The Phases of Hard Sphere Systems

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The Phases of Hard Sphere Systems Tutorial for Spring 2015 ICERM workshop Crystals, Quasicrystals and Random Networks Veit Elser Cornell Department of Physics

outline: order by disorder constant temperature & pressure ensemble phases and coexistence ordered-phase nucleation infinite pressure limit what is known in low dimensions the wilds of higher dimensions

eliminating time: ergodic hypothesis sphere centers: x 1,x 2,...,x N arbitrary property: (x 1,x 2,...,x N )

eliminating time: ergodic hypothesis sphere centers: x 1,x 2,...,x N arbitrary property: (x 1,x 2,...,x N ) time average: = 1 T Z T 0 dt (x 1 (t),...,x N (t))

eliminating time: ergodic hypothesis sphere centers: x 1,x 2,...,x N arbitrary property: (x 1,x 2,...,x N ) time average: configuration average: = 1 T Z h i = Z T 0 dt (x 1 (t),...,x N (t)) dµ (x 1,...,x N )

eliminating time: ergodic hypothesis sphere centers: x 1,x 2,...,x N arbitrary property: (x 1,x 2,...,x N ) time average: configuration average: = 1 T Z h i = Z T 0 dt (x 1 (t),...,x N (t)) dµ (x 1,...,x N ) ergodic hypothesis: = h i

Gibbs measure: dµ = d D x 1 d D x N e H 0 (x 1,...,x N ) domain: (x 1,...,x N ) 2 A N A R D box

Gibbs measure: dµ = d D x 1 d D x N e H 0 (x 1,...,x N ) domain: (x 1,...,x N ) 2 A N A R D box absolute temperature: sphere diameter: 1/ = k B T a

Gibbs measure: dµ = d D x 1 d D x N e H 0 (x 1,...,x N ) domain: (x 1,...,x N ) 2 A N A R D box absolute temperature: sphere diameter: 1/ = k B T a Hamiltonian: H 0 (x 1,...,x N )= 0 if 8 i 6= j kxi x j k >a 1 otherwise

constant temperature & pressure ensemble environment V pv = work performed on constant pressure environment in expanding box to volume V T, p H(x 1,...,x N ; V )=H 0 (x 1,...,x N )+pv

dimensionless variables & parameters x i = a x i V = a D Ṽ

dimensionless variables & parameters x i = a x i V = a D Ṽ pv = p Ṽ p =(k B T/a D ) p

rescaled constant T & p ensemble measure: dµ(p) =d D x 1 d D x N dv e H 0 pv

rescaled constant T & p ensemble measure: dµ(p) =d D x 1 d D x N dv e H 0 pv configurations: (x 1,...,x N ) 2 A(V ) N A(V )=R D /(V 1/D Z) D (periodic box) 8 i 6= j kx i x j k > 1

rescaled constant T & p ensemble measure: dµ(p) =d D x 1 d D x N dv e H 0 pv configurations: (x 1,...,x N ) 2 A(V ) N A(V )=R D /(V 1/D Z) D (periodic box) 8 i 6= j kx i x j k > 1 dimensionless pressure (parameter): p specific volume (property): v = hv i/n

p =2.00 v =1.73

p =2.00 v =1.73

p = 20.00 v =1.02

p = 20.00 v =1.02

108 spheres (D = 3) v =1/ p 2

packing fraction: = B D(1/2) v

quiz: hard sphere phase diagram p gas crystal p crystal gas p crystal gas T T T

quiz: hard sphere phase diagram p gas crystal p crystal gas p crystal gas T T T p = p (k B /a 3 ) T p 10 a 4Å (krypton) p (k B /a 3 ) 20 atm/k

thermal equilibrium Here we are, trapped in the amber of the moment. Kurt Vonnegut configuration sampling via Markov chains, small transitions Markov sampling is not unlike time evolution diffusion process: slow for large systems

approaching equilibrium 108 spheres ṗ = 10 5 10 6 10 7 10 8 p t =ṗ>0 > 0

approaching equilibrium 108 spheres ṗ = 10 5 10 6 10 7 10 8 p 1 2 p t =ṗ>0 > 0

quiz: between phases Suppose we sample hard spheres (3D) at fixed volume, corresponding to an intermediate packing fraction (0.52), what should we expect to see in a typical configuration? A. gas phase B. crystal phase C. quantum superposition of gas and crystal D. none of the above

quiz: between phases Suppose we sample hard spheres (3D) at fixed volume, corresponding to an intermediate packing fraction (0.52), what should we expect to see in a typical configuration? A. gas phase B. crystal phase C. quantum superposition of gas and crystal D. none of the above

phase coexistence At the coexistence pressure, gas and crystal subsystems are in equilibrium with each other. We can accommodate a range of volumes by changing the relative fractions of the two phases. p = 11.564{ gas gas 1 =0.494 crystal 1 < < 2 crystal 2 =0.545

thermodynamics number of microstates: Z(p) = Z dµ(p) = Z dµ(0)e pv

thermodynamics number of microstates: Z(p) = Z dµ(p) = Z dµ(0)e pv entropy per sphere: s(p) = k B N log Z(p)

thermodynamics number of microstates: Z(p) = Z dµ(p) = Z dµ(0)e pv entropy per sphere: s(p) = k B N log Z(p) free energy per sphere: F (p) = Ts(p)

thermodynamics number of microstates: Z(p) = Z dµ(p) = Z dµ(0)e pv entropy per sphere: s(p) = k B N log Z(p) free energy per sphere: F (p) = Ts(p) identity: v = 1 N hv i = 1 N d dp log Z(p) = 1 k B ds dp

s gas (p )=s cryst (p ) s gas s(p) s cryst p v gas v = k 1 B ds dp v v cryst p

phase equilibrium: the ice-9 problem suppose, young man, that one Marine had with him a tiny capsule containing a seed of ice-nine, a new way for the atoms of water to stack and lock, to freeze. If that Marine threw that seed into the nearest puddle? Kurt Vonnegut (Cat s Cradle) Phase coexistence implies there is an entropic penalty, a negative contribution from the interface, proportional to its area. The interfacial penalty severely inhibits the spontaneous formation of the ordered phase, especially near the coexistence pressure. critical nucleus

size of critical nucleus Assume interface-surface entropy is isotropic, so the critical nucleus is spherical:

size of critical nucleus Assume interface-surface entropy is isotropic, so the critical nucleus is spherical: s nuc =(s cryst s gas ) V nuc v A nuc

size of critical nucleus Assume interface-surface entropy is isotropic, so the critical nucleus is spherical: s nuc =(s cryst s gas ) V nuc v A nuc s cryst (p + p) s gas (p + p) =k B ( v cryst + v gas ) p = k B ( v) p>0

size of critical nucleus Assume interface-surface entropy is isotropic, so the critical nucleus is spherical: s nuc =(s cryst s gas ) V nuc v A nuc s cryst (p + p) s gas (p + p) =k B ( v cryst + v gas ) p = k B ( v) p>0 V nuc =(4 /3)R 3 A nuc =4 R 2

size of critical nucleus Assume interface-surface entropy is isotropic, so the critical nucleus is spherical: s nuc =(s cryst s gas ) V nuc v A nuc s cryst (p + p) s gas (p + p) =k B ( v cryst + v gas ) p = k B ( v) p>0 V nuc =(4 /3)R 3 A nuc =4 R 2 s nuc R c

s nuc (R c )=0 ) R c = 3( /k B )(v/ v) 1 p exponentially small nucleation rate: e V nuc/v 0

s nuc (R c )=0 ) R c = 3( /k B )(v/ v) 1 p exponentially small nucleation rate: e V nuc/v 0 The critical nucleus would in any case have to be at least as large to contain most of a kissing sphere configuration, thus making the spontaneous nucleation rate decay exponentially with dimension.

infinite pressure limit lim p!1 k 1 B ds dp = v min

infinite pressure limit lim p!1 k 1 B ds dp = v min s(p)/k B v min p + C

infinite pressure limit lim p!1 k 1 B ds dp = v min s(p)/k B v min p + C Z(p) e N(v min p+c)

infinite pressure limit lim p!1 k 1 B ds dp = v min s(p)/k B v min p + C Z(p) e N(v min p+c) In three dimensions we know there are many sphere packings stacking sequences of hexagonal layers with exactly the same vmin. The constant C depends on the stacking sequence.

free volume: disks

free volume: disks Allowed positions of central disk when surrounding disks are held fixed.

free volume: spheres =0.45 cubic hexagonal AB hexagonal AC

hexagonal stacking B A C hexagonal close packing (hcp) : ABAB face-centered cubic (fcc) : ABCABC

densest & most probable sphere packing lim s(p)/k B = C fcc C hcp 0.001164 p!1 N = 1000 : prob(fcc) prob(hcp) 3.2 fcc and hcp stackings are the extreme cases; other stackings have intermediate probabilities.

hard sphere phases in other dimensions The statistical ensemble, through phase transitions, detects any kind of order. Good packings assert themselves at lower packing fractions. Different dimensions have qualitatively different phase behaviors. what we know so far

D =1 only one phase (gas) exercise: calculate s(p) in your head

D =2 If you had to devote your life to one dimension, this would be the one. three phases: gas, hexatic, crystal gas: 0 < < 0.702 gas-hexatic coexistence: 0.702 < < 0.714, p =9.185 hexatic: crystal: 0.714 < < 0.720 0.720 < hexatic-crystal transition is Kosterlitz*-Thouless logarithmic fluctuations in crystal (Mermin-Wagner) gas-hexatic coexistence resolved only recently (Michael Engel, et al.) * Brown Faculty

2 <D<7 As in three dimensions, two phases: gas and crystal. Symmetry of crystal phase consistent with densest lattice. Ice-9 problem avoided by introducing tethers to crystal sites whose strengths are eventually reduced to zero ( Einstein-crystal method ). Possible ordered phases limited to chosen crystal types. Interesting behavior of coexistence pressure: D gas cryst max p type 3 0.494-0.545 0.741 11.56 D3 4 0.288-0.337 0.617 9.15 D4 5 0.174-0.206 0.465 10.2 D5 6 0.105-0.138 0.373 13.3 E6 source: J.A. van Meel, PhD thesis

hard spheres in higher dimensions: three possible universes

Leech s universe Every dimension has a unique and efficiently constructible densest packing of spheres. At low density the gas phase maximizes the entropy. There is only one other phase, at higher density, where spheres fluctuate about the centers of the densest sphere packing (appropriately scaled). Classic order by disorder!

The Stillinger-Torquato* universe It is unreasonable to expect to find lattices optimized for packing spheres in high dimensions. Argument: For a lattice in dimension D the number of parameters in its specification grows as a polynomial in D. But the number of spheres that might impinge on any given sphere is of order the kissing number and grows exponentially with D. Conjecture: In high dimensions and large volumes V, there is a proliferation of sphere packings in V very close in density to the densest (much greater in number than defected crystal packings). Because of this proliferation, the densest packings are actually disordered. Since the lack of order in the densest limit is qualitatively no different from the lack of order in the gas, there is only one phase! * S. Torquato and F. H. Stillinger, Experimental Mathematics, Vol. 15 (2006)

Conway s universe Mathematical invention knows no bounds, and natural phenomena never fail to surprise. Perhaps two dimensions was not an anomaly: multiple phases of increasing degrees of order may lurk in higher dimensions. Testimonial: unbiased kissing configuration search in ten dimensions.

The densest known sphere packing in 10 dimensions, P10c, has center density δ = 5/128. For comparison, D10 has center density δ = 2/128. P10c, a non-lattice, has maximum kissing number 372. Output of kissing number search with constraint satisfaction algorithm:

The densest known sphere packing in 10 dimensions, P10c, has center density δ = 5/128. For comparison, D10 has center density δ = 2/128. P10c, a non-lattice, has maximum kissing number 372. Output of kissing number search with constraint satisfaction algorithm: 372 spheres 374 spheres 0.0 0.1 0.2 0.3 0.4 0.5 cos Θ disordered 0.0 0.1 0.2 0.3 0.4 0.5 cos Θ ordered

The densest known sphere packing in 10 dimensions, P10c, has center density δ = 5/128. For comparison, D10 has center density δ = 2/128. P10c, a non-lattice, has maximum kissing number 372. Output of kissing number search with constraint satisfaction algorithm: 372 spheres 374 spheres 0.0 0.1 0.2 0.3 0.4 0.5 cos Θ disordered 0.0 0.1 0.2 0.3 0.4 0.5 cos Θ ordered cos 2 {0, (3 ± p 3)/12, 1/2} (378 spheres in complete configuration)

The new kissing configuration extends to a quasicrystal in 10 dimensions with center density δ = 4/128! Sphere centers projected into quasiperiodic plane; five kinds of contacting spheres. Quasiperiodic tiling of squares, triangles and rhombi. V. Elser and S. Gravel, Discrete Comput. Geom. 43 363-374 (2010)