INTRODUCTION TO

PHASE TRANSITIONS
AND CRITICAL
PHENOMENA

BY
H. EUGENE STANLEY
Boston University

OXFORD UNIVERSITY PRESS

New York Oxford
 CONTENTS
NOTATION GUIDE xv
PART I

INTRODUCTION

1. WHAT ARE T H E CRITICAL PHENOMENA? A SURVEY

OF SOME BASIC RESULTS 1
1.1. Classical era of critical phenomena 1
1.2. Modern era of critical phenomena 9
1.3. Phase transitions in other systems 18
2. USEFUL THERMODYNAMIC RELATIONS FOR F L U I D
AND MAGNETIC SYSTEMS 22
2.1. The thermodynamic state functions U, E, O, and A 22
2.2. Differential relations for the state functions: the thermodynamic
square 23
2.3. Two basic response functions: the specific heat and the com-
pressibility 25
2.4. Stability and convexity relations 28
2.5. Geometrical interpretation of the Gibbs and Helmholtz
potentials 30
2.6. Analogies between fluids and magnets 32
2.7. The thermodynamic state functions for a magnetic system 33
2.8. Differential relations and the thermodynamic square for mag-
netic state functions 33
2.9. Magnetic response functions: specific heat and susceptibility 35
2.10. Convexity relations for magnetic systems 36
2.11. Geometrical interpretations of the thermodynamic potentials for
a magnetic system 37

PABT II

CRITICAL-POINT E X P O N E N T S AND RIGOROUS

RELATIONS AMONG THEM
3. CRITICAL-POINT E X P O N E N T S 39
3.1. Definition of a critical-point exponent 39
3.2. The critical-point exponents a, j8, y, 8, v, and rj 42
3.3. Numerical values of critical-point exponents 46
3.4. The exponents A and 6 49
3.5. Useful relations among critical-point exponents , 51
xii CONTENTS

4. E X P O N E N T I N E Q U A L I T I E S
4.1. The Rushbrooke and Coopersmith inequalities 53
4.2. The Griffiths inequality 56
4.3. More inequalities 60
PART ill

CLASSICAL T H E O R I E S OF C O O P E R A T I V E PHENOMENA
5. T H E VAN D E R WAALS T H E O R Y OF L I Q U I D - G A S
PHASE TRANSITIONS 67
5.1. Heuristic derivation of the van der Waals equation of state 67
5.2. van der Waals isotherms and the Maxwell construction 69
5.3. The van der Waals critical point 71
5.4. The law of corresponding states 72
5.5. Critical-point exponents for the van der Waals theory 74
5.6. The van der Waals equation of state as a mean field theory 76
6. T H E MEAN F I E L D T H E O R Y OF MAGNETIC P H A S E
TRANSITIONS 79
6.1. The non-interacting magnetic system 80
6.2. The assumption of an effective molecular field 82
6.3. Critical-point exponents for the mean field theory 84
6.4. The mean field theory as an approximation for the Heisenberg
model 89
6.5. Equivalence of the mean field theory and an infinite interaction
range 91
7. T H E P A I R C O R R E L A T I O N F U N C T I O N AND T H E
ORNSTEIN-ZERNIKE THEORY 94
7.1. The density-density correlation function for a fluid system 94
7.2. Relation between density fluctuations, the isothermal com-
pressibility, and the density-density correlation function 96
7.3. The structure factor: relation between the pair correlation
function and the scattering of electromagnetic radiation 98
7.4. Ornstein-Zernike theory of the scattering amplitude 100
7.5. Further developments of the Ornstein-Zernike theory 106

PART IV
MODELS OF F L U I D AND MAGNETIC P H A S E
TRANSITIONS
8. R E S U L T S P R O V I D E D BY E X A C T SOLUTION OF
MODEL SYSTEMS 109
8.1. A model Hamiltonian for a classical spin system: the generalized
Heisenberg model 110
8.2. Exact solution of the case d = 1, D = 1, H = 0: The linear
chain Ising model in the absence of an external magnetic field 115
8.3. The linear chain of arbitrary dimensional spins in zero magnetic
field 124
8.4. The spherical model as the limit of infinite spin dimensionality 128
 CONTENTS xih

8.5. The transfer matrix method: application to the d = 1 Ising

model in a magnetic field 131
9. R E S U L T S O B T A I N E D FROM MODEL SYSTEMS BY
A P P R O X I M A T I O N METHODS 134
9.1. Successive approximation concept 135
9.2. Series expansion methods 136
9.3. Calculation of the coefficients in the high-temperature expansion
of the partition function 138
9.4. Calculation of the coefficients in the high-temperature expansion
of the two-spin correlation function 145
9.5. Physical interpretation of the terms in the high-temperature
expansion of the correlation function 148
9.6. Extrapolation procedures for estimating the limiting behaviour
of a power series from the behaviour of its first few terms 152
9.7. Pade approximants and transformation methods 158
9.8. Conclusions 164
PAST V

PHENOMENOLOGICAL T H E O R I E S OF P H A S E
TRANSITIONS
10. LANDAU'S CLASSIC T H E O R Y OF E X P O N E N T S 167
10.1. Expansions about the critical point 167
10.2. Assumptions of the Landau theory 168
10.3. Critical-point predictions of the Landau theory 170
10.4. Critique of the Landau theory 172
11. SCALING LAW H Y P O T H E S I S F O R THERMODYNAMIC
FUNCTIONS 175
11.1. Homogeneous functions of one or more variables 176
11.2. Static scaling hypothesis 181
11.3. Predicted relations among the critical-point exponents 182
11.4. Magnetic equation of state: scaled magnetization and scaled
magnetic field 185
12. SCALING OF T H E STATIC C O R R E L A T I O N F U N C T I O N S 191
12.1. The Kadanoff construction 191
12:2. Application to the pair correlation function 194
12.3. Alternative methods of obtaining the correlation function
scaling relations 197
:
12.4. Comparison with model calculations 199

PART VI

DYNAMIC ASPECTS OF CRITICAL PHENOMENA

13. INTRODUCTION TO DYNAMIC CRITICAL
PHENOMENA I N F L U I D SYSTEMS 202
13.1. : Critical^poirit exponents for transport coefficients 203
13.2. Time-dependent correlation functions and the dynamic structure
factor 5"(q, u>) 204
xiv CONTENTS
13.3. Relation between the dynamic structure factor and light-
scattering experiments 205
13.4. Predictions of hydrodynamics for the spectrum of the scattered
radiation 210
13.5. Predictions of hydrodynamics near the critical point 214
14. MEASUREMENTS OF THE DYNAMIC STRUCTURE
FACTOR FOR F L U I D SYSTEMS 217
14.1. Time-dependent density fluctuations 217
14.2. Optical mixing spectroscopy 218
14.3. Measurements of the Rayleigh linewidth 219
14.4. Corrections to the hydrodynamic theory of the Rayleigh linewidth 225
14.5. Measurements of the Brillouin peak: velocity and attenuation of
hypersonic sound waves 228
15. DYNAMIC SCALING LAWS AND T H E MODE-MODE
COUPLING APPROXIMATION 233
15.1. Dynamic scaling hypothesis 233
15.2. Predictions of the restricted dynamic scaling hypothesis for
fluid systems 236
15.3. Predictions of extended dynamic scaling for fluid systems 238
15.4. Evidence supporting the dynamic scaling hypothesis provided by
magnetic systems 240
15.5. Spirit of the mode-mode coupling approach 246
15.6. Predictions of the mode-mode coupling approximation 249
15.7. Application of the mode-mode coupling approach to the inter-
pretation of experimental results on fluids 254
15.8. Applications of the mode-mode coupling approach to other
systems 259
APPENDIX A. The lattice-gas model of a fluid system 260
APPENDIX B. Exact solution of the zero-field Ising model for a two-
dimensional lattice 265
APPENDIX C. Geometric interpretation of the static scaling hypothe-
sis for thermodynamic potentials 272
APPENDIX D. The dynamic structure factor in the hydrodynamic,
limit 275
APPENDIX E. Model systems useful in the study of time-dependent
cooperative phenomena: the Glauber model 280
APPENDIX F. Two-dimensional ferroelectric and antiferroelectric
models 287
BIBLIOGRAPHY 290
AUTHOR INDEX 301
SUBJECT INDEX 305