Mean-field and Landau theory of the Ising model

Replace the fluctuating neighbors of each spin by their average, and the Ising model becomes a system of independent spins in an effective field. The resulting self-consistency equation has a phase transition at Tc = Jz/kB, with critical exponents α = 0, β = 1/2, γ = 1 and δ = 3. Landau theory recovers them all from a fourth-order polynomial in the order parameter.

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, so Tc = z. References

The idea: replace the neighbors by their average

Each spin interacts only with its z nearest neighbors, and those neighbors fluctuate. Mean-field theory replaces them by their average magnetization m. What is left is one spin in a steady effective field, which must reproduce the m it was built from.

The idea in one picture(a) In the Ising model the center spin feels its z actual neighbors, so the field acting on it, J Σj sj + H, jumps around as they flip. (b) Each neighbor is split into its average m (gray) and a fluctuation sj − m (colored); mean-field theory drops the products of fluctuations. (c) What remains: every neighbor is replaced by the same average m, so the center feels a steady effective field Jzm + H. Blue rings mark the z nearest neighbors of si. The panels follow T, H and z set in the interactive panel below; for this illustration the spins in (a) are drawn independently with average m, so the correlations of the real model are left out.
The field on the center spin over timeRed: J Σj sj + H from the fluctuating neighbors in (a). Blue: the mean-field value Jzm + H, its average. Mean-field theory keeps the blue line and throws away the scatter around it.
Closing the loop: self-consistencyGuess m, compute the effective field h = Jzm + H, let the center spin respond with ⟨s⟩ = tanh(βh), and use that as the next guess. The fixed point is the mean-field m.
Graphical solution of m = tanh[(Tcm + H)/T]Solutions are where the curve crosses the dashed diagonal. Filled dots are stable (minima of f), open dots unstable (maxima).
Free energy per spin f(m) and where the system sitsSolid: mean-field f = Jzm²/2 − kBT ln[2 cosh(β(Jzm + H))]. Dashed: the Landau expansion. The ball rolls downhill on the solid curve.
T/Tc =
Tc
The ball
Tc = Jz/kB
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Solutions of the self-consistency equation
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Equilibrium m (lowest f)
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Where the ball sits
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Free energy per spin there
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Trail of the ball in the (H, m) planeBelow Tc the ball stays in a metastable minimum after H changes sign, until that minimum disappears: hysteresis. Equilibrium jumps at H = 0 instead.

The mean-field approximation

Write each spin as its average plus a fluctuation, si = ⟨si⟩ + (si − ⟨si⟩), with ⟨si⟩ = m. The interaction energy then contains a term of second order in the fluctuations, (si − m)(sj − m), which mean-field theory neglects. Each of the Nz/2 bonds is then sisj ≈ (si + sj)m − m², and summing gives

E{si} ≈ −(Jzm + H) Σi si + NJzm²/2

This is a system of non-interacting spins in an effective field Jzm + H, the external field plus an internal field from the z neighbors, plus a constant. Its partition function factorizes as before:

Z = e−βNJzm²/2[2 cosh(βJzm + βH)]N, f = Jzm²/2 − kBT ln[2 cosh(βJzm + βH)]

The order parameter m is not a free variable: in equilibrium it takes the value that minimizes f. Setting ∂f/∂m = 0, or equivalently m = −∂f/∂H, gives the self-consistency equation m = tanh(βJzm + βH). At H = 0 it reads m0 = tanh[(Tc/T)m0] with Tc = Jz/kB. The slope of the right-hand side at m = 0 is Tc/T, so nonzero solutions exist only below Tc.

Mean field against exact resultsm0(T) from mean field for the square lattice (z = 4, blue) and the chain (z = 2, green), against Onsager’s exact 2D result (dark). Dashed lines mark each Tc. The chain’s exact Tc is 0, so mean field fails there.
Phase diagram: m(T, H)Color: equilibrium m (blue positive, red negative). The line of first-order transitions at H = 0 ends at the critical point (Tc, 0). Click or drag to set T and H above.
LatticezMean-field kBTc/JExact or best known kBTc/J
Chain (d = 1)220 (no transition)
Square (d = 2)442.269 (Onsager)
Simple cubic (d = 3)66≈ 4.51 (numerical)

Order parameter and response

Near Tc the self-consistency equation can be expanded, tanh x ≈ x − x³/3, giving m0 ≈ ±√3 (T/Tc)3/2 [(Tc − T)/T]1/2, so β = 1/2. At T = Tc the same expansion gives m(Tc, H) ≈ sign(H)(3βc|H|)1/3, so δ = 3. Differentiating the self-consistency equation gives the susceptibility

χ(T, 0) = 1/[kBT cosh²(Tcm0/T) − kBTc] → Γ±|T − Tc|−1, Γ+ = 1/kB, Γ− = 1/(2kB)

so γ = 1 on both sides, with the universal amplitude ratio Γ+/Γ− = 2. The energy is ε(T, 0) = −(Jz/2)m0², zero above Tc, so the specific heat jumps from 3kB/2 to 0 at Tc: a discontinuity rather than a divergence, α = 0.

Spontaneous magnetization m0(T)Solid: stable solutions ±m0. Dashed: the unstable m = 0 below Tc.
m0 ∝ (Tc − T)βLog–log. Dashed: √3 [(Tc − T)/Tc]1/2, slope β = 1/2.
m(T, H) against HFor T/Tc = 0.8 (blue), 0.92, 1 and 1.2. Below Tc the equilibrium m jumps at H = 0 (thin lines: metastable branches).
m(T, H) against T/Tc for several fieldsH = 0 (blue, with both signs), ±0.01, ±0.1 and ±1 (in units of J). Any field removes the transition.
m(Tc, H) ∝ |H|1/δLog–log. Dashed: slope 1/δ = 1/3.
f(T, H) against HFor T/Tc = 0.8 (blue), 0.92, 1 and 1.2. Below Tc there is a cusp at H = 0, where ∂f/∂H = −m jumps.
Susceptibility χ(T, 0)Log scale, against T/Tc.
χ ∝ |T − Tc|−γLog–log against |T − Tc|/Tc. Above Tc (blue) and below (red); dashed lines Γ±|T − Tc|−1, a factor 2 apart.
Energy ε(T, 0) and specific heat c(T, 0)ε = −(Jz/2)m0² (blue) and c = dε/dT (red), which jumps from 3/2 to 0 at Tc.

Landau theory

The mean-field exponents all come from Taylor expansions around Tc, where m is small. Landau’s approach expands the free energy itself in powers of the order parameter. With ln cosh x = x²/2 − x⁴/12 + …, the mean-field f becomes

f ≈ f0 − Hm + a2(T − Tc)m² + a4m⁴, f0 = −kBT ln 2, a2 = kB/2, a4 = kBT/12

f0 is the entropy of 2N configurations. The coefficient of m is set by the field, the m² coefficient changes sign at Tc, and the m⁴ coefficient stays positive. Minimizing, −H + 2a2(T − Tc)m + 4a4m³ = 0, gives m0 = ±√a2(Tc − T)/(2a4) = ±√3/Tc (Tc − T)1/2, χ = 1/[2a2(T − Tc) + 12a4m0²], m(Tc, H) = sign(H)(3βc|H|)1/3, and f = f0 − (3/4Tc)(T − Tc)² below Tc, so c = −T ∂²f/∂T² jumps to 3kB/2. Every exponent is recovered, even though the expansion loses the details far from Tc.

β(f − f0) against mFor T > Tc (T = 1.2Tc), T = Tc and T < Tc (0.8Tc) at H = 0. Solid: mean field. Dashed: Landau. Below Tc, m = 0 becomes a local maximum.
m0(T): Landau against mean fieldSolid: mean field. Dashed: Landau, ±√3/Tc (Tc − T)1/2, tangent at Tc and wrong far from it.

The sketch below shows f − f0 = −Hm + a2(T − Tc)m² + a4m⁴ for H < 0, H = 0 and H > 0 (rows) and T < Tc, T = Tc and T > Tc (columns), with a ball at the global minimum. Down the left column the ball jumps from one well to the other: a first-order transition at H = 0. Along the middle row the two wells merge continuously: a second-order transition at Tc.

General Landau theory: the φ⁴ theory

If the free energy is analytic near the critical point, it can be expanded in a general order parameter φ, which is defined implicitly by minimizing f, so it is not an independent variable like T and H: f(T, H; φ) = Σk αk(T, H)φk. At H = 0 the up–down symmetry f(φ) = f(−φ) forbids odd powers, and the simplest form describing a continuous transition is a fourth-order polynomial. Expanding the coefficients to leading order around (Tc, 0):

f(T, H; φ) = α̃0 + α̃1Hφ + α̃2(T − Tc)φ² + α̃4φ⁴

α̃0 is the entropic part, α̃1 = −1, α̃2 > 0 so the φ² coefficient changes sign at Tc, and α̃4 > 0 keeps f bounded. Any system described this way has α = 0, β = 1/2, γ = 1 and δ = 3. Try the coefficients:

f(φ) − α̃0 = −Hφ + rφ² + uφ⁴Dots mark the extrema: filled for minima, open for the maximum.

Successes and limits

Mean-field theory predicts a second-order transition at a finite Tc in zero field, which is correct for d > 1, and a line of first-order transitions at H = 0 for T < Tc ending at the critical point. Its Tc grows with J and z, which is qualitatively right, and like pc in percolation Tc depends on lattice details. Its exponents and the ratio Γ+/Γ− = 2 do not depend on J or z, so they are universal. But by neglecting fluctuations it predicts the same exponents in every dimension, and a transition even in d = 1. The exact values differ below four dimensions:

ExponentDefinitionMean field / Landau2D Ising (exact)3D Ising (numerical)
αc ∝ |T − Tc|−α0 (jump)0 (logarithmic)≈ 0.110
βm0 ∝ (Tc − T)β1/21/8≈ 0.326
γχ ∝ |T − Tc|−γ17/4≈ 1.237
δm(Tc, H) ∝ |H|1/δ315≈ 4.79

References

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

  1. P. Weiss, “L’hypothèse du champ moléculaire et la propriété ferromagnétique,” J. Phys. Theor. Appl. 6, 661 (1907).
  2. L. D. Landau, “On the theory of phase transitions,” Zh. Eksp. Teor. Fiz. 7, 19 (1937).
  3. L. Onsager, “Crystal statistics. I. A two-dimensional model with an order-disorder transition,” Phys. Rev. 65, 117 (1944).
  4. N. Goldenfeld, Lectures on Phase Transitions and the Renormalization Group, Addison-Wesley (1992).
  5. A. Pelissetto and E. Vicari, “Critical phenomena and renormalization-group theory,” Phys. Rep. 368, 549 (2002). Numerical 3D Ising exponents.