Ferromagnetic phase transition for the spanning-forest model (q → 0 limit of the Potts model) in three or more dimensions Youjin Deng,1,∗ Timothy M. Garoni,1,† and Alan D. Sokal1,2,‡ 1Department of Physics, New York University, 4 Washington Place, New York, NY 10003, USA 7 2Department of Mathematics, University College London, London WC1E 6BT, UK 0 (Dated: 6 October 2006; published 17 January 2007) 0 2 WepresentMonteCarlosimulationsofthespanning-forestmodel(q→0limitoftheferromagnetic Potts model) in spatial dimensions d = 3,4,5. We show that, in contrast to the two-dimensional n case, the model has a “ferromagnetic” second-order phase transition at a finite positive value w . a c J We present numerical estimates of wc and of the thermal and magnetic critical exponents. We conjecture that the uppercritical dimension is 6. 7 1 PACSnumbers: 05.50.+q,11.10.Kk,64.60.Cn,64.60.Fr ] h c The Potts model [1, 2] plays an important role in the onto an N-vector model [O(N)-invariant σ-model] ana- e modern theory of phase transitions and critical phenom- lytically continued to N = −1. It follows that, in two m ena,andischaracterizedbytwoparameters: thenumber dimensions, the spanning-forest model is perturbatively - q of Potts spin states, and the nearest-neighborcoupling asymptotically free, in close analogy to (large classes t a v =eβJ−1. Initiallyq isapositiveintegerandv isareal of)two-dimensionalσ-modelsandfour-dimensionalnon- t s number in the interval −1 ≤ v < +∞, but the Fortuin– abelian gauge theories. In particular, the only ferromag- . t Kasteleyn (FK) representation [3] shows that the parti- netic (w > 0) critical point lies at wc = +∞, in agree- a tion function Z (q,v) of the q-state Potts model on any ment[12]withtheexactsolutionsonthesquare,triangu- m G finite graph G is in fact a polynomial in q and v. This lar and hexagonal lattices [5] showing that v (q) ∝ q1/2 c - d allows us to interpret q and v as taking arbitrary real as q ↓0. n or even complex values, and to study the phase diagram In this Letter we study the spanning-forest model in o of the Potts model in the real (q,v)-plane or in complex c spatial dimensions d ≥ 3, using Monte Carlo methods. (q,v)-space. In particular, when q,v > 0 the FK rep- [ We will show that, in contrast to the two-dimensional resentation has positive weights and hence can be inter- case,themodelhasa“ferromagnetic”second-orderphase 2 preted probabilistically as a correlated bond-percolation v model: the FK random-cluster model [4]. Inthis waywe transition at a finite positive value wc, and we will esti- 3 matethethermalandmagneticcriticalexponentsaswell can study all positive values of q, integer or noninteger, 9 asauniversalamplituderatio. Itfollowsthatv (q)∝qas 1 within a unified framework. c q ↓0. Indeed, we see the present study of the spanning- 0 In two dimensions, the behavior of the ferromagnetic forestmodelasthefirststepinacomprehensivestudyof 1 6 (v > 0) Potts/random-cluster model is fairly well un- therandom-clustermodelasafunctionof(noninteger)q. 0 derstood, thanks to a combination of exact solutions [5], For the random-clustermodel with q ≥1, a collective- / Coulomb-gas methods [6] and conformal field theory [7]. t mode Monte Carlo algorithm has recently been invented a But indimension d≥3,many importantaspects remain m byChayesandMachta[13];itgeneralizesthewell-known unclear: the location of the crossover between second- Swendsen–Wang algorithm [14] and reduces to (a slight - orderandfirst-orderbehavior[8]; the natureofthe criti- d variant of) it when q is an integer. But for q < 1, the calexponentsandtheirdependenceonq;thevalueofthe n only available algorithm seems to be the Sweeny algo- o upper critical dimension for noninteger q; and the quali- rithm [15], which is a local bond-update algorithm. Or- c tative behavior of the critical curve v (q) near q =0. : c dinarily one would expect such a local algorithm to ex- v Interesting special cases of the random-cluster model hibit severecritical slowing-down,atleastwhen the spe- i X arise in the limit q →0. In particular, the limit q,v →0 cificheatisdivergent[16]. Buttherandom-clustermodel r withw =v/q heldfixedgivesrisetoamodelofspanning withq <q0(d)≈2hasanon-divergentspecificheat(i.e., a forests, i.e. spanning subgraphs without cycles, in which criticalexponentα<0), whichsuggeststhat the critical each occupied edge gets a weight w [9]. Very recently, slowing-down might not be so severe after all. Indeed, it was shown[10] — generalizing Kirchhoff’s matrix-tree our numerical studies of the spanning-forest model (i.e., theorem [11] — that this spanning-forest model can be the q → 0 limit) in dimensions d = 2,3,4,5 strongly mappedontoafermionic(Grassmann)theoryinvolvinga suggest that there is no critical slowing-down, i.e., the quadratic(Gaussian)termandaspecialnearest-neighbor dynamic critical exponent z associated to the expo- exp four-fermion term. Moreover, this fermionic model pos- nential autocorrelation time is zero. Better yet, the ex- sesses an OSP(1|2) supersymmetry andcan be mapped, ponentz associatedtotheintegrated autocorrelation int,O toallordersoftheperturbationtheoryinpowersof1/w, time[17]turnsouttobenegative for“global”observables 2 such as the mean-square cluster size; that is, one “effec- 1 tively independent” sample can be obtained in a time much less than a single “sweep” — a kind of “critical speeding-up”. 00..88 Onthe otherhand,the Sweenyalgorithmforq 6=1re- quires a non-local connectivity check each time one tries 0.6 toupdateasinglebond. Ifdoneinthenaiveway(e.g.,by R 6 depth-first or breadth-first search), this would require a CPUtimeoforderthemeanclustersizeχ∝Lγ/ν =L≈2 0.4 8 12 per “hit” of a single bond, leading to a severe “compu- tational critical slowing-down”. Recent work by com- 0.2 16 24 puter scientists on dynamic connectivity algorithms [18] 32 shows how this can be reduced to (logL)p, but at the 0 expense of fairly complicated algorithmsand data struc- 0.2 0.3 0.4 0.5 w tures. We therefore adopted an intermediate solution: a simple “homemade” dynamic connectivity algorithm Figure 1: Coarse plot of R versus w for spanning forests in that empirically has a slowing-down L≈0.7. The details dimension d=3 and lattice sizes 6≤L≤32. of this algorithm, along with measurements of the dy- namic critical behavior of the Sweeny algorithm in the spanning-forest limit, will be reported separately [19]. 0.861 Wesimulatedthespanning-forestmodelindimensions d=3,4,5onhypercubic lattices ofsize Ld with periodic boundary conditions. We measured the cluster-size mo- mentsS = #(C)k fork =0,2,4. Wefocussed 0.86 k clustersC attentiononPthe ratioR=hS4i/hS22i, whichtends inthe R infinite-volume limit to 0 in a disordered phase and to 1 inanorderedphase,andisthereforediagnosticofaphase 32 0.859 transition. We also studied hS i in order to estimate the 40 2 64 magnetic critical exponent. 80 Ineachdimension, webeganby makinga“coarse”set 120 of runs coveringa wide range of w values, using modest- 0.858 sizedlatticesandmodeststatistics. Iftheplots ofRver- 0.4334 0.4336 0.4338 sus w indicated a likely phase transition, we then made w a “fine” set of runs coveringa smallneighborhoodof the Figure2: “Super-fine”plotofRversuswforspanningforests estimated critical point, using larger lattices and larger in dimension d=3 and lattice sizes 32≤L≤120. statistics. Finally, using the results from these latter runs, we made a “super-fine” set of runs extremely close totheestimatedcriticalpoint,usingaslargelatticesand 0.43365±0.00002,the critical exponents ν =1.28±0.04 statistics aswe couldmanage,withthe goalofobtaining and γ/ν =2.1675±0.0010, and the universal amplitude precisequantitativeestimatesofthecriticalpointwc and ratio Rc = 0.8598±0.0003 (68% subjective confidence thecriticalexponents. Thecompletesetofrunsreported intervals, including both statistical error and estimated in this Letter used approximately 7 years CPU time on systematic error due to unincluded corrections to scal- a 3.2 GHz Xeon EM64T processor. ing). A finite-size-scaling plot using these parameters is The “coarse” plot of R versus w for dimension d = 3 shown in Figure 3. A “coarse” plot of hS i/Lγ/ν using 2 and lattice sizes 6 ≤ L ≤ 32 is shown in Figure 1, and the estimated value of γ/ν is shown in Figure 4. showsaclearorder-disordertransitionatwc ≈0.43. The The “coarse” plots of R versus w for dimensions d = corresponding “super-fine” plot, for lattice sizes 32 ≤ 4,5 are shown in Figures 5 and 6, respectively. Once L≤120,isshowninFigure2. WefitthedatatoAnsa¨tze again they show a clear order-disorder transition. For obtained from lackof space,we refrainfromshowingthe corresponding R = R + a (w−w )L1/ν + a (w−w )2L2/ν “super-fine” plots (which use lattice sizes up to 644 and c 1 c 2 c 205) and simply give the results of fits to Ansa¨tze of the +b L−ω1 + b L−ω2 + ... (1) 1 2 general type (1). In dimension d = 4, we estimate w = c by omitting various subsets of terms, and we systemat- 0.210302±0.000010, ν = 0.80±0.01, γ/ν = 2.1603± ically varied L (the smallest L value included in the 0.0010and R =0.73907±0.00010. In dimension d=5, min c fit). We also made analogous fits for hS i/Lγ/ν. Com- we estimate w = 0.14036±0.00002, ν = 0.59±0.02, 2 c paring all these fits, we estimate the critical point w = γ/ν =2.08±0.02 and R =0.625±0.015. c c 3 0.95 1 0.9 0.8 0.85 8 0.6 12 R 0.8 16 R 24 0.4 4 0.75 32 6 0.7 40 0.2 8 64 10 120 12 0.65 0 -0.4 -0.2 0 0.2 0.4 0.12 0.13 0.14 0.15 0.16 1/ν (w-w )L w c Figure 3: Finite-size-scaling plot of R versus (w−w )L1/ν, Figure 6: Coarse plot of R versus w for spanning forests in c with w = 0.43365 and ν = 1.28, for spanning forests in dimension d=5 and lattice sizes 4≤L≤12. c dimension d=3 and lattice sizes 8≤L≤120. 3 γ/ν=2.1675 q=0 q=1 q=2 6 8 ν =∞ ν =4/3 ν =1 d=2 2 12 γ/ν =2 γ/ν =43/24 γ/ν =7/4 γ/ν 16 d=3 ν =1.28(4) ν =0.874(2) ν =0.6301(5) -L 24 γ/ν =2.1675(10) γ/ν =2.0455(6) γ/ν =1.9634(5) 2 32 S ν =0.80(1) ν =0.689(10) ν =1/2(log) 1 d=4 γ/ν =2.1603(10) γ/ν =2.094(3) γ/ν =2(log) ν =0.59(2) ν =0.57(1) ν =1/2 d=5 γ/ν =2.08(2) γ/ν =2.08(2) γ/ν =2 0 TableI: Critical exponentsν andγ/ν versusq andd. d=2: 0.2 0.3 0.4 0.5 w presumed exact values [20]. d = 3,4,5, q = 0: this work. d=3, q =1: [21]. d=3, q =2: [22]. d=4, q =1: [23, 24]. Figure4: PlotofhS2i/Lγ/ν versusw,withγ/ν =2.1675,for d=5,q=1: [24,25]. d=4,5,q=2: presumedexactvalues. spanningforestsindimensiond=3andlatticesizes6≤L≤ 32. In Table I we summarize the estimated critical ex- ponents for ferromagnetic Potts models with q = 0 1 (this work), 1 (percolation) and 2 (Ising) in dimensions d = 2,3,4,5. It is evident that ν varies quite sharply as 0.8 afunctionofq andd,whileγ/ν variesmuchmoreslowly. The dimension-dependences of ν and γ/ν for q = 0 are 0.6 consistent with the conjecture that they are tending to R the mean-field values 1/2 and 2 in dimension d=6, just 4 0.4 6 as they do for q = 1. 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