Sherrington-Kirkpatrick model near T = T : c 0 expanding around the Replica Symmetric Solution 1 0 2 A Crisanti1 and C De Dominicis2 n 1 DipartimentodiFisica,Universit`adiRomaLa SapienzaandSMC,P.leAldo a Moro2,I-00185Roma,Italy. J 2 Institut de Physique Th´eorique,CEA-Saclay-OrmedesMerisiers,91191Gif 8 surYvette, France 1 E-mail: [email protected], [email protected] ] n Abstract. An expansion for the free energy functional of the Sherrington- n Kirkpatrick(SK)model,aroundtheReplicaSymmetric(RS)SKsolutionQ(RS)= - ab s δab+q(1−δab)isinvestigated. Inparticular,whentheexpansionistruncatedto di fourthorderin. Qab−Q(aRbS). TheFullReplicaSymmetryBroken(FRSB)solution is explicitly found but it turns out to exist only in the range of temperature . t 0.549... ≤ T ≤ Tc = 1, not including T = 0. On the other hand an expansion a m aroundtheparamagneticsolutionQ(aPbM)=δab uptofourthorderyieldsaFRSB solutionthatexistsinalimitedtemperaturerange0.915...≤T ≤Tc=1. - d n o PACSnumbers: 75.10.Nr,64.70.Pf c [ 2 Submitted to: J. Phys. A: Math. Gen. v 1 9 0 4 . 0 1 9 0 : v i X r a Sherrington-Kirkpatrick model near T =T 2 c 1. Introduction: The Sherrington-Kirkpatrick(SK) model is defined by the Hamiltonian [1]: 1,N 1 = J σ σ (1) ij i j H −2 i6=j X wheretheσ are 1IsingspinsandthecouplingsJ areindependentGaussianrandom i ij ± variables of zero mean and variance equal to 1/N. The thermodynamic properties of the model are described by the free energy (density) f averaged over the quenched disorder. To overcame the difficulties of averaging a logarithm, the average over the disorder is computed using the so called replica trick: Zn 1 βNf = lim − (2) − n→0 n where β = 1/T is the inverse temperature and, as usual, ( ) denotes the average ··· over the disorder. For n integer Zn is the partition functions of n identical, non interacting, replicas of the system. The average over disorder couples the different replicas. Performing this average, and introducing the auxiliary symmetric replica overlap matrix Q = 1 σ σ , with a = b, the disorder averaged replicated ab N i ia ib 6 partition functions can be written as [1]: P Nβ2 Zn = dQ eNL[Q] (3) ab 2π Z a<br Y with the effective Lagrangian(density): β2 β2 [Q] = Q2 +Ω[Q] n (4) L − 4 ab − 4 ab X β2 Ω[Q]= lnTr exp Q σ σ (5) σa 2 ab a b (cid:18) ab (cid:19) X The last term in (4) follows from the definition Q =1. The normalizationfactor in aa (3) gives a sub-leading contributions for N and is omitted in the following. →∞ In the thermodynamic limit, N , the value of the integral in (3) is given by →∞ the stationary point value, and the replica free energy density reads: nβf = [Q] (6) − L with Q evaluated from the stationary condition ab ∂ [Q]=0, a<b (7) ∂Q L ab that is from the self-consistent equation Trσσaσb exp β22 abQabσaσb Q = = σ σ , a=b. (8) ab Trσexp β2(cid:16)2 aPbQabσaσb (cid:17) h a bi 6 (cid:16) (cid:17) To solve the self-consistentstationarypPointequationwe haveto specify the structure of the matrix Q . This is not straightforward since the symmetry of the replicated ab partition function under replica permutation is broken in the low temperature phase. Sherrington-Kirkpatrick model near T =T 3 c TheReplicaSymmetric(RS)AnsatzQ =δ +q(1 δ )ofSherrington-Kirkpatrick ab ab ab − [1],thatassumesthesameoverlapforanypairofreplicas,indeedyieldsanunphysical negative entropy at zero temperature. Following the parameterization introduced by Parisi [2, 3], the overlap matrix Q for R breaking in the replica permutation ab symmetry is divided into successive boxes of decreasing size p , with p = n and r 0 p =1,alongthediagonal,andtheelementsQ oftheoverlapmatrixareassigned R+1 ab so that Q q =Q , r =0, ,R+1 (9) ab a∩b=r r ≡ ··· with 1 = Q Q Q > Q . The notation a b = r means that a and b R+1 R 1 0 ≥ ≥ ··· ≥ ∩ belongtothesameboxofsizep buttotwodistinctboxesofsizep <p . Thecase r r+1 r R = 0 gives back the RS solution, while the opposit limit R describes a state → ∞ with an infinite, continuum, number of possible spontaneous breaking of the replica permutation symmetry. It turns out that a physical solution is obtained only in the lattercase. Using this structureforQ ,Parisiandothers[2,3,4]haveshownhowto ab obtain solutions with R steps of replica symmetry breaking (RSB) and in particular withR (FRSB),andhowtoconstructequationssatisfiedbyQ(x),thecontinuous →∞ limit of the order parameter Q for R [5]. These equations can be solved in ab → ∞ the full low temperature phase [6, 7, 8, 9, 10, 11]. However working directly with Q(x) makes it difficult to keep track, for instance, of the Hessian, and hence of the stabilityofthe solution,sincethe matrixstructureofthe overlapmatrixQ islostin ab the continuous limit. The study of the Hessian of the fluctuations around the RSB ‡ solution with an arbitrary R from the Lagrangean (4)-(5) is a very hard task. As a resultstabilityanalysishasbeenmostlyinvestigatednearthecriticaltemperatureand withthehelpofasimplifiedmodel[12,13],thesocalledTruncatedModel[2,14],that similarly to the Landau Lagrangian retains only the main mathematical structure of the expansionofthe replicatedfreeenergyinpowersofQ nearT ,where Q 1. ab c ab | |≪ In the present work, we take a different viewpoint and consider the expansion of the Lagrangean (4)-(5) around the Replica Symmetric ansatz of Sherrington and Kirkpatrick. The main motivation for such an expansion is to obtain a simpler Lagrangean which, while retaining the replica symmetry breaking properties of the original model, is a priori valid in the whole low temperature phase. Anticipating our conclusions, we find that the model obtained by truncating the expansion to the fourth order, the minimum order required to have a FRSB solution, while improving theresultsobtainedfromtheexpansionsnearT isvalidinatemperaturerangewhich c does not reach zero temperature. Theoutlineofthepaperisasfollows: inSection2weconstructtheapproximation of Ω[Q] obtained expanding it around the Replica Symmetric SK solution Q(RS) = q ab (a = b) up to fourth order in Q q. The stationarity equation and its solutions ab 6 − are discussed in Section 3. The Truncated Model was obtained considering the main features of the mathematical structure of the expansion of Ω[Q] around the paramagnetic solution Q(PM) = 0 (a = b) to fourth order in Q . The parameters ab 6 ab entering in the model are, however, usually arbitrary and so it is difficult to make contactwiththeoriginalSKmodel. ByusingtheresultsofSection2wecandetermine the coefficientsoftheexpansionandstudythepropertiesofthesolution. Thisisdone in Section 4. Discussion and conclusions are deferred to Section 5. ‡ Paradoxically,itisthiscontinuous limitR→∞,thatimposestheexistenceofzeromodes(atthe bottom of the replicon bands). Indeed, this limitis necessary to transform the replicapermutation invarianceintoa(broken) continuous groupthusgeneratingGoldstonezeromodes. Sherrington-Kirkpatrick model near T =T 4 c 2. Expansion of the free energy functional around the SK solution: To expandthe functionalΩ[Q]aroundthe SK solutionQ =q for a=b,we consider ab 6 an overlapmatrix Q of the form ab Q =δ +q(1 δ )+q (10) ab ab ab ab − where q is given by the SK Replica Symmetric solution (see below) and q the ab deviation from the Replica Symmetric solution. Inserting this form of Q into the ab free energy functional (6) yields: β2 β2 β2 β2 nβf =n q2 n q q q q2 − 4 − 2 − 2 ab− 4 ab ab ab X X β2 2 β2 1,n +lnTrσ exp q σa + qabσaσb +O((n121)) 2 2 ! ab ab X X Setting q =0 the above expressionleads to the Sherrington-Kirkpatrickfree energy ab β2 β2 βf = q2 q+lncosh(βz)+ln2+O(n) (12) SK − 4 − 2 where the overbar denotes the averageover the Gaussian variable z: g(z)= +∞ dz e−z2/2qg(z). (13) √2πq Z−∞ Stationarity of f with respect to q leads to SK Replica Symmetric solution: SK q =θ2, θ tanh(βz). (14) ≡ For q =0 the free energy functional f can be written, expanding the last term ab 6 in (11) in powers of q , as: ab β2 β2 nβf = nβf q q q2 − − SK− 2 ab− 4 ab ab ab X X 1 β2 k k + q σ σ (15) ab a b k! 2 Xk≥1 (cid:18) (cid:19) * Xab ! +c where the subscript “c” indicates that only connected contributions, i.e., only those terms that cannot be written as the product of two or more independent sums, must be considered. The angular brackets denote the average n g(σ) = eβzσag(σ)+O(n). (16) h i a=1 Y Since σ2 = 1, the last term in (15) contains only averages of products of spins with a different replica index. These are easily evaluated yielding n h σ σ = eβzσa σ h a1··· ahi l a=1 l=1 Y Y =[2cosh(βz)]n−h[2sinh(βz)]h+O(n) =θh+O(n), a = =a . (17) 1 h 6 ···6 Form the study of the truncated model it is known that terms of order O(q4 ) must ab be included into the free energyto break the replica symmetry. Thus in the following we shall consider the first four terms of the expansion. Sherrington-Kirkpatrick model near T =T 5 c 2.0.1. Term O(q ): The term of order O(q ) is ab ab q σ σ = q σ σ =θ2 q (18) ab a b ab a b ab * + h i ab ab ab X X X Thechoiceq =θ2,see(14),cancelsthelinearterminthe expansion(15)andremoves the tad-poles. 2.0.2. Terms O(q2 ): The term of order O(q2 ) reads ab ab 2 q σ σ = q q σ σ σ σ (19) ab a b ab cd a b c d * ! + h i ab ab X Xcd To evaluate this term we have to find all different possible ways of equating the ab indexes to cd indexes with the constraint, imposed by q =0, that a=b and c=d. aa 6 6 There are three possible cases: all indexes different, a pair of equal indexes, and two pairsofequalindexes. Bynoticingthatthe spinproductaveragesdependonlyonthe number of different indexes, and not on the value of the indexes, and that the matrix q is symmetric, these yield ab 2 ′ ′ ′ q σ σ =θ4 q q +4θ2 q q +2 q2 , (20) ab a b ab cd ac cb ab * ! + ab abcd abc ab X X X X since there are 4 possible ways of equating one index in ab with one index in cd and 2 was of equating the pair of indexes ab to the pair cd. All sums are restricted to different indexes, this is denoted by the prime “′” over the sum sign. Transforming the restricted sums into unrestricted ones, i.e., sums over free index, one finally ends up with: 2 q σ σ =θ4 q q +4θ2(1 θ2) q q ab a b ab cd ac cb * ! + − ab abcd abc X X X +2(1 θ2)2 q2 (21) − ab ab X This equation has a simple diagrammatic expression. Indeed denoting q by a line ab and the vertex where two (or more) indexes are equal by a “dot”, the above equation can be written as 2 q σ σ =θ4 +4θ2(1 θ2) ab a b * ! + − ab X +2(1 θ2)2 (22) − More details can be found in Appendix B. From this form we easily see that the first term is a disconnected contribution and hence it does not appears in the free energy (15), therefore to order O(q2 ) the free energy reads ab β4 β4 nβf = nβf + M q q + N q2 +O(n2,q3 ) (23) − − SK 4 ac cb 4 ab ab abc ab X X where M =2θ2(1 θ2), N =(1 θ2)2 T2. (24) − − − Notice that the coefficient N is (minus) the Replicon eigenvalue of the Replica Symmetric solution [15]. The q =0 solution is hence unstable below T =1. ab Sherrington-Kirkpatrick model near T =T 6 c 2.0.3. Terms O(q3 ) and O(q4 ): These are evaluated as done for the O(q2 ) by ab ab ab computing all connected contributions that follows from the expansion of the k = 3 and k = 4 terms in (15). By using a self-explanatory diagrammatic representation these are given by: 3 q σ σ =P +Q +R +J +K (25) ab a b * ! + Xab c where P =24θ2(1 θ2)2, Q= 16θ4(1 θ2), R= 48θ2(1 θ2)2, (26) − − − − − J =16θ2(1 θ2)2, K =8(1 θ2)3 (27) − − and 4 q σ σ = A +B B ab a b * ! + − − Xab c +C C +4D − 3D +E 2E − − +F +G H (28) − with A=32θ4(1 3θ2)(1 θ2), B =384θ4(1 θ2)2, C =384θ2(1 θ2)3, (29) − − − − D =64θ2(1 3θ2)(1 θ2)2, E =192θ2(1 θ2)2, F =48(1 θ2)4, (30) − − − − G=32(1 3θ2)2(1 θ2)2, H =96(1 3θ2)(1 θ2)3. (31) − − − − CollectingallcontributionsuptoorderO(q4 ),thereplicafreeenergyfunctionalreads: ab 1 1 nβf = nβf + M q q +N q2 + P q q q − − SK 4T4 " ac cb ab# 6(2T2)3 " ac cd db abc ab abcd X X X +Q q q q +R q2 q +J q3 +K q q q ad bd cd ac cb ab ac cb ba # abcd abc ab abc X X X X 1 + A q q q q +B q q2 q (32) 24(2T2)4 "− ae be ce de ac cd db abcde abcd X X B q q q q +C q q2 q C q q q q − ac dc ce eb ac cb ba− ac ad dc cb abcde abc abcd X X X +4D q3 q 3D q2 q q +E q q q q ac cb− ab bc bd ab bc cd de abc abcd abcde X X X 2E q q q2 +F q q q q +G q4 H q2 q2 − ab bc cd ab bc cd da ab− ac cb# abcd abcd ab abc X X X X +O(n2,q5 ) ab Sherrington-Kirkpatrick model near T =T 7 c 3. Stationarity equation: The equation for q follows from the stationarity condition (∂/∂q )f =0 applied to ab ab the replica free energy functional (32). In the limit R this yields →∞ 1 1 [MS +Nq(x)]+ 3(P +Q)S2+R S +2S q(x) +3Jq(x)2 2T4 1 6(2T2)3 1 2 1 " (cid:16) (cid:17) x 1 +6K dyq˙(y)q(y)+S q(0) + 4AS3 (cid:18)Z0 1 (cid:19)# 24(2T2)4"− 1 +B 2S S 4S3+b2S2q(x) +C∆(x) 1 2− 1 1 (cid:16) (cid:17) +D 4S 6S S +12S q(x)2 6S2q(x) 3− 1 2 1 − 1 (cid:16) (cid:17) +E 4S3 4S S 4S2q(x) 1 − 1 2− 1 (cid:16) x (cid:17) +12F dyq˙(y)q(y)2+S2q(0) 1 (cid:18)Z0 (cid:19) +4Gq(x)3 4HS qb(x) =0, 0 x x , (33) 2 c − # ≤ ≤ where x d ∆(x)=2 dy q(y)2q(y)+q2(y)q˙(y) +S q(0)2+S q(0) 1 2 dy (cid:20)Z0 (cid:18) (cid:19) (cid:21) x b + 4q(x) 6bS dyq˙(y)q(y)+S q(0) 1 1 − (cid:16) x (cid:17)(cid:20)Z0 (cid:21) 3 dyq(y)q(y)2 3S2q(0b)+q(x)3 (34) − − 1 Z0 and b 1 xc S = dxq(x)n = dxq(x)n (1 x )q(x )n (35) n c c − − − − Z0 Z0 The “dot” indicates the derivative, q˙(x) = (d/dx)q(x), while the “hat” the Replica Fourier Transform (RFT), that for R reads [17]: →∞ § xc d q(x)= dyy q(y) q(x ), RFT (36) c dy − Zx b x 1 d q(x)= dy q(y)+q(0) inverse RFT (37) − ydy Z0 where q(0) = q(x = 0), and we habve neglected the surface term at x = 1 since q(x=1)=q =0. aa 3.1. Solution of the Stationarity equation The complicate integro-differential stationarity equation (33) can be solved reducing it to an ordinary differential equations using the differential operator O = § TheRFTwasfirstintroduced,directlyinthecontinuumlimit(R→∞)byMezardandParisi[18] b Sherrington-Kirkpatrick model near T =T 8 c (1/q˙(x))(d/dx) to eliminate integrals. Application of O to (33) leads to N 1 1 2T2 + 3(2T2)3 RS1+3Jq(x)+3Kq(x) + 12(2T2)4bBS12 (cid:20) (cid:21) (cid:20) x +C 2 dyq˙(y)q(yb)+q2(x)+4q(x)q(x) 3S q(x) 1 − (cid:18) Z0 +2S q(0) +D 1b2S q(x)b 3S2 2EbS2+6Fq(bx)2 1 1 − 1 − 1 (cid:19) (cid:0) (cid:1) +6Gq(x)2 2HS =0. b (38) 2 − (cid:21) The equation is not yet simple enough to be solved. A second application of O, and a rearrangementof terms, yields 8T2X(x)+Y(x)q(x)+U(x)q(x)+Z(x)S =0 b (39) 1 where b X(x)=J Kx, Y(x)=2C 4Fx, U(x)=4G 2Cx, Z(x)=4D+Cx (40) − − − Theintegralequation(39)cannowbetransformedintoadifferentialequationdividing it by Y(x) and taking the derivative with respect to x. This leads to the first order differential equation Y(x)[U(x) Y(x)x]q˙(x)+µq(x)+8T2λ+νS =0 (41) 1 − with coefficients λ=X˙Y XY˙ = 2CK+4FJ (42) − − µ=U˙Y UY˙ = 4C2+16FG (43) − − ν =Z˙Y ZY˙ =2C2+16DF. (44) − The solution of equation (41) reads: x s q(x)=Γ − a bS , 0 x x , (45) 1 c (x s)2+∆ − − ≤ ≤ − where p λ ν C G a=8T2 b= s= ∆= s2, (46) µ µ 2F F − and we have absorbed a factor µ into the definition of the integration constant Γ. The quantity S is function of Γ and x (and temperature), see (35). Introducing the 1 c auxiliary function z x s z s h(z)= dx − +(1 z) − (x s)2+∆ − (z s)2+∆ Z0 − − (z s)(1 s)+∆ = − p− s2+∆ p (47) (z s)2+∆ − − p this reads p Γh(x ) a c S = − (48) 1 b 1 − The value of Γ, and x , is determined from equations (38) and (39). Replacing c in equation(39) q(x) with the expression(45) yields alinear equationfor Γ. This can Sherrington-Kirkpatrick model near T =T 9 c be readily solved noticing that since Γ does not depend on x we can just set x = 0 and use the identity q(0)=S . This leads to 1 Γ 0 Γ= (49) bΓ +Γ h(x ) 1 2 c where Γ =4T2J(b 1)+a(2G C 2D), 0 − − − s Γ =2G(b 1) , (50) 1 − √s2+∆ Γ =2Gb C 2D. 2 − − Finally the value of x , for a given the temperature T, is determined from (38). c Again we can take advantage of the fact that x does not depend to x and choose c in (38) a suitable value for x, e.g., x = x or x = 0. Setting x = 0 into (38) a c straightforwardalgebra leads to the equation 1 2N + 3Jq(0)+(R+3K)S 6T2 1 (cid:2) 1 (cid:3) + 6Gq(0)2+(6C+12D)S q(0)+ 48T4 1 (B 3C(cid:2) 3D 3E+6F)S2+(C 2H)S =0 (51) − − − 1 − 2 where (cid:3) ∆ b(b 2) S = Γ2 (1 x ) +I (x ) I (0)+1 − h(x )2 2 − − − c (x s)2+∆ 2 c − 2 − (b 1)2 c (cid:20) c− − (cid:21) 2 a a +2 Γh(x ) (52) (b 1)2 c − b 1 − (cid:18) − (cid:19) and ∆ x s I (x)= dx = √∆ tan−1 − , ∆>0 (53) 2 − (x s)2+∆ − √∆ Z − (cid:18) (cid:19) Solvingequation(51)forx atfixedT yields the value ofx (T),thatsubstituted c c back gives the solution q(x) as function of temperature. In figures 1 and 2 we show the solutions Q(x)=q+q(x) for two different temperatures. From figures one clearly sees that Q(x = 0) = 0. It grows as the temperature 6 decreases, and overcomes q for T < 0.618..., see also figure 3. Retaining in the expansionofΩ[Q]onlytermsuptoorderO(q4 )breaksthereplicasymmetry,however, ab this approximation is not good enough to change the SK result Q(x = 0)= q = 0 to 6 the expected one Q(x=0)=0. To recover the latter one has to add more terms in k the expansion, probably all terms. Below temperature T =0.549...equation(38) ceasesto have a physicalsolution and only the SK solution Q(x) = q survives. In figure 3 we show the values of Q(0), Q(x ) and x as function of temperature. c c k Q(x=0)mustvanishinabsenceofexternalfieldsthatbreaktheup/downsymmetry. Forinstance intheq≥4PottsmodelthesymmetryisbrokenandindeedQ(0)6=0 Sherrington-Kirkpatrick model near T =T 10 c 0.12 Q(x) 0.08 0.04 0 0 0.2 0.4 0.6 0.8 1 x Figure 1. Q(x) versus x at temperature T = 0.9. The horizontal dashed line showstheSKsolutionQ(x)=q. Forthistemperaturewehavexc=0.168846..., Q(xc)=0.109238...Q(0)=0.013570...andq=0.102701.... 0.5 0.4 0.3 Q(x) 0.2 0.1 0 0 0.2 0.4 0.6 0.8 1 x Figure 2. Q(x) versus x at temperature T = 0.7. The full line is the result from the expansion around T =1 to order O(τ13), whilethe circleare obtained from the numerical solution of equation (38). The horizontal dashed line shows the SK solution Q(x) = q. For this temperature we have xc = 0.3920(6), Q(xc)=0.3879(1)...Q(0)=0.2232(5)...andq=0.3166(5)....