Bulk ferroelectrics undergo structural phase transformations at low temperatures, giving multi-stable (that is, multiple-minimum) degenerate states with spontaneous polarization. Accessing these states by applying, and varying the direction of, an external electric field is a key principle for the operation of devices such as non-volatile ferroelectric random access memories (NFERAMs). Compared with bulk ferroelectrics, low-dimensional finite ferroelectric structures promise to increase the storage density of NFERAMs 10,000-fold. But this anticipated benefit hinges on whether phase transitions and multi-stable states still exist in low-dimensional structures. Previous studies have suggested that phase transitions are impossible in one-dimensional systems, and become increasingly less likely as dimensionality further decreases. Here we perform ab initio studies of ferroelectric nanoscale disks and rods of technologically important Pb(Zr,Ti)O3 solid solutions, and demonstrate the existence of previously unknown phase transitions in zero-dimensional ferroelectric nanoparticles. The minimum diameter of the disks that display low-temperature structural bistability is determined to be 3.2 nm, enabling an ultimate NFERAM density of 60 x 10(12) bits per square inch-that is, five orders of magnitude larger than those currently available. Our results suggest an innovative use of ferroelectric nanostructures for data storage, and are of fundamental value for the theory of phase transition in systems of low dimensionality.