Monte Carlo Method applied to the Ising Model

Gauvin Laetitia
December 17, 2004

Contents
1 Introduction

2 Theory and Method

2.1 Presentation of the Ising model . .
2.2 Variables Describing the System .
2.3 Expected behaviour of the system
2.4 Method . . . . . . . . . . . . . . .

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3 Results
3.1 Case of zero external magnetic field . . . . . . . . . . . . . .
3.1.1 Thermodynamic quantities against the temperature .
3.1.2 Behaviour of the spins . . . . . . . . . . . . . . . . . .
3.2 Influence of the size on the characteristic quantities . . . . . .
3.3 Influence of the magnetic field . . . . . . . . . . . . . . . . . .
3.3.1 Thermodynamic Quantities Against the Temperature
3.3.2 Thermodynamics quantities against the magnetic field

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4 Conclusion

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Abstract

The Ising model allows to illustrate the behaviour of the spins in a

ferromagnetic material thanks to a representation of the system by a twodimensional lattice of spins up and down. The theory predicts that the
spins tend to align at low temperatures and that they point up and down
randomly at high temperature. There is thus a phase transition defined by
the Curie temperature. We will check these results with the Monte Carlo
method. In the first place, we only consider the internal interaction, the
results are consistent with what was expected. Then, a magnetic field
is applied. The spins tend to align with it for T > Tc , its effect is not
significant at a very high temperature because of the thermal agitation.
For T < Tc , the alignment of the spins is possible only if the amplitude
of the field is big enough.

Introduction

The Ising model allows to deal with thermodynamic problems such as the
behaviour of the spins in ferromagnetic materials. Thus, thanks to a twodimensional lattice of 1/2 spins to which the Monte Carlo method is applied, we
determine the observables describing the system and their evolution with the
variation of the magnetic field and the temperature.

Theory and Method

2.1

Presentation of the Ising model

Consider a lattice composed of N 2 spins which have two possible states: up

or down. In order to avoid the end effects, periodic boundary conditions are
imposed. Let us assume that the interaction only exists with the four nearest
neighbours. The energy of this set of spins is defined by:
X
1X
E=

Jij Si .Sj
Si .B
(1)
2 i,j
i
| {z }
|
{z
}
internal interaction energy external magnetic energy
Let us define Jij = J such that it is not null only for the four nearest neighbours.

2.2

Variables Describing the System

The equilibrium of the system can be represented with these quantities:

Magnetisation
Heat capacity

M=

1
S
N2

1 1 2
(
) (< E 2 > < E >2 )
N 2 kT
It is linked to the variance of the energy.

Susceptibility

2.3

C=

1 J
(< S 2 > < S >2 )
N 2 kT
P
where S = j Sj . It is linked to the variance of the magnetisation.
=

(2)

(3)

(4)

Expected behaviour of the system

The free energy satisfies:

P

F = kB T lnZ =< E > T S

where Z = j eE(j ) .
The system approaches the equilibrium by minimising F .
2

(5)

 At low temperatures, the interaction between the spins seems to be strong,

the spins tend to align with another. In this case, the magnetisation
reaches its maximal value |M | = 1 according to its formula, the magnetisation exists even if there is no external magnetic field.
At high temperature, the interaction is weak, the spins are randomly up
or down. So, the magnetisation is close to the value M = 0. Several
configurations suits: the system is metastable.
The magnetisation disappears at a given temperature.
There exists thus a transition phase. In zero external magnetic field, the
2
(obtained
critical temperature is the Curie temperature Tc = ln(1+
2)
by the Onsagers theory). According to the transition phase theory, the
second-order derivative of the free energy in B and in T are discontinuous at the transition phase; as the susceptibility and the heat capacity
are expressed with these derivatives, they should diverge at the critical
temperature.

2.4

Method

The N 2 -array is initialised at a low temperature with aligned spins or at a high

temperature with random values (1 or 1). Then, the evolution at a given
temperature is achieved by following the Metropolis algorithm which ensures a
Boltzmann distribution, i.e the probability that the system is in the j configuration is given by:
eE(j )
(6)
P (j ) =
Z
J
where = kT
.
The Monte Carlo method consists to choose randomly a spin to flip. The chosen
2
spin is flipped if it is favourable for the energy. The system has 2 N configuration, the Metropolis algorithm allows not to test each configuration to reach the
equilibrium. The Boltzmann distribution maximises the entropy, so it reduces
the free energy.
When the energy becomes stable, the system reached the thermalisation. Then,
several configurations are determined by the Metropolis algorithm in order to
determine the properties of interest as the heat capacity and the susceptibility.
In presence of magnetic field: the spins align with the magnetic field.

Results

3.1

Case of zero external magnetic field

3.1.1

Thermodynamic quantities against the temperature

We obtain a transition phase at a critical temperature T = Tc which marks the

demagnetisation.
3

1.2

10
1
Magnetisation

Energy

-300

-600

-900

0.8
0.6
0.4
0.2

-1200

0
0

-1500

10

Temperature (kT)

Temperature (kT)

Figure 1: Case of zero external field with a lattice 25 25. On the left: Energy
(in J-unity) against the temperature. At very low temperatures, the energy is
minimum and it slowly increases with the temperature. At a given temperature, the slope becomes abrupt and the energy finally approaches 0J. This
temperature is the Curie temperature. On the right: Magnetisation against the
temperature. The magnetisation is approximately maximum at low temperatures, and at T ' 2.25 0.05, there is a transition such that the magnetisation
above this temperature is almost null.

0.6

Susceptibility

Heat capacity

0.8

0.4

0.2

0.6
0.4
0.2

10

Temperature (kT)

10

Temperature (kT)

Figure 2: In the case of zero external field with a lattice 25 25. On the left:
Heat capacity (in J-unity) against the temperature. The capacity has a peak at
T ' 2.22 0.05 which symbolises the phase transition, at high temperatures,
it decreases until it reaches 0. On the right: Susceptibility against the temperature. The peak is present in the figure as well but at T ' 2.54 0.10, the
susceptibility becomes almost null at high temperatures.

3.1.2

Behaviour of the spins

For a given , the starting lattice is defined as the stable lattice of the previous
:
At = 1, i.e. at a very low temperature, we obtain fully aligned spins.
The magnetisation is maximum. Then, the temperature increases and the
spins gradually change.
When is such that T ' Tc , there are several clusters of aligned spins, in
each cluster the magnetisation is maximum but the magnetisation of the
set is null in general because the probability to be in the configuration i
is equal to the probability to be in the configuration i .
At very high temperature ( = 0), the dipoles are randomly oriented.
When the lattice is initialised at each value of , the results are different:
At a very low temperature, there are several clusters of aligned spins. These
domains stop to evolve: We obtain Weiss domains and Bloch walls. The magnetisation is thus random. The size of the matrix limits the possible number of
clusters.

3.2

Influence of the size on the characteristic quantities

In order to see the effects of the size of the lattice on the transition of the
phase, the thermodynamic quantities are plotted for several sizes in the absence
magnetic field. We notice that if the size is not big enough, the phase transition
0

1.2

10
1

-2000

0.8

Magnetisation

Energy

0
-1000

Lattice 25*25
Lattice 50*50
Lattice 10*10

-3000
-4000

Lattice 25*25
Lattice 50*50
Lattice 10*10

0.6
0.4
0.2

-5000
0

-6000

Temperature (kT)

10

Temperature (kT)

Figure 3: On the left: Energy against the temperature for three different sizes of
lattice. The smaller the lattice is, the more difficult it is to see an abrupt increasing. On the right: Magnetisation against the temperature for different sizes of
lattice. For the three sizes, the magnetisation is maximum at low temperatures,
but the bigger the lattice is, the faster the demagnetisation is. Moreover, the
demagnetisation is not complete at small sizes, in this case M is constant and
non-null at high temperature.
is not really perceptible. Indeed, there are finite size effects. A lattice 25
25 is appropriated to determine the transition phase according to the above
discussion.
5

0.6

1
0.8

0.4

Susceptibility

Heat capacity

0.5

Lattice 25*25
Lattice 50*50
Lattice 10*10

0.3
0.2

0.6

Lattice 25*25
Lattice 50*50
Lattice 10*10

0.4
0.2

0.1

0
0

10

Temperature (kT)

10

Temperature (kT)

Figure 4: On the left: Heat capacity against the temperature for different sizes.
On the right: Susceptibility against the temperature for different sizes. The
bigger the lattice is, the more the peaks marking the phase transition are pronounced. Therefore, when the size is big enough, the susceptibility and the heat
capacity diverge, what is consistent with the theory.

3.3

Influence of the magnetic field

Energy

-400

Thermodynamic Quantities Against the Temperature

0

10

1.2

12

muB=0J
muB=0.2J
muB=0.5J
muB=1J

-800

-1200

0.8
0.6
0.4
0.2

-1600
-2000

mu=0J
muB=0.2J
muB=0.5J
muB=1J

Magnetisation

3.3.1

Temperature (kT)

Temperature (kT)

10

12

Figure 5: On the left: Influence of the magnetic field on the energy with a lattice
25 25. The presence of the magnetic field makes the shift of the energy less
abrupt. On the right: Influence of the magnetic field on the magnetisation with
a lattice 25 25. The magnetisation is in general bigger when a magnetic field
is applied, but at high temperatures, the magnetic field has only little effect.

0.6

0.8
0.7

Heat capacity

muB=0J
muB=0.2J
muB=0.5J
muB=1J

0.2

0.6
0.5

muB=0J
muB=0.2J
muB=0.5J
muB=1J

Susceptibility

0.4

0.4
0.3
0.2
0.1

10

Temperature (kT)

12

10

Temperature (kT)

12

Figure 6: On the left: Influence of the magnetic field on the capacity with a
lattice 25 25. The temperature at which there is a peak, is lightly displaced
toward the bigger values.On the right: Influence of the magnetic field on the
susceptibility with a lattice 25 25.The magnetic field generates an decreasing
of the magnitude of the peak.
At high temperature, the magnetic field has almost no effect. The thermal
agitation makes negligible the effect of the magnetic field.
3.3.2

Thermodynamics quantities against the magnetic field

50

0.1

40

0.08

30

0.06

20

0.04
Magnetisation

Energy

At several given temperatures, the magnetic field varies from B = 1J, a large
positive value to B = 1J, a large negative value.

10
0
-1

-0.5

-10

0.5

muB={J,-J}
muB={-J,J}

0.02
0
-1

-0.5

-0.02

-20

-0.04

-30

-0.06

-40

-0.08

-50

-0.1

muB

0.5

muB={J,-J}
muB={-J,J}

muB

Figure 7: = 0. On the left: Energy against the magnetic field. On the right:
Magnetisation against the magnetic field. Both quantities are approximately
null constants. The magnetic field can not establish an order, the temperature
is much too high, it confirms the above results (section 3.3.1) about the influence
of the magnetic field according to the temperature.

-200
-1

-0.5

0.5

0.8

-400

0.6
-600
Energy

Magnetisation

0.4

-800

muB={J,-J}
muB={-J,J}

-1000

0.2
0
-1

-0.5

-0.2

0.5

muB={J,-J}
muB={-J,J}

-0.4

-1200

-0.6
-1400

-0.8

-1600

-1

muB

muB

Figure 8: = 0.3. On the left: Energy against the magnetic field. On the
right: Magnetisation against the magnetic field. At the beginning, the magnetic
field has a large positive value, the magnetisation is positive and maximum,
the spins are thus up, they align with the magnetic field. Then the energy
linearly increases with B until the sign of the magnetic field changes. The
magnetisation becomes negative. The spins tend to align with the magnetic
field and the energy linearly decrease with B. Both quantities follow the same
pattern from B = J to B = J.
1.5

-800
-0.5

0.5

-1000

-1200

0.5

-1400

Magnetisation

Energy

-1

muB={J,-J}
muB={-J,J}

-1600

0
-1

-0.5

muB={J,-J}
muB={-J,J}

-0.5

-1800

-1

-2000

-1.5

muB

0.5

muB

Figure 9: = 0.6. On the left: Energy against the magnetic field. On the right:
Magnetisation against the magnetic field.
T < Tc :
From B = J to B = J:
The starting magnetic field is a large positive value. The magnetisation is pos

itive, the spins thus tend to align with B . Then, B goes down and the energy
linearly increases with B. The magnetisation is constant until a critical value
of the magnetic field B = Bc where it discontinuously changes. The field is
significant enough to flip the spins. B is above Bc : the spins are now down (the
magnetisation is negative)the energy linearly decreases with B.
From B = J to B = J:
The starting magnetic field is a large negative value. The magnetisation is neg

ative, the spins tend thus to align with B . Then, B goes up and the energy
linearly increases with B. The magnetisation is constant until a critical value

-400
-1

-0.5

1.5
0

0.5

1
1

-800
Magnetisation

Energy

0.5
muB={J,-J}
muB={-J,J}

-1200

0
-1

-0.5

0.5

muB={J,-J}
muB={-J,J}

-0.5
-1600
-1
-2000

-1.5

muB

muB

Figure 10: = 1. On the left: Energy against the magnetic field. On the right:
Magnetisation against the magnetic field.
of the magnetic field B = Bc where it discontinuously changes. The field is
significant enough to flip the spins. |B| is Bc : the spins are now up (the magnetisation is negative) the energy linearly decreases with B.

2.5

3.5

2
3

muB={J,-J}
muB={-J,J}

2.5

Susceptibility

Heat Capacity

1.5

0.5

muB={J,-J}
muB={-J-J}

1.5
1
0.5

0
-1

-0.5

0.5

1
-1

-0.5
muB

-0.5

-0.5

0.5

muB

Figure 11: = 1. On the left: Heat capacity against the magnetic field. On
the right: Susceptibility against the magnetic field. The peaks confirm the
discontinuity of the magnetisation and the energy at a critical temperature of
the magnetic field.
The value of Bc varies with : the bigger is, the bigger Bc is.

Conclusion

The Monte Carlo method applied to the Ising model which describes the magnetic properties of materials allows to obtain the thermodynamic quantities
variations. The results are consistent with the expected values and behaviour
in the case where the lattice is big enough to limit the finite size effect.
Without magnetic field, a phase transition at the critical temperature is
strongly marked. This transition separates T < Tc , where the magnetisation is maximum, the spins are aligned, and T > Tc where the magnetisation in order of zero, the spins are randomly oriented.
In the presence of magnetic field, the phase transition is not so marked.
At a very high temperature, the field has no effect because of the thermal
agitation. In a general way, the spins align with the magnetic field but at
T < Tc the changes of direction happens only if the field is above a critical
value.

References
[1] K.Christensen and Nicholas R.Moloney, Complexity and Criticality.

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