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ASSIGNATURA: COLLECTIVE PHENOMENA AND PHASE TRANSITIONS.

SEMESTRE: Spring Term 2018

Homework exercises. Due date: June 18

The following exercises will count for 10% of the continued evaluation, if the grade is better than
the one in the final exam.
Note: it is preferable to solve fewer exercises in detail rather than many exercises superficially. It
is not necessary to solve all the exercises. Please write clearly and explain your results.
You can submit the exercises in three different ways: 1) by bringing them at the exam on June
11; 2) by leaving them in my mailbox (Departament FMC) no later than June 18; 3) by emailing me
a scanned version no later than June 18.

1. Consider a classical fluid described by a Hamiltonian H(r, p) where r, p denote the positions and
momenta of N particles. Consider the Gibbs free energy G(N, T, p) = − β1 ln Q(N, T, p) where
the Gibbs partition function is defined as
Z ∞
1 dV −βpV
Z
Q(N, T, p) = e drdp e−βH(r,p)
hdN N ! 0 v0
where v0 is a constant with dimensions of a volume in d dimensions. Define the entropy and in-

ternal energy in the Gibbs ensemble as SG (N, T, p) = − ∂T G(N, T, p)|N,p and UG (N, T, p) = hHi
where h. . .i denotes the expectation value with respect to the Gibbs distribution e−βH−βpV /Q(N, T, p).


(a) Prove the identity ∂β (βG(N, T, p)) N,p = UG (N, T, p) + pVG (N, T, p) where VG (N, T, p) ≡

hV i is the mean volume in the Gibbs ensemble.



(b) Prove the identity ∂p G(N, T, p)|N,T = VG (N, T, p)
(c) Prove that the above identities imply G(N, T, p) = UG (N, T, p)+pVG (N, T, p)−T SG (N, T, p)
(d) Assuming homogeneity of the Helmoltz free energy for large N (namely that it has the
form F (N, T, V ) = N f (N, v) where v = V /N ) prove, using the saddle-point method, that
for large N the Gibbs free energy is also homogeneous, namely G(N, T, p) = N g(T, p) and
that the following identity holds:

g(T, p) = f (T, v ∗ (T, p)) + pv ∗ (T, p)



∂f (T,v)
where v ∗ (T, p) is solution of the equation p = − ∂v T .

(e) Prove that for large N , VG (N, T, p)N = v ∗ (T, p)


(f) Using all the above, prove that for large N the canonical entropy density s(T, v) =
S(N, T, V )/N (where S(N, T, V ) = − ∂F (N,T,V
∂T
)
is equal to the entropy density in the
N,V
Canonical), is equal to the entropy density in the Gibbs ensemble sG (T, p) = SG (N, T, p)/N .
(g) Same as the previous point but for the internal energy instead of entropy.
2. Fully-connected Ising model in the (N, T, M ) ensemble.
In the fully-connected Ising model each spin interacts with all other spins. The Hamiltonian
for N spins is thus:
N X N
J X
H=− Si Sj
N i=1 j=i+1

with J > 0.

(a) Compute the partition function Q(N, T, M ) in the (N, T, M ) ensemble, in which we fix
P
N, T and the magnetization M = i Si
[Hint: show that N
PN 1 P 2 N
j=i+1 Si Sj = 2 ( i Si ) − 2 and explain why for large N the term
P
i=1
N
2 can be neglected. Then compute the number of configurations that have magnetization
M .]
(b) The “Gibbs” free energy is defined as G(N, T, M ) = − β1 ln Q(N, T, M ) (we follow here the
common nomenclature, even though G(N, T, M ) is actually analogous to the Helmholtz
free energy of a fluid rather than the Gibbs free energy). Show that for large N one has
G(N, T, M ) = N g(T, m) where m = M/N and give the expression of g(T, m).
 
∂G(N,T,M )
(c) Define the magnetic field as h(N, T, M ) = ∂M . Show that in the large N limit
N,T
h is a function only of T and m and that it satisfy the equation

m = tanh[β(Jm + h(T, m))].

Compare this with the self-consistent equation of the magnetization in usual (N, T, h)
ensemble (in which we fix the magnetic field instead of the magnetization)

m(T, h) = tanh[β(Jm(T, h) + h)]

and discuss.

3. The density expansion for a hard-sphere fluid (without attraction) in terms of the packing
fraction η = bρ/8 (namely, the fraction of volume occupied by the spheres), where b is the
exluded volume and ρ is the density, is given approximately by the Carnahan-Starling formula

11
pV X
=1+ (3s + s2 )η s
N kB T s=1

(a) What is the physical reason why the virial coefficients are independent of temperature?
(b) The Helmholtz free energy can be obtained by integrating the pressure:
Z V
F (N, V, T ) = F0 − p(N, V, T )dV
V0

where V0 is a reference volume. Extending the sum above to s = ∞ and integrating term
by term, show that
η(4 − 3η)
F (N, T, V ) = Fid (N, T, V ) + N kB T ,
(1 − η)2
where Fid is the free energy of the ideal gas.
(c) Compute the internal energy and the entropy. Explain physically why the internal energy
is the same as that of the ideal gas and why S − Sid is negative and increases in absolute
value as η increases.
4. Consider a Ginzburg-Landau Hamiltonian of the form
γ at b
Z
L= dd r[ (∇η(r))2 + η 2 + η 4 ].
2 2 4
For t > 0, the Gaussian approximation consists in neglecting the quartic term. In Fourier space,
the partition function is thus:
Z
β
P
(γk2 +at)|η̂k |2 ,
d(Reη̂k )(Imη̂k )e− 2V
Y
Z= k

k,kz >0

where η(r) = V1 k eik·r η̂k .


P

(a) Using Gaussian integrals, show that


2V kB T
hη̂k1 η̂k2 i = δk1 ,−k2 .
γk21 + at
From this, deduce the expression of the correlation function hη(r)η(r0 )i.
(b) For t < 0, let η ∗ be the value of the homogeneous field that minimizes L, and define
δη(r) = η(r) − η ∗ . By expanding L up to second order in δη(r), show that
γ
Z
L= dd r[ (∇δη(r))2 + a|t|(δη(r))2 ].
2
From this, deduce the form of the correlation function for t < 0.
(c) From point b) above, by comparing with the t > 0 case, what is the behaviour of the
constant-volume heat capacity as t → 0− ?

5. Let K0 = R(b) (K) be a renormalization group transformation for the set of coupling constants
K, where b is the block size.
From the semi-group property, R(b1 ) (R(b2 ) (K)) = R(b1 b2 ) (K), show that the matrix M (b) that
appears in the linearized RG transformation around a fixed point satisfies the property M (b1 ) ·
M (b2 ) = M (b1 b2 ) .
6. RG transformation of the 1D Ising chain with decimation. In this exercise we perform a similar
calculation as the one done in class with block size b = 2, but now with b = 3.
Consider the Ising 1D Ising model with

N
X
−βH = K Si Si+1 + N g
i=1

where g is a constant. We apply a decimation RG with b = 3 by taking for each block of three
spins only the central spin, i.e. S10 = S2 , S20 = S5 , S30 = S8 , . . ..

(a) Show that Z = TrT N where the elements of the transfer matrix can be written as TS1 S2 =
eKS1 S2 +g = eg cosh K(1 + xS1 S2 ) with x = tanh K.
(b) Show that the transfer matrix of the block spins
TS0 0 S 0 =
X
TS10 S3 TS3 S4 TS4 S20
1 2
S3 =±1,S4 =±1

is given by
TS0 0 S 0 = e3g 22 (cosh K)3 (1 + x3 S10 S20 )
1 2

(Hint: use the fact that only terms with even powers of S3 S4 survive in the sum).
(c) By imposing that T 0 has the same form as T but with renormalized couplings K 0 , g 0 , obtain
the RG recursion tanh K 0 = (tanh K)3 .
(d) Discuss the fixed points of the RG recursion and their stability.

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