atyy said:
Isn't liquid-gas first order, and the approach to the critical point second order? Eg.
http://www.physics.fsu.edu/Users/Dobrosavljevic/Phase%20Transitions/lgs.pdf
http://www.pmaweb.caltech.edu/~mcc/Ph127/b/Lecture3.pdf
http://www.pmaweb.caltech.edu/~mcc/Ph127/b/Lecture5.pdf
I agree; a first order phase transition also (equivalently) means, that there is non-zero latent heat needed for the transition, so yes, a liquid-gas transition is first order (except at the critical point).
For an imperfect analogy think of it this way: when you heat a pot of water to boiling temperature (100 Celsius), does "all" the water evaporate in unison upon an infinitesimal increase of temperature, or do you have to keep adding more and more heat (energy) to slowly boil the water away bit-by-bit? The answers is: you have to keep adding heat, thus forming bubbles of vapour/steam in the pot, little by little, because the latent (=needed) heat for this phase transition is non-zero, hence the transition is first order.
Another way to tell that this is a first order phase transition: only first order phase transitions have the possibility to exhibit so-called overheated (superheated) and undercooled (supercooled) metastable states. This means, that as you add (or remove, respectively) heat from the system very gradually, the system could, in a narrow temperature range around the phase transition temperature, temporarily exist in the "wrong" state for a given temperature and pressure, and then suddenly undergo a phase transition upon any ("large enough"; typically even small perturbations will do) outside perturbation, without adding any more heat. (Or at least a part of the system will undergo the phase transition; the fraction of it that does depends on the amount of "extra" heat that was stored as increased/decreased temperature, that could then be used to "pay" for the latent heat needed for the phase transition [bringing the temperature back to the phase transition temperature in the process].) This is only possible for first-order phase transitions (Landau's phenomenological theory of phase transitions explains this very nicely).
For a real world example: put a glass of water in a microwave and set the microwave to a long enough time, so that the water heats to the boiling temperature and slightly above (timing is everything). If the glass was clean enough (not many scratch marks or dirt) the water will still be liquid while its temperature will be above 100 Celsius! Now put something in the glass (like ground coffee, sugar, a spoon (not recommended, though; you might burn yourself), whatever). What happens is that the water starts to boil instantly upon (and at the point of) the perturbation, while it was completely calm and liquid before. (This has happened to me many times while heating water to make a cup of coffee; watch that you don't accidentally burn yourself!) This was overheated water, a metastable state (i.e. stable for short enough times and without outside interference, but not stable upon larger perturbations). Since overheated (and undercooled) states are only possible when the transition is first-order, the liquid-gas phase transition is, therefore, first order.
Example:
Another example (for the liquid-solid phase transition this time): put a clean glass (or a bottle) of distilled water in the freezer. Leave it undisturbed for a few hours (the exact time varies, of course). If you are lucky with the timing, the water will be cooled below the freezing point (0 Celsius), but will still be liquid and no ice crystals will have formed yet. Now take the glass out and: shake it, put a spoon in it, pour it from a height, whatever. The water, which was liquid before, will instantly freeze (at least a part, if not all, of it)! This was undercooled water, and the fact that it is even possible, proves that the liquid-solid phase transition is first order!
Examples:
A tutorial I found online:
http://chemistry.about.com/od/chemistryhowtoguide/a/how-to-supercool-water.htm
QED, I rest my case :)