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Ising & the Z₂ Break

Part 6 of 6. The Ising Hamiltonian is unchanged when every spin flips, and so is the Monte Carlo rule that samples it. Below the critical temperature the state picks a sign anyway.

Parts 4 and 5 ran deterministic rules on the grid; this part adds thermal noise. Put a spin σ = ±1 on each site and reward neighbours for agreeing, and you have the Ising model (Lenz 1920, Ising 1924). The earlier parts asked which rotations a lattice keeps. The symmetry here is internal, flipping every spin, and the lattice keeps it exactly. The question is how a state can lose a symmetry its rules never break.

The model and its flip symmetry

Here J > 0 rewards aligned neighbours and h is an external field. The order parameter is the magnetisation per site:

Flipping every spin leaves each product σiσj unchanged, so at h = 0

The symmetry group is ℤ₂ = {identity, global flip}. A field breaks it explicitly.

Sampling one flip at a time

An 80×80 grid has 26400 configurations, far too many to sum. The Metropolis algorithm (1953) instead builds a Markov chain whose stationary distribution is the Boltzmann weight: pick a site, compute the cost of flipping it,

and accept with probability

ΔE takes one of five values, so acceptance is a table lookup. One sweep is N proposals.

2.269

Figure 1. Metropolis on an 80×80 periodic lattice, pre-run 150 sweeps from random spins at Tc. Dashed lines on the trace are Onsager's ±M0(T). At 4.0 M jitters around zero, at 1.5 it sits on a plateau, at Tc it swings. In Wolff mode a cluster larger than half the grid is swapped for its complement, which the flip symmetry makes equivalent and which stops the screen flashing.

Does the update rule keep the symmetry?

A symmetric Hamiltonian does not guarantee a symmetric simulation; an update rule could favour one sign through how it spends random numbers. The test: run a second copy that starts as the exact flip of the first, and feed both the same random numbers. At h = 0 flipping σi costs the same in both, since σi and si both change sign, so every decision matches and the overlap

stays at exactly −1. A field adds 2σih to ΔE, with opposite signs in the two copies.

copy A, h = 0
copy B = −A at start
field on the second pair:

Figure 2. Two pairs of 48×48 lattices at T = 2.3, each pair sharing one random stream. The grids and the violet line are the h = 0 pair; the pink line is a pair run in a small field, which breaks the mirror within a few sweeps and ends with the two copies identical.

The Wolff update used below passes the same test, because it builds clusters from whether neighbours agree, which a global flip leaves unchanged.

How long does a finite grid keep its sign?

At h = 0 a finite lattice has ⟨M⟩ = 0 exactly, since each configuration and its flip carry the same weight. A broken phase needs the limits in this order:

Swap the limits and ⟨M⟩ = 0 again. On a finite grid the question becomes how long the chain keeps its sign. To cross over, a periodic grid must pass through a strip bounded by two walls that each span the box, so the barrier grows with L.

L = 10
L = 32

Figure 3. Histograms of M on two grids started all up: 200,000 Metropolis sweeps at L = 10, 40,000 at L = 32. A reversal is a crossing from beyond +M0/2 to beyond −M0/2 or back. The small grid splits its time evenly between the signs; the large one has not left its starting sign.

Going from T = 2.2 to 2.0 stretches the small grid's wait by about an order of magnitude, because the walls cost more as the grid orders.

Onsager's curve and the finite box

Onsager's 1944 solution puts the square-lattice critical point at

and the spontaneous magnetisation (announced by Onsager in 1949, proved by Yang in 1952) is

It vanishes as (Tc − T)1/8, with infinite slope. A finite grid rounds this off: its correlation length stops at the box size.

Figure 4. Average |M| from 500 Wolff sweeps (after 100 of warm-up) at every 0.1 from 1.0 to 3.5 and at Tc, on 8×8 and 32×32 grids, against Onsager's curve in green. Both overshoot near and past Tc, the 8×8 grid far more.

Finding Tc without Onsager

Most lattice models have no exact solution, and a rounded curve does not say where the transition is. The Binder cumulant does:

It tends to 2/3 in the ordered phase and to 0 in the disordered one. At the critical point the shape of the distribution of M stops depending on size, so curves for different L cross there.

Figure 5. U for L = 8, 16, 32 at eleven temperatures, each from 2,000 Wolff sweeps. The readout interpolates each pair's crossing; the dashed green line is Onsager's Tc. Crossings move by a few hundredths between seeds, most for the smallest pair.

That number is what the lattice sets. The triangular lattice has Tc = 4/ln 3 ≈ 3.64 but the same exponent 1/8, because exponents belong to a universality class fixed by the ℤ₂ symmetry, short-range couplings and two dimensions. Layered magnets such as K2CoF4, whose planes barely interact and whose spins prefer one axis, measure β close to 1/8. Binary alloys like β-brass and the liquid-gas critical point are Ising too, but in the three-dimensional class, with β ≈ 0.326. Weak bond disorder is marginal in 2D by the Harris criterion: the exponents survive with logarithmic corrections.

Why single flips stall near Tc

Metropolis turns a domain over one spin at a time, and near Tc domains fill the box. The cost shows in the autocorrelation ρ(t) of |M| and its integrated time τ = ½ + Σt≥1 ρ(t), roughly the sweeps per independent sample. The Wolff update (1989) grows a cluster by adding each agreeing neighbour with probability 1 − e−2J/kT, the value that makes it satisfy detailed balance, and flips it whole.

Figure 6. ρ(t) of |M| at Tc: Metropolis runs of 20,000, 30,000 and 80,000 sweeps at L = 8, 16, 32, and 4,000 Wolff sweeps at L = 32 (a Wolff sweep is enough clusters to flip N spins). τ is summed until the lag passes 6τ. Equal steps on the log axis mean a power law, τ ∝ Lz; published estimates give z ≈ 2.17 for Metropolis.

Each doubling of L multiplies the Metropolis time by four or five, while Wolff stays under one sweep. That is why Figures 4 and 5 use Wolff.

Two relatives appear in the Emergence series: quench this ferromagnet to zero temperature and its domains coarsen (Coarsening and Consensus); draw each coupling's sign at random and you get the spin glass.