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Exact solution of the classical dimer model on atriangular lattice
Pavel Bleher
Indiana University-Purdue University Indianapolis, USA
Joint work with Estelle Basor
Painleve Equations and Applications:A Workshop in Memory of A. A. Kapaev
University of Michigan
Ann Arbor, August 26, 2017
Pavel Bleher Dimer model
Dimer Model
Dimer Model
We consider the classical dimer model on a triangular lattice. It isconvenient to view the triangular lattice as a square lattice withdiagonals:
0 1
1
2
2
n
q
r
Pavel Bleher Dimer model
Main Goal
with the weights
wh = wv = 1, wd = t > 0.
Our main goal is to calculate an asymptotic behavior as n →∞ ofthe monomer-monomer correlation function K2(n) between twovertices q and r that are n spaces apart in adjacent rows, in thethermodynamic limit (infinite volume).When t = 1, the dimer model is symmetric, and when t = 0, itreduces to the dimer model on the square lattice, hence changing tfrom 0 to 1 gives a deformation of the dimer model on the squarelattice to the symmetric dimer model on the triangular lattice.
Pavel Bleher Dimer model
Block Toeplitz determinant
Monomer-monomer correlation function as a block Toeplitzdeterminant
Our starting point is a determinantal formula for K2(n):
K2(n) =1
2
√det Tn(φ),
where Tn(φ) is the finite block Toeplitz matrix,
Tn(φ) = (φj−k), 0 ≤ j , k ≤ n − 1,
where
φk =1
2π
∫ 2π
0φ(e ix)e−ikxdx .
Pavel Bleher Dimer model
Block symbol φ(e ix)
The 2× 2 matrix symbol φ(e ix) is
φ(e ix) = σ(e ix)
(p(e ix) q(e ix)q(e−ix) p(e−ix)
),
with
σ(e ix) =1
(1− 2t cos x + t2)√
t2 + sin2 x + sin4 x
andp(e ix) = (t cos x + sin2 x)(t − e ix),
q(e ix) = sin x(1− 2t cos x + t2).
Pavel Bleher Dimer model
The exact solution of the dimer model
The exact solution of the dimer model by Kasteleyn
The exact solution of the dimer model begins with the works ofKasteleyn in the earlier ’60s. Kasteleyn finds an expression for thepartition function Z = ZMN of the dimer model on the squarelattice on the rectangle M × N with free boundary conditions as aPfaffian of the Kasteleyn matrix AK of the size MN ×MN,
Z = Pf AK .
Pavel Bleher Dimer model
Diagonalization of the Kasteleyn matrix
Diagonalization of the Kasteleyn matrix
On the square lattice the Kasteleyn matrix AK can be explicitlyblock-diagonalized with 2× 2 blocks along diagonal, and this givesa formula for the free energy, as a double integral of the logarithmof the spectral function.The spectral function is an analytic periodic function whichvanishes at some points, and this is a manifestation of the factthat the dimer model on a square lattice is critical.
Pavel Bleher Dimer model
Periodic boundary conditions
The exact solution of the dimer model with periodicboundary conditions
Kasteleyn shows that a Pfaffian formula for the partition functionis valid for the dimer model on any planar graph, and also heshows that the partition function of the dimer model with periodicboundary conditions is equal to the algebraic sum of four Pfaffians:
Z =1
2
(−Pf AK
1 + Pf AK2 + Pf AK
3 + Pf AK4
).
Pavel Bleher Dimer model
The work of Fisher and Stephenson
The work of Fisher and Stephenson
Fisher and Stephenson in 1963 derive a brilliant formula for themonomer-monomer correlation function of the dimer model on thesquare lattice K2(n) along a coordinate axis or a diagonal, in termsof a Toeplitz determinant with the symbol
a(θ) = sgn {cos θ} exp[−i cot−1(τ cos θ)
],
with jumps at ±π2 and β = 1
2 .
Pavel Bleher Dimer model
The work of Fisher and Stephenson
The work of Fisher and Stephenson
Fisher and Stephenson apply then a heuristic argument to showthat
K2(n) =B
(1 + o(1)
)n
12
, n →∞.
A rigorous proof of this asymptotics, with an explicit constantB > 0, follows from a general theorem of Deift, Its, and Krasovskyon the Toeplitz determinants of the Fisher–Hartwig type (see alsothe earlier paper of Ehrhardt).The polynomial decay of the correlation function indicates that thedimer model on the square lattice exhibits a critical behavior.
Pavel Bleher Dimer model
The work of Fendley, Moessner, and Sondhi
The work of Fendley, Moessner, and Sondhi
In 2002 Fendley, Moessner, and Sondhi use the method of Fisherand Stephenson to derive a determinantal formula for themonomer-monomer correlation function on the triangular lattice,but are unable to analyze its asymptotics. So they ask Basor howto find the asymptotics of their determinant.
Pavel Bleher Dimer model
The work of Basor and Ehrhardt
The work of Basor and Ehrhardt
Basor, together with Ehrhardt, first rewrite the determinantalformula of Fendley, Moessner, and Sondhi as a block Toeplitzdeterminant, and then they find a nice explicit formula for theorder parameter, by using Widom’s extension of the Szego theoremto block Toeplitz determinants. Let us describe the result of Basorand Ehrhardt in terms of the block Toeplitz generalization of theBorodin–Okounkov–Case–Geronimo formula.
Pavel Bleher Dimer model
BOCG formula
To evaluate the asymptotics of det Tn(φ) as n →∞ we use aBorodin–Okounkov–Case–Geronimo (BOCG) type formula forblock Toeplitz determinants. For any matrix-valued 2π-periodicmatrix-valued function ϕ(e ix) consider the correspondingsemi-infinite matrices, Toeplitz and Hankel,
T (ϕ) = (ϕj−k)∞j ,k=0 ; H(ϕ) = (ϕj+k+1)∞j ,k=0 ,
where
ϕk =1
2π
∫ 2π
0ϕ(e ix)e−ikxdx
Pavel Bleher Dimer model
BOCG formula
Let ψ(e ix) = φ−1(e ix), where the matrix symbol φ(e ix) wasintroduced before, and the inverse is the matrix inverse. Then thefollowing BOCG type formula holds:
det Tn(φ) =E (ψ)
G (ψ)ndet (I − Φ) ,
where det (I − Φ) is the Fredholm determinant with
Φ = H(e−inxψ(e ix)
)T−1
(ψ(e−ix)
)H
(e−inxψ(e−ix)
)T−1
(ψ(e ix)
).
In our case G (ψ) = 1 and
E (ψ) =t
2t(2 + t2) + (1 + 2t2)√
2 + t2
(the Basor–Ehrhardt formula).
Pavel Bleher Dimer model
Order parameter
The Basor–Ehrhardt formula implies that the order parameter isequal to
K2(∞) := limn→∞
K2(n) =1
2
√E (ψ)
=1
2
√t
2t(2 + t2) + (1 + 2t2)√
2 + t2.
Our goal is to evaluate an asymptotic behavior of K2(n) asn →∞. The problem reduces to evaluating an asymptoticbehavior of the Fredholm determinant det (I − Φ), because
K2(n) = K2(∞)√
det (I − Φ) .
Pavel Bleher Dimer model
The Wiener–Hopf factorization of φ(z)
To evaluate det (I − Φ) we need to invert the semi-infinite Toeplitzmatrices T−1
(ψ(e ix) and to do so we use the Wiener–Hopf
factorization of the symbol φ. Let z = e ix . Denote
π(z) =
(p(z) q(z)
q(z−1) p(z−1)
),
so thatφ(z) = σ(z)π(z),
where
σ(z) =1
(1− 2t cos x + t2)√
t2 + sin2 x + sin4 x
is a scalar function.
Pavel Bleher Dimer model
The Wiener–Hopf factorization
The Wiener–Hopf factorization
Our goal is to factor the matrix-valued symbol φ(z) asφ(z) = φ+(z)φ−(z), where φ+(z) and φ−(z−1) are analyticinvertible matrix valued functions on the disk D = {z | |z | ≤ 1}.Denote
τ =1
t.
We start with an explicit factorization of the functiont2 + sin2 x + sin4 x .
Pavel Bleher Dimer model
Factorization of t2 + sin2 x + sin4 x and numbers η1,2
We have that
t2+sin2 x+sin4 x =1
16η21η
22
(z−2 − η2
1
) (z−2 − η2
2
) (z2 − η2
1
) (z2 − η2
2
),
where
η1,2 =1√
2± µ− 2√
1− t2 ± µ, µ =
√1− 4t2 .
The numbers η1,2 are positive for 0 ≤ t ≤ 12 and complex
conjugate for t > 12 .
Pavel Bleher Dimer model
Graphs of η1, η2
The graphs of |η1(t)| (dashed line), |η2(t)| (solid line), the uppergraphs, and arg η1(t) (dashed line), arg η2(t) (solid line), the lowergraphs
Pavel Bleher Dimer model
Wiener–Hopf factorization
Theorem 1. We have the Wiener–Hopf factorization:
φ(z) = φ+(z)φ−(z),
whereφ+(z) = A(z)Ψ(z), φ−(z) = Ψ−1(z−1),
withA(z) =
τ
z − τ,
and
Ψ(z) =1√f (z)
D0(z)P1D1(z)P2D2(z)P3D3(z)P4D4(z)P5,
with
Pavel Bleher Dimer model
Wiener–Hopf factorization
f (z) =(z2 − η2
1)(z2 − η2
2)
4η1η2
and
D0(z) =
(1 00 z − τ
),
D1(z) =
(z − η1 0
0 1
), D2(z) =
(z + η1 0
0 1
),
D3(z) =
(z − η2 0
0 1
), D4(z) =
(1 00 z + η2
),
and
Pj =
(1 pj
0 1
), j = 1, 2, 3, 5; P4 =
(1 0p4 1
).
Pavel Bleher Dimer model
Wiener–Hopf factorization
Here
p1 =i[τ(η2
1 − 1)2 − 2η1(η21 + 1)
]2(η2
1 − 1), p2 = − i(η2
1 + 1)
η21 − 1
,
p3 =iτ(η1 + 1)
2η1, p4 = −2iη1η2
τ, p5 = − iτ
2η1.
Pavel Bleher Dimer model
Idea of the proof
Idea of the proof
The idea of the proof goes back to the works of McCoy and Wu onthe Ising model, and even before to the works of Hopf andGrothendieck.Let us recall that φ(z) = σ(z)π(z), where σ(z) is a scalarfunction. The difficult part is to factor π(z). To factor π(z) weuse a decreasing power algorithm. In this algorithm at every stepwe make a substitution decreasing the power in z of the matrixentries under consideration.
Pavel Bleher Dimer model
First step
First step
As the first step, we write π(z) as
π(z) = τ−2
(1 00 z − τ
)ρ(z)
(z−1 − τ 0
0 1
).
where
ρ(z) =
(ρ11(z) ρ12(z)ρ21(z) ρ22(z)
)with
Pavel Bleher Dimer model
First step
ρ11(z) = z(cos x + τ sin2 x) = −τz3
4+
z2
2+τz
2+
1
2− τ
4z,
ρ12(z) = sin x (z − τ)(z−1 − τ)
=iτz2
2− i(τ2 + 1)z
2+
i(τ2 + 1)
2z− iτ
2z2,
ρ21(z) = − sin x =i(z2 − 1)
2z=
iz
2− i
2z,
ρ22(z) = z−1(cos x + τ sin2 x) = −τz4
+1
2+
τ
2z+
1
2z2− τ
4z3.
Let us factor ρ(z). Observe that
det ρ(z) =τ2
16η21η
22
(z−2 − η2
1
) (z−2 − η2
2
) (z2 − η2
1
) (z2 − η2
2
).
Pavel Bleher Dimer model
Second step
Let p1 be a constant. We have that(1 p1
0 1
)−1
ρ(z) =
(ρ11(z)− p1ρ21(z) ρ12(z)− p1ρ22(z)
ρ21(z) ρ22(z)
).
Let us take
p1 =ρ11(η1)
ρ21(η1),
so thatρ11(η1)− p1ρ21(η1) = 0.
Then, since det ρ(η1) = 0 and ρ21(η1) 6= 0, automatically
ρ12(η1)− p1ρ22(η1) = 0,
and (z − η1) can be factored out in the first row.
Pavel Bleher Dimer model
Second step
As a result we obtain that
ρ(z) =
(1 p1
0 1
) (z − η1 0
0 1
)ρ(1)(z).
where ρ(1)(z) is a rational matrix valued function with leadingterms at infinity
ρ(1)11 (z) = −τz
2
4+O(z), ρ
(1)12 (z) =
iτz
2+O(1) .
Observe that the degrees of the functions ρ(1)11 (z), ρ
(1)12 (z) in z
decrease by one comparing to ρ11(z), ρ12(z).
Pavel Bleher Dimer model
Proof of Theorem 1
We repeat this factorization procedure several times, to differentrows, and, as a result, we obtain the desired explicit Wiener–Hopffactorization of the symbol. This finishes the proof of Theorem 1.
Pavel Bleher Dimer model
Minus-plus factorization of φ(z)
Applying the symmetry relation,
φ(z) = σ3φT(z)σ3,
to the plus-minus factorization of φ(z),
φ(z) = φ+(z)φ−(z),
we obtain a minus-plus factorization of φ(z):
φ(z) = θ−(z)θ+(z),
whereθ−(z) = σ3φ
T−(z), θ+(z) = φT
+(z)σ3.
Pavel Bleher Dimer model
A useful formula for the Fredholm determinant det(I − Φ)
Our goal is to evaluate the Fredholm determinant det(I −Φ), with
Φ = H(e−inxψ(e ix)
)T−1
(ψ(e−ix)
)H
(e−inxψ(e−ix)
)T−1
(ψ(e ix)
).
This Φ is not very handy for an asymptotic analysis. We haveanother useful representation of det(I − Φ):
det(I − Φ) = det(I − Λ),
whereΛ = H(z−nα)H(z−nβ)
with
α(z) = φ−(z)θ−1+ (z), β(z) = θ−1
− (z−1)φ+(z−1).
Pavel Bleher Dimer model
The matrix elements of the matrix Λ
The matrix elements of the matrix Λ are
Λjk =∞∑
a=0
αj+n+a+1βk+n+a+1,
where
αk =1
2π
∫ 2π
0α(e ix)e−ikxdx , βk =
1
2π
∫ 2π
0β(e ix)e−ikxdx .
We point out that this representation allows for a more directcomputation of the determinant of interest without the morecomplicated formula involving the operator inverses.
Pavel Bleher Dimer model
Asymptotics of the coefficients αk , βk
The following theorem gives the asymptotics of the coefficients αk ,βk :
Theorem 2. Assume that 0 < t < 12 . Then as k →∞, αk , βk
admit the asymptotic expansions
αk ∼e−k ln η2
√k
∞∑j=0
a0j + (−1)ka1
j
k j,
βk ∼e−k ln η2
√k
∞∑j=0
b0j + (−1)kb1
j
k j.
Pavel Bleher Dimer model
Asymptotics of the monomer-monomer correlationfunction for 0 < t < 1
2 .
Asymptotics of the monomer-monomer correlation functionfor 0 < t < 1
2 .
Theorem 3. Let 0 < t < 12 . Then as n →∞,
K2(n) = K2(∞)
[1− e−2n ln η2
2n
(C1 + (−1)n+1C2 +O(n−1)
)],
with some explicit C1,C2 > 0.Corollary. This gives that the correlation length is equal to
ξ =1
2 ln η2.
As t → 0,
ξ =1
2t+O(1) .
Pavel Bleher Dimer model
Asymptotics of the monomer-monomer correlationfunction for 1
2 < t < 1 .
Asymptotics of the monomer-monomer correlation functionfor 1
2 < t < 1 .
If t > 12 , then η1, η2 are complex conjugate numbers,
η1 = es−iθ, η2 = es+iθ;
s = ln |η1| = ln |η2| > 0; 0 < θ <π
4.
Pavel Bleher Dimer model
Asymptotics of the monomer-monomer correlationfunction for 1
2 < t < 1 .
The following theorem gives the asymptotics of the coefficients αk ,βk in the supercritical case, 1
2 < t < 1 :
Theorem 4. Assume that 12 < t < 1 . Then
αk =∑
p=1,2; σ=±1
αk(p, σ), βk =∑
p=1,2; σ=±1
βk(p, σ),
where as k →∞, αk(p, σ), βk(p, σ) admit the asymptoticexpansions
αk(p, σ) ∼ σke−k ln ηp
√k
∞∑j=0
aj(p, σ)
k j,
βk(p, σ) ∼ σke−k ln ηp
√k
∞∑j=0
bj(p, σ)
k j.
Pavel Bleher Dimer model
Asymptotics of the monomer-monomer correlationfunction for 1
2 < t < 1 .
Theorem 4. Assume that 12 < t < 1 . Then as n →∞,
K2(n) = K2(∞)
[1− e−2ns
2n
(C1 cos(2θn + ϕ1)
+ C2(−1)n cos(2θn + ϕ2) + C3 + C4(−1)n)
+O(n−1)
],
with s = ln |η1| = ln |η2|, θ = | arg η1| = | arg η2|, and explicit C1,C2, C3 , C4, ϕ1, ϕ2.
Pavel Bleher Dimer model
Conclusion
ConclusionIn this work we obtain the asymptotics of the monomer-monomercorrelation function for subcritical, 0 < t < 1
2 , and supercritical,12 < t < 1 , cases:
K2(n) = K2(∞)
[1− e−2n ln η2
2n
(C1 + (−1)n+1C2 +O(n−1)
)],
and
K2(n) = K2(∞)
[1− e−2ns
2n
(C1 cos(2θn + ϕ1)
+ C2(−1)n cos(2θn + ϕ2) + C3 + C4(−1)n)
+O(n−1)
],
Pavel Bleher Dimer model
Open problems
Open problems
1. Double scaling limit as t → 0 and n →∞. We expect thatthe double scaling asymtpotics of the monomer-monomercorrelation function as t → 0 and n →∞ is expressed interms of a solution to PIII.
2. Asymtpotics of the monomer-monomer correlation function att = 1
2 .
3. Asymtpotics of the monomer-monomer correlation functionfor t > 1. The Wiener–Hopf factorization exhibit indices.
4. Critical asymptotics at t = 1.
Pavel Bleher Dimer model
Reference
Reference
E. Basor and P. Bleher, Exact solution of the classical dimer modelon a triangular lattice: monomer-monomer correlations. ArXiv:1610.08021 (to appear in Commun. Math. Phys.).
Pavel Bleher Dimer model
Thank you!
The End
Thank you!
Pavel Bleher Dimer model