Discrete Gaussian Free Field via Hadamard's formula

Abstract

We present a novel way of constructing the Gaussian Free Field on a weighted graph via a dynamical expansion of the Green function along an expanding family of subgraphs. Along the way we obtain the discrete analogue of the classical Hadamard variational formula regarding the variation of the Green function under infinitesimal variations of the domain. In order to develop necessary machinery we construct expanding bases of the naturally associated energy spaces. An interesting observation is that both our discrete Hadamard variation formula and and the related construction of the discrete Gaussian Free Field are completely dimension-free and do not require smoothness of any kind. The graph model contains geometric information via the edges which supply the discrete topological information, and by conductances which give metric information. Going to a continuum limit, we would then obtain continuous version of the Hadamard variational formula and the associated Hadamard operator in e.g. fractal geometries of arbitrary dimension.