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Ising Model and Graphical Expansions

The course begins with a model that looks almost embarrassingly simple: at each lattice site there is one spin, and each spin can only point up or down. Yet the Ising model already contains a large fraction of the conceptual machinery of modern quantum field theory: symmetry, order parameters, correlation length, domain walls, duality, continuum limits, and sums over fluctuating geometrical objects.

The first goal is not to solve the Ising model. The first goal is to learn how to rewrite it. In one rewriting, the partition function becomes a gas of closed loops. In another, it becomes a gas of domain walls. These are not metaphors; they are exact finite-lattice expansions. The high-temperature expansion counts closed even subgraphs. The low-temperature expansion counts interfaces separating ordered domains. Near a phase transition, these objects fluctuate on all length scales, and the continuum description becomes a field theory.

Required background. Partition functions and thermodynamic response supplies the Boltzmann ensemble and thermodynamic-limit language used below.

Helpful background. Correlations, susceptibilities, and correlation lengths reviews connected correlators and correlation lengths.

Ferromagnetic spins and their two graphical expansions

Section titled “Ferromagnetic spins and their two graphical expansions”

Let Λ\Lambda be a finite graph, usually a square lattice in two dimensions or a cubic lattice in dd dimensions. A spin configuration is an assignment

σ:Λ{+1,1}.\sigma:\Lambda\to\{+1,-1\}.

For every nearest-neighbor bond ij\langle ij\rangle, the product σiσj\sigma_i\sigma_j is +1+1 if the spins agree and 1-1 if they disagree. Since the Hamiltonian is

H=Jijσiσj,H=-J\sum_{\langle ij\rangle}\sigma_i\sigma_j,

as fixed by the course convention. Write NsN_s for the number of sites and NbN_b for the number of nearest-neighbor bonds.

parallel spins have lower energy than antiparallel spins. The two uniform configurations,

σi=+1for all i,σi=1for all i,\sigma_i=+1\quad\text{for all }i, \qquad \sigma_i=-1\quad\text{for all }i,

are the two ground states. They are exchanged by the global Z2\mathbb Z_2 symmetry

σiσi.\sigma_i\mapsto -\sigma_i.

At high temperature, entropy dominates and the symmetry is unbroken: typical configurations have many sign changes, and the thermal expectation value of a spin is zero. At sufficiently low temperature in d2d\ge 2, large regions can choose one of the two ground states and stay ordered in the thermodynamic limit. The magnetization

m=limh0+limΛ1Λiσihm=\lim_{h\to0^+}\lim_{|\Lambda|\to\infty}{1\over |\Lambda|} \sum_i \langle \sigma_i\rangle_h

can be nonzero. Here h=βHh=\beta H is the dimensionless uniform magnetic field. It selects the ++ phase before the infinite-volume limit; without that order of limits, a finite system with exact Z2\mathbb Z_2 symmetry has σi=0\langle \sigma_i\rangle=0.

This is the first recurring lesson of the course: spontaneous symmetry breaking is not a property of one finite configuration. It is a property of a thermodynamic limit.

The partition function can be written as a product over bonds:

Z(K)={σ}ijeKσiσj.Z(K)=\sum_{\{\sigma\}}\prod_{\langle ij\rangle} e^{K\sigma_i\sigma_j}.

The elementary identity is

eKσiσj=coshK+σiσjsinhK=coshK(1+vσiσj),v=tanhK.e^{K\sigma_i\sigma_j} =\cosh K+\sigma_i\sigma_j\sinh K =\cosh K\left(1+v\sigma_i\sigma_j\right), \qquad v=\tanh K.

This identity is exact because σiσj=±1\sigma_i\sigma_j=\pm1. Substituting it into the partition function gives

Z(K)=(coshK)Nb{σ}ij(1+vσiσj).Z(K)=(\cosh K)^{N_b} \sum_{\{\sigma\}} \prod_{\langle ij\rangle} \left(1+v\sigma_i\sigma_j\right).

Now expand the product. For each bond, choose either the 11 term or the vσiσjv\sigma_i\sigma_j term. Thus a term in the expansion is specified by a subset AA of occupied bonds:

ij(1+vσiσj)=AEvAijAσiσj,\prod_{\langle ij\rangle} \left(1+v\sigma_i\sigma_j\right) =\sum_{A\subset E} v^{|A|} \prod_{\langle ij\rangle\in A}\sigma_i\sigma_j,

where EE is the set of nearest-neighbor bonds and A|A| is the number of occupied bonds.

The spin product can be regrouped site by site. If dA(i)d_A(i) is the number of occupied bonds incident on site ii, then

ijAσiσj=iσidA(i).\prod_{\langle ij\rangle\in A}\sigma_i\sigma_j =\prod_i \sigma_i^{d_A(i)}.

The sum over a single spin is

σi=±1σin={2,n even,0,n odd.\sum_{\sigma_i=\pm1}\sigma_i^n = \begin{cases} 2, & n\text{ even},\\ 0, & n\text{ odd}. \end{cases}

Therefore the only subsets AA that survive the spin sum are those for which every site has even occupied degree. In mod-2 language, AA has no boundary:

A=0.\partial A=0.

The exact high-temperature expansion is

Z(K)=2Ns(coshK)NbA:A=0vA,v=tanhK.\boxed{ Z(K)=2^{N_s}(\cosh K)^{N_b} \sum_{A:\partial A=0} v^{|A|}, \qquad v=\tanh K. }

On the square lattice, an even subgraph is a collection of closed polygonal loops, possibly with intersections or disconnected components. At a degree-four vertex, its decomposition into individual loops is not unique, but the occupied edge set is unambiguous. On a finite lattice with periodic boundary conditions, even subgraphs can also carry nontrivial winding around the torus.

Closed even subgraphs in the high-temperature expansion of the Ising model

In the high-temperature expansion, every selected bond contributes a factor v=tanhKv=\tanh K. The spin sum kills any graph with an odd number of selected bonds incident on some site. The surviving graphs are closed even subgraphs, which are loop configurations on a square lattice.

The name “high-temperature expansion” comes from the fact that v=tanhKv=\tanh K is small when K=βJK=\beta J is small. The leading term is the empty graph,

Z(K)=2Ns(coshK)Nb(1+small loops+).Z(K)=2^{N_s}(\cosh K)^{N_b} \left(1+\text{small loops}+\cdots\right).

For a simply connected square lattice, the smallest local loop is a plaquette of length 44, so the first local correction is of order v4v^4. On a small torus, winding loops are additional finite-size contributions.

The crucial point is that this expansion is not a perturbation expansion in a continuum coupling. It is an exact combinatorial identity, followed by a useful approximation when vv is small. The objects being counted are geometrical: closed loops on the lattice.

The same expansion gives a clean interpretation of spin correlation functions. Consider two spins at sites xx and yy:

σxσy=1Z{σ}σxσyijeKσiσj.\langle \sigma_x\sigma_y\rangle ={1\over Z} \sum_{\{\sigma\}}\sigma_x\sigma_y \prod_{\langle ij\rangle} e^{K\sigma_i\sigma_j}.

Repeating the high-temperature expansion gives

σxσy=A:A={x,y}vAA:A=0vA.\langle \sigma_x\sigma_y\rangle = { \sum_{A:\partial A=\{x,y\}} v^{|A|} \over \sum_{A:\partial A=0} v^{|A|} }.

The numerator is no longer a sum over closed graphs. Because of the extra insertion σxσy\sigma_x\sigma_y, the surviving graphs must have odd degree at xx and yy, and even degree everywhere else. Thus AA contains an open path from xx to yy, possibly decorated by closed loops.

This is the first appearance of a pattern that will recur repeatedly:

partition functionclosed objects,\text{partition function}\quad \leftrightarrow \quad \text{closed objects},

while

correlator with insertionsobjects ending on the insertions.\text{correlator with insertions}\quad \leftrightarrow \quad \text{objects ending on the insertions}.

At high temperature, the leading contribution to σxσy\langle \sigma_x\sigma_y\rangle comes from shortest paths connecting xx and yy. If r=xy1r=|x-y|_1 is the Manhattan distance on the square lattice, then

σxσyNpaths(x,y)(tanhK)r+,\langle \sigma_x\sigma_y\rangle \sim N_{\text{paths}}(x,y) (\tanh K)^r+\cdots,

where Npaths(x,y)N_{\text{paths}}(x,y) counts shortest lattice paths. Along a lattice axis this multiplicity is one, and at strictly leading order as K0K\to0,

(tanhK)r=er/ξHT,ξaxis1=log(tanhK)+O((tanhK)2).(\tanh K)^r=e^{-r/\xi_{\text{HT}}}, \qquad \xi_{\text{axis}}^{-1}=-\log(\tanh K)+O\big((\tanh K)^2\big).

For other directions, the exponential growth of the number of paths modifies the numerical inverse correlation length. The robust conclusion is that sufficiently high temperature has a finite correlation length; the exact correlation length near criticality requires summing graphs of all sizes.

The exact correlation length near criticality is not given by this first term; near the transition, loops of all sizes contribute. But the leading high-temperature term correctly teaches the physical mechanism: correlations are carried by paths, and the path tension is set by logtanhK-\log\tanh K.

The low-temperature expansion starts from the opposite limit. When KK is large, the dominant configurations are close to one of the two ordered ground states. Let us first impose ++ boundary conditions, so the system is forced to be in the ++ phase near the boundary. A configuration with some flipped spins contains islands of - spins inside a sea of ++ spins.

Every bond joining unlike spins is broken. If L(C)L(\mathcal C) is the number of broken bonds, then

ijσiσj=Nb2L(C).\sum_{\langle ij\rangle}\sigma_i\sigma_j =N_b-2L(\mathcal C).

Indeed, each satisfied bond contributes +1+1, while each broken bond contributes 1-1; replacing a satisfied bond by a broken one changes the sum by 2-2. Therefore

eKijσiσj=eKNbe2KL(C).e^{K\sum_{\langle ij\rangle}\sigma_i\sigma_j} =e^{K N_b}e^{-2K L(\mathcal C)}.

On the square lattice, broken bonds are crossed by closed contours on the dual lattice. These contours are the domain walls separating ++ and - domains. With ++ boundary conditions, the low-temperature expansion is

Z+(K)=eKNbCe2KL(C).\boxed{ Z_+(K)=e^{K N_b} \sum_{\mathcal C} e^{-2K L(\mathcal C)}. }

Here C\mathcal C is the occupied dual-edge set separating opposite spins. It has even degree at every interior dual vertex; choosing how to pair four edges at an intersection is only a drawing convention. With periodic boundary conditions, every compatible wall set has a globally reversed partner, but the wall set must be trivial in Z2\mathbb Z_2 homology. With free boundary conditions, interfaces may end on the boundary. Thus the displayed closed-contour formula is specifically the clean ++-boundary version.

Domain walls in the low-temperature expansion of the Ising model

In the low-temperature expansion, the elementary excitation is a domain wall. Each broken bond costs energy 2J2J, so a contour configuration C\mathcal C has Boltzmann weight e2KL(C)e^{-2K L(\mathcal C)}, where L(C)L(\mathcal C) is the total contour length.

The low-temperature expansion is again an exact geometrical rewriting, not merely a picture. Its small parameter is

e2K=e2βJ,e^{-2K}=e^{-2\beta J},

which is the Boltzmann weight for one broken bond. At very low temperature, long contours are suppressed.

For a single droplet, the energy cost is proportional to its boundary length, not its area:

ΔH=2JL.\Delta H=2J L.

This distinction is important. Flipping a compact region of AA spins does not cost energy proportional to AA; it costs energy proportional to the size of the interface. The system resists domain formation by surface tension.

Energy, entropy, and the Peierls intuition

Section titled “Energy, entropy, and the Peierls intuition”

If only energy mattered, the ordered phase at low temperature would be obvious: long domain walls cost 2KL2K L in the exponent. But statistical mechanics is never only energy. There are many possible loops of a given length. If the number of loops of length LL grows like

N(L)esL,N(L)\sim e^{sL},

then the total contribution of loops of length LL behaves roughly like

N(L)e2KLe(2Ks)L.N(L)e^{-2KL}\sim e^{-(2K-s)L}.

The constant ss is an entropy per unit length. Large loops are suppressed if

2K>s.2K>s.

They proliferate if the entropic gain overwhelms the energetic cost. This single-parameter estimate is heuristic: the entropy density depends on which contours are counted and on their interactions, so 2K=s2K=s is not an exact determination of KcK_c.

Energy–entropy competition for Ising domain walls

A domain wall of length LL has energy cost 2KL2K L in the Boltzmann exponent, but the number of possible walls grows exponentially with LL. In the dilute-wall estimate, the effective tension is 2Ks2K-s; its zero is only a heuristic threshold, not the exact critical coupling.

This is the basic Peierls argument. Fix a local rule for resolving any degree-four meeting into non-self-intersecting contours, and impose ++ boundary conditions. If the spin at the origin is -, then at least one resolved contour surrounds the origin. Hence

P(σ0=1)γ surrounds 0e2Kγ.\mathbb P(\sigma_0=-1) \le \sum_{\gamma\text{ surrounds }0} e^{-2K|\gamma|}.

On the square lattice, the number of contours of length LL surrounding a fixed point can be bounded by CL3LC L3^L. The polynomial factor accounts for choosing a marked crossing or starting edge; after that choice, there are at most three non-backtracking continuations at each step. Therefore

P(σ0=1)CL4L3Le2KL.\mathbb P(\sigma_0=-1) \le C\sum_{L\ge 4} L\,3^L e^{-2KL}.

For sufficiently large KK, this series is small. Then

σ0+=12P(σ0=1)>0.\langle \sigma_0\rangle_+ =1-2\mathbb P(\sigma_0=-1)>0.

This proves the existence of a low-temperature ordered phase in two dimensions. The proof is deliberately rough; it does not locate the exact critical point. Its virtue is conceptual: it shows why a finite-temperature phase transition is possible. Domain walls have a tension, and in d2d\ge2 the cost of a large droplet grows with its boundary.

The one-dimensional Ising model is the best warning against overinterpreting finite domains. Consider an open chain of NN spins:

H=Ji=1N1σiσi+1.H=-J\sum_{i=1}^{N-1}\sigma_i\sigma_{i+1}.

A domain wall is now just a point: a bond across which the spin changes sign. If there are nn domain walls, then

H=J(N1)+2Jn.H=-J(N-1)+2Jn.

The partition function is exactly

ZN=2eK(N1)n=0N1(N1n)e2Kn=2eK(N1)(1+e2K)N1.Z_N =2e^{K(N-1)} \sum_{n=0}^{N-1}{N-1\choose n}e^{-2Kn} =2e^{K(N-1)}(1+e^{-2K})^{N-1}.

Equivalently,

ZN=2(2coshK)N1.Z_N=2(2\cosh K)^{N-1}.

At any finite KK, the density of domain walls is nonzero:

ρwall=e2K1+e2K. \rho_{\text{wall}} ={e^{-2K}\over 1+e^{-2K}}.

Even if KK is large, the chain has a typical domain size of order e2Ke^{2K}, which is large but finite. In an infinite chain, infinitely many domain walls appear at any nonzero temperature, so long-range order is destroyed.

The two-point function can be computed exactly:

σ0σr=(tanhK)r.\langle \sigma_0\sigma_r\rangle=(\tanh K)^r.

Thus the correlation length is

ξ1=log(tanhK),\xi^{-1}=-\log(\tanh K),

which is finite for every finite KK. The only singular point is K=K=\infty, or zero temperature. This is why one-dimensional short-range Ising systems have no finite-temperature phase transition.

The contrast with two dimensions is sharp. In one dimension, a large reversed interval costs only the energy of two domain walls, independent of its length. In two dimensions, a large droplet costs energy proportional to its perimeter. The interface tension can defeat entropy at low temperature.

In dd dimensions, low-temperature domain walls are (d1)(d-1)-dimensional objects. In two dimensions they are loops. In three dimensions they are closed surfaces. On a cubic lattice, a flipped droplet is surrounded by plaquettes of the dual lattice, and the weight is

e2KA,e^{-2K A},

where AA is the number of dual plaquettes in the interface.

This observation is one of the reasons the Ising model is such a natural starting point for this course. It connects ordinary phase transitions to sums over extended objects:

high-temperature expansionclosed lattice paths,two-dimensional low-temperature expansionclosed domain-wall loops,three-dimensional low-temperature expansionrandom closed surfaces.\begin{array}{ccl} \text{high-temperature expansion} & \longrightarrow& \text{closed lattice paths},\\ \text{two-dimensional low-temperature expansion} & \longrightarrow& \text{closed domain-wall loops},\\ \text{three-dimensional low-temperature expansion} & \longrightarrow& \text{random closed surfaces}. \end{array}

A random surface weighted by area is already string-like. Of course, an Ising domain wall is not yet a fundamental string. It lives on a lattice, may have short-distance self-intersections depending on the contour convention, and comes with microscopic weights inherited from the spin model. But the structural resemblance is important: a statistical system can generate a sum over fluctuating geometries.

Later in the course, Wilson loops, random lattices, compact gauge fields, and worldsheet path integrals will make this relation much more precise. The Ising model gives the first clean version: fields can be traded for geometry, and geometry can carry correlations.

The high- and low-temperature expansions are most useful when their geometrical objects are dilute. At high temperature, the loop fugacity v=tanhKv=\tanh K is small. At low temperature, the domain-wall fugacity e2Ke^{-2K} is small.

A phase transition occurs when neither picture is dilute. Loops or domain walls of arbitrarily large size become important. The correlation length diverges:

ξ.\xi\to\infty.

At that point, microscopic lattice details become less important than the long-distance scaling structure. This is the bridge to continuum field theory. In the Ising universality class, the long-distance effective action is organized by a scalar order-parameter field ϕ\phi with Z2\mathbb Z_2 symmetry,

ϕϕ,\phi\mapsto-\phi,

and Euclidean action of the form

SE[ϕ]=ddx[12(ϕ)2+12rϕ2+u4!ϕ4+].S_E[\phi]=\int d^d x\left[ {1\over2}(\partial\phi)^2+{1\over2}r\phi^2+{u\over4!}\phi^4+\cdots \right].

The field ϕ\phi is not one microscopic spin. It is a coarse-grained magnetization. The parameter rr measures the distance from criticality, and the dots denote all additional local operators allowed by Z2\mathbb Z_2 symmetry. The renormalization group will decide which of those terms matter at long distances.

This page stops before that continuum construction. The important point for now is that the Ising model already has two complementary nonperturbative descriptions:

Zclosed loops(line fugacity)lengthdomain wallsetension×area or length.Z \sim \sum_{\text{closed loops}}(\text{line fugacity})^{\text{length}} \sim \sum_{\text{domain walls}}e^{-\text{tension}\times\text{area or length}}.

These are the first examples of a principle that will keep returning: the right degrees of freedom depend on the regime.

The ferromagnetic Ising model has spins σi=±1\sigma_i=\pm1 and global Z2\mathbb Z_2 symmetry. Its partition function admits two exact graphical expansions.

At high temperature,

Z(K)=2Ns(coshK)NbA:A=0(tanhK)A.Z(K)=2^{N_s}(\cosh K)^{N_b} \sum_{A:\partial A=0}(\tanh K)^{|A|}.

The surviving graphs are closed even subgraphs because the spin sum vanishes unless each site is touched by an even number of occupied bonds. Spin correlators are represented by open graphs whose endpoints sit at the operator insertions.

At low temperature, with ++ boundary conditions,

Z+(K)=eKNbCe2KL(C).Z_+(K)=e^{K N_b} \sum_{\mathcal C} e^{-2K L(\mathcal C)}.

The configurations C\mathcal C are domain walls on the dual lattice. Each broken bond costs 2J2J, so the Boltzmann weight is controlled by the total contour length. In three dimensions, these domain walls become random surfaces.

The possibility of a phase transition is an energy–entropy question. Domain walls cost energy proportional to their size, but the number of possible walls also grows exponentially. In one dimension, domain walls are point defects with finite density at any nonzero temperature, and there is no finite-temperature phase transition. In two and higher dimensions, interface tension can stabilize an ordered phase at low temperature.

Treating the high-temperature expansion as approximate. The graph identity is exact before truncation. The approximation enters only when one keeps a limited set of short graphs because tanhK\tanh K is small.

Equating an even subgraph with a simple loop. A surviving edge set may have disconnected components, winding sectors, or degree-four vertices. Pairing edges into individual loops at an intersection is not unique, but the even subgraph itself is.

Counting flipped spins instead of broken bonds. The energy cost of a droplet is proportional to its interface, not its volume. Boundary conditions determine whether that interface must close or may end at the system boundary.

Assigning spontaneous magnetization to a finite system. At zero field a finite system retains the exact Z2\mathbb Z_2 symmetry and has vanishing one-point function. The ordered phase requires the thermodynamic limit before the symmetry-breaking field is removed.

Reading the Peierls estimate as the exact transition. The entropy count is deliberately crude and proves order only for sufficiently large KK. It does not determine the square-lattice value of KcK_c.

Importing one-dimensional intuition into higher dimensions. A domain wall in one dimension is pointlike and has finite density at every nonzero temperature. In two dimensions its energy grows with contour length, allowing interface tension to stabilize order.

Let G=(V,E)G=(V,E) be an arbitrary finite graph and define the Ising partition function

ZG(K)={σ}ijEeKσiσj.Z_G(K)=\sum_{\{\sigma\}}\prod_{\langle ij\rangle\in E} e^{K\sigma_i\sigma_j}.

Show that

ZG(K)=2V(coshK)EA:A=0(tanhK)A,Z_G(K)=2^{|V|}(\cosh K)^{|E|} \sum_{A:\partial A=0}(\tanh K)^{|A|},

where A\partial A is the set of vertices incident on an odd number of occupied edges in AA.

Solution

Use

eKσiσj=coshK(1+vσiσj),v=tanhK.e^{K\sigma_i\sigma_j}=\cosh K(1+v\sigma_i\sigma_j), \qquad v=\tanh K.

Then

ZG(K)=(coshK)E{σ}AEvAijAσiσj.Z_G(K)=(\cosh K)^{|E|} \sum_{\{\sigma\}} \sum_{A\subset E}v^{|A|} \prod_{\langle ij\rangle\in A}\sigma_i\sigma_j.

Regrouping the spin factors gives

ijAσiσj=iVσidA(i),\prod_{\langle ij\rangle\in A}\sigma_i\sigma_j =\prod_{i\in V}\sigma_i^{d_A(i)},

where dA(i)d_A(i) is the number of occupied edges incident on ii. The spin sums factorize:

{σ}iσidA(i)=iσi=±1σidA(i).\sum_{\{\sigma\}}\prod_i \sigma_i^{d_A(i)} =\prod_i\sum_{\sigma_i=\pm1}\sigma_i^{d_A(i)}.

Each factor is 22 if dA(i)d_A(i) is even and 00 otherwise. Thus only subsets with A=0\partial A=0 survive, and each surviving subset contributes 2VvA2^{|V|}v^{|A|}. This proves the formula.

Using the high-temperature expansion, show that for two spin insertions on a finite graph,

σxσy=A:A={x,y}vAA:A=0vA,v=tanhK.\langle \sigma_x\sigma_y\rangle = { \sum_{A:\partial A=\{x,y\}} v^{|A|} \over \sum_{A:\partial A=0} v^{|A|} }, \qquad v=\tanh K.

Then explain why, at very high temperature on a square lattice, the leading contribution decays as (tanhK)r(\tanh K)^r, where rr is the lattice distance between xx and yy.

Solution

The numerator is

{σ}σxσyijeKσiσj.\sum_{\{\sigma\}}\sigma_x\sigma_y \prod_{\langle ij\rangle}e^{K\sigma_i\sigma_j}.

After expanding the bond factors, the spin power at a vertex ii is dA(i)d_A(i), except at xx and yy, where the extra insertions add one additional power of σ\sigma. Therefore the spin sum is nonzero exactly when

dA(i)0(mod2)(ix,y),dA(x)dA(y)1(mod2).d_A(i)\equiv0\pmod 2\quad (i\neq x,y), \qquad d_A(x)\equiv d_A(y)\equiv1\pmod 2.

Equivalently, A={x,y}\partial A=\{x,y\}. The common prefactor 2Ns(coshK)Nb2^{N_s}(\cosh K)^{N_b} cancels against the same prefactor in ZZ, giving the stated ratio.

For small vv, the dominant numerator graphs have the fewest occupied bonds. Such a graph must contain a path from xx to yy, so its length is at least the lattice distance rr. The leading terms are shortest paths and contribute proportional to vr=(tanhK)rv^r=(\tanh K)^r. Longer paths and closed-loop decorations are higher order in vv.

Consider the square-lattice Ising model with ++ boundary conditions. Suppose a configuration contains one droplet of - spins whose Peierls contour has length LL. Show that the energy cost relative to the all-++ configuration is 2JL2JL. Then use the rough bound N(L)CL3LN(L)\le CL3^L for the number of contours of length LL surrounding the origin to explain why σ0+>0\langle \sigma_0\rangle_+>0 at sufficiently low temperature.

Solution

In the all-++ configuration, every bond is satisfied and contributes J-J to the Hamiltonian. A bond across the boundary of the droplet has opposite spins and contributes +J+J. Replacing one satisfied bond by one broken bond raises the energy by

(+J)(J)=2J.(+J)-(-J)=2J.

If the contour crosses LL broken bonds, then

ΔH=2JL.\Delta H=2JL.

The Boltzmann suppression is therefore e2KLe^{-2KL}. If σ0=1\sigma_0=-1, then the origin must be enclosed by at least one contour. Hence

P(σ0=1)L4N(L)e2KLCL4L3Le2KL.\mathbb P(\sigma_0=-1) \le \sum_{L\ge4} N(L)e^{-2KL} \le C\sum_{L\ge4}L\,3^L e^{-2KL}.

The geometric series converges when 3e2K<13e^{-2K}<1, and it becomes small for large KK. Therefore

σ0+=12P(σ0=1)\langle \sigma_0\rangle_+ =1-2\mathbb P(\sigma_0=-1)

is positive at sufficiently low temperature. This is the Peierls mechanism for spontaneous magnetization.

For the one-dimensional Ising chain with open boundary conditions,

H=Ji=1N1σiσi+1,H=-J\sum_{i=1}^{N-1}\sigma_i\sigma_{i+1},

derive

ZN=2eK(N1)(1+e2K)N1=2(2coshK)N1.Z_N=2e^{K(N-1)}(1+e^{-2K})^{N-1} =2(2\cosh K)^{N-1}.

Then show that the domain-wall density is finite for every finite KK.

Solution

A domain wall occurs on a bond where σiσi+1\sigma_i\neq \sigma_{i+1}. If there are nn domain walls, then nn bonds are broken and N1nN-1-n bonds are satisfied. The energy is

H=J(N1n)+Jn=J(N1)+2Jn.H=-J(N-1-n)+Jn=-J(N-1)+2Jn.

Choose the positions of the nn walls in (N1n){N-1\choose n} ways. Once the first spin is chosen, the wall positions determine all remaining spins, giving an overall factor 22. Therefore

ZN=2n=0N1(N1n)eK(N1)e2Kn=2eK(N1)(1+e2K)N1.Z_N=2\sum_{n=0}^{N-1}{N-1\choose n} e^{K(N-1)}e^{-2Kn} =2e^{K(N-1)}(1+e^{-2K})^{N-1}.

Since

eK(1+e2K)=eK+eK=2coshK,e^K(1+e^{-2K})=e^K+e^{-K}=2\cosh K,

this is also 2(2coshK)N12(2\cosh K)^{N-1}.

The mean wall density is obtained from the binomial distribution with wall fugacity q=e2Kq=e^{-2K}:

ρwall=q1+q=e2K1+e2K. \rho_{\text{wall}}={q\over1+q}={e^{-2K}\over1+e^{-2K}}.

This is nonzero for every finite KK. Hence an infinite chain contains a finite density of domain walls at any nonzero temperature, and long-range order is absent.

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