Sherrington-Kirkpatrick Model Research Articles

Universality of Ghirlanda–Guerra identities and spin distributions in mixed $p$-spin models

Nous prouvons l’universalite des identites de Ghirlanda–Guerra et des distributions de spin dans les melanges de modeles a $p$-spin. L’hypothese de l’universalite des identites exige precisement que les constantes de couplage aient des moyennes nulles et des variances finies; le resultat s’applique au modele de Sherrington–Kirkpatrick. Comme application, nous obtenons une universalite faiblement convergente des distributions de spin dans les modeles a $p$-spin generiques a condition d’avoir deux moments analogues. En particulier, certaines identites pour 3 chevauchements et 4 chevauchements selon le modele de perturbation gaussienne s’ensuivent. Sous le mode plus fort de la convergence de la variation totale, nous trouvons que l’universalite des distributions de spin dans les melanges de modeles a $p$-spin est maintenue si une legere dilution de la connectivite par les Hamiltoniens de verre de spin du modele dilue de Viana–Bray est presente et que les trois premiers moments des constantes de couplage dans les Hamiltoniens des melanges de modeles a $p$-spin mixtes concordent. Ces resultats d’universalite s’opposent fortement a la caracterisation des distributions de spin dans les melanges de modeles a $p$-spin non dilues, qui sont connus jusqu’a present pour avoir besoin en general de quatre moments analogues.

Magnon condensation in a dense nitrogen-vacancy spin ensemble

The feasibility of creating a Bose-Einstein condensate of magnons using a dense ensemble of nitrogen-vacancy spin defects in diamond is investigated. Through assessing a density-dependent spin-exchange interaction strength and the magnetic phase-transition temperature (${T}_{c}$) using the Sherrington-Kirkpatrick model, the minimum temperature-dependent concentration for magnetic self-ordering is estimated. For a randomly dispersed spin ensemble, the calculated average exchange constant exceeds the average dipole interaction strengths for concentrations approximately greater than 70 ppm, while ${T}_{c}$ is estimated to exceed 10 mK beyond 90 ppm, reaching 300 K at a concentration of approximately 450 ppm. On this basis, the existence of dipole-exchange spin waves and their plane-wave dispersion is postulated and estimated using a semiclassical magnetostatic description. This is discussed along with a ${T}_{c}$-based estimate of the four-magnon scattering rate, which indicates magnons and their condensation may be detectable in thin films for concentrations greater than 90 ppm.

Replica Symmetry Breaking in Multi-species Sherrington–Kirkpatrick Model

In the Sherrington-Kirkpatrick (SK) and related mixed $p$-spin models, there is interest in understanding replica symmetry breaking at low temperatures. For this reason, the so-called AT line proposed by de Almeida and Thouless as a sufficient (and conjecturally necessary) condition for symmetry breaking, has been a frequent object of study in spin glass theory. In this paper, we consider the analogous condition for the multi-species SK model, which concerns the eigenvectors of a Hessian matrix. The analysis is tractable in the two-species case with positive definite variance structure, for which we derive an explicit AT temperature threshold. To our knowledge, this is the first non-asymptotic symmetry breaking condition produced for a multi-species spin glass. As possible evidence that the condition is sharp, we draw further parallel with the classical SK model and show coincidence with a separate temperature inequality guaranteeing uniqueness of the replica symmetric critical point.

Order of fluctuations of the free energy in the SK model at critical temperature

We present an elementary approach to the order of fluctuations for the free energy in the Sherrington-Kirkpatrick mean field spin glass model at and near the critical temperature. It is proved that at the critical temperature the variance of the free energy is of $O((\log N)^2).$ In addition, we show that if one approaches the critical temperature from the low temperature regime at the rate $O(N^{-\alpha})$ for some $\alpha>0,$ then the variance is of $O((\log N)^2+N^{1-\alpha}).$

RANDOM COMBINATORIAL OPTIMIZATION PROBLEMS: MEAN FIELD AND FINITE-DIMENSIONAL RESULTS

This PhD thesis is organized as follows. In the first two chapters I will review some basic notions of statistical physics of disordered systems, such as random graph theory, the mean-field approximation, spin glasses and combinatorial optimization. The replica method will also be introduced and applied to the Sherrington-Kirkpatrick model, one of the simplest mean-field models of spin-glasses. The second part of the thesis deals with mean-field combinatorial optimization problems. The attention will be focused on the study of finite-size corrections of random integer matching problems (chapter 3) and fractional ones (chapter 4). In chapter 5 I will discuss a very general relation connecting multi-overlaps and the moments of the cavity magnetization distribution. In the third part we consider random Euclidean optimization problems. I will start solving the traveling-salesman-problem (TSP) in one dimension both in its bipartite and monopartite version (chapter 6). In chapter 7 I will discuss the possible optimal solutions of the 2-factor problem. In chapter 8 I will solve the bipartite TSP in two dimensions, in the limit of large number of points. Chapter 9 contains some conclusions.

A Spherical Bound for the Sherrington-Kirkpatrick Model

A Spherical Bound for the Sherrington-Kirkpatrick Model

Replica symmetry breaking in bipartite spin glasses and neural networks

Some interesting recent advances in the theoretical understanding of neural networks have been informed by results from the physics of disordered many-body systems. Motivated by these findings, this work uses the replica technique to study the mathematically tractable bipartite Sherrington-Kirkpatrick (SK) spin-glass model, which is formally similar to a restricted Boltzmann machine (RBM) neural network. The bipartite SK model has been previously studied assuming replica symmetry; here this assumption is relaxed and a replica symmetry breaking analysis is performed. The bipartite SK model is found to have many features in common with Parisi's solution of the original, unipartite SK model, including the existence of a multitude of pure states which are related in a hierarchical, ultrametric fashion. As an application of this analysis, the optimal cost for a graph partitioning problem is shown to be simply related to the ground state energy of the bipartite SK model. As a second application, empirical investigations reveal that the Gibbs sampled outputs of an RBM trained on the MNIST data set are more ultrametrically distributed than the input data themselves.

On the TAP Free Energy in the Mixed p-Spin Models

In [Physical Magazine, 35(3):593-601, 1977], Thouless, Anderson, and Palmer derived a representation for the free energy of the Sherrington-Kirkpatrick model, called the TAP free energy, written as the difference of the energy and entropy on the extended configuration space of local magnetizations with an Onsager correction term. In the setting of mixed $p$-spin models with Ising spins, we prove that the free energy can indeed be written as the supremum of the TAP free energy over the space of local magnetizations whose Edwards-Anderson order parameter (self-overlap) is to the right of the support of the Parisi measure. Furthermore, for generic mixed $p$-spin models, we prove that the free energy is equal to the TAP free energy evaluated on the local magnetization of any pure state.

Self-organized critical behavior and marginality in Ising spin glasses

We have studied numerically the states reached in a quench from various temperatures in the one-dimensional fully-connected Kotliar, Anderson and Stein Ising spin glass model. This is a model where there are long-range interactions between the spins which falls off as a power σ of their separation. We have made a detailed study in particular of the energies of the states reached in a quench from infinite temperature and their overlaps, including the spin glass susceptibility. In the regime where , where the model is similar to the Sherrington–Kirkpatrick model, we find that the spin glass susceptibility diverges logarithmically with increasing N, the number of spins in the system, whereas for it remains finite. We attribute the behavior for to self-organized critical behavior, where the system after the quench is close to the transition between states which have trivial overlaps and those with the non-trivial overlaps associated with replica symmetry breaking. We have also found by studying the distribution of local fields that the states reached in the quench have marginal stability but only when .

Many-body localization-delocalization transition in the quantum Sherrington-Kirkpatrick model

We analyze many-body localization (MBL) to delocalization transition in Sherrington-Kirkpatrick (SK) model of Ising spin glass (SG) in the presence of a transverse field $\Gamma$. Based on energy resolved analysis, which is of relevance for a closed quantum system, we show that the quantum SK model has many-body mobility edges separating MBL phase which is non-ergodic and non-thermal from the delocalized phase which is ergodic and thermal. The range of the delocalized regime increases with increase in the strength of $\Gamma$ and eventually for $\Gamma$ larger than $\Gamma_{CP}$ the entire many-body spectrum is delocalized. We show that the Renyi entropy is almost independent of the system size in the MBL phase, hinting towards an area law in this infinite range model while the delocalized phase shows volume law scaling of Renyi entropy. We further obtain spin glass transition curve in energy density $\epsilon$-$\Gamma$ plane from the collapse of eigenstate spin susceptibility. We demonstrate that in most of the parameter regime SG transition occurs close to the MBL transition indicating that the SG phase is non-ergodic and non-thermal while the paramagnetic phase is delocalized and thermal.

Free energy in the Potts spin glass

We study the Potts spin glass model, which generalizes the Sherrington–Kirkpatrick model to the case when spins take more than two values but their interactions are counted only if the spins are equal. We obtain the analogue of the Parisi variational formula for the free energy, with the order parameter now given by a monotone path in the set of positive-semidefinite matrices. The main idea of the paper is a novel synchronization mechanism for blocks of overlaps. This mechanism can be used to solve a more general version of the Sherrington–Kirkpatrick model with vector spins interacting through their scalar product, which includes the Potts spin glass as a special case. As another example of application, one can show that Talagrand’s bound for multiple copies of the mixed $p$-spin model with constrained overlaps is asymptotically sharp. We will consider these problems in the subsequent paper and illustrate the main new idea on the technically more transparent case of the Potts spin glass.

Free energy in the mixed $p$-spin models with vector spins

Using the synchronization mechanism developed in the previous work on the Potts spin glass model, we obtain the analogue of the Parisi formula for the free energy in the mixed even $p$-spin models with vector spins, which include the Sherrington–Kirkpatrick model with vector spins interacting through their scalar product. As a special case, this also establishes the sharpness of Talagrand’s upper bound for the free energy of multiple mixed $p$-spin systems coupled by constraining their overlaps.

Possible ergodic-nonergodic regions in the quantum Sherrington-Kirkpatrick spin glass model and quantum annealing.

We explore the behavior of the order parameter distribution of the quantum Sherrington-Kirkpatrick model in the spin glass phase using Monte Carlo technique for the effective Suzuki-Trotter Hamiltonian at finite temperatures and that at zero temperature obtained using the exact diagonalization method. Our numerical results indicate the existence of a low- but finite-temperature quantum-fluctuation-dominated ergodic region along with the classical fluctuation-dominated high-temperature nonergodic region in the spin glass phase of the model. In the ergodic region, the order parameter distribution gets narrower around the most probable value of the order parameter as the system size increases. In the other region, the Parisi order distribution function has nonvanishing value everywhere in the thermodynamic limit, indicating nonergodicity. We also show that the average annealing time for convergence (to a low-energy level of the model, within a small error range) becomes system size independent for annealing down through the (quantum-fluctuation-dominated) ergodic region. It becomes strongly system size dependent for annealing through the nonergodic region. Possible finite-size scaling-type behavior for the extent of the ergodic region is also addressed.

Replica Bounds by Combinatorial Interpolation for Diluted Spin Systems

In two papers Franz, Leone and Toninelli proved bounds for the free energy of diluted random constraints satisfaction problems, for a Poisson degree distribution [5] and a general distribution [6]. Panchenko and Talagrand [16] simplified the proof and generalized the result of [5] for the Poisson case. We provide a new proof for the general degree distribution case and as a corollary, we obtain new bounds for the size of the largest independent set (also known as hard core model) in a large random regular graph. Our proof uses a combinatorial interpolation based on biased random walks [21] and allows to bypass the arguments in [6] based on the study of the Sherrington-Kirkpatrick (SK) model.

Variational representations for the Parisi functional and the two-dimensional Guerra–Talagrand bound

The validity of the Parisi formula in the Sherrington-Kirkpatrick model (SK) was initially proved by Talagrand [18]. The central argument therein relied on a very dedicated study of the coupled free energy via the two-dimensional Guerra-Talagrand (GT) replica symmetry breaking bound. It is believed that this bound and its higher dimensional generalization are highly related to the conjectures of temperature chaos and ultrametricity in the SK model, but a complete investigation remains elusive. Motivated by Bovier-Klimovsky [2] and Auffinger-Chen [3], the aim of this paper is to present a novel approach to analyzing the Parisi functional and the two-dimensional GT bound in the mixed $p$-spin models in terms of optimal stochastic control problems. We compute the directional derivative of the Parisi functional and derive equivalent criteria for the Parisi measure. We demonstrate how our approach provides a simple and efficient control for the GT bound that yields several new results on Talagrand's positivity of the overlap [20,Section 14.12] and disorder chaos in Chatterjee [5] and Chen [6]. In particular, we provide some examples of the models containing odd $p$-spin interactions.

Correction to: Fluctuations of the Free Energy of the Spherical Sherrington–Kirkpatrick Model with Ferromagnetic Interaction

In Theorem 1.4 (iii) of the original article, we stated that 1 $$\begin{aligned} \sqrt{N} (F_N - F(\beta )) \Rightarrow \mathcal {N}(0, \alpha _2) \end{aligned}$$ in the ferromagnetic regime $$J > 1$$ and $$\beta > \frac{1}{2J}$$ . The proof was based on Theorem 1.5 (iii), which we proved in the paper, and a known random matrix theory result, given in the second part of (1.19) which reads 2 $$\begin{aligned} N^{1/2} \left( \mu _1 - \left( J + \frac{1}{J}\right) \right) \Rightarrow \mathcal {N}\left( 0, 2\left( 1- \frac{1}{J^2}\right) \right) \end{aligned}$$ for $$J>1$$ .

Stability of the quantum Sherrington-Kirkpatrick spin glass model.

I study in detail the quantum Sherrington-Kirkpatrick (SK) model, i.e., the infinite-range Ising spin glass in a transverse field, by solving numerically the effective one-dimensional model that the quantum SK model can be mapped to in the thermodynamic limit. I find that the replica symmetric solution is unstable down to zero temperature, in contrast to some previous claims, and so there is not only a line of transitions in the (longitudinal) field-temperature plane (the de Almeida-Thouless, AT, line) where replica symmetry is broken, but also a quantum de Almeida-Thouless (QuAT) line in the transverse field-longitudinal field plane at T=0. If the QuAT line also occurs in models with short-range interactions its presence might affect the performance of quantum annealers when solving spin glass-type problems with a bias (i.e., magnetic field).

Critical and Griffiths-McCoy singularities in quantum Ising spin glasses on d-dimensional hypercubic lattices: A series expansion study.

We study the ±J transverse-field Ising spin-glass model at zero temperature on d-dimensional hypercubic lattices and in the Sherrington-Kirkpatrick (SK) model, by series expansions around the strong-field limit. In the SK model and in high dimensions our calculated critical properties are in excellent agreement with the exact mean-field results, surprisingly even down to dimension d=6, which is below the upper critical dimension of d=8. In contrast, at lower dimensions we find a rich singular behavior consisting of critical and Griffiths-McCoy singularities. The divergence of the equal-time structure factor allows us to locate the critical coupling where the correlation length diverges, implying the onset of a thermodynamic phase transition. We find that the spin-glass susceptibility as well as various power moments of the local susceptibility become singular in the paramagnetic phase before the critical point. Griffiths-McCoy singularities are very strong in two dimensions but decrease rapidly as the dimension increases. We present evidence that high enough powers of the local susceptibility may become singular at the pure-system critical point.

De Almeida-Thouless instability in short-range Ising spin glasses.

We use high-temperature series expansions to study the ±J Ising spin glass in a magnetic field in d-dimensional hypercubic lattices for d=5-8 and in the infinite-range Sherrington-Kirkpatrick (SK) model. The expansions are obtained in the variable w=tanh^{2}J/T for arbitrary values of u=tanh^{2}h/T complete to order w^{10}. We find that the scaling dimension Δ associated with the ordering-field h^{2} equals 2 in the SK model and for d≥6. However, in agreement with the work of Fisher and Sompolinsky [Phys. Rev. Lett. 54, 1063 (1985)PRLTAO0031-900710.1103/PhysRevLett.54.1063], there is a violation of scaling in a finite field, leading to an anomalous h-T dependence of the de Almeida-Thouless (AT) [J. Phys. A 11, 983 (1978)JPHAC50305-447010.1088/0305-4470/11/5/028] line in high dimensions, whereas scaling is restored as d→6. Within the convergence of our series analysis, we present evidence supporting an AT line in d≥6. In d=5, the exponents γ and Δ are substantially larger than mean-field values, but we do not see clear evidence for the AT line in d=5.

Constrained low-rank matrix estimation: phase transitions, approximate message passing and applications

This article is an extended version of previous work of Lesieur et al (2015 IEEE Int. Symp. on Information Theory Proc. pp 1635–9 and 2015 53rd Annual Allerton Conf. on Communication, Control and Computing (IEEE) pp 680–7) on low-rank matrix estimation in the presence of constraints on the factors into which the matrix is factorized. Low-rank matrix factorization is one of the basic methods used in data analysis for unsupervised learning of relevant features and other types of dimensionality reduction. We present a framework to study the constrained low-rank matrix estimation for a general prior on the factors, and a general output channel through which the matrix is observed. We draw a parallel with the study of vector-spin glass models—presenting a unifying way to study a number of problems considered previously in separate statistical physics works. We present a number of applications for the problem in data analysis. We derive in detail a general form of the low-rank approximate message passing (Low-RAMP) algorithm, that is known in statistical physics as the TAP equations. We thus unify the derivation of the TAP equations for models as different as the Sherrington–Kirkpatrick model, the restricted Boltzmann machine, the Hopfield model or vector (xy, Heisenberg and other) spin glasses. The state evolution of the Low-RAMP algorithm is also derived, and is equivalent to the replica symmetric solution for the large class of vector-spin glass models. In the section devoted to result we study in detail phase diagrams and phase transitions for the Bayes-optimal inference in low-rank matrix estimation. We present a typology of phase transitions and their relation to performance of algorithms such as the Low-RAMP or commonly used spectral methods.