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Statistical mechanics of the spherical hierarchical model with random fields

We study analytically the equilibrium properties of the spherical hierarchical model in the presence of random fields. The expression for the critical line separating a paramagnetic from a ferromagnetic phase is derived. The critical exponents characterising this phase transition are computed analytically and compared with those of the corresponding $D$-dimensional short-range model, leading to conclude that the usual mapping between one dimensional long-range models and $D$-dimensional short-range models holds exactly for this system, in contrast to models with Ising spins. Moreover, the critical exponents of the pure model and those of the random field model satisfy a relationship that mimics the dimensional reduction rule. The absence of a spin-glass phase is strongly supported by the local stability analysis of the replica symmetric saddle-point as well as by an independent computation of the free-energy using a renormalization-like approach. This latter result enlarges the class of random field models for which the spin-glass phase has been recently ruled out.

cond-mat.dis-nn↗

Excess entropy and central charge of the two-dimensional random-bond Potts model in the large-Q limit

We consider the random-bond Potts model in the large-$Q$ limit and calculate the excess entropy, $S_Γ$, of a contour, $Γ$, which is given by the mean number of Fortuin-Kasteleyn clusters which are crossed by $Γ$. In two dimensions $S_Γ$ is proportional to the length of $Γ$, to which - at the critical point - there are universal logarithmic corrections due to corners. These are calculated by applying techniques of conformal field theory and compared with the results of large scale numerical calculations. The central charge of the model is obtained from the corner contributions to the excess entropy and independently from the finite-size correction of the free-energy as: $\lim_{Q \to \infty}c(Q)/\ln Q =0.74(2)$, close to previous estimates calculated at finite values of $Q$.

cond-mat.dis-nn↗

Exact theory of dense amorphous hard spheres in high dimension. III. The full RSB solution

In the first part of this paper, we derive the general replica equations that describe infinite-dimensional hard spheres at any level of replica symmetry breaking (RSB) and in particular in the fullRSB scheme. We show that these equations are formally very similar to the ones that have been derived for spin glass models, thus showing that the analogy between spin glasses and structural glasses conjectured by Kirkpatrick, Thirumalai, and Wolynes is realized in a strong sense in the mean field limit. We also suggest how the computation could be generalized in an approximate way to finite dimensional hard spheres. In the second part of the paper, we discuss the solution of these equations and we derive from it a number of physical predictions. We show that, below the Gardner transition where the 1RSB solution becomes unstable, a fullRSB phase exists and we locate the boundary of the fullRSB phase. Most importantly, we show that the fullRSB solution predicts correctly that jammed packings are isostatic, and allows one to compute analytically the critical exponents associated with the jamming transition, which are missed by the 1RSB solution. We show that these predictions compare very well with numerical results.

cond-mat.dis-nn↗

Anomalous finite size corrections in random field models

The presence of a random magnetic field in ferromagnetic systems leads, in the broken phase, to an anomalous $O(\sqrt{1/N})$ convergence of some thermodynamic quantities to their asymptotic limits. Here we show a general method, based on the replica trick, to compute analytically the $O(\sqrt{1/N})$ finite size correction to the average free energy. We apply this method to two mean field Ising models, fully connected and random regular graphs, and compare the results to exact numerical algorithms. We argue that this behaviour is present in finite dimensional models as well.

cond-mat.dis-nn↗

Discontinuous Transition of a Multistage Independent Cascade Model on Networks

We propose a multistage version of the independent cascade model, which we call a multistage independent cascade (MIC) model, on networks. This model is parameterized by two probabilities: the probability $T_1$ that a node adopting a fad increases the awareness of a neighboring susceptible node, and the probability $T_2$ that an adopter directly causes a susceptible node to adopt the fad. We formulate a tree approximation for the MIC model on an uncorrelated network with an arbitrary degree distribution $p_k$. Applied on a random regular network with degree $k=6$, this model exhibits a rich phase diagram, including continuous and discontinuous transition lines for fad percolation, and a continuous transition line for the percolation of susceptible nodes. In particular, the percolation transition of fads is discontinuous (continuous) when $T_1$ is larger (smaller) than a certain value. A similar discontinuous transition is also observed in random graphs and scale-free networks. Furthermore, assigning a finite fraction of initial adopters dramatically changes the phase boundaries.

physics.soc-ph↗

One-dimensional Ising spin-glass with power-law interaction : real-space renormalization at zero temperature

For the one-dimensional long-ranged Ising spin-glass with random couplings decaying with the distance $r$ as $J(r) \sim r^{-σ}$ and distributed with the Lévy symmetric stable distribution of index $1 <μ\leq 2$ (including the usual Gaussian case $μ=2$), we consider the region $σ>1/μ$ where the energy is extensive. We study two real space renormalization procedures at zero temperature, namely a simple box decimation that leads to explicit calculations, and a strong disorder decimation that can be studied numerically on large sizes. The droplet exponent governing the scaling of the renormalized couplings $J_L \propto L^{θ_μ(σ)}$ is found to be $θ_μ(σ)=\frac{2}μ-σ$ whenever the long-ranged couplings are relevant $θ_μ(σ)=\frac{2}μ-σ\geq -1$. For the statistics of the ground state energy $E_L^{GS}$ over disordered samples, we obtain that the droplet exponent $θ_μ(σ) $ governs the leading correction to extensivity of the averaged value $\overline{E_L^{GS}} \simeq L e_0 +L^{θ_μ(σ)} e_1$. The characteristic scale of the fluctuations around this average is of order $L^{\frac{1}μ}$, and the rescaled variable $u=(E_L^{GS}-\overline{E_L^{GS}})/L^{\frac{1}μ}$ is Gaussian distributed for $μ=2$, or displays the negative power-law tail in $1/(-u)^{1+μ}$ for $u \to -\infty$ in the Lévy case $1<μ<2$.

cond-mat.dis-nn↗

Non-normality, reactivity, and intrinsic stochasticity in neural dynamics: a non-equilibrium potential approach

Intrinsic stochasticity can induce highly non-trivial effects on dynamical systems, including stochastic and coherence resonance, noise induced bistability, noise-induced oscillations, to name but a few. In this paper we revisit a mechanism first investigated in the context of neuroscience by which relatively small demographic (intrinsic) fluctuations can lead to the emergence of avalanching behavior in systems that are deterministically characterized by a single stable fixed point (up state). The anomalously large response of such systems to stochasticity stems (or is strongly associated with) the existence of a "non-normal" stability matrix at the deterministic fixed point, which may induce the system to be "reactive". Here, we further investigate this mechanism by exploring the interplay between non-normality and intrinsic (demographic) stochasticity, by employing a number of analytical and computational approaches. We establish, in particular, that the resulting dynamics in this type of systems cannot be simply derived from a scalar potential but, additionally, one needs to consider a curl flux which describes the essential non-equilibrium nature of this type of noisy non-normal systems. Moreover, we shed further light on the origin of the phenomenon, introduce the novel concept of "non-linear reactivity", and rationalize of the observed the value of the emerging avalanche exponents.

cond-mat.dis-nn↗

Two-time height distribution for 1D KPZ growth: the recent exact result and its tail via replica

We consider the fluctuations in the stochastic growth of a one-dimensional interface of height $h(x,t)$ described by the Kardar-Parisi-Zhang (KPZ) universality class. We study the joint probability distribution function (JPDF) of the interface heights at two times $t_1$ and $t_2>t_1$, with droplet initial conditions at $t=0$. In the limit of large times this JPDF is expected to become a universal function of the time ratio $t_2/t_1$, and of the (properly scaled) heights $h(x,t_1)$ and $h(x,t_2)$. Using the replica Bethe ansatz method for the KPZ equation, in [J. Stat. Mech. (2017) 053212] we obtained a formula for the JPDF in the (partial) tail regime where $h(x,t_1)$ is large and positive, subsequently found in excellent agreement with experimental and numerical data [Phys. Rev. Lett. 118, 125701 (2017)]. Here we show that our results are in perfect agreement with Johansson's recent rigorous expression of the full JPDF [arXiv:1802.00729 ], thereby confirming the validity of our methods.

cond-mat.dis-nn↗

Phase diagram and metastability of the Ising model on two coupled networks

We explore the cooperative behaviour and phase transitions of interacting networks by studying a simplified model consisting of Ising spins placed on the nodes of two coupled Erdös-Rényi random graphs. We derive analytical expressions for the free-energy of the system and the magnetization of each graph, from which the phase diagrams, the stability of the different states, and the nature of the transitions among them, are clearly characterized. We show that a metastable state appears discontinuously by varying the model parameters, yielding a region in the phase diagram where two solutions coexist. By performing Monte-Carlo simulations, we confirm the exactness of our main theoretical results and show that the typical time the system needs to escape from a metastable state grows exponentially fast as a function of the temperature, characterizing ergodicity breaking in the thermodynamic limit.

cond-mat.stat-mech↗

Statistical mechanical analysis of sparse linear regression as a variable selection problem

An algorithmic limit of compressed sensing or related variable-selection problems is analytically evaluated when a design matrix is given by an overcomplete random matrix. The replica method from statistical mechanics is employed to derive the result. The analysis is conducted through evaluation of the entropy, an exponential rate of the number of combinations of variables giving a specific value of fit error to given data which is assumed to be generated from a linear process using the design matrix. This yields the typical achievable limit of the fit error when solving a representative $\ell_0$ problem and includes the presence of unfavourable phase transitions preventing local search algorithms from reaching the minimum-error configuration. The associated phase diagrams are presented. A noteworthy outcome of the phase diagrams is that there exists a wide parameter region where any phase transition is absent from the high temperature to the lowest temperature at which the minimum-error configuration or the ground state is reached. This implies that certain local search algorithms can find the ground state with moderate computational costs in that region. Another noteworthy result is the presence of the random first-order transition in the strong noise case. The theoretical evaluation of the entropy is confirmed by extensive numerical methods using the exchange Monte Carlo and the multi-histogram methods. Another numerical test based on a metaheuristic optimisation algorithm called simulated annealing is conducted, which well supports the theoretical predictions on the local search algorithms. In the successful region with no phase transition, the computational cost of the simulated annealing to reach the ground state is estimated as the third order polynomial of the model dimensionality.

cond-mat.dis-nn↗

The out-equilibrium 2D Ising spin glass: almost, but not quite, a free-field theory

We consider the spatial correlation function of the two-dimensional Ising spin glass under out-equilibrium conditions. We pay special attention to the scaling limit reached upon approaching zero temperature. The field-theory of a non-interacting field makes a surprisingly good job at describing the spatial shape of the correlation function of the out-equilibrium Edwards-Anderson Ising model in two dimensions.

cond-mat.dis-nn↗

Approximate Survey Propagation for Statistical Inference

Approximate message passing algorithm enjoyed considerable attention in the last decade. In this paper we introduce a variant of the AMP algorithm that takes into account glassy nature of the system under consideration. We coin this algorithm as the approximate survey propagation (ASP) and derive it for a class of low-rank matrix estimation problems. We derive the state evolution for the ASP algorithm and prove that it reproduces the one-step replica symmetry breaking (1RSB) fixed-point equations, well-known in physics of disordered systems. Our derivation thus gives a concrete algorithmic meaning to the 1RSB equations that is of independent interest. We characterize the performance of ASP in terms of convergence and mean-squared error as a function of the free Parisi parameter s. We conclude that when there is a model mismatch between the true generative model and the inference model, the performance of AMP rapidly degrades both in terms of MSE and of convergence, while ASP converges in a larger regime and can reach lower errors. Among other results, our analysis leads us to a striking hypothesis that whenever s (or other parameters) can be set in such a way that the Nishimori condition $M=Q>0$ is restored, then the corresponding algorithm is able to reach mean-squared error as low as the Bayes-optimal error obtained when the model and its parameters are known and exactly matched in the inference procedure.

cond-mat.dis-nn↗

Unusual area-law violation in random inhomogeneous systems

The discovery of novel entanglement patterns in quantum many-body systems is a prominent research direction in contemporary physics. Here we provide the example of a spin chain with random and inhomogeneous couplings that in the ground state exhibits a very unusual area law violation. In the clean limit, i.e., without disorder, the model is the rainbow chain and has volume law entanglement. We show that, in the presence of disorder, the entanglement entropy exhibits a power-law growth with the subsystem size, with an exponent 1/2. By employing the Strong Disorder Renormalization Group (SDRG) framework, we show that this exponent is related to the survival probability of certain random walks. The ground state of the model exhibits extended regions of short-range singlets (that we term ``bubble'' regions) as well as rare long range singlet (``rainbow'' regions). Crucially, while the probability of extended rainbow regions decays exponentially with their size, that of the bubble regions is power law. We provide strong numerical evidence for the correctness of SDRG results by exploiting the free-fermion solution of the model. Finally, we investigate the role of interactions by considering the random inhomogeneous XXZ spin chain. Within the SDRG framework and in the strong inhomogeneous limit, we show that the above area-law violation takes place only at the free-fermion point of phase diagram. This point divides two extended regions, which exhibit volume-law and area-law entanglement, respectively.

cond-mat.str-el↗

Free energies of Boltzmann Machines: self-averaging, annealed and replica symmetric approximations in the thermodynamic limit

Restricted Boltzmann machines (RBMs) constitute one of the main models for machine statistical inference and they are widely employed in Artificial Intelligence as powerful tools for (deep) learning. However, in contrast with countless remarkable practical successes, their mathematical formalization has been largely elusive: from a statistical-mechanics perspective these systems display the same (random) Gibbs measure of bi-partite spin-glasses, whose rigorous treatment is notoriously difficult. In this work, beyond providing a brief review on RBMs from both the learning and the retrieval perspectives, we aim to contribute to their analytical investigation, by considering two distinct realizations of their weights (i.e., Boolean and Gaussian) and studying the properties of their related free energies. More precisely, focusing on a RBM characterized by digital couplings, we first extend the Pastur-Shcherbina-Tirozzi method (originally developed for the Hopfield model) to prove the self-averaging property for the free energy, over its quenched expectation, in the infinite volume limit, then we explicitly calculate its simplest approximation, namely its annealed bound. Next, focusing on a RBM characterized by analogical weights, we extend Guerra's interpolating scheme to obtain a control of the quenched free-energy under the assumption of replica symmetry: we get self-consistencies for the order parameters (in full agreement with the existing Literature) as well as the critical line for ergodicity breaking that turns out to be the same obtained in AGS theory. As we discuss, this analogy stems from the slow-noise universality. Finally, glancing beyond replica symmetry, we analyze the fluctuations of the overlaps for an estimate of the (slow) noise affecting the retrieval of the signal, and by a stability analysis we recover the Aizenman-Contucci identities typical of glassy systems.

cond-mat.dis-nn↗

On the number of limit cycles in asymmetric neural networks

The comprehension of the mechanisms at the basis of the functioning of complexly interconnected networks represents one of the main goals of neuroscience. In this work, we investigate how the structure of recurrent connectivity influences the ability of a network to have storable patterns and in particular limit cycles, by modeling a recurrent neural network with McCulloch-Pitts neurons as a content-addressable memory system. A key role in such models is played by the connectivity matrix, which, for neural networks, corresponds to a schematic representation of the "connectome": the set of chemical synapses and electrical junctions among neurons. The shape of the recurrent connectivity matrix plays a crucial role in the process of storing memories. This relation has already been exposed by the work of Tanaka and Edwards, which presents a theoretical approach to evaluate the mean number of fixed points in a fully connected model at thermodynamic limit. Interestingly, further studies on the same kind of model but with a finite number of nodes have shown how the symmetry parameter influences the types of attractors featured in the system. Our study extends the work of Tanaka and Edwards by providing a theoretical evaluation of the mean number of attractors of any given length $L$ for different degrees of symmetry in the connectivity matrices.

cond-mat.dis-nn↗

Classification of mobile- and immobile-molecule timescales for the Stokes-Einstein and Stokes-Einstein-Debye relations in supercooled water

Molecular dynamics simulations have been performed on TIP4P/2005 supercooled water to investigate the molecular diffusion and shear viscosity at various timescales and assess the Stokes-Einstein (SE) and Stokes-Einstein-Debye (SED) relations. For this purpose, we calculated various time correlation functions, such as the mean-squared displacement, stress relaxation function, density correlation function, hydrogen-bond correlation function, rotational correlation function of molecular orientation, non-Gaussian parameter, and four-point correlation function. Our study of the SE and SED relations indicates that the transport coefficients and timescales obtained using these time correlation functions may be classified into two distinct classes: those governed by either mobile or immobile molecules, due to dynamical heterogeneity. In particular, we show that the stress relaxation time, hydrogen-bond lifetime, and large-angle rotational relaxation time are coupled with translational diffusion, and are characterized by mobile molecules. In contrast, the structural $α$-relaxation time, small-angle rotational relaxation time, and characteristic timescales of four-point correlation functions are decoupled with translational diffusion, and are governed by immobile molecules. This decoupling results in a violation of the SE relation. These results indicate that the identification of timescales that appropriately characterize transport coefficients, such as translational diffusion constant and shear viscosity, provides a deep insight into the violation of the SE and SED relations in glass-forming liquids.

cond-mat.soft↗

Inhomogeneous asymmetric exclusion processes between two reservoirs : large deviations for the local empirical observables in the Mean-Field approximation

For a given inhomogeneous exclusion processes on $N$ sites between two reservoirs, the trajectories probabilities allow to identify the relevant local empirical observables and to obtain the corresponding rate function at Level 2.5. In order to close the hierarchy of the empirical dynamics that appear in the stationarity constraints, we consider the simplest approximation, namely the Mean-Field approximation for the empirical density of two consecutive sites, in direct correspondence with the previously studied Mean-Field approximation for the steady state. For a given inhomogeneous Totally Asymmetric model (TASEP), this Mean-Field approximation yields the large deviations for the joint distribution of the empirical density profile and of the empirical current around the mean-field steady state; the further explicit contraction over the current allows to obtain the large deviations of the empirical density profile alone. For a given inhomogeneous Asymmetric model (ASEP), the local empirical observables also involve the empirical activities of the links and of the reservoirs; the further explicit contraction over these activities yields the large deviations for the joint distribution of the empirical density profile and of the empirical current. The consequences for the large deviations properties of time-additive space-local observables are also discussed in both cases.

cond-mat.stat-mech↗

Laplacian Renormalization Group: An introduction to heterogeneous coarse-graining

The renormalization group (RG) constitutes a fundamental framework in modern theoretical physics. It allows the study of many systems showing states with large-scale correlations and their classification in a relatively small set of universality classes. RG is the most powerful tool for investigating organizational scales within dynamic systems. However, the application of RG techniques to complex networks has presented significant challenges, primarily due to the intricate interplay of correlations on multiple scales. Existing approaches have relied on hypotheses involving hidden geometries and based on embedding complex networks into hidden metric spaces. Here, we present a practical overview of the recently introduced Laplacian Renormalization Group for heterogeneous networks. First, we present a brief overview that justifies the use of the Laplacian as a natural extension for well-known field theories to analyze spatial disorder. We then draw an analogy to traditional real-space renormalization group procedures, explaining how the LRG generalizes the concept of "Kadanoff supernodes" as block nodes that span multiple scales. These supernodes help mitigate the effects of cross-scale correlations due to small-world properties. Additionally, we rigorously define the LRG procedure in momentum space in the spirit of Wilson RG. Finally, we show different analyses for the evolution of network properties along the LRG flow following structural changes when the network is properly reduced.

cond-mat.stat-mech↗