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UNIVERSIDADE FEDERAL DE SANTA CATARINA Centro de Ciéncias Fisicas e Matematicas ° ‘Curso de Pés-Graduago em Fisica f.Cire.n? OOSICPGFSC/95 Florianépolis, 05 de setembro de 1995 ‘Do Coordenador do Curso de Pés-Graduagao em Fisica ‘Aos Professores e Alunos dos Cursos de Pés-Graduagao. ’ © Curso de Pés-Graduagao em Fisica convida os Professores € os ‘alunos dos Cursos de Pés-Graduagao, para assistir a0 Curso "SPIN GLASSES AND BEYOND" {que seré ministrado pelo professor visitante do Departamento de Fisica, Yugiang Ma. © Curso sera ministrado todas as segundas-feiras, a partir do dia 41109195, as 10:00 horas, na Sala CFM 401. © programa do Curso segue em anexo. Atenciosamente, Spin Glasses and Beyond Chap.1 Introduction One of the dominant achievements in the history of physics in this century has been the effort to understand condensed states of matter. Spin glasses are the current frontier in this development, and the most complex kind of condensed state encountered so far in solid state physics. We begin with some basic questions: First: What is a SG? The simplest answer is that it is a collection of spin: whose low-temperature state is a frozen disordered one, rather than the Kind of uniform or periodic pattern we have found in conventional magnets. Disorder and frustration are necessary ingredients for spin glass behaviour A number of challenging theoretical questions immediately happen. (a), Usually, the ordered phase is charactered by an order parameter . What is the order parameter for SG? (b), The ordered phase generally has a lower symmetry than the corresponding disordered phase. Is there a "broken symmetry" here? (c), How does we deal with the statistical mechanics of a system with a large number of quenched variabes which describe the frozen-in structure disorder? (a), As some relaxtion times may exceed reasonable time scales of observation, nonergodicity becomes a serious practical problem. what is the proper way to generalize equilibrium stat. Mechanics to treat such slowly relaxing metastable states? etc. Furthermore, experimentally it does not seem to be hard to find SG. Three prototypical classes of system will be introduced. The physics of SG raises many rather fundamental questions, and has this universal nature of the observed phenomena. These two facts are probably the main reasons why this field has become one of the main-streams of research in condensed Matter Physics. The next fundemental question we ask is how we observe such a state. ‘The local spontaneous magnetization m= at a given site i is nonzero, however, the directions of the spins do not pick out any wave vector, so that ay Mk where T < Tf, As an accompainment to spin freezing we observe a cusp at Tf in the magnetic susceptibility and remanence and hysteresis below the freezing temperature. On the other hand, a very useful quantity is the SG spin correlation function rf’ , showing that important collective effects are taking place, which in turn, give rise to the long relaxation times. It is still a matter of debate whether or not the relaxation times and SG correlation length diverge at Tf, showing a phase transition, or just become large and finite. If there is a phase transition, we can replace the time average in Eq.(1) by statistical mechanics averages and define a sG order parameter 9 = € Hc(T,t), where Mir and Myeq merge, the history dependence and hence irreversible effects are negligible. A particalarly interesting feature of this irreversible behavior in SG is the slow decay of the various remanent magnetizations with time. one can also fit data by an exponential function of a power law: Malt) o< expl-(t/1)*] Any of these very slow decay laws is consistent with our qualitative ideas about the glassiness of the S¢ state, with many possible configurations separated by barriers of varying heights. 3. Hystersis Hystersis effects are due to anisotropy. 4. Specific heat The behavior of the magnetic specific heat was originally puzzling: a broad maximum above Tf but no indication of any anomaly right at Tf. In a magnetic field, the specific-heat peak is progressively rounded. The absence of a visible singularity at TE does not prove the nonexistence of a phase transition either. 5. Temperature-concentration phase diagrams Many SG systems are produced by randomly diluting a system. In metallic SG, the SG exists down to arbitrarily small concentrations of magnetic atoms. A particularly interesting aspect of these systems is the finding that, for a some concentration range, we see, with decreasing temperature, first a transition form PM to FM and then a second transition from FM to SG. However in short-range systens like EUxSy;..S there exists another critical concentration x{ at which SG order is no longer possible. It turns out that the FM in EU,Syj-xS exists at low-T for x>x~ , while at higher T the FM is stable at even lower concentrations: the SG transition line T£(X%) and the FM phase boundary Tc(%) meet at a point (Tm, Xm) in the T-X phase, with Xm>Xd , so the FM phase boundary is reentrant, and cooling the system at fixed concentration we observe a double transition. Summary of the experimental results All spin glass systems show a number of characteristic experimental consequences with the parameter range for SG behavior . One is the occurence of a cusp in the ac susceptibility at a characteristic temperature Tf, with no apparent periodic freezing of spin orientations beneath this temperature.A second is a difference in the d.c susceptibility for T 0. In the high-T (paramagnetic) phase the (inversion) symmetry of the Hamiltonian is preserved, whereas the low-temperature (ferromagnetic) phase breaks this symmetry. Because a symmetry has been broken, we need an additional variable, the order parameter, in order to describe the low-T phase, for an Ising ferrmoagnet, the order parameter is the spontaneous magnetization m(T) = N“ ¥; < S,>, with N the number of spins in the systems and < ... > denoting thermodynamic average, Let us analyze the precise meaning we associate with this description. If we took the definition of averaging over the entire phase space in < ... >, the resulting order parameter m(T) would always be zero, because the weights in the statistical sum for the two inversion-symmetrie phases with m < 0 and m > 0 are equal. So they are averages only over part of the configuration space—in the ferromagnetic case we can take this to be either the configurations with positive net magnetization or those with negative net magnetization, with a sign difference in the resulting value of M. That mean, the broken symmetry has to be introduced by hand , for example by keeping a very small field term in the Hamiltonian and letting its magnitude go to zero after the thermo- dynamic limit, here, by application of an infinitesimal symmetry-breaking field H’ , adding a term 5;H" S; to the system Hamiltionian. For H’ > 0, the phase with m<0 is favored over the “down” phase by a factor exp(2NH’ m), taking the two limits lim 11 + clim x2 in this sequence, we obtain the desired finite order parameter describing the low-T phase. Notice that the order of the limits is important if the field is taken to zero while N is still finite, we will just go back to the symmetric Gibbs average over all phases. In fact what we did was to break the ergodicity of the system as a result of breaking its symmetry. It means that the ergodic hypothesis (that in equilibrium the system should be found with Gibbs-Boltzmann probabilities oce*® in any of its possible configurations) is violated. In the low-T phase, the two phases with spins “up” and “down” are separated from each other by infinite barriers (No ) and the phase space splits into two (energetically) disjoint parts. So a systems finding itself in one valley at some time will never find itself in the opposite valley at a later time. 3.3 Averaging in disordered systems Randomness introduces special features into theoretical problems in statistical mechanics. First we have the fundamental problem that we do not know all the parameters of the Hamiltonian of the system we are trying to study, only the Parameters of a statistical ensemble of such Hamiltonians. Furthermore, we could not normally calculate properties of a single sample with a particular set of values of the random interactions Jij even if we knew them. (Actually, sometimes we can do this on @ computer, but such a calculation is more like an experiment than like theory in the sense we generally mean here: it can tell us what the value of some quantity is but cannot give us insight into the physics of the systems.) Fortunately, as is so often the case in statistical physics, statistical averaging comes to our aid in the limit of large systems. Just as in ordinary statistical mechanics we know that the relative fluctuations of the energy around its thermal mean value are of O(N’ *? ), we expect that its sample-to-sample fluctuations also go to zero in the limit of a large system. A quantity with this property is said to be self-averaging. If we know that quantities of interest to us are self-averaging, then not only can we expect the same results in experiments on different macroscopic samples, but we can also expect a theoretical calculation of the mean value of the quantity over the whole ensemble to give the same answer as the experiments. Therefore our general strategy is always to try to concentrate in our thcory on self-averaging quantities and try to calculate their average values over the distribution of random interactions in the statistical ensemble. Let us observe explicitly that in the statistical mechanics of random systems, we have two distinct kinds of averages to perform: the usual ‘thermal aversage’to be carried out in principle for each sample, and the average over the distribution of random parameters. This second average is sometimes called an ‘Impurity average” or a ‘configuration average’, because in random-site systems like the RKKY model. It is just an average over all possible impurity configurations. In the random-bond models we will more commonly be studying, itis the average over the distribution of J;’s. ‘The quantities which we want to average in this way can, according to the standard ticks of statistical mechanics, be expressed as or in terms of derivatives of a free energy with respect to auxiliary fields, (For example, the magnetization is the derivative with respect to a magnetic field.) 60 the general procedure is as follows: One starts in principle with a partition function which is a trace over the thermodynamic variables and a function of the fixed interaction strengths for that sample FU] = Tin Z{3] G8) Now F{J] is an extensive variable, which we can expect to be self-averaging. The ‘experimentally relevant quantity is therefore F[F[J]]w = J aPE)F (3) = -T J dP[d]InZ[d] 69) Note that In Z, not Z itself, which should be averaged. This is because Z. is not an extensive quantity, self-averaging cannot be expected to apply to it, and so [Z]w is not a physically relevant quantity. (It is instructive to take a simple soluble example like the random ferromagnetic chain and verify explicitly the lack of self-averaging of Z.) By obvious extension of this argument, the magnetization measured in a macroscopic sample is (MJ = T [InZ[J, h]Ja/ah (3.10) and similarly for other extensive quantities, The calculation of correlation functions requires only a simple formal extension to site-dependent fields: [-< §) >] = T? AflnZ[J,h]]a/dy, hy; G11) How is one then to evaluate these averages? One way is of course to write down formal expressions for F[J] or its derivatives (obtained, for example, by perturbation theory in Jj /T) and average them, term by term, over the distribution of the J;’s. This procedure is in fact often practical, but it is also often very useful to be able to carry out the averaging formally from the beginning. This will leave us with a problem in which the disorder no longer appears explicitly, if the ensemble is translationally invariant, we will have a nonrandom, translationally invariant statistical mechanical problem. We have a lot of experience with problems like this, so we can hope to treat them by methods we have already developed elsewhere, Let us then see what kind of effective nonrandom problem we can get out of this approach. ‘We can note in passing that if it were Z rather than In Z that had to be averaged, the calculation might be rather simple. Consider for example an Ising EA model with the Gaussian bond distribution (3.5). Then e [201 lav = Tf 4, aw Tera,he ap (-5a TPT SiS) Gun and each integral can be done by completing the square. However, it is also clear from this example that averaging Z is the wrong physics. The expression (3.12) has the form of a partition function for a nonrandom system in which both the spins and the Jj’s are thermodynamic variables which are traced over on the same footing. That is, both the S’’s and the Jj’s are free to take on values which tend to minimize the total effective energy HameatealS-T] = Zi, (2a; HE 5 SS) But the real situation is that the Jj°s are fied for each sample; the $/’s can vary in response to them, but they cannot vary in response to the S;’s. Thinking again about our RKKY alloy systems, we could imagine heating the sample up so that the spins could diffuse around, making their interactions change their values like the Jj;’s in (3.13). This procedure—letting the Ji’s come to equilibrium with the spins—is called annealing, and the kind of system described by (3.13) is called an annealed system. In the kind of materials we are interested in, the Jj’ are frozen into their fixed values by rapid cooling when the sample is prepared. This kind of rapid cooling is called quenching, and one says that we have a quenched system and that the Jj’s are “quenched variables’. Thus the kind of averaging we have to do—of In Z[J] rather than Z[J] ~-is called a ‘quenched average’. It is also apparent that if we want to average In Z, we cannot generally carry out the integral as easily as in (3.12). There is a way around this difficulty, however. It is called the ‘replica method’ and is used very widely in the statistical mechanics of random systems. It makes use of the identity |nZ slim > Bu) and the fact that the average [Z" ]~ can be carried out for general integer n almost as simply as [Z]~ . We simply write Z" as a o« » = - " G8, ZIT = Ts, 5y.-ssn SPP HES” JI) ) We say that we have hereby ‘replicated’ the system n times; hence the terminology ‘replica method” . The indices which appear attached to the spins are called replica indices. For the Ising EA model, the average of (3.15) over the Gaussian bond distribution is then simply ny 1 pts A. , SX oh ot oP y_ Ez" ay =Ti,s e°PFP He Ai Ze SSS SF a Teg ep BH oy Thus we have converted this disordered problem into a non-random one involving 4- spin interactions between the n-component spins. More generally, for a general distribution of Jj, we get ce Bok ox P Big 2-2 Zs; Fy PE TIEZ $9 ap where { J? }. is'the pth cumulant of the distribution; that is, we have in general multispin interactions of all orders. After trying to solve these effective problems by whatever tools we can bring to bear on them, we have to take the limit n —» 0 in the result. Notice the symmetry of these effective Hamiltonians. In addition to the standard symmetry under spin inversion of the original Ising model (or rotation invariance for Heisenberg-spin generalizations), there is a permutation symmetry in the replica index space. This is an obvious consequence of the way the theory was constructed: (3.15) is unchanged if two replica indices are permuted (the indices were just a formal tool in writing Z"[J)), and this equivalence survives the averaging over the bond distribution. In general, if we want to solve a model in such a way as to describe a broken- symmetry state, we want to set up a self-consistent (e.g, mean field) calculation for an order parameter. What sort of order parameters are possible for models like (3.16) and (3.17)? The simplest kind would appear to be averages like < S*>. This is in fact the kind of order parameter which would be important in a ferromagnetically ordered random magnet, and we will use it when we study systems where spin glass ordering and ferromagnetism compete. But another kind of possible quantity which could describe a state of spontaneously broken symmetry is the matrix < S*S">, We could call this a sort of ‘quadrupolar’ order parameter in the replica space. Going further, we could imagine ‘octupolar” quantities < Sf" SY>, and so on. In this book we will be concerned mostly with < S*> and < S*“SP>. The physical meaning of these formally defined matrices is not immediately obvious. We will see what it is in the next section. One can well be skeptical about this bit of mathematical manipulation, and many of the troubles encountered in the early days of the mean field theory for spin glasses were often blamed on the replica method. However, none of these charges made against it has ever stuck, Furthermore, itis the only general method we have with which to deal systematically with the statistical mechanics of random systems. The main problem, of course, it the analytic continuation from integer n’s to n 0. If we know the solution for a finite number of replicas this limit is not unique. However, in all physical problems where replicas have been introduced this procedure seems to work and leads to reasonable solutions. 3.4 Broken ergodicity and spin glass order parameters Ifa spin glass state is qualitatively different from a disordered paramagnetic phase, we would like to characterize the difference by an order parameter, as we do for conventional broken symmetry systems, We will suppose that just as a pure ferromagnetic state is described by a nonzero value of M = which is independent of i, that a spin glass state is characterized below a transition (‘freezing’) temperature Tr by m=40 q) without any long-range periodic order in their values. ‘We must be careful about the precise meaning of the thermal average which appears in (1). Ifit is a complete average over all configuration space with Boltzmann-Gibbs weights, it vanishes identically in the absence of external fields. In order to make it nonzero, we can either restrict the thermal average to a suitable region of configuration space, or impose a small external field which varies in space like m,, which have the same effect. Ina spin glass we have to consider the possibility of nontrivial broken ergodicity, that is, the case where there are very many stable states. A helpful a in visualizing this situation is the so- called many-valley picture, One imagines being able to impose on the system arbitrary local magnetizations m; and, for each such set of values, calculating the free energy F(m,...my). We picture this function as a surface in the (N+1)-dimensional space whose axes are labeled by the ni, and F, Local minima of F, ie. solutions of OF/ém, = 0 with the eigenvalues of the matrix OF/ ‘mam, all positive then correspond to locally stable magnetization configurations. If, in the limit of large N, some of the barriers between these mimima become infinite, we can partition the entire state space into mutually inaccessible ‘valleys’. Each of these valleys corresponds to a thermodynamic phase or state like the up- or down-magnetized states of a ferromagnet. We label these states by an index a running from 1 to the number Ns of states and denote their local spontaneous magnetizations by m; and their free energies by F,. Above Ty, of course, this landscape disappears, and there is just one valley centered at m, = 0. When a system finds itself in one of these valleys, it will exhibit properties which in general are specific to that valley. They differ from true equilibrium properties, which involve averages over all valleys with appropriate relative thermal weights. For example, there might be valleys (or at least metastable sub-valleys) with very different magnetizations; this is the origin of the remanence observed in all spin glasses. In order to calculate the properties of the system in a single valley, the trace over configurations in the partition function must be restricted to the appropriate valley. If there are many possible states, the imposition of an infinitesimal external field uncorrelated with any mj will no longer select out a single phase. Thus broken ergodicity makes the definition of relevant thermal averages in general, and that of order parameters in particular, a highly nontrivial one, A natural consequence of the existence of many phases is that a spin glass cannot be described by a single order parameter, but rather requires many of them. So far the discussion deals with the characterization of the frozen state for a single sample, We will want to deal with quantities which are averages over the bond distribution. The only bond averaged quantity which is linear in the local magnetizations is the mean magnetization []uw. This is, of course, the order parameter of a ferromagnet and therefore not a suitable spin glass order parameter. Indeed, it vanishes in the limit of zero external field (at least for symmetric bond distributions, to which we restrict our attention for the moment). We clearly have to look at higher order moments. If we regard ergodicity breaking as essentially dynamical in nature, the most natural order parameter to consider is the one introduced originally by Edwards and Anderson (1975) ey = Pe Sey where the average is over a long (eventually infinitely so) set of reference times ty, This will clearly be zero (in vanishing external field ) if the system is ergodic, and will be nonzero if it is trapped in a single phase, One must take the N->0 limit before the t>0 one, since for a finite system the correlation will eventually die out as true equilibrium is reached. Since an infinite system can never escape the valley it is in, qu measures the mean square single-valley local spontaneous magnetization, averaged over all possible valleys. That is, in terms of thermal averages, Tea =[ a Palm$y ay (Ga) Assuming self-averaging, we can also write Sen Hz Pa 2 cmy (3b) where P, = exp(-BF,)/Z,exp(-BF.) denotes the statistical weight of the phase a with free energy F,, and where nffis the local moment in phase a, = E,Pynf The Edwards-Anderson order parameter, in general is different from the equilibrium or statistical mechanics order parameter q for a spin glass, which is given by = (eS Fay = Cm2 LCE RR MAm yD, , a> C x RR ME Me lav 2 ied we can also define aq for a single sample Gp= heme zRRMEns © The statistical sechanics order ‘parameter q differs ffom qua in having additional ‘intervalley”contributions, so that the difference 54=qr,-q > 0 is a measure of the degree of broken ergodicity, with 8,=0 if the system develops a unique low-temperature phase, P,= 5.0 If we have many phases, itis interesting to ask not only about the mean square magnetization in a single state, such as occurs in qea, but also about the correlation between states, ie, the ‘overlap’ (for a single sample) Jas = w = Mm, © (This occurs, for et in the equilibrium expression (5). As a and b range over the large number of phases, many possible values of qu (between -I and +1) will in general be found. It is therefore useful to consider its distribution, For a single sample, we have, formally, PQ) = = = PRIG-9,,) M and we can also define the bond-averaged quantity eq) 2 CP 54) Jav e For a system with just two phases, P(q) is just the sum of a pair of delta functions. (With the symmetry-breaking field it is just a single delta function.) If there is strong broken ergodicity, P(q) may have a continuous part, indicating the possibility of a continuum of possible overlaps between various phases, Thus it is by the form of P(q) that we can distinguish formally between systems with conventional broken symmetry and those with nontrivial broken ergodicity. We can write the equilibrium q (4a) in terms of P(q) as 4=f) Peargdg ° (and a corresponding expression for q, in terms of P,(q)). If h = 0, P(q) is symmetric (since for every overlap qa, which contributes to the distribution, we will also find -quy by replacing either state a or state b by its equally probable spin-flipped counterpart). Therefore, as remarked above, the equilibrium q vanishes for h=0. However, in the presence of a small field, only the states of one sign of the magnetization and therefore only positive overlaps contribute to P(q). Then the lower limit on the integral in (Q) is zero and q is finite As the correlation between phases cannot be greater than the mean square magnetization in a single phase, itis natural to identify qea as the largest value of q for which P(q)is finite The fact that q (or q)) vanishes in exactly zero external field makes it convenient sometimes to consider instead the quantity (2) . c e GP = fin L<5: Slav (19) Rj >co Q : This way of defining’ an order parameter is analogous to defining a ferromagnetic order parameter by pratlim <5) S> | ay 300 : gives the same result as the more conventional way. But if there is In the ferromageat ergodicity breaking, q” > q°. We can see this from the fact that in any single phase a lied 0, the denominator then goes to unity, so the bond average need only be carried out over the numerator. Introducing replica indices, we find M = CTs, Serpe EMS! Jay» 09) where ot is any one of the replica indices. The bond average can then be carried out, and the result can be written M=> TK CS*expcpterr) . 09 Again making use of the fact that Ty; exp epi = C2721, as n-90 we can write this simply as M= (18) where the average is a ‘thermal’ one in a Gibbs ensemble with effective Hamiltonian Hex: We now go through the same arguments for the equilibrium spin glass order parameter q. We simply write the expression for m; inside the bond average in (14) twice and then multiply numerator and denominator by Z"™ [J]. Carrying the bond average out then leads straightforwardly to G= Gap = bee for any arbitrary pair of replica indices o. and B (as long as c#B, since (S})"=1 for Ising spins) ‘When there is only one thermodynamic state, then q=qz.a and we have a single-order-parameter description. This corresponds to the replica-symmetric solution, where all the order parameters op are the same = qea™ Gan. (replica-symmetric solution) for all az. Where there are many states, replica permutation symmetry must be broken, (qay depends on the choice of replicas), and any solution which breaks replica symmetry is not unique because other equivalent solutions can be generated by permutations of the replicas. There is no reason to single out any one of these solutions, and they should all be included in evaluating spin averages. Thus Sp tae i Similarly, one finds a eee > G = Nina aenaiy Zap Aon te Exactly the samé Yeasoning gives a replica-theoretic expression for P(q): Peqy = bien ea ep 84-9 & That is , comparing (2) with (7), the distribution of values of the matrix elements qop in a replica-symmetry-breaking solution must be the same as the distribution of overlaps between different states when there are many states. Thus there is an intimate connection between broken ergodicity and broken replica symmetry. Finally, we can then identify qe4 with the largest qug in a broken replica symmetry solution. tea = THOX Tap 7 Fa chapter 4. Mean-ield theory a> 4.1 Sherrington - Kirkpatrick model and replica~ sywmetric Solution One expects the MFA -for the transrtien to become exact in tha, infinite range timit for the mnterachn , a circumstance which | motivated Sherrington and Kirkpotrick to study the Ising Limit of | Hamiltonian d= “3 . 5 ZA; S; 2 ° 7 i wt NCTi5~ Teh, with Pet) PeTy) = [sera J? eap[- ee ° Ths aestribution 1s assumed te be the same for a// Pairs | of Spins. with CTs Igy = FP CG aC lag = Ty 2) We stert te calculate C2" lav n ae ~ Dew [2"ay tan sol {I Pedy rda, leplAL sé, 5S, n oe ew + BRAS. Se] where 2.0. denotes Q replica , The integval over the Ti is easily Computed for the Gaussian distribution . by computing the square , and gives PA: é-P [Z"Jev = oe (= CUE SOSK SES} 5a i , + PI. 3, SS) +83 45 2 SD ee Voténg that C5%221 and dropping SOME Fp corrections ‘n the exponent , We rewrite ¢5),4S " 1 Gen? exp eos Cz, SSP [2 Jey = erpla PON] Pa. ss Plan weg eT &Jo 52 : tam FCS SY t+ RShe Fe SJ 6) E9.<6) Can be oimpl ified by means of the =f= Hvbbard - Stratonovitch identity 2 aire As exp(aaA)= (se }* Lax emp Fa +Qax) 7) We have ee is wag C 2" dau = erpl a cAT)'2N) Lokal ip) BT 4 Yap] NEI mer (Ilan “Thaa*-expl- Ett Les, erat) Te OaplOBIS, USS pe ZTeXAISZ] ex) Here, the many- Spin problem has been reduced te an average over simpler problems in which eliffere- nt Sites ave decoupled. The single - spin preperty Can be used te write Tr, explE, GCS] = explvlnt, EPICS] Seo we have ae t WAL [2"Jay = explan (aeTF1() MG lieva PE Cee)? dx* exp(-NG) sera ith G HEIDE eg UE) + ZB To Eu (I = In Te CPL PIP Zyeg YESS! + BIg CTKHISY where the trace tr, Fextends ever all Stetos 6") of 4 single replicated Spea ses Fer N>eo the integra] Ce) Unth L) Can be done. by the methed of stegest- descents z Jay exp Emecvn] =lAy exp le G ed-2NG © te) C4-Yo)* + -- F [ -2- | uhere GcYe)=0 defines the saddle pent Yo. “ cond 'tions “SS yh =O and 9G42% =O lead to Yo e. = 2' ty Es“exp Heyy 7 ces 2 = Th erpeey With the Gfectior single ~spin tlamittondan ee 2 “hie BP e, x Here = ZL % ‘ss EUthIS eff - aap le +P lq % ae TK: free energy per spin € vs given by i. oy 2 “PF Hla CGC m ot Fen gh - Ea AE ! +5 InTr, exp Hey J “62 with Pf%yrh=0 Bye HO cal C44) oy, Zea.p)— sum over all distinc repheas , We note that fey Jo=o the energy per spin | WCe- ate ) is given by i] 2 Ua = lite Xeon as + Are XS Further for Te=0.H>0, the susceptibility BK és | : I Ake FOr Feu. a) 4G | ap The aimplest approach fer solving rhe selp- | consistent equertiens Consists of making the. Se-aalled veplica—symmetne aQusat2— fer wich all pammeters Geet and xe are independent of the a replica indies Yate] Coke) 3 X&= ¢20) We aan evaluate the trace. . bai 4 Xcap) SS? 2 PCR Son] 20 and use te exPCA Fy S%) = itn In C2ceshAd The free energy becomes -Af = t €PI)*C1-9.)* - s+ Tom of a « aan Cas eF 8p 2coshedi @Qr) with % and M a aaieace. given by 4 =p [ode e* "tanh B Hg) €23) M=; ane (s dpe -£t ‘tanh CP Hez2) ¢2¢) where Fa = 74° Et IOMth canbe “sterpreted as @ sandom local £ielel. with TEM+R and variance 372 a From see.3.4 we mete that M=L, Jay is the magnetizahen ond Ge [5,% Jav *s hon2ero uheneveY ave peeks and have no prefered sign Hence SG ordering “s chavacter/2eed by G+O. M=0 n>) -4.- Results and Diseusst6n We identify solutions to eqns (23) and c2hy @s ¢i) paramagnehe if M=Q=O ci ferromagnets if MHO G40. and cuir Spin glass if P1=0 940, The resultant Phase diag ram ¢s Shounin Fig. 4. We discuss the solution of €ys, 4 P (23 »- ¢ 24 fer J,=H=O0 uhere ! Meo, Expanding the free energy F We {ind for small q thats ioe 2 Ef= Phot gli-Fiy@~z tage 0 th te where, 2 CRI .fy2 m2 Ag Se the Hansitim cceurs for Ger Finding the extremal values with vespect to % and defining = =(T- WM, » We have 4 = 16 +z [6)*%---. igktforward to Show ~that It is also stra “To? 10 “Ut Se r“Gy, | & Ie fe-Tin2- 3 F cr>R Poe ee < fe ° tee lg Fee (TIPO, yo where Cis the Specifre heat, The Susceptilttity and Specific heat ave Shown 1, Fg.2 A cusp is predictect at | Pally for c ond J. bat 5 experimentally only a suSP ink *s seen? A cusp inthe Cat i and to T > behavier above Te cant be observed as we noted sy Chap.2 , THE | discrepancy 1's Simply a consequence of the fast the MPA fails te tate any account of Short range Sprh correlations, For Je=o but h#O We find that Misa nenanalyte furetion of h at Te. and Sor milan ana TS 27° + Msdb-gp = a ) _ 727 - 4 the 23, hoe ta tree + ig ¢ wood THE Renee Jor 5 2°Mfoy? diverges at ] ane + =, ee ee A divergence. of the nonlinear Susceptibrti ty am is a genera) feature of SG thanse bon | We can define exponents 8 @nd o by Du er- Gr Cra GZ Gaxeeg-rme ‘ra FD The MF exponent values are therefore re; =/ and the cusp cn the C Shows that ty Co rresPoud ing exponent, OH, has He | | | | Value Aaeel 6 ~ 4.3 The Replica Symmetry Breaking and Parisi Solution A serious objection to the SK solution comes from its low-temperature properties. The free energy leads to a negative entropy for low temperatures (for T=0 the entropy S=-1/2n*0.17), which is clearly unphysical. This mean that below T; the SK solution with q#0 is unstable and so must be rejected. The detailed calculations of the Hessian for the obtained RS solution demonstrated the reason for that paradox: this solution turns out to be unstable in the entire low temperature region T<1. So the true solution is somewhere beyond the replica-symmetrie subspace of the matrices @. On the other hand, Note also, that the limit n0 is a somewhat special point. ‘The point is that for n 6 6 + ‘The elements with one index in common between af and y6 are given by (pry 2 AaP-* — CpI*Cg-» as Finally, there are those with no elements in common: (pre At Scar cr-4) where q is the SK order parameter and <9) 1 pe -337 Vee Y= (an) 2 Pals Stan "AG) cu) 7 ' AG = BCIGg 7 LM +h) The eigenvectors of the tlessian merttts eure relectively Simple . They Sell mto three drtinct clases , Tha first IS Fhe Gully Syme bree A genvector, which 25 feunel Cfer no +e fa tte eigenvalue Dd, given by 2 (BIA; = 1 - (PIN C1 -49 4347 > <6) The next class of eigenvectors consists of those which are symmetric under interchange of all but one index. These modes are known as ‘anomalous’, and in the limit n—>0 their common cigenvalue Az is also given by (6). Finally, there are eigenvectors, called ‘replicons’, which are symmetric under interchange of all but two indices, with eigenvalue 2 2 he (BIN Az = 1- GIS Cl -294Y) oe peo cage ee Pp => CBIS(QNY 72S 2093 E78 sech ACH) The eigenvalues A412 are always “positive, but the condition that 43 not be negative is simply the condition that zsq not be negative. This is violated in the SK solution below the AT line, so the SK saddle point is not a stable one in this part of the T-h plane. ‘The borderline situation in which there is an equality in Eq,.(7) is known as the Almeida- Thouless (AT) line. Above the AT line the SK solution is stable and does appear to be the exact solution. Wr 3 0 oO Ty In replica formalism we have to maximize rather than minimize the free energy, but a better way to look at it is in terms of the fluctuations around the saddle point as described above: The relevant criterion is the positivity of the eigenvalues of the free energy fluctuation matrix (1), 4.3.2 The One-Step Replica Symmetry Breaking The strategy of finding the true solution for the replica matrix ie the limit n0 is called the Parisi replica symmetry breaking (RSB) scheme. First, let us guess some other trial structure (not replica symmetric) for the matrix @, and within this new subspace let us calculate the extremum for the replica free energy f. After that, one should calculate the Hessian matrix and check the stability of the obtained solution, we should try with some other structure which would contain more parameters. The Parisi RSB scheme is an infinite sequence of ansatzes which step by step approximate the true solution better and better. At the first step it is “natural” to divide all n replicas into n/m groups with m replicas in each one, Then, the trial matrix @ is defined as follows: qq, if the replicas a and PB belong to the same group, and qap=qo, if the replicas a and b belong to different groups. The qualitative structure of this matrix is shown in Fig. my ra 4 ° faney sy 4s Post In this ansatz we have three parameters: qi, qo and m, and these parameters have to be defined from the corresponding saddle-point equations. Now, using the explicit form of the matrix 4, for the replica free energy we get: (for. 7 Poe ® 1 $19) = - GB an Ze bap ~ pn GQ ZH) @) where Z(C4A) = 2s, PCP Z, Gap Sa Sp) @ Simple calculations give n i a bt cag wt S nh Z p bap SaSp= 2 YZ, S04 4 DIES Se) Gey Here k numbers the replica blocks and c, numbers the replicas inside the blocks. After the ap Hs transformation in Z(q] fr each of the squares inthe above oquajon we get: 2thata md hae eye Sea Cote oye = A C4,= 9) 4,74), = wp{plses.+ Sy cs ellis 3 ari pL pe wale i ( So )) 5F b, i - a : Z2l4,. bat =f aaa xp(- a ) 4 Z ye im —— - CJ, BCG) MPL xe4-%) | ed) «f acoshpG+4r3"] exp eng, ), 3 For the second term in "e (8), we obtain: . ‘ eon ere 2 n 2 a2) = 2 2 an Zep tap “Gn (4 nln 75 +9(n a) {ema Gen-wy] Now the'lmit n-0 has to be taken, Originally m has been defined as an integer in the ¢4 at interval Ismsn, The formal analytic continuation turns this interval into 0- 24, -imw ask 4s. Dan BC fet m3Q 24 2 ml tarp, ep (- 3 C : H eC 397) Inl ee Pana) slels+yy")—In2, W) We can easily check that in thecadé>m=0 and m=1 the replica symmetric solution is recovered with q=qo and q=q1 respectively. To get the saddle point equations for the case under consideration one has simply to differentiate Eq.(14) with respect to qo, qi and m. The result of the numerical solution of these saddle point equations is the following: 1) In the T<1 the function f has indeed a maximum at a certain point: Osm(T)s1; Osqo(T)S1; 01 and T-90 we get m(T)—>0). 3) The most negative eigenvalue of the Hessian near Te is equal to -c(T-Tc)'/9, while for the RS solution it is equal to -c(T-Te)’. So that, in a sense, the instability is reduced by a factor 9. The conclusion is that, although the considered one-step RSB solution has also tured out to be not perfect, itis @ much better approximation to the true solution than the RS one. Therefore one could try to move further and further in the chosen “direction” in the replica space. 4.3.3 Par ing Scheme The Parisi ansatz results from the following sequence. First divide the (nXn) matrix qup into (nm,)* blocks of (m:Xmy) matrices, Take the off-diagonal blocks to have all their elements equal to qo, Sub-divide the diagonal (m,Xm1) blocks into (my/m;)? sub- a blocks of (m:Xm,) matrices. Take the off-diagonal (mXm,) sub-blocks to have all their elements equal to qy. Subdivide further the (mjXm2) sub-blocks into (my/m3)*sub-sub- blocks of (m;Xm,) matrices. Take the off-diagonal (msXm,) sub-sub-blocks to have their elements equal to qz. And so on, sub-dividing diagonal blocks, with n2m12m2>...2mk>1, now take the limit n-¥0, reversing the inequalities to O Gin (x); 0x Us bf Gterde) + HM 4) : where M is the magnetization per spin o See C20) M=[ ‘The statistical mechanics order parameter q is given by rh b= Jo qeudx en The fee energy i complicated and given for 0 by -Pf = ZBIT LI “28 ri Feud) a 1 (3m: ea ee ee H# Gos 3 de 22) where, for asiven as), Gly) i the oe of the partial differential equation 245 = -¥ 28 29 af 28-)°) 23) with tania condition > oF ae Gi. oe ay) Thereby the problem cah be formally reduced simply to that of solving a nonlinear differential equation. ° alr 4.3.4 Replica. Symmeiy Breaking Solution : Near T, The general solution for 90 is unknown, but- ct 's possible te obtain cx exactly close to. Exparding the exponential in Fq.cB) ind performing the trace we cbtain . a F) ¥ 541 = Jing EBT CF Y- SHG LE Oe ) 22 1 ¢ +E foe fen ~F TOFD ceo ere 6s CT Go/y \ccording te the general scheme of RSB, We eacily et. : | & ¢ lim Maeag CF aS cm “M4 9, aan ~fdx9 bay (26) Ue An pi=len [agin + 3geo( ay Pew] Thus the free energy Com be written Ce 690m) =f ds [019% fs 2% -fxgex - ex LGeady ) 28) We vary it with respect te 90%) APIO — 4B - C9 tyrdy 2 gor f 'geardy +F Joo =o a 624) Because the signs sin the term XJijm; are random,” So both it and the readin field term ave of arder Unity. /n ferromagnets , in Contrast. the reaction field i's smaller than the cnonzero) mean molecular” field by @ facter 4y cory for finite range lattice mode/sp. : The TAP eqs, can be derived! by variation C265 m,e0) of @ Free energy functional he Fdmife- 25 Ty MM Z, hom fo fe eae CAM 3) +272, f+ f é "Inf; C+ m, )) ( ea tom: nleci-m.] It is instructive te leek i rameeg lan t74) eok at the Hessian mattix formed -from second derivatives of Frap Defining i ao Fae, P If cay is to eens ase Bin oo cy) Te San nsible ph i ; We cannet, have any weet e prea Saline, ea these T°Ci~ et Bo Fen = xb Zz; m?> © Seo, Gc1 = |6| +0(6*) (395 The solution given by G9s.G3)-G0) . ¢38) +s sh Mn Figure. Jo It is alse straight —ferwored te include @ small magnetic = cS field H. The solution ic Ini Fe SU ef the arm C33)- 636) meno ' 3 H but Now ee = id Se a second “Plateau” regien appears As the field incveases. thie plateau rises, and once tt reaches the height of the Seco! plateau ¢ H=Haq) ~ +he only Solution 7s x- independent. That is- the ASB AicappOar and we are back te the Sk solution , Asa consequence of Gq.C38) We Coan Show shee S$, Yoodx =I + cHeer 7 exactly. seo. from cred 1.0 x a constant - below TF. A Constant Susceptibility below °° My 2. Te is Similay te many frelol -Covled Mmayretizatimn Mmeasuremeaty (3) 44 TAP equations Ze In this sect, we discuss +he approaches toa Solution of the Sk model that have attempted to avoid -the replica “thick. Replicas Qppear, when we perform the average. over the disorder, Thouless. Andersen .a"d Palme (977) Suggested that one defer ths average te th end and first of all write down local MF quater Gor the site magnetizatims for a given set of bonds, The naive guess is that mM, =tonh(e@d; Tym;) F cn would be the appropriate Set ef equatiens. However, TAP realized that an extra € erm is necessary {or SG, even with imGinite Vanja, interactions, This is Known as the Onsager reactic field term. We have ea “mn, =tanh( acd, Hmsthy BS 3 ches : Bqsca ave N coupled nen lnear equatre 3 the local magnetizahons mM; . ae The third term describes the Contribuhen te a internal field from the spin Si itself. The ” at site i produces a MF mj; at site j-Wme induces a magnetization 23; ; qi at cite 5 and hen A mean field I; 7;;m, at site i. DidSerentiating this equation usth respect to % we Rind ! aol - 22900 -2f gewdy tegen =o ce, or g to =0 31> the last equation means that Gtx = Cont Which corresponds te the RS Selukom which Not be considered , Differentiating 30> agar iol yields Yow aie ¢32) [f We assume thet Qcxr is continucus . the Solution must be of *he form GOD = Ga asx s} 632) 9) = BR Ke ses, 4) Gm = FO. OS sXe Cas-9 Wheve 2, = 249 np OC aS: 24¢0) substituting 64s.€339-c2» ers 029) pivec #or[2 16] -2gea+ 2geu*) -#£ feot=q 636) m Gen) [ate] - 2fa+ 2a *) — #c0)%= o 37) t %=0 and te ves pectively , Frem c262-C4 'e see that either Gcor= G62 2 Which is just the W RS Selutt again. or A G=0 CH=0) aeet 216] =29¢0 -~2 903, : ‘cally The TAP solitions can be investigated ey 4 céose te the transition and A;30. Thes U =a ™m;=B5; Ty my +@hz- CBs) m 2 with Z)5;=NUI5 laves ; €4.@) is Solved by diagonalization af the Symmetric matrix Ty cq Jiy= Tl ; with the eigenvalues Ty ane the peal orthogona Olgehfuactins ; Zs GND = Say’ XZ) salj> 238; We have the magnetizahins and Lie lels Wg = 2 Als; D hey hy a) Ard from (8) 2 m [i-BT, + 627 = Bh, cra) For N>ee the randem matriy Ty hag o distribut of eigenvalues PDD whic obeys a Semicirevlar lav Cle) with the lavgect eigenvalue gl = Paci aah 2 Ps Gapy Care Bayt cz) The Susceptibility A S duy a es ays max a diverges for the largest eigenvalue J, at the freezing temperature Rd. Hence the TAP €75. Lead to a phase transition at the same Tp @s the Sk theory, Without the Onsager term the (ivergence would be at T=Z™*Zay, rhe TAP e9s. Can be Simplified if we replace. the hrc C5; Jay 5; ¢- m;9 =7°t-F) cts) with G2 tam} ce) the single-phase 5G order pammetar Gea 4 Simple estimate of the low-T limit of Ger) can be obtained from the entropy SCT) - nae have from the free energy es cl oa afm; = 2 2 2 S(t) = 9 o-2e*2;; Ty Cin, DC ) 4 a £2, feem,>Inlec 14M] + Cr M Mn Zer-msr] In the [imit Tro We havea Me>t( and the Secono| term vanishes, This ponds to ag) SCT=0) =- + wy* lim Br¢/- 9) : ‘he Condition af a he coe at Ta0 1s therefi Nhat -F vanish -fastey than ae as T> Oo MC simulations indicate. Gen = (Ly » €T39) 0.9? This leads to sit tear T dependence of the Susceptibility kn asTeo. The const. o 's related te the disttibuhban per Of Ctetal> internal fields h; = = 3; Si;m; , TAP aa found numerically that pen) (s linear inh ; Pech) = # Civ ee (20) If we dating {ry Fa(dimiipcks cy) we have at low T dis I- Gen =f “Pky i -abehod na by {Cem homael _ Using 19 ana ae the TAP e7s. i'n the ny Bhi =Am; + tan hy ™; ra We aveain act y= beT *fer- -mdcam + tanh m) Cat he St idm €) TAP arqued that the physically relevant value Of & WAS the one which minimized ho; this Jives ec 2Clh2)* 2 1.665. On the other hand Bray aud Moore 6:¢7qQ> have propesed that te entire SG phase below the AT line is marginally stable, So that Eq Is Sati stiel os an equality Ths qv’ X= 1.810. The marginal stabilit ‘ hem 4 of TAP Solutions Cai be ch ee i Nemoto at gl (985.86) invest): a: ets ~ st ‘onary points of the TAP -free energy F{m;} Se 18 par inite ey fin Solutions wth (9, i whee e F)=0 as wel pe with IDF/#0. The latter turn out t, rs ee pe uth IVF/30 as Wace which stick : a oundary of the region of stability as defined 1 lowerest ergenvalve r"%~, In Figure | boundary is indicated & ae é : eee Y dished line, pf this stability Viwat yr"weutd he negative 2nd is oN permitted. Lis the Fiquye shows schematically 5% . ‘ the Erap a8 % function Of the. rs ence belongs 2 a, (owed of ‘ t eigenvalue Yh are, San 25 Tn case cap thave is astenle TAP case chy tH : : 4 minimum oth (0F20 solutin , WARrens in 3 : . : 1.6, mn to the pont ynizo fer Ne>ee. 1.0 marginally stad soddl. pome. — How many solutions of the TAP O95. 11980) .De Dominicis et a(C62)- Tanaka and Edwards C80) Aal Showed thet there ave an exponentially (AME nAmbCr, uchraso | ahove AT CNsCr.t)),, ecexp CIVOCHLT), oe ee are there? Bary et y 4.5 Physical interpretation of yeplicn My Symmetry breaking There ave many solutions of the TAP equations . Many minima should be separated by barvievs that diverge in the thermadynamics limit, otherwise therm fluctuakins would mix them tegether. Hence each minimum is & different thermodynamic state . For an infinite syttem it is necessary to distingutth between a within @ Single thermodynami. Cpure State and @ full Statistical mechanics CGibss) average , Which is a weighted Sum over all states. 45.1 Puve states (See 3.4) In pure stokes _ call the connected covvelaton functions Suchas < $; S$; 2B SS; S; > -<5:> $5 7- becomes zero at lavge distances in these states, 4.5.2 The phusteal order parameter . How can senile states fe distinguished one From another 7 oe i \t is natural to jntveduce, the concept of “distewce in the Space of states . ao exemple, dap = = cme-mf>> , he overlap between the two States is ap = rt Zaz mf 0 j -3- § 901s amonetonic one , then we Can introduce. he inverse function wep», onal g Kean be rewritten as follows : ol XCP) ce ct k q Me Cd ag F in the a hand . ‘ qiMs de Pop? AXxG2 So that , We 1 . Pep = ae ov yee =f Fde’Pea whieh aa the ancwer to the quection , what is the meaning of he funehion FO" ; The function *¢9) inverse te Jon gives the probability te find a pair ef pure States whteh would have On overlap not bigger than F. Fiqure Shows the form of Pq) derived from the Paris: lo in Reo at a temperature 24 % , hey with the vesults of ME simulation measurements on samples of several sézes, Py? 3.0 4.5.4 Ultvametricity The Peg) 15 not enough to understand what the tructure of the Space of pure States in SG paase . Ve need te know ‘the higher order covvelection propertve i the overlps of “the Stalles et us consider the function Peque4a » fs uhieh yould desevibe the joint statistics oF the overlaps & avbitrary three pure States, This function gives the probability that arbitrary three pure states of, 8 ard r would have their mutual over laps Gap. Gur aud Ger te be equal conrespendingly “te Feo9. ord ¥ PCQ1.4.95.) =L Pr hr Be, Bsrlav 1 CF Pale 5 Gr Gap) S45 farrier i i ab ¢. A poe We eed ysegF 5H -FP In the Pavis) parametrization [+ becomes PCR Mofo) = peg. re) SCS Ga-F1 t CP CH) PCH? 8.6% PISGar fy I+ Perr mtinns this result is very interesting ; It is not equal to zero only if ot least twe of the three overlaps are equal and their yolue is not bigger than the third one . Now we have arrived to the concept of the. ~ ultrametricity . As is Said to be ultrametrc if Uts metric has the property that -fer any three points A. b And c of this space the following inequality cs satisfied ; Aap $ MaxCdac Abe) . One of the Simplest ways to describe ultrametr space is in terms of the hierarchical tree, The ultrametric space i's =e OSsociated with the Set OF the endpoints of the tree. The distance between and two points of +thic space ’'s defined such that it depends Ee only on the number of = ime * Gene ratisns” in the “vertical” ‘ divection to that level of thettree at whieh thete two points have a common Ancestor. | | With thie definition of the distance the set of the endpoints of the tree is ultrametric . It is quite remarkable that such a highly disordered system as the $k SG should possess Such a vich Structure in its states , The uttrametricity of the phases Comes out ih this theory because we put itin the hierarchical Structuve of the 9%P matrix ¢ Parisi scheme

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