Introduction to Phase Transitions

& Critical Phenomena

 Physics
A Physicist observes
and imagines
theories to describe
phenomena at all
length scales
(Feynman).

The infinitely small

and the infinitely
large are beyond
the reach of
everyday
experience and
require massive
teams, and
formidable
equipment.
Condensed matter
physics
The understanding of phenomena at
our scale is the challenge of condensed
matter Physics, where the balance
between order and disorder
determines the structure and the
properties of all phases of matter,
including living matter.
 The macroscopic properties of
condensed matter may be studied
by looking at its microscopic
constituents and their interactions
and determining how these produce
observable effects at much larger
length scales.

Program Large numbers of particles

(electrons, atoms or even colloids)
are moving and interacting with one
another. The proper dynamics (e.g.,
quantum or classical) with the
appropriate interactions (e.g.,
Coulomb between the electrons in
solids or effective interactions
between colloids) can give an
"exact" description of the
macroscopic properties.
 These equations are generally
intractable.

Problem Therefore, in condensed matter

Physics a coarse-grained
& description is often sought
through the methods of
Solution statistical physics, where the
macroscopic properties emerge
from the interactions among
the microscopic constituents or
degrees of freedom.
Emerging properties

Condensed matter is characterized by a large

number of interacting particles and
emerging properties.

For example, the rigidity of solids and the

fluidity of liquids are emerging properties.
The values of these properties may differ,
but solids are rigid while fluids flow. The
rigidity is thus a robust property of solids. It
depends on the order of the particles in the
solid rather than on their specific
interactions. The same could be said about
the fluidity of liquids.
Solids are
rigid

The rigidity depends on

the order of the
particles in the solid
rather than on their
specific interactions.

One defect does not

destroy the global order.

Rigidity is an emerging
property.
Phases of matter

Solids and liquids are different states

or phases of matter, corresponding to
different types of order of their
constituents.

In this sense the states or phases of

condensed matter are also emerging
properties.

The interactions are responsible for

the emergence of new states, which
are different from combinations of
states of the individual components.
Crystalline order(s)
Different states have different
physical properties and these are
essentially determined by the
order or molecular arrangement
of each state (symmetry).

Diamond and graphite are both

solid at room temperature and
have the same chemical
composition (carbon), but have
different physical properties,
which are due exclusively to a
different molecular arrangement
(or symmetry).
 The interactions between atoms and molecules
are electrostatic and can be quite complicated.
However, the effects of these interactions on the
organization of a large number of particles are
surprisingly simple.

Crystalline Isolated systems with many interacting atoms or

molecules exhibit equilibrium states that are
state more orderly the lower the temperature.

The crystalline state results from breaking the

balance between order and disorder and it
exhibits properties that are not the properties of
the individual constituents, e.g., phonons.
 Phonons
Acoustical phonons excited by heat or sound and optical phonons excited by light
Thermodynamics A macroscopic system is composed by
10²³ particles. The particles interact,
bond and collide. The number of
interactions at play, at any one time, is
unimaginable. How can we predict the
structure and the properties of this
system?
Macroscopic systems at thermal
equilibrium have an extremely simple
behavior described by the laws of
thermodynamics.
For example, the second law, or the
principle of maximum entropy, S, tells us
that the stable state of a system with
constant volume, at temperature T, is
determined by the state that minimizes
free energy F,

F = E –TS

where E is the energy (sum of the kinetic

and potential energy) of the system. The
stability of the solid or gas derives from
this principle and the fact that matter is
made up of atoms.
Stability of solids & gases

The crystalline solid is the stable

state at low temperatures and
high densities, since energy is
minimized by the molecular
order - the interatomic potential
has a minimum, for a well-
defined distance, and the crystal
is constituted by the periodic
spatial arrangement that
minimizes the potential energy
of the system.
In a similar way, it is concluded
that the gas is stable at high
temperatures and low densities,
where the interaction energy is
negligeable and the entropy is
maximized by the molecular
disorder.
 The argument is general and can be used to
show the existence of phase transitions. The
two phases, in this case the crystalline solid
and the gas, have different symmetries.
At the macroscopic scale, the gas is
characterized by continuous translation
symmetry (all points are equivalent from the
Phase point of view of their physical properties),
while the crystalline solid has discrete
Transitions translation symmetry (the equivalent points
are those related by a discrete translation
group: the Bravais lattice).

Since the solid is stable at low temperatures

and the gas is stable at high temperatures, the
system must necessarily exhibit at least one
phase transition.
The liquid state

Unlike the solid and the gas, the liquid

is stable over a temperature range
limited by the triple point (where the
solid, the liquid and the gas coexist)
and the critical point, where the
condensation line ends, along which
liquid and gas coexist.

The critical point between the liquid

and the gas is an example of a
continuous phase transition, that is, a
transition that does not involve latent
heat.
 There is no simple analytical argument that
predicts the stability of the liquid.
In fact, liquids do not have a simple reference
system, like the perfect lattice associated with
crystalline solids. In liquids the disorder is not
only structural, it is also dynamic. In a liquid,
Liquid state individual molecules diffuse from their initial
positions, but, at long time scales, they give rise
to collective motion including the hydrodynamic
& regime.

Computer Despite these complications, many aspects of the

structure and dynamics of liquids are now well
simulations understood. Much of this progress resulted from
the vision obtained through computer
simulations.

Many of the complications of liquids are also

typical of soft matter, although the latter poses its
own challenges.
Thermal
fluctualtions
Thermal fluctuations are random
deviations of a system from its average
state, that occur in a system at
equilibrium. All thermal fluctuations
become larger and more frequent as the
temperature increases, and likewise they
decrease as temperature approaches
absolute zero.

Thermal fluctuations are a basic

manifestation of the temperature of
systems: A system at nonzero
temperature does not stay in its
equilibrium microscopic state, but instead
randomly samples all possible states, with
probabilities given by the Boltzmann
distribution.
 Gaussian
distribution
Thermodynamic variables, such as pressure,
temperature, or entropy, undergo thermal
fluctuations. For example, for a system that
has an equilibrium pressure, the system
pressure fluctuates to some extent about the
equilibrium value.

Only the 'control variables' of statistical

ensembles (such as the number of particles
N, the volume V and the internal energy E in
the microcanonical ensemble) do not
fluctuate.

For large systems at equilibrium the central

limit theorem aplies and the distribution of
the thermal fluctuations is a sharply peaked
Gaussian.
 Thermal fluctuations play a major role in continuous phase transitions.
The understanding that the fluctuations become non-Gaussian had
enormous impact in condensed matter Physics, where new paradigms
were introduced.
Critical
fluctuations The understanding of fluctuations at all length scales in critical
phenomena led to the development of a profound theory, the
renormalisation group theory. The theory provides a microscopic
understanding of scaling and universality, observed experimentally, and
established the concepts of broken symmetry and order parameters as
unifying theoretical concepts to describe condensed matter phases
ranging from periodic solids to disordered systems, including simple
fluids, liquid crystals and polymers.
 Image of the vial and image on the
Critical screen as the laser beam passes through
Opalescence the vial when the mixture is cooled
through the critical point.
Scaling & Scale
invariance
Close to the critical point of a fluid, matter
fluctuates on every scale. Bubbles and
droplets, some as small as a few atoms,
others as large as the container, appear and
disappear, coalesce and separate.
At exactly the critical point, the scale of the
largest fluctuations diverges, but the effect
of fluctuations on smaller scales is not
negligible. The standard deviation of the
equilibrium Gaussian distribution diverges
(we say that the correlation length, which is
a measure of the extent of correlated
fluctuations, diverges) and the distribution
of the fluctuations becomes non-Gaussian.
This critical distribution lacks a characteristic
scale and as a result the distribution function
is invariant for scale transformations. This
implies, in turn, that the theory is scale
invariant.
Power law behaviour
of the Structure
factor, S(q)

S(q) relates the observed

diffracted intensity per atom
to that produced by a single
scattering unit.

For fluids, it is the Fourier

Transform of the radial
distribution function, g(r).
Universality

In the early 1970s, K. Wilson proposed

a theory for critical phenomena called
the renormalization group theory.
The theory that earned Wilson the
Nobel Prize in Physics in 1982 allowed
the description of the behavior of
systems close to the critical point,
including the calculation of the critical
exponents.
One of the most important results of
the theory is the prediction of the
existence of universal classes that do
not depend on the details of
microscopic interactions, but only on
their symmetry.
 The paradigm of continuous phase transitions is the
transition from the paramagnetic state of iron to
the ferromagnetic state, at the Curie temperature,
Tc = 1043 K.
The spin of each iron atom has a particular
orientation, corresponding to the direction of its
local magnetic field.
Ferro to Above Tc, the spins point in different directions and
paramagnetic their magnetic fields are canceled. This disordered
configuration is caused by the random thermal
phase movement of the spins. The higher the
temperature, the more difficult it is for any orderly
arrangement of spins to be maintained.
transition However, when the temperature drops, the spins
align spontaneously. Instead of canceling each other
out, the individual magnetic fields are added,
producing a macroscopic magnetic field.

At Tc critical fluctuations lead to scaling and

universality, i.e., the same power laws describe
different ferromagnets.
 Results of the RG studies showed that when the scale
changes, the equations that describe the system
change in such a way, that in the thermodynamic
Universality limit only some aspects of the system are relevant.

class The discovery of this universality implies the

existence of deep mechanisms, generally simple,
responsible for the behavior of critical systems.
In particular, the theory predicts that both fluids and
(uniaxial) magnets have the same critical behavior.

Universality is also observed in soft matter and other

systems even out of equilibrium.
 Universality classes

class dimension Symmetry α β γ δ ν η

3-state Potts 2 S3 1/3 1/9 13/9 14 5/6 4/15

Ashkin-Teller (4-state Potts) 2 S4 2/3 1/12 7/6 15 2/3 1/4

1 1 1 0 1 ∞ 1 1
2 1 −2/3 5/36 43/18 91/5 4/3 5/24
3 1 −0.625(3) 0.4181(8) 1.793(3) 5.29(6) 0.87619(12) 0.46(8) or 0.59(9)
Ordinary percolation 4 1 −0.756(40) 0.657(9) 1.422(16) 3.9 or 3.198(6) 0.689(10) −0.0944(28)

5 1 ≈ −0.85 0.830(10) 1.185(5) 3.0 0.569(5) −0.075(20) or −0.0565

6+ 1 −1 1 1 2 1/2 0
1 1 0.159464(6) 0.276486(8) 2.277730(5) 0.159464(6) 1.096854(4) 0.313686(8)
2 1 0.451 0.536(3) 1.60 0.451 0.733(8) 0.230
Directed percolation
3 1 0.73 0.813(9) 1.25 0.73 0.584(5) 0.12
4+ 1 −1 1 1 2 1/2 0
2 Z2 0 1/8 7/4 15 1 1/4
Ising
3 Z2 0.11008(1) 0.326419(3) 1.237075(10) 4.78984(1) 0.629971(4) 0.036298(2)
XY 3 O(2) -0.01526(30) 0.34869(7) 1.3179(2) 4.77937(25) 0.67175(10) 0.038176(44)
Heisenberg 3 O(3) −0.12(1) 0.366(2) 1.395(5) 0.707(3) 0.035(2)
Mean field all any 0 1/2 1 3 1/2 0
 Discoveries made in the context of critical
phenomena are applied in areas of the natural
sciences, where collective effects play a
decisive role: polymer physics uses ideas and
methods from the theory of critical
phenomena, the theory of percolation
(geometric critical phenomena) is applied to
the description of gel transitions, and there
Collective are striking analogies between phase
transitions at equilibrium and processes of
behaviour self-organization out of equilibrium (including
in active systems).

The world around us is full of phenomena

where the language of thermodynamic,
dynamic or geometric phase transitions seems
to be the most appropriate.
 On the left the ball settles in the center, and the
result is symmetric. At the right, the symmetric
Spontaneous potential enforces an asymmetric outcome, since
symmetry breaking eventually the ball must rest at some random
spot on the bottom, "spontaneously," and not at
the other.
 Order parameter

Phases of matter, such as crystals and magnets can

be described by spontaneous symmetry breaking.

For ferromagnets, the laws are invariant under

spatial rotations. Here, the order parameter is the
magnetization. Above the Curie temperature, the
order parameter is zero, which is spatially invariant,
and there is no symmetry breaking. Below the Curie
temperature, however, the magnetization acquires a
constant nonvanishing value, which points in a
certain direction. The rotation which does not leave
this direction invariant is spontaneously broken.

The laws describing a solid are invariant under the

full Euclidean group, but the solid spontaneously
breaks this group down to a space group. The
displacement and the orientation are the order
parameters.
 Landau Theory
Most phases can be understood through the lens
of spontaneous symmetry breaking. For example,
crystals are periodic arrays of atoms that are not
invariant under all translations (only under a
small subset of translations by a lattice vector).
Magnets have north and south poles that are
oriented in a specific direction, breaking
rotational symmetry. In addition to these
examples, there are a whole host of other
symmetry-breaking phases of matter — including
nematic phases of liquid crystals, and many
others in soft matter and beyond.

Lev Landau introduced a framework in an

attempt to formulate a general theory of
continuous (i.e., second-order) phase transitions.
This theory can be extended to systems under
externally-applied fields and used as a
quantitative model for discontinuous (i.e., first-
order) transitions.

Other generalizations include vector and tensor

order parameters, appropriate to describe polar
and nematic ordered phases. More complicated
ordered phases, with two or more coupled order
parameters may also be considered, and the
generalized Landau theory is a useful tool to
understand the structure of complex soft matter
phases.
 Programa
• Percolação
Objetivos • Introdução
• Percolação em d=1
Fornecer aos alunos os • Percolação na rede de Bethe
• Percolação em d=2
conceitos e os métodos • Distribuição de agregados: Escalamento
de análise das transições • Propriedades geométricas dos agregados
de fase contínuas. • Efeitos de tamanho finito
• Universalidade
A aprendizagem baseia-se • Renormalização no espaço real
na resolução de
problemas e na simulação • Modelo de Ising
computacional de • Introduçao
• Spins independentes
modelos de percolação e • Modelo de Ising em d=1
de modelos de Ising e • Teoria de campo médio
termina com uma • Teoria de Landau
• Escalamento de Widom
introdução aos modelos • Universalidade
de criticalidade auto- • Renormalização no espaço real
organizada. • Grupo de renormalização de Wilson

• Criticalidade auto-organizada
 • Avaliação
50%: 4 conjuntos de exercícios (2 de Percolação e 2 de Transições de
Fase térmicas).

Nuno Araújo Submetidos até 2 semanas depois da data a que forem

propostos.
Os exercícios devem ser discutidos com o docente (numa TP).

e Para cada conjunto de exercícios a avaliação tem em conta a

resposta escrita e a discussão.
50%: projeto de Transições de Fase

Margarida Telo • Bibliografia

da Gama Principal
[Link] Complexity and Criticality, de K Christensen e N R Moloney (World
[Link]/j/93018768035 Scientific) 2005: K Christensen e N R Moloney 2005

• Horário
Quartas 15h30-17h30