We derive the thermodynamic limit of the empirical correlation and response functions in the Langevin dynamics for spherical mixed $p$-spin disordered mean-field models, starting uniformly within one of the spherical bands on which the Gibbs measure concentrates at low temperature for the pure $p$-spin models and mixed perturbations of them. We further relate the large time asymptotics of the resulting coupled non-linear integro-differential equations, to the geometric structure of the Gibbs measures (at low temperature), and derive their FDT solution (at high temperature).
We obtain the analogue of the Crisanti-Sommers variational formula for spherical spin glasses with vector spins. This formula is derived from the discrete Parisi variational formula for the limit of the free energy of constrained copies of spherical spin glasses. In vector spin models, the variations of the functional order parameters must preserve the monotonicity of matrix paths which introduces a new challenge in contrast to the derivation of the classical Crisanti-Sommers formula.
The free energy of multiple systems of spherical spin glasses with constrained overlaps was first studied in arXiv:math/0604082. The authors proved an upper bound of the constrained free energy using Guerra's interpolation. In this paper, we prove this upper bound is sharp. Our approach combines the ideas of the Aizenman-Sims-Starr scheme in arXiv:1204.5115 and the synchronization mechanism used in the vector spin models in arXiv:1512.04441 and arXiv:1512.00370 to prove the matching lower bound. We derive a vector version of the Aizenman-Sims-Starr scheme for spherical spin glass and use the s…
We study the Gibbs measure of mixed spherical $p$-spin glass models at low temperature, in (part of) the 1-RSB regime, including, in particular, models close to pure in an appropriate sense. We show that the Gibbs measure concentrates on spherical bands around deep critical points of the (extended) Hamiltonian restricted to the sphere of radius $\sqrt N q_\star$, where $q_\star^2$ is the rightmost point in the support of the overlap distribution. We also show that the relevant critical points are pairwise orthogonal for two different low temperatures. This allows us to explain why temperature …
We analyze the statics for pure $p$-spin spherical spin glass models with $p\geq3$, at low enough temperature. With $F_{N,β}$ denoting the free energy, we compute the second order (logarithmic) term of $NF_{N,β}$ and prove that, for an appropriate centering $c_{N,β}$, $NF_{N,β}-c_{N,β}$ is a tight sequence. We establish the absence of temperature chaos and analyze the transition rate to disorder chaos of the Gibbs measure and ground state. Those results follow from the following geometric picture we prove for the Gibbs measure, of interest by itself: asymptotically, the measure splits into inf…
We identify simple mechanisms that prevents the onset of disorder chaos for the Ising spin glass model on $\mathbb Z^d$. This was first shown by Chatterjee in the case of Gaussian couplings. We present three proofs of the theorem for general couplings with continuous distribution based on the presence in the coupling realization of stabilizing features of positive density.
The classical result of concentration of the Gaussian measure on the sphere in the limit of large dimension induces a natural duality between Gaussian and spherical models of spin glass. We analyse the Legendre variational structure linking the free energies of these two systems, in the spirit of the equivalence of ensembles of statistical mechanics. Our analysis, combined with the previous work [4], shows that such models are replica symmetric. Lastly, we briefly discuss an application of our result to the study of the Gaussian Hopfield model.
Free energy of non-convex multi-species spherical spin glasses
NYU-ECNU Institute of Mathematical Sciences, NYU Shanghai, China（纽约大学-华东师范大学数学科学研究所，上海纽约大学）；Department of Mathematics, ENS Lyon and CNRS, Lyon, France（里昂高等师范学院数学系与法国国家科学研究中心）
We derive lower bounds for the variance of the difference of energies between incongruent ground states, i.e., states with edge overlaps strictly less than one, of the Edwards-Anderson model on ${\mathbb Z}^d$. The bounds highlight a relation between the existence of incongruent ground states and the absence of edge disorder chaos. In particular, it suggests that the presence of disorder chaos is necessary for the variance to be of order less than the volume. In addition, a relation is established between the scale of disorder chaos and the size of critical droplets. The results imply a long-c…
This paper investigates p-spin distributions for a generic spherical p-spin model; we give a representation of spin distributions in terms of a stochastic process. In order to do this, we find a novel double limit scheme that allows us to treat the sphere as a product space and perform cavity computations. The decomposition into a product space involves the creation of a renormalized sphere, whose scale $R$ will be taken to infinity.
We analyze the coupled non-linear integro-differential equations whose solutions is the thermodynamical limit of the empirical correlation and response functions in the Langevin dynamics for spherical p-spin disordered mean-field models. We provide a mathematically rigorous derivation of their FDT solution (for the high temperature regime) and of certain key properties of this solution, which are in agreement with earlier derivations based on physical grounds.
In a companion paper we developed the generalized TAP approach for general multi-species spherical mixed $p$-spin models. In this paper, we use it to compute the limit of the free energy at any temperature for all pure multi-species spherical $p$-spin models, assuming that certain free energies converge. Importantly, the pure multi-species models do not satisfy the convexity assumption on the mixture which was crucial in the recent proofs of the Parisi formula for the multi-species Sherrington-Kirkpatrick model by Barra et al. (2015) and Panchenko (2015) and for the multi-species spherical mix…
We develop a generalized TAP approach for the multi-species version of the spherical mixed $p$-spin models. In particular, we prove a generalized TAP representation for the free energy at any overlap vector which is multi-samplable in an appropriate sense. Moreover, we show that if a multi-samplable overlap is maximal, then the TAP correction is equal to an analogue of the well-known Onsager reaction term. Finally, in a companion paper we use the results from the current paper to compute the free energy at any temperature for all multi-species pure $p$-spin models, assuming the free energy con…
This paper characterizes the annealed complexity of bipartite spherical spin glasses, both pure and mixed. This means we give exact variational formulas for the asymptotics of the expected numbers of critical points and of local minima. This problem was initially considered by [Auffinger, Chen 2014], who gave upper and lower bounds on this complexity. We find two surprising connections between pure bipartite and pure single-species spin glasses, which were studied by [Auffinger, Ben Arous, Černý 2013]. First, the local minima of any pure bipartite model lie primarily in a low-energy band, simi…
We investigate the energy landscape of the spherical mixed even p-spin model near its maximum energy. We relate the distance between pairs of near maxima to the support of the Parisi measure at zero temperature. We then provide an algebraic relation that characterizes one-step replica symmetric breaking Parisi measures. For these measures, we show that any two nonparallel spin configurations around the maximum energy are asymptotically orthogonal to each other. In sharp contrast, we study models with full replica symmetry breaking and show that all possible values of the asymptotic distance ar…
We focus on spherical spin glasses whose Parisi distribution has support of the form $[0,q]$. For such models we construct paths from the origin to the sphere which consistently remain close to the ground-state energy on the sphere of corresponding radius. The construction uses a greedy strategy, which always follows a direction corresponding to the most negative eigenvalues of the Hessian of the Hamiltonian. For finite mixtures $ν(x)$ it provides an algorithm of time complexity $O(N^{{\rm deg}(ν)})$ to find w.h.p. points with the ground-state energy, up to a small error. For the pure spherica…
We prove that the free energy of any spherical mixed $p$-spin model converges as the dimension $N$ tends to infinity. While the convergence is a consequence of the Parisi formula, the proof we give is independent of the formula and uses the well-known Guerra-Toninelli interpolation method. The latter was invented for models with Ising spins to prove that the free energy is super-additive and therefore (normalized by $N$) converges. In the spherical case, however, the configuration space is not a product space and the interpolation cannot be applied directly. We first relate the free energy on …
In this paper, we study the Crisanti-Sommers variational problem, which is a variational formula for the free energy of spherical mixed $p$-spin glasses. We begin by computing the dual of this problem using a min-max argument. We find that the dual is a 1-D problem of obstacle type, where the obstacle is related to the covariance structure of the underlying process. This approach yields an alternative way to understand Replica Symmetry Breaking at the level of the variational problem through topological properties of the coincidence set of the optimal dual variable. Using this duality, we give…
Excluding some special cases, computing the critical inverse-temperature $β_c$ of a mixed $p$-spin spin glass model is a difficult task. The only known method to calculate its value for a general model requires the full power of the Parisi formula. On the other hand, an easy application of the second moment method to the partition function yields an explicit lower bound $β_m\leq β_c$ to the critical inverse-temperature. Interestingly, in the important case of the Sherrington-Kirkpatrick model $β_m=β_c$. In this work we consider the multi-species spherical mixed $p$-spin models without external…
In this paper, we study the low temperature limit of the spherical Crisanti-Sommers variational problem. We identify the $Γ$-limit of the Crisanti-Sommers functionals, thereby establishing a rigorous variational problem for the ground state energy of spherical mixed $p$-spin glasses. As an application, we compute moderate deviations of the corresponding minimizers in the low temperature limit. In particular, for a large class of models this yields moderate deviations for the overlap distribution. We then analyze the ground state energy problem. We show that this variational problem is dual to …
We prove that the Sherrington-Kirkpatrick model of spin glasses is chaotic under small perturbations of the couplings at any temperature in the absence of an external field. The result is proved for two kinds of perturbations: (a) distorting the couplings via Ornstein-Uhlenbeck flows, and (b) replacing a small fraction of the couplings by independent copies. We further prove that the S-K model exhibits multiple valleys in its energy landscape, in the weak sense that there are many states with near-minimal energy that are mutually nearly orthogonal. We show that the variance of the free energy …
We prove a duality principle that connects the thermodynamic limits of the free energies of the Hamiltonians and their squared interactions. Under the main assumption that the limiting free energy is concave in the squared temperature parameter, we show that this relation is valid in a large class of disordered systems. In particular, when applied to mean field spin glasses, this duality provides an interpretation of the Parisi formula as an inverted variational principle, establishing a prediction of Guerra.
Our goal in this work is to better understand the relationship between replica symmetry breaking, shattering, and metastability. To this end, we study the static and dynamic behaviour of spherical pure $p$-spin glasses above the replica symmetry breaking temperature $T_{s}$. In this regime, we find that there are at least two distinct temperatures related to non-trivial behaviour. First we prove that there is a regime of temperatures in which the spherical $p$-spin model exhibits a shattering phase. Our results holds in a regime above but near $T_s$. We then find that metastable states exist u…
We study the Langevin dynamics for the family of spherical $p$-spin disordered mean-field models and prove that in the limit of system size $N$ approaching infinity, the empirical state correlation and integrated response functions converge almost surely and uniformly in time, to the non-random unique strong solution of a pair of explicit non-linear integro-differential equations introduced by Cugliandolo and Kurchan.
