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  • Monte Carlo Simulation of Ising Model and Phase Transition StudiesYu Sun*, Yilin Wu***Department of Electric Engineering, University of Notre Dame**Department of Physics, University of Notre Dame

    Instructor: Prof. Mark Alber, Department of Mathematics, University of Notre Dame

  • OutlineDescribe the Ising model for magnetism;

    Introduce the Monte Carlo simulation method as well as the Metropolis algorithm;

    Present our Monte Carlo simulation results for Ising model and discuss its properties, especially the phase transition behavior.

  • Introduction to MagnetismMagnetic susceptibility :

    Types of magnetic materials:1. Diamagnetic: 0 and 1/T (Rare earth); 3. Ferromagnetic: Iron. Below a critical temperature (Curie temperature), depends on magnetic field, and the M-H diagram shows a hysteresis loop; above this temperature, the material becomes paramagnetic; 4. Anti-Ferromagnetic: Below a critical temperature, T; above this temperature, the material becomes paramagnetic. (MnO)Hysteresis loop

  • Ising Model(2D)A lattice model proposed to interpret ferromagnetism in materials(1925).

    Basic idea: Elementary particles have an intrinsic property called spin. Spins carry magnetic moments. The magnetism of a bulk material is made up of the magnetic dipole moments of the atomic spins inside the material.

    Ising model postulates a lattice with a spin (or magnetic dipole moment) on each site, defining the following Hamiltonian:

    E is total energy of the system, J is the nearest spin-spin interaction energy, H is external magnetic field. =+1 or -1.

  • Ising Model(2D)Thermal properties are defined, and computed, by the partition function, which is the normalization factor of the probability of a thermodynamic state:

    Using Z(T), we can calculate the specific heat C , and magnetic susceptibility

  • Phase transitionsThe abrupt sudden change in physical properties of the thermodynamic system around some critical value of thermodynamic variables (such as temperature). A particular quantity is the specific heat. Ehrenfest classification of Phase Transition:First-order phase transitions exhibit a discontinuity in the first derivative of the chemical potential with a thermodynamic variable. Such as solid/liquid/gas transitions. Second-order phase transitions (also called continuous phase transition) have a discontinuity or divergence in a second derivative of the chemical potential with thermodynamic variables.

  • Phase transitionsC and are second derivative of chemical potential with T and H separately.

    Onsager (1944) obtained the exact solution for 2D Ising model without external field. The solution shows that there exists second order phase transition in C and , because they diverge at some critical value of temperature (Tc2.269 in unit of (1/Boltzmann constant)). The studies can explain the ferromagnetic to paramagnetic transition of materials.

    Monte Carlo simulations also reveal the phase transition properties of Ising model.

  • Monte Carlo method and Metropolis Algorithm Monte Carlo: A method using pseudorandom number to simulate the random thermal fluctuation from state to state of a system;The probability of a particular state follows Boltzmann distribution:

    In theory, sum over all possible states to calculate the statistical mean values of a physical quantity, weighing each state based on its Boltzmann factor;

    Metropolis algorithm (importance sampling technique): 1.Flip one randomly picked spin; 2.Calculate the total energy difference between new and old spin state E=E(new)-E(old); 3. If E>0, the probability to accept the new state P(old->new) = exp[-E/kT], otherwise P(old->new) = 1.

  • Simulation settingsSet the spin-spin interaction energy J=1, Boltzmann constant k=1, Bohr magneton

    The unit of Energy is J; the unit of temperature T is

  • Simulation interface

  • Results: Energy per spin versus Temperature (Zero external field). The derivative C=dE/dT diverges at around Tc2.269.

  • Results: C versus T. Specific heat divergence is shown more clearly at Tc2.269 in this figure. Second order phase transition occurs.

  • Results: Magnetization per spin (Zero external field), T=1.5, 2.0. The figures show spontaneous magnetization (most of the spins align in the same direction).

  • Results: Magnetization per spin (Zero external field), T=2.25, 4.0. Fluctuations become more significant near Tc2.269. For T far above Tc, M oscillates around 0.

  • Results: Magnetization per spin versus Temperature (Zero external field).

  • Results: Magnetic susceptibility versus T. diverges at around Tc2.269. It is second order phase transition. Above Tc, it is paramagnetic.

  • Results: Magnetization per spin versus External field H at T= 0.2. It shows a hysteresis loop, characteristic of ferromagnetic materials.

  • Summary of ResultsDemonstrate that second order phase transition of specific heat C and magnetic susceptibility occur at Tc2.269, as predicted by Onsagers exact solution.

    Demonstrate the existence of spontaneous magnetization and hysteresis loop below Tc2.269 (J>0). These show that the system is ferromagnetic below Tc.

    Combing these results, the ferromagnetic to paramagnetic phase transition of 2D Ising model is demonstrated.