2 0 0 Eviden e for sharper than expe ted transition 2 n a J between metastable and unstable states 0 3 ] ∗ h c Dieter W. Heermann and Claudette E. Cordeiro e m - t a t s Institut für Theoretis he Physik . t a m Universität Heidelberg - d n o Philosophenweg 19 c [ D-69120 Heidelberg 1 v 2 and 6 5 1 0 Interdisziplinäres Zentrum 2 0 / für Wissens haftli hes Re hnen t a m - der Universität Heidelberg d n o c : v i X r a 1st February 2008 ∗ Permanent address: Instituto de (cid:28)si a, Universidade Federal Fluminense, 24.210.340- Niteroi-RJ-BRASIL 1 Abstra t In mean-(cid:28)eld theory, i.e. in(cid:28)nite-range intera tions, the transition between metastable and unstable states of a thermodynami system is sharp. The metastable and the unstable states are separated by a spinodal urve. Forsystemswithshort-rangeintera tionthetransition between metastable and unstable states has been thought of as grad- ual. Weshoweviden e, thatone ande(cid:28)neasharpborderbetweenthe two regions. We have analysed the lifetimes of states by onsidering the relaxation traje tories following a quen h. The average lifetimes, as a fun tion of the quen h depth into the two-phase region, shows a very sharp drop de(cid:28)ning a limit of stability for metastable states. Using the limit of stability we de(cid:28)ne a line similar to a spinodal in the two-phase region. 2 1 Introdu tion Metastability has traditionally been studied by looking for droplets [1, 2℄. In this framework density (cid:29)u tuations are produ ed from the initially homoge- neous matrix following a sudden quen h from a stable equilibrium state to a state underneath the oexisten e urve. After a time-lag a quasi-equilibrium is established and a size distribution for the (cid:29)u tuations (droplets) develops, yielding droplets up to a riti al size [3, 4, 5℄. Behind this approa h to metastability is a geometri interpretation, fos- tered by experimental observations of droplets [6℄. The experimentally ob- served droplets are, however, in size mu h larger than the riti al droplets so that the eviden e for nu leation is indire t [7℄. Also in omputer simulations one an follow the development of the droplet [8℄. Close to the oexisten e urve thedropletpi ture seems toholdtoagooddegree [9℄, whiledeeper into the two-phase region onsiderable doubt has been raised as to the validity of the nu leation theory [10℄. To take the point of view of density (cid:29)u tuations [11℄ is by no means the only possible. Here we want to follow a di(cid:27)erent point of view. What we want to onsider are the (cid:29)u tuations of a ma ros opi ally available observ- able and the ensemble of these (cid:29)u tuations [13℄. To be spe i(cid:28) and to link to the simulation results that we present below, onsider a non- onserved order parameter. We start out from a given equilibrium state and suddenly bring the system into a non-equilibrium state underneath the oexisten e urve. The order parameter will follow this hange. Again, after some time(cid:21)lag the order parameter will (cid:29)u tuate around some quasi-equilibriumvalue and sud- denly hange to the stable equilibrium state. We now onsider the ensemble 3 of su h traje tories of the order-parameter. We avoid to take an average of the order-parameter in the non-equilibrium situation so as not wash out any of the abrupt hanges that take pla e while the system seeks its way out of the quasi-equilibrium state into the stable equilibrium state. For ea h of the traje tories we de(cid:28)ne a lifetime and onsider the distribution of the lifetimes and also onsider the average lifetime! We show below that the average life- time dramati ally de reases at parti ular values depending on the imposed parameters giving rise to a possible dynami de(cid:28)nition of a spinodal. So far the existen e of a spinodal in the sense of a line of se ond order phase transitioninsidethe two-phaseregionhasbeen deniedforsystems with short range intera tions. Only for systems with in(cid:28)nite range intera tion (mean (cid:28)eld theory) this on ept has been thought to make sense [2℄. The on ept is based on the existen e of a free energy and is purely stati . Here we side step this and look at metastability in a dynami al way and (cid:28)nd a lear distin tion between metastable and unstable states. 2 Methodology The traje tories dis ussed above an be obtained naturally using the Ising model together with the Monte Carlo Method [14, 15, 16℄. The Monte Carlo method de(cid:28)nes the transition probabilities between states starting from an initial state. 3 L The Hamiltonian of the Ising model for a simple ubi latti e is de(cid:28)ned by the H (s) = −J X sisj +hXsi, si = ±1 (1) Ising <ij> i 4 hiji where are nearest-neighbourpairsof latti esites. The ex hange oupling J s i is restri ted in our ase to be positive (ferromagneti ). is alled a spin M m and the sum over all latti e sites is the magnetization (we de(cid:28)ne to be h the magnetization per spin). is a dimensionless magneti (cid:28)eld. The dynami s of the system is spe i(cid:28)ed by the transition probabilities of a Markov hain that establishes a path through the available phase spa e. Here we use a Monte Carlo algorithm[14, 15, 16℄ to generate Markov Chains. We used the Metropolis transition probabilities ′ P(s → s ) = min{1,exp(−∆H)} . i i (2) t Time inthis ontext is measured inMonte Carlo steps per spin. One Monte Carlo step (MCS) per latti e site, i.e. one sweep through the entire latti e, omprises one time unit. Neither magnetization nor energy are preserved in the model whi h makes possible to ompute both quantities as a fun tion of temperature, applied (cid:28)eld and time. −1 Typi allywe started the simulationruns witha magnetizationof , i.e. in equilibrium and a prede(cid:28)ned starting point for the random numbers for the Monte Carlo pro ess. We then turn on the temperature and the applied (cid:28)eld. This brings us instantly below the oexisten e urve into the two- phase region. Due to the transitions indu ed by the Metropolis transition probabilitiesthe magnetization(and the energy as well)develops intimeand yields a traje tory of magnetization (energy) values m(0),m(1),...,m(n) . (3) The magnetizationwastra edtoaspe i(cid:28) numberofMonte Carlosteps. After the pres ribed number of steps were rea hed, the system was brought 5 −1 ba k to the magnetization and a new quen h performed with a new and di(cid:27)erent starting point for the random numbers. The statisti s was gathered over these traje tories and quen hes with ea h traje tory kept on (cid:28)le. 3 Relaxation paths and their statisti s T = 0.59 Let us for the moment (cid:28)x the temperature ( ) and analyse the distribution of lifetimes. Figure 1 shows a typi al relaxation path. After (cid:29)u tuatingaroundsomevaluethemagnetizationdrops sharply. Atthispoint we say that the lifetime of the quasi-stable state has been rea hed. After the sharp drop the magnetization rea hed qui kly its value in equilibrium on the other side of the phase diagram. For every quen h depth, i.e., applied magneti (cid:28)eld, we an ompile a statisti s on the lifetimes. This is shown in Figure 2. Plotted there is the probability for the o urren e of a spe i(cid:28) lifetime as a fun tion of the quen h depth. Note (cid:28)rst that the distribution of lifetimes gets narrower as we quen h deeper into the two-phase region. Closer to the oexisten e urve, i.e. for shallow quen hed, the average lifetime in reases but the width of the distribution broadens. This is of parti ular interest for experiments. There we also should expe t a huge variety of lifetimes after a quen h making it di(cid:30) ult to interpret the data. Even a quen h lose to the oexisten e urve an lead to a very short lifetime and thus to an interpretation that the state may have been unstable. In passing we note that the distribution is not Poissonian. We an plot the average lifetime, at (cid:28)xed temperature and plot this as a fun tion of the quen h depth. This is shown in Figure 3. While the 6 average lifetime of the states lose to the oexisten e urve must be very large, we expe t the lifetime to drop as we quen h deeper into the two- phase region. The plot shows that the average lifetime de reases rapidly at some " riti al quen h depth". The inset in Figure 3 shows that the average lifetime de reases exponentially fast lose to that (cid:28)eld and then saturates. This saturation depends on the pre ise nature of the Monte Carlo move but must always be present sin e it always takes a minimum number of steps to pro eed from one state to another. Clearly, the lo ation of the "limit of stability"-line depends on the kind ofMonteCarlomovesthatweimplement. But, thelinewillalwaysbepresent for alllo al move algorithms. For allnatural systems we expe t this result to CO2 arry over. Indeed for a pure -system a similarresult has been seen [17℄. There the stability line for states in the two-region was also mu h loser to the oexisten e urve then expe ted. 4 Finite-Size E(cid:27)e ts Figure 4 shows the (cid:28)nite-size e(cid:27)e ts for the average lifetime. We have per- L = 32 L = 42 formed simulations with the linear system sizes of , and L = 96 T/T = 0.58 c for the temperature . First we note that the pseudo spinodal shifts towards the oexisten e with in reasing system size. A simple L = 32 extrapolation gives a 30% shift with respe t to the result. We further note the de rease in the average lifetimefor those quen h depths that extend beyond the pseudo spinodal point. Similar (cid:28)nite-size e(cid:27)e ts have also been seen by Novotny et. al. [18, 19℄. The inset in Figure 4 shows the extrapolation of the value of the limit 7 of stability to the in(cid:28)nite system size. In Figure 5 we have ompiled the results of our (cid:28)ndings in a phase diagram. The new limit of stability is far away from the mean (cid:28)eld spinodal urve. 5 Con lusions Relaxation paths and their statisti s yield a fresh outlook on metastability. Here the emphasis is on the dynami s of the single events and not on the average behaviour of the system. Our point of view is that averaging in the non-equilibrium situation an wash away or hide the phenomenon. Here we have shown that the statisti s of the relaxation paths an lead to a sharp distin tion between meta- and unstable states. A surprising (cid:28)nding is that the distribution of the lifetime broadens signi(cid:28) antly. Opposite to the intuition we found that lose to oexisten e urve the distribution is broad and very (cid:29)at. Close to the limit of stability the distribution is very narrow and sharply peaked. Clearly further work needs to be done, ementing the eviden e for the sharp border, in the sense de(cid:28)ned above. As pointed out above, simulations using di(cid:27)erent transition probabilities would be helpful to investigate the dependen e of this dynami phenomenon on the imposed dynami s, at least for those systems that do not have an intrinsi dynami s. It would also be of interest to perform mole ular dynami s simulations of systems using realisti intera tion potential. There the question would also be how far the metastable region really extends and ompare this to experimental eviden e for nu leation or spinodal de omposition in the light 8 of the relaxation traje tories. It is also un lear at the moment how to extend the de(cid:28)nition to systems with a onserved order parameter. 6 A knowledgment ThisworkwasfundedbyagrantfromBASFAGandagrantfromtheBMBF. C.E.C wouldlike tothank theDAAD andFAPERJ for(cid:28)nan ialsupport. We are also very grateful for dis ussions with K. Binder, E. Hädi ke, B. Rathke, R. Strey and D. Stau(cid:27)er. Referen es [1℄ P.A. Rikvold, B.M. Gorma, in D. Stau(cid:27)er (Ed.), Annual Reviews of Computational Physi s I, World S ienti(cid:28) , Singapore, 1994 [2℄ K. Binder, in Phase Transformations in Materials, ed. P. Haasen, (cid:16)Ma- terials S ien e and Te hnology(cid:17), Vol. 5 VCH Verlag, Weinheim 1991 and S. Komura and H. Furukawa, eds. 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