T-I

From Disordered Systems Wiki
Jump to navigation Jump to search

Goal: understanding the energy landscape of the simplest spin-glass model, the Random Energy Model (REM).
Techniques: probability theory, saddle point approximation.



A dictionary for large-N disordered systems


  • We will discuss disordered systems with degrees of freedom. Since the systems are random, the quantities that describe their properties (the free energy, the number of configurations of the system that satisfy a certain property, the magnetization etc) are also random variables, with a distribution. In this discussion we denote these random variables generically with (where the subscript denotes the number of degrees of freedom) and with their distribution. Statistical physics tools help to characterize the behavior of these quantities in the limit .

  • Self-averaging. The physics of disordered systems is described by quantities that are distributed when is finite (they take different values from sample to sample of the system), but for which sample to sample fluctuations are suppressed when . These quantities are said to be self-averaging. A random variable is self-averaging when, in the limit , its distribution concentrates around the average, collapsing to a deterministic value:

    This happens when its fluctuations are small compared to the average, meaning that [*]

    When the random variable is not self-averaging, it remains distributed in the limit . When it is self-averaging, sample-to-sample fluctuations are suppressed when is large.

    Example.This property holds for the free energy of all the disordered systems we will consider. This is very important property: it implies that the free energy (and therefore all the thermodynamics observables, that can be obtained taking derivatives of the free energy) does not fluctuate from sample to sample when is large, and so the physics of the system does not depend on the particular sample. Notice that while intensive quantities like (like the free energy density) are self-averaging, quantities scaling exponentially like (like the partition function) are not necessarily so, see below.


  • Exponentially scaling variables. We will consider positive random variables 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 X_N } which depend on a 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 N \gg 1 } (the number of degrees of freedom: for a system of size in dimension 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 d} , 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 = L^d } ) and which have the scaling : this means that the rescaled variable 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 Y_N=N^{-1}\log X_N } has a well defined distribution that remains 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 O(1) } when . The standard example we have in mind are the partition functions of disordered systems with 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 } degrees of freedom, 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 Z_N \sim e^{-\beta N f_N} } : here 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 Y_N \to -\beta f_N } , 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 f_N } is the free energy density. Let be the distributions 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 X_N } 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 Y_N } .

  • Self-averaging.

  • Average and typical. The typical value of a random variable is the value at which its distribution peaks (it is the most probable value). For self-averaging quantities, in the limit average and typical value coincide. In general, it might not be so!

    • We discuss an example to fix the ideas. Often, quantities like 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 Y_N } have a distribution that for large 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 } takes the form 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 g(y) } is some positive function 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 \omega>0 } . This is called a large deviation form for the probability distribution, with speed . This distribution is 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 O(1) } for the value 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 y^{\text{typ}} } such that : this value is the typical value 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 Y_N } (asymptotically at large 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 } ); all the other values of are associated to a probability that is exponentially small 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^\omega} : they are exponentially rare. Consider now an exponentially scaling quantity like 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 X_N = e^{N Y_N} } , and let’s fix . The asymptotic typical values 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 x^{\text{typ}} } 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 y^{\text{typ}} } are related by:
      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 y^{\text{typ}} =\lim_{N \to \infty} \frac{\log x^{\text{typ}} }{N}, }

      so the scaling 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 x^{\text{typ}} } 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 x^{\text{typ}}\sim e^{N y^{\text{typ}}} } . Let us now look at the scaling of the average. The average 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 X_N } can be computed with the saddle point approximation for large 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 } :

      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{X_N} =\int dy\, P_{Y_N}(y)\, e^{N y}= \int dy\, e^{N[y- g(y)]+o(N)} =e^{N [y^*-g(y*)]+ o(N) }, }

      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 y^* } is the point maximising the shifted function . In this example, : the asymptotic of the average value 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 X_N } is different from the asymptotic of the typical value. In particular, the average is dominated by rare events, i.e. realisations in which 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 Y_N } takes the value 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 y^*} , whose probability of occurrence is exponentially small.


  • Quenched averages. Let us go back 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 X_N } : how to get 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 y^{\text{typ}} } from it? When 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 Y_N } is self-averaging,
    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 y^{\text{typ}} =\lim_{N \to \infty} \overline{Y_N}= \lim_{N \to \infty} \frac{\overline{\log X_N}}{N} \equiv \lim_{N \to \infty} \frac{{\log x^{\text{typ}}}}{N} }

    where in the last line we have used 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 y^{\text{typ}}= \lim_{N \to \infty} N^{-1} \log x^{\text{typ}}_N } .

    In the language of disordered systems, computing the typical value 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 X_N } through the average of its logarithm corresponds to performing a quenched average: from this average, one extracts the correct asymptotic value of the self-averaging 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 Y_N } .

  • Annealed averages. The quenched average does not necessarily coincide with the annealed average, defined 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 y_{\text{a}} = \lim_{N \to \infty} \frac{\log \overline{X_N}}{N}. }

    In fact, it always holds 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{\log X_N} \leq \log \overline{X_N}} because of the concavity of the logarithm. When the inequality is strict and quenched and annealed averages are not the same, it means 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 X_N } is not self-averaging, and its average value is exponentially larger than the typical value (because the average is dominated by rare events). In this case, to get the correct limit of the self-averaging 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 Y_N } one has to perform the quenched average.[**] This is what happens in the glassy phases discussed in these TDs.


[*] - See here for a note on the equivalence of these two criteria.
[**] - Notice that the opposite is not true: one can have situations in which the partition function is not self-averaging, but still the quenched free energy coincides with the annealed one.



Problems

This problem and the one of next week deal with the Random Energy Model (REM). The REM has been introduced in [1] . In the REM the system can take 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 2^N } configurations 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 \sigma^\alpha=(\sigma^\alpha_1, \cdots, \sigma^\alpha_N)} with 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 \sigma^\alpha_i = \pm 1 } . To each configuration 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 \alpha=1, \cdots, 2^N} is assigned a random energy 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 E_\alpha} . The random energies are independent, taken from a Gaussian 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 p(E) =( 2 \pi N)^{-1/2}e^{-\frac{E^2}{2 N}}.}

Problem 1: the energy landscape of the REM

Entropy of the Random Energy Model

In this problem we study the random variable 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 \mathcal{N}(E)dE } , that is the number of configurations having energy 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 E_\alpha \in [E, E+dE] } . For large 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 } this variable scales 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 \mathcal{N}(E) = e^{N S\left( E/N\right) + o(N)}} . Let 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=E/N } . We show that the typical value 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 S(\epsilon) } , the quenched entropy density of the model (see sketch), is given by:

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 S(\epsilon)=\begin{cases} \log 2- \frac{\epsilon^2}{2} \quad &\text{ if } |\epsilon| \leq \sqrt{2 \, \log 2} \\ - \infty \quad &\text{ if } |\epsilon| >\sqrt{2 \, \log 2} \end{cases} }

The point where the entropy vanishes, 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=- \sqrt{2 \, \log 2} } , is the energy density of the ground state. The entropy is maximal 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 \epsilon=0 } : the highest number of configurations have vanishing energy density.


  1. Averages: the annealed entropy. We begin by computing the annealed entropy 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 S_{\text{a}} } , which is defined by the average 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{\mathcal{N}(E)}= \text{exp}\left(N S_{\text{a}}\left( E/N \right)+ o(N)\right) } . Compute this function using the representation 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 \mathcal{N}(E)dE= \sum_{\alpha=1}^{2^N} \chi_\alpha(E) dE \;} [with 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 \chi_\alpha(E)=1} if 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 E_\alpha \in [E, E+dE]} 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 \chi_\alpha(E)=0} otherwise].


  1. Self-averaging. 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 |\epsilon| \leq \sqrt{2 \, \log 2} } 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 \mathcal{N} } is self-averaging: its distribution concentrates around the average value 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{\mathcal{N}} } when 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 \infty } . Show this by computing the second moment 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{\mathcal{N}^2}} . Deduce 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 S(\epsilon)= S_a(\epsilon)} when 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| \leq \sqrt{2 \, \log 2} } . This property of being self-averaging is no longer true in the region where the annealed entropy is negative: why does one expect fluctuations to be relevant in this region?


  1. Rare events. 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 |\epsilon| > \sqrt{2 \, \log 2} } the annealed entropy is negative: the average number of configurations with those energy densities is exponentially small 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 } . This implies that the probability to get configurations with those energy is exponentially small 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 } : these configurations are rare. Do you have an idea of how to show this, using the expression 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 \overline{\mathcal{N}}?} What is the typical value 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 \mathcal{N} } in this region? Putting everything together, derive the form of the typical value of the entropy density. Why the point where the entropy vanishes coincides with the ground state energy of the model?


Check out: key concepts

Self-averaging, average value vs typical value, large deviations, rare events, saddle point approximation.

To know more

  • Derrida. Random-energy model: limit of a family of disordered models [1]
  • A note on terminology:

The terms “quenched” and “annealed” come from metallurgy and refer to the procedure in which you cool a very hot piece of metal: a system is quenched if it is cooled very rapidly (istantaneously changing its environment by putting it into cold water, for instance) and has to adjusts to this new fixed environment; annealed if it is cooled slowly, kept in (quasi)equilibrium with its changing environment at all times. Think now at how you compute the free energy, and at disorder as the environment. In the quenched protocol, you compute the average over configurations of the system keeping the disorder (environment) fixed, so the configurations have to adjust to the given disorder. Then you take the log and only afterwards average over the randomness (not even needed, at large 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} , if the free-energy is self-averaging). In the annealed protocol instead, the disorder (environment) and the configurations are treated on the same footing and adjust to each others, you average over both simultaneously.