PERCOLATION AND DISORDERED SYSTEMS Geoffrey GRIMMETT
PERCOLATION AND DISORDERED SYSTEMS Geoffrey GRIMMETT
PERCOLATION AND DISORDERED SYSTEMS Geoffrey GRIMMETT
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Percolation and Disordered Systems 259<br />
12. ISING <strong>AND</strong> POTTS MODELS<br />
12.1 Ising Model for Ferromagnets<br />
In a famous experiment, a piece of iron is exposed to a magnetic field. The<br />
field increases from zero to a maximum, and then diminishes to zero. If the<br />
temperature is sufficiently low, the iron retains some ‘residual magnetisation’,<br />
otherwise it does not. The critical temperature for this phenomenon is often<br />
called the Curie point. In a famous scientific paper [195], Ising proposed a<br />
mathematical model which may be phrased in the following way, using the<br />
modern idiom.<br />
Let Λ be a box of Z d , say Λ = [−n, n] d . Each vertex in Λ is allocated a random<br />
spin according to a Gibbsian probability measure as follows. Since spins<br />
come in two basic types, we take as sample space the set ΣΛ = {−1, +1} Λ ,<br />
and we consider the probability measure πΛ which allocates a probability to<br />
a spin vector σ ∈ ΣΛ given by<br />
(12.1) πΛ(σ) = 1<br />
ZΛ<br />
exp{−βHΛ(σ)}, σ ∈ ΣΛ,<br />
where β = T −1 (the reciprocal of temperature, on a certain scale) and the<br />
Hamiltonian HΛ : ΣΛ → R is given by<br />
(12.2) HΛ(σ) = − �<br />
e=〈i,j〉<br />
Jeσiσj − h �<br />
for constants (Je) and h (called the ‘external field’) which parameterise the<br />
process. The sums in (12.2) are over all edges and vertices of Λ, respectively.<br />
The measure (12.1) is said to arise from ‘free boundary conditions’, since<br />
the boundary spins have no special role. It turns out to be interesting to allow<br />
other types of boundary conditions. For any assignment γ : ∂Λ → {−1, +1}<br />
there is a corresponding probability measure π γ<br />
Λ obtained by restricting the<br />
vector σ to the set of vectors which agree with γ on ∂Λ. In this way we<br />
may obtain measures π +<br />
Λ , π−<br />
Λ , and πf Λ (with free boundary conditions) on<br />
appropriate subsets of ΣΛ.<br />
For simplicity, we assume here that Je = J > 0 for all edges e. In this<br />
‘ferromagnetic’ case, measures of the form (12.1) prefer to see configurations<br />
σ in which neighbouring vertices have like spins. The antiferromagnetic case<br />
J < 0 can be somewhat tricky.<br />
Inspecting (12.1)–(12.2) with J > 0, we see that spins tend to align with<br />
the sign of any external field h.<br />
The following questions are basic.<br />
(a) What weak limits limΛ→Zd π γ<br />
Λ exist for possible boundary conditions<br />
γ? (This requires redefining π γ<br />
Λ as a probability measure associated<br />
with the sample space Σ = {−1, +1} Zd.)<br />
i<br />
σi