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Monte Carlo Simulation of

Ising Model and Phase


Transition Studies

Yu 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

Outline

Describe 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 Magnetism

Magnetic susceptibility :

Types of magnetic materials:


1. Diamagnetic: <0 and constant
(Helium);
2. Paramagnetic: magnetic susceptibility
>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
1
thermodynamic
state:
p

exp[ E / k T ]
Z (T ) exp[ E / k T ]

Z (T )

Using Z(T), we can calculate the specific heat


C , and magnetic susceptibility

Phase transitions

The 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 transitions

C 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
1
distribution:
p
exp[ E / k T ]

Z (T )

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 settings

Set the spin-spin interaction energy


J=1, Boltzmann constant k=1, Bohr
magneton
5.7884

; 0.67
B

8.617

The unit of Energy


J; the unit of
1/ kis
B
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).
2D Ising Model: T=1.5, L=20 square lattice

e
t
i
S
r
e
p

0.8
0.6
0.4

n
o
i 0.2
t
a
z
0
i
t
e
n
g -0.2
a
M
-0.4
-0.6

-0.8
-1

500

1000

1500

2000

2500
MC step

3000

3500

4000

4500

5000

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.
2D Ising Model: T=2.25, L=20 square lattice

e
t
i
S
r
e
p
n
o
i
t
a
z
i
t
e
n
g
a
M

0.8
0.6
0.4

0.2

0
-0.2

-0.4
-0.6

-0.8
-1

500

1000

1500
MC step

2000

2500

3000

Results: Magnetization per spin versus


Temperature (Zero external field).
2D Ising Model: L= 20 square lattice, 1000 MC cycles

|
e
t
i
S
r
e
p
n
o
i
t
a
z
i
t
e
n
g
a
M
|

0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
-0.1

1.5

2.5
reduced temperature

3.5

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 Results

Demonstrate 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.

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