The one-dimensional Ising model

Following Ising himself, put the spins on a chain. The model can be solved exactly with a 2 × 2 transfer matrix, and the answer is that there is no phase transition at any finite temperature: the critical point sits at Tc = 0, Hc = 0, where the free energy has a cusp and the susceptibility and correlation length diverge. Watch the chain fluctuate, then follow the exact solution step by step.

Based on lecture notes by Sang Hoon Lee for Chapter 2, following K. Christensen and N. R. Moloney, Complexity and Criticality (2005). Units: kB = 1, and J = 1 unless stated. References

Top: the chain now (white up, black down). Below: its history, one row per frame with time running downward, so domains appear as vertical stripes and domain walls as their edges. Periodic boundaries, sN+1 = s1.

T =
Magnetization per spin m (now)
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Time average of m / exact m(T, H)
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Time average of ε / exact ε(T, H)
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Domain walls (now)
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Mean domain length / exact 2/(1 − tanh βJ)
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Correlation length ξ = 1/ln(λ+/λ−)
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Spin–spin correlation g(r) of the chainDots: ⟨sisi+r⟩ − ⟨m⟩², averaged over the run. Line: the exact sin²2φ (λ−/λ+)r, which is tanhr(βJ) = e−r/ξ at H = 0.
Domain lengths at H = 0Dots: domains seen in the chain. Line: the exact geometric distribution, since each bond is parallel with probability (1 + tanh βJ)/2, independently.
Magnetization over timeNo lasting magnetization at any T > 0: the chain breaks into domains, which wander and merge.

The transfer matrix

With periodic boundaries, E = −J Σi sisi+1 − H Σi si, and the field term can be split evenly between neighbors, H si → (H/2)(si + si+1). The Boltzmann weight then factorizes into one factor per bond, Tsisi+1 = exp[βJ sisi+1 + (βH/2)(si + si+1)], the entries of a real symmetric 2 × 2 matrix. Summing over each spin is a matrix product, so

Z = Σs1 (TN)s1s1 = Tr TN = λN+ + λN−, λ± = eβJ [cosh βH ± √sinh² βH + e−4βJ]

Free energy per spin of a finite ringfN = −T ln(λN+ + λN−)/N against N. It approaches f = −T ln λ+ (dashed) as (λ−/λ+)N → 0.

Free energy, magnetization and response

In the thermodynamic limit only the larger eigenvalue survives, giving

f(T, H) = −J − T ln[cosh βH + √sinh² βH + e−4βJ], m(T, H) = sinh βH / √sinh² βH + e−4βJ

At H = 0, f = −T ln(2 cosh βJ), which tends to −T ln 2 (pure entropy of random spins) as T → ∞ and to −J (pure energy of aligned spins) as T → 0. For any T > 0, m → 0 as H → 0, so m0(T) = 0; only at T = 0 is m0 = ±1. The free energy develops a cusp at (T, H) = (0, 0), a singular point: the critical point. Setting J = 0 recovers the non-interacting results, m = tanh βH and χ = β sech² βH.

f(T, H) against HFor T = 0 (blue), 1, 2 and 3, at the chosen J. At T = 0 it is −J − |H|, with a cusp at H = 0.
m(T, H) against HFor T = 0 (blue, a jump from −1 to +1), 0.5, 1 and 2. Dashed: non-interacting spins at T = 1.
χ(T, H) against Hχ = β cosh βH e−4βJ / (sinh² βH + e−4βJ)3/2 for T = 0.5, 1 and 2.
Zero-field susceptibility χ(T, 0)Log scale. χ(T, 0) = β e2βJ (blue) diverges exponentially as T → 0; for non-interacting spins it is only 1/T (dashed).
Energy and specific heat at H = 0ε = −J tanh βJ (blue) and c = (J/T)² sech² βJ (red). Unlike χ, c does not diverge; it peaks near βJ ≈ 1.
Fluctuations at H = 0(⟨M²⟩ − ⟨M⟩²)/N = kBTχ = e2βJ grows as T falls (blue), while for non-interacting spins it stays at 1 (dashed). The energy variance T²c (red) stays bounded.

Correlation function and the sum rule

At H = 0, m0 = 0 for T > 0, so g(r) = ⟨sisi+r⟩. Writing the couplings as Ji and differentiating Z = 2N Π cosh βJi once with respect to each bond between the two spins gives

g(r) = tanhr βJ = e−r/ξ, ξ = −1/ln tanh βJ = 1/ln(λ+/λ−)

ξ goes to 0 as T → ∞ and grows as ½e2βJ as T → 0+; at exactly T = 0 all spins are aligned and g = 0. Summing g over all sites recovers the susceptibility, Σj g = (1 + tanh βJ)/(1 − tanh βJ) = e2βJ = kBTχ(T, 0).

Correlation length ξ(T, 0)Log scale. Blue: −1/ln tanh(1/T). Dashed: ½e2/T, its low-temperature limit.
g(r) = tanhr βJLog scale, for T = 0.5, 1 and 2: straight lines with slope −1/ξ.

The critical point and percolation

In zero field, T = 0 plays the role of the critical point: χ and ξ diverge as it is approached, together with the onset of spontaneous magnetization. So (Tc, Hc) = (0, 0). As in one-dimensional percolation, where pc = 1 and p ≤ 1, the critical point can be approached from one side only. The analogy is exact: with p ↔ tanh βJ the correlation functions and the susceptibilities have the same form. The only difference is the reference state. In percolation ξ measures fluctuations away from the empty lattice; in the Ising model, away from randomly oriented spins.

1D percolation1D Ising model, H = 0
Control parameterspT and H
Critical pointpc = 1, approached from below(Tc, Hc) = (0, 0), approached from above
Correlation functiong(r) = prg(r) = (tanh βJ)r
Correlation lengthξ = −1/ln pξ = −1/ln tanh βJ
Sum ruleχ = (1 + p)/(1 − p)kBTχ = (1 + tanh βJ)/(1 − tanh βJ) = e2βJ
ξ measures fluctuations away fromthe empty configurationrandomly oriented configurations
One curve for both models(1 + x)/(1 − x) against x, where x is p for percolation and tanh βJ for the Ising model. Dots mark the Ising values at T = 3, 2, 1, 0.7 and 0.5; T → 0 corresponds to p → 1, and the dashed line marks pc = 1, or Tc = 0.

Why domain walls win

There is also a thermodynamic reason why an infinite aligned cluster survives only at Tc = 0. Compare a single domain of aligned spins with the same chain containing a “droplet” of flipped spins, bounded by two domain walls that each cost 2J:

F1-dom = −NJ − kBT ln 2, F2-dom = −NJ + 4J − kBT ln[2N(N − 1)]

The two walls can sit at N(N − 1) pairs of positions, which is entropy. So F2-dom − F1-dom ≈ 4J − 2kBT ln N, and the single domain is unstable whenever 2J/kBT < ln N, which for N → ∞ is every T > 0. Setting the difference to zero estimates the largest domain, N ≈ e2J/kBT, consistent with ξ ≈ ½e2βJ. There is no phase transition at any finite temperature in one dimension.

F2-dom − F1-dom against NLog scale in N. It turns negative beyond N* ≈ e2J/T (dashed): longer chains always break up.

This links back to symmetry breaking: for a finite chain, ⟨M⟩ = 0 when H → 0 is taken first, and in one dimension even N → ∞ first does not help at T > 0, because domain walls destroy order on scales beyond ξ. The live chain at the top shows exactly this.

References

Key reference. K. Christensen and N. R. Moloney, Complexity and Criticality, Imperial College Press, London (2005), Chapter 2.

  1. E. Ising, “Beitrag zur Theorie des Ferromagnetismus,” Z. Phys. 31, 253 (1925).
  2. H. A. Kramers and G. H. Wannier, “Statistics of the two-dimensional ferromagnet. Part I,” Phys. Rev. 60, 252 (1941). The transfer matrix method.
  3. S. G. Brush, “History of the Lenz–Ising model,” Rev. Mod. Phys. 39, 883 (1967).
  4. N. Goldenfeld, Lectures on Phase Transitions and the Renormalization Group, Addison-Wesley (1992).