An investigation of the rst order phase boundary in the 3-color Ashkin-Teller model in 2-dimensions using Metropolis sampling

A report for the mini project

submitted by

SRIVATSAN BALAKRISHNAN

for the award of the degree

of

Bachelor of Science and Master Of Science, Dual Degree

DEPARTMENT OF PHYSICS INDIAN INSTITUTE OF TECHNOLOGY MADRAS. April 2013

CERTIFICATE

This is to certify that the mini-project report titled An investigation of the rst order phase boundary in the 3-color Ashkin-Teller model in 2-dimensions using Metropolis sampling, submitted by Srivatsan Balakrishnan, to the Indian Institute of Technology, Madras, for the award of the degree of BS and MS, in physics, is a bona de record of the research work done by him under our supervision. The contents of this report, in full or in parts, have not been submitted to any other Institute or University for the award of any degree or diploma.

Rajesh Narayanan Research Guide Professor Dept. of Physics IIT-Madras, 600 036

Place: Chennai

Date: May 6, 2013

ACKNOWLEDGEMENTS
I sincerely thank my advisor Prof. Rajesh Narayanan for swiftly addressing the road blocks I have faced in the process of this work. I also thank Prof. Suresh Govindarajan, for teaching me some important courses in a manner that has created an interest in me to pursue a career in physics. Further, I thank Mr. Qiong Zhu, a student at Zheijang University who collaborates with Prof.Narayanan, for providing independent verications of all the results presented in this report.

ABSTRACT
KEYWORDS: Ashkin-Teller, First-order phase transition, Finite-size scaling, Metropolis, Monte Carlo method

The N -color Ashkin-Teller model consists of N Ising models which are coupled pairwise through a 4-spin interaction term. For N = 3, the model is known to exhibit a uctuation driven rst order transition. In this report, we have veried this claim by obtaining the rst order phase boundary using the Metropolis algorithm.

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TABLE OF CONTENTS
ACKNOWLEDGEMENTS ABSTRACT LIST OF FIGURES 1 2 Introduction Monte Carlo Method 2.1 2.2 2.3 2.4 The method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ergodicity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Detailed Balance . . . . . . . . . . . . . . . . . . . . . . . . . . . The Metropolis algorithm . . . . . . . . . . . . . . . . . . . . . . . 2.4.1 2.4.2 3 Equilibration . . . . . . . . . . . . . . . . . . . . . . . . . Details of the simulation . . . . . . . . . . . . . . . . . . . i ii iv 1 4 4 4 5 5 6 6 10

Results and Future work

LIST OF FIGURES
1.1 Schematic phase diagram for positive g and J as obtained from mean eld theory in (Grest and Widom, 1981). . . . . . . . . . . . . . . .
(t) The plot of autocorrelation function vs number of mcs-es, for the (0) AT model with g = 0.1 and J = 0.19. From this diagram, one can see that 20 is a mild overestimate for the autocorrelation time for these particular values of coupling constants. . . . . . . . . . . . . . . . .

2.1

3.1

Phase diagram, obtained from the minima of V for the system size L = 24. (Error bars are smaller than symbol size wherever they are not visible). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . V vs J for different values of system size (Error bars are smaller than symbol size wherever they are not visible).. . . . . . . . . . . . . . V vs L2 for g = 0.1. For a given value of g , V (L) denotes the minimum value (over a range of values of J ) of V as a function of system size. The y-intercept is 0.045 which says that V (L = ) 0.622, indicating that we indeed have a rst order transition in the innite lattice limit. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . The variance of energy per unit spin, which is proportional to the specic heat, as a function of J for g = 0.1. For this value of g , we do not have the product phase.(Error bars are smaller than symbol size wherever they are not visible). . . . . . . . . . . . . . . . . . . . . . . . The variance of energy per unit spin, which is proportional to the specic heat, as a function of J for g = 0.13. The rst peak corresponds to the transition from ferromagnetic to product phase. The second corresponds to the transition from product phase to Baxter phase. (Error bars are smaller than symbol size wherever they are not visible). . .

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3.2 3.3

12

3.4

12

3.5

13

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CHAPTER 1

Introduction

Continuous or second order phase transitions are characterized by a set of critical exponents which describe the divergences of quantities such as specic heat, susceptibility, correlation length, magnetization etc. Experimentally, it was observed rst, that seemingly unrelated physical systems had almost the same set of exponents. This phenomenon is called universality and was explained by the Renormalization Group approach. Finite size scaling can help extract critical exponents numerically. A classic example of a system with ferromagnet to paramagnet second order transition is the Ising model in zero external magnetic eld. First order phase transitions have discontinuities in some rst derivatives of the free energy, for example, the internal energy and/or magnetization. Hence, there are -function singularities in specic heat and susceptibility. This means that, there is no notion of criticality or distance to criticality, and further, no notion of critical exponents. Due to the discontinuous nature of the transition, at the critical point, rst order transitions show phase coexistence. However, numerically, in nite size systems, one does observe peaks in specic heat etc., close to the rst order phase boundary, due to rounding of the transition. A reliable method to obtain the phase boundary is to look at the minimum in the energy binder cumulant dened in 1.4. Further, the nite size scaling of the minimum value of the energy binder cumulant gives the order of the transition. (Challa et al., 1986) In this report, we investigate the 3-color Ashkin-Teller (AT) model, using the Metropolis algorithm, to study the features of the phase transition in it, and to obtain the phase diagram. The N -color AT model has the following hamiltonian:
N s i sj si sj , = i,j

H=
=1 i,j

Ji,j s i sj g

(1.1)

At each lattice site i, there are N Ising spins denoted by s i for 1 N which are referred to as the N colors. The rst term in the Hamiltonian is the Ising term for

Figure 1.1: Schematic phase diagram for positive g and J as obtained from mean eld theory in (Grest and Widom, 1981). each color. There is also a 4-spin term which couples spins of different colors. The sum over i, j denotes sum over nearest neighbors. In the 2d lattice with periodic boundary condition, each site has 4 nearest neighbors. The coupling constant Ji,j = J is a positive number. Higher value of J , intuitively implies higher the tendency for the spins to order. And similarly, higher values of g places more importance on the 4-spin term which can get signicant contributions from states without an ordering of the spins. The magnetization, dened below for an L L lattice, is an order parameter which quanties ordering of the spins. 1 m= N
N

=1

1 L2

s i
i

(1.2)

For a xed value of g lying in a particular range, the system exhibits a rst-order transition from paramagnetic to the ferromagnetic phase(which is also referred to as Baxter phase) as we increase J . This is the rst order boundary which is depicted as a dashed line running from point A to B in Fig.1.1. The magnetization m is 0 in the paramagnetic and discontinuously jumps to 1 in the ferromagnetic phase. However, in simulations, this discontinuous jump is smeared out due to nite-size effects. There is another interesting order parameter, which we denote by m2 which quanties the tendency of product of spins of two colors to order. This phase called product

phase is shown in Fig.1.1. 1 1 N (N 1) = L2

s i si , i

m2 =

(1.3)

Interestingly, for a range of values of g , as we increase J , the system moves from the paramagnetic phase to the product phase where m2 picks up a non-zero value before m does, and then from the product phase to the ferromagnetic phase. The transition from the paramagnetic to product phase is a line of rst order transitions depicted as the line from B to C in Fig.1.1. The specic heat and magnetic susceptibility are quantities of interest which will help us nd the phase boundaries. Another set of quantities which are useful in the determination of both phase boundaries and order of the transition are the binder cumulants for energy (V ) and magnetization (Vm ) given by V =1 [ 3[
4 2

] , ]2

Vm = 1

[ m4 ] , 3 [ m 2 ]2

(1.4)

The aim of this mini project is to obtain the rst order line A-B-C depicted in Fig.1.1 using Metropolis simulations. In the following chapter, we present, briey, the general theory of monte carlo simulations, the Metropolis algorithm and error analysis.

CHAPTER 2

Monte Carlo Method

2.1

The method

The aim of the monte carlo method is to sample the states according to the Boltzmann distribution given by p exp( ), where p is the weight assigned to the state and

(2.1) is the energy of the state . This is

achieved by setting up a markov chain on the set of states whose equilibrium distribution p is the Boltzmann distribution p . The class of such algorithms is called markov chain monte carlo algorithms. The transition probability P ( ) characterizes the algorithm. There are two simple conditions on the transition probability that guarantee that it has the correct equilibrium distribution. These are the conditions of ergodicity and detailed balance. The Metropolis, Wolff and other markov chain monte carlo algorithms just correspond to different choices of the transition probability P ( ) such that it obeys ergodicity and detailed balance. For convenience, the decision of making a transition from one state to another is split in to the decision of selecting a transition followed by the decision of accepting it. This translates to the following equation, P ( ) = g ( )A( ), (2.2)

where g ( ) is the selection probability and A( ) is the acceptance probability.

2.2

Ergodicity

The condition of ergodicity states that, given two states and the markov chain must be able to reach starting from in a nite number of steps. If it were not true, and we

started the markov chain from , then empirically one would get p = 0 which is not equal to the value given by boltzmann distribution.

2.3

Detailed Balance

The condition of detailed balance is expressed as,

p P ( ) = p P ( ),

(2.3)

Applying a

on both sides, we get, p =

p P ( ),

(2.4)

where we have used the identity

P ( ) = 1. Equation 2.4 is precisely the

condition that the boltzmann distribution is a xed point of the transition probability. In other words, it is the condition that, if is a sample from boltzmann distribution and markov process transitions to a state after one step, then is also a sample from the boltzmann distribution. The conditions of ergodicity and detailed balance are necessary and sufcient conditions for the validity of a markov chain monte carlo algorithm.

2.4

The Metropolis algorithm

The Metropolis algorithm is a single spin-ip algorithm. For example, in the AT model, one selects, with uniform probability, a single site i and a single color and ips the spin s i , and then accepts this ip with specic acceptance probability (that is nonzero). Clearly this process is ergodic. In order to dene the acceptance probability, we make use of the detailed balance condition. Clearly, as dened above, we have g ( ) = g ( ). Further, it sufces to dene the acceptance probability only when the selection probability is non-zero. Hence we have,
A( )p = A( )p ,

(2.5)

It is straightforward to verify that the acceptance probability dened in 2.6, also called the Metropolis acceptance probability obeys eq 2.5 1, exp( (
)),

A( ) =

when

<

(2.6)

otherwise .

If is customary to measure the monte carlo time not in terms of number of single ips, but in terms of number of mcs-es. 1 mcs corresponds to the minimal sequence of spin ips such that every color at each site is selected at least once.

2.4.1

Equilibration

We start the monte carlo from an initial state which is either the 0-temperature ordered state, or the -temperature disordered state and then performs sufcient number of ips so that we reach the equilibrium distribution. We can track the values of magnetization and energy for 2 markov chains, one starting from the disordered state, and one from the ordered state, and see how many ips are required for m and to collapse unto each other. This is just a thumb rule which is sufcient for our purposes. As an interesting aside, we point the reader to the method known as coupling from the past which can give an equilibrium sample with certainty. This however is overkill for our use.

2.4.2

Details of the simulation

Autocorrelation time Once equilibration has been achieved, we start recording the magnetic and energetic data. However, it is instructive to rst look at the autocorrelation function (t). Suppose one has done a total of M (M by,
M t

t) mcs-es. Then the autocorrelation function is given

(t) =
t =0

[m(t ) m ][m(t + t ) m ]

(2.7)

This function measures the average correlation between two measurements taken a time t apart. One expects the normalized autocorrelation time to have an exponential behav-

ior, i.e, (t) = exp(t/ ) (2.8)

where is called the autocorrelation time. It can be dened as the time it takes for the autocorrelation function to drop to 1/e of its maximum value.

0.9

0.8 AUTOCORRELATION FUNCTION

0.7

AUTOCORRELATION FUNCTION vs MONTE CARLO TIME for g=0.1 and J=0.19

0.6

0.5

0.4

0.3

0.2

0.1

10

20

30 40 MONTE CARLO TIME in MCS

50

60

(t) Figure 2.1: The plot of autocorrelation function vs number of mcs-es, for the AT (0) model with g = 0.1 and J = 0.19. From this diagram, one can see that 20 is a mild overestimate for the autocorrelation time for these particular values of coupling constants.

One should bother about the autocorrelation time because the statistical error in the data depends not on the total number of measurements, but on the number of uncorrelated measurements. The statistical error goes as
M ,

where M is the number of

mcs-es. In fact, for convenience, we will collect data only once in > 5 mcs-es. For all practical purposes, two measurements spaced more than 5 mcs-es apart are uncorrelated. This also is gives a sensible way to expend computing power, which is to run the simulations for a time proportional to the autocorrelation time. This ensures that the data for a particular quantity collected for different values of coupling constants, have similar errors. It turns out that the autocorrelation time is sharply peaked close to the critical point. Hence, most of the computing power is utilized close to the phase boundary. 7

Error Analysis The average value of magnetization, computed from data collected for a nite simulation is an estimation of the true average. The statistical error in such an estimate is given by the standard deviation. However, this does not extend to quantities such as specic heat, susceptibility and binder cumulants, since these quantities themselves depend upon averages computed from the data. Suppose, one is computing the binder energy cumulant (along with an estimate for statistical error). The simple way around is to "block" the data in to G groups of of M samples each. Compute the value of the cumulant in each group. And then compute the averages and standard deviations over these G values. However, there exists a more sophisticated method, which has better statistical accuracy, known as the bootstrap method. This was used in our simulations. This method falls under the general category of resampling schemes. We refer the reader to the book by Newman and Barkema (1999) for a complete treatment of error analysis.

Finite Size Scaling For a given value of 4-spin coupling g and the system size L, we dene V as follows. V (g, L) = min V (g, J, L)
J

(2.9)

where V (g, J, L) is the value of V for given values of g , J , and L. It can be shown that for a second order phase transition, V (g, L = ) = 2/3 and that for a rst order phase transition, V (g, L = ) = 2/3 A for some positive A. Further, it was shown by Challa et al. (1986) that V (g, L) = 2/3 A(g ) B (g ) 1 + O( 2d ), d L L (2.10)

where d is number of dimensions (= 2) in our case. This equation is an example of a nite size scaling equation. This equation was obtained by using an ansatz for the density of states. The density of states was assumed to be the sum of two gaussians, one centered at the average energy of the high temperature phase and one at the average energy of the low temperature phase. The ratio of amplitudes of these two gaussians 8

can be xed by imposing uctuation-dissipation theorem. We can plot ( 2 V (g, L)) 3 vs

1 Ld

for a given value of g , to obtain A(g ). A(g ) being positive is an indication that

we have a rst order transition.

Summary
We can summarize the steps involved in the simulations as follows. For each value of g , J , and L, do 10000 mcs to to get an accurate plot autocorrelation function and from it, the autocorrelation time. Typically, the autocorrelation time doesnt exceed 100 for the system sizes that were considered. Do a longer run with 10000 (10 ) mcs and collect data once every 10 mcs. Hence we can expect the error to be around 1%. Do a bootstrap estimation of quantities such as binder cumulant, susceptibility, specic heat etc. The minimum of the binder energy cumulant is an excellent indicator of the phase boundary. Plot (2/3 V (g, L)) vs order phase transition.
1 L2

to, for all values of g to ascertain that we have a rst

CHAPTER 3

Results and Future work

The rst order phase boundary has been found and depicted in Fig. 3.1. It has been conrmed to be a line of rst order transitions, by means of nite size scaling plots,
2 3

V vs

1 , L2

as shown in Fig. 3.3. The y-intercept being positive is an indication of

the fact that we indeed have a rst order transition. Further, from the specic heat data and by looking at the order parameters, we can see that for some range of values of g , the product phase develops before the ferromagnetic phase (Fig. 3.5).

Figure 3.1: Phase diagram, obtained from the minima of V for the system size L = 24. (Error bars are smaller than symbol size wherever they are not visible). In this thesis, we have concentrated on a sensible implementation of the metropolis algorithm, that expends computing resources in an apt manner. However, as we can see, the nite size scaling plots (Fig. 3.3) require us to go to larger system sizes in order to get better data for the y-intercept. This is difcult with metropolis algorithm, which suffers

Figure 3.2: V vs J for different values of system size (Error bars are smaller than symbol size wherever they are not visible).. from critical slowing down. Local ip dynamics are slow. This is mitigated by the use of cluster algorithms like the Wolff algorithm or its generalization, the Niedermayer algorithm (Niedermayer, 1988). I plan to do that in the near future. Another interesting avenue for future work is the addition of impurities. It is straightforward to add random impurities to the existing code. The N -color AT model with impurities exhibits continuous phase transitions. Renormalization group calculations made by Cardy (1996) suggest that this transition must be in the Ising universality class. However, recent numerical investigation of the same by Bellafard et al. (2012) seems to suggest non-universal behavior. I plan to work on the resolution of this puzzle, which involves both analytical and numerical techniques.

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Figure 3.3: V vs L2 for g = 0.1. For a given value of g , V (L) denotes the minimum value (over a range of values of J ) of V as a function of system size. The y-intercept is 0.045 which says that V (L = ) 0.622, indicating that we indeed have a rst order transition in the innite lattice limit.

Figure 3.4: The variance of energy per unit spin, which is proportional to the specic heat, as a function of J for g = 0.1. For this value of g , we do not have the product phase.(Error bars are smaller than symbol size wherever they are not visible).

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Figure 3.5: The variance of energy per unit spin, which is proportional to the specic heat, as a function of J for g = 0.13. The rst peak corresponds to the transition from ferromagnetic to product phase. The second corresponds to the transition from product phase to Baxter phase. (Error bars are smaller than symbol size wherever they are not visible).

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REFERENCES
1. Bellafard, A., H. Katzgraber, M. Troyer, and S. Chakravarty (2012). Bond disorder induced criticality of the three-color ashkin-teller model. Phys Rev Lett, 109(15), 155701. 2. Cardy, J. (1996). Effect of random impurities on uctuation-driven rst-order transitions. Journal of Physics A Mathematical General, 29, 18971904. 3. Challa, M. S. S., D. P. Landau, and K. Binder (1986). Finite-size effects at temperature-driven rst-order transitions. Phys. Rev. B, 34(3), 18411852. URL http://dx.doi.org/10.1103/physrevb.34.1841. 4. Grest, G. S. and M. Widom (1981). N-color Ashkin-Teller model. , 24, 65086515. 5. Newman, M. E. J. and G. T. Barkema, Monte Carlo Methods in Statistical Physics. Oxford University Press, USA, 1999. ISBN 0198517971. URL http://www.amazon.com/exec/obidos/redirect?tag= citeulike07-20&path=ASIN/0198517971. 6. Niedermayer, F. (1988). General cluster updating method for monte carlo simulations. Phys. Rev. Lett., 61, 20262029. URL http://link.aps.org/doi/10.1103/ PhysRevLett.61.2026.

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