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physics Physics is the scientific study of matter, its Elementary particle, 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 whi ...
, critical phenomena is the collective name associated with the physics of critical points. Most of them stem from the divergence of the correlation length, 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 In statistics, a power law is a functional relationship between two quantities, where a relative change in one quantity results in a relative change in the other quantity proportional to the change raised to a constant exponent: one quantity var ...
divergences of some quantities (such as the
magnetic susceptibility In electromagnetism, the magnetic susceptibility (; denoted , chi) is a measure of how much a material will become magnetized in an applied magnetic field. It is the ratio of magnetization (magnetic moment per unit volume) to the applied magnet ...
in the ferromagnetic phase transition) described by critical exponents, universality,
fractal In mathematics, a fractal is a Shape, geometric shape containing detailed structure at arbitrarily small scales, usually having a fractal dimension strictly exceeding the topological dimension. Many fractals appear similar at various scale ...
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 th ...
breaking. Critical phenomena take place in second order phase transitions, although not exclusively. The critical behavior is usually different from the mean-field approximation which is valid away from the
phase transition In physics, chemistry, and other related fields like biology, a phase transition (or phase change) is the physical process of transition between one state of a medium and another. Commonly the term is used to refer to changes among the basic Sta ...
, 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 renormalization group (RG) is 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 underlying p ...
. In order to explain the physical origin of these phenomena, we shall use the
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 ...
as a pedagogical example.


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 Curie ...
or
critical temperature 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 in ...
, T_c below which the system presents
ferromagnetic Ferromagnetism is a property of certain materials (such as iron) that results in a significant, observable magnetic permeability, and in many cases, a significant magnetic coercivity, allowing the material to form a permanent magnet. Ferromagne ...
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, \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 In mathematics, a fractal is a Shape, geometric shape containing detailed structure at arbitrarily small scales, usually having a fractal dimension strictly exceeding the topological dimension. Many fractals appear similar at various scale ...
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 amount of heat that must be added to one unit of mass of the substance in order to cause an increase of one unit in temperature. It is also referred to as massic heat ...
, 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 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 renormalization group (RG) is 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 underlying p ...
.


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 \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 th ...
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 renormalization group (RG) is 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 underlying p ...
, which takes advantage of the Russian dolls picture or the
self-similarity 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 self-similar ...
to explain universality and predict numerically the critical exponents, and variational perturbation theory, 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 In group theory, the symmetry group of a geometric object is the group of all transformations under which the object is invariant, endowed with the group operation of composition. Such a transformation is an invertible mapping of the amb ...
.


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 renormalization group (RG) is 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 underlying p ...
theory, the defining property of criticality is that the characteristic length scale of the structure of the physical system, also known as the correlation length ''ξ'', becomes infinite. This can happen along ''critical lines'' in
phase space The phase space of a physical system is the set of all possible physical states of the system when described by a given parameterization. Each possible state corresponds uniquely to a point in the phase space. For mechanical systems, the p ...
. This effect is the cause of the critical opalescence 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 Non-equilibrium may refer to: * generally the absence of an equilibrium * Non-equilibrium economics * Non-equilibrium statistical mechanics * Non-equilibrium thermodynamics {{disambiguation ...
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 c ...
of the dynamics in a manner that is robust with respect to system parameters, a phenomenon referred to as self-organized criticality.


Applications

Applications arise in
physics Physics is the scientific study of matter, its Elementary particle, 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 whi ...
and
chemistry Chemistry is the scientific study of the properties and behavior of matter. It is a physical science within the natural sciences that studies the chemical elements that make up matter and chemical compound, compounds made of atoms, molecules a ...
, but also in fields such as
sociology Sociology is the scientific study of human society that focuses on society, human social behavior, patterns of Interpersonal ties, social relationships, social interaction, and aspects of culture associated with everyday life. The term sociol ...
. For example, it is natural to describe a system of two
political parties A political party is an organization that coordinates candidates to compete in a particular area's elections. It is common for the members of a party to hold similar ideas about politics, and parties may promote specific ideological or p ...
by an
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 ...
. 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

*
Catastrophe theory In mathematics, catastrophe theory is a branch of bifurcation theory in the study of dynamical systems; it is also a particular special case of more general singularity theory in geometry. Bifurcation theory studies and classifies phenomena chara ...
*
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 ...
* Critical brain hypothesis * Critical exponent * Critical opalescence * Critical point *
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 th ...
*
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 ...
* Rushbrooke inequality * Self-organized criticality * Variational perturbation theory * Widom scaling


Bibliography

* '' Phase Transitions and Critical Phenomena'', 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

* {{Authority control Physical phenomena Conformal field theory Renormalization group