Random Cluster Model
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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 ...
,
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 phenom ...
, 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 ra ...
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 sources ...
s, etc. It is also referred to as the RC model or sometimes the FK representation after its founders Cees Fortuin and Piet Kasteleyn.


Definition

Let G = (V,E) 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 \omega: E \to \ 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 e\in E if \omega(e)=0, and open if \omega(e)=1. If we let A(\omega) = \ be the set of open bonds, then an open cluster is any connected component in A(\omega). Note that an open cluster can be a single vertex (if that vertex is not incident to any open bonds). Suppose an edge is open independently with probability p and closed otherwise, then this is just the standard Bernoulli percolation process. The probability measure of a configuration \omega is given as : \mu(\omega) = \prod_ p^(1-p)^. The RC model is a generalization of percolation, where each cluster is weighted by a factor of q. Given a configuration \omega, we let C(\omega) be the number of open clusters, or alternatively the number of connected components formed by the open bonds. Then for any q>0, the probability measure of a configuration \omega is given as : \mu(\omega) = \frac q^\prod_ p^(1-p)^. ''Z'' is the partition function, or the sum over the unnormalized weights of all configurations, : Z = \sum_ \left\. 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 contai ...
, which itself is a specialization of the multivariate Tutte polynomial.


Special values of ''q''

The parameter q of the random cluster model can take arbitrary complex values. This includes the following special cases: * q\to 0: linear resistance networks. * q < 1: negatively-correlated percolation. * q=1: 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 Z=1. * q=2: 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 ...
. * q\in \mathbb^: q-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 phenom ...
.


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 G = (V, E) be a graph, with the number of vertices being n = , V, and the number of edges being m = , E, . We denote a spin configuration as \sigma\in \mathbb_q^n and a bond configuration as \omega\in \^m. The joint measure of (\sigma,\omega) is given as : \mu(\sigma,\omega) = Z^\psi(\sigma)\phi_p(\omega)1_A(\sigma,\omega), where \psi is the uniform measure, \phi_p is the product measure with density p = 1-e^, and Z is an appropriate normalizing constant. Importantly, the indicator function 1_A enforces the following constraint, : A = \, 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 \mu(\sigma) of the spins is the Boltzmann measure of the ''q''-state Potts model at inverse temperature \beta . * The marginal measure \phi_(\omega) of the bonds is the random-cluster measure with parameters ''q'' and ''p.'' * The conditional measure \mu(\sigma \,, \, \omega) of the spin represents a uniformly random assignment of spin states on each connect component. * The conditional measure \phi_(\omega \,, \, \sigma) 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 (i,j) are in the same connected component equals the two-point correlation function of spins \sigma_i \text \sigma_j , or \phi_(i \leftrightarrow j) = \langle \sigma_i\sigma_j \rangle.


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 in ...
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 G is a planar graph, there is a duality between the random cluster models on G 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-lo ...
G^*. At the level of the partition function, the duality reads : \tilde_G(q,v) = q^v^ \tilde_\left(q, \frac\right) \qquad \text \qquad v = \frac\quad \text\quad \tilde_G(q,v) = (1-p)^Z_G(q,v) On a self-dual graph such as the square lattice, 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 o ...
can only occur at the self-dual coupling v_\text=\sqrt. The random cluster model on a planar graph can be reformulated as a loop model on the corresponding
medial graph In the mathematical discipline of graph theory, the medial graph of plane graph ''G'' is another graph ''M(G)'' that represents the adjacencies between edges in the faces of ''G''. Medial graphs were introduced in 1922 by Ernst Steinitz to study ...
. For a configuration \omega 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 \delta = q.


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. 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 approxim ...
reignited. It became the inspiration for the Swendsen–Wang algorithm 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 probability ...
and coauthors used it to study the phase boundaries 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 contai ...
*
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 * FKG inequality


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