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In
statistical mechanics In physics, statistical mechanics is a mathematical framework that applies statistical methods and probability theory to large assemblies of microscopic entities. Sometimes called statistical physics or statistical thermodynamics, its applicati ...
, the two-dimensional square lattice Ising model is a simple lattice model of interacting magnetic spins, an example of the class of
Ising model The Ising model (or Lenz–Ising model), named after the physicists Ernst Ising and Wilhelm Lenz, is a mathematical models in physics, mathematical model of ferromagnetism in statistical mechanics. The model consists of discrete variables that r ...
s. The model is notable for having nontrivial interactions, yet having an
analytical solution In mathematics, an expression or equation is in closed form if it is formed with constants, variables, and a set of functions considered as ''basic'' and connected by arithmetic operations (, and integer powers) and function composition. C ...
. The model was solved by
Lars Onsager Lars Onsager (November 27, 1903 – October 5, 1976) was a Norwegian American physical chemist and theoretical physicist. He held the Gibbs Professorship of Theoretical Chemistry at Yale University. He was awarded the Nobel Prize in Chemist ...
for the special case that the external magnetic field ''H'' = 0. An analytical solution for the general case for H \neq 0 has yet to be found.


Defining the partition function

Consider a 2D
Ising model The Ising model (or Lenz–Ising model), named after the physicists Ernst Ising and Wilhelm Lenz, is a mathematical models in physics, mathematical model of ferromagnetism in statistical mechanics. The model consists of discrete variables that r ...
on a
square lattice In mathematics, the square lattice is a type of lattice in a two-dimensional Euclidean space. It is the two-dimensional version of the integer lattice, denoted as . It is one of the five types of two-dimensional lattices as classified by their ...
\Lambda with ''N'' sites and periodic
boundary condition In the study of differential equations, a boundary-value problem is a differential equation subjected to constraints called boundary conditions. A solution to a boundary value problem is a solution to the differential equation which also satis ...
s in both the horizontal and vertical directions, which effectively reduces the
topology Topology (from the Greek language, Greek words , and ) is the branch of mathematics concerned with the properties of a Mathematical object, geometric object that are preserved under Continuous function, continuous Deformation theory, deformat ...
of the model to a
torus In geometry, a torus (: tori or toruses) is a surface of revolution generated by revolving a circle in three-dimensional space one full revolution about an axis that is coplanarity, coplanar with the circle. The main types of toruses inclu ...
. Generally, the horizontal
coupling A coupling is a device used to connect two shafts together at their ends for the purpose of transmitting power. The primary purpose of couplings is to join two pieces of rotating equipment while permitting some degree of misalignment or end mo ...
J and the vertical coupling J^* are not equal. With \textstyle \beta = \frac and
absolute temperature Thermodynamic temperature, also known as absolute temperature, is a physical quantity which measures temperature starting from absolute zero, the point at which particles have minimal thermal motion. Thermodynamic temperature is typically expres ...
T and the
Boltzmann constant The Boltzmann constant ( or ) is the proportionality factor that relates the average relative thermal energy of particles in a ideal gas, gas with the thermodynamic temperature of the gas. It occurs in the definitions of the kelvin (K) and the ...
k, the partition function : Z_N(K \equiv \beta J, L \equiv \beta J^*) = \sum_ \exp \left( K \sum_ \sigma_i \sigma_j + L \sum_ \sigma_i \sigma_j \right).


Critical temperature

The critical temperature T_\text can be obtained from the
Kramers–Wannier duality The Kramers–Wannier duality is a symmetry in statistical physics. It relates the free energy of a two-dimensional square-lattice Ising model at a low temperature to that of another Ising model at a high temperature. It was discovered by Hendr ...
relation. Denoting the free energy per site as F(K,L), one has: : \beta F\left(K^, L^\right) = \beta F\left(K,L\right) + \frac\log\big sinh\left(2K\right)\sinh\left(2L\right)\big/math> where : \sinh\left(2K^\right)\sinh\left(2L\right)=1 : \sinh\left(2L^\right)\sinh\left(2K\right)=1 Assuming that there is only one critical line in the plane, the duality relation implies that this is given by: : \sinh\left(2 K\right)\sinh\left(2 L\right)= 1 For the isotropic case J = J^, one finds the famous relation for the critical temperature T_ : \frac = \frac \approx 2.26918531421


Dual lattice

Consider a configuration of spins \ on the square lattice \Lambda . Let ''r'' and ''s'' denote the number of unlike neighbours in the vertical and horizontal directions respectively. Then the summand in Z_N corresponding to \ is given by : e^ Construct a dual lattice \Lambda_D as depicted in the diagram. For every configuration \ , a polygon is associated to the lattice by drawing a line on the edge of the dual lattice if the spins separated by the edge are unlike. Since by traversing a vertex of \Lambda the spins need to change an even number of times so that one arrives at the starting point with the same charge, every vertex of the dual lattice is connected to an even number of lines in the configuration, defining a polygon. This reduces the partition function to : Z_N(K,L) = 2e^ \sum_ e^ summing over all polygons in the dual lattice, where ''r'' and ''s'' are the number of horizontal and vertical lines in the polygon, with the factor of 2 arising from the inversion of spin configuration.


Low-temperature expansion

At low temperatures, ''K'', ''L'' approach infinity, so that as T \rightarrow 0, \ \ e^, e^ \rightarrow 0 , so that : Z_N(K,L) = 2 e^ \sum_ e^ defines a low temperature expansion of Z_N(K,L) .


High-temperature expansion

Since \sigma \sigma' = \pm 1 one has : e^ = \cosh K + \sinh K(\sigma \sigma') = \cosh K(1+\tanh K(\sigma \sigma')). Therefore : Z_N(K,L) = (\cosh K \cosh L)^N \sum_ \prod_ (1+v \sigma_i \sigma_j) \prod_(1+w\sigma_i \sigma_j) where v =\tanh K and w = \tanh L . Since there are ''N'' horizontal and vertical edges, there are a total of 2^ terms in the expansion. Every term corresponds to a configuration of lines of the lattice, by associating a line connecting ''i'' and ''j'' if the term v \sigma_i \sigma_j (or w \sigma_i \sigma_j) is chosen in the product. Summing over the configurations, using : \sum_ \sigma_i^n = \begin 0 & \mbox n \mbox \\ 2 & \mbox n \mbox \end shows that only configurations with an even number of lines at each vertex (polygons) will contribute to the partition function, giving : Z_N(K,L) = 2^N(\cosh K \cosh L)^N \sum_ v^r w^s where the sum is over all polygons in the lattice. Since tanh ''K'', tanh ''L'' \rightarrow 0 as T \rightarrow \infty , this gives the high temperature expansion of Z_N(K,L). The two expansions can be related using the
Kramers–Wannier duality The Kramers–Wannier duality is a symmetry in statistical physics. It relates the free energy of a two-dimensional square-lattice Ising model at a low temperature to that of another Ising model at a high temperature. It was discovered by Hendr ...
.


Exact solution

The free energy per site in the limit N\to\infty is given as follows. Define the parameter k as : k =\frac The
Helmholtz free energy In thermodynamics, the Helmholtz free energy (or Helmholtz energy) is a thermodynamic potential that measures the useful work obtainable from a closed thermodynamic system at a constant temperature ( isothermal). The change in the Helmholtz ene ...
per site F can be expressed as : -\beta F = \frac + \frac\int_^\log\left cosh\left(2 K\right)\cosh\left(2 L\right)+\frac\sqrt\right\theta For the isotropic case J = J^, from the above expression one finds for the internal energy per site: : U = - J \coth(2 \beta J) \left 1 + \frac (2 \tanh^2(2 \beta J) -1) \int_0^ \frac d\theta \right/math> and the spontaneous magnetization is, for T < T_\text, : M = \left 1 - \sinh^(2 \beta J) \right and M = 0 for T \geq T_\text.


Transfer matrix

Start with an analogy with quantum mechanics. The Ising model on a long periodic lattice has a partition function \sum_ \exp\biggl(\sum_ S_ \left( S_ + S_ \right)\biggr). Think of the ''i'' direction as ''space'', and the ''j'' direction as ''time''. This is an independent sum over all the values that the spins can take at each time slice. This is a type of path integral, it is the sum over all spin histories. A path integral can be rewritten as a Hamiltonian evolution. The Hamiltonian steps through time by performing a unitary rotation between time ''t'' and time ''t'' + Δ''t'': U = e^ The product of the U matrices, one after the other, is the total time evolution operator, which is the path integral we started with. U^N = (e^)^N = \int DX e^ where ''N'' is the number of time slices. The sum over all paths is given by a product of matrices, each matrix element is the transition probability from one slice to the next. Similarly, one can divide the sum over all partition function configurations into slices, where each slice is the one-dimensional configuration at time 1. This defines the transfer matrix: T_. The configuration in each slice is a one-dimensional collection of spins. At each time slice, ''T'' has matrix elements between two configurations of spins, one in the immediate future and one in the immediate past. These two configurations are ''C''1 and ''C''2, and they are all one-dimensional spin configurations. We can think of the vector space that ''T'' acts on as all complex linear combinations of these. Using quantum mechanical notation: , A\rangle = \sum_S A(S) , S\rangle where each basis vector , S\rangle is a spin configuration of a one-dimensional Ising model. Like the Hamiltonian, the transfer matrix acts on all linear combinations of states. The partition function is a matrix function of T, which is defined by the sum over all histories which come back to the original configuration after ''N'' steps: Z= \mathrm(T^N). Since this is a matrix equation, it can be evaluated in any basis. So if we can diagonalize the matrix ''T'', we can find ''Z''.


''T'' in terms of Pauli matrices

The contribution to the partition function for each past/future pair of configurations on a slice is the sum of two terms. There is the number of spin flips in the past slice and there is the number of spin flips between the past and future slice. Define an operator on configurations which flips the spin at site i: \sigma^x_i. In the usual Ising basis, acting on any linear combination of past configurations, it produces the same linear combination but with the spin at position i of each basis vector flipped. Define a second operator which multiplies the basis vector by +1 and −1 according to the spin at position ''i'': \sigma^z_i. ''T'' can be written in terms of these: \sum_i A \sigma^x_i + B \sigma^z_i \sigma^z_ where ''A'' and ''B'' are constants which are to be determined so as to reproduce the partition function. The interpretation is that the statistical configuration at this slice contributes according to both the number of spin flips in the slice, and whether or not the spin at position ''i'' has flipped.


Spin flip creation and annihilation operators

Just as in the one-dimensional case, we will shift attention from the spins to the spin-flips. The σ''z'' term in ''T'' counts the number of spin flips, which we can write in terms of spin-flip creation and annihilation operators: \sum C \psi^\dagger_i \psi_i. \, The first term flips a spin, so depending on the basis state it either: #moves a spin-flip one unit to the right #moves a spin-flip one unit to the left #produces two spin-flips on neighboring sites #destroys two spin-flips on neighboring sites. Writing this out in terms of creation and annihilation operators: \sigma^x_i = D _i \psi_ + D^* _i \psi_ + C\psi_i \psi_ + C^* _i _. Ignore the constant coefficients, and focus attention on the form. They are all quadratic. Since the coefficients are constant, this means that the ''T'' matrix can be diagonalized by Fourier transforms. Carrying out the diagonalization produces the Onsager free energy.


Notes


References

* * * * * * * * * * Barry M. McCoy and Tai Tsun Wu (1973), ''The Two-Dimensional Ising Model''. Harvard University Press, Cambridge Massachusetts, * * * * John Palmer (2007), ''Planar Ising Correlations''. Birkhäuser, Boston, . * {{citation , last1=Yang , first1=C. N. , authorlink1=C. N. Yang, title=The spontaneous magnetization of a two-dimensional Ising model , doi=10.1103/PhysRev.85.808 , mr=0051740 , year=1952 , journal=Physical Review , series = Series II , volume=85 , issue=5 , pages=808–816 , bibcode = 1952PhRv...85..808Y Statistical mechanics Exactly solvable models Lattice models