In
statistical mechanics,
probability theory
Probability theory is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set o ...
,
graph theory
In mathematics, graph theory is the study of '' graphs'', which are mathematical structures used to model pairwise relations between objects. A graph in this context is made up of '' vertices'' (also called ''nodes'' or ''points'') which are conn ...
, etc. the random cluster model is a
random graph
In mathematics, random graph is the general term to refer to probability distributions over graphs. Random graphs may be described simply by a probability distribution, or by a random process which generates them. The theory of random graphs ...
that generalizes and unifies the
Ising model
The Ising model () (or Lenz-Ising model or Ising-Lenz model), named after the physicists Ernst Ising and Wilhelm Lenz, is a mathematical model of ferromagnetism in statistical mechanics. The model consists of discrete variables that represent ...
,
Potts model
In statistical mechanics, the Potts model, a generalization of the Ising model, is a model of interacting spins on a crystalline lattice. By studying the Potts model, one may gain insight into the behaviour of ferromagnets and certain other phen ...
, and
percolation model. It is used to study
random
In common usage, randomness is the apparent or actual lack of pattern or predictability in events. A random sequence of events, symbols or steps often has no order and does not follow an intelligible pattern or combination. Individual rando ...
combinatorial
Combinatorics is an area of mathematics primarily concerned with counting, both as a means and an end in obtaining results, and certain properties of finite structures. It is closely related to many other areas of mathematics and has many ap ...
structures,
electrical network
An electrical network is an interconnection of electrical components (e.g., batteries, resistors, inductors, capacitors, switches, transistors) or a model of such an interconnection, consisting of electrical elements (e.g., voltage sour ...
s, etc.
It is also referred to as the RC model or sometimes the FK representation after its founders Cees Fortuin and
Piet Kasteleyn
Pieter Willem "Piet" Kasteleyn (12 October 1924 – 16 January 1996) was a Dutch physicist famous for his contributions to the field of statistical mechanics.
Biography
Pieter Willem Kasteleyn was born in Leiden on 12 October 1924. After fini ...
.
Definition
Let
be a
graph
Graph may refer to:
Mathematics
*Graph (discrete mathematics), a structure made of vertices and edges
**Graph theory, the study of such graphs and their properties
*Graph (topology), a topological space resembling a graph in the sense of discre ...
, and
be a bond configuration on the graph that maps each edge to a value of either 0 or 1. We say that a bond is ''closed'' on edge
if
, and open if
. If we let
be the set of open bonds, then an open cluster is any connected component in
. Note that an open cluster can be a single vertex (if that vertex is not
incident
Incident may refer to:
* A property of a graph in graph theory
* ''Incident'' (film), a 1948 film noir
* Incident (festival), a cultural festival of The National Institute of Technology in Surathkal, Karnataka, India
* Incident (Scientology), a ...
to any open bonds).
Suppose an edge is open independently with probability
and closed otherwise, then this is just the standard Bernoulli percolation process. The
probability measure
In mathematics, a probability measure is a real-valued function defined on a set of events in a probability space that satisfies measure properties such as ''countable additivity''. The difference between a probability measure and the more g ...
of a configuration
is given as
:
The RC model is a generalization of percolation, where each cluster is weighted by a factor of
. Given a configuration
, we let
be the number of open clusters, or alternatively the number of
connected components formed by the open bonds. Then for any
, the probability measure of a configuration
is given as
:
''Z'' is the
partition function, or the sum over the unnormalized weights of all configurations,
:
The partition function of the RC model is a specialization of the
Tutte polynomial
The Tutte polynomial, also called the dichromate or the Tutte–Whitney polynomial, is a graph polynomial. It is a polynomial in two variables which plays an important role in graph theory. It is defined for every undirected graph G and contain ...
, which itself is a specialization of the multivariate Tutte polynomial.
Special values of ''q''
The parameter
of the random cluster model can take arbitrary complex values. This includes the following special cases:
*
:
linear resistance networks.
*
: negatively-correlated percolation.
*
: Bernoulli
percolation
Percolation (from Latin ''percolare'', "to filter" or "trickle through"), in physics, chemistry and materials science, refers to the movement and filtering of fluids through porous materials.
It is described by Darcy's law.
Broader applicatio ...
, with
.
*
: the
Ising model
The Ising model () (or Lenz-Ising model or Ising-Lenz model), named after the physicists Ernst Ising and Wilhelm Lenz, is a mathematical model of ferromagnetism in statistical mechanics. The model consists of discrete variables that represent ...
.
*
:
-state
Potts model
In statistical mechanics, the Potts model, a generalization of the Ising model, is a model of interacting spins on a crystalline lattice. By studying the Potts model, one may gain insight into the behaviour of ferromagnets and certain other phen ...
.
Edwards-Sokal representation
The Edwards-Sokal (ES) representation of the Potts model is named after Robert G. Edwards and
Alan D. Sokal. It provides a unified representation of the Potts and random cluster models in terms of a
joint distribution
Given two random variables that are defined on the same probability space, the joint probability distribution is the corresponding probability distribution on all possible pairs of outputs. The joint distribution can just as well be considered ...
of spin and bond configurations.
Let
be a graph, with the number of vertices being
and the number of edges being
. We denote a spin configuration as
and a bond configuration as
. The joint measure of
is given as
:
where
is the uniform measure,
is the product measure with density
, and
is an appropriate normalizing constant. Importantly, the indicator function
enforces the following constraint,
:
meaning that a bond can only be open on an edge if the adjacent spins are of the same state, also known as the
SW rule.
The statistics of the Potts spins can be recovered from the cluster statistics (and vice versa), thanks to the following features of the ES representation:
* The
marginal measure of the spins is the
Boltzmann measure of the ''q''-state Potts model at inverse temperature
.
* The marginal measure
of the bonds is the random-cluster measure with parameters ''q'' and ''p.''
* The
conditional measure of the spin represents a uniformly random assignment of spin states on each connect component.
* The conditional measure
of the bonds represents a percolation process (of ratio ''p'') on edges where adjacent spins are aligned.
* In the case of Ising model, the probability that two vertices
are in the same connected component equals the
two-point correlation function of spins
,
or
.
Frustration
There are several complications of the ES representation once
frustration
In psychology, frustration is a common emotional response to opposition, related to anger, annoyance and disappointment. Frustration arises from the perceived resistance to the fulfillment of an individual's will or goal and is likely to incr ...
is present in the spin model (e.g. the Ising model with both ferromagnetic and anti-ferromagnetic couplings in the same lattice). In particular, there is no longer a correspondence between the spin statistics and the cluster statistics, and the
correlation length of the RC model will be greater than the correlation length of the spin model. This is the reason behind the inefficiency of the SW algorithm for simulating frustrated systems.
Two-dimensional case
If the underlying graph
is a
planar graph
In graph theory, a planar graph is a graph that can be embedded in the plane, i.e., it can be drawn on the plane in such a way that its edges intersect only at their endpoints. In other words, it can be drawn in such a way that no edges cro ...
, there is a duality between the random cluster models on
and on the
dual graph
In the mathematical discipline of graph theory, the dual graph of a plane graph is a graph that has a vertex for each face of . The dual graph has an edge for each pair of faces in that are separated from each other by an edge, and a self-loo ...
.
At the level of the partition function, the duality reads
:
On a self-dual graph such as the
square lattice
In mathematics, the square lattice is a type of lattice in a two-dimensional Euclidean space. It is the two-dimensional version of the integer lattice, denoted as . It is one of the five types of two-dimensional lattices as classified by the ...
, a
phase transition
In chemistry, thermodynamics, and other related fields, a phase transition (or phase change) is the physical process of transition between one state of a medium and another. Commonly the term is used to refer to changes among the basic states ...
can only occur at the self-dual coupling
.
The random cluster model on a planar graph can be reformulated as a loop model on the corresponding
medial graph. For a configuration
of the random cluster model, the corresponding loop configuration is the set of self-avoiding loops that separate the clusters from the dual clusters. In the
transfer matrix approach, the loop model is written in terms of a
Temperley-Lieb algebra with the parameter
.
History and applications
RC models were introduced in 1969 by Fortuin and
Kasteleyn, mainly to solve combinatorial problems.
After their founders, it is sometimes referred to as FK models.
In 1971 they used it to obtain the
FKG inequality
In mathematics, the Fortuin–Kasteleyn–Ginibre (FKG) inequality is a correlation inequality, a fundamental tool in statistical mechanics and probabilistic combinatorics (especially random graphs and the probabilistic method), due to . Informall ...
. Post 1987, interest in the model and applications in
statistical physics
Statistical physics is a branch of physics that evolved from a foundation of statistical mechanics, which uses methods of probability theory and statistics, and particularly the mathematical tools for dealing with large populations and approxi ...
reignited. It became the inspiration for the
Swendsen–Wang algorithm The Swendsen–Wang algorithm is the first non-local or cluster algorithm for Monte Carlo simulation for large systems near Critical point (thermodynamics), criticality. It has been introduced by Robert Swendsen and Jian-Sheng Wang in 1987 at Ca ...
describing the time-evolution of Potts models.
Michael Aizenman
Michael Aizenman (born 28 August 1945 in Nizhny Tagil, Russia) is an American-Israeli mathematician and a physicist at Princeton University, working in the fields of mathematical physics, statistical mechanics, functional analysis and probabilit ...
and coauthors used it to study the
phase boundaries
Phase or phases may refer to:
Science
* State of matter, or phase, one of the distinct forms in which matter can exist
*Phase (matter), a region of space throughout which all physical properties are essentially uniform
*Phase space, a mathematic ...
in 1D Ising and Potts models.
See also
*
Tutte polynomial
The Tutte polynomial, also called the dichromate or the Tutte–Whitney polynomial, is a graph polynomial. It is a polynomial in two variables which plays an important role in graph theory. It is defined for every undirected graph G and contain ...
*
Ising model
The Ising model () (or Lenz-Ising model or Ising-Lenz model), named after the physicists Ernst Ising and Wilhelm Lenz, is a mathematical model of ferromagnetism in statistical mechanics. The model consists of discrete variables that represent ...
*
Random graph
In mathematics, random graph is the general term to refer to probability distributions over graphs. Random graphs may be described simply by a probability distribution, or by a random process which generates them. The theory of random graphs ...
*
Swendsen–Wang algorithm The Swendsen–Wang algorithm is the first non-local or cluster algorithm for Monte Carlo simulation for large systems near Critical point (thermodynamics), criticality. It has been introduced by Robert Swendsen and Jian-Sheng Wang in 1987 at Ca ...
*
FKG inequality
In mathematics, the Fortuin–Kasteleyn–Ginibre (FKG) inequality is a correlation inequality, a fundamental tool in statistical mechanics and probabilistic combinatorics (especially random graphs and the probabilistic method), due to . Informall ...
References
{{reflist, refs=
[{{cite journal , last=Wu , first=F. Y. , title=The Potts model , journal=Reviews of Modern Physics , publisher=American Physical Society (APS) , volume=54 , issue=1 , date=1982-01-01 , issn=0034-6861 , doi=10.1103/revmodphys.54.235 , pages=235–268, bibcode=1982RvMP...54..235W ]
External links
Random-Cluster Model – Wolfram MathWorld
Graph theory
Random graphs
Percolation theory
Statistical mechanics