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Two-dimensional phase transitions

Malte Henkel

aComputational physics for engineering materials, Institute for Building Materials (IfB), ETH Zurich, Switzerland

bGroupe de Physique Statistique, DP2M,

Institut Jean Lamour(CNRS UMR 7198), Universit´e de Lorraine Nancy, France

Course Spring semester 2017, ETH Z¨urich

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Some further reading

Nishimori & Ortiz, Elements of phase transitions and critical phenomena, Oxford Univ. Press (2011)

Cardy, Scaling and renormalisation in statistical physics, Oxford Univ.

Press (1996)

di Francesco, Mathieu, S´en´echal, Conformal field-theory, Springer (1997) mh, Conformal invariance and critical phenomena, Springer (1999) Blumenhagen, Plauschinn, Introduction to conformal field-theory,

Springer (2009)

mh, Karevski (´eds), Conformal invariance . . . , Springer (2012)

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Overview :

Lecture I :Historical introduction to critical phenomena ; 2D experiments

Lecture II :Widom scaling ; Correlators and scale-invariance ; conformal invariance

Lecture III :conformal invariance ; co-variant correlators

Lecture IV :Finite-size scaling & conformal invariance

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Lecture III

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Some historic dates

1953Stueckelberg & Peterman : concept of renormalisation group

Helv. Phys. Acta 26, 499 (1953)

1954 Gell-Mann & Low : renormalisation group in QED 1965 Widom : scaling laws

1966 Kadanoff : scaling, block spins, operator algebras 1970 Callan & Szymanzik : concept of the β-function

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1970 Polyakov : conformal invariance for d > 2

1971 Wilson : reormalisation group & Kondo problem 1972 Wilson & Fisher : ε-expansions

1972 Fisher & Barber : finite-size scaling (fss)

1973 Gross, Politzer, Wilczek : asymptotic freedom in QCD 1981 Fr¨ohlich, Aizenman : triviality of φ4-theory for d > 4 1984Belavin, Polyakov, Zamolodchikov :

2D conformal field-theory

1984/86 Cardy : fss and conformal invariance, modular invariance 1987 Cappelli, Itzykson, Zuber :

ADE classification of modular invariants

1989 Zamolodchikov : integrability of 2D Ising model with T = Tc, h 6= 0 2001/02 Lawler, Schramm, Smirnov, Werner : sle & conformal invariance 2012 . . . Rychkov et al. : 3D conformal bootstrap

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Rappel :

Ward identity and conformal invariance

entire phenomenology of phase transitions (‘Widom scaling’) can be reduced to co-variance of scaling operatorsφi(r) = b−xiφi(r/b) infinitesimal change of coordinates r 7→ r + α(r)

Definition : a (scalar) scaling operator φ isquasi-primaryif δφ = dx∇ · α + α · ∇ φ = 0.

Invariance of n-point correlators of quasi-primary scaling operators gives

n

X

p=1

φ1(r1) . . . δtotφp(rp) . . . φn(rn) !

= 0

=

n

X

p=1

D

φ1(r1) . . .



α(rp) · ∇p+xp

d ∇p· α(rp)



φp(rp) . . . φn(rn) E

+cd

Z

dr hφ1(r1) . . . φn(rn)Tµνi ∂µαν(r)

globalWard identity ⇒essential basis for space-symmetries

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theenergy-momentum tensor Tµν must obey the properties : (1) conservation∂µTµν = 0

(2) symmetry, from rotation-invariance Tµν = Tνµ (3) tracelessness, from scale-invarianceTµµ= 0

for the ‘special’ conformal transformation r0/r02= r/r2+ b, find

⇒ Tµνµαν = 2 Tµν

|{z}

symm.

(rµbν − bµrν)

| {z }

anti−symm.

| {z }

=0

−2 Tµµ

|{z}

=0

b · r = 0

Theorem :

translation inv.

rotation inv.

dilatation inv.

Ward identity





=⇒special conformal invariance

Callan, Coleman, Jackiw, Ann. of Phys. 59, 42 (1970)

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Conformal invariance I - definition

distancesds are described in terms of a metric tensor gµν

ds2 =gµνdrµdrν under a coordinate change r 7→ r0, this transforms as :

gµν(r) 7→gµν0 (r0) = ∂rα

∂r

∂rβ

∂rgαβ(r) Definition : A coordinate change r 7→ r0 isconformal, if

gµν0 (r0) = Ω(r)gµν(r), with Ω(r) > 0.

(a) 7→ (b) is conformal, but(a) 7→ (c) is not conformal(there is ashear)

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Interpretation : angle θbetween two vectors a,b : cos θ := a·b

a2b2

under a conformal transformation cos θ0 = gµν0 ab

q

gµν0 aagκλ0 bb

= Ω

√ Ω2

gµνaµbν

pgµνaµaνgκλbκbλ =cos θ

⇒ conformal transformations preserve angles e.g. Mercator-projection

Theorem :In d > 2 dimensions, a transformation r 7→ r0 is conformal, iff it is one of the following :

1 a translationr0= r + a

2 a rotationr0 = Rr

3 a dilatationr0= b−1r

4 a special conformal transformation rr020 = rr2 + b

The conformal Lie group in d dimensions has 12(d + 1)(d + 2) transformations.

⇒ ‘position-dependent, angle-preserving, dilatations’ r 7→ r/b(r)

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Conformal invariance II - classical field-theory

classical field-theories are specified by an actionS =R dr L

with aLagrangian L = L(φ, ∂µφ) (unique up to total divergencies) field-theory textbooks give a ‘canonical’ energy-momentum tensor

Tµν[can] = ∂L

∂(∂µφ)∂νφ − δµνL

Example : the free fieldL = 12(∂µφ)2 ⇒ eqn. of motion ∂µµφ = 0

⇒ Tµν = Tµν[can]= ∂µφ∂νφ − 12δµν(∂σφ)2

test of the three properties : conservation, symmetry, traceless-ness : (i) conservation : ∂µTµν = (∂µµφ) ∂νφ = 0

(ii) symmetry : Tµν = Tνµ is obvious

(iii) trace: Tµµ= 1 −d2 [∂µ(φ∂µφ)− φ (∂µµφ)] 6= 0

⇒ must add a divergenceto Land construct the

‘improved’ energy-momentum tensor Tµν[imp]:= ∂µφ∂νφ −21δµν(∂σφ)2+ 1

4 d − 2

d − 1(δµνσσ− ∂µν) φ2

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Conformal invariance III -

two-point correlator Polyakov 1970

? conformal-invariance prediction for the two-point correlatorC12= hφ1φ2i ?

? two points r1, r2 can always be brought onto any prescribed line

? three points r1, r2, r3 can always be brought onto any prescribed plane

⇒ can restrict to two dimensions, denoter =

 t r

 ,

 t ‘time’

r ‘space’

write infinitesimal Lie algebra generatorsfor conformal transformations (1) translations in time and space :−∂t and−∂r

(2) time-space rotations :−r∂t + t∂r assume scalars

(3) dilatations :−t∂t − r∂r − x (4) ‘special’ : − t2− r2

∂t − 2tr∂r − 2tx and−2tr∂t + t2− r2

∂r − 2rx

2-point correlator :4variables (t1, t2, r1, r2),6 conditions ⇒ over-determined 3-point correlator :6variables (t1, t2, t3, r1, r2, r3),6 conditions⇒ unique solution 4-point correlator :8variables (t1, . . . t4, r1, . . . r4),6 conditions ⇒ 2 variables left free

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? how do these Lie algebra generators arise ?

Example 1 : translations |at|, |ar|  1

r0 =

 t0 r0



=

 t + at

r + ar



= r + a

⇒ δr = a=⇒ δt = at,δr = ar

Lie algebra generators

time translation Xt= − ∂t0(t, r ; at, ar)

∂at a=0

∂t = − ∂

∂t space translation Xr = − ∂r0(t, r ; at, ar)

∂ar a=0

∂r = −∂

∂r Lie algebra given by commutator (‘abelian Lie algebra’)

[Xt, Xr] := XtXr − XrXt = ∂2

∂t∂r − ∂2

∂r ∂t = 0

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Example 2 : rotations |ϕ|  1 r0 =

 t0 r0



=

 cos ϕ sin ϕ

− sin ϕ cos ϕ

  t r



=

 cos ϕ t + sin ϕ r

− sin ϕ t + cos ϕ r

 '

 t + ϕr

−ϕt + r



=⇒ δt = ϕr,δr = −ϕt

Lie algebra generatorof rotations XR= − ∂t0(t, r ; ϕ)

∂ϕ ϕ=0

∂t − ∂r0(t, r ; ϕ)

∂ϕ ϕ=0

∂r = −r ∂

∂t + t ∂

∂r

‘Euclidean Lie algebra’ given by non-vanishing commutators [XR, Xr] = −∂

∂t = Xt , [XR, Xt] = ∂

∂r = −Xr

Remark : very useful simple identities for computing complicated commutators [A, BC ] = [A, B] C + B [A, C ]

[AB, CD] = A [B, C ] D + [A, C ] BD + CA [B, D] + C [A, D] B

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Example 3 : dilatations |ε|  1

r0=

 t0 r0



= (1 + ε)

 t r



=

 t + εt r + εr



=⇒ δt = εt,δr = εr

Lie algebra generatorof dilatations XD = − ∂t0(t, r ; ε)

∂ε ε=0

∂t − ∂r0(t, r ; ε)

∂ε ε=0

∂r = −t ∂

∂t − r ∂

∂r XD should act on scaling operators. For quasi-primary scaling operators, add contribution from Jacobi determinant (contains scaling dimensionx)

XD = −t ∂

∂t − r ∂

∂r −x

‘scaling Euclidean Lie algebra’ given by further non-vanishing commutators [XD, Xt] = Xt , [XD, Xr] = Xr , [XD, XR] =



−t

∂t − r

∂r, −r

∂t + t

∂r



= 0

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Example 4 : ‘special’ conformal |bt|, |br|  1

r0 =

 t0 r0

 '

 t (1 + 2(btt + brr )) − t2+ r2 bt r (1 + 2(btt + brr )) − t2+ r2 br



⇒ δt = 2t(btt + brr ) − t2+ r2 bt,δr = 2r (btt + brr ) − t2+ r2 br Lie algebra generatorsof special conformal transformations

XSt = − ∂t0(t, r ; bt, br)

∂bt b=0

∂t − ∂r0(t, r ; bt, br)

∂bt b=0

∂r

= − t2− r2 ∂

∂t − 2tr ∂

∂r XSr = − ∂t0(t, r ; bt, br)

∂br

b=0

∂t − ∂r0(t, r ; bt, br)

∂br

b=0

∂r

= −2tr ∂

∂t + t2− r2 ∂

∂r

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XSt, XSr should act on scaling operators. For quasi-primary scaling operators, add contribution from Jacobi determinant (contains scaling dimensionx)

XSt = − t2− r2 ∂

∂t − 2tr ∂

∂r − 2tx, XSr = −2tr ∂

∂t + t2− r2 ∂

∂t − 2rx conformal Lie algebragiven by further non-vanishing commutators

[XSt, Xt] = [XSr, Xr] = 2XD , [XSt, Xr] = − [XSr, Xt] = 2XR , [XSt, XD] = − [XSr, XR] = XSt , [XSr, XD] = [XSt, XR] = XSr ,

[XSt, XSr] = 0

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notation : ∂i := ∂t

i,Di := ∂r

i

conditions of conformal co-variance : ⇒ the 2-point correlator C = C (t1, t2; r1, r2) mustvanish under the action of all

two-body Lie algebra generators

(∂1+ ∂2) C = 0 (D1+ D2) C = 0 (r11+ r22− t1D1− t2D2) C = 0 (t11+ t22+ r1D1+ r2D2+ x1+ x2) C = 0 t12− r12 ∂1+ t22− r22 ∂2+ 2t1r1D1+ 2t2r2D2+ 2x1t1+ 2x2t2 C = 0 2t1r11+ 2t2r22− t12− r12 D1− t22− r22 D2+ 2x1r1+ 2x2r2 C = 0 set of 6 coupled linear partial differential equations (PDE) of first order

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how to solve such systems efficiently : use partial results to reduce the PDEs

time- and space-translation-invariance :C = C (t, r ),t = t1− t2,r = r1− r2

⇒ the remaining PDEs must only contain t, r Rotations :

[(r1− r2) ∂t− (t1− t2) ∂r] C = 0 ⇒ [r ∂t− t∂r] C = 0 Dilatations :

[(t1− t2) ∂t+ (r1− r2) ∂r + x1+ x2] C = 0 ⇒ [t∂t+ r ∂r + x1+ x2] C = 0 first special transformation :

 t12− r12 − t22− r22 ∂t+ 2 [t1r1− t2r2] ∂r + 2x1t1+ 2x2t2 C = 0 express all variables in the PDE in terms of only t, r

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nh

(t1− t2)2+ 2t1t2− 2t22

−

(r1− r2)2+ 2r1r2− 2r22i

t +2 [(t1− t2) (r1− r2) + t1r2+ t2r1− 2t2r2] ∂r

+2x1(t1− t2) + 2(x1+ x2)t2 C = 0 these terms are collected as follows





(t2− r2)∂t+ 2tr ∂r + 2x1t

| {z }

requested terms +2t2[(t1− t2)∂t+ (r1− r2)∂r + x1+ x2]

| {z }

=0, dilatation-inv.

+ 2r2[(r1− r2)∂t− (t1− t2)∂r]

| {z }

=0, rotation-inv.





C = 0

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in this way, the two special conformal transformations lead to

(t2− r2)∂t+ 2tr ∂r + 2x1t C = 0, 2tr ∂t− (t2− r2)∂r + 2x1r C = 0

? compare the first of these with dilation-invariance :

t2t+ tr ∂r + t(x1+ x2) C = 0

=⇒−r2t+ tr ∂r + t (x1− x2) C = 0

? compare with rotation-invariance : r2t− tr ∂r C = 0. This gives t (x1− x2) C = 0 =⇒ constraint : x1= x2

? same constraintalso from the second special transformation.

The conformally co-variant 2-point correlator C = C (t, r )obeys [r ∂t− t∂r] C = 0

| {z }

rotations

, [t∂t+ r ∂r + 2x1] C = 0

| {z }

dilatations

, constraint : x1 = x2

| {z }

special conformal

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PDEs of this kind are very often solved through two simple results : Lemma 1 : If f = f (x , y ) is a solution of the PDE

[a(x , y )∂x + b(x , y )∂y] f (x , y ) = 0, then F (f (x , y ))is also a solution, where F is an arbitrary differentiable function.

Lemma 2 : The PDE[a(x )∂x+ b(y )∂y] f (x , y ) = 0 has the solution f (x , y ) =

Z x dx0 a(x0) −

Z y dy0

b(y0) , a(x ) 6= 0 and b(y ) 6= 0

e.g. Kamke, Differentialgleichungen : L¨osungsmethoden und L¨osungen, Bd. 2 (Teubner)

Apply this to conformal invariance : make the ansatzC = C (t, ρ), with ρ = t2+ r2 (which clearly solves rotation-invariance). Then

tC = 0 , [t∂t+ 2ρ∂ρ+ 2x1] C = 0 =⇒ C = C0ρ−x1 Final result :for quasi-primary scalar scaling operators, Φ0= cste.

1(t1, r12(t2, r2)i = δx1,x2Φ0 (t1− t2)2+ (r1− r2)2−x1

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this can be re-written in a vector form : let r12= |r12| = r1− r2. Then hφ1(r12(r2)i = δx1,x2r12−2x1

1(r12(r23(r3)i = C123

r12x1+x2−x3r23x2+x3−x1r31x3+x1−x21(r12(r23(r34(r4)i = Y

i <j

rijx /3−xi−xjf  r12r34 r13r24

,r12r34 r23r14



whereC123 is anuniversalconstant (with chosen normalisation of hφ1φ2i), x = x1+ x2+ x3+ x4 andf an arbitrary function.

two-point function the same as from scale-invariance alone & extra constraint x1= x2 Ising model : hσσi, hεεi 6= 0, but hσεi = 0 expected from Z2-symmetry.

further information required to fix the shape of f ⇒ must restrict to d = 2 dimensions, where conformal Lie algebra is infinite-dimensional

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2D conformal invariance

notation : complex coordinates z = t + ir,¯z = t − ir ⇒ ds2= dzd¯z

conformal transformations for d > 2 can be re-written as (projective) z 7→z0 = αz + β

γz + δ , ¯z 7→z¯0 = α¯¯z + ¯β

¯

γ¯z + ¯δ , αδ − βγ = 1 , ¯α¯δ − ¯β ¯γ = 1 these are maps C → C (including the point z = ∞)

in 2D all analytic (or anti-analytic) transformations are conformal z 7→ w = f (z) , ¯z 7→ ¯w = ¯f (¯z) =⇒ ds02= dw d ¯w =dwdz d ¯wzdzd¯z= |w0(z)|2ds2 Lie algebra generators(the Lie algebra has dim vect(S1) ⊕ vect(S1) = ∞)

`n= −zn+1

∂z , `¯n= −¯zn+1

∂¯z , n ∈ Z

with the commutators E. Cartan (1909)´

[`n, `m] = (n − m)`n+m , `¯n, ¯`m = (n − m)¯`n+m , `n, ¯`m = 0

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Definition : A scaling operator φ = φ(z, ¯z) isquasi-primary, if under a projective transformation z 7→ wp(z) = αz+βγz+δ it transforms

φ0(z, ¯z) = ∂wp(z)

∂z



 ∂ ¯wp(¯z)

∂¯z



φ(wp(z), ¯wp(¯z)) The constants ∆and∆are called conformal weights.

Example 1 : dilatation z 7→ λz, ¯z 7→ λ¯z ⇒φ0(z, ¯z) = λ∆+∆φ(λz, λ¯z)

=⇒ scaling dimensionx = xφ= ∆ + ∆

Example 2 : rotation z 7→ ez, ¯z 7→ e−iϕ¯z ⇒ φ0(z, ¯z) = eiϕ(∆−∆)φ(ez, e−iϕ¯z)

=⇒ spins = sφ= ∆ − ∆

Definition : A scaling operator φ = φ(z, ¯z) isprimary, if under any conformal transformation z 7→ w (z) it transforms

φ0(z, ¯z) = ∂w (z)

∂z

 ∂ ¯w (¯z)

∂¯z



φ(w (z), ¯w (¯z))

Belavin, Polyakov, Zamolodchikov 1984

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Lie algebra generators `n= −zn+1 ∂∂z − ∆(n + 1)zn

co-variance under projective transformations gives quasi-primary correlators hφ1(z1, ¯z12(z2, ¯z2)i = δ1,∆2δ

1,∆2(z1− z2)−2∆1(¯z1− ¯z2)−2∆11(z1, ¯z12(z2, ¯z23(z3, ¯z3)i = C123z12−∆12,3z23−∆23,1z31−∆31,2

×C123¯z12−∆12,323−∆23,131−∆31,21(z1, ¯z1) . . . φ4(z4, ¯z4)i =

 Y

i <j

zij−γij¯zij−γij

F (η, ¯η) wherezij := zi − zj,∆12,3:= ∆1+ ∆2− ∆3

C123 is called an operator product expansion (ope) coefficient P

iγij = 2∆j,η := zz12z34

23z14

F cannot be found from projective transformations alone

N.B. the variable ¯z etc. is only written explicitly if really needed

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Ortho- and meta-conformal invariance

? is there a single kind of conformal invariance ?

here : attach the word ‘conformal’ to the Lie algebra conf(2) Definition 1 : meta-conformal transformations

greek : ‘µετ α’ of secondary rank transformationsM (t, r) whose Lie algebra is isomorphic to conf(2) Definition 2 : ortho-conformal transformations

greek : ‘o%θo’ right, standard tranformationsO(t, r) which are metaconformal and angle-perserving N.B. : ortho-conformal invariance = habitual conformal invariance

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(A) Standard, ortho-conformal invariance at equilibrium label coordinates as ‘time’t and ‘space’r

in (1 + 1)D use complex variables z = t + ir and ¯z = t − ir

Extend global dynamical scaling to local, projective transformations z 7→ αz + β

γz + δ , ¯z 7→ α¯¯z + ¯β

¯

γ¯z + ¯δ , αδ − βγ = 1 , ¯α¯δ − ¯β ¯γ = 1 Transformation of primary scaling operators with ˙f (z0) ≥ 0

z = f (z0) , φ(z, ¯z) = df (z0) dz0

−∆

 d¯f (¯z0) d¯z0

¯

φ0(z0, ¯z0) with x = ∆ + ¯∆scaling dimension,s = ∆ − ¯∆ spin(‘usually’ s = 0)

at equilibrium, scalar φ has asinglescaling dimension x.

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infinitesimal generators `n= −zn+1z− ∆(n + 1)zn

generators Xn= `n+ ¯`n andYn= `n− ¯`n spanconformal Lie algebraconf(2) [Xn, Xm] = (n − m)Xn+m, [Xn, Ym] = (n − m)Yn+m, [Yn, Ym] = (n − m)Xn+m

(C) InvariantSchr¨odinger operator(Laplacian) S = ∂t2+ ∂r2 = 4∂z¯z

[S, X−1] = [S, Y−1] = [S, Y0] = 0

[S, X0] = −S , [S, X1] = −2(z + ¯z)S − 8(∆∂¯z+ ¯∆∂z) [S, Y1] = −2(z − ¯z)S − 8(∆∂¯z− ¯∆∂z) Lemma :If Sφ = 0 and ∆ = ¯∆ = 0, then S(X φ) = 0. Cartan 1909

conf(d ) maps solutions of Sφ = 0 onto solutions.

Co-varianttwo-point correlator Polyakov 70

1(t, r )φ2(0, 0)i = δx1,x2 t2+ r2−x1

= δx1,x2t−2x1

 1 +r

t

2−x1

(P)

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(B)Meta-conformal invariance, in (1 + 1)D mh 02

Xn = −tn+1t(t + r )n+1− tn+1 ∂r− (n + 1)xtn− (n + 1)ξ [(t + r )n− tn] Yn = −(t + r )n+1r− ξ(n + 1)(t + r )n

Lie algebra hX±1,0, Y±1,0i is isomorphic to Lie algebraconf(2) (C)

[Xn, Xm] = (n − m)Xn+m, [Xn, Ym] = (n − m)Yn+m, [Yn, Ym] = (n − m)Yn+m

InvariantSchr¨odinger operator(ballistic transport)S = −∂t+ ∂r

[S, X0] = −S , [S, X1] = −2tS + 2(x − ξ) Lemma :If Sφ = 0 and x = ξ, then S(X φ) = 0.

Lie algebrahXn, Ynin∈Z maps solutions of Sφ = 0 onto solutions. scaling operator φ has scaling dimension x and rapidityξ.

co-varianttwo-point correlator : form distinct from (P) mh, Stoimenov 16

1(t, r )φ2(0, 0)i = δx1,x2δξ12|t|−2x1

 1 + 1

ξ1

ξ1· r t

−2ξ1

(P’)

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Comparison : ortho- vs meta-conformal two-point function

hφ(t1, r12(t2, r2)i =δx1,x2δξ12(t1− t2)−2x1f  r1− r2 t1− t2



f (u) = (

1 + u2−x1

ortho-conformal

(1 + |u|)−2ξ1 meta-conformal, here x1= ξ

x1= ξ1= 12

o%θo : of first rank, standard µετ α : of secondary rank

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Lecture IV

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Rappel :

Conformal invariance in 2D

? usecomplex coordinates z = t + ir,z = t − ir¯

? all analytic (or anti-analytic) transformations are conformal(= angle-preserving)

z 7→ w = f (z) , ¯z 7→ ¯w = ¯f (¯z)

? primary scaling operatorstransform as ∆, ∆areconformal weights

φ0(z, ¯z) = ∂w (z)

∂z



 ∂ ¯w (¯z)

∂¯z



φ(w (z), ¯w (¯z))

? quasi-primary scaling operatorsφ(z, ¯z)only transform co-variantly under projective transformationsz 7→ wp(z) = αz+βγz+δ, αδ − βγ = 1

? scaling dimension x = ∆ + ∆,spins = ∆ − ∆

Lie algebra generators `n= −zn+1 ∂∂z − ∆(n + 1)zn , obeyloop algebra [`n, `m] = (n − m)`n+m , `¯n, ¯`m = (n − m)¯`n+m , `n, ¯`m = 0

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co-variance under projective transformations gives quasi-primary correlators hφ1(z1, ¯z12(z2, ¯z2)i = δ1,∆2δ

1,∆2z12−2∆1¯z12−2∆11(z1, ¯z12(z2, ¯z23(z3, ¯z3)i = C123z12−∆12,3z23−∆23,1z31−∆31,2

×C123¯z12−∆12,323−∆23,1¯z31−∆31,21(z1, ¯z1) . . . φ4(z4, ¯z4)i =

 Y

i <j

zij−γij¯zij−γij

F (η, ¯η) wherezij := zi − zj,∆12,3:= ∆1+ ∆2− ∆3

C123is called anoperator product expansion (ope) coefficient(universal) P

iγij= 2∆j,η :=zz12z34

23z14

F cannot be found from projective transformations alone

possibility of several ‘variants’ of conformal invariance (‘ortho’, ‘meta’)

(35)

Finite-size scaling (fss)

Fisher & Barber 1971/72

experiments often in finite-size geometry if L  ξ ⇒ bulk behaviour

if ξ  L⇒ finite-size effects

correlation length ξ of 2D Ising model, strip geometryL × ∞

? if L → ∞: divergence ξ ∼ |t|−ν

? if L < ∞ :

(1) singularityroundedto a finite maximum (2) shiftof lieu of maximum

(3) maximum increases withL

(36)

from thermodynamics, Gibbs free energy V =volume,A=surface, . . .

G (T , V , N ) = V g (T , ρ)

| {z } volume part

+ A g1(T , ρ)

| {z } surface part

+ . . . , ρ = N V

the surface part can have different singularities from those of the bulk

⇒surface critical phenomena

If T 6= Tc, these potentials should be given byMinkowski functionals

Mecke et al. 04

AMinkowski functional M : Ω → R,Ω ⊂ Rd is invariant under translations and rotations and isadditive, i.e.M(Ω1∪ Ω2) + M(Ω1∩ Ω2) = M(Ω1) + M(Ω2).

Theorem :Any invariant and additive functional f (Ω) is a finite sum over Minkowski functionals f (Ω) =Pd

n=0fnMn(Ω) Hadwiger 1957

the Mn in 2D : area, circumference, Euler characteristic

the Mn in 3D : volume, surface, mean integral curvature, Euler characteristic

Mecke & Wagner 1991

(37)

near a bulk critical point, observe the following finite-size effects

(1) shift of Tc : specific heats, susceptibilities, correlation lengths, . . . have maximum at pseudocritical temperatureTc(L):

Tc(L) − Tc(∞) ∼ L−λ , λ =shift exponent

Ni/W(110)

λ = 1.4(1)

(2) rounding : e.g. finite-size susceptibility χL(T ) ' χ(T ) if

|T − Tc| ≥ |T(L) − Tc|and

T(L) − Tc(∞) ∼ L−θ , θ =rounding exponent

(3) height of maximum : will follow from finite-size scaling theory . . .

(38)

Finite-size scaling hypothesis

finite-size scaling limit: T → Tc,L → ∞,z = L/ξ(T ) fixed in this limit, e.g. the susceptibility should have the form

χL(T ) = Lω¯Q(z) = L¯ ω¯Q

 L1/νt



, t = T − Tc

Tc direct consequence : λ = θ = 1ν

consistency : forx → ∞ :Q(x ) ' q±|x|−ρ ⇒ χL(T ) ' q±Lω−ρ/ν¯ t−ρ

⇒ ρ = γ andω¯ = ρν = γν =⇒ att = 0, have χL∼ Lγ/ν bulk finite-size

specific heat c ∼ t−α Lα/ν susceptibility χ ∼ t−γ Lγ/ν correlation length ξ ∼ t−ν L1 Gibbs free energy gsin ∼ t2−α L−d magnetisation M ∼ tβ L−β/ν latent heat `h ∼ t1−α L−(1−α)/ν

efficient technique for extracting exponents from simulations precautions required to measure M, `h on finite lattices

(39)

Example : thin films of 4He Gasparini et al., Rev. Mod. Phys. 80, 1009 (2008)

schematic specific heat

breakdown of standard thermodynamics for T ≈ Tλ

cp raw data,t = 1 − T /Tλ> 0 scaling for T > Tλ scaling for T < Tλ

finite-thickness shift in Tλ

1 −TmaxT

λ ∼ L−1/ν, Tmax from max. of cp

ν = 1λ = 0.669(4)

(40)

Finite-size scaling in systems withO(n)- orPotts-q symmetry :shift exponent (a)few-monolayers magnets/liquid :

n Substance λexp λth= 1/ν 1 FeF2/ZnF2 1.56(10) 1.588

CoO/SiO2 1.55(5)

2 4He 1.4910(4) 1.495

1.495(9)

3 Ni/Cu 1.44(20) 1.417

Ni/W 1.4(1) Ni/Cu 1.32(14) Fe/Cr 1.4(3) Cr2O3 1.34(7)

(b) percolating resistor network/sub-monoloyer magnetisation :

q Substance λexp λth= 1/ν

1 nanowire Ag 0.75(2) 0.75

2 Fe(110)/W(110) 1.03(14) 1.00 nanowire Ni 0.94

the transitions 3D → 2D and2D → 1D have clearly separate exponents

(41)

in certain magnetic films one finds much larger effective shift exponents :

n ∆1 1/ν λth λexp system

1 0.508(7) 1.588(3) 3.20(3) 3.4(3) CoO/SiO2

2 0.533(8) 1.495(4) 3.09(3)

3 0.556(10) 1.417(7) 2.99(3) 3.15(15) Fe/Ir(100) 2.8(3) Gd(0001)

can be explained by taking the leading corrections to scaling into account :

1 = ων is the leading correction exponent

for magnets with up/down symmetry, the first order vanishes

⇒ go to 2nd order =⇒ λth = 1ν(1 + 2∆1) Phys. Rev. Lett. 80, 4783 (1997)

Without the magnetic up-down symmetry, the first order remains :

⇒ λ = ν1(1 + ∆1) = 2.38(4) for Ising 3D liquide/gaz.

In SF6, one finds λeff ≈ 2.5, Thommes & Findenegg, Langmuir 10, 4270 (1998)

apply fss to develop an industrially relevant design rule in nanowire films’

Large et al., Nanoscale 8, 13701 (16) Source : mh, Conformal Invariance and Critical Phenomena, Springer (1999), and refs. therein.

(42)

return to full finite-size scaling forms. Have seen that

g (t, h; L−1) = b−dg (bytt, byhh; bL−1) , ξi(t, h; L−1) = bξi(bytt, byhh; bL−1) L−1 acts as relevant scaling field, withyL = 1

recast as follows, which traces the non-universalmetric factorsC1,2

g (t, h; L) = L−dY 

C1tL1/ν, C2hL(β+γ)/ν ξ−1i (t, h; L) = L−1Si



C1tL1/ν, C2hL(β+γ)/ν



where Y (x1, x2) andSi(x1, x2) areuniversal scaling functions

and the same metric factors C1, C2 in all quantities ! Privman & Fisher 1984

in 2D, use conformal invariance to express the universal constants Si(0, 0) andY (0, 0) in terms of universal exponents, . . .

for d > 4 : Berche, Kenna et al., Nucl. Phys. B865, 115 (12) ; Europhys. Lett. 105, 26005 (14) ; Eur. Phys. J. B88, 28 (15) . . .

(43)

Finite-size scaling in strips and conformal invariance

Cardy 1984

non-projective conformal transformations change the geometry

thelogarithmic transformation w = L ln z maps the complex plane C onto an infinitely long cylinder of circumference L

z = ρe ⇒ w = u + iv = L (ln ρ + iϕ) ρ ≥ 0, 0 ≤ ϕ < 2π

periodic boundary conditions on the cylinder (or strip) are implied

Kober, Dictionary of conformal representations, British Admirality (1948) & Dover (N.Y. 1957)

(44)

transformation of aprimarytwo-point correlator w1= w (z1),. . .

hφ(z1, ¯z1)φ(z2, ¯z2)iz = dw1 dz1

dw2

dz2

 d ¯w1

d¯z1

d ¯w2

d¯z2



hφ(w1, ¯w1)φ(w2, ¯w2)iw

in the plane, have hφ(z1, ¯z1)φ(z2, ¯z2)iz = (z1− z2)−2∆

from the logarithmic transformation z = exp(2πL−1w ) = exp(2πL−1(u + iv ))

hφ(w1, ¯w1)φ(w2, ¯w2)iw = 2π L

2∆+2∆

z11/2z21/2 z1− z2

!2∆

¯ z11/2¯z21/2

¯ z1− ¯z2

!2∆

= 2π

L

exp[πL(w1+ w2)]

exp(L w1) − exp(L w2)

!2∆

· 2π L

exp[πL( ¯w1+ ¯w2)]

exp(L1) − exp(L2)

!2∆

=  π L

1

sinh[πL(w1− w2)]

2∆

· π L

1

sinh[πL( ¯w1− ¯w2)]

2∆

wherew1− w2 = (u1− u2) + i(v1− v2).

(45)

evaluation of this result :

(1) if |w1− w2|  L: ⇒ recover the two-point function in the plane C.

(2) if |w1− w2|  L:

take v1= v2, have |u1− u2|  L, read off asymptotic exponential decay hφ(u1, 0), φ(u2, 0)istrip' 2π

L

2x

exp



−2π

L (∆ + ∆ )(u1− u2)



identify correlation length ξ, via hφ(u, 0)φ(0, 0)i ∼ e−u/ξ

Recall x = ∆ + ∆, read off final result Cardy 1984

in the periodic L × ∞ strip ξi−1= L−1(2πxi)=⇒Si(0, 0) = 2πxi

!THE basic result for the application of conformal invariance to 2D phase transitions !

quantum chains : ξi−1= Ei − E0 find Ei from diagonalising H

⇒ very efficient method to findall scaling dimensions !

?andY (0, 0) ?Must work much more & much harder . . .

(46)

? analogous results for dimensions d > 2 ?

? consider a L × L × ∞ column geometry

? correlations lengthsξσε of the spin-spin and energy-energy correlators The ratio of the critical finite-size scaling amplitudesis

Ξ := ξε(0, 0) ξσ(0, 0)

−1

= Sε(0, 0)

Sσ(0, 0) at T = Tc

Observation : for anti-periodic boundary conditions, find ΞA = xε/xσ for the 3D Ising andsphericaluniversality classes mh, J. Phys. A20, L769 (1987)

tested with increased precision in 3D O(n)-symmetric models

Weigel & Janke, Ann. Physik 7, 575 (1998) ; Phys. Rev. Lett. 82, 2318 (1999) ; Phys. Rev. B62, 6343 (2000)

n 1/Tc ΞP ΞA xε/xσ

1 0.2216544(3) 3.67(3) 2.736(13) 2.7264(13) 2 0.454167(3) 3.97(3) 2.93(5) 2.914(4) 3 0.693004(7) 4.248(9) 3.08(8) 3.089(8) 10 2.42792(8) 4.97(8) 3.65(6) 3.62(7)

2 2

good evidencefor ΞA = xxε

σ

hints forΞP = 43xxε

σ

N.B.purely numerical observation, no explanation known

(47)

The 2D energy-momentum tensor I

We already know : the energy-momentum tensorTµν must obey : (1) conservation∂µTµν = 0

(2) symmetry, from rotation-invariance Tµν = Tνµ

(3) tracelessness, from scale-invarianceTµµ= 0

in 2D, Tµν is a 2 × 2 matrix ⇒ 2 independent components! these are chosen as

T := Tzz = 12(T11− iT12) , T := T¯ ¯z ¯z = 12(T11+ iT12) the conservation law becomes in complex coordinates

¯zT = 0 , ∂zT = 0¯ =⇒ T = T (z) , T = ¯¯ T (¯z)

these are the Cauchy-Riemann conditions from complex analysis

T = T (z)is a holomorphic function of z and T = ¯¯ T (¯z)is an anti-holomorphic function of ¯z

(48)

Theorem : (Liouville) A holomorphic function f : C → C which is also bounded, i.e. |f (z)| ≤ M < ∞, must be a constant.

⇒ there are no non-constant ‘infinitesimal holomorphic functions’ ε(z) re-write Ward identity for n-point correlator hφ1(z1) . . . φn(zn)i:

choose contourC which surrounds pointsz1, . . . ,zn

interior domainD1 := int C :|ε(z)|  1holomorphic exterior domain D2:= C − D1 :|ε(z, ¯z)|  1

consider ‘infinitesimal’ coordinate transformation r 7→ r + ε(r), or z 7→ z + ε(z, ¯z), and recall 2D global Ward identity

δε1. . . φni =

n

X

p=1

D

φ1(r1) . . .

ε(rp) · ∇p+xp

d ∇p· ε(rp)

φp(rp) . . . φn(rn)E

= −c2 Z

dr hφ1(r1) . . . φn(rn)Tµνi ∂µεν(r) c2= (2π)−1

References

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