  We construct a non-perturbative method to investigate the phase structure of
the scalar theory at finite temperature. The derivative of the effective
potential with respect to the mass square is expressed in terms of the full
propagator. Under a certain approximation this expression reduces to the
partial differential equation for the effective potential. We numerically solve
the partial differential equation and obtain the effective potential
non-perturbatively. It is found that the phase transition is of the second
order. The critical exponents calculated in this method are consistent with the
results obtained in Landau approximation.
