A NNALES DE L ’I. H. P., SECTION A
A BEL K LEIN
J. F ERNANDO P EREZ
Controlling Griffiths’ singularities
Annales de l’I. H. P., section A, tome 64, n
o3 (1996), p. 309-323
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309
Controlling Griffiths’ singularities
Abel KLEIN*
J. Fernando PEREZ~
University of California
Department of Mathematics, Irvine, CA 92717-3875 E-mail: [email protected]
Instituto de Fisica Universidade de Sao Paulo
P.O. Box 66318, 01498-970 Sao Paulo, SP, Brazil E-mail: [email protected]
Vol. 64,~3,1996, Physique theorique
ABSTRACT. - We
give
newtechniques
forstudying
the smoothness ofquenched
correlation functions. A newproof
for the Random FieldIsing
Model in the
strong
fieldregime
is alsogiven.
R6SUM6. - Nous decrivons une nouvelle
technique
pour demontrer que lamagnetisation (ou
toute fonction de correlation «trempee »)
est infiniment differentiable.Cette methode est
appliquee
au cas du modeled’ Ising
enchamp
aleatoire.1. INTRODUCTION
In 1969 Robert Griffiths
[8]
discussed some novel featuresdisplayed by
random
ferromagnetic systems.
He considered the statistical mechanics of* Supported in part by the NSF Grant DMS-9208029.
t Supported in part by the CNPq and FAPESP.
Annales de l’Institut Henri Poincaré - Physique theorique - 0246-0211
Vol. 64/96/03/$ 4.00/@ Gauthier-Villars
310 A. KLEIN AND J. F. PEREZ a site dilute
Ising
model with energy functiongiven by
with
Jxy
=çxçy,
where theindependent
random variablesÇx
are 1 or 0with
probability
p and1- p respectively.
Here ~ E denotes apair
of nearest
neighbor
sites in7~d , ~x = ~ 1;
we will use E and P to denotethe
expectation
andprobability
measure in theunderlying probability
space of the randomparameters and ( )
to denote thermal averages. Griffiths showed that thequenched magnetization,
considered as a function of z =
e2~h,
exhibitsnon-analytical
behaviorat z = 1 for any
/3
>{3c,
where!3c
is the critical inversetemperature
for thehomogeneous system (i.e.,
p =1),
if p pc. the critical sitepercolation probability.
Notice that in this case atypical
realization of thesystem
consists of finitenoninteracting
islands ofspins,
soclearly
there isno
spontaneous magnetization
and nolong
range order. But thosetypical
realizations also contain
infinitely
manyarbitrarily large
islands where thesystem
isarbitrarily
close to infinitehomogeneous systems
whichdisplay non-analytic
behavior for{3
>{3c, resulting
in thenon-analytic
behavior ofthe infinite volume
quenched magnetization.
If
,~~ ( p)
denotes the critical inversetemperature
for the dilutesystem,
then,~~ ( p)
>{3c
==,~~ ( 1 )
for any 0 p 1. Griffithsargued
that thereis
non-analyticity
of thequenched magnetization
if{3c !3 ,~~ (p)
forany 0 p 1. Proofs of the last statement
(based
on Griffiths’original argument)
wereprovided by
Suto[ 14]
and Frohlich[4].
Griffiths’
arguments
shouldapply
to alarge
class offerromagnetic models;
inparticular,
if thecouplings Jxy
> 0 areindependent identically
distributed random
variables,
which may assume with non zeroprobability arbitrarily large values,
thesesingularities
should occur for every value of thetemperature.
But theexisting proofs [8], [ 14], [4]
shownon-analyticity
of the
quenched magnetization only
for the(site
orbond)
diluteIsing ferromagnet.
The raison d’etre of Griffiths’
singularities
is the fact that evenif,
withprobability
one, the infinitesystem
is not ordered aswhole,
there are, also withprobability
one,infinitely
manyarbitrarily large regions
inside whichthe
system
isstrongly
correlated. Thisphenomenon
is nowrecognized
tobe a
regular
feature in the statistical mechanics of disorderedsystems
notjust
of thetype
discussed above. It has theunpleasant
consequence thatAnnales de l’Institut Henri Poincaré - Physique theorique
the usual
high temperature
or lowactivity expansions,
the standard toolsfor
obtaining exponential decay
of correlation functions(and
also existence anduniqueness
of thethermodynamical limit),
fail to converge.In this review we consider a class of
systems
whosetypical representative
is an
Ising
model in7~d
whose Hamiltonian isgiven
in a finite volume A C7~d by
where the
couplings
J = E7~d*~
and the external fields h= {/~,
x E areindependent
families ofindependent identically
distributed
(within
eachfamily)
randomvariables;
we allow the random variableJxy
to take also the value +00. We use the notation A* =E
A}.
If B =0,
the model may be used to describe aspin glass
or a randomferromagnet;
if the J >0,
we have the random fieldIsing
model.The
study
of such random modelsrequires
newtechniques
andexpansions, capable
ofavoiding
theproblems
associated with thoseinfinitely
many, but
sparsely distributed, arbitrarily large regions
inside which thesystem
isstrongly correlated, effectively controlling
the "Griffiths’singularities".
The first results of this kind were obtained
by Olivieri,
Perez and Rosa Jr.[12],
who studied theIsing ferromagnet
with randomcouplings
>0, 0, h
=0),
and showedexponential decay
of twopoint
functions inthe presence of Griffiths’
singularities
oo . This finite moment condition was later removedby
Perez[13],
who also treatedgeneral
correlation functions.
Exponential decay
of truncated correlation functions anduniqueness
ofthe Gibbs state for the class of models described
by ( 1.3),
for small{3
or
large ,t3,
were obtainedby
Berretti[2]
withstrong
restrictions on theprobability
distributions of the randomparameters
oo for alla >
0; P{/~
=0}
=0).
Frohlich and Imbrie[5], through
an intrincateanalysis
ofpartially
resummedhigh temperature/low activity expansions
were able to obtain these results under less restrictive
assumptions
on theprobability
distributions of the relevant randomparameters I
00with a
slowly decaying distribution,
e.g. aCauchy distribution,
for small/3,
=0}
== 0 forlarge S). Bassalygo
and Dobrushin[ 1 ] proved uniqueness
of the Gibbs state for small/3
with noassumptions
on theprobability
distributionsif
oo. The small/3
behavior oflong
range
spin glasses
has been studiedby
Frohlich andZegarlinski [6]
andZegarlinski [ 16] .
Vol. 64, n 3-1996.
312 A. KLEIN AND J. F. PEREZ
In his
original article,
Griffiths[8]
wondered whether thequenched magnetization, although non-analytic,
was aninfinitely
differentiable function of the uniform external field h. We answered thisquestion
forthe class of models described
by (1.3)
injoint
work with von Dreifus[3], proving
that athigh temperature
or atstrong
fieldB,
inspite
of the non-analyticity pointed
outby Griffiths,
themagnetization,
or moregenerally
all
quenched
correlationfunctions,
areinfinitely
differentiable functions of the uniform external field h. We also showeduniqueness
of the Gibbs state andexponential decay
of truncated correlation functions withprobability
one. Our results
require
noassumptions
on theprobability
distributions of~hy
andhx, except
for the obviousrequirement
of nopercolation
of infinitecouplings
=small), and,
in thestrong
fieldsituation,
forthe also obvious
requirement
that zeromagnetic
fields do notpercolate (e.g.,
=
0} small).
To prove theseresults,
wedeveloped
a modifiedhigh temperature/low activity expansion
whose convergence can bedisplayed through simple
andelementary probabilistic arguments.
Our methods canbe
applied
to any lattice model in classical statistical mechanics. For models with finite rangeinteraction,
boundedspins
andindependence
of the randomparameters,
theapplication
isstraightforward.
Another
proof
ofuniqueness
of the Gibbs measures athigh temperature
or
strong magnetic
fields and ofexponential decay
of thecorresponding quenched
correlation functions wasgiven by
Gielis and Maes[7], using
ananalysis
based on thestudy
of"disagreement percolation".
This review is
organized
as follows. The next section containsprecise
statements of our results with von Dreifus
[3].
In section 3 we sketchour
(simple) proof
for a model that has beenextensively
studied in the literature[2], [5] :
the random fieldIsing
model in thestrong
fieldregime.
2. STATEMENT OF RESULTS
Let us consider a
system
whose Hamiltonian isgiven by (1.3). Boundary
conditions may be introduced in the usual way. Given
A,
we define itsboundary
8A and its externalboundary 9A~ by
A
boundary
condition on A is a a map x:9A~ 2014~ [20141~1].
It is anexternal
boundary
condition if it is aconfiguration
on9A~, i.e.,
a mapAnnales de l’lnstitut Henri Poincaré - Physique theorique
x : have free
boundary
conditions. We setFinite volume thermal averages of local observables
(i. e. ,
functions ofa finite number of
spins)
at fixed J andh,
withboundary
condition x,are defined
by
the sums
running
over allconfigurations ~7
inA; ,~ being
the inversetemperature.
If someJ~y
= +00 we take limits in(2.4).
In the case of freeboundary
conditions we willsimply
write(A~~ .
When necessary we willmake
explicit
thedependence
on the uniform external field h.The truncated or connected finite volume correlation function of two local observables and with
boundary condition x,
is definedby :
More
generally, given
a state - >- on analgebra
of localobservables,
we define the truncated correlation function
(Ursell function)
of n localobservables
.4i,..., An by (e.g., [ 15])
where the sum runs over all
partitions 7~of{l,...,~}.
We recallGiven a local observable A we set == sup03C3
|A(03C3)|,
and denoteby supp A
thesupport
ofA ,
thatis,
the(finite)
set of x EZd
such thatdepends non-trivially
onThe
precise
statements of our results arepresented
in the two theoremsbelow which consider
separately
the twosituations, high temperature
orstrong field,
to which our methodsapply.
We will usep (d)
andp~ (d)
Vol. 64, n ° 3-1996.
314 A. KLEIN AND J. F. PEREZ
to denote the critical
probabilities
for bond and sitepercolation
inl~d, respectively.
Recall(e.g., [9])
We will use
the l1
norm indistances in
7~d
will be measured withrespect
to this norm. GivenX, Y
Cd ( X , Y )
will denote the distance between X andY ;
noticethat in
the l1
normMore
generally,
ifX 1, ... , Xn
C we setHere
by
G Cconnecting X 1, ... , Xr,,
we mean that for eachi,j
E{1,...~},
ii- j,
we can find ... ,~x~~~~
E G withx 1 E
X
i EXj,
such that for each 1~ ==1,..., ~
- 1 we have either= ~~ or we can find t E
{1,..., n~
so thatXt .
If A and B are local
observables,
we will writed(A, B)
for the distance between thesupports
of A andB, i. e. , d(supp A, supp B).
We will also writed(A~i,... xn)
forxn).
We start with the
strong
field case. We will denoteby p~2~ (d)
the criticalprobability
for sitepercolation
on the lattice7~2,
which has for vertices the subset of7ld (also
denotedby Zd2) consisting
of all sites x EZd with ~x~1
an even
integer,
and foredges
the collectionnotice that each site in
7~2
has2d2
nearestneighbors, i.e.,
itbelongs
to2d2 edges.
It is easy to see that( 1 )
== 1and,
ifd > 2,
Annales de l’Institut Henri Poincare - Physique theorique
For each ~ E
7ld
and B > 0(we
can take B > 0 in( 1.3)
without lossof
generality)
we defineand for
8 2
0 we set ==1 fY~,~ ~s~
and =8}.
Wehave q~ for
any 03B4
>0,
wherewhere
J~y
=-~-oo ~ .
Notice that q~p~2~ (d) implies
p~
THEOREM 2.1
(Strong
FieldRegime). - If
q~p~2~ (d),
thenfor
each{3
> 0 we canfind B1 ({3, d)
~,monotonically decreasing
in(3,
andE({3, d)
>0,
such that:(i)
For any(3
> 0 and ,t3 >,t31 (,~, d),
we canfind
C =C(,Q, ,~3)
oo andm =
m(,~, x3)
>0,
such thatfor
any two local observables A and Band anyfinite
Acontaining
their supports, we havefor
anyIhl E({3, d)
and anyboundary
condition x on A.(ii)
there exists a set 0of realizations of
the random parameters(J, h) ,
E
n}
=1,
andfor
each(3
> 0 and ,~ >,L31 (,C3, d)
wecan
choose ~ _ ~c(~3, ,t3)
>0,
with~c(~, ~)
= oo, such thatif (J, h)
E0, {3
>0,
,t3 >B1(03B2, d) and Ihl E({3, d) ,
then:(a)
For any two local observables A andB ,
anyfinite
Acontaining
theirsupports, and any
boundary
condition x onA,
we havefor
some ’DA
= oo.(b)
For every localobservable A ,
thethermodynamical
limitexists and is
independent of
theboundary
condition x~ used in eachfinite
volume ’ A. In
particular,
there ’ is aunique
Gibbs state. ,Vol. 64, n° 3-1996.
316 A. KLEIN AND J. F. PEREZ
(iii)
For any(3
>0,
S >,131 (,C~, d) and Ihl E (,~, d )
thequenched expectation E((~4)(h)) of a
’ local observable ’ A is aninfinitely differentiable
’function of the
’uniform external field
h. Inparticular, for
=l, 2, ...
there exists a ’ constant
C~,
oo,depending only
onC,
m and ’ n, such thatfor
all local observables A and ~1, ... , xn E andRemark 2.2. - If
2f2~-i)
and wepick
S > 0 such that1 2(2d2-1),
then for any inversetemperature /3
and h ~ R such thatwe can take
and
in
(2.15).
Remark 2.3. - If the are
bounded, say
M oo , then weonly
need q~
p~ (d)
in Theorem 2.1. In this case, if q~2d1 1
we can takeand
if
2d~T ~
where is defined as in(2.20),
but withreplaced by
6M.Annales de l’Institut Henri Poincaré - Physique theorique
318 A. KLEIN AND J. F. PEREZ
Remark 2.5. - If poo
2dl 1
and wepick
8 > 0 so ps2dl 1 ,
thenfor any inverse
temperature /3
such that .we can take
and
in
(2.25).
The
simpler
case of remark 2.5 was discussedby
Klein[ 11 ] .
3. THE RANDOM FIELD ISING MODEL
. IN THE STRONG FIELD REGIME
The random field
Ising
model Hamiltonian isgiven
in a finite volume A cZd by
thespecial
case of( 1. 3 ) :
We will discuss the
proof
of Theorem 2.1 for this Hamiltonian for the casewhen P{hx
=0} 2dl 1. (Notice
that we have =0}
so weare in the situation of Remark
2. 3 . )
Ourstrategy
may be summarized asfollows:
given
a realization h of the randommagnetic
field and a set S ofsites,
weperform
a lowactivity expansion
outside S. We then showthat if S is taken to be the
appropriate singular
set, characterizedby Bhx being small,
and we are in the situation when a site has lowprobability
of
belonging
to S(i. e. , large S),
weget decay
after eitheraveraging
in h(part (i)
of Theorem2.1 )
orby picking
h in a set ofprobability
oneby
aBorel-Cantelli
argument (part (ii)).
To deal with truncated correlation functions we use the
duplication
trick.We thus consider two
non-interacting copies
of theoriginal system, i.e.,
a new
spin system
withconfigurations
a~_ ~ ~x
=(~r~);
x EG {20141,+1},
and Hamiltonian~(cr),
where for any functionwe set
Annales de l’Institut Henri Poincare - Physique ’ theorique ’
The set of all
configurations
of theduplicated system
in agiven region
A C
7ld
will be denotedby C (11) .
Finite volume thermal averages ofan observable
~(cr)
in theduplicated system,
withboundary condition x (same for
bothcopies),
aregiven by
Truncated correlation functions of the
original system
may beexpressed
as
ordinary
correlation functions of theduplicated system through
theidentity
where to every observable A of the
original system
we associate an observable ~4 of theduplicated system by setting
We now define a
self-avoiding
site walk v from a site x to another site y,written ~ : ~ ~ ?/ ,
as a finite sequence x 1, x2 , ... , xn of sites in7~d ,
such that:For such v we
set Ivl (
= n . We defineNxy = {v : x y}
and setNx
=~y~ZdNxy. In addition, given
two localobservables A
andB,
wewrite
== {~ : ~ -~ ?/ : ~
E EsuppB} .
The
following
lowactivity expansion
for fixedh, h,
J and S in(3.3)
isthe crucial
ingredient
in theproof
of Theorem 2.1.where
where ’ = 6J.
Then for
any localobservables A
andB,
anyfinite
Acontaining
$ theirsupports,
and ’ anyboundary
condition x onA,
we have
Vol. 64, n° 3-1996.
320 A. KLEIN AND J. F. PEREZ
Proof. -
We startby rewriting
the Hamiltonian(3.33)
in terms of new variableswhere sgn u = 1 if u > 0 and sgn u = -1 otherwise. After a subtraction of an overall constant, we
get :
where =
(sgn hx) (sgn hy) J . If x
is aboundary
condition onA,
we have(after subtracting
a harmlessboundary term)
Given a
configuration 7~ ==
of theduplicated system,
we setand say that a
configuration ~
iscompatible
with G CZd,
andwrite G ,
if
G
= G . We rewrite aswhere
We now
perform
a lowactivity expansion
inA B
Sonly. Again,
due ’o the invariance ’ of the Hamiltonian of the
duplicated
0system
under theAnnales de l’Institut Henri Poincare - Physique ’ theorique ’
exchange
r~ ~ we can restrict the sum in(3.45)
to those to those Gr of the form G UG’,
where v E.lUn,AB
=~v~ E
v’ CA},
where
Since we have
we
get
since
and
(3.40)
now follows from(3.50), (3.39)
and(3.38)..
Vol. 64, n° 3-1996.
322 A. KLEIN AND J. F. PEREZ
Proof of Theorem
2.1(i). -
Let us fix{3
> 0. Since ~o(2d1 1~ ,
thereexists
,~31 (,C3)
such that for S >,t31 (,~)
we haveWe set
Thus,
we can choose132 (,~)
such thatfor all B >
,~2 (,~)
1.(Notice
thatB2(/?)
can takendecreasing in.)
Since the x E are
independent
randomvariables,
so areE it follows from
(3.40)
that for any local observables A andB ,
any finitecontaining
theirsupports,
and anyboundary
conditiony on
A,
we haveTheorem
2.1 (i) (with (2.23)
and(2.24))
now followsimmediately
from(3.56)
and(3.55)..
A weaker version of Theorem
2.1 (ii)(a)
now followsby
a Borel-Cantelliargument.
The full statementrequires
a more delicateanalysis using
a resultof Kesten
[ 10] .
Theorem2.1(ii)(&)
follows from Theorem2.1 (ii)(a) plus
some
general
considerations. Theorem2.1 (iii)
follows fromparts (i)
and(ii) plus
thefollowing
result about truncated correlation functions.LEMMA 3.2. - be a random state on the
algebra of
localobservables with
support in
the C such that there exist C 00and m > 0
for
whichfor
any two local observables A and B withsupport in
A. Then there exist constantsC.~
=1, 2, ..., depending
’only
onC,
m and , n, such thatfor
all local observables A withsupport in
A and all ~i,... xn EA,
whereWe refer to
[3]
for full details.Annales de l’Institut Henri Poincare - Physique theorique
[1] L. BASSALYGO and R. DOBRUSHIN, Uniqueness of a Gibbs field with random potential - an elementary approach, Theory Probab. Appl., Vol. 31, 1986, pp. 572-589.
[2] A. BERRETTI, Some properties of random Ising models, J. Stat. Phys., Vol. 38, 1985, pp. 483-496.
[3] H. von DREIFUS, A. KLEIN and J. F. PEREZ, Taming Griffiths’ singularities: infinite differentiability of quenched correlation functions, Commun. Math. Phys., Vol. 170, 1995, pp. 21-39.
[4] J. FRÖHLICH, Mathematical aspects of the Physics of disordered systems, in: "Critical Phenomena Random Systems, Gauge Theories", K. Osterwalder and R. Stora (eds.), Elsevier, 1986.
[5] J. FRÖHLICH and J. IMBRIE, Improved perturbation expansion for disordered systems: beating
Griffiths singularities, Commun. Math. Phys., Vol. 96, 1984, pp. 145-180.
[6] J. FRÖHLICH and B. ZEGARLINSKI, The high temperature phase of long range spin glasses,
Commun. Math. Phys., Vol. 110, 1987, pp. 121-155.
[7] G. GIELIS and C. MAES, The uniqueness regime of Gibbs field with unbounded disorder, J. Stat. Phys., Vol. 81, 1995, pp. 829-835.
[8] R. B. GRIFFITHS, Non-analytic behavior above the critical point in a random Ising ferromagnet, Phys. Rev. Lett., Vol. 23, 1969, pp. 17-19.
[9] H. KESTEN, Percolation Theory for Mathematicians, Birkhauser, 1982.
[10] H. KESTEN, Aspects of first passage percolation, in: "École d’Été de Probabilités de Saint- Flour XIV", P. L. Hennequin, ed., Lecture Notes in Mathematics, Springer, Berlin, Vol. 1180, 1986, pp. 125-264.
[11] A. KLEIN, Who is afraid of Griffiths’ singularities?, in: "On Three Levels. Micro, Meso and Macroscopic Approaches in Physics", M. Fannes, C. Maes, and A. Verbeure, eds., Plenum Press, New York, 1994, pp. 253-258.
[12] E. OLIVIERI, J. F. PEREZ and S. G. ROSA Jr., Some rigorous results on the phase diagram
of dilute Ising systems, Phys. Lett., Vol. 94A, 1983, p. 309.
[13] J. F. PEREZ, Controlling the effect of Griffiths’ singularities in random ferromagnets, Braz.
J. Phys., Vol. 23, 1993, pp. 356-362.
[14] A. SÜTO, Weak singularity and absence of metastability in random Ising ferromagnets,
J. Phys., Vol. A15, 1982, pp. L749-L752.
[15] G. S. SYLVESTER, Representations and inequalities for Ising model Ursell functions, Commun. Math. Phys., Vol. 42, 1975, pp. 209-220.
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Phys., Vol. 47, 1987, pp. 911-930.
(Manuscript received January 17, 1995.)
Vol. 64, n ° 3-1996.