T-3

Goal: In this set of problems, we compute the free energy of the spherical $p$-spin model in the Replica Symmetric (RS) framework, and in the 1-step Replica Symmetry Broken (1-RSB) framework.
Techniques: replica method, variational ansatz, saddle point approximation.

The order parameters: overlaps, and their meaning

• Thermodynamics and dynamics. Recall: a system equilibrates dynamically at temperature $T$ whenever at sufficiently large timescales it visits configurations, during its dynamical trajectories, with the frequency predicted by the Boltzmann distribution at temperature $T$.


• Order parameter, ergodicity-breaking, pure states: the ferromagnet. Let us recall the theory of ferromagnetism. The order parameter for ferromagnets is the magnetization:

  $m=\lim _{h\to 0}\lim _{N\to \infty }{\frac {1}{N}}\sum _{i=1}^{N}{\overline {\langle S_{i}\rangle _{h}}}$

  where $\langle \cdot \rangle _{h}$ is the Boltzmann average in presence of a small magnetic field, and the average over the disorder can be neglected because this quantity is self-averaging. Notice the order of limits in the definition: first the thermodynamic limit, and then the limit of zero field. In a finite system, the magnetization vanishes when the field is switched off. If the infinite size limit is taken before, though, the magnetization persists.
  

  
  A non-zero magnetisation is connected to ergodicity breaking, which is a dynamical concept: when a small field $h$ is added, the system in its equilibrium dynamics explores only a sub-part of the phase space, which corresponds to a finite magnetization in the direction of the field. When ergodicity is broken, the Boltzmann measure clusters into pure states (labelled by $\alpha$) with Gibbs weight $\omega _{\alpha }$, meaning that one can re-write the thermal averages $\langle \cdot \rangle$ of any observable $A$ as

  $\langle A\rangle =\sum _{\alpha }\omega _{\alpha }\langle A\rangle _{\alpha },\quad \quad \quad \omega _{\alpha }={\frac {Z_{\alpha }}{Z}},\quad \quad \quad Z_{\alpha }=\int _{{\vec {\sigma }}\in {\text{ state }}\alpha }d{\vec {\sigma }}e^{-\beta E[{\vec {\sigma }}]}=\langle e^{-\beta E[{\vec {\sigma }}]}\rangle _{\alpha }$

  In the ferromagnet there are two pure states, $\alpha =\pm 1$, that correspond to positive and negative magnetization. The free energy barrier that one has to overcome to go from one state to the other diverges when $N\to \infty$, and thus the system is dynamically trapped only in one state.



• Order parameter, ergodicity-breaking, pure states: the glass. In Lecture 1, we have introduced the Edwards-Anderson order parameter as: $q_{EA}=\lim _{t\to \infty }\lim _{N\to \infty }{\frac {1}{N}}\sum _{i}S_{i}(0)S_{i}(t)$

  This measures the autocorrelation between the configuration of the same spin at $t=0$ and that at infinitely larger time. A non-zero value of $q_{EA}$ is again an indication of ergodicity breaking: if there was not ergodicity breaking, the system would be able to visit dynamical all configurations according to the Bolzmann measure, decorrelating to the initial condition. The fact that $q_{EA}>0$ indicates that the system, even at later times, is constrained to visit configurations that are not too different from the initial ones: this is because it explores only one of the available pure states! The difference with the ferromagnets is that in models like the spherical $p$-spin, there are not just two but many different pure states.
  

  The quantity Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle q_{EA}} measures the overlap between configurations belonging to the same pure state, that one expects to be the same for all states. In a thermodynamics formalism, it can be re-written as

  Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle q_{EA}= q_{\alpha \alpha}= \lim_{N \to \infty}\frac{1}{N}\sum_i \langle S_i \rangle_\alpha \langle S_i \rangle_\alpha }

  Notice that to be precise, in analogy with the magnetization, we should write

  $q_{EA}=\lim _{\epsilon \to 0}\lim _{N\to \infty }{\frac {1}{N}}\sum _{i}\langle S_{i}^{1}\,S_{i}^{2}\rangle _{\epsilon },$

  where Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \vec{S}^1, \vec{S}^2 } are two copies of the system, and the average is with respect to a tilted Boltzmann measure which contains a small coupling Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \epsilon } between them, which plays the same role of the infinitesimal magnetic fields in the ferromagnet ^[*] . Notice also that this non-zero in a spin-glass phase, but it is also different from zero in unfrustrated ferromagnets: in the low-T phase of an Ising model, it equals to $m^{2}$, where Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle m} is the magnetization.


• Replica formalism: where is this info encoded? One can generalize this and consider the overlap between configurations in different pure states, and the overlap distribution:

  Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle q_{\alpha \beta}= \frac{1}{N}\sum_i \langle S_i \rangle_\alpha \langle S_i \rangle_\beta, \quad \quad \quad {P}(q)= \sum_{\alpha, \beta} \omega_\alpha\, \omega_\beta\, \delta(q- q_{\alpha \beta}). }

  The disorder average of quantities can be computed within the replica formalism, and one finds:

  ${\overline {P}}(q)=\lim _{n\to 0}{\frac {2}{n(n-1)}}\sum _{a>b}\delta \left(q-Q_{ab}^{SP}\right),\quad \quad \quad q_{EA}=\max \left\{Q_{a\neq b}^{SP}\right\}$

  where Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle Q_{ab}^{SP}} are the saddle point values of the overlap matrix introduced in Problem 2.2. The solution of the saddle point equations for the overlap matrix Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle Q} thus contain the information on whether spin glass order emerges, which corresponds to having a non-trivial distribution ${\overline {P}}(q)$. This distribution measures the probability that two copies of the system, equilibrating in the same disordered environment, end up having overlap Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle q} . In the Ising case, a low temperature one has Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle q_{\alpha \alpha}=m^2} and $q_{\alpha \neq \beta }=-m^{2}$, and thus Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \overline{P}(q)} has two peaks at Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \pm m^2} .

[*] - The coupling is so weak that it only forces the configurations to fall in the same pure state, but a part from this it leaves them independent.

Problems

Problem 3.1: the RS (Replica Symmetric) calculation

We go back to the saddle point equations for the spherical $p$-spin model derived in the previous problems. Let us consider the simplest possible ansatz for the structure of the matrix Q, that is the Replica Symmetric (RS) ansatz:

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle Q=\begin{pmatrix} 1 & q_0 &q_0 \cdots& q_0\\ q_0 & 1 &q_0 \cdots &q_0\\ &\cdots& &\\ q_0 & q_0 &q_0 \cdots &1 \end{pmatrix} }

Under this assumption, there is a unique saddle point variable, that is Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle q_0} . We denote with $q_{0}^{SP}$ its value at the saddle point.

1. RS overlap distribution. Under this assumption, what is the overlap distribution Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \overline{P}(q)} and what is Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle q_{EA}} ? In which sense the RS ansatz corresponds to assuming the existence of a unique pure state?

2. Self-consistent equations. Check that the inverse of the overlap matrix is

   $Q^{-1}={\begin{pmatrix}\alpha &\beta &\beta \cdots &\beta \\\beta &\alpha &\beta \cdots &\beta \\&\cdots &&\\\beta &\beta &\beta \cdots &\alpha \end{pmatrix}}\quad \quad {\text{with}}\quad \alpha ={\frac {1+(n-2)q_{0}}{1+(n-2)q_{0}-(n-1)q_{0}^{2}}}\quad {\text{and}}\quad \beta ={\frac {-q_{0}}{1+(n-2)q_{0}-(n-1)q_{0}^{2}}}$

   Compute the saddle point equation for Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle q_0} in the limit Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n \to 0} , and show that this equation admits always the solution $q_{0}=0$: why is this called the paramagnetic solution?

3. RS free energy. Compute the free energy corresponding to the solution Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle q_0= 0} , and show that it reproduces the annealed free energy. Do you have an interpretation for this?

Problem 3.2: the 1-RSB (Replica Symmetry Broken) calculation

In the previous problem, we have chosen a certain parametrization of the overlap matrix Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle Q} , which corresponds to assuming that typically all the copies of the systems fall into configurations that are at overlap $q_{0}$ with each others, no matter what is the pair of replicas considered. This assumption is however not the good one at low temperature. We now assume a different parametrisation, that corresponds to breaking the symmetry between replicas: in particular, we assume that typically the Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n} replicas fall into configurations that are organized in Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n/m} groups of size Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle m} ; pairs of replicas in the same group are more strongly correlated and have overlap Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle q_1} , while pairs of replicas belonging to different groups have a smaller overlap Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle q_0<q_1} . This corresponds to the following block structure for the overlap matrix:

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle Q=\begin{pmatrix} 1 & q_1 &q_1& q_0 & q_0 \cdots& q_0\\ q_1 & 1 &q_1& q_0 & q_0 \cdots& q_0\\ q_1 & q_1 &1& q_0 & q_0 \cdots& q_0\\ \cdots\\ \cdots\\ \cdots\\ q_0 & q_0 \cdots& q_0&1 & q_1 &q_1\\ q_0 & q_0 \cdots& q_0&q_1 & 1 &q_1\\ q_0 & q_0 \cdots& q_0&q_1 & q_1 &1\\ \end{pmatrix} }

Here we have three parameters: Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle m, q_0, q_1} (in the sketch above, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle m=3} ). We denote with $m^{SP},q_{0}^{SP},q_{1}^{SP}$ their values at the saddle point.

1. 1-RSB overlap distribution. Show that in this case the overlap distribution is

   ${\overline {P}}(q)=m^{SP}\delta (q-q_{0}^{SP})+(1-m^{SP})\delta (q-q_{1}^{SP})$

   What is Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle q_{EA}} ? In which sense the parameter Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle m} can be interpreted as a probability weight?

2. 1-RSB free energy. Using that

   Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \log \det Q=n\frac{m-1}{m} \log (1-q_1)+ \frac{n-m}{m} \log [m(q_1-q_0) + 1-q_1]+ \log \left[nq_0+ m(q_1-q_0)+ 1-q_1 \right]}

   show that the free energy now becomes:

   Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f_{1RSB}= - \frac{1}{2 \beta} \left[ \frac{\beta^2}{2} \left(1+ (m-1)q_1^p - m q_0^p \right)+ \frac{m-1}{m} \log (1-q_1)+ \frac{1}{m} \log [m(q_1-q_0) + 1-q_1]+ \frac{q_0}{m(q_1-q_0)+ 1-q_1} \right] }

   Under which limit this reduces to the replica symmetric expression?

3. Self-consistent equations. Compute the saddle point equations with respect to the parameter Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle q_0, q_1 } and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle m } are. Check that Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle q_0=0} is again a valid solution of these equations, and that for Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle q_0=0} the remaining equations reduce to:

   Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (m-1) \left[ \frac{\beta^2}{q}p q_1^{p-1}-\frac{1}{m}\frac{1}{1-q_1}+ \frac{1}{m}\frac{1}{1+ (m-1)q_1} \right]=0, \quad \quad \frac{\beta^2}{2} q_1^p + \frac{1}{m^2}\log \left( \frac{1-q_1}{1+ (m-1)q_1}\right)+ \frac{q_1}{m [1+(m-1)q_1]}=0 }

   How does one recover the paramagnetic solution?

4. The transition. We now look for a solution different from the paramagnetic one. To begin with, we set Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle m=1 } to satisfy the first equation, and look for a solution of

   Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \frac{\beta^2}{2} q_1^p + \log \left(1-q_1\right)+ q_1=0 }

   Plot this function for Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle p=3} and different values of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \beta} , and show that there is a critical temperature Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle T_c} where a solution Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle q_1 \neq 0} appears: what is the value of this temperature (determined numerically)?

Check out: key concepts of this TD

Order parameters, ergodicity breaking, pure states, overlaps, overlap distribution, replica-symmetric ansatz, replica symmetry breaking.

To know more

• Castellani, Cavagna. Spin-Glass Theory for Pedestrians [1]
• Parisi. Order parameter for spin-glasses [2]
• Zamponi. Mean field theory of spin glasses [2]