NPTEL – Physics – Advanced Statistical Mechanics

Chapter 6

Tranfer matrix method

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Lecture-I
1. Introduction:
In the previous two chapters we have developed approximate analytical theories for
continuous phase transition. The interacting system was approximated as a non-interacting
system in an external mean field arising from the particle-particle (spin-spin) interaction.
The limitation of mean field type theories is that usually they do not represent the
experimental situations. The aim of this chapter is to develop an exact analytical theory for
the continuous phase transition. One dimensional problems will be exactly solved.
However, a brief discussion of spin-1/2 Ising model in two dimensions will be given.

2. The methodology:
In this approach, the partition function of the interacting system will be written in terms of
trace of a matrix called the transfer matrix. The canonical partition function can be
represented as

Z  tr ΤqNq

where the trace is over all possible states, is usually the system size and the order of the
matrix depends on the range of interaction as well as on the number of states of each spin
variable. Since the trace of a matrix is the sum its eigenvalues,

q
tr Τqq   i .
i 1

In order to estimate the eigenvalues of , one needs to diagonalize the matrix. A matrix is
diagonalizable if there exists an invertible matrix S such that

Τ  SDS1

where the columns of S are the eigenvectors of T and the diagonal elements of D are the
eigenvalues of T. The partition function then can be obtained as
q
Z  tr ΤqNq  tr( SDS 1SDS1 SDS1 )  tr(SDN S 1 )  tr(DN )   iN .
i 1

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Since the partition function is obtained in terms of the eigenvalues of the transfer matrix,
the thermodynamic properties will be then described by the eigenvalues and the
eigenvectors of the transfer matrix. It can be shown that the free energy density depends
only on the largest eigenvalue of the transfer matrix. Say the eigenvalues of T are ={1 ,
2 ,3 , .... q } which are arranged in descending order and 1 is the largest eigenvalue.
The free energy density is then given by

  

 
 { ( ) ( ) }

 .

It is important to note that the free energy density depends only on the largest eigenvalue.
Hence, the thermodynamic quantities which are different derivatives of the free energy
density will also depend on the largest eigenvalue. In order to have a physically sensible
free energy, the largest eigenvalue must be positive and non-degenerate. It can also be
shown that the correlation length is given by the two largest eigenvalues as

1 1
 ln( ).
 2

The above prescription will now be applied to one and two dimensional spin models to
obtain exact results.

This method is applicable whenever the partition function can be expressed as a product of
matrices. As the model gets complicated, the transfer matrix also gets complicated. The
usefulness of the method depends whether the matrix is diagonalizable or not, either
analytically or numerically.

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3. One dimensional spin-1/2 Ising Model:

The Hamiltonian for the 1d spin-1/2 Ising model with nearest neighbour interaction in
presence of an external field is given by

∑ ∑

where 〈 〉 represents nearest neighbor interaction and the field is units of energy, and
. Consider a linear chain of spins with periodic boundary condition as shown in
the figure below. Under the periodic boundary condition, . However, the choice
of periodic boundary condition becomes irrelevant in the limit .

4
N-2
3
N-1 2
N 1

Fig 6.1 One dimensional Ising chain with periodic boundary condition.

The canonical partition function is given by

∑
∑
∑

where . Since the transfer matrix is given by

( *

Since the matrix is identical for , , and so on, the partition function is then
given by

∑ ∑

where  and  are the eigenvalues of the transfer matrix.

Note that the transfer matrix builds up the lattice step by step. The rth power of T adds spin
and trace upto . This step then puts a bond between rth and (r-1)th spins.

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Lecture-II

3.1 Eigenvalues and eigenvectors

In order to obtain the eigenvalues, one needs to solve the determinant equation

|  |

or, |  |


 

Hence,  √

So is the largest eigenvalue and hence the free energy density is given by

Check that as and as as it is expected.

.

The eigenvectors can also be obtained. Consider that | and | are two orthogonal
eigenvector of the transfer matrix. So <u1|u2>=0 and <u1|u1>=<u2|u2>=1.

Let | , | and hence,

One has, |  | and |  |

Using |  | , one has


( *( *


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As a solution one may obtain:




Since,

One has

Since the eigenvalues and the eigenvectors of the transfer matrix is known, all the
thermodynamic properties can be derived now.

3.2 Magnetization:

The magnetization can be calculated either from the expectation of the spin matrix
operator or from the free energy. Calculation of in both ways is given below.

The magnetization is given by

〈 〉 ⟨ | | ⟩

where ∑ | | ( ), then

( )( *
√

In terms of free energy,

 * √ +

The magnetization can be obtained as

( * ( * √ +)

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The same expression for the magnetization is obtained. The variations of with for
different are shown in Fig.6.2.

Fig.6.2 Plot of magnetization versus magnetic field for different temperature T.

Now there are a few points to notice. If , for any finite temperature T.
Therefore there is no spontaneous magnetization at any finite temperature and hence no
phase transition at any finite temperature. If and is small then . On the
other hand, if or J=0 then , corresponds to a paramagnetic phase.
Therefore, there is a phase transition only at in the case of Ising model. Such a
conclusion was qualitatively obtained from free energy consideration in Chapter-4.

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Lecture-III
3.3 Isothermal susceptibility:

The isothermal susceptibility can be obtained as

( *

( ) ( )

⁄
√

For h=0, .

As , . Thus the criticality is at only. However, note that the

singularity is not of the power law type instead it is exponential.

3.4 Specific heat:

The specific heat can be obtained as where  with

 √ .

Therefore, is given by


Since | and |
one has

This is a smooth function of temperature . As , as expected. There is no

critical point at a finite temperature which corresponds to singular behavior of .

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4 Correlation function:

Let us consider the spin-spin correlation in the Ising chain. Since the effect of external field
is not important, we set . The Hamiltonian and the canonical partition function are
given by

∑ ∑∏

The correlation function for a pair of spins and separated by a distance is given
by

〈 〉 〈 〉〈 〉

Since the calculation is for a finite temperature and the criticality of the Ising chain
is at , in absence of external field there will be no magnetization, i.e., 〈 〉
〈 〉 . Hence,

〈 〉

Since for Ising spins always , the correlation function can be written as

〈 〉

For nearest neighbor interaction only, the above function can be written as

〈 〉〈 〉 〈 〉

In order to calculate the correlation 〈 〉 among two nearest neighbours, we calculate

the partition function

for . Hence,

Therefore, the correlation function is given by

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For , the correlation function for the Ising chain is expected to be

where  is correlation length. Hence,

 


On the other hand,


|


Therefore,

 ( *

where   . Though this relation is proved for a linear Ising chain this is a general
result. Now we take different limits of temperature and verify the expected values of the
correlation length.

As , therefore,  

As , therefore,  

Hence, the correlation length assumes the right limiting values.

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Lecture-IV
In this section we will be considering a few examples in one dimension for which exact
partition function can be obtained. The free energy and the correlation length expressions
will be obtained and their values in different limiting conditions will be verified.

Example 1: Consider one dimensional spin-1 Ising model for spins with nearest
neighbour interaction in absence of external magnetic field. The Hamiltonian is given by

where and . We will construct the transfer matrix and obtain the
free energy density and the correlation length. Their values will be checked in the
and limits.

The canonical partition function is given by

∑
∑ ∑

where . Since and have three states each, the transfer matrix would
be a matrix as given by

( +

The transfer matrix will have three eigenvalues, say, . The partition function is
then given by
  

The eigenvalues of the transfer matrix can be obtained as,

| |


|  |


( )[ ( ) ( )]

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Solving the above equation one has,

 √ ]

 √ ]

It can be checked by plotting the eigenvalues against that

  

Therefore the free energy is given by

*, √ -⁄ +

As hence as expected. On the other hand, if ,

, the entropy term.

The correlation length can be obtained as

( * ( √ )

As hence as expected. On the other hand, as , ,

hence .

Example 2: Consider the one dimensional q-states Potts model which is described by the
Hamiltonian

where and is the Kroneker delta. Due to periodic boundary condition

. Construct the transfer matrix and find that largest eigenvalue is
and the remaining eigenvalues are all degenerate and takes the value . Obtain
the free energy density and correlation length for this model and check limit T → 0 and T
→ .

The canonical partition function is given by

∑
∑ ∑ ∑

where ( ) .

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The transfer matrix in this case is going to be a matrix and it is given by

( ,

The partition function is then given by

The eigenvalues can be obtained by solving | | where the eigenvector is

given by | 〉 ( ). Hence the system of linear equations are given by

( ,( ) ( )

Or,

∑ ∑ ∑

Thus one may write

Or

( ) ∑

The right hand side of the above equation is independent of the index . So if (
) , then all are the same. Let us set them equal to 1 and say, the corresponding
eigenvalue of this eigenvector is . Then,

Thus one eigenvalue corresponding to an eigenvector is obtained. The only other

possibility is ( ) which corresponds to ∑ . Thus the second
eigenvalue is

corresponding to an eigenvector whose element sum is zero. Since the transfer matrix has
eigenvectors, all eigenvectors then should have the same eigenvalue .

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Since , the free energy density is given by

[ ]

As , as expected and as , , the entropy term.

The correlation length can be obtained as

( *

As hence as expected. On the other hand, as , ,

hence .

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Lecture-V

Now we will consider Ising model in two dimensions. Consider a square lattice
consisting of rows and columns with an Ising spin on each lattice site. There is only
nearest neighbor interactions among the spins and a periodic boundary condition is
assumed in both the directions. In absence of external magnetic field, the Hamiltonian of
the system is given by

∑∑ ∑∑

where denotes the rows and represents spins along a row. The canonical partition
function is then given by

∑ ∑

where the transfer matrix is of order. However, diagonalization of such a

matrix is found to an extremely difficult task. The first exact result of the problem was
obtained by Krammers and Wannier in 1941who located the . Onsagar in 1944 derived
an explicit expression for the free energy density by determining the largest eigenvalue.
The free energy density is given by
√
∫

where ⁄ . The internal energy per spin is then given by

∫
(√ )( √ )

The integral,
∫
(√ )( √ )
( √ )
∫
(√ ) ]
∫
√

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The internal energy is then given by

[ ∫ ]
√

The derivative,

Then the internal energy is obtained as

[ ] [ ]

where
⁄
∫
√

is the complete elliptic integral of the first kind.

The specific heat can be obtained by taking one more derivative of with
respect to temperature . In order to obtain , one needs to use the following relations:

[ ]

⁄
where ∫ √ is the complete elliptic integral of the second
kind. The specific heat then can readily be obtained as

* , -+

The elliptic integral has a singularity at or . Thus all thermodynamic

quantities should have singularity at defined by or . Thus, the
critical temperature can be obtained as

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Other conditions of criticality can also be defined as

⁄
√
⁄ √

In the neighborhood of the singularity, the elliptic integrals can be approximated as

| |
Thus near , the specific heat is given by

( * [ ( )]
| |

At the same time can be approximated as

| √ ( *( *

Therefore the singularity in the specific heat as is given by

( * | |

Thus the specific heat diverges logarithmically to infinity as . The specific heat
singularity then differs from mean field prediction of a discontinuous jump. The critical
exponent describing the specific heat singularity is then given by (log).

The temperature dependence of the spontaneous magnetization is given by

⁄

{[ ( * ]

As , ⁄ represents a slow variation with . As

,
⁄
[ √ ( *( *]

Thus the order parameter exponent is ⁄ which is very different from ⁄ , the mean
field value.

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The zero field isothermal susceptibility is is found asymptotically as

⁄
| |

where ⁄ . The susceptibility exponent is then given by ⁄ which is

again very different from , the mean field value.

The correlation length and correlation function exponents are also estimated as and
⁄ respectively. Again the exponent values are very different from their classical
values and zero respectively.

Therefore the exact values of the critical exponents of two dimensional Ising model is
obtained and found very different from those obtained in the men field theory. A
comparison of the values of the critical exponents obtained in these methods is given in the
table below.

Mean field 0 (dis) 1/2 1 1/2 0

Exact 0 (log) 1/8 7/4 1 1/4

The critical exponents satisfy the scaling relations , etc. as

exact equality. Since the model is not yet solved in presence of external magnetic field, a
direct measurement the critical isotherm exponent is not possible. However, assuming
the scaling relation holds as exact equality one has which is again
very different from the mean field value .

The Ising model is not yet solved even in absence of external field in three dimensions.

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Problems

Problem 1. Calculate the canonical partition function by transfer matrix method for
linear Ising chain of spins with nearest neighbor interaction and next nearest
neighbor interaction as shown in the figure below and in absence of external field.

Find the free energy density and the correlation length.

[Hint: The Hamiltonian of the system is given by

∑ ∑

Take a new variable .Then check that

. Rewrite the Hamiltonian in terms of the new variable as

∑ ∑

Rest of the calculation is that of the spin Ising model given as a demonstration problem
in Lecture-I.]

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Problem 2. The nearest neighbour interaction along the chains of a double Ising chain is
and that among the spins in the two chains is as shown in the figure below. Both the
chains contain spins.

Show that the transfer matrix of the system is given by

( )

where , , , and ,
.

[ Hint: The Hamiltonian is given by

∑ ∑

And the partition function is

∑ ( ) ] ( )

If , , the transfer matrix is given by

⟨ | | ⟩ { }

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References
[1] R. K. Pathria and P. D. Beale, Statistical Mechanics, (Elsevier, London, 2011).

[2] M. Plischke and B. Bergersen, Equilibrium Statistical Physics, (World Scientific,

Singapore, 1994).

[3] J. M. Yeomans, Statistical Mechanics of Phase Transitions, (Oxford University

Press, New York, 1994).

[4] J. J. Binney, N. J. Dowrick, A. J. Fisher and M. E. J. Newman, The Theory of

Critical Phenomena, (Oxford University Press, Oxford, 1992).

[5] H. E. Stanley, Introduction to Phase Transitions and Critical Phenomena, (Oxford

University Press, New York, 1987).

[6] D. A. R. Dalvit, J. Frastai and I. D. Lawrie, Problems on Statistical Mechanics, (IOP

Publishing, Bristol and Philadelphia, 1999).

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