We investigated the magnetic field dependence of the superconducting phase transition in heavy fermion CeCoIn_5 (T_c = 2.3 K) using specific heat, magneto-caloric effect, and thermal expansion measurements. The superconducting transition becomes first order when the magnetic field is oriented along the 001 crystallographic direction with a strength greater that 4.7 T, and transition temperature below T_0 ~ 0.31 T_c. The change from second order at lower fields is reflected in strong sharpening of both specific heat and thermal expansion anomalies associated with the phase transition, a strong magnetocaloric effect, and a step-like change in the sample volume. The first order superconducting phase transition in CeCoIn_5 is caused by Pauli limiting in type-II superconductors, and was predicted theoretically in the mid 1960s. We do not see evidence for the inhomogeneous Fulde-Ferrell-Larkin-Ovchinnikov (FFLO) superconducting state (predicted by an alternative theory also dating back to mid-60s) in CeCoIn_5 with field H || [001].
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