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X-ray and neutron diffraction patterns of lead magnesium niobate (PMN) were recorded between 800 and 5 K. The evolution of the cubic cell parameter and of the thermal expansion coefficient was analyzed and structural refinements were carried out by the Rietveld method. In the cubic phase of space group Pm3m the atoms exhibit important shifts from their special positions. A disordered structural model leading to a discrepancy factor R_wp = 7.21% is proposed. The nucleation of polar microregions begins at 600 K; it is revealed on the X-ray and neutron diffraction patterns only by some line tails which increase when the temperature is lowered. A structural refinement at 5 K leads to a R_wp factor of about 11%. Therefore this model has to be improved in order to take into account the existence of polar microregions with very small correlation lengths.