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physics Physics is the natural science that studies matter, its fundamental constituents, its motion and behavior through space and time, and the related entities of energy and force. "Physical science is that department of knowledge which r ...
, critical phenomena is the collective name associated with the physics of critical points. Most of them stem from the divergence of the
correlation length A correlation function is a function that gives the statistical correlation between random variables, contingent on the spatial or temporal distance between those variables. If one considers the correlation function between random variables re ...
, but also the dynamics slows down. Critical phenomena include
scaling Scaling may refer to: Science and technology Mathematics and physics * Scaling (geometry), a linear transformation that enlarges or diminishes objects * Scale invariance, a feature of objects or laws that do not change if scales of length, energ ...
relations among different quantities, power-law divergences of some quantities (such as the magnetic susceptibility in the ferromagnetic phase transition) described by critical exponents, universality, fractal behaviour, and
ergodicity In mathematics, ergodicity expresses the idea that a point of a moving system, either a dynamical system or a stochastic process, will eventually visit all parts of the space that the system moves in, in a uniform and random sense. This implies tha ...
breaking. Critical phenomena take place in second order phase transitions, although not exclusively. The critical behavior is usually different from the
mean-field approximation In physics and probability theory, Mean-field theory (MFT) or Self-consistent field theory studies the behavior of high-dimensional random (stochastic) models by studying a simpler model that approximates the original by averaging over Degrees of ...
which is valid away from the phase transition, since the latter neglects correlations, which become increasingly important as the system approaches the critical point where the correlation length diverges. Many properties of the critical behavior of a system can be derived in the framework of the
renormalization group In theoretical physics, the term renormalization group (RG) refers to a formal apparatus that allows systematic investigation of the changes of a physical system as viewed at different scales. In particle physics, it reflects the changes in the ...
. In order to explain the physical origin of these phenomena, we shall use the
Ising model The Ising model () (or Lenz-Ising model or Ising-Lenz model), named after the physicists Ernst Ising and Wilhelm Lenz, is a mathematical model of ferromagnetism in statistical mechanics. The model consists of discrete variables that represent ...
as a pedagogical example.


The critical point of the 2D Ising model

Consider a 2D square array of classical spins which may only take two positions: +1 and −1, at a certain temperature T, interacting through the Ising classical
Hamiltonian Hamiltonian may refer to: * Hamiltonian mechanics, a function that represents the total energy of a system * Hamiltonian (quantum mechanics), an operator corresponding to the total energy of that system ** Dyall Hamiltonian, a modified Hamiltonian ...
: : H= -J \sum_ S_i\cdot S_j where the sum is extended over the pairs of nearest neighbours and J is a coupling constant, which we will consider to be fixed. There is a certain temperature, called the
Curie temperature In physics and materials science, the Curie temperature (''T''C), or Curie point, is the temperature above which certain materials lose their permanent magnetic properties, which can (in most cases) be replaced by induced magnetism. The Cur ...
or critical temperature, T_c below which the system presents ferromagnetic long range order. Above it, it is
paramagnetic Paramagnetism is a form of magnetism whereby some materials are weakly attracted by an externally applied magnetic field, and form internal, induced magnetic fields in the direction of the applied magnetic field. In contrast with this behavior, ...
and is apparently disordered. At temperature zero, the system may only take one global sign, either +1 or -1. At higher temperatures, but below T_c, the state is still globally magnetized, but clusters of the opposite sign appear. As the temperature increases, these clusters start to contain smaller clusters themselves, in a typical Russian dolls picture. Their typical size, called the
correlation length A correlation function is a function that gives the statistical correlation between random variables, contingent on the spatial or temporal distance between those variables. If one considers the correlation function between random variables re ...
, \xi grows with temperature until it diverges at T_c. This means that the whole system is such a cluster, and there is no global magnetization. Above that temperature, the system is globally disordered, but with ordered clusters within it, whose size is again called ''correlation length'', but it is now decreasing with temperature. At infinite temperature, it is again zero, with the system fully disordered.


Divergences at the critical point

The correlation length diverges at the critical point: as T\to T_c, \xi\to\infty. This divergence poses no physical problem. Other physical observables diverge at this point, leading to some confusion at the beginning. The most important is susceptibility. Let us apply a very small magnetic field to the system in the critical point. A very small magnetic field is not able to magnetize a large coherent cluster, but with these fractal clusters the picture changes. It affects easily the smallest size clusters, since they have a nearly
paramagnetic Paramagnetism is a form of magnetism whereby some materials are weakly attracted by an externally applied magnetic field, and form internal, induced magnetic fields in the direction of the applied magnetic field. In contrast with this behavior, ...
behaviour. But this change, in its turn, affects the next-scale clusters, and the perturbation climbs the ladder until the whole system changes radically. Thus, critical systems are very sensitive to small changes in the environment. Other observables, such as the
specific heat In thermodynamics, the specific heat capacity (symbol ) of a substance is the heat capacity of a sample of the substance divided by the mass of the sample, also sometimes referred to as massic heat capacity. Informally, it is the amount of heat t ...
, may also diverge at this point. All these divergences stem from that of the correlation length.


Critical exponents and universality

As we approach the critical point, these diverging observables behave as A(T)\propto (T-T_c)^\alpha for some exponent \alpha\,, where, typically, the value of the exponent α is the same above and below Tc. These exponents are called
critical exponents Critical or Critically may refer to: *Critical, or critical but stable, medical states **Critical, or intensive care medicine * Critical juncture, a discontinuous change studied in the social sciences. * Critical Software, a company specializing i ...
and are robust observables. Even more, they take the same values for very different physical systems. This intriguing phenomenon, called universality, is explained, qualitatively and also quantitatively, by the
renormalization group In theoretical physics, the term renormalization group (RG) refers to a formal apparatus that allows systematic investigation of the changes of a physical system as viewed at different scales. In particle physics, it reflects the changes in the ...
.


Critical dynamics

Critical phenomena may also appear for ''dynamic'' quantities, not only for ''static'' ones. In fact, the divergence of the characteristic ''time'' \tau of a system is directly related to the divergence of the thermal ''correlation length'' \xi by the introduction of a dynamical exponent ''z'' and the relation \tau =\xi^ . The voluminous ''static universality class'' of a system splits into different, less voluminous ''dynamic universality classes'' with different values of ''z'' but a common static critical behaviour, and by approaching the critical point one may observe all kinds of slowing-down phenomena. The divergence of relaxation time \tau at criticality leads to singularities in various collective transport quantities, e.g., the interdiffusivity,
shear viscosity The viscosity of a fluid is a measure of its resistance to deformation at a given rate. For liquids, it corresponds to the informal concept of "thickness": for example, syrup has a higher viscosity than water. Viscosity quantifies the inter ...
\eta\sim \xi^, and bulk viscosity \zeta \sim \xi^. The dynamic critical exponents follow certain scaling relations, viz., z=d+x_\eta, where d is the space dimension. There is only one independent dynamic critical exponent. Values of these exponents are dictated by several universality classes. According to the Hohenberg−Halperin nomenclature, for the model H universality class (fluids) x_\eta \simeq 0.068, z \simeq 3.068.


Ergodicity breaking

Ergodicity In mathematics, ergodicity expresses the idea that a point of a moving system, either a dynamical system or a stochastic process, will eventually visit all parts of the space that the system moves in, in a uniform and random sense. This implies tha ...
is the assumption that a system, at a given temperature, explores the full phase space, just each state takes different probabilities. In an Ising ferromagnet below T_c this does not happen. If T, never mind how close they are, the system has chosen a global magnetization, and the phase space is divided into two regions. From one of them it is impossible to reach the other, unless a magnetic field is applied, or temperature is raised above T_c. See also superselection sector


Mathematical tools

The main mathematical tools to study critical points are
renormalization group In theoretical physics, the term renormalization group (RG) refers to a formal apparatus that allows systematic investigation of the changes of a physical system as viewed at different scales. In particle physics, it reflects the changes in the ...
, which takes advantage of the Russian dolls picture or the
self-similarity __NOTOC__ In mathematics, a self-similar object is exactly or approximately similar to a part of itself (i.e., the whole has the same shape as one or more of the parts). Many objects in the real world, such as coastlines, are statistically se ...
to explain universality and predict numerically the critical exponents, and
variational perturbation theory In mathematics, variational perturbation theory (VPT) is a mathematical method to convert divergent power series in a small expansion parameter, say :s=\sum_^\infty a_n g^n, into a convergent series in powers :s=\sum_^\infty b_n /(g^\omega)^n, where ...
, which converts divergent perturbation expansions into convergent strong-coupling expansions relevant to critical phenomena. In two-dimensional systems,
conformal field theory A conformal field theory (CFT) is a quantum field theory that is invariant under conformal transformations. In two dimensions, there is an infinite-dimensional algebra of local conformal transformations, and conformal field theories can sometime ...
is a powerful tool which has discovered many new properties of 2D critical systems, employing the fact that scale invariance, along with a few other requisites, leads to an infinite symmetry group.


Critical point in renormalization group theory

The critical point is described by a
conformal field theory A conformal field theory (CFT) is a quantum field theory that is invariant under conformal transformations. In two dimensions, there is an infinite-dimensional algebra of local conformal transformations, and conformal field theories can sometime ...
. According to the
renormalization group In theoretical physics, the term renormalization group (RG) refers to a formal apparatus that allows systematic investigation of the changes of a physical system as viewed at different scales. In particle physics, it reflects the changes in the ...
theory, the defining property of criticality is that the characteristic
length scale In physics, length scale is a particular length or distance determined with the precision of at most a few orders of magnitude. The concept of length scale is particularly important because physical phenomena of different length scales cannot af ...
of the structure of the physical system, also known as the
correlation length A correlation function is a function that gives the statistical correlation between random variables, contingent on the spatial or temporal distance between those variables. If one considers the correlation function between random variables re ...
''ξ'', becomes infinite. This can happen along ''critical lines'' in phase space. This effect is the cause of the
critical opalescence Critical opalescence is a phenomenon which arises in the region of a continuous, or second-order, phase transition. Originally reported by Charles Cagniard de la Tour in 1823 in mixtures of alcohol and water, its importance was recognised by Thomas ...
that can be observed as a binary fluid mixture approaches its liquid–liquid critical point. In systems in equilibrium, the critical point is reached only by precisely tuning a control parameter. However, in some non-equilibrium systems, the critical point is an
attractor In the mathematical field of dynamical systems, an attractor is a set of states toward which a system tends to evolve, for a wide variety of starting conditions of the system. System values that get close enough to the attractor values remain ...
of the dynamics in a manner that is robust with respect to system parameters, a phenomenon referred to as
self-organized criticality Self-organized criticality (SOC) is a property of dynamical systems that have a critical point as an attractor. Their macroscopic behavior thus displays the spatial or temporal scale-invariance characteristic of the critical point of a phase ...
.


Applications

Applications arise in
physics Physics is the natural science that studies matter, its fundamental constituents, its motion and behavior through space and time, and the related entities of energy and force. "Physical science is that department of knowledge which r ...
and chemistry, but also in fields such as
sociology Sociology is a social science that focuses on society, human social behavior, patterns of social relationships, social interaction, and aspects of culture associated with everyday life. It uses various methods of empirical investigation an ...
. For example, it is natural to describe a system of two political parties by an Ising model. Thereby, at a transition from one majority to the other, the above-mentioned critical phenomena may appear.W. Weidlich, ''Sociodynamics'', reprinted by Dover Publications, London 2006,


See also

*
Ising model The Ising model () (or Lenz-Ising model or Ising-Lenz model), named after the physicists Ernst Ising and Wilhelm Lenz, is a mathematical model of ferromagnetism in statistical mechanics. The model consists of discrete variables that represent ...
* Critical point * Critical exponent *
Critical opalescence Critical opalescence is a phenomenon which arises in the region of a continuous, or second-order, phase transition. Originally reported by Charles Cagniard de la Tour in 1823 in mixtures of alcohol and water, its importance was recognised by Thomas ...
*
Variational perturbation theory In mathematics, variational perturbation theory (VPT) is a mathematical method to convert divergent power series in a small expansion parameter, say :s=\sum_^\infty a_n g^n, into a convergent series in powers :s=\sum_^\infty b_n /(g^\omega)^n, where ...
*
Conformal field theory A conformal field theory (CFT) is a quantum field theory that is invariant under conformal transformations. In two dimensions, there is an infinite-dimensional algebra of local conformal transformations, and conformal field theories can sometime ...
*
Ergodicity In mathematics, ergodicity expresses the idea that a point of a moving system, either a dynamical system or a stochastic process, will eventually visit all parts of the space that the system moves in, in a uniform and random sense. This implies tha ...
*
Self-organized criticality Self-organized criticality (SOC) is a property of dynamical systems that have a critical point as an attractor. Their macroscopic behavior thus displays the spatial or temporal scale-invariance characteristic of the critical point of a phase ...
* Rushbrooke inequality *
Widom scaling Widom scaling (after Benjamin Widom) is a hypothesis in statistical mechanics regarding the free energy of a magnetic system near its critical point which leads to the critical exponents becoming no longer independent so that they can be paramete ...
* Critical brain hypothesis


Bibliography

* ''
Phase Transitions and Critical Phenomena ''Phase Transitions and Critical Phenomena'' is a 20-volume series of books, comprising review articles on phase transitions and critical phenomena, published during 1972-2001. It is "considered the most authoritative series on the topic". Volu ...
'', vol. 1-20 (1972–2001), Academic Press, Ed.: C. Domb, M.S. Green, J.L. Lebowitz * J.J. Binney et al. (1993): ''The theory of critical phenomena'', Clarendon press. * N. Goldenfeld (1993): ''Lectures on phase transitions and the renormalization group'', Addison-Wesley. * H. Kleinert and V. Schulte-Frohlinde, ''Critical Properties of φ4-Theories''
World Scientific (Singapore, 2001)
Paperback (Read online a

'' * Julia Yeomans, J. M. Yeomans, ''Statistical Mechanics of Phase Transitions'' (Oxford Science Publications, 1992) * M.E. Fisher, ''Renormalization Group in Theory of Critical Behavior'', Reviews of Modern Physics, vol. 46, p. 597-616 (1974) * H. E. Stanley, ''Introduction to Phase Transitions and Critical Phenomena''


References


External links

* {{Statistical mechanics topics Conformal field theory Renormalization group