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  How many Onsager's solutions are there?

+ 6 like - 0 dislike
3682 views

Update: I provided an answer of my own (reflecting the things I discovered since I asked the question). But there is still lot to be added. I'd love to hear about other people's opinions on the solutions and relations among them. In particular short, intuitive descriptions of the methods used. Come on, the bounty awaits ;-)


Now, this might look like a question into the history of Ising model but actually it's about physics. In particular I want to learn about all the approaches to Ising model that have in some way or other relation to Onsager's solution.

Also, I am asking three questions at once but they are all very related so I thought it's better to put them under one umbrella. If you think it would be better to split please let me know.


When reading articles and listening to lectures one often encounters so called Onsager's solution. This is obviously very famous, a first case of a complete solution of a microscopic system that exhibits phase transition. So it is pretty surprising that each time I hear about it, the derivation is (at least ostensibly) completely different.

To be more precise and give some examples:

  1. The most common approach seems to be through computation of eigenvalues of some transfer matrix.
  2. There are few approaches through Peierl's contour model. This can then be reformulated in terms of a model of cycles on edges and then one can either proceed by cluster expansion or again by some matrix calculations.

The solutions differ in what type of matrix they use and also whether or not they employ Fourier transform.

Now, my questions (or rather requests) are:

  1. Try to give another example of an approach that might be called Onsager's solution (you can also include variations of the ones I already mentioned).
  2. Are all of these approaches really that different? Argue why or why not some (or better yet, all) of them could happen to be equivalent.
  3. What approach did Onsager actually take in his original paper. In other words, which of the numerous Onsager's solutions is actually the Onsager's solution.

For 3.: I looked at the paper for a bit and I am a little perplexed. On the one hand it looks like it might be related to transfer matrix but on the other hand it talks about quaternion algebras. Now that might be just a quirk of Onsager's approach to 4x4 matrices that pop basically in every other solution but I'll need some time to understand it; so any help is appreciated.

This post imported from StackExchange Physics at 2014-04-01 16:36 (UCT), posted by SE-user Marek
asked Dec 1, 2010 in Theoretical Physics by Marek (635 points) [ no revision ]
Seems to me the differences are just in the techniques. The solution of the system should remain the same, and that's why they call it Onsager's solution, while there are many different ways to arrive at it. Quite typical of physics problems no? Wether you solve the Kepler problem with Newtonian mechanics or Hamiltonian mechanics, the solution is the same. However, a new insight can be coupled to the different technique. Or one of the techniques can be more easily generalizable. If nobody comes along with a ready answer, I'm willing to look a bit more deeply into this.

This post imported from StackExchange Physics at 2014-04-01 16:36 (UCT), posted by SE-user Raskolnikov
@Raskolnikov: there are (at least) two different meanings of the word solution. One is result and the other is derivation. Mathematicians have it easier because they can talk about theorems and proofs. Here I am not asking about the result/theorem but rather about the nature of derivations/proofs and whether they are equivalent or not. This is because (similarly to mathematics) different derivations/proofs can give you new insights into results/theorems/problems... I am glad to hear that you might look into it later :-)

This post imported from StackExchange Physics at 2014-04-01 16:36 (UCT), posted by SE-user Marek
Yeah, I kinda got that was what you were looking after, the technique to arrive at the solution rather than just the solution itself. Maybe you should put a bounty on the question to attract people. :p

This post imported from StackExchange Physics at 2014-04-01 16:36 (UCT), posted by SE-user Raskolnikov
@Raskolnikov: yeah, good idea.

This post imported from StackExchange Physics at 2014-04-01 16:36 (UCT), posted by SE-user Marek
@Marek: I think the problem is that the community is still not very big in terms of theoretical topics; few people are familiar with the concepts of QFT. This might change with the proposed "theoretical Physics" page on StackExchange. We might shift some questions later from here to the new page if this is possible.

This post imported from StackExchange Physics at 2014-04-01 16:36 (UCT), posted by SE-user Robert Filter
@Robert Filter: yeah, I am very much looking forward to TP.SE. But it will take a few months until it enters beta (I guess) and until then physics.SE might attract bigger community.

This post imported from StackExchange Physics at 2014-04-01 16:36 (UCT), posted by SE-user Marek

4 Answers

+ 4 like - 0 dislike

Seeing as no one is trying to give an answer, I'll take a stab at it myself.

Shortly after writing this question I learned (in this cute answer of Raskolnikov's) about Baxter's wonderful book on exact solutions in statistical mechanics. Slowly but surely I realized that Ising model has been solved so many times by some many different methods by virtually every famous physicist (I'll list some of the solutions later ) that it became clear that my question is hopefully inadequate and only reflects my huge ignorance.

To make up for that, I started reading papers. The Onsagar's paper itself came out in 1944. In 1949 there appeared Bruria Kaufman's paper where she notes that the transfer matrix can be interpreted as $2^n$-dimensional representation of $2n$-dimensional rotations. So she introduces spinor analysis (e.g. Pauli and Dirac matrices) and goes ahead to solve the problem. I must say I am in love with this approach (okay, you got me, I am a group person).

In 1952 Kac and Ward used a purely combinatorial method of some polygons (which I don't yet quite understand, but it probably has to do with Peierl's contours). Other papers note the duality with free fermionic field. Or note that Ising is just a special case of Random Cluster Model; or a dimer model. These papers carry names (in no particular order) such as Potts, Ward, Kac, Kasteleyn, Yang, Baxter, Fisher, Montroll and others. It's quite obvious that it will take me some time to understand (or indeed, even read) all those papers.

So I took a different road and used asked google. Querying all the names above at once returns precious gems:

  1. Amazing article over at Scholarpedia. It contains historical treatment, main methods of solution, references to the papers I mentioned and much much more.
  2. paper History of Lenz-Ising model
  3. paper Spontaneous magnetization of the Ising model
This post imported from StackExchange Physics at 2014-04-01 16:36 (UCT), posted by SE-user Marek
answered Dec 8, 2010 by Marek (635 points) [ no revision ]
Most voted comments show all comments
@Raskolnikov, one last remark: Spin(n) are not a Clifford algebra but are very closely related. They are (modulo reflections) the unit vectors in $Cℓ(n)$ (e.g. Spin(3) = SU(2) are precisely the unit quaternions).

This post imported from StackExchange Physics at 2014-04-01 16:36 (UCT), posted by SE-user Marek
@Raskolnikov: yeah, at my first phase transitions course we also did the Peierl's method (which surprised me greatly because before that I only knew something about transfer matrix). Recently, in another course we also did some contour method (but different from the first time). I am still not sure where do these methods originally come from (for that I'll have to read all those papers). By the way, what do you mean by Onsager's sloppiness? His paper is quite nice and mathematical (for a chemist, certainly). Try to read earlier Kramer-Wanniers (1941) to get a real feel for sloppiness :-)

This post imported from StackExchange Physics at 2014-04-01 16:36 (UCT), posted by SE-user Marek
+1 nice research. I would have liked to give an answer here but it's really out of my area of expertise so I don't think I could have come up with anything good.

This post imported from StackExchange Physics at 2014-04-01 16:36 (UCT), posted by SE-user David Z
@David: I think trying to provide an answer can't hurt if you have at least some new insight. I know the feeling of not wanting to talk when you are not quite sure but some answer is better than no answer. Let the votes decide (I assure you that I'll be the first one to down-vote if the answer turns to be too bad, if that comforts you :-D).

This post imported from StackExchange Physics at 2014-04-01 16:36 (UCT), posted by SE-user Marek
@Marek: lol ;-D well, I will think about it and if I feel like I can offer anything useful, I'll put an answer of my own.

This post imported from StackExchange Physics at 2014-04-01 16:36 (UCT), posted by SE-user David Z
Most recent comments show all comments
@Raskolnikov: I also thought about that connection but I am still not quite comfortable with either of the two papers (honestly, I haven't studied them much) to make it really precise.

This post imported from StackExchange Physics at 2014-04-01 16:36 (UCT), posted by SE-user Marek
@Raskolnikov: By the way, I think you can't really award bounty to your own answer (or at least, it won't gain you reputation), so I would be happier to give it to someone else. If you have more to say about these matters (and it seems to me you do) then please, leave an answer :-)

This post imported from StackExchange Physics at 2014-04-01 16:36 (UCT), posted by SE-user Marek
+ 4 like - 0 dislike

I am about halfway the most important part of Onsager's paper, so I'll try to summarize what I've understood so far, I'll edit later when I have more to say.

Onsager starts by using the 1D model to illustrate his methodology and fix some notations, so I'm gonna follow him but I'll use some more "modern" notations.

In the 1D Ising model, only neighbouring spins interact, therefore, the energy of interactions is represented by

$$E=-J\mu^{(k)}\mu^{(k-1)}$$

where $J$ is the interaction strength.

The partition function is

$$Z = \sum_{\mu^{(1)},\ldots,\mu^{(N)}=\pm 1} e^{-\sum_k J\mu^{(k)}\mu^{(k-1)}/kT}$$

Onsager notes that the exponential can be seen as a matrix component:

$$\langle \mu^{(k-1)}| V | \mu^{(k)} \rangle = e^{-J\mu^{(k)}\mu^{(k-1)}/kT}$$

The partition sum becomes the trace of a matrix product in this notation

$$Z = \sum_{\mu^{(1)},\mu^{(N)}=\pm 1} \langle \mu^{(1)}| V^{N-1} | \mu^{(N)} \rangle$$

So for large powers $N$ of $V$, the largest eigenvalue will dominate. In this case, $V$ is just a $2\times 2$ matrix and the largest eigenvalue is $2\cosh(J/kT)=2\cosh(H)$, introducing $H=J/kT$.

Now, to construct the 2D Ising model, Onsager proposes to build it by adding a 1D chain to another 1D chain, and then repeat the procedure to obtain the full 2D model.

First, he notes that the energy of the newly added chain $\mu$ will depend on the chain $\mu'$ to which it is added as follows:

$$E = -\sum_{j=1}^n J \mu_j \mu'_j $$

But if we exponentiate this to go to the partition formula, we get the $n$th power of the matrixwe defined previously, so using notation that Onsager introduced there

$$ V_1 = (2 \sinh(2H))^{n/2} \exp(H^{*}B)$$

with $H^{*}=\tanh^{-1}(e^{-2H})$ and $B=\sum_j C_j$ with $C_j$ the matrix operator that works on a chain as follows

$$C_j |\mu_1,\ldots,\mu_j,\ldots,\mu_n \rangle = |\mu_1,\ldots,-\mu_j,\ldots,\mu_n \rangle $$

Then, to account for the energy contribution from spins within a chain, he notes that the total energy is

$$E = -J' \sum_{j=1}^n \mu_j\mu_{j+1}$$

adding periodicity, that is the $n$th atom is a neighbor to the 1st. Also note that the interaction strength should not be equal to the interchain interaction strength. He introduces new matrix operators $s_j$ which act on a chain as

$$s_j|\mu_1,\ldots,\mu_j,\ldots,\mu_n \rangle = \mu_j |\mu_1,\ldots,\mu_j,\ldots,\mu_n \rangle $$

and in this way constructs a matrix

$$V_2 = \exp(H'A) = \exp(H'\sum_j s_j s_{j+1})$$

Now, the 2D model can be constructed by adding a chain through application of $V_1$ and then define the internal interactions by using $V_2$. So one gets the following chain of operations

$$\cdots V_2 V_1 V_2 V_1 V_2 V_1 V_2 V_1 V_2 V_1$$

It is thus clear that the matrix to be analyzed in our 2D model is $V=V_2 V_1$. This is our new eigenvalue problem:

$$\lambda | \mu_1,\ldots,\mu_n \rangle = \exp(H'\sum_j s_j s_{j+1}) \sum_{\mu'_1,\ldots,\mu'_n=\pm 1} \exp(H\sum_j \mu_j \mu'_{j})| \mu'_1,\ldots,\mu'_n \rangle$$

Now, the quaternions come into play. Onsager notes that the operators $s_j$ and $C_j$ he constructed form a quaternion algebra.

Basically, the basis elements $(1,s_j,C_j,s_jC_j)$ generate the quaternions and since for different $j$'s the operators commute, we have a tensor product of quaternions, thus a quaternion algebra.

-- To be continued --

This post imported from StackExchange Physics at 2014-04-01 16:36 (UCT), posted by SE-user Raskolnikov
answered Dec 11, 2010 by Raskolnikov (260 points) [ no revision ]
+1 already and looking forward to the continuation. I will eventually read and (hopefully also understand) Onsager's paper myself but right now it's not my top priority, so your summary is very much welcome!

This post imported from StackExchange Physics at 2014-04-01 16:36 (UCT), posted by SE-user Marek
By the way, meanwhile I learned that Bruria Kaufman was actually Onsager's student and her approach is indeed a simplification of Onsager's. So it probably doesn't make much sense to try to understand the original Onsager's paper. But still, I'd like to (eventually) know and understand both solutions.

This post imported from StackExchange Physics at 2014-04-01 16:36 (UCT), posted by SE-user Marek
@Raskolnikov: Grats and upvote. Waiting for your continuation :)

This post imported from StackExchange Physics at 2014-04-01 16:36 (UCT), posted by SE-user Robert Filter
I got to this place as well. Following thing is the most interesting -- but up to now I'm stuck...

This post imported from StackExchange Physics at 2014-04-01 16:36 (UCT), posted by SE-user Kostya
I get the idea of what he's trying to do, but it's so long that I'm not sure how to summarize it. Maybe I'll skip the derivation of the various commutation relations and just assume them.

This post imported from StackExchange Physics at 2014-04-01 16:36 (UCT), posted by SE-user Raskolnikov
@Raskolnikov: sure, whatever works for you. In fact, I'd appreciate more just a general overview of the approach, if that's possible. I can look up the details in the paper myself. I hope you'll get around to finish this sooner or later :-)

This post imported from StackExchange Physics at 2014-04-01 16:36 (UCT), posted by SE-user Marek
+ 3 like - 0 dislike

I wish I could do your question justice, but I will content myself with a remark on the connection between two of the solution methods mentioned in Barry McCoy's article, namely Baxter's commuting transfer matrix method, and Onsager's original algebraic approach.

In a certain sense, these methods have to be considered distinct since Baxter's method is applicable to a vast family of additional models, whereas Onsager's method applies only to Ising and closely related models. A related fact is that, while the free energy and order parameter have been computed for a great many two-dimensional models, only for Ising are the correlation functions completely understood. (They can be written in terms of simple determinants.) Among solvable two-dimensional models, Ising appears to be very special. It lies at the intersection of many infinite families of models. Although all solvable lattice models have lots of unexpected structure - in particular, they have infinitely many conserved quantities - Ising is even more special. Onsager's original method of solution exploited some of this special structure - in particular, the direct-product structure of the transfer matrices.

Since Baxter's commuting transfer matrix method does not exploit this special structure, it can be used to solve the many other models that don't have it. His method uses the Yang-Baxter relation to establish that the transfer matrices commute for different values of the spectral parameter (which, in the Ising model, parametrizes the difference between horizontal and vertical coupling strengths). Since the eigenvectors must therefore be independent of the spectral parameter, one can derive functional relations for the eigenvalues, which can then be solved.

Onsager's method was expanded upon by Dolan and Grady, who showed that a certain set of commutation relations implies the existence of an infinite set of conservation laws. In the 1980s, a solvable n-state generalization of the Ising model, known as the superintegrable chiral Potts model, was discovered that satisfies Dolan and Grady's conditions and, as a consequence, has transfer matrices with the same direct-product structure that Onsager exploited in 1944. Interestingly, the superintegrable chiral Potts model corresponds to a special point in a one-parameter family of solvable models, the integrable chiral Potts models. The latter are solvable by Baxter's method, but can be solved by Onsager's method only at the superintegrable point. There seems to be a lot of work going on currently on the correlation functions of the superintegrable chiral Potts model.

The other solution methods that Barry McCoy mentions in his Scholarpedia article - Kaufman's free fermions, the combinatorial method, Baxter and Enting's 399th solution - also seem to make use of the particular structure of the Ising model. In this sense, they are more akin to Onsager's original method than to Baxter's commuting-transfer-matrix method. As you have already suggested, there may be some equivalences among them, but I would have to give this more study before commenting further.

This post imported from StackExchange Physics at 2014-04-01 16:36 (UCT), posted by SE-user Will Orrick
answered Dec 12, 2010 by Will Orrick (30 points) [ no revision ]
Thank you for your answer! I have no time to read it now, but just skimming through, it looks useful so I gave +1. Will come back later to ask further questions :-)

This post imported from StackExchange Physics at 2014-04-01 16:36 (UCT), posted by SE-user Marek
After reading this through I have to mark it as the answer: it answers all of my questions (at least partially) and greatly elaborates on my second question (which interested me most). I am sure a great deal more could be said but for now you left me with lot to think about and many great references I have to sort through (in particular chiral Potts model). Big thanks again!

This post imported from StackExchange Physics at 2014-04-01 16:36 (UCT), posted by SE-user Marek
+ 2 like - 0 dislike

Not to state the obvious, but it seems the information at the scholaropaedia article which @marek mentioned in his answer, is more comprehensive than any answer I or anyone else is likely to come up with.

To quote this article "there are five different methods which have been used to compute the free energy of the Ising model". For details best check out the link above. Anything more I add will just be repetition.

As for the bounty, it should go to Barry McCoy - the author of the scholaropaedia article ;)

This post imported from StackExchange Physics at 2014-04-01 16:36 (UCT), posted by SE-user user346
answered Dec 12, 2010 by Deepak Vaid (1,985 points) [ no revision ]
Well, yes and no. It lists five different methods but meanwhile I read somewhere that the combinatorial method and the Onsager/Kaufman method are actually equivalent. And it's quite possible that other methods are too. And that was the biggest part of my question (actually the only one that needs something more than just digging through literature). Seeing as other two parts are more or less answered (giving more solutions by me and clarification of Onsager's by Raskolnikov) I will perhaps ask the remaining part as a separate question and expand on what I mean by equivalent.

This post imported from StackExchange Physics at 2014-04-01 16:36 (UCT), posted by SE-user Marek
@space_cadet: Thank you for pointing to the work of Prof. McCoy. I wonder why doctors on spaceships have the time to care about statistical physics. scnr ;)

This post imported from StackExchange Physics at 2014-04-01 16:36 (UCT), posted by SE-user Robert Filter

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