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# I. Introduction and summary

## I. Introduction and summary

Finite-size effects near phase transitions and the concept of finite-size scaling near critical points have been the subject of many studies over the past decades . Consider, for example, the susceptibility $`\chi (t,L)`$ of a ferromagnetic system at the reduced temperature $`t=(TT_c)/T_c0`$ near the bulk critical temperature $`T_c`$ in a cubic geometry with a linear size $`L`$ below the upper critical dimension $`d=4`$. The property of finite-size scaling means that, for sufficiently large $`L`$ and small $`t`$, $`\chi `$ has the asymptotic form

$`\chi (t,L)=\chi (t,\mathrm{})f_\chi (L/\xi )`$ (1)
where $`\chi (t,\mathrm{})=A_\chi t^\gamma `$ is the bulk susceptibilty and $`\xi =\xi _0t^\nu `$ is the bulk correlation length. An appealing feature of finite-size scaling is universality which means that all nonuniversal parameters of the confined system can be absorbed entirely in the bulk amplitude $`A_\chi `$ and in the bulk correlation length $`\xi `$, thus finite-size scaling functions such as $`f_\chi (x)`$ are expected to be independent of nonuniversal details (such as the lattice structure, the lattice spacing and the magnitude of coupling constants). This implies that the amplitude $`B_\chi `$ of the small-$`x`$ behavior $`f(x)=B_\chi x^{\gamma /\nu }`$ for $`TT_c`$ at fixed $`L`$ is also universal. The specific shape and the amplitude $`B_\chi `$ of such scaling functions do, of course, depend on the geometry and on the kind of boundary conditions. A central prediction of finite-size scaling is the size dependence at the bulk critical temperature $`T_c`$

$`\chi (0,L)=A_\chi \xi _0^{\gamma /\nu }B_\chi L^{\gamma /\nu }`$ (2)
with the bulk critical exponent $`\gamma /\nu `$ and the universal amplitude $`B_\chi `$. For purely periodic boundary conditions and short-range interactions, universal finite-size scaling in the sense of Eqs. (1) and (2) has been largely confirmed, except for the nonuniversal exponential behavior in the region $`L>>\xi `$ which has recently been shown  to depend on the lattice structure for lattice models and on the cutoff procedure for continuum models.

Of particular interest are nonperiodic boundary conditions which are relevant for real systems. For example, for the superfluid transition of 4He, Dirichlet boundary conditions of field theories are believed to be fairly realistic . For this system, however, accurate experiments have detected nonscaling finite-size  and surface  effects that are as yet unexplained. Furthermore there exist unexplained finite-size effects in the XY model with nonperiodic boundary conditions as detected by Monte Carlo simulations .

On the theoretical side, the true conditions for the validity of universal finite-size scaling for systems with nonperiodic boundary conditions are not established. This includes the important case of free boundary conditions for lattice models which are believed to be asymptotically equivalent to Dirichlet boundary conditions of continuum models. It is known that universal finite-size scaling in the sense of Eq. (1) fails for the mean spherical model in film geometry with free boundary conditions in $`d=3`$ and $`d=4`$ dimensions , and similarly for the ideal Bose gas with Dirichlet boundary conditions for cubic and film geometry . In these models the bulk correlation length could not be used as the only reference length and nonscaling finite-size effects were incorporated in nonuniversal shifts of the temperature variable . Logarithmic nonscaling finite-size effects that depend on the lattice spacing exist also in Gaussian interface models  as well as in other models .

On the other hand, universal amplitude ratios have been found for critical systems contained in parallel plates with nonperiodic boundary conditions . Furthermore, field-theoretic renormalization-group calculations have apparently confirmed the validity of universal finite-size scaling within the $`\phi ^4`$ field theory with Dirichlet boundary conditions: Universal finite-size amplitude ratios  and universal finite-size contributions to the free energy density and to the critical Casimir force were calculated both in the Gaussian (one-loop) approximation  as well as in two-loop order . Universal finite-size scaling functions have also been predicted for the specific heat and the superfluid density in the presence of Dirichlet boundary conditions . Related field-theoretic predictions have also been presented for surface quantities . In these papers , however, the method of dimensional regularization was employed which neglects lattice and cutoff effects.

Recent work on finite-size effects  has demonstrated that general renormalization-group arguments are not sufficient to prove the validity of universal finite-size scaling and that cutoff and lattice effects are nonnegligible for confined systems with periodic boundary conditions. Clearly these investigations need to be extended to the case of nonperiodic boundary conditions.

The corresponding analytic calculations, at finite cutoff and at finite lattice spacing, become quite difficult within the $`\phi ^4`$ theory beyond the lowest order. Before embarking on such an ambitious project it is of course necessary to first examine the lowest-order case under the simplest nontrivial conditions, i.e., with free (or Dirichlet) boundary conditions in only one direction. Therefore, as a first step, we consider the exactly solvable Gaussian model with short-range interaction on a simple-cubic lattice with a lattice constant $`\stackrel{~}{a}`$ for a finite rectangular $`L\times \stackrel{~}{L}^{d1}`$ box geometry with free boundary conditions in one direction and periodic boundary conditions in $`d1`$ directions. Even at the Gaussian level, the analytic calculations at finite lattice spacing in the range $`2<d<4`$ turn out to be nontrivial.

For the specific heat and the susceptibility of the Gaussian model we find full agreement with universal finite-size scaling. With regard to the singular part of the free energy we find that the finite-size scaling form is indeed valid for $`d<3`$ and $`d>3`$ but logarithmic deviations from finite-size scaling occur at $`d=3`$ where the critical exponent $`1\alpha \nu =(d3)/2`$ of the surface energy density vanishes. In order to describe the logarithmic $`d=3`$ behavior it is necessary to keep the lattice spacing finite. We find that the same logarithmic deviations from finite-size scaling exist in the continuum version of the Gaussian model with Dirichlet boundary conditions provided that a finite cutoff is used. This implies that the method of dimensional regularization at infinite cutoff is not capable of correctly describing the $`d=3`$ behavior of the singular part of the free energy density and of the energy density since it yields unphysical divergences of these quantities in the form of a pole term $`(d3)^1`$ . As discussed in Sect. III. H, the dimension $`d=3`$ can be considered as an upper borderline dimension $`d^{}`$ of the Gaussian model with free boundary conditions above which lattice and cutoff effects become nonnegligible for the surface energy density.

For $`d>3`$ we find that the surface energy density $`U_{surface}(t)`$ of the Gaussian model with free boundary conditions has a cusp-like singularity at bulk $`T_c`$ as $`T_c`$ is approached from above. For the lattice model at finite lattice spacing $`\stackrel{~}{a}`$ the height of the cusp is

$`\underset{t0+}{lim}U_{surface}(t)=U_{surface}(0)=T_c\xi _0^2\stackrel{~}{a}^{3d}\stackrel{~}{B}_d`$ (3)
with

$`\stackrel{~}{B}_d={\displaystyle \frac{1}{8}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑y\left\{\left[1+e^{4y}2e^{2y}I_0(2y)\right]\left[e^{2y}I_0(2y)\right]^{d1}\right\}>0`$ (4)
where $`I_0(z)`$ is the Bessel function of order zero. The temperature dependent part of $`U_{surface}(t)`$ has a universal scaling form $`\xi ^{3d}`$ but it vanishes at $`T_c`$ and is subleading compared to the nonuniversal finite regular part, Eq. (3), at $`T_c`$. The latter part yields a leading nonscaling contribution $`2U_{surface}(0)/L`$ to the total energy density. These results remain valid also for the Gaussian model in film geometry ($`\stackrel{~}{L}\mathrm{}`$) with free boundary conditions.

In a second step we analyze the exactly solvable mean spherical model with the same boundary conditions. Previously this model has been studied for film geometry at integer dimensions $`d=3,4,5,\mathrm{}`$ . Here we extend this analysis to continuous dimensions in the range $`2<d<4`$ and consider both film and box geometry. This reveals $`d=3`$ as a borderline dimension between a universal scaling $`(d<3)`$ and a nonuniversal nonscaling $`(d3)`$ regime. In this paper we calculate the nonscaling effects for $`3d<4`$ as well as the analytic form of the universal finite-size scaling function $`f_\chi (L/\xi )`$, Eq. (1), of the susceptibility for $`2<d<3`$ including the amplitude $`B(s)`$ of the scaling result, Eq. (2) with $`\gamma /\nu =2`$,

$`\chi (0,L)=B(s)L^2,d<3`$ (5)
at arbitrary shape factor $`s=L/\stackrel{~}{L}0`$. The amplitude $`B(s)`$ is shown to diverge for $`d3`$.

The mean spherical model can be considered as a Gaussian model with a constraint where the constraint can be expressed in terms of the Gaussian energy density. Our results for the latter quantity explain the origin of logarithmic nonscaling terms in thermodynamic quantities of the mean spherical model at $`d=3`$ and of power-law violations of finite-size scaling for $`3<d<4`$. While previous work suggested the existence of only logarithmic deviations from finite-size scaling in $`d=3`$ dimensions  we find, quite unexpectedly, a non-logarithmic violation of the scaling prediction, Eq. (5), for the size dependence of the susceptibility at bulk $`T_c`$ in $`d=3`$ dimensions

$`\chi (0,L)=B_{film}\stackrel{~}{a}^1L^3`$ (6)
for film geometry whereas for box geometry, at fixed finite shape factor $`s=L/\stackrel{~}{L}>0`$, we find the expected logarithmic deviation from scaling

$`\chi (0,L)=B_{box}(s)L^2\mathrm{ln}(L/\stackrel{~}{a}).`$ (7)
As will be shown in detail in Sect. IV. C, the special result of Eq. (6) for film geometry at $`d=3`$ is due to the simultaneous appearance of two logarithmic effects at $`d=3`$ where two borderline dimensions coincide : it is a combined effect of the logarithmic surface term of the Gaussian model at the (upper) borderline dimension $`d^{}=3`$ where the exponent $`1\alpha \nu `$ vanishes and of a logarithmic finite-size term arising from the mode continuum of the film system just at the (lower) borderline dimension $`d_l=3`$ at which the film critical temperature vanishes in accordance with the Mermin-Wagner theorem . Most striking is the discontinuous change of the exponent 2 of the power law $`\chi _{film}=B(0)L^2`$ for $`d<3`$, Eq.(5), to 3 of the power law $`\chi _{film}=B_{film}\stackrel{~}{a}^1L^3`$ for $`d=3`$, Eq. (6).

The result of Eq. (6) is not contained in the work of Barber and Fisher  who calculated $`\chi `$ for film geometry in $`d=3`$ dimensions only for $`T\stackrel{~}{T}(L)`$ where $`\stackrel{~}{T}(L)>T_c`$ is some temperature that they called ”quasicritical”. Our $`d=3`$ result for $`\chi (t,L)`$ covers the entire critical region $`TT_c`$ including the regime $`T\stackrel{~}{T}(L)`$. In the latter regime, the explicit form of our result is at variance with the simpler form of Barber and Fisher.

For box geometry in $`3<d<4`$ dimensions we find a power-law violation of scaling at $`T_c`$

$`\chi (0,L)=B_{box}(s,d)\stackrel{~}{a}^{3d}L^{d1}`$ (8)
where the amplitude $`B_{box}(s,d)`$ is proportional to the amplitude $`\stackrel{~}{B}_d`$, Eq. (4), of the cusp of the Gaussian surface energy density. A nonscaling form is also found for the temperature dependence of the surface susceptibility for $`3<d<4`$ above $`T_c`$,

$`\chi _{surface}=\stackrel{~}{A}_{surface}\stackrel{~}{a}^{3d}\xi ^dt^{d/(d2)}`$ (9)
with $`\xi t^\nu ,\nu =(d2)^1`$, whereas the scaling form, Eq. (1), would imply $`\chi _{surface}O(\chi _b\xi )t^{3/(d2)}`$ for the mean spherical model. Again the amplitude $`\stackrel{~}{A}_{surface}`$ in Eq. (9) is proportional to $`\stackrel{~}{B}_d`$.

For film geometry in $`d>3`$ dimensions we find an anomalous enhancement of the film critical temperature $`T_{c,d}(L)`$ above the bulk critical temperature $`T_{c,d}(\mathrm{})`$. A corresponding shift was first found for $`d4`$ by Barber and Fisher . This enhancement is most naturally expressed in terms of the dimensionless parameter $`2J\beta _{c,d}(L)=2J[k_BT_{c,d}(L)]^1`$ where $`J`$ is the nearest-neighbor coupling. The result is for $`d>3`$

$`2J[\beta _{c,d}(\mathrm{})\beta _{c,d}(L)]=\mathrm{\hspace{0.33em}4}\stackrel{~}{B}_d\stackrel{~}{a}/L\stackrel{~}{C}_d(\stackrel{~}{a}/L)^{d2}+O(\stackrel{~}{a}^{d/2}L^{d/2})`$ (10)
with the nonuniversal amplitude $`\stackrel{~}{B}_d`$, Eq. (4), and with a universal amplitude $`\stackrel{~}{C}_d>0`$. Eq. (10) implies $`T_{c,d}(L)>T_{c,d}(\mathrm{})`$ for large $`L\stackrel{~}{a}`$. The leading term $`L^1`$ in Eq. (10) has a nonscaling $`L`$ dependence whereas the subleading universal term has the scaling $`L`$ dependence $`L^{1/\nu }`$.

In summary we see that both the anomalous nonscaling enhancement of $`T_{c,d}(L)`$, Eq. (10), and the power-law violations, Eqs. (8) and (9), for $`d>3`$ can be traced back to the same amplitude $`\stackrel{~}{B}_d`$, Eq. (4), of the nonscaling cusp of the Gaussian model. Thus the analysis of the Gaussian model provides a better understanding of the origin of the power-law nonscaling finite-size effects in the mean spherical model for $`d>3`$, and, for box geometry, of the logarithmic deviations at the Gaussian upper borderline dimension $`d^{}=3`$. For film geometry, however, the Gaussian logarithmic effect at $`d^{}=3`$ is enhanced by a second logarithmic effect due to the lower borderline dimension $`d_l=3`$ (where the film critical temperature vanishes), which then yields the power law Eq. (6).

We point out that all nonscaling effects are tied to the finite lattice constant $`\stackrel{~}{a}>0`$, as seen explicitly in Eqs. (3) and (6) - (10). We expect that similar effects exist in the ideal Bose gas with Dirichlet boundary conditions  with a finite cutoff (even if a smooth cutoff is used) . These effects are not captured by the standard method of dimensional regularization. It remains to be seen whether the mechanism for nonscaling finite-size effects in the mean spherical model and the ideal Bose gas is an artifact restricted to these models or whether some of these features are of more general significance. This question is of particular interest below $`T_c`$ where an explanation of the pronounced nonscaling finite-size effects in 4He remain to be a challenge for future research.

In Section II we summarize the predictions implied by the finite-size scaling hypothesis. Section III contains the detailed results for the finite-size effects in the Gaussian lattice model with free boundary conditions and in the Gaussian continuum model with Dirichlet boundary conditions. In Sect. IV we analyze the consequences of our results for the mean spherical model with free boundary conditions. The derivation of our results is presented in several Appendices.

## II. Finite-size scaling predictions

In the subsequent sections we shall present exact results for the finite-size effects on the free energy density, energy density, specific heat and susceptibility of lattice models in a rectangular $`L\times \stackrel{~}{L}^{d1}`$ box geometry with free boundary conditions in the direction of size $`L`$ and periodic boundary conditions in the $`d1`$ directions of size $`\stackrel{~}{L}`$. For the sake of clarity we first summarize the predictions implied by the finite-size scaling hypothesis which, for this geometry and these boundary conditions, have not yet been formulated explicitly in the literature. We denote the critical temperature of the $`d`$-dimensional bulk ($`L\mathrm{},\stackrel{~}{L}\mathrm{}`$) system by $`T_{c,d}`$. In the limit $`\stackrel{~}{L}\mathrm{}`$ at fixed $`L`$, the box becomes a film of thickness $`L`$ which may have its own critical temperature $`T_{c,d}(L)T_{c,d}T_{c,d}(\mathrm{})`$. In general one expects $`T_{c,d}(L)<T_{c,d}`$ but it turns out (see Sect. IV, see also Ref. ) that for the mean spherical model with $`d>3`$ the film critical temperature $`T_{c,d}(L)`$ exceeds the bulk critical temperature $`T_{c,d}`$. For simplicity, in this Section, we assume a $`d`$ dimensional box with a $`\mathrm{𝑓𝑖𝑛𝑖𝑡𝑒}`$ shape factor $`L/\stackrel{~}{L}>0`$ and confine ourselves to $`TT_{c,d}`$.

First we consider the free energy density $`f(t,L,\stackrel{~}{L})`$ (in units of $`k_BT`$) at the reduced temperature $`t=(TT_{c,d})/T_{c,d}0`$ and at vanishing external field. It is expected that, for small $`t`$, $`f`$ can be decomposed into a singular and a ”nonsingular” part

$`f(t,L,\stackrel{~}{L})=f_s(t,L,\stackrel{~}{L})+f_{ns}(t,L,\stackrel{~}{L})`$ (11)
where $`f_{ns}(t,L,\stackrel{~}{L})`$ has a regular $`t`$ dependence. In the bulk limit the corresponding decomposition is

$`f_b(t)f(t,\mathrm{},\mathrm{})=f_{bs}(t)+f_0(t)`$ (12)
where the regular part $`f_0(t)f_{ns}(t,\mathrm{},\mathrm{})`$ can be identified unambiguously. For systems with short-range interactions below the upper critical dimension $`d=4`$ and for large $`L,\stackrel{~}{L}`$ and $`\xi `$ it is expected that the singular part $`f_s(t,L,\stackrel{~}{L})`$ has the finite-size scaling form

$`f_s(t,L,\stackrel{~}{L})=L^d(L/\xi ,L/\stackrel{~}{L})`$ (13)
where $`\xi (t)=\xi _0t^\nu `$ is the (second-moment) correlation length of the $`d`$-dimensional bulk system. For a given shape factor $`s=L/\stackrel{~}{L}`$, the scaling function $`(x,s)`$ is expected to be universal. More specifically, the singular and nonsingular parts of the free energy density are expected to have the asymptotic (small $`t`$, large $`L,`$ large $`\stackrel{~}{L}`$) form

$`f_s(t,L,\stackrel{~}{L})=R_\xi ^+\xi ^d+2A_{surface}^+\xi ^{1d}L^1+L^d𝒢(L/\xi ,L/\stackrel{~}{L})`$ (14)
and

$`f_{ns}(t,L,\stackrel{~}{L})=f_0(t)+\mathrm{\hspace{0.33em}2}\mathrm{\Psi }_1(t)/L`$ (15)
with a universal bulk amplitude $`R_\xi ^+`$ and a universal surface amplitude $`A_{surface}^+`$, and with a universal finite-size part $`𝒢(L/\xi ,L/\stackrel{~}{L})`$ of the scaling function

$`(L/\xi ,L/\stackrel{~}{L})=R_\xi ^+(L/\xi )^d+\mathrm{\hspace{0.33em}2}A_{surface}^+(L/\xi )^{d1}+𝒢(L/\xi ,L/\stackrel{~}{L}).`$ (16)
Eqs. (14) - (16) imply that there exists the surface free energy

$`f_{surface}(t)=\underset{L\mathrm{}}{lim}\left\{\left[f(t,L,\stackrel{~}{L})f_b(t)\right]{\displaystyle \frac{L}{2}}\right\}=A_{surface}^+\xi ^{1d}+\mathrm{\Psi }_1(t)`$ (17)
with a universal amplitude $`A_{surface}^+`$ of the singular part. The nonsingular surface contribution $`\mathrm{\Psi }_1(t)`$ is a regular function of $`t`$. Nonasymptotic Wegner  corrections to scaling are neglected in Eqs. (13), (14) and (16). The phenomenological finite-size scaling theory does not make specific predictions about the dependence on $`L`$ and $`\stackrel{~}{L}`$ of higher-order terms in Eq. (15).

Eqs. (11) - (17) are expected to hold also for continuum models with Dirichlet boundary conditions in one direction, with the same universal quantities as for free boundary conditions of lattice systems. As noted in the Introduction, however, there exist nonuniversal exponential terms in the regime $`L\xi ,\stackrel{~}{L}\xi `$, where the lattice-dependent and cutoff-dependent exponential correlation length  becomes the appropriate reference length.

Although the energy density (internal energy per unit volume) divided by $`k_B`$

$`U(t,L,\stackrel{~}{L})=T^2{\displaystyle \frac{f(t,L,\stackrel{~}{L})}{T}}.`$ (18)
is completely determined by the free energy density $`f(t,L,\stackrel{~}{L})`$ it turns out that a separate discussion of the energy density is warranted because of its important role played in the mean spherical model in Sect. IV. From Eqs. (11) - (15) one obtains the prediction

$`U(t,L,\stackrel{~}{L})=U_s(t,L,\stackrel{~}{L})+U_{ns}(t,L,\stackrel{~}{L})`$ (19)
where the singular part

$`U_s(t,L,\stackrel{~}{L})=T_c\xi _0^{1/\nu }L^{(1\alpha )/\nu }𝒰(L/\xi ,L/\stackrel{~}{L})`$ (20)
has the universal scaling function

$`𝒰(x,s)=\nu x^{11/\nu }(x,s)/x`$ (21)
$`=d\nu R_\xi ^+x^{d1/\nu }2(d1)\nu A_{surface}^+x^{d11/\nu }\nu x^{11/\nu }𝒢(x,s)/x`$ (22)
and where the leading nonsingular part

$`U_{ns}(t,L,\stackrel{~}{L})=U_0(t)+\mathrm{\hspace{0.33em}2}U_1(t)/L`$ (23)
has a regular $`t`$ dependence with $`U_0(t)=T^2f_0(t)/T`$ and

$`U_1(t)=T^2\mathrm{\Psi }_1(t)/T.`$ (24)
For the surface energy density, Eq. (14) implies asymptotically

$`U_{surface}(t)=T^2f_{surface}(t)/T`$ (25)
$`=`$ $`U_1(t)T_c\xi _0^{1/\nu }(d1)\nu A_{surface}^+\xi ^{(1\alpha \nu )/\nu }.`$ (26)
In Eqs. (20) and (26) we have used the hyperscaling relation

$`d\nu =2\alpha .`$ (27)
These scaling predictions have been confirmed by several field-theoretic renormalization-group (RG) calculations of $`f_s(t,L,\mathrm{})`$  and of $`U_{surface}`$  based on the $`\phi ^4`$ continuum Hamiltonian with Dirichlet boundary conditions for the field $`\phi (𝐱)`$. All calculations, however, were carried out within the dimensional regularization scheme which neglects cutoff effects. As pointed out by Dohm , an unresolved feature of the dimensionally regularized perturbative results for $`U_{surface}`$  is a pole term $`(d3)^1`$ that diverges in three dimensions.

We note that the critical exponent of $`U_{surface}(t)`$

$`1\alpha \nu =(d1)\nu 1`$ (28)
is positive for ordinary critical points of the O$`(n)`$ universality class with $`d>2`$ which implies a finite critical value $`U_{surface}(0)=U_1(0)`$. By contrast, for the Gaussian model, $`1\alpha \nu =(d3)/2`$ is positive only for $`d>3`$, thus $`U_{surface}(t)`$ diverges for $`t0`$ in $`d3`$ dimensions (see Sect. III).

We shall also consider the specific heat (divided by $`k_B`$)

$`C(t,L,\stackrel{~}{L})`$ $`=`$ $`{\displaystyle \frac{U(t,L,\stackrel{~}{L})}{T}}=C_s(t,L,\stackrel{~}{L})+C_{ns}(t,L,\stackrel{~}{L}).`$ (29)
From Eqs. (19) - (23) we obtain the predictions

$`C_s(t,L,\stackrel{~}{L})`$ $`=`$ $`\xi _0^{2/\nu }L^{\alpha /\nu }𝒞(L/\xi ,L/\stackrel{~}{L})`$ (30)
and

$`C_{ns}(t,L,\stackrel{~}{L})`$ $`=`$ $`U_0(t)/t+\mathrm{\hspace{0.33em}2}L^1U_1(t)/t`$ (31)
with the universal scaling function

$`𝒞(x,s)`$ $`=`$ $`\nu x^{11/\nu }𝒰(x,s)/x.`$ (32)
The scaling structure implies that the surface specific heat $`C_{surface}(t)=U_{surface}(t)/T`$ has a divergent singular part,

$`C_{surface}(t)=\xi _0^{1d}A_{C,surface}^+t^{\alpha _s}+U_1(t)/T`$ (33)
with the surface scaling exponent

$`\alpha _s=\alpha +\nu `$ (34)
and with a universal amplitude

$`A_{C,surface}^+=(1\alpha \nu )(d1)\nu A_{surface}^+.`$ (35)
Finally we recall the prediction for the asymptotic scaling form of the susceptibility

$`\chi (t,L,\stackrel{~}{L})=\chi _b(t)f_\chi (L/\xi ,L/\stackrel{~}{L})`$ (36)
according to Eq. (1) where $`\chi _b(t)=\chi (t,\mathrm{})=A_\chi t^\gamma `$ is the bulk susceptibility. For $`L\xi ,\stackrel{~}{L}\xi `$, the scaling function is expected to have the expansion

$`f_\chi (L/\xi ,L/\stackrel{~}{L})=1+c_\chi \xi /L+O(\xi ^2/L^2,e^{\stackrel{~}{L}/\xi })`$ (37)
with the universal coefficient $`c_\chi `$. For $`t>0`$ this implies

$`\chi _{surface}(t)=\underset{L\mathrm{}}{lim}\left\{\left[\chi (t,L,\stackrel{~}{L})\chi _b(t)\right]{\displaystyle \frac{L}{2}}\right\}=A_{\chi ,surface}^+t^{\gamma _s}`$ (38)
with the surface scaling exponent

$`\gamma _s=\gamma +\nu `$ (39)
and with the surface amplitude

$`A_{\chi ,surface}^+={\displaystyle \frac{1}{2}}A_\chi \xi _0c_\chi .`$ (40)
For $`TT_{c,d}`$ the small $`L/\xi `$ behavior of the scaling function is expected to be

$`f_\chi (L/\xi ,L/\stackrel{~}{L})B_\chi (L/\stackrel{~}{L})(L/\xi )^{\gamma /\nu }`$ (41)
with a finite universal amplitude $`B_\chi (L/\stackrel{~}{L})>0`$ which implies

$`\chi (0,L,\stackrel{~}{L})=A_\chi \xi _0^{\gamma /\nu }B_\chi (L/\stackrel{~}{L})L^{\gamma /\nu }.`$ (42)
In the following we examine the range of validity of these predictions for the exactly solvable Gaussian and mean spherical models in $`2<d<4`$ dimensions.

## III. Gaussian lattice model with free boundary conditions

## A. Lattice Hamiltonian

We consider $`N`$ continuous scalar variables $`\phi _j,\mathrm{}\phi _j\mathrm{}`$, on the lattice points $`𝐱_j`$ of a simple-cubic lattice with a lattice spacing $`\stackrel{~}{a}`$ in a finite rectangular $`L\times \stackrel{~}{L}^{d1}`$ box of volume $`V=L\stackrel{~}{L}^{d1}=N\stackrel{~}{a}^d`$. We assume a Gaussian statistical weight $`\mathrm{exp}(H)`$ with the lattice Hamiltonian

$`H=\stackrel{~}{a}^d\left[{\displaystyle \underset{i}{}}{\displaystyle \frac{r_0}{2}}\phi _j^2+{\displaystyle \underset{<ij>}{}}{\displaystyle \frac{J}{2\stackrel{~}{a}^2}}(\phi _i\phi _j)^2\right]`$ (43)
with a nearest-neighbor coupling $`J>0`$. The factor $`(k_BT)^1`$ is absorbed in $`H`$. The dimensionless partition function is

$`Z=\left[{\displaystyle \underset{j}{}}{\displaystyle \underset{\mathrm{}}{\overset{\mathrm{}}{}}}{\displaystyle \frac{d\phi _j}{\stackrel{~}{a}^{1d/2}}}\right]\mathrm{exp}(H).`$ (44)
In the bulk limit $`\stackrel{~}{L}\mathrm{},L\mathrm{}`$, this model has a critical point at $`r_0=0`$ for arbitrary $`d>0`$. We assume that the temperature $`T`$ enters only through

$`r_0=a_0{\displaystyle \frac{TT_c}{T_c}},a_0>0.`$ (45)
A serious shortcoming of this model is the fact that it has no low temperature phase, i.e., no bulk limit exists for $`r_0<0`$. Nevertheless there exist nontrivial finite-size effects for $`r_00`$, as we shall see.

We assume free boundary conditions in the $`d`$-th (”vertical”) direction and periodic boundary conditions in the $`d1`$ (”horizontal”) directions. The $`d1`$ ”horizontal” coordinates and the ”vertical” coordinate of the lattice points $`𝐱_j=(𝐲_j,z_j)`$ are denoted by $`𝐲_j`$ and $`z_j`$, respectively. The ”bottom” and ”top” surfaces perpendicular to the vertical direction have the coordinates $`z_j=\stackrel{~}{a}`$ and $`z_j=L`$, respectively, thus we have $`L/\stackrel{~}{a}`$ layers of fluctuating variables. The variables in the bottom and top surfaces have only one neighboring layer. This is equivalent to assuming Dirichlet boundary conditions $`(\phi _j=0)`$ in the (fictitious) layers $`z_j=0`$ below the bottom surface and $`z_j=L+\stackrel{~}{a}`$ above the top surface. The variables $`\phi _j`$ can be represented as

$`\phi _j=\stackrel{~}{L}^{(d1)}(L+\stackrel{~}{a})^1{\displaystyle \underset{𝐤,p}{}}\widehat{\phi }_{𝐤,p}\mathrm{exp}(i𝐤𝐲_j)\sqrt{2}\mathrm{sin}(pz_j)`$ (46)
with the Fourier amplitudes

$`\widehat{\phi }_{𝐤,p}=\stackrel{~}{a}^d{\displaystyle \underset{j}{}}\phi _j\mathrm{exp}(i𝐤𝐲_j)\mathrm{sin}(pz_j).`$ (47)
The sum $`_{𝐤,p}`$ runs over ($`d`$1) dimensional k vectors with components $`k_i=2\pi m_i/\stackrel{~}{L},i=1,\mathrm{},d1`$ with integers $`m_i=0,\pm 1,\pm 2,\mathrm{},`$ in the range $`\pi /\stackrel{~}{a}k_i<\pi /\stackrel{~}{a}`$ and over wave numbers $`p=\pi n/(L+\stackrel{~}{a}),n=1,2,\mathrm{},L/\stackrel{~}{a}`$ in the range $`0<p<\pi /\stackrel{~}{a}`$. We see that, for $`L/\stackrel{~}{a}`$ layers with free boundary conditions, the natural unit wave number in $`p`$ space is $`\pi /(L+\stackrel{~}{a})`$ rather than $`\pi /L`$. For each given $`p`$, there are $`(\stackrel{~}{L}/\stackrel{~}{a})^{d1}`$ variables $`\widehat{\phi }_{𝐤,p}`$. Eq. (46) implies $`\phi _j=0`$ at $`z_j=0`$ and $`\phi _j=0`$ at $`z_j=L+\stackrel{~}{a}`$ for arbitrary $`𝐲_i`$, thus we have a total number of $`N=(L/\stackrel{~}{a})(\stackrel{~}{L}/\stackrel{~}{a})^{d1}`$ variables $`\widehat{\phi }_{𝐤,p}`$. Substituting Eq. (46) into Eq. (43) yields the diagonalized Hamiltonian

$`H={\displaystyle \frac{1}{2}}\stackrel{~}{L}^{(d1)}(L+\stackrel{~}{a})^1{\displaystyle \underset{𝐤,p}{}}\left(r_0+J_{𝐤,d1}+J_p\right)\widehat{\phi }_{𝐤,p}\widehat{\phi }_{𝐤,p}`$ (48)
with

$`J_{𝐤,d1}={\displaystyle \frac{4J}{\stackrel{~}{a}^2}}{\displaystyle \underset{i=1}{\overset{d1}{}}}\left[1\mathrm{cos}(k_i\stackrel{~}{a})\right],`$ (49)
$`J_p={\displaystyle \frac{4J}{\stackrel{~}{a}^2}}\left[1\mathrm{cos}(p\stackrel{~}{a})\right].`$ (50)
The Jacobian of the linear transformation $`\phi _j\widehat{\phi }_{𝐤,p}`$ of Eq. (46) is

$`\left|{\displaystyle \frac{\phi _j}{\widehat{\phi }_{𝐤,p}}}\right|=\left(\stackrel{~}{L}^{d1}L\right)^NN^{N/2}.`$ (51)
Using Eqs. (44), (46), (48) and (51) we obtain the free energy density divided by $`k_BT`$

$`f(t,L,\stackrel{~}{L})`$ $`=`$ $`V^1\mathrm{ln}Z`$ (52)
$`=`$ $`{\displaystyle \frac{1}{2}}\stackrel{~}{a}^d\left[\mathrm{ln}\pi +(\stackrel{~}{L}/\stackrel{~}{a})^{1d}\mathrm{ln}2\right]`$
$`+`$ $`{\displaystyle \frac{1}{2}}\stackrel{~}{L}^{(d1)}L^1{\displaystyle \underset{𝐤,p}{}}\mathrm{ln}\left[\left(r_0+J_{𝐤,d1}+J_p\right)\stackrel{~}{a}^2\right].`$
In all calculations of this Section we shall keep the lattice spacing $`\stackrel{~}{a}`$ finite.

In the following we shall also consider film geometry (bulk limit in the $`d1`$ horizontal directions). In Eq. (52), this corresponds to the replacement $`\stackrel{~}{L}^{(d1)}_{𝐤,p}_p_𝐤`$ where $`_𝐤(2\pi )^{1d}d^{d1}k`$ with $`|k_i|\pi /\stackrel{~}{a},i=1,2,\mathrm{},d1`$, hence

$`f(t,L,\mathrm{})={\displaystyle \frac{1}{2}}\stackrel{~}{a}^d\mathrm{ln}\pi +{\displaystyle \frac{1}{2}}L^1{\displaystyle \underset{p}{}}{\displaystyle \underset{𝐤}{}}\mathrm{ln}\left[(r_0+J_{𝐤,d1}+J_p)\stackrel{~}{a}^2\right].`$ (53)
A simplifying (but unrealistic) feature of the Gaussian model is that the critical point of the film system of finite thickness $`L`$ is also determined by $`r_0=0`$, i.e., it remains unshifted compared to the bulk critical point for all $`d`$. This differs from the case of the spherical model to be discussed in Sect.IV.

## B. Bulk properties

First we briefly summarize some of the known bulk properties. The square of the second-moment bulk correlation length $`\xi `$ above $`T_c`$ is defined by

$`\xi ^2=\underset{L\mathrm{}}{lim}\underset{\stackrel{~}{L}\mathrm{}}{lim}{\displaystyle \frac{1}{2d}}{\displaystyle \frac{_{i,j}(𝐱_i𝐱_j)^2<\phi _i\phi _j>}{_{i,j}<\phi _i\phi _j>}}.`$ (54)
It is given by $`\xi ^2=J_0r_0^1`$ or

$`\xi =\xi _0t^\nu ,\nu =1/2`$ (55)
with

$`\xi _0=(J_0/a_0)^{1/2},J_0=2J.`$ (56)
From Eq. (52) we have the bulk free energy density for $`r_0=a_0t0`$

$`f_b={\displaystyle \frac{1}{2}}\stackrel{~}{a}^d\mathrm{ln}\pi +{\displaystyle \frac{1}{2}}{\displaystyle \underset{𝐪}{}^{(d)}}\mathrm{ln}\left[(r_0+J_{𝐪,d})\stackrel{~}{a}^2\right]`$ (57)
where $`_𝐪^{(d)}=(2\pi )^dd^dq`$ with $`|q_i|\pi /\stackrel{~}{a},i=1,\mathrm{},d`$. Eqs. (52) - (57) are defined for all integer dimensions $`d=1,2,\mathrm{}`$ They can be extended to continuous $`d`$, as usual, by means of analytic continuation via Euler’s Gamma function $`\mathrm{\Gamma }`$. From Eq. (57) one obtains the singular part of $`f_b`$ for $`0<d<2`$ and $`2<d<4`$

$`f_{bs}=R_\xi ^+\xi ^d`$ (58)
with the universal bulk amplitude

$`R_\xi ^+={\displaystyle \frac{A_d}{d(4d)}},`$ (59)
$`A_d={\displaystyle \frac{\mathrm{\Gamma }(3d/2)}{2^{d2}\pi ^{d/2}(d2)}}.`$ (60)
The regular part of $`f_b`$ reads for $`0<d<2`$ and $`2<d<4`$

$`f_0=\stackrel{~}{a}^d\left[\stackrel{~}{c}_1+r_0\stackrel{~}{a}^2\stackrel{~}{c}_2+r_0^2\stackrel{~}{a}^4\stackrel{~}{c}_3+O(r_0^3\stackrel{~}{a}^6)\right]`$ (61)
with $`d`$-dependent constants $`\stackrel{~}{c}_i`$ . The constants $`\stackrel{~}{c}_1,\stackrel{~}{c}_2`$ and $`\stackrel{~}{c}_3`$ diverge for $`d0,d2`$ and $`d4`$, respectively, where $`f_b`$ attains a logarithmic dependence on $`r_0\stackrel{~}{a}^2`$. The bulk susceptibility is simply $`\chi _b=r_0^1=J_0^1\xi ^2`$ which implies $`A_\chi =a_0^1`$. The critical exponents are

$`\eta =0,\gamma =2\nu =1\text{for all}d>0`$ (62)
and

$`\alpha =(4d)/2\mathrm{for}\mathrm{\hspace{0.33em}0}<d4`$ (63)
above $`T_c`$, in agreement with the hyperscaling relation Eq. (27) for $`d4`$. The prefactor in Eq. (2) is simply $`A_\chi \xi _0^{\gamma /\nu }=J_0^1`$.

The second-moment bulk correlation length $`\xi `$ must be distinguished from the ”exponential” bulk correlation length $`\xi _𝐞`$ in the direction of the unit vector $`𝐞=(𝐱_i𝐱_j)/|𝐱_i𝐱_j|`$ which is defined via the large-distance behavior of anisotropic bulk correlation function $`G(𝐱_i𝐱_j)=<\phi _i\phi _j>`$ . For the special case where $`𝐱=(x,0,0,\mathrm{})`$ is directed along one of the cubic axes the correlation function decays exponentially as

$`G(𝐱)={\displaystyle \frac{\stackrel{~}{a}^{2d}}{4J}}\left({\displaystyle \frac{\stackrel{~}{a}}{2\pi |x|}}\right)^{(d1)/2}\left[\mathrm{sinh}\left({\displaystyle \frac{\stackrel{~}{a}}{\xi _1}}\right)\right]^{(d3)/2}`$
$`\times e^{|x|/\xi _1}\left[1+O(|x|^1)\right]`$ (64)
with the exponential correlation length

$`\xi _1=\left[{\displaystyle \frac{2}{\stackrel{~}{a}}}\mathrm{arcsinh}\left({\displaystyle \frac{\stackrel{~}{a}}{2\xi }}\right)\right]^1.`$ (65)
We shall see that it is $`\xi _1`$ rather than $`\xi `$ that determines the exponential part of the finite-size effects above $`T_c`$ not only for periodic boundary conditions  but also for free boundary conditions.

## C. Free energy density

In Appendix A we derive from Eq. (52) the size dependent free energy density for box geometry for large $`L/\stackrel{~}{a}`$ at fixed $`L/\xi 0`$ and at fixed $`L/\stackrel{~}{L}`$ for $`d>1`$

$`f(t,L,\stackrel{~}{L})`$ $`=`$ $`f_b+2f_{surface}(t)L^1+𝒢(L/\xi ,L/\stackrel{~}{L})L^d{\displaystyle \frac{1}{2}}\stackrel{~}{a}^1\stackrel{~}{L}^{1d}\mathrm{ln}2`$ (66)
$`+`$ $`O(\stackrel{~}{a}L^{d1},\stackrel{~}{a}^{4d}L^4)`$
where

$`f_{surface}(t)={\displaystyle \frac{\stackrel{~}{a}^{1d}}{8}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}dy\{y^1[1+e^{4y}2e^{2y}I_0(2y)]`$
$`\times \left[e^{2y}I_0(2y)\right]^{d1}\mathrm{exp}(yr_0\stackrel{~}{a}^2J_0^1)\}`$ (67)
with the Bessel function of order zero

$`I_0(z)={\displaystyle \frac{1}{\pi }}{\displaystyle \underset{0}{\overset{\pi }{}}}𝑑\theta \mathrm{exp}(z\mathrm{cos}\theta ).`$ (68)
Eq. (66) contains the universal finite-size part

$`𝒢(x,s)={\displaystyle \frac{1}{2}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}dyy^1\{\left({\displaystyle \frac{\pi }{y}}\right)^{d/2}`$ $``$ $`{\displaystyle \frac{1}{2}}\left[sK(s^2y)\right]^{d1}\left[K\left({\displaystyle \frac{y}{4}}\right)1\right]`$ (69)
$``$ $`{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{\pi }{y}}\right)^{(d1)/2}\}e^{yx^2/4\pi ^2}`$
with

$`K(z)={\displaystyle \underset{m=\mathrm{}}{\overset{\mathrm{}}{}}}\mathrm{exp}(m^2z).`$ (70)
We note that $`f_{surface}`$ depends on the lattice constant $`\stackrel{~}{a}`$, unlike the finite-size part $`𝒢(x,s)`$. Using $`K(z)(\pi /z)^{1/2}`$ for $`z0`$ we obtain for film geometry ($`\stackrel{~}{L}\mathrm{}`$)

$`𝒢(x,0)={\displaystyle \frac{1}{2}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑yy^1\left[\left({\displaystyle \frac{\pi }{y}}\right)^{1/2}{\displaystyle \frac{1}{2}}K\left({\displaystyle \frac{y}{4}}\right)\right]\left({\displaystyle \frac{\pi }{y}}\right)^{(d1)/2}e^{yx^2/4\pi ^2}.`$ (71)
The surface part remains of course identical with Eq. (C. Free energy density). Eqs. (66) - (71) are applicable to $`T=T_c`$ and to $`T>T_c`$ at fixed $`L/\xi `$. The correct exponential large $`L/\xi `$ behavior of $`𝒢(L/\xi ,L/\stackrel{~}{L})`$ at fixed $`T>T_c`$ is not yet included in Eqs. (69) and (71) as it involves the ”exponential” correlation length $`\xi _1`$, Eq. (65). For large $`L\xi `$ at fixed $`T>T_c`$, Eq. (69) must be replaced by

$`𝒢(L/\xi _1,L/\stackrel{~}{L})=2^d[L/(\pi \xi _1)]^{(d1)/2}e^{2L/\xi _1}\left[1+O(\xi _1^2/L^2)\right]`$
$`(d1)(L/\stackrel{~}{L})^{(d+1)/2}\left[L/(2\pi \xi _1)\right]^{(d1)/2}e^{\stackrel{~}{L}/\xi _1}\left[1+O(\xi _1^{1/2}\stackrel{~}{L}^{1/2})\right].`$ (72)
Correspondingly, Eq. (16) must be modified for large $`L\xi `$. The nonuniversal last term $`\stackrel{~}{L}^{1d}`$ in Eq. (66) contributes to the regular part $`f_{ns}(t,L,\stackrel{~}{L})`$ of $`f`$, thus Eq. (15) should be complemented accordingly. In order to clarify to what extent the $`\stackrel{~}{a}`$ dependent term $`f_{surface}(t)`$ contains universal contributions we need to distinguish the cases $`1<d<3`$, $`d=3`$, and $`3<d<5`$. For this purpose it will be useful to express the regular part linear in $`r_0`$ in terms of generalized Watson functions defined by

$`W_d(z)`$ $`=`$ $`{\displaystyle \frac{1}{(2\pi )^d}}{\displaystyle \underset{0}{\overset{2\pi }{}}}\mathrm{}{\displaystyle \underset{0}{\overset{2\pi }{}}}{\displaystyle \frac{d\theta _1\mathrm{}d\theta _d}{z+2_{j=1}^d(1\mathrm{cos}\theta _j)}}`$ (73)
$`=`$ $`{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑ye^{zy}[e^{2y}I_0(2y)]^d.`$ (74)
## $`\mathrm{𝟏}<𝐝<\mathrm{𝟑}`$

For $`0r_0\stackrel{~}{a}^21`$ and $`1<d<3`$ we obtain from Eq. (C. Free energy density)

$`f_{surface}(t)=f_{surface}(0)`$ $`+`$ $`A_{surface}^+\xi ^{1d}`$ (75)
$``$ $`\stackrel{~}{b}_dr_0\stackrel{~}{a}^{3d}J_0^1+O(\stackrel{~}{a}/\xi ^d)`$
with the universal amplitude

$`A_{surface}^+={\displaystyle \frac{\mathrm{\Gamma }\left((3d)/2\right)}{2^{d+1}\pi ^{(d1)/2}(d1)}}<0`$ (76)
and with the nonuniversal constant

$`\stackrel{~}{b}_d={\displaystyle \frac{1}{8}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}dy\{[1+e^{4y}`$ $``$ $`2e^{2y}I_0(2y)\left]\right[e^{2y}I_0(2y)]^{d1}`$ (77)
$``$ $`(4\pi y)^{(1d)/2}\}.`$
This constant can be partially expressed in terms of generalized Watson function as

$`\stackrel{~}{b}_d`$ $`=`$ $`{\displaystyle \frac{1}{8}}\left[W_{d1}(4)2W_d(0)\right]`$ (78)
$`+`$ $`{\displaystyle \frac{1}{8}}{\displaystyle \underset{0}{\overset{A}{}}}𝑑y\left[e^{2y}I_0(2y)\right]^{d1}`$
$`+`$ $`{\displaystyle \frac{1}{8}}{\displaystyle \underset{A}{\overset{\mathrm{}}{}}}\left\{\left[e^{2y}I_0(2y)\right]^{d1}(4\pi y)^{(1d)/2}\right\}`$
$`+`$ $`2^{d1}\pi ^{(1d)/2}(d3)^1A^{(3d)/2}.`$
(see Appendix A). We note that $`\stackrel{~}{b}_d`$ does not depend on the arbitrary finite constant $`A>0`$.

The second term in Eq. (75) has the expected singular scaling form $`\xi ^{1d}`$. The first term $`f_{surface}(0)`$ and the third term $`\stackrel{~}{b}_d`$ contribute to the regular part 2$`\mathrm{\Psi }_1(t)L^1`$ of $`f_{ns}(t,L,\stackrel{~}{L})`$. Thus the surface contribution is in accord with the predicted universal scaling structure of Eqs. (13), (15), (17) and (18). We expect that $`\stackrel{~}{b}_d`$ depends on the lattice structure (see also Subsect. G). We note that both $`A_{surface}^+`$ and the coefficient $`\stackrel{~}{b}_d`$ diverge for $`d3`$ such that

$`\underset{d3}{lim}\left[\stackrel{~}{b}_dA_{surface}^+\right]=\stackrel{~}{b}`$ (79)
has a finite limit $`\stackrel{~}{b}`$ (see Appendix A). The explicit expression for the constant $`\stackrel{~}{b}`$ is given in Eqs. (81) and (82) below.

## $`𝐝=\mathrm{𝟑}`$

For $`0r_0\stackrel{~}{a}^21`$ we obtain from Eq. (C. Free energy density) at $`d=3`$

$`f_{surface}(t)=f_{surface}(0)(16\pi )^1\xi ^2\mathrm{ln}(\xi /\stackrel{~}{a})\stackrel{~}{b}r_0J_0^1+O(\stackrel{~}{a}/\xi ^3).`$ (80)
The analytic expression for the nonuniversal constant $`\stackrel{~}{b}`$ is

$`\stackrel{~}{b}`$ $`=`$ $`{\displaystyle \frac{1}{8}}{\displaystyle \underset{0}{\overset{A}{}}}𝑑y\left[1+e^{4y}2e^{2y}I_0(2y)\right]e^{4y}\left[I_0(2y)\right]^2`$ (81)
$`+`$ $`{\displaystyle \frac{1}{8}}{\displaystyle \underset{A}{\overset{\mathrm{}}{}}}𝑑y\left\{\left[1+e^{4y}2e^{2y}I_0(2y)\right]e^{4y}\left[I_0(2y)\right]^2(4\pi y)^1\right\}`$
$`+`$ $`(32\pi )^1(1C_E\mathrm{ln}A)`$
where $`C_E`$ is Euler’s constant. This constant can be partially expressed in terms of generalized Watson functions as

$`\stackrel{~}{b}`$ $`=`$ $`{\displaystyle \frac{1}{8}}\left[W_2(4)2W_3(0)\right]`$ (82)
$`+`$ $`{\displaystyle \frac{1}{8}}{\displaystyle \underset{0}{\overset{A}{}}}𝑑y\left[e^{2y}I_0(2y)\right]^2`$
$`+`$ $`{\displaystyle \frac{1}{8}}{\displaystyle \underset{A}{\overset{\mathrm{}}{}}}\left\{\left[e^{2y}I_0(2y)\right]^2(4\pi y)^1\right\}`$
$`+`$ $`(32\pi )^1(1C_E\mathrm{ln}A).`$
Note that $`\stackrel{~}{b}`$ does not depend on the arbitrary finite constant $`A>0`$. We expect that $`\stackrel{~}{b}`$ depends on the lattice structure (see also Subsect. G).

While the first and third terms of Eq. (80) contribute to the nonuniversal regular part 2 $`\mathrm{\Psi }_1(t)L^1`$ of $`f_{ns}(t,L,\stackrel{~}{L})`$ the second (logarithmic) term is clearly a singular contribution to the free energy density. This implies that, for $`d=3`$, Eqs. (13) and (16) must be replaced by

$`f_s(t,L,\stackrel{~}{L},\stackrel{~}{a})=L^3\stackrel{~}{}(L/\xi ,L/\stackrel{~}{L},\stackrel{~}{a}/\xi )`$ (83)
where

$`\stackrel{~}{}(L/\xi ,L/\stackrel{~}{L},\stackrel{~}{a}/\xi )=(L/\xi ,L/\stackrel{~}{L})(8\pi )^1(L/\xi )^2\mathrm{ln}(\xi /\stackrel{~}{a})`$ (84)
contains a logarithmic nonscaling term that depends on the nonuniversal lattice constant $`\stackrel{~}{a}`$. We conjecture, however, that the coefficient $`(8\pi )^1`$ is universal, i.e., independent of the lattice structure (see also Subsect. G). The scaling part reads

$`(L/\xi ,L/\stackrel{~}{L})=(12\pi )^1(L/\xi )^3+𝒢(L/\xi ,L/\stackrel{~}{L})`$ (85)
where $`𝒢(L/\xi ,L/\stackrel{~}{L})`$ is given by Eq. (69) for box geometry and by Eq. (71) for film geometry. Correspondingly the universal scaling prediction of Eq. (14) must be replaced by

$`f_s(t,L,\stackrel{~}{L},\stackrel{~}{a})`$ $`=`$ $`R_\xi ^+\xi ^3\left[(8\pi )^1\xi ^2\mathrm{ln}(\xi /\stackrel{~}{a})\right]L^1`$ (86)
$`+`$ $`L^3𝒢(L/\xi ,L/\stackrel{~}{L})+O(L^4),`$
with the universal bulk amplitude $`R_\xi ^+=(12\pi )^1`$ but without a universal surface amplitude. In Subsection D we shall see that this logarithmic behavior is related to the vanishing of the surface critical exponent of the Gaussian energy density at $`d=3`$.

## $`\mathrm{𝟑}<𝐝<\mathrm{𝟓}`$

For $`0\stackrel{~}{a}/\xi 1`$ we obtain from Eq. (C. Free energy density) for $`3<d<5`$

$`f_{surface}(t)`$ $`=`$ $`f_{surface}(0)\stackrel{~}{B}_dr_0\stackrel{~}{a}^{3d}J_0^1`$ (87)
$`+`$ $`A_{surface}^+\xi ^{1d}+O(\stackrel{~}{a}/\xi ^d)`$
with the universal amplitude

$`A_{surface}^+={\displaystyle \frac{\mathrm{\Gamma }\left((5d)/2\right)}{2^d\pi ^{(d1)/2}(d1)(d3)}}>0`$ (88)
and with the nonuniversal constant

$`\stackrel{~}{B}_d={\displaystyle \frac{1}{8}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑y\left\{\left[1+e^{4y}2e^{2y}I_0(2y)\right]\left[e^{2y}I_0(2y)\right]^{d1}\right\}>0.`$ (89)
This constant can be expressed in terms of generalized Watson functions as

$`\stackrel{~}{B}_d={\displaystyle \frac{1}{8}}\left[W_{d1}(0)+W_{d1}(4)2W_d(0)\right].`$ (90)
We note that $`W_{d1}(0)`$ exhibits a pole $`(d3)^1`$ near $`d=3`$ where it can be represented as

$`W_{d1}(0)`$ $`=`$ $`2^{2d}\pi ^{(1d)/2}(d3)^1A^{(3d)/2}+{\displaystyle \underset{0}{\overset{A}{}}}𝑑y\left[e^{2y}I_0(2y)\right]^{d1}`$ (91)
$`+`$ $`{\displaystyle \underset{A}{\overset{\mathrm{}}{}}}𝑑y\left\{\left[e^{2y}I_0(2y)\right]^{d1}(4\pi y)^{(1d)/2}\right\}.`$
The right-hand side of Eq. (91) is independent of the arbitrary constant $`A>0`$. The first two terms of Eq. (87) contribute to the regular part 2 $`\mathrm{\Psi }_1(t)L^1`$ of $`f_{ns}(t,L)`$ whereas the third term has the expected singular scaling form $`\xi ^{1d}`$. Thus the surface contribution is in accord with the predicted universal scaling structure of Eqs. (13), (14), (16) and (17). We expect that $`\stackrel{~}{B}_d`$ depends on the lattice structure (see also Subsect. G). We note that Eqs. (88) and (89) are the analytic continuations of Eqs. (76) and (77), respectively, from $`d<3`$ to $`d>3`$ and that both $`A_{surface}^+`$ and the coefficient $`\stackrel{~}{B}_d`$ diverge for $`d3`$ such that

$`\underset{d3+}{lim}\left[\stackrel{~}{B}_dA_{surface}^+\right]=\stackrel{~}{b}`$ (92)
has a finite limit $`\stackrel{~}{b}`$, Eq. (81) (see Appendix A).

## D. Energy density

Eqs. (18) and (52) yield the Gaussian energy density (divided by $`k_B`$)

$`U(t,L,\stackrel{~}{L}){\displaystyle \frac{T^2a_0}{2T_c}}E(r_0,L,\stackrel{~}{L},\stackrel{~}{a})`$ (93)
with

$`E(r_0,L,\stackrel{~}{L},\stackrel{~}{a})=\stackrel{~}{L}^{1d}L^1{\displaystyle \underset{𝐤,p}{}}\left(r_0+J_{𝐤,d1}+J_p\right)^1.`$ (94)
In the following we must distinguish the cases $`T=T_c`$ and $`T>T_c`$. Using Eqs. (18) and (66) - (70) we obtain for $`T>T_c`$ and for large $`L/\stackrel{~}{a}`$ and large $`\xi /\stackrel{~}{a}`$ at fixed $`L/\xi >0`$ and fixed $`\stackrel{~}{L}/L`$ in $`2<d<4`$ dimensions

$`U(t,L,\stackrel{~}{L})=U_b(t)+\mathrm{\hspace{0.33em}2}U_{surface}(t)L^1+T_c\xi _0^2(L/\xi ,L/\stackrel{~}{L})L^{2d}+O\left(\stackrel{~}{a}L^{1d}\right)`$ (95)
where $`U_b(t)=T^2f_b/T`$ is the bulk part of $`U(t,L,\stackrel{~}{L})`$. Near $`T_c`$ the surface energy density is given by

$`U_{surface}(t){\displaystyle \frac{T_c\stackrel{~}{a}^{3d}}{8\xi _0^2}}E_{surface}(r_0\stackrel{~}{a}^2J_0^1)`$ (96)
with

$`E_{surface}(z)={\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑y\left\{\left[1+e^{4y}2e^{2y}I_0(2y)\right]\left[e^{2y}I_0(2y)\right]^{d1}e^{yz}\right\}`$ (97)
where $`zr_0\stackrel{~}{a}^2J_0^1`$. Eq. (97) can be expressed completely in terms of generalized Watson functions as

$`E_{surface}(z)=W_{d1}(z)+W_{d1}(z+4)\mathrm{\hspace{0.33em}2}W_d(z).`$ (98)
The universal function $`(x,s)=\frac{1}{2}x^1𝒢(x,s)/x`$ of the finite-size part reads

$`(x,s)={\displaystyle \frac{1}{8\pi ^2}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑y`$ $`\{`$ $`\left({\displaystyle \frac{\pi }{y}}\right)^{d/2}{\displaystyle \frac{1}{2}}[sK(s^2y)]^{d1}[K\left({\displaystyle \frac{y}{4}}\right)1]`$ (99)
$``$ $`{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{\pi }{y}}\right)^{(d1)/2}\}e^{yx^2/4\pi ^2}`$
for box geometry and

$`(x,0)={\displaystyle \frac{1}{8\pi ^2}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑y\left[\left({\displaystyle \frac{\pi }{y}}\right)^{1/2}{\displaystyle \frac{1}{2}}K\left({\displaystyle \frac{y}{4}}\right)\right]\left({\displaystyle \frac{\pi }{y}}\right)^{(d1)/2}e^{yx^2/4\pi ^2}`$ (100)
for film geometry. We note that $`E_{surface}`$ depends on the lattice constant $`\stackrel{~}{a}`$, unlike the finite-size part $`(x,s)`$. Eqs. (95) - (100) are not applicable to $`T=T_c`$ for $`d3`$ where the functions $`U_{surface}(0)`$ and $`(0,0)`$ diverge. For $`3<d<4`$, Eqs. (95) - (100) are applicable to both $`T=T_c`$ and $`T>T_c`$ at fixed $`L/\xi 0`$. The correct exponential large-$`L`$ behavior in terms of $`\xi _1`$ at fixed $`T>T_c`$ is not yet included in Eq. (100). It can be derived from $`𝒢(L/\xi _1,L/\stackrel{~}{L})`$, Eq. (C. Free energy density) .

In order to see to what extent $`E_{surface}`$ contains universal contributions we need to distinguish the cases $`2<d<3,d=3`$ and $`3<d<4`$.

## $`\mathrm{𝟐}<𝐝<\mathrm{𝟑}`$

For $`0<r_0\stackrel{~}{a}^21`$ and $`2<d<3`$ we obtain from Eqs. (25) and (75)

$`U_{surface}(t)={\displaystyle \frac{1}{2}}T_c\xi _0^2\left[(d1)A_{surface}^+\xi ^{3d}+\mathrm{\hspace{0.33em}2}\stackrel{~}{a}^{3d}\stackrel{~}{b}_d\right]+O\left(\stackrel{~}{a}/\xi ^{d2}\right)`$ (101)
where $`\stackrel{~}{b}_d`$ and $`A_{surface}^+<0`$ are given by Eqs. (77) and (76). Eq. (101) implies a divergent surface energy density $`t^{1\alpha \nu }`$ with a universal surface amplitude $`(1d)\nu A_{surface}^+>0`$ and with the critical exponent

$`1\alpha \nu =(d3)/2<0,`$ (102)
in accordance with the singular finite-size scaling part of Eq. (26). Thus, for $`2<d<3,U_s(t,L,\stackrel{~}{L})`$ satisfies the scaling prediction of Eqs. (19) and (20) with the critical exponent $`(1\alpha )/\nu =d2`$ and with the universal scaling function for $`x>0`$

$`𝒰(x,s)`$ $`=`$ $`d\nu R_\xi ^+x^{d2}\mathrm{\hspace{0.33em}2}(d1)\nu A_{surface}^+x^{d3}+2\nu (x,s)`$ (103)
where the universal bulk amplitude $`R_\xi ^+`$ is given by Eq. (58). The function $`(x,s)`$ diverges as $`x^{d3}`$ for $`x0`$. This divergence is cancelled by the surface term which implies the finite limit

$`𝒰(0,s)`$ $`=`$ $`\underset{x0}{lim}𝒰(x,s)=_d(s)`$ (104)
where

$`_d(s)={\displaystyle \frac{1}{8\pi ^2}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑y\left\{\left({\displaystyle \frac{\pi }{y}}\right)^{d/2}{\displaystyle \frac{1}{2}}[sK(s^2y)]^{d1}\left[K\left({\displaystyle \frac{y}{4}}\right)1\right]\right\}`$ (105)
for box geometry and

$`_d(0)={\displaystyle \frac{1}{8\pi ^2}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑y\left({\displaystyle \frac{\pi }{y}}\right)^{(d1)/2}\left\{\left({\displaystyle \frac{\pi }{y}}\right)^{1/2}{\displaystyle \frac{1}{2}}\left[K\left({\displaystyle \frac{y}{4}}\right)1\right]\right\}`$ (106)
for film geometry. By a separate calculation at $`T=T_c`$ we find from Eq. (93)

$`U(0,L,\stackrel{~}{L})=U_b(0)`$ $`+`$ $`T_c\xi _0^2\left[_d(s)L^{2d}+2\stackrel{~}{b}_d\stackrel{~}{a}^{3d}L^1\right]`$ (107)
$`+`$ $`O(\stackrel{~}{a}^{2d/2}L^{d/2},e^{\stackrel{~}{L}/\stackrel{~}{a}})`$
in agreement with the scaling parts, Eqs. (105) and (106). We note that $`A_{surface}^+`$, $`_d`$ and $`\stackrel{~}{b}_d`$ diverge for $`d3`$.

## $`𝐝=\mathrm{𝟑}`$

For $`0<r_0/\stackrel{~}{a}^21`$ and for $`d=3`$ we obtain from Eqs. (24), (80) and (95) - (100)

$`U(t,L,\stackrel{~}{L})=U_b(t)+\left[2U_{surface}(t)+T_c\xi _0^2(L/\xi ,L/\stackrel{~}{L})\right]L^1+O(\stackrel{~}{a}L^4)`$ (108)
with

$`U_{surface}(t)`$ $`=`$ $`{\displaystyle \frac{1}{2}}T_c\xi _0^2\left[(8\pi )^1\mathrm{ln}(\xi /\stackrel{~}{a})+2\stackrel{~}{b}(8\pi )^1+O(\stackrel{~}{a}/\xi )\right]`$ (109)
where $`\stackrel{~}{b}`$ is given by Eq. (81). Thus, as a special property of the Gaussian model, there exists a logarithmically divergent surface energy density with an explicit dependence on the lattice spacing $`\stackrel{~}{a}`$. This could have been anticipated on general grounds because of $`1\alpha \nu =0`$ for $`d=3`$. (This is parallel to logarithmic terms for systems with periodic boundary conditions at the borderline dimension where the specific heat exponent $`\alpha `$ vanishes .) Thus, Eq. (26) is not applicable and the universal scaling prediction for the singular part $`U_s(t,L,\stackrel{~}{L})`$, Eqs. (20) - (22), must be replaced by

$`U_s(t,L,\stackrel{~}{L},\stackrel{~}{a})`$ $`=`$ $`T_c\xi _0^2L^1\stackrel{~}{𝒰}(L/\xi ,L/\stackrel{~}{L},\stackrel{~}{a}/\xi )`$ (110)
where

$`\stackrel{~}{𝒰}(L/\xi ,L/\stackrel{~}{L},\stackrel{~}{a}/\xi )`$ $`=`$ $`𝒰(L/\xi ,L/\stackrel{~}{L})+(8\pi )^1\mathrm{ln}(\xi /\stackrel{~}{a})`$ (111)
with the scaling part

$`𝒰(x,s)`$ $`=`$ $`d\nu R_\xi ^+x+(x,s)(16\pi )^1.`$ (112)
We identify the nonsingular part as

$`U_{ns}(t,L,\stackrel{~}{L})`$ $`=`$ $`U_b(t)U_{bs}(t)+T_c\xi _0^2\stackrel{~}{b}L^1+O(\stackrel{~}{a}L^4).`$ (113)
The function $`(x,s)`$ diverges logarithmically for $`x0`$. This divergence is cancelled by $`U_{surface}(t)`$ which implies that Eq. (108) has a finite limit for $`t0`$ at fixed $`L`$ and $`\stackrel{~}{L}`$

$`U(0,L,\stackrel{~}{L})=U_b(0)`$ $`+`$ $`T_c\xi _0^2\left\{(8\pi )^1L^1\mathrm{ln}(\stackrel{~}{a}/L)+\left[\overline{b}(s)+2\stackrel{~}{b}\right]L^1\right\}`$ (114)
$`+`$ $`O(\stackrel{~}{a}^{1/2}L^{3/2},e^{\stackrel{~}{L}/\stackrel{~}{a}})`$
with the universal constant

$`\overline{b}(s)`$ $`=`$ $`{\displaystyle \frac{1}{8\pi ^2}}{\displaystyle \underset{A}{\overset{\mathrm{}}{}}}𝑑y\left\{(\pi /y)^{3/2}{\displaystyle \frac{1}{2}}[sK(s^2y)]^2\left[K(y/4)1\right]\right\}`$ (115)
$`+`$ $`{\displaystyle \frac{1}{8\pi ^2}}{\displaystyle \underset{0}{\overset{A}{}}}𝑑y\left\{(\pi /y)^{3/2}{\displaystyle \frac{1}{2}}[sK(s^2y)]^2\left[K(y/4)1\right]{\displaystyle \frac{\pi }{2y}}\right\}`$
$`+`$ $`(16\pi )^1\mathrm{ln}A(16\pi )^1\left[1C_E+2\mathrm{ln}(2\pi )\right].`$
Note that $`\overline{b}(s)`$ is independent of the arbitrary constant A. We have confirmed the validity of Eqs. (114) and (115) for $`d=3`$ by calculating $`U(0,L,\stackrel{~}{L})`$ directly from Eq. (93) with $`r_0=0`$. Thus there exists a logarithmic nonscaling $`L`$ dependence of the energy density at $`T_c`$, with an explicit dependence on $`\stackrel{~}{a}`$. As noted above we conjecture, however, that the coefficients $`(8\pi )^1`$ and $`(8\pi )^1`$ in Eqs. (109) and (114) are universal, i.e., independent of the lattice structure (see also Subsect. G). In Sect. IV we shall see that the logarithms in Eqs. (109) and (114) are the origin of the logarithms appearing in the three-dimensional mean spherical model with free boundary conditions.

## $`\mathrm{𝟑}<𝐝<\mathrm{𝟒}`$

For $`0<r_0\stackrel{~}{a}^21`$ and for $`3<d<4`$ we obtain from Eqs. (25) and (87)

$`U_{surface}(t)=U_{surface}(0)T_c\xi _0^2(d1)A_{surface}^+\xi ^{3d}+O(\stackrel{~}{a}\xi ^{2d})`$ (116)
with the finite critical value

$`U_{surface}(0)=T_c\xi _0^2\stackrel{~}{a}^{3d}\stackrel{~}{B}_d>0`$ (117)
where $`A_{surface}^+>0`$ and $`\stackrel{~}{B}_d`$ are given by Eqs. (88) and (89). The singular second term $`\xi ^{3d}`$ yields a divergent slope $`t^{(d5)/2}`$ for $`t0+`$, thus $`U_{surface}(t)`$ has a nonuniversal finite cusp at $`t=0`$ for $`3<d<5`$, in contrast to the case $`d3`$. As a consequence, only the temperature dependent contributions $`\xi ^{3d}`$ and $`(L/\xi ,L/\stackrel{~}{L})`$ to the energy density

$`U(t,L,\stackrel{~}{L})`$ $`=`$ $`U_{ns}(0,L)T_c\xi _0^2(d1)A_{surface}^+\xi ^{3d}L^1`$ (118)
$`+`$ $`T_c\xi _0^2(L/\xi ,L/\stackrel{~}{L})L^{2d}+O(\stackrel{~}{a}L^{1d})`$
have a universal scaling form. The nonuniversal critical value $`U_{surface}(0)`$, Eq. (117), increases for $`d3`$. It enters the finite energy density at $`T_c`$

$`U_{ns}(0,L,\stackrel{~}{L})`$ $`=`$ $`U_b(0)+\mathrm{\hspace{0.33em}2}U_{surface}(0)/L+O(\stackrel{~}{a}L^{1d})`$ (119)
which belongs to the nonuniversal nonsingular part of $`U(t,L,\stackrel{~}{L})`$ and which has a nonscaling $`L`$ dependence $`L^1`$. This $`L`$-dependence is nonnegligible. This will have significant consequences for the mean spherical model in $`d>3`$ dimensions to be discussed in Sect. IV.

## E. Specific heat

Eqs. (29) and (93) yield the specific heat (divided by $`k_B`$)

$`C(t,L)`$ $`=`$ $`{\displaystyle \frac{T^2a_0^2}{2T_c^2}}L^1\stackrel{~}{L}^{1d}{\displaystyle \underset{𝐤,p}{}}\left(r_0+J_{𝐤,d1}+J_p\right)^2`$ (120)
$``$ $`{\displaystyle \frac{Ta_0}{T_c}}L^1\stackrel{~}{L}^{1d}{\displaystyle \underset{𝐤,p}{}}\left(r_0+J_{𝐤,d1}+J_p\right)^1.`$
From the first term of Eq. (120) we find full agreement with the finite-size scaling prediction, Eq. (30), in $`2<d<4`$ dimensions with $`2/\nu =4,\alpha /\nu =4d`$. Specifically we find, for large $`L/\stackrel{~}{a}`$ and $`\xi /\stackrel{~}{a}`$ at fixed $`L/\xi 0`$ and fixed $`\stackrel{~}{L}/L`$, the universal scaling function for $`x0`$

$`𝒞(x,s)={\displaystyle \frac{1}{64\pi ^4}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑yy\left[sK(s^2y)\right]^{d1}\left[K\left({\displaystyle \frac{y}{4}}\right)1\right]e^{yx^2/4\pi ^2}`$ (121)
for box geometry and

$`𝒞(x,0)`$ $`=`$ $`{\displaystyle \frac{1}{32\pi ^4}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑yy\left({\displaystyle \frac{\pi }{y}}\right)^{(d1)/2}e^{x^2y/4\pi ^2}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}e^{n^2y/4}`$ (122)
for film geometry. The evaluation of the second term of Eq. (120) can be taken directly from subsection D for the energy density and yields only subleading corrections to the first term of Eq. (120). For $`T>T_c`$, Eqs. (121) and (122) can be decomposed as

$`𝒞(x,s)={\displaystyle \frac{1}{4}}d(d2)R_\xi ^+x^{d4}+A_{C,surface}^+x^{d5}`$
$`{\displaystyle \frac{1}{32\pi ^4}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}dyy\{\left({\displaystyle \frac{\pi }{y}}\right)^{d/2}{\displaystyle \frac{1}{2}}[sK(s^2y)]^{d1}[K\left({\displaystyle \frac{y}{4}}\right)1]`$
$`{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{\pi }{y}}\right)^{(d1)/2}\}e^{yx^2/4\pi ^2}`$ (123)
and

$`𝒞(x,0)={\displaystyle \frac{1}{4}}d(d2)R_\xi ^+x^{d4}+A_{C,surface}^+x^{d5}`$
$`{\displaystyle \frac{1}{32\pi ^4}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑yy(\pi /y)^{(d1)/2}\left[(\pi /y)^{1/2}{\displaystyle \frac{1}{2}}K\left({\displaystyle \frac{y}{4}}\right)\right]e^{yx^2/4\pi ^2}`$ (124)
where the bulk part (first term) contains the universal bulk quantity $`R_\xi ^+`$, Eq. (51), and where the surface part (second term) has the universal surface amplitude

$`A_{C,surface}^+=\mathrm{\hspace{0.33em}2}^{d1}\pi ^{(1d)/2}\mathrm{\Gamma }\left((5d)/2\right)`$ (125)
$`={\displaystyle \frac{1}{2}}(d1)(3d)A_{surface}^+`$ (126)
with $`A_{surface}^+`$ given by Eqs. (76) or (88), in agreement with the predicted structure of the surface specific heat, Eqs. (33) and (35). Eqs. (E. Specific heat) - (126) can be easily confirmed by calculating the derivative $`U/T`$ from Eqs. (95) \- (100).

Eqs. (E. Specific heat) and (E. Specific heat) do not yet include the correct exponential part of the large-$`L`$ behavior at fixed $`T>T_c`$ which involves the exponential correlation length $`\xi _1`$  and which can be derived from Eq. (C. Free energy density).

## F. Susceptibility

The thermodynamic quantity of primary interest in the mean spherical model in Sect. IV will be the susceptibility. Important steps in the calculation of its finite-size properties can be performed already on the level of the Gaussian model. For box geometry the susceptibility is defined by

$`\chi (t,L,\stackrel{~}{L})={\displaystyle \frac{\stackrel{~}{a}^{2d}}{\stackrel{~}{L}^{d1}L}}{\displaystyle \underset{i,j}{}}<\phi _i\phi _j>.`$ (127)
Substituting the representation Eq. (46) into Eq. (127) we find

$`{\displaystyle \underset{j}{}}\phi _j={\displaystyle \frac{\stackrel{~}{a}^{1d}}{(L+\stackrel{~}{a})\sqrt{2}}}{\displaystyle \underset{p}{}}\widehat{\phi }_{\mathrm{𝟎},p}\left[1(1)^n\right]{\displaystyle \frac{\mathrm{sin}(p\stackrel{~}{a})}{1\mathrm{cos}(p\stackrel{~}{a})}},`$ (128)
$`\chi (t,L,\stackrel{~}{L})={\displaystyle \frac{\stackrel{~}{a}^2}{L(L+\stackrel{~}{a})^2}}{\displaystyle \underset{p}{}}[1(1)^n]\mathrm{cot}^2(p\stackrel{~}{a}/2)<\widehat{\phi }_{\mathrm{𝟎},p}\widehat{\phi }_{\mathrm{𝟎},p}>`$ (129)
with $`np(L+\stackrel{~}{a})/\pi =1,2,\mathrm{},L/\stackrel{~}{a}`$. From the Gaussian Hamiltonian Eq. (48) we have $`<\widehat{\phi }_{\mathrm{𝟎},p}\widehat{\phi }_{\mathrm{𝟎},p}>=(L+\stackrel{~}{a})(r_0+J_p)^1`$ which leads to

$`\chi (t,L,\stackrel{~}{L})={\displaystyle \frac{\stackrel{~}{a}^2}{L(L+\stackrel{~}{a})^2}}{\displaystyle \underset{p}{}}[1(1)^n]{\displaystyle \frac{\mathrm{cot}^2(p\stackrel{~}{a}/2)}{r_0+J_p}}.`$ (130)
We note that this expression is independent of the dimension $`d`$ and of $`\stackrel{~}{L}`$ which is a special property of the Gaussian model. In App. B we evaluate Eq. (130) for large $`L/\stackrel{~}{a}`$. For large $`\xi /\stackrel{~}{a}`$ at fixed ratio $`L/\xi 0`$ we find the scaling form

$`\chi (t,L,\stackrel{~}{L})=\chi _bf(L/\xi )=L^{\gamma /\nu }\mathrm{\Phi }(L/\xi )`$ (131)
with $`\gamma /\nu =2`$ and the universal scaling function

$`f_\chi (x)`$ $`=`$ $`{\displaystyle \frac{4}{\pi ^2}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑y(1e^{yx^2/\pi ^2})\left[K(y)K(4y)\right],`$ (132)
where $`K(z)`$ is given by Eq. (70) and

$`\mathrm{\Phi }(x)`$ $`=`$ $`J_0^1x^2f_\chi (x),`$ (133)
with $`x=L/\xi `$. The leading terms of $`f_\chi (x)`$ for large $`x`$ are

$`f_\chi (x)`$ $`=`$ $`12x^1+O(x^2).`$ (134)
For $`x0`$ we find $`lim_{x0}x^2f_\chi (x)=1/12`$, thus the leading $`L`$ dependence at $`T=T_c`$ is in accord with the scaling prediction Eq. (42), with $`A_\chi \xi _0^{\gamma /\nu }=J_0^1`$ and

$`B_\chi ={\displaystyle \frac{1}{12}},`$ (135)
independent of the shape factor $`L/\stackrel{~}{L}`$. In the limit $`L\mathrm{}`$ at fixed $`T>T_c`$, Eqs. (131) - (134) are valid only up to a nonuniversal exponential contribution $`e^{L/\xi _1}`$ in terms of $`L/\xi _1`$ rather than $`L/\xi `$ .

## G. Continuum approximation with Dirichlet boundary conditions

As a first step towards the $`\phi ^4`$ field theory with Dirichlet boundary conditions at finite cutoff $`\mathrm{\Lambda }`$ in a confined geometry we briefly consider the continuum version of the Gaussian model. The comparison with the lattice version will serve to distinguish universal from nonuniversal contributions.

The Gaussian continuum Hamiltonian for the scalar field $`\phi (𝐱)=\phi (𝐲,z)`$ reads

$`H_{field}={\displaystyle d^dx\left[\frac{r_0}{2}\phi ^2+\frac{1}{2}(\phi )^2\right]}.`$ (136)
This corresponds to the replacements $`2J1`$ and $`J_{𝐤,d1}𝐤^2,J_pp^2`$ in Eqs. (48), (49), (50), (52), (56) and (57). The wave numbers of the Fourier components of the field $`\phi (𝐱)`$ are assumed to have a finite sharp cutoff $`\mathrm{\Lambda }`$. Although there exists no real system with a sharp cutoff the sharp-cutoff procedure is of significant conceptual relevance as it may signal important physical effects in real systems with subleading long-range interactions .

As a consequence of the sharp-cutoff procedure, the bulk correlation function $`G(𝐱)=<\phi (𝐱)\phi (0)>`$ has an oscillatory power-law decay above $`T_c`$. For the anisotropic cutoff $`|q_i|\mathrm{\Lambda },i=1,\mathrm{},d`$ we find the anisotropic non-exponential large-distance behavior

$`G(𝐱)=2^d\mathrm{\Lambda }^{d2}(d+\xi ^2\mathrm{\Lambda }^2)^1{\displaystyle \underset{i=1}{\overset{d}{}}}{\displaystyle \frac{\mathrm{sin}(\mathrm{\Lambda }x_i)}{\mathrm{\Lambda }x_i}}+O(e^{|𝐱|/\xi }),`$ (137)
in contrast to the exponential decay of the lattice correlation function, Eq. (B. Bulk properties). Thus the sharp cutoff induces long-range correlations, as expected . For an isotropic sharp cutoff $`|𝐪|\mathrm{\Lambda }`$, see Ref. .

The bulk free energy density above $`T_c`$ is for $`2<d<4`$ and for $`0<d<2`$

$`f_{b,field}=R_\xi ^+\xi ^d+f_{0,field}`$ (138)
with the regular part

$`f_{0,field}=\mathrm{\Lambda }^d\left[\widehat{c}_1+r_0\mathrm{\Lambda }^2\widehat{c}_2+r_0^2\mathrm{\Lambda }^4\widehat{c}_3+\mathrm{}\right].`$ (139)
The constants $`\widehat{c}_1,\widehat{c}_2`$ and $`\widehat{c}_3`$ diverge for $`d0,d2`$ and $`d4`$, respectively, where $`f_{b,field}`$ attains a logarithmic dependence on $`r_0\mathrm{\Lambda }^2`$ .

In the following we assume a $`L\times \mathrm{}^{d1}`$ film geometry, with Dirichlet boundary conditions $`\phi (𝐲,0)=\phi (𝐲,L)=0`$ at the top and bottom surfaces. The continuum version of Eq. (53) is

$`f_{field}(t,L)={\displaystyle \frac{1}{2}}\mathrm{\Lambda }^d\mathrm{ln}\pi +{\displaystyle \frac{1}{2}}L^1{\displaystyle \underset{p}{}}{\displaystyle \underset{𝐤}{}}\mathrm{ln}\left[\left(r_0+𝐤^2+p^2\right)\mathrm{\Lambda }^2\right].`$ (140)
The sum $`_p`$ runs over wave numbers $`p=\pi n/L,n=1,2,\mathrm{}`$ in the range $`0<p<\mathrm{\Lambda }`$, and the components $`k_i`$ are restricted to $`|k_i|\mathrm{\Lambda },i=1,2,\mathrm{},d1`$. For large $`L\mathrm{\Lambda }`$ at fixed $`L/\xi 0`$ we find for $`2<d<4`$

$`f_{field}(t,L)=f_{b,field}`$ $`+`$ $`2\widehat{f}_{surface}(t)L^1+\widehat{f}_2(r_0\mathrm{\Lambda }^2)\mathrm{\Lambda }^{d2}L^2`$ (141)
$`+`$ $`𝒢(L/\xi )L^d+O(\mathrm{\Lambda }^{d4}L^4)`$
where

$`\widehat{f}_{surface}(t)={\displaystyle \frac{\mathrm{\Lambda }^{d1}}{8}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑yy^1(1e^y)S(y)^{d1}\mathrm{exp}(yr_0\mathrm{\Lambda }^2)`$ (142)
and

$`\widehat{f}_2(r_0\mathrm{\Lambda }^2)={\displaystyle \frac{\pi }{12}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑ye^yS(y)^{d1}\mathrm{exp}(yr_0\mathrm{\Lambda }^2)`$ (143)
with

$`S(y)={\displaystyle \frac{1}{2\pi }}{\displaystyle \underset{1}{\overset{1}{}}}𝑑q\mathrm{exp}(q^2y).`$ (144)
For the universal function $`𝒢(L/\xi )`$ see Eq. (71).

In order to exhibit the universal and nonuniversal contributions to $`\widehat{f}_{surface}(t)`$ we need to distinguish the cases $`2<d<3,d=3,3<d<4`$. For $`2<d<3`$ we find from Eq. (142)

$`\widehat{f}_{surface}(t)`$ $`=`$ $`\widehat{f}_{surface}(0)+A_{surface}^+\xi ^{1d}`$ (145)
$``$ $`\widehat{b}_dr_0\mathrm{\Lambda }^{d3}+O(r_0^2\mathrm{\Lambda }^{d5})`$
with the nonuniversal constant

$`\widehat{b}_d={\displaystyle \frac{1}{8}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑y\left[(1e^y)S(y)^{d1}(2\pi )^{1d}(\pi /y)^{(d1)/2}\right].`$ (146)
The universal amplitude $`A_{surface}^+<0`$ is given by Eq. (76). For $`d=3`$ we find a logarithmic nonscaling term similar to that of Eq. (80),

$`\widehat{f}_{surface}(t)=\widehat{f}_{surface}(0)(16\pi )^1\xi ^2\mathrm{ln}(\mathrm{\Lambda }\xi )\widehat{b}r_0+O(\mathrm{\Lambda }^2\xi ^4)`$ (147)
with the universal prefactor $`(16\pi )^1`$ and with the nonuniversal constant

$`\widehat{b}={\displaystyle \frac{1}{32\pi }}+{\displaystyle \frac{1}{8}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑y\left\{(1e^y)\left[S(y)^2(4\pi y)^1\right]\right\}.`$ (148)
For $`3<d<4`$ we find

$`\widehat{f}_{surface}(t)`$ $`=`$ $`\widehat{f}_{surface}(0)\widehat{B}_dr_0\mathrm{\Lambda }^{d3}`$ (149)
$`+`$ $`A_{surface}^+\xi ^{1d}+O(\mathrm{\Lambda }^2\xi ^4)`$
with the universal amplitude $`A_{surface}^+>0`$, Eq. (88), and with the nonuniversal constant

$`\widehat{B}_d={\displaystyle \frac{1}{8}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑yS(y)^{d1}(1e^y)>0.`$ (150)
As expected, $`f_{field}(t,L)`$ and $`\widehat{f}_{surface}(t)`$ contain the same universal parts as the corresponding functions of the lattice model. The nonuniversal constants $`\widehat{b}_d,\widehat{b}`$ and $`\widehat{B}_d`$, however, differ from the corresponding constants $`\stackrel{~}{b}_d,\stackrel{~}{b}`$ and $`\stackrel{~}{B}_d`$ of the lattice model. For $`d3,\widehat{b}_d`$ and $`\widehat{B}_d`$ are divergent.

As an additional effect of the sharp cutoff, there exists the nonuniversal contribution $`L^2`$ to the free energy in Eq. (141). For $`d>2`$ this term is nonnegligible compared to the universal scaling term $`L^d`$ but it has a regular dependence on $`r_0t`$ and therefore can be considered to belong to the nonsingular part $`f_{ns}(t,L)`$ of the free energy density. Nevertheless it yields a leading nonuniversal contribution $`\mathrm{\Lambda }^{d2}L^2`$ to the Casimir force at $`T_c`$, similar to that for periodic boundary conditions discussed in Ref. .

We briefly summarize the results for the energy density $`U_{field}(t,L)`$ as derived from Eqs. (141) - (150). For $`2<d<3`$, we obtain

$`U_{field}(t,L)`$ $`=`$ $`U_{b,field}(t)+T_c\xi _0^2\left[(1d)A_{surface}^+\xi ^{3d}+\mathrm{\Lambda }^{d3}\widehat{b}_d\right]L^1`$ (151)
$`+`$ $`T_c\xi _0^2(L/\xi )L^{2d}+O(\mathrm{\Lambda }^{d2}L^2).`$
The singular part is in full agreement with the finite-size scaling structure. For $`d=3`$, the energy density reads for large $`L\mathrm{\Lambda }`$ at fixed $`t>0`$

$`U_{field}(t,L)=U_{b,field}(t)`$ $`+`$ $`\left[2\widehat{U}_{surface}(t)+T_c\xi ^2(L/\xi )\right]L^1`$ (152)
$`+`$ $`O(\mathrm{\Lambda }L^2)`$
with

$`\widehat{U}_{surface}(t)={\displaystyle \frac{1}{2}}T_c\xi _0^2\left[(8\pi )^1\mathrm{ln}(\mathrm{\Lambda }\xi )+2\widehat{b}(8\pi )^1+O(\mathrm{\Lambda }^1\xi ^1)\right].`$ (153)
In the limit $`t0`$ at fixed $`L`$ we obtain

$`U_{field}(0,L)=U_{b,field}(0)`$ $`+`$ $`T_c\xi _0^2[(8\pi )^1L^1\mathrm{ln}(\mathrm{\Lambda }L)+(\overline{b}+2\widehat{b})L^1`$ (154)
$`+`$ $`O(\mathrm{\Lambda }^{1/2}L^{3/2})]`$
with the universal constant $`\overline{b}`$, Eq. (115), and the nonuniversal constant $`\widehat{b}`$, Eq. (148). The logarithmic nonscaling behavior in Eqs. (153) and (154) is parallel to that in Eqs. (109) and (114) of the lattice model in Section III D. The prefactors $`(8\pi )^1`$ in Eqs. (153) and (154) are the same as in Eqs. (109) and (114) of the lattice model and are expected to be universal.

For $`3<d<4`$, Eqs. (116) - (119) remain valid if $`\stackrel{~}{a}^{3d}\stackrel{~}{B}_d`$ is replaced by $`\mathrm{\Lambda }^{d3}\widehat{B}_d`$. Thus the surface energy density is

$`\widehat{U}_{surface}(t)=\widehat{U}_{surface}(0)T_c\xi _0^2(d1)A_{surface}^+\xi ^{3d}+O(\mathrm{\Lambda }^1\xi ^{2d})`$ (155)
with a finite critical value

$`\widehat{U}_{surface}(0)=T_c\xi _0^2\mathrm{\Lambda }^{d3}\widehat{B}_d>0.`$ (156)
The singular part $`\xi ^{3d}`$ is in agreement with finite-size scaling but is subleading compared to the regular part, as expected from the lattice model.

For completeness we note that the specific heat and the susceptibility of the Gaussian continuum model with free boundary conditions are in full agreement with finite-size scaling for $`2<d<4`$, with the same scaling functions as those in Sects. III E and F for the lattice model, as expected.

## H. Dimensional regularization

The method of dimensional regularization has been employed in all previous analytic calculations of finite-size and surface effects within the $`\phi ^4`$ theory with Dirichlet boundary conditions. This method neglects cutoff and lattice effects. This is justified provided that the leading terms are universal. This is the case, however, only for $`d<d^{}`$ where $`d^{}`$ is a certain upper borderline dimension. In the present context of the Gaussian model with Dirichlet boundary conditions there exist the following upper borderline dimensions : $`d^{}=0`$ for the bulk free energy density $`f_b`$, $`d^{}=1`$ for the surface free energy $`f_{surface}`$, $`d^{}=2`$ for the bulk energy density $`U_b`$, $`d^{}=3`$ for the surface energy density $`U_{surface}`$, $`d^{}=4`$ for the bulk specific heat $`C_b`$ and bulk susceptibility $`\chi _b`$, and $`d^{}=5`$ for the surface specific heat $`C_{surface}`$ and surface susceptibility $`\chi _{surface}`$. The method of dimensional regularization correctly accounts for the leading universal parts only for $`d<d^{}`$ (where cutoff and lattice effects are negligible corrections) and provides an analytic continuation to $`d>d^{}`$. It does not correctly describe, however, the cutoff and lattice dependent terms for $`dd^{}`$. The upper borderline dimension $`d^{}=3`$ for the Gaussian surface energy density will play an important role for the three-dimensional mean spherical model in Sect. IV.

We begin with the analytic expression for the bulk free energy density of the Gaussian model in $`d`$ dimensions within the dimensional regularization scheme

$`f_{b,dim}(t)=\mathrm{\hspace{0.33em}2}^{d1}\pi ^{d/2}\mathrm{\Gamma }(d/2)\xi ^d.`$ (157)
According to Eqs. (58) - (60), $`f_{b,dim}(t)`$ indeed agrees with the singular part $`f_{bs}(t)`$ of the bulk free energy $`f_b`$ in $`2<d<4`$ and $`0<d<2`$ dimensions. The neglected terms are just those of the regular part $`f_0`$. The latter is ultraviolet divergent for $`d0`$ dimensions according to Eqs. (61) and (139). Near $`d=2`$ the right-hand side of Eq. (157) has a pole $`(d2)^1`$ and therefore does not capture the logarithmic temperature dependence of $`f_{bs}(t)`$ in $`d=2`$ dimensions.

Next we consider the size-dependent free energy density of the Gaussian model $`f_{dim}(t,L)`$ for film geometry within the dimensional regularization scheme. We find for general $`d`$

$`f_{dim}(t,L)`$ $`=`$ $`f_{b,dim}(t)+\mathrm{\hspace{0.33em}2}A_{surface}^+\xi ^{1d}L^1+𝒢(L/\xi )L^d`$ (158)
where $`A_{surface}^+`$ and are given by Eqs. (76) and (71). An alternative representation is given in Eq. (6.3) of Ref. . Eq. (158) indeed agrees with the singular part $`f_s(t,L)`$ calculated in Sect. III for $`2<d<3`$ and for $`3<d<4`$. For $`d=3`$, however, the singular part depends explicitly on the cutoff or the lattice spacing according to Eqs. (147) or (86). This is reflected in the dimensionally regularized result Eq. (158) only as a pole term $`(d3)^1`$ arising from $`A_{surface}^+`$. Thus Eq. (158) does not correctly describe the leading singular temperature dependence $`t\mathrm{ln}t`$ of the surface free energy of the Gaussian continuum and lattice model in three dimensions according to Eqs. (86) and (147).

Finally we consider the dimensionally regularized result for the size-dependent energy density above $`T_c`$

$`U_{dim}(t,L)=U_{b,dim}(t)`$ $`+`$ $`T_c\xi _0^2[(1d)A_{surface}^+\xi ^{3d}L^1`$ (159)
$`+`$ $`(L/\xi )L^{2d}].`$
For $`TT_c`$ this yields

$`U_{dim}(0,L)`$ $`=`$ $`T_c\xi _0^2_dL^{2d}`$ (160)
as confirmed by a direct calculation at $`T=T_c`$. We see that these expressions fail at $`d=3`$ where $`A_{surface}^+`$ and $`_d`$ do not exist because of pole terms $`(d3)^1`$ as noted already by Dohm . Eq. (159) does not capture the logarithmic divergence $`\mathrm{ln}t`$ of the surface energy density for $`TT_c`$ at $`d=3`$ according to Eqs. (109) and (153), and in Eq. (160) the leading size dependence $`L^1\mathrm{ln}L`$ of $`U(0,L)`$ for $`L\mathrm{}`$ at $`d=3`$ is lacking, compare Eqs. (114) and (154).

Also for $`d>3`$, Eqs. (159) and (160) are not satisfactory since they contain only terms that are subleading compared to the finite energy density at $`T_c`$, Eq. (119). The latter term that exhibits a nonscaling $`L`$ dependence is missing in Eqs. (159) and (160).

As far as the $`\phi ^4`$ field theory is concerned, it is not clear at present whether these shortcomings are only an artifact restricted to the Gaussian approximation (corresponding to one-loop order of the $`\phi ^4`$ theory) or whether there exist further shortcomings at two-loop order. For this reason we do not consider universal finite-size scaling to be firmly established for nonperiodic boundary conditions since the earlier field-theoretic results of Refs.  are based on a perturbation approach using Gaussian propagators within the dimensional regularization scheme. On the other hand we note that the singular parts of both the specific heat and the susceptibility are correctly described for the Gaussian model in $`2<d<4`$ dimensions by means of dimensional regularization.

## IV. Mean spherical model with free boundary conditions

Again we consider $`N`$ scalar spin variables $`S_i,\mathrm{}S_i\mathrm{}`$, on the lattice points $`𝐱_i`$ of a simple-cubic lattice with a lattice spacing $`\stackrel{~}{a}`$ in a finite rectangular $`L\times \stackrel{~}{L}^{d1}`$ box of volume $`V=L\stackrel{~}{L}^{d1}=N\stackrel{~}{a}^d`$. We assume the statistical weight $`e^{\beta H}`$ with

$`H=\stackrel{~}{a}^d\left\{{\displaystyle \frac{J}{\stackrel{~}{a}^2}}{\displaystyle \underset{<ij>}{}}S_iS_j+\mu {\displaystyle \underset{i}{}}S_i^2\right\}`$ (161)
with a nearest-neighbor coupling $`J>0`$. The ”spherical field” $`\mu (T,L,\stackrel{~}{L},\stackrel{~}{a})`$ is determined as a function of $`\beta =(k_BT)^1`$ and of $`L,\stackrel{~}{L},\stackrel{~}{a}`$ through the constraint

$`\stackrel{~}{a}^{d2}{\displaystyle \underset{i}{}}<S_i^2>=N=(L/\stackrel{~}{a})(\stackrel{~}{L}/\stackrel{~}{a})^{d1}.`$ (162)
For $`\stackrel{~}{a}=1`$, Eqs. (161) and (162) yield the standard formulation of the mean spherical model . Keeping $`\stackrel{~}{a}`$ as an independent nonuniversal parameter will facilitate the distinction between nonuniversal and universal contributions.

In the following we assume the same boundary conditions as for the Gaussian model of Sect. III. Thus the spin variables $`S_j`$ can be represented as

$`S_j=\stackrel{~}{L}^{(d1)}(L+\stackrel{~}{a})^1{\displaystyle \underset{𝐤,p}{}}\widehat{S}_{𝐤,p}\mathrm{exp}(i𝐤𝐲_j)\sqrt{2}\mathrm{sin}(pz_j),`$ (163)
and the diagonalized Hamiltonian reads

$`H={\displaystyle \frac{1}{2}}\stackrel{~}{L}^{(d1)}(L+\stackrel{~}{a})^1{\displaystyle \underset{𝐤,p}{}}\left(\stackrel{~}{\mu }+J_{𝐤,d1}+J_p\right)\widehat{S}_{𝐤,p}\widehat{S}_{𝐤,p}`$ (164)
with the shifted spherical field

$`\stackrel{~}{\mu }=\mathrm{\hspace{0.33em}2}\mu 2J_0d\stackrel{~}{a}^2`$ (165)
with $`J_0=2J`$. For $`J_{𝐤,d1}`$ and $`J_p`$ see Eqs. (49) and (50). The parameter $`\stackrel{~}{\mu }(T,L,\stackrel{~}{L},\stackrel{~}{a})`$ is determined implicitly as a function of $`T`$, $`L,\stackrel{~}{L}`$ and $`\stackrel{~}{a}`$ through the constraint equation (162) which now reads

$`\stackrel{~}{a}^{d2}\stackrel{~}{L}^{1d}L^1{\displaystyle \underset{𝐤,p}{}}\left(\stackrel{~}{\mu }+J_{𝐤,d1}+J_p\right)^1=\beta .`$ (166)
The susceptibility for $`TT_{c,d}`$ is

$`\chi (T,L,\stackrel{~}{L},\stackrel{~}{a})`$ $`=`$ $`\beta {\displaystyle \frac{\stackrel{~}{a}^{2d}}{\stackrel{~}{L}^{d1}L}}{\displaystyle \underset{i,j}{}}<S_iS_j>`$ (167)
$`=`$ $`\beta {\displaystyle \frac{\stackrel{~}{a}^2}{L(L+\stackrel{~}{a})^2}}{\displaystyle \underset{p}{}}[1(1)^n]\mathrm{cot}^2(p\stackrel{~}{a}/2)<\widehat{S}_{\mathrm{𝟎},p}\widehat{S}_{\mathrm{𝟎},p}>`$ (168)
$`=`$ $`{\displaystyle \frac{\stackrel{~}{a}^2}{L(L+\stackrel{~}{a})}}{\displaystyle \underset{p}{}}[1(1)^n]{\displaystyle \frac{\mathrm{cot}^2(p\stackrel{~}{a}/2)}{\stackrel{~}{\mu }(T,L,\stackrel{~}{L},\stackrel{~}{a})+J_p}}`$ (169)
with $`np(L+\stackrel{~}{a})/\pi =1,2,\mathrm{},L/\stackrel{~}{a}`$ which is parallel to Eqs. (127) - (130) for the Gaussian model. A significant difference, however, is the dependence of $`\chi `$ on $`d`$, $`L,\stackrel{~}{L}`$ and $`\stackrel{~}{a}`$ through $`\stackrel{~}{\mu }(T,L,\stackrel{~}{L},\stackrel{~}{a})`$.

## A. Bulk properties

First we recall some of the bulk properties. The bulk susceptibility at finite wave vector $`𝐪`$ above $`T_{c,d}`$ is defined by

$`\chi _b(𝐪)=\underset{V\mathrm{}}{lim}\beta {\displaystyle \frac{\stackrel{~}{a}^{2d}}{V}}{\displaystyle \underset{i,j}{}}<S_iS_j>e^{i𝐪(𝐱_i𝐱_j)}.`$ (170)
The Gaussian structure of $`H`$, Eq. (164), implies

$`\chi _b(𝐪)^1=\stackrel{~}{\mu }_b+J_{𝐪,d}`$ (171)
where

$`\stackrel{~}{\mu }_b=\stackrel{~}{\mu }(T,\mathrm{},\mathrm{},\stackrel{~}{a})=\chi _b(\mathrm{𝟎})^1\chi _b^1`$ (172)
is determined implicitly by

$`\stackrel{~}{a}^{d2}\beta ^1{\displaystyle \underset{𝐪}{}}(\stackrel{~}{\mu }_b+J_{𝐪,d})^1=\mathrm{\hspace{0.33em}1}.`$ (173)
Eq. (173) is the bulk version of the constraint equation (166). The square of the second-moment bulk correlation length is determined by the susceptibility according to

$`\xi ^2`$ $`=`$ $`\chi _b(\mathrm{𝟎}){\displaystyle \frac{}{q^2}}\left[\chi _b(𝐪)^1\right]_{𝐪=\mathrm{𝟎}}=J_0\chi _b.`$ (174)
Setting $`\chi _b^1=\stackrel{~}{\mu }_b=0`$ yields the bulk critical temperature $`T_{c,d}`$

$`{\displaystyle \frac{1}{k_BT_{c,d}}}=\beta _{c,d}=\stackrel{~}{a}^{d2}{\displaystyle \underset{𝐪}{}}J_{𝐪,d}^1.`$ (175)
We note that $`T_{c,d}`$ is nonzero for $`d>2`$ and $`lim_{d2+}T_{c,d}=0`$. It is well known that the bulk critical behavior of the mean spherical model belongs to the universality class of the $`n`$-vector model in the large-$`n`$ limit , thus the vanishing of $`T_{c,d}`$ at $`d=2`$ is expected from the Mermin-Wagner theorem .

In order to elucidate the role played by the borderline dimension $`d=3`$ for the confined system we extend our analysis to continuous dimensions in the range $`2<d<4`$. Eqs. (173) and (175) can be combined as

$`\stackrel{~}{a}^{2d}(\beta _{c,d}\beta )=\chi _b^1{\displaystyle \underset{𝐪}{}}\left[J_{𝐪,d}(J_{𝐪,d}+\chi _b^1)\right]^1.`$ (176)
This leads to the asymptotic critical behavior above $`T_{c,d}`$ for $`2<d<4`$

$`\chi _b=A_\chi t^\gamma ,\xi =\xi _0t^\nu ,t={\displaystyle \frac{TT_{c,d}}{T_{c,d}}},`$ (177)
where

$`\gamma =2/(d2),\nu =(d2)^1,`$ (178)
and

$`\alpha =2d\nu =(d4)/(d2).`$ (179)
We note that these critical exponents can be considered as the Fisher-renormalized  Gaussian critical exponents

$`\gamma ={\displaystyle \frac{\gamma _{Gauss}}{1\alpha _{Gauss}}},\nu ={\displaystyle \frac{\nu _{Gauss}}{1\alpha _{Gauss}}},`$ (180)
and

$`\alpha ={\displaystyle \frac{\alpha _{Gauss}}{1\alpha _{Gauss}}},`$ (181)
as expected from the general theory of constrained systems , with the Gaussian exponents of Sect. III

$`\gamma _{Gauss}=\mathrm{\hspace{0.33em}1},\nu _{Gauss}=\mathrm{\hspace{0.33em}1}/2,\alpha _{Gauss}=(4d)/2.`$ (182)
The amplitudes are $`A_\chi =\xi _0^2/J_0`$ and

$`\xi _0=\stackrel{~}{a}[A_d/(\beta _{c,d}J_0\epsilon )]^{1/(d2)}`$ (183)
with $`\epsilon =4d`$ and the geometrical factor $`A_d`$, Eq. (60). The factor $`A_\chi \xi _0^{\gamma /\nu }`$ in Eqs. (2) and (42) becomes simply $`A_\chi \xi _0^{\gamma /\nu }=J_0^1`$.

For completeness we note that at the lower critical dimension $`d=2`$, the asymptotic behavior of $`\chi _b`$ and $`\xi `$ for $`TT_{c,2}=0`$ is exponential  and is derived from Eqs. (173) and (174) as

$`\xi =c\stackrel{~}{a}\mathrm{exp}(2\pi \beta J_0),`$ (184)
$`\chi _b=c^2\stackrel{~}{a}^2J_0^1\mathrm{exp}(4\pi \beta J_0)`$ (185)
with

$`c=\mathrm{\hspace{0.33em}0.03125}.`$ (186)
The validity of universal finite-size scaling to be derived in Subsection C below for $`2<d<3`$ is expected to hold also for $`d=2`$ above $`T_{c,2}=0`$ in terms of the correlation length Eq. (184).

## B. Film critical temperature

For film geometry $`(\stackrel{~}{L}\mathrm{})`$ Eqs. (166) and (169) are replaced by

$`\stackrel{~}{a}^{d2}L^1{\displaystyle \underset{p}{}}{\displaystyle \underset{𝐤}{}}\left(\stackrel{~}{\mu }+J_{𝐤,d1}+J_p\right)^1=\beta `$ (187)
and

$`\chi (T,L,\mathrm{},\stackrel{~}{a})`$ $`=`$ $`{\displaystyle \frac{\stackrel{~}{a}^2}{L(L+\stackrel{~}{a})}}{\displaystyle \underset{p}{}}[1(1)^n]{\displaystyle \frac{\mathrm{cot}^2(p\stackrel{~}{a}/2)}{\stackrel{~}{\mu }(T,L,\mathrm{},\stackrel{~}{a})+J_p}}.`$ (188)
Unlike the box geometry, the film geometry introduces a considerable complication in that for $`d>3`$ the film system of thickness $`L`$ has its own sharp critical temperature $`T_{c,d}(L)>0`$ different from the critical temperature $`T_{c,d}T_{c,d}(\mathrm{})`$ of the $`d`$-dimensional bulk system. As shown by Barber and Fisher , $`T_{c,d}(L)>T_{c,d}(\mathrm{})`$ for $`d4`$. Here we shall show that this is true also for $`3<d4`$.

The condition for criticality of the film system is $`\chi (T,L,\mathrm{},\stackrel{~}{a})^1=0`$. This condition is satisfied at a critical value $`\stackrel{~}{\mu }=\stackrel{~}{\mu }_c<0`$ where $`\stackrel{~}{\mu }_c(L)`$ is determined by the vanishing of the denominator of the lowest-mode $`(n=1)`$ term in the sum of Eq. (188),

$`\stackrel{~}{\mu }_c(L)={\displaystyle \frac{2J_0}{\stackrel{~}{a}^2}}\left(1\mathrm{cos}{\displaystyle \frac{\pi \stackrel{~}{a}}{L+\stackrel{~}{a}}}\right).`$ (189)
We note that $`\stackrel{~}{\mu }_c(L)`$ is independent of $`d`$. The leading large $`L`$ behavior is

$`\stackrel{~}{\mu }_c(L)=J_0\pi ^2(L+\stackrel{~}{a})^2+O[\stackrel{~}{a}^2(L+\stackrel{~}{a})^4].`$ (190)
According to Eq. (187), the corresponding critical value of $`\beta _{c,d}(L)=\left[k_BT_{c,d}(L)\right]^1`$ is then given by

$`\beta _{c,d}(L)`$ $`=`$ $`{\displaystyle \frac{\stackrel{~}{a}^{d2}}{L}}{\displaystyle \underset{p}{}}{\displaystyle \underset{𝐤}{}}(\stackrel{~}{\mu }_c+J_{𝐤,d1}+J_p)^1.`$ (191)
Separating the lowest-mode $`(n=1)`$ term we obtain for general $`d`$

$`\beta _{c,d}(L)={\displaystyle \frac{\stackrel{~}{a}^{d2}}{L}}{\displaystyle \underset{𝐤}{}}J_{𝐤,d1}^1+{\displaystyle \frac{\stackrel{~}{a}^{d2}}{L}}{\displaystyle \underset{n=2}{\overset{L/\stackrel{~}{a}}{}}}{\displaystyle \underset{𝐤}{}}\left(\stackrel{~}{\mu }_c+J_{𝐤,d1}+J_p^1\right).`$ (192)
The first integral in Eq. (192) is directly related to the critical temperature of a $`d1`$ dimensional bulk system \[compare Eq. (175)\] and is infrared divergent for $`d3`$, hence $`\beta _{c,d}(L)=\mathrm{}`$ or

$`T_{c,d}(L)`$ $`=`$ $`0\mathrm{for}d3`$ (193)
for any finite $`L`$, as expected from the Mermin-Wagner theorem . We see that for the film system of finite thickness the dimension $`d=3`$ plays the role of a lower critical dimension $`d_l=3`$ up to which $`T_{c,d}(L)`$ vanishes. Thus, at finite temperature and in $`2<d3`$ dimensions, there exists only one type of critical behavior for large $`L`$ near the bulk critical temperature $`T_{c,d}>0`$ for the $`d`$-dimensional film system of finite thickness.

An analysis of Eq. (191) for $`d>3`$ is presented in Appendix B. We find that $`T_{c,d}(L)`$ is enhanced above $`T_{c,d}(\mathrm{})`$ for $`d>3`$ for sufficiently large $`L\stackrel{~}{a}`$. This enhancement is most naturally expressed in terms of the dimensionless parameter

$`\mathrm{\Delta }\beta =J_0[\beta _{c,d}(\mathrm{})\beta _{c,d}(L)].`$ (194)
For large $`L\stackrel{~}{a}`$ the result is

$`\mathrm{\Delta }\beta =\mathrm{\hspace{0.33em}4}\stackrel{~}{B}_d\stackrel{~}{a}/L\stackrel{~}{C}_d(\stackrel{~}{a}/L)^{d2}+O(\stackrel{~}{a}^{d/2}L^{d/2})`$ (195)
with the nonuniversal amplitude $`\stackrel{~}{B}_d>0`$, Eq. (89), and the universal amplitude

$`\stackrel{~}{C}_d={\displaystyle \frac{1}{8\pi ^2}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑z\left\{12\left({\displaystyle \frac{\pi }{z}}\right)^{1/2}+e^{z/4}\left[K\left({\displaystyle \frac{z}{4}}\right)1\right]\right\}\left({\displaystyle \frac{\pi }{z}}\right)^{(d1)/2}`$ (196)
with $`\stackrel{~}{C}_d>0`$. Thus there are competing effects on $`T_{c,d}(L)`$ from the scaling term $`L^{2d}=L^{1/\nu }`$ and the nonscaling term $`L^1`$. The leading terms of the fractional shift are

$`{\displaystyle \frac{T_{c,d}(L)T_{c,d}(\mathrm{})}{T_{c,d}(\mathrm{})}}=a_d\stackrel{~}{a}/Lc_d(\stackrel{~}{a}/L)^{d2}+O(\stackrel{~}{a}^{d/2}L^{d/2})`$ (197)
with the positive amplitudes

$`a_d=\mathrm{\hspace{0.33em}4}\stackrel{~}{B}_d\left\{{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑y\left[e^{2y}I_0(2y)\right]^d\right\}^1,`$ (198)
$`c_d=\stackrel{~}{C}_d\left\{{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑y[e^{2y}I_0(2y)]^d\right\}^1`$ (199)
where $`I_0`$ is given by Eq. (68). The amplitude $`a_d`$ can be expressed in terms of generalized Watson functions, see Eqs. (90) and (74). For $`d=4,a_4`$ agrees with corresponding amplitude of Barber and Fisher .

We see that the positive shift of $`T_{c,d}(L)`$ for $`d>3`$ is proportional to the same amplitude $`\stackrel{~}{B}_d>0`$ that determines the finite cusp of the Gaussian surface energy density, Eq. (115). Thus the nonscaling Gaussian cusp and the nonscaling enhancement of $`T_{c,d}(L)`$ for film geometry are closely connected. In the next Subsection we shall find that the Gaussian cusp is also responsible for nonscaling finite-size effects on the susceptibility for both box and film geometry in the mean spherical model for $`d>3`$.

## C. Constraint equation and susceptibility

The crucial question is whether and for which dimension $`d`$ the susceptibility, Eq. (169), attains the universal scaling form of Eq. (36) for large $`L,\stackrel{~}{L},\xi `$ at fixed $`\stackrel{~}{a}`$. This requires to first analyze the size dependence of $`\stackrel{~}{\mu }`$ implied by Eq. (166). Up to a constant factor, the left-hand side of Eq. (166) has the same form as the right-hand side of Eq. (94) for the Gaussian energy density, thus the constraint equation (166) can be rewritten as

$`E(\stackrel{~}{\mu },L,\stackrel{~}{L},\stackrel{~}{a})`$ $`=`$ $`\beta \stackrel{~}{a}^{2d}`$ (200)
where $`E(r_0,L,\stackrel{~}{L},\stackrel{~}{a})`$ is defined by Eq. (94). It is clear that any nonscaling $`L`$ dependence of the Gaussian function $`E(\stackrel{~}{\mu },L,\stackrel{~}{L},\stackrel{~}{a})`$ will cause a nonscaling form of the $`L`$ dependence of $`\stackrel{~}{\mu }`$ which, through Eq. (169), will in turn cause a corresponding nonscaling $`L`$ dependence of the susceptibility. This mechanism explains the existence of a borderline dimension $`d=3`$ between a scaling $`(d<3)`$ and nonscaling $`(d3)`$ regime in the mean spherical model as a consequence of the size dependence of the energy density of the Gaussian model, for both box and film geometry. More specifically, we can anticipate nonscaling power laws for $`d>3`$ arising from the nonscaling size dependence of the finite cusp of $`U_{surface}E_{surface}`$ according to Eqs. (116) - (119).

It turns out that the most natural parameter is not $`\stackrel{~}{\mu }`$ but rather the shifted parameter

$`\mathrm{\Delta }\mu =J_0^1\left[\stackrel{~}{\mu }\stackrel{~}{\mu }_c(L)\right]`$ (201)
where $`\stackrel{~}{\mu }_c(L)`$ is given by Eq. (189). We note that $`\mathrm{\Delta }\mu >0`$ for box geometry for any finite $`L`$. In Appendix B we derive the following expression for the large $`L`$ behavior of the susceptibility, Eq. (169), at fixed $`\mathrm{\Delta }\mu L^2\pi ^2>0`$

$`\chi ={\displaystyle \frac{4}{J_0\pi ^2}}L^2{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑y{\displaystyle \frac{1\mathrm{exp}\left[(\mathrm{\Delta }\mu L^2\pi ^2)y/\pi ^2\right]}{\mathrm{\Delta }\mu L^2\pi ^2}}[K(y)K(4y)]`$ (202)
where $`K(z)`$ is defined by Eq. (70). Eq. (202) is valid for general $`d`$.

In Appendix D we analyze Eq. (200) for large $`L/\stackrel{~}{a}`$ at fixed shape factor $`\stackrel{~}{s}=(L+\stackrel{~}{a})/\stackrel{~}{L}>0`$ near the bulk critical temperature. For small $`t=(TT_{c,d})/T_{c,d}0`$ we find for $`2<d<4`$

$`(\mathrm{\Delta }\mu L^2)^{(d2)/2}=t(L/\xi _0)^{d2}\epsilon (2A_d)^1(L/\stackrel{~}{a})^{d3}E_{surface}(\mathrm{\Delta }\mu \stackrel{~}{a}^2)`$
$`+\mathrm{\hspace{0.33em}2}\epsilon A_d^1\stackrel{~}{}_d((\mathrm{\Delta }\mu )^{1/2}L,\stackrel{~}{s})`$ (203)
where $`E_{surface}(z)`$ is given by the Gaussian surface function, Eq. (97). The universal finite-size part reads for box geometry

$`\stackrel{~}{}_d(x,\stackrel{~}{s})={\displaystyle \frac{1}{16\pi ^2}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}dy\{\left({\displaystyle \frac{\pi }{y}}\right)^{(d1)/2}\mathrm{\hspace{0.33em}2}\left({\displaystyle \frac{\pi }{y}}\right)^{d/2}`$
$`+e^{y/4}[K\left({\displaystyle \frac{y}{4}}\right)1]\left[\stackrel{~}{s}K(\stackrel{~}{s}^2y)\right]^{d1}\}e^{yx^2/4\pi ^2}.`$ (204)
We note that the term $`K(y/4)1=2_{n=1}^{\mathrm{}}\mathrm{exp}(n^2y/4)`$ comes from the modes with the free boundary conditions ($`z`$ direction) whereas the term $`\stackrel{~}{s}K(\stackrel{~}{s}^2y)=\stackrel{~}{s}_{m=\mathrm{}}^{\mathrm{}}\mathrm{exp}(\stackrel{~}{s}^2m^2y)`$ comes from the modes with the periodic boundary conditions ($`d1`$ horizontal directions). For film geometry $`(\stackrel{~}{s}=0)`$ the latter term is reduced to $`(\pi /y)^{1/2}`$, and the universal finite-size part becomes

$`\stackrel{~}{}_d(x,0)={\displaystyle \frac{1}{16\pi ^2}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}dy\left({\displaystyle \frac{\pi }{y}}\right)^{(d1)/2}\{1\mathrm{\hspace{0.33em}2}\left({\displaystyle \frac{\pi }{y}}\right)^{1/2}`$
$`+e^{y/4}[K\left({\displaystyle \frac{y}{4}}\right)\mathrm{\hspace{0.33em}1}]\}e^{yx^2/4\pi ^2}.`$ (205)
Eqs. (C. Constraint equation and susceptibility) - (C. Constraint equation and susceptibility) determine $`\mathrm{\Delta }\mu `$ implicitly near $`T_{c,d}`$ for large $`L`$ as a function of $`t,L,\stackrel{~}{L}`$ and $`\stackrel{~}{a}`$. In the absence of the $`\stackrel{~}{a}`$ dependent term $`E_{surface}`$, Eq. (C. Constraint equation and susceptibility) would yield a universal scaling form for $`\mathrm{\Delta }\mu L^2`$. According to Eq. (202), this would then imply a universal scaling form for the susceptibility. From the analysis of the Gaussian model in Sect. III we know, however, that different scaling and nonscaling terms arise from $`E_{surface}`$ depending on whether $`2<d<3,d=3`$, or $`3<d<4`$.

## 1. Finite-size scaling in $`\mathrm{𝟐}<𝐝<\mathrm{𝟑}`$ dimensions

The asymptotic form of $`E_{surface}(\mathrm{\Delta }\mu \stackrel{~}{a}^2)`$ for small $`\mathrm{\Delta }\mu \stackrel{~}{a}^2`$ reads for $`2<d<3`$

$`E_{surface}(\mathrm{\Delta }\mu \stackrel{~}{a}^2)`$ $`=`$ $`4(d1)A_{surface}^+(\mathrm{\Delta }\mu \stackrel{~}{a}^2)^{(d3)/2}`$ (206)
$`+`$ $`8\stackrel{~}{b}_d+O\left((\mathrm{\Delta }\mu \stackrel{~}{a}^2)^{(d2)/2}\right),`$
compare Eq. (101). Substituting Eq. (206) into Eq. (C. Constraint equation and susceptibility) we see that the dependence on $`\stackrel{~}{a}`$ is cancelled. This implies, for a given shape factor $`s=L/\stackrel{~}{L},`$ that $`\mathrm{\Delta }\mu `$ has the universal scaling form

$`\mathrm{\Delta }\mu =L^2_d(L/\xi ,s)`$ (207)
where the scaling function $`_d(x,s)`$ is determined implicitly by

$`_d^{(d2)/2}=x^{d2}+2ϵA_d^1\stackrel{~}{}_d(_d^{1/2},s)+2ϵ(d1)A_d^1A_{surface}^+_d^{(d3)/2}.`$ (208)
Substituting Eq. (207) into Eq. (202) confirms the finite-size scaling prediction, Eq. (36), with the bulk susceptibility $`\chi _b=\beta J_0^1\xi ^2`$ and the universal finite-size scaling function for $`2<d<3`$

$`f_\chi (x,s)={\displaystyle \frac{4x^2}{\pi ^2}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑y{\displaystyle \frac{1\mathrm{exp}\left\{\left[M_d(x,s)\pi ^2\right]y/\pi ^2\right\}}{_d(x,s)\pi ^2}}\left[K(y)K(4y)\right].`$ (209)
At $`T=T_{c,d}`$ this yields the power law Eq. (42) with $`\gamma /\nu =2`$ and with the universal amplitude

$`B_\chi (s)={\displaystyle \frac{4}{\pi ^2}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑y{\displaystyle \frac{1\mathrm{exp}\left\{\left[M_d(0,s)\pi ^2\right]y/\pi ^2\right\}}{_d(0,s)\pi ^2}}\left[K(y)K(4y)\right].`$ (210)
The scaling results of Eqs. (209) and (210) are applicable also to film geometry $`(s=0)`$ where $`f_\chi (x,0)`$ and $`B_\chi (0)`$ are finite quantities for $`d<3`$. We note, however, that both $`B_\chi (s)`$ and $`B_\chi (0)`$ diverge for $`d3`$. Specifically, for $`d3`$ we find from Eq. (210) for box geometry at fixed $`s>0`$

$`B_\chi (s)2\pi ^3s^2(3d)^1`$ (211)
whereas for film geometry

$`B_\chi (0)2\pi ^4(3/2)^{2/(3d)}.`$ (212)
The different types of divergencies are the consequence of a mode continuum for film geometry and signal different forms of violations of finite-size scaling at $`d=3`$ for box and film geometry, as will be confirmed in Subsection C2 below.

At fixed $`t>0`$ we find from Eqs. (207) - (209) the leading large-$`L`$ behavior for both box and film geometry

$`\stackrel{~}{\mu }^{1/2}=J_0^{1/2}\xi ^1\left[1+2ϵ(d1)(d2)^1A_d^1A_{surface}^+\xi /L+O(\xi ^2/L^2)\right],`$ (213)
and

$`\chi =\chi _b\left\{1[4\epsilon (d1)(d2)^1A_d^1A_{surface}^++2]\xi /L+O(\xi ^2/L^2)\right\}`$ (214)
where $`A_{surface}^+<0`$ is given by Eq. (76). Eq. (214) yields the surface susceptibility, Eq. (38), with the scaling surface exponent

$`\gamma _s=\gamma +\nu =\mathrm{\hspace{0.33em}3}/(d2)`$ (215)
and the surface amplitude

$`A_{\chi ,surface}^+={\displaystyle \frac{1}{2}}J_0^1\xi _0^3[4\epsilon (d1)(d2)^1A_d^1A_{surface}^++2].`$ (216)
## 2. Violation of finite-size scaling in $`𝐝=\mathrm{𝟑}`$
dimensions

We recall that at $`d=3`$ there exists no sharp transition in box geometry and in film geometry of finite thickness other than the bulk transition for $`L\mathrm{}`$ at $`T_{c,3}>0`$, thus there is no compelling reason to introduce a shifted reference temperature or to introduce a physical length scale other than the $`d=3`$ bulk correlation length. At $`d=3`$ the Gaussian surface function reads \[compare Eq. (109)\]

$`E_{surface}(\mathrm{\Delta }\mu \stackrel{~}{a}^2)=(4\pi )^1\mathrm{ln}(\mathrm{\Delta }\mu \stackrel{~}{a}^2)+8\left[\stackrel{~}{b}(16\pi )^1\right]+O(\mathrm{\Delta }\mu ^{1/2}\stackrel{~}{a}).`$ (217)
Substituting Eq. (217) into Eq. (C. Constraint equation and susceptibility) yields

$`\mathrm{\Delta }\mu ^{1/2}L`$ $`=`$ $`tL/\xi _0+\mathrm{ln}(\mathrm{\Delta }\mu ^{1/2}\stackrel{~}{a})+1/28\pi \stackrel{~}{b}`$ (218)
$`+`$ $`8\pi \stackrel{~}{}_3(\mathrm{\Delta }\mu ^{1/2}L,s)+O(\mathrm{\Delta }\mu ^{1/2}\stackrel{~}{a})`$
with $`\stackrel{~}{}_3(x,s)`$ given by Eq. (C. Constraint equation and susceptibility). Here we have replaced $`\stackrel{~}{s}`$ by $`s=L/\stackrel{~}{L}`$ for large $`L/\stackrel{~}{a}1`$. Substituting Eq. (218) into Eq. (202) yields the susceptibility. As a consequence of the logarithmic term of $`E_{surface}`$ in Eq. (217) we now have a logarithmic dependence on $`\stackrel{~}{a}`$ in Eq. (218) that cannot be neglected. One expects that this causes only a logarithmic deviation from finite-size scaling. This will be confirmed for box geometry but not for film geometry where we shall find a power-law violation of finite-size scaling. The origin for this unexpected geometry effect at $`d=3`$ comes from the different small $`x`$ behavior of the finite-size part $`\stackrel{~}{}_3(x,s)`$ for $`s>0`$ and for $`s=0`$.

2.1. Box geometry

For fixed $`s>0`$ we find from Eq. (C. Constraint equation and susceptibility) the small $`x`$ behavior

$`\stackrel{~}{}_3(x,s)={\displaystyle \frac{1}{2}}s^2x^2{\displaystyle \frac{1}{8\pi }}\mathrm{ln}x+O(1).`$ (219)
Here the first term $`x^2`$ is the contribution due to the $`𝐤=\mathrm{𝟎},p=\pi /(L+\stackrel{~}{a})`$ mode which is the lowest mode of the discrete mode spectrum for box geometry. Eqs. (218) and (219) yield the leading $`L`$ dependence at $`T=T_{c,3}`$

$`\mathrm{\Delta }\mu =\mathrm{\hspace{0.33em}4}\pi s^2L^2\left[\mathrm{ln}(L/\stackrel{~}{a})\right]^1\left[1+O\left({\displaystyle \frac{1}{\mathrm{ln}(L/\stackrel{~}{a})}}\right)\right].`$ (220)
Substituting Eq. (220) into Eq. (202) leads to the susceptibility at $`T=T_{c,3}`$

$`\chi =\mathrm{\hspace{0.33em}2}\pi ^3J_0^1s^2L^2\mathrm{ln}(L/\stackrel{~}{a})+O(L^2).`$ (221)
At fixed $`t>0`$ we find from Eq. (218) the leading large-$`L`$ behavior

$`\stackrel{~}{\mu }^{1/2}=J_0^{1/2}\xi ^1\left\{1\left[\mathrm{ln}(\xi /\stackrel{~}{a})+8\pi \stackrel{~}{b}2\right]\xi /L+O([\mathrm{ln}(\xi /\stackrel{~}{a})]^2\xi ^2/L^2)\right\}.`$ (222)
For the susceptibility, Eq. (202), this implies

$`\chi =\chi _b\left\{1+\left[2\mathrm{ln}(\xi /\stackrel{~}{a})+16\pi \stackrel{~}{b}6\right]\xi /L+O([\mathrm{ln}(\xi /\stackrel{~}{a})]^2\xi ^2/L^2)\right\}`$ (223)
which corresponds to the surface susceptibility at $`d=3`$

$`\chi _{surface}(t)={\displaystyle \frac{1}{2}}J_0^1\xi ^3\left[2\mathrm{ln}(\xi /\stackrel{~}{a})+16\pi \stackrel{~}{b}6\right].`$ (224)
The logarithms in Eqs. (221) - (224) constitute logarithmic deviations from universal finite-size scaling, with an explicit dependence on the nonuniversal lattice constant $`\stackrel{~}{a}`$. Thus there exists no universal scaling form for box geometry at $`d=3`$ in the sense of Eq. (36). This is the consequence of the upper borderline dimension $`d^{}=3`$ for the surface energy density of the Gaussian model.

2.2. Film geometry

A separate analysis is necessary for film geometry in $`d=3`$ dimensions since Eqs. (220) and (221) do not have finite limits for $`s0`$. The susceptibility is again given by Eq. (202) where now $`\mathrm{\Delta }\mu L^2`$ is determined implicitly by

$`\mathrm{\Delta }\mu ^{1/2}L=tL/\xi _0+\mathrm{ln}(\mathrm{\Delta }\mu ^{1/2}\stackrel{~}{a})+1/28\pi \stackrel{~}{b}+8\pi \stackrel{~}{}_3(\mathrm{\Delta }\mu ^{1/2}L,0)`$ (225)
with

$`\stackrel{~}{}(x,0)={\displaystyle \frac{1}{16\pi }}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑yy^1\left\{12\left({\displaystyle \frac{\pi }{y}}\right)^{1/2}+e^{y/4}\left[K\left({\displaystyle \frac{y}{4}}\right)1\right]\right\}e^{yx^2/4\pi ^2}.`$ (226)
We find from Eq. (226) the small $`x`$ behavior

$`\stackrel{~}{}_3(x,0)={\displaystyle \frac{3}{8\pi }}\mathrm{ln}x+\stackrel{~}{E}_3+O(x^2\mathrm{ln}x)`$ (227)
where

$`\stackrel{~}{E}_3`$ $`=`$ $`{\displaystyle \frac{3}{16\pi }}\left[C_E+\mathrm{ln}\left({\displaystyle \frac{A}{4\pi ^2}}\right)\right]`$ (228)
$`+`$ $`{\displaystyle \frac{1}{16\pi }}{\displaystyle \underset{0}{\overset{A}{}}}𝑑yy^1\left\{12\left({\displaystyle \frac{\pi }{y}}\right)^{1/2}+e^{y/4}\left[K\left({\displaystyle \frac{y}{4}}\right)1\right]\right\}`$
$`+`$ $`{\displaystyle \frac{1}{8\pi }}{\displaystyle \underset{A}{\overset{\mathrm{}}{}}}𝑑yy^1\left\{\left({\displaystyle \frac{\pi }{y}}\right)^{1/2}+{\displaystyle \underset{n=2}{\overset{\mathrm{}}{}}}e^{(n^21)y/4}\right\}`$
is independent of the arbitrary constant $`A>0`$. The absence of a term $`x^2`$ in Eq. (227) is a consequence of the fact that for film geometry there exists a mode continuum, without a discrete lowest mode. At the bulk critical temperature $`T=T_{c,3}`$ Eqs. (225) and (227) yield the constraint equation in the form

$`\mathrm{\Delta }\mu ^{1/2}L=`$ $`\mathrm{ln}(\mathrm{\Delta }\mu ^{1/2}\stackrel{~}{a})+1/2+8\pi (\stackrel{~}{E}_3\stackrel{~}{b})`$ (229)
$`3\mathrm{ln}(\mathrm{\Delta }\mu ^{1/2}L)+O[\mathrm{\Delta }\mu L^2\mathrm{ln}(\mathrm{\Delta }\mu L^2)].`$
We recall that the first logarithmic term in Eq. (229) is the signature of the (upper) borderline dimension $`d^{}=3`$ at which the critical exponent $`1\alpha \nu `$ of the Gaussian surface energy density vanishes whereas the second logarithmic term in Eq. (229) is the signature of the (lower) borderline dimension $`d_l=3`$ at which the film critical temperature $`T_{c,3}(L)`$ vanishes, in accord with the Mermin - Wagner theorem . Both logarithmic terms can be combined as

$`\mathrm{ln}(\mathrm{\Delta }\mu ^{1/2}\stackrel{~}{a})3\mathrm{ln}(\mathrm{\Delta }\mu ^{1/2}L)=\mathrm{ln}(\stackrel{~}{a}/L)\mathrm{ln}(\mathrm{\Delta }\mu L^2)`$ (230)
and, after substituting into Eq. (229), yield the solution with a power-law (rather than logarithmic) $`L`$ dependence

$`\mathrm{\Delta }\mu =\stackrel{~}{A}_\mu \stackrel{~}{a}L^3[1+O(\stackrel{~}{a}^{1/2}L^{1/2})]`$ (231)
with the nonuniversal amplitude

$`\stackrel{~}{A}_\mu =\mathrm{exp}\left\{1/2+8\pi (\stackrel{~}{E}_3\stackrel{~}{b})\right\}.`$ (232)
Thus $`\mathrm{\Delta }\mu `$ has a nonscaling size dependence at $`T=T_{c,3}`$. Substituting Eq. (231) into Eq. (202) leads to the susceptibility at $`T_{c,3}`$

$`\chi =(J_0\stackrel{~}{A}_\mu \stackrel{~}{a})^1L^3\left[1+O(\stackrel{~}{a}^{1/2}L^{1/2})\right]`$ (233)
which constitutes a strong power-law violation of the scaling prediction $`\chi L^2`$, Eq. (42), in contrast to the logarithmic deviation in Eq. (221) for box geometry. The same violation persists in the critical region $`\xi L1`$. The unexpected difference between Eqs. (233) and (221) results from the difference between the discrete mode spectrum for box geometry and the mode continuum for film geometry at the lower borderline dimension $`d_l=3`$ above which the film critical temperature becomes finite. We emphasize that the existence of this borderline dimension $`d_l=3`$ which causes the second logarithmic term in the constraint equation (225) is not restricted to the spherical model. It remains to be seen whether similar geometry-dependent effects exist at $`d=3`$ also in other models of $`O(n)`$ symmetric systems with $`n2`$ and with free (or Dirichlet) boundary conditions.

At fixed $`T>T_{c,3}`$ for film geometry, we find the same leading large-$`L`$ behavior as already given in Eqs. (222) - (224) for box geometry, with a logarithmic (rather than power-law) violation of finite-size scaling. In summary, it is not possible to write $`\chi `$ in a universal finite-size scaling form, in the sense of Eqs. (1) and (2), in the region $`TT_{c,3}`$ for film geometry at $`d=3`$.

2.3. Comparison with Barber and Fisher

The susceptibility of the mean spherical model in film geometry with free boundary conditions was calculated by Barber and Fisher  by a different mathematical technique. For $`d=3`$ they introduced a ”quasicritical temperature shift” and found that, for large $`nL/\stackrel{~}{a}`$, there exists a scaling representation in terms of a scaled temperature variable $`n\mathrm{\Delta }\dot{K}`$

$`\chi _{BF}={\displaystyle \frac{n^2}{2J}}X(n\mathrm{\Delta }\dot{K})`$ (234)
with a shifted inverse temperature deviation from the $`d=3`$ bulk critical temperature $`T_{c,3}`$

$`\mathrm{\Delta }\dot{K}`$ $`=`$ $`{\displaystyle \frac{J}{k_BT_{c,3}}}{\displaystyle \frac{J}{k_BT}}{\displaystyle \frac{1}{8\pi n}}\mathrm{ln}n+\stackrel{~}{C}_{BF}/n,`$ (235)
$`\stackrel{~}{C}_{BF}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[W_3(0){\displaystyle \frac{1}{2}}W_2(4){\displaystyle \frac{7\mathrm{ln}2}{16\pi }}\right].`$ (236)
The scaling function was represented parametrically via

$`X(z)`$ $`=`$ $`y^2\left[1(2/y)\mathrm{tanh}(y/2)\right],`$ (237)
$`8\pi z`$ $`=`$ $`\mathrm{ln}[(\mathrm{sinh}y)/y]`$ (238)
and was plotted for $`z>0`$ in Fig. 4 of Ref. . For finite $`L/\stackrel{~}{a}1`$ and at $`\mathrm{\Delta }\dot{K}=0`$, Eq. (235) defines a ”quasicritical”  temperature $`\stackrel{~}{T}(L)>T_{c,3}`$ where

$`{\displaystyle \frac{J}{k_B\stackrel{~}{T}(L)}}={\displaystyle \frac{J}{k_BT_{c,3}}}{\displaystyle \frac{\stackrel{~}{a}}{8\pi L}}\mathrm{ln}\left({\displaystyle \frac{L}{\stackrel{~}{a}}}\right)+\stackrel{~}{C}_{BF}\stackrel{~}{a}/L.`$ (239)
We note that all thermodynamic quantities are smooth functions of $`T`$ near $`\stackrel{~}{T}(L)`$ and that there exists no physical criterion for defining $`\stackrel{~}{T}(L)`$. The analysis of the susceptibility in terms of $`\mathrm{\Delta }\dot{K}`$ in Ref.  was restricted to $`\mathrm{\Delta }\dot{K}0`$ and did not include the region $`T_{c,3}T<\stackrel{~}{T}(L)`$, $`\xi /L1`$ which is of principal interest for testing the scaling predictions of Eqs. (1) and (2).

Our dimensionless susceptibility $`\chi /\stackrel{~}{a}^2`$ corresponds to $`\chi _{BF}`$. Our explicit result for $`\chi /\stackrel{~}{a}^2`$, however, is at variance with that of Barber and Fisher since Eqs. (202), (225) and (226) cannot be reduced to the simple form of Eqs. (234) - (238). Our result differs from that of Ref.  both in the region $`T_{c,3}T<\stackrel{~}{T}(L)`$ and in the region $`T\stackrel{~}{T}(L)`$. A unique analytic comparison between $`\chi /\stackrel{~}{a}^2`$ and $`\chi _{BF}`$ can be made in the region $`L/\xi 1`$ at fixed $`T`$ above $`\stackrel{~}{T}(L)`$. Substituting into $`\chi _{BF}`$ the large-$`z`$ representation according to Eq. (9.17) of Ref.

$`X(z)=(8\pi z)^2\mathrm{\hspace{0.33em}2}(8\pi z)^3\mathrm{ln}(16\pi ez)+O(z^4\mathrm{ln}z)`$ (240)
and rewriting the resulting expression in terms of the bulk susceptibility $`\chi _{BF}^{bulk}`$ and the asymptotic bulk correlation length \[compare our Eqs. (177), (183)\]

$`\xi `$ $`=`$ $`{\displaystyle \frac{\stackrel{~}{a}}{8\pi }}{\displaystyle \frac{k_BT_{c,3}}{J}}t^1,`$ (241)
we find

$`\chi _{BF}`$ $`=`$ $`\chi _{BF}^{bulk}\left\{1+\left[2\mathrm{ln}\left({\displaystyle \frac{\xi }{\stackrel{~}{a}}}\right)+C_{BF}\right]{\displaystyle \frac{\xi }{L}}+O\left({\displaystyle \frac{\xi ^2}{L^2}}\right)\right\}`$ (242)
with

$`C_{BF}`$ $`=`$ $`\mathrm{\hspace{0.33em}2}+{\displaystyle \frac{3}{2}}\mathrm{ln}2+\mathrm{\hspace{0.33em}16}\pi \left[{\displaystyle \frac{1}{4}}W_2(4){\displaystyle \frac{1}{2}}W_3(0)\right].`$ (243)
While the leading logarithmic term $`[\mathrm{ln}(\xi /\stackrel{~}{a})]\xi /L`$ of Eq. (242) agrees with ours in Eq. (223), the leading correction term $`\xi /L`$ differs from ours. We note that our constant $`\stackrel{~}{b}`$, Eq. (82), does contain the last two terms of $`C_{BF}`$ but the additional integral expressions in Eq. (82) are missing in $`C_{BF}`$, Eq. (243). Our integral expressions come from the finite part of $`W_{d1}(0)`$ for $`d3`$, after subtracting the pole term $`(d3)^1`$, see Eq. (91). We believe that our result for $`\stackrel{~}{b}`$ is correct since it has been obtained both by a calculation directly at $`d=3`$ and by a calculation at $`d3`$, taking the limits $`d3+`$ and $`d3`$. A further analytic comparison between our $`\chi /\stackrel{~}{a}^2`$ and $`\chi _{BF}`$ can be made directly at $`T=\stackrel{~}{T}(L)`$ where $`\chi _{BF}`$ is simply given by $`\chi _{BF}=(n^2/2J)X(0)`$ with $`X(0)=1/12`$ according to Eq. (9.18) of Ref. . Our result at $`T=\stackrel{~}{T}(L)`$ depends on $`\stackrel{~}{b}`$ and differs from the simple result for $`\chi _{BF}`$. Thus we doubt the correctness of the previous result  for $`\chi _{BF}`$ for free boundary conditions at $`d=3`$.

## 3. Violation of finite-size scaling in $`\mathrm{𝟑}<𝐝<\mathrm{𝟒}`$
dimensions

From Eqs. (96), (116) and (117) we have the Gaussian surface function for $`d>3`$

$`E_{surface}(\mathrm{\Delta }\mu \stackrel{~}{a}^2)`$ $`=`$ $`8\stackrel{~}{a}^{3d}\stackrel{~}{B}_d\mathrm{\hspace{0.33em}4}(d1)A_{surface}^+(\mathrm{\Delta }\mu \stackrel{~}{a}^2)^{(d3)/2}`$ (244)
$`+`$ $`O\left((\mathrm{\Delta }\mu \stackrel{~}{a}^2)^{(d2)/2}\right),`$
where $`A_{surface}^+>0`$ and $`\stackrel{~}{B}_d`$ are given by Eqs. (88) and (89). Substituting Eq. (244) into Eq. (C. Constraint equation and susceptibility) yields

$`(\mathrm{\Delta }\mu L^2)^{(d2)/2}=t(L/\xi _0)^{d2}+2\epsilon (d1)A_d^1A_{surface}^+(\mathrm{\Delta }\mu L^2)^{(d3)/2}`$
$`4\epsilon A_d^1\stackrel{~}{B}_d(L/\stackrel{~}{a})^{d3}+2\epsilon A_d^1\stackrel{~}{}_d(\mathrm{\Delta }\mu ^{1/2}L,s).`$ (245)
We see that the finite value of $`E_{surface}(0)\stackrel{~}{B}_d>0`$ causes a nonnegligible term $`(L/\stackrel{~}{a})^{d3}`$ in Eq. (3. Violation of finite-size scaling in $`\mathrm{𝟑}<𝐝<\mathrm{𝟒}`$ dimensions) that depends on the lattice spacing $`\stackrel{~}{a}`$. This will imply power-law violations of finite-size scaling for box geometry.

At fixed $`s=L/\stackrel{~}{L}>0`$, Eq. (3. Violation of finite-size scaling in $`\mathrm{𝟑}<𝐝<\mathrm{𝟒}`$ dimensions) yields the $`L`$ dependence at $`T=T_{c,d}`$ for $`3<d<4`$

$`\mathrm{\Delta }\mu ={\displaystyle \frac{1}{2}}\stackrel{~}{a}^{d3}\stackrel{~}{B}_d^1s^{d1}L^{1d}\left[1+O\left(\stackrel{~}{a}^{d3}L^{3d}\right)\right].`$ (246)
For the susceptibility at $`T=T_{c,d}`$ this implies

$`\chi =\mathrm{\hspace{0.33em}4}J_0^1\stackrel{~}{a}^{3d}\stackrel{~}{B}_ds^{1d}L^{d1}\left[1+O\left(\stackrel{~}{a}^{d3}L^{3d}\right)\right],`$ (247)
in contrast to the scaling prediction $`\chi L^2`$, Eq. (42).

At fixed $`T>T_{c,d}`$ we find from Eq. (3. Violation of finite-size scaling in $`\mathrm{𝟑}<𝐝<\mathrm{𝟒}`$ dimensions) the leading large-$`L`$ behavior

$`\stackrel{~}{\mu }^{1/2}=J_0^{1/2}\xi ^1\left[1\stackrel{~}{m}_d(\xi /\stackrel{~}{a})\xi /L+O((\xi /\stackrel{~}{a})^{d3}\xi ^2/L^2)\right]`$ (248)
with the nonuniversal function for $`3<d<4`$

$`\stackrel{~}{m}_d(\xi /\stackrel{~}{a})=\mathrm{\hspace{0.33em}2}\epsilon (d2)^1A_d^1\left[2\stackrel{~}{B}_d(\xi /\stackrel{~}{a})^{d3}(d1)A_{surface}^+\right].`$ (249)
Substituting Eqs. (248) and (249) into Eq. (202) yields the susceptibility

$`\chi =\chi _b\left\{1+\left[2\stackrel{~}{m}_d(\xi /\stackrel{~}{a})2\right]\xi /L+O((\xi /\stackrel{~}{a})^{d3}\xi ^2/L^2)\right\}.`$ (250)
The corresponding surface susceptibility is for $`\xi \stackrel{~}{a}`$ and for $`3<d<4`$

$`\chi _{surface}={\displaystyle \frac{1}{2}}J_0^1\left[2\stackrel{~}{m}_d(\xi /\stackrel{~}{a})2\right]\xi ^3\xi ^dt^{d/(d2)}.`$ (251)
This is in contrast to the scaling prediction $`\chi _{surface}\chi _b\xi t^{3/(d2)}`$, Eqs. (37) and (38).

We see that the amplitudes of the leading nonscaling terms are proportional to $`\stackrel{~}{B}_d`$, both for the size dependence at $`T_{c,d}`$ , Eq. (247), and for the temperature dependence above $`T_{c,d}`$ , Eqs. (250) and (251). Thus it is the cusp of the Gaussian surface energy density that is the origin of the nonscaling effects in the mean spherical model for $`3<d<4`$ rather than an enhanced transition temperature which does not exist for box geometry.

For film geometry in $`3<d<4`$ dimensions a new analysis of our solution would be necessary since there exists a sharp critical temperature $`T_{c,d}(L)>T_{c,d}(\mathrm{})`$. Here we only note that the leading size dependence at fixed $`T>T_{c,d}(L)`$ for film geometry is the same as given in Eqs. (248) - (251) for box geometry. It is expected that a full description of the crossover from the $`L`$-dependent film critical behavior near $`T_{c,d}(L)`$ to the $`d`$ dimensional bulk critical behavior near $`T_{c,d}(\mathrm{})`$ would involve two different correlation lengths. Our solution for $`\chi `$ does provide the basis for such an analysis of a dimensional crossover which, however, is beyond the scope of our present paper.

Acknowledgment
Support by NASA under contract number 1226553 and by DLR under contract number 50WM9911 is acknowledged. One of the authors (V.D.) is grateful to Max-Planck-Gesellschaft for supporting his visit at the Institute of Theoretical Physics of the Chinese Academy of Sciences at Beijing where part of this work was completed. Hospitality at the Chinese Academy of Sciences is also gratefully acknowledged.

## Appendix A. Gaussian free energy density

In this Appendix we derive the asymptotic form, Eq. (66), for the free energy density of the Gaussian lattice model for box geometry. We start from Eq. (52). Using the representation

$`\mathrm{ln}z={\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑yy^1(e^ye^{zy})`$ (A1)
we rewrite the $`L`$ dependent part

$`\mathrm{\Delta }f(t,L,\stackrel{~}{L},\stackrel{~}{a})f(t,L,\stackrel{~}{L},\stackrel{~}{a})f_b(t)+{\displaystyle \frac{1}{2}}\stackrel{~}{a}^d(\stackrel{~}{L}/\stackrel{~}{a})^{1d}\mathrm{ln}2`$ (A2)
of the free energy density in the form

$`\mathrm{\Delta }f(t,L,\stackrel{~}{L},\stackrel{~}{a})={\displaystyle \frac{1}{2}}\stackrel{~}{a}^d{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑yy^1e^{\stackrel{~}{r}_0y}\mathrm{\Phi }(L/\stackrel{~}{a},\stackrel{~}{L}/\stackrel{~}{a},y)`$ (A3)
with $`\stackrel{~}{r}_0r_0\stackrel{~}{a}^2/(2J)`$ and

$`\mathrm{\Phi }(L/\stackrel{~}{a},\stackrel{~}{L}/\stackrel{~}{a},y)=\left[S(\mathrm{},y)\right]^d\left[S(\stackrel{~}{L}/\stackrel{~}{a},y)\right]^{d1}S_D(\stackrel{~}{L}/\stackrel{~}{a},y)`$ (A4)
where

$`S(\stackrel{~}{L}/\stackrel{~}{a},y)=(\stackrel{~}{a}/\stackrel{~}{L}){\displaystyle \underset{k}{}}\mathrm{exp}\left[2y(1\mathrm{cos}k)\right],`$ (A5)
$`S(\mathrm{},y)=(2\pi )^1{\displaystyle \underset{\pi }{\overset{\pi }{}}}𝑑x\mathrm{exp}\left[2y(1\mathrm{cos}x)\right],`$ (A6)
$`S_D(L/\stackrel{~}{a},y)=(\stackrel{~}{a}/L){\displaystyle \underset{p}{}}\mathrm{exp}\left[2y(1\mathrm{cos}p)\right].`$ (A7)
The sums $`_k`$ and $`_p`$ run over dimensionless wave numbers in the range $`\pi k=2\pi \stackrel{~}{a}m/\stackrel{~}{L}<\pi `$ and $`0<p=\pi \stackrel{~}{a}n/(L+\stackrel{~}{a})<\pi `$ with integers $`m=0,\pm 1,\pm 2,\mathrm{}`$ and $`n=1,2,\mathrm{},L/\stackrel{~}{a}`$, as is appropriate for periodic and Dirichlet boundary conditions, respectively. In determining the large $`L/\stackrel{~}{a}`$ and large $`\stackrel{~}{L}/\stackrel{~}{a}`$ behavior of $`\mathrm{\Delta }f`$ at fixed finite ratio $`L/\stackrel{~}{L}`$ it is important to distinguish the regimes $`0yy_0`$ and $`yy_0`$ with

$`y_0={\displaystyle \frac{L+\stackrel{~}{a}}{\stackrel{~}{a}}}`$ (A8)
in the integral representation (A3). Accordingly we split

$`\mathrm{\Delta }f={\displaystyle \frac{1}{2}}\stackrel{~}{a}^d\left(\mathrm{\Delta }f_1+\mathrm{\Delta }f_2\right)`$ (A9)
where

$`\mathrm{\Delta }f_1={\displaystyle \underset{0}{\overset{y_0}{}}}𝑑yy^1e^{\stackrel{~}{r}_0y}\mathrm{\Phi }(L/\stackrel{~}{a},\stackrel{~}{L}/\stackrel{~}{a},y),`$ (A10)
$`\mathrm{\Delta }f_2={\displaystyle \underset{y_0}{\overset{\mathrm{}}{}}}𝑑yy^1e^{\stackrel{~}{r}_0y}\mathrm{\Phi }(L/\stackrel{~}{a},\stackrel{~}{L}/\stackrel{~}{a},y).`$ (A11)
First we derive the leading $`L/\stackrel{~}{a}`$ and $`\stackrel{~}{L}/\stackrel{~}{a}`$ dependence of $`\mathrm{\Delta }f_1`$. Since $`\mathrm{cos}k`$ is a periodic function the sum $`S(\stackrel{~}{L}/\stackrel{~}{a},y)`$ satisfies the Poisson identity

$`S(\stackrel{~}{L}/\stackrel{~}{a},y)={\displaystyle \underset{N=\mathrm{}}{\overset{\mathrm{}}{}}}(2\pi )^1{\displaystyle \underset{\pi }{\overset{\pi }{}}}𝑑ke^{ikN\stackrel{~}{L}/\stackrel{~}{a}}\mathrm{exp}[2y(1\mathrm{cos}k)]`$ (A12)
$`=S(\mathrm{},y)+2e^{2y}{\displaystyle \underset{N=1}{\overset{\mathrm{}}{}}}F(N\stackrel{~}{L}/\stackrel{~}{a},y)`$ (A13)
with

$`F(M,y)=(2\pi )^1{\displaystyle \underset{\pi }{\overset{\pi }{}}}𝑑ke^{ikM}\mathrm{exp}(2y\mathrm{cos}k)=I_M(2y)`$ (A14)
$`S(\mathrm{},y)=e^{2y}I_0(2y),`$ (A15)
where

$`I_M(z)={\displaystyle \frac{1}{\pi }}{\displaystyle \underset{0}{\overset{\pi }{}}}𝑑\theta e^{z\mathrm{cos}\theta }\mathrm{cos}(M\theta )`$ (A16)
are the Bessel functions of integer order $`M`$ (see, e.g., 9.6.19 of Ref. , see also Eqs. (3.6) - (3.10) of Ref. ). For $`y<y_0`$ at fixed $`L/\stackrel{~}{L}`$, the large $`\stackrel{~}{L}/\stackrel{~}{a}`$ behavior of $`F(N\stackrel{~}{L}/\stackrel{~}{a},y)`$ for $`N1`$ is $`F(N\stackrel{~}{L}/\stackrel{~}{a},y)O(e^{\stackrel{~}{L}/\stackrel{~}{a}})`$, thus

$`S(\stackrel{~}{L}/\stackrel{~}{a},y)=S(\mathrm{},y)+O(e^{\stackrel{~}{L}/\stackrel{~}{a}}).`$ (A17)
In order to determine the leading $`Ł/\stackrel{~}{a}`$ dependence of the sum $`S_D(L/\stackrel{~}{a},y)`$ for $`y<y_0`$ we first derive a representation of the one-dimensional integral

$`I(a,b)={\displaystyle \underset{a}{\overset{b}{}}}f(x)𝑑x`$ (A18)
in terms of summations. The derivation is similar to that in Eqs. (A.21) - (A.30) of Ref. . We assume the arbitrary real function $`f(x)`$ of the real variable $`x`$ to be well behaved in the interval $`axb`$, in particular we assume that $`f(x)`$ has a convergent Taylor expansion around any $`x`$ in this interval. We split the interval $`axb`$ into $`N`$ subintervals of length $`\mathrm{\Delta }x=(ba)/N>0`$ between the points $`x_i=a+i\mathrm{\Delta }x`$, $`i=0,1,\mathrm{},N`$, with $`x_0=a,x_N=b`$. The integral $`I`$ can be represented as

$`I(a,b)={\displaystyle \underset{i=0}{\overset{N1}{}}}{\displaystyle \underset{x_i}{\overset{x_{i+1}}{}}}f(x)𝑑x.`$ (A19)
For each interval we expand $`f(x)`$ into a Taylor series around $`x_{i+1}`$ (rather than around $`x_i`$ as in Ref. )

$`{\displaystyle \underset{x_i}{\overset{x_{i+1}}{}}}f(x)𝑑x`$ $`=`$ $`{\displaystyle \underset{x_i}{\overset{x_{i+1}}{}}}\left[f(x_{i+1})+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{n!}}f^{(n)}(x_{i+1})(xx_{i+1})^n\right]𝑑x`$ (A20)
$`=`$ $`f(x_{i+1})\mathrm{\Delta }x+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^n}{(n+1)!}}f^{(n)}(x_{i+1})(\mathrm{\Delta }x)^{n+1}`$ (A21)
where $`f^{(n)}(x)d^nf(x)/dx^n`$. Thus we obtain

$`{\displaystyle \underset{a}{\overset{b}{}}}f(x)𝑑x={\displaystyle \underset{i=0}{\overset{N1}{}}}f(x_{i+1})\mathrm{\Delta }x+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^n(\mathrm{\Delta }x)^n}{(n+1)!}}K_N^{(n)}(a,b)`$ (A22)
where

$`K_N^{(n)}(a,b)={\displaystyle \underset{i=0}{\overset{N1}{}}}f^{(n)}(x_{i+1})\mathrm{\Delta }x.`$ (A23)
Since $`f(x)`$ is an arbitrary function we may also apply Eq. (A22) to the function $`f^{}(x)`$ instead of $`f(x)`$. This yields an expression for $`K_N^{(1)}(a,b)`$ in terms of higher derivatives,

$`K_N^{(1)}(a,b)=f(b)f(a){\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^n(\mathrm{\Delta }x)^n}{(n+1)!}}K_N^{(n+1)}(a,b),`$ (A24)
which can be substituted into the $`n=1`$ term of Eq. (A22). Successive application of this procedure permits one to express the difference

$`{\displaystyle \underset{a}{\overset{b}{}}}f(x)𝑑x{\displaystyle \underset{i=0}{\overset{N1}{}}}f(x_{i+1})\mathrm{\Delta }x\stackrel{~}{R}_N(a,b)`$ (A25)
in terms of the differences of the derivatives at $`a`$ and $`b`$,

$`\mathrm{\Delta }f^{(k)}=f^{(k)}(b)f^{(k)}(a).`$ (A26)
Note that $`\stackrel{~}{R}_N(a,b)`$ differs from $`R_N(a,b)`$ of Ref. . The result is

$`\stackrel{~}{R}_N(a,b)={\displaystyle \frac{\mathrm{\Delta }x}{2}}\left[f(b)f(a)\right]{\displaystyle \frac{(\mathrm{\Delta }x)^2}{12}}\mathrm{\Delta }f^{(1)}+𝒪\left((\mathrm{\Delta }x)^4\right).`$ (A27)
The coefficient of the $`𝒪\left((\mathrm{\Delta }x)^3\right)`$ term vanishes. Since $`\mathrm{\Delta }x𝒪(N^1)`$ this representation is expected to converge rapidly for large $`N`$ if $`\mathrm{\Delta }f^{(k)}`$ remains sufficiently well-behaved for large $`k`$. Eq. (A27) differs from Eq. (A.30) of Ref.  by a minus sign in the first term.

We apply Eqs. (A25) - (A27) to the integral

$`S(\mathrm{},y)={\displaystyle \frac{1}{\pi }}{\displaystyle \underset{0}{\overset{\pi }{}}}𝑑p\mathrm{exp}[2y(1\mathrm{cos}p)]`$ (A28)
where the integration variable $`p`$ plays the role of $`x`$ in the integral of Eq. (A25). The sum on the left-hand side of Eq. (A25) now corresponds to

$`{\displaystyle \frac{1}{\pi }}{\displaystyle \underset{n=1}{\overset{N}{}}}\mathrm{\Delta }p\mathrm{exp}\left\{2y\left[1\mathrm{cos}(n\mathrm{\Delta }p)\right]\right\}\stackrel{~}{I}_N(y)`$ (A29)
with $`\mathrm{\Delta }p=\pi /N`$. Setting $`N=L/\stackrel{~}{a}`$ we see that

$`\stackrel{~}{I}_{L/\stackrel{~}{a}}(y)={\displaystyle \frac{L+\stackrel{~}{a}}{L}}S_D(L/\stackrel{~}{a},y).`$ (A30)
We note that the derivative of the integrand of Eq. (A28) with respect to $`p`$ vanishes at $`p=0`$ and $`p=\pi `$. Eqs. (A25) - (A30) yield the leading large $`L/\stackrel{~}{a}`$ behavior, for $`y<(L+\stackrel{~}{a})/\stackrel{~}{a}`$,

$`S_D(L/\stackrel{~}{a},y)=S(\mathrm{},y){\displaystyle \frac{\stackrel{~}{a}}{2L}}\left[1+e^{4y}2e^{2y}I_0(2y)\right]+O(\stackrel{~}{a}^4/L^4).`$ (A31)
In order to ensure that the discretization intervals $`\mathrm{\Delta }p`$ become sufficiently small for large $`L/\stackrel{~}{a}`$ the restriction $`yO(L/\stackrel{~}{a})`$ was necesssary. For this reason, Eq. (A31) is applicable only to $`\mathrm{\Delta }f_1`$, Eq. (A10), but not to $`\mathrm{\Delta }f_2`$, Eq. (A11). Using Eq. (A17) and substituting Eq. (A31) into Eqs. (A4) and (A10) we arrive at

$`\mathrm{\Delta }f_1={\displaystyle \frac{\stackrel{~}{a}}{2L}}{\displaystyle \underset{0}{\overset{y_0}{}}}`$ $`dy`$ $`\left\{y^1e^{\stackrel{~}{r}_0y}\left[S(\mathrm{},y)\right]^{d1}\left[1+e^{4y}2S(\mathrm{},y)\right]\right\}`$ (A32)
$`+`$ $`O(\stackrel{~}{a}^4/L^4,e^{\stackrel{~}{L}/\stackrel{~}{a}}).`$
This can be combined with $`\mathrm{\Delta }f_2`$ in the form

$`\mathrm{\Delta }f_1+\mathrm{\Delta }f_2`$ $`=`$ $`{\displaystyle \frac{\stackrel{~}{a}}{2L}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑y\left\{y^1e^{\stackrel{~}{r}_0y}[S(\mathrm{},y)]^{d1}\left[1+e^{4y}2S(\mathrm{},y)\right]\right\}`$ (A33)
$`+`$ $`\mathrm{\Delta }f_3(L/\stackrel{~}{a},\stackrel{~}{L}/\stackrel{~}{a})+O(\stackrel{~}{a}^4/L^4,e^{\stackrel{~}{L}/\stackrel{~}{a}}),`$
$`\mathrm{\Delta }f_3`$ $`=`$ $`{\displaystyle \underset{y_0}{\overset{\mathrm{}}{}}}dyy^1e^{\stackrel{~}{r}_0y}\{[S(\mathrm{},y)]^d(1+\stackrel{~}{a}/L)`$ (A34)
$``$ $`[S(\stackrel{~}{L}/\stackrel{~}{a},y)]^{d1}S_D(L/\stackrel{~}{a},y){\displaystyle \frac{\stackrel{~}{a}}{2L}}[S(\mathrm{},y)]^{d1}\}.`$
The integral term in Eq. (A33) represents the surface contribution of $`O(L^1)`$ to $`\mathrm{\Delta }f`$ whereas $`\mathrm{\Delta }f_3`$ will yield the finite-size part of $`O(L^d)`$. Since $`y>y_0`$ in Eq. (A34) is sufficiently large it suffices to use the small $`k`$ approximation $`2y(1\mathrm{cos}k)k^2y`$ in Eq. (A5), and similarly in Eqs. (A6) and (A7),

$`S(\stackrel{~}{L}/\stackrel{~}{a},y)(\stackrel{~}{a}/\stackrel{~}{L}){\displaystyle \underset{k}{}}e^{k^2y}=(\stackrel{~}{a}/\stackrel{~}{L})K(4\pi ^2\stackrel{~}{a}^2L^2y)+O(e^{\pi ^2y}),`$ (A35)
$`S(\mathrm{},y)\pi ^1{\displaystyle \underset{0}{\overset{\pi }{}}}𝑑ke^{k^2y}=(2\pi )^1(\pi /y)^{1/2}+O(e^{\pi ^2y}),`$ (A36)
$`S_D(L/\stackrel{~}{a},y)(\stackrel{~}{a}/L){\displaystyle \underset{p}{}}e^{p^2y}`$ (A37)
$`={\displaystyle \frac{1}{2}}(\stackrel{~}{a}/L)\left[K(\pi ^2\stackrel{~}{a}^2(L+\stackrel{~}{a})^2y)1\right]+O(e^{\pi ^2y}),`$ (A38)
where $`K(y)`$ is given by Eq. (70). Furthermore it is useful to turn to the integration variable

$`z=4\pi ^2\stackrel{~}{a}^2y/(L+\stackrel{~}{a})^2.`$ (A39)
Instead of $`y_0`$ we then have the lower integration limit $`z_0=4\pi ^2\stackrel{~}{a}/(L+\stackrel{~}{a})0`$ for large $`L/\stackrel{~}{a}`$. This leads to

$`\mathrm{\Delta }f_3`$ $`=`$ $`{\displaystyle \frac{\stackrel{~}{a}^dL^1}{(L+\stackrel{~}{a})^{d1}}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}dz(z^1\{\left({\displaystyle \frac{\pi }{z}}\right)^{d/2}{\displaystyle \frac{1}{2}}[\stackrel{~}{s}K(\stackrel{~}{s}^2z)]^{d1}[K(z/4)1]`$ (A40)
$``$ $`{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{\pi }{z}}\right)^{(d1)/2}\}\mathrm{exp}[{\displaystyle \frac{r_0(L+\stackrel{~}{a})^2}{8J\pi ^2}}z])+[1+O(\stackrel{~}{a}^2/L^2)]`$
with the shape factor

$`\stackrel{~}{s}={\displaystyle \frac{L+\stackrel{~}{a}}{\stackrel{~}{L}}}.`$ (A41)
For $`L\stackrel{~}{a}`$ we finally obtain Eqs. (66) - (69).

The surface free energy, Eq. (C. Free energy density), can be expressed in terms of the generalized Watson function, Eqs. (73) and (74), as follows

$`f_{surface}(t)={\displaystyle \frac{\stackrel{~}{a}^{1d}}{8}}{\displaystyle \underset{r_0\stackrel{~}{a}^2J_0^1}{\overset{\mathrm{}}{}}}𝑑z\left[W_{d1}(z)+W_{d1}(z+4)2W_d(z)\right].`$ (A42)
It can be shown that for $`d3`$ there exists the following common representation of the coefficients $`\stackrel{~}{b}_d`$, Eq. (77), and $`\stackrel{~}{B}_d`$, Eq. (89), of the regular term of $`f_{surface}`$ linear in $`r_0`$

$`\stackrel{~}{b}_d=\stackrel{~}{B}_d`$ $`=`$ $`{\displaystyle \frac{1}{8}}\left[W_{d1}(4)\mathrm{\hspace{0.33em}2}W_d(0)\right]`$ (A43)
$`+`$ $`{\displaystyle \frac{1}{8}}{\displaystyle \underset{0}{\overset{A}{}}}𝑑y\left[e^{2y}I_0(2y)\right]^{d1}`$
$`+`$ $`{\displaystyle \frac{1}{8}}{\displaystyle \underset{A}{\overset{\mathrm{}}{}}}\left\{\left[e^{2y}I_0(2y)\right]^{d1}(4\pi y)^{(1d)/2}\right\}`$
$`+`$ $`2^{d1}\pi ^{(1d)/2}(d3)^1A^{(3d)/2}.`$
This expression is independent of the arbitrary constant $`A>0`$. For $`d3+`$ and $`d3`$, the first two terms have a finite limit $`[W_2(4)2W_3(0)]/8`$ whereas the last term exhibits a divergence $`(d3)^1`$ that originates from $`W_{d1}(0)/8`$ for $`d3+`$ according to Eq. (91). The same divergence is contained in $`A_{surface}^+`$, see Eqs. (79) and (92).

## Appendix B. Susceptibility

We rewrite Eq. (130) as

$`\chi `$ $`=`$ $`{\displaystyle \frac{\stackrel{~}{a}^2}{L(L+\stackrel{~}{a})}}{\displaystyle \underset{p}{}}\left\{2\left[1+(1)^n\right]\right\}{\displaystyle \frac{\mathrm{cot}^2(p\stackrel{~}{a}/2)}{r_0+J_p}}`$ (B1)
$`=`$ $`{\displaystyle \frac{2\stackrel{~}{a}^4}{J_0L(L+\stackrel{~}{a})}}{\displaystyle \underset{p}{}}{\displaystyle \frac{1+\mathrm{cos}p}{(1\mathrm{cos}p)[\stackrel{~}{r}_0+2(1\mathrm{cos}p)]}}`$ (B2)
$``$ $`{\displaystyle \frac{2\stackrel{~}{a}^4}{J_0L(L+\stackrel{~}{a})}}{\displaystyle \underset{q}{}}{\displaystyle \frac{1+\mathrm{cos}q}{(1\mathrm{cos}q)[\stackrel{~}{r}_0+2(1\mathrm{cos}q)]}}`$
with $`\stackrel{~}{r}_0=r_0\stackrel{~}{a}^2/J_0`$. The sums $`_p`$ and $`_q`$ run over dimensionless wave numbers $`p=\pi \stackrel{~}{a}n/(L+\stackrel{~}{a})`$ with integers $`n=1,2,\mathrm{},L/\stackrel{~}{a}`$ and $`q=2\pi \stackrel{~}{a}m/(L+\stackrel{~}{a})`$ with integers $`m=1,2,\mathrm{},L/(2\stackrel{~}{a})`$ where we have assumed that $`L/\stackrel{~}{a}`$ is an even integer. Using the decomposition

$`{\displaystyle \frac{1+\mathrm{cos}x}{(1\mathrm{cos}x)[\stackrel{~}{r}_0+2(1\mathrm{cos}x)]}}=`$ $``$ $`{\displaystyle \frac{1}{\stackrel{~}{r}_0+2(1\mathrm{cos}x)}}`$
$`+{\displaystyle \frac{4}{\stackrel{~}{r}_0}}[{\displaystyle \frac{1}{2(1\mathrm{cos}x)}}`$ $``$ $`{\displaystyle \frac{1}{\stackrel{~}{r}_0+2(1\mathrm{cos}x)}}]`$ (B3)
and applying the representation Eq. (A1) we obtain

$`\chi `$ $`=`$ $`{\displaystyle \frac{2\stackrel{~}{a}^5}{J_0L^2(L+\stackrel{~}{a})}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑y\left[{\displaystyle \frac{4}{\stackrel{~}{r}_0}}(1e^{\stackrel{~}{r}_0y})e^{\stackrel{~}{r}_0y}\right]\mathrm{\Psi }(L/\stackrel{~}{a},y)`$ (B4)
with

$`\mathrm{\Psi }(L/\stackrel{~}{a},y)`$ $`=`$ $`S_D(L/\stackrel{~}{a},y){\displaystyle \frac{1}{2}}\overline{S}_D(L/\stackrel{~}{a},y)`$ (B5)
where $`S_D(L/\stackrel{~}{a},y)`$ is given by Eq. (A7) and

$`\overline{S}_D(L/\stackrel{~}{a},y)`$ $`=`$ $`{\displaystyle \frac{2\stackrel{~}{a}}{L}}{\displaystyle \underset{q}{}}\mathrm{exp}[2y(1\mathrm{cos}q)].`$ (B6)
We distinguish the regions $`0yy_0=(L+\stackrel{~}{a})/\stackrel{~}{a}`$ and $`yy_0`$. The large $`L`$ behavior of $`S_D(L/\stackrel{~}{a},y)`$ in the former region is given by Eq. (A31), the corresponding behavior of $`\overline{S}_D`$ is

$`\overline{S}_D(L/\stackrel{~}{a},y)`$ $`=`$ $`(1+\stackrel{~}{a}/L)S(\mathrm{},y)\pi \stackrel{~}{a}/(L+\stackrel{~}{a})+O(\stackrel{~}{a}^3/L^3)`$ (B7)
which follows from the Poisson identity (see, e.g., Eq. (3.6) of Ref. ). In the region $`yy_0`$ we may use the approximation (A37) and

$`\overline{S}_D(L/\stackrel{~}{a},y)`$ $`=`$ $`(2\stackrel{~}{a}/L){\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\mathrm{exp}\left[4\pi ^2\stackrel{~}{a}^2yn^2/(L+\stackrel{~}{a})^2\right]+O(e^{\pi ^2y}).`$ (B8)
While the contributions of the region $`yy_0`$ are important for the large $`L`$ behavior of $`\chi `$ at fixed $`T>T_c`$, the contributions of the region $`yy_0`$ yield the finite-size scaling behavior of $`\chi `$ in the critical region $`L/\stackrel{~}{a}1`$, $`\xi /\stackrel{~}{a}1`$ at fixed ratio $`x=L/\xi 0`$, including the leading terms of the scaling function for large $`x`$, as given by Eqs. (131) - (135) for the Gaussian model.

The derivation of $`\chi `$ from Eq. (169) is parallel to that given above, except that $`\stackrel{~}{r}_0`$ is to be replaced by

$`\stackrel{~}{\mu }/J_0`$ $`=`$ $`\mathrm{\Delta }\mu \pi ^2/(L+\stackrel{~}{a})^2+O(\stackrel{~}{a}^2L^4),`$ (B9)
where $`\mathrm{\Delta }\mu `$ is defined by Eq. (201). At fixed $`\stackrel{~}{M}\mathrm{\Delta }\mu (L+\stackrel{~}{a})^20`$ this leads to the large $`L`$ behavior

$`\chi `$ $`=`$ $`{\displaystyle \frac{4\beta (L+\stackrel{~}{a})^3}{J_0\pi ^2L}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}dy\{{\displaystyle \frac{1\mathrm{exp}[(\stackrel{~}{M}\pi ^2)y/\pi ^2]}{\stackrel{~}{M}\pi ^2}}`$ (B10)
$``$ $`{\displaystyle \frac{\stackrel{~}{a}^2}{(L+\stackrel{~}{a})^2}}\mathrm{exp}[(\stackrel{~}{M}\pi ^2)y/\pi ^2]\left\}\right[K(y)K(4y)]`$
where $`K(z)`$ is given by Eq. (70). For $`L\stackrel{~}{a}`$ this yields Eq. (202).

## Appendix C. Film critical temperature for $`d>3`$

In the following we consider Eq. (191) for $`d>3`$. Subtracting

$`\beta _{c,d}(\mathrm{})`$ $`=`$ $`\stackrel{~}{a}^{d2}{\displaystyle \underset{p}{}}{\displaystyle \underset{𝐤}{}}\left(J_{𝐤,d1}+J_p\right)^1`$ (C1)
and using the representation

$`{\displaystyle \frac{1}{z}}={\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑ye^{zy}`$ (C2)
for $`z>0`$ we obtain

$`2J\left[\beta _{c,d}(\mathrm{})\beta _{c,d}(L)\right]={\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑y\stackrel{~}{\mathrm{\Phi }}(L/\stackrel{~}{a},y),`$ (C3)
$`\stackrel{~}{\mathrm{\Phi }}(x,y)=\left[S(\mathrm{},y)\right]^{d1}\left\{S(\mathrm{},y)S_D(x,y)\mathrm{exp}\left[2y\left(1\mathrm{cos}{\displaystyle \frac{\pi }{1+x}}\right)\right]\right\}`$ (C4)
where $`S(\mathrm{},y)`$ and $`S_D(L/\stackrel{~}{a},y)`$ are defined by Eqs. (A6) and (A7) \[see also Eq. (A15)\]. It is important to distinguish the regimes $`0yy_0`$ and $`yy_0`$ with $`y_0`$ given by Eq. (A8). Accordingly we split

$`{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑y\stackrel{~}{\mathrm{\Phi }}(x,y)={\displaystyle \underset{0}{\overset{y_0}{}}}𝑑y\stackrel{~}{\mathrm{\Phi }}(x,y)+{\displaystyle \underset{y_0}{\overset{\mathrm{}}{}}}𝑑y\stackrel{~}{\mathrm{\Phi }}(x,y)\stackrel{~}{\mathrm{\Delta }}_1+\stackrel{~}{\mathrm{\Delta }}_2.`$ (C5)
In $`\stackrel{~}{\mathrm{\Delta }}_1`$ we use Eq. (A31). A treatment similar to that in Eqs. (A32) - (A39) leads to

$`\stackrel{~}{\mathrm{\Delta }}_1+\stackrel{~}{\mathrm{\Delta }}_2=4\stackrel{~}{B}_d{\displaystyle \frac{\stackrel{~}{a}}{L}}\stackrel{~}{C}_d\left({\displaystyle \frac{\stackrel{~}{a}}{L+\stackrel{~}{a}}}\right)^{d2}\left(1+{\displaystyle \frac{\stackrel{~}{a}}{L}}\right)+O(\stackrel{~}{a}^{d/2}L^{d/2})`$ (C6)
with the nonuniversal amplitude $`\stackrel{~}{B}_d`$, Eq. (89), and the universal amplitude

$`\stackrel{~}{C}_d={\displaystyle \frac{1}{8\pi ^2}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑z\left\{12\left({\displaystyle \frac{\pi }{z}}\right)^{1/2}+e^{z/4}\left[K\left({\displaystyle \frac{z}{4}}\right)1\right]\right\}\left({\displaystyle \frac{\pi }{z}}\right)^{(d1)/2}`$ (C7)
with $`\stackrel{~}{C}_d>0`$. The first term $`L^1`$ in Eq. (C6) has a nonscaling $`L`$ dependence whereas the second term $`L^{2d}`$ has the scaling $`L`$ dependence $`L^{1/\nu }`$. Eqs. (C3) - (C7) lead to Eq. (195). Rewriting

$`1+e^{4y}2e^{2y}I_0(2y)=\mathrm{\hspace{0.33em}2}e^{2y}\left[\mathrm{cosh}(2y)I_0(2y)\right]`$ (C8)
and using (see 9.6.39 of Ref. )

$`\mathrm{cosh}(z)I_0(z)=\mathrm{\hspace{0.33em}2}I_2(z)+\mathrm{\hspace{0.33em}2}I_4(z)+\mathrm{}0`$ (C9)
we see that $`\stackrel{~}{B}_d`$ is positive and finite for $`d>3`$, thus $`T_{c,d}(L)>T_{c,d}(\mathrm{})`$ for $`L\stackrel{~}{a}`$. Using the representation

$`2J\beta _{c,d}(\mathrm{})={\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑y\left[S(\mathrm{},y)\right]^d`$ (C10)
we obtain the fractional shift of the film critical temperature as given in Eqs. (197) - (199). We have verified that $`a_4`$, Eq. (198), agrees with the corresponding amplitude of Barber and Fisher  at $`d=4`$ which was expressed in terms of the generalized Watson function, Eqs. (73) and (74). The amplitude $`a_d=4\stackrel{~}{B}_d/W_d(0)`$, Eq. (198), diverges for $`d3`$. This divergence is cancelled by the next term of $`O(L^{2d})`$ in Eqs. (C6) and (197).

## Appendix D. Constraint equation

We start from the constraint equation (166) for box geometry where we decompose $`\stackrel{~}{\mu }=J_0\mathrm{\Delta }\mu +\stackrel{~}{\mu }_c(L)`$ and subtract $`\beta _{c,d}`$ in the form of Eq. (C1). Furthermore we add and subtract

$`\stackrel{~}{\beta }(\mathrm{\Delta }\mu )\stackrel{~}{a}^{d2}{\displaystyle \underset{𝐤}{}}{\displaystyle \underset{p}{}}\left(J_0\mathrm{\Delta }\mu +J_{𝐤,d1}+J_p\right)^1.`$ (D1)
This yields

$`\beta _{c,d}\beta =M_1+M_2,`$ (D2)
$`M_1=\stackrel{~}{\beta }(\mathrm{\Delta }\mu )\stackrel{~}{a}^{d2}\stackrel{~}{L}^{1d}L^1{\displaystyle \underset{𝐤,p}{}}\left(J_0\mathrm{\Delta }\mu +\stackrel{~}{\mu }_c+J_{𝐤,d1}+J_p\right)^1,`$ (D3)
$`M_2=\stackrel{~}{a}^{d2}\mathrm{\Delta }\mu {\displaystyle \underset{𝐤}{}}{\displaystyle \underset{p}{}}\left(J_0\mathrm{\Delta }\mu +J_{𝐤,d1}+J_p\right)^1\left(J_{𝐤,d1}+J_p\right)^1.`$ (D4)
Using the representation Eq. (C2) we obtain

$`J_0M_1={\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑y\mathrm{\Phi }(L/\stackrel{~}{a},\stackrel{~}{L}/\stackrel{~}{a},y)\mathrm{exp}\left(\mathrm{\Delta }\mu \stackrel{~}{a}^2y\right)`$ (D5)
where $`\mathrm{\Phi }(L/\stackrel{~}{a},\stackrel{~}{L}/\stackrel{~}{a},y)`$ is given by Eq. (A4). Again we split the integral in Eq. (D5) as $`_0^{\mathrm{}}=_0^{y_0}+_{y_0}^{\mathrm{}}I_1+I_2`$ with $`y_0=(L+\stackrel{~}{a})/\stackrel{~}{a}`$. For large $`L/\stackrel{~}{a}`$ and $`\stackrel{~}{L}/\stackrel{~}{a}`$ we find

$`I_1={\displaystyle \frac{\stackrel{~}{a}}{2L}}{\displaystyle \underset{0}{\overset{y_0}{}}}𝑑y\left[1+e^{4y}2S(\mathrm{},y)\right]\left[S(\mathrm{},y)\right]^{d1}\mathrm{exp}\left(\mathrm{\Delta }\mu \stackrel{~}{a}^2y\right)`$
$`+O(e^{\stackrel{~}{L}/\stackrel{~}{a}},\stackrel{~}{a}^{d/2}L^{d/2}),`$ (D6)
$`I_2={\displaystyle \frac{\stackrel{~}{a}}{L}}\left({\displaystyle \frac{L+\stackrel{~}{a}}{\stackrel{~}{a}}}\right)^{3d}{\displaystyle \frac{1}{8\pi ^2}}{\displaystyle \underset{z_0}{\overset{\mathrm{}}{}}}dz\{e^{z/4}[K\left({\displaystyle \frac{z}{4}}\right)1]\left[\stackrel{~}{s}K(\stackrel{~}{s}^2z)\right]^{d1}+\left({\displaystyle \frac{\pi }{z}}\right)^{(d1)/2}`$
$`2\left({\displaystyle \frac{\pi }{z}}\right)^{d/2}\}+O(\stackrel{~}{a}^{d/2}L^{d/2})`$ (D7)
with $`z_0=4\pi ^2\stackrel{~}{a}/(L+\stackrel{~}{a})`$ and $`\stackrel{~}{s}=(L+\stackrel{~}{a})/\stackrel{~}{L}`$ where $`K(z)`$ is given by Eq. (70). For large $`L/\stackrel{~}{a}`$ we can let $`z_00`$ in Eq. (Appendix D. Constraint equation). Evaluating the integral in Eq. (D4) for small $`\mathrm{\Delta }\mu `$ yields for $`2<d<4`$

$`J_0M_2=\epsilon ^1A_d(\mathrm{\Delta }\mu \stackrel{~}{a}^2)^{(d2)/2}+O(\mathrm{\Delta }\mu \stackrel{~}{a}^2).`$ (D8)
Eqs. (D2) - (D8) lead to

$`J_0(\beta _{c,d}\beta )=\epsilon ^1A_d(\mathrm{\Delta }\mu \stackrel{~}{a}^2)^{(d2)/2}E_{surface}(\mathrm{\Delta }\mu \stackrel{~}{a}^2)(\stackrel{~}{a}/2L)`$
$`+\mathrm{\hspace{0.33em}2}\stackrel{~}{}_d((\mathrm{\Delta }\mu )^{1/2}(L+\stackrel{~}{a}),\stackrel{~}{s})\left[(L+\stackrel{~}{a})/\stackrel{~}{a}\right]^{2d}`$ (D9)
where $`E_{surface}(z)`$ and $`\stackrel{~}{}_d(x,s)`$ are given by Eqs. (97) and (C. Constraint equation and susceptibility). Multiplying Eq. (Appendix D. Constraint equation) by $`\epsilon A_d^1(L/\stackrel{~}{a})^{d2}`$ and using

$`\epsilon A_d^1J_0(\beta _c\beta )=t(\xi _0/\stackrel{~}{a})^{2d}+O(t^2)`$ (D10)
we obtain Eq. (C. Constraint equation and susceptibility) for $`L\stackrel{~}{a}`$.