig.2307 1.10 we see that the agreement is not better than 1 or 2 percent even though they should be the same.2157 n=1 bcc 1.2271 1.2343 1. The diﬃculties and the arbitrariness in the use of the ratio method are well illustrated by an attempt to estimate the exponent α from the ratios of Table 9. which must give identical results in the limit k → ∞.78 0.11 The estimators γk = 1 + k( r∞ − 1) for the susceptibility exponent γ of the n = 1. When the values of r∞ in e.3004 1.3336 √ α coeﬃcients of Table 9.o the last line are compared to the values of r∞ of Table 9.3671 1.14 Fig. 2.1862 1. Furthermore the esti- .12 by use of an estimator analagous to (9.5.63) We ﬁrst note that these two estimators.74 0. 3 ¾ ½ 0.2305 1.2860 1. are substantially diﬀerent for the data in Table 9.2886 1.02 0.4054 1.1887 γk for cubic 1.2886 n=2 bcc 1.73 n=2 n=3 0. 2.12.4 A plot for the cubic lattice with n = 1.1 0.2862 1. rk Table 9.76 ak+1 /6ak 0.3220 1. k 20 19 18 17 γk for cubic 1.08 1/k 0.04 0.06 0.61) used for the susceptibility αk = 1 + or αk = 1 − (2) (1) k 2 k 2 α rk −1 α r∞ α r∞ α −1 rk (9.62) (9.3345 1.2758 1.12 0. 9.Classical n vector model for D = 2.77 n=1 0.75 0. 3 vector model for D = 3 for the cubic and bcc lattices.3345 1. 3 of the ratios of the susceptibility coeﬃcients normalized by q the number of nearest neighbors ak+1 /6ak versus 1/k.2343 1.4054 1.

48860 .53242 .10.0586 0.6169 .58019 .51994 .48256 .1988 0.2121 0.55169 .43550 . If we compute the estimaα o2 o2 tor α(2) using r∞ = r∞ with r∞ obtained from Table 9.45836 .12.13.54730 .52013 .53249 .41006 .43180 . The values √ α α for r∞ are obtained by a linear extrapolation from k = 16.46697 .54044 .7614 α mators are quite sensitive to the value of r∞ .48895 .51001 .56146 .5097 . if instead of the value obtained from the speciﬁc heat ratios in Table 9.47200 .44550 .48576 .45606 . k 2 4 6 8 10 12 14 16 18 α r∞ √ α r∞ n=1 cubic bcc . and there are signiﬁcant diﬀerences.41005 .46587 . Table 9.43464 .40961 .5557 .5968 .43909 .57560 . The values of r∞ are to be e.0923 n=2 0.55281 .0580 0.52657 .40341 .5369 .46487 . (2) 9α18 − (2) (2) α18 (2) α16 (2) 8α16 n=1 0.51942 .45371 .42383 .51852 .51546 .47749 .9 for the speciﬁc heat of the n = 1.45893 .10.48350 .7725 n=3 cubic bcc .7854 n=2 cubic bcc .44882 .38360 .7454 .56909 .48894 .12. 18.0660 −0.7139 .5798 .35822 .51114 .53874 .12 The ratio rk = ek+2 /ek q 2 as obtained from Tables 9.¾ ¾ High temperature expansions for magnets at H = 0 α Table 9.50317 .7 and 9.42227 .o compared with the corresponding values of r∞ in Table 9.50640 . 3 vector model for D = 3 for the cubic and bcc lattices. we used the value obtained from the susceptibility ratios of Table 9.63) for k = 16.12 we obtain the estimates in Table 9.49441 . 2.1600 .44226 .13 The estimators αk (9.0529 n=3 −0.0543 −0.51060 .46038 . 18 and the extrapolant 9α18 − 8α16 for α o2 o the cubic lattice using r∞ = r∞ where r∞ is obtained from Table 9.7328 .

1 0. We see in the ﬁgure that for n = 3 there is no linearity to be observed in the plot.55 0.45 0.1 n=2 1 0.15 0.05 0.6 A plot for the square lattice with n = 1. This is to expected from the observation that the coeﬃcients are expected to oscillate in sign for suﬃciently large k and thus the true large k behavior of the ratios is not expected to be seen in the behavior of the ﬁrst 20 ratios. 9.3 1. 2.5 A plot for the cubic lattice with n = 1. 1.1 0.6 for n = 1. 3 of the ratios of the speciﬁc heat coeﬃcients normalized by q 2 the number of nearest neighbors ek+2 /ek 36 versus 1/k. . 3 of the ratios of the susceptibility coeﬃcients ak+1 /ak versus 1/k.2 n=1 ak+1 /ak 1. 2.425 0. 3 0. 9.4 0.2 0.375 n=3 0.5 n = 2 ¾ ¿ ek+2 /36ek 0.2 1/k Fig.475 0. 3. Ratios for D = 2 The ratios for the susceptibility for D = 2 are given in Table 9. 2.9 n=3 0.15 0.Classical n vector model for D = 2.05 0.25 1/k Fig.525 n = 1 0.14 and plotted in Fig 9.

0908 1.2500 2. as the length of the e series was increased and the necessity of accounting for conﬂuent singularities became apparent. k 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 n=1 square 1.0340 1.3898 1.6421 0. 2.5795 n=3 triangular 1.32692 1. In particular the orders of the polynomials Qk (x) and P (x) can be freely chosen and each choice will give a diﬀerent exponent at the critical point.6771 0.25833 1.6642 0.9124 1.3.0504 1. Furthermore one may compute Tc from the speciﬁc heat and susceptibility series separately or the assumption can be made that the Tc for both must be the same and use the value which is considered the most accurate.1024 1.1312 1.18460 1.6 Estimates from diﬀerential approximates The best estimates of the exponents γ and α come from the analysis of the high temperature series expansions by means of the diﬀerential approximants discussed in section 9.5964 0.6047 0.4166 1.1941 1.7470 0.7063 0.4333 1. 3 vector model for the D = 2 square and triangular lattices computed from the data of Table 9.21200 1.20456 1.2059 1.22907 1.15 the results of the analysis of [11.0394 1.5880 0.1.7267 0.7748 0.6139 0.8492 0.8183 square 0.18152 1.2941 1.17686 1. Early studies used Pad´ e approximants (9.1656 1.9333 0. However. 19] of the series for the cubic and bcc lattices which uses ﬁrst and second order approximants and is thus capable of including one conﬂuent singularity.0637 1.19473 1.49). In [11.1525 1.8055 0.1.0446 1.17507 square 1.8742 1.6225 0.6913 0.6529 0.48) and dlog-Pad´ approximants (9.1111 2.1410 9.19129 1.27051 1.0226 1.1762 1.8436 1.21845 1.23836 1.3203 1. it became clear that these extrapolation techniques are not suﬃcient.20008 1.9604 1.4 and many such studies have been made.0568 1. Even with this tool there are many variations.¾ High temperature expansions for magnets at H = 0 Table 9.44444 1.2462 1. No one choice is preferred and in practice many diﬀerent choices are made and the spread of the resulting exponents is taken as a measure of the accuracy of the estimate.2689 1.1164 1.6323 0.30725 1.0806 1.0718 1.14 The ratios ak+1 /ak for the susceptibilities kB T χ(T ) of the n = 1.0301 n=2 triangular 2.2280 1.19] results . We present in Table 9.17933 1.18732 1. Such extrapolations which use extra assumptions beyond the series themselves are said to be biased.

(9.227095(2) 0.67) The details of the resulting graphical expansion are given in the article of Baker. We will here present the results of the computations using the notation ∞ kB T χ(T ) = k=0 ak (J/kB T )n (9.105(9) 2 0. 9. Eve and Rushbrooke [28].65) (9.160214(2) 1.2 Quantum Heisenberg model High temperature expansions for the Heisenberg model may be developed using the same techniques as were used for the classical n vector model with the replacement dnR → Tr R (9. βc βc γ γ α α n cub bcc cub bcc cub bcc 1 0.157379(2) 1.64) We will discuss the signiﬁcance of these estimates of the critical exponents in section 9.162268(1) 1. We have deﬁned βc = J/kB Tc and note that because the Hamiltonian (9. susceptibility exponent γ and the speciﬁc heat exponent α for the n vector model with n = 1.15 are the unbiased estimates reported in [11.396(3) −0.243(2) 0.404(4) 1. The error in the last digit of the estimate is given in the parenthesis. 19] that 1 = βc = (βc )BC /n qr∞ where (βc )BC is the value of βc in Table II of [11] and qr∞ = lim ak+1 k→∞ ak (9.221663(9) 0.15 The estimates of [11.11(2) −0.13(2) of several such additional assumptions are presented along with unbiased estimates and all results are in good agreement. The estimates presented in Table 9. The number in parentheses represents a subjective estimate of the uncertainty in the result for the exponent. Gilbert.23101(1) 0. 19]. 3. 19] for the critical temperatures.327(4) 1.66) where the trace is over all states of the system and we note that at inﬁnite temperature the partition function reduces to Z = Tr1 = (2S + 1)N .019(8) 3 0.3 after the corresponding results for the quantum case have been derived.68) .1) has a diﬀerent normalization from [11.Quantum Heisenberg model ¾ Table 9.244(3) 1.322(3) −0.103(8) 0. 2.014(9) −0.

Zheng 2004 [34] Rushbrooke. Wood 1958 [29] Stephenson. For D = 2 on both the square and triangular lattices the most extensive results known for arbitrary S for both the susceptibility and speciﬁc heat are given in the 1958 work of Rushbrooke and Wood [29] as extended in 1968 by Stephenson. Eve 1968 [30] χs Pan 2000 [31] speciﬁc heat Rushbrooke. 1. Zheng 2004 [34] 1/2. bcc and fcc lattice the most extensive results known for arbitrary S for both the susceptibility and speciﬁc heat are given in the 1958 work of Rushbrooke and Wood [29] as extended in 1968 by Stephenson. Pirne.¾ High temperature expansions for magnets at H = 0 ∞ kB T χs (T ) = k=1 as (−J/kB T )n k 3q (J/kB T )2 2 ∞ (9. and the most extensive data for the staggered susceptibility on the cubic and bcc lattice in in the 1963 work of Rushbrooke and Wood [32]. Bonilla 1996 [33] Oitmaa.16 Table 9. Eve 1968 [30] Oitmaa. For D = 3 on the cubic.16 Summary of references for high temperature series expansion for the quantum spin S Heisenberg model. D 2 sq tri S arb. Pirne Wood. Wood 1958 [29] Stephenson. These references are summarized in Table 9. Wood 1958 [29] Stephenson. Wood and Eve [30]. 2 sq tri 3 cub bcc fcc 1/2 arb χ Rushbrook. For S = 1/2. Pirne Wood. Pirne. For S = 1/2 the most extensive data for the speciﬁc heat and susceptibility are in the 1996 work of Oitmaa and Bonilla [33]. Eve 1968 [30] 3 cub bcc 3 cub bcc fcc 3 cub bcc arb 1/2 Oitmaa. Pirne Wood. Eve 1968 [30] Oitmaa. Pirne Wood. Wood and Eve [30]. 3/2 on the cubic and bcc lattices the most extensive data for the susceptibility and staggered susceptibility is the 2004 work of Oitmaa and Zheng [34]. Bonilla 1996 [33] Rushbrooke.70) cH /kB = ek (J/kB T )n k=0 where q is the coordination number (number of nearest neighbors) of the lattice.69) (9.3/2 . Wood 1958 [29] Stephenson. Wood 1963 [32] Oitmaa Bonilla 1996 [33] Oitmaa.1. For S = 1/2 the most extensive data for the staggered susceptibility on square lattice are in the 2000 work of Pan [31]. Bonilla 1996 [33] Rushbrooke.

596. 616 4. 416 70.646.488 1. 335.446.086. 544 23.782.71) It seems that series for the staggered susceptibility and for S ≥ 1 are not known.717.905. 464 94. 774. 339.813.2. 960 −1. 798. 360 231. 856 154. 204.145. 752.768 7. 272 Susceptibility an (1/2) square ˜ 1 4 16 64 416 4. 361.9136 −205. 728. We have set en (1/2) = en (1/2)/(4n n!) and ˜ ˜ an (1/2) = an (1/2)/(4n n!).17 High temperature expansion coeﬃcients en (1/2) and an (1/2) for the speciﬁc ˜ ˜ heat and susceptibility of the spin 1/2 quantum Heisenberg model for the square and triangular lattices in D = 2 from Table 1 of [33].728 13.568 −1.211.538.955.080 349.720. 000 −130. 362. 514. 552 153. 886. 632 en (1/2) triangular ˜ 1 2 −34 −360 5464 162. 371.109. 424 −112. 277.047. 295. 838.600 42.488 −207.296. 798. 828. 264 −6.840 6. 629.410.893. 205. 439. 552 −2. 056 198.437. 574. Table 9. Note that the coupling J of [33] is one half of the J of (9.152 −1. 4n n! en = and an (1/2) = (9.1 Results for D = 2 For S = 1/2 the most extensive results known are the 14 term expansions of Oitmaa and Bornilla [33] for the square (sq) and triangular (tri) lattices in two dimensions. 448 8.794.336 781. n 0 1 2 3 4 5 6 7 8 9 10 11 12 n 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 Speciﬁc heat en (1/2) square ˜ 1 −2 −14 20 520 −41.016 90. 112 3.356 −299. The results are given in Table 9.528 .546. 046.Quantum Heisenberg model ¾ 9.064 an (1/2) triangular ˜ 1 6 48 408 3. 576 2.4) and ˜ ek is ek+2 of [33]. 693. 567.17 where we use the notation en (1/2) ˜ 4n n! an (1/2) ˜ . 296. 419.

377.732.103.161. 989.19– 9. 224 4. 656 −95. 559.712 −153. 628. n+1 (n + 1)! 4 as (1) = n as (3/2) = n (9. 074.440.688 −113. There seem to be no results known for S ≥ 1.920 −3. n 0 1 2 3 4 5 6 7 8 9 10 11 12 n 0 1 2 3 4 5 6 7 8 9 10 en (1/2) for simple cubic ˜ 1 −2 −18 280 3. Table 9. 418. 473. bcc and fcc lattices.043. The results for en are given in Table 9.768 −44. 056 −41.648 150. 724. 856 974. 508.72) as (1/2) = n as (1/2) ˜n . 326. 209.000 809. 940. 232 −867.957. 472 3. 208 4.Note ˜ ˜ that the coupling J of [33] is one half of the J of (9.147. 083. n+3 (n + 1)! 2 (9. 284. an (3/2) = n+2 n+1 n! 4 3 n! 2 n! 2˜s (1) an . 429. 712 20. 502.71).2 Results for D = 3 For the speciﬁc heat with S = 1/2 the most extensive results known are the 14-term expansions of Oitmaa and Bornilla [33] for the simple cubic (sc).294.800 en (1/2) for bcc ˜ 1 −2 14 95 2.659.73) . 702.4) and ek is ek+2 of [33].200 31.18 Normalized High temperature expansion coeﬃcients en (1/2) for the speciﬁc heat ˜ of the spin 1/2 quantum Heisenberg model for simple cubic. and fcc are those of Oitmaa and Zheng [34]. 216 80.168.192 288.331. 528 en (1/2) for fcc ˜ 1 6 10 −280 9. 3/2 the best results for cubic.2. 1. n+1 (n + 1)! 3 5˜s (3/2) an .416. 488 For the susceptibilities χ(T ) and χs (T ) with S = 1/2. We present these in Tables 9.784. 752 2.¾ High temperature expansions for magnets at H = 0 9. 126.744. an (1) = n+1 .18 where we use the notation of (9.040 −24. 362. 291. face centered cubic and body centered cubic lattices in D = 3 from table 1 of [33] We have set en (1/2) = en (1/2)/(4n n!).2736 3.856 276. 944 709.22 where we use the notation an (1/2) = an (1/2) ˜ 2˜n (1) a 5˜n (3/2) a . 683. 575. bcc.034.334.332.

752 3.357.271. 086.528.328 1. 696 an (1/2) for the bcc lattice ˜ 1 8 96 1664 36.311.216.192 248.008. It is believed that the quantum Heisenberg model in D = 2 shares with the classical model in D = 2 the property of having a phase transition only at T = 0 which is consistent with the leading singularities of the speciﬁc heat and susceptibility having a complex value.068 464.925.478.616 7.768 32.815.080 1.016 225.434.280.663.2.820.296 367. the series for the speciﬁc heat shows the same sort of oscillations in sign as seen in the classical case and the susceptibility for the square and triangular lattices have minus signs at orders 7 and 9 respectively whereas in the classical case minus signs were not seen in the susceptibility up to order 21 and were inferred at higher order only by an analysis of n vector models with n ≥ 3.626.238.577.904 9.123.399.153.376 1.432. Table 9.17.526.648.955.248 10.921.576 3.537.024 1.926.082.027.232 180.114.846.507.015.320.475.512.209.888.720.088 83.880 59.179.032 as (1/2) for the bcc lattice ˜n 1 16 320 8.557.037.345.284.003.919.705. 886.330.270.136 899.046.134.174.885. 441.925.080 31.705.728 71. 364.239. 672 129.528 2.560 1.920 149.436.561.919.912 635.169.832. 208 92.720 17.894. 006.738.218.815.19 High temperature expansion coeﬃcients for the susceptibilities χ(T ) and χs (T ) of the spin 1/2 quantum Heisenberg model for cubic and bcc lattice from Table 1 of [34].690. 534.800 1. 565.938.353.120 113.584.282.244.512.639.872 16.096 51.135.221.3 Analysis of results The ﬁrst observation to be made about the high temperature series expansion of the quantum Heisenberg model for both the speciﬁc heat and the susceptibility is that the signs of the coeﬃcients appear to be signiﬁcantly more irregular than in the classical case. 446.704 198.481.709.995. 269.089. In the case of D = 2. 459.768 8.499.823.856 3.854.799.347.160 as (1/2) for the cubic lattice ˜n 1 12 168 2. 907.908.793.602.185.456.442.592 42.260. 386.776 2.165.231.248 77.973.448 2.040 51. 325. We have set an (1/2) = an (1/2)/(4n+1 n!) and as (1/2) = as (1/2)/(4n+1 (n + 1)! ˜ ˜n n n 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 n 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 an (1/2) for the cubic lattice ˜ 1 6 48 528 7.870.894. It is thus not to be expected that information about the phase transition can be .296 48.704. 752 3.859.760.560. 443.471.622.863.086.960 8.884.136.734.Quantum Heisenberg model ¾ Table 9.320 2.

624 234.24 where we give the range of values obtained by the use of diﬀerent degrees of the polynomials Q1 (x) and P (x) used in the dlog-Pad´ analysis.945. 064.710.02. there is much less similarity between the classical and the quantum case.480.7.810. 9. From this ﬁgure we see that aside from the small oscillation between even and odd ratios which was seen even in the classical case that.127. The intercept of this plot at 1/n = 0 estimates kB Tc /(JS(S + 1)) and clearly shows that the critical temperature of the staggered (antiferromagnetic) susceptibility is larger than the critical temperature of the direct (ferromagnetic) susceptibility.670. the ratios seem to be linear in 1/n for large n.024 161.483. 128 13. On the other hand Tables 9.437. 469.176 31. 168.048 obtained from the series expansion without further assumptions. The slope gives the critical exponent γ appears to be independent of S and is the same for both the direct and staggered susceptibility.585.19–9. e .600 1. The oscillations of sign for the cubic and bcc lattices make it fruitless to attempt an analysis of the series with the assumption that the leading singularity is on the positive temperature axis.18 we see that there are many minus signs for the cubic and bcc lattices and there is even one isolated minus sign in the fcc lattice. For D = 3.¾ ¼ High temperature expansions for magnets at H = 0 Table 9.073. In this respect the classical and quantum spin 1/2 Heisenberg models are similar in D = 2.237.600 2.434.20 High temperature expansion coeﬃcients for the susceptibility χ(T ) of the spin 1/2 quantum Heisenberg model for the fcc lattice from Table 2 of [34].832 526.456 123.675.745.208. This has been done by Oitmaa and Zheng [34] and we plot these ratios for both the cubic and the bcc lattice for S = 1/2.536. A more quantitative estimate of the critical temperature and exponents γ is made in [34] by use of a dlog-Pad´ analysis. The simplest such analysis is the ratio method. The resulting estimates for the scaled critical e temperature kB Tc /(JS(S + 1)) are given in Table 9. We have set an (1/2) = an (1/2)/(4n+1 n!) ˜ n 1 2 3 4 5 6 7 8 9 10 11 12 an (1/2) for fcc lattice ˜ 12 240 6. In the classical case the coeﬃcients in the speciﬁc heat expansion are all positive while from Table 9. however.23. 1 and ∞ in Fig.720 10.22 for the direct and staggered susceptibility have only positive signs so an assumption of a leading singularity at a positive temperature is not precluded even though such analysis could not be done for the speciﬁc heat.591.410.785. The estimates of the exponent γ are given in Table 9.635. in all cases except S = 1/2 on the cubic lattice.

756. 368.792 as (1) for the bcc lattice ˜n 1 32 1320 71136 4. 879. We have set an (1) = 2˜n (1)/(3n+1 n!) and as (1) = 2˜s /(3n+1 (n + 1)!) a an n n 0 1 2 3 4 5 6 7 8 9 10 11 12 n 0 1 2 3 4 5 6 7 8 9 10 11 12 an (1) for the cubic lattice ˜ 1 12 222 5.912 5.652.679.713.086.330.320. 937. 411.887.000 3.348. 262 856.320. 921.802.128 20.509.78)–(5.Discussion ¾ ½ Table 9.870 8.601.512 819.902.364.363.914. In particular the agreement within the error bars of the exponents for the cubic and bcc lattices may be taken as good evidence for the hypothesis of universality.565. 133.758 1.856. 527.15 may be taken as good evidence of the extension of universality from the classical to the quantum system. These estimates of the critical exponents are summarized in Table 9.549. 628.3 Discussion For the classical n vector model in three dimensions with n = 1 (Ising). 238.984 837.24 with the classical value of Table 9.223.512. 824 370.873.100.991.429.199.303.059.199.480 307.912 426.709.518 118. 084.523. 813.403.776 169.310.263.988.505.21 High temperature expansion coeﬃcients for the susceptibilities χ(T ) and χs (T ) of the spin 1 quantum Heisenberg model for cubic and bcc lattice from Table 3 of [34].588.984 3.322.905.080 3.556.184.065.060.767.419.096.314.648 343.968.556.071.136 3.604.390.789.364.243.252.802 2.764.968 351.976 9. Similarly the agreement of the exponents γ for the spin S Heisenberg magnet of Table 9.414.666 270.173.616.392 9.942.091.057. by use of equations (5.000 29.636.664.958 17.526 63.904 201.82) of chapter 5.15 obtained from the 31-term series expansions as extrapolated by diﬀerential approximants are the most unbiased and systematic computations of the critical exponents α and γ which exist.944 6.280 1.304 47.903.840 as (1) for the cubic lattice ˜n 1 24 702 26. 611.240 50. Therefore from one point of view it can be argued that we understand a great deal of the physics of the quantum magnet as well.963.402 an (1) for the bcc lattice ˜ 1 16 424 16.357.850. n = 2 (XY) and n = 3 (Heisenberg) the estimates of Table 9.670.082.560.15 for the classical model. .418. 136 82.701.542. Using the assumptions of scaling presented in chapter 5 we may compute all other critical exponents in terms of the high temperature exponents α and β estimated in Table 9.234.232 30.25.454.071.143.654.467.655.016 42.724 1.961.

3/2. 1. (9. The spin S = 1/2 is given by crosses. 3/2.¾ ¾ High temperature expansions for magnets at H = 0 Fig. The ratios plotted are rn = an /(S(S + 1)an−1 ) where the an are given in Tables (9. Fig. S = 1 by diamonds and S = 3/2 by solid circles. (9.8 Ratio plots from [34] for the ferromagnetic and antiferromagnetic susceptibilities for the bcc lattices for S = 1/2. The ratios plotted are rn = an /(S(S + 1)an−1 ) where the an are given in Tables (9. 1.19). S = 1 by diamonds and S = 3/2 by solid circles. . The ferromagnetic cases are given by the solid lines and the antiferromagnetic cases by the dashed lines.21) for S = 1/2 and 1 and from the classical Heisenberg model for S = ∞. The spin S = 1/2 is given by crosses.7 Ratio plots from [34] for the ferromagnetic and antiferromagnetic susceptibilities for the cubic lattices for S = 1/2.19). 9.21) for S = 1/2 and 1 and from the classical Heisenberg model for S = ∞. 9. The ferromagnetic cases are given by the solid lines and the antiferromagnetic cases by the dashed lines.

304.496 65.230 417.466.4429 S=∞ χ 2.23 that for the quantum spin S Heisenberg model the critical temperature of the ferromagnetic susceptibility lies below the critical temperature of the antiferromagnetic susceptibility.926.121.263.424 4.292.331.017 2.505.212.720 136. e S = 1/2 χ χs 1.259(2) S = 1/2 χ χs 1.032 6.6803(6) 1.152 253. In particular consider the result shown in Table 9. 216 as (3/2) for the cubic lattice ˜n 2 60 2220 106.175.288 an (3/2) for the bcc lattice ˜ 1 80 2.660 124.967(1) S = 3/2 χ χs 1.139.240. for example.102. We have set an (3/2) = 5˜n (3/2)/(2n+2 n!) and as (3/2) = 5˜s (3/2)/(2n+3 (n + 1)!).968.028.241.095.009(6) S=∞ χ 1.121.868.898.715.198 31.988.450.998.799.440 2.263.563.136 2. a an n n 0 1 2 3 4 5 6 7 8 9 n 0 1 2 3 4 5 6 7 8 9 an (3/2) for the cubic lattice ˜ 1 60 1440 50.298.519.23 Estimate of kB Tc /(JS(S + 1)) by use of a dlog-Pad´ analysis from [34].306.191.943.926. the oscillation between even and odd coeﬃcients of the direct susceptibility is caused by .289. 840.448 8.22 High temperature expansion coeﬃcients for the susceptibilities χ(T ) and χs (T ) of the spin 3/2 quantum Heisenberg model for cubic and bcc lattice from [34].119(2) 1.103.488 as (3/2) for the bcc lattice ˜n 2 80 4160 283.507. 349.096 716.164 32.153.247.372 8.125.97(1) 2.934.599.963.404(7) S = 3/2 χ χs 1.37(2) 1.Discussion ¾ ¿ Table 9.779.472 7.028.485.8350(5) cubic S=1 χ χs 1. 153.376.894(1) 1. This is troubling because these singularities are not independent of each other and.734.0542 On the other hand this analysis has made many assumptions which are untested and in some cases contradictory.076 32.556 50.3676(7) bcc S=1 χ χs 1.751.600 696.561.556.184 52.730.048 2.792.496 Table 9.2994(5) 1.776 23.414 613.544 879.624 121.510.911. 768.

19.82) of chapter 5.67 1. This is indeed in agreement with the observation already made that the alteration in signs of the speciﬁc heat coeﬃcients for the cubic and bcc lattices of Table 9. is equivalent to the singularity in the antiferromagnetic susceptibility.57 n 2 3 −0. exponent α γ β δ ν η ∆ 1 0.440–1.15 and the exponent equalities (5.32 1.406–1. and 9.019 1. We give here the range e of estimates of γ obtained by use of diﬀerent degrees of the approximating polynomials Q1 (x) and P (x).039 0.411–1.¾ High temperature expansions for magnets at H = 0 Table 9.390–1. Doubt can therefore be cast on the assumption that the series for the quantum Heisenberg magnet are sufﬁciently long for the true asymptotic behavior to be seen.02 −0.417 S = 1 bcc 1.411 1.421 1.6 0.24 0.436 S = 1 cubic 1.36 4.40 0.042 1. χ χs S = 1/2 cubic 1. The values of α and γ for n = ∞ are the spherical model values from (9.24 Estimate of γ by use of a dlog-Pad´ analysis from [34]. 9.8 4.404 1.9 0.76 ∞ −1 2 1/2 15 1 0 5/2 the existence of a second singularity at −Tc which.431–1.22 of this necessary oscillation in the coeﬃcients of the ferromagnetic susceptibility.35 0.37).78)–(5.423 1.67 0.21. Worse still is the fact that since the physical singularity for the ferromagnet is not .425 S = 1/2 bcc 1.398–1. by sending nR → −nR on one of the sublattices of the cubic or bcc lattices.18 indicates that these series are not long enough to be in the asymptotic regime where the critical exponent α can be obtained.25 Estimates of the critical exponents in D = 3 for the classical n vector model and the quantum Heisenberg model from Table 9. but for the quantum case where the critical temperature of the ferromagnet is less than the critical temperature of the antiferromagnet this means that ultimately for suﬃciently large order the coeﬃcients of the ferromagnetic susceptibility must oscillate between positive and negative values as the order of the coeﬃcient varies from even to odd.12 1.10 1.33 4.71 0.409–1.416–1.63 0.405 Table 9. There is no trace seen in the data of Tables 9. For the classical case the existence of this second singularity causes no harm.

4 Statistical mechanics versus quantum ﬁeld theory At the end of chapter 1 we brieﬂy commented that the path integral formulation of quantum ﬁeld theory where averages of operators A are calculated as A = with Z= h [dφ]eS/¯ 1 Z h [dφ]AeS/¯ (9. These problems should be resolved before we consider the phase transition in the quantum Heisenberg model as fully understood.74) (9. Nevertheless it is perhaps not out of place to conclude this chapter by giving what can be called a dictionary which translates the language from one ﬁeld to the other. This formal equivalence is fully developed in the discipline of lattice gauge theory and it is out of place and beyond the scope of this book to develop this in detail.75) where S is the action looks “formally” equivalent to the statistical mechanical formulas where averages of operators O are calculated as O = where the partition function Z is Z= all states 1 Z Oe−E/kB T all states (9. 9.Statistical mechanics versus quantum ﬁeld theory ¾ leading many more terms in the series expansion for the ferromagnetic case should be needed than for the antiferromagnetic case.76) e−E/kRT (9. 9.79) For this ﬁeld theory the path integral may be precisely deﬁned by “imposing a lattice cut-oﬀ” and writing derivatives as diﬀerences.77) where E is the interaction energy of the system. When this is done we obtain the interaction energy of the n vector model which for n = 1 is the Ising model and for n ≥ 2 . j=1 (9. Furthermore when we recall that in Fig.7 the coeﬃcients for the S = 1/2 Heisenberg magnet on the cubic lattice were certainly not smooth and from chapter 4 that for the quantum Heisenberg magnet the proof of spontaneous order exists for the antiferromagnet but not for the ferromagnetic case it may be suggested that perhaps the high temperature expansions have not actually given us much useful information about the Heisenberg ferromagnet after all.78) and the n component ﬁeld φj (x) satisﬁes the constraint n (φj (x))2 = 1. Consider the Euclidean ﬁeld theory of the n component nonlinear sigma model in two dimensions where the action is n 2 S= j=1 µ=1 ∂φj (x) ∂xµ 2 (9.

26. Statistical mechanics Classical interaction energy Sum over all states Scaling limit Temperature T Tc > 0 Tc = 0 Kosterlitz–Thouless phase Quantum ﬁeld theory Lagrangian Lattice regularized path integral Renormalization procedure h ¯ Nontrivial ﬁxed point Asymptotically free Quantum electrodynamics The ﬁrst important translation in Table 9. Either T → Tc +. Consider ﬁrst n = 1. in which case there will be massive excitations in the system. The ﬁeld theory of the nonlinear sigma model in continuum space is then obtained by taking the scaling limit as discussed in chapter 5. The second case to consider is n = 2. We have seen that there are two distinct scaling limits which may be constructed by approaching Tc either from above or below. and n ≥ 3.¾ High temperature expansions for magnets at H = 0 is studied by high temperature expansions. In the corresponding ﬁeld theory language the value of h or if you will of the coupling ¯ constant g which corresponds to Tc is called a nontrivial ﬁxed point.26 A dictionary of translation of classical statistical mechanics of the n vector model and the quantum ﬁeld theory of the nonlinear sigma model. The ﬁnal case is n ≥ 3. This same two-phase structure must therefore exist for the n = 1 component ﬁeld theory. This may at ﬁrst sight seem very strange because in quantum ﬁeld theory units are often said to be chosen such that h is set ¯ equal to unity and this merely sets a scale whereas the major goal in the study of statistical mechanics is to determine the properties of the system as a function of T It is thus most important to recognize that in fact for the nonlinear sigma model h ¯ must not be treated as a scale setting number but should be thought of as a “coupling constant” which can in principle be varied. in which case the excitations are massless. Table 9. Some of the important elements in the translation of the two languages are presented in Table 9. This is the Ising model where there is a critical point at T = Tc > 0 and in the vicinity of that critical point the scaling limit exists. With this as the deﬁnition of the Euclidean quantum ﬁeld theory of the nonlinear sigma model we may now make contact between the language of statistical mechanics and the language of quantum ﬁeld theory. Thus for this system there are also two ways to compute a scaling limit. n = 2. In this case the n vector model becomes massless only at . The nonlinear sigma model will therefore also have these two diﬀerent phases and we note that the low temperature phase is in the same spirit as quantum electrodynamics where the photon in massless but the coupling constant can be varied.26 is that ¯ in quantum ﬁeld theory is h equivalent to kB T in statistical mechanics. or T can be allowed to have any value below TKT . For the n vector model in two dimensions there are three distinct cases for n = 1. In this case the n vector model has a Kosterlitz–Thouless temperature TKT > 0 such that for T < TKT the system has no mass gap.

82) (9. 9.89) Q8 (n) = (n + 2)3 (n + 4)(n + 4)(n + 6) (9. We now come to what is quite possibly a controversial aspect to the comparison of quantum ﬁeld theory and statistical mechanics because quantum ﬁeld theories are very often deﬁned by “dimensional regularization” which in the present case amount to allowing the dimension D of the system to be D > 2.86) (9.Appendix: The expansion coeﬃcients for the susceptibility on the square lattice ¾ T = 0 and the only phase which can be constructed is the high temperature phase T → 0+. We saw that this high temperature phase had the unfortunate feature that it could not be studied in the limit T → 0 by means of high temperature series expansions because the leading singularities were not at T = 0 but were in the complex plane with a positive real part. P7 (n) = 16(26064 + 38076n + 20742n2 + 5280n3 + 655n4 + 32n5 ) Q7 (n) = (n + 2) (n + 4)(n + 6) 3 (9.84) (9. However. any such results constructed in this manner will have no analogue or relevance to the n vector model constructed on the lattice where only a high temperature phase exists.90) .88) P8 (n) = 4(283968 + 383568n + 186912n2 + 41000n3 + 4392n4 + 187n5) (9.87) (9.83) (9. pages 15838–15840] a1 (n) = 4 a2 (n) = 12 a3 (n) = (72 + 32n)/(n + 2) a4 (n) = (200 + 76n)/(n + 2) a5 (n) = 8(284 + 147n + 20n2 )/((n + 2)(n + 4)) a6 (n) = 16(780 + 719n + 201n2 + 19n3 )/((n + 2)2 (n + 4)) For the remaining coeﬃcients we write ak (n) = Pk (n)/Qk (n) and list Pk (n) and Qk (n) separately.5 Appendix: The expansion coeﬃcients for the susceptibility on the square lattice We list here the 21 coeﬃcients ak (n) for the susceptibility on the square lattice as given in [6.81) (9. In quantum ﬁeld theory this is called “asymptotic freedom”. Thus for D > 2 a low temperature phase of the nonlinear sigma model can be constructed and then the dimension D may be allowed to return to two.80) (9.85) (9. At least in some formal sense this can be done and in the same formal sense the theorem proven in chapter 5 on lack of order for the n ≥ 2 vector model breaks down and there will be a nontrivial ﬁxed point for Tc > 0.

100) (9.99) .92) (9.94) P11 (n) = 32(3695370240 + 9913385984n + 11437289216n2 + 7427564992n3 +2989987696n4 + 776848144n5 + 132130072n6 + 14693596n7 + 1052911n8 +46923n9 + 1225n10 + 16n11 ) Q11 (n) = (n + 2)5 (n + 4)3 (n + 6)(n + 8)(n + 10) (9.96) P12 (n) = 16(4990955520 + 11511967232n + 10992991488n2 + 5609888352n3 +1649559472n4 + 281912408n5 + 27080244n6 + 1334568n7 + 22368n8 −199n9 + 5n10 ) Q12 (n) = (n + 2)5 (n + 4)2 (n + 6)(n + 8)(n + 10) P13 (n) = 64(162478080000 + 406158981120n + 431982472192n2 +25491324928n3 + 90288340864n4 + 19721001832n5 + 2561904944n6 +170376718n7 + 1211742n8 − 616479n9 − 37625n10 − 635n11 + 4n12 ) Q13 (n) = (n + 2) (n + 4) (n + 6)(n + 8)(n + 10)(n + 12) P14 (n) = 16(21007560867840 + 63770201063424n + 84400316350464n2 63787725946880n3 + 30245054013440n4 + 9275137432448n5 1810742519232n6 + 204284290016n7 + 7651128688n8 − 1135009056n9 −177417600n10 − 9861216n11 − 161554n12 + 5277n13 + 172n14) Q14 (n) = (n + 2)6 (n + 4)3 (n + 6)2 (n + 8)(n + 10)(n + 12) (9.98) (9.95) (9.97) (9.93) (9.¾ High temperature expansions for magnets at H = 0 P9 (n) = 8(3123456 + 4186336n + 2087128n2 + 492220n3 + 62386n4 +4161n5 + 116n6 ) Q9 (n) = (n + 2) (n + 4)(n + 6)(n + 8) P10 (n) = 16(33868800 + 66758016n + 53214272n2 + 22126648n3 +5211372n4 + 719330n5 + 58789n6 + 2684n7 + 55n8 ) Q10 (n) = (n + 2) (n + 4) (n + 6)(n + 8) 4 2 3 (9.91) (9.101) 5 3 (9.

107) Q18 (n) = (n + 2)8 (n + 4)5 (n + 6)3 (n + 8)2 (n + 10)(n + 12)(n + 14)(n + 16) (9.104) (9.105) (9.106) (9.102) (9.108) 7 5 3 7 4 3 (9.109) .Appendix: The expansion coeﬃcients for the susceptibility on the square lattice ¾ P15 (n) = 16(9537349044142080 + 3464137448513888n +56169030631292928n2 + 53537028436525056n3 +33216830381735936n4 + 14006542675035136n5 +777531907925504n7 + 87227510881024n8 + 1944102682560n9 −1061882170400n10 − 183809104832n11 − 14563826832n12 −515944376n13 + 583019n14 + 1259012n15 + 43647n16 + 512n17 ) Q15 (n) = (n + 2)7 (n + 4)3 (n + 6)3 (n + 8)(n + 10)(n + 12)(n + 14) (9.103) P16 (n) = 4(410123375487221760 + 1537129944780374016n + 258398341169047142n2 +2566975595695570944n3 + 1669084283351334912n4 + 741114014711103488n5 +225948162044579840n6 + 45385102417264640n7 + 4996850176026624n8 −6480424496896n9 − 122658733213440n10 − 20909429640960n11 −1752208241536n12 − 56642417728n13 + 3062606512n14 +412508368n15 + 18713696n16 + 395328n17 + 3083n18) Q16 (n) = (n + 2) (n + 4) (n + 6) (n + 8)(n + 10)(n + 12)(n + 14) P17 (n) = 8(35361815028050165760 + 138539666887258669056n +245436909326998437888n2 + 259375081142913859584n3 +181396134616565809152n4 + 87793764370648399872n5 +29673202500166647808n6 + 6770762601709142016n7 + 893508862130341888n8 +5229394076767232n9 − 24934992828139008n10 − 5547918408527104n11 −625740097598720n12 − 33521607263744n13 + 738107699392n14 +272358030048n15 + 21867513640n16 + 937447020n17 + 22261658n18 +250495n19 + 692n20 ) Q17 (n) = (n + 2) (n + 2) (n + 6) (n + 8)(n + 10)(n + 12)(n + 14)(n + 16) P18 (n) = 16(758936838540424642560 + 3343934774878956158976n +6720650800795024883712n2 + 8141819950133007089664n3 +6611686534391523180544n4 + 3777832155850593533952n5 +1543669324445646061568n6 + 443919373830353158144n7 +82653304109539049472n8 + 6333077582288386048n9 −1419388196952978432n10 − 578178922758906368n11 − 99290612095487744n12 −9300735775467264n13 − 256677768200576n14 + 53852331942080n15 +8516631212960n16 + 629479458104n17 + 26896421724n18 +607483694n19 + 2912825n20 − 154080n21 − 2313n22) (9.

112) (9.113) .111) (9.¾ ¼ High temperature expansions for magnets at H = 0 P19 (n) = 32(293792962132985669222400 + 1452203904509587992084480n +3305764874023051160715264n2 + 4587498272216547279765504n3 +4326547244550747303444480n4 + 2922303204727243671601152n5 +1446836388063996470624256n6 + 524786164553898279829504n7 +134502578329442459254784n8 + 2110487872734821885952n9 +411991601001072488448n10 − 794587338452494176256n11 −242141294836583751680n12 − 39373307992978213888n13 −3583854665917282560n14 − 51879072941552128n15 +36069375006840576n16 + 5868286096676352n17 +508264525824336n18 + 27200961065872n19 + 811699909040n20 +3015005636n21 − 793163459n22 − 32254806n23 − 562185n24 − 3824n25) Q19 (n) = (n + 2)9 (n + 4)5 (n + 6)3 (n + 8)3 (n + 10)(n + 12) (n + 14)(n + 16)(n + 18) P20 (n) = 25184031413058833177640960 + 120991848351738482367922176n +266735758564462825159262208n2 + 356790558744797070187560960n3 +322230995604339689974136832n4 + 206410863077042429645291520n5 +95396352174319203631759360n6 + 31338576528595789665009664n7 +6741729364322236678275072n8 + 606442638553174662709248n9 −158967889827748034248704n10 − 78160816104265974611968n11 −16419585036974248984576n12 − 1908913019215816540160n13 −62769211853172834304n14 + 19736004882625224704n15 +4130688305419677696n16 + 421867767284303872n17 + 25241612021992960n18 +693193236915968n19 − 18814089206912n20 − 2684704080320n21 −120121949760n22 − 2872757568n23 − 35919232n24 − 178096n25 Q20 (n) = (n + 2) (n + 4) (n + 6) (n + 8) (n + 10)(n + 12)(n + 14) ×(n + 16)(n + 18) 9 5 3 3 (9.110) (9.

114) (9.115) .Appendix: The expansion coeﬃcients for the susceptibility on the square lattice ¾ ½ P21 (n) = 1351534773860942603511398400 + 6365460757030282723495772160n +13733120620155454487896522752n2 + 17929816694573858749176348672n3 +15741441712440400461107822592n4 + 9736866800557416285986619392n5 +4291917210346656516848746496n6 + 1307842644179764469724872704n7 +238056916142751738992001024n8 + 3543432139088928241090560n9 −12741108714260109576372224n10 − 4295859766813135292465152n11 −755125851031606609051648n12 − 65023497347980126945280n13 +2821567036764628910080n14 + 1727752072630205923328n15 +264572837767576051712n16 + 22840865368902557696n17 +1035703381014509568n18 − 6131507476388352n19 −4493143518510080n20 − 338088589058432n21 −14045533700352n22 − 35536140880n23 −5200818400n24 − 35916176n25 − 47360n26 Q21 (n) = (n + 2)9 (n + 4)5 (n + 6)3 (n + 8)3 (n + 10)(n + 12)(n + 14) (n + 16)(n + 18)(n + 20) (9.

Orrick. Baxter. Phys. chap 4.S. Campostrini. Perturbative renormalization group. . 86 (1952) 821–835. Phys. Crystal statistics I. Rev. Vicari. Marchesini and E. Vicari. C. [4] P. P.J. A. Lattice model for the λ transition in a Bose ﬂuid.J. Phys. [2] H. B326 (1989) 758–774. [9] L. Phys.G. D54 (1996) 1782–1808. B 54 (1996) 15828–15848.J. B 56 (1997) 8212–8240.A. M. triangular and honeycomb lattices. Rev. Baker and P. [10] R. Butera. and honeycomb lattices. Comi. Phys. Phys. Nickel in Phase Transitions: Cargese 1980. Butera and M. A two dimensional model with an order disorder transition.C. J. A. Houtapple. Le Guillou and J. C.S. Rossi and E.G. Rossi and E. G.F. Hunter. (Plenum Press. Campostrini. Domb and D. Nucl.G.References [1] Th.H.Phys. Complex temperature singularities for the two-dimensional Heisenberg O(∞) model. exact results and high-temperature series to order 21 for the N -vector spin models on the square lattice. [14] B. P. 19 (1967) 630–632. [7] M. Spherical model as the limit of inﬁnite spin dimensionality. The susceptibility of the square lattice Ising model: new developments.P. Green. Rev. New York. Nickel. Letts. Comi. Onofri. G. B54 (1996) 7301–7317. Phys. Comi.S. 102 (2001) 795– 841. Exactly Solved Models in Statistical Mechanics.Guttmann and J. Phys. The spherical model of a ferromagnet. Stat. McKenzie. Rev. Levy. Joyce. Phys. [6] P. [8] M. Zinn-Justin. Domb and M. [12] G. M. Pelissetto. 217. J. Physica 16 (1950) 425– 455. Wood. [15] R. Strong coupling analysis of two-dimensional O(N ) σ models with N ≤ 2 on square. ed. Perk. A. Strong coupling analysis of two-dimensional O(N ) σ models with N ≥ 2 on square. [3] R. Order–disorder in hexagonal lattices.H. Butera and M. B. Rushbrooke. (Academic Press. 65 (1944) 117–149. Rev. Phys. J. London 1982). Rev.M. Pelissetto. The Heisenberg model. Berlin and M.1982) p. Onsager. triangular . Rev. Bowers and G. Kac. [11] P. in Phase transitions and critical phenomena vol. A15 (1982) 3899–3907. Extended high-temperature series for the classical Heisenberg model in three dimensions. Stanley. 176 (1968) 718–722. eds.L. Rev. 3. N vector spin models on the simple-cubic and bodycentered-cubic lattices: a study of the critical behavior of the susceptibility and of the correlation length by high-temperature series extended to order β 21 .E. [5] W. (Academic Press 1974) [13] S.

Hunter and C. 1 (1958) 257–283. Mol.E. P. Enting.References ¾ ¿ [16] M. McKenzie. Guttmann.F. Kosterlitz and D. Gilbert.S. Roberts and J. [31] K–K..Phys. D. 6 (1963) 409–421. Phys. [28] G. J. [34] J. J. Jr. A 5 (1972) 640–652.A. Thouless. 16 (2004) 8653–8660. A 20 (1987) 1839–1854. Letts. free energy series for the classical vector model of ferromagnetism in general spin dimensionality. Wood. Extension of the high-temperature. J. Rushbrooke and P. A 27 (1994) 8007–8010. the simple cubic Ising model. On the high temperature susceptibility and speciﬁc heat of the Heisenberg magnet for a general spin. B 60 (1999) 6749–6760. . [20] M. Gaunt. [21] A. Rev. N´el temperature of quantum quasi-two-dimensional Heisenberg antie ferromagnets. English. A12 (1979) L25–L28 [18] S.L. Butera and M.S. Curie and N´el temperatures of quantum magnets.G. Mat. The high–temperature speciﬁc heat exponent of the 3D Ising model. J. [27] A. On the high temperature staggered susceptibility of Heisenberg model antiferromagnetics. J. A27 (1968) 2–3. [17] D.A.lebowitz. Domb. C. High temperature series for the susceptibility of the Ising model II. Phys. Three dimensional lattices.S. Baker. Rev. Enting. Rushbrooke. Rev. Eve and G. The critical exponent γ for the three dimensional Ising model. J. Guttmann. J. (Academic Press. Math.J. San Diego 1989) ed. Oitmaa and E. Pan.J. H. D.J. [29] G. Phys. The high-temperature susceptibility and spin-spin correlation function of the three dimensional Ising model.G. Letts. e J. J. [22] A. Phys. Mol. vol. A 12 (1979) 2111–2130. C6 (1973) 1181–1203. Oitmaa and W-H. Gaunt and M. Sykes. Domb and J. 1–234. On the Curie points and high temperature susceptibilities of Heisenberg model ferromagnetics. Phys. D. Phys. Heap. Asymptotic analysis of power-series expansions in Phase Transition and Critical Phenomena. Phys. Sykes. J. Phys. [32] G. Sykes.J. Phys. Guttmann and I. Stephenson. High temperature study of the spin 1/2 Heisenberg ferromagnet. Phys. Phys. D. [24] M. 13. Series studies of the Potts model:I. Wood and J. Wyles.J. Zheng. Cond. Ordering. Eve. A 5 (1972) 667– 673.F. Phys. metastability and phase transitions in two-dimensional systems. pp.F. Guttmann. B 53 (1996) 14228–14235. J. A20 (1987u) 1855–1863.L. [25] A. 164 (1967) 800–817. [33] J. Phys.J. Wood. High-temperature reduced susceptibility of the Ising model.S. Bornilla. Pirnie. On the critical behavior of self-avoiding walks.S.D. Hunter.J. A 8 (1975) L102–L105 [19] P.J. A 271 (2000) 291–295.J. Critical speciﬁc heats of the N vector spin models on the simple cubic and bcc lattices. [30] R. A 26 (1993) 807–821. J. Comi.L. Rushbrooke and P. [23] P. Phys. Phys.L. Phys. [26] A.S. Phys. Guttmann and I. K. McKenzie and R.S. J.

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John Keats .Part III Exactly Solvable Models A thing of beauty is a joy forever.

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10 The Ising model in two dimensions: summary of results The remainder of this book will be devoted to statistical models for which exact computations may be carried out. In two dimensions the existence of long range order was proven by Peierls [3] in 1936 and the critical temperature was located by Kramers and Wannier [4. Indeed many of the scaling laws of chapter 5 were ﬁrst seen in the Ising model and it is no exaggeration to say that the general theory of critical phenomena and scaling theory presented in the previous chapters is a generalization of results ﬁrst obtained for the Ising model.k+1 + E v σj.1) at H = 0 was made in 1944 by Lars Onsager [6] who exactly computed the free energy.k σj. 5] in 1941 by means of a duality transformation.1. cylindrical or periodic (toroidal) boundary conditions may be imposed.k σj+1. In addition we will give the results for layered systems . The discovery that exact computations can be done for the two-dimensional Ising model (10.2 have been computed exactly and are seen to obey the scaling laws of chapter 5.k + Hσj.k = ±1 are located at the j row and k column of a square lattice with Lv rows and Lh columns. The great importance of the Ising model in two dimensions is that at H = 0 it exhibits a phase transition at a critical temperature T = Tc . This general theory is universally used to describe critical phenomena in three dimensions.k } (10. This interaction energy (10. The ﬁrst purpose of this chapter is to summarize the many exact results of the Ising model at H = 0 on which the general theory of critical phenomena is erected. These are called integrable or solvable models. We will also present the exact results for surface phenomena which also exhibit critical exponents and scaling behavior.1) was ﬁrst considered by Lenz [1] in 1920 and the free energy in one dimension was computed by Ising [2] in 1925. An historical overview of some of the major developments is given in Table 10. The model exhibits all the features of critical phenomena presented in chapter 5 and in particular the critical exponents at H = 0 which are given in Table 10. Since then many properties including the spontaneous magnetization and correlation functions have been exactly computed and the magnetic susceptibility has been studied in substantial detail. By far the most important and most extensively studied of these systems is the Ising model in two dimensions deﬁned by the interaction energy Lv Lh E=− j=1 k=1 {E h σj.1) where the variables σj. and either free.

Wu [31–34] Jimbo. Jimbo [23–27] McCoy . Zenine [45] Property Ising model introduced On dimensional model solved Existence of spontaneous magnetization Duality and Tc Free energy Spontaneous magnetization Partition function on torus Short range correlations two-spin correlation at Tc Spontaneous magnetization Ising model reduced to dimers Correlations as determinants Large separation behavior of the two-point function Boundary critical behavior Random layered lattices Random lattice singularities Painlev´ III representation for the e scaled two point function Holonomic ﬁeld theory n point functions Partial diﬀerence equations for correlation functions Painlev´ VI for diagonal correlations e Bulk susceptibility Fuchsian equation for 3 and 4 particle contributions to bulk susceptibility Factorization of form factors 2007 Diagonal Ising susceptibility where the interaction energies E v and E h vary randomly from row to row and show that. McCoy Weil. Tracy. Wu [15] McCoy. Hassani Maillard. Wu [13. Perk. It may therefore be asked why the phenomenology derived from this Ising model seems to be so very accurate and powerful when applied . Perk [36–39] Zenine. Wannier [4. Tracy.Miwa [35] Orrick. Nickel. Potts. Zenine [44] Boukraa. Miwa. Wu [20–22] Sato. Boukraa.1 Historical overview of major developments in the study of the two dimensional Ising model at H = 0. for these random systems. Ward [12] Cheng. McCoy Orrick. Guttmann. Hassani. 14] McCoy. However. Maillard [41–43] Boukraa. McCoy. Date 1920 1925 1936 1941 1944 1949 1949 1949 1952 1963 1963 1966-67 1967 1968-69 1969 1973-1976 1976-1980 1978 1980-1981 1981 1999-2001 2004 2007 Author(s) Lenz [1] Ising [2] Peierls [3] Kramers. Wu [28–30] McCoy. all of the results at H = 0 depend on very special properties which allow the exact solvability and these remarkable properties can not possibly be shared by any real system in the laboratory. Hassani Maillard. Onsager [9] Yang [10] Kastelyn [11] Montroll. the critical exponent description does not hold. Wu [16–18] Griﬃths [19] Barouch.¾ The Ising model in two dimensions: summary of results Table 10. 5] Onsager [6] Onsager [7] Kaufman [8] Kaufman.

An historical overview of some of the major developments is given in Table 10. For small H a perturbation technique [48] shows that in the scaling limit there is a sort of “conﬁnement phenomenon” which takes place and a very remarkable computation done in 1989 by Zamolodchikov [50] shows that. in the scaling limit at T = Tc . Yang [46] McCoy. Wu [48] Isakov [49] Zamolodchikov [50] Fonseca. Wu [47] McCoy. if anything. we may ask if it could happen that this general theory of critical phenomena is only applicable to these special integrable systems. ¾ Property Bulk properties Critical exponent Speciﬁc heat at α = 0 ln |T − Tc | Spontaneous magnetization β = 1/8 Magnetic susceptibility γ = 7/4 Magnetization at T = Tc δ = 1/15 Correlation length ν=1 Anomalous dimension η = 1/4 Boundary properties Speciﬁc heat αb = 1 Spontaneous magnetization βb = 1/2 Magnetic susceptibility γb = 0 ln |T − Tc | Magnetization at Tc δb = 1 Hb ln |Hb | Correlation length νb = 1 Anomalous dimension at Hb = 0 ηb = 1 Anomalous dimension at Hb = 0 ηb = 4 to real systems in three dimensions and what. In particular since the general theory of critical phenomena was erected as a generalization of the Ising model and conﬁrmed by all other models which have special properties (to be discussed in later chapters) which allow them to be exactly solved. Zamolodchikov [51] Property Circle theorem Solution at H/kB T = iπ/2 Conﬁnement for T < Tc Nonanalyticity at H = 0 for T < Tc E8 scaled Ising model at T = Tc Extended analyticity for free energy . In the present chapter we will summarize and discuss these results. We attempt to give some insight into this most important question by considering the Ising model at H = 0.3. Yang [46] Lee.1967 1978 1984 1988 2003 Author(s) Lee. the model is again integrable.2 Critical exponents for the two-dimensional Ising model.3 Historical overview of major developments in the study of the two dimensional Ising model at H = 0. In the following chapter we will present in detail one of the methods of computing the partition function Table 10. is missing in the intuition derived from the exact results obtained for the Ising model. Date 1952 1952.The Ising model in two dimensions: summary of results Table 10.

In chapter 12 we derive the spontaneous magnetization and the form factor expansion of the correlation functions from the determinants. Lv .4 Allowed values of θi j ee eo oe oo θ1 2πn1 /Lh 2πn1 /Lh π(2n1 − 1)/Lh π(2n1 − 1)/Lh θ2 2πn2 /Lv π(2n2 − 1)/Lv 2πn2 /Lv π(2n2 − 1)/Lv The square root in (10.4) and θ1 and θ2 are chosen as in Table 10. (10. Lh ) = 2Lv Lh θ1 θ2 [cosh 2K h cosh 2K v − sinh 2K h cos θ1 − sinh 2K v cos θ2 ]1/2(10. 10. These apparent square roots are deﬁned to be positive when T > Tc . Lv .1 The homogeneous lattice at H = 0 We begin by presenting the results for the homogeneous Ising model (10. Lh )} (10. 2. For all other derivations we refer the reader to the original derivations in the literature or for some of the older results to the book The Two Dimensional Ising Model by T.T.¾ ¼ The Ising model in two dimensions: summary of results on the ﬁnite lattice and derive determinental expressions for the correlation functions. 2.3) where K h = E h /kB T and K v = E v /kB T (10. · · · . Lh ) + Zoo (T. Lh ) 1 = {−Zee (T. Lv . Lv . 10.3) is only apparent because all terms appear in pairs.4 with n1 = 1.5) . When Lv and Lh are both even we explicitly have Lh /2 Lv /2 Zoo = 2 Lv Lh {cosh 2K v cosh 2K h − sinh 2K h cos π(2n1 − 1)/Lh n1 =1 n2 =1 − sinh 2K v cos π(2n2 − 1)/Lv }2 . Lv . Lv . Lh ) + Zoe (T. Lh and n2 = 1. Lh ) + Zeo (T. Wu and the present author [52]. · · · .2) 2 where Zj (T. the partition function was found by Kaufman [8] to be given by the sum of four terms Z(T.1 Partition function on the torus For periodic boundary conditions.1) on a lattice with Lv rows and Lh columns.1. Lv . Table 10.

9) with 0 ≤ θ1 . In the isotropic case when E v = E h = E the formula for the location of the zeros (10.7) and Zee = 2Lv Lh (1 − sinh2 2K h sinh2 2K v ) Lh /2−1 × n1 =1 Lv /2−1 ([cosh 2K v cosh 2K h − sinh 2K h cos π2n1 /Lh ]2 − sinh2 2K v ) ([cosh 2K v cosh 2K h − sinh 2K v cos π2n2 /Lv ]2 − sinh2 2K h ) n2 =1 Lh /2−1 Lv /2−1 × × n1 =1 {cosh 2K h cosh 2K v − sinh 2K h cos 2πn1 /Lh − sinh 2K v cos 2πn2 /Lv }2 . n2 =1 (10.1. θ2 ≤ 2π.10) .3) but the zeros of the partition function itself are tedious to locate. Lh ) are obvious from the factored form (10.The homogeneous lattice at H = 0 ¾ ½ Lv /2 Zeo = 2Lv Lh Lh /2−1 {([cosh 2K v cosh 2K h − sinh 2K v cos π(2n2 − 1)/Lv ]2 − sinh2 2K h ) n2 =1 × n1 =1 [cosh 2K v cosh 2K h − sinh 2K h cos 2πn1 /Lh − sinh 2K v cos π(2n1 − 1)/Lv ]2 } (10.8) 10.9) reduces to 1 + sinh2 2K − sinh 2K(cos θ1 + cos θ2 ) = 0 from which we see that (10. for large Lv and Lh the limiting distributions of the zeroes of the partition function and of the four Zj (T. (10. Lh ) are identical and are obtained from the equation cosh 2K h cosh 2K v − sinh 2K h cos θ1 − sinh 2K v cos θ2 = 0 (10. However.2 Zeros of the partition function The zeroes in the complex T plane of the four Zj (T.6) Lh /2 Zoe = 2Lv Lh Lh /2−1 {([cosh 2K v cosh 2K h − sinh 2K h cos π(2n1 − 1)/Lh ]2 − sinh2 2K v ) n1 =1 × n2 =1 [cosh 2K v cosh 2K h − sinh 2K v cos 2πn2 /Lv − sinh 2K h cos π(2n2 − 1)/Lh ]2 }. Lv . Lv .

9) ﬁll up areas. j=1 k=1 (10.14) and write (10. Lh ) → ˜ Zj (x) where ˜ Zj (x) = θ1 θ2 ˜ Z(T.16) which is a polynomial in u = x2 . Lv . It was discovered in 1974 by Brascamp and Kunz [53] that for the isotropic lattice the zeros of the partition function will lie exactly on the circles (10. Lh ) = xLv Lh Z(x) {(1 + x2 )2 + 2x(1 − x2 )(cos θ1 + cos θ2 )}1/2 (10.¾ ¾ The Ising model in two dimensions: summary of results 1 {cos θ1 + cos θ2 ± i[4 − (cos θ1 + cos θ2 )2 ]1/2 ]} 2 and thus the zeros lie on a circle sinh 2K = | sinh 2K|2 = 1. 3) The spins in the lower boundary row interact with a row of spins which are ﬁxed and alternate + and −.17) (10.12) For the general anisotropic case the zeros obtained from (10. However for real E v and E h these regions of zeros pinch the real axis only at points Tc determined from sinh 2E v /kB Tc sinh 2E h /kB Tc = ±1.13) Consequently these zeros satisfy the condition discussed in chapter 5 which is required for a second order phase transition. (10. ˜ The zeros of the polynomials Zj (x) lie on the two circles √ |x ± 1| = 2 (10. It is convenient in the isotropic case to study the zeros of the partition function by introducing the variable x = e−2K (10.11) (10. Lv .18) if Lh is even and the boundary conditions are chosen as follows: 1) There are periodic boundary conditions in the horizontal direction.15) ˜ where Z(x) is a polynomial in x of degree Lv Lh given by (10.18) but the zeros of the full partition function lies on these circles only in the thermodynamic limit. 2) The spins in the upper boundary row interact with a row of spins all ﬁxed to be +. For this choice of boundary conditions the polynomial partition function normalized to unity at x = 0 is Lh /2 Lv ZBK (x) = {(1 + x2 )2 + 2x(1 − x2 )[cos((2j − 1)π/Lh ) + cos(kπ/(Lv + 1))]}.2) with Zj (T.19) We compare the zero distributions for the toroidal and the Brascamp–Kunz boundary conditions by plotting the zeros for an 18 × 18 lattice in the complex u plane in . (10.

13) which is the location in the complex T plane where the zeros of the partition function pinch the real axis. The argument only vanishes at θ1 .3 Bulk free energy per site The free energy per site is computed from the partition function (10.1. θ2 < 2π.1 Comparison of the zeros in the plane u = x2 of the Ising partition functions with periodic boundary conditions on the left and Brascamp–Kunz boundary conditions on the right for an 18 × 18 lattice at H = 0.20) and when T is in a zero-free region of the plane we obtain the famous result of Onsager [6]: F/kB T = −ln2 − 1 8π 2 2π 2π dθ1 0 0 dθ2 ln[cosh 2K h cosh 2K v − sinh 2K h cos θ1 − sinh 2K v cos θ2 ] (10. Zeros for various ﬁnite size lattices with other boundary conditions have been studied by Matveev and Shrock [54].21) This free energy is independent of the signs of E v and E h and we will henceforth take these two interaction energies to be real and positive. We will by convention deﬁne Tc to . Lv . The argument of the logarithm in (10.21) is nonnegative for 0 ≤ θ1 . π and this vanishing imposes the restriction T = Tc cosh 2E h /kB Tc cosh 2E v /kB Tc ± sinh 2E h /kB Tc ± sinh 2E v /kB Tc = 0 (10. 10. Fig. 10. Lh ) Lv Lh (10.22) which is equivalent to (10.Lh →∞ lim 1 lnZ(T.The homogeneous lattice at H = 0 ¾ ¿ Fig.1. 10. θ2 = 0.2) as −F/kB T = Lv .

1 = σ0.21) is singular at T = Tc . this is the only feature of the distribution of the zeros of the partition function that remains in the free energy.25) α1 = e−2K tanh K h and α2 = e−2K coth K h h v (10. The internal energy is obtained from the free energy (10.21) as u= where β = 1/kB T and σ0. The square root is deﬁned positive at θ = π.0 σ0.28) the minus (plus) sign is chosen for T > Tc (T < Tc ).¾ The Ising model in two dimensions: summary of results be the solution of (10.28) (10.26) we see that the condition α2 = 1 is identical to the form of the Tc condition (10.26) and σ0. if we solve (10.24) 2π dθ 0 (1 − α1 eiθ )(1 − α2 e−iθ ) (1 − α1 e−iθ )(1 − α2 eiθ ) v 1/2 (10.23) = 2E h /k T B c − 1 e and the companion equation with E v ↔ E h . We also note v that. We also note that near Tc we have .27) as u = −E coth 2βE[1 + 2π −1 (2 − tanh2 2βE)K(k)] = −E{2[1 + (1 − k 2 )1/2 ]}1/2 {1 ∓ π −1 (1 − k 2 )1/2 K(k)} where k=2 2 sinh 2βE = 2 (cosh 2βE) sinh 2βE + sinh−1 2βE (10. In particular the free energy may be analytically continued through and beyond the regions in the complex plane where the ﬁnite size partition function has zeros.25) fails to be analytic because the square root branch cuts at α±1 pinch the contour of integration.0 σ1.0 ∂β (10.13) (with the positive sign) for e2E /kB Tc .0 with K and K interchanged.23).0 σ0. However. The free energy (10.13) with the positive sign on the right-hand side. In the isotropic case E v = E h = E the internal energy may be written in terms of the complete elliptic integral π/2 K(k) = 0 dφ = (1 − k 2 sin2 φ)1/2 1 0 dx 2[x(1 − x)(1 − k 2 x)]1/2 (10. We note for real T that |α1 | < 1 but that α2 has no such restriction.1 = with 1 2π v ∂βF = −E h σ0. In particular we may have α2 = 1 and at this point the integral in (10. we obtain an equivalent condition for Tc of h e2E /kB Tc + 1 2E v /kB Tc e (10.0 σ1.1 − E v σ0.0 σ0. From 2 (10.29) and in the second line of (10.

5 = Eh/Ev = 1 1. Near Tc we ﬁnd 2 (β − βc )(E v + E h sinh 2E v /kB Tc ) ln |β − βc | π (10.1 ∼ 2π coth 2Kc gd2Kc − c= ∂u 2kB h2 v v h v2 h ∼− (Kc sinh 2Kc + 2Kc Kc + Kc sinh 2Kc )ln|1 − T /Tc|+ O(1) (10.30) where in the last line we have used the identity coth 2E h /kB Tc = coth 2E v /kB Tc sinh 2E v /kB Tc sinh 2E h /kB Tc 1/2 = cosh 2E v /kB Tc cosh 2E h /kB Tc (10. 10.5 0 1.0 2.13) or (10.1 and E v /E h = 0.24) we obtain the speciﬁc heat and ﬁnd that near Tc h h σ0.1 = Eh/Ev = 0 0. 10. From the internal energy (10. 1.23).0 σ0.0 c/k = Eh/Ev = 0. The speciﬁc heat is plotted in Fig.The homogeneous lattice at H = 0 ¾ α2 ∼ 1 − (β − βc )2{E v + Eh } sinh 2E h /kB Tc = 1 − (β − βc )2{E v + E h sinh 2E v /kB Tc } = 1 − (β − βc )2 tanh 2E v /kB Tc {E v coth 2E v /kB Tc + E h coth 2E h /kB Tc } (10.32) where gdx = arctan sinhx is the Gudermannian of x.33) ∂T π where the term O(1) is the same for T above and below Tc .2 as a function of temperature for various value of the anisotropy. Thus the speciﬁc heat has a logarithmic divergence at Tc which corresponds to a critical index of α = 0.2 Speciﬁc heat of the Ising model for E v /E h = 1. E v /E h = 0.0 Fig.31) which follows from the condition for Tc (10. .0 2kBT/Eh+Ev 3.

if T = Tc (10. Lh ) ∼ where η(τ ) = eiτ /24 j=1 θ3 (0. The remarkably simple result is M− (T ) = [1 − (sinh 2E h /kB T sinh 2E v /kB T )−2 ]1/8 for 0 < T ≤ Tc = 0 for T > Tc .37) (10.35) | 2 η(τ ) η(τ ) η(τ ) ∞ (1 − eijτ ) (10.44) . However.42) This shares the feature with the free energy that it is singular only at the points where the Tc condition (10. v Lh cosh 2Kc 2 τ =i 10. τ ) θ4 (0.4 Partition function at T = Tc 1 (10. Lh 1 then Z(Tc .40) eiτ (n+1/2) e2πiv(n+1/2)/K eiτ n e2πivn/K n=−∞ ∞ 2 2 θ3 (v.34) −Lv Lh F/kB T If T = Tc we see from (10.21) that for Lv . (10. τ ) = (−1)n eiτ (n+1/2) e2πiv(n+1/2)/K n=−∞ ∞ n=−∞ ∞ 2 (10. τ ) |+| |+| | exp(−Lv Lh F/kB Tc ) (10.1.39) (10. τ ) 1 θ2 (0. τ ) ∞ θ1 (v. Near Tc we have sinh 2E h /kB T sinh 2E v /kB T ∼ 1 + (β − βc ) 2E h coth 2E h /kB Tc + 2E v coth 2E v /kB Tc and thus from (10.¾ The Ising model in two dimensions: summary of results 10.41) Spontaneous magnetization The spontaneous magnetization M− (T ) was announced by Onsager [6] in 1949 and a derivation was given by Yang [10] in 1952. 1/8 (10. τ ) = θ4 (v. Lv . Lh ) = e {1 + terms exponentially small in Lv Lh }}.38) (10.2) and (10.13) holds and that there are no further singularities at the location of the zeros of the partition function. τ ) = where (−1)n eiτ n e2πivn/K n=−∞ h Lv cosh 2Kc .5 (10. τ ) = θ2 (v.34) does not hold and instead we have the result of Ferdinand and Fisher [60] that if Lv . Lh Z(T.36) and the theta functions are θj (v.42) we have as T → Tc − M− (T ) ∼ (β − βc )4(E h coth 2E h /kB Tc + E v coth 2E v /kB Tc ) from which we see that the critical exponent β = 1/8. Lv .1.43) (10.

N correlation functions can both be written as N × N Toeplitz determinants a0 a1 = .0 σ0.The homogeneous lattice at H = 0 ¾ The spontaneous magnetization is plotted in Fig.47) .N and the row C(0. 10. Indeed. every correlation function may be expressed as a determinant in an inﬁnite number of ways in the thermodynamic limit.259). N ) and therefore we will treat these cases separately. 10. N ) = σ0.45) aN −1 aN −2 · · · a0 with an = where for C(N.42) with the magnetization M1 (10. N ) = σ0. Potts and Ward [12] that all spin correlation functions C(M.1.3 for the isotropic case E v = E along with the magnetization in the boundary row in the half plane lattice given in (10.N may be expressed as determinants.259) in the boundary row of the half plane lattice for the isotropic lattice E v = E h as a function of temperature. · · · a−N +1 · · · a−N +2 . .3 Comparison of the spontaneous magnetization M (10. N ) = σ0. . N ) α1 = 0.0 σN. . DN (10. The diagonal correlation C(N. . a−1 a0 . more is known about the diagonal and row correlation than is known for the case of general C(M. 10.0 σM. and for C(0. . However. h Fig.6 Row and diagonal spin correlation functions It was shown by Montroll. N ) 1 2π 2π 0 dθe−inθ (1 − α1 eiθ )(1 − α2 e−iθ ) (1 − α1 e−iθ )(1 − α2 eiθ ) 1/2 (10. .46) α2 = (sinh 2K v sinh 2K h )−1 (10.

t). v α2 = e−2K coth K h v (10. (10. |n| − 1/2. c. t) π 1/2 (|n| − 1)! (10.¾ The Ising model in two dimensions: summary of results α1 = e−2K tanh K h . t) = For T < Tc with we have for n ≥ 0 an = tn/2 and for n ≤ −1 an = t|n|/2 For T > Tc with we have for n ≥ 0 an = and for n ≤ −1 an = t(|n|−1)/2 Γ(|n| − 1/2) F (−1/2. t) = where (a)m = Γ(a + m)/Γ(a). |n| + 2.55) t(n+1)/2 Γ(n + 1/2) F (1/2.53) By use of the contiguous relations of hypergeometric functions such as [55. chapter 2]. These determinants are very eﬃcient for the calculation of the correlations when N is small. b.58) . For the diagonal correlation function all matrix elements may be expressed in terms of the integral representation the hypergeometric function [55. F (a.49) t = (sinh 2K v sinh 2K h )−2 = α2 < 1 2 (10. k (10. 2π 1/2 (|n| + 1)! (10.48) and the square roots are deﬁned to be positive at θ = π. n + 1/2. t).51) Γ(c) Γ(c − b)Γ(b) 1 0 dxxb−1 (1 − x)c−b−1 (1 − tx)−a . |n|. n + 1. b. |n| + 1/2. 1. c. n + 1/2. t) 2π 1/2 (n + 1)! (10. b. t) π 1/2 n! (10. t) 2 1/2 2 (1 − t sin φ) (10. 1/2.56) K(t1/2 ) = 0 dφ π = F (1/2.57) these may be rewritten in terms of the complete elliptic integrals of the ﬁrst and second kind π/2 (1 − c)m t−m (b − c + 1)m m k=0 m (t − 1)m−k F (a − k. n + 2.54) Γ(|n| + 1/2) F (1/2.52) Γ(n + 1/2) F (−1/2. c − m. chapter 2] valid for Re c > Re b > 0 : F (a.50) t = (sinh 2K v sinh 2K h )2 = α−2 < 1 2 (10. (10.

67) λ2n FN (2n) (10.63) (10.59) Using the abbreviated notations 2 2 ˜ ˜ K = K(t1/2 ) and E = E(t1/2 ) π π we have.1 = t−1/2 {E − (1 − t)K} 1 ˜ ˜˜ ˜ σ0.65) and using (10. 2 (10.65) in (10.1 = E 1 ˜ ˜˜ ˜ σ0.The homogeneous lattice at H = 0 π/2 ¾ E(t1/2 ) = 0 dφ(1 − t sin2 φ)1/2 = π F (−1/2.60) (10. for example when T < Tc ˜ σ0.k (10.64) an ∼ k=0 a± |T n.0 σ2.62) (10. 1/2. t).j (10.0 σ1. FN where λ = 1/π (10.61) (10.68) with t given by (10. 3t Furthermore as T → Tc each element an has an expansion ∞ (10.70) (2n) = (−1)n+1 n22n N dzj zj 1 − zj zj+1 j=1 2n n −1 −1 Q(z2j−1 )Q(z2j−1 )P (z2j )P (z2j ) (10.2 = 2 {(5t − 1)E 2 + 2(t − 1)2 E K − (t − 1)2 K 2 } 3t and for T > Tc ˜ ˜ σ0.50).0 σ1.k ∞ − Tc | + ln |T − Tc | k k=1 b± |T − Tc |k n.2 = {(5 − t)E 2 + 8(t − 1)K E + 3(t − 1)2 K 2 }.69) j=1 .45) we ﬁnd that cancellations take place and that as T → Tc ± the determinants DN have the form for both the row and diagonal correlations: N DN = k=0 |T − Tc |k lnk |T − Tc | j=0 2 ∞ d± |T − Tc |j k.66) Form factor expansion For T < Tc the determinant DN may also be expressed in an exponential form [56] DN = (1 − t)1/4 eFN where FN = n=1 ∞ (10. 1.0 σ2.

68) and (10.78) with .72) ˆ where t is given by (10.74) with (2n+1) XN 1 = (2i)2n+1 n+1 n+1 N (zj +1 dzj ) j=1 n 1 z1 z2n+1 2n j=1 1 1 − zj zj+1 (10.77) 1≤j<k≤n and for T > Tc the form factor expansion is ∞ DN = (1 − t)1/4 n=0 λ2n+1 fN (2n+1) (10.72) may be expanded and thus we obtain the form factor expressions for the correlation functions.75) × j=1 ˆ −1 ˆ P (z2j−1 )P (z2j−1 ) j=1 ˆ −1 ˆ Q(z2j )Q(z2j ).69) with P (z) and Q(z) replaced by ˆ ˆ P (z) = 1/Qz = [(1 − α1 z)(1 − α−1 z)]−1/2 2 and XN = n=0 ∞ (10.73) λ2n+1 XN (2n+1) (10.67) and (10. the function FN is given by (10. (10.76) with fN × 1≤j≤n 1≤k≤n (2n) = 1 1 (n!)2 (2i)2n 2n −1 −1 N dzj zj Q(z2j−1 )Q(z2j−1 )P (z2j )P (z2j ) j=1 1 1 − z2j−1 z2k 2 (z2j−1 − z2k−1 )2 (z2j − z2k )2 (10. For T < Tc the form factor expansion is ∞ DN = (1 − t)1/4 {1 + n=1 λ2n fN (2n) } (10. The exponentials in (10.¾ ¼ The Ising model in two dimensions: summary of results the contours of integration are |zj | = 1 − .53).71) (10. z2n+1 ≡ z1 and P (z) = 1/Q(z) = For T > Tc the corresponding result is DN = (1 − t)1/4 XN eFN +1 ˆ 1 − α2 z 1 − α1 z 1/2 .

and for T > Tc by σN (t) = t(t − 1) d ln C+ (N.79) It was discovered in [44] by means of computer calculation that the form factors of the diagonal correlation has the property that the multiple integrals in (10.85) ˜˜ ˜ ˜ ˜ ˜ ˜ ˜ = 9 − 30K E − 10(t − 2)K 2 + (t2 − 6t + 6)K 4 + 15K 2 E 2 + 10(t − 2)K 3 E (10. λ) where the true diagonal correlation is C± (N.83) (10.77) and (10. N .81) ˜2 (10. N ) = C± (N.50). Using the notation of (10. N .80) (10.89) .87) This generalized function has the striking property ﬁrst found by Jimbo and Miwa [35] that if we deﬁne a function σ for T < Tc by σN (t) = t(t − 1) t d ln C− (N.The homogeneous lattice at H = 0 ¾ ½ fN (2n+1) 2n+1 N (dzj zj ) j=1 j=1 2 n+1 −1 ˆ ˆ −1 z2j−1 P (z2j−1 )P (z2j−1 ) j=1 n 1 n!(n + 1)!(2i)2n+1 × 1≤j≤n+1 1≤k≤n ˆ −1 ˆ z2j Q(z2j )Q(z2j ) (z2j − z2k )2 1≤j<k≤n 1 1 − z2j−1 z2k (z2j−1 − z2k−1 )2 1≤j<k≤n+1 (10.78) for T > Tc may be used for all values of λ to deﬁne functions C± (N.86) A Painlev´ VI representation for C(N.76) for T < Tc and (10. N ) e The form factor representations for the diagonal correlation (10.88) with t deﬁned by (10.79) all decompose into sums of products of the complete elliptic integrals K(t1/2 ) and E(t1/2 ). (10. N ) 1 − dt 4 (10.84) ˜2 ˜ ˜ ˜ ˜ = K − (t − 2)K 3 − 3K 2 E (3) ˜ ˜ ˜ ˜ ˜˜ ˜ 6t1/2 f = 4(K − E) − 6K 2 E − (2t − 3)K 3 + 3K E 2 6f0 1 24f0 24f1 (4) (4) ˜ ˜ ˜ ˜ ˜ ˜ ˜ ˜ = 4(K − E)K − (2t − 3)K 4 − 6K 3 E + 3K 2 E 2 (10.60) a few examples of this factorization are: 2f0 (2) (2) 2f1 (2) 6tf2 (3) ˜ ˜ ˜ = (K − E)K ˜˜ ˜ = 1 − 3K E − (t − 2)K 2 ˜˜ = 6t − (6t − 11t + 2)K − (15t − 4)K E − 2(t + 1)E 2 (10. 1/π). λ) − dt 4 (10. N .82) (10.

93) The equation (10. then for both T < Tc and T > Tc and all values of λ the function σN satisﬁes dσ − σ) .93) has been shown [57.95) (10.¾ ¾ The Ising model in two dimensions: summary of results where t is deﬁned by (10. N! Equation (10. b2 = (1 − N )/2. b3 = (1 + N )/2.5)–(2. β.100) . γ. C(N.7)]: q= where A= B = t(t − 1) and C=2 t 1 (b3 + b4 )B + 2A dh + b2 3 dt dh − b3 b4 C dt dh + b2 4 dt (10.90) We note that. (2. for example b1 = b4 = N/2.2)] as (10.98) + (b1 + b2 + b3 + b4 ) dt2 dt dh − h − (b1 b2 + b1 b3 + b1 b4 + b2 b3 + b2 b4 + b3 b4 ) dt b1 + b2 = (−2β)1/2 (10. 1/π) = 1 + O(t) for t → 0 and for T > Tc (1/2)N N/2 t (1 + O(t)) for t → 0. 58] to be equivalent to the Painlev´ VI e equation d2 q 1 1 1 1 dq 1 1 1 + + + + = − dt2 2 q 1−q q−t dt t 1−t q−t t t−1 t(t − 1) q(q − 1)(q − t) α+β 2 +γ +δ + t2 (t − 1)2 q (q − 1)2 (q − t)2 by the following set of birational transformations [58. (1.94) d2 h dh dh 2h − (2t − 1) + b1 b2 b3 b4 + dt2 dt dt dh dh dh dh + b2 + b2 + b2 + b2 1 2 3 4 dt dt dt dt t(1 − t) 2 2 d2 σ dt2 2 2 1 dσ −σ− dt 4 (10. δ is given by [58. N . N .96) 2 dq dt (10. N . 1/π) = dh dt = with.53). for the Ising case λ = 1/π.91) (10.99) where the relation between bj and α.90) is a special case of the more general equation C+ (N.92) (10. dt (10. (10. 1/π) must satisfy the normalization condition for T < Tc t(t − 1) = N 2 (t − 1) dσ −σ dt −4 dσ dt (t − 1) t C− (N.97) d2 h dh − (b1 b2 b3 + b1 b2 b4 + b1 b3 b4 + b2 b3 b4 ) (10.

N ∼ AN −1/4 1 − 1 + O(N −4 ) 64N 2 (10.45) reduces to an N × N Cauchy determinant which reduces to the remarkably simple form σ0.The homogeneous lattice at H = 0 ¾ ¿ b1 − b2 = (2γ)1/2 b3 + b4 + 1 = (1 − 2δ)1/2 b3 − b4 = (2α)1/2 . In this case the determinental representation (10.6) of [58] ∂h dq = = 2q(q − 1)(q − t)p − {b1 (2q − 1)(q − t) − b2 (q − t) + (b3 + b4 )q(q − 1)}. N ) as N → ∞: T > Tc .101) (10. Conversely h is given in terms of q by (2. N ) and C(0.103) h = q(q − 1)(q − t)p2 − {b1 (2q − 1)(q − t) − b2 (q − t) + (b3 + b4 )q(q − 1)}p 1 + (b1 + b2 )(b1 + b2 )q − b2 t − (b1 b2 + b1 b3 + b1 b4 + b2 b3 + b2 b4 + b3 b4 ) 1 2 (10.0 σ0.105) The equation for h is invariant under permutations of bj and the change of any two signs of bj but the transformation equations clearly do not have this symmetry.6450 · · · .0 σM. . For correlations in the same row (column) a more reﬁned computation [13] gives σ0.102) (10. Thus there are several Painlev´ VI equations (10.95) that lead to the same equation e for σ.0 = A h cosh 2Kc N v cosh 2Kc M 1/4 1+ 1/4 1 64N 2 1 64M 2 2 − 1 + O(N −4 ) sinh (2K v ) 2 1+ 2 − 1 + O(M −4 ) .109) From both (10.N = A σ0. (10.0 σN.104) where p is determined in terms of q from (0.108) and we note that (10.109) we see that the anomalous dimension is η = 1/4.107) 2 π N N −1 [1 − l=1 1 l−N ] 4l2 (10. N ) at T = Tc . t(t − 1) Asymptotic behavior as N → ∞ There are three distinct behaviors of C(N.106) where the transcendental constant A is expressed in terms of the zeta function ζ(z) as A = 21/12 exp[3ζ (−1)] ∼ 0. sinh2 (2K h ) (10.107) is independent of the ratio E v /E h .107) and (10. dt ∂p (10.1) of [58] (10.N = and for N → ∞ this behaves as σ0.0 σN. The simplest case to consider is C(N. T = Tc and T < Tc which need to be treated separately.

0 σ0.110) 2πN 2 (t − 1)2 tN/2 1 + ··· 1/2 (1 − t)1/4 (πN ) (10. Thus on the diagonal we ﬁnd: for T < Tc σ0.112) α−N (1 − t)1/4 2 + ··· (πN )1/2 (α2 − α−1 )1/2 2 (10.114) that −1 ξd± = 2−1/2 | ln t| ∼ 2−1/2 |1 − k± | √ ∼ 2|β − βc |(E v coth 2E v /kB Tc + E h coth 2E h /kB Tc ) (10.0 σN. M → ∞ exponentially rapidly and thus we may deﬁne the correlation length on the diagonal ξd by √ tN = e− 2N/ξd± (10.78).30) and (10.114) and the correlation length in a row ξh by α±N = e−N/ξh± .43) and (10.N ∼ (1 − t)1/4 {1 + fN + · · ·} = (1 − t)1/4 {1 + and for T > Tc σ0.¾ The Ising model in two dimensions: summary of results For both T < Tc and T > Tc the large N behavior is given by the leading terms of the form factor expansions (10.117) and −1 ξv± ∼ |β − βc |2 tanh 2E h /kB Tc (E v coth 2E v /kB Tc + E h coth 2E h /kB Tc ). As T → Tc we ﬁnd from (10.118) These correlation lengths diverge linearly as T → Tc and thus the critical exponent ν = 1. (10.116) and from (10. .N ∼ (1 − t)1/4 fN = (1) (2) α2N 1 2 + · · ·} 2πN 2 (α−1 − α2 )2 2 (10.76) and (10.N ∼ (1 − t)1/4 fN = (1) (2) 2tN +1 + · · ·} (10.111) For correlations in the same row (column) we have for T < Tc (α2 < 1) σ0.115) The correlation in a column ξv is obtained from ξh by interchanging E v ↔ E h .0 σN. 2 (10.0 σ0.115) that −1 ξh± = | ln α2 | ∼ |1 − α2 | ∼ |β − βc |2 tanh 2E v /kB Tc (E v coth 2E v /kB Tc + E h coth 2E h /kB Tc )(10.N ∼ (1 − t)1/4 {1 + fN + · · ·} = (1 − t)1/4 {1 + and for T > Tc (α2 > 1) σ0.113) These correlation functions for T = Tc approach their values at N.

67)–(10. N ) for general M.N (2n+1) (10. φ4n+2 = φ2 .0 σN.0 σN.0 σM.0 σ0.75) (10.7 The correlation C(M.The homogeneous lattice at H = 0 ¾ We see that in general T →Tc lim ξh± /ξd± = 2−1/2 coth 2E v /kB Tc lim ξv± /ξd± = 2−1/2 coth 2E h /kB Tc √ 2. N For general values of M and N it is more eﬃcient to express the correlations as inﬁnite (Fredholm) determinants and from these expressions the following results are obtained [22]: For T < Tc the generalization of σ0. for E v = E h = E where coth 2E/kB Tc = T →Tc T →Tc lim |β − βc |ξh = lim |β − βc |ξv = lim |β − βc |ξd T →Tc which is consistent with the expected rotational invariance of the correlation functions of the isotropic lattice near Tc .N = (1 − t)1/4 exp (−FM.120) (10.72)–(10.N given by (10.71) is σ0. 10.N (2n) (10.N = (1 − t)1/4 XM.1.123) with φ4n+1 = φ1 .N and σ0.125) For T > Tc the generalization of σ0.N ) where XM.N = (−1)n [2zv (1 − zh )]2n (2n)−1 (2π)−4n (2n) π −π π 2n dφ1 · · · −π dφ4n j=1 e−iMφj−1 −iN φ2j sin 1 (φ2j−1 − φ2j+1 ) 2 ∆(φ2j−1 . φ2j ) sin 1 (φ2j + φ2j+2 ) 2 (10. (10.N and σ0.124) and zv = tanh E v /kB T.121) where FM. zh = tanh E h /kB T.N = n=0 ∞ (10.0 σ0. Imφj < 0 and 2 2 2 2 ∆(φ2j−1 .127) with .N = n=1 ∞ FM.N exp (−FM.0 σM.N ) (10.122) and 2 FM. is σ0.N given by (10.119) T →Tc and that. φ2j ) = (1 + zh)(1 + zv ) − 2zv (1 − zh) cos φ2j−1 − 2zh(1 − zv ) cos φ2j (10.126) XM.

0 σM.N − XM.129) be the correlation functions with K v → K h∗ and K h → K v∗ . (10. Nonlinear diﬀerence equations The spin correlations on the lattice also satisfy nonlinear partial diﬀerence equations with respect to the locations of the spins and (systems of) diﬀerential equations in the temperature.k (10.N −1 − 2XM. 1 − eiφ2j +iφ2j+2 (10.126) where ∞ FM.¾ The Ising model in two dimensions: summary of results XM.133) with .131) (10.N = γ1 [XM+1.N − 2XM.127) satisﬁes the partial diﬀerence equation for all M.N L XM+1.N +1 XM.N = k=1 ln fM.N XM−1. To give these equations we deﬁne new constants for what is called the dual lattice by K v∗ and K h∗ by sinh 2K v∗ sinh 2K h = 1 and sinh 2K h∗ sinh 2K v = 1 and let σ0. N except M = N = 0 [∇2 − 2(a − γ1 − γ2 )]XM.128) As with the row and diagonal correlations these exponentials can be expanded to obtain form factor expansions [22.0 σM.N XM−1.N Then we have [33] ∗ (10.N −1 2 × {γ2 [XM.N ].130) where XM.78).N ∗ = (sinh 2K v sinh 2K h )1/2 XM.N +1 XM.N σ0.132) The correlations are given in terms of XM. γ1 ↔ γ2 where the lattice Laplacian is deﬁned as ∇L XM.N −1 ] 2 − γ1 XM.N for T < Tc by (10.N =− 1 − XM+1.N + XM−1.N +1 XM.N (2n+1) 2 = (2π)−4n−2 [2izv (1 − zh )]2n 2n+1 π −π π dφ1 · · · 2n −π dφ4n+2 e−iφ4n+1 −iφ4n+2 j=1 e−i(M−1)φ2j−1 −i(N −1)φ2j ∆(φ2j−1 .N + XM−1. φ2j ) j=1 e−iφ2j−1 − e−iφ2j+1 .0 σM.76) and (10.N ] + γ2 [XM.N ]} + M ↔ N.N − XM+1.N (10.N given by (10. σ0.N +1 XM. 36–38] similar to (10.121) and for T > Tc by (10.N +1 + XM.N −1 [XM.

0 σM.0 σM+1.N +1 σ0.0 σM+1.N +1 ∗ .0 σM.0 σM.N = σ0.N ∗2 − σ0.0 σM−1. Asymptotically as M and/or N → ∞ we have for T < Tc 2 σ0.0 σN.N = − sinh2 2K v σ0.N ∗ σ0.134) The correlations themselves satisfy the two nonlinear partial diﬀerence equations σ0.0 σM−1.0 σM.135) and σ0. γ1 = 2zv (1 − zh ) γ2 = 2zh (1 − zv ) 2 (M 2 /γ1 )(a2 − γ2 ) + N 2 γ1 2 2 aM 2 + [M 2 N 2 a2 + (M 2 − N 2 )(M 2 γ2 − N 2 γ1 )]1/2 (10.N XM+1+j.N +1 (10.0 σM.N ∗ .136) At T = Tc we have σ0.N ∼ M+ exp(−M θ1 − N θ2 ) + ··· [2π(M sinh θ1 cosh θ2 + N cosh θ1 sinh θ2 )]1/2 (10.138) and for T > Tc 2 σ0.139) where θ1 is deﬁned by cosh θ1 = with 2 2 2 2 a = (1 + zh )(1 + zv ).0 σM.0 σM. M 1 of the correlation functions derived in the previous subsection is not uniform and the asymptotic expansion at T = Tc cannot be obtained by letting T → Tc in the expansions for T = Tc .N 2 − σ0. (10.N − σ0.N σ0.N σ0.137) Asymptotic behavior for M.N −1 σ0.0 σM. In order to smoothly connect .N +1 .0 σM.N −1 ∗ ∗ σ0.M ∼ M− {1 + exp(−2M θ1 − 2N θ2 ) + · · ·} 8π(M sinh θ1 cosh θ2 + N cosh θ1 sinh θ2 )2 (10.140) (10. (10.N = − sinh 2K 2 2 h − σ0.N ∗2 − σ0.0 σM.0 σM.0 σM.0 σM.N +1 (10.N 2 − σ0.8 Scaling limit The asymptotic behavior for N. E ↔ E . v h 10. N → ∞ For T = Tc there are two cases.0 σM.N σ0.0 σM−1.N −1 ∗ ∗2 σ0.N = j=0 1 − XM+j. 1 − XM+1+j XM+j.N ∗ and these two equations reduce to the remarkably simple result valid except at M = N = 0 sinh2 2K v = sinh 2K 2 h σ0.0 σM.1.The homogeneous lattice at H = 0 ∞ ¾ fM.141) and θ2 is obtained from θ1 by the interchange M ↔ N.0 σM+1.

To apply this deﬁnition to the Ising model.6 with α1 = 0. deﬁne scaled coordinates n and m by n = N/ξh . (1 − α2 x2j−1 )(x−1 − 1) 2 2j−1 (10.145) where M∓ = (1−α±2 )1/8 .N scaling (10.69) from |zj | = 1 to the branch cut which runs from 0 to α2 .149) (10. In this limit the correlation functions are constant on the ellipses of ﬁxed r which.146) where σ0. ﬁxed. N → ∞. M → ∞ with n and m. The concept of the scaling limit has been presented in detail in chapter 5.N is given by the various expansions of section 10. (10.144) The scaled two point-function is thus deﬁned as −2 G± (r) = lim M± σ0. (10.147) (10. using (10.1.¾ The Ising model in two dimensions: summary of results these three diﬀerent behaviors together we must study the scaling limit introduced in chapter 5. and setting zj = α2 xj to obtain (2n) FN (−1)n+1 α2 = n 2n(N +1) 1 2n 0 j=1 dxj xN j 1 − α2 xj xj+1 2 n j=1 .N scaling (10.31). is equivalent to h sinh 2Kc v sinh 2Kc 1/2 m = M/ξv (10.0 σN.148) where on the right-hand side we have used the deﬁnitions of t of (10.53).142) M2 + v sinh 2Kc h sinh 2Kc 1/2 N 2 = const.50) and (10. This function is a function of r alone and thus it is suﬃcient 2 to consider the scaling function on the diagonal −2 G± (r) = lim M± σ0.0 σM.0 σN. The scaling limit is obtained by letting α2 → 1 and N → ∞ where for T < Tc we deﬁne r = N (1 − α2 )/2 = N (1 − t)/2 2 and for T > Tc r = N (1 − α−2 )/2 = N (1 − t)/2 2 (10. Scaled form factor expansion For T < Tc the exponential form of the scaling function is obtained by ﬁrst deforming the contour in (10. with r= n 2 + m2 .150) (1 − α2 x2j )(x−1 − 1) 2 2j 1/2 The scaling limit is then obtained by setting xj = 1 − yj (1 − α2 ) 2 and using the following approximations which are valid in the scaling limit .143) The scaling limit is then deﬁned as the limit T → Tc .

157) (10.69) and (10.156) where (−1)n+1 e−2nr ˜ F (2n) (r) = n with y2n+1 ≡ y1 and λ = 1/π which is displayed in a more symmetric form by setting yk = (˜k − 1)/2 y to ﬁnd (−1)n+1 ˜ F2n (r) = n ∞ 2n 1 ∞ 2n 0 j=1 dyk e−2ryj 1 + yj + yj+1 n j=1 y2j (1 + y2j ) y2j−1 (1 + y2j−1 ) 1/2 (10.76) and (10.160) (where the tilde on the y has been suppressed).152) (10.153) (10. In a similar fashion we ﬁnd from (10.155) xN = eN k ln[1−yk (1−α2 )] 2 →e −N (1−α2 )yk 2 = e−2ryk 1 − 1 → (1 − α2 )yk x−1 − 1 = 2 k 1 − yk (1 − α2 ) 2 1 − α2 xk = 1 − α2 [1 − yk (1 − α2 )] → (1 − α2 )(1 + yk ) 2 2 2 2 1 − α2 xj xk = 1 − α2 [1 − (1 − α2 )yj ][1 − (1 − α2 )jk ] 2 2 2 2 → (1 − α2 )[1 + yj + yk ]. 2 We thus ﬁnd from (10.The homogeneous lattice at H = 0 ¾ α2 2n(N +1) = en(N +1) ln α2 → e−n(N +1)(1−α2 ) → e−2nr 2 2 (10.161) with .67)–(10.154) (10.77) the scaled form factor expansion for T < Tc ∞ G− (r) = 1 + n=1 ˜ λ2n f (2n) (r) (10.151) (10.158) (10.159) dyj e−ryj y + yj+1 j=1 j n j=1 2 y2j − 1 2 y2j−1 − 1 1/2 (10.146) that ∞ G− (r) = exp n=1 ˜ λ2n F (2n) (r) (10.

127) and (10.168) where Kn (r) is the modiﬁed Bessel function of order n.169) 2 .78) and (10.164) with ˜ X2n+1 (r) = (−1)n 1 ∞ 2n+1 j=1 dyj e−ryj 2 (yj − 1)1/2 2n j=1 1 yj + yj+1 n 2 (y2j − 1) j=1 (10. From (10.¿¼¼ The Ising model in two dimensions: summary of results ˜ f (2n) (r) = × 1 (n!)2 ∞ 2n n dyj e 1 j=1 −ryj j=1 dyj 2 y2j − 1 2 y2j−1 − 1 1/2 1≤j≤n 1≤k≤n 1 (y2j−1 + y2k )2 (y2j−1 − y2k−1 )2 (y2j − y2k )2 (10.128) ˜ X(r) = n=0 (10. (10. For T < Tc the asymptotic behavior for r → ∞ is obtained from G− (r) (10.75) ˜ G+ (r) = X(r)G− (r) where from (10.163) ˜ λ2n+1 X2n+1 (r) (10.72)–(10.162) 1≤j<k≤n For T > Tc we ﬁnd from (10.79) we obtain for T > Tc the scaled form factor expansion ∞ G+ (r) = n=0 ˜ λ2n+1 f (2n+1) (r) (10.164) and G− (r) ∼ 1 as G+ (r) ∼ 1 K0 (r) π (10.166) with f (2n+1) (r) = × 1≤j≤n+1 1≤k≤n 1 n!(n + 1)! ∞ 2n+1 1 j=1 n n+1 2 (y2j − 1)1/2 2 (y2j−1 − 1)−1/2 j=1 dyj e−ryj j=1 1 (y2j−1 + y2k )2 (y2j−1 − y2k−1 )2 1≤j<k≤n+1 1≤j<k≤n (y2j − y2k )2 .167) Expansion for r 1 For T > Tc the asymptotic behavior for r → ∞ is obtained from (10.165) where again λ = 1/π.163) with n = 0 in X(r) of (10.161) with n = 1 as 1 2 2 2 G− (r) ∼ 1 + π −2 {r2 [K1 (r) − K0 (r)] − rK0 (r)K1 (r) + K0 (r)}. (10.

177) The equivalence between (10.146). (10.177) was directly proven in [59].175) dη dθ 2 − 1 dη + η 3 − η −1 θ dθ (10.173) the Painlev´ III equation (10.168).173) reduces to the radial sinh-Gordon equation e 1 d2 ψ 1 dψ = sinh 2ψ + dr2 r dr 2 and the correlation function becomes G± (r) = sinh 1 ψ 1 2 exp{ 4 cosh 1 ψ 2 ∞ (10.(10.171) dr Equation (10.170) d ln G± .88). To eﬀectively study this limit we need the scaling limit of the nonlinear equation (10. e The ﬁrst nonlinear equation for the scaling function G± (r) which was announced in 1973 [20] and for which the derivation was published in 1976 [22] is ζ=r G± (r) = 1 [1 ± η(r/2)]η(r/2)−1/2 exp 2 1 dθ θη −2 (1 − η 2 )2 − (η )2 4 r/2 ∞ (10.90) which is obtained by the use of (10. . Expansion for r ∼ 0 We may now obtain the expansion of G± (r) for r ∼ 0 by studying the Painlev´ III e diﬀerential equation (10. (10.174) (10.147) and (10.172) where η(θ) satisﬁes the Painlev´ III equation e 1 d2 η = dθ2 η with the boundary conditions η(θ) ∼ 1 − 2λK0 (2θ) as θ → ∞ where λ = 1/π.176) dss[− r dψ ds 2 + sinh2 ψ].89). than the terms of (10.170) and (10. If we set η(θ) = e−ψ(r) with r = 2θ (10. (10.The homogeneous lattice at H = 0 ¿¼½ Painlev´ representations e All further terms in G± (r) are exponentially smaller. (10. This is done in two steps: ﬁrst ﬁnd a local expansion of η(r) for r ∼ 0 and then connect this local expansion with the coeﬃcient 1/π in the large r expansion (10. However. An alternative derivation is given in [40].168) and (10. in the opposite limit r → 0 all terms diverge as powers of ln t and contribute to the result.170) has an intimate relation with the Painlev´ V equation [57]. as r → ∞.169).148) for both G± (r) as (rζ )2 = 4(rζ − ζ)2 − 4(ζ )2 (rζ − ζ − 1/4) where (10.173).

(10.180) is the same as the one which is obtained from the transcendental constant A in (10. From the initial results on correlation functions in 1949 of Kaufman and Onsager [9] to the ﬁnal computation in 1991 of the constant in (10. Therefore the zero ﬁeld magnetic susceptibility ∂M (H) |H=0 ∂H is given in terms of the two spin correlation function as χ(T ) = ∞ ∞ 2 { σ0. B = B(σ) = 2−3σ π Γ((1 + σ)/2) (10.9 Magnetic susceptibility of the bulk M (H) = Z(H)−1 σ=±1 At H = 0 the magnetization per site is σ0.107).42) (which vanishes for T > Tc ).173) was ﬁrst obtained by Tracy. and for these equations e the connection problems can be solved. .178) 16 However.182) kB T χ(T ) = (10. To complete the veriﬁcation of scaling theory we must show that the constant in (10. The Ising model in two dimensions is the only system for which all the properties of the two-point function required by scaling theory have ever been veriﬁed.1) and Z(H) is the magnetic ﬁeld dependent partition function.180) took 42 years. Wu and the present e author [61]: η(r/2) = Brσ {1 − σ(λ) = 2 Γ((1 − σ)/2) arcsin(πλ). 10.180) where γE is Euler’s constant.181) where E is the interaction energy (10. We have thus demonstrated that all the features of the scaling theory of the twopoint function presented in chapter 5 hold.183) where M− (T ) is the spontaneous magnetization given by (10. to obtain the relation between σ and B in terms of λ we must solve a connection problem and in general analytic solutions to connection problems do not exist.¿¼¾ The Ising model in two dimensions: summary of results The local expansion of η(r) near r ∼ 0 is easily obtained as 1 −2 B (1 − σ)2 r2−σ + O(r2 )}.0 σM.N − M− (T )} M=−∞ N =−∞ (10.0 e−E/kB T (10. The solution of the connection problems for the Painlev´ III equation (10. However.179) When λ → 1/π then σ → 1 and the correlation behaves as 1 1 G± (r) = const r−1/4 1 ± r[ln(r/8) + γE ] + r2 + · · · 2 16 (10.1. This requires a separate computation and was ﬁrst done by Tracy [62] in 1991. the six Painlev´ equations are very special.

185) where χ(j) (T ) = ˆ with xn = cot2 α ξ − cos ωn − sinh γn = cot2 α where cot α = sh /sv (10.191) ξ = (1 + s−2 )1/2 (1 + s2 )1/2 v h sv = sinh 2E v /kB T sh = sinh 2E h /kB T (ξ − cos ωn )2 − (cot α)−4 (ξ − cos ωn )2 − (cot α)−4 (10.121) and (10.192) with hik = cot α sin 1 (ωi − ωk ) 1 sinh 1 (γi − γk ) 2 2 = .187) (10. There are many equivalent expressions H (j) .The homogeneous lattice at H = 0 ¿¼¿ By expanding the exponential in the expansions for the correlation functions on the lattice (10.188) cotj α j! π −π dω1 ··· 2π π −π dωj−1 2π 1 sinh γn n=1 j H (j) 1+ 1− j n=1 j n=1 xn xn (10.53) v χiso (T ) = ˆ (1) t1/4 (1 − t1/4 )2 (10.186) and ωj is deﬁned in terms of the remaining ωi from ω1 + · · · ωj = 0 mod 2π.183) in terms of integrals kB T χ+ (T ) = (1 − t)1/4 t−1/4 ∞ ∞ χ(2j+1) (T ) for T > Tc ˆ j=0 (10. with t given by (10.189) (10. Subsequent developments [63–66. 2 the integrals for χ(j) (T ) may be explicitly evaluated the isotropic case ˆ E = E h = E we have. cot α sin 1 (ωi + ωk ) sinh 1 (γi − γk ) 2 2 (10.65] extend the results to the anisotropic case and [38] writes the integrals of [64–66] in terms of trigonometric instead of elliptic functions.194) . we can write explicit expressions for (10. We list here the expression of [38]: H (j) = 1≤i<k≤j 2 hik (10. 36] have discovered more compact explicit expressions.193) For j = 1.190) (10. Refeferences [64. The original expression [22] comes directly from the expansion of the exponential. Reference [63] is for the isotropic lattice E v = E h .184) kB T χ− (T ) = (1 − t)1/4 j=1 χ(2j) (T ) for T < Tc ˆ (10.126).

More generally for the anisotropic case we have [38.206) and all coeﬃcients are accurate to nine signiﬁcant ﬁgures.196) and [38.¿¼ The Ising model in two dimensions: summary of results and with t given by (10.202) (10.195) (10.199) short distance contributions not included in the scaling functions G± (r) must be taken into account. 22] kB T χ(T ) ∼ C0± |1 − Tc /T |−7/4 + C1± |1 − Tc /T |−3/4 + D + o(1) where C1− C1+ =− = −R0 C0+ C0− (10.200) with R0 = and v h v v h h C0± = 2−1/2 coth 2Kc coth 2Kc [Kc coth 2Kc + Kc coth 2Kc ]−7/4 I± 2 2 2 4 2 2 2 4 Eh zvc (1 + 6zhc + zhc ) + Ev zhc (1 + 6zvc + zvc ) − 8Ev Eh zvc zhc (zvc + zhc )2 .006362291w − 0.201) (10.21)] χ(1) (T ) = ˆ t1/4 2 csc 2α + (1 + t1/4 )2 (t1/4 − t−1/4 )2 + 4 csc2 2α χiso (T ) ˆ (1) √ √ (1 + t)E( t) − (1 − t)K( t) = 3π(1 − t1/2 )(1 − t) (10.205) I+ = 12π To compute the constant D in (10.000960328725262189480934955172097320572505951770117 (10. (3.00000132w3 with w = v tanh 2Kc h tanh 2Kc (10. This was done numerically in [67] where it was found that D = −0. (3.199) (10.183) we see that as T → Tc ± ∞ 0 2 kB T χ(T )± ∼ M± ξh± ξv± 2π dr r{G± (r) − } (10.23)] t1/4 (2) (t1/4 − t−1/4 )2 + 4 csc2 2α χiso (T ) ˆ (10.000815260440212647119476363047210236937534925597789 (10. Then if we further use the fact that 1 the corrections to the T = Tc correlation function are of order O(R−9/4 ) (and not O(R−5/4 )) we ﬁnd that [21.204) 1. 8zvc zhc (zvc + zhc )kB Tc [Eh (1 − zhc ) + Ev (1 − z vc )] (10.59).203) 0 } 1 0 and the integrals have been numerically evaluated to 52 digits in [38]: I± = π2−1/2 dr r{G± (r) − where ∞ I+ = 1.05365771128w−1 + 0.198) 1 0 χ(2) (T ) = ˆ where by 0 we mean 0 (1) for T > Tc (T < Tc ).197) 1 + t1/4 If we use the scaling form of the two-point function in (10. .50) (2) χiso (T ) ˆ √ √ where K( t) and E( t) are the complete elliptic integrals of the ﬁrst and second kind (10.58) and (10.

But what is most interesting about the susceptibility χ(T ) and makes it much more complicated than either the free energy or the spontaneous magnetization is that in addition to the singularity at Tc there are many other singularities in χ(j) (T ) in the ˆ complex T plane. These singularities occur because the integrals χj (T ) ˆ of (10.The homogeneous lattice at H = 0 ¿¼ Finally we note that all correlations σ0. From the explicit formula for xn (10. Nickel. · · · .207) where F± (τ ) = 1 + (j) (j) 5τ 2 3τ 3 23τ 4 35τ 5 τ (j) + + − − + f± τ j 2 8 16 384 768 j=6 (14) (10. √ kB T χ± (t) = I± (2Kc 2)−7/4 |τ |−7/4 F± (τ ) + B (10.210) or substituting (10.189) for α and (10.187) we ﬁnd cot2 α(ξ − cos(2πm /j)) = cos(2πm/j) (10.211) then for T > Tc the singularity in χ(2j+1) (T ) is shown in [36] ˆ to be 2j(j+1)−1 ln (10.190) for ξ we ﬁnd that there are singularities in χ(j) at (complex) temperatures where ˆ cosh 2E v /kB T cosh 2E h /kB T − sinh 2E h /kB T cos(2πm /j) − sinh 2E v /kB T cos(2πm/j) = 0 (10. 2.209) have been numerically evaluated up to order ln3 τ. 2.N have logarithmic singularities at T = Tc which must be present in the susceptibility and that there will in addition be an inﬁnite number of “corrections to scaling”. · · · j.186) will be singular at the symmetry points of the integrand and where the denominator factor 1 − j xn vanishes. These two eﬀects have been studied in detail in [38] where it is shown that. Guttmann and Perk [38] in 2001.0 σM.209) √ ∞ [ q] bp. j.211) which remarkably is exactly the condition (10.208) where f+ = f− and terms as far as f+ B= and f− (15) have been computed and (10.9) for the location of the zeros of the (j) partition function.q τ q (ln |τ |)p q=0 p=0 where the terms in (10. now all equal.212) ˆ and for T < Tc the singularity in χ(2j) (T ) shown in [37] to be . The vanishing of the denominator factor requires the xn . for the isotropic lattice in terms of the temperature variable τ = (s−1 − s)/2. The symmetry condition requires all ωn n=1 to be equal and given by ωn = ω = 2πm /j with m = 1. These new singularities were ﬁrst discovered in the isotropic case E v = E h by Nickel [36] in 1999 and found in the anisotropic case by Orrick.m determined by (10. to be given by xn = x = exp(2πim/j) with m = 1. If we call the deviation from the singular temperatures Tm.

215) are regular and thus the diﬀerential equation is Fuchsian.215) was discovered by generating the ﬁrst 490 terms in the power series expansion of χ(3) (w) in terms of w. 41.76)–(10. 42. The equation is determined by the ˆ ﬁrst 359 of these coeﬃcients and thus there are 131 veriﬁcations that (10. 44. · · · . Such a function is called D-ﬁnite. N =−∞ (10. 46 and 47 respectively. The theorem in [38] is an existence proof. However.10 The diagonal susceptibility The expression (10. The equation (10.214) 2(s + s−1 ) χ(3) (w) satisﬁes the seventh-order equation ˆ 7 Pn (w) n=0 dn (3) χ (w) = 0 ˆ dwn (10.215) where P0 (w).¿¼ The Ising model in two dimensions: summary of results 2j 2 −3/2 . P7 (w) are polynomials in w of degrees 36.78) where each n particle contribution is weighted by λn such cancellations are generically impossible. The susceptibility of a spin on the diagonal in response to this diagonal magnetic ﬁeld is expressed in terms of the diagonal spin correlations in analogy with (10.76) and (10.213) These singularities become dense as j → ∞ and consequently if there are no cancellations there will be a natural boundary in χ(T ) at the location of the zeros of the partition function. diﬀerence ˆ or functional) that can characterize the full susceptibility in the way in which the Painlev´ VI equation characterizes the diagonal two-point function.184)–(10. The challenge now is to ﬁnd an analytic way to produce diﬀerential equations for all χ(j) (w) and to see if it is possible to ﬁnd some equation (diﬀerential. 43. But for the Ising model the value of λ is not arbitrary. For arbitrary values of the parameter λ in the form factor expansions such as (10.186) for χ(j) (T ) is cumbersome and to gain further insight it is ˆ useful to consider the simpler problem where the magnetic ﬁeld interacts with the spins of only one diagonal of the lattice [45]. The study of this problem is most important because the existence of a natural boundary would be a new phenomenon not previously seen. in 2004 it was found [41] that in terms of the variable 1 w= (10. 45. All the singularities in (10.186) that for T > Tc . For χ(4) (T ) a Fuchsian equation of tenth order has been also found [43]. N ) − M− (T )}.215) is correct.79) we ﬁnd in analogy to (10.183) as ∞ kB T χd (T ) = 2 {C(N. and it is surely possible that for this value cancellations can occur.216) Thus if we use the form factor expansions (10. and in that paper no examples beyond the elementary cases of χ(1) (T ) and χ(2) (T ) were known.1. (10. e 10. We conclude this section by noting that in [38] it is proven that χ(j) must satisfy ˆ a linear diﬀerential equation in the temperature.

219) where χd ˆ n (2n) (t) = tn (n!)2 π 2n 2 1 2n dxk 0 k=1 1 + tn 1− tn 1/2 2n k=1 2n k=1 xk xk j=1 x2j−1 (1 − tx2j )(1 − x2j ) x2j (1 − tx2j−1 )(1 − x2j−1 ) 1 2 1≤j≤n 1≤k≤n 1 − tx2k−1 x2j (x2j−1 − x2k−1 )2 (x2j − x2k )2 1≤j<k≤n (10. ˆ ˆ .194) and (10.217) where χd ˆ (2n+1) (t) = tn(n+1) n!(n + 1)!π 2n+1 1 2n+1 dxk 0 k=1 n 1 + tn+1/2 1− tn+1/2 2n+1 k=1 2n+1 k=1 xk xk n+1 [x2j−1 (1 − tx2j−1 )(1 − x−1 )]−1/2 2j−1 j=1 j=1 [x2j (1 − tx2j )(1 − x2j )]1/2 (x2j−1 − x2k−1 )2 (x2j − x2k )2 1≤j<k≤n 1≤j≤n+1 1≤k≤n 1 1 − tx2j−1 x2k 2 1≤j<k≤n+1 (10.220) are indeed simpler than (10.218) and (10.186).220). For χd (t) and χd (t) these singularities are ˆ ˆ seen in the explicit evaluations done by contour integration [45] χd (t) = ˆ and χd (t) = ˆ (2) (1) 1 1 − t1/2 t 4(1 − t) (10.222) which are to be compared with the corresponding expressions for the susceptibility of the bulk (10.218) and (10. In particular we note that the bulk susceptibility (2) χ(2) (T ) has a logarithmic singularity at T = Tc while χd (t) does not. (n) All the χd (t) have singularities at t = 1 which come from the vanishing of the ˆ (1) (2) denominators in (10.218) and for T < Tc kB T χd−(T ) = (1 − t)1/4 n=0 ∞ χd ˆ (2n) (t) (10.220) The expressions (10.221) (10.The homogeneous lattice at H = 0 ∞ ¿¼ kB T χd+ (T ) = (1 − t)1/4 n=0 χd ˆ (2n+1) (t) (10.195).

221) and (10. where it is shown that (n) the diﬀerential operators L(n) . for χd ˆ .58) and (10.¿¼ The Ising model in two dimensions: summary of results (n) For n ≥ 3 all χd (t) have logarithmic singularities at t = 1 which are inherited ˆ from the logarithmic singularities of the form factors. When t approaches the roots of unity tn = 1 (with t = 1) tl. The solutions of L1 and L1 are precisely the (1) (2) (3) functions χd (t) and χd (t) of (10.224) ˜ which are not present in fN (t). (n) There are no other values of t in the complex plane for which the functions χd (t) ˆ are singular. which for n = 3.213) of the bulk susceptibility. (10. (2n) When t → 1 this additional singularity is the simple pole (1− t)−1 for both χd (t) ˆ (2n+1) and χd ˆ (t). ˆ ˆ using the notation of (10.227) These singularities are to be compared with the corresponding singularities (10.229) (3) (4) ⊕ (4) L3 ⊕ (4) L4 where Lm is an operator of order m.n = e2πil/n then.n . calling ˆ = t − tl.228) (10.223) occurs for tn = 1 (2n+1) at the endpoints x1 = x2 = · · · = x2n = 1 and. have direct sum ˆ decompositions L(3) = L1 ⊕ L2 ⊕ L3 L(4) = (n) (4) L1 (3) (3) (3) (10.222). there are additional (2n) singularities in χd (t) coming from the vanishing of the denominator ˆ 1 − tn x1 x2 · · · x2n and in χd ˆ (2n+1) (10. the vanishing of (10.226) and χd ˆ (2n+1) (t) has a singularity of the form 2n(n+1)−1/2 . However. In [45] the solution of L2 is.225) (t) has a singularity of the form 2n2 −1 ln . χd (2n) with l = 1. n − 1 (10.223) (t) coming from the vanishing of the denominator 1 − tn+1/2 x1 x2 · · · x2n+1 (n) (2n) (10. This is in distinct contrast with the χ(n) (s) of the bulk which have ˆ singularities at many other places on the complex s plane [41].230) . 4 annihilate χd (t). For χd the vanishing of (10. 2. Linear diﬀerential equations have been obtained in [45].212) and (10. (10. · · · .59) found to be 1 1 K(t1/2 ) + 1/2 E(t1/2 ) t1/2 − 1 (t − 1)2 and L(4) is (10.224) occurs for tn+1/2 = 1 at the endpoints x1 = x2 = · · · = x2n+1 = 1.

1/3. []].234) and the generalized hypergeometric function [55. 1].k (10.k σj.2 Boundary properties of the homogeneous lattice at H = 0 Lv Lh Lh In this section we study the Ising model with a magnetic ﬁeld on a free edge Eb = − {E h σj.k+1 + E v σj. [[0. 0]. 2/3. chapter 5] ρ(x)G([−1/2. 3/2]. −Q) where ρ(x) = (1 + 2x)(x + 2) (1 − x)(1 + x + x2 ) (10. [[0.236) where periodic boundary conditions are applied only in the horizontal direction. that are independent of the boundary magnetic ﬁeld Hb .231) and in [68] the solutions of L3 are given in terms of the variable Q= 27 (1 + x)2 x2 4 (x2 + x + 1)3 (10. 0. 2/3]. Q).2. from the two free boundaries. []].237) and therefore in addition to a bulk free energy F (which is the same as that studied in the previous section) there are contributions Fb0 .236) behaves as −kB T ln Z(Hb ) ∼ Lv Lh F + 2Lh Fb0 + Lh Fb (Hb ) (10. 2/3].233) (10. []]. and the magnetic ﬁeld is applied only to the boundary row called j = 1. Q) ρ(x)G([[−1/2.k } − j=1 k=1 k=1 Hb σ1.238) 1/2 . As Lv and Lh → ∞ the partition function for (10. 10. chapter 4] ρ(x)3 F2 ([1/2.235) All of these solutions may be reduced further to sums of products of hypergeometric functions with arguments which are rational functions of x.Boundary properties of the homogeneous lattice at H = 0 ¿¼ −K 2 (t1/2 ) + t+1 2t K(t1/2 )E(t1/2 ) E 2 (t1/2 ) + (t − 1)2 t−1 (3) (10. [1.1 Boundary free energy at Hb = 0 The boundary free energy at Hb = 0 is given by [15]: Fb (0)/kB T = 1 1 ln cosh E v /kB T − 2 4π π dθ ln −π 1 2 1+ (1 − α1 eiθ )(1 − e−iθ /α2 ) (1 − α1 e−iθ )(1 − eiθ /α2 ) (10.232) with x = t1/2 as the two Meijer’s G functions [55. 1/3. [0]]. 0].k σj+1. and a contribution Fb (Hb ) (with Fb (0) = 0) from the row j = 1 on which the magnetic ﬁeld Hb acts. (10. 10.

241) can be interpreted as a latent heat associated with the boundary. 10.2 Boundary magnetization M1 (Hb ) The additional free energy due to the boundary magnetic ﬁeld Hb is [15] Fb (Hb )/kB T = − ln cosh Hb /kB T π −1 1 z 2 zh zv |1 + eiθ |2 − dθ ln 1 − v 2 2 4π −π z (1 + zh + 2zh cos θ) − (1 − zh )α(θ) with z = tanh Hb /kB T and α(θ)±1 = 1 2 2 2 iθ −iθ ) 2 {(1 + zv )(1 + zh ) − zh (1 − zv )(e + e z v (1 − zh ) (10. We also note that cb is not always positive.247) 2 2 . This singularity is not integrable.242) We see from (10.246) (10. Such a phenomenon does not occur in the bulk.242) that the boundary contribution to the speciﬁc heat diverges at a simple pole as T → Tc and thus the boundary speciﬁc heat exponent is αb = 1.245) 2 ±(1 − zv )[(1 − α1 eiθ )(1 − α1 e−iθ )(1 − α−1 eiθ )(1 − α−1 e−iθ )]1/2 }. In particular the inﬁnite nonintegrable divergence of cb as T → Tc is an indication that at T = Tc the inﬂuence of the boundary extends deep into the bulk.240) (10.243) s1 = (1 − zvc )−1 [(1 − zhc )Kc + (1 − zvc )Kc ] (1 − zvc )2 zvc + zhc h2 v h v2 3Kc (1 − zhc ) + 2Kc Kc (1 − zvc ) + Kc . We also note that the discontinuity in the entropy (10.2. s2 = (1 − zhc )2 1 − zhc (10. (10.244) (10.¿½¼ The Ising model in two dimensions: summary of results From this we compute the boundary contribution to the entropy Sb and speciﬁc heat cb ∂Fb0 ∂ 2 Fb0 cb /kB = −T Sb /kB = − . These two properties are impossible for a bulk speciﬁc heat.239) ∂T ∂T 2 The behavior of these quantities as T → Tc is s1 ln |1 − T /Tc | + O(1) 2π 1 lim [Sb (Tc + δT ) − Sb (Tc − δT )] = − s1 δT →0 2 Sb /kB = − and cb = − where h v (10.241) s1 1 + s2 ln |1 − T /Tc | + O(1) 2π T /Tc − 1 (10. (10.

α2 and 1/α2 .253) holds if and only if either (for all T ) z 2 ≥ zv in which case r is real and 0 ≤ r ≤ α1 (10.248) which from (10. thus the unit circle does not intersect the branch cuts unless |α2 | = 1. From the last line in (10.247) we see that the poles are at eiθ = r.Boundary properties of the homogeneous lattice at H = 0 ¿½½ We obtain the boundary magnetization from the boundary free energy as M1 (Hb ) = σ1.245) may be written in several equivalent forms M1 (Hb ) = z + 1 − z2 zzh 2π π π −π |1 + eiθ |2 2 2 2 z 2 zh |1 + eiθ |2 − zv (1 + zh + 2zh cos θ) + zv (1 − zh )α(θ) 1 + zh − zv (1 − zh )α(θ) . in addition to the square root branch points present in α(θ).0 Hb = kB T ∂Fb (Hb ) ∂T (10.250) there is a pair of poles at r and 1/r in the cut plane if and only if 2 (1 + zh )(zv − z 2 ) ≥ 1. In this cut plane |α(θ)| > 1.249) 1 − z2 z =z+ 2π dθ −π The integrand in (10. (10.249) contains.We deﬁne the cut plane for eiθ by joining these branch points pair-wise along the real axis. In the eiθ plane α(θ) has four branch points at α1 . α2 of (10.250) and using the deﬁnition of α(θ) (10. simple poles at those values of eiθ where the denominator vanishes.254) . r−1 where using the deﬁnitions of α1 .255) 1 − α1 1 + α1 (10. zv (1 − z)h)(1 − z 2 ) 2z 1 + zv (10.252) 3 3 3 The qualitative motion of r is of interest.249) we see that this happens when α(θ) = 2 (1 + zh )(zv − z 2 ) zv (1 − zh )(1 − z 2 ) (10. (10.253) Since |z| ≤ 1. 1/α1 .26) and deﬁning α3 = we have for |r| < 1 r = [(1 − α1 α2 )2 − 2(1 + α1 α2 )α2 − α4 ]−1 3 3 ×{(1 − α1 α2 )2 − 2(α1 + α2 )α2 − α4 3 3 −2 α2 [α2 − (1 − α1 α2 )][(1 + α1 )(1 + α2 )α2 − (1 − α1 α2 )2 ]}.251) (10. Therefore from (10. 2 zv (1 − zh )(1 − z 2 )α(θ) − (1 + zh )(zv − z 2 ) (10.

260) agrees with (10.259) and explicitly exhibits the square root singularity. πzv (10. The boundary spontaneous magnetization is deﬁned as M1 (0+ ) = lim M1 (Hb ) Hb →0+ (10.256) 0 ≤ α2 ≤ r ≤ 1.260) M1 (Hb ) ∼ − 2z ln(1 − α2 + z 2 ).258) and from (10.257) (10.261) As z → 0+ we see that (10.2. and expanding for T ∼ Tc we see that the M1 (0+) vanishes as a square root as T → Tc and thus the boundary critical exponent is βb = 1/2.¿½¾ The Ising model in two dimensions: summary of results or if T ≤ Tc and z 2 ≤ zh in which case 1 − α2 1 + α2 (10. At T = Tc it follows from both (10. − For T ∼ Tc and H ∼ 0 we have M1 (Hb ) ∼ + and for T ∼ Tc and H ∼ 0 (1 − α2 )1/2 1/2 zv sgn z − 2z ln(1 − α2 + z 2 ) πzv (10.261) that M1 (Hb ) ∼ − 4z ln |z| πzv (10.249) we see that as Hb → 0 the only nonvanishing contribution comes from the pole which pinches the real unit circle for T < Tc and thus we ﬁnd cosh 2E v /kB T − coth 2E h /kB T M1 (0 ) = cosh 2E v /kB T − 1 + 1/2 . 10. (10.260) and (10.263) both above and below the critical temperature.31) we see that M1 (0+ ) vanishes at Tc .262) and at Hb = 0 the boundary susceptibility at Hb = 0 is kB T ∂M1 (Hb ) ∂Hb =− Hb =0 2 coth E v /kB Tc ln |1 − α2 | π (10.259) Using the Tc condition in the form (10.3 Boundary spin correlations The correlation of two spins on the boundary row was computed in [15] as . Therefore the boundary critical exponents are δb = 1 and γb = 0.

E v /kB T and Hb /kB T.268) (10.266) while for z 2 > zv (1 − α2 )/(1 + α2 ) we ﬁnd 2 σ1. 2 For ﬁxed T > Tc and N → ∞ we have 2 σ1.0 σ1.0 σ1. 2 eiθ − 1 zv |1 + zh eiθ |2 − z 2 zh |1 + eiθ |2 − zv (1 − zh )α(θ) (10.N for large N for ﬁxed T and ﬁxed Hb . In this sense the boundary spin correlations are much simpler than correlations in the bulk.N ∼ M1 (Hb ) + Ab+ αN /N 3/2 .265) For ﬁxed T < Tc and N → ∞ there are two cases.N ∼ M1 (Hb ) + Ab−2 α2N /N 5 (10.N ∼ M1 (Hb ) + 2 4z 2 zvc .0 σ1.267) where the amplitudes Ab+ .N ∼ M1 (Hb ) + Ab−1 αN rN /N 3/2 (10. For T = Tc if Hb = 0 we have σ1.269) These large N expansions are not uniform. 2 π 2 (zvc − z 2 )2 (1 − r)2 (1 − r−1 )2 N 4 1 πzvc N (10.0 σ1.264) This result shares with the boundary free energy the property that they can be computed in the presence of a boundary magnetic ﬁeld explicitly in terms of (a product of) a ﬁnite number of integrals with algebraic integrands. Ab−1 .264).0 σ1.Boundary properties of the homogeneous lattice at H = 0 ¿½¿ σ1.N ∼ and if Hb = 0 2 σ1.0 σ1. The large N behavior is easily obtained from the integrals in (10. and to connect the various regions together appropriate scaling variables and functions must be used. To connect the . If z 2 < zv (1 − α2 )/(1 + α2 ) we have 2 σ1.0 σ1. The only complicating feature is that in some cases the behavior is dominated by the branch cut at α± and in other cases by the pole at r. 2 (10. It is therefore straightforward to study the behavior of σ1. Ab−2 are rather tedious functions of E h /kB T.N = M1 (Hb )2 −(1 − z 2 )2 { − × 1 2π π −π π z 2π 2 zv |1 iθ π dθ −π eiN θ |1 + eiθ |2 zh 2 |1 + z eiθ |2 − z 2 z |1 + eiθ |2 − z (1 − z 2 )α(θ) zv h h v h eiN θ (eiθ − e−iθ ) 2 − z 2 zh |1 + eiθ |2 − zv (1 − zh )α(θ) 2 dθ −π + zh eiθ |2 dθeiN θ e +1 zh z 2 |1 + eiθ |2 1+ 2 }. It is also straightforward to compute scaling functions but now instead of the Painlev´ functions e which satisfy nonlinear equations the scaling limit involves nothing more complicated than the well-known Bessel and incomplete gamma functions.

The loop shrinks to a point at . (10.4. 1 + α2 (10.273) The functions s(e±iθ ) have at most one zero in the cut eiθ plane. The right-hand side of (10. For Hb < 0 the diﬀerence between M1 (Hb ) and M1 (Hb ) is due to the residues at r and 1/r and we ﬁnd from (10.272) (10.275) c We plot M1 (Hb ) and the analytic continuation M1 (Hb ) together in Fig.273) that c M1 (Hb ) − M1 (Hb ) = 2 2 2z[(1 + zh )2 (zv − z 2 )2 − zv (1 − zh )2 (1 − z 2 )2 ] .4 Analytic continuation and hysteresis The boundary magnetization M1 (Hb ) has one further property that deserves to be discussed. (10. Namely.¿½ The Ising model in two dimensions: summary of results expansion of T > Tc and T < Tc with the expansions for T − Tc the scaling variable (1 − α2 )N is used.271) Hb →0 Hb →0 the boundary magnetization M1 (Hb ) deﬁned for Hb > 0 is analytic at Hb = 0 and can c be analytically continued into the region Hb < 0 to a function M1 (Hb ) which is not the same as M1 (Hb ). 10.270) Ci(z) = − dt t z 10. It is natural to interpret this ﬁgure as a hysteresis loop. and the scaling functions are expressed in terms of Bessel functions.2. (10. This analytic continuation may be made by writing M1 (Hb ) in the form M1 (Hb ) = z + where s(eiθ ) = 2z(1 + eiθ ) − (1 + zv ){[(1 − α1 eiθ )(1 − α2 eiθ )]1/2 − eiθ [(1 − α1 e−iθ )(1 − α2 e−iθ )]1/2 }. 2 (r−1 − r)(1 − z 2 )zh (zv − z 2 )2 1 − z2 2π π dθ −π 1 + e−iθ 1 + eiθ + s(eiθ ) s(e−iθ ) (10. and the scaling functions are given in terms of functions such as the cosine integral ∞ cos t .273) vanishes when Hb c reaches a critical value Hb deﬁned by c tanh2 Hb /kB T = zv 1 − α2 .274) is positive and decreases as Hb becomes more negative.274) When Hb is small and negative the right-hand side of (10. To connect the T = Tc expansions for Hb = 0 with Hb = 0 the scaling variable N z 2 is used. For Hb small and positive s(eiθ ) has a zero inside the unit circle at r where |r| < 1 and s(e−iθ ) has a zero outside the unit circle at 1/r. After analytic continuation to small negative values c of Hb we have r > 1. even though for T < Tc the magnetization is discontinuous in the sense that lim − M1 (Hb ) = − lim + M1 (Hb ).

6 we see that as Hb → Hb that the region of overturned spins penetrates into c the bulk. 10. The critical value Hb at which Mj (Hb ) = Mj (Hb ) is independent of j.9.5 A schematic plot of Mj (Hb ) and its analytic continuation for E v = E h versus Hb for various j.5 where we give the hysteresis loops for Mj (Hb ) as a function of Hb and in Fig. and in c Fig. The results of this computation are plotted in Fig. 10.6 where we plot Mj (Hb ) as a function of j for various c c c c Hb .Boundary properties of the homogeneous lattice at H = 0 ¿½ M M1 Mc I Hbc Hb Z2 = |Zv|(1–α2)/(1+α2) Fig. the dotted curve shows the analytic continuation. +1 J = 100 J=2 J=1 M¥ M –Hbc Hb Hbc –1 Fig. 10.4 Hysteresis loop for the magnetization in the ﬁrst row for E v = E h at T /Tc = 0. When Hb reaches Hb no further continuation is possible because the bulk . 10. 10. Further insight into this hysteresis phenomenon can be obtained by computing the magnetization Mj (Hb ) on the row j in from the boundary. Hb = M1 = 0 as T → Tc and as T → 0 the loop becomes a rectangle that continues as far into the unstable regime as |Hb | = Ev . The solid curve is M1 .

277) .” 1 M¥ Hb = ¥ H b = 0+ M 0 J STABLE METASTABLE Hb = –Hbc –M¥ Hb = – ¥ Fig. 10.k + Hσj.3 The layered random lattice Thus far we have considered only homogeneous models where the interaction energies E v and E h are constant throughout the entire lattice. The eﬀect of inhomogeneities can be studied in the Ising model by letting the interaction constants depend on the position in the lattice.k σj.¿½ The Ising model in two dimensions: summary of results magnetization ﬂips from positive to negative. 10. (10. Metastable values between Hb = 0 and −HB which are reached from positive values of Hb are shown in dotted lines. Therefore it is very desirable to be able to study what new eﬀects can be present if the assumption of homogeneous interactions is lifted. But real systems will contain impurities and will not have this homogeneous property. The case which is best studied is the case of the layered Ising model where E v and E h are the same within a row where the values in diﬀerent rows are allowed to be diﬀerent.276) The case where the energies E v (j) and E h (j) depend on j but still have a periodicity E v (j + J) = E v (j) and E v (j + J) = E v (j) has been studied in [69].k }. For this layered model the interaction energy is Lv Lh E=− j=1 k=1 {E h (j)σj.k σj+1. It is found that the speciﬁc heat still has a logarithmic singularity at a well deﬁned Tc which is determined from J e4E j=1 h (j)/kB Tc tanh2 E v (j)/kb Tc = 1 (10. This phenomenon of the boundary ﬁeld aﬀecting the bulk spins in the interior is sometimes referred to as “wetting.k+1 + E v (j)σj.6 A schematic plot of Mj (Hb ) and its analytic continuation for E v = E h versus j c for various Hb .

A particularly nice example is the Fibonacci lattice [70] which is deﬁned as follows.283) where x = zvBc /zvAc . The most interesting case of all is when these energies E h (j) and E v (j) are allowed to be chosen in a random fashion with probability distributions Pv (E v ) and Ph (E h ). The sequence Sn contains Fn−1 A s and Fn−2 B s where Fn are the Fibonacci numbers deﬁned by Fn+1 = Fn + Fn−1 . This is the case of frozen (or quenched) random impurities which should be most relevant for real ferromagnets on impure lattices. place them in the lattice according to the sequence Sn and then repeat the sequence to build up the entire lattice.281) √ α = ( 5 − 1)/2 (10.277) as e−2Fn E h /kB Tc v h = tanhFn−1 EA /kB Tc tanhFn−2 EB /kB Tc (10. F0 = F1 = 1. The amplitude of the logarithmic singularity depends in detail on the values of E v (j) and E h (j) and is not invariant under permutations.282) and the speciﬁc heat still has a logarithmic divergence with the amplitude x2 ln x2 1 −1 −1 v v {2E h + EA α(zvAc − zvAc ) + EB α2 (zvBc − zvBc )}2 (zhc − zhc) 4π(kb Tc )2 1 − x2 (10. (10. and many interesting properties have been found. Thus the mere destruction of periodicity is not suﬃcient to destroy the logarithmic divergence in the speciﬁc heat. As an example we consider the case where E h is ﬁxed and A= . (10. These frozen random layered Ising models have been extensively investigated [16– 18]. S1 = A.279) v v Now consider two values of (positive) energies E v = EA and EB . A more interesting case. however. In the limit where the sequence length n → ∞ the critical temperature is found from (10. S3 = ABA and S4 = ABAAB. Each sequence Sn thus deﬁnes a set of interactions with periodic Fn+1 from which Tc is computed from (10. Consider a set of sequences Sn of the letters A and B deﬁned recursively by Sn+1 = Sn Sn−1 with S0 = 1.The layered random lattice ¿½ which is invariant under permutations of the E v (j) and E h (j). is when the E v (j) and E h (j) are quasiperiodic functions of j.278) For example S2 = AB.280) as e−2E where h /kB Tc v = tanhα E v /kB Tc tanhα EB /kB Tc 2 (10.280) and for each of these lattices the speciﬁc heat has a logarithmic divergence. There is now a new length scale in the problem determined by the width of the probability distributions.

288) where T L (T U ) is the critical temperature the lattice would have if all interactions E take on the single value E U (E L ).¿½ The Ising model in two dimensions: summary of results the distribution function for E v is P (E v ). (10. What is not shown by these computations is 1) the connection of Tc deﬁned by (10.284) with the temperature below which there is spontaneous magnetization and 2) the nature of the nonanalyticity in M (H). the Taylor series fails to converge.288).288) that the computation of the speciﬁc heat (10.287) or which cannot be extended to the layered case. (10. Further insight into the behavior of this random system is provided by a general theorem proven speciﬁcally by Griﬃths [19] for a lattice where all interactions (not just in layers) are random with the speciﬁc probability distribution P (E) = pδ(E − E0 ) + (1 − p)δ(E). there will be large regions of the random lattice which are locally above (below) the actual global value of Tc .286) This function is analytic except at δ = 0 where there is an essential singularity because.284) Near this Tc we deﬁne a temperature variable δ which is useful for suﬃciently narrow P (E v ) h ∞ 2 0 dE v P (E v ) ln(e4E /kB T tanh2 E v /kB T ) δ= ∞ (10.285) v v 4E h /kB T tanh2 E v /k T )]2 B 0 dE P (E )[ln(e and we ﬁnd that for narrow P (ev ) that when δ is of order one that the leading contribution to the speciﬁc heat which depends on δ is ∞ dφ[ 0 ∂2 ln Kδ (φ) − (1 + φ)−1 ].277) in the random limit as ∞ 0= 0 dE h P (E v ) ln(e4E h /kB Tc tanh2 E v /kB Tc ). It is in the temperature range (10. while all derivatives exist at δ = 0. that for all temperatures below the temperature where the lattice would be critical for the pure case p = 0. the magnetization M (H) will not be analytic at H = 0 even if T > Tc . These two results strongly suggest that the zeros of the ﬁnite size partition function are no longer pinching the real temperature axis at a single point Tc but are instead pinching the entire line segment (10.286) is valid and Griﬃths theorem shows that M (H) is not analytic at H = 0.287) Griﬃths proved. The ﬁrst question has been studied [71] for the layered random lattice by means of renormalization group techniques where he ﬁnds that the temperature for the onset . if TL < T < TU (10. Then there is still a Tc which is determined from (10. The essence of the physics is that if the probability distribution P (E) is nonzero only for E L < E < E U then. ∂δ 2 (10. There is nothing in this theorem which is limited to the speciﬁc distribution (10.

The Ising model for H = 0 ¿½ of spontaneous magnetization is indeed the Tc computed from (10.18] where it is found that when the temperature variable δ is of order one that there are terms in the average boundary magnetization M1 (Hb ) which depend on H 2|δ| which are not analytic (unless 2|δ| is an integer) and which even fail to be diﬀerentiable for |δ| < 1/2. In other words. Furthermore in the temperature region (10.e.4.125). and that the magnetization is .288) the standard phenomenological description of critical phenomena does not apply.290) with zj deﬁned by (10. The question of the nature of the nonanalyticity has only been studied for the average magnetization on the boundary [17.289) the free energy of the Ising model can also be exactly solved for E v = E h . Thus there is an entire region around Tc where the boundary magnetic susceptibility is inﬁnite. 10.4. We thus conclude that in the temperature region (10.1 The circle theorem The ﬁrst result obtained for H = 0 is the famous circle theorem of Lee and Yang [46] which states that in terms of the variable z = e−2H/kB T the zeroes of the partition function of an Ising model with all interaction energies E positive (i. 10.288) the average over P (E v ) of the boundary spin correlations falls oﬀ at large separations as a power of the separation of the spins which depends on δ. in the magnetic ﬁeld plane the partition function is periodic with a period iπkB T and the zeros of the partition function all lie exactly on the imaginary H axis. but that the √ exponent β for the random layered lattice is now (3 − 5)/2. 10. ferromagnetic) and with boundary conditions which are invariant under the reﬂection H → −H for real temperatures on a ﬁnite size lattice in D dimensions lie on the unit circle |z| = 1.2 The imaginary magnetic ﬁeld H/kB T = iπ/2 Lee and Yang also found [46] that for H/kB T = iπ/2 (10. This solution was extended to the anisotropic case in 1966 where [47] it was found that free energy is −F (ikB T π/2)/kB T = ln(2 cosh E v /kB T cosh E h /kB T ) + 1 16π 2 π −π 2 π dφ1 −π dφ2 2 2 2 2 2 2 2 2 × ln[4(zv + zh )(1 + zv zh ) − 4zv (zh − 1)2 cos2 φ1 − 4zh (zv − 1)2 cos φ2 ] (10. When T > Tc there is a strip surrounding the real H axis which is zero-free but for T < Tc the zeros pinch the real H axis at H = 0 and the density of these zeros of the spontaneous magnetization.4 The Ising model for H = 0 The desire to extend the exact computation of the two-dimensional Ising model from H = 0 to H = 0 has been one of the outstanding problems in statistical mechanics ever since Onsager’s computation of 1944.284).

z = −1) = (1 − u) Lv Lh /2 j=1 k=1 {1 + u2 + u[6 − 4 cos2 ((2j − 1)π/Lh ) − 4 cos2 ((2k − 1)π/(2(Lv + 1)))]}2 .2) with Zj replaced by Zj (u. (10. (10. the partition functions for both toroidal and Brascamp–Kunz boundary conditions have half of the zeros at the point u = 1.(10.¿¾¼ The Ising model in two dimensions: summary of results −1 −1 (zv + zv )2 (zh + zh )2 M (ikB T π/2) = −2 −2 2 2 4(zv + zv + zh + zh ) 1/8 . (10.294) For Brascamp–Kunz boundary conditions we have [72] a result analogous to (10.297) (10. The magnetization (10.296) We note that. because of the factor (1 − u)Lv Lh /2 .295) If Lh /4 is an integer this further reduces to a perfect square Lh /4 Lv /2 ZBK (u.291) is the density of zeros at H/kB T = iπ/2 (y = −1) and for positive T is a monotonic function with the limiting values M (ikB T π/2) → 1 as T → ∞ → ∞ as T → 0. z = −1) = (1 − u)Lv Lh /2 j=1 k=1 2 {1 + u2 + u[6 − 4 cos ((2j − 1)π/Lh ) − 4 cos2 ((2k − 1)π/(2(Lv + 1)))]} (10. z = −1) = (1 − u)Lv Lh /2 θ1 θ2 {1 + u2 + u[6 − 4 cos2 θ1 − 4 cos2 θ2 ]}.291) The free energy (10.19) for the partition function normalized to unity at u = 0 when both Lv and Lh are even: Lh /2 Lv /2 ZBK (u. For the isotropic lattice we ﬁnd in analogy with the H = 0 result that the partition function normalized to unity at u = x2 = e−4K = 0 is in the form (10.290) is analytic for all real T > 0. .293) The results for the free energy extend to the ﬁnite size partition function with toroidal boundary conditions as the sum of four terms. We also note that for the Brascamp–Kunz boundary conditions all the remaining zeros lie either in the circle |u| = 1 where − 1 ≤ 3 − 2 cos2 θ1 − 2 cos2 θ2 ≤ 1 or on the segment of the negative real axis √ √ −3 − 2 2 ≤ u ≤ −3 + 2 2 where 1 ≤ 3 − 2 cos2 θ1 − 2 cos2 θ2 .298) A plot of the zeros of a 12 × 12 lattice with Brascamp-Kunz boundary conditions is given in Fig.7. (10. 10. Partition function zeros for ﬁnite size lattices at H/kB T = iπ/2 with other boundary conditions have been studied in [54].292) (10.

0 Fig. 0)]/kB T = n=0 H kB T n+1 σ0. H) is expanded in terms of the n point correlations at H = 0 as ∞ G(R1 − R2 . H) − F (T . and to obtain further information we turn to expansions of quantities such as the free energy and correlation functions as power series in H.3 Expansions for small H For H = 0 there are no further results known.299) where σ0. H) is analytic at H = 0 and thus the series (10. 10.299) will not converge. H)/∂H k increase with k suﬃciently rapidly that the series in (10.···. For T < Tc it was shown by Isakov [49] in 1984 that in dimension two and greater that the derivatives ∂ k F (T. H) cannot be analytically continued from H > 0 into a metastable (hysteresis) phase for H < 0. Free energy. Furthermore the circle theorem of Lee and Yang [46] guarantees that F (T. H) = 2 (H/kB T )n n=0 R3 ···Rn+2 σR1 σR2 σR3 · · · σRn+2 c (10. The two-point function in a magnetic ﬁeld G(R1 − R2 . For T > Tc all terms in (10. 10.301) . The ﬁrst two terms in this expansion are the magnetization and the susceptibility which have been previously discussed.299) will converge.Rn c (10.4.300) and we may use the extensive information available [28–30] about n point functions at H = 0 to study the region T ∼ Tc .0 σR1 · · · σRn c denotes the connected part of the correlation function which vanishes when the separation of any two spins goes to inﬁnity. The zero at x = 1 has multiplicity 72 and all other zeros have multiplicity 2. In the scaling limit T → Tc and Rj − Rk → ∞. H) is expanded as ∞ −[F (T . Two-point function.299) with n even vanish. (10.0 σR1 · · · σRn R1 .7 Zeros in the complex u = x2 plane of the Ising partition function at H/kB T = iπ/2 for Brascamp-Kunz boundary conditions on a 12 × 12 isotropic lattice. Therefore for T < Tc the free energy and magnetization are not analytic at H = 0 and unlike the boundary magnetization as a function of the boundary magnetic ﬁeld the magnetization M (T . The free energy F (T .0 −5 −4 −3 −2 −1 1 −1.The Ising model for H = 0 ¿¾½ 1. H) − M (T.

30] that at H = 0 the correlation functions have the form n σR1 · · · σRn ∼ M± g(r1 . h) = j aj (h)K0 [(2 + κj (h))r] ∼ π 1/2 r−1/2 e−2r j aj (h)erκj (h) (10.304) (10.306) reduces to the behavior r−2 e−2r of the two-point function at H = 0 for T < Tc . h) = ˜ d2 reik·r = 0 ∞ dθ 0 dr rekr cos θ g c (r.309) we see from (10. 10.305) scaling is a function of r and h alone. if we are willing to consider only the scaling limit where the lattice has disappeared and continuum methods are used then in a most remarkable paper Zamolodchikov [50] discovered in 1988 that the locations mi of the poles in the k plane of the Fourier transform (10. There are an inﬁnite number of solutions to (10. h) for h ∼ 0 and large r was found in [48] to be g c (r. H)c = g c (r.308).303) Therefore by using the scaling form (10. h) (10. If we consider the two-dimensional Fourier transform of g c (r. · · · . The most interesting case is T < Tc where the connected two-point function g c (r. h) (10.¿¾¾ The Ising model in two dimensions: summary of results assuming with no loss of generality that E v = E h .302) it was shown in [29. However. h) nearest the real k axis are poles.4 T = Tc with H > 0 We have now exhausted the known results for the Ising model (10.309) of the two-point function are given by the .4. · · · R2 .306) that the singularities in g c (k. (Rj − Rk )|T − Tc | = rj − rk ﬁxed (10.307) where Jn (z) is the Bessel function of order n.300) and recalling that M± (T ) ∼ |T − Tc |1/8 as T → Tc we see that if we deﬁne a scaled magnetic ﬁeld as h = H/|T − Tc |15/8 then −2 lim M± G(R1 . (10.308) (10.303) in (10. As h → 0 the spacing between these zeros vanishes and the large r behavior (10. rn ).1) on a lattice with H = 0. In the language of ﬁeld theory the positions of these poles may be interpreted as particle masses.306) with κj (h) = h2/3 λj and aj (h) = ha where a is a constant and λj are the solutions of J1/3 (λ3/2 /3) + J−1/3 (λ2/3 /3) = 0 (10. h) 2π g c (k.

if (in the ﬁeld theory limit) the system with H > 0 is perturbed from T = Tc it is found [73] that most of the decays compatible with energy conservation do occur. We list these poles in Table 10.5 The location of the poles in the Fourier transform of the two-point function of the scaled Ising model for T = Tc and H > 0. The exceptional cases that are still forbidden are m7 → m1 m1 and the four decays m8 → m 1 m 1 .98904 · · · = m2.5 Extended analyticity We conclude by noting that if it is assumed [51] that the free energy in the scaling limit. Nevertheless the ﬁve particles above the two-body threshold are stable and do not decay. 10. m2 m 3 .The Ising model for H = 0 ¿¾¿ Table 10.61803 · · · = m1. However.40487 · · · = m2. m3 m 4 .5. m1 m 2 .89116 · · · = m4. can be analytically continued through the position of the Lee–Yang zeros then a scenario is obtained which joins together all of the regions previously discussed.95629 · · · = m3.78338 · · · eight components Sk of the Perron–Frobenius vector of the Cartan matrix of the Lie algebra E8 as mj /mk = Si /Sk . which depends on the single variable h and not on the two separate variables H and T .21834 · · · = m3. . m1 m2 m3 m4 m5 m6 m7 m8 =m = 2m cos π/5 = 2m cos π/30 = 4m cos π/5 cos 7π/30 = 4m cos π/5 cos 2π/15 = 4m cos π/5 cos π/30 = 8m cos2 π/5 cos 7π/30 = 8m cos2 π/5 cos 2π/15 =m = m1. To fully evaluate this conjecture it is necessary to determine whether or not the singularities found in χ(j) discovered in [36–39] actually lead to a natural boundary. In the language of ﬁeld theory this spectrum of poles has three particles below the ﬁrst two-particle threshold and ﬁve particles above threshold.4.

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Mattis. Table 11. This algebraic method remained almost totally un-understood until 1985 when it was used to analyze the chiral Potts model. A partial reason why this 1944 method has not been extensively developed is that in 1949 Kaufman [2] reduced the computation of the partition function to a problem involving free fermions. Onsager ﬁrst computed the free energy of the Ising model at H = 0 in 1944. This method is more specialized than Onsager’s original method but in compensation for this restriction in generality the same method computes correlation functions as well as partition functions.1. Mattis and Lieb [4] by the use of the Jordan–Wigner and Bogoliubov transformations. Onsager [2. Ward [5] Potts. In it Onsager invents the concept of an inﬁnite dimensional loop algebra and uses it to compute the eigenvalues of the transfer matrix of the Ising model. Since then there have been at least four other methods of solution given. Green [7] Kasteleyn [8–10] Baxter. We give the chronology of these methods of computation in Table 11. We will touch on this method in chapter 15 but there are still aspects of this profound method which remain to be explored.11 The Pfaﬃan solution of the Ising model The calculation of the free energy of the two-dimensional Ising model in zero magnetic ﬁeld is one of the most important computations of theoretical physics of the 20th century. 1944 1949. Lieb [4] Kac. In 1964 the method was further simpliﬁed by Schulz. Enting [11] Baxter [12] Onsager’s algebra Fermionization Combinatorial The 399th solution Functional T Q equation The 1944 paper of Onsager [1] is one of the most inventive computations in 20th century physics. 3] Schultz. . Ward [6] Hurst.1964 1952-1963 1978 1982 Onsager [1] Kaufman. The present chapter is devoted to the explicit presentation of this calculation.1 History of the methods of the computation of the two-dimensional Ising model free energy at H = 0. It is one of those few problems that is so important that every physicist should have seen the solution during their graduate education.

chapters 4 and 5]. This method is. if you will. [13] in the Ising model. zN ) = n1 .3 we extend the method to compute correlation functions in terms of determinants. a geometrization of the fermionic method of Kaufman. The original star–triangle equation was found by Onsager [1].nN g(n1 . An allowed close packed dimer conﬁguration is an allowed collection of dimers which occupies all the sites of the underlying lattice We will often be interested in splitting the full set of dimers into several classes. In this chapter we will present the combinatorial solution of the Ising model. and in the hands of Baxter has been developed into a method of far-reaching power and generality.1 Dimers A dimer is a ﬁgure drawn on a lattice which occupies two sites and the bond connecting them. k ≤ 2N satisfying the antisymmetry condition ajk = −akj . nN ) j=1 zj j n (11. 11. We will follow the presentation of the The Two Dimensional Ising model [14.1) where the sum is over all allowed close packed dimer conﬁgurations.···. The Pfaﬃan of a set of numbers ajk with 1 ≤ j. The ﬁnal results and their analysis have already been given in chapter 10. In section 11.2 we reduce the Ising model to a dimer problem and solve for the partition function for several diﬀerent boundary conditions. and akk = 0 (11. Then the generating function for the number of conﬁgurations is N Z(z1 . Furthermore Kaufman’s method uses the technique of transfer matrices which treat the vertical and horizontal interactions in very diﬀerent ways whereas the combinatorial method explicitly maintains the symmetry between the vertical and horizontal interactions at all states of the computation. In section 11. However. In this section we will compute an explicit formula for this generating function.1 rely on the use of what is called the star– triangle equation. Furthermore the combinatorial method is instantly generalizable to inhomogeneous lattices. the method lacks the simplicity of the fermionization and combinatorial methods and does not lead by itself to computations of the correlation functions. · · · . A dimer conﬁguration is said to be allowed if a site is occupied by no more than one dimer. Kaufman’s method relies heavily on group theory and operator methods whereas the combinatorial method uses only a few formulas from linear algebra. Let the number of dimer conﬁgurations of N types of bonds with nj bonds of class j be denoted by g(n1 . These methods will be described in chapters 13 and 14. In section 11.1 we introduce and solve the dimer problem ﬁrst solved by Kasteleyn in 1960 [8]. For example of a square lattice we may specialize the bonds into vertical and horizontal. nN ). · · · .Dimers ¿¾ The last two methods shown in Table 11.2) is deﬁned as . · · · .

4) (11.6 with a survey of explicit results for other cases such as the triangular lattice and the square lattice with Moebius strip and Klein bottle boundary conditions. We note that. 2.4 we show that for square lattices with free. the sum all permutations which satisfy the restrictions p2m−1 < p2m p2m−1 < p2m+1 1≤m≤N 1≤m≤N −1 and δp . · · · .1. The usefulness of the Pfaﬃan stems from the formula [PfA]2 = detA (11. 2N .1 Dimers on lattices with free boundary conditions We begin the discussion of reducing the generating function of closest packed dimers to the evaluation of a Pfaﬃan by considering planar lattices with free boundary conditions.1. 11. Therefore Pfaﬃans may be studied by the methods of linear algebra. · · · .1. PfA may be written in the alternative form 1 PfA = δp ap1 p2 ap3 p4 · · · ap2N −1 p2N (11.5 the thermodynamic limit is explicitly computed. p2N is a permutation of the numbers 1. It will be most important that this derivation will be valid for any planar . For an arbitrary value of N the number of terms in the Pfaﬃan is (2N − 1)(2N − 3)(2N − 5) · · · 5 · 3 · 1 = (2N − 1)!!.1.2). In 11.1 that the generating function for close packed dimers on a planar lattice with free boundary conditions can be written as the Pfaﬃan of a suitably chosen matrix A and in 11.5) where p1 . cylindrical and periodic boundary conditions the resulting Pfaﬃans may be explicitly evaluated in terms of ﬁnite products using (11.3 we extend our considerations to planar lattices of genus g and on these lattices the generating function can be written as the sum of the Pfaﬃans of 22g diﬀerent matrices. We conclude in 11.2 the result is extended to cylindrical lattices.3) is over (11.1.9) (11.1.7) (where det A is the determinant of the antisymmetric matrix A).1.9) and in 11.¿¿¼ The Pfaﬃan solution of the Ising model PfA = p δp ap1 p2 ap3 p4 · · · ap2N −1 p2N p (11. is +1 if the permutation p is made up of an even number of transpositions and −1 if the permutation is made up of an odd number of transpositions. because of (11. For 2N = 4 we explicitly have PfA = a12 a34 − a13 a24 + a14 a23 .6) N !2N p where the sum is over all permutations. We will demonstrate in 11.8) (11. the parity of the permutation. Proofs for arbitrary planar lattices are given and for concreteness the results are speciﬁcally illustrated for the square lattice In 11.

However they may also be labeled by a single index using the map (j.Lh = p ap1 p2 ap3 p4 · · · apLv L p h −1 Lv Lh (11. Thus.14) where the summation is over all permutations satisfying (11. We trust that the reader will see the generalization to arbitrary lattices without the need of the introduction of a general (and cumbersome) notation. if the classes of bonds are vertical and horizontal zv refers to the vertical and zh refers to the horizontal bonds.4) and (11. 2|3.Dimers ¿¿½ lattice and not just for a square or triangular lattice because more general lattices will be needed for the application to the Ising model in section 11. because there is no connection with a determinant.5).12) (11.10) We shall refer to the arrangement of dimers which occupies the pairs of sites p1 and p2 . For example the dimer conﬁguration shown in Fig. pLv Lh −1 and pLv Lh as C = |p1 .1 The conﬁguration C0 . Lv Lh | (11. 11. k) ↔ p = k + (j − 1)Lh .Lh as F ZLv . . while for concreteness we will use the square lattice to illustrate the method all theorems will be stated in a form which applies to the arbitrary planar lattice. 4|5. there is no eﬃcient way to study this expression when Lv and Lh become large. 6| · · · |Lv Lh − 1. Suppose we let the nonzero elements of ap1 .11) Fig. This expression is called a Haﬀnian but.2. p3 and p4 . We have previously labeled the sites of a square lattice by giving the number of the row j and column k where 1 ≤ j ≤ Lv and 1 ≤ k ≤ Lh . It is then obvious that we can write the F generating function for closest packed dimers with free boundary conditions ZLv . p2 |p3 . · · · .p2 = zi (11.1 is speciﬁed by C0 = |1.13) where p1 < p2 and p1 and p2 are connected by a bond of class i. p4 | · · · |pLv Lh −1 . As an example for a square lattice. (11.p2 be ap1 . pLv Lh |. 11.

the restrictions (11. (1) (1) (1) (1) (2) (2) (2) (2) (1) (1) (1) (1) (2) (2) (2) (2) Fig. ¯ ¯ (11.16) we see that (11. pLv Lh ).18) will hold if we can ﬁnd one such p(1) and ¯ p(2) such that ¯ p ¯ p p ¯ p ¯ δp(1) s(¯1 .18) However. pLv Lh ). 11. p2 ) · · · s(¯Lv Lh −1 . Draw the dimers of p(1) on the lattice as dotted lines and the dimers of p(2) as solid lines. Therefore we will investigate the possibility that instead of (11.4) and ¯ (11. . p2 ) · · · s(pLv Lh −1 .13) we can choose the nonzero elements of ap1 p2 to satisfy ap1 p2 = s(p1 . Then we could use (11.19) With these deﬁnitions we proceed to show that for any permutation p there is (at least) one related permutation p for which δp may be computed from geometric ¯ considerations.5) may be obtained from a given permutation which does satisfy (11. p2 ) = −s(p2 . An example is given in Fig. (11.2.14) there were an extra factor of δp .2 An example of a transition graph.4) and (11.¿¿¾ The Pfaﬃan solution of the Ising model The expression (11. p2 ) · · · s(¯Lv Lh −1 .3) if in each term in (11. pLv Lh ) = δp(2) s(¯1 . (11.5) then because of (11. p1 ) δP ap1 p2 ap3 p4 · · · apLv Lh −1 pLv Lh . p2 )zi where |s(p1 .Lh = PfA = p (11.15) s(p1 .4) and (11.5) are awkward. by violating (11. Consider any two arrangements of dimers speciﬁed by permutations p(1) and p(2) . p2 ) · · · s(pLv Lh −1 . The resulting set of ﬁgures is referred to as a transition graph.14) would be a Pfaﬃan (11.5) that δp(1) s(p1 .17) to hold we need to show that if p(1) and p(2) are any two permutations satisfying (11. p2 )| = 1 and such that F ZLv .16) (11.4) and (11. Lh . 11. pLv Lh ) = δp(2) s(p1 .9) to aid in evaluating the generating function for large Lv .17) For (11. and therefore it is useful to note that if we let p be any one of the permutations which.

p1 ). 11. Similarly a permutation p(2) which arranges the sites of p(2) in clockwise ¯ order is |1. p2 )s(¯3 . ¯ (11. Hence this shift involves an odd number of transpositions and accordingly if there is only one transition cycle δp(1) = −δp(2) . p5 ) · · · s(¯2N . First consider a case in which two permutations diﬀer from each other by only one transition cycle. 2|3. However. 4|. 11.20) In general. 1|3.21) Therefore the requirement that the terms associated with the two permutations p(1) and p(2) (or equivalently p(1) and p(2) ) have the same sign will be satisﬁed if for each ¯ ¯ transition cycle s(¯1 .4) and (11. In particular (11.19) ¯ ¯ will guarantee (11.5). ¯ ¯ (11. a permutation p(1) which arranges the sites of the conﬁguration p(1) in clockwise order ¯ is |2.18) holds if (11. For example consider the transition cycle in Fig. The preceding discussion showed that (11.3. 3 4 1 2 Fig. The permutation p(1) obeying (11. p2N ) = −s(¯2 . p3 )s(¯4 . we apply this argument one cycle at a time and ﬁnd that δ (1) = (−1)t δp(2) . if there are t transition cycles. 3|2. 4| and the permutation specifying the dashed dimers is |1. p ¯ p ¯ p ¯ p ¯ p ¯ p ¯ (11.22) Thus for each transition cycle (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) .Dimers ¿¿¿ Every lattice point is the endpoint of one and only one line of each type of dimer and therefore the ﬁgures in the transition graph are of two possible types: 1) Two sites connected by a dotted and by a solid line (these ﬁgures are called double bonds) and 2) closed polygons with an even number of bonds in which the dotted and solid lines alternate. More generally the same argument shows that for any transition cycle there are permutations p(1) and p(2) such that the shift from one to the other is a ¯ ¯ cyclic permutation of one step of an even number of objects.3 A transition cycle of four vertices. 4|.4) and (11. 3|4.4) and (11. 2|.5) by equivalent permutations p(1) and p(2) which do not obey (11. Thus the shift from p(1) to p(2) is a cyclic permutation of one step ¯ ¯ of four objects. We call such closed polygons transition cycles because if the bonds of p(1) are permuted clockwise or counterclockwise one step around this cycle they go over to bonds of p(2) .19) holds where we replace p(1) and p(2) which do obey (11.18) if we replace p(1) and p(2) by those p(1) and p(1) that arrange ¯ ¯ the sites in a clockwise order as we go around the graph. p4 ) · · · s(¯2N −1 .5) which speciﬁes the solid dimers is |1.

(b) A lattice which is topologically equivalent to the lattice in (a) where the same outlined square now contains many sites and bonds. It is possible to satisfy (11.¿¿ The Pfaﬃan solution of the Ising model 2N s(¯k . The outlined square has no points or bonds of the lattice in its interior. This geometric picture is consistent with the antisymmetry of s(p1 .23) or. To obtain a characterization of transition cycles on a lattice with free boundary conditions it is useful to introduce the concept of inside and outside. The previous discussion therefore proves Theorem A: If the orientation parity of every transition cycle is odd. The only ﬁgures that occur in transition graphs are double bonds and transition . A lattice on which these arrows are drawn will be called an oriented lattice. Our informal deﬁnition can be made mathematically unambiguous [16] but for our purposes this degree of rigor is not necessary. p1 ) in any transition cycle must be −1.4(a) this concept is obvious. However. We deﬁne the orientation parity of a transition cycle to be +1 (−1) if. not all polygons with an even number of sides are transition cycles. It is not possible to draw arrows on a general planar lattice so that the orientation parity of every polygon with an even number of sides is odd. For the square lattice drawn in its “natural” conﬁguration Fig 11. p2 ) = +1 an arrow points from site p1 to site p2 and s(p1 . p2 ) by drawing an arrow on the lattice such that if s(p1 .4 (a) The square lattice in its “natural” conﬁguration. p2 ) = ±1. (a) (b) Fig. as we traverse this cycle in either direction the number of arrows pointing in the direction of motion is even (odd).4(b). all terms in the Pfaﬃan will have the same sign.23) with complex numbers [15] but in order to obtain the most geometric picture possible we restrict our attention s(p1 . Then we can represent s(p1 . pk+1 ) = −1 p ¯ k=1 (1) (1) (11. 11. p2 ). p2 ) = −1 an arrow points from site p2 to site p1 . 11. in other words the product of the factors s(p1 . However this “natural” deﬁnition of inside and outside is not topologically invariant as is demonstrated by the topologically equivalent form of the square lattice shown in Fig. Using this concept of inside and outside we may now easily characterize transition cycles.

5 An oriented square lattice. 11. It is now easy to see that the property of transition cycles of theorem B guarantees that the oriented lattices of Fig. Therefore we have: Theorem B: The number of points contained within any transition cycle on a planar lattice is even.2.5 satisfy the conditions of theorem A.Dimers ¿¿ cycles. With these deﬁnitions we now state: Theorem C: On any planar lattice (in its “natural” conﬁguration) we always choose a set of arrows such that every elementary polygon is clockwise odd. that the orientations speciﬁed by theorem C satisfy the conditions of theorem A follows from: Theorem D: Once arrows have been speciﬁed such that every elementary polygon . However. 11. Fig. We will not prove this theorem in general but will rather verify it for the cases of interest. Both of these ﬁgures have an even number of sites and they completely cover the lattice as illustrated in Fig. More generally the proof that theorem B guarantees.5 we exhibit an oriented lattice for the square lattice. An elementary polygon is said to be clockwise odd (even) if the number of arrows pointing in the clockwise direction is odd (even). This even/odd property will be referred to as the orientation parity. and a lattice with arrows drawn on the bonds will be called an oriented lattice. for all planar lattices with free boundary conditions. Note that elementary polygons may have either an even or an odd number of sides and that elementary polygons with an odd number of sides which are clockwise odd (even) are counterclockwise even (odd). It is elementary to verify that the arrows on this lattice satisfy the condition of theorem C. we note that this orientation is not unique and that many diﬀerent orientations exist. 11. 11. To use the property of transition cycles given in theorem B to choose a set of arrows on a planar lattice to satisfy theorem A we make the following deﬁnitions: An elementary polygon is a polygon drawn on the lattice (in its natural conﬁguration) which has no points in its interior. In particular in Fig.

Therefore theorem D will follow by induction if we assume it to be true on all polygons made up of n elementary polygons and prove that if Γn is one of those polygons then the theorem also holds on the polygon Γn+1 obtained by enlarging Γn to include any adjacent elementary polygon Γ1 . p2 ) in (11.15) may be chosen such that all terms in (11.25) . (11.Lh = ±PfAF . Therefore. since when we omit c common bonds we must gain c − 1 new points in the interior. but the proof given above is valid for the general case as well. Furthermore. Suppose that Γn surrounds p lattice points. By combining theorems A–D we have now proven that. Now if an arrow on a common bond is clockwise for Γn it will be counter clockwise for Γ1 because Γ1 is outside of Γn .1 has a positive sign. and has c arrows in common with Γ1 and that the polygon Γ1 contains a clockwise arrows.24) F The sign ± must be chosen by the requirement that ZLv .Lh be positive when the weights zi are positive. the factors s(p1 . then for any polygon the number of clockwise bonds is odd if the number of enclosed lattice points is even and is even if the number of enclosed lattice points is odd. 11. 11.¿¿ The Pfaﬃan solution of the Ising model is clockwise odd. Thus we ﬁnd for the square lattice with free boundary conditions that F ZLv . The proof of this theorem is illustrated in Fig. For the square (and triangular) lattice this can be done by noting that the conﬁguration C0 of (11.12) shown in Fig 11. Therefore a + a − c must be even (odd) if p + c − 1 is odd (even). The number of clockwise arrows in Γn+1 is the number of clockwise arrows in Γn plus the number of clockwise arrows in Γ1 minus the number of clockwise arrows lost from Γn . and from Γ1 by omitting common arrows.6 Special cases of the proof of theorem D where on a square lattice an elementary polygon Γ1 is added to a polygon Γn to produce the polygon Γn+1 .17) have the same sign and thus that F ZLv . which from theorem C must be odd. Γ1 Γ7 Γ4 Γ1 Γ5 Γ1 (a) (b) (c) Fig. for any planar lattice with free boundary conditions. Hence theorem D follows by induction. the number of clockwise arrows in Γn+1 is a + a − c. Now by assumption a is even (odd) if p is odd (even) and also a is odd.Lh = PfAF (11.6 for the square lattice. the number of enclosed lattice points in Γn+1 is p + c − 1. We prove theorem D by ﬁrst remarking that any polygon on the lattice is made up of elementary polygons and that theorem C guarantees that theorem D holds on these elementary polygons. contains a clockwise arrows.

27) and by the additional nonzero elements a(j. Lh . j + 1. j. There are.29) Lh even Now there will be two distinct classes of transition cycles: 1) those which do not loop the cylinder and 2) those which loop the cylinder precisely once. j. For concreteness we consider the case where locally the lattice is square or triangular and impose cylindrical boundary conditions in the horizontal direction. To write the matrix we return to the convention of specifying row and column indices by the pair (j.26) (11. (11.1. j. k. There are then two cases to consider depending on whether Lh is even or odd.27) The considerations of the previous subsection can readily be extended from free to cylindrical boundary conditions. However. However when Lh is odd there can be no transition cycle which completely loops the lattice and therefore the considerations of the previous section guarantee that for the square lattice the generating function for closest packed dimer conﬁgurations on the cylindrical lattice is c ZLv . The class one transition cycles will be properly included in the Pfaﬃan if the matrix A is given as in the previous case by (11.29). Lh ) = zh for 1 ≤ j ≤ Lv (11.26). k. These Lv transition cycles will be called elementary transition cycles of class two.5 we have a(j. 11. j.7. k. Lv − 1 transition cycles which diﬀer from this one only by a vertical translation. Lh odd As in the previous section we may consider reducing the generating function of close packed dimers to a Pfaﬃan by considering transition cycles between two dimer conﬁgurations speciﬁed by any two permutations p(1) and p(2) . It remains to explicitly write the matrix AF for the square lattice where we separate the bonds into the classes vertical and horizontal for which we use the weight variables zv and zh respectively. One particularly simple class two transition cycle has no vertical bonds and is shown in Fig.Lh = PfAc (11. 11. 11. in addition.Dimers ¿¿ where the matrix A is determined from (11.27) and (11. 1.26) and (11. 1 ≤ k ≤ Lh . k) = (−1)k+1 zv for 1 ≤ j ≤ Lv − 1. k) = zh for 1 ≤ j ≤ Lv . 1 ≤ k ≤ Lh − 1 a(j. 11. this speciﬁcation of arrows is not unique and it is easily veriﬁed that because all class . 1) = −a(j.15) and the orientation lattices of Fig. k + 1.2 Dimers on a cylinder (11. k) Thus from (11.15) and the orientation lattice of Fig. j. k + 1) = −a(j.28) where the elements of the matrices Ac are given by (11.5. k) = −a(j + 1.

27) and (11.¿¿ The Pfaﬃan solution of the Ising model Fig. 11.26). class two transition cycles have only one bond between column Lh and column 1 and thus the orientation parity of an elementary class 2 transition cycle is negative only with the choice (11. j. (11. It is harder because for toroidal boundary conditions the generating function is no longer one Pfaﬃan but is instead the sum of four Pfaﬃans. This case proves to be at the same time both harder and easier than free or cyclic boundary conditions. 1. in addition to transition cycles which do not loop the lattice. For lattices with toroidal boundary conditions we now may have. It is easier because the periodic boundary conditions allow a simple evaluation of Pfaﬃans and determinants by means of Fourier transforms. Furthermore it is straightforward to demonstrate that if class one transition cycles and elementary class two transition cycles are counted properly that all class two transition cycles are counted properly. one transition cycles must have an even number of bonds which connect column Lh with column 1 that the matrix given by (11. However.30) works just as well. 11. Lh .7 An elementary class two transition cycle on a cylinder. However. This generalization was noted in the original articles [9.3 Dimers on lattices of genus g ≥ 1 The ﬁnal type of boundary conditions we need to investigate are toroidal boundary conditions where the lattice is periodic in both the vertical and horizontal directions.1.30). transition cycles which loop the torus v .1. 17] they have not been greatly studied because 1) no one has discovered how to explicitly evaluate the Pfaﬃans and 2) they are of marginal interest in statistical mechanics. j. (11.26). However.30).4. the identical problem has more recently arisen in contexts other than statistical mechanics where surfaces of higher genus are of physical interest and thus we will state the general results for future reference.27) and a(j. Therefore we have shown that (11. 10] which derived the results for the toroidal case but until rather recently [16. Lh ) = −zh for 1 ≤ j ≤ Lv (11. 1) = −a(j. We will present the four Pfaﬃan formula in this subsection and explicitly evaluate the related determinants in 11.28) holds with Ac given by (11. our methods are more general than merely dealing with a torus which has genus 1 but will also be applicable to boundary conditions which can be embedded on a surface of genus g in which case the resulting sum of Pfaﬃans will have 22g terms.

11. (11.1. [10].26) and (11. and [14] that for v and h relatively prime that the Pfaﬃans of the four matrices A±± include C0 transition cycles with the signs shown in Table 11.Lh = 1 {−PfA++ + PfA+− + PfA−+ + PfA−− }.27) for all bonds which do not connect row Lv with row 1 or column Lh with column 1.12) of Fig. k. Table 11. j . Indeed.± are given by (11. For the rest of the elements we have the following a±± (j. 1.32) The result (11. k. These signs may be eﬃciently determined by comparing any particular dimer conﬁguration with the conﬁguration C0 (11.1 and 11. k) = −a±± (1. 1) = −a±± (j. 11. Explicit examples for g = 2 given in [17]. Lh . 2 (11. 0) (odd.31) with one matrix for each of the 22g ways that ± signs can be assigned to the 2g loops of the surface and there is a linear combination of Pfaﬃans which correctly gives the generating function [9.32) can be extended to genus g > 1 surfaces there are 22g matrices analogous to (11. there are many ways to do this and in particular we will need the following four diﬀerent matrices A±± where the elements a(j. It is shown in [9].1. Transition cycles where one of the dimer conﬁgurations is C0 are called C0 transition cycles and to correctly compute the generating function it is suﬃcient to include all C0 transition cycles with the same sign.4 Explicit evaluation of the Pfaﬃans Strictly speaking.2 to ensure that all dimer conﬁgurations connected by transitions cycles with v = h = 0 are counted with the same sign. 10]. (h. if all we are interested in is the Ising model we do not need to pursue the dimer problem further.1.even) (even.odd) A++ + − − − A+− + − + + A−+ + + − + A−− + + + − Thus although none of the four matrices includes all C0 transition cycles with the same sign there is a linear combination of the four Pfaﬃans which will correctly give the generating function P ZLv . j. However. k.2 Signs with which C0 transition cycles are included in the Pfaﬃan of A±± . Lv .Dimers ¿¿ times in the vertical direction and h times in the horizontal direction where is it easily seen that h and v must be relatively prime (if they are not both zero).odd) (odd. j.2.1. Lh ) = ±zh 1 ≤ j ≤ Lv a±± (Lv . k )±. 1. It is a simple matter to extend the considerations of 11. k) = ± (−1)k+1 zv 1 ≤ k ≤ Lh . because dimers are interesting as a statistical problem in their own right and because the techniques used will be needed for the Ising model we will complete the study of the dimer problem by explicitly evaluating the .31) Unlike the case of cylindrical boundary conditions the Pfaﬃans of none of the matrices A±± will count all conﬁgurations with the same sign. v) (0.

j . . . . 0 0 0 0 ··· 1 Then. . .±) ¯ values of A1 are zh λk + izv λj where 1 ≤ j ≤ Lv and 1 ≤ k ≤ Lh . k ) = zh [ILv ]j. IN the identity matrix. (11. Then the Lv Lh eigen(Lh . JN = 0 −1 . FN (11. . . . . .±) (Lv . ¯ and calling the resulting matrix A±± we use det[ILv ⊗ TLh ] = (i)Lv Lh /2 . multiplying A±± on the right by ILv ⊗ TLh and on the left by ILv ⊗ (−iTLh ). . . . .± (with Lh even) are written in a compact form by deﬁning ± four N × N matrices. .k . N be the N eigenvalues of JN . .35) To proceed further it is convenient to deﬁne for even N one more N × N matrix: i 0 0 0 ··· 0 0 1 0 0 ··· 0 0 0 i 0 ··· 0 TN = 0 0 0 1 · · · 0 (11.¿ ¼ The Pfaﬃan solution of the Ising model Pfaﬃans by means of the determinental formula (11. . .33) Then the matrices A±± are written in a direct product notation as ± ± A±± = zh ILv ⊗ JLh + zv JLv ⊗ FLh (11. . . .±) det[ILv ⊗ (−iTLh )] = (−i)Lv Lh /2 (11. . .j [FLh ]k. . . ±1 0 0 0 0 0 · · · −1 0 ∓1 0 0 0 0 . . Toroidal (periodic) boundary conditions The four matrices A±. . . (N . We proceed in the opposite order from that used in the derivation of the generating functions in terms of the Pfaﬃans and consider toroidal (periodic) boundary conditions ﬁrst.37) (11. to obtain ¯ detA±± = detA±± where ± ± ¯ A±± = zh ILv ⊗ JLh + izv JLv ⊗ ILh .39) ± Let λk with k = 1. . . k. . . . . . . · · · . . . . Then .j [JLh ]k. . . . . . . . . FN (with N even) and JN where 1 0 0 0 ··· 0 0 1 0 −1 0 0 · · · 0 −1 0 0 0 1 0 ··· 0 ± = 0 0 0 −1 · · · 0 . . and cyclic and free boundary conditions later. .34) where the labeling of the basis is such that ± ± a±± (j. .36) . . .9). .38) (11.k + zv [JLv ]j. 0 · · · 0 −1 0 0 ··· 0 1 ··· 0 0 ··· 0 .

42)–(11. First.42) (11. (11.44) reduce to the three equations α ∓ αN −1 = λ −α + α = λ ±α−N +1 − α−1 = λ and these three equations are identical if αN = ±1.±) + izv λj (Lv . the matrix elements are of the form aj.50) (11.44) (11. Correspondingly JN is called near cyclic.46) (11.40) we obtain Lv Lh detA++ = j=1 k=1 2izh sin 2πk 2πj − 2zv sin Lh Lv (11.+) −1 (11.47) (11.k = aj−k . (11.51) (n.41) + Matrices of this form are called Toeplitz.Dimers Lv Lh ¿ ½ detA±± = j=1 k=1 [zh λk (Lh .54) .−) (11.53) =e πi(2n−1)/N −e −πi(2n−1)/N = 2i sin(π(2n − 1)/N ). For the speciﬁc case ± at hand eigenvalue equation JN v = λv is explicitly written in component form as v2 ∓ vN = λv1 −vk−1 + vk+1 = λvk for 2 ≤ k ≤ N − 1 ±v1 − vN −1 = λvN .49) = e2πikn/N =e πik(2n−1)/N (11. we note for JN that if the ﬁrst row is transposed to the bottom of the matrix and the ﬁrst column is transposed to the extreme right of the matrix the matrix is transformed into itself.+) = e2πin/N − e−2πin/N = 2i sin(2πn/N ) (N λn . We note that JN has two important properties.−) vk and the corresponding eigenvalues as (N λn .48) (11. Using (11. Toeplitz matrices of − this form are called cyclic.43) (11.53) in (11.± ) ].52) (11. Therefore the N eigenvectors with 1 ≤ n ≤ N are vk (n.40) ± ± It remains to calculate the eigenvalues of JN . The eigenvalues of (near) cyclic matrices are easily evaluated.45) and then ﬁnd that the N equations in (11. We seek a solution of the form vk = αk (11. Second.

60) The square roots in this expression are only apparent because.61) JN = 0 −1 0 · · · 0 0 .59) to make the three nonzero Pfaﬃans positive for zv . . . Thus using PfA = ±(detA)1/2 (11.59) and (11. . (11.55) detA−+ = j=1 k=1 Lv Lh 2izh sin (11.28) boundary conditions we deﬁne one further N × N matrix 0 1 0 ··· 0 0 −1 0 1 · · · 0 0 (11. . 0 and write − Ac = zh ILv ⊗ JLh + zv JLv ⊗ FLh .56) detA−− = j=1 k=1 2izh sin (11.Lh 1 = { 2 Lv Lh /2 2 4zh sin2 j=1 k=1 Lv Lh /2 2πk π(2j − 1) 2 + 4zv sin2 Lh Lv 1/2 + j=1 k=1 Lv Lh /2 2 4zh sin2 π(2k − 1) 2πj 2 + 4zv sin2 Lh Lv 1/2 + j=1 k=1 2 4zh sin2 π(2k − 1) π(2j − 1) 2 + 4zv sin2 Lh Lv 1/2 }. zh > 0 and using the fact that Lh is even by deﬁnition we obtain the ﬁnal result P ZLv . . . . in each of the three terms.62) . the factors in the bracket in the double products are either perfect squares or they occur in pairs. . .25) and cylindrical (11. . . 0 0 · · · −1 0 AF = zh ILv ⊗ JLh + zv JLv ⊗ FLh .57) In A++ the term in the product with j = Lv and k = Lh vanishes for all zv and zh and hence (11.57) in (11.58) PfA++ = (detA++ )1/2 = 0. .¿ ¾ The Pfaﬃan solution of the Ising model Lv Lh detA+− = j=1 k=1 Lv Lh 2izh sin 2πk π(2j − 1) − 2zv sin Lh Lv π(2k − 1) 2πj − 2zv sin Lh Lv π(2k − 1) π(2j − 1) . . choosing the signs in (11.32).55)–(11. . Free and cylindrical boundary conditions To explicitly evaluate the Pfaﬃans of AF and Ac for the generating functions of free (11. − 2zv sin Lh Lv (11. (11. . . .

) ).63) The eigenvalues of JN are obtained by writing the eigenvalue equation in component form v2 = λv1 −vk−1 + vk+1 = λvk for 2 ≤ k ≤ N − 1 −vN −1 = λvN which is equivalent to −vk−1 + vk+1 = λvk for 1 ≤ k ≤ N with the boundary conditions v0 = vN +1 = 0. (11. + − From (11.70) (11.66) (11.64) (11.71) and (11.Dimers ¿ ¿ As for the case of the previous subsection we compute the determinants of these matrices by ﬁrst multiplying on the right by ILv ⊗TLh and on the left by ILv ⊗(−iTLh ). N +1 (11.69) (11.67) α − α−1 = λ.70).71) (11. detAF = j=1 k=1 (zh λk (Lh . To satisfy the boundary conditions (11.73) and thus we ﬁnd for 1 ≤ n ≤ 2(N + 1) α± = ∓exp ∓πi(2n−1) N even 2(N +1) ∓exp ∓πin N odd. (N . ) ).68) (11.65) (11.74) . (11. ) Thus denoting the eigenvalues of JN by λk we have Lv Lh Lv Lh detAc = (zh λk j=1 k=1 (Lh .65) is vk = Aαk + Bαk + − where α+ and α− satisfy Therefore α± = and in particular α+ α− = −1.−) + izv λj (Lv . 1 [λ ± (λ2 + 4)1/2 ] 2 (11.66) we need v0 = A + B = 0 vN +1 = AαN +1 + BαN +1 = 0.72) we have α+ 2(N +1) (11.72) = (−1)N +1 (11. The most general solution to the second-order diﬀerence equation (11. ) + izv λj (Lv .

for N even.77) in (11. 2(N + 1) N +1 (11.Lh = k=1 2zh cos πk Lh + 1 (Lv −1)/2 2 4zh cos2 j=1 πk πj 2 + zv cos2 . N even N odd.¿ The Pfaﬃan solution of the Ising model so the eigenvalues λN . 2i sin .69) we see that each λ = 2i has two distinct eigenvectors.81) Lh + 1 Lv + 1 11.28) positive to obtain the desired results for Lv and Lh even Lh /2 Lv /2 c ZLv . (11. if n = N +1 then λ = −2i and this value of λ has only the trivial eigenvector vk = 0.5 Thermodynamic limit It remains to compute the thermodynamic limit Lv .75) and therefore we extract a nondegenerate set by setting for 1 ≤ n ≤ N + 1 n= n + n + N +2 2 .Lh = [detAc ]1/2 = k=1 j=1 Lh /2 Lv /2 F ZLv .1.75) From (11.79) and for Lv odd and Lh even Lh /2 c ZLv . (11. N +1 1 ≤ n ≤ N. N +1 2 .78) + zv cos2 Lh Lv + 1 πk πj 2 + zv cos2 Lh + 1 Lv + 1 (11.Lh = [detAc ]1/2 = k=1 j=1 2 4zh cos2 2 4zh sin2 π(2k − 1) πj 2 (11. are contained in the set for 1 ≤ n ≤ 2(N + 1) n 2i sin πn π(2n − 1) . for N odd. (11.76) However. The result is the same for all boundary conditions and thus we ﬁnd that . Therefore we ﬁnd the desired result λN .25) and (11.63) and choose the sign of the square root to make the Pfaﬃans in (11. = 2i cos n πn . The products may all be written as the exponential of the sum of the logarithms and to leading order the sums may be replaced by integrals in the thermodynamic limit. Each eigenvalue is counted twice in the set (11.53) and (11. Lh → ∞ of the dimer generating functions computed above.77) We now use (11.Lh = k=1 2zh sin π(2k − 1) Lh (Lv −1)/2 2 4zh sin2 j=1 π(2k − 1) πj 2 + zv cos2 Lh Lv + 1 (11.80) Lh /2 F ZLv .

37)– (10. The generating function for the toroidal lattice is computed to be [19] .8 The orientation lattice for the triangular lattice with free boundary conditions.8.Lh = lim (Lv Lh )−1 ln ZLv . In particular. the modulus is τ = iLv zh /Lh zv (11. the generating function for toroidal boundary conditions. which on the lattice consists of three separate terms.1. many other problems have been solved.Lh = 1 2 θ2 (0|τ ) η(τ ) 2 + θ3 (0|τ ) η(τ ) 2 + θ4 (0|τ ) η(τ ) 2 SQ exp(fd Lv Lh ) (11. Cylindrical and toroidal boundary conditions are treated exactly as for the square lattice.84) and multiplicative corrections are of order (ln Lv Lh )3 /Lv Lh .40). Fig.Lh Lv →∞ Lh →∞ c P = lim (Lv Lh )−1 ln ZLv . 11.Lh Lv →∞ Lh →∞ Lv →∞ Lh →∞ = (2π)−2 0 π π dθ1 0 2 2 dθ2 ln[4(zv sin2 θ1 + zh sin2 θ2 ]. Triangular lattice The Pfaﬃan for the triangular lattice with free boundary conditions is obtained from the orientation lattice of Fig.6 Other lattices and boundary conditions We have illustrated the general theory of close packed dimer statistics with the explicit computation for the square lattice. 11. has been more accurately expanded [18] as P ZLv . 11. However. and we conclude this section by surveying the results.83) where η(τ ) and the theta functions of zero argument θi (0|τ ) are deﬁned by (10.Dimers ¿ SQ F fd = lim (Lv Lh )−1 ln ZLv . if we expand these generating functions beyond leading order they are no longer equal. (11.82) However.

20]. A Klein bottle is obtained by imposing periodic boundary conditions on the free boundary of the Moebius strip as shown on the right in Fig. The Moebius strip has boundary conditions twisted as shown on the left in Fig. 11.60) in that now all four Pfaﬃans are nonzero. The generating function for dimer conﬁgurations on both these lattices is given as a single Pfaﬃan [16.86) A more accurate expansion for Lv . The Pfaﬃans may be explicitly evaluated [20] as . 11.Lh Lv →∞ Lh →∞ c P = lim (Lv Lh )−1 ln ZLv . (11.83) for the square lattice with zd = 0. Moebius strips and Klein bottles The discussion of boundary conditions of the previous sections can be extended to lattices on nonorientable surfaces [16]. zh .85) This diﬀers from the corresponding result for the square lattice (11.¿ The Pfaﬃan solution of the Ising model PT ZLv .Lh = lim (Lv Lh )−1 ln ZLv .87) which does not have the theta function terms of the result (11.Lh = v 1 {− 2 j=1 L Lh /2 2 4zh sin2 k=1 2 4zh sin2 2πk 2πj 2 2 + 4zv sin2 + 4zd cos2 Lh Lv 2πk 2πj + Lh Lv 1/2 Lv Lh /2 + j=1 k=1 Lv Lh /2 2πk π(2j − 1) 2 2 + 4zv sin2 + 4zd cos2 Lh Lv π(2k − 1) 2πj 2 2 + 4zv sin2 + 4zd cos2 Lh Lv π(2k − 1) π(2j − 1) 2 + 4zv sin2 Lh Lv π(2k − 1) π(2j − 1) + Lh Lv 1/2 2πk π(2j − 1) + Lh Lv π(2k − 1) 2πj + Lh Lv 1/2 1/2 + j=1 k=1 Lv Lh /2 2 4zh sin2 + j=1 k=1 2 4zh sin2 2 +4zd cos2 }. (11.Lh Lv →∞ Lh →∞ Lv →∞ Lh →∞ = (2π)−2 0 π π dθ1 0 2 2 2 dθ2 ln[4(zv sin2 θ1 + zh sin2 θ2 + zd cos(θ1 + θ2 )].Lh = efb Lv Lh (1 + O(econstLv Lh )) (11. In the thermodynamic limit the leading term in the generating function is the same for all boundary conditions and thus for the triangular lattice T F fd = lim (Lv Lh )−1 ln ZLv .9. zd > 0 is T T ZLv .9 where the horizontal bonds at the end of the lattice are identiﬁed as shown. Lh → ∞ for toroidal boundary conditions with zv .

and write the partition function as IP ZLv . (11.Lh +1 ≡ σj.2 The Ising partition function We now turn our attention to the topic of principal interest. We treat the case of toroidal and cylindrical boundary conditions separately and for cylindrical boundary conditions we will be able to let an external magnetic ﬁeld interact with the boundary row of spins.k (11.k σj+1.Lh = σ=±1 e−βE = σ=±1 σ=±1 Lv Lh exp βE h Lv Lh Lv Lh σj. We will solve this problem by reducing it to the computation of the generating function of dimers on a related “counting” lattice.k ≡ σ1. the computation of the partition function for the Ising model at H = 0 deﬁned by the interaction energy Lv Lh Lv Lh E = −E h j=1 k=1 σj.k σj.k σj+1.2.k+1 − E v j=1 k=1 σj. 11.1 Toroidal (periodic) boundary conditions We impose periodic boundary conditions by setting σj.k and σLv +1.k σj+1.k = ±1.k j=1 k=1 = eβE j=1 k=1 h . 11.91) j=1 k=1 .Lh = L L /2 zh v h Re (1 [Lv /2] Lh − i) j=1 k=1 π(4k − 1) 2i(−1)Lv /2+j+1 sin + Xj 2Lh (11.89) 11.88) where Xj = 2(zv /zh ) cos Lπj for the Moebius strip v +1 π(2j−1) 2(zv /zh ) sin Lv for the Klein bottle.k+1 + βE v j=1 k=1 Lv Lh v σj.1 1 2 3 4 5 6 6 5 4 3 2 1 1 2 3 4 5 6 1 (a) 2 The Ising partition function 3 4 5 6 6 5 4 3 2 1 ¿ 2 3 (b) 4 5 6 Fig. (11.9 Moebius strip (a) and Klein bottle (b) boundary conditions on a square lattice.k σj. ZLv .k .90) where σj.k+1 eβE σj.k σj.k σj.

e−βE if σσ = −1 (11.k ) σ=±1 j=1 k=1 (11. Fig.k = ±1 is taken.k 2 vanishes when the sum over σj.k+1 )(1 + zv σj.q is the number of conﬁgurations with the following properties: i) each bond between nearest neighbors can be used at most once.95) and thus we ﬁnd IP ZLv . Any term with a factor σj. iii) each ﬁgure has p horizontal and q vertical bonds. An example of such a ﬁgure on a portion of a square lattice is given in Fig. since σ may only take on the values ±1. .k σj+1.96). ii) an even number of bonds terminate at each vertex. (11.94) 3 We now expand the products over j and k. 11.¿ The Pfaﬃan solution of the Ising model Now.q zh zv (11.k σj.10.Lh = (cosh βE h cosh βE v )Lv Lh (1 + zh σj.10 A polygon ﬁgure on a portion of a square lattice which contributes to the Ising partition function of (11.96) where Np.k = 4 σj.k = 1 and 1 = 2Lv Lh all σ=±1 (11.Lh = (2 cosh βE h cosh βE v )Lv Lh p.92) Therefore we may write the partition function as Lv Lh IP ZLv .93) where zv = tanh βE v and zh = tanh βE h .q p q Np. For all other terms we use σj.k or σj. 11. we have eβEσσ = eβE if σσ = 1 = cosh βE + σσ sinh βE.

11 The six-site cluster used to convert the Ising problem into a dimer problem.The Ising partition function ¿ We evaluate this generating function by mapping it to a problem of close packed dimers. Fig. 11.11. We call this dimer lattice the “counting lattice”. 11. 11. . 11. ISING DIMER ISING DIMER (1) (5) (2) (6) (3) (7) (4) (8) Fig.12. There is a one to one correspondence between closed polygon conﬁgurations on the Ising lattice and close packed dimers on the counting lattice as is veriﬁed by the map of Fig.12 The one-to-one equivalence of the Ising model vertex conﬁgurations to dimer conﬁgurations on the six-site cluster. This is done by replacing each site of the square lattice where four bonds intersect by the cluster of six sites shown in Fig.

Thus we have .97) ¯ where the matrices AIP are 6Lv Lh × 6Lv Lh matrices speciﬁed in the interior by the ±± oriented lattice of Fig. 11. the vertical bonds between U and D sites are zv and the horizontal bonds between R and L sites are zh . 1.13 A portion of the dimer counting lattice with six-site clusters. U. L. k) of the original Ising lattice and the six indices R. Hence we have reduced the computation of the partition function of the Ising model to a problem in dimer statistics. U L 1 D U L 2 1 D U L 2 1 D R L 2 1 D R R L 2 1 D U L 2 1 D R R R 2 1 D R L 2 1 D U L 2 1 D U R R U U L 2 U Fig. This dimer problem is solved by the methods introduced in the previous section.¿ ¼ The Pfaﬃan solution of the Ising model Therefore if the weights on the six internal sites of the dimer counting lattice are set equal to one and the weights of the original horizontal and vertical bonds are called zh and zv then the generating function for close packed dimers with these weights on the counting lattice is equal to the generation function for polygons on the Ising lattice.13. 2 for the six sites of the cluster as indicated in Fig. 11. We label the elements of the matrix by the site (j. The bonds internal to the six-site clusters have weight 1. Because we are studying periodic boundary conditions the generating function is given by the linear combination of four Pfaﬃans IP ZLv . D.Lh = 1 ¯ ¯ ¯ ¯ {−Pf AIP + Pf AIP + Pf AIP + Pf AIP } ++ +− −+ −− 2 (11. 11.13.

k)±± . k)±± = −(A ) (1. Lh )±± = ±AIP (j. j. it is trivially ±± possible to ﬁnd 4Lv Lh × 4Lv Lh matrices AI ±± such that ¯ Pf AIP = ±(detAIP )1/2 . 1 ≤ j ≤ Lv IP IP T ¯ ¯ ¯ A (Lv . Lv . k. 1. k. However. add column 2 to column L and subtract column 2 from column D we have ¯±± detAIP = detAIP ±± where (11. (11. k. k. k + 1)±± = −(AIP )T (j. k)±± R L U = D 1 2 0 0 −1 0 0 1 0 0 0 −1 1 0 1 0 0 0 0 −1 0 1 0 0 −1 0 0 −1 0 1 0 1 −1 0 1 0 −1 0 for 1 ≤ j ≤ Lv 1 ≤ k ≤ Lh (11. k)±± R 0 0 0 0 0 0 L 0 0 0 0 0 0 U 0 0 0 zv 0 0 for 1 ≤ j ≤ Lv − 1 = D 0 0 0 0 0 0 1 ≤ k ≤ Lh 1 0 0 0 0 0 0 2 0 0 0 0 0 0 (11. j.99) (11. j. ±± ±± (11. Lh . 2.100) ¯ ¯ ¯ AIP (j. k. k)±± = −(AIP )T (j + 1. 1)±± = −(AIP )T (j. j. add column 1 to column U . k + 1.102) ¯ The dimensions of the matrices AIP are 6Lv Lh × 6Lv Lh . j.The Ising partition function ¿ ½ ¯ AIP (j. k. j k )±± we subtract column 1 from column R. k)±± = ± AIP (1. j. (11. 1 ≤ k ≤ Lh .104) . 1. j + 1. k)±± R 0 zh 0 0 0 0 L 0 0 0 0 0 0 U 0 0 0 0 0 0 for 1 ≤ j ≤ Lv = D 0 0 0 0 0 0 1 ≤ k ≤ Lh − 1 1 0 0 0 0 0 0 2 0 0 0 0 0 0 ¯ ¯ AIP (j. 2)±± . 1.98) ¯ ¯ AIP (j. k.101) ¯ We will compute the Pfaﬃans of AIP by using ±± ¯±± ¯±± Pf AIP = ±(detAIP )1/2 . k. j.103) ¯ This is done by noticing that if in every 6 × 6 submatrix AIP (j.

. j . We now turn to the evaluation of detAIP ±± 0 1 0 0 . . . ± HN = . U L R D Fig. .107) The matrices H (H ) are (near) cyclic matrices and therefore their eigenvalues are computed by the methods of section 11. k )±± with the rows and columns labeled 1 and 2 removed. j. k)±± = U 1 −1 0 1 1 1 −1 0 D IP ¯ and all other elements A (j. 11.106) and then writing AIP in a direct product notation as ±± 0 1 −1 −1 −1 0 1 −1 AIP = ±± 1 −1 0 1 ⊗ ILv ⊗ ILh 1 1 −1 0 0 zh 0 0 0 0 0 0 0 0 −zh 0 ± + 0 0 0 0 ⊗ ILv ⊗ HLh + 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ± + 0 0 0 zv ⊗ HLv ⊗ ILh + 0 0 0 0 0 −zv 0 0 0 0 + − 0 0 0 0 0 0 ⊗ H ± T ⊗ ILh . . k. 0 0 ±1 0 . . . k.14 A representation of the matrix AIP (j. N. The matrix AIP (j.1 to be e2πin/N and eπi(2n+1)/N respectively ± for n = 1.14. We do this by ﬁrst deﬁning 0 ··· 0 1 ··· 0 . Lv 0 0 0 0 ⊗ ILv ⊗ H ±T Lh 0 0 (11. k)±± can be given an interpretation in terms of a nonplanar graph as indicated in Fig 11. k )±± are identical to AIP (j. k)±± as an oriented nonplanar graph. . Furthermore the matrices HN are unitary . k. . k. j. . j . j. .105) AIP (j. k. 0 ··· 1 0 ··· 0 (11. .¿ ¾ The Pfaﬃan solution of the Ising model 0 1 −1 −1 R L −1 0 1 −1 (11. · · · .

. 0 (11. . . ··· 1 ··· ··· . θv ) = (11. . e−2πi/N 0 = . . 0 0 e−4πi/N . . . . then −T U HN U −1 e−πi/N 0 = . .113) + − where the products over θk = 2πn/Lk and θk = π(2n − 1)/Lk for k = v. 0 (11. .110) and similarly if − U HN U −1 eπi/N 0 = . 0 (11. . . 0 0 e−3πi/N . .97) thus completes the exact evaluation of the partition function of the two-dimensional Ising model at H = 0 ﬁrst obtained by Kaufman [2] which was . .114) iθv . . 0 0 . h and 0 1 + zh eiθh −1 −1 −1 − zh e−iθh 0 1 −1 AIP (θh . θv ) (11. .109) 0 ··· 1 ··· 0 ··· 0 .111) · · · −1 ··· ··· . . . 0 0 .108) (11. . . . .. . .115) Using this in (11. . . .The Ising partition function ¿ ¿ H ± H ±T = 1 and therefore the diagonalizing matrix U has the property that if 2πi/N e 0 ··· 0 0 e4πi/N · · · 0 + U HN U −1 = . 1 −1 0 1 + zv e 1 1 −1 − zh e−iθv 0 It is now straightforward to compute the determinant of the 4 × 4 matrix AIP (θh . θv ) and thus we ﬁnd detAI ±± = ± ± θh θv 2 2 2 2 [(1 + zh )(1 + zv ) − 2zh (1 − zv ) cos θh − 2zv (1 − zh ) cos θv ]. . . . . . .112) · · · −1 ± ± Therefore we evaluate by ﬁrst transforming HLv and HLh into diagonal form by a similarity transformation to obtain detAIP ±± detAIP = ±± ± θh ± θv detAIP (θh . . . . (11. 0 0 e3πi/N . 0 then +T U HN U −1 (11.

k (11.2.k − Hb k=1 σ1. we impose cyclic boundary conditions only in the horizontal direction we can let the boundary row interact with an external magnetic ﬁeld and the problem is still solvable by dimer methods. 11.120) The methods used above for the toroidal lattice reduce this problem to a dimer problem on the counting lattice of Fig.Lh Lv →∞ Lh →∞ 2π 2π 1 2 2 = ln(2 cosh βE h cosh βE v ) + (2π)−2 dθh dθv ln[(1 + zh )(1 + zv ) 2 0 0 2 2 − 2zh (1 − zv ) cos θh − 2zv (1 − zh ) cos θv ] 1 = ln 2 + (2π)−2 2 2π 2π dθh 0 0 dθv ln[cosh 2βE h cosh 2βE v − sinh 2βE h cos θh − sinh 2βE v cos θv ].2 Cylindrical boundary conditions When. instead of using toroidal boundary conditions.k σj. For real zv and zh the factors in the product (11. Thus we ﬁnd that the partition function is given as a single Pfaﬃan (11.15 where the magnetic ﬁeld is included by introducing an extra row of spins at j = 0 with horizontal weights of unity and vertical weights of z = tanh βHb .121) . The thermodynamic limit can now be explicitly taken and thus we ﬁnd the famous result of Onsager [1] presented in chapter 10 that the free energy is IP −FI /kB T = lim (Lv Lh )−1 ln ZLv .¿ The Pfaﬃan solution of the Ising model presented in chapter 10. Thus we consider Lv Lh Lv −1 Lh Lh E = −E h j=1 k=1 σj. For the value of the temperature T determined by (11.117) we have detAIP = 0 ++ (11.117) which is the condition for the critical temperature Tc discussed in chapter 10.115) are nonnegative and bounded below by (|zv zh | + |zv | + |zh | − 1)2 .k σj+1.117) (11. θv . (11.k+1 − E v j=1 k=1 σj.118) and the expression for the partition function reduced to the sum of three terms just as it did for dimers on the square lattice.119) This integral fails to be analytic as a function of T at the point determined by (11. 11.116) + + there is a vanishing factor in the product over θh . When the temperature is chosen such that zv zh + zv + zh − 1 = 0 (11.

122) where the matrix is determined from Fig. 11.N σN.124) .3.k σj.15 with the horizontal arrows connecting columns Lh and 1 in the direction opposite to all other horizontal arrows.N Ic−1 σM.N j=1 k=1 (1 + zh σj. We illustrate the method in detail for the correlation of two spins in the same row. We also consider the correlation on the diagonal σN .N = σM . z z z z 1 1 1 Ising 1 1 1 Dimer Fig.123) where for purposes of illustration we have (temporarily) chosen cylindrical boundary conditions.N e−βE (11. 11.15 The counting lattice for the Ising model on a cylinder with a magnetic ﬁeld on the boundary row j = 1 and the corresponding oriented dimer lattice with four-site clusters.N σM. The results were presented in chapter 10. 11. we may also obtain expressions for correlation functions of any number of spins in terms of determinants [22].k σj+1.92) and thus we ﬁnd σM .N The two-point function σM σM . 11.Lh = (2 cosh βE h )Lv Lh (cosh βE v )Lh (Lv −1) PfAIc v (11.k+1 ) j=1 k=1 (1 + zv σj. (11. The magnetic ﬁeld is included by introducing an extra row of spins at j = 0 with horizontal weights of unity and vertical weights of z = tanh βHb .N σM.N is deﬁned by 1 Ic ZLv .Lh σ=±1 σM.N . The exponentials in the numerator of (11. The evaluation of this Pfaﬃan was carried out in [21].123) may be expanded using (11.1 The correlation σM.Correlation functions ¿ ZlIc.N and near the boundary of a cylinder. in addition to computing the partition function.3 Correlation functions The great virtue which the combinatorial method as presented above has over the original method of Onsager [1] and over the methods based on the star–triangle equation [11.k ).Lh Lv Lh Lv −1 Lh σM σ=±1 .N σM. 12] is that.N = (cosh βE h )Lh Lv (cosh βE v )Lh (Lv −1) ZLv .N σM.

N and M.k σj+1. It follows that the numerator can be written as the Pfaﬃan of a matrix Ac . M +1 M M −1 N N zh −1 zh −1 zh −1 zh zh Fig. The expression in the numerator of (11.N as N σM. N ) and (M. k with k = N + 1.N σM.k σj.127) is of the form of a partition function for an Ising counting lattice with the bonds zk on the path connecting the sites M.123) which involving the same nearest neighbor pairs using the identity σσ (1 + zσσ ) = z(1 + z −1 σσ ). N −1 with M.16. · · · .126) Thus for the straight line path we may write the correlation function σM.125) Then we may multiply (11. (11.k ) (11.N ).k and 1 + zh σj. Thus we have .127) j=1 k=1 j=1 k=1 h where k=1 means that the terms with j = M and N ≤ k ≤ N − 1 which are on the path are omitted.k+1 ) Ic ZLv . On each of the sites j.124) can be rewritten as a partition function on a new modiﬁed lattice which can also be expressed as a Pfaﬃan.N +1 )(σM.N and σM. N replaced by zh as illustrated in Fig.N σM.125) by the factors 1 + zv σj.N −1 σM.N +2 ) · · · (σM.k σm.N 2 insert the factor of 1 = σj.k+1 in (11. N by any path on the lattice we wish.k and associate the factors into nearest neighbor pairs as (for the example of the straight line path) σM.N = (σM.Lh σ=±1 k=0 × L Lv Lh (1 + zh σj.k σj+1.16 The Ising counting lattice with the bonds zh on the straight line path connecting −1 sites (M. 11. N − 1).k σj.N σM.N σM. (For example we may consider the straight line path which uses the sites M.N = (cosh βE h )Lh Lv (cosh βE v )Lh (Lv −1) zh −N N −N −1 1 −1 × (1 + zh σM. (11.¿ The Pfaﬃan solution of the Ising model The key step is now to show that the numerator in (11.k+1 ) Lv −1 Lh (1 + zv σj. 11. Connect the spins at M. N ) replaced by zh . k on the path between σM.N +1 σM.

. . . Therefore we obtain σM. k) = U 0 0 D 0 0 0 0 0 0 (11. N + 1.. . M. . N )RR . . . N − 1)LR · · · A−1 (M. . . . M . M.131) −1 with y0 = zh − zh . M. .132) and y −1 is trivially computed. . N − 1)LR −1 +(zh − zh )−1 . 2(N −N ) det(1 + AIc−1 δ) (11. N . k + 1. . . y= MN − 1 R MN + 1 L MN + 2 L . −1 · · · A (M. N + 2. . . . .N = zh −N PfAc /PfAc ¿ (11. . . . . . . .129) if N ≤ k ≤ N −1 and zero otherwise. . k. 0 ··· 0 ··· . N )RR A−1 (M. MN L 0 y0 0 . . ··· 0 · · · A−1 (M. M.N 2 = zh = zh 2(N −N ) 2(N −N ) det(AIc + δ)/detAIc = zh dety det(y −1 + Q). . . . . . . . . N )LR . . . 0 0 0 y0 · · · 0 .. 0. .N σM.N A −1 2 2 = (1 − zh )2(N −N ) A−1 (M. . we ﬁnd σM. . if we deﬁne y as the 2(N −N )×2(N −N ) submatrix of δ in the subspace where δ does not vanish identically and if we deﬁne Q as the 2(N − N ) × 2(N − N ) submatrix of AIc−1 in this same subspace. . . . M. k + 1) = −δ T (0. . 0. N + 1. N )LR 0 (M. Therefore −1 dety = (zh − zh )2(N −N ) (11. . (11. . . N − 1)RR . . · · · A−1 (M. M. N + 2. .N σM. N . N − 1)RR · · · A−1 (M. Thus. . N − 1)LR .129) MN R MN + 1 R .130) Explicitly we see from (11. M. . . .128) 0 0 0 0 where the diﬀerence δ = Ac − Ac is given by −1 R 0 zh − zh L 0 0 δ(0. . M. . . . 0 0 0 ··· 0 0 −y0 · · · 0 0 0 ··· 0 . 0 0 · · · −y0 0 0 · · · 0 0 0 . . . M. . . . N − 1. N + 1. . N )LR × −1 +(zh − zh )−1 −1 A (M. N + 1. . 0 0 ··· 0 0 0 · · · y0 −y0 0 . . .Correlation functions N σM.N σM. . N . . A−1 (M. . .

N + 1)RL .133) · · · A−1 (M. .135) where a = 1 + zh eiθh b = 1 + zv eiθv 2 2 b + b∗ − abb∗ = 1 − zv − zh (1 + zv + 2zv cos θh ) and 2 2 2 2 ∆(θh . θv ) is given by (11. In this limit the matrix elements of AIc−1 needed for (11. N )RL . .133).θv ) (11. . We are most interested here in the case (say M = [Lv /2]) where in the thermodynamic limit the row M is inﬁnitely far from the boundaries of the cylinder. . θv ) = (1 + zh )(1 + zv ) − 2zh (1 − zv ) cos θh − 2zv (1 − zh ) cos θv . N and N this is done in [21] and the results have been used to compute the boundary correlations presented in chapter 10. N )LL . N . N + 1)LL · · · A−1 (M. k)= 1 2π 2π dθh 0 1 2π 2π 0 dθv eiθh (k −k)+iθv (j −j) AIP −1 (θh . . N )RL + 1. θv ) is readily computed as 1 × AIP −1 (θh . . . N . . ··· A−1 (M. It remains to compute the inverse matrix elements needed in (11.137) Thus we see that. N + 1. . N + 1. N + 2. in (11. M. N .114).¿ The Pfaﬃan solution of the Ising model A−1 (M. M. N − 1. M. N )RL −1 −(zh − zh )−1 −1 0 · · · A (M. N + 1)RL −1 −(zh − zh )−1 −1 A (M. M. (11. M. (11. .136) (11. A−1 (M. θv ) = ∆(θh . N + 2. . M. . The inverse of AIP (θh . N − 1. A−1 (M.133) are identical to the corresponding matrix elements of AIP −1 . θv ) 2izv sin θv R b + b∗ − abb∗ 2 − ab∗ 2 − ab L −b ∗ −b + a∗ b∗ b −2izv sin θv −2 + a∗ b∗ 2 − a∗ b ∗ U −2 + a b 2 − ab −2izh sin θh a + a∗ − aa∗ b D −2 + a∗ b∗ −2 + ab∗ −a∗ − a + a∗ ab∗ 2izh sin θh (11. M. M. k. . . N )LL A−1 (M. . For arbitrary M. . N + 1)RL · · · A−1 (M. M.134) where the 4 × 4 matrix AIP (θh . M. N + 1)LL ··· 0 where A−1 ≡ AIc−1 . This matrix ++ is cyclic in both the vertical and horizontal directions and it is easily veriﬁed that the inverse matrix elements (in the thermodynamic limit) are AIP −1 (j . N .133). j.

141) α1 = zh (11. · · · a−N +1 · · · a−N +2 . The result for the square lattice is then regained by letting E d → 0. N )RR = A−1 (M. . N )LL = 0 (11. Using this representation the correlation is computed as a 2N × 2N determinant. N ) along the diagonal bonds. On this triangular lattice we then consider a path of length N which goes from (0. N .N (11. If the path connecting the two spins is chosen to be the stairstep path which goes from (0. 0) to (N. using the RL element of (11. a representation in terms of a determinant of size N × N may be obtained if we ﬁrst consider a triangular lattice with diagonal bonds of strength Ed between (j. k + 1).139) aN −1 aN −2 · · · a0 where an = where C(eiθ ) = with v 1 − zv = e−2E β tanh E h β 1 + zv v −1 1 − zv α2 = zh = e−2E β coth E h β 1 + zv 1 2π 2π 0 dθe−inθ C(eiθ ) 1/2 (11. N .2 The diagonal correlation σ0. As an example of this phenomenon consider the correlation on the diagonal of the square lattice with periodic boundary conditions σ0. .47) that in the thermodynamic limit in the interior of the lattice a0 a1 = .N The result (11.N as an N × N determinant is by no means unique since even the size of the determinant depends on the choice of the path joining the two spins.0 σ0.N σM. However. 0) to (N.135). σ0.N . M.Correlation functions ¿ A−1 (M.3. simplifying the result and noting that because of translational invariance the correlation depends only on N − N we obtain the ﬁnal result (10. carrying out the integral over θv .0 σN. Thus.N reduces to an (N − N ) × (N − N ) determinant. This arbitrariness in the choice of path may often be exploited to ﬁnd useful forms of determinental representations which are diﬃcult to see by merely looking at the determinants themselves. In this limit the 2N × 2N . 11.139) which expresses σ0. M. .142) and the square roots are deﬁned to be positive at θ = π.140) (1 − α1 eiθ )(1 − α2 e−iθ ) (1 − α1 e−iθ )(1 − α2 eiθ ) (11.0 σ0. This problem may be reduced to a dimer problem on a lattice obtained from the triangular Ising lattice by replacing each Ising site by a cluster of six dimer sites [14].0 σN. . k) and (j + 1. . N ) in 2N steps then the construction of the previous subsection gives a determinant of size 4N × 4N.138) so that σM.45)–(10. . a−1 a0 .

Therefore the size of the determinant instead of being 2(2M + N − N ) × 2(2M + N − N ) is only 4M × 4M which has the extremely useful property that it is independent of the separation of the spins N − N .3.¿ ¼ The Pfaﬃan solution of the Ising model determinant for σ0. N ) to (M. α2 = (sinh 2E h β sinh 2E v β)−1 . if a straight line path is drawn from (M. N ) to (0.15 where an extra row (called zero) of spins which interact with themselves with inﬁnite strength has been added to incorporate the magnetic ﬁeld we may draw an alternative path consisting of a vertical line from (M. On the segment of this path from (0. N ).N is given by the Toeplitz determinant (11.0 σN. N ) and a vertical line from (0. N ). This representation was ﬁrst used in [21] to obtain the results presented in chapter 10.143) Full details are given in [14.0 σN.N σM. N ) the replacement of the weight x → x−1 results in no change at all because x = 1.N on row M which is a ﬁxed distance from the boundary of the cylindrical lattice which has a magnetic ﬁeld interacting with the spins in row 1.47) is obtained that the diagonal correlation σ0. N ) to (M. pp186–199] 11. Again. N ) to (0. N ) the correlation is computed as a 2(N − N ) × 2(N − N ) determinant. This is the reason why correlation functions at a ﬁnite distance from the boundary of the cylindrical lattice may be studied in an elementary manner. N ) to (0.139) with α1 = 0.3 Correlations near the boundary As the ﬁnal example of the arbitrariness in the choice of path in the computation of correlation functions consider σM. 11. However. on the expanded lattice of Fig.N 2 reduces to the square of a N × N determinant and the simple result (10. a horizontal line from (0. (11. .

C. [13] G. Fendley. 36 (1964) 856–871. Hurst and H. [8] P. 8 (1967) 2332–2339. Phys. Phys. Fisher. A11 (1978) 2463–2473. McCoy. D. [3] B. McCoy and T. [10] P. J. J. Phys. J.H. Rev. The statistics of dimers on a lattice 1. Phys. Phys. 4 (1963) 287–293. Theo.Enting. Rev. ed. Rev.G.T. Exactly solved models in Statistical Mechanics. [19] P.W. [12] R. The combinatorial method and the two dimensional Ising model. Dimer statistics and phase transitions. 88 (1952) 1332–1337. Partition function evaluated by spinor analysis.Phys. . Two-dimensional Ising model as a soluble problem in many fermions. B623 [FS]( 2002) 439–473.Math. Academic Press.J. (Kyoto) 13 (1955) 38–46. [4] T. B 78 (2002) 198–231. Crystal statistics III. [2] B. [14] B. New solution of the Ising problem for a rectangular lattice. Phys. [9] P. [17] R. Onsager.W. Matchings in graphs on non-orientable surfaces. Ferdinand. Crystal statistics I. Rev. Statistical mechanics of dimers on a quadratic lattice. [7] C. Short-range order in a binary Ising lattice. Phys. Harary. Kaufman. Ward. R. Kasteleyn. Rev.Math. Phys. J.References [1] L.M. New York 1967) 43. Onsager. Phys. Phys. J. Prog.Chem. [18] A. Phys. Kac and J. F. Nucl. Mod.W. [6] R. 76 (1949) 1244–1252. Ward.(Academic Press. The statistical problem in cooperative phenomena. 7 (1966) 1776–1781. A two dimensional model with an order-disorder transition. Sondhi.C. 399th solution of the Ising model. Potts and J. Mattis and E. Kasteleyn in Graph theory and theoretical physics.B. Dimers and the critical Ising model on lattices of genus > 1. 33 (1960) 1059. Wannier.E. 65 (1944) 117–149.J. Theo. 76 (1949) 1232–1243. [5] M. Physica 27 (1961) 1209–1225. Lieb. Phys. Green.A. [15] M. The number of dimer arrangements on a quadratic lattice.E. Tesler. [11] R.C. Baxter and I. Schultz. Costa-Santos and B. A combinatorial solution of the two-dimensional Ising model. Rev. Kasteleyn.17 (1945) 50–60.S. Mod.D. Comb. J.L. On the dimer solution of planar Ising models. The two dimensional Ising model (Harvard University Press 1973). Classical dimers on the triangular lattice.H. London (1982). Rev. Baxter. Crystal statistics II. [16] G.Math. Wu.M. Moessner and S. B66 (2002) 214513-(1–14). Kaufman and L. Phys.

McCoy and T. Ward. 162 (1967) 436–475.T. Correlations and spontaneous magnetization of the two-dimensional Ising model.W. Phys. R. IV. Wu. A 293 (2002) 235–246. Montroll. [21] B. Phys. Phys. Theory of Toeplitz determinants and the spin correlations of the two-dimensional Ising model. Wu.Math. Rev. [22] E. 4 (1963) 308–322.Y.B.¿ ¾ References [20] W.C. Lett. Lu and F. Close-packed dimers on nonorientable surfaces. Potts and J.M. J. .T.

N by the use of . c−1 c0 c1 . the direct expansion of these determinants is not an eﬃcient way to obtain the behavior of the correlations when the separation N is large. c−2 c−1 c0 . DN (12. · · · c−N +1 · · · c−N +2 · · · c−N +3 .N and σ0. . . In chapter 10 we gave alternative expressions for the correlations in terms of the form factor expansion which are useful in the large N regime. (12.5) These determinants give a very eﬃcient method of computing the correlations when the separation N is small.3) and the square root is deﬁned to be positive at θ = π. .0 σ0.2) (12.4) β tanh E h β. . .N of the two-dimensional Ising model in zero external ﬁeld can be expressed a determinant (in an inﬁnite number of ways). Examples of these results were given in chapter 10. However. .1) cN −1 cN −2 cN −3 · · · c0 with cn = where (1 − α1 eiθ )(1 − α2 e−iθ ) C(e ) = (1 − α1 e−iθ )(1 − α2 eiθ ) iθ 1/2 1 2π 2π 0 dθe−inθ C(eiθ ) (12.0 σM. The simplest such results are for the correlation σ0. . . α2 = e−2E v β coth E h β.12 Ising model spontaneous magnetization and form factors In the preceding chapter we demonstrated that every correlation function σ0.0 σN. and for the row correlation α1 = e−2E v α2 = (sinh 2E v β sinh 2E h β)−1 (12. . For the diagonal correlation α1 = 0. . .0 σN.N on the diagonal and σ0.0 σ0. In this chapter we will prove these form factor expansions for σ0.N in a row which were both shown to be given as an N × N Toeplitz determinant c0 c1 = c2 .

We conclude in section 12. chapter 9]. (12. 1.11).8) To solve (12.1 Fourier transforms We begin by considering an equation simpler than (12.¿ Ising model spontaneous magnetization and form factors Wiener–Hopf sum equations. T = Tc and T < Tc .4 we compute the leading behavior as N → ∞ for the three cases of T > Tc .7) We will solve these equations under the further condition that ln C(eiθ ).5 by (n) presenting the method whereby the diagonal form factor fN (t) which is given as an n dimensional integral can be reduced to the sum of products of the hypergeometric functions F (−1/2. Because of condition ii) we need some conditions on cn . The solution of Wiener–Hopf sum equations is presented in section 12. 12. t) and F (1/2. 1/2. (12.6) where the lower limit of summation extends to minus inﬁnity ∞ cn−m xm = yn m=−∞ − ∞ < n < ∞. This is computed in section 12.3 we compute the form factor expansions both o above and below Tc . 1/2. t) where t = α2 for T < Tc and α−2 for 2 2 T > Tc which were given in chapter 10. The leading term in the form factor expansion for T < Tc is the spontaneous magnetization. n=−∞ (12.6) These sum equations are distinguished from the most general set of linear equations in two respects: i) The numbers cm−n depend only on the diﬀerence m − n and not on m and n separately and ii) the upper limit of of summation runs to inﬁnity.2 by proving ﬁrst a much more general theorem due to Szeg¨. periodic and zero free for 0 ≤ θ ≤ 2π. 1. 12.1. We follow the procedure in [1.1.1 Wiener–Hopf sum equations ∞ A Wiener–Hopf sum equation is the set of simultaneous linear equations cn−m xm = yn m=0 0 ≤ n. with C(e−iθ ) deﬁned by (12. In section 12. xn and yn to make the problem well deﬁned and for our applications it is suﬃcient to impose the conditions ∞ |yn | < ∞ n=−∞ ∞ |cn | < ∞ n=−∞ ∞ |xn | < ∞. In section 12.8) we deﬁne the three Fourier transforms on the unit circle |ξ| = 1 . is continuous.

(12.16) (12.11) Y (ξ) = C(ξ) = n=−∞ cn ξ n which.20) .12) Then if we make the further restriction that C(ξ) = 0 for |ξ| = 1 we may solve (12.6) as ∞ n≥0 cn−m xm = yn + vn m−∞ for − ∞ < n < ∞.6) exist only for n ≥ 0.17) (12.7) we may interchange the order of the double sums to ﬁnd ∞ ∞ ∞ ∞ Y (ξ) = n=−∞ ξn m=−∞ cn−m xm = m=−∞ xm ξ m n=−∞ cn−m ξ n−m = C(ξ)X(ξ).7). Multiply (12. C(ξ) (12.6).11) and ∞ X(ξ) = n=0 xn ξ n (12.14) We now consider applying this same procedure of Fourier transform to the original Wiener–Hopf sum equation (12. exist and are continuous on |ξ| = 1.12) as X(ξ) = Y (ξ)/C(ξ). because of (12. In order to execute a Fourier transform we thus need to make the further deﬁnitions xn = 0 for n ≤ −1 yn = 0 for n ≤ −1 ∞ (12.9) (12.8) by ξ n and sum n from −∞ to ∞.15) (12. Using (12. Now xn .13) and thus we may invert (12.19) We may now deﬁne Fourier transforms on |ξ| = 1 by (12. yn and the equations (12.10) (12. (12.9) to ﬁnd the solution xn = 1 2πi dξξ −n−1 |ξ|=1 Y (ξ) . (12.Wiener–Hopf sum equations ∞ ¿ X(ξ) = n=−∞ ∞ xn ξ n yn ξ n n=−∞ ∞ (12.18) vn = m=0 cn−m xm 0 for for n ≤ −1 = and thus we may write (12.

30) where the integration contour is counterclockwise on |ξ | = 1 and thus using (12. (12. for |ξ| > 1.22) and multiply (12. and analytic for |ξ| < 1 by ∞ [F (ξ)]+ = n=0 fn ξ n (12.12) in that it contains two unknown functions X(ξ) and V (ξ) instead of only one unknown.24) with ∞ |fn | < ∞.26) and we can deﬁne a − function [F (ξ)]− continuous on |ξ| = 1. (12.1. Thus further information is needed to solve the problem. n=−∞ (12.23) Equation (12.¿ Ising model spontaneous magnetization and form factors ∞ Y (ξ) = n=0 −1 yn ξ n vn ξ n (12.25) Then we may deﬁne what we call a + function [F (ξ)]+ which is continuous on |ξ| = 1. Furthermore we have from Cauchy’s theorem for |ξ| > 1 [F (ξ)]− = − and 0=− 1 2πi dξ |ξ |=1 (12.28) [F (ξ )]− ξ −ξ (12.2 Splitting and factorization Consider any function F (ξ) which has a convergent Laurent expansion on the unit circle |ξ| = 1 ∞ F (ξ) = n=−∞ fn ξ n (12. 12. .29) 1 2πi dξ |ξ |=1 [F (ξ )]+ ξ −ξ (12. analytic for |ξ| > 1 and vanishing as ξ → ∞ as −1 [F (ξ)]− = n=−∞ fn ξ n .23) diﬀers from (12.28) we ﬁnd that.27) Clearly for |ξ| = 1 F (ξ) = [F (ξ)]+ + [F (ξ)]− .19) by ξ n and sum n from −∞ to ∞ to obtain C(ξ)X(ξ) = Y (ξ) + V (ξ).21) V (ξ) = n=−∞ (12.

However. Q(ξ −1 )Y (ξ) contains both + and − parts.32) The decomposition (12.26) and (12. for |ξ| < 1 [F (ξ)]+ = 1 2πi dξ |ξ |=1 F (ξ ) .37) (12.34) and (12.28) is called a(n) (additive) splitting of the function F (ξ).Wiener–Hopf sum equations ¿ [F (ξ)]− = − Similarly. When C(ξ) has the property that ln C(ξ) is continuous and periodic on |ξ| = 1 we may obtain the factorization (12.23) to write (12.39) . (12. (12. Thus by comparing (12. ξ −ξ (12. (12.41) (12. We now consider making a factorization of the function C(ξ) on |ξ| = 1 as C(ξ) = P −1 (ξ)Q−1 (ξ −1 ) (12.42) The left-hand side deﬁnes a function analytic for |ξ| < 1 and continuous on |ξ| = 1 and the right-hand side deﬁnes a function which is analytic for |ξ| > 1 and is continuous (12. ξ −ξ F (ξ ) .33) in (12.3 Solution P −1 (ξ)Q−1 (ξ −1 )X(ξ) = Y (ξ) + V (ξ) and multiply by Q(ξ −1 ) to ﬁnd P −1 (ξ)X(ξ) = Q(ξ −1 )Y (ξ) + Q(ξ −1 )V (ξ).33) by ﬁrst taking the logarithm ln C(ξ) = − ln P (ξ) − ln Q(ξ −1 ) (12. It follows from (12. 12.35) we ﬁnd that P (ξ) = exp(−[ln C(ξ)]+ ) Q(ξ −1 ) = exp(−[ln C(ξ)]− ).1.38) We may now use the factorization (12.35) which satisﬁes the requirement that P (ξ) and Q(ξ) are + functions which are nonzero for |ξ| < 1. Thus by making an additive splitting of ln C(ξ) ln C(ξ) = [ln C(ξ)]+ + [ln C(ξ)]− .40) for |ξ| = 1 P −1 (ξ)X(ξ) − [Q(ξ −1 )Y (ξ)]+ = [Q(ξ −1 )Y (ξ)]− + Q(ξ −1 )V (ξ).36) (12. Thus we make the additive splitting of Q(ξ −1 )Y (ξ) Q(ξ −1 )Y (ξ) = [Q(ξ −1 )Y (ξ)]+ + [Q(ξ −1 )Y (ξ)]− and write (12.33) where both P (ξ) and Q(ξ) are both + functions (continuous for |ξ| = 1 and analytic for |ξ| < 1) which are nonzero for |ξ| < 1.31) 1 2πi dξ |ξ |=1 (12.37) that [Q(ξ −1 )]+ = Q(0) = 1.40) We now recognize that P −1 (ξ)X(ξ) is a + function (because both P −1 (ξ) and X(ξ) are + functions) and that Q(ξ −1 )V (ξ) is a − function (because Q(ξ) is a + function and V (ξ) is a − function).34) where ln P (ξ) is a + function and ln Q(ξ −1 ) is a − function.

49) cN −1 cN −2 cN −3 · · · c0 with cn = 1 2π 0 2π dθe−inθ C(eiθ ) (12. The mathematics needed to compute this limit was speciﬁcally invented to study this Ising model problem. by Liouville’s theorem.¿ Ising model spontaneous magnetization and form factors for |ξ| = 1. − (12. once the technique was discovered it was found to lead to results of much greater generality.42) vanish separately and thus we have X(ξ) = P (ξ)[Q(ξ −1 )Y (ξ)]+ and V (ξ) = −Q−1 (ξ −1 )[Q(ξ −1 )Y (ξ)]− . If the generating function C(ξ) and lnC(ξ) are continuous on o the unit circle |ξ| = 1 then the behavior for large N of the Toeplitz determinant c0 c1 = c2 .0 σ0.0 σN. Taken together they deﬁne a function E(ξ) analytic for all ξ except possibly for |ξ| = 1 and continuous everywhere.50) .2 Spontaneous magnetization and Szeg¨’s theorem o lim σ0. c−2 c−1 c0 . However. .0 σM.N = M (T )2 .47) (12. . · · · c−N +1 · · · c−N +2 · · · c−N +3 . But these properties are suﬃcient to prove [1.48) or N →∞ lim σ0.1) as N × N Toeplitz determinants. . We will therfore compute the spontaneous magnetization of the Ising model by a very general theorem found by Szeg¨ [2]. .N (12. . . . c−1 c0 c1 . pp. 1 2πi 1 ξ n+1 (12. DN (12. We thus need to compute the value of this determinant when its size becomes inﬁnite. Both of these correlations are given in (12.43) (12. (12.N . . . o Szeg¨’s theorem. Therefore both the right-hand side and the left-hand side of (12.46) The spontaneous magnetization M (T )− is obtained from the two-point function as M 2 +N 2 →∞ In particular because this limit should be independent of how M and N go to inﬁnity it should be suﬃcient to compute either N →∞ lim σ0.211-213] that E(ξ) is an entire function which vanishes at |ξ| = ∞ and thus. .45) 12. . must be zero everywhere.44) Thus inverting the Fourier transform we have the desired solution xn = dξ |ξ|=1 P (ξ)[Q(ξ −1 )Y (ξ)]+ .

We follow the presentation in [1. m=0 (12. 12.45) with .53) wherever the sum in (12.1 Proof of Szeg¨’s theorem o The proof of Szeg¨’s theorem has a long history which is given in [3].51) converges. this limit may be computed by solving the Wiener–Hopf sum equation for n ≥ 0 ∞ (N cn−m xm ) = δn.57) Therefore. The result actually o proven by Szeg¨ [2] required that the generating function C(eiθ ) be real and positive o which is not satisﬁed in the Ising case.58) exists.0 for 0 ≤ n ≤ N. (N ) (12.59) is given by (12. chapter 10] and separate the derivation of the result (12.59) The solution of (12.52) and then computing the limit (12. m=0 (N ) (12.52) dθe−inθ ln C(eiθ ) (12. assuming that the limit x0 (∞) = lim x0 N →∞ (N ) (12.0 .Spontaneous magnetization and Szeg¨’s theorem o ¿ is given by N →∞ ∞ lim DN /µN = exp n=1 2π ng−n gn (12.51). Behavior of DN /DN +1 for N → ∞ We deﬁne µN as the ratio µN = DN +1 /DN and deﬁne the quantities xn N (N cn−m xm ) = δn.56) DN +1 = 0 and thus by Cramer’s rule µN = DN +1 /DN = [x0 ]−1 .54) as the solution of the set of N + 1 linear equations (12.2.51) where µ = exp and gn = 1 2π 0 1 2π 2π dθ ln C(eiθ ) 0 (12.51) into two parts by ﬁrst computing the ratio DN /DN +1 as N → ∞ to ﬁnd µ of (12.55) These equations have a unique solution for xn (N ) if (12.

67) cN −1 cN −2 cN −3 · · · c0 ¯ ¯ ¯ ¯ .52). c−1 ¯ c0 ¯ c1 ¯ . . . N =N0 (12. .63) from which. . ¯ DN (12. . .61) Thus. using the computation (12. (12.66) Computation of limN →∞ DN /µN We will prove (or at least discover) (12. . ξ n+1 (12.51) will exist and be nonzero if ∞ |1 − µ/µN | < ∞. If we assume that there exists an N0 such that DN = 0 for N ≥ N0 then from (12.0 = 1 (12.62) Therefore if we set n = 0 and use the fact that P (ξ) is analytic for |ξ| ≤ 1 we ﬁnd that x0 (∞) = P (0) (12.¿ ¼ Ising model spontaneous magnetization and form factors ∞ Y (ξ) = n=0 ξ n δn. using (12.49) with the determinant c0 ¯ c1 ¯ ¯ = c2 .57) it follows that N −1 N →∞ lim DN /µN = lim DN0 /µN0 +1 N →∞ n=N0 µn /µ. we obtain x(∞) = n 1 2πi dξ |ξ|=1 1 P (ξ). we compare DN deﬁned by (12.60) and thus we obtain x(∞) = n 1 2πi dξ |ξ|=1 1 P (ξ)[Q(ξ −1 )]+ . For this purpose. . · · · c−N +1 ¯ · · · c−N +2 ¯ · · · c−N +3 ¯ .38) for [Q(ξ −1 )]+ .64) = exp − 1 2π 2π dθ ln C(eiθ ) 0 which is (12. . ξ n+1 (12.51) by studying the dependence of the limiting value of DN /µN as N → ∞ on the generating function C(eiθ ).65) Thus the limit in (12.36) for P (ξ) in terms of C(ξ) we ﬁnd that when ln C(ξ) is continuous on |ξ| = 1 that µ−1 = lim DN /DN +1 = x0 N →∞ (∞) = P (0) = exp − 1 2πi |ξ|=1 dξ ln C(ξ) ξ (12. . . c−2 ¯ c−1 ¯ c0 .

· · · αN · · · c−N +1 · · · c−N +2 · · · c−N +3 . . . . . . (12. ¯ DN (12.68) ¯ C(eiθ ) = C(eiθ )(1 − αe−iθ ) |α| < 1. ¯(N m=0 for 1 ≤ n ≤ N.70) it follows that exp 1 2π 2π ¯ dθ ln C(eiθ ) = exp 0 1 2π 2π dθ ln C(eiθ ) = µ. . . . .70) From the condition (12. c−1 − αc0 c0 − αc1 c1 − αc2 .50).74) cN cN −1 cN −2 cN −3 · · · c0 which may be veriﬁed by subtracting α times column N from column N + 1.67) that c0 − αc1 c1 − αc2 = c2 − αc3 . α2 c−1 c0 c1 .68) and (12. . (12.69) (12. .Spontaneous magnetization and Szeg¨’s theorem o ¿ ½ with cn = ¯ and with 1 2π 0 2π ¯ dθe−inθ C(eiθ ) (12. then α times column N − 1 from column N and continuing until we subtract α times column one from column 2.72) ¯ DN (12. 0 (12.73) cN −1 − αcN cN −2 − αcN −3 · · · c0 − αc1 and this may be written as an (N + 1) × (N + 1) determinant 1 c1 c2 = c3 . .69) that cn = cn − αcn+1 ¯ and thus from (12. . . (12. (12. .75) and N cn−m xm ) = 0. . α3 c−2 c−1 c0 . . .76) . (N ) We now deﬁne the N + 1 quantities xj with 0 ≤ j ≤ N as the solutions of the ¯ N + 1 linear equations N αm xm ) = 1 ¯(N m=0 (12. . α c0 c1 c2 . · · · c−N +1 − αc−N +2 · · · c−N +2 − αc−N +3 · · · c−N +3 − αc−N +4 . .71) It follows from (12. . .

Therefore from (12. In order to determine y0 we note that from (12.80) and (12.83) P (ξ) ¯ X (∞) (ξ) = P (α) and thus. (12.79) ¯ X (∞) (α) = 1 and thus using (12.81) taken together do form a set of Wiener–Hopf sum equations and thus if we deﬁne ∞ ¯ X (∞) (ξ) = n=0 x(∞) ξ n ¯n (12.81) then (12.83) we ﬁnd y0 Q(0)P (α) = 1. ¯m m=0 for 1 ≤ n. if we deﬁne y0 by ∞ c−m x(∞) = y0 ¯m m=0 (12. from (12.75) and (12.83) N →∞ Finally we use the expression (12.77) We now let N → ∞ and assume as before that N →∞ ¯ lim x0 (∞) (N ) = x0 ¯ (∞) (12.77). we obtain the result DN P (0) (∞) ¯ .76) the xj ¯ ∞ for 0 ≤ j satisfy (12.86) (12.87) (12.80) Equations (12.79) αm x(∞) = 1 ¯m m=0 and ∞ cn−m x(∞) = 0.82) we ﬁnd from (12.84) (12.85) (12.79) and (12.43) that ¯ X (∞) (ξ) = P (ξ)[Q(ξ −1 )Y (ξ)]+ = y0 Q(0)P (ξ).78) where from (12. However.80) taken together are not a set of Wiener–Hopf sum equations.¿ ¾ Ising model spontaneous magnetization and form factors Then again by Cramer’s rule x0 ¯ (N ) ¯ = DN / DN .36) for P (ξ) in the form . lim ¯ = x0 = X (∞) (0) = ¯ P (α) DN (12. (12.

89) as DN n(g−n gn − g−n gn ). We now repeat the process a ﬁnite number of times to ﬁnd that for n1 ¯ C(eiθ ) = C(eiθ ) n=1 (1 − α(n) e−iθ ) n2 (1 − α(n) eiθ ) ¯ n=1 (12.53) and make the analogous deﬁnition gn = ¯ to ﬁnd gn = gn for n ≥ 0 ¯ = gn + α−n /n for n < 0 and thus we may rewrite (12. A proof of this interchange under conditions which are suﬃcient for the generating function (12. Thus Szeg¨’s theorem is proven.95) α with |α(n) | < 1 and |¯ (n) | < 1 that lim DN ¯ (n .96) the ¯ desired result (12.88) where gn is deﬁned by (12. n2 → ∞. The most general restrictions known are fully presented in [3].53).n ) DN 1 2 ∞ N →∞ = exp k=1 k(g−k gk − g−k ¯ 1 (n . (12.93) applies in this case as well.89) We now use the deﬁnition of gn of (12. to ﬁnd that (12. To justify this we must interchange the limit N → ∞ with the limits n1 .n2 ) gk ).51). lim ¯ = exp N →∞ DN n=1 ∞ (12. (12.90) (12.93) with |¯ | < 1 and for this we can apply (12.91) (12.94) ∞ 1 2π 2π 0 ¯ dθe−inθ ln C(eiθ ) (12.Spontaneous magnetization and Szeg¨’s theorem o ∞ ¿ ¿ P (ξ) = P (0) exp − n=1 gn ξ n .87) reduces to DN gn αn . ¯ ¯ lim ¯ = exp N →∞ DN n=1 We next consider the same problem but instead of (12. Then gn = 0 and we obtain from (12. The validity of this interchange will depend on the smoothness of the generating function C(eiθ ) on 0 ≤ θ ≤ 2π.93) to the comple conjugate functions to α ﬁnd that (12.3) which is analytic on 0 ≤ θ ≤ 2π is given in [1].96) To obtain Szeg¨’s theorem we now need to consider the special limiting case o ¯ n1 .92) (12.69) we have ¯ C(eiθ ) = C(eiθ )(1 − αeiθ ) ¯ (12.n2 ) (n1 . o . n2 → ∞ such that C(eiθ ) = 1.

as expected. the limit N → ∞ of both the diagonal and the row correlation are the same.97) (12.98) ln(1 − αj eiθ ) = − n=1 n−1 (αj eiθ )n (12.104) Thus.2.4) M 2 = lim σ0.51) that for the diagonal correlation o where α1 and α2 are given by (12.0 σ0.53) to ﬁnd for n > 0 gn = g−n Thus we ﬁnd ∞ 1 n [α − αn ] 1 2n 2 1 = − [αn − αn ] 1 2n 2 (12. . This function has the property that C(e−iθ ) = 1/C(eiθ ) and hence we ﬁnd from (12.100) (12.2 The spontaneous magnetization It remains to apply Szeg¨’s theorem to the diagonal and row correlations given by o (12. n−1 [α2n + α2n − 2αn αn ] = ln 2 1 1 2 4 n=1 4 (1 − α1 α2 )2 Therefore we ﬁnd from Szeg¨’s theorem (12.N where α1 and α2 are given by (12. and we conclude that the spontaneous magnetization of the Ising model is M = [1 − (sinh 2E v β sinh 2E h β)−2 ]1/8 . (12.102) ∞ =− 1 1 (1 − α2 )(1 − α2 ) 2 1 .99) in the deﬁnition of gn (12.103) Similarly when we consider the row correlation function σ0.52) that µ = 1.N = (1 − α2 )(1 − α2 ) 2 1 (1 − α1 α2 )2 1/4 N →∞ v = [1 − (sinh 2E β sinh 2E h β)−2 ]1/4 .0 σ0.0 σN.N = [1 − (sinh 2E v β sinh 2E h β)−2 ]1/4 N →∞ (12. Furthermore because 0 ≤ α1 ≤ α2 < 1 we use the formula ∞ (12.¿ Ising model spontaneous magnetization and form factors 12.5) we also ﬁnd that lim σ0.105) This result was ﬁrst announced by Onsager [4] in 1949 and proven by Yang [5] in 1952.3).101) ng−n gn = − n=1 ∞ 1 n−1 [αn − αn ]2 2 1 4 n=1 (12.1) with C(eiθ ) given by (12. (12.

76)–(10.106) Dn+1 n=N where M 2 = (1 − t)1/4 with t = (sinh 2E h β sinh 2E v β)−2 (12. We begin the derivation of the form factor expansions of chapter 10 by writing ∞ Dn DN = M 2 (12.106) can be put in the exponential form of (10. N ) and row C(0. N ) and C(0.110) is deﬁned as . We will o proceed in three steps. N ) and C(0.3) and for T < Tc we have seen that ln C(ξ) is continuous on |ξ| = 1.69). (12. Therefore in this section we will extend the considerations which we used to derive Szeg¨’s o theorem to recast the row and diagonal correlations into the form factor forms of (10.79) from which the large N limit for both T < Tc and T > Tc can be easily determined.0 m=0 for 0 ≤ n ≤ N. N ) The representation of the diagonal C(N. We will then show how the product in (12. The ratio DN /DN +1 The ratio DN /DN +1 has already been seen in the previous section to be given by x0 where the xn (N ) (N ) = DN /DN +1 (12.107) is the limiting value as N → ∞ previously computed from Szeg¨’s theorem. Finally we will expand the exponential to obtain the form factor expression (10. this representation is not eﬃcient when N is large.1) by a determinant DN of the form (12. However. The calculations are diﬀerent for T < Tc and T > Tc and will be treated separately.1 Expansion for T < Tc The row and diagonal correlations are given in (12.49) with C(eiθ ) given by (12. N ) correlation functions as N × N determinants is very eﬃcient for computation when N is small.108) are determined from the set of linear equations N (N cn−m xm ) = δn. We follow the treatment of [6] which extends the Wiener–Hopf methods of [7].3.3 Form factor expansions of C(N.Form factor expansions of C(N. 12.76).67)–(10. N ) ¿ 12.109) We will prove in this subsection that DN /DN +1 = x0 where φN = 1 and for k ≥ 1 φN (0) (2k) (N ) ∞ = n=0 φN (2n) (12. First we extend the calculation of the previous section to obtain an exact expression for the ratio DN /DN +1 valid for all N . and this large N behavior is mandatory for the microscopic understanding of critical behavior presented in chapter 5.

115) = 0 for n ≤ 0. (12.117) Y (ξ) = UN (ξ) = yn ξ n n=0 ∞ (N un ) ξ n n=1 ∞ (12.3) which for our problem with T < Tc are explicitly given by Q(ξ) = 1 − α1 ξ 1 − α2 ξ 1/2 = 1/P (ξ).117) that DN /DN +1 = x0 (N ) = XN (0).116) XN (ξ) = n=0 N (N xn ) ξ n (12.113) (12. We further deﬁne N (12.119) (12.118) (12.121) .111) where the contours are such that |zi | = 1 − .¿ Ising model spontaneous magnetization and form factors φN (2k) = (−1)k+1 1 (2π)2k 2k N dzj zj +1 j=1 k −1 −1 {Q(z2j−1 )Q(z2j−1 )P (z2j )P (z2j )} j=1 2k−1 −1 −1 × z1 z2k l=1 1 1 − zl zl+1 (12.33) of C(eiθ ) (12.120) VN (ξ) = n=1 (N vn ) ξ n and we note from (12. (12.114) yn = m=0 N (N vn ) (N cn−m xm ) for 0 ≤ n ≤ N = m=0 (N c−n−m xm ) for n ≥ 1 = 0 for n ≤ 0 N (N un ) = m=0 (N cN +n−m xm ) for n ≥ 1 (12. and the functions P (ξ) and Q(ξ) are the functions in the Wiener–Hopf splitting (12. for n ≤ −1 and n ≥ N + 1 N (12.106) and (12.112) We follow the procedure of [7] and generalize the Wiener–Hopf procedure by deﬁning (N xn ) = yn = 0.

122) and then use the factorization (12.(12. in addition to the functions [F (ξ)]+ and [F (ξ)]− deﬁned in (12.129) we rewrite equations (12.1 to show that each side of this equation vanishes separately and thus we have the two equations XN (ξ) = P (ξ){[Q(ξ −1 )Y (ξ)]+ + [Q(ξ −1 )UN (ξ)ξ N ]+ } VN (ξ −1 ) = −Q−1 (ξ −1 ){[Q(ξ −1 )Y (ξ)]− + [Q(ξ −1 )UN (ξ)ξ N ]− }. N ) and C(0.127) as XN (ξ) = P (ξ){1 + [Q(ξ −1 )UN (ξ)ξ N ]+ } VN (ξ −1 ) = −P (ξ −1 ){[Q(ξ −1 )]− + [Q(ξ −1 )UN (ξ)ξ N ]− } (12.124) (12.27).24) and (12.109) by ξ n and sum on n from −∞ to ∞ to obtain C(ξ)XN (ξ) = Y (ξ) + UN (ξ)ξ N + VN (ξ −1 ) (12.(12. Thus noting that [Q(ξ −1 )]+ = 1 and Y (ξ) = 1.124).123) Then we make the identical argument made in section 12.131) (12.132) .129) F (ξ ) ξ (ξ − ξ) (12.127) For any function F (ξ) we will need. (12.27) we have [F (ξ −1 )]− = [F (ξ)]+ and [F (ξ)]+ has the integral representation [F (ξ)]+ = [F (ξ)]+ − 1 2πi dξ F (ξ ) 1 ξ = ξ 2πi dξ |ξ |=1 (12. (12. and using (12.126) UN (ξ −1 ) = −P −1 (ξ −1 ){[P (ξ −1 )Y (ξ −1 )ξ N ]− + [P (ξ −1 )VN (ξ)ξ N ]− }.125) Furthermore a second set of equations is found by considering ξ N XN (ξ −1 ) in place of XN (ξ) and thus we also ﬁnd XN (ξ −1 )ξ N = Q(ξ){[P (ξ −1 )Y (ξ −1 )ξ N ]+ + [P (ξ −1 )VN (ξ)ξ N ]+ } (12.26) and (12. (12. the function ∞ [F (ξ)]+ = n=1 fn ξ n .33) in (12.128) From (12.122) and decompose into + and − parts to ﬁnd for |ξ| = 1 that P −1 (ξ)XN (ξ) − [Q(ξ −1 )Y (ξ)]+ − [Q(ξ −1 )UN (ξ)ξ N ]+ = Q(ξ −1 )VN (ξ −1 ) + [Q(ξ −1 )Y (ξ)]− + [Q(ξ −1 )UN (ξ)ξ N ]− . N ) ¿ We multiply (12.112) and (12.130) where the contour of integration is indented outward at ξ = ξ.125) and (12.Form factor expansions of C(N.

134) becomes VN (ξ −1 ) = −P (ξ −1 )[Q(ξ −1 )]− = P (ξ −1 ) − 1. and using P (0) = 1.131)–(12.136). (1) (1) (12.134) Furthermore because Q(ξ −1 ) is analytic for |ξ| > 1 and because Q(0) = 1 we have [Q(ξ −1 )]− = Q(ξ −1 ) − Q(0) = Q(ξ −1 ) − 1 therefore it follows from (12. Thus we ﬁnd UN (ξ) = −Q(ξ)[P (ξ −1 )P (ξ)ξ −N ]+ .112) and (12.140) we obtain φN of (12. (12.137) It thus follows from equation (12. the second approximation to VN (ξ −1 ). (1) (12.131) that the ﬁrst approximation XN (ξ) to XN (ξ) is given by XN (ξ) = P (ξ){1 − [Q(ξ −1 )Q(ξ)[P (ξ −1 )P (ξ)ξ −N ]+ ξ N ]+ } (1) = P (ξ){1 − 1 2πi dξ ξN Q(ξ −1 )Q(ξ )[P (ξ −1 )P (ξ )ξ −N ]+ }. Thus.132).111).135) (12. if we set ξ2k+1 = z2k+1 (2) −1 ξ2k = z2k (12.132) to ﬁnd .135) that (12.138) (2) Letting ξ = 0 in equation (12.¿ Ising model spontaneous magnetization and form factors UN (ξ) = −Q(ξ){[P (ξ)ξ −N ]+ + [P (ξ)VN (ξ −1 )ξ −N ]+ }.139) where ξ2 is indented outward at ξ2 = ξ1 . by using (12. Therefore (1) we solve the equations (12.138).133) iteratively by deﬁning VN (ξ) as the ﬁrst approximation to VN (ξ) obtained by replacing UN (ξ) by zero in (12.133) by VN (ξ −1 ) as given by equation (12.136) We deﬁne UN (ξ) by replacing VN (ξ −1 ) in (12. and writing X (1) (0) = 1+φN . Thus VN (ξ −1 ) = −P (ξ −1 )[Q(ξ −1 )]− .137) in (12. (1) (1) (1) (12. ξ −ξ (12.116) that UN (ξ) vanishes. (2) We now continue by calculating VN (ξ −1 ).133) When N → ∞ we see from the deﬁnition (12. we obtain φN (2) 1 2πi 1 =− 2πi =− dξ Q(ξ −1 )Q(ξ)[P (ξ −1 )P (ξ)ξ −N ]+ ξ N −1 −1 dξ1 Q(ξ1 )Q(ξ1 ) 1 N ξ 2πi 1 dξ2 1 1 −1 −N P (ξ2 )P (ξ2 )ξ2 ξ2 ξ2 − ξ1 (12.

132) VN (n+1) (ξ −1 ) = −P (ξ −1 ){[Q(ξ −1 )]− + [Q(ξ −1 )UN (ξ)ξ N ]− }.111).141) (2) (1) Next..143) (2) (2) (4) Letting ξ = 0 in equation (12. (12.Form factor expansions of C(N.131) as XN (ξ) = P (ξ){1 + [Q(ξ −1 )UN (ξ)ξ N ]+ } (2) (2) (2) (12.133) with (12.143).140) we obtain φN of (12. It now follows from equation (12. we obtain XN (0) = 1 + φN + φN where φN (4) 1 dξ Q(ξ −1 )Q(ξ) 2πi × [P (ξ −1 )P (ξ)ξ −N [Q(ξ −1 )Q(ξ)ξ N [P (ξ −1 )P (ξ)ξ −N ]+ ]− ]+ ξ N −1 1 1 −1 −1 N dξ1 ξ1 Q(ξ1 )Q(ξ1 ) dξ2 =− ξ −N −1 P (ξ2 )P (ξ2 ) (2πi)4 ξ2 − ξ1 2 1 1 −1 −1 dξ3 ξ N +1 Q(ξ3 )Q(ξ3 ) dξ4 ξ −N −1 P (ξ4 )P (ξ4 )(12.131) that φN (2k) (n) (n−1) is .142) = P (ξ) − P (ξ)[Q(ξ −1 )Q(ξ)ξ N [P (ξ)P (ξ −1 )ξ −N ]+ ]+ −P (ξ)[Q(ξ −1 )Q(ξ)ξ N [P (ξ)P (ξ −1 )ξ −N [Q(ξ)Q(ξ −1 )ξ N [P (ξ)P (ξ −1 )ξ −N ]+ ]− ]+ ]+ . we iteratively deﬁne (from equation 12.146) where there are 2n − 1 brackets. N ) and C(0.144) ξ3 − ξ2 3 ξ4 − ξ3 4 =− (4) Using the change of variables (12.145) It then follows from equation (12..]− ]+ ]− ]+ (12.133) that UN (ξ) − UN (ξ) −1 = −Q(ξ )[P (ξ)P (ξ −1 )ξ −N [Q(ξ)Q(ξ −1 )ξ N [P (ξ)P (ξ −1 )ξ −N [Q(ξ)Q(ξ −1 )ξ N .141) in (12. In general. we calculate UN (ξ) by using (12. We will now calculate XN (ξ) from (12.135) to obtain UN (ξ) = −(P (ξ))−1 {[P (ξ)ξ −N ]+ + [P (ξ)VN (ξ −1 )ξ −N ]+ } (2) (2) (2) = −Q(ξ)[P (ξ)P (ξ −1 )ξ −N ]+ −Q(ξ)[P (ξ)P (ξ −1 )ξ −N [Q(ξ)Q(ξ −1 )ξ N [P (ξ)P (ξ −1 )ξ −N ]+ ]− ]+ . (n) (12. N ) ¿ VN (ξ −1 ) = −P (ξ −1 ){[Q(ξ −1 )]− + [Q(ξ −1 )UN (ξ)ξ N ]} = −P (ξ −1 )[Q(ξ −1 )]− + P (ξ −1 )[Q(ξ −1 )Q(ξ)ξ N [P (ξ −1 )P (ξ)ξ −N ]+ ]− .(12.

151) and z2n+1 ≡z1 . j=1 (12.152) which has the property that FN We deﬁne the functions ∞ (2n) ∞ = k=N ˜ (2n) Fk .67)–(10. The path of integration is along the unit circle |zj | = 1 − .108) we have shown that ∞ ∞ DN = (1 − t)1/4 m=N k=0 φ(2k) .69).¿ ¼ Ising model spontaneous magnetization and form factors 1 dξ ξ N −1 Q(ξ)Q(ξ −1 )[P (ξ)P (ξ −1 )ξ −N 2πi [Q(ξ)Q(ξ −1 )ξ N [P (ξ)P (ξ −1 )ξ −N [Q(ξ)Q(ξ −1 )ξ N . DN = (1 − t)1/4 eFN where FN = n=1 ∞ (12.150) with FN (2n) = (−1)n+1 1 n (2π)2n 2n j=1 N dzj zj 1 − zj zj+1 n −1 −1 P (z2j )P (z2j )Q(z2j−1 )Q(z2j−1 ).149) FN (2n) (12.. We begin this demonstration by deﬁning a function ˜ (2n) FN = (−1)n+1 1 n (2π)2n (2n) N dzj zj 1 − zj zj+1 j=1 2n n −1 −1 Q(z2j−1 )Q(z2j−1 )P (z2j )P (z2j ) (1 − j=1 j=1 2n zj ) = FN − FN +1 (2n) (12.154) and .148) Exponentiation Our next step is to show that (12. (12.]− ]+ ]− ]+ φN (2k) =− (12.111) and thus from (12.147) where there are 2k − 1 brackets.140).. m (12.153) φN (λ) = n=0 φN λn (2n) (12.148) can be put in the form of (10. we obtain equation (12. By use of (12.106) and (12.

161) and the right-hand side is .156) DN /DN +1 = exp k=1 ˜ (2k) FN . that equation (12.160) is (2n) nφN = n(−1) n n+1 1 (2π)2n 2n N dzj zj +1 j=1 2n−1 −1 −1 P (z2j )P (z2j )Q(z2j−1 )Q(z2j−1 ) j=1 j=1 1 1 1 − zj zj+1 z2n z1 (12.155) ˜ where φN (0) = 1 and FN (0) = 0.Form factor expansions of C(N. N ) ∞ ¿ ½ ˜ FN (λ) = n=1 ˜ (2n) FN λn (12.159).160) The left-hand side of (12.156) holds.158) This proves equations (12. N ) and C(0. Since φ(0) = 1 and F (0) = 0. by equating like powers of λ.106) and (12. (12.149)–(12.153) that ∞ ∞ ∞ DN = (1 − t) 1/4 n=N Dn /Dn+1 = (1 − t) ∞ ∞ 1/4 exp k=N m=1 ∞ n=1 ˜ (2m) Fk FN (2n) = (1 − t)1/4 exp m=1 k=N ˜ (2m) = (1 − t)1/4 exp Fk . dλ dλ dλ (12.159) Thus it follows from equations (12. (12.157) Thus it follows from equations (12.110).151).155) and (12.156) is equivalent to the equation ˜ ˜ dφ(λ) dF (λ) dF (λ) ˜ = eF (λ) = φ(λ) . We will show that φN (λ) = eFN (λ) .156) is equivalent to the following equation: n nφN (2n) = l=1 ˜ lFN φN (2l) (2n−2l) (12. equation (12. from which if we set λ = 1 and use (12.154). It remains to show that equation (12. we obtain ∞ ˜ (12. (12.

(12. Hence 1 − rewritten (under the integration sign ) as 2n n−1 2q+1 can be 1− k=1 zk ≡ (1 − z1 z2n )(1 + q=1 r=2 zr ).¿ ¾ Ising model spontaneous magnetization and form factors n ˜ lFN φN l=1 (2l) (2n−2l) = N dzj zj 1 − zj zj+1 2l n −1 −1 P (z2j )P (z2j )Q(z2j−1 )Q(z2j−1 ) j=1 2n−1 2n (−1)n n−1 1 (2π)2n 2n j=1 l=1 1 (1 − 1 − z1 z2l zk )(1 − z2l z2l+1 )(1 − z2n z1 ) k=1 m=2l+2 zm − (1 − p=1 zp ) (12. Hence the product 1 − 2l l−1 2q+1 becomes (12.167) After expansion of the ﬁrst summand this becomes . The product n −1 −1 P (z2j )P (z2j )Q(z2j−1 )Q(z2j−1 ) j=1 2n k=1 zk (12. Then the relevant factor of the integrand of the right-hand side of (12. (12.162) where the product 2n 2n−1 m=2l+2 zm N zj 1 − zj zj+1 is deﬁned as 1 when l = n − 1. note that the summand 1 (1 − z2l z2l+1 )(1 − z2n z1 ) 1 − z1 z2l 2n−1 zm m=2l+2 2l k=1 zk (12.165) 2l−1 does not involve any of the variables {zi }i=1 .163) j=1 is symmetric both in even and in odd variables separately.162) becomes n−1 l−1 2q+1 2n−1 n−1 2q+1 (1 − z2n z1 ) l=1 (1 − z2l z2l+1 )(1 + q=1 r=2 l−1 2q+1 2n−1 n−1 zr ) m=2l+2 2n−1 zm − (1 + q=1 r=2 zr ) n−1 2q+1 = (1 − z2n z1 ) l=1 (1 + q=1 r=2 zr )( m=2l+2 zm − m=2l zm ) − (1 + q=1 r=2 zr ) .164) Next.166) 1− k=1 zk ≡ (1 − z1 z2l )(1 + q=1 r=2 zr ).

174) .172) and let P(n) represent the set of all such partitions.76): ∞ DN = (1 − t)1/4 {1 + n=1 fN (2n) } (12. 2)}. (1.151) can be rewritten in the form factor representation (10. 1)} ν(π) = 1 {(1. (2. {(4. 1)} ν(π) = 2 (12.160) holds.Form factor expansions of C(N. and hence we have proven the desired result (12.171) 1≤j<k≤n To do this we denote by π a partition of n into a set of ν(π) pairs {(ni . 1).149) may be expanded into the form (12.151). (12.149)(12. (12. {(3. 1)} ν(π) = 2 P(4) = {(1. {(2. N ) and C(0.149)(12. The form factor expansion It remains to show for T < Tc that the exponential form of the correlation (12. 2)} ν(π) = 1 {(1. {(3. after summation. {(2. As examples we have: P(1) = {(1. 2). 1)}.170) with fN (2n) = 1 1 2 (2πi)2n (n!) 2n N dzj zj j=1 2 n −1 −1 Q(z2j−1 )Q(z2j−1 )P (z2j )P (z2j ) j=1 1≤j≤n 1≤k≤n 1 1 − z2j−1 z2k (z2j−1 − z2k−1 )2 (z2j − z2k )2 . N ) n−1 2n−1 n−1 2n−1 n−1 2q+1 ¿ ¿ (1 − z2n z1 ) l=1 m=2l+2 zm − l=1 r=2 zr − (1 + q=1 r=2 zr ) (12. mi )}ν i=1 such that ni = nk for i = k and ν(π) n i mi = n i=1 (12. 1)}. (2. (12. 1)} ν(π) = 1 P(3) = {(1.170) and we ﬁnd ν(π) (2n) fN = π∈P(n) i=1 1 (2n ) FN i mi ! mi .169) Thus the equality (12. reduces to 2n−1 −n(1 − z2n z1 ) r=2 zr .173) Using this decomposition the exponential in (12.168) under integration which. 1). 4)}. 3)}. 1)} ν(π) = 1 P(2) = {(1.

(13)(5). 1)} and the third from {(1. for n = 3.175) where we have split the 2n factors of 1/(1 − zj zk ) into two sets of n factors each using (12. (35)(1). 3)}.175) can be written as fN (2n) = × 1 n!(2π)2n n 2n N dzj zj j+1 n −1 −1 Q(z2j−1 )Q(z2j−1 )P (z2j )P (z2j ) j=1 1 1 − z2j−1 z2j (12. fN = (6) (12. 1).172) and in the last line the notation 2q⊕k 1 is deﬁned as 2q⊕k + 1 = 2q + 1 if q < nk 1 if q = nk .177) where the ﬁrst term is from {(1. when n = 3 the six permutations in S3 are S3 = {(1)(3)(5). For example. (15)(3).¿ Ising model spontaneous magnetization and form factors Then using (12. (2. These six permutations can be grouped into the set of three equivalence classes . (153)} (12. The permutations in Sn can be grouped into equivalence classes such that each member of the class has the same value of δσ . We next wish to show that (12.151) in (12.176) 1 (2π)6 6 N dzj zj j+1 3 −1 −1 Q(z2j−1 )Q(z2j−1 )P (z2j )P (z2j ) j=1 1 1 1 1 − z1 z2 1 − z3 z4 1 − z5 z6 1 1 1 1 1 1 1 1 × + 3! 1 − z2 z1 1 − z4 z3 1 − z6 z5 3 1 − z2 z3 1 − z4 z5 1 − z6 z1 1 1 1 1 − 2 1 − z2 z1 1 − z4 z5 1 − z6 z3 (12.174) we ﬁnd fN (2n) = (−1)n (2π)2n 2n N dzj zj j=1 mk nk p=1 q=1 n −1 −1 Q(z2j−1 )Q(z2j−1 )P (z2j )P (z2j ) j=1 1 1 − z2j−1 z2j ν(π) π∈P (n) k=1 (−1)mk mk !nmk k 1−z k−1 r=1 2mr nr +2(p−1)nk 1 z +2q k−1 r=1 2mr nr +2(p−1)nk +2q⊕k 1 (12.178) δσ σ∈Sn k=1 1 1 − z2k zσ(2k+1) where Sn is the group of permutations σ of the n elements {2k − 1}n and δσ is the k=1 parity of the permutation. the second from {(3.179) where the cycle (abc) denotes the cyclic permutation a → b → c → a. (135). As an illustration. 1)}.

(1. [(13)(5)(7)].183) ν mi [mi !(ni !)mi ] i=1 i=1 ni mi ! Finally we note that. 1)]. [(1357)]} (12. [(3. 1)]. 4)].182) ν mi ] i=1 [mi !(ni !) ways of doing this and thus the total number of permutations in an equivalence class is n! ν [(ni − 1)!]m n! i i=1 |[σ]| = = ν . [(3. [(13)(5)]. We then symmetrize the right-hand side of (12. This bijection between P(n) and En can be shown to valid for all n. Denote by |[σ]| the number of permutations in each equivalence class [σ]. Every permutation in an equivalence class will give equal contributions to the integral in (12. Thus the three permutations in E3 are characterized by [(1. (12.178).184) Thus from (12. ν(π) δσ = (−1)n k=1 (−1)mk . (12. Comparing with (12. [(4. (1. [(2.180) and for n = 4 the 24 permutations of S4 are grouped into the ﬁve equivalence classes E4 = {[(1)(3)(5)(7)]. 1)].175) we have proven that fN (2n) = 1 n!(2π)2n n 2n N dzj zj j=1 n −1 −1 Q(z2j−1 )Q(z2j−1 )P (z2j )P (z2j ) j=1 1 1 − z2j−1 z2j (12. [(2.181) Each member of the equivalence class En is characterized by the set (ni . 2)]. 2)]. There are n! (12. [(135)]} (12.Form factor expansions of C(N.178).178) over all n! permutations of the n odd variables z2j−1 to ﬁnd . [(2. mi ) of the number mi of cycles of length ni .173) we see that for n = 1.185) δσ |[σ]| σ∈En k=1 1 1 − z2k zσ(2k+1) and thus if we extend the sum in (12. 1). N ) ¿ E3 = {[(1)(3)(5)]. The number of permutations in any cycle of ni elements is (ni −1)!. 3)]. 2. for any permutation σ in the equivalence class [σ]. [(135)(7)]. Therefore the number of permutations for mi cycles each of length ni is [(ni −1)!]mi . 1). Furthermore ν consider freely choosing from n elements that are divided into a total of i=1 mi cycles with mi cycles of length ni without distinguishing between loops with the same number of elements. 3. 1).185) from all equivalence classes in En to all permutations in Sn we obtain the desired result (12. N ) and C(0. (1.175) over the set P(n) can be reinterpreted as a sum over the equivalence classes of permutations En . Thus the sum in (12. [(13)(57)]. 1)] and the 5 permutations in E4 are [(1. 4 there is a bijection between P(n) and En .

3). However.188) By letting z2n = z2n−1 = 0 we ﬁnd that An = An−1 .187) will vanish if z2j = z2k or if z2j−1 = z2k−1 for all j.171). Thus using (12. in contrast to T < Tc we see from (12.192) ˆ ˆ where P (ξ) and Q(ξ) are analytic and nonzero for |ξ| < 1.1) with the generating function C(eiθ ) given by (12. 12.3.186) Finally we note that the expression in the integrand of (12.191) (12. Thus n δσ σ∈Sn k=1 1 1 − z2j zσ(2k−1) 1 1 − z2j−1 z2k (z2j−1 − z2k−1 )(z2j − z2k ). k.186) n δσ σ∈Sn k=1 1 1 − z2j zσ(2k−1) (12. (12.5) that α2 > 1 and therefore ln C(ξ) is not continuous on the unit circle |ξ| = 1.¿ Ising model spontaneous magnetization and form factors fN (2n) = 1 2 (2π)2n (n!) n 2n N dzm zm m n −1 −1 {Q(z2j−1 )Q(z2j−1 )P (z2j )P (z2j ) j=1 2 × σ∈Sn δσ k=1 1 1 − z2j zσ(2k−1) }.4) and (12. 1≤j<k≤n = An 1≤j≤n 1≤k≤n (12.2 Expansion for T > Tc When T > Tc the row and diagonal correlations are still given by the Toeplitz determinant (12. (12.190) which has the Wiener–Hopf factorization ˆ ˆ ˆ C(ξ) = P (ξ)−1 Q(ξ −1 )−1 with ˆ ˆ Q(ξ) = [(1 − α1 ξ)(1 − α−1 ξ)]1/2 = 1/P (ξ) 2 (12.186) we see that we have proven the desired result (12.189) It is obvious that A1 = 1 and therefore An = 1 for all n. .188) in (12. ˆ ˆ We deﬁne a new function C(ξ) for which ln C(ξ) is continuous by ˆ C(ξ) = ξC(ξ) = (1 − α1 ξ)(1 − α−1 ξ) 2 (1 − α1 ξ −1 )(1 − α−1 ξ −1 ) 2 1/2 (12.

. . · · · b−N · · · b−N +1 .197) ˆ ˆ The logarithm of the generating function C(ξ) for DN is continuous and periodic on the unit circle |ξ| = 1 and thus may be expanded in exactly the same fashion as we expanded the determinant DN in the previous section. ˆ DN +1 (12. Therefore we may write DN = DN ˆ DN +1 ˆ DN +1 (12.196) where xn (N ) with 0 ≤ n ≤ N satisﬁes the linear equations N (N bn−m xm ) = δn. m=0 (12. . .198) 2 which deﬁnes M∗ and we note that.193) bN bN −1 · · · b0 where bn = 1 2π 0 2π ˆ dθe−inθ C(eiθ ) = an−1 . for the diagonal correlation. Thus we immediately ﬁnd from (12.199) where for T > Tc we are deﬁning t = (sinh 2E v β sinh 2E h β)2 .193) we obtain the N -dimensional determinant (12.149) that 2 DN = −xN M∗ eFN +1 (N ) ˆ (12. b−1 b0 . (12. .195) D and because the ratio D N is (−1)N times the cofactor of the element in the ﬁrst row ˆ N +1 ˆ and last column of DN +1 we may write (N ) ˆ DN = (−1)N xN DN +1 (12. N ) and C(0. We obtain the limit N → ∞ by use of Szeg¨’s theorem to ﬁnd o N →∞ ˆ lim (−1)N DN = (1 − α2 )(1 − α−2 )(1 − α1 /α2 )2 1 2 1/4 2 = M∗ (12.200) (12. N ) ¿ ˆ ˆ From C(ξ) we deﬁne a new N + 1 × N + 1 Toeplitz determinant DN +1 b0 b1 = .0 .49). . 2 M∗ = (1 − t)1/4 (12.201) .194) We see from (12.Form factor expansions of C(N.193) that if we remove the ﬁrst row and the last column from the N + 1-dimensional determinant (12.

(12. The desired element xN is obtained as xN (N ) = lim X(ξ −1 )ξ N ξ→0 (12.205) (12. (12. (N ) (12.207) We obtain a ﬁrst approximation for XN by replacing UN (ξ) by zero in (12.208) in (12.203) The path of integration is along the unit circle |zj | = 1 − .¿ Ising model spontaneous magnetization and form factors ∞ where ˆ FN = ˆ (2n) FN (12.192). (12.110) we may use the deﬁnitions of Fourier transform (12.208) We then use VN (ξ) in (12. (1) (12. (12.127) and the factorization (12.191).125) with ξ → ξ −1 .205) to write (1) ˆ VN (ξ) = P (ξ) − 1.127).120) to again derive by means of the Wiener–Hopf procedure equations (N ) (12.209) (N ) Thus letting ξ → 0 in (12. ˆ Computation of the ratio DN /DN +1 (N ) The ratio xN is computed from the linear equations (12.206) to obtain (1) ˆ ˆ ˆ XN (ξ −1 )ξ N = Q(ξ)[P (ξ −1 )P (ξ)ξ N ]+ .209) we ﬁnd from (12.113)–(12. (2) (12. Thus we consider the three equations ˆ ˆ ˆ VN (ξ) = −P (ξ){[Q(ξ)]+ + [Q(ξ)UN (ξ −1 )ξ −N ]+ } ˆ ˆ ˆ = P (ξ) − 1 − P (ξ)[Q(ξ)UN (ξ −1 )ξ −N ]+ ˆ ˆ ˆ XN (ξ −1 )ξ N = Q(ξ){[P (ξ −1 )ξ N ]+ + [P (ξ −1 )VN (ξ)ξ N ]+ } −1 −1 −1 N ˆ ˆ ˆ UN (ξ ) = −Q(ξ ){[P (ξ )ξ ]− + [P (ξ −1 )VN (ξ)ξ N ]− }.210) (1) We continue to compute the second approximation UN (ξ −1 ) by using VN (ξ) as given by (12.204) the ﬁrst approximation to xN ˆ (1) which we denote as GN 1 ˆ (1) GN = 2πi ˆ ˆ dξ P (ξ −1 )P (ξ)ξ N −1 .126).207) to obtain .202) n=1 with (−1)n+1 1 ˆ (2n) FN = n (2π)2n 2n N dzj zj 1 − zj zj+1 n ˆ −1 ˆ ˆ −1 ˆ P (z2j )P (z2j )Q(z2j−1 )Q(z2j−1 ) j=1 j=1 (12.206) (12.124)–(12.197) and because this equation is identical in form to (12.204) and this will be obtained by using (12.

218) where GN = − ∞ j=0 ˆ (2j+1) GN (12.219) ˆ ˆ (2j+1) given by (12.140) we ﬁnd from (12.198).217) Thus from (12. for T > Tc .203) and M 2 by (12.213) Thus letting ξ → 0 in (12.Form factor expansions of C(N. 2 DN = M∗ GN eFN +1 ˆ (12.216) Continuing in this fashion we ﬁnd that the nth approximation to xN n−1 xN (N ) = j=0 (n) ˆ (2j+1) GN with ˆ (2n+1) = GN ··· dz2n 1 (2πi)2n+1 N ˆ ˆ −1 dz1 z1 P (z1 )P (z1 ) dz2 N z2 +1 ˆ ˆ −1 Q(z2 )Q(z2 ) 1 − z1 z2 N z2n+1 ˆ −1 ˆ Q(z2n )Q(z2n ) 1 − z2n−1 z2n dz2n+1 N z2n+1 ˆ −1 ˆ P (z2n+1 )P (z2n+1 ). FN by (12.214) dz2 N z2 +1 ˆ ˆ −1 Q(z2 )Q(z2 ) 1 − z1 z2 N z3 ˆ −1 ˆ P (z3 )P (z3 ).206) we ﬁnd (2) ˆ ˆ ˆ XN (ξ −1 )ξ N = Q(ξ){[P (ξ −1 )P (ξ)ξ N ]+ −1 ˆ N ˆ −1 ˆ ˆ ˆ ˆ +[P (ξ )P (ξ)ξ [Q(ξ )Q(ξ)ξ −N [P (ξ −1 )P (ξ)ξ N ]− ]+ ]+ }. (12.212) in (12. ¿ (12.211) Then we use (12.205) to obtain (2) ˆ ˆ ˆ ˆ ˆ ˆ VN (ξ) = P (ξ) − 1 + P (ξ)[Q(ξ)Q(ξ −1 )ξ −N [P (ξ −1 )P (ξ)ξ N ]− ]+ (12.213) and using (12.204) xN where ˆ (3) GN = × 1 (2πi)3 dz3 N ˆ ˆ −1 dz1 z1 P (z1 )P (z1 ) (N )(2) ˆ (1) ˆ (3) = GN + GN (12. 1 − z2n z2n+1 (12.217).211) in (12.212) and using (12. with GN ∗ . N ) and C(0.201) we see that we have proven that. 1 − z2 z3 (N ) (12.215) is given as (12.202) and (12. N ) (2) ˆ ˆ ˆ UN (ξ −1 ) = −Q(ξ −1 )[P (ξ −1 )P (ξ)ξ N ]− .

2 to write n fN (2n+1) = k=0 GN (2k+1) ˆ(2n−2k) fN +1 (12. (12. Hence it follows that (2n+1) fN i =− (2π)2n+1 n 2n+1 |zi |=1− n N dzi zi +1 n+1 n ˆ −1 ˆ P (z2l−1 )P (z2l−1 ) l=1 m=1 ˆ −1 ˆ Q(z2m )Q(z2m ) i=1 × × 1 z2n+1 1 1 − z2p−1 z2p n−k p=1 k=0 (−1) (n − k)!z2n−2k+1 n k sign(σ) σ∈Sn−k q=1 1 1 − z2q−1 zσ(2q) 1 1 − z2s z2s+1 (12. .223) s−n−k+1 As an example (5) fn = − i (2π)5 5 |zi |=1− N dzi zi +1 3 2 ˆ −1 ˆ P (z2l−1 )P (z2l−1 ) l=1 m=1 ˆ −1 ˆ Q(z2m )Q(z2m ) i=1 × 1 z5 (1 − z1 z2 )(1 − z3 z4 ) 1 1 − (1 − z1 z2 )(1 − z2 z4 ) (1 − z1 z4 )(1 − z2 z3 ) 1 1 + .222) ˆ(2n) ˆ ˆ where fN is given by (12. .217)–(12.221) ˆ To do this we ﬁrst use (12.224) − z3 (1 − z1 z2 )(1 − z4 z5 ) z1 (1 − z2 z3 )(1 − z4 z5 ) 1 2z5 Let (i1 . .78) ∞ 2 DN = M ∗ n=0 fN (2n+1) (12. .¿ ¼ Ising model spontaneous magnetization and form factors The form factor expansion It remains to show that for T > Tc the determinant DN given by (12.220) with fN n (2n+1) = 1 1 1 n! (n + 1)! (2πi)2n+1 2n+1 N (dzj zj ) j=1 n+1 −1 ˆ ˆ −1 z2j−1 P (z2j−1 )P (z2j−1 ) j=1 2 ˆ −1 ˆ z2j Q(z2j )Q(z2j ) j=1 1≤j≤n+1 1≤k≤n 1 1 − z2j−1 z2k (z2j − z2k )2 . .219) and the expansion of eFN +1 which is obtained from 12. n − k. . n + 1). . .219) can be put into the form factor representation (10. . .223) can be rewritten as (k) (k) . . in ) = (1.217)-(12. It follows by symmetry that (12.3. n − k + 2.178) with P and Q replaced by P and Q. . 1≤j<k≤n (z2j−1 − z2k−1 )2 1≤j<k≤n+1 (12.

N ) ¿ ½ fN (2n+1) =− n i (2π)2n+1 r 2n+1 |zi |=1− N dzi zi +1 n+1 n ˆ −1 ˆ P (z2l−1 )P (z2l−1 ) l=1 m=1 ˆ −1 ˆ Q(z2m )Q(z2m ) i=1 1 n+1 1 n! n (−1) n 1 1 − z2 i(r)p −1 z 2ip n (r) r=0 z2n−2r+1 1 p=1 k=0 z2n−2k+1 sign(σ) σ∈sn q=1 1 .227) An argument similar to the one given in 12. 1 − z2i(k) −1 zσ(2i(k) ) q q (12.1 shows that sign(σ) σ∈Sn+1 n 1 zσ(2n+1) n 1 1 − zσ(2q−1) z2q n+1 = j=1 1 zzj −1 (z2p − z2q ).228) q=1 k=1 1 1 − z2j−1 z2k (z2l−1 − z2m−1 ) 1≤l<m≤n+1 1≤p<q≤n Thus fN (2n+1) is given by (12. Therefore we ﬁnd fN (2n+1) n = 2n+1 |zi |=1− N dzi zi +1 l=1 n n+1 n i − lim (2π)2n+1 →0 1 n!(n + 1)! ˆ −1 ˆ P (z l )P (zl ) m=1 2 ˆ −1 ˆ Q(zm )Q(zm ) i=1 sign(σ) σ∈Sn+1 1 zσ(2n+1) 1 .226) − + 2 z1 1 − z2 z3 1 − z4 z5 1 − z3 z4 1 − z2 z5 Since all permutations of the even elements are present in the sum k=0 symmetry n n allows the permutation of all even elements in the sum r=0 . (12.221) as desired. .225) In particular (5) fN i = − (2π)5 1 3 5 |zi |=1− N dzi zi +1 3 2 ˆ −1 ˆ P (z2l−1 )P (z2l−1 ) l=1 m=1 ˆ −1 ˆ Q(z2m )Q(z2m ) i=1 1 1 1 1 1 1 1 1 1 − + z5 1 − z1 z2 1 − z3 z4 z3 1 − z1 z2 1 − z4 z5 z1 1 − z2 z3 1 − z4 z5 1 1 1 1 1 1 − 2 z5 1 − z1 z2 1 − z3 z4 1 − z1 z4 1 − z2 z3 1 1 1 1 1 1 − − 2 z3 1 − z1 z2 1 − z4 z5 1 − z1 z4 1 − z2 z5 1 1 1 1 1 1 . But the sum k=0 σSn may be rewritten as the sum σ∈Sn−1 of permutations of the odd elements. 1 − zσ(2q−1) z2q q=1 (12. N ) and C(0.Form factor expansions of C(N.3. (12.

12.231) dζ2j−1 e−ζ2j−1 ζ2j−1 (ζ2j−1 − ζ2k−1 )2 Thus we ﬁnd that as N → ∞ C(N. Thus setting zj = α2 xj we ﬁnd (1 − n (2n) t)1/4 fN = (1 − 2n(N +n) α t)1/4 2 2 2n (n!) π 1 2n dxk xN k α1 /α2 k=1 1/2 (1 − α1 α2 x2j−1 )(1 − α1 α−1 x−1 )(1 − α2 x2j )(x−1 − 1) 2 2 2j−1 2j (1 − α2 x2j−1 )(x−1 − 1)(1 − α1 α2j x2j )(1 − α1 α−1 x−1 ) 2 2 2j−1 2j 1 1 − α2 x2k−1 x2j 2 2 j=1 (x2j−1 − x2k−1 )2 (x2j − x2k )2 .171) of the form factors (1 − t)1/4 fN and deform the contours of integration from the unit circles |zj | = 1 to the branch cuts which run from zj = α1 to zj = α2 . N ) for N → ∞ For T < Tc and T > Tc the large N behavior of the correlation functions may now be very eﬃciently obtained from the form factor expansions.232) α2 + ··· 2πN 2 (1 − α2 )2 2 (12. Thus we treat the three cases of T < Tc . N ) for T < Tc we use the (2n) expression (12. Thus setting xj = 1 − ζj /N (12. starting from the determinental representation.170) and (12. However.4 Asymptotic expansions of C(N.¿ ¾ Ising model spontaneous magnetization and form factors 12. must be carried out. N ) and C(0. N ) ∼ (1 − t)1/4 1 + and C(0.233) .1 Large N for T < Tc To obtain the large N expansion of C(N. N ) and C(0. for T = Tc (n) each form factor (1 − t)1/4 fN vanishes and a separate computation.230) we obtain the result that to leading order as N → ∞ (1 − t)1/4 fN ∼ (1 − t) × 0 ∞ n j=1 1/4 (2n) α2 (n!)2 π 2n (1 − α2 )2n2 N 2n2 2 −1/2 1≤j<k≤n 2n(N +n) ∞ n 0 j=1 dζ2j e−ζ2j ζ2j 1/2 1≤j<k≤n (ζ2j − ζ2k )2 (12.4. 1≤j<k≤n 1≤j≤n 1≤k≤n (12.229) For large N the leading contribution to the integrals comes from the region xj ∼ 1. T > Tc and T = Tc separately. N ) ∼ (1 − t)1/4 1 + tN +1 + ··· 2πN 2 (1 − t)2 2(N +1) (12.

N ) and C(0.234) As was the case for T < Tc the leading contribution for large N comes from the region xj ∼ 1 and thus using (12. π 1/2 (1 − α−2 )1/2 N 1/2 2 (12.2 Large N for T > Tc To obtain the large N expansion of C(N.221) for the form factors M∗ fN and deform the contours of integration from the unit circles |zj | = 1 to the branch cuts which run from zj = α1 to zj = α−1 .3 (1 − α2 )(1 − α−2 ) 1 2 (1 − α1 α2 )2 tN/2 π 1/2 (1 − t)1/2 N 1/2 α−N 2 .4. N ) ∼ 12. We must therefore return to . the form factor (n) (1 − t)1/4 fN vanishes because of the factor of (1 − t)1/4 . N ) for T > Tc we use the 2 (2n+1) expressions (12. (12.220) and (12.Asymptotic expansions of C(N. N ) for N → ∞ ¿ ¿ 12.235) 0 j=1 Thus we ﬁnd that as N → ∞ C(N. 1≤j<k≤n (12.230) we ﬁnd the leading term as N → ∞ 2 M ∗ fN (2n+1) 1/4 ∼ (1 − α2 )(1 − α−2 ) 1 2 (1 − α1 α2 )2 ∞ n+1 α2 2n+1 (1 − α−2 )2n(n+1)+1/2 N 2n(n+1)+1/2 n!(n + 1)!π 2 (ζ2j−1 − ζ2k−1 )2 1≤j<k≤n+1 −(2n+1)N −2n(n+1) dζ2j−1 e−ζ2j−1 ζ2j−1 dζ2j e−ζ2j ζ2j 1/2 −1/2 0 j=1 ∞ n (ζ2j − ζ2k )2 . Thus setting zj = α−1 xj we ﬁnd 2 2 2 M ∗ fN n+1 (2n+1) 2 = M∗ α2 n!(n + 1)!π 2n+1 −(2n+1)N −2n(n+1) 1 2n+1 dxk xN k α1 α2 k=1 x−1 [(1 − α1 α−1 x2j−1 )(1 − α−2 x2j−1 )(1 − α1 α2 x−1 )(x−1 − 1)]−1/2 2 2 2j−1 2j−1 2j−1 j=1 n x2j [(1 − α1 α−1 x2j )(1 − α−2 x2j )(1 − α1 α2 x−1 )(x−1 − 1)]1/2 2 2 2j 2j j=1 1≤j≤n+1 1≤k≤n 1 −2 1 − α2 x2j−1 x2k 2 (x2j−1 − x2k−1 )2 1≤j<k≤n+1 1≤j<k≤n (x2j − x2k )2 .4. for each ﬁnite value of n. N ) ∼ (1 − t)1/4 and C(0.236) 1/4 (12.237) Large N for T = Tc When T = Tc the form factor expansion is not an eﬃcient way to compute the large N behavior of the correlation functions because. N ) and C(0.

238) where we have recalled that the square root in C(eiθ ) is deﬁned to be positive at θ = π. 1 · · · µN −1 +νN −1 (12. .243) 0≤j<k≤N −1 Furthermore when expanded the common denominator of (12.1)–(12. with . . .1) the correlation written in the form C(N. . . N ) = where 1 µ0 +ν0 1 µ1 +ν0 N 2 π 1 µ0 +ν1 1 µ1 +ν1 detN M 1 · · · µ0 +νN −1 1 · · · µ1 +νN −1 . Thus from (12. Furthermore when νj = νk for any set j = k then (12. (12.4) and specialize directly to the case T = Tc .2) 2π i 1 cn = dθe−iθ(n+1/2) = (12. N ) For the diagonal correlation at T = Tc see from (12.3) specializes to Cd (eiθ) ) = ie−iθ/2 (12. . . The diagonal correlation C(N. . .241) is N −1 N −1 (µj + νk ).241) has two rows equal and thus vanishes. νk = −2k. When µj = µk for any set j = k then (12.240) detN M = .¿ Ising model spontaneous magnetization and form factors the original determinental form of the correlation (12. However. j=0 k=0 (12.241) has two columns equal and thus vanishes.242) The determinant (12.4) that α1 = 0 and α2 = 1 and therefore the generating function (12.244) Therefore by comparing the powers of µk and νk we conclude that detN M = AN 0≤j<k≤N −1 (µj − µk )(νj − N −1 N −1 j=0 j=0 (µj + νk ) νk ) (12. (12. (12.241) 1 1 µN −1 +ν0 µN −1 +ν1 µj = 2j + 1. Therefore when expanded the determinant must have the factor (µj − µk )(νj − νk ). .241) is known as a Cauchy determinant and we will evaluate it for arbitrary µj and νj . unlike the case for T = Tc the analysis for the row and diagonal correlations are not the same and thus we treat the two cases separately.239) 2π 0 π(n + 1/2) and from (12.245) where AN is independent of µk and νk but may depend on N .

if we multiply the last row of detN M by µN −1 and allow ﬁrst µN −1 and then νN −1 to approach ∞. N ) = Finally noting that N −1 N −1 2 π N 0≤j<k≤N −1 [2(j − k)][2(j − k)] . N ) = 2 π 2 π N 1− 0≤j<k≤N −1 N N −1 1 4(j − k)2 .250) we obtain the closed form expression C(N. 2) = 2 ∼ 0. 1) = (12. C(N. On the other hand. 722.246) νk ) → AN 0≤j<k≤N −2 (µj − µk )(νj − N −2 N −2 j=0 j=0 (µj + νk ) νk ) .636. under this same limit process µN −1 AN 0≤j<k≤N −1 (µj − µk )(νj − N −1 N −1 j=0 j=0 (µj + νk ) (12.252) (12. 379. N ) for N → ∞ ¿ To determine AN we note that. 619. · · · π 16 C(2. .251) When N is small we use this directly and ﬁnd. when T = Tc . µN −1 detN M → detN −1 M. N ) and C(0. (12. 646.247) Thus we conclude that AN = AN −1 and since it is obvious that A0 = 1 we have AN = 1 and hence we have the general result detN M = 0≤j<k≤N −1 (µj − µk )(νj − N −1 N −1 j=0 j=0 (µj + νk ) νk ) . N −1 N −1 j=0 j=0 [2(j − k) + 1] (12.253) (12.Asymptotic expansions of C(N. · · · 135π 3 C(1.254) We note in particular that C(N.489. 267.540.242) we ﬁnd that. for example 2 ∼ 0. N ) is a rational multiple of the single transcendental number π −N . 722. · · · 3π 2048 C(3. 3) = ∼ 0.248) When we specialize this to the case (12.249) [2(j − k) + 1] = j=0 j=0 0≤j<k≤N −1 [1 − 4(j − k)2 ] (12. −1 = 1− m=1 1 4m2 m−N (12. (12.

Thus ∞ N →∞ lim N m=N ln(1 − 1 ) = lim N N →∞ 4m2 ∞ N dm − 1 4m2 = 1/4. (12. 255. N ) = m=1 1− 1 4m2 m ∞ 1− m=N 1 4m2 N .258) The second sum is a convergent inﬁnite series and thus its leading behavior as N → ∞ can be obtained by replacing the sum by an integral. ) = − ln N + γ + m ln(1 − )+ 2 2 4m 4 4m 4m2 m=1 C(N.257) We now obtain the behavior for large N by writing N −1 ln C(N. )=− m ln(1 − )+ 2 2 4m 4m m=1 4m 4m2 m=1 N −1 N −1 (12. 665 · · · m m=1 N (12. when δ = 1/2.263) .¿ Ising model spontaneous magnetization and form factors When N is large we use the identity sin πδ δ2 = 1− 2 πδ m m=1 which.256) C(N.251) we ﬁnd N −1 ∞ ∞ (12.260) Recalling the deﬁnition of Euler’s constant γ γ = lim we thus ﬁnd.261) m ln(1 − m=1 1 1 1 1 . 4m2 (12. specializes to 2 1 = 1− π m=1 4m2 Thus using (12. (12. (12.259) The ﬁrst sum diverges logarithmically as N → ∞ and to extract this divergence we write N −1 m ln(1 − m=1 1 1 1 1 + . N −1 n→∞ 1 − ln N = 0.577. N ) ∼ A N 1/4 ∞ (12.256) in the result (12.262) Therefore as N → ∞ where (12. for large N . N ) = m=1 m ln(1 − 1 )+N 4m2 ∞ ln(1 − m=N 1 ).255) .

238) is analytic on the unit circle and thus we may calculate the ratio C(0. N ) The row correlation function at T = Tc is obtained from the determinant (12. 4.273) (12.238) and (12. N ) lim (12.266) and thus.1) by setting α2 = 1 in (12. N ) by using the formula for the ratio of Toeplitz determinants (12.3) to ﬁnd Cr (eiθ ) = ie−iθ/2 with α1 = tanh2 E h /kB Tc . (12. N ) = exp N →∞ C(N.264) m ln(1 − 1 1 )+ 4m2 4m2 (12. even for N = 1.Asymptotic expansions of C(N.267) to the generating function (12. However.270) 1 2π 1 2π 2π 0 2π 0 dθe−inθ ln Cd (eiθ ) (12.271) and (12.31 of page 264] A = 0.272) Using the explicit forms (12.645002448 · · · (12.252) to an accuracy of better than 2 percent. Numerically [1.272) we ﬁnd r gn = α 1 − 1 for n = 0 2n 2n 0 for n = 0 |n| (12.268) This generating function shares with the diagonal correlation function the property that it is discontinuous on 0 ≤ θ ≤ 2π.267) (12.274) . N ) lim where d gn = ∞ r r d d k(g−k gk − g−k gk ) k=1 1 − α1 eiθ 1 − α1 e−iθ 1/2 (12.96) where we found in the derivation of Szeg¨’s theorem that o C(0. (12.267) of Cd (eiθ ) and Cr (eiθ ) in (12. The row correlation function C(0. the large N result agrees with the exact answer (12. N ) for N → ∞ ¿ ¯ ln A = A − γ/4 − 1/4 where ¯ A= m=1 ∞ (12.271) and r gn = dθe−inθ ln Cr (eiθ ). the ratio of the generating function (12.265) is another transcendental constant. N ) and C(0.269) N →∞ C(N.

N ) = N →∞ C(N. N 1/4 (12. t) is the hypergeometric function.281) where F (a.279) with t = α2 and for T > Tc 2 fN (2n+1) (t) = 1 2n+1 n+1 t n!(n + 1)!π 2n+1 n (n+1/2)N +n(n+1) 0 dxk xN k k=1 j=1 x−1 [(1 − tx2j−1 )(x−1 − 1)]−1/2 2j−1 2j−1 1 2 x2j [(1 − tx2j )(x−1 − 1)]1/2 2j j=1 1≤j≤n+1 1≤k≤n 1 − tx2j−1 x2k (12. N ) ∼ 1 + α1 1 − α1 1/4 A .234) for T > Tc to α1 = 0.275) (12. b.277) and thus for large N the leading term in the row correlation at T = Tc is C(0. t) 1/2 N ! 2 2 π (12. .5 Evaluation of diagonal form factor integrals The diagonal form factors are explicitly obtained by specializing the results (12. c.229) for T < Tc and (12.278) 12. N + . N ) lim 1 + α1 1 − α1 1/4 (12. (12.270) we ﬁnd C(0. N + 1. Thus we ﬁnd for T < Tc that (2n) fN (t) tn(N +n) = (n!)2 π 2n 1 2n n dxk xN k 0 k=1 j=1 2 (1 − tx2j )(x−1 − 1) 2j (1 − tx2j−1 )(x−1 − 1) 2j−1 1/2 1 1≤j≤n 1≤k≤n 1 − tx2k−1 x2j (x2j−1 − x2k−1 )2 (x2j − x2k )2 1≤j<k≤n (12.276) Therefore from (12.¿ Ising model spontaneous magnetization and form factors and d gn = 1 for n = 0 2n 0 for n = 0. In particular 2 fN (t) = tN/2 (1) Γ(N + 1/2) 1 1 F ( .280) (x2j−1 − x2k−1 )2 1≤j<k≤n+1 1≤j<k≤n (x2j − x2k )2 with t = α−2 .

and Dt denotes the j th derivative with respect to t.282) Such an operator is guaranteed to exist [9] because the integrands in the integrals are algebraic functions.5. 1/2. (n) (12. by use of diﬀerential algebra (n) as implemented on the computer. Once the (long) series is obtained we seek an operator Fn (N . This is straightforward in principle but it must be realized that in practice many hundreds (if not thousands) of terms are needed to actually obtain the diﬀerential operator and the generation of the series is usually the limiting factor in the analysis. t) with coeﬃcients that are polynomials in t. t)fN (t) = 0. t) is obtained for each n and N by ﬁrst expanding (n) the integral representation of fN (t) as a power series in t. t) = j=0 j Pjk (t)Dt (12. For all values of N and n which have been studied there is a factorization of the form: for n even F2 (N . This requires the solution of a linear algebra problem in a (usually) very large number of variables and is implemented in MAPLE by the use of the command seriestodiﬀeq in the package gfun.5.284) (12.Evaluation of diagonal form factor integrals ¿ For all n ≥ 2 it has recently been discovered [8]. t) and F (1/2.2 Factorization and direct sums The next step is to search for factorizations of Fn (N .1 Diﬀerential equations The ﬁrst step in the reduction procedure is to obtain a linear Fuchsian diﬀerential (n) operator Fn (N . 1. t) = L3 (N . 1. The annihilating operator Fn (N . that the n-fold integrals of fN (t) can all be reduced to sums of products of the hypergeometric functions F (−1/2.285) . Once this operator is found for a series of length L0 then if it continues to annihilate the series for (many but ﬁnite) values of (n) length L > L0 the operator (surely) annihilates the form factor fN (t). t) in the variable t which annihilates the form factor fN (t) Fn (N . t) = L5 (N . t) F4 (N . t) (12. The problem is to actually obtain the operator. Ultimately the only tool required is numerical linear algebra with integer coeﬃcients as implemented in the DE tools and gfun packages of MAPLE and thus the results may be considered as rigorous and exact even though no “analytic” derivation has yet been published. t) · L3 (N . t) of the form m Fn (N . t). t) · L1 (N . 12. One such factorization is implemented on MAPLE by the command DFactor in the package DEtools. 12.283) j where Pjk (t) is a polynomial of maximum degree k. 1/2. The results of these evaluations were presented in chapter 10 and here we will present the method by which the results have been obtained. t) · L1 (N .

The factorizations (12.288) (12.2 + N 4 (12.286) (12. t) = Dt 2 2 L2 (N .289) are not unique. t) and F4 (N . The operators Ln (N .295) (12. t) P4 (N . t) = Dt + (12. t) is a polynomial in t and Mn (N . 4. 3. For example it is found by use of MAPLE that the operators F3 (N . t) ··· where the operator Ln (N . t)F4 (N . t) have only been computed by MAPLE for a ﬁnite number of values of N but from these ﬁnite number of values a result for general N may be inferred. For example . This iterative structure is called a Russian doll factorization. t) = L1 (N .293) (12.289) N 2t − 1 1 Dt + − (12. t)M4 (N . t) is of order n.0 (t) − N 2 L4. 2. t) have a second factorization P3 (N . t) = L2 (N . t) F5 (N . t) = L6 (N . t) = Dt + 4 Dt + 2 (t − 1)2 t(t − 1) t 2t2 (t − 1)3 Dt 1 (12.287) (12. We thus see that the operator Fn (N . t) · L2 (N . t) = L2 (N . t). t) (12. t) = L4 (N . t) right divides the operator Fn+2 (N. we have L1 (N .0 (t) = Dt + 10 22 − 1 3 241t2 − 241t + 46 2 D + Dt t(t − 1) t 2t2 (t − a)2 (2t − 1)(122t2 − 122t + 9) 81(5t − 1)(5t − 4) + Dt + t3 (t − 1)3 16t3 (t − 1)3 5 2 32t − 23 9(17t − 8) Dt + 4 L4. t)M3 (N .294) The operators Ln (N .286) and (12. t) · L4 (N . t) · L2 (N . for n = 1. t) for 5 ≤ n ≤ 10 are given in [8].2 (t) = 2 Dt + 3 t 2t (t − 1) 8t (t − 1) (12.296) where Pn (N . t)F3 (N .291) − N2 + 3 t2 t 9 L4 (N . In particular.290) t(t − 1) 4t(t − 1) 4t2 2t − 1 2 14t2 − 15t + 2 8t2 − 15t + 5 3 Dt + L3 (N .292) 16t4 with 4 L4. t) = L4. t) is an operator of degree n.¼¼ Ising model spontaneous magnetization and form factors ··· for n odd F1 (N . t) F3 (N .

t) = t(t2 − 1)(2t − 1)(t − 2)Dt + 3(t4 − 2t3 − 2t2 + 3t − 3)Dt 2t5 − 5t4 − 10t3 + 20 − 11t + 2 3 Dt − (12. t) = t2 (t2 − 1) P3 (1. t) = l=0 ⊕M2l (N . t) with n ≥ 5 direct sum decompositions may be determined by use of the Maple command DFactorLCLM. (12.297) + t−1 2 3 2 M3 (1.295) we see that any solution of the third order equation for M3 (N . t). t) which we write as F2 (N t) = L1 (t) ⊕ M3 (N . t) (12. t) with the factorization (12. from (12. all the operators Fn decompose into the direct sum of operators as n F2n−1 (N . t) is the direct sum of the solution spaces of L1 (t) and M3 (N .Evaluation of diagonal form factor integrals ¼½ 3 2 M3 (0.284) one solution to the F2 (N . from (12.305) .304) F3 (N . For Fn (N .300) (12. t) = L2 (N . Thus taken together the four solutions of L1 (t) and M3 (N .301) (12. t) and thus we may write that the solution space of F2 (N . t) = t(t2 − 1)(2t2 − 5t + 2) P4 (0.299) + 16t(t − 1) with P3 (0.287) of the sixth order operator F3 (N . for all values of n and N investigated. t) equation is the solution of the ﬁrst order equation for L1 (t).298) + t(t − 1) 2 and 4 3 M4 (0. t) exhaust all solutions of F2 (N . t) = t2 (t − 1)2 (t2 − t + 1).302) The operator F2 (N . t).296) in terms of the fourth order operator M4 (N . (2) (12. and it has been discovered that. t) = t2 (t2 − 1)Dt + 2(2t2 + 2t − 1)tDt 2t2 + 3t − 3 1 tDt − (12. t) ⊕ M4 (N . t) which annihilates fN (t) is fourth order.303) Similarly by comparing the Russian doll factorization (12. t) we see that (12. t). t) = t2 (t − 1)2 (t2 − t + 1)Dt + 2(2t − 1)(2t2 − 2t + 3)tDt 1 2 + (29t4 − 58t3 + 102t2 − 73t + 14)Dt 2 (2t − 1)(5t4 − 10t3 + 27t2 − 22t + 2) Dt + 2t(t − 1) t4 − 2t3 + 42t2 − 41 + 4 (12. t) is also a solution for F2 (N .

295) and (12. t) from which (12. These “pesudosingular points” are referred to as “apparent singularities”. t). t) in the direct sum decompositions which should be explicitly noted. t). t).312) (12. displayed in (12. t) and M4 (0.307).296) follow by use of (12. However. 12.297)–(12. The diﬀerential operators Ln (N . t). 12.310) (12. t) only have three singular points (0. t) (12.307) If there is such a homomorphism the operator B is obtained in MAPLE by use of the command Homomorphism(O1 . we note that Homomorphism(F2 (N . t) and Homomorphism(F3 (N .5. ∞). t).3 Homomorphisms of operators To proceed further we need the notion of homomorphism of operators which generalizes the notion of similarity of matrices.305) and (12. For example. t) in (12.306) are independent of n is guaranteed by the Russian doll decomposition of the operators Fn (N . There is a curious property of the operators Mn (N . in the operators M3 (0. t)) = M4 (N .4 Symmetric powers (12. L1 (t)) = M3 (N .309) (12.5.306) where the fact that the Ml (N . Consequently these other vanishing points must NOT lead to genuine singularities in the solution.311) (12. Two operators O1 and O2 are said to be homomorphic if there exist operators A and B such that AO1 = O2 B. 1.307) we see that if a function f (t) is a solution of O1 (t)f (t) = 0 then the function g(t) = B(t)f (t) is a solution of O2 (t)g(t) = 0. O2 ) in the package DEtools. t) = l=0 ⊕M2l+1 (N . M3 (1. the coeﬃcients of the highest derivatives vanish at several other values of t besides (0.¼¾ Ising model spontaneous magnetization and form factors n F2n (N . ∞). 1. L2 (N . (12.308) The last step needed in the reduction is to learn how to recognize when a solution of a diﬀerential equation can be written as the product of solutions of diﬀerential . From (12.299).

Now eliminate y and y from (12.Evaluation of diagonal form factor integrals ¼¿ equations of lower order.318) +[e(t) − 2b(t)(c(t) − 2a(t)) − 2b (t)]ya yb = 0 Thus.316) using (12.316) These are three linear equations for the three unknowns c(t). where prime indicates diﬀerentiation with respect to t. to obtain [2c(t) − 6a(t)]ya yb + [d(t) − a(t)c(t) − a (t) + a2 (t) − 4b(t)](ya yb + yb ya ) (12.315) is rewritten as ya yb + yb ya + 3(ya yb + yb ya ) + c(t)(ya yb + yb ya ) + 2c(t)ya yb + d(t)(ya yb + yb ya ) + e(t)ya yb = 0. and are readily solved to give . by noting that ya yb . We illustrate this reduction by considering the linear second order equation d2 d { 2 + a(t) + b(t)}ya = 0 (12.317) (12. we obtain from (12. 3 dt dt dt (12. 2 are two linearly independent solutions and determining the coeﬃcients c(t).313) in the form ya = −a(t)ya − b(t)ya ya = −a(t)ya − [a (t) + b(t)]ya − b (t)ya = [a2 (t) − a (t) − b(t)]ya + [a(t)b(t) − b (t)]ya . (12.314) To determine these coeﬃcients we note that d ya yb = ya yb + yb ya dt d2 ya yb = ya yb + yb ya + 2ya yb dt2 d3 ya yb = ya yb + yb ya + 3(ya yb + yb ya ) dt3 and thus (12. d(t) and e(t).315) (12. (ya yb + yb ya ) and ya yb are linearly independent. d(t) and e(t) in the third order diﬀerential equation { d3 d2 d + c(t) 2 + d(t) + e(t)}ya yb = 0.318) the three equations c(t) − 3a(t) = 0 d(t) − a(t)c(t) − a (t) + a2 (t) − 4b(t) = 0 e(t) − 2b(t)(c(t) − a(t)) − 2b (t) = 0.313) dt dt where ya with a = 1.319) (12.

313). t). t) in the direct sum decomposition are determined from the MAPLE command DFactorLCLM in the package DEtools.324) (12. We have used nothing more than linear algebra in this derivation.325) (12. once we have discovered that the Mn (N . t) we ﬁnd that it is indeed correct and that calling Sn (t) = Symmetric nth power(L2 (t) we ﬁnd Homomorphisms(S2 (t). t) are obtained from the MAPLE command DFactor and operators Mn (N .323) However.5 Results + 3a(t)g + [2a(t)2 + 4b(t) + a (t)]g + (4a(t)b(t) + 2b (t)g = 0 (12. M3 (1.e. t)) = t(t − 1)Dt + t − 3 3 1 Homomorphisms(S3 (t). to decompose Mn (N . 2 (12. the operators Fn (N . t) and M4 (0.326) (12. t) themselves are homomorphic to the same symmetric powers with the same homomorphism and thus we may dispense with the need for an explicit computation of the Mn (N . M3 (0.320) Therefore we have shown that the three linearly independent solutions of the third order equation g are g = ya yb (12.321) Thus far we have proceeded in a constructive fashion.322) where ya are two linearly independent solutions of the second order equation (12. t) are determined from the series expansion of the form factor fN (t). However. 12.5. Testing this “guess” on the operators M3 (0.¼ Ising model spontaneous magnetization and form factors c(t) = 3a(t) d(t) = 2a(t)2 + 4b(t) + a (t) e(t) = 4a(t)b(t) + 2b (t). t) it immediately follows that the Fn (N . t) is homomorphic with the n − 1 symmetric product of the operator L2 (t). t)) = t(t − 1)Dt + t − . t) we do not proceed in a “constructive” fashion but will make a “guess” and prove it to be true. the diﬀerential operators (n) Fn (N . This linear procedure is implemented in MAPLE by the command symmetricpower in the package DEtools. The “guess” is that Mn (N . M4 (0. i. M3 (1. t) operators all together which obviates the need for .314). (12. t)) = t(t − 1)Dt + t 1 2 Homomorphisms(S2 (t). The identical procedure will obtain the equation of order n + 1 which annihilates the n + 1 functions ya1 · · · yan where ya satisﬁes second order equation (12. t) in the direct sum decomposition are homomorphic to the (n − 1)th symmetric powers of L2 (N .

1. t)) = t(t − 1)Dt + t − 3 3 2 Homomorphisms(S2 (t).332) (n) Equivalently we may use as a basis the complete elliptic integrals (normalized to unity at t = 0) ˜ ˜ K(t1/2 ) = F (1/2. t) which is the solution of the operator L2 (0. t). F4 (0. 1. 1.327) (12. t).) This will give a solution in terms of the basis F (1/2. dt (12. t)) = t(t − 1)Dt + t − 1 2 (12.330) 2 Homomorphisms(S4 (t). dt (12.329) (12.Evaluation of diagonal form factor integrals ¼ dealing with the apparent singularities which appeared in the explicit constructions of Mn (N . t)) = t2 (t − 1)2 Dt + t(t − 1)(5t − 1)Dt + 4t2 − 3t (12. For completeness we list several of the homomorphisms of Fn (N . t) with Sn (t): Homomorphisms(S2 (t).328) (12.331) that 1˜ ˜ ˜ K[K − E] 2 1 (2) ˜˜ ˜ f1 (t) = [1 − 3K E − (t − 2)K 2 ] 2 f0 (t) = (2) (12. 1. t) and d F (1/2.331) In order to obtain the results for fN (t) given in chapter 10 it now remains to apply the homomorphism operator to the powers of the solution F (1/2. to use MAPLE to ﬁnd homomorphisms the variable x = t1/2 must be used because MAPLE will only recognize homomorphisms with integer powers of the independent variable.336) . 2. This is most helpful because the computing of the direct sum decomposition using DFactorLCLM takes much more time and memory than does the computations of homomorphisms. F2 (0.327)–(12. F2 (1. t)) = t(t − 1)Dt + t 1 2 Homomorphisms(S2 (t). 1. F2 (2. 1/2. F3 (0. t)) = t(t − 1)2 (t + 1)Dt 11 11 − 1) + t2 − t + 1 + (t − 1)(3t2 − 4 4 Homomorphisms(S3 (t). 1/2.335) (12. t) and E(t1/2 ) = F (−1/2. (Note.334) (12.333) In this basis we ﬁnd from (12. 1. 1/2. that for the functions f2N +1 (t). t) which is regular at the origin and to determine the correct linear combination of the terms in the direct sum by matching a ﬁnite number (2n+1) of terms in the expansion at t = 0. 1/2. t) by using the relation 2 ˜ dK ˜ ˜ = (1 − t)−1 t−1 (E − (1 − t)K].

there is no reason that K(t1/2 ) and E(t1/2 ) or F (1/2. This is because there are homomorphisms with symmetric powers of any L2 (m.6 Discussion The reduction of the form factor integrals given above is both surprising and incomplete. t) and an analytic derivation of the direct sum structure has not been found. is almost certain that related reductions for the row correlations must exist but so far they have not been found either.338) 6 1 (4) ˜ ˜ ˜ ˜ ˜ ˜ ˜ ˜ {4(K − E)K − (2t − 3)K 4 − 6K 3 E + 3K 2 E 2 } (12. It would be most desirable if the results could be rewritten in terms of solutions of L2 (m.337) 6t 1 ˜ (3) ˜ ˜ ˜ f0 (t) = [K − (t − 2)K 3 − 3K 2 E] (12. 7] since 1966 whereas the reduction was only discovered [8] in 2007.¼ Ising model spontaneous magnetization and form factors 1 ˜ ˜˜ ˜ {(6t2 − 11t + 2)K 2 + (15t − 4)K E + 2(t + 1)E 2 } (12. The reduction is incomplete for at least two reasons. t) and not just L2 (0. The ˜ ˜ results given here. 1/2. Furthermore. It is most unsatisfactory that an analytic derivation of the operators Ln (N . ˜ ˜ First of all. in chapter 10 and in [8] in the basis of K(t1/2 ) and E(t1/2 ) do not have a recognizable form which can be generalized to arbitrary N .339) f0 (t) = 24 f2 (t) = 1 − (2) 12. t). t) which would allow the identiﬁcation of a general form. t) must be used as a basis to express the results. 1. . Secondly the derivation given here does not reveal the structure of the integrals which is responsible for the reduction. (2) The reduction must be considered surprising because the integrals for fN (t) have been in the literature [1. 1. 1/2. t) and F (1/2.5.

[3] A.T. [2] G. Szeg¨. suppl. Phys. W. Boukraa. Maillard. [6] I. Hassani. B. Theory of Toeplitz determinants and spin correlations in the twodimensional Ising model I. Silberman. d´di´ a Marcel Riesz. (1949) 261. Form factor expansion of the row and diagonal correlation functions of the two-dimensional Ising model. discussion. Phys. 149 (1066) 380–401. [4] L. Lund.P. Analysis of Toeplitz Operators. McCoy and T. o e e (1952) 228. 2005).M. A40 (2007) 75–111. Wu. J. 85 (1952) 808–816. Orrick and N.N.P. J.M. Lyberg and B. [9] R. (Springer 2 ed. Diﬀerentiably ﬁnite power series. Yang. McCoy. McCoy. A 40 (2007) 3329– 3346. Rev. S. Nuovo Cimento 6.T. The two dimensional Ising model (Harvard University Press 1973).M. . Onsager. [7] T.-M. J. Stanley. Combin. Seminaire. Rev. Commun. [5] C. Phys. Bottcher and P. suppl. The spontaneous magnetization of a two-dimensional Ising model. Wu. Math. Zenine. [8] S. 1 (1980) 175–188. Univ.References [1] B. Holonomy of the Ising model form factors. Phys. European J.

1. The star–triangle equation next appears not in the context of two-dimensional statistical mechanical models but in a paper by McGuire [4] on the scattering of bosons in one dimension which interact with the two-body delta function potential V (x) = cδ(x). However.1 Historical overview The star–triangle equation ﬁrst appeared as an equivalence of electrical circuits in [1] in 1899. This parenthetical remark was explicitly elaborated the next year in the review paper of Wannier [3]. before giving precise deﬁnitions and deriving explicit results. To connect this idea of factorized scattering matrices with the star–triangle equation of Onsager it is necessary to change the point of view which was used in the Pfaﬃan solution of the Ising model which keeps the symmetry between the vertical . order parameter and correlation functions of the model. many other models for which exact calculations have been carried out and the tool for obtaining these models is the notion of a local relation between Boltzmann weights known as the star–triangle (Yang–Baxter) relation which originated in the study of electrical networks in 1899. however. Several years later Yang [5] generalized this to multispecies scattering. it is helpful to give a historical survey of the subject. There are.1) In this paper McGuire shows that the N -body scattering matrix factorizes into products of two-body amplitudes because the two-body scattering matrix satisﬁes a set of overdetermined equations. However. An overview of the chronology of the development of the star–triangle equation is given in Table 13. it did not appear in statistical mechanics until a parenthetical remark was made in the 1944 paper of Onsager [2] in which the Ising model free energy was ﬁrst computed. In this chapter we will explain in detail the applications of the star–triangle equation in statistical mechanics. 13. However.13 The star–triangle (Yang–Baxter) equation The Pfaﬃan solution of the Ising model is very elementary and is suﬃciently powerful that we could use it to calculate the free energy. (13. that method gave no insight into why the Ising model could be solved and no indication that there might be other models for which exact computations could be carried out.

Its detailed deﬁnition and construction is given in section 13.Historical overview ¼ Table 13. 16] Zamolodchikov [17. 18] Fateev. This matrix is called the transfer matrix. Tang. Perk.2. Perk. H] = 0 for eight-vertex Star–triangle for eight-vertex Star–triangle for face models The hard hexagon model Tetrahedral equation Self-dual ZN spin model Solution of tetrahedral equations The RSOS models Hamiltonian for superintegrable chiral Potts spin chain Genus > 1 for the three-state chiral Potts model Fermat curve for the four-state self dual chiral Potts model Product form for ﬁve-state self-dual chiral Potts model Star–triangle for N -state chiral Potts sl(n) chiral Potts model Connection of sl(n) chiral Potts with the tetrahedral equation and horizontal interaction energies E v and E h . 3] McGuire [4] Yang [5] McCoy. We parametrize this anisotropy by some variable u (called the spectral variable) and consider the dependence of the transfer matrix T (u) on this variable. Tang. Yan [23] McCoy. Stroganov [28] Bazhanov. Baxter [29] contribution Star–triangle for electrical networks Star–triangle for Ising Factorized scattering of bosons with δ function interactions Factorized scattering of several species with δ function interactions [T (v). Baxter. Kashaev Mangazeev. date 1899 1944 1964 1968 1968 1970 1971 1973 1980 1980 1982 1983 1984 1985 1987 1987 1988 1988 1991 1993 author(s) Kennelly [1] Onsager [2. Rittenberg [22] Au-Yang. Instead we will build up the twodimensional lattice by deﬁning a matrix T which adds Boltzmann weights to the lattice one row at a time. McCoy. Perk. Perk. Wu [6] Sutherland [7] Baxter [8–11] Baxter [12–14] Baxter [15. Au-Yang [26] Au-Yang. Perk [27] Bazhanov. We will then look for models in which there is some variable in the Boltzmann weights . The connection between the star–triangle equation of the Boltzmann weights found by Onsager with the factorized scattering found by McGuire and Yang is seen by considering the dependence of the transfer matrix on the anisotropy of the interactions E v and E h . H] = 0 for six-vertex [T (v). Forrester [21] von Gehlen. Sah [24] Au-Yang.1 Historical overview of the development of the star–triangle equation from electrical networks to models with genus greater than one. Zamalodchikov [19] Baxter [20] Andrews. McCoy. Tang [25] Baxter.

satisfy the commutation relation [T (u). This was extended to the commutation of the symmetric eight-vertex model (deﬁned also in section 13. (13. H}q. H] = 0 (13.7) Quantum mechanics is obtained from classical mechanics by the replacement of the classical Poisson bracket of X and Y by the commutator. (8-42) on page 252] deﬁned by {A. . B}q.2) begins with the paper of McCoy and Wu [6] in 1967 where it was shown that the transfer matrix of the then newly discovered solvable six-vertex model [30–36] (deﬁned in section 13. The signiﬁcance of the commutation relation (13.8) we recognize and interpret (13.½¼ The star–triangle (Yang–Baxter) equation analogous to the anisotropy in the Ising model for which the transfer matrix satisﬁes the very improbable equation of commuting transfer matrices [T (u).3) whose solvability [37–41] goes back to the work of Bethe on the one-dimensional Heisenberg chain [42] with ∆ = ±1. For such a system a set of operators Jk are called constants of the motion if they satisfy {Jk . T (u )] = 0.4) may be seen by making a comparison with the classical mechanics of a system of N particles with momenta pk and coordinates qk speciﬁed by a Hamiltonian H({p}.4) where u is a parameter in the Boltzmann weights.p = k ∂A ∂B ∂A ∂B − ∂qk ∂pk ∂pk ∂qk .3) with the XYZ spin chain N HXY Z = − j=1 y y x x z z {J x σj σj+1 + J y σj σj+1 + J z σj σj+1 } (13. (13.5) by Sutherland [7] in 1970. {q}).3) and the XXZ anisotropic Heisenberg spin chain with periodic boundary conditions N HXXZ = − j=1 y y x x z z {σj σj+1 + σj σj+1 + ∆σj σj+1 } (13.p = 0 (13. B}p.q is called the Poisson bracket [43.2) The emergence of the signiﬁcance of (13. Thus if we consider the transfer matrix as a generating function in an appropriate variable T (u) = k Jk uk (13.4) as saying that the Hamiltonian has as many constants of the motion as the Hamiltonian has degrees of freedom.6) where {A.

This criterion originates in the work of Liouville in 1836 and for these systems the equations of motion may be explicitly solved in terms of action angle variables. 10] that T (u) → T (0){1 + uHXY Z + O(u2 )} (13.2) of transfer matrices holds if the Boltzmann weights satisfy a set of overdetermined equations. 11] that for the parametrization of the eight-vertex model given in [8. (13.Historical overview ½½ In classical mechanics a system of N particles is said to be integrable if there are N constants of the motion Jk (13. Tang and Yan [23] who showed that the three state chiral Potts model has a spectral variable v which lies on a curve of genus 10 and that for the special “self dual” case this curve degenerates to the genus one (elliptic) Fermat curve x3 + y 3 = z 3 . The relevance of the star–triangle equation to the six. These considerations were extended the following year by Baxter [12–14] to face models which subsequently led to the discovery of the solvability of the hard hexagon [15.2) to hold are referred to as the star–triangle equations. 18] in 1980 where a set of equations called “tetragonal” equations were derived and solutions conjectured. k ≤ N {Jj .9) which provides the analogue of (13.10) is the statement that there is some value of the spectral variable u where the transfer matrix T (u) reduces to the Hamiltonian. A set of solutions was proven to satisfy these tetragonal equations by Baxter [20] in 1983. However.8) the commutation relation (13. When the transfer matrix is interpreted as the generating function of constants of the motion (13. These equations are also referred to in the literature as Yang–Baxter equations. Jk }p.6) which satisfy for all 1 ≤ j.2) is recognized as the quantum mechanical analogue of the classical integrability condition (13.11) (13. The star–triangle equations were generalized from two to three dimensions by Zamolodchikov [17. McCoy. In all of the preceding papers the spectral variable lies either on a genus one elliptic curve (for the eight-vertex and Ising model) or its degeneration to a genus zero trigonometric curve (for the 6 vertex model) and for many years it was folk wisdom that these were the only spectral curves possible. 16] and RSOS [21] models. in 1987 this was proven false by Au-Yang. Perk.12) .10) When the classical constants of the motion Jk satisfy (13.9) they are said to be in involution or compatible. (13. Baxter recognized that the set of overdetermined equations is a vertex generalization of the spin system star–triangle equation of Onsager and for this reason the conditions of the local Boltzmann weights which allow (13.and eight-vertex model was recognized by Baxter in 1971 in truly monumental papers [8. and the classical system is said to be integrable.9) and analogue of (13.10). Baxter also found [9.10] where it is shown that the commutation relation (13.q = 0 where by deﬁnition J1 = H.

3 we introduce the important notion of a family of transfer matrices depending on a parameter u (which depends on the various interaction constants of the model) such that the commutation relation (13. and are associated with . Mangazeev and Stroganov [28] in 1991 and this model was shown to satisfy tetragonal equations for an n − 1 layer chiral Potts model in three dimensions by Bazhanov and Baxter [29] in 1993.2) of commuting transfer matrices and we ﬁnd solutions to these equations.4 we consider vertex models and obtain the six-vertex.4) with the transfer matrix T (u) of the two-dimensional statistical model. 2) spin models and 3) face models. which depend on a parameter u. We will study three diﬀerent types of models for which the star–triangle equation will be applied: 1) vertex models.2 we deﬁne three diﬀerent types of models: spin (Ising. E(j . In section 13. Kashaev. Perk and Au-Yang [26] with a detailed proof published in 1989 by Au-Yang and Perk [27]. vertex (six and eight vertex models) and face (RSOS and hard hexagons) and construct their transfer matrices in terms of the Boltzmann weights.13) and to the self-dual ﬁve state model [25] where in addition to the ﬁfth order Fermat curve a product form for the Boltzmann weights was obtained. In section 13. ν. Vertex models Vertex models have state variables which lie on the links of the lattice and interaction energies. eight-vertex and free fermion solutions of the star–triangle equations. In section 13.5 we consider spin models and obtain the solution of the chiral Potts model (and the special case of the self dual ZN model).7 we derive for the sixand eight-vertex models and the chiral Potts model the Hamiltonians H of one dimensional quantum spin chains which satisfy the commutation relation (13. The Boltzmann weights for the general case of the N -state chiral Potts model which satisfy the star–triangle equation was presented in 1988 by Baxter. In section 13.2) holds. The further important generalization to the sl(n) chiral Potts model was made by Bazhanov.½¾ The star–triangle (Yang–Baxter) equation This was very soon extended [24] to the self-dual four-state chiral Potts model where the spectral curve is the Fermat curve x4 + y 4 = z 4 (13. 13.2 Transfer matrices The use of transfer matrices to solve two-dimensional models in statistical mechanics originates in the work of Kramers and Wannier [44. In this chapter we will explain the derivation and solutions of star–triangle equations in detail. self-dual ZN and chiral Potts models ). In the subsequent three sections we show that the star–triangle equation implements the condition (13. j. In section 13. In section 13. The solutions of the three-dimensional tetragonal equations and the sl(n) chiral Potts model are beyond the scope of this book.6 we consider face models and present the RSOS and hard hexagon models. u). µ. 45] and is the starting point of Onsager’s [2] 1944 computation of the free energy of the Ising model.

j |u)/kB T ) (13.14) ν Spin models Spin models. 13. j )|u) = exp(−E h (j.1. j j W (j. j|u)|µ.15) of two neighboring spins are parameterized as shown in Fig.3 . µ. a2 .ν = exp(−E(j . j )|u) = exp(−E v (j. u)/kB T ) as illustrated in Fig. j.ν Fig.Transfer matrices ½¿ the vertices where the variables j . ν. 13. j |u) the site for the state variable j lies below of the site for j . µ. j |u)/kB T ) W v (j. j |u) and E h (j. j |u) are associated with the links (vertical and horizontal) which join nearest neighbors.13. The local Boltzmann weights W h (j. The associated local Boltzmann weights in Fig. j |u) Fig. have state variables which lie on the vertices of the lattice.1.3. j.1 Local Boltzmann weights of vertex models. b1 . We will at times indicate this convention by drawing an arrow on the bond which points from j to j . and the interaction energies E h (j. and for W v (j. like the Ising model. ν intersect as in Fig. 13. The arrows point from j to j . Face models Face models have state variable which lie on the vertices of the lattice and the interaction energies E(a1 . b2 |u) are associated with all four spins around an elementary face as shown in Fig. The associated local Boltzmann weight is written in the matrix form W (j . j |u) h j j W v (j. j u µ j W (j .2 where we have adopted the convention that for W h (j. 13. 13. j |u) the site for the state variable j lies to the left of the site for j .2 Local Boltzmann weights of spin models. 13. j|u)|µ. (13.

The partition function is the sum over all the state variables of the product of all the local Boltzmann weights. This is the method used by Onsager [2] in his original computation of the free energy of the Ising model.17) = Tr T (u)Nv . we may express the partition function as Z= {j1 }. b1 . b2 |u) = exp(−E(a1 .{j1 } (u) (13. When the transfer matrix can be diagonalized then. (13. b2 |u) a2 Fig. a2 . b2 |u)/kB T ). If the number of states per site or bond is n. In each of the three cases the local Boltzmann weights are allowed to depend on an arbitrary parameter u. Thus.3 Local Boltzmann weights for face models. Such a sum is obviously invariant under the rotation of the lattice by 90 degrees and in our treatment of the Ising model we used a method of solution which preserved this invariance. 13.{j2 } (u)T{j2 }. we have . for the more general models of this chapter we will not use such a symmetric method of solution and instead we consider building up the full two-dimensional lattice of Nv rows and Nh columns by adding successive rows. and if we impose periodic boundary conditions in the vertical direction. b1 . b1 b2 (13.{j2 }. However.{jNv } T{j1 }.½ The star–triangle (Yang–Baxter) equation are W (a1 . a2 .···. if we call T{j2 }. the dimension of the transfer matrix is nNh . In this limit the sum in (13. calling this maximum eigenvalue t0 (u). b1 .18) is dominated by the largest eigenvalue and thus.18) k We are interested in the thermodynamic limit where Nv → ∞. a2 .16) u a1 W (a1 . The matrix T (u) is called the transfer matrix.{j3 } (u) · · · T{jNv }.{j1 } (u) the matrix of Boltzmann weights between the states {j1 } in row 1 and the states {j2 } in row 2. calling tk (u) the eigenvalues of T (u) we have Z= tk (u)Nv .

Nv (13.{j} = TrW (j1 . jN ) (13. jN ) Fig. j2 )W v (j2 .{j} = W v (j1 .22) . j2 ) · · · W v (jN . j1 )W (j2 . j2 ) · · · W (jN .2.5.19) In the thermodynamic limit the number of columns Nh as well as the number of rows Nv goes to inﬁnity. j1 )W h (j1 .{j} = TrW (j1 .21) where the trace is over the state variables on the horizontal links of the lattice. j1 ) which is illustrated in Fig. 13. 13. Thus the free energy per site F is given by −F/kB T = Nv . j1 )W (j2 .1 Explicit forms of the transfer matrix The precise form of the transfer matrix is diﬀerent for the three classes of models under consideration. jN )W h (jN . Nh →∞ Nh Nv Nh (13. Spin models For spin models we will ﬁnd it convenient to consider the diagonal to diagonal transfer matrix with periodic boundary conditions in the horizontal direction T (u)|{j }.4 j1 u ν1 ν2 j2 u ν3 j3 u ν4 j4 u νN jN u ν1 j1 j2 j3 j4 jN T (u)|{j }. the row to row transfer matrix is T |{j }. Vertex models For vertex models with periodic boundary conditions in the horizontal direction.Nh →∞ lim 1 1 lnZ = lim lnt0 (u). 13. This is illustrated in Fig. j2 ) · · · W (jN .4 Construction of the transfer matrix of vertex models from the local Boltzmann weights. (13.Transfer matrices ½ Nv →∞ lim 1 lnZ = lnt0 (u).20) Therefore the study of the thermodynamics is reduced to the computation of the largest eigenvalue of a very large matrix. 13.

13. must be real. 13. However. b3 ) · · · W (aN . a1 .6 Construction of the transfer matrix face models from the local Boltzmann weights. b3 ) · · · W (aN . a3 .6. This is the situation considered for continuum models in chapter 3 and in the chapters in virial expansions. j2 )W h (j2 . This will be guaranteed if the local interaction energies themselves are real. 13. b2 . which is the sum of all the local interaction energies.{ai } = W (a1 . This can at times lead to situations where for all conﬁgurations of the variables the interaction energy is real and the Boltzmann weight of each conﬁguration is real and positive even though there may be some local Boltzmann weights which are negative.2. b2 )W (a2 . b1 .2 The physical regime For a statistical system to be physically realizable the total conﬁgurational interaction energy of the system. j1 )W h (j1 . a3 . a2 . j2 )W v (j2 .23) u u u u a1 a2 a3 a4 a5 aN T |{bi }. a1 . b1 ) Fig.½ The star–triangle (Yang–Baxter) equation j 1 j 2 j 3 j 4 j N W v (u) W h (u) j1 T (u)|{j }. j1 ) Fig. for vertex and face models the concept of the physical region can be slightly extended when there is a global restriction on the conﬁguration of the variables. bN . bN .5 Construction of the “diagonal” transfer matrix of spin models from the local Boltzmann weights. 13. in which case the local Boltzmann weights will be real and positive. b2 . b2 )W (a2 . b1 ) which is illustrated in Fig. b1 b2 b3 b4 b5 bN u u (13. j3 ) · · · W v (jN . b1 .{ai } = W (a1 . a2 . jN )W h (jN . Face models For face models with periodic boundary conditions in the horizontal direction the transfer matrix is T |{bi }. .{j} W v (u) W h (u) j2 W v (u) W h (u) j3 W v (u) W h (u) j4 W v (u) W h (u) jN = W v (j1 .

unlike the case where the local Boltzmann weights are all positive. transfer matrices are not symmetric and thus are not Hermitian in the physical regime with all matrix elements nonnegative. T (u)] = 0 (13. This is a suﬃcient condition to guarantee that the transfer matrix is diagonalizable but in this case. Deﬁnition A model is called integrable if it allows a one-parameter family of commuting transfer matrices [T (u). When all the local Boltzmann weights are positive all elements of the transfer matrix are real and nonnegative. Jj } = 0 (13. even though the Perron–Frobenius theorem guarantees that the largest eigenvalue must be real there are in general many eigenvalues that are complex. We will see that such an extended notion of “physical regime” occurs on the eight-vertex model. However. (13. In this book we will refer to a “physical regime” if the total interaction energy is real. If. When all of the matrix elements of the transfer matrix are real and positive the Perron–Frobenius theorem guarantees that the largest eigenvalue is positive and unique. H} = 0 and {Jk . T (u)] = 0 (13. in addition to having all nonnegative matrix elements the transfer matrix is symmetric T T (u) = T (u).28) .3 Integrability From the transfer matrix we deﬁne the important property we call integrability. this nonnegativity property can at times occur even if some local Boltzmann weights are negative.25) and thus because of the reality of the matrix elements [T † (u). this convention is not universally used in the literature and some authors require all the local Boltzmann weights to be nonnegative in order for the term “physical” to be applied.24) then T (u) is also Hermitian and thus is diagonalizable with real eigenvalues. this more extended notion will in general depend on the boundary conditions as well as on the local Boltzmann weights. in general. However. (13. However.26) then the transfer matrix is normal . 13. However.27) This deﬁnition is analogous to Liouville’s deﬁnition in classical mechanics that a system with 2N degrees of freedom speciﬁed by a Hamiltonian H is called integrable if there are N operators Jk (with J1 = H) such that {Jk .Integrability ½ These sets of local Boltzmann weights will also be called “physical” even though some of them are negative. T (u )] = 0. if the commutation relation holds of [T T (u). Moreover.

We prove that the star–triangle equation of Fig. B} is the Poisson bracket. For vertex models we use the convention that state variables on external lines are ﬁxed while state variables in internal lines are summed over.27) in this chapter. These local conditions are alternatively referred to as Yang–Baxter equations.7 where the “intertwining” matrix R(u ) has an inverse as shown in Fig.27) holds. The commutation relation (13.1 that there are n4 Boltzmann weights. 13. 13. 13.27) to hold. 13.½ The star–triangle (Yang–Baxter) equation for all k and j where {A. 13. in the three classes of models being considered here the transfer matrix has been constructed out of local interactions at sites and vertices and thus it is natural to look for a local condition involving only a small number of Boltzmann weights which will guarantee that (13. It is a very overdetermined set of equations and it is not at all obvious if there are any solutions and how such solutions may be obtained.27) will allow the exact evaluation of the eigenvalues and eigenvectors of the transfer matrix. 13.and eight-vertex model and the free fermion model. 13. The condition of commuting transfer matrices (13. 3].8. With these conventions the vertex model star–triangle equation is given by Fig. and each will be treated in a separate section below.7 we see that because there are six external legs in the star–triangle equation there will be n6 equations to be satisﬁed.8 are suﬃcient to guarantee the commutation of the transfer matrices in Fig. with u as the generating variable.10. It is hoped that the ﬁgures provide a self-explanatory proof. It is also not obvious why the condition (13.4 Star–triangle equation for vertex models It is far more transparent to discuss star–triangle equations and commutation of transfer matrices graphically instead of using equations wherever possible. It must be stressed that the star–triangle equations presented below are only proven to be suﬃcient conditions for the commutation relation (13. The star–triangle equation is clearly a very overdetermined system. 13. This condition was seen to be a vertex analogue of a property found by Onsager for the Boltzmann weight of the Ising model and named by him the star–triangle equation [2. Nevertheless it has been found that for each n there are solutions.9 and Fig. It is unknown if the star–triangle equations are necessary for commutativity of the transfer matrices. For vertex models with n states per bond we see from Fig.27) is a global relation which involves all the sites in one row. We will here conﬁne our attention to the case n = 2 and present the important solutions of the six.7 and the inversion relation of Fig. The transfer matrix T (u) can be thought of as the generating function of the constants of the motion Jk . We study the problem of existence of solutions of (13. . 10] in his solution to the eight-vertex model. The computation of eigenvalues will be done in the next chapter. Such a local condition on Boltzmann weights was found by Baxter in [10] for the eight-vertex model. However.27) was ﬁrst introduced by Baxter [8. 13. In Fig. The form of the local relation is diﬀerent for the three diﬀerent classes of models.

We will restrict our attention here to the symmetric (or zero ﬁeld case) where a = a and b = ¯ ¯ b.d d Fig.Star–triangle equation for vertex models ½ f e W (u ) b α α.4. 13. ¯ c. d as shown in Fig.γ e R(u ) β a R(u ) c Fig. 13. 13.12.β . 2. It is easily seen that because of the periodic boundary conditions the restriction to this eight-vertex model requires that in the transfer matrix the weights w5 and w6 . We will here.8 The inversion relation for vertex models. however. Therefore we may set them equal without loss of generality and thus we will denote the eight Boltzmann weights by a. . a two-state model will have 16 nonvanishing Boltzmann weights at each site. a.7 The star–triangle equation for vertex models.1 Boltzmann weights for two-state vertex models For vertex models with two states per bond we may denote the states either by means of arrows or by variables ±1 as shown in Fig. 13. The eight allowed Boltzmann weights are shown in Fig. ¯ b. For the partition function the symmetries are explicitly derived in [46] and for the transfer matrix in [47].11.c δa. 4) of arrows pointing towards (and away from) each vertex. b α R−1 u β a u R c = δb. and the weights w7 and w8 can only occur in the combination w5 w6 and w7 w8 .γ f b W (u) β γ = γ α W (u) W (u ) d a c d α . The partition function and the transfer matrix of the eight-vertex model have many symmetries. restrict our attention to models where the Boltzmann weights are nonzero only when an even number (0.12. 13.β. b. In general. 13.

13.29) u T (u )T (u) = u u u u u u u u u u = u u R−1 R u u u u u u u u u u = u u R−1 u u u R u u u u u u Fig. c. a. d.¾¼ The star–triangle (Yang–Baxter) equation The partition function symmetries are of two types. If we reverse the direction of all horizontal arrows we ﬁnd Z(a. the partition function. ±c.9 Commutation of transfer matrices for vertex models. For example. (13. ±d). d) = Z(a. c). b. b. c. b. d) = Z(b. and if we rotate the lattice through 90 degrees we ﬁnd (13. The ﬁrst type is those symmetries which follows directly by considering conﬁgurations of arrows.30) . because only the combinations ω5 ω6 and ω7 ω8 can occur. (and the transfer matrix) Z(a.

d) = Z(c. c.31) In addition if both Nh and Nv are even we can divide the lattice into two sublattices A and B. b. c. d). Thus when Nh and Nv are both even and we have periodic boundary . (13.32) Therefore. Z(a. b. d) = Z(b. (13. Then by reversing all arrows on horizontal (vertical) which have an A site on the left (top) edges we ﬁnd Z(a. c. b). 13. d. a.10 Commutation of transfer matrices for vertex models continued.Star–triangle equation for vertex models ¾½ u R u u u u R−1 u u u = u u u u u u R R−1 u u u u = u u u u u u u = u u u u u = T (u)T (u ) u u u u Fig. because Z contains only even powers of c and d it is also an even function of a and b. a.

33) This is an example of the previously discussed phenomenon that local Boltzmann weights can be negative. The transfer matrix has related symmetry properties. c . 2 w2 = c−d . a. d ). b. 2. c. c. (13. The weights w5 and w6 (and w7 and w8 ) may be set equal with no loss of generality. ±b. then it is shown in [46] and [48] that Z(a. c = (a − b + c − d)/2. j. 13. In particular in analogy with (13.37) w1 a w2 a ¯ w3 b w4 ¯ b w5 c w6 c w7 d w8 d Fig. b . d) = Z(a . d) = Z(±a. d) = T (b. w2 .11 The relation between the arrow and ± labeling for two-state vertex models. c.35) b = (a + b − c − d)/2 d = (a − b − c + d)/2 (13. b. b. w3 . If we deﬁne as in [10] w1 = c+d . k. b. ±d).39) .¾¾ The star–triangle (Yang–Baxter) equation = = + − = + = − Fig.36) (13. 3.38) (13. w4 ) = Z(±wi . There is a second symmetry which is more subtle. d) T T (a. 4. ±c. conditions Z(a. c.12 The eight allowed vertices of the eight vertex model. 1 are any of the 4! permutations of 1.31) T (a. 2 w3 = a−b . d) (13. d) = T (b. ±wj .29)–(13. ±wk . c. 2 w4 = a+b 2 (13. Namely if we deﬁne a = (a + b + c + d)/2.34) these symmetries are summarized (with an abuse of notation) as Z(w1 . ±wl ) where i. 13. c. and the model is still physical. (13. a.

b.γ w(f.42) are equal in pairs and thus we may restrict our attention to the six equations given by: . The star–triangle equation of Fig.39) when a. c.13. 13.d . d)] = 0 (13. d are real that [T † (a.β w (f. b. b. Of these the following eight are satisﬁed identically: a + − + − − + − + b + + − − − − + + c + + + + − − − − d + + − − − − + + e + − + − − + − + f + + + + − − − − The remaining 24 equations in (13.e w(γ. c)a. b. c.40) (13. c.β . α )β . T (a. a)b. d) = T (a.β w (γ . j|u)µ. d. Thus there are only 32 nonvanishing equations of (13. d). c. c. We will search for solutions of the star–triangle equation of Fig.12 makes both sides of the star–triangle equation (13.d = α. γ)α. as indicated in Fig.7 where R has the same form as W .41) and thus that T (a. ±c.α w (e. µ R(u) = j j = W (j .42) It is easily checked that the-eight vertex restriction of Fig. f have an odd number of minus signs. c)β. 13. b. b.42) to be considered.β. It follows from (13.42) vanish if the external indices a. 13. 13. ±d). γ )b.13 The relation of R(u) to W (u) used in the solution of the six-vertex star–triangle equation Fig. e.γ α . 13.Star–triangle equation for vertex models ¾¿ T (a. (13. 13.7 is then explicitly written as w (α. c. b.7. d) is diagonalizable.ν = ν µ j j ν Fig.

Thus the 12 independent star–triangle equations are explicitly given as cb ¯ + ac c b ¯ c + cc ¯ ab b ac b + cb c db a + ¯ d bc ¯¯ d + dc a bb = ca a + ad d ¯ ¯ c + dd b = ba = bc a + d¯ d b = da ¯ + bd c b (13. b = ¯ ¯ b 2) The asymmetric six-vertex model where d=0 3) The symmetric eight-vertex model where a = a.44) where the last six equations are obtained from the ﬁrst 6 by the interchanges of the barred and unbarred a’s and b’s. b = ¯ ¯ b 4) The free fermion model where a¯ + b¯ − c2 − d2 = 0 a b (13. We will consider separately four special cases where these equations are satisﬁed: 1) The symmetric six-vertex model where d = 0.47) (13.46) (13.45) .¾ The star–triangle (Yang–Baxter) equation a + + − + + + b − − + + + − c + + + + + + d + + + − − − e + − + + − − f − + − − + − α ± ± ± ± ± ∓ β ∓ ∓ ∓ ± ± ± γ ∓ ∓ ∓ ∓ ∓ ∓ α ± ∓ ± ± ∓ ∓ β ± ± ± ∓ ∓ ∓ γ ± ± ∓ ± ∓ ∓ and six more obtained by the interchange + ↔ −.48) (13.43) = aa d + cd a ¯ ¯ ¯ + d¯ c = ad a + ca d a ¯ ¯ bd b and c¯ b + ac c = c¯ a + ad d b ¯ a¯ ab c + cc b = b¯ c + dd ¯ ¯ a b ac ¯ + c¯ c = ¯ a + db d ¯ b b bc ¯ d¯ a + bc d = d¯ b + ¯ c b¯ a bd bb d + dc a = aa d + cd a ¯ ¯¯ bd b + da c = ad a + c¯ d a (13. a = a.

50) and for this system to have a nonvanishing solution the determinant of the coeﬃcients must vanish. This has a common factor of cc which can be cancelled and thus we ﬁnd a b [a2 + b2 − c2 ] − ab[a 2 + b 2 − c 2 ] = 0 (13.56) . b and c may be parametrized in a useful fashion by setting a = ρ sin(u + λ). The Boltzmann weights a.45) the 12 star–triangle equations reduce to the three equations (9. b = ρ sin(u − λ).12) of [48]: cb b + ac c = ca a cc b + ab c = ba c cb c + ac b = bc a (13.55) a2 + b2 − c2 = cos 2λ = ∆ 2ab is independent of u as desired.49) as the homogeneous system −ca a + cb b + ac c = 0 cc b + (ab − ba )c = 0 −bc a + ac b + cb c = 0 (13. c as the unknowns and thus write (13. This determinant is directly computed to be −ca cc cb − bc cb (ab − ba ) + bc cc ac + ca ac (ab − ba ) = 0.54) that we do in fact have a one-parameter family of Boltzmann weights which satisfy the star–triangle equations and thus the symmetric six-vertex model has a one-parameter family of commuting transfer matrices.Star–triangle equation for vertex models ¾ The symmetric six-vertex model When the Boltzmann weights are restricted to the symmetric six-vertex model (13.51) which may be rearranged to have all primed variables on one side and all unprimed variables on the other side as a 2 + b 2 − c2 a2+b2−c2 = . from which we ﬁnd that (13.6. c = ρ sin 2λ (13. b .52) (13. ab ab (13.49) We consider a .53) We have thus demonstrated that when the three Boltzmann weights satisfy the constraint which we parameterize in terms of ∆ as a 2 + b 2 − c2 =∆ 2ab (13.

c < (a + b + c)/2 0 < λ < π/2 λ<u<π−λ c>a+b ¯ λ = π/2 + iλ u = π/2 + i¯ u ¯>0 ¯ ¯ ¯ λ −λ < u < λ a>b+c ¯ λ = iλ u = i¯ u ¯ ¯ ¯ λ>0 λ<u b>a+c ¯ λ = iλ u = π − i¯ u ¯ ¯ ¯ λ>0 λ<u ρ 0<ρ ρ = iρ ¯ 0<ρ ¯ ρ = −iρ ¯ 0<ρ ¯ ρ = −iρ ¯ 0<ρ ¯ In the region −1 < ∆ < 1 the form of the parametrization (13.58) (13. u and ρ. and c for which the Boltzmann weights of the six-vertex model.55) is manifestly positive when λ<u<π−λ (13. b.56) that the invariant ∆ is unchanged under operations a ↔ b. b and c satisfy a. b and c are all positive there are three distinct regions of ∆ shown in Table 13.55) as a = ρ sinh(¯ + λ). c → c a → a.55). b → b. ∆ −1 < ∆ < 1 ∆ < −1 λ ∆ > 1 (1) ∆ > 1 (2) u a. b → −b.2 with the appropriate regions for λ.2 The three cases of ∆. u and ρ. Table 13.58) and (13. and the four inequalities of a. as parametrized by (13.57) (13. In the region ∆ < −1 we set ¯ ¯ λ = π/2 + iλ with λ > 0 ρ = iρ with 0 < ρ ¯ ¯ ¯ ¯ u = π/2 + i¯ with λ < u u and write the parametrization (13.59) where (13. b. ¯ (13. the corresponding restrictions of λ.¾ The star–triangle (Yang–Baxter) equation We note from (13.59) are equivalent under ρ → −ρ. c → c a → −a. In the physical regime of the statistical model where the Boltzmann weights a.60) and the weights a. c < (a + b + c)/2. b.62) ¯ ¯ ¯ These weights are manifestly positive for −λ < u < λ and they satisfy . ¯ u ¯ b = −ρ sinh(¯ − λ). ¯ u ¯ ¯ c = ρ sinh 2λ.63) (13.61) (13. c → −c (13. are real and positive.

65) ¯ ¯ These weights are manifestly positive for λ < u and they satisfy a > b + c.58).68) is obtained from the interchange a ↔ b eﬀected by u → π − u given in Table 13.70) (13. (13.55) becomes a = ρ sinh(¯ − λ). The symmetry operations (13.3. Thus setting ¯ ¯ λ = iλ with λ > 0 ρ = −iρ with ρ > 0 ¯ u = π − i¯ with u > λ u ¯ ¯ the parametrization (13.55).57). When a is greater we set ¯ ¯ λ = iλ with λ > 0 ρ = −iρ with ρ > 0 ¯ ¯ ¯ ¯ u = i¯ with λ < u u and write the parametrization (13. ¯ (13. Table 13.66) (13. (13.Star–triangle equation for vertex models ¾ c > a + b. Thus in the three regions of ∆ we see from several forms (13.39) by the interchange a ↔ b which is the symmetry operation (13.57) and (13. ¯ u ¯ ¯ c = ρ sinh 2λ. (13.57) and (13.67) ¯ ¯ These weights are manifestly positive for λ < u.64) In the region ∆ > 1 we identify two subcases depending on whether a or b is greater. u→π−u u→π+u a→b a → −a b→a b → −b c→c c→c The transpose of the transfer matrix T (u) is obtained (13. ¯ u ¯ ¯ c = ρ sinh 2λ.55) as a = ρ sinh(¯ + λ).69) (13.63).70) that .58) are obtained from the parametrization (13. ¯ u ¯ b = ρ sinh(¯ − λ). The opposite case where b>a+c (13.66) and (13.3 The operations on the variables λ and u which correspond to the symmetries (13. ¯ (13.55) as shown in Table (13.3). ¯ u ¯ b = ρ sinh(¯ + λ).

¯ b b bc ¯ If here we make the replacements a → hva. a → h−1 v −1 a. T T (¯) = T (−u) for ∆ > 1. This diﬀerence property is a special feature and does not need to hold in order that the star–triangle equations be valid. It remains to use the parametrization (13.76) reduce to the three equations (13.55) of the Boltzmann weights in the three equations of (13.49) to determine u in terms of u and u . ¯ → h−1 v −1 a ¯ → h−1 vb b → v2 b (13. b → v −2 b .75) Thus u depends on the diﬀerence of u and u .49) we ﬁnd sin(u − λ) sin(u − λ) + sin 2λ sin(u + λ) − sin(u + λ) sin(u + λ) = 0 which may be rewritten in the form (e2iλ − e−2iλ ){ei(u+λ) − e−i(u+λ) − ei(u from which we ﬁnd u = u − u + λ. T T (u) = T (π − u) u for ∆ < −1. All three equations of (13. Therefore from the solution (13.78) (13. b → hv −1 b .55) in the ﬁrst equation in (13. a ¯ ¯ −1 ¯ → h−1 vb.77) (13.79) (13. a → hva .55) it follows that .76) +u ) (13. The asymmetric six-vertex model When the Boltzmann weights are restricted to the asymmetric six-vertex model (13.49) must lead to the same relation and for example by substituting (13.2) that T (u) satisﬁes [T (u).74) we see that the six equations in (13. (13.73) + e−i(u +u ) }=0 (13.¾ The star–triangle (Yang–Baxter) equation for − 1 < ∆ < 1.49) of the symmetric six-vertex model. (13. T T (u)] = 0. b → hv b.46) the 12 star–triangle equations reduce the six equations cb ¯ + ac c = ca a b a¯ c + cc ¯ = ¯ c b ba b ac b + cb c = bc a c¯ b + ac c = c¯ a b ¯ a¯ ab c + cc b = b¯ c ¯ a ac ¯ + c¯ c = ¯ a .71) Thus it follows from the fundamental commutation relation (13. b ¯ b a → a . (13.72) Therefore when the Boltzmann weights are real the transfer matrix T (u) is normal and hence may be diagonalized. a → a. u ¯ T T (¯) = T (iπ − u).

The eight-vertex model When the Boltzmann weights are restricted to the eight-vertex model (13. In both cases we discover that we obtain the same equations when condition (13.83) ab ab To proceed further we solve equations 1.81) as a = a (cc − dd )(b 2 c2 − c 2 a2 )/c b = b (dc − cd )(a 2 c2 − d 2 a2 )/d c = c (aa − bb )(a 2 c2 − d 2 a2 )/a d = d (ba − ab )(b 2 c2 − c 2 a2 )/b (13. When the ﬁrst factor vanishes we thus have the restriction cd cd = . d as unknowns.Star–triangle equation for vertex models ¾ a = hvρ sin(u + λ) a = h−1 v −1 ρ sin(u − λ) ¯ −1 b b = hv ρ sin(u − λ) ¯ = h−1 v sin(u − λ).1)] ca a − cb b − ac c + ad d = 0 (dd − cc )b + (ba − ab )c = 0 bc a − ac b − cb c + db d = 0 −db a + da b + bd c − bc d = 0 (cd − dc )a + (aa − bb )d = 0 ad a − bd b − da c + ca d = 0 (13.85) .80) The new variables h and v can be interpreted as the contributions to the Boltzmann weights from ﬁelds interacting with the horizontal and vertical arrows (considered as dipoles). 6 of (13.47) the 12 star–triangle equations reduce to the six equations [48.81) equal to zero. c = ρ sin 2λ (13. c .82) which vanishes if either of the two factors vanishes. 3.81) which we consider as a system of homogeneous equations with a . 3.84) put this into equations 2 and 5 of (13.80) on v and h follows from the conservation property of arrows at each vertex. The simple dependence of the Boltzmann weights (13. and note that it has the magic property that it can be written in the factorized form (cda b − abc d )[(a2 − b2 )(c 2 − d 2 ) + (a 2 − b 2 )(c2 − d2 )] = 0 (13. (10. 4. (13.83). b . 4.4. We ﬁrst set the determinant of equations 1.81) and use (13.83) is used and thus we obtain a second restriction which may be written in either of the two equivalent forms a2 + b2 − c2 − d2 a2+b2−c2−d2 = ab ab (13. 6 in (13.

88) with γ and ∆ constant we have a one-parameter family of Boltzmann weights which satisfy the star–triangle equations and thus the symmetric eight-vertex model has a one-parameter family of commuting transfer matrices.89) (13.87) and (13. c. ab + cd a b +cd (13. Instead elliptic functions must be used. (13.91) is called the nome.56) of the six-vertex model.¿¼ The star–triangle (Yang–Baxter) equation or a2+b2−c2−d2 a2 + b2 − c2 − d2 = .93) .88) reduces to the restriction (13. In particular we use the Jacobi theta functions ∞ H(u.87) (13. d are constrained by the two restrictions cd =γ ab a2 + b2 − c2 − d2 =∆ 2(ab + cd) (13.86) Thus when the four Boltzmann weights a. b. K is the complete elliptic integral of the ﬁrst kind π/2 K(k) = 0 dθ (1 − k 2 sin2 θ)1/2 (13. (13. Unlike the six-vertex model a parameterization in terms of hyperbolic or trigonometric functions is not possible.94) The parameters k (which is called the modulus and k (which is called the complementary modulus) are deﬁned as k 1/2 = H(K)/Θ(K). These functions are generalizations of trigonometric functions and we give proofs in the appendix of some of the properties of these functions which we will use in this and the following chapter. k) = 2 Θ(u.95) (13. k 1/2 = Θ(0)/Θ(K).88) are constant. We now wish to parameterize the Boltzmann weights explicitly in terms of a spectral variable u in such a way that the ratios (13. k) = 1 + 2 where (−1)n−1 q (n− 2 ) sin[(2n − 1)πu/(2K)] n=1 ∞ n=1 1 2 (13.90) (−1)n q n cos(nuπ/K) 2 q = e−πK /K (13. We note that if d = 0 then γ = 0 and the restriction (13.92) and K = K(k ) where k 2 = 1 − k2 .

97) (13.103) H(u ± iK ) = ±iq −1/4 e ∓πiu 2K Θ(u). By taking quotients of products of these quasiperiodic theta functions we may construct doubly periodic functions which satisfy f (u + 2K) = ±f (u) f (u + 2iK ) = ±f (u). (13.99) (13.e. There are three such functions which are particularly useful. k) = k −1/2 H(u)/Θ(u) = H(u)Θ(K) Θ(u)H(K) (13. The theta functions (13.Star–triangle equation for vertex models ¿½ The modulus k is related to the nome q by means of the identity proven in the appendix ∞ k = 4q 1/2 n=1 1 + q 2n 1 + q 2n−1 4 .109) .90) we see that Θ(u) and H(u) are related by Θ(u ± iK ) = ±iq −1/4 e∓ 2K H(u) πiu (13. H(u) = −H(u) and the quasi periodicity relations which are proven in the appendix H(u + 2K) = −H(v) H(u + 2iK ) = −q −1 e−πiu/K H(u) and Θ(u + 2K) = Θ(u) Θ(u + 2iK ) = −q −1 e−iπu/K Θ(u).107) (13.89) and (13. Furthermore we ﬁnd that in the rectangle 0 ≤ Reu < 2K and 0 ≤ Imu < 2K that the only zeros of H(u) and Θ(u) are at H(0) = Θ(iK ) = 0. and K → ∞ H(u) ∼ 2q 1/4 sin u and Θ(u) → 1 (13. sn(u.104) and hence the quasiperiodic theta functions reduce to the singly periodic trigonometric functions.101) (13.102) (13.100) (13.96) The dependence on k will be suppressed in the notation unless needed. their only singularities are poles).98) (13.90) satisfy Θ(u) = Θ(−u). From (13.106) (13.96) that k → 4q 1/2 K → π/2.89)–(13.105) (13.108) These functions will in general be meromorphic (i. (13. When q → 0 we see from (13.

120) (13.112) (13. k) → 1. 2 2 2 (13.116) (13.) These functions obviously have the properties that snK = cn0 = dn0 = 1 sn0 = cnK = 0 and we prove in the appendix that they satisfy the identities sn2 u + cn2 u = 1 k sn u + dn u = 1. k) → sin u cn(u.113) (13. We may now parameterize the Boltzmann weights of the eight-vertex model in terms of these theta functions (13. k) = (k /k)1/2 H(u + K)/Θ(u) = (13.105)-(13. k) = k 1/2 Θ(u + K)/Θ(u) = Θ(u)Θ(K) cn(u.103) in the deﬁnitions (13.119) (13.109)–(13.114) (13.111) (We will often suppress the modulus k in the notation. snu sn(u + iK ) = In the limit k → 0 we ﬁnd from (13.118) . Liouville’s theorem Every bounded entire function must be a constant.111) we ﬁnd 1 ksnu idnu cn(u + iK ) = − ksnu icnu dn(u + iK ) = − . We now recall a most useful theorem from complex variable theory.107) that sn(u.121) (13.¿¾ The star–triangle (Yang–Baxter) equation H(u + K)Θ(0) Θ(u)H(K) Θ(u + K)Θ(0) dn(u.115) Furthermore by using (13.102) and (13. In particular we will use the following: Corollary to Liouville’s theorem A doubly periodic function which has no poles must be a constant.110) (13. k) → cos u dn(u.117) (13.

126) may be written as a2 + b2 − c2 − d2 = 2cn(2η)dn(2η) ab and thus (13. To demonstrate that the ratio ∆ (13.122) where.122) as a = ρ sn(u + η) b = ρ sn(u − η) c = ±ρ sn(2η) d = ±ρ ksn(2η)sn(u − η)sn(u + η).125) it is suﬃcient to demonstrate that the ratio a2 + b2 − c2 − d2 = {Θ2 (2η)[Θ2 (u − η)H 2 (u + η) + H 2 (u − η)Θ2 (u + η)] ab −H 2 (2η)[Θ2 (u − η)Θ2 (u + η) + H 2 (u − η)H 2 (u + η)]} ×{Θ2 (2η)Θ(u − η)H(u + η)Θ(u + η)H(u − η)}−1 (13.104) it is straightforward to see that the numerator vanishes at the points u = ±η.126) has no poles and therefore by the corollary to Liouville’s theorem it must be a constant. the ± signs in c and d may be arbitrarily chosen and the normalizing factor ρ may depend on the spectral variable u. Therefore the ratio (13. We note further that by use of the identities on elliptic functions given in the appendix that (13.123) k Θ(2η)Θ(u − η)Θ(u + η) we may write (13.101).87) is γ = cd/ab = ± H 2 (2η) = ±ksn2 (2η) Θ2 (2η) (13. by use of (13. because the transfer matrix depends only on c2 and d2 .127) . by use of the quasi periodicity properties (13.Star–triangle equation for vertex models ¿¿ a = ρΘ(2η)Θ(u − η)H(u + η) b = ρΘ(2η)H(u − η)Θ(u + η) c = ±ρH(2η)Θ(u − η)Θ(u + η) d = ±ρH(2η)H(u − η)H(u + η) (13.125) (13. From (13. this ratio is indeed a doubly periodic function.124) which is independent of u as required.98)–(13.88) becomes (13. independent of u. If we choose ρ ρ = 1/2 (13.126) is independent of u. We ﬁrst note that. Furthermore. ± η + iK which are precisely the points where the denominator 2ab vanishes.122) we see that the ratio (13.88) is independent of u we note that from (13.

131) (13. Table 13.¿ The star–triangle (Yang–Baxter) equation cn(2η)dn(2η) .2 It remains to substitute the parametrization (13.122) into (13. (13.40). c → c.124) that ∆= a → ρ sin(u + η0 ) b → ρ sin(u − η0 ) c → ρ sin 2η0 d→0 (13.37) it is impractical to write out all regions of the parameter space where the partition function represents a “physical” system. (13.133) are obtained from the parametrization (13. d → d a → −a. Thus (13.132). We restrict ourselves in Table 13.129) where η0 = limq→0 η. To make this demonstration we write (13.131)–(13.133) which correspond to the transfer matrix symmetries (13.132) (13.4.131)–(13. u → 2K − u u → 2K + u u → 2K + iK − u ρ → −ρq 1/2 e−πiu/K a↔b a → −a a→a b → −b b→b c→c c→c c↔d d→d d→d Because of the large number of symmetries of the partition function (13.81) in the symmetrical form c(a a − b b ) = a(c c − d d ) b (dd − cc ) = c (ab − ba ) c (ba − ab ) = b (cc − dd ) d(a b − b a ) = b(c d − d c ) a (cd − dc ) = d (bb − aa ) d (aa − bb ) = a (dc − cd ).87) and γ (13.38)–(13. The operations (13.129) reduces to the six-vertex Boltzmann weights (13. c↔d d→d (13. a ↔ b.191) are invariant under the three independent symmetry operations a ↔ b.130) q→0 The invariants ∆ (13. c → c.122) as shown in Table 13.81) to express u in terms of u and u .55) with the identiﬁcation η0 = lim η = λ.134) .5 to those regions which correspond to the regions of the six-vertex model shown in Table 13.4 The operations on the variable u which correspond to the symmetries (13. b → −b.128) (13. 1 ± ksn2 (2η) In the limit when q → 0 we ﬁnd from (13.

d < (a + b + c + d)/2 0<η<K η < u < 2K − η c>a+b+d η = K + i¯ u = K + i¯ η u 0<η<K ¯ −¯ < u < η η ¯ ¯ d>a+b+c η = K + i¯ u = K + iK − i¯ η u 0<η<K ¯ −¯ < u < η η ¯ ¯ a>b+c+d η = i¯ η u = i¯ u 0<η<K ¯ η<u<K ¯ ¯ b>a+c+d η = i¯ η u = 2K − i¯ u 0<η<K ¯ η<u<K ¯ ¯ η ρ 0<ρ ρ = iρ ¯ 0<ρ ¯ ¯ ρ = iq 1/2 eπu/K ρ ¯ 0<ρ ¯ ρ = −iρ ¯ 0<ρ ¯ ρ = −iρ ¯ 0<ρ ¯ To demonstrate the ﬁrst equation in (13. − −. We indicate in the ﬁrst the signs of c and d which are used in (13.396) with u → u + η.137) .135) where in the last line we have used (13. − ∆ > 1 (2) u a. c.138) (13. Thus using (13. a → u − u and we write cc −dd = ρ2 H 2 (2η){Θ(u − η)Θ(u + η)Θ(u − η)Θ(u + η) −H(u − η)H(u + η)H(u − η)H(u + η)} = ρ2 Θ(0)H 2 (2η)Θ(2η)Θ(u − u )Θ(u + u ) (13.134) we need (13. u → u − η. − ∆ −1 < ∆ < 1 ∆ < −1 (1) ∆ < −1 (2) ∆ > 1 (1) +. v → u − η.Star–triangle equation for vertex models ¿ Table 13. c.122.122) to write aa −bb = ρ2 Θ2 (2η){Θ(u − η)H(u + η)Θ(u − η)H(u + η) −H(u − η)Θ(u + η)H(u − η)Θ(u + η)} = ρ2 Θ(0)Θ2 (2η)H(2η)Θ(u − u )H(u + u ) (13.136) in the ﬁrst equation of (13. d are positive which correspond to the regions of the six-vertex model given in Table 13. + +.2. + +. d +. c.5 The regions of the parameter space η and u for 0 ≤ q ≤ 1 for the ﬁve cases for the physical region where a. b.135) and (13. b.134) we ﬁnd Θ(u + η)H(u + u ) = H(u + η)Θ(u + u ) which holds if u = u − u + η.134) we use the Boltzmann weights (13.397) with v → u + η.136) where in the last line we have used (13. To demonstrate the remainder of the equations in (13. a = u − u .

12 the spin–arrow correspondence of vertex weights shown in Fig. third. 13.81). J2 between vertical spins. 13. 46] is the free fermion model where a¯ + b¯ − c2 − d2 = 0. a → u + u and ﬁnally cd − dc = ρ2 H 2 (2η){Θ(u − η)Θ(u + η)H(u − η)H(u + η) −H(u − η)H(u + η)Θ(u − η)Θ(u + η)} = ρ2 Θ(0)H 2 (2η)Θ(2η)H(u − u)H(u + u ) (13. 13. J between spins on the NW to SE diagonal.11 the relation between the spins σ and σ on faces separated by the bond which carries the variable µ is µ = σσ .141) which is also satisﬁed if u satisﬁes (13. (13. . 13.397) with u → u − η. a b (13. v → u + η.143) Using the arrow–vertex correspondence of Fig. 13.4.140) where in the last line we have used (13.15. Thus we have a veriﬁcation that the Boltzmann weights (13.137) and that the second.¿ The star–triangle (Yang–Baxter) equation ab − ba = ρ2 Θ2 (2η){Θ(u − η)H(u + η)H(u − η)Θ(u + η) −H(u − η)Θ(u + η)Θ(u − η)H(u + η)} = ρ2 Θ(0)Θ2 (2η)H(2η)Θ(u + u )H(u − u) (13.134) reduce to H(u − η)Θ(u − u ) = Θ(u − η)H(u − u ) (13.2 Vertex–spin correspondence The eight-vertex model which has the state variables on the bonds and the interaction energies on vertices as given in Fig. We may reinterpret Fig.14 where the spins on opposite sides of an up (down) pointing arrow are the same (opposite) and the spins on opposite sides of a right (left) pointing arrow are the same (opposite).15 as a spin model with interaction energies J1 between horizontal spins. To obtain this correspondence we use the two-to-one mapping between arrow conﬁgurations on bonds and spins on faces given in Fig. 13. v → u − η. If we specify the states on the eight-vertex lattice by a variable µ = ±1 instead of an arrow as shown in Fig. Thus we ﬁnd that the fourth equation of (13.142) This model includes the Ising model on a triangular lattice as a special case and is solved [46] by the dimer and Pfaﬃan methods of chapters 11 and 12. 13.14 we obtain from Fig. a → −2η.134) reduces to (13. ﬁfth and sixth equations of (13. The free fermion model The ﬁnal two state case where the star–triangle equation has been demonstrated to hold [48. 13.122) satisfy the star–triangle equation (13.139) where in the last line we used (13.138).397) with u → u − η.12 has a two-to-one correspondence with a spin model with state variables σ = ±1 which lie on the faces of the lattice.

k + J σj.k σj+1.k+1 + J2 σj.144) is shown graphically in Fig. We thus ﬁnd the following relation between vertex and spin energies: e1 = −J0 − J1 − J2 − J − J − J4 e2 = −J0 + J1 + J2 − J − J − J4 e3 = −J0 + J1 − J2 + J + J − J4 e4 = −J0 − J1 + J2 + J + J − J4 e5 = e6 = −J0 + J − J + J4 e7 = e8 = −J0 − J + J + J4 (13.k+1 σj+1.k+1 + J4 σj.k + Jσj. Therefore from (13.14 The correspondence of spins σ. σ and arrow conﬁgurations µ for eight-vertex models.144) The spin interaction energy (13.k+1 σj+1.k {J1 σj. 13.15 The correspondence of the arrow conﬁgurations with spin conﬁgurations of the vertex energies of Fig.k σj+1. (13. 13.k }. J between spins on the NE to SW diagonal and the interaction J4 for the product of all four spins.12 where ei indicates the interaction energy as opposed to wi = e−ei /kB T which is the Boltzmann weight. For each spin conﬁgurations shown there is a second conﬁguration obtained by sending σ and σ into their negatives.k σj. e1 e2 e3 e4 e5 e6 e7 e8 Fig. 16 where we share the vertical and horizontal bond strengths equally between the two adjacent faces.145) we ﬁnd J1 = J2 = 0 and hence .145) For the symmetric eight-vertex model e1 = e2 and e3 = e4 . This interaction energy is written E = −J0 − j.k σj.k+1 σj+1.Star–triangle equation for vertex models ¿ Fig. 13.

146) (13.150) where ∆ is recognized as the modulus of the elliptic functions which appears in the diagonal Ising model correlations presented in chapters 11 and 12.88) of the eight-vertex model are γ= ab = e−4K4 cd a2 + b2 − c2 − d2 ∆= 2(ab + cd) 2K4 cosh 2(K + K ) − e−2K4 cosh 2(K − K ) e = .87) and ∆ (13. K4 = J4 /kB T. e1 = e2 = −J0 − J − J − J4 e3 = e4 = −J0 + J + J − J4 e5 = e6 = −J0 + J − J + J4 e7 = e8 = −J0 − J + J + J4 and thus the Boltzmann weights are a = ρeK+K +K4 b = ρe−K−K +K4 c = ρe−K+K d = ρe −K4 K−K −K4 (13. 2 cosh 2K4 (13. 13. 111111111111 000000000000 1 0 J1 /2 (j + 1.¿ The star–triangle (Yang–Baxter) equation (j + 1.147) where K = J/kB T. The invariants γ (13. k) 111111111111 000000000000 1111111111 0000000000 111111111111 000000000000 1111111111 0000000000 111111111111 000000000000 1111111111 0000000000 111111111111 000000000000 J J 1111111111 0000000000 111111111111 000000000000 1111111111 0000000000 111111111111 000000000000 1111111111 0000000000 111111111111 000000000000 1111111111 0000000000 111111111111 000000000000 1111111111 0000000000 111111111111 000000000000 1111111111 0000000000 111111111111 000000000000 1111111111 0000000000 111111111111 000000000000 1111111111 0000000000 111111111111 000000000000 1111111111 0000000000 111111111111 000000000000 1111111111 111111111111 000000000000 J2 /2 0000000000J2 /2 1111111111 0000000000 111111111111 000000000000 1111111111 0000000000 111111111111 000000000000 1111111111 0000000000 111111111111 000000000000 1111111111 0000000000 111111111111 000000000000 1111111111 0000000000 111111111111 000000000000 1 0 1111111111 0000000000 111111111111 000000000000 k + 1) 1 0 (j. 13.145) and Fig.17. This is referred to as the decoupling point.15 that the model reduces to two noninteracting Ising models as shown in Fig. .144). k) (j. K = J /kB T.148) (13.149) The decoupling point Of particular interest is the special case K4 = 0 where we see from (13.16 The spin interaction energy (13.148). and the invariants (13. k + 1) J1 /2 Fig. (13.149) reduce to γ=1 and ∆ = sinh 2K sinh 2K (13. 13.

0 and µR.0 σ2R.1 σ0. 13.157) We thus may think of the lattice as having a set of Nh rapidities vj in each of the Nh columns and rapidities uk in each of the Nv rows and the Boltzmann weight at the site in the j column and k row depends on the rapidity uk − vj . If we call GR the correlation of two vertical arrows µ0.2R+1 = σ0. j2 |u − v2 ) · · · W (j1 .0 µ2R.1 σ0.1 σ2R.1 = σ0.2R+2 = σ0.0 µ0.0 σ2R+1.17 that G2R = µ0. (13. and C(M. R)2 G2R+1 = µ0. {vk }).4. {vk }){j }.0 σ0. we may extend our considerations to an inhomogeneous lattice with the transfer matrix T (u.2R+1 = C(R + 1.1 = C(R. R + 1)C(R. R)2 C2R+1 = µ0.0 σ0.0 separated by a distance R in the same column we ﬁnd from (13.0 σ0.2R+1 = C(R.0 σ0.155) which reduces to (13.0 = σ0.1 σ2R.156) Then.2R+1 σ0. j1 |u − v1 )W (j2 .R separated by a distance R in the same row and CR the correlation of two vertical arrows µ0. R) and similarly C2R = µ0.Star–triangle equation for vertex models ¿ Furthermore we may use the relation (13. This parametrization of the Boltzmann weights by two independent rapidities is a general property which extends to all models satisfying a star–triangle equation.0 σ0.2R+1 = σ0. .154) (13. 0) and at (M.152) (13.0 = σ0.0 σ0.0 µ0.2R σ0.1 = σ0.0 σ0.0 and µ0. R) (13. {vk })] = 0.1 σ0.1 σ0.0 σ2R+1.{j} = TrW (j1 . because the star–triangle equation is a local relation which involves only one column at a time an argument identical to that which proved (13.1 σ2R+1. However.3 Inhomogeneous lattices Thus far we have considered lattices that are translationally invariant.1 = C(R.143) and Fig. j1 |u − vN ) (13.21) in the homogeneous limit vk = 0 for 1 ≤ k ≤ N.151) where we have denoted the spins on the two distinct noninteracting lattices by σ and σ . N ) which has been computed in detail in chapters 11 and 12.0 σ2R.0 µ2R+1.2R = σ0.1 σ2R+1.143) to express at the decoupling point the correlations of arrows (the state variables µ) in terms of the correlation functions of spins in the Ising model.0 σ0. R + 1)C(R + 1.27) proves that [T (u. N ) is the Ising correlation of spins at (0. T (u .153) (13. (13. 13.2R+2 σ0.2R σ0.

161) .18 is the N -state chiral Potts model whose integrability was ﬁrst discovered in 1987 [23]. 1.k = ω n where ω = e2πi/N which satisfy N σj.19.17 The two interpenetrating Ising sublattices are represented by the ﬁlled and open circles.k = ±1 to variables σj.5.18 where R is a scalar (normalizing) factor.k = 1 with n = 0.k )n } (13. 13.159) (13.¼ The star–triangle (Yang–Baxter) equation Fig. This model generalizes the Ising model from variables σj. These two equations can be combined into the compound equation of Fig. 13. 13.158) (13. The vertical arrows correspond to the arrow of the eight-vertex model.k σj. When W v (u) and W h (v) are the weights of the Ising model this is the original star–triangle equation stated by Onsager [2] and proven in [3].k+1 )n + En (σj. In the decoupling limit both correlations for arrows separated by an even number of sites are equal to the square of the corresponding diagonal Ising correlation. 13.k σj+1.1 Chiral Potts model The most important solution of the star–triangle equation for spin models Fig. 13.k n=1 h ∗ v ∗ {En (σj. · · · N − 1 (13.160) and generalizes the interaction energy of the Ising model to N −1 Ecp = − j. 13.5 Star–triangle equation for spin models For spin models the star–triangle equation is actually a pair of equations as shown in Fig. We have illustrated the case where the vertical arrows are separated by an even number of sites in either the vertical or horizontal directions.

The convention that for W v (j. 13. j ) the state variable j lies above the variable j and that for W h (j.19 The compound star–triangle equation for spin models.18 The star–triangle equation for spin models. b1 W d1 h h b2 W v v b1 d2 W v d1 W v a2 b2 Wh = d2 b1 W h b2 W h W Wh d1 W W a2 v = R−1 d W a1 1 . j ) the state variable j lies to the right of j is graphically indicated by an arrow pointing from j to j .d2 d2 W W h h h Wv a2 a1 a1 Fig. 13.Star–triangle equation for spin models ½ c c W Wv W h v = R−1 d d W v W b W a c a h h a b and c W R−1 v Wh = Wv W h d d W b v a W b h Fig. .

Perk and Au-Yang [26] satisfy the star– triangle equation (13. (13.18 are identical.¾ The star–triangle (Yang–Baxter) equation from which we ﬁnd Boltzmann weights N −1 W v. dq lie on the generalized elliptic curve aN + λbN = λ dN .h Wpq (j + N ) = Wpq (j). 19 is given in Figs.h Ej ω jn . This equation is graphically expressed in Fig.20 and 13. These two operations send the second equation into the ﬁrst and from Fig. dp and aq . 13.166) where ap .27) follows from the equation of Fig.h The Boltzmann weights Wpq (n) of the chiral Potts model specialize the general Boltzmann weights of spin models W (j. bq . 13. the primed by pq and the double primed by qr.22.h (n) = exp β j=1 v.162) There is a most important diﬀerence between the Boltzmann weights of the chiral Potts model and the Boltzmann weights of the eight-vertex model.21. v. cq .164) d=1 where the unprimed weight is parametrized by the pair pr.h will indicate this by writing the Boltzmann weights as Wpq (n).165) and n v Wpq (n) = v Wpq (0) j=1 (13.h v. We will show that the following Boltzmann weights of the N -state chiral Potts model ﬁrst given for arbitrary N by Baxter. The proof that the commutation relation (13.168) (13. This can be seen by 1) interchanging the primed and double primed variables and 2) noting for the two constraints that in the term with the sum over d the three arrows may be reversed.18 we see that this equation is explicitly written as N v h v h v h Wqr (b − d)Wpr (a − d)Wpq (d − c) = Rpqr Wpq (a − b)Wpr (b − c)Wqr (a − c) (13. This has the important consequence that while the Boltzmann weights for the inhomogeneous eight-vertex model depend only on the diﬀerence of the horizontal and vertical rapidities the Boltzmann weights for the chiral Potts model will depend on these two variables separately. p p p with λ = (1 − λ2 )1/2 . 13. j ) by depending only on the diﬀerence n = j − j and by having the periodicity constraint v. We v. 13. cp .167) .163) For spin models with these two constraints the pair of star–triangle equations in Fig. (13.164) n h Wpq (n) = h Wpq (0) j=1 dp bq − ap cq ω j bp dq − cp aq ω j ωap dq − dp aq ω j cp b q − b p cq ω j λaN + bN = λ cN p p p (13. bp . (13. namely that while the Boltzmann weights of the eight-vertex model are parametrized in terms of elliptic functions this is not the case for the chiral Potts model.

The relation (13. To obtain this we follow [27] and impose the periodic constraint (13.20 Commutation of transfer matrices for spin models.166) to ﬁnd .163) on the weights (13. We refer to (13. The symbols p and q stand for points on the curve (13. When N = 2 the curve (13.Star–triangle equation for spin models ¿ Wh Wv T (u)T (u ) = W W v h Wh Wv W v Wh Wv h Wh Wv Wv Wh W v h W v h W W W W v Wh Wh Wv = W h Wh Wv Wh Wv W h Wh Wv Wh Wv W h W v h 1 W h W W h h W W v W v W v W v Wh W = W h v Wh W v Wh W v W h Wh W v Wv W v h 1 W v W h h W W W h v h W v h W W W W v Fig.167) follows from the imposition of periodicity condition (13. 13.165) and (13.167) reduces to the elliptic curve of genus one with modulus λ and the model reduces to the Ising model. For λ = 0. 1 and ∞ the curve (13.163).167) as a spectral curve which generalizes the concept of the spectral variable u of the six.and eight-vertex model.167) has genus N 3 −2N 2 +1 = (N −1)(N 2 −N −1).167) and play the role of the spectral variable u in the vertex models.

170) (13.172) = (dq ap ) + (cq bp ) . N N . (dp bq )N − (ap cq )N =1 (bp dq )N − (cp aq )N (ap dq )N − (dp aq )N =1 (cp bq )N − (bp cq )N which we write in the form (dp bq )N + (cp aq )N = (dq bp )N + (cq ap )N (dp aq ) + (cp bq ) N N (13. 13.169) (13.The star–triangle (Yang–Baxter) equation W h W v h Wh Wv W 1 W v W h W W v h W = W h W v W h h Wv W W h v Wh Wv Wh Wv Wh Wv W h v W h W W v h W W v h W v h W = W W Wh W Wh v 1 W h h Wh Wv W h Wv Wh Wv Wv Wv W h W v h W v h W v h W h W = W h W W W v W v = T (u )T (u) W h W h W h W h Wv Wv Wv Wv Wv Fig.21 Commutation of transfer matrices for spin models continued.171) (13.

168). . 13.175) as (13.179) and with this choice we see that λ and λ deﬁned by (13.Star–triangle equation for spin models c q r a d p Rpqr a r c q p b b Fig. We now rewrite (13. If we add these two equations we ﬁnd (dN + cN )(bN + aN ) = (dN + cN )(bN + aN ) p p q q q q p p and if we subtract them we ﬁnd (dN − cN )(bN − aN ) = (dN − cN )(bN − aN ) p p q q q q q q and thus dN ± cN dN ± cN p p q q = N = λ± b N ± aN b q ± aN p p q dN + cN = λ+ (bN + aN ) p p p p dN − cN = λ− (bN − aN ) p p p p and by adding and subtracting the equations in (13. λ+ − λ− (13.22 The star–triangle equation (13.177) which reduces to (13.175) is the same for both the p and the q variables.173) (13.167) if we deﬁne λ = 2 .174) (13. λ+ − λ− λ= λ+ + λ− . q and r are indicated by dotted lines.176) (13. bp relative to cp .178) satisfy (13.176) we obtain dN = p cN p 1 1 (λ+ + λ− )bN + (λ+ − λ− )aN p p 2 2 1 1 = (λ+ − λ− )bN + (λ+ + λ− )aN p p 2 2 (13. dp by choosing λ+ λ− = −1 (13.164) for the chiral Potts model where the rapidities p.178) Finally we note that we may ﬁx the normalization of ap .

µp = dp cp cp µp µq n n (13. (13.185) Then by multiplying the two equations in (13.187) is (N − 1)2 .184) Furthermore by using xp and yp of (13.188) Therefore µN = p N N λyp λ − yp and µN = p λ − xN λxN p p (13. p p p p (13. In this p . N λ − yp = λ ap cp N . ∞ the genus of the curve (13.190) When λ → 1 the left-hand sides of the equations in (13. (13.168) we see that λ → 0 and thus from (13.181) and n v Wpq (n) n = (µp µq ) v Wpq (0) j=1 . xN − xN p q N = N yp − xN q N yq − xN p (13.190) we see that µN → 1.180) we may write (13. p p (13.187) we obtain µN = p N 1 − λ yp λ .186) which.167) as λ − xN = λ p bp dp N . From (13.183) (13.167) we ﬁnd N N xN + λyp µ−N = λ and λµN xN + yp = λ .167) in terms of the inhomogeneous variables (for both p and q) xp = so that ap bp dp .182) that (µp µq )N = N N yq − yp . yp = .189) and by use of (13.168). 1.181) that µp µq and from (13.163) we ﬁnd from (13.187) When λ = 0.167) become equal.185) together we ﬁnd N N (xN − λ )(yp − λ ) = λ2 xN yp p p (13. (13.165)–(13. reduces to N N xN + yp = λ (1 + xN yp ). and µN = p 1 − λ xN λ p (13.180) h Wpq (n) = h Wpq (0) j=1 yq − xp ω j yp − xq ω j ωxp − xq ω j yq − yp ω j . In addition. by use of the deﬁnition of λ (13.The star–triangle (Yang–Baxter) equation It is often convenient to express (13. from (13.182) Using the periodicity condition (13.

199) and the model is spatially isotropic. p µN = 1.v WF Z (n. Consider ﬁrst letting λ → 0 while keeping xp .191) we are able to choose for both p and q yp.195) and denoting the limiting results on the right-hand side of (13. . (13. Then from (13.q = 1 (13.187) we ﬁnd N xN + yp = 0. µp.193) and (13.192) we ﬁnd that the formulas for the Boltzmann weights (13.196).187) of genus (N − 1)2 has degenerated into a collection of disjoint curves of genus zero (rational curves). π/4N ) (13.h The weights WF Z (n.q . it is most important to observe that the resulting curve is not unique and depends on the manner in which the limit is approached. θ) are the weights of the self-dual ZN model obtained by Fateev and Zamolodchikov [19] in 1982. π/4N ) v (0. and when π 0≤θ≤ (13. From the set (13.167) and (13. yp = 0.Star–triangle equation for spin models limit the genus of both the curves (13.182) reduce to n h Wpq (n) ω 1/2 xq − xp ω j → (13.q = ω 1/2 xp. θ) → FZ == v v Wpq (0) WF Z (0. Then.192) and using (13. θ) j=1 π sin[ N (j − 1) + θ] π sin[ N j − θ] . θ) j=1 π sin[ N (j − 1/2) − θ] π sin[ N (j − 1/2) + θ] . θ) we obtain n h Wpq (n) W h (n. If θ = 4N then v h WF Z (n. θ) → FZ == h h Wpq (0) WF Z (0.191) Thus the curve (13.187) will change in a discontinuous fashion. π/4N ) WF Z (n. When θ is real the Boltzmann weights (13.193) h Wpq (0) ω 1/2 xp − xq ω j j=1 and n v Wpq (n) → v Wpq (0) j=1 ωxp − xq ω j 1/2 x − ω 1/2 x ω j ω q p (13. π/4N ) = h WF Z WF Z (0. (13.194) as h.198) 2N π the weights are positive. (13. However. p (13.181) and (13.194) which depend only on xq /xp .197) v.196) and n v Wpq (n) W v (n. writing xq /xp = e2iθ (13.197) are real.

Then if we let c → −c. p p λ cN = cN ¯p p (13. Alternatively in (13. Instead of deriving the Boltzmann weights for the chiral Potts model as we did for the six. however.196) and (13.2 Proof of the star–triangle equation (13. d → −d.182) become n h Wpq (n) = h Wpq (0) j=1 ¯ yq − xp ω j ¯ yp − xq ω j ¯ ¯ ¯ ω xp − xq ω j ¯ yq − yp ω j ¯ ¯ (13.164). The Boltzmann weights in the star–triangle equation (13.187) degenerates to xN + yp = 1. Thus it suﬃces to prove that (13.166) actually do satisfy the star–triangle equation (13.165) and (13. a second way to obtain the limit λ → 1 if in (13.202) and n v Wpq (n) = v Wpq (0) j=1 .181) and (13.5. ¯p p p 13. The genus of (13.164) depend only of differences and are periodic.167) reduces to the p Fermat curve in terms of homogeneous coordinates aN + b N = c N .164) holds for b = 0. ¯p xN = λ xN .201) is (N − 1)(N − 2)/2 and the Boltzmann weights (13.203) Unlike the weights (13. multiply (13.203) are real.The star–triangle (Yang–Baxter) equation There is.200) which is the famous Fermat curve.206) .and eight-vertex model we will here instead present the veriﬁcation ﬁrst given by Au-Yang and Perk in [27].197) of the Fateev–Zamolodchikov model there is no region where the weights (13.202) and (13.167) we can rescale cN and dN by deﬁning p p ¯ λ dN = dN . p Then (13.205) We must now demonstrate that the Boltzmann weights (13.187) we let xN p N and yp both be proportional to λ . (13.164) by ω nc and sum 1 ≤ c ≤ N we ﬁnd N v h Wqr (d)Wpr (a + d)ω nd d=1 N h = Rpqr Wpq (a) c=1 v Thus if we deﬁne the Fourier transform of Wpq (n) as v h Wpr (c)Wqr (a + c)ω nc .204) ¯ ¯p to ﬁnd that in the limit λ → 1 and λ → 0 that cN = dN and (13. ¯p ¯N µN = 1 p (13.201) N yp = λ yp ¯N (13. c=1 N v ω n(c−d) Wpq (−d + c) (13.

215) are a set of ﬁrst order homogeneous diﬀerence relations in the two variables m and n with 1 ≤ m.209) the symmetry relation ¯ Vm.m Wpq (m) (13.q (m) satisfy the same h ¯ ˆv ﬁrst order homogeneous diﬀerence equation. it is suﬃcient to prove that h ¯ ˆv (13.m and Vm. r) we ﬁnd v v (cq br − bq cr ω k )Wqr (k) = (ωaq dr − dq ar ω k )Wqr (k − 1).m (p. n ≤ N which are periodic .210) and we note from (13. r) we ﬁnd (13.207) and deﬁne N Vm. q. r).n+1 − cp ar ω m+1 Vm+1.212) h Multiply (13. r) ≡ c=1 v h ω nc Wpr (c)Wqr (m + c) (13.213) h h (bp dr − cp ar ω m+k+1 )Wpr (m + k + 1) = (dr br − ap cr ω m+k+1 )Wpr (m + k) (13.n − bq cr Vm.208) and (13.165) with (p. (13. (13.164) holds.n = Vm.213) and (13.n to ﬁnd cq br Vm.q (n)/Wp.n+1 . We will prove that Vn.n Wp.n Wpq (n)/Wpq (m) will have to be proportional to each other and thus if we call the constant of proportionality Rpqr we will have established that (13.208) ¯ ¯ Vn.n − dq ar ω n+1 Vm+1. Similarly from (13.m = Vn.215) The pair of equations (13.n Wpq (n) = Rpqr Vn. From (13.n − bp dr Vm+1.208) of Vmj.m (q.166) with (p. Therefore Vn.n = ap cr ω m+1 Vm. q) → (q.m and Vm.212) by ω nk Wpr (m + k) and sum 1 ≤ k ≤ N and use the deﬁnition (13. r) ≡ d=1 N v h ω nd Wqr (d)Wpr (m + d) (13. q) → (p.n (p.214) v and multiplying by ω nk Wqr (k) and summing 1 ≤ k ≤ N we ﬁnd dp br Vm. q.n+1 .n+1 = aq dr ω n+1 Vm+1. p.210) holds. (13.Star–triangle equation for spin models N ˆv Wpq (m) = n=1 v ω mn Wpq (n) (13.209) we may write (13. q.206) as h ˆv ¯ Vm.210) holds. r) = Vn.n (p.211) To prove that the star–triangle equation (13.

216) and then we see from (13.219) is a factor in the denominator in (13.¼ The star–triangle (Yang–Baxter) equation in both m and n.165) and the coeﬃcient of dr in (13. This is done by ﬁrst writing (13.n+1 m n ¯ +br (dp dq ω − cp cq ω )Vm.n +ar (cp cq ω m+1 − dp dq ω n+1 )Vm+1.219) is a factor in the numerator in (13.213) and (13.n between (13. summing 1 ≤ n ≤ N and using the deﬁnition (13.r (k).222) ˆv To complete the proof we need to compute the Fourier transform Wpq (m).k Wpr (j) (13.211) to obtain the pair ¯ ¯ dr (cp bq − ap dq ω m+1 )Vm.224) from which we obtain ˆv Wpq (m) = ˆ W v (0) pq m j=1 cp bq − ap dq ω j . (13.225) We now note that the coeﬃcient of cr in (13.k−1 = v Yj. (13.221) (13.k Wqr (k) and h Wpr (j + 1) Yj+1.n = 0.217) which obviously has the unique solution h v Yj.207) of the Fourier transform to write ˆv ˆv ˆv ˆv cp bq Wpq (m) − bp cq Wpq (m + 1) = ω m+1 ap dq Wpq (m) − ω m+1 dp aq Wpq (m + 1) (13.n+1 = 0 and ¯ ¯ cr (bp cq − dp aq ω m+1 )ω n Vm+1.213) and (13.k = h Yj.n+1 +br (cp cq ω m − dp cq ω n )Vm.215) to ﬁnd cr (dp bq − ap cq ω m+1 )Vm.n+1 to obtain dr (bp dq − cp aq ω m+1 )ω n Vm+1.223) and then multiplying by ω .220) and use the relation (13.k = const Wp.n+1 − dr (bp cq − dp aq ω n+1 )Vm+1. It is thus expected that the solution of this pair of equations will be unique up to a multiplicative constant.n ω −nk n=1 (13.218) We now ﬁnd an equivalent pair of equations by eliminating Vm. (13.225).219) (13.166) as v v (cp bq − bp cq ω n )Wpq (n) = (ωap dq − dp aq ω n )Wpq (n − 1) mn (13.n+1 − cr (bp dq − cp aq ω n+1 )Vm+1.220) Furthermore we may let p ↔ q and m ↔ n in the pair (13.n − dr (dp bq − ap cq ω n+1 )ω m Vm.n ¯ +ar (dp dq ω m+1 − cp cq ω n+1 )Vm+1.n+1 = 0 by eliminating Vm+1.n = 0.k = 1 N N Vm.k satisﬁes v Wqr (k − 1) Yj. bp cq − dp aq ω j (13.219) and (13.215) that Yj.r (j)Wq. This is demonstrated by deﬁning Ym+k.n − cr (cp bq − ap dq ω n+1 )ω m Vm. .

q) are .228) W (pq)j. q) detWh (p.226) which by deﬁning the N × N matrices v Wv (pq)j.219) and (13.210) holds and hence we have proven that the star–triangle equation (13.Star–triangle equation for spin models ½ the coeﬃcient of dr in (13. r)Wh (p. q). r)detWv (q.n and Vn. r) detWh (q. r) = Rpqr Wh (q.n and Vn.225). a−c = j.m Wpq (m)/Wpq (n) must be proportional to each other. This is easily done by the method of [49]. a−b = l to rewrite (13. q) is diagonal so from (13.222) that h ¯ ¯ ˆv are satisﬁed by Vm.165) and the coeﬃcient of cr in (13.229) detWv (p. Therefore we see from (13.221) and (13. r)Wv (p.227) (13. q)detWh (p.228) we ﬁnd N detW (p.n Thus we have shown that Vm.q (m)/Wp.r fp. Thus by taking the determinant of both sides of (13.r 1/N (13.k = Wpq (j − k) (13.164) is satisﬁed by the Boltzmann weights (13. The solution of this set of equations h ¯ ˆv is unique up to a multiplicative constant and thus Vm. 13.232) The matrix Wh (p.q fq.m Wp. r)detWh (p.k = is rewritten in a matrix form as h h δj.165) and (13.227) to be cyclic.k Wpq (k) Wv (p.220) is the numerator in (13. q)Wh (p.231) .164). (13.166) of the chiral Potts model.q = detWv (p. First set a−d = k. r)Wv (q. r)detWv (p. Thus we have demonstrated that (13.220) h ˆv that Vn. q) = j=1 h h Wpq (j). q) (13. q) fp.229) we ﬁnd N Rpqr = (13.m Wpq (m)/Wpq (n) satisfy the same set of ﬁrst order diﬀerence equations.220) is the denominator in (13. q) is seen from (13.233) The matrix Wv (p.5. (13.164) as N v h v h v h Wpq (j − k)Wpr (k)Wqr (k − l) = Rpqr Wpq (j)Wqr (j − l)Wpq (l) k=1 (13.q (n) satisﬁes the same equations (13.230) and thus we have the factorized form Rpqr = where fp.3 Determination of Rpqr It remains to compute the proportionality constant Rpqr in the star–triangle equation (13. Therefore the eigenvalues of Wv (p.

167).23 and 13.229) to ﬁnd an alternative formula for Rpqr Tr{Wv (p.235) Therefore using (13. (13.23 and the inversion relation in Fig. r)Wv (p. q) = j=1 ˆv Wp.237) Rpqr = Tr{Wh (q. 13.27) follows from Fig.236) Finally we note that we may take the trace of (13. b1 u c1 u d u c2 = d b2 b1 u c1 u b2 d d u c2 a1 a2 a1 a2 Fig.231) for Rpqr involves an N th root through the formula (13. Baxter and Forrester [21].234) and thus N detWv (p.6.q = N j=1 N j=1 ˆv Wpq (j) h Wpq (j) 1/N . q)Wh (p. 13.q (k) = Wpq (j) (13.236) for fpq that Rpqr is a single-valued function on the curve (13.¾ The star–triangle (Yang–Baxter) equation N λj = k=1 v ˆv ω kj wp. r)} (13. r)Wv (q.24.23 Star–triangle equation for face models.6 Star–triangle equation for face models The star–triangle equation for face models is given in Fig.q (j).233) and (13. 13. 13. r)Wh (p.235) in (13. (13. The proof that the commutation relation (13.24 is given in Fig. 13.25 and Fig. q)} which demonstrates that even though the formula (13. 13. 13.232) we ﬁnd fp. .1 SOS and RSOS models Two of the most important examples of integrable face models are the solid on solid (SOS) and restricted solid on solid (RSOS) models ﬁrst introduced by Baxter [12–14] in 1973 in connection with the solution of the eight-vertex model and studied in detail in 1984 by Andrews. 13.26.

242) (13. l + 1|l − 1. l) = αl W (l + 1. 13. d)W (d. d)W (a1 . b2 ) d = d W (c1 . m |l . 13.241) (13. l|l. 13. l − 1) = δl . (13. l|l. c2 |b1 . l − 1) = W (l − 1.27. l + 1) = γl W (l − 1. a2 |d. b2 )W (a1 .245) . a2 |b2 . c2 ). l) = W (l.Star–triangle equation for face models ¿ b d c W −1 d W c = δc. l + 1) = βl W (l + 1. l|l. (13. These weights are shown in Fig. The SOS model The (unrestricted) solid-on-solid model has a “height” variable li at each site of a square lattice which can take on all integer values −∞ < li < ∞. a2 |c1 . l |m . l − 1|l + 1. (13.c a Fig.243) where each weight will in general depend on the height l. m |l . m) = W (l.24 Inversion for face models.23 which we write explicitly as W (c1 . a1 |b1 . (13.238) The Boltzmann weights have the property that if li and lj are nearest neighbors (either vertical or horizontal) that li − lj = ±1. l|l. c2 )W (d.240) (13.244) In order for the model to be integrable it must satisfy the star–triangle equation of Fig.239) There are thus six possible types of Boltzmann weights W (l. d|b1 . m) = W (m. They have the symmetry property that W (l. l). (13.

13. .25 Commutation of transfer matrices for face models.The star–triangle (Yang–Baxter) equation b1 b2 b3 u b4 b5 u bN u u T (u )T (u) = u a1 b1 u = u a2 b2 u u u a3 b3 u W u −1 u u u u a4 b4 u u a5 b5 u aN bN u W u u u a5 b5 u aN aN u u a1 b1 u = u a2 b2 u W u −1 a3 b3 u a4 b4 u W u a3 a4 u u u a1 a2 a5 aN Fig.

Star–triangle equation for face models b1 u = u b2 u W u a2 b2 u u W u u W b3 u −1 b4 u b5 u bN u u u u u a1 b1 a3 b3 u W −1 a4 b4 u a5 b5 u a6 bN u = u u u u a1 b1 u = u a2 b2 u a3 b3 u a4 b4 u 5 aN bN u u = T (u)T (u ) b5 u u u u u a1 a2 a3 a4 a5 aN Fig.26 Commutation of transfer matrices for face models. . 13.

13.243) with (13.382) of the appendix may be written as h(v) = 2q 1/4 sin πv 2K ∞ 1/2 (13. Thus (13. .258) which from the product formulas for theta functions (13.381) and (13.250) (13. These equations occur in pairs and thus there are 10 distinct equations to be satisﬁed.252) and three more equations are obtained by interchanging primed and double primed symbols.248) (13. The solution to these equations is given in 1.2.249) (13.256) of (13.240)–(13.255) (13.253) /h(wl ) (13. Because of the restriction (13.247) (13.256) (13.The star–triangle (Yang–Baxter) equation l−1 l l+1 l l l l−1 l l+1 l l+1 l l−1 l l+1 αl l−1 αl l+1 l βl l−1 l βl l+1 l γl l−1 l δl Fig.245).4.7 of [21]): αl βl βl + δl+1 γl γl = γl δl+1 δl+1 + αl+1 βl+1 βl+1 γl−1 βl βl + αl γl γl = γl αl αl αl βl δl + δl+1 βl = βl α.246)–(13.253)–(13.256) is a solution of the face version of the star–triangle equations.259) n=1 The solution (13. (13. Seven of these are (1. δl+1 αl δl δl + δl+1 βl βl = δl αl αl γl−1 δl βl + αl βl γl = βl αl γl−1 αl αl+1 αl+1 = αl+1 αl αl βl+1 αl+1 βl = βl αl βl+1 (13.253)–(13.239) there are 20 choices for the indices in (13.254) (13.12 of [21]: αl = ρh(v + η) βl = ρh(η − v)[h(wl−1 )h(wl+1 )] γl = ρh(2η)h(wl + η − v)/h(wl ) δl = ρh(2η)h(wl − η + v)/h(wl ) where wl = w0 + 2lη and h(v) = H(v)Θ(v) (13.257) (1 − q n eiπv/K )(1 − q n e−iπv/K )(1 − q 2n )2 .246) (13.252) is obtained ab initio in [21] and may be veriﬁed by direct substitution by using the properties of theta functions in the appendix.27 The Boltzmann weights of the solid-on-solid models.251) (13.

262).252). r − 3 in the last two. r − 1 (13.2 The hard hexagon model (13.263) vanish for the restricted model and thus the RSOS model also satisﬁes the star–triangle equation (13. · · · . r − 2 in the ﬁrst equation in (13. This means that l takes the values 1. r − 2 in the next four equations and 2. 13. Then we may represent the hard hexagon model as a face model whose nonvanishing Boltzmann weights are .28 by placing particles on a square lattice with the restriction that there be no nearest neighbor pairs and that there be no pairs connected by a diagonal which goes from the NW to the SE corner of the square.264) In this subsection we demonstrate that the hard hexagon model discussed in chapter 7 in terms of low density virial expansion satisﬁes a star–triangle equation. The hard hexagon model may be represented as in Fig.265) and thus the unwanted terms (13. the summation variable d must also lie in the interval (13.263) should be deleted. c2 must lie in the interval (13.254) β1 = β1 = βr−1 = βr−1 = 0 (13. For the restricted model each a1 . Furthermore.261) where r ≥ 3 is an integer.245). To represent the hard hexagon model as a face model we deﬁne a variable σj at site j to be zero if the site is unoccupied and unity if the site is occupied and we share the fugacity z equally among all four faces which contain the given site. However. · · · . · · · .6.261) it is clear that h(w0 ) = h(wr ) = 0 and thus from (13.266) where gn is the number of allowed conﬁgurations containing n particles. αr−1 βr−1 βr−1 (13. 13. The grand partition function for a lattice of N sites is deﬁned as [N/3] Qgr (z) = n=0 z n gn (13. The values are 2. · · · . 2.262) which means that in the ﬁrst equation the terms α1 β1 β1 . from (13. · · · .260) (13.Star–triangle equation for face models The RSOS model The restricted solid-on-solid model is a restriction of the SOS model to η = K/r w0 = 0 and each height li lies in the interval li = 1.262) (13.

0. In this model there is still nearest neighbor exclusion but now. 13. 0. there are nonzero Boltzmann weights for pairs on particles on . b1 . 0) = z 1/4 WHH (1. 0. 1) = z 1/2 . 0) = WHH (0. No pair of particles is allowed to occupy sites connected by a solid line. 1.267) contain only the single parameter z and thus by itself cannot be in a one-parameter family of commuting transfer matrices. 0. Baxter [15. a2 . 0) = 1 WHH (1. 1) = WHH (0. Therefore in order for hard hexagons to be treated by the method of star–triangle equations it is necessary to embed the hard hexagon model into a larger family of models which specializes to hard hexagons at some particular point. in contrast to the hard hexagon model. 0. a2 . b2 ) for the hard hexagon model represented on a square lattice with a diagonal interaction. 13. b1 .29 The Boltzmann weights WHSQ (a1 . 0. b2 ) for hard squares with diagonal interactions. (13.267) The Boltzmann weights (13. WHH (0. 16] found in 1980 that such a model is hard squares with diagonal interactions shown in Fig. 0. 1. 13. 0) = WHH (0.The star–triangle (Yang–Baxter) equation b1 b2 a1 a2 Fig.29.28 The Boltzmann weights WHH (a1 . b1 M b2 L a1 a2 Fig. 0. 0. No pair of particles is allowed to occupy sites connected by a solid line. 0.

It is important to note.271) t = −WHSQ (0. 0. 0. The Boltzmann weights for this model may be written as W (0. 0) = WHSQ (0. 0. 0) = WHSQ (0. 1) = z 1/2 eL W (0. L and M are related z(eL+M − eL − eM ) = (1 − e−L )(1 − e−M ). 0) = z 1/2 eM (13. 0) = WHSQ (0. 1. 1. We will follow [15] and exploit this lack of uniqueness to write the face weights for the hard square model with diagonal interactions in what appears to be an asymmetric form WHSQ (0. 1. 0. 0. 0) = m WHSQ (1.270) (13. 0). 0) = 1 W (1. 0. 0. 1. 0. 0. 0. 0. 0. 1. 2 It is shown in [15] and [16] that the face weights (13.Star–triangle equation for face models both the NW-SE and on the NE-SW diagonals of the faces. 0. 0) = h(5η − v)/h(4η) WHSQ (1. 1) = W (0. 0) = mz 1/2 t2 eM (13. however. 0) = W (0. 0. 1) = mz 1/2 t−2 eL WHSQ (0. 1.272) The face weights (13. 1. 0.267) when L → 0 and M → −∞. 0. 0. 0. 0.269) for z and t we ﬁnd 2 z 1/2 = −WHSQ (1. 0)/WHSQ (0. 0)WHSQ (0. 0.268) which reduces to (13.269) satisfy the star–triangle equation if z. 0.273) . 0. 0. that these local face weights are not unique in the sense that there is a parameter which may be included in the weights which will cancel out in the partition function and that the “sharing” of the factor z between the lattice sites may be done in several diﬀerent ways. 0) = W (0. 0. 1. 0. 0) = h(η + v)/h(2η) WHSQ (1. 0) (13. 0. 0. 0. 0) = z 1/4 W (1. 0. 0. 1. 0. 1. 1. 0. 1) = −mz 1/4 t−1 WHSQ (0. 0. Solving (13. 0)/WHSQ (1.272) are parametrized in [21] in terms of elliptic functions as WHSQ (0.269) where the factors of t and the minus sign will cancel in the partition function and the factor of m merely multiplies the partition function by mN where N is the number of sites. (13. 1. 0. 0) = mz 1/4 t WHSQ (1. 0) = h(3η − v)/h(2η) where (13. 1. 0. 1) = h(η − v)/[h(2η)h(4η)]1/2 WHSQ (0. 0. 0. 0) = WHSQ (0. 1) = h(3η + v)/h(4η) WHSQ (0. 1.269) with the restriction (13. 0.

278) (13. a2 . 1. 0.280) reduces to zc = sin(2π/5) sin(π/5) 5 ∞ 5 . 0. b1 . 0. 0. (13. 0) vanishes when v = 3η (13.274) In the hard hexagon limit L → 0. 1. By use of the deﬁnition (13. 0. 0.280) = [(1 + √ √ 5)/2]5 = (11 + 5 5)/2 = 11. 1. 0. b2 ) and the remaining face weights reduce to the hard hexagon weights W as ˜ WHH (0. M → −∞ the face weights (13. 0. 01) = −[h(2η)/h(4η)]1/2 ˜ ˜ WHH (0.270) and (13.269) reduce to the nonvanishing face weights of hard hexagons as ˜ WHH (0. 1. 0. 0. 0. 0) = WHH (0.¼ The star–triangle (Yang–Baxter) equation η = K/5. 0) = h(2η)/h(4η) ˜ ˜ WHH (1.259) of h(v) the fugacity (13.279) . 0) = WHH (0. To see this it is useful to make a transformation of the theta functions. 0.271) we ﬁnd z 1/2 = [h(4η)/h(2η)]5/2 t = [h(4η)/h(2η)] as 2 3/2 (13. 0. (13. 1) = −mz 1/4 t−1 ˜ ˜ WHH (0.266) takes on all values in 0 ≤ z < ∞. . page 405] as the value of the fugacity at which freezing begins for the hard hexagon model. 1) = mz 1/2 t−2 .278) is explicitly written (1 − q n eiπ4/5 )(1 − q n e−iπ4/5 ) sin(2π/5) z= sin(π/5) n=1 (1 − q n eiπ2/5 )(1 − q n e−iπ2/5 ) When q = 0 (13.273) we see that the weight WHSQ (0.275) In terms of the parametrization (13. 0. 0. 1. 0) = m ˜ ˜ WHH (1. 0) = mz 1/4 t ˜ WHH (1.281) This value was conjectured (but not published) by Gaunt [48. 0. 0) = h(4η)/h(2η) ˜ HH (1. 0) = WHH (0.277) where in the last line we have used the identity h(2K − v) = h(v) and from (13. The fugacity z in the grand partition function (13. 0. 1) = h(6η)/h(4η) = 1 W (13.09017 · · · (13. 1.276) ˜ HH (a1 . The procedure for zc < z and 0 ≤ z < zc is slightly diﬀerent and the two cases will be treated separately.280) by allowing the modulus q to lie in the range −1 ≤ q ≤ 1. 0) = WHH (0. (13. This is achieved in the expression (13. 0. 0.

qT ) reduces to ˜ z= where and g(x) = 1 x[g(x)]5 4πK (13. k) ˜ ˜ H(2η K/K. k) = −i(K/K )1/2 e− 4K K H(iv. Furthermore by construction when k = 0 we have q = 0. k) 5 . x = 1 and z = zc . if we use the product representation (13. k ) 5 (13.89) or (13. (1 − x5n−3 )(1 − x5n−2 ) n=1 (13.278) is written as z= ˜ ˜ H(4η K/K. In order to obtain the low density regime of fugacity where 0 ≤ z ≤ zc we need the nome q to lie in the interval −1 ≤ q ≤ 0.287) it is obvious when k → 1 that q → 1.285) ˜ ˜ H(4iK/5. (13.291) .283) = ˜ ˜ H(4K/5.285) in (13.290) where ˆ ˆ ˆ ˆ K = K(k) and K = K (k) and the last line deﬁnes the nome q .Star–triangle equation for face models ½ The nome q lies in the interval 0 ≤ q ≤ 1 when the modulus k lies in the interval ˜ 0 ≤ k ≤ 1 and in this case we deﬁne a new modulus k by e− where ˜ ˜ ˜ ˜ K = K(k) and K = K (k) and note from either (13. k) 5 ˜ πK ˜ K = q = q 1/2 = e− 2K ˜ πK (13. x → 0 and z → ∞.292) (13. k ).381) for H(v.284) We then use the complementary modulus transformation (13. Then using (13.411) to write ˜ ˜ ˜ ˜ ˜ ˜ H(v. which in the region ˆ ˆ 0≤k≤1 (13.284) we obtain z = e− 5K 6πK πv2 (13.287) x = e− 5K ∞ (13.286) which. This is achieved by deﬁning a new modulus ˆ k such that ˆ ˆ q = e−πK /K = −e−πK /K ≡ −ˆ q (13.381) that (13.288) (1 − x5n−4 )(1 − x5n−1 ) . k) ˜ ˜ H(2K/5.289) From (13.282) (13. k ) ˜ ˜ H(2iK/5. Thus the region zc ≤ x < ∞ is obtained for 0 ≤ q ≤ 1 for which the modulus k is in the interval 0 ≤ k ≤ 1.

294) (13. ˆ We remark that if both of the diagonal interactions L and M vanish that the model of hard squares with diagonal interactions reduces to the model of hard squares introduced in chapter 9.297) . k ) (13. in fact.411) and (13.296) (13. k ) 5 .301) Thus. k) = [K/K ]1/2 e−πv /(4K K ) Θ1 (iv. k) 5 (13. k)Θ1 (2K/5.381) and (13. k ) ˆ ˆ ˆ ˆ H(2iK/5. By construction z = zc when x = −1. when L = M = 0 the restriction (13.298) to ﬁnd z=e − 6πK ˆ ˆ 5K ˆ ˆ ˆ ˆ H(4iK/5. (13. k)/q 1/4 = H(v K/K.295) (13. k) = −i[K/K ]1/2 e−πv /(4K K ) H(iv.303) which is obviously positive and vanishes for x = 0.385) we obtain ˆ q ˆ H(v. k )Θ1 (4iK/5. From the properties of complete elliptic integrals it can be shown ˆ that the new modulus k is related to the original modulus by ˆ ˆ k = ik/k and that ˆ ˆ K(k) = k K ˆ ˆ ˆ K (k) = k (K − iK).381).298) We now use the complementary modulus transformations (13.293) (13. k)/ˆ1/4 ˆ ˆ Θ(v.299) (13.382) and deﬁning ˆ πK ˆ x = −e− 5K ˆ (13. k) z= ˆ ˆ ˆ ˆ H(2K/5.300) in (13. using the product representation of the theta functions (13. k)Θ1 (4K/5. (13.278) as ˆ ˆ ˆ ˆ H(4K/5. This is seen . k) and hence we may write (13. k) = Θ1 (v K/K. (13.¾ The star–triangle (Yang–Baxter) equation is real and positive. k ) 2 ˆ ˆ ˆ ˆ ˆ ˆ Θ1 (v. The model of hard squares with diagonal interactions is. k )Θ1 (2iK/5.412) of the appendix 2 ˆ ˆ ˆ ˆ ˆ ˆ H(v. closely related to the RSOS model introduced in the previous subsection with four states. However.302) we ﬁnd for −1 ≤ q ≤ 0 that z = −ˆ[g(ˆ)]5 x x (13.382) and (13. in contrast with the hard hexagon model. Thus from the representations (13. the hard square model is not a special case of the model of hard squares with diagonal interactions.272) requires that z = 0 and thus.

31. We ﬁnally note that the RSOS weights deﬁned by (13. 13.304) where we recall that σ = 0. 0 0 0 0 = 0 3 0 2 1 3 0 2 = 2 δ3 3 4 β3 3 2 β3 3 2 α2 1 0 3 0 4 0 3 1 2 = 2 α2 3 4 γ3 3 2 γ1 1 0 1 0 0 = 0 1 0 2 1 3 0 4 0 1 1 2 1 0 0 1 1 0 Fig. 13.305) (13.262) agree with the weights (13. If we further note that we can just as well associate odd (even) values of the height variables l with the ﬁlled (open) circles we see that for every conﬁguration of the model of hard squares with diagonal interactions there are associated two conﬁgurations of the RSOS model. Thus we have .246)–(13. Then if on the open circles we deﬁne a height variable l which takes on odd values by l = 3 − 2σ and on the closed circles a height variable which takes on even values l = 2 + 2σ (13.253)–(13. 13.273) of the model of hard squares with diagonal interactions if we use the identity h(2K − v) = h(v) and set ρ = 1/h(2η) in (13.30 The decomposition of the square lattice into two sublattices denoted by the ﬁlled and open circles.Star–triangle equation for face models ¿ Fig.256). if we consider decomposing the square lattice into two sublattices as indicated in Fig.30 by the ﬁlled and open circles.31 The correspondence between the weights of the model of hard squares with diagonal interactions in the upper row with the four-state RSOS model in the lower row. 13. 1 then we have the correspondence between the allowed vertices of the model of hard squares with diagonal interactions and the conﬁgurations of the four-state RSOS model shown in Fig.

The Hamiltonian for the symmetric six-vertex model is the Hamiltonian of the XXZ (or Heisenberg–Ising) model N HXXZ = − j=1 y y x x z z {σj σj+1 + σj σj+1 + J z σj σj+1 } (13.308) i where σj is the direct product notation i σj = I2 ⊗ · · · ⊗ σ i ⊗ · · · I2 (13.307) where for the eight-vertex model the Hamiltonian for the XYZ spin chain is N HXY Z = − j=1 y y x x z z {J x σj σj+1 + J y σj σj+1 + J z σj σj+1 } (13.307) for the symmetric and asymmetric six-vertex model was ﬁrst derived in [6] and for the eight-vertex model in [7].309) where I2 is the 2 × 2 identity matrix and σ i are the three Pauli spin matrices located at site j of the chain.310) which generalizes to the asymmetric six-vertex model as N as HXXZ = − j=1 y y y x x x z z z x y {σj σj+1 +σj σj+1 +J z σj σj+1 +Hσj +Jd i(σj σj+1 −σj σj+1 )} (13.311) where the last term in (13. The commutation relation (13. Therefore when we are able to identify the ground state eigenvector of the spin chain with the eigenvector of the transfer matrix which has the largest eigenvalue we are thus able to identify the correlation functions of the statistical model which depend only on the eigenvectors with the correlation functions of the spin chain.311) is called a Dzyaloshinski term.306) 13.307) these eigenvectors are independent of the spectral variable u and are identical with the eigenvectors of the transfer matrix.7 Hamiltonian limits The six.The star–triangle (Yang–Baxter) equation shown that the partition function Z4RSOS for the 4 state RSOS model is related to the partition function ZHSQ for hard squares with diagonal interactions by Z4RSOS = 2ZHSQ . H] = 0 (13. We note that the correlations of spins in the quantum spin chain depend only on the eigenvectors of the Hamiltonian and because of the commutation relation (13. . (13.and eight-vertex model have the property presented in the introduction to this chapter that there exists a Hamiltonian H of a one-dimensional quantum spin chain which commutes with the transfer matrix of the two-dimensional classical statistical mechanical model [T (u).

(13.315) (13. The ¯ Hamiltonian (13.318) and (13.m = δl. The resulting spin Hamiltonian Hcp (p) which depends on p satisﬁes [Tpq .167) a p cp e2iφ/N = ω 1/2 (13.320) which is required for integrability was introduced in 1983 by Howes. and the associated Hamiltonian is obtained from the commutation relation [Tpq .314) in the special case φ = φ = π/2 for arbitrary N was derived in 1985 by von Gehlen and Rittenberg [23] as a quantum spin chain which satisﬁes the algebra used by Onsager [2] in 1944 to solve the Ising model.313) with Hcp (p) = − j=1 n=1 N N −1 † {αn (Xj )n + αn (Zj Zj+1 )n } ¯ (13.314) is Hermitian ¯ when αn and αn are given by (13.314) where to avoid confusion the length of the chain is N .m = δl.319) and the chiral Potts curve (13.320) Using the identities N N n n (Xj )† = Xj −n and (Zj )† = Zj −n (13.321) which follow from (13.Hamiltonian limits The transfer matrix for the chiral Potts model Tpq depends on both the indices p and q of the Boltzmann weights.317) with φ and φ real (but not ¯ necessarily constrained by (13.316) (13.314) we have αn = αn = λ ¯ ei(2n−N )φ/N sin πn/N ei(2n−N )φ/N sin πn/N ¯ Xl.314) with N = 3 but without the restriction (13. Hcp (p)] = 0 (13.m+1 (mod N ). Tpq ] = 0 (13.319) b p cp ¯ and from (13.316) and (13. the matrices Xj and Zj are in the direct product notation (13. In (13. . The Hamiltonian (13. (13.167) it follows that φ. Kadanoﬀ and den Nijs [50] as a quantum model to study commensurate–incommensurate transitions.318) bp dp ap dp ¯ e2iφ/N = ω 1/2 (13.309) with IN the N × N identity matrix and the N × N matrices Z and X generalize the Pauli matrices σ z and σ x as Zl.320)).m ω l−1 .317) ¯ where the angles φ and φ are expressed in terms of the variables of the chiral Potts curve (13.312) by expanding about the point q = p. φ and k are related by ¯ cos φ = λ cos φ.315) we see that the Hamiltonian Hcp (p) of (13.

j1 δj3 .323) = cN δj2 . c = c0 + δc. · · · .7. j1 . 11] and note that when u = η the Boltzmann weights (13. We now expand the Boltzmann weights W (j . j3 . Thus we set a = c0 + δa.307) with the transfer matrix of the eight-vertex model we follow [9. ¯ b 1 y y x x z z {(a + c)I + (b + d)σk σk+1 + (b − d)σk σk+1 + (a − c)σk σk+1 } 2 (13. 0 (13.328) which shifts the conﬁguration (j1 .ν and thus the transfer matrix (13. b = δb.jN 0 (13. for the eight-vertex model with a = a and ¯ = b. jN ) one step to the left to (jN . jk+1 )|jk . we obtain to ﬁrst order as u → η N T −1 (η)T (u) → I + k=1 Hk (13.330) It is straightforward to use the conventions of Fig.{j} = cN −1 0 k=1 · · · δjk−1 .{j} (13. jN ) one step to the right to (j2 .329) where Hk is the 4 × 4 matrix at the site k H{jk . j2 . j|η)µ. jk )|jk−1 .324) which shifts the conﬁguration (j1 . j)µ. a0 = c0 = ρΘ(0)Θ(2η)H(2η).ν about the point u = η. (13. d = δd (13.326) on the left by the operator T −1 (η)|{j }. 13. · · · .326) δT{j }.{j} = c−N δj1 .331) where the indices are such that W (jk .The star–triangle (Yang–Baxter) equation 13.j2 δj2 .21) reduces to the operator T (η)|{j }. · · · .jk+1 = .jk−2 δW (jk .jk+1 } = c−1 δW (jk . · · · .12 to verify that.jk+1 }. 13.and six-vertex models To derive the XYZ spin chain Hamiltonian (13.1 Spin chains for the eight. j1 ). jN −1 ).1 and Fig.{jk .308) which commutes (13. 13.j3 · · · δjN . j2 . 0 (13.jk · · · (13.1 W (j .322) Therefore in the notation of Fig.j2 · · · δj1 .jk+1 δjk+1 . jk+1 )|jk .325) and T (u) = T (η) + δT with N (13.122) specialize to b0 = d0 = 0.327) If we now multiply (13.j1 .jk+1 .j δj.ν = c0 δµ.

writing the variations δ as derivatives we have δb + δd 1 ∂ → 2c0 2 ∂u and δa + δc 1 = 2c0 2 H (2η) Θ (2η) + H(2η) Θ(2η) (13.342) 1 2 N y y x x z z {J x σj σj+1 + J y σj σj+1 + J z σj σj+1 } j=1 (13. when the values in (13.322) are substituted into the deﬁnitions (13.333) that Hk = δb + δd δa + δc y y x x z z + σk σk+1 + Γσk σk+1 + ∆σk σk+1 }.335) Thus we ﬁnd from (13.332) and thus we have y y x x z z Hk = (2c0 )−1 {(δa + δc)I + (δb + δd)σk σk+1 + (δb − δd)σk σk+1 + (δa − δc)σk σk+1 }.333) in terms of the invariants (13.87) and (13. i σk+1 = σ i |jk+1 .87) and (13.338) b d + c c = u=η 1 [1 + ksn2 (2η)] 2sn(2η) (13.jk .340) u=η .88). { 2c0 δb + δd (13.333) We may write (13.88) by noting that. (13. we have ∆= δa − δc cn2ηdn2η = δb + δd 1 + ksn2 2η 1−γ δb − δd 1 − ksn2 2η Γ= = = .334) (13.337) we have used the derivative d snu = cnudnu.341) (13.Hamiltonian limits i σk = σ i |jk . 1+γ δb + δd 1 + ksn2 2η (13.jk+1 (13.336) Furthermore.339) 1 ∂ ln T (u) − N ∂u 2 H (2η) Θ (2η) + H(2η) Θ(2η) (13. because the invariants are independent of the expansion variable u and are indeterminate for 0/0. du Thus we ﬁnd HXY Z = − = −sn(2η) with J x = 1 + ksn(2η) J y = 1 − ksn(2η) (13.337) where to obtain (13.

348) The commutation of the asymmetric six-vertex model with the asymmetric XXZ model follows if we note that the two operators N N z σj .308) reduces to the Hamiltonian of the XY model HXY = − 1 2 N y y x x {(1 + k)σj σj+1 + (1 − k)σj σj+1 }.345) (13.The star–triangle (Yang–Baxter) equation J z = cn(2η)dn(2η). Thus the ground state of the XY model corresponds to the eigenvector of the decoupled .347) The six-vertex specialization When d = 0 the eight-vertex model reduces to the symmetric six-vertex model.308) reduces to the Hamiltonian of the XXZ model (13.2 we found that at the decoupling point K4 = 0 discussed where the eightvertex model reduces to two noninteracting Ising models with vertical and horizontal coupling constants K = E/kB T and K = E /kB T .150) and (13. (13. j=1 (13. These commutations follow from the conservation separately of the number of spin up arrows and the number of right pointing arrows in the statistical mechanical model. Γ= 1−k 1+k snK = 1 (13. Thus from (13.335) reduce to ∆ = 0.334) and (13.310) with J z = ∆.344) (13. the invariants γ and ∆ are given by (13.347) previously found. In this limit the invariant Γ = 1 and the Hamiltonian of the XYZ model (13.346) and thus (13. and thus when 2η = K then (13.340) we ﬁnd that at the decoupling point the eight-vertex model commutes with the Hamiltonian N H=− j=1 x x z z {σj σj+1 + sinh 2K sinh 2K σj σj+1 } (13. We note that cnK = 0.349) separately commute both with HXXZ and with the transfer matrix of the six-vertex model.4. The decoupling specialization In 13.150).343) (13. j=1 j=1 y x x y {σj σj+1 − σj σj+1 } − (13.350) which is in the form of the XY model Hamiltonian (13.

Hamiltonian limits eight-vertex model with the maximum eigenvalue of the transfer matrix and thus the factorization of the arrow correlations in a row of the decoupled eight-vertex model implies a corresponding factorization of the spin correlations of the XY model into products of Ising correlation functions.314) it is most convenient to write the Boltzmann weights of the chiral Potts model in a matrix form in terms of the matrices Xk and Zk (13.315). = A(jk − jk+1 ) (13.2 Spin chain for the chiral Potts model To derive the chiral Potts spin chain (13.354) where C+ (N. R)2 x x σ0 σ2R+1 (13. 13. R)2 y y σ0 σ2R+1 = C+ (R.356) and by computing the inverse Fourier transform in a manner identical with that used to compute v the Fourier transform of Wpq (n) we ﬁnd N −1 v Wpq (jk . jk ) = n=1 v n Wpq (n)[Xk ]j.358) .347) with sinh 2K sinh 2K = k < 1 the correlations in the ground state are given in terms of Ising correlations at a temperature T by x x σ0 σ2R = C− (R. The value of k = 1 where the Ising model has a critical point is often referred to as a quantum critical point of the quantum spin chain.356) where the last line in (13.355) and A(n) = Wpq (n) in (13.j (13. R)C− (R + 1.353) (13. R + 1) where C− (N. In particular we ﬁnd from (13.7. N ) is the diagonal Ising correlation for T < Tc and by symmetry y y σ0 σ2R = C+ (R.352) = C− (R.154) that for XY model (13. R)C+ (R + 1. N ) is the diagonal Ising correlation function for T > Tc .jk = A(jk − jk ) n=0 N −1 n=0 † A(n)[(Zk Zk+1 )n ]j.356) deﬁnes the Fourier transform of A(n) which has the inverse relation A(m) = 1 N N −1 n=0 ˆ ω −mn A(n).j = N −1 n=0 (13.153) and (13. (13.351) (13.355) ˆ ω n(jk −jk+1 ) A(n).357) v h ˆ Thus with A(n) = Wpq (n) in (13. R + 1) (13. It is easily seen for any function A(n) that satisﬁes A(n + N ) = A(n) that N =1 A(n)[X n ]jk .

n=0 (13.361) with 1 ˆh Wpq (0) = N N −1 h Wpq (n). jk+1 ) = n=0 † ˆh Wpq (n)[(Zk Zk+1 )n ]j.p (n) = h Wp.p (n) = v Wp.360) and ˆh Wpq (n) = ˆ W h (0) pq n j=1 ωap cq − cp aq ω j dp bq − bp dq ω j (13.p (0) j=1 dp bp − ap cp ω j bp dp − cp ap ω j =1 (13.¼ The star–triangle (Yang–Baxter) equation N −1 h Wpq (jk . bq .166) of the chiral Potts model reduce to n h Wp.165) and (13.167).362) To obtain the spin chain Hamiltonian we ﬁrst consider the point p = q where the Boltzmann weights (13. dq ) about the point q = p as aq = a p + a bq = bp + b c q = cp + c dq = dp + d (13.367) .0 (13.j (13.364) and the transfer matrix (13. b .363) and n v Wp. c and d are constrained by the chiral Potts curve (13. cq .p (0) j=1 ωap dp − dp ap ω j cp b p − b p cp ω j = δn.p = I. We now expand the variables (aq .22) reduces to the identity matrix Tp.366) (13.359) where n v Wpq (n) ωap dq − dp aq ω j = v (0) Wpq cp b q − b p cq ω j j=1 (13.365) where a . For 1 ≤ n ≤ N − 1 we have the expansions v Wpq (n) ωn ∼ v Wpq (0) 1 − ωn ap dp b p cp n (d /dp − a /ap ) (13.

372) and (13.371) reduces to ˆh Wpq (n) eiφ(2n−N )/N .370) and (13.368) ¯ which.373) it follows that (c /cp − a /ap )cN p λ = 1.318) and (13. for p∼q ˆh ˆh Wpq (0) ∼ 1 + δ Wp . ∼− ˆ sin πn/N W h (0) pq (13.374) (13.q (0) = 1 and noting that.377) where Hcp is given by (13. (13. (13. (d /dp − a /ap )dN p Therefore (13.359).314) and thus the commutation relation (13. using the deﬁnitions (13.376) we expand the transfer matrix Tpq deﬁned from (13. .167) we ﬁnd λ aN = dp − λcN p p and λ aN a /ap = dN d /dp − λcN c /cp p p p and from (13.375) to obtain for q → p ˆh Tpq ∼ I(1 + N δ Wp (0)) + Hcp (13. from (13.22) by use of (13.313) holds.Hamiltonian limits ½ ˆh Wpq (n) ωn ∼ ˆh 1 − ωn Wpq (0) a p cp bp dp n (c /cp − a /ap ) (13.372) (13. (13.370) (13.358).369) (13.h Thus using the normalization Wp.373) (13.375) v. (13.362).371) From the chiral Potts curve (13.319) of the angles φ and φ and setting = are written as ¯ v Wpq (n) eiφ(2n−N )/N ∼− k v Wpq (0) sin πn/N ˆh Wpq (n) eiφ(2n−N )/N (c /cp − a /ap )cN p k . ∼− ˆh sin πn/N (d /dp − a /ap )dN Wpq (0) p 2k d /dp − a /ap ap dp b p cp −N/2 .

ωaq . 1.380) commutes with Tp.90).379) and P is the momentum operator which has the eigenvalues P = 2πk/N . Product forms The theta functions H(u) and Θ(u) are deﬁned by the inﬁnite series (13.Rq = e−iP (13.384) n=1 = (1 + q 2n−1 eiπu/K )(1 + q 2n−1 e−iπu/K) )(1 − q 2n ). (13. (13. because the Boltzmann weights depend on the diﬀerence of the spin values. · · · N − 1. We note that by means of an identity called the triple product identity they have equivalent representations as inﬁnite products (which are often given as the definition) ∞ H(u) = 2q 1/4 sin πu/(2K) n=1 (1 − q 2n eiπu/K )(1 − q 2n e−iπu/K )(1 − q 2n ) (13.383) H1 (u) = H(u + K) ∞ = 2q 1/4 cos πu/(2K) Θ1 (u) = Θ(u + K) ∞ (1 + q 2n eiπu/K )(1 + q 2n e−iπu/K )(1 − q 2n ) (13. the spin translation operator N e2πiQ/N = k=1 Xk (13. cnu and dnu used in the text.378) where R is the automorphism R(aq .89) and (13. dq ) = (bq .382) n=1 q = e−πK /K . (13. cq ) (13.385) n=1 .381) ∞ Θ(u) = with We also deﬁne (1 − q 2n−1 eiπu/K )(1 − q 2n−1 e−iπu/K) )(1 − q 2n ). dq . bq .q and that the eigenvalues of Q are 0.¾ The star–triangle (Yang–Baxter) equation We also note that the shift operator may be obtained from the transfer matrix as q→p lim Tp.8 Appendix: Properties of theta functions In this appendix we derive the various properties of the quasiperiodic theta functions and the doubly periodic functions snu. Furthermore. cq . 13.

388) and thus if we combine together the terms with n and −n − 1 we ﬁnd Θ(u + iK ) = iq −1/4 e−πiu/(2K) H(u) (13.90) by use of the properties cos n(u + 2π) = cos nu and sin(2n − 1)(u + 2π) = − sin(2n − 1)u which hold for integer n.100) follow from the deﬁnitions (13. This also follows directly from the product representation (13. .91) of q we ﬁnd ∞ Θ(u + 2iK ) = ∞ (−1)n q n e−2nπK 2 /K inuπ/K e n=−∞ = (−1)n q n n=−∞ 2 +2n inuπ/K e = q −1 e−iπu/K ∞ n=−∞ (−1)n q (n+1) ei(n+1)uπ/K (13.89) and (13.98) and (13.389). Relation of H(u) and Θ(u) To prove the relation (13. Similarly H(u + iK ) = iq −1/4 e−πiu/(2K) Θ(u). Quasiperiodicity To prove the quasiperiodicity property (13.387) and (13.90) by using cos(−u) = cos u and sin(−u) = − sin u and the periodicity properties (13.89) and (13.386) and thus using the deﬁnition (13.387) 2 = −q −1 e−iπu/K Θ(u) as desired.90) as ∞ Θ(u) = (−1)n q n eiπnu/K n=−∞ 2 (13.Appendix: Properties of theta functions ¿ Periodicity The periodicity properties (13.390) The remaining relations (13.102) between Θ(u) and H(u) we write ∞ Θ(u + iK ) = =q −1/4 −πiu/(2K) (−1)n q n q n einuπ/K n=−∞ ∞ n=−∞ 2 e (−1)n q (n+ 2 ) ei(2n+1)uπ/(2K) 1 2 (13.382).103) now follow as consequences of (13. (13.99) and (13.389) as desired.101) we write the deﬁnition (13.97) follow immediately from the deﬁnitions (13.381) and (13.

In particular H(2nK + i2mK ) = 0 for all integer m and n Θ(2nK + (2m + 1)iK ) = 0 for all integer m and n. Identities We next prove three identities from which all other identities used in the text will be derived: Θ(u)Θ(v)Θ(a − u)Θ(a − v) − H(u)H(v)H(a − u)H(a − v) = Θ(0)Θ(a)Θ(u − v)Θ(a − u − v) H(v)H(a − v)Θ(u)Θ(a − u) − Θ(v)Θ(a − v)H(u)H(a − u) = Θ(0)Θ(a)H(v − u)H(a − u − v) and H(u)Θ(u)H(v + K)Θ(v + K) − H(v)Θ(v)H(u + K)Θ(u + K) = H(u − v)Θ(u + v)H(K)Θ(K).382) and from the periodicity and quasiperiodicity properties we see that the only zeros of H(u) and Θ(u) are given by (13. Furthermore.The star–triangle (Yang–Baxter) equation Zeros From (13. (13.391) (13. Modulus From (13. .398) H 2 (K) = 4q 1/2 Θ2 (K) n=1 ∞ 1 + q 2n 1 + q 2n−1 4 (13.382) we ﬁnd ∞ (13.381) and (13.394) Θ(K) = (1 + q 2n−1 )2 (1 − q 2n ) n=1 and thus from the deﬁnition (13.397) The equations (13.381) and (13.and left-hand sides are the same and it is easily checked that.396) (13.95) of the modulus k we ﬁnd k= which proves (13.and left-hand sides vanish at the same values of u. Therefore it follows from Liouville’s theorem that the two equations hold identically as stated.398) obviously hold at u = 0.393) (13. for each equation.395) (13. the right.397) and (13.104).392) H(K) = 2q 1/4 ∞ (1 + q 2n )2 (1 − q 2n ) n=1 (13.96). for each equation the periodicity under u → u + 2K and the quasiperiodicity under u → u + 2iK of the right. (13.396).

95) of k in (13. We conclude by proving an addition theorem for snu: sn(u − v) = snucnvdnv − snvcnudnu 1 − k 2 sn2 usn2 v (13.100) we ﬁnd Θ4 (K) − H 4 (K) = Θ4 (0) (13.396) to ﬁnd Θ2 (K)Θ2 (u) − H 2 (K)H 2 (u) = Θ2 (0)Θ2 (u + K) and divide by Θ2 (u)Θ2 (K) to obtain H 2 (K)H 2 (u) Θ2 (0)Θ2 (u + K) + = 1.399) Using the deﬁnitions (13.109) and (13.403) (13.400) (13. v = K in (13. v = K in (13.407) This is proven by ﬁrst setting a = 0 in (13.94).110) of snu and cnu in (13.Appendix: Properties of theta functions To prove (13.396) to ﬁnd Θ2 (u)Θ2 (v) − H 2 (u)H 2 (v) = Θ2 (0)Θ(u + v) (13.115) set a = 0.109) and (13. If we further specialize (13.401) Using the deﬁnitions (13.408) and then dividing each side of (13.404) which is the identity (13.398) by the corresponding side of (13.402) by setting u = K and use the periodicity condition (13. H 2 (K)Θ2 (u) H 2 (K)Θ2 (u) (13.115).402) (13.406) which is the relation (13.400) we ﬁnd sn2 u + cn2 u = 1 which is the identity (13.397) to ﬁnd Θ2 (K)H 2 (u) − H 2 (K)Θ2 (u) = −Θ2 (0)H 2 (u + K) and divide by Θ2 (u)H 2 (K) to obtain Θ2 (K)H 2 (u) Θ2 (0)H 2 (u + K) + = 1.408) to obtain .95) for k and k . Θ2 (K)Θ2 (u) Θ2 (K)Θ2 (u) (13.114). we obtain k2 + k 2 = 1 (13. To prove (13.405) from which when we divide by Θ4 (K) and use the deﬁnitions (13.403) we ﬁnd k 2 sn2 u + dn2 u = 1 (13.111) of snu and dnu and deﬁnition (13.114) set a = 0.

411) are at 2mK + 2niK and the zeros of the righthand side are i(2mK + 2niK) and hence both sides have the same zeros.99) that H(i(v + 2K). Complementary modulus transformation The complementary modulus transformation for H(v. k ) = −eπK/K eπv/K H(iv. write H(u) H(v + K)Θ(v + K) Θ2 (0) Θ(u) Θ2 (v) H 2 (K) H(v + K)Θ(0) H(u)Θ(K) = Θ(u)H(K) Θ(u)H(K) (13.412) To prove (13.111) of snu.98) and (13.95) of k. πv2 πv2 (13. A proof can be found. have the same zeros and agree at one point. ik ).407). cnu and dnu and deﬁnition (13.99) as does the right-hand side. k) = −i(K/K )1/2 e− 4KK H(iv.411) it suﬃces by Liouville’s theorem to show that both sides have the same quasiperiodicity properties. we obtain the desired result (13. in [48].411) has the same quasiperiodicity properties (13.The star–triangle (Yang–Baxter) equation H(u − v)H(K)Θ(K) = Θ(u − v)Θ2 (0) H(u)Θ(u)H(v + K)Θ(v + K) − H(v)Θ(v)H(u + K)Θ(u + K) Θ2 (u)Θ2 (v) − H 2 (u)H 2 (v) Then if we multiply (13. . for example.Θ1 (iv. From these it follows by use of (13. k) is H(v. This proportionality constant is not needed for the purposes of the text because only ratios of the theta functions appear and thus the proof of this constant is omitted. The zeros of the left-hand side of (13. k) = (K/K )1/2 e− 4KK .109)–(13. k ) H(i(v + 2iK ). k ). Furthermore we see from (13.98) and (13.389) that Θ1 (v.413) (13.414) and thus it follows that the right-hand side of (13.411) (13. Thus by Liouville’s theorem the two sides of (13.410) and use the deﬁnitions (13.409) Θ(v + K)Θ(0) Θ(u)Θ(K) (13. k ) = −iH(iv. k ) (13.411) must be proportional.385) and (13.409) by Θ2 (0)/H 2 (K).

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Some comments on the solvable chiral Potts model.N. Part II. Wannier.A. Quantum model for commensurateincommensurate transitions. den Nijs. 1982) [49] V. [44] H. Math. . Vertical-arrow correlation length in the eight-vertex model and the low lying excitations of the X-Y-Z Hamiltonian.References Rev. [46] C. S. Smirnov. B215[FS7] (1983) 169–208.P. Classical Mechanics (Addison Wesley. A8 (1973) 2526–2547. Phys.O. Kadanoﬀ and M. Goldstein. 19 (1990) 179–185. 60 (1941) 263–276. Phys. Krinsky and B. Rev. Wu. Rev.J. Physik 71 (1931) 205–226.D. Phys.M. Howes. Yang. Matveev and A. Rev.H. Bethe. Lett. Kramers and G. 150 (1966) 321–327.P. Phys. McCoy.H.B. General lattice model of phase transitions. One-dimensional chain of anisotropic spin-spin interactions II. 60 (1941) 252–262. Zur Theorie der Metalle. Exactly solved models in statistical mechanics (Academic Press. Properties of the ground-state energy per lattice site for an inﬁnite system. Baxter. [42] H. Part I. Kramers and G. Rev. B2 (1970) 723–733. Statistics of the two-dimensional ferromagnet. L. Wannier. Rev. Reading Massachusetts 1959). Yang and C. Fan and F. Phys. [41] C. Phys. Z. 150 (1966) 327–339. [50] S. [43] H. Statistics of the two-dimensional ferromagnet.A. Johnson. [45] H. [48] R.Y.A. Phys. Nucl. [47] J.

However.14 The eight-vertex and XYZ model The method of commuting transfer matrices and star–triangle equations introduced in the previous chapter gave a prescription for obtaining models which have very special properties. in section 14. Furthermore the order parameters for all the models of chapter 13 have been computed (although computations of the order parameters always have occurred some years after the free energy computations). when (14. However. In section 14. Therefore in the space of one chapter it is quite impractical to present all the exact computations that have been done for all the models of chapter 13. On the other hand the computation of correlation functions of the models of chapter 13 is still under development. will present in detail the derivation of the functional equation for the eigenvalues of the eight-vertex model as it has evolved since 1972.1) called (elliptic) roots of unity.2. In this derivation the continuous parameter η of chapter 13 is specialized to the discrete values 2Lη = 2m1 K + im2 K (14.triangle equation does not provide a method of actually computing the partition function. free energy. These methods fall into two broad categories: the Bethe ansatz which originates with the solutions on the isotropic Heisenberg antiferromagnet by Bethe in 1931. and. The free energy of all the statistical models and the ground state energy and the low lying excitations of all the spin chains introduced in chapter 13 have been computed. This functional equation is derived from a matrix equation which relates the transfer matrix T (v) to an auxiliary matrix Q(v). We will concentrate on the method of functional equations.1) does hold. When N . Each model of chapter 13 has its own separate special features and the solution of each one is quite distinct. the statement that a set of Boltzmann weights satisﬁes the star.1) does not hold numerical studies on small systems indicates that the transfer matrix is nondegenerate.1 we give a historical overview of the development of methods to compute these eigenvalues and eigenvectors. Consequently we will focus on the computation of the eigenvalues of the transfer matrix of the eight-vertex model. is even and when m2 is even and . and functional equations which originate with Baxter’s solution of the eight-vertex model in 1971. order parameter or correlation functions. the transfer matrix has an extensive degeneracy. For generic values of η for which (14. Indeed the ability to have actually carried out an exact computation of the free energy is often taken as the deﬁnition of being an “exactly solved model” as contrasted with calling a model “integrable” if it satisﬁes the star–triangle equation. the number of sites of the transfer matrix.

14.2). and from these eigenvectors the eigenvalues of the spin chain are computed. These computations also make the Bethe ansatz (14. xn ) = P AP ei(x1 kP 1 +x2 kP 2 +···xn kP n ) (14.2) where the sum is over all n! permutations P of 1. However. order parameters and correlation functions for the six. However. all states are at least doubly degenerate but there are cases such as m2 = 0 and m1 even where (as N → ∞) there are multiplets with a larger degeneracy. In the six-vertex limit the symmetry algebra is the loop algebra of sl2 and has been extensively studied. a complete explanation will require an understanding of the symmetry algebra of the model. In section 14. This ansatz for the eigenvectors is called Bethe’s ansatz and states that the eigenvectors of the XXZ model in the sector that has n spins with σ z = −1 at the site xj are given as a linear superposition of plane waves ψ(x1 . Sommerfeld and Bethe [3] and Hulth´n e [4] used this to compute the ground state energy of the Heisenberg antiferromagnet in the thermodynamic limit.1 Historical overview The Heisenberg model was ﬁrst introduced by Heisenberg [1] in 1928 as a model for magnetism in three dimensions. Extensions to T > 0 were made in [19–21]. Yang and Yang [15–17]. Many properties of the spin chain at T = 0 were computed in [5–10] by use of the ansatz (14.4 with a summary of results for eigenvalues. · · · . We conclude in section 14. Subsequent to the work of Bethe the ansatz for the eigenvectors was extended to the XXZ spin chain and the corresponding eigenvalues were computed in a series of papers [5–10] given in Table 14. · · · . When N is odd. Bethe’s method of solution makes an ansatz for the eigenvectors of the spin chain of ﬁnite length which gives all the eigenvectors. but the corresponding algebra for the 8 vertex model is unknown at the time of writing.3 we use this functional equation to explicitly compute the free energy of the eight-vertex model. n. and we will ﬁnd an explanation for some of these degeneracies from the properties of the functional equations. In 1931 Hans Bethe [2] found the exact eigenvectors of the isotropic Heisenberg antiferromagnetic spin chain. The integrability of the related six-vertex model was discovered in 1967 by Lieb [11–14] for several cases of the symmetric six-vertex model and extended soon after to the fully anisotropic case by Sutherland. long before the methods presented in chapter 13 of star–triangle equations and commuting transfer matrices were known. These degeneracies must have an explanation in terms of a symmetry algebra.Historical overview ½ m1 is odd or when m2 is odd and m1 is unrestricted it is found numerically that there are doublets of multiplets of size 22n−1 where the eigenvalues in the two multiplets have opposite signs.and eight-vertex models. The . The commutation of the six-vertex model transfer matrix and the Hamiltonian of the XXZ spin chain derived in the previous chapter was found in 1968 [18].2) for the eigenvectors of the transfer matrix of the six-vertex model.1. when m1 and m2 are both even there are multiplets of size 22n . x2 .

Yang [8–10] Lieb [11–14] Sutherland. Yang [15–17] McCoy.1 Historical overview of major developments in the computation of the eigenvectors and eigenvalues of the XXZ model and the six-vertex model transfer matrix. Wu [18] Takahashi [19] Gaudin [20] Takahashi. Date 1928 1931 Author(s) Heisenberg [1] Bethe [2] 1933 1938 1958 1959 1966 1966 1967 1967 1968 1971 1971 1972 1979 2001 2001 2001 2002 2002 Sommerfeld. Bethe [3] Hulth´n [4] e Orbach [5] Walker [6] des Cloizeaux.¾ The eight-vertex and XYZ model Table 14. Yang. McCoy [24] Stroganov. N odd Completeness of Bethe’s ansatz for generic ∆ connection with commuting transfer matrices which was the starting point in chapter 13 was in fact developed only after the ground state energy of the spin chain and the free energy of the statistical mechanical model had been computed. McCoy [23] Fabricius.3) . Mitra [27] Baxter [28] Property Introduction of the Heisenberg model Eigenfunctions and eigenvalues of the isotropic Heisenberg antiferromagnet ﬁnite spin chain Ground state energy of the antiferromagnetic Heisenberg chain Eigenfunctions and eigenvalues of the XXZ chain Eigenvectors and eigenvalues of the symmetric six-vertex model Eigenvectors and eigenvalues of the asymmetric six-vertex model Commutation of six-vertex transfer matrix and XXZ Hamiltonian Antiferromagnetic Heisenberg chain for T >0 XXZ for |∆| ≥ 1 for T > 0 XXZ for |∆| < 1 for T > 0 Algebraic Bethe ansatz for nondegenerate six-vertex eigenvectors sl2 loop algebra symmetry at roots of unity Algebraic Bethe ansatz for degenerate six-vertex eigenvectors ∆ = −1/2. Suzuki [21] Takhtajan. Batchelor Nienhuis. 26] de Gier. j=1 Sz = (14. Gaudin [7] Yang. Fabricius. Razumov [25. Faddeev [22] Deguchi. The Bethe’s ansatz solution of the six-vertex model is valid for all values of the anisotropy parameter ∆ of the XXZ spin chain and for generic values the only degeneracy of the eigenvalues is the degeneracy under S z → −S z for H = 0 where 1 2 N z σj .

7) is referred to as the matrix TQ equation. The equation (14.1) were computed in the following year by Baxter in a separate computation [34–36.6) (14.5) with the commutation relations (14. A related powerful operator algebra method of solution given in 1979 by Takhtajan and Faddeev [22] for nondegenerate eigenvectors is referred to as the “algebraic Bethe ansatz”. It begins with the demonstration of the commutation relation of the eight-vertex transfer matrix with the Hamiltonian of the XYZ model found by Sutherland [29] in 1970 and was followed in 1971 by the pioneering and fundamental papers of Baxter [30. m1 and m2 relatively prime integers.6) and (14. The solution of the eight-vertex model has a completely diﬀerent development. The algebraic Bethe ansatz for degenerate eigenvectors of the XXZ chain was ﬁrst presented by Fabricius and McCoy [24] in 2001.2) given in coordinate space is often referred to as the “coordinate Bethe ansatz”. 32] who invented the principle of the commuting transfer matrix and star–triangle equation presented in the chapter 13.28] which extends the method of the coordinate Bethe’s ansatz.2 The nondegenerate eigenvectors of the transfer matrix at roots of unity (14. The algebraic Bethe’s ansatz solution for the nondegenerate eigenvectors at roots of unity was presented by Takhtajan and Faddeev [22] in 1979 and for the degenerate eigenvectors by Fabricius and McCoy [42. the computation of [30. Further very special properties which only happen for N odd were found for ∆ = −1/2 in [25–27] and are still under active investigation.1) with L.2 for the eigenvectors for all values of the anisotropy parameter ∆.Historical overview ¿ However.4) the transfer matrix of the six-vertex model has many degenerate multiplets. Q(v )] = 0 [Q(v). section 6] Baxter derives a second matrix Q73 (v) which is valid for all η that satisﬁes a TQ equation (14. 47] in 2007.5)–(14. 32] is not for the eigenvectors of the transfer matrix but instead is for the eigenvalues (not the eigenvectors) of the transfer matrix which are computed by means of discovering an auxiliary matrix Q(u) which has the properties that T (v)Q(v) = [h(u + η)]N Q(v − 2η) + [h(u − η)]N Q(v + 2η) with [T (v).7) (14. Baxter’s solution [30–33] for the eight-vertex free energy and the XYZ ground state energy makes and uses the root of unity restriction (14. The origin of these multiplets is an sl2 loop algebra whose generators commute with the transfer matrix and spin chain Hamiltonian which was ﬁrst discovered [23] in 2001. However. . at the special points ∆ = cos πm1 /2L (14. The method of solution based on the wave function (14. This TQ equation will be derived in detail in section 14. In addition in [34. unlike the six-vertex model which was solved by the using the coordinate Bethe’s ansatz 14.5) where h(v) is a suitable quasiperiodic function.7) but which is not the same the Q72 derived in [32]. Q(v )] = 0 (14. Furthermore.

Mangazeev [40] Fabricius.The eight-vertex and XYZ model Table 14. in the decades subsequent to the publication of this original paper it has been found that there are several details not covered in the original paper.2. Suzuki [21] Baxter [34–36. N odd Algebraic Bethe’s ansatz for degenerate 8-vertex eigenvectors at roots of unity Painlev´ VI for η = 2K/3 with N odd e Matrix TQ equation for m1 even.2. A construction which does cover this case was found [44. McCoy [42] Bazhanov. m2 = 0. 28] Johnson. Date 1970 1971 1971 1972 1972 1972 1973 1973 1979 1989 2003 2005 2005 2006 2006 2007 2007– 2009 Author(s) Sutherland [29] Baxter [30] Baxter [31] Baxter [32] Baxter [33] Takahashi. 45] in 2007. m2 = 0 η = 2K/3 with N odd Matrix TQ equation for m2 = 0. McCoy [41] Fabricius. N even Matrix TQ equation for all m1 and m2 The principles of the computation of the TQ equation were established in the 1972 paper of Baxter [32] and we will refer to all matrices constructed from these principles as Q72 (v). matrix TQ equation for generic η Spectrum of the XYZ chain Algebraic Bethe’s ansatz for nondegenerate 8-vertex eigenvectors at roots of unity η = 2K/3 with N odd Matrix TQ equation for m1 odd. Mangazeev [43] Fabricius [44] Roan [45] Fabricius. 47] Property Eight-vertex commutation with HXY Z Announcement of eight-vertex free energy Announcement of XYZ ground state energy Matrix TQ equation at roots of unity eight-vertex free energy XYZ ground state energy XYZ chain at T > 0 Eight-vertex eigenvectors at roots of unity. McCoy [39] Bazhanov. 47] and this is the method we will follow in the presentation in section 14. The general case for m2 = 0 was treated in [46. eigenvectors and eigenvalues for the 8 vertex model and the XYZ spin chain. However. The ﬁrst of these details is the discovery by Baxter [34–36] in 1973 that the parametrization used in the 1972 paper [32] is not well adapted to the case m2 = 0 and it was realized in 2003 [39] that the construction of [32] does not cover the case m1 even and m2 = 0.2 Historical overview of developments of the matrix TQ equation. 14.2 The matrix TQ equation for the eight-vertex model The transfer matrix T (v) of the eight-vertex model has two discrete symmetries expressed by the commutation relations . All of these several constructions of Q lead to the same result for the free energy originally computed in [10]. McCoy [46. These many years of developments are summarized in Table 14. McCoy [37] Takhtajan. Faddeev [22] Baxter [38] Fabricius. Krinsky.

8) follows from the fact that the number of arrows which point toward (and away) from each vertex is even. For this reason the matrix Q which satisﬁes (14. We denote the Q matrix (2) in this case as Q72ee (v. the matrix T (v) has degenerate eigenvalues and the matrix Q(v) no longer needs to satisfy these commutation relations. Q72eo (v). However. (14. (14. This choice is made in the 1973 paper of Baxter [34]. RS] = 0.1) holds. N unrestricted (1) (1) (1) (14. m2 even. and the transfer matrix may be diagonalized in a basis where both S and R are diagonal.5)– (14. and the second relation follows from the invariance of the Boltzmann weights under inversion of all arrows.8) and (14. We note that RS = (−1)N SR (14. R and RS as follows. [Q72oe (v). If the transfer matrix T (v) were nondegenerate then the matrix Q(v) of (14.The matrix TQ equation for the eight-vertex model [T (v).11).8) it follows that [T (v). t). 13. We call this matrix Q73 (v). Case 1 m1 odd.5)–(14.12 with a = a and b = ¯ The ﬁrst relation ¯ b. However. m2 odd. However. For the case where m1 and m2 are both even the construction of [44] must be used and this construction contains a parameter t which will be seen to take on the two possible values t = nη and (n + 1/2)η where n is an integer. S and RS and we will ﬁnd that there are diﬀerent commutation relations depending on the parity of m1 and m2 . S] = 0 where z z z S = σ1 ⊗ σ2 ⊗ · · · ⊗ σN [T (v).12) .9) These commutation relations follow directly from the deﬁnition of the Boltzmann weights in terms of arrows given in Fig.8) are compatible. R] = 0. for N odd the operators S and R do not commute. Therefore even though we may diagonalize the transfer matrix in a basis where one of the discrete symmetry operators is diagonal the commutation of T with the other independent symmetry operator mandates that all eigenvalues of T must be doubly degenerate. RS] = 0 Case 2 m1 odd. the matrices Q72 (v) constructed from the principles of [32] do not commute with all three of the operators R. For the three cases where m1 and m2 are not both even the construction of [32] will (1) (1) (1) directly apply and we will denote these cases by writing Q72oe (v). when (14. S] = 0. The Q(v) matrix can be chosen to have the same discrete symmetries (14.8) and (14.7) is not uniquely deﬁned when (14.10) and from (14. These cases are distinguished by diﬀerent commutation relations with the operators S.11) Furthermore.10) that when N is even the two discrete symmetries of (14. Q72oo (v). [Q72oe (v). N unrestricted [Q72oe (v). it follows from (14.8) (14. in (14.7) would also satisfy (14.11) as the transfer matrix. R] = 0 x x x R = σ1 ⊗ σ2 ⊗ · · · ⊗ σN .1) holds.

S] = 0. (n + 1/2)η). RS] = 0 (2) (2) (2) (2) (2) (2) (2) (2) (2) (2) (2) (2) (2) (14.14) Case 4 m1 even.2. RS] = 0 Case 4D t = (n + 1/2)η. m1 ≡ 2 (mod4). [Q72ee (v. RS] = 0 Case 3 m1 even. [Q72ee (v. [Q72eo (v).5)–(14. [Q72ee (v. m2 ≡ 0 (mod4). m2 even and N odd. Similar unique properties also exist for the six-vertex limit [25–27]. 0). [Q72ee (v. S] = 0.13) (14. R] = 0. m1 ≡ 0 (mod4). S] = 0.17) (14. S] = 0. [Q72ee (v. There remains one case for which no matrix has yet been found by use of the methods of [32] or [44] which satisﬁes (14. N even (2) We ﬁnd that there are matrices Q72ee (v. (n + 1/2)η) exists for m1 ≡ 2 (mod4). A full understanding of this case is still lacking. m2 even.The eight-vertex and XYZ model [Q72oo (v). S] = 0. [Q72oo (v). R] = 0. to deal with the general case of (14. m2 ≡ 2 (mod4) [Q72ee (v.18) No matrix Q72ee (v. 0). (n + 1/2)η). R] = 0. [Q72oo (v). 0). It has been seen in [41] from numerical computations that a TQ equation for eigenvalues holds and the eigenvalues of Q(v) have unique properties not seen in cases 1–4. Case 4A t = nη [Q72ee (v. RS] = 0 Case 4B t = (n + 1/2)η. RS] = 0 Case 4C t = (n + 1/2)η. (n + 1/2)η).19) In terms of Θm (v) and Hm (v) the Boltzmann weights are parametrized as Hm (v) = exp Θm (v) = exp iπm2 (v − K)2 H(v) 8KLη . and m2 ≡ 0 (mod4) [Q72ee (v.1 Modiﬁed theta functions The parametrization of [32] is suﬃcient for the case m2 = 0. m2 odd. R] = 0. (n + 1/2)η). [Q72ee (v. (n + 1/2)η/2). [Q72ee (v. [Q72ee (v.7): this is m1 even. S] = 0. N unrestricted [Q72eo (v). RS] = 0 (1) (1) (1) (1) (1) (1) (14. (n + 1/2)η). However. R] = 0. 14.1) with m2 = 0 Baxter in [34] introduces the “modiﬁed” theta functions: iπm2 (v − K)2 Θ(v) 8KLη (14.16) (14.15) (14. [Q72eo (v). (n + 1/2)η). t) for t = nη and t = (n + 1/2)η with n an integer and thus there are several subcases to be distinguished. (n + 1/2)η). R] = 0. (n + 1/2)η). m1 ≡ 0 (mod4). m2 ≡ 2 (mod4) [Q72ee (v.

The matrix TQ equation for the eight-vertex model

a = Θm (−2η)Θm (η − v)Hm (η + v) b = −Θm (−2η)Hm (η − v)Θm (η + v) c = −Hm (−2η)Θm (η − v)Θm (η + v) d = Hm (−2η)Hm (η − v)Hm (η + v). (14.20)

When m2 = 0 the parametrization (14.20) reduces to the parametrization of [32]. The phase factor in (14.19) is chosen so that the modiﬁed theta functions have the periodicity Hm (v + 4Lη) = Hm (v) Θm (v + 4Lη) = Θm (v). (14.21) In appendix A we demonstrate that these modiﬁed theta functions are in fact quasiperiodic functions but that their fundamental parallelogram is no longer spanned by 2K and 2iK (the quasiperiods of H(v) and Θ(v)). Instead we ﬁnd the quasiperiodicity properties Hm (v + ω1 ) = (−1)r1 (−1)r1 r2 Hm (v) (14.22) Θm (v + ω1 ) = (−1)r1 r2 Θm (v) Hm (v + ω2 ) = (−1)b (−1)ab q −1 e−2πi(v−K)/ω1 Hm (v) = (−1)a+b (−1)ab q −1−r2 e−2πiv/ω1 Hm (v) Θm (v + ω2 ) = (−1)ab q −1 e−2πi(v−K/ω1 ) Θm (v) = (−1)a (−1)ab q −1−r2 e−2πiv/ω1 Θm (v) where the quasiperiods are given by ω1 = 2(r1 K + ir2 K ) ω2 = 2(bK + iaK ). (14.26) (14.25) (14.24) (14.23)

Here, with r0 deﬁned as the greatest common factor in 2m1 and m2 , the quantities r1 and r2 are given by 2m1 = r0 r1 m2 = r0 r2 , (14.27) where the integers a and b are determined as the solutions to ar1 − br2 = 1. From (14.28) the area of the fundamental period parallelogram 0, ω1 , ω1 + ω2 , ω2 (14.29) (14.28)

is 4KK . We thus see that the modiﬁed theta functions are in fact theta functions of nome q = eiπω2 /ω1 (14.30) which are modular transforms of the original theta functions Θ(v) and H(v). We also note that 2Lη = r0 ω1 /2. (14.31)

The eight-vertex and XYZ model

14.2.2

Formal construction of the matrices Q72 (v)

The construction of [32] of a matrix Q which satisﬁes (14.5)–(14.7) under the condition (14.1) consists of three steps: 1. Construction of matrices QR (v) and QL (v) The ﬁrst step begins with an assumption that there exists a matrix QR (v) of the form QR (v)|α,β = TrSR (α1 , β1 )SR (α2 , β2 ) · · · SR (αN , βN ) (14.32) with SR (α, β) an L × L matrix with elements sm,n (α, β) which satisﬁes T (v)QR (v) = [h(v + η)]N QR (v − 2η) + [h(v − η)]N QR (v + 2η) where h(v) = Θm (0)Θm (−v)Hm (v). (14.34) This matrix QR (v) cannot be unique because if (14.33) is multiplied on the left by any matrix A which commutes with T (v) then AQR (v) also satisﬁes (14.33). Furthermore we note that the matrix eav QR (v) will satisfy (14.33) with h(v ± η)N replaced by e±2aη h(v ± η)N . Similarly we construct a matrix QL (v) QL (v)|α,β = TrSL (α1 , β1 )SL (α2 , β2 ) · · · SL (αN , βN ) which satisﬁes QL (v)T (v) = [h(v + η)]N QL (v − 2η) + [h(v − η)]N QL (v + 2η). (14.36) (14.35) (14.33)

This matrix is also non-unique because (14.36) may be multipled on the right by any matrix which commutes with T (v). The matrices QR (v) and QL (v) are independently deﬁned and can be independently constructed by analogous procedures. However, it is also instructive to note that the matrix QL (v) can also be obtained by taking the transpose of (14.33), using the symmetry properties of the transfer matrix T T (v) = (−1)N T (−v) and the property h(v) = −h(−v) to ﬁnd QL (v) = QT (−v). R (14.39) The matrices QR (v) and QL (v) will not in general satisfy either (14.6) or (14.7) (14.38) (14.37)

The matrix TQ equation for the eight-vertex model

2. The interchange relation To satisfy commutators (14.6) and (14.7) we impose the interchange relation QL (v1 )AQR (v2 ) = QL (v2 )AQR (v1 ) (14.40)

where the matrix A is independent of v1 and v2 , satisﬁes A2 = 1 and commutes with the transfer matrix T (v). We will consider the four choices: A = I, S, R, RS (14.41)

These choices may be thought of as representing the arbitrariness in the construction of QR (v) and/or QL (v). We will see below that, for cases 1–3 where m1 and m2 are not both even, (14.40) holds for only two of the four choices of A whereas for case 4 where m1 and m2 are both even (14.40) holds for all four choices (14.41). 3. The nonsingularity condition The ﬁnal requirement is that the matrices QR (v) and QL (v) possess at least one value v = v0 such that QR (v0 )−1 and QL (v0 )−1 exist. Under this nonsingularity assumption we construct the matrices Q72 (v) = QR (v)Q−1 (v0 ) = AQ−1 (v0 )QL (v)A R L and AQ72 (v)A = AQR (v)Q−1 (v0 )A = Q−1 (v0 )QL (v). R L (14.42) (14.43)

From (14.33), (14.36) and (14.40) the matrices both satisfy the conditions (14.5) and (14.6). Furthermore Q72 (v)Q72 (v ) = AQ−1 (v0 )QL (v)AQR (v )QR (v0 ) L = AQ−1 (v0 )QL (v)AQR (v )QR (v0 ) = Q72 (v )Q72 (v) L

(14.44)

and thus (14.7) is also satisﬁed. We will see below in cases 1–3 that QR (v) is generically nonsingular but for case 4 where m1 and m2 are both even and (14.40) holds for all four choices (14.41) QR (v) is singular for all v. In cases 1–3 where the interchange relation (14.40) holds for two and only two matrices A1 and A2 we may write A1 A2 Q72 (v) = A1 A2 [A2 Q−1 (v0 )QL (v)A2 ] L = [A1 Q−1 (v0 )QL (v)A1 ]A1 A2 = Q72 (v)A1 A2 L (14.45)

and thus Q72 (v) commutes with the discrete symmetry operator A1 A2 . 14.2.3 Explicit construction of QR (v) and QL (v) T (v)QR (v) = TrU (α1 , β1 ) · · · U (αN , βN ) with U (+, β) = aSR (+, β) dS(−, β) cSR (−, β) bSR (+, β) (14.47)

To construct the matrix QR (v) which satisﬁes (14.33) by the method of [32] we write (14.46)

¼

The eight-vertex and XYZ model

U (−, β) = and seek a similarity transformation A(α, β) 0 C(α, β) B(α, β) with

bSR (−, β) cSR (+, β) dSR (+, β) aSR (−, β)

(14.48)

=

I −P 0 I

U (α, β)

IP 0 I

(14.49)

Pm,n = pn δm,n so that T (v)QR (v) = TrA(α1 , β1 ) · · · A(αN , βN ) + TrB(α1 , β1 ) · · · B(αN , βN ).

(14.50)

(14.51)

In order for (14.49) to hold, the matrix elements SR (α, β)m,n of SR and the quantities pn must satisfy (apn − bpm )SR (+, β)m,n + (d − cpm pn )SR (−, β)m,n = 0 (c − dpm pn )SR (+β)m,n + (bpn − apm )SR (−, β)m,n = 0. (14.52) (14.53)

This set of homogeneous linear equations will have a nontrivial solution provided (a2 + b2 − c2 − d2 )pm pn = ab(p2 + p2 ) − cd(1 + p2 p2 ). m n m n (14.54)

This can only happen for certain values of m and n. For all other values we have SR (α, β)m,n = 0. Using the parameterizations (14.20) we have a2 + b2 − c2 − d2 = 2cn2ηdn2η, ab cd/ab = ksn2 2η (14.56) (14.55)

where sn(v), cn(v), dn(v) are the conventional doubly periodic functions with periods 2K and 2iK , and sn(v) is given in terms of the modiﬁed theta functions as k 1/2 sn(v) = Hm (v)/Θm (v). Thus (14.54) becomes 2cn(2η)dn(2η)pm pn = p2 + p2 − ksn2 (2η)(1 + p2 p2 ). m n m n We solve for pn in terms of pm to obtain (14.58) (14.57)

The matrix TQ equation for the eight-vertex model

½

pn =

1 {cn2ηdn2ηpm 1 − k 2 sn2 2ηp2 m (14.59)

±[p2 cn2 2ηdn2 2η − (p2 − kn2 2η)(1 − p2 ksn2 2η)]1/2 } m m m which by use of the identities proven in the last chapter cn2 u = 1 − sn2 u, may be rewritten as pn = Now set pm = ±k 1/2 snu. Then (14.61) becomes pn = ±k 1/2 {cn2ηdn2ηsnu ± sn2η[(1 − sn2 u)(1 − k 2 sn2 u)]1/2 } 1 + k 2 sn2 2ηsn2 u 1 {cn2ηdn2ηpm ± sn2η[(k − p2 )(1 − kp2 )]1/2 . m m 1 − kp2 sn2 2η m dn2 u = 1 − k 2 sn2 u

(14.60)

(14.61)

(14.62)

(14.63)

which by use, once again, of the identities (14.60) reduces to pn = ±k 1/2 {cn2ηdn2ηsnu ± sn2ηcnudnu} 1 − k 2 sn2 2ηsn2 u (14.64)

which we are able to recognize as the addition formula (13.407) for snu. Thus we obtain pn = ±k 1/2 sn(u ± 2η) (14.65) and hence we can choose an ordering of p1 , · · · , pL such that, for any vr , pm may be written as Hm (vr + 2mη) . (14.66) pm = ±k 1/2 sn(vr + 2mη) = ± Θm (vr + 2mη) (We note that (14.66) can equivalently be written as pm = ± Θm (vr + 2mη) Hm (vr + 2mη) (14.67)

which corresponds to multiplying QR (v) in the left by the operator R.) Using (14.66) with the plus sign and making use of the identity (14.515) we ﬁnd apk+1 − bpk = Θm (0)Θm (−2η)Hm (2η) Θm (vr − v + (2k + 1)η)Hm (vr + v + (2k + 1)η) × Θm (vr + 2kη)Θm (vr + 2(k + 1)η) apk − bpk+1 = Θm (0)Θm (−2η)Hm (2η) Θm (vr + v + (2k + 1)η)Hm (vr − v + (2k + 1)η) × Θm (K + 2kη)Θm (K + 2(k + 1)η)

(14.68)

(14.69)

¾

The eight-vertex and XYZ model

d − cpk+1 pk = Θm (0)Hm (−2η)Θm (2η) Hm (vr + v + (2k + 1)η)Hm (vr − v + (2k + 1)η) . × Θm (K + 2kη)Θm (K + 2(k + 1)η)

(14.70)

The expressions (14.68)–(14.70) may now be used in (14.52) and (14.53) to compute the two ratios SR (+, β)k,k+1 /SR (−, β)k,k+1 and SR (+, β)k+1,k /SR (−, β)k+1,k which thus determines SR (±, β)k,k+1 and SR (±, β)k+1,k up to arbitrary multiplicative functions f (v)k,k+1 and f (v)k+1,k . We will consider here two choices which will lead to (1) (2) matrices Q(v) which satisfy (14.5)–(14.7) which we call SR (v) and SR (v) SR (+, β)k,k+1 = Hm (vr − v + (2k + 1)η)τβ,−k SR (−, β)k,k+1 = Θm (vr − v + (2k + 1)η)τβ,−k SR (+, β)k+1,k = Hm (vr + v + (2k + 1)η)τβ,k SR (−, β)k+1,k = Θm (vr + v + (2k + 1)η)τβ,k and SR (+, β)k,k+1 = −Hm (v − vr − (2k + 1)η)τβ,−k SR (−, β)k,k+1 = Θm (v − vr − (2k + 1)η)τβ,−k SR (+, β)k+1,k = Hm (vr + v + (2k + 1)η)τβ,k SR (−, β)k+1,k = Θm (vr + v + (2k + 1)η)τβ,k

(2) (2) (2) (2) (1) (1) (1) (1)

(14.71)

(14.72)

where 1 ≤ k ≤ L − 1 and τβ,±k are arbitrary constants (not functions). We note that if Hm (v) is an odd function of v, which is the case for m2 = 0, these two choices are identical. However, in the general case m2 = 0 these two choices are not the same. We now may compute A(α, β)m,n and B(α, β)m,n from (14.49) as A(+, β)m,n = aSR (+, β)m,n − cpm SR (−, β)m,n A(−, β)m,n = bSR (−, β)m,n − dpm SR (+, β)m,n B(+, β)m,n = bSR (+, β)m,n + cSR (−, β)m,n pn B(−, β)m,n = aSR (−, β)m,n + dSR (+, β)m,n pn

(1) SR (2) SR .

(14.73)

which is valid for both and Thus, using (14.71) and the identities (14.514), (14.515) and (14.506) we ﬁnd for all vr Θm (vr + 2(k + 1)η) Θm (vr + 2kη) Θm (vr + 2kη) A(1) (α, β)k+1,k (v) = h(v − η) Θm (vr + 2(k + 1)η) Θm (vr + 2kη) B (1) (α, β)k,k+1 (v) = h(v + η) Θm (vr + 2(k + 1)η) Θm (vr + 2(k + 1)η) B (1) (α, β)k+1,k (v) = h(v + η) Θm (vr + 2kη) A(1) (α, β)k,k+1 (v) = h(v − η) SR (α, β)k,k+1 (v + 2η) SR (α, β)k+1,k (v + 2η) SR (α, β)k,k+1 (v − 2η) SR (α, β)k+1,k (v − 2η) (14.74)

(1) (1) (1) (1)

The matrix TQ equation for the eight-vertex model

¿

and using (14.72) and the identity which follows from (14.506) Θm (vr + 2(k + 1)η) Θm (−vr − 2(k + 1)η) = eπim2 /L Θm (−vr − 2kη) Θm (vr + 2kη) we have Θm (vr + 2(k + 1)η) (2) SR (v + 2η)k,k+1 Θm (−vr − 2kη) Θm (vr + 2kη) (2 S (v + 2η)k+1,k A(2) (α, β)k+1,k (v) = h(v − η) Θm (vr + 2(k + 1)η) R Θm (vr + 2kη) (2) S (α, β)k,k+1 (v − 2η) B (2) (α, β)k,k+1 (v) = h(v + η)e−πim2 /L Θm (vr + 2(k + 1)η) R Θm (vr + 2(k + 1)η) (2) SR (α, β)k+1,k (v − 2η). B (2) (α, β)k+1,k (v) = h(v + η) Θm (vr + 2kη) (14.76) A(2) (α, β)k,k+1 (v) = h(v − η)eπim2 /L From (14.74) we see that there is a diagonal matrix Mk,k = δk.k Θm (K + (2k + 1)η) such that M (1) A(1) (α, β)(v)M (1)−1 = h(v − η)SR (α, β)(v + 2η) M (1)−1 B (1) (α, β)(v)M (1) = h(v + η)SR (α, β)(v − 2η) and thus from (14.32) we see that (14.33) is satisﬁed. Similarly from (14.76) we see that there is a diagonal matrix Mk,k = δk,k eiπm2 /2L Θm (K + (2k + 1)η) such that M (2) A(1) (α, β)(v)M (2)−1 = h(v − η)eiπm2 /2L SR (α, β)(v + 2η) M (2)−1 B (2) (α, β)(v)M (2) = h(v + η)e−iπm2 /2L SR (α, β)(v − 2η)

(2) (2) (2) (1) (1) (1)

(14.75)

(14.77)

(14.78)

(14.79)

(14.80)

**and thus from (14.32) we see that T (v)QR (v) = [h(v + η)]N ω N QR (v − 2η) + [h(v − η)]N ω −N QR (v + 2η)
**

(2) (2) (2)

(14.81) (14.82)

where ω = eiπm2 /2L . We will also refer to (14.81) as a TQ equation and note that it can be reduced to (14.33) (2) ˜ by deﬁning Q(2) (v) = eiπm2 N v/4Lη QR (v). In analogy with (14.36) we consider QL (v)T (v) = [h(v + η)]N ω N QL (v − 2η) + [h(v − η)]N ω −N QL (v + 2η)

(2) (2) (2)

(14.83)

The eight-vertex and XYZ model

**and using the properties T T (v) = eπim2 (v−K)/Lη T (2K − v) and h(v) = eiπm2 (v−K)/Lη h(2K − v) we ﬁnd
**

(j) QR (v)

(14.84) (14.85) (14.86)

QL (v) = QR

(2)

(2)T

(2K − v).

obtained from were nonsingular we could proceed If the matrices immediately to the study of the interchange relation (14.40). However, the matrices (1) (2) SR (v) and SR (v) deﬁned by (14.71) and (14.72) do not have suﬃcient nonvanishing (1) (2) elements to produce nonsingular matrices QR (v) and QR (v). The additional elements needed will turn out to be very diﬀerent in the two cases and will thus be treated separately. The matrices QR and QL (1) For the matrix QR (v) we follow [32] and require SR (α, β)1,1 = 0,

(1) (1) (1)

(j) SR (v)

SR (α, β)L,L = 0.

(1)

(14.87)

Thus we require that (14.58) holds for m = n = 1 and m = n = L 2sn2 (vr + 2η) − sn2 2η[1 + k 2 sn4 (vr + 2η)] − 2sn2 (vr + 2η)cn2ηdn2η = 0 (14.88) 2sn2 (vr + 2Lη) − sn2 2η[1 + k 2 sn4 (vr + 2Lη)] − 2sn2 (vr + 2Lη)cn2ηdn2η = 0. (14.89) By use of the relations sn(v + 2K) = snv, sn(v + iK ) = (ksnv)−1 (14.90)

we see that if we use the root of unity condition (14.1) then (14.89) reduces to sn2 v − sn2 2η[1 + k 2 sn4 v] − 2sn2 vcn2ηdn2η = 0. Thus if we set vr = K − η and use sn(K − η) = sn(K + η) (14.93) we see that (14.88) and (14.91) are identical. Furthermore we also may use (14.93) to write both (14.88) and (14.91) with vr given by (14.92) as sn(K−η)sn(K+η)−sn2 2η[1+k 2 sn2 (K+η)sn2 (K−η)]−2sn(K−η)sn(K+η)cn2ηdn2η = 0. (14.94) But if we multiply by k then (14.94) is exactly of the form (14.58) which we have already shown is satisﬁed by (14.66). Therefore vr is indeed given by (14.92). (14.92) (14.91)

The matrix TQ equation for the eight-vertex model

We thus compute SR (α, β)1,1 from (14.52) with (14.505) and (14.515) using Θm (K − v)Hm (K + v) Θ2 (K + η) m Hm (K − v)Hm (K + v) d − cp2 = Θm (0)Θm (2η)Hm (−2η) 1 Θ2 (K + η) m (a − b)p1 = Θm (0)Θm (−2η)H(2η) and SR (α, β)L,L from (14.52) with (14.21), (14.505) and (14.515) using Θm (K + 2L − v)Hm (K + 2L + v) Θ2 (K + (2L − 1)η) m Hm (K + 2Lη − v)H(K + 2Lηv ) (14.96) d − cp2 = Θm (0)Θm (2η)Hm (−2η) L Θ2 (K + (2L − 1)η) m (a − b)pL = Θm (0)Θm (−2η)Hm (2η) and the remaining elements of SR (α, β) from (14.71) with (14.92) to obtain the desired result for 1 ≤ k ≤ L − 1

(1) (1) (1)

(1)

(14.95)

SR (+, β)k,k+1 (v) = (1) SR (+, β)k+1,k (v) = (1) SR (+, β)1,1 (v) = (1) SR (+, β)L,L (v) = (1) SR (−, β)k,k+1 (v) = (1) SR (−, β)k+1,k (v) = (1) SR (−, β)1,1 (v) = (1) SR (−, β)L,L (v) =

Hm (K − v + 2kη)τβ,−k Hm (K + v + 2kη)τβ, k Hm (K − v)τβ,0 Hm (K − v + 2Lη)τβ,L Θm (K − v + 2kη)τβ,−k Θm (K + v + 2kη)τβ, k Θm (K − v)τβ,0 Θm (K − v + 2Lη)τβ,L

= Hm (K + v − 2kη)τβ,−k = Hm (K + v)τβ,0 = Hm (K + v − 2Lη)τβ,L = Θm (K + v − 2kη)τβ,−k = Θm (K + v)τβ,0 = Θm (K + v − 2Lη)τβ,L

(14.97)

where in the cases where two expressions are given, the identity (14.505) has been used. We now use (14.73) to compute A(1) (α, β)1,1 (v) = h(v − η)SR (α, β)1,1 (v + 2η) A(1) (α, β)L,L (v) = h(v − η)SR (α, β)L,L (v + 2η) B (1) (α, β)1,1 (v) = h(v + η)SR (α, β)1,1 (v − 2η) B (1) (α, β)L,L (v) = h(v + η)SR (α, β)L,L (v − 2η).

(1) (1) (1) (1)

(14.98)

(1)

Therefore the diagonal similarity transformation (14.78) demonstrates that QR (v) deﬁned from (14.97) satisﬁes (14.33). (1) The matrix QL (v) is constructed by using (14.97) in (14.39) to ﬁnd for 1 ≤ k ≤ L−1

The eight-vertex and XYZ model

SL (α, +)k,k+1 (v) (1) SL (α, +)k+1,k (v) (1) SL (α, +)1,1 (v) (1) SL (α, +)L,L (v) (1) SL (α, −)k,k+1 (v) (1) SL (α, −)k+1,k (v) (1) SL (α, −)1,1 (v) (1) SL (α, −)L,L (v)

(1)

= = = = = = = =

**Hm (K + v + 2kη)τα,−k Hm (K − v + 2kη)τα, k = Hm (K + v − 2kη)τα, k Hm (K + v)τα,0 Hm (K + v + 2Lη)τα,L Θm (K + v + 2kη)τα,−k Θm (K − v + 2kη)τα, k = Θm (K + v − 2kη)τα, k Θm (K + v)τα,0 Θm (K + v + 2Lη)τα,L
**

(2)

(14.99)

The matrices QR (v; t) and QL (v; t) for N even (2) To complete the construction of QR (v; t) we follow the construction found in [44] which sets SR (α, β)1,L = 0, SR (α, β)L,1 = 0. (14.100) This choice will always give a vanishing matrix QR (v; t) when used in (14.32) when (2) N is odd. Consequently whenever we consider QR (v; t) we will always assume that N is even. To obtain this case we need to have (14.58) hold m = 1, n = L and m = L, n = 1 which because of the symmetry in (14.58) in m and n gives the single equation sn2 (vr + 2η) + sn2 (vr + 2Lη) − sn2 2η(1 + k 2 sn2 (vr + 2η)sn2 (vr + 2Lη)) −2sn(vr + 2η)sn(vr + 2Lη)cn2ηdn2η = 0. This equation will hold if pn is given by (14.66) with p1 = pL+1 and thus sn(vr + 2η) = sn(vr + 2(L + 1)η) (14.102) (14.101)

(2)

(2)

which, using the periodicity properties sn(v + 2K) = −snv and sn(v + 2iK ) = snv, is satisﬁed for all v if 2Lη = 4m1 K + 2im2 K ˜ ˜ (14.103) which is the root of unity condition (14.1) with m1 = 2m1 , m2 = 2m2 . In other words ˜ ˜ we are restricted to m1 and m2 even in the root of unity condition (14.1). We set vr = t − η (14.104) in (14.66) so that pn = k 1/2 sn[t + (2n − 1)η] = Hm (t + (2n − 1)η)/Θm (t + (2n − 1)η). Then noting the relation for m1 and m2 even (14.512) Hm (v + 2Lη) = Hm (v) we compute SR (α, β)(v)1,L and SR (α, β)(v)L,1 from (14.52) using ap1 − bpL = Θm (0)Θm (−2η)Hm (2η) Θm (t − v)Hm (t + v) Θm (t + η)Θm (t − η) (14.107)

(2) (2)

(14.105)

(14.106)

The matrix TQ equation for the eight-vertex model

Θm (t + v)Hm (t − v) Θm (t + η)Θm (t − η) Hm (t − v)Hm (t + v) d − cp1 pL = Θm (0)Θm (2η)Hm (−2η) Θm (t + η)θm (t − η) apL − bp1 = Θm (0)Θm (−2η)H(2η) and the remaining elements from (14.72) to ﬁnd SR (+, β)k,k+1 (v) (2) SR (+, β)k+1,k (v) (2) SR (−, β)k,k+1 (v) (2) SR (−, β)k+1,k (v) (2) SR (+, β)1,L (v) (2) SR (+, β)L,1 (v) (2) SR (−, β)1,L (v) (2) SR (−, β)L,1 (v) We now compute from (14.73)

(2)

(14.108) (14.109)

= −Hm (v − t − 2kη)τβ,−k = Hm (v + t + 2kη)τβ, k = Θm (v − t − 2kη)τβ,−k = Θm (v + t + 2kη)τβ, k = Hm (v + t)τβ, L = −Hm (v − t)τβ,−L = Θm (v + t)τβ,L = Θm (v − t)τβ,−L .

(14.110)

Θm (t − η) (2) S (α, β)1,L (v + 2η) Θm (t + η) R Θm (t + η) (2) S (α, β)L,1 (v + 2η) A(2) (α, β)L,1 (v) = h(v − η)eiπm2 /L Θm (t − η) R Θm (t + η) (2) S (α, β)1,L (v − 2η) B (2) (α, β)1,L (v) = h(v + η) Θm (t − η) R Θm (t − η) (2) S (α, β)L,1 (v − 2η). B (2) (α, β)L,1 (v) = h(v + 2η)e−iπm2 /L Θm (t + η) R (14.111) A(2) (α, β)1,L (v) = h(v − η) Thus using the similarity transformation (14.80) we ﬁnd that (14.81) is satisﬁed as desired. (2) The companion matrix SL (α, β)(v) is found from (14.110) by use of (14.86) and (14.106) as SL (α, +)k,k+1 (v) (2) SL (α, +)k+1,k (v) (2) SL (α, −)k,k+1 (v) (2) SL (α, −)k+1,k (v) (2) SL (α, +)1,L (v) (2) SL (α, +)L,1 (v) (2) SL (α, −)1,L (v) (2) SL (α, −)L,1 (v)

(2)

= Hm (v + t + 2kη)τα,−k = −Hm (v − t − 2kη)τα, k = Θm (v + t + 2kη)τα,−k = Θm (v − t − 2kη)τα, k = −Hm (v − t)τα,L = Hm (v + t)τα,−L = Θm (v − t)τα,L = Θm (v + t)τα,−L .

(14.112)

The eight-vertex and XYZ model

14.2.4

The interchange relation

We next examine the interchange relation (14.40) for the four operators A of (14.41) (1) (1) (2) (2) for the pairs QR (v), QL (v) and QR (v; t), QL (v; t). There are thus eight separate (2) (2) cases to consider. Furthermore, we will see that for the pair QR (v; t), QL (v; t) there are two values of t for which the interchange relation holds and the properties of the two cases are diﬀerent. All twelve computations are carried out by similar methods and are treated in detail in [46]. Here we will present the computation in detail for (1) (1) (2) (2) the cases of the pairs QR (v), QL (v) and QR (v; t), QL (v; t) for A = I in order to present the method, but the other cases will be treated in a summary fashion. Interchange for QR (v) and QL (v) (1) (1) We consider ﬁrst the interchange relation (14.40) for QR (v), QL (v) with A = I and write QL (v )QR (v)|α,β = TrW (1) (α1 , β1 |v , v) · · · W (1) (αN , βN |v , v) where W (1) (α, β|v , v) are L2 × L2 matrices with elements W (1) (α, β|v , v)k,k ;l,l =

γ=± (1) (1) (1) (1)

(14.113)

SL (α, γ|v )k,l SR (γ, β|v)k ,l .

(1)

(1)

(14.114)

Thus the interchange relation (14.40) with A = I will follow if we can show that there exists an L2 × L2 diagonal matrix Y with elements yk,k ;l,l = yk,k δk,l δk ,k such that W (1) (α, β|v , v) = Y (1) W (1) (α, β|v, v )Y (1)−1 . (14.116) To examine the possibility of the existence of such a diagonal similarity transformation we need to explicitly compute W (α, β|v , v) from (14.114). To do this we use the identity Θm (z )Θm (z) + Hm (z )Hm (z) = f+ (z + z )g+ (z − z) with f+ (z) = N (z)g− (z) N (z) = − 2q iπm2 exp (K 2 + 2iKK − 2Kz) H(K)Θ(K) 8KLη g− (z) = Hm ((iK + z)/2)Hm ((iK − z)/2)

1/4 (1) (1)

(14.115)

(14.117)

(14.118) (14.119) (14.120) (14.121)

g+ (z) = Hm ((iK + z)/2 + K)Hm ((iK − z)/2 + K) where we note the following properties

1 δk .l f− (v + v + 2K − 2(l − l )η)g+ (v − v − 2(l + l )η) +δk.126) The properties in (14.L f− (v + v + 2K + 2Lη)g+ (v − v − 2Lη) +δk. β|v .129) (α.l+1 δk .99) W (1) (α. (14.0 τβ.1 δk .l.L τα.1 δl . v)11.k :k.L δk .0 τβ.L .L τα.L τβ.507). Using (14.123) (14.0 W (1) (14.0 τβ.L δl.506).l +1 τα.L δl.l = δk+1.l +1 τα.−k f− (v + v + 2K + 2(k − k )η)g+ (v − v + 2(k + k )η) +δk+1.1 τα.121) and (14.L.k be equal.L δl .L = f− (v + v + 2K + 2Lη)g+ (v − v − 2Lη)τα.508) and (14.L δl .122) (14.127) we ﬁnd that these diagonal elements are W (1) (α.l f− (v + v + 2K + 2l η)g+ (v − v − 2l η) +δk.L τα.k . β|v.L δl.−k τβ.117) we ﬁnd explicitly by using the expressions furthest to the right in (14.l τβ.97) and (14.1.l f− (v + v + 2K + 2(k + l )η)g+ (v − v + 2(k − l )η) +δk+1.0 τβ.L δk . (14.122) are obvious from the deﬁnitions (14.l τβ.0 f− (v + v + 2K − 2Lη)g+ (v − v − 2Lη) +δk. v)k.−k f− (v + v + 2K − 2(l + k )η)g+ (v − v − 2(l − k )η) +δk.l δk +1.127) A necessary condition for the existence of a diagonal similarity transformation is that the diagonal elements W (1) (α.123) follow from (14.k.The matrix TQ equation for the eight-vertex model g± (−z) = g± (z) g+ (z + 4Lη) = (−1)m1 m2 g+ (z) g− (z + 4Lη) = (−1)m1 m2 (−1)m2 g− (z) and for m1 and m2 both even g+ (z + 2Lη) = (−1)m1 m2 /4 g+ (z) g− (v + 2Lη) = (−1)m1 m2 /4 (−1)m2 /2 g− (z).l τα.128) (14.0 τβ.l τβ.1 δl .k .l τα.L τβ.121).L δl .0 τβ.1 δk +1.−k τβ. The relations (14.l τα.l f− (v + v + 2K − 2(L − l )η)g+ (v − v − 2(L + l )η) +δk.l δk .1 δl .−k f− (v + v + 2K − 2k η)g+ (v − v + 2k η) +δk.L δl.L δk .l+1 δk +1.L δl . β|v .l+1 δk .1 δl .k and W (1) (α.L f− (v + v + 2K − 2(l − L)η)g+ (v − v − 2(l + L)η) +δk.1 τα.124) (14.l +1 τα.1 δl.L f− (v + v + 2K)g+ (v − v − 4Lη). v)k.l τβ. v)1.11 = f− (v + v + 2K)g+ (v − v)τα.0 f− (v + v + 2K + 2kη)g+ (v − v + 2kη) +δk+1.1 δk . β|v . From the last four terms in (14.1 δl.l δk .L δk +1.L τα.L f− (v + v + 2K + 2(k + L)η)g+ (v − v + 2(k − L)η) +δk.−k τβ.0 f− (v + v + 2K)g+ (v − v) +δk.1 τα.L τβ.510).l δk .−k τβ.l+1 δk . β|v .1 δl.1 δl.123) and (14.l +1 τα.1 τα.−k f− (v + v + 2K − 2(L + k )η)g+ (v − v − 2(L − k )η) +δk. (14.L τβ.l τα. v )k. (14.125) (14.0 f− (v + v + 2K − 2lη)g+ (v − v − 2lη) +δk.

k +1 = yk.k yk+1. v)L. β|v. Thus by writing (14.L .130) W (α.L = W (1) (α.L. v)L. To examine the elements W (1) (α. β|v . β|v .1.L and W (1) (α. v )1. β|v . β|v . v)1. We thus conclude that the interchange relation (14.L.1.k +1 (1) (1) (1) (1) g+ (v − v + 2(k + k )η) (14.l +1 yl.l (1) (1) (14.L.128) and (14. β|v.L.138) which.0 (14. To proceed further we note that the arguments of f− (z) in (14. β|v . β|v .l (1) (1) g+ (v − v + 2(k − l )η) (14. v)1.1.131) It follows from (14.¼¼ The eight-vertex and XYZ model W (1) (α. β|v .L. k = l + 1 and with k = l + 1.129) and (14.L τβ.L.1 . β|v.L.1 = W (1) (α.1 W (1) (14.1.130) to ﬁnd W (1) (α. g+ (v − v + 2(k + k )η) (14.116) in component form W (1) (α.1 we use the identity (14.l /yl.k must satisfy the two equations g+ (v − v + 2(k + k )η) = g+ (v − v − 2(l + l )η) = yk. (14.140) from which by sending l → k − 1 we ﬁnd the second relation .139) Similarly using the elements of (14. β|v.136) we ﬁnd from the terms in (14.k .L. v )L.1. l = k + 1 and with k = l + 1.1.l.123) that W (1) (α.1 = f− (v + v + 2K − 2Lη)g+ (v − v − 2Lη)τα.1.L W (1) (14. v)k.l = yk. β|v .l +1 yk+1.123) the single equation g+ (v − v + 2(k − l )η) = yk.135) (α.L.40) is not satisﬁed if m1 and m2 are both odd.k .127) with l = k + 1.123) reduces to the single relation yk+1.123) in (14. v)1.1.L.L = (−1)m1 m2 W (1) (α.127) are all symmetric in v and v . β|v .k W (1) (α.L.1.k (1) (1) g+ (v − v − 2(k + k )η) . l = k + 1 we ﬁnd by use of (14.L.l g(v − v − 2(l + l )η) (14.l.134) (14.L = f− (v + v + 2K)g+ (v − v − 4Lη)τα. v)L.132) (14. v)L. v)k.131) by use of (14. using (14.1.137) yl+1.L. k = (1) l + 1 that yk.133) (α.127) with l = k + 1.L. v)L.1. v )1.L τβ.1 = (−1) m1 m2 W (1) (α. β|v . v )L.

k = l = 1.145) (14.149) (14. g+ (v − v + 2k η) (14. k = l = L or k = l = L which lead to the four recursion relations g+ (v − v − 2k η) g+ (v − v + 2k η) (1) (1) g+ (v − v − 2kη) yk+1.The matrix TQ equation for the eight-vertex model (1) (1) ¼½ yk+1.150) g+ (v − v − 2k η) .40) with A = I is established.146) (14.117)–(14.139) and (14.147) follow from (14.141).144) which is rewritten in terms of tk by use of (14. from (14. R and RS are all studied in a similar fashion with the following replacements for (14.148) follows from (14.k g+ (v − v + 2(k − L)η) y1.142) as t2+k t1−k = t2+k t1+k However.143) it follows that t1+k = t1−k t2+k = t2−k g+ (v − v − 2k η) g+ (v − v + 2k η) (14.148) and thus (14.141) From (14.147) we have used (14.139) and (14.141) in a similar fashion. We must show that these four recursion relations are consistent with (14.L = yL.143) from which we see that t2m and t2m+1 are independent.1 g+ (v − v + 2kη) (1) (1) g+ (v − v − 2(k − L)η) yL.146) and (14. It remains to consider the elements of (14. g+ (v − v + 2(k − k + 1)η) (14. The remaining relations (14.125) .116) exists and therefore the interchange relation (14.144) (14.k g+ (v − v − 2(k − k + 1)η) . Consider ﬁrst (14. The three other interchange relations with A = S.k +1 = yL.139) and (14.147) where to obtain (14.123) which is only valid in the cases m1 m2 is even.139) and (14. Thus we have established that when m1 m2 is even the similarity transformation (14.142) (14.127) in the four cases where either k = l = 1.k = tk+k tk−k +1 where tk+2 = tk g+ (v − v − 2kη) g+ (v − v + 2kη) (1) (14.1 = yk.k −1 = yk.141) it follows that yk.k (1) (1) (14.k g+ (v − v + 2(k − L)η) (1) (1) g+ (v − v − 2(k − L)η) yk+1.k +1 = y1.145)(14.141).

40) holds for m1 and m2 both odd or m2 even.158) (14. (14.152) where N (z) is given by (14.163) With (14.153) and use (14.119) and g+ (z) by (14.124) is used in place of (14.157) and (14. The case A = RS For the ﬁnal case of A = RS we send z → −z in (14.156) R g− (z) = Hm (z/2)Θm(−z/2) R g+ (z) = Hm (K + z/2)Θm(K + z/2) where we note the following properties R R g− (−z) = −g− (z) R R g+ (−z) = g+ (z) R R g+ (z + 4Lη) = (−1)m1 m2 (−1)m1 g+ (z) R R g− (z + 4Lη) = (−1)m1 m2 (−1)m1 +m2 g+ (z) (14.506) to ﬁnd R R Θm (z )Hm (z) − Hm (z )Θm (z) = −N R (z + z)g+ (z + z)g− (z − z).151) (14.160) and for m1 and m2 both even R R g+ (z + 2Lη) = (−1)m1 m2 /4 (−1)m1 /2 g+ (z) R R g− (z + 2Lη) = (−1)m1 m2 /4 (−1)(m1 +m2 )/2 g− (z).162) Using (14.161) (14.121) and the proof just given for A = I holds with the interchange of g+ (z) with g− (z).153) with N R (z) = 2 e−iπm2 (z +z)/(4Lη) Hm (K)Θm (K) (14.157) (14.506) to ﬁnd Hm (z )Hm (z) − Θm (z )Θm (z) = f+ (z + z)g− (z − z) with f+ (z) = N (z)g+ (z) (14.163) and the relations (14. (14.159) (14. .158) and (14.121) and using (14.40) holds for m1 and m2 both odd or m1 even.154) (14.155) (14. The case A = R In this case we use the identity R R Θm (z )Hm (z) + Hm (z )Θm (z) = N R (z + z)g− (z + z)g+ (z − z) (14.159) the proof given above shows that the interchange relation (14. In particular the the property (14.¼¾ The eight-vertex and XYZ model The case A = S The case A = S is studied by sending z → z in (14.157) and (14.123) and with these relations the proof given above shows that the interchange relation (14.40) holds only for N even and both m1 and m2 even.160) the proof given above shows that the interchange relation (14.

The matrix TQ equation for the eight-vertex model

¼¿

Summary The results obtained above for the validity of the interchange relation (14.40) for A = I, S, R and RS are summarized in the table 14.3 where Y (N) indicates that the relation holds (fails).

Table 14.3 Summary of the values of the matrix A for which the interchange relation (14.40) (1) (1) holds for the matrices QL (v) and QR (v).

m1 o o e e

(2)

m2 e o o e

I Y N Y Y

(2)

S Y Y N Y

R N Y Y Y

RS N N N Y

Interchange for QR (v; t) and QL (v; t) (2) (2) (1) The matrices QR (v; t) and QL (v; t), in contrast to the matrices QR (v) and (1) QL (v) depend on a free parameter t. However, we will ﬁnd that the interchange relations (14.40) will be satisﬁed only in the two cases t = nη and t = (n + 1/2)η where n is integer. As in the previous subsection we treat the case A = I in detail and only sketch the modiﬁcations needed in the other three cases. We now write QL (v ; t)QR (v; t)|α,β = TrW (2) (α1 , β1 |v , v; t) · · · W (2) (αN , βN |v , v; t) where W (2) (α, β|v , v; t) are L2 × L2 matrices with elements W (2) (α, β|v , v; t)k,k ;l,l =

γ=± (2) (2)

(14.164)

SL (α, γ|v ; t)k,l SR (γ, β|v; t)k ,l

(2)

(2)

(14.165)

and use (14.117) with (14.110) and (14.112) to ﬁnd in analogue to (14.127) Wk,k ;k+1,k +1 (α, β|v , v; t) = f− (v + v + 2(k − k )η)g+ (v − v + 2t + 2(k + k )η) Wk+1,k +1;k,k (α, β|v , v; t) = f− (v + v − 2(k − k )η)g+ (v − v + 2t − 2(k − k )η) Wk,k +1;k+1,k (α, β|v , v; t) = −f+ (v + v + 2t + 2(k + k )η)g− (v − v + 2(k − k )η) Wk+1,k ;k,k +1 (α, β|v , v; t) = −f+ (v + v − 2t − 2(k + k )η)g− (v − v − 2(k − k )η) (14.166) where f+ (z) is deﬁned by (14.152) and we have the identiﬁcation k = L + 1 ≡ 1. As in the case of W (1) we seek a diagonal similarity transformation of the form (2) (14.115) and (14.116) and ﬁnd from the four equations in (14.166) that yk,k must satisfy g+ (v − v + 2t + 2(k + k )η) = yk,k yk+1,k +1

(2) (2) (2) (2) (2) (2)

g+ (2t + v − v + 2(k + k )η)

(14.167)

¼

The eight-vertex and XYZ model

g− (v − v + 2(k − k )η) =

yk,k +1 yk+1,k

(2)

(2)

g− (v − v + 2(k − k )η)

(14.168)

**or equivalently using the relation g± (−z) = g± (z) yk+1,k +1 = yk,k yk+1,k −1 = yk,k
**

(2) (2) (2) (2)

g+ (v g+ (v g− (v g− (v

− v − 2(k + k )η − 2t) − v + 2(k + k )η + 2t) − v − 2(k − k + 1)η) . − v + 2(k − k + 1)η)

(14.169) (14.170)

For the recursions (14.169) and (14.170) to be consistent with the requirement that (14.166) hold for k = L + 1 = 1 we need the constraints yk+L,k +L = yk,k yk−L,k +L = yk,k . (14.171) (14.172)

**Thus by using (14.169) in (14.171) and (14.170) in (14.172) we ﬁnd that we must satisfy
**

L

1=

j=1 L

g+ (v − v − 2(k + k )η − 4(L − j)η − 2t) g+ (v − v + 2(k + k )η + 4(L − j)η + 2t) g− (v − v − 2(k − k )η − 4(L − j)η) . g− (v − v + 2(k + k )η + 4(L − j)η)

(14.173)

1=

j=1

(14.174)

These relations will hold if the factors g+ (v −v −2(k +k )η −4c1 η −2t) and g− (v −v − 2(k + k )η − 4c1 η) in the numerator cancel the factors g+ (v − v + 2(k + k )η + 4c2 η + 2t) and g− (v − v + 2(k + k )η + 4c2 η) in the denominator. For this we need the periodicity properties of g± (v). From the deﬁnitions (14.121) and (14.121) of g± (v) and the periodicity of Hm (v) (14.22) it follows that g± (v + 4(r1 K + r2 K )η) = g± (v) (14.175)

Furthermore by use of the deﬁnitions (14.1) and (14.27) in (14.125) and (14.126) we ﬁnd for m1 and m2 even g+ (v + r0 (r1 K + ir2 K )) = (−1)m1 m2 /4 g+ (v) g− (v + r0 (r1 K + ir2 K )) = (−1)m1 m2 /4 (−1)m2 /2 g−1 (v). (14.176) (14.177)

When m2 ≡ 2 (mod4) we see from (14.27) that r0 ≡ 2 (mod4) and thus it follows from (14.175)–(14.177) that we have the additional periodicity conditions g+ (v + 2(r1 K + ir2 K )) = (−1)m1 /2 g+ (v) (14.178)

The matrix TQ equation for the eight-vertex model

¼

g− (v + 2(r1 K + ir2 K )) = −(−1)m1 /2 g− (v).

(14.179)

Consider ﬁrst the consistency condition (14.173) which depends on t. The periodicity condition (14.175) will provide the needed cancellations if an integer I can be found such that −2(k + k )η − 4c1 η − 2t = 2(k + k )η + 4c2 η + 2t + 4I(r1 K + ir2 K ) ¯ ¯ which by multiplying by L and deﬁning t by t = tη becomes ¯ −(k + k )r0 − c1 − tr0 = c − 2r0 = 2LI. (14.181) (14.180)

The equation (14.181) can be satisﬁed in two diﬀerent ways. First we note that because m2 is even it follows from (14.27) that r0 is even. Thus (14.181) can always ¯ be satisﬁed in integers for t = n because c2 can be shifted into the interval 0 ≤ c2 < L. Second we note that if m2 ≡ 0 (mod4) then for even m1 we have r0 ≡ 0 (mod4) and ¯ thus (14.181) may be satisﬁed in integers for t = n + 1/2. We next note that the relation (14.178) which is valid for m2 ≡ 2 (mod)4 and r0 ≡ 2 (mod4) with the additional restriction m1 ≡ 0 (mod4) specializes to g+ (v + 2(r1 K + ir2 K )) = g+ (v) and this will give cancellation in (14.173) if instead of (14.181) we have ¯ −(k + k )r0 − c1 − tr0 = c2 + LI. (14.183) (14.182)

Using the fact that r0 ≡ 2 (mod4) we see that (14.183) is satisﬁed in integers for ¯ t = n + 1/2. It remains to demonstrate that (14.174) holds. This is easily done by noting that (14.174) is identical to (14.173) with g+ (v) replaced by g− (v) and t set equal to zero. But the proof of (14.173) with t = 0 depended only on the identity (14.175) which holds both for g+ (v) and g− (v) and thus the validity of (14.174) follows identically from the proof of (14.173) with t = 0. In summary we have proven that the interchange relation (14.40) with A = I holds for the cases t = nη for m1 , m2 even t = (n + 1/2)η for m2 ≡ 0 (mod4), m1 even m2 ≡ 2 (mod4), m1 ≡ 0 (mod4). (14.184) (14.185)

The case A = S The proof of the interchange relation for A = S follows from the proof for A = I with the replacements of f± (v) by f∓ (v) and g± (v) by g∓ (v) everywhere. Thus we ﬁnd that for A = S the relation (14.40) holds for t = nη for m1 , m2 even t = (n + 1/2)η for m2 ≡ 0 (mod4), m1 even m2 ≡ 2 (mod4), m1 ≡ 2 (mod4). (14.186) (14.187)

¼

The eight-vertex and XYZ model

**The case A = RS To investigate (14.40) with A = RS we explicitly write W (2)RS (α, β|v , v)k,k ;l,l =
**

γ=±

SL (α, γ|v )k,l (γ)SR (−γ, β|v)k ,l

(2)

(2)

(14.188)

**using (14.153) and (14.163) as
**

R R Wk,k ;k+1,k +1 (α, β|v , v; t) = f+ (v + v + 2(k − k )η)g− (v − v + 2t + 2(k + k )η) R R Wk+1,k +1;k,k (α, β|v , v; t) = f+ (v + v − 2(k − k )η)g− (v − v + 2t − 2(k − k )η) R R Wk,k +1;k+1,k (α, β|v , v; t) = −f− (v + v + 2t + 2(k + k )η)g+ (v − v + 2(k − k )η) R R Wk+1,k ;k,k +1 (α, β|v , v; t) = −f− (v + v − 2t − 2(k + k )η)g+ (v − v − 2(k − k )η) (2)R (2)R (2)R (2)R

(14.189) where

R R f± (v) = N R (v)g∓ (v).

(14.190)

We again follow the procedure of the previous subsection and look for a diagonal R similarity transformation. However, because of the antisymmetry of g− (z) and recalling that L is odd the consistency conditions analogous to (14.173) and (14.181) are

L

−1 =

j=1 L

R g− (v − v − 2(k + k )η − 4(L − j)η − 2t) R g− (v − v + 2(k + k )η + 4(L − j)η + 2t)

(14.191)

1=

j=1

R g+ (v − v − 2(k + k )η − 4(L − j)η) . R g+ (v − v + 2(k + k )η + 4(L − j)η)

(14.192)

**These conditions will be satisﬁed by pairwise cancellation of terms in the numerator and denominator by establishing
**

R g− (v − v − 2(k + k )η − 4c1 η − 2t) = R − g− (v − v + 2(k + k )η + 4c2 η + 2t) R g+ (v

(14.193)

− v + 2(k − k )η − 4c1 η) =

R g+ (v

− v + 2(k + k )η + c2 η). (14.194)

R To study (14.193) and (14.194) we use the periodicity properties of g± (v). From the deﬁnitions (14.156) and (14.156) and the periodicity properties (14.22) and (14.23) of Hm (v) and Θm (v) it follows that R R g± (v + 4(r1 K + ir2 K )) = (−1)r1 g± (v).

(14.195)

Consider ﬁrst the condition (14.194). In the case that r1 is even we have from (14.195) R R g+ (v + 4(r1 K + ir2 K )) = g+ (v) (14.196) and thus (14.194) will hold if

The matrix TQ equation for the eight-vertex model

¼

4(k − k + 1)η − 4c1 = 4c2 + 4I(r1 K + ir2 K )

(14.197)

which after multiplying by L and using the root of unity condition (14.1) becomes (k − k + 1)r0 − c1 r0 = c2 r0 + 2IL. (14.198)

This equation can always be satisﬁed in integers because for m1 and m2 even r0 is always even. In the opposite case where r1 is odd we have from (14.195)

R R g+ (v + 8(r1 K + ir2 K )) = g+ (v)

(14.199)

and thus (14.194) will be satisﬁed if (k − k + 1)r0 − c1 r0 = c2 r0 + 4LI. (14.200)

This can only hold if r0 ≡ 0 (mod4). However, it follows from the deﬁnition (14.27) of r1 that when m1 is even and r1 is odd that r0 /4 must be an integer and thus the condition (14.194) is always satisﬁed. To complete the derivation we must determine the conditions under which (14.193) R is satisﬁed. For this to be the case we need the antiperiodicity properties of g− (v). We ﬁrst consider the use of the antiperiodicity property of (14.195) with r1 odd where R R g− (v + 4(2I + 1)(r1 K + ir2 K )) = −g− (v) (14.201) and ﬁnd that (14.193) will be satisﬁed if ¯ −(k + k )r0 − c1 r0 − r0 t = c2 r0 + 2(2I + 1)L. (14.202)

However, we have just seen that when r1 is odd and m1 is even that r0 /4 and m2 /4 must be integers. Therefore because 2I + 1 and L are odd (14.202) cannot be satisﬁed ¯ ¯ in integers for any integer t. However, if t = n + 1/2 the condition (14.202) can be satisﬁed in integers if r0 /4 is an odd integer. Thus we conclude that the interchange relation (14.40) with A = RS will hold for t = (n + 1/2)η when m1 ≡ 2 (mod4), m2 ≡ 2 (mod4) (14.203)

It remains to investigate the possibility of satisfying (14.193) by use of (14.162) which is an antiperiodicity condition in the three cases where m1 /4 and m2 /4 are not both integers. We have already considered the case m2 ≡ 0 (mod4) and thus need only consider m2 ≡ 2 (mod4). In this case r0 ≡ 2 (mod4) and thus because m1 is even r1 must be odd. Thus we ﬁnd from (14.195) and (14.162) that

R R g− (v + 2(2I + 1)(r1 K + ir2 K )) = −g− (v)

(14.204)

and from this it follows that (14.193) holds for t = (n + 1/2)η).

¼

The eight-vertex and XYZ model

The case A = R The case A = R is treated by similar methods and we ﬁnd that the only case where the interchange relation holds is for t = (n + 1/2)η with m1 ≡ 2 (mod4) and m2 ≡ 0 (mod4) Summary The results obtained above for the validity of the interchange relation (14.40) with t = nη and (n + 1/2)η for A = I, S, R and RS are summarized in Tables 14.4 and 14.5 where Y (N) indicates that the relation holds (fails).

Table 14.4 Summary of the values of the matrix A for which the interchange relation (14.40) with t = nη holds where the notation 0(2) stands for ≡ 0(2) (mod4).

m1 0 2 0 2

m2 0 0 2 2

I Y Y Y Y

S Y Y Y Y

R N N N N

RS N N N N

Table 14.5 Summary of the values of the matrix A for which the interchange relation (14.40) with t = (n + 1/2)η holds where the notation 0(2) stands for ≡ 0(2) (mod4).

m1 0 2 0 2

m2 0 0 2 2

I Y Y Y N

S Y Y N Y

R N Y N N

RS N Y Y Y

14.2.5

Nonsingularity and nondegeneracy

In order to complete the construction of Q72 (v) by use of (14.42) we must show that there exists at least one value v0 such that QR (v0 ) exists. This nonsingularity condition has been investigated numerically in [39] and [46] for small values of N for several cases (1) of m1 , m1 and L. The results of this study are as follows: QR (v) is nonsingular for generic values of v except for the case m1 and m2 both even where it is singular for (2) (2) all values of v; QR (v; nη) is generically nonsingular in all cases; QR (v; (n + 1/2)η) is generically nonsingular except for m1 ≡ 2(mod4) and m2 ≡ 0(mod4). Thus we see that the only cases where the matrix Q−1 (v) fails to exist are precisely those cases R where QR (v) commutes with all four choices of the matrix A. We also observe numerically that in all cases Q72 (v) is nondegenerate even though when the root of unity condition (14.1) holds the transfer matrix has many degenerate eigenvalues if the size of the system N is suﬃciently large. However, there is no analytic proof of these nonsingularity and nondegeneracy statements. More speciﬁcally the rank of QR (v) in the cases where the inverse does

The matrix TQ equation for the eight-vertex model

¼

not exist is not known except for a few numerical examples for small values of L and N. 14.2.6 Quasiperiodicity

We complete our discussion of the Q matrices by deriving their quasiperiodicity prop(1) (2) erties. The matrices Q72 (v) and Q72 (v) will be treated separately. (1) Quasiperiodicity of Q72 (v) (1) We begin the derivation of the quasiperiodicity properties of Q72 (v) by using the quasiperiodic properties of the modiﬁed theta functions (14.22)–(14.25) in the (1) deﬁnition (14.97) of SR (v) to ﬁnd S (1) (α), β)j,k (v + ω1 ) = (−α)r1 (−1)r1 r2 SR (α, β)j,k (v) and = (−α)b (−1)ab q −1 e−2πiv/ω1 e4πikη/ω1 SR (α, β)k,k+1 (v) (1) = (−α)b (−1)ab q −1 e−2πiv/ω1 e−4πikη/ω1 SR (α, β)k+1,k (v) (1) = (−α)b (−1)ab q −1 e−2πiv/ω1 SR (α, β)1,1 (v) b ab r0 −1 −2πiv/ω1 (1) = (−α) (−1) (−1) q e SR (α, β)L,L (v). (14.206) The dependence on r0 in the last line of (14.206) distinguishes the case with m2 even from the cases with m2 odd. SR (α, β)k,k+1 (v + ω2 ) (1) SR (α, β)k+1,k (v + ω2 ) (1) SR (α, β)1,1 (v + ω2 ) (1) SR (α, β)L,L (v + ω2 )

(1) (1) (1)

(14.205)

The case m2 even and m1 odd When m1 is odd and m2 is even we see from (14.27) that r0 is even r1 is odd but r2 is unrestricted. Therefore we ﬁnd directly from the quasiperiodicity (14.205) and from (14.32) and (14.42) that Q72oe (v + ω1 ) = −S(−1)N r2 Q72oe (v).

(1) (1)

(14.207)

**For quasiperiodicity under v → v + ω2 we make a diagonal similarity transformation to write (14.206) as SR (α, β)(v + ω2 ) = (−α)b (−1)ab q −1 e−2πiv/ω1 M (1) SR (α, β)(v)M (1)−1
**

(1) (1)

(14.208)

with

**Mk,k = e−2πiηk(k−1)/ω1 δk,k .
**

(1)

(14.209)

**Thus we ﬁnd from (14.32) and (14.42) that Q72oe (v + ω2 ) = (−S)b (−1)N ab e−2πiN v/ω1 q −N Q72oe (v).
**

(1) (1)

(14.210)

(1)

It follows from (14.207), (14.210) and the fact that the eigenvectors of Q72 (v) are (1) independent of v that Q72oe (v) commutes with S (as was previously shown directly).

½¼

The eight-vertex and XYZ model

The restriction to m2 odd When m2 is odd we see from (14.27) that r0 and r2 are odd and r1 is even for both m1 even and odd. Therefore because r0 is odd we ﬁnd instead of the quasiperiodicity condition (14.208) under v → v + ω2 we have a quasiperiodicity under v → v + 2ω2 SR (α, β)(v + 2ω2 ) = q −4 e−4πiv/ω1 M (1)2 SR (α, β)(v)M (1)−2

(1) (1)

(14.211) (14.212)

and thus

**QR (v + 2ω2 ) = q −4N e−4πiN v/ω1 QR (v).
**

(1) (1)

**Therefore by use of (14.42) we ﬁnd instead of (14.220) that Q72xo (v + 2ω2 ) = q −4N e−4πiN v/ω1 Q72xo (v)
**

(1) (1)

(14.213)

where x is either e or o. If the area of the fundamental parallelogram is to be 4KK then the quasiperiodic property (14.213) mandates that instead of the parallelogram (14.29) we need to consider the parallelogram 0, ω1 /2, ω1 /2 + 2ω2 , 2ω2 . To obtain the periodicity properties under v → ω1 /2 we write ω1 /2 = r1 K + ir2 K (14.215) (14.214)

where r1 /2 is an integer because r1 is even. It then follows from the deﬁnitions (14.19) and the properties (14.503), (14.507) and (14.508) that Hm (v + ω1 /2) = (−1)r1 /2 eπir1 r2 /4 Θm (v) Θm (v + ω1 /2) = eπir1 r2 /4 Hm (v). We therefore obtain for m2 odd and all m1 that SR (v + ω1 /2) = eπir1 r2 /4 RS r1 /2 SR (v).

(1) (1)

(14.216) (14.217)

(14.218)

The case m2 odd with m1 even When m1 is further restricted to be even we ﬁnd from (14.27) that r1 /2 is even and therefore (14.218) may be written as SR (v + ω1 /2) = eπir1 r2 /4 RSR (v). Therefore we ﬁnd from (14.32) and (14.42) that Q72eo (v + ω1 /2) = eN πir1 r2 /4 RQ72eo (v)

(1) (1) (1) (1) (1)

(14.219)

(14.220)

and from (14.220) and the fact that the eigenvectors of Q72eo (v) are independent of v it follows that (1) [Q72eo (v), R] = 0 (14.221) which has been previously proven directly.

The matrix TQ equation for the eight-vertex model

½½

The case m2 odd with m1 odd The quasiperiodicity relation (14.218) also holds but now for m1 odd we have from (14.27) that r1 /2 is odd and thus instead of (14.220) we have Q72oo (v + ω1 /2) = eN πir1 r2 /4 RSQ72oo (v) and therefore [Q72oo (v), RS] = 0 which has been previously proven directly. Quasiperiodicity of Q72 (v) We ﬁnd from (14.110) and (14.22)-(14.25) that the quasiperiodicity properties of (2) SR (v) are SR (α, β)j,k (v + ω1 ) = (−α)r1 (−1)r1 r2 SR (α, β)j,k (v)

(2) SR (α, β)k,k+1 (v (2) SR (α, β)k+1,k (v (2) (2) (2) (1) (1) (1)

(14.222) (14.223)

(14.224)

(2) SR (α, β)k,k+1 (v)

+ ω2 ) = (−α) (−1) q + ω2 ) = (−α) (−1) q

b ab

b

ab

−1 −2πi(v−2kη−t−K)/ω1

e e

(14.225)

−1 −2πi(v+2kη+t−K)/ω1 (2) SR (α, β)k+1,k (v).

(14.226) From (14.224) we ﬁnd for all t that QR (v; t) has the periodicity property (recalling that N is even) (2) (2) QR (v + ω1 ; t) = (−S)r1 QR (v; t). (14.227) However,the quasiperiodicity of QR (v; t) under v → v + ω2 is diﬀerent for the two cases t = nη and t = (n + 1/2)η and will be treated separately. Quasiperiodicity for t = nη When t = nη the matrix S (2) (α, β)(v + ω2 ) may be written as SR (α, β)(v + ω2 ) = (−1)nr0 /2 (−α)b (−1)ab q −1 e−2πi(v−K)/ω1 M (2;0) SR (α, β)(v)M (2;0)−1

(2) (2) (2) (2)

**(14.228) with M (2;0) given by Mk,k = δk,k e−πir0 k(k−1)/(2L) (−1)nr0 k/2 e−πinr0 k/(2L)
**

(2;0)

(14.229)

**and thus we obtain from (14.32) QR (v + ω2 ; nη) = (−S)b q −N e−2πiN (v−K)/ω1 QR (v; t).
**

(2) (2)

(14.230)

**Thus for t = nη we ﬁnd from the deﬁnition (14.42) of Q72ee (v; nη) that Q72ee (v + ω1 ; nη) = (−S)r1 Q72ee (v; nη)
**

(2) (2)

(2)

(14.231)

½¾

The eight-vertex and XYZ model

**Q72ee (v + ω2 ; nη) = (−S)b q −N e−2πiN (v−K)/ω1 Q72ee (v; nη).
**

(2) (2)

(14.232)

It follows from (14.27) that b and r1 cannot both be even and thus S appears in at least one of (14.231) or (14.232) and therefore, as previously found, it follows that (2) Q72ee (v; nη) commutes with the operator S. Quasiperiodicity for t = (n + 1/2)η When t = (n + 1/2)η we ﬁrst consider the case m2 ≡ 0 (mod4). In this case r0 ≡ 0 (mod4) and we ﬁnd from (14.225) and (14.226) that we may write SR (α, β)(v + ω2 ; (n + 1/2)η) = (−1)r0 /4 (−α)b (−1)ab q −1 e−2πi(v−K)/ω1 M (2;1) SR (α, β)(v; (n + 1/2)η)M (2;1)−1

(2) (2)

**(14.233) where Mk,k = δk,k e−πir0 k(k−1)/(2L) (−1)r0 k/4 e−πi(2n+1)r0 k/(4L) .
**

(2;1)

(14.234)

**Thus we ﬁnd from (14.32) that QR (v + ω2 ; (n + 1/2)η) = (−S)b q −N e−2πiN (v−K)/ω1 QR (v; (n + 1/2)η). (14.235)
**

(2) (2)

This is identical to (14.230) for Q(2) (v; nη) and thus we conclude that for r0 ≡ 0 (mod4) (2) that Q72ee (v; (n + 1/2)η) has the same quasiperiodicity properties (14.231), (14.232) (2) as Q72ee (v; nη). We next consider m2 ≡ 2 (mod4) where r0 ≡ 2 (mod4) r1 is even and r2 is odd. In this case the similarity transformation in (14.233) will not exist. The reason for this is that in order for (14.233) to hold it was necessary that eπir0 /4 = ±1 (14.236)

which is not the case when r0 ≡ 2 (mod4). In this case the analogous argument shows (2) that Q72ee (v; (n + 1/2)η) is quasiperiodic under v → v + 2ω2 . However, there is an additional quasiperiodicity under v → v + ω2 + ω1 /2. To show this we use the relations which follow from (14.507)-(14.511) when r1 is even and r2 is odd Hm (v + ω1 /2 + ω2 ) = −(−1)r1 /2+b (−1)r1 r2 /4+ab q −1 e−2πi(v−K)/ω1 Θm (v) Θm (v + ω1 /2 + ω2 ) = −(−1) and ﬁnd from (14.110) that SR (α, β)k,k+1 (v + ω1 /2 + ω2 ) = (−α)r1 /2+b f (v)eπi/2 e2πi(t+2kη)/ω1 SR (−α, β)k,k+1 (v)

(2) (2) r1 r2 /4+ab

(14.237) Hm (v) (14.238)

q

−1 −2πi(v−K)/ω1

e

(14.239)

The matrix TQ equation for the eight-vertex model

½¿

**SR (α, β)k+1,k (v + ω1 /2 + ω2 ) = (−α)r1 /2+b f (v)e−πi/2 e−2πi(t+2kη)/ω1 SR (−α, β)k+1,k (v)
**

(2)

(2)

(14.240) (14.241)

S

(2)

**(α, β)1,L (v + ω1 /2 + ω2 ) = (−α)r1 /2+b f (v)e−πi/2 e−2πi(t+2Lη)/ω1 SR (−α, β)1,L (v)
**

(2)

(2) SR (α, β)L,1 (v + ω1 /2 + ω2 ) r1 /2+b πi/2 2πi(t+2Lη)/ω1

= (−α)

f (v)e

e

SR (−α, β)L,1 (v)

(2)

(14.242) (14.243)

where

f (v) = −i(−1)r1 r2 /4+ab q −1 e−2πi(v−K)/ω1 .

The expressions (14.239)–(14.242) can be written as M (2;2) SR (α, β)(v + ω1 /2 + ω2 )M (2;2)−1 = (−α)r1 /2+b f (v)SR (−α, β)(v) (14.244) with = ±1 and Mk,k = (i )k−1 e2πi(k−1)(t+kη)/ω1 δk,k

(2;2) (2) (2)

(14.245)

where for consistency we need (i )L e2πitL/ω1 e2πiL(L+1)η/ω1 = 1. Using (14.31) and the fact that r0 /2 and L are odd, (14.246) reduces to (i )L eπitr0 /(2η) = 1 (14.247) (14.246)

which with an appropriate choice of = ±1 is satisﬁed for t = (n + 1/2)η as desired. Thus we obtain from (14.244) for m2 ≡ 2 (mod4) and N even Q72ee (v + ω1 /2 + ω2 ; (n + 1/2)η) = (−1)N/2 S r1 /2+b (−1)N r1 r2 /4 q −N e−2πiN (v−K)/ω1 RQ72ee (v; (n + 1/2)η). (14.248)

(2) (2)

Finally we recall from (14.28) that b must be odd because r1 is even and r2 is odd and that because r0 ≡ 2 (mod4) we have r1 ≡ 2(0) (mod4) for m1 ≡ 2(0) (mod4). Thus we ﬁnd that for m1 ≡ 2 (mod4) and m2 ≡ 2 (mod4) that Q72ee (v+ω1 /2+ω2; (n+1/2)η) = q −N e−2πiN (v−K)/ω1 RQ72ee (v; (n+1/2)η) (14.249)

(2) (2)

from which it follows in agreement with (14.17) that Q72ee (v; (n + 1/2)η) commutes with R. For m2 ≡ 2 (mod4) and m1 ≡ 0 (mod4) Q72ee (v + ω1 /2 + ω2 ; (n+ 1/2)η) = (−1)N/2 q −N e−2πiN (v−K)/ω1 RSQ72ee (v; (n+ 1/2)η) (14.250) (2) from which it follows in agreement with (14.18) that Q72ee (v; (n + 1/2)η) commutes with RS.

(2) (2)

(2)

½

The eight-vertex and XYZ model

14.3

Eigenvalues and free energy

The purpose of deriving the T Q equation (14.5) is to use it to compute the eigenvalues of the transfer matrix T (v). In particular the free energy is derived from the maximum eigenvalue tmax (v) of T (v) as F (v) = −kB T lim N −1 ln tmax (v).

N →∞

(14.251)

The T Q equation (14.5) is a matrix equation. However, from the commutation relations (14.6) and (14.7) all the matrices in the equation may be simultaneously diagonalized and thus, calling t(v) and q(v) the eigenvalues of T (v) and Q(v) we obtain the scalar functional equation for eigenvalues t(v)q(v) = [h(v + η)]N q(v − 2η) + [h(v − η)]N q(v + 2η). 14.3.1 The form of the eigenvalues (14.252)

To make eﬀective use of (14.252) we require qualitative information about the form of the eigenvalues which is obtained from the quasiperiodicity conditions derived in 14.2.6. It follows from the fact that T (v) and T (v ) commute that the eigenvectors of T (v) are in fact independent of v. Therefore the eigenvalues are linear combinations independent of v of the v dependent matrix elements of T (v) and because their matrix elements are all entire functions of v it follows that the eigenvalues q(v) of Q(v) are also entire functions of v. These entire functions must have the quasiperiodicity properties which follow from the matrix quasiperiodicity properties of 14.2.6. Every such entire function can be expressed in terms of its zeros which lie in the fundamental parallelogram where the number of zeros n is n= 1 2πi dv

C

1 q (v) = q(v) 2πi

dv

c

d ln q(v) dv

(14.253)

where the path C is the boundary of the fundamental parallelogram. This integral may be evaluated by use of the quasiperiodicity properties of 14.2.6 and for all cases we ﬁnd n = N. (14.254) To proceed further the speciﬁc form of the quasiperiodicity condition must be used. The case m1 odd and m2 even In this case the fundamental parallelogram is (0, ω1 , ω1 + ω2 , ω2 ) and thus the most general form of the eigenvalues is

N

**q72oe (v) = Kexp(−iνπv/ω1 )
**

j=1

(1)

Hm (v − vj )

(14.255)

where K is independent of v and vj in the parallelogram (0, ω1 , ω1 + ω2 , ω2 ). Using the form (14.255) we ﬁnd from the quasiperiodicity condition (14.207)

256) (14.258) and thus N b(νS + 1) − νω2 /ω1 + bN + 2 j=1 (vj + K)/ω1 = even integer. (14.260) The case m1 even and m2 odd In this case the fundamental parallelogram is (14.210) we ﬁnd N νS (14. (14.214) and for the general form we have N q72eo (v) = Ke−ν2πiv/ω1 (1) j=1 Hm (v/2 − vj /2)Hm (v/2 − vj /2 + ω1 /4) (14.259) In particular. and j=1 j=1 Re(vj + K)/K = even integer.262) N (14. (14.259) specializes to N N Imvj /K = ν. for the special case m2 = 0 and m1 odd where ω1 = 2K and ω2 = 2iK .Eigenvalues and free energy ½ 1 = eπi(1+νS +ν+N ) and thus 1 + ν + N + νS = even integer where (−1) is the eigenvalue of S. (14.264) where (−1)νRS are the eigenvalues of RS.263) j=1 The case m1 odd and m2 odd (1) In this case the eigenvalues q72oo (v) are of the form (14. .257) (−S)b = e−νπiω2 /ω1 (−1)bN exp(2πi j=1 (vj + K)/ω1 ) (14.262) is replaced by eN πir1 r2 /4 (−1)νRS = (−1)ν (14.261) Hm (v/2 − vj /2 + ω1 /2)Hm (v/2 − vj /2 + 3ω1 /4) and we have the sum rules eN πir1 r2 /4 (−1)νR = (−1)ν where (−1)νR are the eigenvalues of R and 1 = exp −ν4πiω2 /ω1 + 4πi (vj + 2K)/ω1 . From (14.261) where the sum rule (14.

269) The case m1 ≡ 0 (mod4) and m2 ≡ 2 (mod4) (2) In this case it follows from (14. (n + 1/2)η) are of the form (14. The eigenvalues q72ee (v. The case m1 ≡ 2 (mod4) and m2 ≡ 2 (mod4) (2) In this case it follows from (14. (14.267) as q72ee (v.265)–(14. (n + 1/2)η) are of the form N (2) q72ee (v. nη) = Kexp(−iνπv/ω1 ) j=1 (2) Hm (v − vj ) (14.266) that ν = 0. ω1 . ω1 + ω2 .3. m2 and N even Here the fundamental parallelogram is (0.249) that the eigenvalues q72ee (v. (14.250) that the eigenvalues q72ee (v. nη) for m1 . .266) (14.267) q −ν exp(2πi j=1 vj /ω1 ) = (−1)b(νs −1) are satisﬁed.268) Hm ( with the sum rule (−1)νR = q −3N e v − vj + ω1 + 2ω2 v − vj + 3ω1 /2 + 3ω2 )Hm ( ) 2 2 2πi N j=1 (vj +K)/ω1 = q −3N −N r2 e 2πi N j=1 vj /ω1 .265) with the sum rules e−iπν = (−1)r1 (νs −1) N (14.½ The eight-vertex and XYZ model (2) The eigenvalues q72ee (v.270) Numerical study of the eigenvalues of Q72 (v) For further progress we require more quantitative information about the locations of the roots vj and for this purpose it is most useful to do a numerical study of the eigenvalues q(u) using the explicit forms of the matrices Q72 (u).268) with the sum rule (−1)N/2 (−1)νRS = q −3N e 14. nη). ω2 ) and for the general form we have N q72ee (v. (n + 1/2)η) for m2 ≡ 0 (mod4) (2) The eigenvalues in this case have the same form (14.2 2πi N j=1 (vj +K)/ω1 = q −3N −N r2 e 2πi N j=1 vj /ω1 . In particular if r1 is even we see from (14. We are particularly interested in determining the roots vj for the largest (in magnitude) eigenvalue of the transfer matrix because this will give the free energy of the eight-vertex model in the thermodynamic limit. (n + 1/2)η) = K j=1 (2) Hm ( v − vj v − vj + ω1 /2 + ω2 )Hm ( ) 2 2 (14.

For comparison we give in Table 14. and vj + iK (14. The root conﬁgurations are quite diﬀerent for N even and N odd and will be treated separately.7 that the eight-vertex transfer matrix commutes with the Hamiltonian of the XYZ model N HXY Z = − j=1 y y x x z z {J x σj σj+1 + J y σj σj+1 + J z σj σj+1 } (14. B There are further restrictions which are satisﬁed by the vj .271) with J x = 1 + ksn2 (2η). .002.7 we showed that the maximum eigenvalue of the transfer matrix corresponds to the ground state of HXY Z of (14. These two states have opposite values of S and become degenerate as N → ∞. Bethe roots These roots occur in pairs B B vj . N even There are two distinct classes of roots when N is even which we call Bethe roots and complete L-strings. (14. there are exactly two states with Revj = K.271) We will consider in detail the case m2 = 0 and m1 odd.02 in Table 14.274) In section 13. Furthermore. J z = cn(2η)dn(2η) (14.273) where in the case m2 = 0 ∆ = cos m1 π/L.276) Examples are given for η = K/3 with q = 0. We also see illustrated the fact that the ground state has S = +1 for N/2 even and S = −1 for N/2 odd.272) which in the six-vertex limit k → 0 reduces to the Hamiltonian of the XXZ spin chain N HXXZ = − j=1 y y x x z {σj σj+1 + σj σj+1 + ∆σj+1 } (14. We see here that the ground state has all roots satisfying Revj = K. One restriction is on individual values of j B B Revj = 0 or Revj = K.6 where the root conﬁguration for the three most negative eigenvalues of the XYZ chain are given for chains with N = 6 and 8 sites. The restriction m2 = 0 means that η is real and this is referred to in the literature [32] as the “disordered region”.Eigenvalues and free energy ½ Furthermore we found in section 13.7 the root conﬁgurations of the same three states for q = 0. In the six-vertex limit this corresponds to −1 < ∆ < 1 in the XXZ spin chain.275) and we denote the number of such pairs as nB . J y = 1 − ksn2 (2η). (14.

0iK K − 0.5iK’ K + 0.5iK’ K − 0.8 for S = 1.8091iK 1 −1 0 −5.1105iK K − 0. The eigenvalues of HXY Z .6 The roots vj for the case q = 0. S.277) where j vanishes as N.5iK K − 0. the size of the system.4844 −1 1 0 −11.3087 K + 0.6417iK K − 0.1908iK K − 0.2840iK K + 0.1486iK K − 0.8894iK K + 0.3582iK K − 0.7718iK K − iK K + 0.0iK K − 0.0iK K − 0. · · · n − 1 (14.02 of the three most negative eigenvalues of HXY Z for η = K/3 for chains with N = 6 and N = 8.4793 −1 −1 0 −7.1105iK K − 0.8513iK 1 1 0 −8.8513iK K + 0.1486K K − 0.7159iK K − iK N =8 S R 1 1 P 0 Exyz −11. We refer to such conﬁgurations as strings of length n (or merely as n-strings).8894iK K + 0.6867iK’ K − iK N =6 S R −1 1 P 0 Exyz −8. roots K + 0. Here we give two of the several states which contain two 2-strings and the one unique state with four 2-strings.5iK K + 0. .2840iK −0. Examples η = K/3 with q = 0.3093 roots K + 0.5iK K − 0.5iK’ K − 0.002 the ﬁve states with two 2-strings for S = −1 and P = −π/4 and their degenerate partners in the q → 0 limit.3132iK K − 0.6417iK K + 0. 1.2281iK K − 0.8091iK +0.9 we present for N = 8 and q = 0.1908iK −0. becomes large.00439 A second restriction groups together n ≤ L − 1 values of j such that B B vj = vc + j2η + j for j = 0.7718iK K + 0.2281iK K + 0.3132iK’ K + 0.5iK’ K + 0.½ The eight-vertex and XYZ model Table 14. The roots are chosen in the fundamental parallelogram 0 ≤ Revj < 2K and K ≤ Imvj < K .7159iK +0.3582iK K + 0.6867iK K + 0. This illustrates how the eigenvalue of S and the pattern of roots depends of whether N/2 is even or odd. R and the momentum P of the state are given. In Table 14. For N ≥ 10 many states with four (or more) 2-strings occur.002 and N = 8 are given in Table 14.804 K + 0.5iK K + 0.

5iK K + 0.3064iK K + 0.278) Complete L-strings diﬀer from Bethe roots (14.277).002 are given in Table 14.8025iK +0.4031 −1 1 0 −9.002 of the three most negative eigenvalues of HXY Z for η = K/3 for chains with N = 8.Eigenvalues and free energy ½ Table 14. It is observed that nL is even for all values of L.9171iK K + 0.7 The roots vj for the case q = 0.8025iK K − iK S 1 R 1 P 0 Exyz −9.0828iK K − 0. 1.275) in that they do not occur in pairs.6 shows how the second and third eigenvalues become degenerate in the limit q → 0.3064iK K − 0. Comparison with the corresponding data for q = 0. We denote the number of complete complete L-strings in a set vj as nL .9171iK K + 0.3580 −1 −1 0 −8.0iK K − 0.1004 Complete L-strings These roots are a set of L values of vj which are exactly given as vj = v c + j2η for j = 0.8212iK K − iK K + 0. (14. These two classes of roots exhaust all the N values of j and thus nB + LnL = N.8212iK K + 0.5iK K − 0. The underlined roots remain ﬁnite as q → 0. · · · .1787iK K + 0.1974iK −0.5iK K − 0. Examples of complete L-strings for η = K/3 and q = 0.5iK K + 0. L − 1. S.6935iK K + 0.279) .10. The eigenvalues of HXY Z .1787iK K − 0. (14. roots K + 0. Furthermore it is observed that for every complete L-string with the value v c there is another conﬁguration with v c + iK.6935iK K − 0. R and the momentum P of the state are given.0iK K − 0.02 in Table 14.0828iK K − 0.1974iK K + 0. The roots are chosen in the fundamental parallelogram 0 ≤ Revj < 2K and K ≤ Imvj < K . Furthermore the spacing of complete L-strings is exactly 2η and does noy have the deviation j of (14.

280) .5866K + 0.5iK 1.5iK 0.6666K + 0.5iK 1.6666K − iK 0. The eigenvalues of HXY Z .9071iK K + 0.4133K − 0.8 The roots vj for the case q = 0.6666K − iK 0.5866K − 0.3123 1 −1 π −1.3868K + 0.5iK 0. The roots are chosen in the fundamental parallelogram 0 ≤ Revj < 2K and K ≤ Imvj < K .3333K + 0. roots K + 0.5iK 0. The second and third eigenvalues become degenerate as q → 0.¾¼ The eight-vertex and XYZ model Table 14.0928iK K − 0.0iK 1.0iK 1.9071iK 0.002 for states containing 2-strings with S = 1 for η = K/3 and N = 8.5iK K − 0.5iK K + 0. The ﬁrst and second states have two 2-strings and the third state has four 2-strings.5iK −0.3863K − 0. S.6666K + 0.0iK 0.0iK 0.9642 1 1 π −1.3333K − iK 1.5iK 1.6131K − 0.4133K + 0.5iK S 1 R 1 P 0 Exyz −7. R and the momentum P of the state are given.5iK 0.3333K + 0.0928iK K − 0. (14.7652 From these results we may write the most general form of the eigenvalue as nB q72oe (v) = Kexp(−iνπv/2K) j=1 nL (1) B B H(v − vj )H(v − vj − iK ) × j=1 c c c H(v − vj )H(v − vj − 2η) · · · H(v − vj − 2(L − 1)η). The underlined roots remain ﬁnite as q → 0.3333K − iK 1.6131K + 0.5iK 1.

7854iK 1.2521iK 0.4916iK 0.3333K + 0.6678iK 0.7231K + 0. The eigenvalues of HXY Z the state are given.2145iK 1.6724iK 1.7363iK K + 0.3333K − 0.8705iK K − 0.2982K + 0.6666K + 0.8648 −1 8.9012iK 0. The underlined roots remain ﬁnite as q → 0 while the remaining roots diverge to inﬁnity.5083iK −0.9540iK 1.9588iK 0.6666K − 0.1786iK K − 0.3333K + 0.9540iK 0.3275iK 0.9055iK K + 0. The roots are chosen in the fundamental parallelogram 0 ≤ Revj < 2K and K ≤ Imvj < K .9326iK R −1 Exyz −6.9588iK 1.2316 .8194 1 8.6678iK 1.6666K − 0.0673iK −0.6015iK 0.0411iK 1.0411iK 0.Eigenvalues and free energy ¾½ Table 14.2982K − 0.3984iK −0.1789 roots K + 0.1954iK 0.4878iK 0.3804iK 0.0332iK −0.2768K − 0.2145iK 0.1987iK −0.2697iK K + 0.0944iK K − 0.2768K + 0.3333K − 0.7231K − 0.0323iK −0.2636iK K − 0.0233iK K − 0. roots K + 0.9762iK 0.002 and their degenerate partners in the limit q → 0.0809iK −0.0459iK 1.0101iK −0.3905 −1 1.7017K − 0.1736iK K − 0.6839K + 0.3275iK 1.9 The roots vj for the ﬁve states which have two 2-strings S = −1 and P = −π/4 for η = K/3 and N = 8 with q = 0.0237iK K − 0.9898iK 0.3160K + 0.6839K − 0.8690iK K − 0.9676iK 0.1294iK K + 0.0145iK K − 0.9190iK 0.7017K + 0.8213iK K + 0.5932 1 2.6666K + 0.5121iK −0.6724iK 0.3321iK 0.9667iK 0.7478iK −0.3160K − 0.8045iK −0.9850iK K + 0.8263iK K + 0.7302iK K − 0.6195iK −0.7854iK R 1 Exyz −6.4536 1 −1.1309iK K + 0.9766iK 0.0459iK 0.7054 −1 −1.3321iK 1.

8904iK K − 0.1192iK 0.8904iK K/3 + 0.5iK −0.5iK −0.1192iK 0.5iK K/3 + 0.1192iK 4K/3 + 0. The eigenvalues on the right become degenerate with the eigenvalues on the left in the limit q → 0.1192iK K + 0.¾¾ The eight-vertex and XYZ model Table 14.002.1095iK 4K/3 − 0.1095iK K + 0.1095iK K + 0.5iK −0.1095iK K/3 − 0.8807iK 4K/3 − 0.4654 1 0 −1 π −1 π roots K + 0.10 The roots vj for two examples of degenerate quartets which have complete L-strings for η = K/3 and N = 8 with q = 0.8904iK K + 0.8807iK 4K/3 − 0.8904iK K − 0.1192iK K + 0.5345 1 0 −1 π −1 π .5iK K/3 + 0.5iK K/3 + 0.8807iK K + 0.1095iK 4K/3 + 0.8807iK 0.5iK K/3 − 0.5iK K/3 + 0.8904iK K/3 − 0.1095iK K − 0.1192iK 4K/3 − 0.8904iK S 1 P 0 Exyz −4.8807iK K + 0.1192iK 4K/3 + 0.5iK K − 0. These states are not eigenstates of the operator R.8807iK K/3 − 0.8904iK K + 0.8904iK 4K/3 − 0.8807iK 4K/3 + 0.1192iK K/3 − 0.8904iK 4K/3 + 0.8807iK K − 0.1095iK K/3 − 0.5iK −0.8904iK 4K/3 + 0.8807iK 4K/3 + 0.8807iK K − 0.1192iK K − 0.1192iK K/3 − 0.1192iK 4K/3 − 0.5iK K − 0.8807iK S 1 P 0 Exyz −3.5iK K − 0.5iK K/3 + 0.1095iK 4K/3 + 0.1095iK K + 0.5iK K − 0.1095iK K − 0. roots 0.8807iK K/3 + 0.1095iK K + 0.5iK K/3 + 0. The roots are chosen in the fundamental parallelogram 0 ≤ Revj < 2K and K ≤ Imvj < K . The underlined roots remain ﬁnite as q → 0 while the remaining roots diverge to inﬁnity.1192iK K − 0.5iK K/3 − 0.1095iK 4K/3 − 0.8904iK K + 0.8904iK 4K/3 − 0.

283) commutes with the transfer matrix. v2 + iK ) c c c c (v1 + iK . However. This set is divided into two subsets each with 2nL −1 members which have opposite values of S. More generally. This basis with a ﬁxed number of down spins is universally used in the presentation of the Bethe’s ansatz form of the eigenvectors of the six-vertex model. The transfer matrix eigenvalues of these pairs have opposite sign and the values of the energy eigenvalues Exyz are degenerate . Therefore the states which have only Bethe roots (and thus are invariant as v → v + iK ) are eigenfunctions of R. β)(v) that for (1) (1) m2 = 0 if we send v → v + iK that Q72oe (v) → RQ72oe (v). Thus the six-vertex model has an additional symmetry which the eight-vertex model does not possess. Therefore the only eigenvectors of the transfer matrix T which can possibly become an eigenvector of the six-vertex model in the basis with a ﬁxed value of S z in the limit q → 0 will be those with S z = 0. This is in agreement with the commutation relations (14. momenta which diﬀer by π. 1)iK occur.282) have opposite values of S and values of P which diﬀer by π.10 we see that for nL = 2 there are four allowed values of the complete L-string centers c c c c (v1 .97) of the matrix SR (α. However. However. at the time of writing this symmetry algebra is unknown. the corresponding eigenfunctions of T do not depend on the complete L-strings. These observed degeneracies must be explained in terms of a symmetry algebra just as the double degeneracy is explained by the commutation relation (14.Eigenvalues and free energy ¾¿ Degeneracy of the eight-vertex eigenvalues of the transfer matrix for N even (1) It is easily seen from the deﬁnition (14. the transfer matrix of the eight-vertex model does not commute with S z but only commutes with the operator R. Thus the states with complete L-strings lead to eigenvalues of the transfer matrix T (v) which are at least doubly degenerate.281) and (14. transfer matrix eigenvalues which diﬀer by a minus sign if m1 is odd and identical values of Exyz . v2 ). (v1 . However.12). For . v2 ). the states that contain complete L-strings are not invariant as v → v + iK (1) and thus those eigenfunctions of Q72oe (v) are not eigenfunctions of R. The six-vertex limit for N even We complete the study of the eigenvalues of the transfer matrix and the matrix Q72oe (v) with m2 = 0 by considering the limit q → 0.12).281) (14. v2 + iK ) (14. there is more degeneracy than this. This additional symmetry makes it possible to consider a basis for eigenvectors in which the value of S z is the same for all components of the vector. (v1 + iK . studies for larger values N show that when there are nL complete L-strings in the state that all c 2nL sets of string centers vj + (0. However.282) where the pairs (14. In Table 14. In this limit the eight-vertex model reduces to the six-vertex model for which the operator Sz = 1 2 N z σj j=1 (14.

Instead all eigenvalues occur in degenerate pairs which have the property that if vj is the set of roots in one member then the other member has the roots vj + iK. However. (14. unlike the N even case (1) no eigenvalues of Q72oe (v) become degenerate as q → 0.11 for N = 7. In this limit some of the roots go to inﬁnity and (1) the ﬁnite roots of the pairs become equal.287) In order for ∆ to be ﬁnite λ must be remain ﬁnite in the limit q → 0. Thus in the limit q → 0 the matrix Q72oe (v) (1) has many degenerate eigenvalues.10 where we have indicated pairs of eigenvalues Exyz which become degenerate as q → 0. N odd and m1 odd (1) The eigenvectors of Q72oe (v) for N odd have a completely diﬀerent behavior from the case of N even. Thus because K → ∞ we see that we must have L → ∞. However.284) (14. This phenomenon is illustrated by the underlined roots in Table 14. This process of degeneration of eight-vertex eigenvalues in the six-vertex limit is illustrated in Tables 14.275 which we called Bethe roots. However. This degeneracy of Q72oe (v) is accompanied by the (1) fact that the matrix QRoe (v) becomes singular in the limit q → 0.285) for j = 0. Therefore we conclude that there can be . This behavior is illustrated in Table 14. n − 1 with n ≤ L − 1. 1.11.7–14. complete L-strings do not occur. The ﬁrst case is 2η = 2K + im2 K /L = K + iλ with λ > 0.286) remain ﬁnite and the remaining roots go to inﬁnity. Instead in the six-vertex limit the degenerate pairs satisfy the condition that if there are n ﬁnite roots vj for one member the other member of the pair has N − n ﬁnite roots. K and there are n strings Revj = vc + 2jη + j (14. · · · . Comments on other cases We have presented in detail the case of m2 = 0 and m1 odd. there are two other cases that are physically signiﬁcant that need to be mentioned.273) with ∆ = − cosh λ < 1.¾ The eight-vertex and XYZ model all other eigenvectors of T there must be a degeneracy of the eigenvalues of the eight vertex model such that a linear combination of the limiting values of the eigenvectors will give the eigenvectors of the six-vertex model in the basis of ﬁxed S z . There is a similarity to the N even case in that there are root conﬁgurations Revj = 0. The most striking diﬀerence is that for odd N there are no eigenvectors which are eigenstates of the reﬂection operator R and that the roots vj do not appear in the pairs (14. The six-vertex limit for N odd and m1 odd The six-vertex limit q → 0 for N odd is similar to the N even case in that all roots which satisfy K /2 < Imvj < K /2 (14. In the q → 0 six-vertex limit of the spin chain Hamiltonian HXXZ is given by (14. It would be highly desirable to have an operator which classiﬁes the states by how many roots go to inﬁnity but such an operator is not known.

7194iK K + 0.540 −1 0 −5.540 1 0 −5. The roots are chosen in the fundamental parallelogram 0 ≤ Revj < 2K and K ≤ Imvj < K .4925iK K − 0.3068iK K + 0.8732iK K + 0.0iK 0.3547iK K − 0.364 1 2π 7 −5.4180iK K − 0. Such a study has been done in [41] for η = 2K /3 and 2K /5 for N = 9.8329iK K − 0.4925iK K + 0. First of all.2638iK K + 0.191 no multiplets in the XXZ chain for ∆ < −1 analogous to the complete L-strings of the case |∆| < 1. we ﬁnd .3722iK 1.5044iK K + 0.6277iK 0.191 roots K + 0.7361iK K − iK K + 0.3547iK K + 0. on the assumption that there is such a matrix which satisﬁes the TQ equation the solutions of the TQ equation can be studied numerically for values of η to values of η = m1 K /L for small L. However.0iK K − 0.1556iK −0.335K + 0.5074iK K − 0.7009iK K + 0.664K + 0.8732iK K + 0.364 −1 2π 7 −5.Eigenvalues and free energy ¾ Table 14.1264iK K − 0.8443iK K + 0.0iK K − 0.6452iK 0.8884iK K + 0. That study reveals the following fascinating properties.335K + 0.6227iK S 1 P 0 Exyz −9. The other case of particular interest is m2 = 0 and m1 even for N odd which is the one special case for which a matrix in the form of Q72 (v) has not been found.1670iK K − 0. where for odd N there were no Bethe roots and no complete L-strings.3722iK S −1 P 0 Exyz −9.6227iK 1.7639iK 0. These states are not eigenstates of the operator R.2638iK K − 0.6452iK K − iK K + 0.3722iK 0.02. roots K + 0.2805iK K − 0.1264iK K − 0.4180iK K + 0.0iK K − 0.895 −1 0 −6.2990iK K + 0.895 1 0 −6.9457iK 0.664K + 0.1670iK K − 1.335K − 0. The energy eigenvalues on the right are degenerate with the energy eigenvalues on the left.335K − 0.8443iK 0.5819iK K + 0.6277iK 1.6931iK K + 0.2360iK −0.664K − 0. unlike the case of m1 odd.4955iK K + 0.664K − 0.5819iK K − 0.7361iK K + 0.1556iK K − 0.0457iK −0.3722iK 1.1115iK 4K/3 − 0.8320iK 0.5074iK K + 0. The underlined roots remain ﬁnite as q → 0.11 Examples of roots vj for η = K/3 and N = 7 with q = 0.

Therefore for odd N each eigenvalue t(v) is doubly (1) degenerate and the two eigenvalues q72eo (v) which correspond to this eigenvalue have νS opposite values of (−1) .¾ The eight-vertex and XYZ model that there are many states with Bethe roots and an odd number of complete L-strings. m1 even. N odd m1 odd For N odd there are N such equations for each vj and we ﬁnd for η = m1 K/L with m1 odd h(vj − η) h(vj + η) and the eigenvalue t(v) is N N N = e2πiνm1 /L k=1.255) for N odd. The ground state of the eight-vertex model with η = 2K/3 has been related to Painlev´ VI by Bazhanov and Mangazeev [43] e but full signiﬁcance of the case m1 even. in the T Q equation for eigenvalues (14. This very striking property of systems with m2 = 0. there are a few states that have no Bethe roots and no complete L-strings and are degenerate in pairs just as for the m1 odd case. Then (1) because q72oe (vj ) = 0 by deﬁnition the term in the T Q equation which involves t(v) vanishes and we obtain an equation for the roots vj which does not involve t(v). H(v − vj ) (14.20) and from the property (14.252) we set v → v + iK and use h(v + iK ) = −q −1/2 e−πiv/K h(v) (1) (1) (14. and (14.289) + e−iπνm1 /L [h(v − η)]N j=1 It follows from the parametrization of the Boltzmann weights (14. Therefore if in (14.252) and then set v = vj .3 Bethe’s equation We now may use the factored form of the eigenvalues (14.503) that for m2 = 0 T (v + iK ) = [−q −1/2 e−πiv/K ]N T (v).3.291) we see that both q72oe (v) and eiπN v/2K q72oe (v + iK ) satisfy the T Q equation (14.288) then vj + iK will satisfy (14.=j H(vj − vk − 2η) H(vj − vk + 2η) (14. m2 = 0 with N odd is still under development. However. 14. These states always include the ground state and for η = 2K /3 these two ground states are the only states with this property. and odd N persists at q → 0 where several further remarkable properties have been obtained [25–27] for the special case ∆ = −1/2. .252) with the same t(v) and that if vj satisﬁes the equation (14.288) t(v) = eiπνm1 /L [h(v + η)]N j=1 N H(v − vj − 2η) H(v − vj ) H(v − vj + 2η) .290) (14.280) for N even.288) with ν → ν + N .

The eigenvalue t(v) is given as iπ(ν+nB −nB )m1 /L + − N B h(v − vj − 2η) B h(v − vj ) j=1 nB B h(v − vj + 2η) .293) by use of the identity which follows from (14. (14. the number of complete L-strings is even.503) B B B B H(vj − vk − 2η)H(vj − (vk ± iK ) − 2η) B B B B H(vj − vk + 2η)H(vj − (vk ± iK ) + 2η) B Therefore.294) (14.275).292) and therefore.k ± 2η) (14. calling nB the number of vj in + B 0 ≤ Imvj < K /2 B and nB the number of vj in − B −K /2 ≤ Imvj < 0 B and using η = m1 /L we ﬁnd that the vj satisfy B h(vj − η) B h(vj + η) N nB B B h(vj − vj − 2η) .260) shows that if the center of an complete L-string is moved c c from vj to vj + iK the quantum number ν increases by L.288) for the N roots vj may be reduced to an equation for the nB B roots vj lying in −K /2 ≤ Imvj < K /2 (14. Thus B the equation (14.297) are the same for all the 2nL allowed positions of the string centers contained in the conﬁguration vj and thus the Bethe roots in vj are independent of the L strings. Therefore the products in the expression for the eigenvalues (14. B h(v − vj ) nB t(v) = e [h(v + η)] + e−iπ(ν+n+ −n− )m1 /L [h(v − η)]N B B (14.288).295) (14.k ) = − k=0 k=0 H(v − vj.297) B We refer to this equation for vJ as a Bethe equation.Eigenvalues and free energy ¾ N even m1 odd For N even the situation is more complicated. recalling that nL .296) = e2πi(ν+n+ −n− )m1 /L B B k=1 k=j (14. Furthermore the remaining roots occur in pairs (14. we see that the factors in the T Q equation for eigenvalues which involve L strings cancels out from the equation (14.298) j=1 The sum rule (14. B B h(vj − vk + 2η) = e∓2πiη/K B B h(vj − vk − 2η) B B h(vj − vk + 2η) .298) is . This is because by the use of the periodicity H(v + 2K) = −H(v) we see that complete L-strings satisfy L−1 L−1 H(v − vj. From this we see that the Bethe equations (14.

2.299) where A is a matrix which commutes with Q72 (v). It follows from (14.257) and (14.297) and thus (14.4 Computation of the free energy To complete the computation of the free energy of the eight-vertex model we need to use the Bethe equation to compute in the limit N → ∞ the location of the roots vk studied for small systems in s14. because m1 is odd the phase factors in (14. Such an equation has been conjectured in [39] from the connection which the eight-vertex model has with the chiral Potts model L−1 A e−N πiv/2K Q72 (v − iK ) = l=0 hN (v − (2l + 1)η)Q72 (v) Q72 (v − 2lη)Q72 (v − 2(l + 1)η) (14.302) with −K /2 ≤ xj < K /2. However.3.300) (14.7 that all of the N roots vj for the maximum eigenvalue of the transfer matrix (and the ground state of the XYZ chain given by (14.3.301) (14. The functional equation for Q72 (v) If our interest were restricted only to the eigenvalues of the transfer matrix T (v) it would be suﬃcient to conﬁne our attention to the computation of the Bethe roots B vj . This necessary cancellation leads to the Bethe equation (14.299) not only determines the centers of the complete L-strings but determines the Bethe roots as well. The case N is even For even N it is seen in Tables 14.271)) have the property that Re(vj ) = K for all j and thus we set B vj = K + ixj (14. if we wish to complete the study of the matrix Q72 (v) we still require an equation which determines the values of the centers of the complete L-strings.¾ The eight-vertex and XYZ model the same for all the 2nL diﬀerent conﬁgurations of the nL complete L-strings. At the time of writing this more powerful equation remains to be proven. The cases of even and odd N need to be treated separately. is independent of v and depends on the normalization in the construction of Q72 (v).299) is manifestly an entire function and therefore the poles at the zeros of Q72 (v) which appear in the individual terms on the right-hand side must cancel in the sum. For N/2 even we see that . It is to be noted that the left-hand side of (14. 14.260) that for L even that the quantum number νS is the same for both multiplets of eigenvalues but for L odd the two multiplets have opposite signs of the eigenvalue of S.6 and 14. However.298) change sign when ν → ν + L and thus these 2nL eigenvalues are split into two degenerate multiplets of size 2nL −1 which have opposite signs.

To do this we ﬁrst use the properties h(−v) = −h(v) and h(v + 2K) = −h(v) and the fact that N is even to write (14.308) It is most important to recognize that the branch of the logarithm of (−1)1+N/1 does not need to be zero for N odd or iπ for N even but may be ln(−1)1+N/2 = 2πiIj (14. x + dx] be given in terms of a density function ρ(x) as N ρ(x)dx. are deﬁned to be zero when xj = xk = 0 and lie in the interval [−iπ.305) into a sum by taking the logarithm. nB = nB = 0 + − (14. h(ixj − ixk + 2η) (14. −K /2 (14. Thus for any function f (x) we have 1 lim N →∞ N N/2 K /2 f (vk ) = k=1 f (x)ρ(x)dx −K /2 (14.303) and for N/2 odd we have ν = −1.305) as h(η + K − ixj ) h(η + K + ixj ) N N/2 = (−1) 1+N/2 k=1 h(2η − ixj + ixk ) . iπ].310) where the logarithms are purely imaginary. In this limit the roots xj will become dense on the real line (14.305) We wish to study the limiting behavior of xj as N → ∞. Thus we ﬁnd for 1 ≤ j ≤ N/2 N ln h(η + K − ixj ) h(η + K + ixj ) N/2 = 2πiIj + k=1 ln h(2η − ixj + ixk ) h(2η + ixj − ixk ) (14.306) where setting f (x) = 1 we have the normalization condition K /2 ρ(x) = 1/2.302) We characterize this limiting solution for xj by letting the number of roots in the interval [x.297) for vj with N even reduces to (14.309) where Ij is a set of integers if N/2 is odd and integers plus 1/2 if N/2 is even which must be appropriately chosen to correspond to the ground state conﬁguration of roots.Eigenvalues and free energy N ¾ ν= j=1 Imvj /K = 0.304) h(K + ixj − η) h(K + ixj + η) N N/2 = k=1 k=j h(ixj − ixk − 2η) .307) To compute the density function ρ(x) we must convert the product in (14. . nB − nB = 1 + − B and thus the Bethe equation (14. h(2η + ixj − ixk ) (14.

535) to ﬁnd for n = 0 2πη 2π(2η − K) = 2π ρ0 + ˆ ρ0 ˆ K K (14. use the property that K /2 K /2 dxe2πinx/K −K /2 K /2 K /2 −K /2 dx f (x )g(x − x ) = dx −K /2 −K /2 ˆˆ dx e2πinx /K f (x )e2πin(x−x )/K g(x − x ) = fn gn (14. This is done by considering the diﬀerence of two equations in (14.311) holds in general.317) .310) with j and j − 1 and using the deﬁnition of the density function in the form Ij − Ij−1 = ρ(x)dx.311) These integers do not depend on q and thus (14.313) The functions which are the arguments of the logarithms are quasiperiodic in x with quasiperiod K .314) 1 K ˆ fn e−2πinx/K . Therefore the derivative of the logarithm is a periodic function of x. (14.¿¼ The eight-vertex and XYZ model To determine the proper values of Ij we note that it has been proven by Yang and Yang [9] that in the limit where q → 0 the Ij for the ground state of the XXZ model are uniformly spaced with Ij − Ij−1 = 1. N (14. It remains to use x as the independent variable instead of the discrete integers j. (14. The similar conclusion can be obtained by considering the case η = K/2 where the XYZ spin chain reduces to the XY model.534) and (14.313) by e2πinx/K .308) we obtain the linear integral equation h(2η − ix + ix ) .312) Thus from the discrete set of nonlinear equations (14.316) and use the Fourier transforms (14.315) Thus we multiply (14. The range of integration is over a full period and therefore the equation can be solved by Fourier transforms. ˆ We deﬁne the Fourier transform fn of a function f (x) which is periodic in the interval −K /2 ≤ x ≤ K /2 as i d ln dx K /2 h(η + K − ix) h(η + K + ix) = −2πρ(x) + i dx ρ(x ) d ln dx K /2 ˆ fn = with the inverse f (x) = dxf (x)e2πinx/K −K /2 ∞ n=−∞ (14. h(2η + ix − ix ) −K /2 (14. integrate on x from −K /2 to K /2.

536) we obtain the desired result for the free energy for 0 ≤ η ≤ K −F8 /kB T = lim 1 ln tmax (v) = ln[Θ(0)H(v + η)Θ(v + η)] N →∞ N ∞ sinh[2nπ(v − η)/K ] sinh[2nπη/K ] πη(v − η) + . (14.298).322) By use of (14.34) and using (14. .324) is not periodic in 0 ≤ v ≤ 2K because this expression is valid only in the restricted region 0 < η < v < 2K − η where the series converges.320) (14.319) (14. In the remainder of the region 2K − η ≤ 2K a companion form is valid and taken together the two regions have the necessary periodicity.Eigenvalues and free energy ¿½ and for n = 0 sinh[2πn(2η − K)] 2π sinh(2πnη/K ) = 2π ρn + ˆ ρn .318) is solved as ρn = ˆ 1 . + KK n sinh[2nπK/K ] cosh[2nπ(K − η)/K ] n=1 (14.251) it remains to use the density of ground state roots ρ(x) to determine the maximum eigenvalue tmax (v) from (14.321) and (14.323) and thus recalling the normalization in deﬁnition of h(v) (14.307).298) is exponentially larger than the second and thus we obtain 1 ln tmax (v) = ln h(v + η) + N →∞ N lim K /2 dxρ(x) ln −K /2 h(ix + K − v + 2η) h(ix + K − v) .315) this is written in terms of ρn as ˆ N →∞ lim 1 K 1 ln tmax (v) = ln h(v + η) N ∞ K /2 + ρn ˆ n=−∞ dxe−2πinx/K ln −K /2 h(ix + K − v + 2η) h(ix + K − v) (14.324) We note that the expression (14. For 0 ≤ η ≤ v ≤ 2K − η the ﬁrst term in (14.318) To complete the computation of the free energy from (14. ˆ sinh(2πnK/K ) sinh(2nπK/K ) Equation (14.321) (14. By use of the identity sinh a + sinh(2b − a) = 2 sinh b cosh(b − a) equation (14.317) is easily solved to give ρ0 = 1/2 ˆ which is consistent with the normalization (14. cosh[2πn(K − η)/K ] (14.

±wl ) where i. k. The six-vertex limit In the limit where k → 0 (q → 0) with η and v ﬁxed. the sum in (14. x sinh πx/2 cosh(π/2 − η)x (14.324) may be obtained from (14.330) (14. 2.332) Similarly. n cosh(nλ) n=1 ∞ (14. l take on all permutations of 1.328) lim It is shown in [48] that the result (14. 2 (14.340 we found that the Hamiltonian of the XYZ model is given in terms of the transfer matrix of the eight-vertex model as HXY Z = − 1 2 N y y x x z z {J x σj σj+1 + J y σj σj+1 + J z σj σj+1 } j=1 (14. ±wk .325).324) reduces to an integral and we ﬁnd the free energy of the six-vertex model for 0 ≤ η ≤ π/2 −F6 /kB T = ln sin(v + η) + 0 ∞ ∞ (14. w3 . 2 w4 = a+b . w4 ) = Z(±wi .¿¾ The eight-vertex and XYZ model The case 2η = 2K + iλ The free energy in the region 0 ≤ η ≤ K and the free energy in the region 2η = 2K + iλ are related by the symmetries of the partition function derived in 13.326) (14. j. (14.327) that as k → 0 the free energy reduces to −F6 /kB T = ln c + e−2nλ [sinh(nλ) − cosh(nV )] .325) The original computations of [32] for the free energy are explicitly carried out in the region 0 ≤ λ ≤ K where w1 > w2 > w3 > |w4 | with the result 1 sinh2 [(K − λ)n/2K][cosh(nλ/2K) − cosh(nV /2K)] ln tmax (v) = ln c + 2 N →∞ N n sinh(nK /K) cosh(nλ/2K) n=1 (14.331) dx sinh(v − η)x sinh ηx . ±wj . in the region 2η = 2K + iλ we ﬁnd from (14. 2 w3 = a−b . 3.1 for Nv and Nh even Z(w1 .4. 2 w2 = c−d .327) where 2v = 2K + iV.333) The XYZ spin chain In 13. w2 .334) .329) (14. 4 and w1 = c+d .327) by use of the substitutions K /K → 4K/K λ → 4(K − η)/K V → 4(K − v)/K which are obtained from the symmetries (14.

In the limit k → 0 this reduces to the ground state energy of the XXZ model 1 lim EXXZ /N = − cos 2η − sin 2η N →∞ 2 ∞ dx 0 sinh ηx .324) in (14.345) (14.343) we have J x = 1 + ksn2 (iλ) J y = 1 − ksn2 (iλ) J z = −cn(iλ)dn(iλ) (14.342) with J z < −1. J y = 1 − k J z = 0 J x = J y = −J z = 1 (14.341) and for k = 0 (14.335) J x = 1 + ksn2 (2η) J y = 1 − ksn2 (2η) J z = cn(2η)dn(2η).338) (14.346) and for k = 0 this reduces to the XXZ spin chain (14.344) (14.Eigenvalues and free energy ¿¿ = −sn(2η) with 1 ∂ ln T (v) − N ∂v 2 H (2η) Θ (2η) + H(2η) Θ(2η) (14. When 2η = 2K + iλ with 0 ≤ λ ≤ K (14. sinh πx/2 cosh(π/2 − η)x (14.337) (14.339) (14.340) (14.336) (14. When 0 ≤ η ≤ K is real then |J z | ≤ 1 and we note the special cases η=0 η = K/2 η=K Jx = Jy = Jz = 1 J x = 1 + k.342) with |J z | ≤ 1.347) + sinh[2nπη/K ] n sinh[2nπK/K ] cosh[2nπ(K − η)/K ] n=1 This result was ﬁrst found by Baxter [33].348) . In this case z there is long range antiferromagnetic order in the variable σj and for 0 ≤ 0 ≤ 1 the entire region 0 < λ < K is referred to as the ordered region. (14. There is no long range order in the XXZ chain for |J z | ≤ 1 and for all 0 ≤ k ≤ 1 the region 0 ≤ η ≤ K is referred to as the disorder region.334) reduces to the XXZ model HXXZ = − 1 2 N y y x x z z {σj σj+1 + σj σj+1 + J z σj σj+1 } j=1 (14. Using (14.335) we ﬁnd for the case 0 ≤ ηK that the ground state energy of the XYZ chain is N →∞ 1 lim EXY X /N = − sn2η 2 4π K ∞ 2πη H (2η) Θ (2η) + + H(2η) Θ(2η) KK .

324)–(14. 33] for all N 1 ln tmax (v) = ln(a(v) + b(v)) = ln h(v + η) = ln[Θ(0)H(v + η)Θ(v + η)].315) we have the identity .348) is that by a partial fraction decomposition the sums and integrals may all be reduced to simpler expressions.The simplest such reduction occurs for η = 2K/3 where [38. (14. in the ﬁnal results for the free energy of the eightand six-vertex models and the ground state energy for the XYZ and XXZ spin chain (14. (14.348) is given in [9]: dx .¿ The eight-vertex and XYZ model In the ferromagnetic limit η → 0.354) −∞ We prove this formula by noting that ∞ n=−∞ f (nδ + t) is a periodic function of t with period δ.332) of the six-vertex model at q = 0.314) and the inverse (14.352) N Critical behavior as q → 0 The most interesting property of the free energy is the approach as q → 0 of the free energy F8 (14.351) to (14.324)-(14.348) are valid for all real η in the range 0 ≤ η ≤ K. (14.348) reduces to N →∞ lim EXXZ /N = − 1 2 (14. To extract this critical behavior from the result (14. This is because if q is interpreted as a “temperature-like” variable then q = 0 is analogous to T − Tc and the approach to q = 0 gives the critical exponent α.349) and in the antiferromagnetic limit η → K (14. Special cases The starting point for these com