Finite-size effects in a D-dimensional ideal Fermi gas

By using the Euler-MacLaurin formula,this paper studies the thermodynamic properties of an ideal Fermi gas confined in a D-dimensional rectangular container.The general expressions of the thermodynamic quantities with the finite-size corrections are given explicitly and the effects of the size and shape of the container on the properties of the system are discussed.It is shown that the corrections of the thermodynamic quantities due to the finite-size effects are significant to be considered for the case of strong degeneracy but negligible for the case of weak degeneracy or non-degeneracy.It is important to find that some familiar conclusions under the thermodynamic limit are no longer valid for the finite-size systems and there are some novel characteristics resulting from the finite-size effects,such as the nonextensivity of the system,the anisotropy of the pressure,and so on.     

Phase Structure of Strongly Interacting Theories and Finite-Size Effects

Strongly interacting theories of fermions are of great interest both experimentally and theoretically. While heavy-ion collision experiments provide us with information on hot and dense QCD, experiments with ultracold trapped atoms provide an accessible and controllable system where quantum many-body phenomena can be studied experimentally in great detail. Our theoretical understanding of these theories has improved in recent years. However, finite-size effects in these systems are not yet fully understood. We review some aspects related to finite-size effects and the role that these effects are playing in strongly-interacting fermionic theories.     

Universality Under Conditions of Self-tuning

We study systems with a continuous phase transition that tune their parameters to maximize a quantity that diverges solely at a unique critical point. Varying the size of these systems with dynamically adjusting parameters, the same finite-size scaling is observed as in systems where all relevant parameters are fixed at their critical values. This scheme is studied using a self-tuning variant of the Ising model. It is contrasted with a scheme where systems approach criticality through a target value for the order parameter that vanishes with increasing system size. In the former scheme, the universal exponents are observed in naïve finite-size scaling studies, whereas in the latter they are not.     

Size dependence of phase transition temperatures of ferromagnetic ,ferroelectric and superconductive nanocrystals

With the miniaturization of devices, size and interface effects become increasingly important for the properties and performances of nanomaterials. Here, we present a thermodynamic approach to the mechanism behind size-induced unusual behavior in the phase stabilities of ferromagnetic (FM), antiferromagnetic (AFM), ferroelectric (FE), and superconductive (SC) nanocrystals, which are different dramatically from their bulk counterparts. This method is based on the Lindemann criterion for melting, Mott’s expression for the vibrational melting entropy, and the Shi model for the size-dependent melting temperature. Simple and unified functions, without any adjustable parameter, are established for the size and interface dependences of thermal and phase stabilities of FM, AFM, FE and SC nanocrystals. According to these analytic functions, as the size of nanocrystals is reduced, the thermal and phase stabilities may strengthen or weaken, depending on the confluence of the surface/volume ratio of nanocrystals and the FM(AFM, FE or SC)/substrate interface situations. The validity of this model is confirmed by a large number of experimental results. This theory will be significant for the choice of materials and the design of devices for practical application.      

Size dependence of phase transition temperatures of ferromagnetic, ferroelectric and superconductive nanocrystals

With the miniaturization of devices, size and interface effects become increasingly important for the properties and performances of nanomaterials. Here, we present a thermodynamic approach to the mechanism behind size-induced unusual behavior in the phase stabilities of ferromagnetic (FM), antiferromagnetic (AFM), ferroelectric (FE), and superconductive (SC) nanocrystals, which are different dramatically from their bulk counterparts. This method is based on the Lindemann criterion for melting, Mott’s expression for the vibrational melting entropy, and the Shi model for the size-dependent melting temperature. Simple and unified functions, without any adjustable parameter, are established for the size and interface dependences of thermal and phase stabilities of FM, AFM, FE and SC nanocrystals. According to these analytic functions, as the size of nanocrystals is reduced, the thermal and phase stabilities may strengthen or weaken, depending on the confluence of the surface/volume ratio of nanocrystals and the FM(AFM, FE or SC)/substrate interface situations. The validity of this model is confirmed by a large number of experimental results. This theory will be significant for the choice of materials and the design of devices for practical application.     

Hyperscaling above the upper critical dimension

Above the upper critical dimension, the breakdown of hyperscaling is associated with dangerous irrelevant variables in the renormalization group formalism at least for systems with periodic boundary conditions. While these have been extensively studied, there have been only a few analyses of finite-size scaling with free boundary conditions. The conventional expectation there is that, in contrast to periodic geometries, finite-size scaling is Gaussian, governed by a correlation length commensurate with the lattice extent. Here, detailed numerical studies of the five-dimensional Ising model indicate that this expectation is unsupported, both at the infinite-volume critical point and at the pseudocritical point where the finite-size susceptibility peaks. Instead the evidence indicates that finite-size scaling at the pseudocritical point is similar to that in the periodic case. An analytic explanation is offered which allows hyperscaling to be extended beyond the upper critical dimension.     

Finite size effects for quark-gluon plasma droplets

The partition function for color-singlet quark-gluon plasma droplets is calculated analytically including shell effects and a total momentum constraint. Bulk properties become size-dependent and the entropy shows how the effective number or plasma degrees of freedom decreases with size. The appropriate size-dependent phase-space distributions for quarks and gluons are derived, and phenomenological consequences of the results are pointed out.     

Spin coupling and magnetic field effects on the finite-size free energy and its non-extensivity for 1-D Ising model with nearest and next-nearest neighbor interactions in nanosystem

The effects of second-neighbor spin coupling interactions and a magnetic field are investigated on the free energies of a finite-size 1-D Ising model. For both ferromagnetic of nearest neighbor (NN) and next-nearest neighbor (NNN) spin coupling interactions, the finite-size free energy first increases and then approaches a constant value for any size of the spin chain. In contrast, when NNN and NN spin coupling interactions are antiferromagnetic and ferromagnetic, respectively, the finite-size free energy gradually decreases by increasing the competition factor and eventually vanishes for large values of it. When a magnetic field is applied, the finite-size free energy decreases with respect to the case of zero magnetic fields for both ferromagnetic and antiferromagnetic spin coupling interactions. Deviation of free energy per size for finite-size systems relative to the infinite system increases when the spin coupling interactions as well as the f parameter (the ratio of the magnetic field to NN spin coupling interaction) increase.     

General Considerations on the Finite-Size Corrections for Coulomb Systems in the Debye--Hückel Regime

We study the statistical mechanics of classical Coulomb systems in a low coupling regime (Debye--Hückel regime) in a confined geometry with Dirichlet boundary conditions for the electric potential. We use a method recently developed by the authors which relates the grand partition function of a Coulomb system in a confined geometry with a certain regularization of the determinant of the Laplacian on that geometry with Dirichlet boundary conditions. We study several examples of fully confining geometry in two and three dimensions and semi-confined geometries where the system is confined only in one or two directions of the space. We also generalize the method to study systems confined in arbitrary geometries with smooth boundary. We find a relation between the expansion for small argument of the heat kernel of the Laplacian and the large-size expansion of the grand potential of the Coulomb system. This allow us to find the finite-size expansion of the grand potential of the system in general. We recover known results for the bulk grand potential (in two and three dimensions) and the surface tension (for two-dimensional systems). We find the surface tension for three-dimensional systems. For two-dimensional systems our general calculation of the finite-size expansion gives a proof of the existence a universal logarithmic finite-size correction predicted some time ago, at least in the low coupling regime. For three-dimensional systems we obtain a prediction for the curvature correction to the grand potential of a confined system.     

Isobaric expansion coefficient and isothermal compressibility for a finite-size ideal Fermi gas system

Due to quantum size effects (QSEs), the isobaric thermal expansion coefficient and isothermal compressibility well defined for macroscopic systems are invalid for finite-size systems. The two parameters are redefined and calculated for a finite-size ideal Fermi gas confined in a rectangular container. It is found that the isobaric thermal expansion coefficient and isothermal compressibility are generally anisotropic, i.e., they are generally different in different directions. Moreover, it is found the thermal expansion coefficient may be negative in some directions under the condition that the pressures in all directions are kept constant.     

Finite-Time Fluctuations in the Degree Statistics of Growing Networks

This paper presents a comprehensive analysis of the degree statistics in models for growing networks where new nodes enter one at a time and attach to one earlier node according to a stochastic rule. The models with uniform attachment, linear attachment (the Barabási-Albert model), and generalized preferential attachment with initial attractiveness are successively considered. The main emphasis is on finite-size (i.e., finite-time) effects, which are shown to exhibit different behaviors in three regimes of the size-degree plane: stationary, finite-size scaling, large deviations.     

Domain growth and finite-size-scaling in the kinetic Ising model

This paper describes the application of finite-size scaling concepts to domain growth in systems with a non-conserved order parameter. A finite-size-scaling ansatz for the time-dependent order parameter distribution function is proposed, and tested with extensive Monte-Carlo simulations of domain growth in the 2-D spin-flip kinetic Ising model. The scaling properties of the distribution functions serve to elucidate the configurational self-similarity that underlies the dynamic scaling picture. Moreover, it is demonstrated that the application of finite-size-scaling techniques facilitates the accurate determination of the bulk growth exponent even in the presence of strong finite-size effects, the scale and character of which are graphically exposed by the order parameter distribution function. In addition it is found that one commonly used measure of domain size-the scaled second moment of the magnetisation distribution-belies the full extent of these finite-size effects.     

Stochastically Stable Globally Coupled Maps with Bistable Thermodynamic Limit

We study systems of globally coupled interval maps, where the identical individual maps have two expanding, fractional linear, onto branches, and where the coupling is introduced via a parameter - common to all individual maps - that depends in an analytic way on the mean field of the system. We show: 1) For the range of coupling parameters we consider, finite-size coupled systems always have a unique invariant probability density which is strictly positive and analytic, and all finite-size systems exhibit exponential decay of correlations. 2) For the same range of parameters, the self-consistent Perron-Frobenius operator which captures essential aspects of the corresponding infinite-size system (arising as the limit of the above when the system size tends to infinity), undergoes a supercritical pitchfork bifurcation from a unique stable equilibrium to the coexistence of two stable and one unstable equilibrium.     

Finite-size crossover in systems with slab geometry

A renormalization group study of the finite-size (dimensional) crossover is carried out with the help pf ε = 4 − d and ε₀ = 3 − d expansion techniques. The finite-size crossover and the invariance relation for the length scale transformation are proven up to the two-loop approximation. The formal equivalence between the finite-size crossover in classical systems and the quantum-to-classical dimensional crossover in certain quantum statistical models is emphasized and exploited. The finite-size corrections to the fluctuation shift of the critical temperature and the width of the critical region are investigated. It is shown that the shift exponent λ describing the fractional rounding of the critical temperature obeys the relation λ = D − 2, where D is the dimensionality of the system.     

Synchronization of phase oscillators with heterogeneous coupling: A solvable case

We consider an extension of Kuramoto’s model of coupled phase oscillators where oscillator pairs interact with different strengths. When the coupling coefficient of each pair can be separated into two different factors, each one associated to an oscillator, Kuramoto’s theory for the transition to synchronization can be explicitly generalized, and the effects of coupling heterogeneity on synchronized states can be analytically studied. The two factors are respectively interpreted as the weight of the contribution of each oscillator to the mean field, and the coupling of each oscillator to that field. We explicitly analyze the effects of correlations between those weights and couplings, and show that synchronization can be completely inhibited when they are strongly anti-correlated. Numerical results validate the theory, but suggest that finite-size effect are relevant to the collective dynamics close to the synchronization transition, where oscillators become entrained in synchronized frequency clusters.     

Efficient method of finding scaling exponents from finite-size Monte-Carlo simulations

Monte-Carlo simulations are routinely used for estimating the scaling exponents of complex systems. However, due to finite-size effects, determining the exponent values is often difficult and not reliable. Here, we present a novel technique of dealing with the problem of finite-size scaling. This new method allows not only to decrease the uncertainties of the scaling exponents, but makes it also possible to determine the exponents of the asymptotic corrections to the scaling laws. The efficiency of the technique is demonstrated by finding the scaling exponent of uncorrelated percolation cluster hulls.     

Violation of finite-size scaling in three dimensions

We reexamine the range of validity of finite-size scaling in the lattice model and the field theory below four dimensions. We show that general renormalization-group arguments based on the renormalizability of the theory do not rule out the possibility of a violation of finite-size scaling due to a finite lattice constant and a finite cutoff. For a confined geometry of linear size L with periodic boundary conditions we analyze the approach towards bulk critical behavior as at fixed for where is the bulk correlation length. We show that for this analysis ordinary renormalized perturbation theory is sufficient. On the basis of one-loop results and of exact results in the spherical limit we find that finite-size scaling is violated for both the lattice model and the field theory in the region . The non-scaling effects in the field theory and in the lattice model differ significantly from each other. Received 5 February 1999     

Beyond finite-size scaling in solidification simulations

Although computer simulation has played a central role in the study of nucleation and growth since the earliest molecular dynamics simulations almost 50 years ago, confusion surrounding the effect of finite size on such simulations has limited their applicability. Modeling solidification in molten tantalum on the Blue Gene/L computer, we report here on the first atomistic simulation of solidification that verifies independence from finite-size effects during the entire nucleation and growth process, up to the onset of coarsening. We show that finite-size scaling theory explains the observed maximal grain sizes for systems up to about 8 000 000 atoms. For larger simulations, a crossover from finite-size scaling to more physical size-independent behavior is observed.     

Tagged Particle Diffusion in One-Dimensional Gas with Hamiltonian Dynamics

We consider a one-dimensional gas of hard point particles in a finite box that are in thermal equilibrium and evolving under Hamiltonian dynamics. Tagged particle correlation functions of the middle particle are studied. For the special case where all particles have the same mass, we obtain analytic results for the velocity auto-correlation function in the short time diffusive regime and the long time approach to the saturation value when finite-size effects become relevant. In the case where the masses are unequal, numerical simulations indicate sub-diffusive behaviour with mean square displacement of the tagged particle growing as t/ln(t) with time t. Also various correlation functions, involving the velocity and position of the tagged particle, show damped oscillations at long times that are absent for the equal mass case.     

Numerical study of exact Purcell factors in finite-size planar photonic crystal waveguides

The waveguide-length sensitivity on modified spontaneous emission in finite-size planar photonic crystal (PC) waveguides is investigated by numerically computing the exact Purcell (enhanced emission) factor. An unusual dependence on the number of waveguide unit cells and on the waveguide facet truncation is found, allowing one to nanoengineer large Purcell factors in excess of several hundred. Besides having important applications for single-photon sources, these results offer physical insight into the nature of light-matter interactions in miniaturized finite-size PC waveguides, where periodic Bloch-wave analysis breaks down.