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4.3 Models

4.3.1 Random-bond Ising model

4.3. Models 66

where

Z(K, τ) =X

S

exp

KX

hiji

τijSiSj

 (4.3)

is the partition function for sample τ (with K =βJ), and

P(Kp, τ) = (2 coshKp)−NB ×exp

Kp

X

hiji

τij

 (4.4)

is the probability of the sample τ; here p

1−p =e−2Kp (4.5)

and NB is the number of bonds.

The partition functionZ(K, τ) is invariant under the change of variable Si →σiSi , τij →σiσjτij , (4.6) where σi =±1. Thus τ itself has no invariant meaning — samples τ and τ0 that differ by the change of variable have equivalent physics. The only invariant prop- erty of τ that cannot be modified by such a change of variable is the distribution of frustration that τ determines. If an odd number of the bonds contained in a specified plaquette have τ = −1 then that plaquette is frustrated — an Ising vortex resides at the plaquette. For purposes of visualization, we sometimes will find it convenient to define the spin model on the dual lattice so that the spins reside on plaquettes and the Ising vortices reside on sites. Then excited bonds with τijSiSj = −1 form one-dimensional chains that terminate at the frustrated sites.

Changes of variable define an equivalence relation on the set of 2NB τ con- figurations: there are the 2NS elements of each equivalence class (the number of changes of variable, where NS is the number of sites) and there are 2NS classes (the number of configurations for the Ising vortices — note that NB = 2NS for

4.3. Models 67

a square lattice on the 2-torus, and that the number of plaquettes is NP =NS).

Denote a distribution of Ising vortices, or equivalently an equivalence class of τ’s, by η. The probability P(Kp, η) of η is found by summing P(Kp, τ) over all the representatives of the class; hence

(2 coshKp)NBP(Kp, η) = (2 coshKp)NBX

τ∈η

P(Kp, τ)

=X

σ

exp

KpX

hiji

τijσiσj

=Z(Kp, η) . (4.7)

Apart from a normalization factor, the probability of a specified distribution of frustration is given by the partition function of the model, but with K = βJ replaced by Kp.

In this model, we can define an order parameter that distinguishes the ferro- magnetic and paramagnetic phases. Let

m2(K, Kp) = lim

|i−j|→∞

hSiSjiK

Kp , (4.8)

whereh·iKdenotes the average over thermal fluctuations, [·]Kpdenotes the average over samples, and |i−j| denotes the distance between site i and site j; then in the ferromagnetic phase m2 > 0 and in the paramagnetic phase m2 = 0. But the two-point correlation function hSiSjiK is not invariant under the change of variable eq. (4.6), so how shouldm2 be interpreted?

Following [26], denote byE the set of bonds that are antiferromagnetic (τij =

−1), denote by E0 the set of excited bonds with τijSiSj = −1, and denote by D the set of bonds withSiSj =−1 (those whose neighboring spins anti-align) — see Figure 4.1. Then D=E+E0 is the disjoint union ofE and E0 (containing bonds inE orE0 but not both). Furthermore,Dcontains an even number of the bonds that meet at any given site; that is, D is a cycle, a chain of bonds that has no boundary points. The quantitySiSj just measures whether a line connectingiand j crossesD an even number (SiSj = 1) or an odd number (SiSj =−1) of times.

4.3. Models 68

-1 -1 +1

+1 +1 +1 -1

+1 -1 -1

-1 -1 +1

-1 -1 +1

E E

Figure 4.1: The chainE of antiferromagnetic bonds (darkly shaded) and the chain E0 of excited bonds (lightly shaded), in the two-dimensional random-bond Ising model. Ising spins taking values in {±1} reside on plaquettes; Ising vortices (boundary points of E) are located on the sites marked by filled circles. The bonds of E0 comprise a one-dimensional defect that connects the vortices. The cycle D=E+E0 encloses a domain of spins with the value −1.

4.3. Models 69

Now D consists of disjoint “domain walls” that form closed loops. If loops that are arbitrarily large appear with appreciable weight in the thermal ensemble, then the two-point functionhSiSjiK decays like exp(−|i−j|/ξ) — fluctuations far from the sites i and j contribute to the correlation function. Thus the spins are disordered and m2 = 0. But if large loops occur only with negligible probability, then only fluctuations localized near i and j contribute significantly; the spin correlation persists at large distances and m2 > 0. Thus, the order parameter probes whether the chain E0 of excited bonds can wander far from the chain E of ferromagnetic bonds; that is, whether D = E +E0 contains arbitrarily large connected closed loops, for typical thermal fluctuations and typical samples.

Nishimori [63] observed that the random-bond Ising model has enhanced sym- metry properties along a line in the p-T plane (the Nishimori line) defined by K =Kp or exp(−2βJ) =p/(1−p). In this case, the antiferromagnetic bond chain E and the excited bond chainE0 are generated by sampling the same probability distribution, subject to the constraint that both chains have the same boundary points. This feature is preserved by renormalization group transformations, so that renormalization group flow preserves Nishimori’s line [28]. The Nishimori point (pc, Tc) where the Nishimori line crosses the ferromagnetic-paramagnetic phase boundary, is a renormalization group fixed point, the model’s multicritical point.

When the temperature T is above the Nishimori line, excited bonds have a higher concentration than antiferromagnetic bonds, so we may say that thermal fluctuations play a more important role than quenched randomness in disordering the spins. When T is below the Nishimori line, antiferromagnetic bonds are more common than excited bonds, and the quenched randomness dominates over ther- mal fluctuations. Right on the Nishimori line, the effects of thermal fluctuations and quenched randomness are in balance [66].

By invoking the change of variable eq. (4.6), various properties of the model on the Nishimori line can be derived [65, 63]. For example, the internal energy

4.3. Models 70

density (or “average bond”) can be computed analytically,

ijhSiSjiKp]Kp = 1−2p , (4.9) where iand j are neighboring sites; averaged over thermal fluctuations and sam- ples, the concentration of excited bonds ispas one would expect (and the internal energy has no singularity at the Nishimori point). Furthermore, after averaging over disorder, the (2m−1)st power of thek-spin correlator has the same value as the (2m)th power, for any positive integer m:

h

hSi1Si2· · ·Siki2m−1K

p

i

Kp

= h

hSi1Si2· · ·Siki2mKpi

Kp

. (4.10)

It follows in particular that the spin-glass order parameter q2(Kp, Kp)≡ lim

|i−j|→∞

h

hSiSji2Kpi

Kp

(4.11) coincides with the ferromagnetic order parameterm2(Kp, Kp) along the Nishimori line, reflecting the property that thermal fluctuations and quenched randomness have equal strength on this line.

Comparing eq. (4.2) and (4.7), we see that forK =Kp the free energy of the model coincides with the Shannon entropy of the distribution of vortices, apart from a nonsingular additive term:

[βF(Kp, τ)]K

p

=−X

η

P(Kp, η) lnP(Kp, η)−NBln (2 coshKp) . (4.12)

Since the free energy is singular at the Nishimori point (pc, Tc), it follows that the Shannon entropy of frustration (which does not depend on the temperature) is singular at p=pc [64]. This property led Nishimori to suggest that the boundary between the ferromagnetic and paramagnetic phases occurs atp=pcat sufficiently low temperature, and thus that the phase boundary is vertical in thep-T plane be-

4.3. Models 71

T

p

ordered

disordered

p

c

“Nishimori Line”

p

c0

T

p

ordered

disordered

p

c

“Nishimori Line”

(a) (b)

Figure 4.2: The phase diagram of the random-bond Ising model (shown schem- atically), with the temperature T on the vertical axis and the concentration p of antiferromagnetic bonds on the horizontal axis. The solid line is the boundary be- tween the ferromagnetic (ordered) phase and the paramagnetic (disordered) phase.

The dotted line is the Nishimori line e−2βJ = p/(1−p), which crosses the phase boundary at the Nishimori point (the heavy black dot). It has been conjectured, but not proven, that the phase boundary from the Nishimori point to thep-axis is vertical, as in (a). The numerics reported in Section 4.4 favor the reentrant phase diagram shown in (b). The deviation of the critical bond concentration pc on the Nishimori line from the critical bond concentrationpc0 on theT = 0 axis has been exaggerated in (b) for clarity.

4.3. Models 72

low the Nishimori point, as in Figure 4.2a. Later, Kitatani [49] arrived at the same conclusion by a different route, showing that the verticality of the phase boundary follows from an “appropriate condition.” These arguments, while suggestive, do not seem compelling to us. There is no known rigorous justification for Kitatani’s condition, and no rigorous reason why the ferro-para boundary must coincide with the singularity in the entropy of frustration, even at low temperature. Hence we regard the issue of the verticality of the phase boundary as still unsettled. Nishi- mori did argue convincingly that the phase boundary cannot extend to any value of p greater than pc [63], and Le Doussal and Harris argued that the tangent to the phase boundary is vertical at the Nishimori point [28], but these results leave open the possibility of a “reentrant” boundary that slopes back toward the T axis below the Nishimori point, as in Figure 4.2b.

The RBIM can also be defined inddimensions. Much of the above discussion still applies, with minor modifications. Consider, for example,d= 3. On the dual lattice, spins reside on lattice cubes and the bonds become plaquettes shared by two neighboring cubes. The set of antiferromagnetic bonds E is dual to a two- dimensional surface, and its boundary∂E consists of one-dimensional loops — the Isingstrings where the spins are frustrated. The set of excited bondsE0 is dual to another two-dimensional surface that is also bounded by the Ising strings: ∂E0 =

∂E. The spins are disordered if the two-cycleD=E+E0contains arbitrarily large closed connected surfaces for typical thermal fluctuations and typical samples.

Similarly, inddimensions, frustration is localized on closed surfaces of dimension d−2, and the thermally fluctuating defects are dimension-(d−1) surfaces that terminate on the locus of frustration. For anyd, the model has enhanced symmetry along the Nishimori line K = Kp, where antiferromagnetic bonds and excited bonds are drawn from the same probability distribution.

In the absence of quenched disorder, the two-dimensional Ising model is mapped to itself by a duality relation that can be used to infer properties of the critical the- ory. When quenched disorder is introduced, however, the two-dimensional random bond Ising model is mapped under duality to a model with Boltzmann weights that

4.3. Models 73

are not positive definite [67], so that it is not easy to draw any firm conclusions.