# Phase diagram of magnetic polymers

## I Introduction

Under various solvent conditions, a polymer chain can be either swollen or collapsed. In a bad solvent, a phase transition between these two states can occur as temperature is varied . This is the so-called $`\mathrm{\Theta }`$ point, the tricritical nature of which has been demonstrated by de Gennes . The effective monomer-monomer attraction results from tracing out the solvent degrees of freedom. At the $`\mathrm{\Theta }`$ point, the second virial coefficient of the polymer vanishes.

In this paper, we consider a different mechanism that also yields attractive monomer-monomer interactions. The model we study consists of a polymer chain, where each monomer carries a spin $`S`$ in an external magnetic field ; these spins interact with each other with a short-ranged interaction. To be specific, we will consider a self-avoiding walk (SAW) of length $`N`$, on a $`d`$ dimensional cubic lattice, with a nearest-neighbor ferromagnetic interaction (on the lattice) between the spins of the monomers.

Several models involving both polymeric and magnetic-like degrees of freedom have been introduced in very different contexts. A similar, but somewhat more complicated model, was studied to describe secondary structure formation in proteins : there, the dominant interactions between the monomers are of (electric) dipolar nature. A Potts model on a SAW was studied as a description of vulcanization in ; a similar model with quenched disorder was studied in the context of secondary structure formation in proteins .

Ising models have also been studied on a fixed SAW geometry, yielding results quite different from those presented here . From an experimental point of view, organic polymeric magnets have recently become of interest . However, there has been very little interest in their conformational changes.

In the following, we will specialize to the Ising case, and quote some results for the Heisenberg case. The partition function of the system reads:

$$Z=\underset{\mathrm{SAW}}{}\underset{S_i=\pm 1}{}\mathrm{exp}\left(\frac{\beta J}{2}\underset{ij}{}S_i\mathrm{\Delta }_{r_ir_j}S_j+\beta h\underset{i}{}S_i\right)$$
(1)   
where $`J`$ is the exchange energy, $`\beta =\frac{1}{T}`$ the inverse temperature, and $`h`$ the external magnetic field. The spatial position of monomer $`i`$ with spin $`S_i`$ is $`r_i`$. The symbol $`\mathrm{\Delta }_{rr^{}}`$ is 1 if $`\{r,r^{}\}`$ are nearest-neighbor on the lattice and $`0`$ otherwise. The sums run over all possible SAW and all spin configurations.

This model will be studied along three lines. In section II, we derive upper bounds for the free energy of the model (in zero magnetic field) which suggest a first order transition between a swollen paramagnetic and a collapsed magnetized phase. In section III, we derive a mean-field theory for the general model. We show that indeed for low fields, there is a such a line of first-order transitions. At higher fields, this transition becomes continuous. The two regimes are separated by a multicritical $`G`$ point. At this special point, both the second and the third virial coefficient vanish. In section IV, these predictions are tested against Monte Carlo simulations in $`d=3`$ dimensions. The numerical results are consistent with the theoretical phase diagram; at low field (where the transition is strongly first order), the agreement is even quantitative.

## II Free energy bounds

The physics of the model can be described according to the following simple picture:

1. At high temperature, since entropy dominates, the chain is swollen. As a result, the number of nearest-neighbor contacts is small, and from a magnetic point of view, the system is equivalent to a one dimensional Ising model. This simple picture can be expressed through the following inequality:

$$ZZ_{\mathrm{SAW}}Z_1(h)$$
(2)   
where $`Z_{\mathrm{SAW}}`$ is the total number of SAW, and $`Z_1(h)`$is the partition function of the one dimensional Ising model in a field $`h`$. Using well known results :

$$Z_{\mathrm{SAW}}\mu ^NN^{\gamma 1}$$
(3)   
where $`\gamma `$ is a critical exponent, we obtain:

$$\frac{F}{N}T\mathrm{log}\mu T\mathrm{log}(e^{\beta J}\mathrm{cosh}\beta h+\sqrt{e^{2\beta J}\mathrm{sinh}^2\beta h+e^{2\beta J}})$$
(4)   
The best estimate in $`d=3`$ is $`\mu 4.68`$ for the cubic lattice .
2. At low temperature, the magnetic energy is larger than the entropy loss due to confinement, and thus the chain collapses. The simplest picture is that of a totally magnetized and fully compact system, resulting in the following bound:

$$Z\mathrm{exp}(N\beta Jd+N\beta h)Z_{\mathrm{HP}}$$
(5)   
where $`Z_{\mathrm{HP}}`$ is the entropy of Hamiltonian paths (HP) on the lattice, i.e. fully compact SAW on the lattice <sup>*</sup><sup>*</sup>*A HP is a SAW which passes through each point of the lattice exactly once. Using a virtually exact upper bound  to $`Z_{\mathrm{HP}}`$, we obtain:

$$\frac{F}{N}T\mathrm{log}\frac{2d}{e}Jdh$$
(6)   
Note that in two dimensions and in zero magnetic field, it is possible to write a more accurate bound by using the exact expression $`Z_2`$ for the Onsager partition function of the Ising model:

$$ZZ_2Z_{\mathrm{HP}}$$
(7)

The free energy bounds of equations (4) and (6) are shown as functions of temperature in Figure 1, for $`d=3`$ and $`h=0`$. The true free energy lies below these two curves, and their intersection is an indication for a possible first order transition between the swollen and collapsed phases.

## III Mean-field theory

By using a Gaussian transform, it is possible to write a field-theoretical representation for the model (1):

$$Z=2^N\underset{r}{}d\phi _r\mathrm{exp}\left(\frac{1}{2\beta J}\underset{\{r,r^{}\}}{}\phi _r\mathrm{\Delta }_{r,r^{}}^1\phi _r^{}+\mathrm{log}\underset{\mathrm{SAW}\{r_i\}}{}\underset{i=1}{\overset{N}{}}\mathrm{cosh}(\phi _{r_i}+\beta h)\right)$$
(8)   
As usually, the mean-field theory can be obtained by performing a saddle-point approximation on equation (8). We assume that the chain is confined in a volume $`V`$ with a monomer density $`\rho =\frac{N}{V}`$. Assuming a translationally invariant field $`\phi `$, the mean field free energy per monomer is

$$f=\frac{F}{N}=T\mathrm{log}2+\frac{T^2}{2\rho Jq}\phi ^2T\mathrm{log}Z_{\mathrm{SAW}}T\mathrm{log}\mathrm{cosh}(\phi +\beta h)$$
(9)   
where $`q=2d`$ is the coordination number of the cubic lattice and $`Z_{\mathrm{SAW}}`$ is the total number of SAW of $`N`$ monomers confined in a volume $`V`$. Following ref. , it is easily seen that:

$$Z_{\mathrm{SAW}}\left(\frac{q}{e}\right)^N\mathrm{exp}\left(V(1\rho )\mathrm{log}(1\rho )\right)$$
(10)   
so that

$$f=T\mathrm{log}2+\frac{T^2}{2\rho Jq}\phi ^2T\mathrm{log}\frac{q}{e}+T\frac{1\rho }{\rho }\mathrm{log}(1\rho )T\mathrm{log}\mathrm{cosh}(\phi +\beta h)$$
(11)   
This free energy is to be minimized with respect to the field $`\phi `$ and to the volume $`V`$ occupied by the chain, or equivalently to the monomer concentration $`\rho `$. The mean field equations read:

$`T{\displaystyle \frac{\phi ^2}{2Jq}}`$ $`=`$ $`\rho \mathrm{log}(1\rho )`$ (12)   
$`\phi `$ $`=`$ $`\beta J\rho q\mathrm{tanh}(\phi +\beta h)`$ (13)   
Note that this free energy holds also for a melt of chains, where $`\rho `$ is the total monomer concentration.

This set of coupled equations has a high temperature solution $`\rho =0,\phi =0`$, which describes the swollen phase with no magnetization and vanishing monomer concentration, and a low temperature solution, which describes a collapsed phase with a finite monomer concentration and magnetization. More precisely, for magnetic fields $`h<h_G`$, there is a first order transition (as a function of temperature) between a swollen and a collapsed phase. At higher fields $`h>h_G`$, the transition becomes second order (in fact tricritical). For infinite fields, the magnetization saturates, and the model becomes equivalent to the ordinary $`\mathrm{\Theta }`$ point as studied in many papers .

Expanding (12) and (13), one obtains the equation for the second order line:

$$\mathrm{tanh}\beta h=\sqrt{\frac{T}{Jq}}$$
(14)   
Close to this critical line, the concentration varies as:

$$\rho \frac{1}{2}\frac{1\beta Jq\mathrm{tanh}^2\beta h}{(\beta Jq)(1\mathrm{tanh}^2\beta h)\frac{1}{3}}$$
(15)   
and the magnetization per spin is given by

$$M\mathrm{tanh}\beta h$$
(16)   
and remains finite, whereas the magnetization per unit volume, given by

$$m\rho \mathrm{tanh}\beta h$$
(17)   
vanishes.

The phase diagram is shown in Figure 2, with values corresponding to dimension $`d=3`$.

The first order and continuous transitions are separated by a multicritical point, denoted by $`G`$ on Figure 2. The corresponding temperature and field are $`T_G=4.5J`$ and $`h_G=5.926J`$. At zero magnetic field (point $`A`$), the transition temperature is $`T_c=1.886J`$, the critical concentration is $`\rho _c=0.87`$ and the critical magnetization per unit volume is $`m_c=0.87`$. Note that the magnetic susceptibility $`\chi =M/h`$ remains finite along the second order critical line.

The same phase diagram holds for the Heisenberg ferromagnet, with a multicritical $`G`$ point at $`T_G=2.31J,h_G=5.91J`$. The zero-field point $`A`$ is at $`T_c=0.844J`$, $`\rho _c=0.902`$ and $`m_c=0.73`$.

Using (13) to eliminate $`\phi `$ as a function of $`\rho `$, it is possible to express the free energy (11) only as a function of the monomer concentration $`\rho `$. This yields the virial expansion of the free energy. The second virial coefficient vanishes along the second order line (14), implying that the transition is $`\mathrm{\Theta }`$-like (i.e. tricritical). At the multicritical $`G`$ point, both the second and third virial coefficients vanish, while the fourth order coefficient is positive.

## IV Monte Carlo simulations

The Monte Carlo method  used to compute thermodynamic as well as geometric properties of the magnetic chain relies on the multiple Markov chain sampling. A detailed description of this method can be found in . The implementation we consider for a magnetic chain on a three dimensional cubic lattice, can be summarized as follows.

We start from a single Markov chain at fixed temperature $`T`$. The probability $`\pi _𝒟(T)`$ of a (magnetic) chain configuration $`𝒟`$, is given by the Boltzmann distribution $`\pi _𝒟(T)e^{H(𝒟)/T}`$ with

$$H(𝒟)=\frac{J}{2}\underset{ij}{}S_i\mathrm{\Delta }_{r_ir_j}S_jh\underset{i}{}S_i$$
(18)   
where the thermodynamic variables $`S_i`$ and $`r_i`$ are assigned their $`𝒟`$-dependent values. This Markov chain is generated by a Metropolis heath bath sampling based on a hybrid algorithm for chains with pivot  a well as local moves . Pivot moves are nonlocal moves that assure the ergodicity of the algorithm; they operate well in the swollen phase but their efficiency deteriorate close to the compact phase. In this respect local moves become essential to speed up the converge of the Markov chain. Finally, in addition to the moves that deform the chain, an algorithm based on Glauber dynamics is considered to update the spin configuration along the chain. For a single Markov chain we typically consider $`10^6`$ pivot moves intercalated by $`N/4`$ local moves and $`N`$ spin updates.

The multiple Markov chain algorithm is then implemented on the hybrid algorithm described above. The idea is to run in parallel a number $`p`$ (in this work $`p=2025`$) of Markov chains at different temperatures $`T_1>T_2>\mathrm{}>T_p`$. In practice, this set of temperatures is such that the configurations at $`T_j`$ and at $`T_{j+1}`$ have considerable overlap (implying that $`T_j`$ and $`T_{j+1}`$ are close enough). We let the Markov chains interact by possibly exchanging configurations as follows. Two neighboring Markov chains (i.e. with temperatures $`T_j`$ and $`T_{j+1}`$) are selected at random with uniform probability. A trial move is an attempt to swap the two current configurations of these Markov chains. If we denore by $`\pi _K(T)`$ is the Boltzmann probability of getting configuration $`K`$ at temperature $`T`$, and $`𝒟_j`$ and $`𝒟_{j+1}`$ are the current states in the $`j`$th and $`(j+1)`$th Markov chain, then we accept the trial move ( i.e. swap $`𝒟_j`$ and $`𝒟_{j+1}`$) with probability

$$r(𝒟_j,𝒟_{j+1})=\mathrm{min}(1,\frac{\pi _{𝒟_{j+1}}(T_j)\pi _{𝒟_j}(T_{j+1})}{\pi _{𝒟_j}(T_j)\pi _{𝒟_{j+1}}(T_{j+1})})$$
(19)   
The whole process is itself a (composite) Markov chain that is ergodic, since the underlying Markov chains are themselves ergodic. It turns out that the swapping procedure dramatically decreases the correlation times within each Markov chain with little cost in CPU time since, in any case, one is interested in obtaining data at many temperatures .

For each multiple Markov chain run we compute estimates, at a discrete set of temperatues $`T`$, of quantities such as (i) the average energy $``$ and specific heat $`𝒞=\frac{^2^2}{T^2}`$ of the chain. The per monomer quantities will be denoted respectively by $`E`$ and $`C`$ (ii) the average magnetization per monomer $`M=\frac{1}{N}_iS_i`$ (iii) the susceptibility $`\chi =\frac{M}{h}`$. In addition, as a geometric quantity, we consider the mean squared radius of gyration $`R^2`$ of the chain. From now on, we will set $`J=1`$, which amounts to give the values of the field and temperature in units of $`J`$.

We have done preliminary simulations at high ($`T=10`$) and low ($`T=1`$) temperature. Our results (Figure 3) show that the chain undergoes a swollen to collapsed phase transition, in broad agreement with the mean field picture; moreover, the radius of gyration is found to vary very little with the magnetic field (note that mean field theory yields $`\rho _c=0.87`$ at $`T_c`$ in zero field). Since a full exploration of the $`(h,T)`$ plane is difficult, we have restricted this paper (i) to a detailed study of the $`h=0`$ transition (ii) to a qualitative study of some non zero magnetic field transitions. As mentionned above, the infinite field case corresponds to the usual $`\mathrm{\Theta }`$ situation: equation (14) then yields $`T_\theta =q=6`$, whereas the experimental (cubic lattice) value is $`T_\theta 3.7`$ . As expected in the presence of fluctuations, the mean field parameters (including the location of point $`G`$) are not reliable. For small $`h`$, the first order caracter of the mean field transition will be seen to improve the situation.

### A Results for $`h=0`$: evidence for a first order transition

Our results for the specific heat per monomer $`C`$ and the susceptibility $`\chi `$ are respectively given in Figures 4 and 7. The spiky character of both contrasts with the rounded specific heat of a usual $`\mathrm{\Theta }`$ point. Indeed, finite size scaling theory  predicts that the peak $`C_{max}`$ of the specific heat behaves, in the critical region (i.e. for large enough $`N`$), as

$$C_{max}N^{\frac{\alpha }{2\alpha }}$$
(20)   
where $`\alpha `$ is the critical exponent associated with the temperature divergence of the specific heat. Accordingly, the critical temperature shifts from its $`N=\mathrm{}`$ value by an amount $`\mathrm{\Delta }T`$ given by

$$\mathrm{\Delta }TN^{\frac{1}{2\alpha }}$$
(21)   
At the $`\mathrm{\Theta }`$ point, one has $`\alpha =0`$, implying a slow (logarithmic) $`N`$ dependence of $`C_{max}`$ and $`\mathrm{\Delta }T\frac{1}{N^{1/2}}`$ (up to a logarithmic factor). On the contrary, a thermal first order transition corresponds to the value $`\alpha =1`$, yielding $`C_{max}N`$ with a much weaker temperature shift $`\mathrm{\Delta }T\frac{1}{N}`$. These scaling predictions are to be compared with the results of Figures 5 and 12. The agreement is satisfactory, even though it is not clear that the largest $`N`$ value, viz. $`N=400`$, is already in the scaling region. Further evidence for a discontinuous zero field transition comes from Figures 6 and 8, where we show the thermal evolution of the average magnetization per monomer $`M`$ and of the radius of gyration. All these results are consistent with a first order transition at a critical temperature $`T_c1.80\pm .04`$, close indeed to the mean field value $`T_c^{MF}1.88`$.

To study the phase coexistence implied by such a transition, we have studied the probability distributions of the magnetization $`M`$ and internal energy $`E`$ close to the phase transition. Figures 9 and 10, obtained for $`N=300`$, suggest that the critical distributions $`P(M)`$ and $`P(E)`$ are flat, in marked contrast with the usual two peak structure at $`T_c`$ . This two peak structure results from the spatial coexistence of the (bulk) phases along a domain wall (more generally a $`(d1)`$ interface). In the present case, we have coexistence between phases of different dimensionalities, namely a paramagnetic swollen phase and a magnetized collapsed phase. It is then clear that the “interface” can be reduced to a point, yielding a “surface” tension of order one. This in turn explains the flat critical distributions of Figures 9 and 10. Below the transition, it is interesting to note that the magnetization quickly saturates: a closer look at compact chain magnetic conformations shows that the minority domains are located on the surface of the globule, and become less and less relevant as $`N`$ grows (Figure 11).

### B Tentative studies of the continuous transition in a field

As previously mentionned, the multicritical point $`G`$ will be pushed downwards from its mean field location. Since the computer search for a precise determination of this point is very time consuming, we have adopted the following strategy. We have performed simulations for small ($`h=0.5`$ and $`h=1`$) and large ($`h=5`$ and $`h=10`$) magnetic field.

The first evidence for a second order transition in large fields comes from Figure 12, where the specific heat maximum for $`h=10`$ behaves very differently from its small field values: for $`h=0.5`$ and $`h=1`$, one apparently gets the same behaviour as with $`h=0`$, namely $`C_{max}N`$. The existence of a second order transition for $`h`$ large is corroborated by Figures 14 and 15. For $`h=5`$, the critical probability distribution is very different from its $`h=0`$ counterpart (Figure 10). A finite size scaling analysis of the data for the same value of the field yields, in a rather convincing manner, a second order $`\mathrm{\Theta }`$ like transition at $`T_c3.4`$ (remember that $`lim_h\mathrm{}T_c(h)3.7`$). We therefore obtain $`h_G<5`$. To get a better estimate of $`h_G`$, we have computed the probability distribution $`P(E)`$ of the internal energy for $`h=0.5`$ (Figure 13). It clearly interpolates between Figures 10 and 14, but it is not easy to interpret the data as representative of a continuous or discontinuous transition. To summarize, we have presented evidence for a continuous transition for large $`h`$. The precise position of the point $`G`$ is left for future work.

## V Conclusion

We have seen that ferromagnetic interactions may drive the collapse of a polymer, even in a good solvent. This collapse is very sensitive to the presence of an external magnetic field. It might be possible to design new polymeric magnetic materials, for which the collapse transition is triggered by a magnetic field, at room temperature.

We have also done preliminary simulations on the two dimensional case (Ising polymer on a square lattice): for $`h=0`$, we get a quite abrupt transition around $`T_c1.18`$ (which can be compared to the value $`T_\theta 1.5`$ ). Since the critical dimensions associated with the $`\mathrm{\Theta }`$ point ($`\phi ^6`$ theory) and the multicritical $`G`$ point ($`\phi ^8`$ theory) are respectively $`d_\mathrm{\Theta }=3`$ and $`d_G=\frac{8}{3}`$, one expects fluctuations to be important. Further work is needed to elucidate their influence on the mean field phase diagram.

Finally, the present model can be generalized to include

(i) longer range or competing interactions (e.g. ANNNI models).

(ii) non Ising local variables ($`O(n)`$ spins, quadrupoles,…).

(iii) disorder, either in an annealed (BEG-like ) or in a quenched way .