  Nanoprecipitates form during nucleation of multiphase equilibria in phase
segregating multicomponent systems. In spite of their ubiquity, their
size-dependent physical chemistry, in particular at the boundary between phases
with incompatible topologies, is still rather arcane. Here we use extensive
atomistic simulations to map out the size-temperature phase diagram of Cu
nanoprecipitates in \alpha-Fe. The growing precipitates undergo martensitic
transformations from the body-centered cubic (BCC) phase to multiply-twinned 9R
structures. At high temperatures, the transitions exhibit strong first-order
character and prominent hysteresis. Upon cooling the discontinuities become
less pronounced and the transitions occur at ever smaller cluster sizes. Below
300 K the hysteresis vanishes while the transition remains discontinuous with a
finite but diminishing latent heat. This unusual size-temperature phase diagram
results from the entropy generated by the soft modes of the BCC-Cu phase, which
are stabilized through confinement by the \alpha-Fe lattice.
