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# What you always wanted to know about genetic algorithms but were afraid to hear Revised (June 2000) from Lashon Booker, Stephanie Forrest, Melanie Mitchell, and Rick Riolo (ed.), Festschrifts in honor of John Holland, Center for the Studies of Complex Systems, U. Michigan, Ann Arbor, June 1999.

## 1 INTRODUCTION

“Adaptive evolution is the motor of biology. But its mechanisms are so general that they should be effective in shaping artificial systems as well!” This was the manifesto John Holland read out at the beginning of the 70’s. What many heard, or pretended to hear, was a message with more haste and more hubris: “Biological evolution works wonders. Let us apply its methods to engineering and we’ll work wonders ourselves!”

Thus, the *genetic algorithm* (GA) soon found its way in the engineer’s toolbox, to be employed as a ready-to-use feedback loop for design optimization (Shaffer 1999); the problem-specific part is supplied through a “fitness function”. This combination works much like the generic operational amplifier loop used in signal synthesis, where the engineer only need drop in a problem-specific feedback element.

In thirty years, genetic algorithms have grown in expertise and sophistication. They have secured for themselves a place under the sun, but in spite of their great promise they have not swept the engineering world. Who should we complain with? And, then, about what?

One may plead that today’s genetic algorithms do not yet take advantage of the evolutionary paradigm’s full range of possibilities (cf. Section 4); that more storage and processing power are needed to do full justice to the approach; that the software is still experimental and cannot be readily used by the non-specialist. In other words, that better performance is just a matter of time and patience (and, as usual, money). We shall argue that the core issue is a different one. Genetic algorithms are *not* on probation; they are already doing well today. They make a superb tool for open-ended exploration. They may save conceptual labor (if not necessarily material resources) in local optimization and dynamic tracking tasks. But they fall in line with their competitors when it comes to tasks of *deliberate, long-haul design*—what is ordinarily meant by engineering. Ours is not an empirical assessment: this failure is owed to intrinsic factors. Namely, the very premises that make adaptive mechanims work so well in the wild no longer hold in the engineer’s studio.

## 2 DELIBERATE VS ACCIDENTAL DESIGN

We shall first present the issue is in terms of *deliberate* vs *accidental* design.111We are not, of course, using ‘accidental’ in a disparaging sense (Dawkins 1996). This view, though correct, is not fully satisfactory. It allows one to understand why genetic algorithms perform, under engineering constraints, more poorly that one might hope, but does not really explain why the performance gap between this mode of operation and that of unconstrained evolution is so large. That will be done in Section 5.

Evolution indeed produces wonderful objects, but, like a stage magician, it is in the enviable position not to have to state, ahead of time, what precisely the next number will consist in. We may feel that, in designing a cheetah, evolution had committed itself to optimizing for *speed*—the cheetah runs very fast indeed. But the Darwininan “contract” did not explicitly mention speed; it only stipulated differential advantage; this might have been achieved by stealth instead of speed, or by a different metabolism. The genuine objective function, “long-term inclusive fitness”, has many more peaks to offer than the more restrictive objective function “speed”. Only *a posteriori* can one say that the beautiful design which was delivered by evolution was “for speed”: the next time we confront evolution with a similar problem we may get a quite different solution. And if we actually insist on putting “speed” in the contract specifications—as when we do selective breeding—then we so much limit evolution’s options that a beautiful design may not come out at all.

In sum, to expect that evolution will perform on demand, on the shop floor, stunts as amazing as those it performs in the wild is at the very least a form of *statistical fallacy!* In fact, the less we insist that evolution read our wish list, the better will it be able to surprise us with lovely presents. Unfortunately, though a resolve to be discreet in expressing one’s desires may make a good recipe for a lasting friendship, it would yield a frustrating relationship with any engineering consulting firm: What is it precisely that we want from them?

## 3 THE CANONICAL SCENARIO

Since the consolidation of the modern synthesis (cf. Fisher 1930, Mayr 1963),222At least since 1868, we’ve had a plausible conceptual mechanism for biological evolution, i.e., Darwin’s theory of “descent with variation”; even though concrete implementation details were initially missing, the theory did not depend much on them anyway. Nonetheless, Darwin’s theory remained exactly that, that is, just a *theory* (and even one that was not given particularly great attention to), until the burgeoning of genetics. evolutionary genetics has been using as a standard “demonstration set” the nucleus of the eukaryotic cell—with a well-defined complement of chromosomes undergoing meiosis and mitosis, mutation and crossover. Thus, the storage and duplication of genetic data are kept in full view. On the other hand, ontogenic development and interaction of the phenotype with its environment do not explicitly appear on the scene; they are substituted for by a narrator, the “fitness function”, which just informs us of the drama’s final actuarial statistics—how many births and deaths.

This is the canonical scenario that Holland (1975) generalized to artificial systems. By proceeding in this way he automatically guaranteed that genetic algorithms *can* work—since they include those of biology. Moreover, the scenario comes with an already well-developed body of theory connecting gene mechanics to population statistics via an *arbitrary*, externally given fitness function. Thus, a generic genetic-algorithm “driver” can be piggybacked on any combinatorial optimization problem. All you have to do is:

* *(Genome)* Represent a search-space point by the string of its coordinates in some appropriate reference frame.
* *(Population)* Provide room for an adequately large number of such strings.
* *(Fitness)* Evaluate the given fitness function on each element of the population; use the result to determine the relative size of its offspring.
* *(Update step)* Normalize (Hancock 1994), and replace the old population with the new population.

Note that the GA driver does not need to know, for its proper functioning, what the genome “really means”: the responsibility for that interpretation is carried solely by the external fitness function. Thus, in spite of their biological inspiration, genetic algorithms have no handicap in dealing with problems of a nonbiological nature.

Today, it is clear that the above scenario is only one of many in which biological evolution can be found to act; though routine performances are regularly shown on that stage, the most gripping dramas of evolution are played more rarely and in less publicised venues (see Section 4). But, for the moment, let us stick with the canonical scenario, and compare its uses by natural evolution with those by the countless “applications” reported in a host of proceedings (see, for instance, Bäck 1997, Fogarty 1994, Higuchi 1997, Porto 1998).

The most striking difference is how directly, in the typical artificial-system application, the phenotype is represented in the genotype. In a traveling-salesman problem, the genotype may simply be an ordered list of city coordinates (Valenzuela 1997); in a job shop scheduling problem, it may be a list of the proposed starting times for the jobs to be performed (Lin 1997); in an airplane design, a list of the numerical design parameters to be varied (Rasheed 1997). Similarly, the typical fitness function involves little more than metric or constraint information directly derivable from the genome (distance between cities, conflict between jobs, etc.). The genetic algorithm is thus asked to perform a task that not only is clerical, but that cannot in principle be eased by any higher-level engineering insight—since the problem has no hidden structure to be discovered. Other search approaches like breadth-first or branch-and-bound may well give comparable (and similarly unremarkable) results. In these cases, the pedestrian performance of the genetic algorithm directly reflects the pedestrian context in which it was used.

Let us turn to the use of the canonical scenario for more demanding applications. Ideally, we would like the feedback loop from function to genome, as established by the genetic algorithm, to “servo” a huge collection of small clerical steps into an integrated engineering feat involving many interlocking design aspects. After all, if the canonical scenario has allowed nature to design the vertebrate eye, why shouldn’t it allow a GA to design a camera, given its functional specifications?

Imagine yourself trying to specify a fitness function that, starting with a supply of assorted materials, will yield the design of an optical camera. Your requirements are that

1. In combination with the generic GA driver, the fitness function shall evolve the design for the camera in a reasonably short time. This requires that selective pressure be maintained at a sustained level (and in the right direction) throughout the whole process. For a complex object like a camera (lens, shutter, light-tightness of the enclosure, film transport) the only way to insure this is for the fitness function to recognize possible intermediate steps between the initial state and the completed camera, and incrementally reward these steps in an appropriate order.333We have no qualms with arguments that *individual* camera elements, such as a lens, can rapidly evolve from a simple functional prescription (Nilsson 1994).
2. On the other hand, the evolving system should not produce irrelevant or confusing items (Rasheed 1997), such as something that looks like a camera but doesn’t quite work like one. In essence, we want to avoid the paradox of the “universal library” (Lasswitz 1901)—which contains all possible books and is therefore as useless as the empty library! If the fitness function can tell only at the last moment that the item produced after long labor is not indeed a functional camera (and this would indeed be the case if the fitness function only contained the bare functional specifications), then the puzzle has to be scrambled and started all over again at every iteration.

In theory, the fitness function only needs to know what a camera should *do*. In practice, requirements 1 and 2 also ask this function to know what a camera might look like and how it could be fabricated—but this is at cross-purposes with the *raison d’être* of genetic algorithms, namely, that

1. Designing the fitness function should require much less knowledge and engineering effort than directly designing the intended object in the first place.

It is this third requirement that the less pedestrian applications of genetic algorithms in the canonical scenario tend to violate: a good design may come out, but at the cost of a lot of problem-dependent knowledge that one explicitly or implicitly supplied in order to set up an effective search landscape.

## 4 WIDER SCENARIOS

Perhaps, one might argue, requirements 1 and 2 of the previous section, rather than having to be explicitly distilled by the engineer into the fitness function, could be automatically catered to by a more flexible GA driver. Why should a GA be obliged to stick to the canonical scenario when natural evolution is allowed to run circles around it?

We barely need mention a host of possible variations on the mutation/crossover theme, such as inversion, deletion, reduplication, non-homologous crossover, dominance, polyploidy, etc., which are proposed (though rarely used) in the GA literature. We also need barely mention other external or internal factors (genetic drift, extreme geographical segregation, geological catastrophes) which may momentarily let one escape the tight control of the generate/select/regenerate loop. These are relatively trivial enhancements to the canonical scenario, and may be readily incorporated into it.

A more significant hint as to how genetic algorithms could be enhanced is provided by the frequency with which a *symbiosis* “operator” has intervened in the major evolutionary inventions (Margulis 91). Among the most familiar forms of symbiosis one may list the intimate compact between two species, as exemplified by lichens, the vital interdependence between individuals of a bee colony, and the exacting social contract444For example, the blood’s red cells are asked to forfeit reproduction (they don’t have a nucleus) for the sake of gas transport efficiency, and sperms agree to leave behind their mitochondria on entering the egg. between the cells of a multicellular organism. In turn, the “legal machinery” that makes this contract operative is embodied by a more subtle form of symbiosis, that is, the complex relationship between genome and soma (Dawkins 1990, Ridley 1995).

Less widely appreciated is the symbiosis between different bacteria, which, established early in the history of life, soon gave rise to the eukaryotic cell (Margulis 1995). The establishment of a symbiosis is an inversion of the mechanism which is central to so many artificial intelligence models. Instead of a main goal recursively generating a family of subgoals, here we have instead a set of independently born goals that eventually and accidentally accrete into a supergoal, and may do so recursively. With reference to the discussion of the previous section, when the fitness function of the supergoal needs to be optimized, the symbionts have already been optimized according to *their own* fitness functions—so that only fine tuning of the overall function is needed. Thus, one gets most of the benefits of a variable or hierarchical fitness function without the costs of having to design it (cf. Smith 1776); the catch, of course, is that one has no idea where the whole process is headed (Schmookler 1993).

To proceed even further on this theme, cultural evolution, with novel reproductive mechanisms (Dawkins 1990), is superposed on ordinary genetic evolution and maintains an intimate relationship with it (Plotkin 1993). Finally, sociality and culture come together in large human organizations. Some of these organizations may enjoy enough distinctness, permanence, and specific reactivity to qualify as collective organisms with an individuality of their own, opening up still further evolutionary possibilities.555Note that a large fraction of today’s software engineering effort is aimed at providing these organization with a “nervous system” of their own.

On the artificial front, cellular automata and swarm systems explore collective behavior at different levels of aggregation. Synthetic evolutionary system such as Tierra and its descendants (Ray 1994) have been quite successful at inventing from scratch forms of collaboration, antagonism, symbiosis, and parasitism. In fact, no serious artificial life projects can do without provisions for open-ended, hierarchical evolution.

Would genetic algorithms be more effective engineering tools if their repertoire included such extended forms of evolution, or if, like Tierra, they were provided with the means to “roll their own”? In fact, multi-level genetic algorithms are occasionally found. Simulated annealing with “designer’s” temperature schedules provides a systematic way to designate a particular aggregation level as the temporary focus of evolutionary activity (Ingber 1992). Even more integration between levels is envisioned by Sanchez (1997). However, it is doubtful that such measures, drastic as they are, could make much of a difference with respect to the issue discussed here, namely, the performance gap between the exploratory and the engineering mode of genetic algorithms, as I’ll explain in the next section.

## 5 ON A RACE WITH ONESELF

With a *fixed* fitness function, genetic algorithms can only do so much—but, if Holland’s arguments about the equivalence between natural and artificial adaptation are correct, this must also be the case for natural evolution. In fact, hardly ever does one catch the latter doing other than routine maintenance and minor parameter tracking: the average duration of a species is a few million years, and during this time the phenotype hardly shows any changes (Eldredge and Gould 1972).

As we saw in Section 3, if one were allowed to put into the fitness function a sequence of incrementally graded intermediate goals (“If in state $`S_1`$ please evolve to $`S_2`$; if in $`S_2`$, try to get to $`S_3`$;” and so forth), or, equivalently, if one were allowed to use a variable fitness function that swept through those states, then engineering design via a GA would be a breeze. But point 3 stipulated that the fitness function should, in essence, consist of no more that the functional specifications.666Consider the *indicator function*—which returns a 1 if the design meets the functional specifications and 0 otherwise. The typical fitness function is just a smoothed-out version of the indicator function. In principle, any “massaging” of the indicator function is allowed, but the massaging rule should be part and parcel of the GA package, not a problem-dependent transformation. In other words, since in the engineering design mode the target is fixed—by contract, as it were—and the fitness function encodes the target in a fixed way, then it is in the very nature of this design mode that the fitness function itself should be fixed.

In natural adaptation, however, the fitness function does not stay fixed *all the time*. If the environment goes through significant alterations, so does the fitness function. Here we distinguish three cases.

1. If environmental changes take place very slowly, then species easily adjust to them; but, precisely because the changes are so small, no evolutionary feats of great consequence may be expected. In this case, the achievements of natural evolution certainly do not threaten the engineering studio’s pride.
2. If the change is sudden and large, then natural adaptation is unable to respond and extinction occurs. Again, nothing here for evolution to brag about.
3. If the rate of change of the environment is large but still within the tracking range of the adaptive mechanism, then indeed evolution will proceed at a fast rate. But how often will environmental change happen to meet these requirements? If it slows down, we go back to case 1. If it speeds up, we fall into case 2. If it goes back-and-forth, the instantaneous rate of evolution will—it is true—be proportional to that of these changes, but the long-term rate will only be proportional to its *square root*—since we have a diffusive process.

Thus, one might conclude that the long-term average of a natural system’s evolution rate will never amount to much. But this conclusion is spoiled by a special situation that occurs within case 3, and which is conceivably responsible for the bulk of evolutionary change. This is when the significant environment of an individual is represented not only by an unresponsive geological/astronomical background, but also by the other individuals of the same species and by a few other species that tightly interact with it. In these circumstances, as soon as a species changes so does its fitness function, creating an immediate feedback. The positive component of this feedback may put the species in a sustained race with itself: As soon as a tree discovers how to get taller than the others and capture more sunlight, its success, i.e., enhanced reproduction, makes the whole population taller; then, to stay ahead, a tree has to get even taller.

Since here the bar is raised by the organism itself, not by external, unrelated forces, there is no risk that it will be raised too high too soon, as in case 2 above. That is, positive feedback is automatically limited by a negative feedback component that adjust the rate of change of a species, seen as environment, to that sustainable by the species seen as an adaptive system: If a crab’s claws become too successful at crushing oysters, and thus at *acquiring* food, then oysters disappears fast and the crab becomes by the same token less successful at *finding* food; in this sense, claw strength is self-limiting.

Such a controlled arms race is precisely the regime where evolution runs close to its maximum possible speed (Stanley 1981, Ridley 1995). Even relatively brief spells of it can drastically raise the overall long-term rate (since, as we’ve seen, evolution’s background rate is close to zero). We may call this kind of design *accidental*, but we have to acknowledge it is incomparably faster than the typical *deliberate*, fixed-target design characteristic of the engineering mode.

## 6 CONCLUSIONS

The evolutionary performance of natural life may constitute a reasonable benchmark for artificial life, but is not a meaningful term of comparison for genetic algorithms as used in the design engineer’s studio. A studio is asked to produce designs on contract; evolution volunteers, when and where it pleases, objects of its own choice that “look as” they were designed—what Dawkins (1996) calls *designoids*.

We pay the engineering studio not for the *information* its product contains, but for the *correlation* that the design process guarantees between the product and our stated needs (cf. Plotkin 1993, Adami 1996).777In an analogous fashion, criminal law metes out punishment on the basis of intention rather than outcome, as when it distinguishes between murder and accidental manslaughter. Genetic algorithms shouldn’t feel slighted if the engineer, having to give these needs immediate priority, is forced to use a powerful tool in a much more conservative fashion than natural evolution.

## REFERENCES


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# Galaxy Mergers: A Search for Chemical Signatures

## References

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Burris, Pilachowski, Armandroff, Sneden, Cowan, & Roe 2000 ApJ, in press

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Fulbright 2000 AJ, in press

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Hanson, Sneden, Kraft & Fulbright 1998 AJ, 116, 1286

James 2000 PhD Thesis, Univ. of Texas at Austin

King 1997 AJ, 113, 2302

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# Spin Models on Non-Euclidean Hyperlattices: Griffiths Phases without Extrinsic Disorder

## I Introduction

Disordered spin systems behave in ways qualitatively distinct from their periodic counterparts. More specifically, they display broad relaxation spectra, in clear contrast to the Debye relaxation observed for spin crystalline materials. Relaxation times depend on local conditions, and thus it is not surprising that randomly-coupled spins relax on a wide distribution of time-scales. There are now several anomalous magnetic materials whose non-Debye relaxation seems to be determined by lattice topology rather than by disorder. The theoretical challenge is to identify and characterize periodic reductionist models that exhibit such behavior in the absence of intrinsic randomness.

There are several analytic studies of periodic glass models, though their infinite-range nature makes their relevance to real materials unclear. More specifically, the absence of any length-scale in these approaches implies relaxation on just a few time-scales. Detailed analytic methods to treat short-range glasses, even with intrinsic disorder, remain to be found. It has been proposed that their slow dynamics result from rare, locally-ordered spatial regions that are energetically probable due to random spin-spin couplings, similar to the situation associated with Griffiths phases in diluted ferromagnets; here large fluctuating droplets lead to relaxation on long time-scales. Though the application of this droplet scenario to experimental spin glasses remains controversial, it is an appealing starting point for geometrically-induced glassiness. In quenched ferromagnets, the random initial configuration approaches equilibrium via domain wall motion. This coarsening occurs slower when the boundaries are pinned by impurities, as is the case in the random-field Ising model. Thus one can ask whether local geometry can induce such slow domain wall dynamics for a short-range ferromagnetic model. Self-similar lattices are excellent candidates, since all minority droplets will be non-compact; indeed non-trivial slow relaxation has been reported in this case. It is therefore natural to continue this program by studying ferromagnets on lattices embedded in surfaces with constant negative curvature. Dynamics on such hyperbolic manifolds, particularly in the area of chaos, are known to be qualitatively similar to those observed in disordered systems and thus such surfaces provide promising settings for the identification of broad relaxation spectra in disorder-free models.

In this paper we show that periodic ferromagnetic models on hyperlattices with open boundary conditions exhibit slow dynamics on a distribution of time-scales in the absence of intrinsic randomness. Their metric structure makes it energetically probable for large domains of minority spins to nucleate at the boundaries, leading to the stability of a Griffiths phase at a temperature lower than the bulk temperature. In dilute ferromagnets with correlated disorder, the presence of such rare droplets leads to a diverging magnetic susceptibility, a phenomenon that we also observe for the periodic hyperlattice models. We attribute this behavior to the distinction between bulk and boundary sites, where the latter comprise a significant proportion of the total site number. Two mean-field transitions are identified, associated with the bulk and the boundary respectively, whose characters are determined by local metric properties; for example the correlation length associated with each transition is related to the curvature of the embedding surface. We conjecture that this phase behavior is universal for all short-range ferromagnetic models residing on lattices embedded on hyperbolic planes, independent of details associated with the spin order parameter or lattice specifications.

The outline of this paper is as follows. In the next Section (Section II) we discuss geometrical properties of lattices embedded in surfaces of negative curvature. The model and its specific heat are presented in Section III. The Bethe-Peierls transition for the central spin, that which is deepest in the hyperlattice, is derived in Section IV. This analysis is generalized in Section V to an arbitrary lattice site. Analysis of magnetization distributions is presented in Section VI, with particular emphasis on the inferred slow dynamics. In Section VII, we summarize our results with a conjectured phase diagram for these models in the curvature-temperature plane and discuss possible experiments on Josephson junction arrays. In order to maintain the flow of the text, we have delegated the derivation of the main analytical results to Appendices.

## II Hyperlattices: Regular Lattices on a Hyperboloid

Infinite regular lattices are characterized by two integers $`(p,q)`$ where $`p`$ is the number of polygon edges and $`q`$ is the number of polygons around a given vertex. On an Euclidean plane (i.e. no curvature), there are three tilings corresponding to $`(p2)(q2)=4`$: the square $`(4,4)`$, the triangular $`(3,6)`$, and the the honeycomb $`(6,3)`$ lattices. On the sphere $`𝒮_2`$ (positive curvature) the five platonic polyhedra correspond to the condition $`(p2)(q2)<4`$: the tetrahedron (3,3), the cube (4,3), the octahedron (3,4), the dodecahedron (5,3), and the icosahedron (3,5). Hyperlattices, tilings of the hyperbolic plane with negative curvature, correspond to the condition $`(p2)(q2)>4`$; clearly there exist an infinite number of possibilities. The site centered $`(3,7)`$ hyperlattice is shown on Fig. 1.

Loopless trees, such as Bethe lattices, correspond to regular tilings of the hyperbolic plane labeled by the integers $`(\mathrm{},q)`$. Hyperlattices can be built in a shell structure, where each layer is analogous to a generation of a tree. For a hyperlattice of $`n`$ shells, the number of boundary sites, $`\delta V_n`$, scales with the number of bulk sites, $`V_n`$; since $`\delta V_nV_n^{1\frac{1}{d}}`$ for a Euclidean tiling, the hyperlattices are considered to have $`d=\mathrm{}`$. However they possess intrinsic length scales determined by their radii of curvature, a feature that influences the critical behavior of models residing on these surfaces.

It is useful to study the continuous-space analogue of the hyperlattice, represented as a unit disc on the Lobachevskii plane with a metric

$$g(z)=\frac{1}{\left(1|z|^2\right)^2},$$
(1)
where $`z=x+iy`$ is a point on the disc. A finite-size system is obtained by restricting $`z`$ to the disc $`|z|<R<1`$. The minimum-length paths, e.g. the geodesics, between two points at coordinates $`z_1`$ and $`z_2`$ are circles perpendicular to the unit circle. The distance between $`z_1`$ and $`z_2`$ is

$$d(z_1,z_2)=\mathrm{tanh}^1\left|\frac{z_1z_2}{1z_1\overline{z}_2}\right|.$$
(2)
In order to illustrate the phenomenology associated with different curvatures, we determine the short-scale corrections to the perimeter of a circle, $``$, of radius $`d`$ for the negative and positive cases. First we consider the circle embedded on a two-dimensional sphere where its perimeter is decreased by the presence of a positive curvature $``$:

$$_{𝒮^2}=2\pi d\frac{\pi }{3^2}d^3+\mathrm{}.$$
(3)
We can perform an analogous expansion for the case of the hyperbolic plane with the metric Eq. 1. The set of points at a fixed distance $`d`$ away from a given point $`X`$ (chosen on the real axis) is found to be represented by the circle $`z=x_0+R_0\mathrm{exp}(i\varphi )`$, with

$$x_0=X\frac{1\mathrm{tanh}^2d}{1X^2\mathrm{tanh}^2d}\text{, and }R_0=(1X^2)\frac{\mathrm{tanh}d}{1X^2\mathrm{tanh}^2d}.$$
(4)
The periphery of the circle $`z=x_0+R_0\mathrm{exp}(i\varphi )`$ is

$$_{\mathrm{bulk}}=_0^{2\pi }\sqrt{g(z)}R_0𝑑\varphi =\pi \mathrm{sinh}(2d).$$
(5)
so that a short-scale expansion to order $`d^3`$ leads to

$$_{\mathrm{bulk}}=2\pi d+\frac{4\pi }{3}d^3+\mathrm{}$$
(6)
Comparing Eq. 6 with Eq. 3, we see that the curvature associated with the metric Eq. 1 is $`=1/2`$. On large length-scales, the sphere is compact; there are no more points at a distance larger than a critical value. By contrast, on the manifold with negative curvature, the number of points at a distance $`d`$ away from a given point increases exponentially with $`d`$ above the curvature radius:

$$_{\mathrm{bulk}}\frac{\pi }{2}\mathrm{exp}(2d),$$
(7)
which is obtained from Eq. 5. On a Bethe lattice, the number of points at a given distance $`d`$ scales like $`z^d`$, with $`z`$ the branching ratio. This indicates a close link between the tree and hyperlattice structures, related to the underlying manifold with negative curvature.

## III The Free Energy of the Hyperlattice Model

Here we study the nearest-neighbor ferromagnetic Ising model (FIM) with Hamiltonian $`=_{i,j}\sigma _i\sigma _j`$, where $`\sigma =\pm 1`$ and $`i,j`$ are neighboring sites on a hyperlattice. A characterization of a special case, the FIM on the Cayley tree, has already been reported. However there exists a temperature scale, $`T_g`$, below which large droplets of flipped spins proliferate from the boundaries, resulting in non-Gaussian magnetization and glassy behavior for a macroscopic number of sites. In this paper we investigate such boundary-induced Griffiths phases for periodic spin models on more general hyperlattices.

The free energy per spin of the ferromagnetic Ising model on the Cayley tree is analytic for all temperatures; because of the absence of loops on this pseudo-lattice, it can be obtained from a high-temperature series expansion and is $`f(\beta )=2\mathrm{ln}[\mathrm{cosh}(\beta )]`$. The situation could be different for a general hyperlattice due to the presence of loops. The number of independent cycles $`n_c`$ of a graph with $`n_s`$ sites and $`n_b`$ of bonds is $`n_c=n_b(n_s1)`$. For the $`(3,7)`$ hyperlattice, we have $`n_c/n_s(5\sqrt{5})/21.38197`$, which is even larger than the square lattice value $`n_c/n_s=`$. Thus the free energy of the FIM on the hyperlattice could have a singularity, and its absence/presence must be checked explicitly. In order to do this, we have measured its internal energy $`e`$ and specific heat $`c_v=(e^2e^2)/T^2`$ using numerical simulations. We have ensured that the equilibrium distribution was properly sampled by comparing the numerical estimate of $`de/dT`$ and $`(e^2e^2)/T^2`$ and have used both heat-bath and cluster algorithms , with perfect agreement. The temperature-dependence of the specific heat is shown on Fig. 2 for an increasing number of layers $`n=8,11,12`$. All these curves display a maximum around the same temperature, but these peaks do not increase with the system size; thus we interpret this maximum as a Schottky anomaly rather as a signature of a phase transition in the thermodynamic limit. The free energy of the FIM on the hyperlattice thus appears to be analytic at all temperatures, similar to the situation for the special case of the Cayley tree. We note that here we are always considering the case of open boundaries.

## IV The Bethe-Peierls Transition of the Central Spin

In order to characterize the behavior of the FIM on a hyperlattice, we begin by considering the ordering of its central spin, that residing on the site deepest in the lattice (e.g. the site $`𝒯_0`$ on Fig. 3). As a point of reference, we review the special case of the Cayley tree where the central spin is known to undergo a mean-field Bethe-Peierls transition.. In response to an applied uniform field on the entire tree, its central spin develops the local susceptibility $`\chi _0^{\mathrm{tree}}`$

$$T\chi _0^{\mathrm{tree}}=\underset{l}{}\mathrm{exp}\left(\frac{d_l}{\xi _T}\right)=\underset{n=0}{\overset{+\mathrm{}}{}}(z1)^n\mathrm{exp}\left(\frac{n}{\xi _T}\right).$$
(8)
Here we use the subscript “0” in $`\chi _0^{\mathrm{tree}}`$ to emphasize that we are only considering the behavior of the central spin. In Eq. 8, $`d_l`$ is the distance between the central site $`𝒯_0`$ and the site $`l`$; $`\xi _T=1/\mathrm{ln}(\mathrm{tanh}(\beta J))`$ is the correlation length set by the exponential decay of the spin correlations $`\sigma _k\sigma _l\mathrm{exp}(d_{k,l}/\xi _T)`$, identical to that of the Ising chain because of the absence of loops. The central spin susceptibility $`\chi _0^{\mathrm{tree}}`$ diverges if $`T<T_{\mathrm{BP}}`$, with $`(z1)\mathrm{tanh}(\beta _{\mathrm{BP}}J)=1`$. We emphasize that this transition results from the metric of the embedding curved space, which leads to the to the prefactor $`(z1)^n`$ in Eq. 8; this is the number of sites at generation $`n`$ from the central spin. Thus, thanks to this prefactor, exponentially decaying correlations are sufficient to generate mean-field ordering of the central spin. As an aside, we note that here we have only considered $`\chi _0^{\mathrm{tree}}`$, but this calculation can be generalized to characterize the full thermodynamic behavior associated with this spin.

For the FIM on the general hyperlattice with loops, the expression for the local susceptibility is also dominated by the long length-scale contribution of the spin-spin correlations, leading to a diverging susceptibility with a finite correlation length. Eq. 8 may be adapted to evaluate the central-spin susceptibility using a continuous-space description

$$T\chi ^{\mathrm{lob}}(0)=_{|z|<R}g(z)\mathrm{exp}\left(\frac{d(z,0)}{\xi _T}\right)d^2z,$$
(9)
where $`g(z)`$ is the metric in Eq. 1, and $`d(z,0)`$ is the distance between the origin and the site at $`z=\rho \mathrm{exp}(i\theta )`$ (see Eq. 2). We implicitly identified the distance on the graph and the “hyperbolic” distance given by the metrics. In fact, for a given distance on the graph, there is a Gaussian distribution of hyperbolic distances, which has been studied in details for a Cayley tree model by Comtet, Nechaev, and Voituriez . We claim that the physics of the FIM is not sensitive to the existing difference between the two distances. The resulting susceptibility

$$T\chi ^{\mathrm{lob}}(0)=2\pi _0^R\left(\frac{1+\rho }{1\rho }\right)^{1/(2\xi _T)}\frac{\rho }{(1\rho ^2)^2}𝑑\rho \frac{1}{TT_{BP}}$$

diverges when $`\xi _T=1/2`$, with the mean-field exponent $`\gamma =1`$. The correlation-length exponent can be obtained by matching the Euclidean and hyperbolic spin correlations on short length-scales at the Bethe-Peierls transition. The Euclidean behavior is $`\sigma _x\sigma _y1/|𝐱𝐲|^{d2+\eta }`$ with $`d=2`$, while the spin correlations decay exponentially on the hyperbolic plane; this argument leads to $`\eta =0`$.

We have therefore identified two critical exponents, $`\gamma `$ and $`\eta `$, to have mean-field values. Scaling relations imply that all exponents of the hyperlattice Bethe-Peierls transition are then mean-field as well. We note that there is another way to obtain this result as well. On $`d`$-dimensional Euclidean lattices, The upper critical dimension of spin models is related to the probability of intersecting random walks. the upper critical dimension of spin models on a $`d`$-dimensional Euclidean lattice is related to intersection properties of random walks . On hyperlattices (including the special case of trees), the return probability of a random walk is vanishingly small, indicating that FIM hyperlattice models are above their upper critical dimension, and thus mean-field transitions are expected.

## V Generalized Bethe-Peierls Transitions

We would like to consider a possible Bethe-Peierls transition for an arbitrary spin of the FIM on a general hyperlattice. Again, we begin by studying the special case of loopless Cayley trees. Here we consider spin ordering on an arbitrary site $`𝒯_m`$ at generation $`m=0`$, …, $`n`$ (see Fig. 3). We group the sites, indicated in Fig. 3, to expand the susceptibility in powers of $`x=\mathrm{tanh}(\beta J)`$ (for details see Appendix A) to obtain

$`T\chi _m^{\mathrm{tree}}`$ $`=`$ $`{\displaystyle \frac{1[(z1)x]^{nm+1}}{1(z1)x}}+x{\displaystyle \frac{1x^m}{1x}}`$ (10)
$`+`$ $`{\displaystyle \frac{(z2)x^2}{1(z1)x}}\left[{\displaystyle \frac{1x^m}{1x}}[(z1)x]^{nm+1}{\displaystyle \frac{1[(z1)x^2]^m}{1(z1)x^2}}\right].`$ (11)
In the limit $`n,m+\mathrm{}`$ and $`nm`$ constant (boundary behavior), $`\chi _m^{\mathrm{tree}}(T)`$ is smooth at the Bethe-Peierls transition temperature ($`(z1)\mathrm{tanh}(\beta _{BP}J)=1`$), but diverges at a lower temperature $`T^{}`$ corresponding to $`(z1)\mathrm{tanh}^2(\beta ^{}J)=1`$. As shown explicitly in Appendix A, the existence of this transition results from a combination of the local metric (i.e. the number of sites a distance from the reference one) and exponential spin correlations. In the limit $`n+\mathrm{}`$ and $`m`$ fixed (bulk behavior), $`\chi _m^{\mathrm{tree}}`$ in Eq. 10 diverges at the Bethe-Peierls temperature $`T_{\mathrm{BP}}`$ with mean-field behavior. If $`n+\mathrm{}`$ and $`m=\lambda n`$, the susceptibility in Eq. 10 shows a divergence at the Bethe-Peierls temperature. The temperature $`T^{}`$ was already found by several authors by studying the magnetic field dependence of the Potts model on the Cayley tree . Here, we provide another interpretation for this transition, in terms of a local Bethe-Peierls transition controlled by the metric properties at the boundary, and prove that this transition is related to a Griffiths phase.

We have therefore demonstrated the existence two distinct Bethe-Peierls transitions associated with the bulk (where $`nm+\mathrm{}`$), and the boundary, related to the different metric properties associated with these two different site species. They also affect percolation thresholds on these trees, as discussed in Appendix B.

Now that we have understood the bulk and boundary transitions of the tree FIM in terms of metric properties, we continue to ask a similar question about their more general hyperlattice analogues. We stress that on these manifolds of negative curvature, site-scaling is different for reference sites in the bulk and on the boundary. As displayed in Eq. 7, the number of sites at a distance $`d`$ from a given bulk reference one scales like $`_{\mathrm{bulk}}(\pi /2)\mathrm{exp}(2d)`$ in the continuous space model. In Appendix C we show the analogous quantity associated with a boundary reference site scales like $`\mathrm{exp}(d)`$. This result is compatible with our numerical determination of the site-scaling at a given distance, as displayed in Fig. 4.

The expression for the local susceptibility involves a correlation length, which is not necessarily uniform for the full lattice. We assume a uniform, isotropic correlation length as an Ansatz and then deduce the existence of bulk and boundary transitions for the general hyperlattice set by $`\xi _T=1/2`$ (see section IV) and by $`\xi _T=1`$. The existence of two different transitions does not rely on the initial Ansatz because the correlation length at the boundary can only be reduced compared to that of the bulk. Therefore, the initial Ansatz of uniform correlations indicates the existence of a boundary transition at a temperature lower than the bulk transition.

We support the previous analysis, assuming a uniform spin correlation length, with numerical determinations of the spin-spin correlations. On the Cayley tree, the correlation of two spins $`\sigma `$ and $`\sigma ^{}`$ at a distance $`d`$ is $`[\mathrm{tanh}(\beta d)]^d`$, irrespective of the site locations of the two reference spins. By contrast, as discussed below, the situation is different for the general hyperlattice case where the correlations are reduced at the boundary. We distinguish between spin correlations in the bulk and at the boundary:

Bulk: The symmetry group of the $`(3,7)`$ hyperlattice with a finite number of layers $`n`$ is generated by one rotation of angle $`2\pi /7`$ around the central spin, and one inversion with respect to an axis going through the central spin. The infinite hyperlattice has a huge symmetry group: the lattice is left invariant under the aforementioned set of symmetries around any lattice site, a fact that is no longer true for a finite system. However the properties of the finite-size lattice reflect the huge symmetry of the infinite lattice. To be more precise, let us consider a FIM on a hyperlattice with $`n`$ layers and $`N_k`$ correlations $`\sigma _0\sigma _k`$ between a given spin $`\sigma _0`$, and any of the $`N_k`$ spins at a distance $`k`$ from $`\sigma _0`$. Let us first take $`\sigma _0`$ to be the central spin. Strictly speaking, the number of such different correlations is $`N_k/7`$ because of the $`2\pi /7`$ rotation symmetry. However we find strong evidence that, for $`k`$ fixed and $`n`$ large, all the $`\sigma _0\sigma _k`$ correlations nearly coincide. On the lower, negative x-axis of Fig. 5, we have chosen $`k=2`$ and increased $`n`$; the effect of the site alternation with coordination 3 and 4 is clearly visible (see the boundary on Fig. 1). The correlation inhomogeneities are reduced with increased system size (cf. the negative $`x`$-axis part of Figs. 5 and 6).

Boundary behavior: Now we consider the reference spin $`\sigma _0`$ to be located at the hyperlattice boundary and the spins $`\sigma _k`$ at a distance $`k`$ from $`\sigma _0`$. The dispersion is similar to that already described for bulk case, though it persists in the large-$`n`$ limit (see the positive $`x`$-axis part on Fig. 6). The sites with smaller coordination are less correlated, as expected on physical grounds. Therefore the correlations are weakened at the boundary of the hyperlattice.

## VI Magnetization Distributions at Low Temperatures

We now demonstrate slow dynamics at low temperatures in this periodic hyperlattice FIM. Towards this goal,we track the energy and magnetization distributions, comparing results obtained using two sampling methods. The first is a standard heat bath single spin-flip algorithm that probes configuration space where two configurations are considered neighbors if they differ by exactly one spin. The second one is a cluster algorithm that can go from any configuration to any other in just one step, and is applicable here because of the absence of frustration. We use these two algorithms to probe the structure of the configuration space, analogous to similar studies performed previously on Cayley trees. In both cases, the valleys correspond to magnetic domains in real space (see Fig. 7). On the hyperlattice, the energy of a magnetic domain scales like the logarithm of its area (see Appendix D) while it does not scale with area on the tree.

In Figure 8, we present three energy distributions. One was acquired with a cluster algorithm, while the other two were obtained with the single-spin flip algorithm and $`3\times 10^5`$ and $`4.78\times 10^5`$ MCS-spins. The three simulations were performed at a temperature $`T=1.4`$, below the estimated Bethe-Peierls transition (of order of the lattice coordination). These three energy distributions are close to the same Gaussian distribution, centered at the mean value of the internal energy, with a width proportional to the specific heat times the square of the temperature. ¿From this figure it is clear that there are no long time-scales present as far as the energy is concerned.

However, the behavior of the magnetization is rather different. In Fig. 9 we present three magnetization distributions, determined during the same runs as the internal energy distributions. The three magnetization distributions are distinctive. The two distributions obtained using the single-spin flip algorithm are bimodal whereas the distribution obtained with a cluster algorithm is unimodal. For other runs, with less statistics, the magnetization distribution with the single spin flip algorithm was found to be multi-modal, with three or more maxima. This suggests the existence of energy barriers which trap the system with single-spin dynamics. These simulations provide evidence that the low temperature dynamics are slow. The glass crossover temperature corresponds to the correlation length being comparable to the system size. Also the magnetization distributions are broad at low temperature (see Fig. 9) for the hyperlattice, similar to that found for the Cayley tree; this is an indication of relaxation on many time-scales. This is because of the stability of a Griffiths phase on the entire lattice, at a temperature set by the boundary Bethe-Peierls transition (see Appendix E).

## VII Discussion

In summary, we have studied the nearest-neighbor ferromagnetic Ising model on tilings embedded in hyperbolic surfaces with negative curvature, often beginning with the special case of Cayley trees. We have identified two mean-field transitions in these systems, associated with ordering of the bulk and the boundary spins as a function of decreasing temperature. These two transitions can be understood in terms of the local metric properties of the lattice, specifically by the distinct scaling of sites with distance from the boundary and bulk spins. We believe that these two transitions will be characteristic of any short-range ferromagnetic model residing on a planar surface with globally negative curvature independent of lattice specifics or the nature of the spin order parameter.

In order to satisfy the criterion of “global negative curvature”, at large length-scales the resident lattice should be embedded on a surface with a negative (not necessarily constant) curvature instead of on a Euclidean plane. For instance, we could imagine models with a fluctuating metric. As a simple example, we could consider a recursive random lattice in which the sites have a coordination $`z`$ with a given probability $`P(z)`$. The sites with $`z=2`$ have the local environment of an Ising chain, and the sites with $`z3`$ have local branching. The bulk Bethe-Peierls transition is found to be $`z1\mathrm{tanh}(\beta _{\mathrm{bulk}}J)=1`$, whereas the boundary transition corresponds to $`\sqrt{z1}\mathrm{tanh}(\beta _{\mathrm{bound}}J)=1`$. Both transitions occur at a finite temperature as soon as $`z>2`$, in which case the metric is globally hyperbolic.

One can also question how the hyperbolic/Euclidean transition would operate in a continuous model in the limit of a large curvature radius $`1`$. The bulk and boundary Bethe-Peierls transitions would be of order $`1/`$ while Euclidean physics would develop below the length scale $``$. Strictly speaking, the Euclidean phase transition occurs only when $`=+\mathrm{}`$. However, with a finite but large $``$, we expect a pronounced maximum in the susceptibility and specific heat. The expected behavior is summarized on Fig. 10. Again we emphasize that we expect this phase behavior for ferromagnetic models residing on hyperboloids independent of the details of the spin order parameter. For Cayley trees, it has been shown that the nearest-neighbor $`xy`$ model displays similar physics (i.e. mean-field transition) as its Ising counterpart. For a general hyperlattice, we expect two mean-field transitions for short-range $`xy`$ models since there exist loops and two species of spin (boundary and bulk), as in the Ising case. As was done in this Paper, these transitions would be obtained by comparing the exponential decay of the correlations to the growth in the number of sites with distance; this would be interesting to verify..

The physics of the low-temperature behavior of the hyperlattice FIM is determined by the formation of droplet-like excitations nucleating from the boundary. These rare fluctuations do not affect the specific heat (Section III), but do lead to a broad magnetization distribution reflecting a wide spectrum of relaxation time-scales. Such Griffiths phases are usually associated with dilute ferromagnets with spatial inhomogeneity. In the periodic models we have studied here there is no intrinsic disorder; however there are two distinct site species, a feature that contributes to favoring droplet formation. Indeed here we report a diverging susceptibility per site at the boundary transition(see Appendix E), a characteristic shared with random ferromagnets with correlated disorder. Similarly divergences are reported for quantum disordered magnets, where the randomness is correlated in the time-dimension. To our knowledge, this is the first time a Griffiths phase have been identified in a periodic magnetic system with loops; furthermore the identification of slow dynamics in a short-range periodic system at low temperatures is very encouraging.

Though motivated by experiment, our chosen lattices of study are somewhat removed from the structures commonly observed in Nature. However perhaps we can close by attempting to reconnect with experiment. In particular, we have identified Griffiths phases in ferromagnetic models residing on hyperlattices. Though this phenomenon has been discussed extensively in the theoretical literature, it has not yet been conclusively identified in the laboratory. For example, there have been claims in random-field materials, but they remain controversial due to plausible alternative interpretations of the data. Perhaps Josephson junction arrays fabricated in a hyperlattice topology would provide a promising setting for the observation of this well-discussed phenomenon. In this artificial network, a junction is located at each link of the hyperlattice; the short superconducting wires have a phase $`\varphi _i`$ with a Hamiltonian

$$H=E_J\underset{\mathrm{i},\mathrm{j}}{}[1\mathrm{cos}(\varphi _i\varphi _j)].$$

where the ground-state configurations corresponds to a uniform $`\varphi _i=0`$ and $`E_J`$ is an energy-scale associated with a junction. If this array were placed in a time-dependent transverse magnetic field, the low-frequency part of the resulting ac susceptibility should provide a useful probe for the slow dynamics associated with the Griffiths phase.

In order for our ideas to be applicable to the Josephson hyperlattice, it should not display a vortex binding-unbinding transition. Assuming that the nature of the spin order parameter is not important, we can apply some of our previous expressions to check this. The phase at a distance $`d`$ away from a given bulk vortex scales like $`\varphi _{\mathrm{bulk}}(l)4\mathrm{exp}(2l)`$, where we have used the expression Eq. 7 for the number of sites at a given distance $`l`$. The energy of a junction a distance $`d`$ away from a bulk node $`\frac{1}{2}E_J[\varphi (d)]^2`$, leading to the total vortex energy $`E_{\mathrm{bulk}}=2\pi E_J`$. It is remarkable that this quantity is finite, since it diverges logarithmically with distance on the square lattice. Similarly, the energy of a vortex at the boundary is found to be $`E_{\mathrm{bound}}=2\pi ^2E_J`$, again a finite quantity. As a consequence, on the hyperlattice, there is no Kosterlitz-Thouless transition associated with the unbinding of vortex-antivortex pairs. We note that an identical conclusion was reached for two-dimensional Coulomb systems residing on a surface of constant negative curvature; this agreement gives us further confidence in our conjecture about the universal nature of the phase behavior that we have identified.

## Acknowledgments

One of us (R.M.) acknowledges a fruitful discussion with A. Comtet, S. Nechaev, and R. Voituriez.

## A Number of sites at a given distance on the tree

We consider a site at generation $`m`$ on a tree and calculate the number of sites $`N_m(l)`$ at a given distance $`l`$ from the site at generation $`m`$. This is given by the prefactor of the term $`x^l`$ in the expansion of the susceptibility in powers of $`x=\mathrm{tanh}(\beta J)`$:

$`T\chi _{\mathrm{BP}}^{\mathrm{tree}}(m)`$ $`=`$ $`{\displaystyle \frac{1[(z1)x]^{nm+1}}{1(z1)x}}`$ (A1)
$`+`$ $`{\displaystyle \underset{k=0}{\overset{m1}{}}}x^{mk}\left[1+(z2)x+(z2)(z1)x^2+\mathrm{}+(z2)(z1)^{nk1}x^{nk}\right].`$ (A2)
Eq. 10 has been obtained by summing the series in Eq. A1. First the sum $`_{l=0}^{nm}[(z1)z]^l`$ gives rise to $`(z1)^l`$ sites at a distance $`0lnm`$. Next, the sum $`_{k=0}^{m1}x^{mk}`$ results in one site at a distance $`1lm`$. The remaining terms give rise to $`(z2)(z1)^{lm+k1}`$ sites at a distance $`l`$, with $`0km1`$ and $`mk+1ln+m2k`$. We therefore need to distinguish between two cases: case (I) $`m\left[(n1)/2\right]`$; and case (II) $`m\left[(n1)/2\right]`$, with $`\left[\mathrm{}\right]`$ the integer part.

* Case (I): $`m\left[(n1)/2\right]`$. We should compare $`l`$ with $`nm`$ and $`m+1`$. We find three cases:

+ (i) $`lnm`$. The number of sites at distance $`l`$ is $`(z1)^l1`$.
    + (ii) $`nmlm+1`$. The number of sites at distance $`l`$ is $`(z1)^{\left[(nm+l)/2\right]}1`$.
    + (iii) $`m+1l`$. The number of sites at distance $`l`$ is $`(z1)^{\left[(nm+l)/2\right]}(z1)^{lm1}`$.
* Case (II): $`m\left[(n1)/2\right]`$. We compare again $`l`$ with $`nm`$ and $`m+1`$:

+ (i) $`lm+1`$. The number of sites at distance $`l`$ is $`(z1)^l1`$.
    + (ii) $`m+1lnm`$. The number of sites at distance $`l`$ is $`(z1)^l(z1)^{lm1}`$.
    + (iii) $`nml`$. The number of sites at distance $`l`$ is $`(z1)^{\left[(nm+l)/2\right]}(z1)^{lm1}`$.

Therefore at large distance the number of sites at a distance $`l`$ from a given site at generation $`m`$ scales like $`N_m(l)(z1)^{l/2}`$ if $`m\left[(n1)/2\right]`$. This scaling should be compared with the exponential decay of the correlations $`\sigma _i\sigma _j\mathrm{exp}(d_{i,j}/\xi _T)`$ and leads to a boundary transition at a temperature $`T^{}`$ given by $`(z1)\mathrm{tanh}^2(\beta ^{}J)=1`$. This transition occurs whenever $`nm`$ is finite in the limit $`n+\mathrm{}`$.

## B Percolation on the tree: generalized Bethe-Peierls limit

We would like to illustrate the different behavior of the generalized Bethe-Peierls transitions on the example on bond percolation where the same phenomenon occurs as in the case of ferromagnetism. We denote by $`P_n^{\mathrm{BP}}(M)`$ the probability to find $`M`$ sites (a mass $`M`$) in the cluster containing the top site of a tree with $`n`$ generations. We have

$$P_{n+1}(M)=\underset{\theta _1}{}\mathrm{}\underset{\theta _{z1}}{}\underset{M_1}{}\mathrm{}\underset{M_{z1}}{}\underset{i=1}{\overset{z1}{}}P_n(M_i)\underset{i=1}{\overset{z1}{}}p(\theta _i)\delta \left(M\underset{i=1}{\overset{z1}{}}\theta _iM_i1\right),$$

with $`\theta _i=1`$ with a probability $`p(1)=\mu `$ and $`\theta _i=0`$ with a probability $`p(0)=1\mu `$. The average number of sites in the cluster containing the top spin of a tree with $`n`$ generations is iterated as $`\stackrel{~}{M}_{m+1}=(z1)\mu \stackrel{~}{M}_n+1`$. The fixed point value is $`\stackrel{~}{M}^{}=1/(1(z1)\mu )`$ and diverges at the bulk percolation threshold $`\mu _P^0=1/(z1)`$.

We now consider the number of sites $`M(𝒯_m)`$ in a cluster containing the point $`𝒯_m`$ in the presence of $`n`$ generations (see Fig. 3). We find

$`M(𝒯_m)`$ $`=`$ $`{\displaystyle \frac{[(z1)\mu ]^{nm+1}1}{(z1)\mu 1}}`$ (B1)
$`+`$ $`{\displaystyle \frac{(z2)\mu ^2}{(z1)\mu 1}}\left([(z1)\mu ]^{nm+1}{\displaystyle \frac{[(z1)\mu ^2]^m1}{(z1)\mu ^21}}{\displaystyle \frac{1\mu ^m}{1\mu }}\right),`$ (B2)
of the same form as Eq. 10. If $`n,m+\mathrm{}`$ with $`nm`$ constant, the cluster size containing the vertex $`𝒯_m`$ does not diverge at the bulk percolation threshold $`\mu _P^0`$ while it diverges at a larger percolation threshold $`\mu _P^{}=1/\sqrt{z1}`$. If $`n+\mathrm{}`$ and $`nm`$ growing faster than $`n`$, we find a percolation transition at the bulk percolation threshold $`\mu _P^0`$. Therefore, similarly to ferromagnetism, percolation shows a different behavior depending on how the Bethe-Peierls limit is taken. The boundary percolation threshold $`\mu _P^{}`$ is larger than the bulk percolation threshold $`\mu _P^0`$.

## C Number of sites at a given distance from a boundary site on the hyperlattice

We consider a finite size disc $`|z|<R`$ with the hyperbolic metrics Eq. 1, and calculate the length of the set of points at a distance $`d`$ from the boundary site at coordinate $`R`$. This set of points is represented by the circle $`x_0+R_0\mathrm{exp}(i\varphi )`$ (see Eq. 4), which intersects the boundary $`|z|=R`$ at the points $`z^\pm =x_0+iR_0\mathrm{exp}(\pm i\varphi _0)`$, with

$$\mathrm{cos}\varphi _0=\frac{\mathrm{tanh}d}{2R(1\mathrm{tanh}^2d)}\left(1+(3+\mathrm{tanh}^2d)R^2+(\mathrm{tanh}^2d)R^4\right).$$

A straightforward calculation leads to the length of the arc $`z^+`$$`z^{}`$:

$$_{\mathrm{bound}}=\sqrt{g(z)}R_0𝑑\varphi =\frac{4\mathrm{tanh}d}{1\mathrm{tanh}^2d}\mathrm{tan}^1\left[\sqrt{\frac{2R(1+R^2)\mathrm{tanh}d}{2R+(1+R^2)\mathrm{tanh}d}}\right].$$

In the relevant regime $`1d\mathrm{tanh}^1R`$ with $`R1`$, we find $`_{\mathrm{bound}}\mathrm{exp}(d)`$. This boundary behavior should be contrasted with the bulk behavior $`_{\mathrm{bulk}}(\pi /2)\mathrm{exp}(2d)`$ (see Eq. 7).

## D The length of magnetic domains

We show that the length of the droplet excitations shown on Fig. 7(b) is proportional to the logarithm of its area. The difference with the calculation in Appendix C is that we consider here the geodesics 1–3–2 corresponding to the physical situation where the energy of the domain wall is minimized.

To calculate the shaded area on Figs. 7(b) and 11(a), and use the transformation $`zz^{}=(az+b)/(bz+a)`$ with $`a`$ and $`b`$ real numbers, to map the domain on Figs 11(a) and 7(b) into the domain on Fig. 11(b). Imposing point 1 to be transformed into 1’ at coordinate $`i\rho `$ leads to

$$\alpha \frac{b}{a}=\frac{R\mathrm{cos}\theta (1+\rho ^2)}{1+\rho ^2R^2+2\rho R\mathrm{sin}\theta },$$

with

$$\rho =\frac{1}{2R\mathrm{sin}\theta }\left((1R^2)+\left((1R^2)^2+4R^2\mathrm{sin}^2\theta \right)^{1/2}\right).$$

The area element is found to be

$$d𝒜=g(r^{})dr^{}d\theta ^{}=\frac{r}{2(1r^2)}\frac{(1+\alpha ^2)r+(r^2+1)\alpha \mathrm{cos}\theta }{1+\alpha ^2r^2+2\alpha r\mathrm{cos}\theta }d\theta .$$

A straightforward integration over $`\theta `$ leads to

$$𝒜=\frac{\theta }{2}\left(\frac{1+R^2}{1R^2}\right)+\frac{\alpha ^2R^21}{|1\alpha R|}\mathrm{tan}^1\left(\left|\frac{1\alpha R}{1+\alpha R}\right|\mathrm{tan}\left(\frac{\theta }{2}\right)\right).$$

When $`R1`$, we have $`𝒜\theta /[2(1R)]`$. The length of the line 1–3–2 is $`=\frac{1}{2}\mathrm{ln}[(1+\rho )/(1\rho )]\frac{1}{2}\mathrm{ln}(1R)`$. The scaling between the area and length of a magnetic domain in the limit $`R1`$ is finally found to be $`𝒜\frac{\theta }{2}\mathrm{exp}(2)`$: the area is exponentially large in the boundary length.

## E Total susceptibility: Griffiths transition

We derive the total susceptibility of the tree and hyperlattice models. The susceptibility of both models diverges below the Griffiths temperature set by the local transition temperature of the boundary.

### 1 Tree model

The susceptibility of the entire lattice $`\chi _{\mathrm{TOT}}`$ is obtained as the sum of the local susceptibilities: $`\chi _{\mathrm{TOT}}=_{m=0}^n(z1)^m\chi _m(T)`$. First if $`T>T^{}`$, the susceptibility per spin behaves like $`\chi _{\mathrm{TOT}}/N_n(1+x)^2/[1(z1)x^2]`$, and diverges at the temperature $`T^{}`$. Now if $`T<T^{}`$, the susceptibility per spin behaves like $`\chi _{\mathrm{TOT}}/N_n[(z1)x^2]^n`$, an infinite quantity in the limit $`n+\mathrm{}`$.

### 2 Hyperlattice model

We first estimate the local susceptibility of the hyperlattice with a finite size $`|z|<R`$ at the point represented by a real number $`x`$, and we assume the correlations to be uniform as discussed in Section V of the main body of the text. We note $`d=d(x,R)=\mathrm{tanh}^1[(Rx)/(1xR)]`$ the distance between the points $`x`$ and $`R`$, and $`D=\mathrm{tanh}^1[(R+x)/(1+xR)]`$ the distance between the points $`x`$ and $`R`$. Based on Fig. 4 and Appendix C, we approximate the growth of the number of sites $`𝒩(l)`$ at a distance $`l`$ away from the point $`x`$ as follows: (i) $`l<d`$ (bulk behavior): $`𝒩(l)(\pi /2)\mathrm{exp}(2l)`$; (ii) $`d<l<D`$ (boundary behavior): $`𝒩(l)(\pi /2)\mathrm{exp}(l+d)`$. The local susceptibility is found to be

$`T\chi (x)`$ $``$ $`{\displaystyle _0^D}𝒩(l)\mathrm{exp}(l/\xi _T)𝑑l`$ (E1)
$`=`$ $`{\displaystyle \frac{\pi }{2}}{\displaystyle \frac{1}{21/\xi _T}}\left[e^{(2\frac{1}{\xi _T})d}1\right]+{\displaystyle \frac{\pi }{2}}{\displaystyle \frac{1}{11/\xi _T}}e^d\left[e^{(1\frac{1}{\xi _T})D}e^{(1\frac{1}{\xi _T})d}\right].`$ (E2)
In the case of the central spin $`x=0`$, we find a susceptibility diverging at $`\xi _T=1/2`$. In the case of a boundary site $`x=R`$, we find a susceptibility diverging at $`\xi _T=1`$, consistent with the behaviors obtained in the main text of this paper. The total susceptibility is obtained as the sum of the local susceptibilities Eq. E1:

$$\chi _{\mathrm{TOT}}=_0^R2\pi xg(x)\chi (x)𝑑x.$$
(E3)
We note $`R=1ϵ_R`$, and expand the susceptibility Eq. E3 in the parameter $`ϵ_R1`$. The number of sites $`N_s`$ scales like $`ϵ_R^1`$. If $`\xi _T<1`$, the susceptibility per site is found not to scale with $`N_s`$. If $`\xi _T>1`$, the susceptibility per site is found to scale like $`ϵ_R^{1+1/\xi }`$, an infinite quantity in the limit $`ϵ_R0`$.

Therefore, the tree and hyperlattices models show the same behavior: the susceptibility per site is infinite below the Griffiths transition temperature $`T^{}`$. The Griffiths temperature $`T^{}`$ is equal to the temperature of the boundary Bethe-Peierls transition. Physically, this originates because of the finite fraction of spins at the boundary: the boundary dominates the behavior of the total susceptibility.


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# On the nature of cosmic rays above the Greisen–Zatsepin–Kuz’min cut off

## Acknowledgments

Special thanks go to Gabriela Anchordoqui for carefully extracting the experimental data from Fig. 3 of Ref. . The work was supported by CONICET (Argentina), and the National Science Foundation.