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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

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