Amazon Web Services · Isotrop y and Metastable States The Landscap e of the XY Hamiltonian...

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Isotropy and Metastable States: The Landscape of the XY Hamiltonian Revisited Ricardo Garcia-Pelayo Peter F. Stadler SFI WORKING PAPER: 1996-05-034 SFI Working Papers contain accounts of scientific work of the author(s) and do not necessarily represent the views of the Santa Fe Institute. We accept papers intended for publication in peer-reviewed journals or proceedings volumes, but not papers that have already appeared in print. Except for papers by our external faculty, papers must be based on work done at SFI, inspired by an invited visit to or collaboration at SFI, or funded by an SFI grant. ©NOTICE: This working paper is included by permission of the contributing author(s) as a means to ensure timely distribution of the scholarly and technical work on a non-commercial basis. Copyright and all rights therein are maintained by the author(s). It is understood that all persons copying this information will adhere to the terms and constraints invoked by each author's copyright. These works may be reposted only with the explicit permission of the copyright holder. www.santafe.edu SANTA FE INSTITUTE

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Page 1: Amazon Web Services · Isotrop y and Metastable States The Landscap e of the XY Hamiltonian Revisited Ricardo Gar c aPela yo a and Peter F St adler bc a Instituto de F sica Univ ersidad

Isotropy and Metastable States:The Landscape of the XYHamiltonian RevisitedRicardo Garcia-PelayoPeter F. Stadler

SFI WORKING PAPER: 1996-05-034

SFI Working Papers contain accounts of scientific work of the author(s) and do not necessarily represent theviews of the Santa Fe Institute. We accept papers intended for publication in peer-reviewed journals or proceedings volumes, but not papers that have already appeared in print. Except for papers by our externalfaculty, papers must be based on work done at SFI, inspired by an invited visit to or collaboration at SFI, orfunded by an SFI grant.©NOTICE: This working paper is included by permission of the contributing author(s) as a means to ensuretimely distribution of the scholarly and technical work on a non-commercial basis. Copyright and all rightstherein are maintained by the author(s). It is understood that all persons copying this information willadhere to the terms and constraints invoked by each author's copyright. These works may be reposted onlywith the explicit permission of the copyright holder.www.santafe.edu

SANTA FE INSTITUTE

Page 2: Amazon Web Services · Isotrop y and Metastable States The Landscap e of the XY Hamiltonian Revisited Ricardo Gar c aPela yo a and Peter F St adler bc a Instituto de F sica Univ ersidad

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

Page 3: Amazon Web Services · Isotrop y and Metastable States The Landscap e of the XY Hamiltonian Revisited Ricardo Gar c aPela yo a and Peter F St adler bc a Instituto de F sica Univ ersidad

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 �

� � �

Page 4: Amazon Web Services · Isotrop y and Metastable States The Landscap e of the XY Hamiltonian Revisited Ricardo Gar c aPela yo a and Peter F St adler bc a Instituto de F sica Univ ersidad

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 � � ��

� � �

Page 5: Amazon Web Services · Isotrop y and Metastable States The Landscap e of the XY Hamiltonian Revisited Ricardo Gar c aPela yo a and Peter F St adler bc a Instituto de F sica Univ ersidad

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 �����

� � �

Page 6: Amazon Web Services · Isotrop y and Metastable States The Landscap e of the XY Hamiltonian Revisited Ricardo Gar c aPela yo a and Peter F St adler bc a Instituto de F sica Univ ersidad

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� ��

� � �

Page 7: Amazon Web Services · Isotrop y and Metastable States The Landscap e of the XY Hamiltonian Revisited Ricardo Gar c aPela yo a and Peter F St adler bc a Instituto de F sica Univ ersidad

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 � ��

� � �

Page 8: Amazon Web Services · Isotrop y and Metastable States The Landscap e of the XY Hamiltonian Revisited Ricardo Gar c aPela yo a and Peter F St adler bc a Instituto de F sica Univ ersidad

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�

� � �

Page 9: Amazon Web Services · Isotrop y and Metastable States The Landscap e of the XY Hamiltonian Revisited Ricardo Gar c aPela yo a and Peter F St adler bc a Instituto de F sica Univ ersidad

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 � � �

� � �

Page 10: Amazon Web Services · Isotrop y and Metastable States The Landscap e of the XY Hamiltonian Revisited Ricardo Gar c aPela yo a and Peter F St adler bc a Instituto de F sica Univ ersidad

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 �

� � �

Page 11: Amazon Web Services · Isotrop y and Metastable States The Landscap e of the XY Hamiltonian Revisited Ricardo Gar c aPela yo a and Peter F St adler bc a Instituto de F sica Univ ersidad

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 � �

����

� � �

Page 12: Amazon Web Services · Isotrop y and Metastable States The Landscap e of the XY Hamiltonian Revisited Ricardo Gar c aPela yo a and Peter F St adler bc a Instituto de F sica Univ ersidad

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

� �� �

Page 13: Amazon Web Services · Isotrop y and Metastable States The Landscap e of the XY Hamiltonian Revisited Ricardo Gar c aPela yo a and Peter F St adler bc a Instituto de F sica Univ ersidad

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�

� �� �

Page 14: Amazon Web Services · Isotrop y and Metastable States The Landscap e of the XY Hamiltonian Revisited Ricardo Gar c aPela yo a and Peter F St adler bc a Instituto de F sica Univ ersidad

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��!

� �� �

Page 15: Amazon Web Services · Isotrop y and Metastable States The Landscap e of the XY Hamiltonian Revisited Ricardo Gar c aPela yo a and Peter F St adler bc a Instituto de F sica Univ ersidad

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

� �� �

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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�

� �� �

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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

� �� �

Page 18: Amazon Web Services · Isotrop y and Metastable States The Landscap e of the XY Hamiltonian Revisited Ricardo Gar c aPela yo a and Peter F St adler bc a Instituto de F sica Univ ersidad

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

� �� �

Page 19: Amazon Web Services · Isotrop y and Metastable States The Landscap e of the XY Hamiltonian Revisited Ricardo Gar c aPela yo a and Peter F St adler bc a Instituto de F sica Univ ersidad

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 �����

� �� �

Page 20: Amazon Web Services · Isotrop y and Metastable States The Landscap e of the XY Hamiltonian Revisited Ricardo Gar c aPela yo a and Peter F St adler bc a Instituto de F sica Univ ersidad

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�

� �� �

Page 21: Amazon Web Services · Isotrop y and Metastable States The Landscap e of the XY Hamiltonian Revisited Ricardo Gar c aPela yo a and Peter F St adler bc a Instituto de F sica Univ ersidad

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� � ���

� �� �

Page 22: Amazon Web Services · Isotrop y and Metastable States The Landscap e of the XY Hamiltonian Revisited Ricardo Gar c aPela yo a and Peter F St adler bc a Instituto de F sica Univ ersidad

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�

� �� �

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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��

� �� �

Page 24: Amazon Web Services · Isotrop y and Metastable States The Landscap e of the XY Hamiltonian Revisited Ricardo Gar c aPela yo a and Peter F St adler bc a Instituto de F sica Univ ersidad

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(�� � ���

� �� �

Page 25: Amazon Web Services · Isotrop y and Metastable States The Landscap e of the XY Hamiltonian Revisited Ricardo Gar c aPela yo a and Peter F St adler bc a Instituto de F sica Univ ersidad

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 ��

� �� �

Page 26: Amazon Web Services · Isotrop y and Metastable States The Landscap e of the XY Hamiltonian Revisited Ricardo Gar c aPela yo a and Peter F St adler bc a Instituto de F sica Univ ersidad

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 ��

� �� �

Page 27: Amazon Web Services · Isotrop y and Metastable States The Landscap e of the XY Hamiltonian Revisited Ricardo Gar c aPela yo a and Peter F St adler bc a Instituto de F sica Univ ersidad

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

� �� �

Page 28: Amazon Web Services · Isotrop y and Metastable States The Landscap e of the XY Hamiltonian Revisited Ricardo Gar c aPela yo a and Peter F St adler bc a Instituto de F sica Univ ersidad

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���

� �� �

Page 29: Amazon Web Services · Isotrop y and Metastable States The Landscap e of the XY Hamiltonian Revisited Ricardo Gar c aPela yo a and Peter F St adler bc a Instituto de F sica Univ ersidad

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 ���� �

�� ���� ����

�� � �

� �� �

Page 30: Amazon Web Services · Isotrop y and Metastable States The Landscap e of the XY Hamiltonian Revisited Ricardo Gar c aPela yo a and Peter F St adler bc a Instituto de F sica Univ ersidad

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 �

� �� �

Page 31: Amazon Web Services · Isotrop y and Metastable States The Landscap e of the XY Hamiltonian Revisited Ricardo Gar c aPela yo a and Peter F St adler bc a Instituto de F sica Univ ersidad

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

� �� �

Page 32: Amazon Web Services · Isotrop y and Metastable States The Landscap e of the XY Hamiltonian Revisited Ricardo Gar c aPela yo a and Peter F St adler bc a Instituto de F sica Univ ersidad

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�

� �� �

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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���

� �� �

Page 34: Amazon Web Services · Isotrop y and Metastable States The Landscap e of the XY Hamiltonian Revisited Ricardo Gar c aPela yo a and Peter F St adler bc a Instituto de F sica Univ ersidad

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

� �� �

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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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Garc��a�Pelayo � Stadler� The XY Hamiltonian

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