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At some point, all four forces were one force. (another question: what exactly does that mean?). At some point gravity and the strong force separated out leaving the electroweak force. Then the electroweak force separated out to become the electromagnetic force and the weak force.

I assume we are not done with phase transitions. So are there any theoretical reasons to believe that there won't be any further separations? For example, the electromagnetic force separates into two forces.

How do we know that a force is "fundamental" and not separable?

A related question: What does it mean to say that "the fundamental forces of nature were unified"?

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At some point, all four forces were one force.

This is speculative. E.g., it's true in string theory, but string theory is probably wrong.

Others will probably be able to give a more definitive answer, but I think basically the reason the weak force separated out from the electroweak force is that there's a temperature corresponding to the masses of the W and Z bosons, about $10^2$ GeV. (Energy scales can be related to temperatures via the Boltzmann constant.) When the temperature gets below that point, you get a phase transition. If we had been intelligent beings who lived when the universe was hotter than $10^2$ GeV, we could have constructed the standard model, measured the masses of the W and Z, and anticipated that the phase transition would occur. The standard model doesn't have other fundamental bosons whose masses are nonzero but less than those of the W and Z, so I don't think we should expect anything like this to happen.

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    $\begingroup$ The phase transition happens because of the Higgs field relaxing to its minimum. No Higgs, no phase transition $\endgroup$ – Mitchell Porter Jun 10 '18 at 2:02
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Electroweak unification is broken when the temperature is low enough for the Higgs field to settle into its ground state. The ground state of the Higgs field is charged under "weak isospin" and "hypercharge", causing the weak force particles to acquire mass and leaving only the photon massless.

In most theories, grand unification, which would unite the strong force with the electroweak force, is also broken by some kind of Higgs field, but one which enters its ground state at much higher temperatures. So as the universe passes from hot to cool, first the superheavy Higgs field relaxes to its ground state and breaks grand unification, and then later the standard Higgs field relaxes to its ground state and breaks electroweak unification.

There is no real reason to expect further symmetry breaking, but this odd little paper does explore the possibilities.

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It is pehaps a bit misleading to think of these separations of forces as historical events. Yes, if one extrapolates back, one can get a time when the temperature was higher than the energy scales where these separations appear. However, these separations are fundamentally governed by energy scale rather than temperature.

Today we have access to energies ranging over a vast number of scales, all the way up the just above the electro-weak scale, with the aid of the LHC. On the low side, we can cool things off to just above absolute zero temperature. So if forces would separate further, we would probably have seen it by now.

Moreover, from a theoretical perspective, we know that the electromagnetic force cannot separate further. When forces separate into diffrent forces due to some symmetry breaking, they had to come from different degrees of freedom, existing in the original force. The forces at the higher energy scales are non-abelian gauge forces. As such, they contain as many degrees of freedom as there are gauge bosons. When symmetry breaking occurs, some of these gauge bosons start to behave differently from the others. Some may become massive, as in electro-weak symmetry breaking.

In the case of the electromagnetic force, there is only one gauge boson left: the photon. So one cannot get different forces from electromagnetism any more. The only thing that can happen is that the photon can become massive (as in the case of superconductivity). Below the scale of this mass, the force would effectively disappear.

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