A NNALES DE L ’I. H. P., SECTION A
P. M. B LEHER
The Bethe lattice spin glass at zero temperature
Annales de l’I. H. P., section A, tome 54, n
o1 (1991), p. 89-113
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89
The Bethe lattice spin glass at
zerotemperature
P. M. BLEHER
The Keldysh Institute of Applied Mathematics, The U.S.S.R. Academy of Science,
Moscow SU-125047, U.S.S.R.
Ann. Inst. Henri Poincaré,
Vol. 54, n° 1, 1991 Physique theorique
ABSTRACT. - We prove the existence of a stable solution of the renorma-
lized fixed
point equation
for the distribution of thesingle-site magnetiz-
ation in the Bethe lattice
spin glass
at zero temperature. Theproof
is computer assisted.RESUME. - Nous prouvons 1’existence d’une solution stable de
l’équa-
tion de
point
fixe de renormalisation pour la distribution de lamagnétisa-
tion d’un
spin
dans Ie modele de verre despin
sur l’arbre de Bethe atemperature
nulle. La preuves’appuie
sur des calculsnumeriques
exacts.1. INTRODUCTION
The
spin glass
on the Bethe lattice was studiedintensively
last years in works([ 1 ]-[4]).
The Hamiltonian of the model iswhere with
probability 1 /2
for anyedge (~7) independently.
The
analysis
of the model in[ 1 ]-[4]
was based on thestudy
of thedistribution of the
single-site magnetization
M= (
at the endpoint
ofAnnales de l’Institut Henri Poincare - Physique theorique - 0246-0211 Vol. 54/91/01/89/25/$4,50/B Gauthier-Villars
the
half-space’
Bethe lattice. As the interactionJ~~
is random themagnetization
M is a random variable. It satisfies the fixedpoint equation
d
where = means the
equality
of the distributions andwhere pl, p2,
M1, M2
areindependent
real randomvariables,
d d
and T > 0 is the temperature, i. e.
with
probability 1 /2, i =1,
2. The distribution of M issymmetric
and it isstable in the sense that the iterations
converge to M in a
neighborhood
of M.In
[2]
it wasproved
that the trivial solution M = 0(i. e.
M = 0 withprobability 1 )
is stable for wherep = tanh ( 1 /T)
andFor the trivial solution is unstable and in
[2]
it wasproved
that for/?=~+s,
where E > 0 issufficiently
small there exists a stable non-trivial solution M ofequation ( 1.1 ).
The distribution of M isabsolutely
continu-ous with respect to the
Lebesgue
measure in that case and itsdensity
isclose to a Gaussian
density.
In the present paper we shall prove the existence of a stable solution M of a renormal ized version of
equation ( 1.1 )
atT = 0,
the so-called Kwon- Thoulessequation (see [4]).
The structure of the paper is asfollowing.
InSect. 2 we
give
the renormalized version ofequation ( 1.1 )
at T = 0 andformulate our main result. In Sect. 3 the
proof
of the main result ispresented
and in Sect. 4 we discussbriefly
some unstable solutions of the renormalizedequation.
2. RENORMALIZED FIXED POINT
EQUATION
ANDFORMULATION OF THE MAIN THEOREM
Multiplying equation ( 1.1 )
anddenoting p0 M by
Xwe get the
equation
Annales de l’Institut Henri Poincaré - Physique theorique
91
BETHE LATTICE SPIN GLASS
Multiplying
now thisequation by
sgn po andtaking
into account that Xd
is a
symmetric
random variable(sgn po X = X)
we getwhere Note that which
implies
Consider the solutions of
equation (2. 1)
forT=0,
i. e.for p =
1. In thatcase
(2 . 1 ) implies
Let X = tanh Y. Therefore
and
It is known
(see [5])
that thisequation
has aunique
solution Y = 0 and itis unstable: the iterations
Y~n + 1 > = Y(i > + Yc2 ~
goes toinfinity
as n ~ oo ifThis leads to the conclusion that
equation (2 . 2)
does notgive seemingly
agood description
of the model at T=0. Therefore we shall try to renormalizeequation (2 .1 )
in such a way that it would have a non-trivial solution at T = o.
Substituting
X = tanh Y intoequation (2 .1 )
we getwhere arcth is the inverse function to tanh.
Since !
tanh x1,
and I Y I
arcth p. DenoteThen we get
by (2. 3)
thatwhere
Vol. 54, n° 1-1991.
In
figure
1graphs
aregiven
forp = 0.9, 0.99, 0.999,
0.9999.They
show that(of
course the last relation is easy establishedanalytically).
Thus forp =1 (2. 5)
is reduced toFor further use we introduce the non-linear operator
d d
in the space of random variables. Here
Z2 =
Z andZ1, Z2
are independent. Then (2. 8) is rewritten asThe main result of this paper is the
following
theorem.THEOREM 2.1. -
Equation (2. 10)
stable solutionZ*.
Numerically
it was constructed and studied in[4].
Itsdensity
and thedistribution function are shown in
Figure
2. Thedensity
p*(x)
can bewritten in the form
where
b (x)
is the Diraco-iunction, ([20141,1]),
andt* ( - x) = t* (x).
To describe thestability properties
of the solutionZ*
weintroduce a
general
class P ofsymmetric
real random variables Z whose densities are written in the formwhere ~
(;c)
E L 2(R~ (- ;c)
= ~(~), ~ (jc)
= 0 if~ ~ I >
1.By
the normalization1 1
condition 1= so
Define a distance in P
by
1
B1/2where ~(~)~2=(
BJo
. For
simplicity
we shall denote the set ofprobability
densities of the form(2.12)
alsoby
P.l’Institut Henri Poincaré - Physique théorique
Fig.
1. -Graphs
of thefunctions fp (x) [see (2.6)]
for
p = 0.9., 0.99, 0.999, 0.9999,
0.99999.’.’ ~_
.
~ ..., i ’ ~’._... ’..._-’ n _ ’..---... L~ . -r ’...- ~_~ ’_8- ._ 1 ~
Fig.
2. - Thedensity (solid line)
and the distribution function(dash
lineof the stable solution of
equation (2.8)
We introduce also a real Hilbert space H of
generalized
functionsp (x)
on R 1 of the form(2 . 12)
with the same conditionsThe space H is
isomorphic
to the space ofpairs (q, t (x))
where and~(jc)eL~([0, 1 ])
and we shall oftenidentify
the elementp(x)EH
of theform
(2.12) satisfying
condition(2 .15)
with thepair (q, t (x)).
The normin H is defined as
It is
noteworthy
thatby (2 .12)-(2 .14)
any elementp (x) E P
can be writtenas where
po (x) E H
and Weintroduce also an orthonormal basis in H. Let
where
is the k-th
Legendre polynomial, 1, 2,
... The functions forman orthonormal basis in
L 2 ([0, 1]).
It enables to write any element00
p==(~
as a vector(~
~o. ~i. ~ ’...),
where~(~)= ~
The~=o
vectors
~=(1, 0, 0, ...), ~o=(0. 1, 0, ...), ~==(0, 0, 1, ...),...
form anorthonormal basis in H.
Consider now a random variable ZO E P whose
density
iswith
v°
= I - 2q° -
2to
andWe shall
verify
that Z° is anapproximate
solution ofequation (2.10), namely
Annales de Henri Poincaré - Physique - théorique -
95
BETHE LATTICE SPIN GLASS
In the
proof
of Theorem 1 we shall show that there exists a solutionZ
of
equation (2.10)
which lies in a smallneighborhood
ofZO,
and which possesses the
following stability
property:if
d(Z, Z0)~5.10-4.
The lastproperty
ensures the localstability
ofZ*
inP.
Numerical simulations indicate that
Z*
isseemingly globally
stable in Pbut we can’t prove it
rigorously.
As concerns some unstable solutions ofequation (2.10)
see a discussion in Sect. 4 below.Numerical simulations show also that for any there is
a
unique
stable non-trivial solution of the equation (2 . 5) andFig.
3. - SolutionZ~* ~
forp = 0.9995.
weak - lim
Z~=Z~.
InFigure
3 one can see the solutionZ~B
obtainedwith the
help
of computer forp =1-
5.10 - 4. One can note thatZ~* ~
has alot of
peaks if p
is close to1,
so the convergenceZ(p)*
--+Z*
isonly
inthe weak sense. We
hope
in the future to extend the existence theorem top’s sufficiently
close to 1.Vol. 54, n° 1-1991.
3. PROOF OF THE MAIN THEOREM
To prove Theorem 2.1 we shall consider Galerkin’s
approximations
ofequation (2.10)
and construct anapproximate
solution of thisequation
and a
neighborhood
of thisapproximate
solution where the map Z ~ F(Z)
is
contracting.
It will be acomputer-assisted proof
in the sense that weuse the computer in
estimating
variousquantities.
Proof of Theorem
2.1. - N-modes Galerkin’sapproximations.
Firstwe write the map F in terms of distribution densities. If p
(x)
is aprobabil- ity density (with respect
todx)
onR1,
definewhere x~_ 1,
1> (x)
is the characteristic function of the interval(-1, 1).
Themeaning
of theoperator p-~(p)
is that g "rakesup"
the mass of themeasure
p (x) dx
on the half-line(-00, -1]
to thepoint
-1 and that onthe half-line
[ 1, 00)
to thepoint
1. It is clearthat g
is extended to a linear operator in the space ofprobability
distributions on R1.Now the map F can be described in the
following
way. Let p(x)
be aprobability
distributiondensity
of a random variable Z. ThenIn
fact,
the convolution p * pcorresponds
to the sum of random variablesZl
+Z2
in(2 . 9)
and gcorresponds
to thefunction/in (2 . 9).
Tospecialize
F for
pEP
let usgive
thefollowing
definition. Define for t(x) E L2 ([0, 1 ])
the function
in
L2 (R 1 )
and fort (x), ~(~-)eL~([0, 1 ])
the functionwhere 1[0,
u is the restriction onto thesegment [0, 1 ],
andThen for
pEP,
Annales de Henri Poincaré - Physique " theorique "
97
BETHE LATTICE SPIN GLASS
where
Substituting ~=1-2~-2 Jo we get
the reduced system:
Expanding t(x)
andt’ (x)
in the we get1, 2,
..., whereNow we present some formulae for the coefficients akmw An extended
exposition
of these formulae with theirproofs
can be found in theAppen-
dix.
General
properties.
Particular values
Vol. 54, n° 1-1991.
We now return to
equation (3 . 9).
In the N-modes Galerkinapproxima-
tion we cut the last system to
PN~P
and the operatorwhere
p’(x)
is determinedby equations (3.16),
Then forPEPN,
This formula enables to estimate the
Let
p°
EPN
be anapproximate
solution of theequation FN (p)
= p. Thenwe can consider
p°
also as anapproximate
solution of theoriginal equation
F
(p)
= p. The error is estimated asfollows,
Annales de l’Institut Henri Poincaré - Physique theorique
99
BETHE LATTICE SPIN GLASS
An
approximate
solution of theequation FN(p)= p
can be found withthe
help
of computer. One starts with an initial vector too~~oi? ’ ’ ’~o, N - 1)
andby iterating equations (3 . 16)
one converges to anapproximate
solutionp°.
In such a way for N = 4 we have calculatedp° (x),
defined in(2 . 17), (2.18).
One canverify
with thehelp
of a computer thatand
which
imply
To prove the contractive property of the map F in a
neighborhood
ofthe
point
we shall establish that the differential of this map iscontracting
in aneighborhood
ofp°.
Estimation
of the differential. -
The map F: p ~p’ = g (p * p)
isquadratic
in p and its matrix form is
given by equations (3 .9).
The differentialDp
of the map F at the
point p E P
isWe
prove now thatD
is a linear bounded operator in H. LetProof -
Recall ageneral inequality
Moreover
where is
thelength
of the support Now letVol. 54, n° 1-1991.
The
inequality (3 .21)
isproved.
We now estimate
~~ s’ (x) !Li
Similarly,
hence
By (3 . 21 ),
so
The estimate
(3.22)
isproved.
Let P
(~)eP, p(~)=8(~)+pi(~ pi(Jc)eH.
ThenAnnales de l’Institut Henri Poincaré - Physique theorique
BETHE LATTICE SPIN GLASS 101
Lemma 3 . 1 is
proved.
The
inequality (3 . 23) gives
arough
estimate of the differentialDp.
Nowwe shall oftain a much better estimate
of
for plying
in aneighbor-
hood of the
approximate
fixedpoint p°.
To that end we shall use the matrix form of the differentialDp.
It can be obtainedby differentiating equations (3 . 9).
We gets’ (x)),
wherek = o, 1, 2,
... One can rewrite theseequations
in matrix notations aswhere
Vol. 54, n° 1-1991.
First we estimate the differential
Dp
at Recall that for~>4. Decompose the matrix
D"o = (di;)~: ~~ 00
into four blocks:where
We now estimate " the
quantities II ly
Estimation Numerical calculations on the
computer give
"where the error in each matrix element does not exceed
10 - 9.
It enables to prove thatNamely
one canverify
with thehelp
of acomputer
that all determinants of the matrix0.7272 E - (D(11»)* D(11)
arepositive,
sohence
(3 . 27)
holds.Next one can estimate with the
help
of a computer thatAs
if (because
of for~~4),
we getEstimation
Decompose D(22)
aswhere
and
Annales de l’Institut Henri Poincare - Physique - theorique -
103
BETHE LATTICE SPIN GLASS
As
Db22)
is adiagonal matrix,
Next,
where We now estimate
As t00
islarge (with
respect to other
tm’s)
the most crucialpoint
is an accurate estimation ofLEMMA
3.2. - II Do " ~ 1/4.
Do
is asymmetric
Jacobi matrix. We recall ageneral
result(~[6]).
Letbe a
symmetric
Jacobi matrix. Then1/ A II ~ À
if(and only if)
the recurrentsequence
is
positive
’ for all n(An
is up to thesign
the determinant of the characteristic matrix n xn). Assume bl ~ _>_ ~ b2 ~ >_ ~ b3 ~ ? ...
Then we state ’ that for any~, >_ 2 ~ b 1 ~
the ’ sequence " isincreasing
§ and o so Infact,
Vol. 54, n° 1-1991.
and
by
induction. Thus we gut for any~, >_ 2 ~ b 1 I,
whichimplies
II
2I b~ ~. Similarly,
if for some~
1and
A~>0,~=0, 1, ... , k,
andthen the sequence
d = 2014"2014,
- isincreasing
and Infact,
and
for n > k
by
induction. Thus(3 . 30), (3 . 31 ) imply ~
~,.We
apply
the lastinequality
forA=Do, ~=-,
k=3. We have__
4
03BB=1/4
>2/9.11 = 2 b3 hence (3. 30)
holds.Next,
hence
(3. 31)
holds.Thus ~D0~03BB= 1/4
and Lemma 3.2 isproved.
l’Institut Henri Poincaré - Physique theorique
105
BETHE LATTICE SPIN GLASS
Proof. - By (3 .11 ), (3.12), (3.15)
we haveD1
is asymmetric five-diagonal
matrix. We exstimate the sum of squares of its elements. We havesimilarly,
Thus the sum of squares of the elements of matrix the
D 1
does not exceedso ~D1~ 3/2.
Lemma 3 . 3 isproved.
LEMMA 3 . 4. -
Proof. -
LetP:L~([0, 1])-~L~([0, 1])
be aprojection
defined in thebasis {~), by
P: tl, t2,~3~ ...)-~ o, t2, t3, ....
Then for
6 = (q, t (x))
Vol. 54, n° 1-1991.
hence
2 A
Pt) !L
andby
lemma 3 . 1hence Lemma 3 . 4 is
proved.
We return to the estimation of
Applying
Lemmas 3 . 2-3 . 4we get
Adding
the estimate(3 . 29)
we getThus we have estimated in
(3.27), (3.28)
and(3.32)
the norms of allthe blocks
i, j =1, 2,
of the matrixDpo.
Note now thatUsing
the estimates of we getThis estimates the norm of the differential at p =
p°.
Let now p = p 1, where p 1 E H. Then
Inequalities (3 . 33), (3 . 34) give
the desired estimate of the differentialDp
in a
neighborhood
of theapproximate
fixedpoint p°.
We return to theproof
of Theorem 2.1.Thus the
differential Dp
of the map F is a contractiveoperator
forp e U.
It leads to the contractive
property
of the map F itself in U.Namely
letAnnales de l’Institut Henri Poincaré - Physique théorique
107
BETHE LATTICE SPIN GLASS
We prove now that
F (U) c U.
We have forpeU,
so F (p) E U,
i.e.F (U) c U.
Thus we showed that F : U -~ U is a contractive map so there exists a
fixed
point F (p*) = p*.
Aswe get that
Moreover
by (3 . 35)
if p E U. Theorem 2 .1 is
proved.
4. ON SOME UNSTABLE FIXED POINTS OF THE MAP Z ~
F (Z)
Consider a finite lattice
and the set
Rn
ofsymmetric
random variablestaking
values inLn.
Theset
Rn
is invariant with respect to the operator F ifZ1, Z2
ELn.
It is natural to consider thequestion
about the existence of stablefixed
points
of theoperator
F in thesets Rn.
Forinstance,
forn =1,
L~ = {2014 1, 0, 1}
and the stable fixedpoint
isVol. 54, n° 1-1991.
A small refinement of the
proof
of Theorem 2.1 enables to prove the existence of a stable fixedpoint
in the setRn
forsufficiently large
n.Moreover weak - lim
Z~=Z~,
the fixedpoint
of Theorem 2 .1. Noten --~ 00
that
Z~* ~
is unstable in the whole space of random variables on[ -1, 1] ]
and even in
Rnk
for k > 1. In this connection it isnoteworthy
also thatalthough
Z is stable in the metrics d(Z, Z’)
it can’t be stable in thetopology
of weak convergence in the whole space of random variables on[ -1, 1] ]
as there exists a sequence of fixedpoints
which convergesweakly
toZ*
as n oo .APPENDIX
CALCULUS OF THE MATRIX ELEMENTS akmn
AND amn
Let
where is the k-th
Legendre polynomial and p±k (x)=pk(±x).
Theby
definition
Let
and
We shall prove " the
following
£ statements.Annales de l’Institut Henri Poincaré - Physique theorique
109
BETHE LATTICE SPIN GLASS
PROPOSITION A 1. - For ckmn
the following
~ recurrent relations hold.~where is the Kronecker
symbol
and it is assumed that ckmn - Oif
either mor n is
negative.
COROLLARY:
PROPOSITION A 2. - I
PROPOSITION A 3:
COROLLARY. - Relations
(3 .11 )-(3 . 15)
hold.Now we turn to the
proofs
of the formulated 0 statements.Proof’ of Proposition
A 1. - We have " for 1Vol. 54, n° 1-1991.
where
y’=2y-1,
LetNow,
sincewe have
Integrating by
parts we getWe have : and
and we get
00
Let
qkmnPk(x).
Then the lastequation
means thatk=0
Annales de l’Institut Henri Poincaré - Physique " theorique "
111
BETHE LATTICE SPIN GLASS
By (A 12)
therefore
Multiplying (A 15) by (-I)m/2
we getProposition
A 1 isproved.
Proof of Corollary. -
For n = 0by (A 6)
which
gives
formulae(A 7)
with n = O. Moreoverby (A 6)
ckm 1 isexpressed
via ck, m:t 1, o. It enables to get all the other formulae in
(A 7).
Proof of Proposition
A 2. -By (A 11)
is apolynomial
ofdegree m + n + l,
soby (A 12)
is also. Hence isorthogonal
toProposition
A 2 isproved.
Proof of Proposition
A 3. - We have:pn(1-x)=(-1)npn(x),
thereforeMoreover, bkmn=bknm.
This proves(A 8).
Vol. 54, n° 1-1991.
Next, by (A 3)
Now,
similarly,
At last
Thus
(
+( - l)m bkmn + ( -1 )n
This proves(A 9).
Now,
or
by (A 16)
as stated.
By (A 9)
Annales de l’Institut Henri Poincaré - Physique ’ theorique
113
BETHE LATTICE SPIN GLASS
Note that
by
formulae(A 7)-(A 9)
andProposition
A 2only
for
if In such a case andhence
amn=bomn
and Thus(A 10)
andconsequently Proposition
A 3 areproved.
Proof of relations (3 .11 ) - (3 .15). - (3 .11 )
follows from(A 8), (A 9).
(3.12)
is a consequence ofProposition
A 2 and formula(A 10).
Particularvalues
(3 .13)-(3 .15)
of the matrix elements ao mn and a1 mn follow from(A 7), (A 9), (A 10).
ACKNOWLEDGEMENTS
The author is
grateful
to J. T.Chayes
and L.Chayes
for useful discus- sions. The author thanks Italian C.N.R.-G.N.F.M. for the financial sup- portgiven
to his visit to theUniversity
of Rome "LaSapienza",
where part of this work was done.[1] D. J. THOULESS, Sprin-Glass on a Bethe Lattice, Phys. Rev. Lett., Vol. 56, 1986, p. 1082.
[2] J. T. CHAYES, L. CHAYES, J. P. SETHNA and D. J. THOULESS, A Mean Field Spin-Glass
with Short-Range Interactions, Commun. Math. Phys., Vol. 106, 1986, p. 41.
[3] J. M. CARLSON, J. T. CHAYES, L. CHAYES, J. P. SETHNA and D. J. THOULESS, Europhys.
Lett., Vol. 55, 1988, p. 355.
[4] D. J. THOULESS and C. KWON, Ising Spin Glass at Zero Temperature on the Bethe Lattice, Phys. Rev., B 37, 1988, p. 7649-7654.
[5] W. FELLER, An Introduction to Probability Theory and its Applications, J. Wiley & sons
Inc. New York e. a., 1971.
[6] F. R. GANTMACHER and M. L. KREIN, Oscillatory Matrices and Kernels and Small Oscillations of Mechanical Systems, GITTL, Moscow-Leningrad, 1950, 359 p.
( Manuscript received May 18, 1990.)
Vol. 54, n° 1-1991.