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Isotropy and Metastable States:The Landscape of the XYHamiltonian RevisitedRicardo Garcia-PelayoPeter F. Stadler
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SANTA FE INSTITUTE
Isotropy and Metastable States
The Landscape of the XY Hamiltonian Revisited
Ricardo Garc��a�Pelayoa and Peter F� Stadlerb�c
aInstituto de F��sica� Universidad Nacional Aut�onoma de M�exico� M�exico D�F�
bInstitut f� Theoretische Chemie� Univ� Wien� Austria
cThe Santa Fe Institute� Santa Fe� New Mexico� U�S�A�
�Mailing Address� Peter F� StadlerInst� f� Theoretische Chemie� Universit�at Wien
W�ahringerstr� ��� A�� Wien� AustriaPhone� ��� � ��� ��� Fax� ��� � ��� ��
E�Mail� studla�tbi�univie�ac�at or stadler�santafe�edu
Garc��a�Pelayo � Stadler� The XY Hamiltonian
Abstract
The number of local optima is an important characteristic of a landscape� It appears to dependon the pair�correlation of the landscape as well as on its deviations from statistical isotropy� Weuse Tanaka and Edward�s XY Hamiltonian as an example for an investigation of the relationshipsbetween ruggedness� metastable states� and isotropy�
�� Introduction
Spin glass Hamiltonians� cost functions of a combinatorial optimization problems
and ��tness function� in models of biological evolution can be regarded as map
pings f from the vertex set V of a usually huge� but �nite� graph � into the
real numbers� The vertex set V is the set of all possible con�gurations e�g�� spin
orientations� tours of a traveling salesman problem TSP�� or DNA sequences��
The set E of edges of the graph � V�E� is introduced by de�ning a �move
set� that allows to interconvert �neighboring� con�gurations� see e�g� ��� �� ���
These �elementary moves� connect neighboring con�gurations� A move sets may
consist� for instance� in �ipping single spins� in exchanging two cities along the
salesman�s tour� or in mutating single nucleotides of a DNA sequence� A map
ping f � V � IR has been termed landscape following a picture of evolutionary
optimization originally proposed by Sewall Wright ����
Most landscape models contain a stochastic element in their de�nition� a par
ticular instance is generated by assigning a usually large� number of parameters
at random� Such models are called random �elds ���� A typical example is the
SherringtonKirkpatrick Hamiltonian ���
fx� def
���
Xi�j
Jijxixj
where x x�� � � � � xn� denotes a con�gurations of spins xi ��� and the �coupling constants� are identically and independently distributed i�i�d�� Gaussian
random variables� Instead of specifying the distribution of the random parameters
one may as well de�ne the joint distribution
P �u� def
���Prob�fx� � ux jx � V �
� � �
Garc��a�Pelayo � Stadler� The XY Hamiltonian
of the ��tness values� of all con�gurations x � V � Mathematically speaking� a
random �eld is the probability space whose point set is ff � V � IRg and measuredP � see e�g� ���� We shall use the notation
E � � � def
���
Z� dP
for the average of a quantity w�r�t� to this measure� that is� the average over
the disorder� In the SK model this amounts to integrating over the Gaussian
distributions of the interaction coe�cients Jij � We shall restrict the use of the
term landscape to individual mappings f � V � IR� Therefore� an element a
realization� an instance� of a random �eld on � is thus a landscape� corresponding
to quenched disorder�
Because the number N jV j of vertices is very large in general� we are interested in a simple� statistical description of a landscape or a random �eld model�
The most important characteristic is probably the ruggedness of the landscape�
which is closely related to the hardness of the optimization problem for heuristic
algorithms ���� Three distinct approaches haven been proposed to measure and
quantify ruggedness� Sorkin ���� Eigen et al� ���� and Weinberger ��� used pair cor
relation functions� Kau�man and Levin ���� proposed adaptive walks� and Palmer
���� based his discussion on the number of metastable states local optima�� Of
course one expects a close relationship between these di�erent characterizations of
ruggedness� In this contribution we shall concentrate on the relation between the
number of local optima and paircorrelation functions using a particular class of
spin glass Hamiltonians� the XY model� as an example�
�� The Discrete XY Hamiltonian
The discrete version of the XY model was introduced by Tanaka and Edwards in
����� There are n spins in the plane� each of which can point into one of the �
directions
��i
�cos �isin �i
�with �i
��
�xi� � � xi � � ��
� � �
Garc��a�Pelayo � Stadler� The XY Hamiltonian
The interaction energy between two spins i and j is given by
Jijh��i� ��ji Jij cos�i � �j� � ��
with coupling constants Jij � The Hamiltonian takes the form
Hx� Xi�j
Jij cos�i � �j� Xi�j
Jij cos
���
�xi � xj�
�� ��
The coupling constants Jij Jji� i � j� are i�i�d� Gaussian random variables� The
XY Hamiltonian is thus a random �eld in the sense of ���� The set V of all possible
spin con�gurations contains N �n points�
Two de�nitions of neighborhood between spin con�gurations are natural for the
XY model�
i� Two con�gurations are neighbors if they di�er in the orientation of a single
spin� Given a con�guration � let us denote by ��l�m� the con�guration that has
the same spin orientations for all spins except for spin l which has orientation
��l�m�l �l ����m
��
�� xl m�mod�� ��
The set of all neighbors of � is thus generated when l runs over all spin
and m runs from � to � � �� This neighborhood relation arranges the �nspin con�gurations as a Hamming graph Qn
� which is the nfold Cartesian
or direct� product� of the complete graph Q� with � vertices� A graph is
complete if there is an edge between any two vertices�� Each con�guration
x � V has D n�� �� neighbors in Qn��
ii� Two con�gurations are neighbors of each other if a single spin orientation
di�ers by ����� while all the other spins are the same� With the abovenotation� we obtain all neighbors of a con�guration when l runs over all spins
and m �� for � � �! there is only one value of m for � ��� The
corresponding graphs are the nfold direct products of the cycle graphs C��which we shall denote by Cn� � This notion of neighborhood was used in �����
�The �Cartesian or direct� product �� � �� of two graphs �� � �V�� E�� and �� � �V�� E�� hasthe vertex set V � V� � V�� Two vertices �x�� x�� and �y�� y�� of the product are connected byan edge if either �i� x� � y� and x�� y� are adjacent in ��� or �ii� x� � y� and x�� y� are adjacentin ��� This graph product is called the sum in �����
� � �
Garc��a�Pelayo � Stadler� The XY Hamiltonian
Each spin con�guration has D �n neighbors in Cn� if � � �� and only D n
neighbors if � ��
Note that Cn� � Qn� and Cn� � Qn
� � while Cn� �� Qn� for all � � �� Later on we
shall see that Cn� � Q�n� � Direct products of larger cycles are not isomorphic to
Hamming graphs�
�� Elementary Landscapes
A landscape is a function de�ned on the vertex set V of a graph �� It is convenient
to describe this graph by its adjacency matrix A which has the entries Axy �
if the vertices x and y are connected by an edge� and Axy � if x and y are not
neighbors of each other� The number of neighbors of a vertex x is called the degree
of x� It is customary to arrange these numbers in a diagonal matrix D such that
Dxx is the degree of vertex x� A graph � is regular if all vertices have the same
number of neighbors� i�e�� if D DI� where I denotes the identity matrix�
For our purposes it will be more useful to represent � by its Laplacian �" def���D�
A� The matrix " is a discretization of the familiar Laplacian di�erential operator!
see ���� ��� ��� for reviews on graph Laplacians� We shall use that�" is symmetric�nonnegative de�nite� and its smallest eigenvalue is #� �� which corresponds to
a constant �at� eigenfunction� Furthermore� the multiplicity of #� equals the
number of connected components of �! hence � is connected if and only if #�
is a simple eigenvalue of �"� Throughout this paper we shall assume that � isconnected and regular�
De�nition� The landscape f is elementary if there are constants # � � and $f
such that
�"f�x� #fx�� $f� x � V � ��
The notation "f�x� denotes the xcomponent of the function "f � V � IR
which is de�ned pointwise asP
y�V "xyfy��
Equivalently� f is elementary if and only if
�x� def
��� fx�� �
N
Xz�V
fz� ��
� � �
Garc��a�Pelayo � Stadler� The XY Hamiltonian
is an eigenfunction of the graph Laplacian with a nonzero eigenvalue # � �
����� Elementary landscapes play an important role because of their algebraic
properties ���� ��� ��� ��� and because a large number of wellstudied examples
from spin glass physics such as Derrida�s pspin models� and from combinatorial
optimization among them the TSP� are elementary� see ���� ��� ��� ����
A landscape f can be decomposed into a superposition of elementary landscapes�
Since �" is symmetric there is an orthonormal basis f�kg of eigenvectors� Theeigenvector �� belonging to the eigenvalue #� � is constant� Such a basis has
been termed Fourier basis� and an expansion of the form
fx� N��Xk��
ak�kx� ��
may be called a Fourier series of the landscape ����� see section � for more details�
Two types of correlation functions have been investigated as a means of quantifying
the ruggedness of a landscape� Eigen and coworkers ���� introduced d� which
measures the pair correlation as a function of the distance between the vertices of
�� Weinberger ��� used the �time series� ffx��� fx��� � � �g generated by a simplerandom walk ���� on � for measuring properties of f � The autocorrelation of this
�time series� is
rs� def
���hfxt�fxts�ix��t � hfxt�ix��t hfxts�ix��tq� hfxt��ix��t � hfxt�i�x��t
� �hfxts��ix��t � hfxts�i�x��t� � ��
The notation h � ix��t emphasizes that the expectation is taken over all �times� tand all initial conditions x�� The relation between rs� and d� is discussed in ���
����
The correlation function rs� is intimately related to the Fourier series expansion
of the landscape ����� Elementary landscapes belonging to the eigenvalue #p have
exponential autocorrelation functions of the form rs� � � #pD�s if � is aregular graph� In general� the correlation function can be written as
rs� Xp���
Bp�� #pD�s � ��
� � �
Garc��a�Pelayo � Stadler� The XY Hamiltonian
The amplitudes Bp can be obtained from the Fourier expansion of the landscape�
Bp Xk�Ip
jakj��X
k ���
jakj� � ���
where Ip denotes the set of the indices j for which �"�j #p�j � Consequently�Bp is nonnegative� It is easy to check that a� f � and hence the �component of
f is canceled by the subtraction of f in the de�nition of the correlation function�
Consequently� the sum in equ���� runs only over the non�at components� k � ��The amplitudes Bp determine the relative importance of the di�erent modes� A
landscape is elementary� therefore� if it contains only a single non�at mode p�
The crucial information about a landscape is therefore contained in the eigenvalues
#p and the amplitudes Bp which describe the relative importance of the di�erent
elementary components� In particular� the correlation length
� def
���
�Xs��
rs� DXp���
Bp
#p���
is a very useful measure for the ruggedness of the landscape f ��� ��� ��� ���� It
will play a prominent role in this contribution� Alternatively� one might de�ne a
correlation length %� such that r%�� �e� as in most of the work on Nk and RNA
landscapes� see e�g� ��� ���� In practice� the value of %� depends on the details of
the interpolation procedure that is used to extend rs� to noninteger values of s�
For an elementary landscape we have � D#p while
%� � �
ln�� #pD� D#p � �� O#pD� �� �� O#pD� � ���
In our applications we shall always �nd #p O�� while D On�� Thus thediscrepancy between � and %� becomes negligible� We shall use � instead of %� because
i� it is de�ned unambiguously for all autocorrelation functions rs�� and because
ii� it leads to much simpler algebraic expressions�
In the reminder of this section we show that each instance of the XYHamiltonian
is elementary for arbitrary � and with respect to both de�nitions of neighborhood
between spin con�gurations�
� � �
Garc��a�Pelayo � Stadler� The XY Hamiltonian
Theorem �� The discrete XYHamiltonian is elementary on Qn� with eigenvalue
# �� for all n � � and all � � ��
Proof� The Laplacian of the Hamiltonian is given by
"H�� nXl��
���Xm��
hH���l�m�
��H��
i
Xi�j
Jij
nXl��
���Xm��
hcos�
�l�m�i � �
�l�m�j �� cos�i � �j�
i
�Xi
nXl��
Jil
���Xm��
cos��i � �l � ����m
�� cos�i � �l�
�
The addition formula for the cosine yields
cos��i � �l � ����m
� cos
���
�m
�cos�i � �l�� sin
���
�m
�sin�i � �l�
The sinterms vanish when summed over all m� For the cosineterms we observe
���Xm��
cos
���
�m
�
���Xm��
cos
���
�m
�� � �� �
Thus we have �nally
"H�� �Xi�l
Jil���� �� ��� cos�i � �l� ���H�� �
i�e�� the XY Hamiltonian is an eigenfunction of the graph Laplacian of the Ham
ming graph Qn� with eigenvalue # ���
Corollary� The correlation length of the XY Hamiltonian on Qn� is
� D
#
n�� ����
� ���
Theorem �� The discrete XYHamiltonian is elementary on Cn� with eigenvalue
#
�� if � �� sin����� if � � �
� � �
Garc��a�Pelayo � Stadler� The XY Hamiltonian
for all n � � and all � � ��
Proof� The proof is similar to the above theorem� The only di�erence is� that
the sum over m now runs only over m �� when � � �� Since Cn� Qn� � this
cases is already taken care of by theorem �� After using the addition formula for
the cosine we observe that the sineterms cancel since sin�x� � sinx�� Hencewe are left with
"H�� �Xi�l
Jil
� cos
���
�
�� �cos�i � �l� ��
�� cos
���
�
� H�� �
The identity � sin� x �� cos�x� completes the proof�
Corollary� The correlation length of an XY Hamiltonian on Cn� is
� n
� sin����� ���
In order to compare and interpret these �ndings we shall need more information
about the spectra of the graph Laplacians of Qn� and Cn� � To this end it will be
convenient to consider a broader class of highly symmetric graphs�
�� Cayley Graphs and their Spectra
Both the complete graph Q� and the cycle C� can be derived from the cyclic
group ZZ� by means of the the socalled Cayleygraph construction� A subset &
of a group G� �� is called a set of generators if each group element u � G can berepresented in the form u x� � x� � � � � � xk as a �nite �product� of generatorsxi � &� Now suppose that i� the group identity � is not contained in & and thatii� x � & implies that the inverse element x�� � &� The Cayley graph �G�&�has then the vertex set G and there is an edge connecting two x and y if and onlyif xy�� � &� It is trivial to check that the graphs Q� and C� are Cayley graphsof the commutative group ZZ� f�� �� ��� � � � � ����g� The corresponding sets ofgenerators are
&Q ZZ� n f�g &C f�� ���� ���g �
� � �
Garc��a�Pelayo � Stadler� The XY Hamiltonian
It is not hard to show ���� that the product graph of two Cayley graphs �G��&��and �G��&�� is the Cayley graph �G� � G��&� � f��g f��g � &��� where ��
and �� are the group identities of G� and G�� respectively� Consequently� both theHamming graphs Qn
� and the graphs Cn� are Cayley graphs of the nfold Cartesianproduct of the group ZZ� with itself� which is of course again a commutative group�
Eigenvalues and eigenfunctions of the Laplacian of a Cayley graph of a commuta
tive group are not hard to construct explicitly� see e�g� ���� ���� One can decompose
any �nite commutative group G into a direct product of m cyclic groups ZZNk of
order Nk ����� We can choose a componentwise representation of G such thatcomponentwise representation of the group elements such that the group action
becomes componentwise addition
x � y x� y� mod N�� x� y� mod N�� � � � � xm ym mod Nm� �
A set of basis functions is then given by the characters ���� of G�
�gx� exp
���iXk
xkgkNk
� ���
The corresponding eigenvalues of �" are #g P
x�
��� �gx�
�� Alternatively
one can use the properties of the graph product in order to construct the spectrum
and an eigenbasis for the product graph ����� from its components� see e�g� �����
Lemma �� #i�i� #i� #i� is an eigenvalue of �� � �� with eigenfunction�i�i�x�� x�� �i�x���i�x���
The latter method was used to compute the eigenvectors and eigenvalues of the
Hamming graphs Qn� in ���� ��� starting with the spectrum of the complete graph
Q�� see also ���� sect� ����� There are n � distinct eigenvalues #p p�� with p
�� � � � � n� The XYHamiltonian belongs therefore to the third smallest eigenvalue
i�e�� the second excited state� #� of the graph Laplacian of the Hamming graph
Qn��
The eigenvalues and eigenvectors of the cycle graphs C� are also well known� Anorthogonal system of eigenfunctions is�
�� cos
���k
�x
�� sin
���k
�x
��
����� � � k � �
�
����
� � �
Garc��a�Pelayo � Stadler� The XY Hamiltonian
where the associated eigenvalues �k of the adjacency matrix and #k of the Lapla
cian are
�k � cos
���k
�
�and �k � sin
�
��k
�
�� ���
The multiplicities mk � except for k � and k �� where mk ��
Lemma �� The XY Hamiltonian belongs to the thirdlargest eigenvalue #��� of
the Laplacian of the graph Cn� for all � � ��
Proof� We have of course #� � as a simple eigenvalue� The smallest nonzero
eigenvalue #� is composed of �� from a single component and �� � from the
remaining n� � cycles� The next largest eigenvalues are #��� ��� � sin����which has the XY model as eigenvector� and #� �� � sin������ which
can be constructed for � � � only� It is easy to check that the �k are strictly
increasing with k� Thus the lemma follows if #� � #�� for � � �� In fact� we
have cos��� � �p� for all � � � equality holds i� � ��� Multiplying by
� sin��� yields
� sin��� cos��� sin���� p#�� �
p� sin���
p#���� �
Since the expressions on both sides are positive we can take the squares and the
lemma follows�
The multiplicities of the eigenvalues of Cn� will be discussed in some detail at theend of the following section�
�� Isotropy
A quantity that is closely related to the autocorrelation function discussed in
section � is the covariance matrix C with the entries
Cxy E �fx�fy��� E �fx��E �fy�� � ���
Clearly� C does not depend on the neighborhood structure among the con�gu
rations� hence we obtain the same covariance matrix for the XYHamiltonian on
� �� �
Garc��a�Pelayo � Stadler� The XY Hamiltonian
both Qn� and Cn�� We have E �fx�� � for all x because E �Jij� �� Thus the
entries of the covariance matrix are
Cxy Var�Jij �Xi�j
cos
���
�xi � xj�
�cos
���
�yi � yj�
�
Var�Jij �
�
Xi�j
cos
���
��xi yi�� xj yj��
�cos
���
��xi � yi�� xj � yj��
�
where Var�Jij � denotes the common variance of the coupling constants� The co
variance matrix therefore depends not only on the angles ����xi� yi� between
two orientations of the same spin but also on their sum except for � � where
sum and di�erence are the same thing�� There is large amount of symmetry in this
matrix� an arbitrary permutation of the indices does not change the covariance
matrix�
The variance of the Hamiltonian at a given con�guration x � V is given by
Var�Hx�� Cxx Var�Jij �Xi�j
cos����
�xi � xj�
�� ���
If � � then jxi � xj j is either � or �� Thus the argument of the cosine is either� or �� and we have
Var�Hx�� Var�Jij � �n
�
�� ���
The same is true for arbitrary � if all spins are aligned in the con�guration x� If
there are di�erent spin orientations� however� then some of the cosines are smaller
than �� provided � � �� and the variance in no longer independent of x�
Another interesting property of the covariance matrix of the XYHamiltonian is
wx� def
���
Xy�V
Cxy Var�Jij �Xi�j
cos
���
�xi � xj�
�Xy
cos
���
�yi � yj�
� � �
Equivalently� � �� � � � � �� is an eigenvector of C� In ��� a random �eld was
termed pseudo�isotropic if E �fx��� Var�fx�� and wx� are independent of x� TheXYHamiltonian is hence not pseudoisotropic for � � � because Var�fx�� is notconstant�
� �� �
Garc��a�Pelayo � Stadler� The XY Hamiltonian
For a detailed discussion of isotropy we shall need some information on the sym
metries of the con�guration spaces� An automorphism of a graph � is a onetoone
map a � V � V that preserves adjacency� i�e�� fax�� ay�g is an edge of � if andonly fx� yg is an edge� The set of all automorphisms forms the automorphismgroup Aut���� A graph is vertex transitive if Aut��� acts transitively on V � i�e�� if
for any two vertices x and y there is an automorphism a such that y ax�� All
Cayley graphs have this property� see e�g�� �����
The action of Aut��� on the set of all ordered pairs of vertices induces a partition
R of V � V the classes of which are the orbits Aut���� The class X containing
a particular pair x�� y�� of vertices is X � �
ax��� ay��� j a � Aut���
�� In
particular� the diagonal I fx� x�jx � V g is class of R if and only if � is vertex
transitive�
All vertex pairs that belong to the same class are equivalent w�r�t� the symmetry
of �� It makes sense then to ask whether a given random �eld model has the same
symmetries as its underlying con�gurations space�
De�nition� A random �eld is isotropic if and only if there is a constant a� and
a function c � R � IR such that i� E �fx�� a� and ii� Cxy cX � holdsfor all x� y� � X � i�e�� the covariance matrix the random �eld is constant on the
symmetry classes of underlying graph ��
We de�ne isotropy here as a second order quantity� A stronger version of isotropy
is obtained by requiring that the distribution function P �u� is invariant under all
automorphisms of �� The two de�nitions become equivalent of P �u� is Gaussian�
A fairly general algebraic theory of isotropy is laid out in ���� We shall not use
the most general form of these results but rather restrict our discussion to a class
of graphs that contain both the Hamming graphs Qn� and the direct products of
cycles Cn��
Proposition� A random �eld is isotropic on a Cayley graph �G�&� of a commutative group G if and only if its Fourier coe�cients ful�lli� E �ak� � for all k � �!ii� E �aka�l � �klE �jakj��!
� �� �
Garc��a�Pelayo � Stadler� The XY Hamiltonian
iii� E �jajj�� E �jakj�� �p whenever the corresponding eigenfunctions �j and �k
belong to the same eigenvalue #p of the graph Laplacian�
Proof� The proposition is a specialization of ��� thm����
In the case of Ising models this condition means that there is no structure in the
interaction coe�cients Jij � i�e�� all the Jij are assigned as i�i�d� random numbers�
Thus the SherringtonKirkpatrick Hamiltonian is isotropic� while short range spin
glasses do not have this property�
In general� the number of uncorrelated nonzero Fourier coe�cients in an isotropic
elementary random �eld equals the dimension m#p� jIpj of the correspondingeigenspace of the graph Laplacian �"� This observation suggests to interpretisotropy as a maximum entropy type condition� Given the parameters �p� the
�most random� choice of coupling constants are Gaussian random variables ful�ll
ing i� through iii�� On the other hand� the �p are closely related to the expected
autocorrelation function E �rs�� in the isotropic case because
E�� Xk�Ip
jakj��� m#p��p � ���
where m#p� denotes the multiplicity of the eigenvalue #p� Equ���� then implies
that the autocorrelation functions is determined by the �p�s� The converse follows
from the discussion in ���� ��� In particular� a Gaussian isotropic elementary
random �eld is the maximum entropy model subject to prescribed parameters �p
in equ����� Derrida�s pspin models ����� for instance� are the maximum entropy
models with the single constraint that only one order of interaction contributes to
the Hamiltonian� The random energy model ���� can be regarded as the maximum
entropy model subject to the constraint that the constants �p are all equal� see ���
for a proof�
Theorem � in ref���� implies that an isotropic random �eld on any Cayley graph of a
commutative group is pseudoisotropic� Thus the XYHamiltonian is not isotropic
on either con�guration space for � � � because it is not even pseudoisotropic
as we have seen above� For � �� however� the XY model coincides with the
SherringtonKirkpatrick Hamiltonian which is known to be isotropic� It will be
� �� �
Garc��a�Pelayo � Stadler� The XY Hamiltonian
interesting to see how and to what extent the XY model deviates from isotropy�
To this end we need to examine the multiplicities of the Laplacian eigenvalues of
the graphs Qn� and Cn�� respectively�
The eigenvalues of Qn� are #p p� for � � p � n with the multiplicities mp
�� ��p�np�� see e�g� ����� The �n�� independent coupling constants imply that H is
contained in a�n�
�dimensional subspace of the ������n�� dimensional eigenspace
of #�� Restricting the spinorientations to a plane hence severely restricts the
structure of the Hamiltonian for larger � in comparison to an isotropic model
with the same correlation structure�
For the graphs Cn� we obtain similar results� see Lemma � in section �� The eigenvalue #��� is �
�n�
�fold degenerate if � � �� An orthogonal set of basis functions
for its eigenspace is
fsin �i sin �j � cos �i sin �j � sin �i cos �j � cos �i cos �j��i j g ���
A simple transformation yields the basis function from which the XY Hamiltonians
are constructed�
fcos�i � �j� � cos�i �j� � sin�i � �j� � sin�i �j��� i j g ���
As in the case of the Hamming graphs� the XY models do not span a complete
eigenspace� However� their contribution does not decrease with increasing � on the
graphs Cn� � Intuitively one would expect that the XY models behave �almost� likeisotropic random �elds� and that deviations become more prominent on Hamming
graphs with large ��
Remark� The multiplicities of the eigenvalues of �su�ciently� symmetric graphs
are large� As a consequence the cost function of an isotropic random �eld is
composed of a large number uncorrelated random variables at each point x in
con�guration space�� Thus the central limit theorem tells us that the distribution
of the cost function itself should be approximately Gaussian in such systems�
� �� �
Garc��a�Pelayo � Stadler� The XY Hamiltonian
�� The Correlation Length Conjecture
Metastable states or local optima are an intrinsic property of a rugged landscape�
In fact� Palmer ���� used the existence of a large number of local optima to de
�ne ruggedness� We say that x � V is a local minimum of the landscape f if
fx� � fy� for all neighbors y of x� The use of � instead of is conventional
���� ���! it does not make a signi�cant di�erence for spin glass models� Local
maxima are de�ned analogously� The number N of local optima of a landscape�
however� is much harder to determine than its autocorrelation function rs� or its
correlation length �� We shall sometimes use the subscript n in order to emphasize
the dependence on the number of spins�
As it appears that Nn and �n are two sides of the same coin we search for a con
nection between the two quantities� For random �eld models de�ned on Hamming
graphs Qn� it will be convenient to use the constant
� def��� lim
n��
n
rE �Nn�
�n���
as a description of the scaling of the number of local optima� Some papers use
� def
��� limn��
�
nlog�E �Nn�
����
or � log� log� instead of �� The constants are related by
� �� e�
�� ���
The expected number E �N � of metastable states has been determined by variousstatistical mechanics methods for a selection of Ising models di�ering in the as
signment of the interaction coe�cients� These can be drawn independently from
a Gaussian distribution as in the SherringtonKirkpatrick model ���� or one may
assume that the spins are arranged on a two or threedimensional lattice with
nonzero interactions only between neighbors on the lattice� The Sherrington
Kirkpatrick model received considerable attention around ����! at least three
groups have computed the number of local minima of the SK model by means
of what are now considered standard methods in Statistical Mechanics� Tanaka
� �� �
Garc��a�Pelayo � Stadler� The XY Hamiltonian
and Edwards ���� computed the expected number of local optima E �N �� while Brayand Moore ���� and De Dominicis et al� ���� used a replica approach to evaluate
E �lnN �� These papers provide also a detailed analysis of the distribution of localminima as a function of their energies� The common result of the three groups is
limn��
�
nlog E �Nn� lim
n��
�
nE �logNn� ��� � ������� ���
The numerical value is obtained as the solution of a set of coupled algebraic equa
tions� For the case of short range spin glasses� in which only a small number z of
coupling constants Jij are nonzero for any given spin i� a slightly larger number
of local optima has been found
limn��
�
nlog E �Nn� lim
n��
�
nE �logNn� ���
��
z Oz��� ���
where �� � ������ ���� ���� The only known case in which the logarithmic averagedeviates from the direct average is the linear spin chain� Derrida and Gardner ����
found log E �Nn�n � ln��� � ������ and E �logNn�n � ln ��� � ������ for
this example�
Since all Ising models have the same correlation length �n n� ���� ��� but
somewhat di�erent values of N � we cannot hope for a simple formula relating� and E ��� for general random �eld models� Isotropy de�nes what a �typical�
landscape looks like when the amplitudes E �Bp�� i�e�� the autocorrelation function
E �rs��� are prescribed� Using this maximum entropy condition we should be ablein principle to estimate the density of metastable states in isotropic Gaussian
random �eld models from the correlation function� simply because the model does
not contain more information� The correlation length � determines the single non
zero amplitude in elementary random �elds� We would therefore expect a close
relationship between � andN for Gaussian elementary isotropic random �elds� The
functional form of this relation will of course depend on the geometric properties
of the underlying graph�
A heuristic argument linking local optima and correlation measures runs as follows�
For a typical elementary landscape we expect that the correlation length � gives
a good description of its structure because the landscape does not have any other
distinctive features� Since � de�nes the size of the mountains and valleys of the
� �� �
Garc��a�Pelayo � Stadler� The XY Hamiltonian
landscape it should also allow to estimate the number of local optima� As there are
many directions available at each con�guration we expect there are only very few
metastable states besides the summit of each of these �sized mountains � almost
all of the con�gurations will be saddle points with at least a few superior neighbors�
This picture was �rst developed in ���� with the symmetric Travelling Salesman
Problem as an example� where it gave a surprisingly accurate estimate for the
number of local optima� Since we measure � along a random walk but attempt
to de�ne the radius of a mountain in terms of the intrinsic distance measure on
� is seems reasonable to de�ne R�� as the average distance that is reached by
the random walk in � steps� With the notation BR� for the number of vertices
contained in a ball of radius R in � we have therefore the following
Conjecture� In an isotropic elementary random �eld we expect
E �N � � N
BR���� ���
Table ��Metastable States in Elementary Isotropic Random Fields�
Model Graph � lim npProbfloc�opt�g Relative
best estimate� conjecture ErrorRef� Ref� in '
SK Qn� ������� S ���� ��� ��� ������� ���� ���
�spin Qn� ������ N ���� ������ ���� ���
�spin Qn� ������ N ���� ������ ���� ���
�spin Qn� ������ N ���� ������ ���� ���
�spin Qn� ������ N ���� ������ ���� ���
GBP� Jn� n�� ������� N ���� ������� ���� ���� ���symmetric TSP �Sn� T � nonexp� N ���� � ������n
�n��� ���� � �y� The best estimates for � are either obtained by statistical mechanics methods �S� such asreplica calculations or by means of numerical simulations �N��
y Relative error of log�Nn�n�� compared with log����� �n��n����� averaged over the availablenumerical data�
Derrida�s p�spin Hamiltonian is H��� �X
i��i�����ip
Ji�i����ip�i��i� � � � �ip with i�i�d� Gaussian
coupling constants Ji�i����ip �� The graph bipartitioning problems is discussed in detail in �����
� �� �
Garc��a�Pelayo � Stadler� The XY Hamiltonian
There is a fair amount of computational evidence for this conjecture� see table ��
For the TSP example from ���� using R�� instead of � makes no di�erence since
R��� � � for large TSP problems� In ���� it is shown that the conjecture
works extremely well for Derrida�s pspin Hamiltonians including the Sherrington
Kirkpatrick model� A similar result is obtained for the landscape of the Graph
Bipartitioning Problem ����� In addition� one obtains reasonable estimates for
Kau�man�s Nk landscapes ����� A few counterexamples are known as well! all of
them strongly violate the maximum entropy assumption�
In the following two sections we evaluate the correlation length conjecture for
the XYHamiltonian� This model is interesting for a number of reasons� It is
elementary on two fairly di�erent types of graphs� in both cases it belongs to
the thirdsmallest eigenvalue of the graphs Laplacian� It shares this property
among others with the symmetric TSP� the graph bipartitioning problem� the
graph matching problem ���� The XY Hamiltonian violates isotropy� but not very
strongly� The extent of the violation is constant for the graphs Cn� while it getsworse with increasing � on Hamming graphs� This fact makes the XY Hamiltonian
an ideal model for a systematic investigation of the e�ects of anisotropy� And
�nally estimates for � obtained by a cumulant expansion technique have been of
obtained by Tanaka and Edwards �����
The strategy for the evaluation of the correlation length conjecture is the following�
By virtue of equ���� the conjecture can be recast in the form
� � limn��
np�B�n� � ���
De�ning the scaled correlation length
� limn��
�nn ���
and the scaled correlation radius
(� def
��� limn��
�
nRn �� � ���
we �nally arrive at
� � limn��
n
q�Bn (�� � ���
We have hence to evaluate the relaxation behavior of simple random walks on the
con�guration space and the number of vertices contained in ball of given radius in
�� The technical details of these computations can be found in appendix A�
� �� �
Garc��a�Pelayo � Stadler� The XY Hamiltonian
�Metastable States on Hamming Graphs
The average radius Rs� that is reached by an unbiased walker after s steps on a
Hamming graph Qn� is
Rs� n�� ��
������ �
n
�
�� ��s�
� ���
as shown in appendix A� The scaled correlation radius is thus
(� �� ��
h�� e� �
���i� ���
From equ���� we obtain �nally
Lemma �� (� �� ��
�� �p
e
�
Having estimated the radius of the mountains in our landscape we now turn to
computing their volume�
De�nition� ���� Let V be the vertex set of a graph� For each vertex x � V let
�xd� we denote the number of vertices in distance d from x� i�e��
�xd� �� f y � V j dx� y� d g �� � ���
The sequence �xd�� is called the distance degree sequence of vertex x� A graph
is distance degree regular if �xd�� is independent of x� which is true for both Qn�
and Cn�� We shall therefore drop the index x�
The distance degree sequences are known explicitly for many highly symmetric
families of graphs� In particular we have
Lemma �� The Hamming graph Qn� is distance degree regular� Its distance degree
sequence is
�d� �� ��d�n
d
�� ���
The volume of a ball is of course
BR� RXd��
�d� � ���
� �� �
Garc��a�Pelayo � Stadler� The XY Hamiltonian
We have (� � � � ��� on Hamming graphs� thus Bn(�� � �n(�� up to a mul
tiplicative correction of at most a factor of n� Using Stirling�s approximation for
the factorials in the binomial coe�cients yields
�(�� �� (���
(�
�� (���� ��
��� ���
The numerical values for �(�� in table � have been obtained with the help of
Mathematica�
Table ��Local Minima of the XY Hamiltonian on Hamming graphs�
� �(�� � Stat�Mech Numerical� �������� ��������� �������� ����� ��� ��� ������� ������� ����� �������� ��������� �������� y���� ������ ������� �������� ��������� ������ ������� �������� ��������� ������ ������� �������� ���������
� Exact result�y From a cumulant expansion� not exact�
Numerical estimates for the fraction Nn�n of metastable spin con�gurations are
straight forward but quite time consuming� at least for larger values of � because
local optima become an exceedingly rare phenomenon� In fact� the total number
of metastable states increases exponentially with n� but with a much smaller rate
than the total number of con�gurations� Computer experiments hence are looking
for the proverbial needle in the haystack� We have been able to obtain reasonably
accurate estimates only for � �� �� �� see table �� Figure �a shows our results�
Data for � �� the SherringtonKirkpatrick spin glass� are reported in ����� We
note an increasing discrepancy between the numerical estimates and the predic
tions from the correlation length conjecture� which we attribute to the increasing
deviations from isotropy for large values of �� We shall return to this point in the
discussion�
� �� �
Garc��a�Pelayo � Stadler� The XY Hamiltonian
5 10 15 20Number of Spins n
-20
-15
-10
-5
0lo
g(P
rob{
loc.
opt.}
)/lo
g(al
pha)
3
4
5
5 10 15 20Number of Spins n
-20
-15
-10
-5
0
log(
Pro
b{lo
c.op
t})/
log(
alph
a)
4
5
a b
Figure �� Numerical estimates for the number of metastable states of the XY Hamiltoniana� Hamming graphs� Data for � � � and � � � are o�set by �� and ��� respectively�b� Direct products of cycles� Data for � � � are o�set by ���
�Metastable States on Direct Products of Cycles
The relaxation of simple random walks on Cn� is discussed in appendix A� One�nds
(� ���� ���Xk��
w��k exp
���� cos ��k
�
��
���
for � � �� The coe�cients ���� and w��k are tabulated in the appendix for
� � � � ��� In particular we have
(� �� � �
�e���� for � �
(� �� e� for � �(� �
� � ��e��� � �
�e�� for � �
���
The scaled correlation length of the XYHamiltonian on Cn� is � �� sin����� � In
table � we show the scaled correlation radii (� for the XY Hamiltonian on Cn��
� �� �
Garc��a�Pelayo � Stadler� The XY Hamiltonian
Table �� Scaled correlation radii for the XY Hamiltonian on Cn� �
� � �n (�� �� ���������� �� ���������� ��������� ���������� � ���������� ��������� ���������� ��������� ���������� ��������� ����������� ��������� ���������
The distance degree sequence of the graphs Cn� is much more complicated to evaluate� This is due to the fact that Cn� is not vertex transitive� i�e�� not all pairs ofsequences with a given distance are equivalent in this graph� see �����
Lemma �� Cn� is isomorphic with the Hamming graph Q�n� �
Proof� In the graph Cn� we relabel the vertices using the translation table
�� �� � �� �� � ��� �
Each spinorientation then corresponds to a string of length �� and neighboring
con�gurations)strings di�er in exactly one of the two positions� i�e�� the distance
of two singlespin con�gurations is the Hamming distance of their twoletter codes�
Consequently the graph Cn� is isomorphic to the Boolean hypercube of strings oflength �n� i�e�� Cn� � Q�n
� �
As an immediate consequence we have ��d�
��n
d
�and
��(�� limn��
n
qBn(�� lim
n��
n
q�n(��
�
�� (���
��� (�(�
�
���
for d n(� since (� � �� We have not succeeded in �nding explicit expressions for�d� for � � �� It is possible� however� to compute
�(�� limn��
�
nlogBn(�� lim
n��
�
nlog �n(�� � ���
� �� �
Garc��a�Pelayo � Stadler� The XY Hamiltonian
Table ��Local Minima of the XY Hamiltonian on Direct Products of Cycles�
� �(�� � Stat�Mech Numerical� �������� ��������� �������� ����� ��� ��� ������� ������� ����� �������� ��������� �������� y���� ������ ������� �������� ��������� �������� y���� ������ ������� �������� ��������� �������� y���� ������ ������� �������� ��������� �������� y����� �������� ��������� �������� y����� �������� ��������� �������� y����� �������� ��������� �������� y������ �������� ��������� �������� y����
� Exact result�y From a cumulant expansion� not exact�
see appendix B�
Numerical values of �(�� can be found in table �� These can be obtained with
arbitrary precision� The cases � � and � � are Hamming graphs and have
already been dealt with in the previous section� In the case � � we have(� �� �pe � ��������� Thus we have Bn(�� � �n(�� � �������n� and
��� � log�������� log�� � �������� �This is in excellent agreement with the data reported in ����� Explicit expres
sions for �(�� can be obtained very easily using Mathematica or another symbolic
mathematics package� As an illustration we display here the result for � ��
�(�� ���� �����(� � ������� � (������
with � ��
(� � �
q�� (� � ���
� For larger values of � we obtain much more
complicated expressions which we shall not reproduce here�
Numerical simulations for � � and � � are summarized in �gure �b� The data
agree very well with the statistical mechanics calculations in ����� The quality of
the estimate from the correlation length conjecture is not perfect� but much better
than for the Hamming graphs see the previous section�� We �nd a relative error
of less than �' for �� which translates to about ��' relative error for ��
� �� �
Garc��a�Pelayo � Stadler� The XY Hamiltonian
��Discussion
In this contribution we have investigated the discrete XY Hamiltonian on two
di�erent types of con�guration spaces corresponding to the two natural de�nitions
of neighborhood between spin con�gurations� The reorientation of a single spin
into an arbitrary direction gives rise to the Hamming graphs Qn�� while changing
the current orientation of a single spin by the smallest possible angle� �����yields a direct product of cycles Cn� � We have focused our attention at the thegeometric properties of an individual XY landscape with �xed coupling constants
Jij and to the properties of the random �eld model that is obtained by assigning
the coupling constants i�i�d� from a Gaussian distribution�
Many important examples of landscapes are elementary� i�e�� up to an additive
constant� they ful�ll a discrete analogue of the Helmholtz equation "f �f ��
where " is the graph Laplacian of the con�guration space on which the landscape
is de�ned� Examples include Derrida�s pspin models� and the landscapes of the
best known combinatorial optimization problems such as the traveling salesman
problem� The XY Hamiltonian is elementary on both Qn� and Cn� � In both cases
it belongs to the third smallest eigenvalue� i�e�� the second �excited state�� just
like most of the combinatorial optimization problems studied so far ����� Ele
mentary landscapes exhibit a characteristic distribution of local optima on the
con�guration space which depends crucially on the corresponding eigenvalue # of
the Laplacian� In particular� the location of # in the spectrum of the Laplace
operator determines the maximum number of nodal domains� that is the maxi
mum number of disconnected islands of values of f that are below average �����
The nearest neighbor correlation is directly linked to the eigenvalue #� which can
therefore serve as a measure of the ruggedness� In fact� the correlation length of
an elementary landscape is given by � D#� where D is the number of neigh
bors� The �correlation length conjecture� ���� suggests that the number of local
optima of a �typical� landscape can be estimated from its correlation length ��
More precisely� one expects on the order one local optimum on a mountain with a
radius that is determined by the correlation length ��
� �� �
Garc��a�Pelayo � Stadler� The XY Hamiltonian
The notion of statistical� isotropy was introduced from a purely geometric point of
view ��� ���� It translates� however� to a notion of a �typical landscape� with a pre
scribed correlation function� Given an orthonormal basis f��k g of the eigenspace
belonging to the eigenvalue # of the graph Laplacian of the con�guration space�
we can write f $f P
k ak��k � In fact� it can be shown ��� for the types of con�g
uration spaces considered in this contribution that f is isotropic if and only if the
coe�cients ak are uncorrelated random variables� Assuming in addition that the
ak are drawn from a Gaussian distribution we observe that a Gaussian isotropic
random �eld is exactly the maximum entropy model with a prescribed autocorre
lation function� Isotropy is an important property also from a practical point of
view because it has become clear in computer simulations ���� ��� that plateaus�
ridges� and other anisotropies strongly in�uence adaptation on a landscape ����
����
Recent numerical surveys provided good evidence that the �correlation length
conjecture� allows for a fairly accurate prediction of the number of local optima
metastable states� of isotropic elementary random �eld models ���� ��� ��� ����
Systems that are known to deviate from the conjecture� on the other hand� have
strongly constrained coe�cients ak� For instance� in shortrange Ising spin glasses
most of the coupling coe�cients are zero ����� and the graph matching problem
can be treated as a TSP with a severely constrained distance matrix �����
The XY model is not quite isotropic on both types of con�guration spaces� The
deviations from isotropy increase with � on the Hamming graphs * and so do
the discrepancies between the prediction of the correlation length conjecture and
numerical estimates of the number of local optima� For the graphs Cn� the relativedeviation from isotropy as measured by the fraction of independent coe�cients�
does not depend on �� The quality of the predictions obtained by the correlation
length conjecture is reasonable but not as good as for the isotropic cases discussed
in the literature� The data presented in this contribution thus support the idea that
there could be quantitative relation between the deviations from the �correlation
length conjecture� and the �degree of anisotropy�� For Ising models it has been
found ���� that the deviation is proportional to �z� where z is the number of
nonzero coupling constants per spin� Note that �z can be regarded as a measure
for the deviations from isotropy� More work will be necessary in order to establish
� �� �
Garc��a�Pelayo � Stadler� The XY Hamiltonian
a detailed understanding of di�erent aspects of ruggedness in landscapes and their
random �eld models�
Acknowledgments
This work on this study began while P�F�S� was a guest of UNAM in Mexico City in
summer ����� Thanks to the colleagues at the Instituto de F��sica and the Instituto
de Ciencias Nucleares for stimulating discussions and for their hospitality� R�GP�
wants to thank the Departamento de F��sica Fundamental� UNED� Madrid� for
their hospitality during the �nal stages of this work�
Appendix A� Relaxation of Simple Random Walks
Consider a graph X n� the graph product of n identical copies of a regular graph X �The distance in X n is given by the sum of the distances in the individual factors�
d�x� �y� nXi��
dixi� yi� � A���
In this section we shall be concerned mainly with the expected distance Rs� of
a simple random walk of s steps on the graph� A closely related quantity is the
distance from the starting point within a single copy X � To this end we consider arandom walk on X that pauses with probability �� � and moves to one of the K
neighbors in X with probability �K� The transition matrix of this random walk
is
T� �� ��I �
KAX �� �
K"X � A���
where I is the identity matrix� AX is the adjacency matrix of the Kregular graph
X and �"X def���AX �KI is its Laplacian� Let ��� s� denote the average distance
from the origin at time step s�
Lemma A��� The average distance Rs� of a simple random walk on X n is given
by
Rs� n��n� s� � A���
� �� �
Garc��a�Pelayo � Stadler� The XY Hamiltonian
Proof� The simple random walk on X n performs a step in a particular factor Xwith probability �n at each given timestep� Thus the expected distance after
s steps within a given factor X is exactly ��n� s�� Since there are n identical
factors the lemma follows�
The next step is to derive an explicit expressions for ��� s�� Let f�ig denote acomplete set of eigenvectors ofAX � with associated eigenvalues �i� Furthermore let
� denote the starting point of the random walk� and let pxs denote the probability
that the walk is in position x at time s� Then
pxs Xy
�Ts�xy���y Xy
�Ts�xyXi
�i��
k�ik��iy� Xi
�i��
k�ik� �si �ix� � A���
where �idef
��� �� �� �K�i �� ��iK is the eigenvalue of the transition matrix
T belonging to the eigenvector �i of the graph Laplacian �"X � As usual� �i�j isKronecker�s symbol� The norm of the eigenvectors is of course k�ik�
Px �ix�
��
The expected distance ��� s� is then given by
��� s� Xx
pxsdX �� x� � A���
This method was explored in ����� In general it is not easy to evaluate since it
requires detailed knowledge of the eigenvalues and eigenvectors of the graph X �
Lemma A��� Let Q� be the complete graph on � vertices� Then
��� s� �� ��
������ �
�
�� ��s�
� A���
Proof� For complete graphs we have dX �� x� � for all x � �� The eigenvalues ofthe complete graph Q� are ���� which is simple� with eigenvector �� �� � � � � ���and ��� which is �� ��fold degenerate and all its eigenvectors are orthogonal to��� see� e�g�� ����� The eigenvalues of the transition matrix T are
�� ���� �
�� ����� � and �i ���� �
�� ���� ����
�� � �
� �� �
Garc��a�Pelayo � Stadler� The XY Hamiltonian
for � � i � n� Thus
��� s� �� p��s ��nXi��
�i���
k�ik� �si ��
�����
k��k� ��s � �s�
nXi��
�i���
k�ik�
�� �
� �s�
�����
k��k� � �s�
nXi��
�i���
k�ik� �� ��
�s�
�
�� ����
�
and the lemma follows�
Corollary� On a Hamming graph Qn� we have
Rs� n�� ��
������ �
n
�
�� ��s�
� A���
Proof� Follows immediately from the above two lemmas� The same result was
obtained by di�erent methods in �����
In order to use this formalism for the graphs Cn� we need to compute the seriesexpansion of the Kronecker delta in terms of the eigenfunction of the cycle graphs
C�� Let us label the vertices by ����� � � �! depending on whether � is even orodd we have either one vertex labeled �� or two vertices labeled �� � ��� atthe maximum distance from �� We have already encountered the eigenvalues and
eigenvectors of the cycle graphs at the end of section �� The eigenvalue �� �
with eigenvector � and the eigenvalue ���� for even �� are simple� All the other
eigenvalues have multiplicity mk �� In order to �nd the eigenvalues of the
transition matrix T we substitute the eigenvalues of the cycles from equ���� and
set K � since each vertex has � neighbors� We obtain
�k �� �
�� cos
���k
�
�� A���
Using equ���� and A��� we can now compute the probability that the walker is
in position x at time step s� for the eigenvalues of the transition matrix T we have
pxs �
��s�
�������Xk��
sin��
k sink k� sin���k
�x
��sk
���Xk��
cos��
k cosk k� cos���k
�x
��sk �
� �� �
Garc��a�Pelayo � Stadler� The XY Hamiltonian
The sineterms vanish of course� The eigenvectors of a distance regular graph with
N vertices ful�ll ���� p�����k�kk�����
N
mk� A���
Thus we have
pxs �
��s�
���Xk��
mk
�cos
���k
�x
��sk A����
and therefore
��� s� Xx
jxjpxs �
�
Xx
jxj ���Xk��
mk
�
�Xx
jxj cos���k
�x
���sk � A����
The brackets can be evaluated using equ������� in ����� One obtains di�erent
expressions for odd and even values of �� respectively�
%w��kdef
���
Xx
jxj cos���k
�x
�
�������������
�
�������Xj��
j cos
���k
�j
�
�
�����Xj��
j cos
���k
�j
�
�
�cosk��
� �
�� cos ��k�
� ���� �� ���
k cos
�k�
�
�for odd �
�� ���k for even �
For the constant term we �nd ��� �������� for odd � and ��� �� for
even �� respectively� Setting w��k mk�� %w��k we obtain the desired expansion
for the distance on the cycle graph�
��� s� ���� ���Xk��
w��k �sk � A����
The coe�cients for small values of � are tabulated in table ��
It is now easy to obtain numerical values for
(� limn��
��n� n�� ���� ���Xk��
w��k limn��
�� �
n
�kK
n�
���� ���Xk��
w��k limn��
��� �
n�
�n���k�K ����
���Xk��
w��ke��k�
K
� �� �
Garc��a�Pelayo � Stadler� The XY Hamiltonian
Table ��Coe�cients w��k for the relaxation of random walks on cycle graphs�
� ���� w��� w��� w��� w��� w���
� �� ���� � �� �� �� ���������� ����������� �� ��� � ���� ��� ���������� ���������� ����������� � ���������� � ���������� �� ��� ���������� ���������� ��� ������������ �� ���������� � ���������� � ����
Substituting the explicit expression for �k and K � �nally yields
(� ���� ���Xk��
w��k exp
���� cos ��k
�
��
A����
for � � ��
Appendix B� The Distance Degree Sequence of Cn�
Since Cn� is vertex transitive we may choose an arbitrary reference con�guration�say all spins +up�� The con�gurations can be classi�ed by the numbers nk of spins
that di�er by ���k�� from the reference con�guration� The common distance
of all these con�gurations from the reference con�guration is of course
d X
k��
knk � B���
The number of con�gurations with given values of nk can be estimated by the
largest term with this property up to an error of at most a factor On��� Theseare
Sn
�n
n�n��
n�� � � � n
�and Sn
�n
n�n��
n�� � � � n�
�n��
�B���
for even and odd values of �� respectively� The factors �� arise from the fact that
there are two con�gurations� �k� which give rise to the same distance contribution�
� �� �
Garc��a�Pelayo � Stadler� The XY Hamiltonian
Summing over all values of nk that yield a total distance d provides us with the
desired number ��d�� Since there are � sums running from � up to at most n we
�nd that the largest individual term of the above form approximates ��d� with
an error of at most On ��
It is convenient to introduce the fractions qkdef
���nkn and the function
Gq�� q�� � � � � q � limn��
�
nlogSn
��q� log q�
��Xd��
qd logqd�� q logq m��
B���
with m� � or � depending on whether � is even or odd� We have used Stir
ling�s approximation logn,� � n logn� n here� which again introduces only non
exponential errors� Maximizing the multinomial coe�cient is equivalent to �nding
the maximum Gmax(�� of Gq�� q�� � � � � q � subject to the constraints
Xj��
qj � and X
j��
j qj d
n (� � B���
Hence we may estimate ��d� � expnGmaxdn�� with a nonexponential error
term� This approach has been termed maximum entropy approximation because
G has the form of Boltzmann�s entropy� It should not be confused with the �max
imum entropy� interpretation of isotropy in section ��
Using the method of Lagrange multipliers we can �nd the maximum of this function
of � � variables subject to the constraints that the distribution is normalized
and that its mean is (�� i�e�� we have to solve for the unconstrained maximum of
F �q!u� v� def
���Gq�� q�� � � � � q � u
� X
j��
qj � �!A v
� X
j��
jqj � (�!A � B���
where u and v are Lagrange multipliers� From �F�qk � we obtain the condi
tions
logqk %mk� u� � kv B���
� �� �
Garc��a�Pelayo � Stadler� The XY Hamiltonian
for the stationary point� where %mk is � or � according to the corresponding entries
in the multinomial coe�cient� We set s def
��� expu� �� � � and t def
��� expv� � ��
The equations for the maximum become
qk s %mktk � s
Xk��
%mktk � � s
Xk��
k %mktk (� � B���
Eliminating s we are left with the algebraic equation
(� X
k��
%mktk
Xk��
k %mktk � B���
which has a unique positive solution (t(�� for � (� �� It is straight forward to
check that (t is a monotonously increasing function of the parameter (�� We obtain
a simple expression for the maximum value of G in terms of the solutions (t(�� and
(s(���
Gmax(�� � X
j��
(s(�� %mj(t(��j log(s(��(t(��j�
� log (s(�� (s(�� X
j��
%mj(t(��j � log (t(�� (s(��
Xj��
%mj(t(��jj
� log (s(��� (� log (t(��
B���
It is now easy to show that Gmax(�� is unimodal on �� ��� In fact� taking the
derivatives in equ�B��� yields
dGmax
d(� � log (t(�� B����
which is positive if (t(�� � and negative for (t(�� larger than �� Since (t is
monotonously increasing there is a unique value $� such that (t$�� �� The de�ni
tion of (t implies
$� X
k��
%mk $�� X
k��
k %mk
���� if � is even
�� � ��� if � is oddB����
i�e�� $� is the average distance of two randomly chosen points on C�� We �ndGmax$�� � log (s$�� log�� Adding the distance classes up to n(� introduces an
� �� �
Garc��a�Pelayo � Stadler� The XY Hamiltonian
error of at most a factor On� in comparison with the largest term in the sum�
Since Gmax(�� is monotonously increasing for (� � $�� we have
Bn(�� ��expnGmax(��� for (� � $�
�n for (� � $�B����
up to nonexponential corrections� Our �nal result is thus
�(�� �Gmax(��
log�B����
for the graphs Cn� � because (� $� for all �� Note that this is an exact result because
all errors in the above derivation are nonexponential� Thus we can compute
Gmax(�� with arbitrary precision�
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