Analytical Expressions for Energies,

Degeneracies and Critical Temperatures of the

2D Square and 3D Cubic Ising Models
J. M. Dixon
a
, J. A. Tuszy nski
b
, and E. J. Carpenter
b
a
Department of Physics, University of Warwick, Coventry CV4 7AL
b
Department of Physics, University of Alberta, Edmonton, Alberta, T6G 2J1,
Canada
Abstract
This paper revisits the fundamental statistical properties of the crucial model in
critical phenomena i.e. the Ising model, guided by knowledge of the energy values
of the Ising Hamiltonian and aided by numerical estimation techniques. We have
obtained exact energies in 2D and 3D and nearly exact analytical forms for the
degeneracies of the distinct eigenvalues. The formulae we obtained, both for energies
and degeneracies, have an exceedingly simple analytical form and are easy to use.
The resultant partition functions were utilised to determine the critical behaviour
of the Ising system on cubic lattices in 2D and 3D. We obtained a logarithmic
divergence of the specic heat in 2D and 3D cases and the critical temperature
estimates provided additional conrmation of the correctness of our approach.
Key words: Ising, Hamiltonian, partition function, critical temperature
1 Introduction
The Ising model, despite its simplicity has been of crucial importance in the
study of critical phenomena [1]. For the two-dimensional square lattice, On-
sager determined the free energy analytically [2] many years ago. The 3D
cubic lattice has so far eluded analytical solution although a number of ap-
proximations have been made. For example, the Bragg-Williams approxima-
tion assumes no short-range order apart from that resulting from long-range
Email address: jtus@phys.ualberta.ca (J. A. Tuszy nski).
Preprint submitted to Elsevier Science 5 August 2004
behaviour. It is in fact equivalent to a Curie-Weiss-like molecular eld ap-
proximation. The Bethe-Peierls approximation [1,3,4], although diering from
the exact 2D-Onsager result, agrees with 1D results and does account for
short-range order. The transfer matrix method [5,6] has been very useful in
rigorously studying the statistical mechanics of the Ising Model. In addition,
a whole battery of analytical and numerical methods have been used to study
the model through nite chain extrapolations [7], high-temperature series [8],
two-time Green functions [9], Suzuki-Trotter mapping [10], Monte Carlo meth-
ods [11,12] Bethe approaches [13], and low-temperature series expansions with
temperature grouping polynomials [14,15]. As well as being a simple model
for a number of magnetic materials, the spin
1
2
anti-ferromagnet is related
directly to the lattice gas theory [16]. To name but a few more physical ap-
plications Ising-type models have also provided crude models for some solid
electrolytes [17], described binary alloys with variable composition [18], and
provided insights into protein folding [19].
The most important feature of the Ising model is the existence of critical
temperatures which dier depending on the dimensionality and topology of
the spin lattice. Denoting the Boltzmann constant k
B
, the 1D model possesses
partition function singularities only in the limit as T 0 /k
B
. The 2D Ising
model has a non-zero critical temperature, T
c
, whose value can be found using
computer simulations and which varies from 1.52 /k
B
in the honeycomb
structure to 2.27 /k
B
for a square lattice and 3.64 /k
B
for a triangular
lattice. In 3D numerical estimates are 2.70 /k
B
for the two interpenetrating
fcc lattices of the diamond structure and 4.51 /k
B
for the cubic lattice [1].
In this paper we are interested in spin-
1
2
systems in the absence of an external
magnetic eld, and all discussion will belong to one of three cases: the 1D
linear ring of size N, the 2D N N square toroid, and the 3D N N N
cubic hypertoroid forms of the model. These toroidal geometries with each
dimension cyclic with period N, give the nite collection of spins periodic
boundary conditions that approximate the case of innite N. In the next
section we reiterate several important, well-known results for the 1D Ising
model, some of which may be utilised for the 2D and 3D cases. We give all
the energies, E, in closed form and the corresponding degeneracies, D(E), in
each case.
2 The 1D Partition Function
The Hamiltonian for the Ising model may be written in the general form
H =

i,j
s
z
i
s
z
j
, (1)
2
where in eq. (1) we sum over all nearest neighbour spin-pairs, s
z
i
s
z
j
, which
are denoted by i, j) in the summation. The spin sites are assumed to be
equally spaced, s
z
i
represents the z-component of the i
th
spin and is a
coupling constant. Periodic boundary conditions will be assumed throughout,
including 2D and 3D cases. As is well known, two equivalent forms of the
partition function, Z
1
, in 1D are given by [1,16]
Z
1
= 2
N
_
cosh
N
_

4
_
+ sinh
N
_

4
__
(2)
and
Z
1
= 2
rm

r=0
N
C
2r
exp
_

4
(N 4r)
_
(3)
where N is both the number of sites and distinct nearest-neighbour pairs. In
the case cited the total spin of each site is
1
2
which we assume throughout.
Here, in 1D r
m
= N/2 for N even and r
m
= (N 1)/2 when N is odd. As
each distinct energy may be labelled with index r, eq. (3) may also be written
as [3]
Z
1
=

r
D(E
r
)e
Er
(4)
where the sum in eq. (4) is actually over distinct energies and D(E
r
) is the
degeneracy of each energy level. The distinct energies in 1D may be represented
by [20,21]
E
r
= (4r N)
1
4

, (5)
and the degeneracy, D(E
r
) is
D(E
r
) = 2
N
C
2r
. (6)
For large N it may be more convenient to approximate with the Laplace-de
Moivre formula [22]
N
C
2r
2
N

2
N
exp
_
2
N
_
2r
N
2
_
2
_
(7)
3
to obtain D(E) as a distribution of energies about the central energy, namely
about r = N/4 or E = 0 .

D(E) =
4 2
N

2N
exp
_
_
1
2N

_
E
1
4

_
2
_
_
. (8)
This is Gaussian with a variance of N(
1
4
)
2
. For a large N we can convert the
sum in eq. (4) to an integral. This integral then gives us the area under the

D(E) versus E curve as 2

N
, i.e. the total number of states in the 1D chain
with N spins.
3 Energies in 1D, 2D, and 3D
We can extend the labelling of energies with r into higher dimensional cases.
We again, set up our labels so that when r = 0 we obtain the minimum energy,
E
min
, of the system. This is simply
E
min
=
1
4

1
2
N
s
N
NN
(9)
where N
s
is the total number of sites and N
NN
is the number of nearest
neighbours for each site. Thus in 2D, N
s
= N
2
and N
NN
= 4 whereas in 3D
N
s
= N
3
and N
NN
= 6.
In 2D we may again label energies with r = 0, 1, 2, . . . , r
m
where here r
m
=
N
2
2 if N is even and r
m
= N
2
N1 if N is odd. However, the energies are
not evenly distributed in 2D as was the case in 1D so that as r increases from
0 the energy rises from E
min
= 2N
2 1
4
by a step of 2 rst and then, in
steps of . If N is odd, this is the complete pattern, but if N is even the steps
of are followed by a nal jump of 2, producing a distribution symmetric
about 0.
In 3D, E
m
= 3N
3 1
4
and for N even, r
m
=
3
2
N
3
6 whereas if N is odd
r
m
=
3
2
(N
3
N
2
) 3. For N even, the energy in 3D rises rst by 3, then
2, then in steps of until the last two energy steps at the r
m
end of the
distribution where there is a jump of 2 and then, lastly, a change of 3.
If N is odd, however, the distribution of energies is not symmetrical and is
truncated before the nal two changes. To summarize we have:
in 1D
(1) for N even,
Energy = (r
1
4
N) , where r
m
=
1
2
N
4
(2) for N odd,
Energy = (r
1
4
N) , where r
m
=
1
2
(N 1)
in 2D
(1) for N even,
Energy = (r
r=0
+
r=rm

1
2
N
2
+ 1) , where r
m
= N
2
2
(2) for N odd,
Energy = (r
r=0

1
2
N
2
+ 1) , where r
m
= N
2
N 1
where
r=r
i
is unity when r = r
i
and zero otherwise.
in 3D
(1) For N even,
Energy = (r 3
r=0

r=1
+
r=rm1
+3
r=rm

3
4
N
3
+3) , where r
m
=
(3N
3
/2) 6
(2) For N odd,
Energy = (r 3
r=0

r=1

3
4
N
3
+ 3) , where r
m
=
3
2
(N
3
N
2
) 3.
The number of distinct energies in each case is obviously just r
m
+ 1. These
results are easily veried in 2D and 3D for small N with a computer. How-
ever, physical reasoning which leads to them may be easily proved using the
chequer-board picture as follows.
To see how the argument proceeds we consider the 2D case as an example.
The N N arrangement of spins may be regarded as N
2
spins or, taking the
periodic boundary conditions into account, 2N
2
interaction pairs or bonds.
Each of these bonds has two states which we may term aligned or antialigned
with energies
1
4
and +
1
4
, respectively. The energy of a state with n
+
aligned pairs and n

= 2N
2
n
+
antialigned pairs is therefore given by
E = (n

n
+
) /4 = [n

(2N
2
n

)] /4 = E
min
+ n

/2 (10)
where E
min
=
1
2
N
2
and corresponds to the minimum possible energy,
obviously when there are no antialigned pairs, i.e. either all spins are up or all
spins are down.
With periodic boundary conditions it is easy to establish that each of the N
rows and N columns must contain an even number of antialigned pairs. From
this fact we can deduce that no states exist with n
+
greater than 2N(N 1)
when N is odd and 2N
2
when N is even. To see that states at these limits do
exist we have illustrated in Fig. 1A cases when N = 3, 5, and 7 and in Fig. 1B
cases with N = 4, 6, and 8. The direction of the spin component is denoted by
an arrow at each of the sites. When N is even, each spin component is opposite
to its four nearest neighbours so that a chequer-board pattern emerges. As
can be seen in Fig. 1A this is almost true for N odd although some mismatch
5
occurs. Thus the maximum energy, E
max
, is given by
E
max
=
_

_
+2N(N 1)
1
4
when N is odd
+2N
2 1
4
when N is even
(11)
To produce these chequer-board patterns one can begin with an NN lattice
in 2D with one spin up in the top left-hand corner. Each of the four nearest
neighbours (using periodic boundary conditions) is now given a down spin.
One now proceeds across the top row repeating the procedure, i.e. the next
spin along the top row is spin-down so each of its four neighbours is given up
spins. The procedure continues to the second row after the rst is completed,
etc. When N is even we always end up with all spin pairs antialigned so the
energy is a maximum, i.e.
1
2
N
2
. When N is odd, one nds that one pair
in one row (or column) cannot be made antialigned so the end result is the
maximum energy of
1
2
N(N 1) .
From the chequer-board pattern we consider the process whereby we progress
in steps towards the E
min
state with all the spins aligned taking the N even
case as an example. As N is even there are
1
2
N
2
sites which have an up spin
on them. If any up spin is reversed the four surrounding spins together with
the reversed up spin will switch from antialigned to aligned, producing a shift
in energy of 2. Each of the
1
2
N
2
up spins can be reversed progressively
(changing the energy by 2 at each step) until the entire region is spin down
(spins down on every site). Alternatively we can start with all spins down on
every site, i.e. a state of lowest energy. If we now introduce an adjacent pair of
spin-up sites we increase the energy to E
min
+ 3. If we build up a chequer-
board pattern avoiding this defect pair we can generate a second similar series
of energies ranging from E
min
+ 3 to E
max
3, the separations within
this series of energies again being 2. This second series generates energies
between the energies of the rst series. Thus the rst series for N = 4 from
minimum to maximum is:
8, 6, 4, 2, 0, +2, +4, +6, +8
whereas the second series is
5, 3, , +, +3, +5
As the transitions between the aligned and antialigned states carry an energy
shift of
1
2
and each system must contain an even number of antialigned
pairs the smallest possible energy changes are . We have just proven the
existence of states with all possible energies respecting this shift between
states between E
min
and E
max
with the exceptions of E
min
+ and E
max

. The rst of these energies, i.e. E

min
+ , corresponds to a system with
6
two antialigned spin pairs. Such a state requires the two pairs in the same
column for otherwise there would be an odd number of antialigned pairs in
two columns contrary to the above discussion. However, there is no way to
place the two spins in the same column without placing them in two dierent
rowsrows with an odd number of antialigned pairs. Hence no such state can
exist. An even N, 2D arrangement of spins has an energy, E, and if we consider
the mirror arrangement where the spin components on alternating sites are
reversed, it is obvious that this new arrangement will have the mirror energy
E. The E
max
E can be shown to be equivalent to the E
min
+ case by
this mirror symmetry argument.
For a three-dimensional system, an analogous argument may be used. We again
consider the case when N is even for simplicity, for example, to go from a spin
down state to a 3D chequer-board state, the steps involve energy dierences
of 3. The two-spin defect then has an energy shift of 5. A third series
can be constructed starting from 7 triplet defects. When the argument is
carried through we nd that we have produced three missing energies at each
end of the range, i.e. E
min
+ , E
min
+ 2, E
min
+ 4 where E
min
here
again corresponds to the states with all spin components down or all spin
components up.
When N is odd the possible energy states are very similar near the minimum,
with the same patterns of gaps as discussed above. In contrast, the inability
to form a perfect chequer-board pattern means that the series are truncated
at E
max
=
1
2
N(N 1) as discussed above. The defects associated with
this truncation can overlap the series generation defects so that no states are
inaccessible. Accordingly only the low-energy gaps exist.
4 Variances of Energy Degeneracy Distributions in 2D and 3D
Since each model has a xed number of two-state spins, it may be conveniently
represented on a digital computer by an integer of the same number of bits.
The energy degeneracies of systems may then be readily studied by examining
a randomly chosen subsample of all possible states. It has been observed that
some pseudo-random number generator routines produce results with subtle
correlations that aect the results of some algorithms related to the Ising
model [23]. We have tried to guard against such an eect by comparing with
dierent random sources [24,25] and have noted that the changes in our re-
sults for the variance of the distributions using the dierent generators were
negligible. The data we present here used the default on our computer, a
non-linear additive feedback routine in the standard C language library.
We calculated variances of the energies,
2
, from samples of 10
6
states for 2D
7
and 3D on a range of small Ns. No attempt was made to prevent the repeat
sampling of the the same state, allowing a uniform sampling across all the
cases even when the system has fewer than 10
6
states. We see
2
= 2N
2
(
1
4
)
2
in 2D and
2
= 3N
3
(
1
4
)
2
in 3D in the sampling results. (Also note that

2
= N(
1
4
)
2
in 1D, see Sec. 2.) As these trends were rst observed on some
small systems where exact variances are known, we believe them to be exact.
In Table 1 we show the energy variances,
2
, and a comparison between them
and 2N
2
or 3N
3
in 2D or 3D, respectively. We display also a percentage error.
Note that the cases with N = 2 are exceptions, having variances twice what we
would otherwise expect. Similar considerations reveal that the energy means
are just 0 in all cases.
5 Energy Degeneracy Distributions in 2D
One might naively think that the distribution in 2D would follow a Gaussian
pattern over the whole energy range. The energy degeneracies would then be

D(E) =
4 2
N
2

2
2
exp
_
1
2
2
(E
2
)
2
_
(12)
Indeed if one plots 2D data for D(E) versus E, the actual degeneracies do ap-
pear to t such a distribution quite well, but this picture is somewhat masked
by the very at wings or edges of D(E) versus E curves (see as an exam-
ple Fig. 2 where [E[ > 50). There is an important reason why D(E) curves
cannot be Gaussian. If they were, the distributions in 2D and 3D would only
dier from 1D by the variance,
2
, varying with N as described above. In 1D
it is well known that the only critical temperature is T
c
= 0 /k
B
so if the
Gaussian hypothesis were correct, the 2D and 3D cases too would only have
T
c
= 0 /k
B
as a critical temperature. This is manifestly false since, the crit-
ical temperature in 2D is known to be T
c
= 2.27 /k
B
[3]. In 3D the critical
temperature is even higher. This crisis is avoided if instead of D(E) versus E,
where the character of the curve in the at wings is hidden, we plot ln D(E)
versus E the discrepancy between actual degeneracies and the parabolic equiv-
alent of the Gaussian becomes apparent. In Fig. 3 we have plotted a specic
case as an example. The dierence between parabolic and Gaussian behaviour
is not small and, as we see later, the critical behaviour of 2D and 3D Ising
models arises from the specic nature of the wings of the D(E) distribution.
It is therefore crucial that the description of these regions of the distribution
be accurately given.
8
We have tted exact energy degeneracies in 2D to the form (see Figs. 4, 5, 6,
and 7)

D(E) = exp( + E
2
+ E
4
) (13)
by least-squares tting the curve +E
2
+E
4
to ln D(E) for N = 4, 6, 8, 10,
16, and 32. We obtained the parameters , , and displayed in Table 2 which
gave good ts to the data. The parameter remains close to the logarithm of
the premultiplicative factor of the Gaussian in eq. (12), namely
= ln
_
2 2
N
2

N
_
. (14)
In Table 3 we have compared values of with together with their relative
percentage dierence, ( )/100 %. It is seen that this dierence appears
to tend to a very small and constant value as N increases and that for very
large N, scales as N
2
, the size of the 2D Ising array. In Table 4 we present
estimates of our errors in tting the quartic ln D(E) versus E in terms of the
root mean square of the dierences between the tted and actual degeneracies.
The parameters and we found to vary with N in the following way, tting
to the data from N = 4, 6, 8, 10, 16, and 32,
(N) = (0.53856 + 2.16001N)
2
(/4)
2
(N) = +(1.01841 + 2.09255N)
6
(/4)
4
.
(15)
It would appear that there is a trend in the behaviour as function of N in that
scales as N
2
and as N
6
for large N.
6 Energy Degeneracies in 3D
In 3D we attempted to t the ln D(E) versus E data with a quartic energy
dependence as in 2D and eq. (13). However, it was soon established that an
additional power in the polynomial function of energy greatly improved the
ts. That is, we performed a least squares tting to expressions of the form
ln

D(E) = + E
2
+ E
4
+ E
6
. (16)
In Fig. 8 we illustrate an attempted tting of the 3D N = 4 degeneracies to
a quartic ln

D(E) form and, in Fig. 9, we compare it with a t to the sixth
9
power expression of eq. (16). We notice that in Fig. 8 the t is very poor in the
centre of the distribution where the term in should dominate (i.e. the pure
Gaussian). Some two-thirds of the way down the distributions peak the t is
also not good and a similar situation holds in the tails. However, in Fig. 9, the
last two areas t well and the centre portion is much improved. In Table 5 we
present the best-t values of , , , and in 3D for N = 3, 4, and 6 and in
Table 6 dierences between and for the same values of N. In Table 7 we
display the RMS value of the degerenacy dierences between the model and
the data for the case N = 6 in 3D.
Before such ttings can take place the logarithm of the actual degeneracies and
energies must be found. This is dicult because as N increases the number of
spin states increases dramatically, e.g. for N = 6 the total number of states is
2
6
3
10
65
. We have developed a procedure to overcome this problem within
reasonable computer time which entails the use of what we call n
s
curves.
In this procedure we consider changes to the Ising 3D system where all the
spins are initially up. Then we sample the states with a xed number, n
s
of
spins turned down. Let us suppose the number we sample, for example, is
100 000. Of these, those with a given energy will be a given fraction of the
total sampled, i.e. 100 000. For a xed n
s
, for each energy a fraction of the
total number of states may be determined for that particular energy. In 3D
the total number of states with n
s
spins turned down will be
2
N
3
C
ns
. Each
fraction for each energy obtained for a xed n
s
is then scaled by this factor.
We expect that, provided the number of states sampled is large, we should
obtain reasonable agreement with the actual degeneracies, D(E). In fact, we
have compared with exact degeneracies in 1D, 2D, and 3D where the n
s
curve
procedure works extremely well. Not only this but the area under each curve
is automatically, by construction, exact giving the correct number of states
and it was also shown that the variance is at least 99% of what it should be
in 2D and 3D. The shape of a given ln

D(E) versus E curve for a xed n
s
is
illustrated in Fig. 10 and a complete 3D ln D(E) versus E curve, obtained by
this method, is shown in Fig. 11 for N = 6. When n
s
curves are approximately
parabolic, e.g. when N = 4 each curve, up to 11 spins turned-over, takes the
form A(E B)
2
+ C where
A
1
= 9.21603 + 13.3109n
s
,
B = 30.4169 + 9.06772n
s
,
C = 9.13203 + 1.87626n
s
.
(17)
We see that parameters B and C vary linearly with n
s
as does A
1
. Interest-
ingly, these n
s
curves have mean energies

E(n
s
), which depend on the number
of spins turned down and the size N of the system, in the following ways:
10
in 1D for N > 2

E(n
s
) =
4
N 1
_
_
N
2
_
2

_
n
s

N
2
_
2
_
N (18)
in 2D we have checked numerically for N = 3, 4, and 5 that

E(n
s
) =
8
N
2
1
_
_
_
N
2
2
_
2

_
n
s

N
2
2
_
2
_
_
2N
2
(19)
in 3D for N = 4 we have veried that

E(n
s
) =
12
N
3
1
_
_
_
N
3
2
_
2

_
n
s

N
3
2
_
2
_
_
3N
3
(20)
In eqs. (18), (19), and (20) we see a striking similarity of form when the dimen-
sion is increased from 1D. The factor outside the square brackets is merely 4
the dimension (1, 2, or 3) divided by the size of the spin system minus unity.
The rst term inside each square bracket is the square of the size divided
by two and the second factor is the square of the dierence between n
s
and
the size divided by two. The last factor in each case is clearly the number of
spin pair interactions. Furthermore, for n
s
= N/2 as N ,

E 1 in 1D,

E 2 in 2D, and

E 3 in 3D. This is readily seen, for example in 1D, by
rearranging

E(n
s
) in eq. (18) as

E(n
s
) =
N
N 1

4
N 1
_
n
s

N
2
_
2
(21)
and similarly for 2D and 3D. A fortuitously exact approximation to these
may be obtained if we consider a specic spin pair. There are four distinct
possibilities which may arise. If the rst spin is up, the second can be down,
written , or up, . Similarly, if the rst spin is down, the second may be
up, , or down . Let us write the probabilities of the four possibilities as
P

, P

, P

, and P

. In 1D we may express P

by
P

=
n
s
N

n
s
1
N 1
(22)
where n
s
/N is the probability that the rst spin is down and (n
s
1)/(N 1)
is the probability that the second is down given that the rst spin is down
since there is one less to be down for the second. Similarly,
P

=
N n
s
N

N n
s
1
N 1
, (23)
11
P

=
N n
s
N

n
s
N 1
, and (24)
P

=
n
s
N

N n
s
N 1
. (25)
The energies of the and cases are /4 and conversely, both and
states are +/4. If we navely multiply the mean energy of the single spin
pair by the
1
2
N
NN
N
s
spin pairs we can estimate for the mean energy,

E, of an
n
s
curve,

E =
_
N
NN
2
N
s
_
(P

+ P

)(
1
4

) (26)
which gives exactly eq. (18). The argument is easily generalised in 2D by re-
placing the number of spins, N, in the probabilities with N
2
. Similarly in 3D,
N is replaced by N
3
in the four probabilities. Eqs. (19) and (20) may also be
proved in this way.
7 Critical Behaviour
The aim in this section is to show that critical behaviour and critical tempera-
tures are consistent with the picture we have so far in terms of the degeneracies,
D(E), in 2D and 3D. Our starting point is the standard expression for specic
heat, C
V
, in terms of a statistical average of the square of the energy, namely
C
V
=
1
k
B
T
2
_
E
2
_
(27)
where
_
E
2
_
=
_
E
2

D(E) e
E
dE
_

D(E) e
E
dE
, (28)
= (k
B
T)
1
and T the temperature.
The integrals are over the entire energy distributions, but this innite range
can be truncated to the range of energies with non-zero degeneracies, that is
between 2N
2
/4 and +2N
2
/4 in 2D, 3N
3
/4 and +3N
3
/4 in 3D.
If we denote the minimum allowed energy of the distribution by E
0
then
C
V
=
1
k
B
T
2

ln I(

) (29)
12
where
I(

) = 2
E
0
_
0
exp(E

E
2
+ E
4

E
6
)dE, (30)
and

, , and

are the moduli of the , , and , respectively. Additionally,
this allows us to avoid confusion with = (k
B
T)
1
. We also dene a small
parameter, , to denote proximity to the critical temperature by
=
T T
c
k
B
T
2
c
(31)
so that
=
c
+ k
B
T
c

2
. . . (32)
where
c
= (k
B
T
c
)
1
, T
c
being the critical temperature. We write E = E
0
+x
where x is a shift in energy away from E
0
, which we suppose is close to the
critical energy. For simplicity we drop (k
B
T
2
)
1
in eq. (29) since it is common
to all the integrals and does not contribute to criticality because it only appears
in our expressions as common factors within ratios. We then dene
P =
1
I(

)
I(

. (33)
The component
E
0

E
2
0
+ E
4
0

E
6
0
(34)
and cancel between the numerator and denominator of P and we nd
P

_
0

(E
2
0
+ 2E
0
x + x
2
) exp[(
2
k
B
T
c
)x x
2
]dx
_
0

exp[(
2
k
B
T
c
)x x
2
]dx
(35)
where =

6 E
2
0
+ 15

E
4
0
. We have restricted the integration range to

E
0
= E
0

< x < E
0
so that it is close to the energy region where criticality
occurs, and used the fact that by denition
+ 2E
0

4E
3
0
+ 6E
5
0

=
c
+
2
k
B
T
c
+ 2

E
0
4E
3
0
+ 6E
5
0

= +
2
k
B
T
c
. (36)
13
Here,

is assumed small and close to E
0
. Thus P may be written as
P = E
2
0
2E
0
I
1
I
0

I
2
I
0
(37)
where
I
k
=
0
_

x
k
exp[x x
2
(

6 E
2
0
+ 15

E
4
0
)]dx, (38)
and the small terms in
2
have been dropped. We may examine each of I
0
, I
1
,
and I
2
in turn and drop terms in x
2
and x
2

as they are much smaller than

the term in x
2

. After elementary integration we nd

I
1
=
1
2

exp
_

2
4

_
_
_
_
exp
_
_

+

2

_
2
_
_
exp
_

2
4

_
_
_
_
. (39)
For small

and 0 this is nite. In a similar way, I
2
takes the form
I
2
=
1
_

exp
_

2
4

_
L
2
_
L
1
_
Z
2

3/2
+

2
4

2
_
e
Z
2
dZ (40)
where we have changed variables to Z =
_

(x
1
2
/

) and dened L
1
=
1
2
/
_

and L
2
=
_

+
1
2
/

). The last two terms of eq. (40) clearly 0 as

0 and the rst is nite when

,= 0. Lastly, we examine I
0
which becomes
I
0
=
1
_

exp
_
+
2
/4

_
_
erf
_

_
+

_

exp
_

2
_

exp
_

2
/4

_
_
_
. (41)
In the thermodynamic limit as N ,

0, so when 0, I
0
may
become close to zero and we have critical behaviour. Restoring the minus sign
taken out of eq. (29), dividing by = x, dening A =

and B =
_

,
and assuming that exp(+
2
/4

) is close to one, we dene F

1
= I
0
/ which
becomes
F
1
=
1
B
2

_
exp
_
x
2
4B
2
_
exp
_
A
2
_
_

erf(A)
Bx
(42)
14
which we compare with F
2
= (ln )/ in Fig. 12. Clearly F
1
and F
2
become
virtually identical as 0 conrming the possibility of the logarithmic sin-
gularity in the specic heat via the ln dependence in F
1
close to criticality in
2D which is well known. However, as we have determined

in a number of 2D
cases and provided a possible formula for higher values of N, namely eq. (15),
so in principle, B is known in eq. (42). Hence, by tting carefully to (ln )/,
we may determine

which indicates how far the critical energy is away from
the critical region.
To nd specic critical temperatures we go back to eq. (30). We may consider
critical behaviour to occur outside the central Gaussian part of the

D(E)
distribution so we divide I(

) into two parts, one near the centre of the distri-

bution, which we designate as noncritical and write I
NC
, and the other near
to the tails we express by I
C
. Thus
I
_

_
= I
NC
+ I
C
(43)
where
I
NC
= 2
E
0
/2
_
0
e
f(E)
dE, (44)
and
I
C
= 2
E
0
_
E
0
/2
e
f(E)
dE, (45)
and
f(E) = E

E
2
+ E
4

E
6
. (46)
In eq. (44) we have tentatively assumed that the critical region is somewhere
between E
0
and E
0
/2 and we show this later with specic calculations. Ex-
panding f(E) about E
0
in a Taylor series and retaining only terms up to order
E E
0
we readily nd
I
C

2C(E
0
)
f

(E
0
)
_
exp(E
0
f

(E
0
)) exp
_
1
2
E
0
f

(E
0
)
__
(47)
where
C(E
0
) = exp [f(E
0
) E
0
f

(E
0
)] (48)
15
and f

(E) indicates a derivative with respect to energy. Hence the factor

ln I
C
(

) in eq. (29) with I(

) I
C
(

), since we are only interested in

the particular temperature of criticality, becomes

ln I
C
=

_
ln C(E
0
) ln f

(E
0
) + ln
_
e
E
0
f

(E
0
)
_
1 e
1
2
E
0
f

(E
0
)
___
=

_
f(E
0
) E
0
f

(E
0
) ln f

(E
0
) + E
0
f

(E
0
) + ln
_
1 e
1
2
E
0
f

(E
0
)
__
(49)
After a little algebra eq. (49) reduces to

ln I
C
= E
2
0
+
2E
0
f

(E
0
)
+
E
2
0
exp[
1
2
E
0
f

(E
0
)]
1 exp[
1
2
E
0
f

(E
0
)]
(50)
The condition for criticality from eq. (50) is clearly f

(E
0
) = 0. We may now
consider the 2D and 3D cases in turn once the asymptotic behaviour of several
key parameters has been established.
According to eq. (15)

N
2
and N
6
in the 2D case. One can look
upon this in a dierent way, in that in 2D each term of +

E
2
+ E
4
scales
with large N in the same way, namely as E scales as N
2
. (The extrema of the
distributions are 2N
2
/4 for even N.)
In 3D, the corresponding expression, +

E
2
+ E
4
+

E
6
, has terms that
scale as N
3
for large N, with

N
3
, N
9
, and

N
15
.
In the 2D case

= 0, i.e. there is no sixth power of energy appearing in the
exponent of

D(E), so that
f(E) =

E
2
+ E
4
E (51)
and hence
=
C
= [ 2

E + 4 E
3
[
= value of at criticality
(52)
For very large N we may use the relations in eq. (15) for and so that
k
B
T
C
=
1
C
= [ 2

E + 4 E
3
[
1
(53)
when E is close to 2N
2
.
16
Evaluating the condition
d
dE
(k
B
T
c
) = 0 with E =
_

/(6 ) in 2D yields,
taking the values of

and for the largest N from Table 2, k
B
T
c
= 2.07 ,
a value very close to the Onsager result. Using eq. (15) in the same context
gives T
c
= 2.02 /k
B
which is independent of N, as it should be.
Our result in eq. (53) compares favourably with the celebrated Onsager result
(within 10 % of the exact result) in spite of relying on a very simple expansion.
Undoubtedly carrying the procedure to a higher order would produce a still
closer result. Moreover, we have obtained a logarithmic singularity for the
specic heat in a rather straightforward manner.
For 3D, the corresponding procedure yields the condition
k
B
T
c
= (2

E + 4 E
3
+ 6

E
5
)
1
(54)
with
E =
12
_
144
2
240

60

(55)
Making appropriate substitutions, we nd using our method that for large N,
the critical temperature in 3D is 4.11 /k
B
.
8 Discussion and Summary
The Ising model has provided a rich source for the study of phase transitions
and critical phenomena over close to a century. Its apparent simplicity and
elegance belied a mineeld of mathematical challenges. Its three-dimensional
implementation has not been solved analytically to this day. In this paper we
have attempted to nd manageable analytical expressions for energies, degen-
eracies, and partition functions of Ising lattices of arbitrary size in two and
three dimensions. We have only considered square lattices in two dimensions
and cubic lattices in three dimensions assuming periodic boundary conditions
in both cases. The formulas for the energies we have obtained are exact and
expressed as multiples of . When the size of the lattice, N, is even the dis-
tribution of energies is symmetrical about its maximum, but is not Gaussian
except for the central portion. We nd in 2D that a quartic energy dependence
enters the exponent with the opposite sign to the quadratic term. The energies
dier initially by 2 and then in steps of until the other tail end, where
the energy changes by 2 again. For N odd, the distribution is not symmet-
rical but nevertheless still contains a positive quartic energy component in
the associated exponential. Energies on the low energy side of the distribution
17
initially change by 2 units and thereafter by (with no subsequent drop
on the high energy side of 2).
In three dimensions with N even (N
3
sites) the degeneracy distribution is
again symmetrical. However, a proper t requires the addition of a negative
sixth power exponent in addition to a quartic and quadratic energy depen-
dence. Thus the signs of the contributions alternate, beginning with a negative
quadratic. Furthermore, on the lower energy tail energies change by 3 rst,
then 2 and then subsequently change in units until, at the high energy tail
there are changes of 2 units and 3 units. However, if N is odd in 3D the
distribution is again asymmetric, with the low energy tail changes the same
as for N even, but no large gaps on the high energy side of the curve.
In principle our formula for energy degeneracy distributions allows us to cal-
culate the partition function of an arbitrary size lattice is 2 and 3 dimensions.
This may require the use of non-Gaussian integration techniques [26] involving
integrals of the type
I

k
(a, b) =

_
0
x
2k1
exp(ax
4k
bx
2k
) dx
=(2k)
1
(2a)
/2
() exp
_
b
2
8a
_
D

_
b

2a
_
(56)
where D

are parabolic cylinder functions. This may be applied to calculate

E
2
) of eq. (27) with the general expression for

D(E) in eq. (16) together with
a convergent polynomial series expansion for the sixth power term in the
exponential. Hence, for an arbitrary n-th moment of the distribution,
E
n
) =
_
E
n
exp(E

E
2
+ E
4

E
6
) dE
_
exp(E

E
2
+ E
4

E
6
) dE
, (57)
we can follow the methodology outlined in Tuszy nski et al. [26].
In addition to a general method this paper has provided a specic test of
the methods validity, especially in the particularly challenging area in the
vicinity of the critical point. Using the relatively simple evaluation technique
of incorporating only the tail end of the density function in the central regime it
has been demonstrated that the 2D specic heat, C
V
, develops a logarithmic
divergence with respect to the reduced critical temperature. Moreover the
rst estimate of the critical temperature, in this case, was within 10 % of the
exact value and the inclusion of further terms would undoubted improve the
agreement.
18
9 Acknowledgments
This project was supported by funding from NSERC and MITACS. One of
the authors (JMD) expresses his gratitude for the hospitality and kindness of
the faculty and sta of the Department of Physics at the University of Alberta
during his sabbatical leave in Edmonton.
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[3] K. Huang, Statistical Mechanics, Wiley, New York, 1987.
[4] J. M. Dixon, J. A. Tuszy nski, P. Clarkson, From Nonlinearity to Coherance,
Universal Features of Nonlinear Beahaviour in Many-Body Physics, Clarenton
Press, 1997.
[5] H. A. Kramers, G. H. Wannier, Statistics of the two-dimensional ferromagnet.
Part I, Phys. Rev. 60 (3) (1941) 252262.
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expansions for the spin-
1
2
Heisenberg model by the method of irreducible
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ferromagnet near T = 0, Phys. Rev. B 27 (5) (1983) 31083110.
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one-dimensional spin-S xxz model. II. high precision calculations for S =
1
2
, J.
Phys. A 18 (16) (1985) 31893203.
19
[13] P. Schlottmann, Low-temperature behavior of the S =
1
2
ferromagnetic
Heisenberg chain, Phys. Rev. B 33 (7) (1986) 48804886.
[14] M. Takahashi, M. Yamada, Critical behavior of spin-
1
2
one-dimensional
Heisenberg ferromagnet at low temperatures, J. Phys. Soc. Japan 55 (6) (1986)
20242036.
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of the ferromagnetic Ising model, Phys. Rev. B 22 (7) (1980) 32883293.
[16] H. Stanley, Intrudaction to Phase Trasitions and Critical Phenomena,
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York, 1976.
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Curr. Opin. Struct. Biol. 11 (2) (2001) 212216.
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20
Fig. 1. Chequer-board patterns. spin site; spin up; spin down. A) N = 3, 5, 7
B) N = 4, 6, 8
21
Fig. 2. A 2D plot of D(E), in units of 510
17
, versus E for N = 8 showing a central
Gaussian shape with very at wings. () actual data; () Gaussian t.
Fig. 3. A 2D plot of ln D(E) versus E for N = 8. () actual data; () central
parabola obtained if D(E) versus E where Gaussian.
22
Fig. 4. A 2D t to data points for a plot of ln D(E) versus E for N = 6. () actual
data; () least squares t.
Fig. 5. A 2D t to data points for a plot of ln D(E) versus E for N = 8. () actual
data; () least squares t.
23
Fig. 6. A 2D t to data points for a plot of ln D(E) versus E for N = 10. () actual
data; () least squares t.
Fig. 7. A 2D t to data points for a plot of ln D(E) versus E for N = 16. () actual
data; () least squares t.
24
Fig. 8. A least squares t (line) of 3D degeneracy data (dots) to the quartic expres-
sion ln D(E) = +E
2
+E
4
versus E for N = 4 showing poor t at the centre.
( = 41.0343, = 0.00172779, = +1.873 10
8
)
Fig. 9. A least squares t (line) of 3D degeneracy data (dots) to the sixth power
form ln D(E) = + E
2
+ E
4
+ E
6
versus E for N = 4. ( = 41.7412,
= 0.00221899, = +5.87478 10
8
, = 7.92728 10
13
)
25
Fig. 10. An illustration of the n
s
-curve method for N = 4 in 3D. We show portions
of the 3 curves for n
s
= 5, 7, and 11.
Fig. 11. A complete 3D t (line) to data points (dots) for ln D(E) versus E, using
the n
s
-curve method, for N=6.
26
Fig. 12. A) plot of the function F
1
, see eq. (42), versus x and the function F
2
= ln x/x
for A = 45.2446, B = 0.22604. B) As in part A, but with dierent scales on the
coordinate axes.
27
N 2 Dimensions 3 Dimensions

2
2N Error %
2
2N Error %
2 16.011 8 100.13 47.884 24 99.52
3 18.000 18 0.0014 81.056 81 0.069
4 31.964 32 0.11 192.070 192 0.036
5 49.974 50 0.053 375.318 375 0.085
6 72.040 72 0.055 646.902 648 0.17
7 98.093 98 0.095 1 030.044 1 029 0.10
8 128.104 128 0.081 1 535.339 1 536 0.043
9 162.144 162 0.089 2 186.985 2 187 0.000 67
10 200.093 200 0.047 3 003.016 3 000 0.10
11 241.877 242 0.051 3 990.177 3 993 0.071
12 287.871 288 0.045 5 169.494 5 184 0.28
13 337.266 338 0.21 6 577.363 6 591 0.21
14 391.520 392 0.12 8 224.661 8 232 0.089
15 450.087 450 0.019 10 121.187 10 125 0.038
16 513.271 512 0.25 12 309.085 12 288 0.17
17 579.738 578 0.30 14 734.258 14 739 0.032
18 646.571 648 0.22 17 494.118 17 496 0.011
19 720.995 722 0.14 20 588.168 20 577 0.054
Table 1
Calculations of approximate variances for the degeneracy distributions in 2D and
3D for N = 2 through 19. Percentage errors are between
2
and 2N
2
in 2D and w
2
and 3N
3
in 3D. Each estimate is based on 10
6
random samples.
28
N
4 9.71229 1.5607810
2
6.7295610
6
6 23.0990 6.5249310
3
4.3747510
7
8 42.0658 3.5528610
3
6.5596810
8
10 66.5968 2.2386510
3
1.5707910
8
16 173.408 8.5973710
4
8.4109110
10
32 700.841 2.1294210
4
1.2219210
11
Table 2
Values of the parameters , and in ln D(E) = +E
2
+E
4
for the t to the
ln D(E) distribution in 2D for N = 4, 6, 8, 10, 16, and 32.
N

100 %
4 9.71229 9.82484 1.14556
6 23.0990 23.2823 0.78729
8 42.0658 42.4027 0.794637
10 66.5968 67.1329 0.798561
16 173.408 174.794 0.792834
32 700.841 706.438 0.792225
Table 3
Comparison of with = ln(2
N
2
+1
/

N) in eq. (14) for N = 4, 6, 8, 10, 16, and

32 in 2D.
N RMS Total Degeneracy Dierence
4 0.0656 9.71229
6 0.0403 23.0990
8 0.0420 42.0658
10 0.0500 66.5968
16 0.0791 173.408
32 0.1609 700.841
Table 4
Estimate of errors to tting ln D(E) versus E in 2D. Root-mean square (RMS)
where RMS =
_

i
(x
i
x
i
)
1/2
_
2
/N
0
. x
i
tted log degeneracy, x
i
data log
degeneracy, N
0
total number of data points.
29
N
3 16.8377 6.02093 10
3
+1.12708 10
6
8.92867 10
11
4 41.7412 2.21899 10
3
+5.87478 10
8
7.92728 10
13
6 145.659 6.49072 10
4
+1.49938 10
9
1.85000 10
15
6 145.112 6.3841 10
4
+1.44836 10
9
1.77912 10
15
Table 5
Parameters , , , and to t D(E) = +E
2
+E
4
+E
6
to ln D(E) function
in 3D for N = 3, 4, and 6. Two similar ts are given for N = 6.
N

100 %
3 16.8377 16.9851 0.875416
4 41.7412 42.2000 1.09915
6 145.659 146.950 0.886317
Table 6
Values of and in 3D for N = 3, 4, and 6 with percentage errors.
N RMS Total Degeneracy Dierence
6 0.00670 145.659
Table 7
Estimate of errors to tting ln D(E) versus E in 3D for N=6. Root-mean square
(RMS) where RMS =
_

i
(x
i
x
i
)
1/2
_
2
/N
0
. x
i
tted log degeneracy, x
i
data
log degeneracy, N
0
total number of data points.
30