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# The Phase Transition in Statistical Models Defined on Farey Fractions

## I  Introduction

In this work we consider several statistical models defined on the Farey fractions. One is the Farey fraction spin chain, a one-dimensional statistical model first proposed by two of the authors K-O . This work has spawned a number of further studies, by both physicists and number theorists C-Kn ; O ; Pe  One can define the model as a periodic chain of sites with two possible spin states (A or B) at each site. The interactions are long-range, which allows a phase transition to exist in this one-dimensional system. The Farey spin chain is rigorously known to exhibit a single phase transition at temperature $`\beta _c=2`$ K-O . The phase transition itself is most unusual. The low temperature state is completely ordered K-O ; C-Kn  . In the limit of a long chain, for $`\beta >\beta _c`$, the system is either all A or all B. Therefore the free energy is constant and the magnetization (defined via the difference in the number of spins in state A vs. those in state B) is completely saturated over this entire temperature range. Thus, even though the system has a phase transition at finite temperature, there are no thermal effects at all in the ordered state.

At temperatures above the phase transition (for $`\beta <\beta _c`$), fluctuations occur, and the free energy decreases with $`\beta `$. Here the system is paramagnetic. Since there is no symmetry-breaking field in the model, the magnetization vanishes. Thus the magnetization jumps from its saturated value in the low temperature phase, to zero in the high temperature phase C-K . This might suggest a first-order phase transition, but the behavior with temperature is different. In this work, we prove that as a function of temperature, the transition is second-order, and the same as that which occurs in the Knauf spin chain (see below) and the “Farey tree” multifractal model. The latter exhibits intermittency, and was studied by Feigenbaum, Procaccia, and Tél F .

The Farey spin chain is defined in an unusual way. It is given in terms of the energy of each possible configuration, rather than via a Hamiltonian. There is no known way to express the energy exactly in terms of the spin variables K-O . Further, numerical results indicate that when one does, the Hamiltonian has all possible even interactions (and they are all ferromagnetic), so an explicit Hamiltonian representation, even if one could find it, would be exceedingly complicated.

In previous work K-O , it was proven that the Farey spin chain free energy (per site, in the infinite chain limit) is the exactly same as the free energy of an earlier, related spin chain model due to Knauf K . In the present paper, we extend this result in several ways.

We begin by defining the spin chain and Farey tree models in Section II. In Section III we prove that the free energy for the Farey tree model is the same as the free energy of the Knauf model. This is established by use of bounds on the Knauf partition function. In Section IV, we examine the Farey model, which is specified by the maps (presentation functions F ) that generate the Farey tree. The free energy in this case is given by the logarithm of the largest eigenvalue $`\lambda (\beta )`$ of the transfer operator. Some years ago, Knauf K-o  realized that the free energy of the Knauf model is also given by the logarithm of $`\lambda (\beta )`$, (without noting the connection to the Farey tree model, however). Combining his result with our analysis rigorously shows the equality of all four free energies-for the Farey spin chain, Knauf model, Farey tree model and Farey model. In Section V, by using the results of P-S , we show that the phase transition is continuous (and of second order, i.e. the specific heat is divergent). It also follows that the phase transition in the Farey model occurs at the Hausdorff dimension of the Farey tree system, as expected. We conclude by briefly pointing out some connections with number theory and mentioning some implications of scaling theory for the spin chain models.

## II Definitions

We use the notation $`r_k^{(n)}:=\frac{n_k^{(n)}}{d_k^{(n)}}`$ for the Farey fractions, where $`n`$ is the order of the Farey fraction in level $`k`$. Level $`k=0`$ consists of the two fractions $`\{\frac{0}{1},\frac{1}{1}\}`$. Succeeding levels are generated by keeping all the fractions from level $`k`$ in level $`k+1`$, and including new fractions. The new fractions at level $`k+1`$ are defined via $`d_{k+1}^{(2n)}:=d_k^{(n)}+d_k^{(n+1)}`$ and $`n_{k+1}^{(2n)}:=n_k^{(n)}+n_k^{(n+1)}`$, so that
$`k=0\{\frac{0}{1},\frac{1}{1}\}`$
$`k=1\{\frac{0}{1},\frac{1}{2},\frac{1}{1}\}`$
$`k=2\{\frac{0}{1},\frac{1}{3},\frac{1}{2},\frac{2}{3},\frac{1}{1}\}`$, etc.
Note that $`n=1,\mathrm{},2^k+1`$. When the Farey fractions are defined using matrices (spin states) A and B, the level $`k`$ corresponds to the number of matrices and hence the length of the spin chain K-O .

It follows that the fractions in a given level are always in increasing order. The Farey fractions differ from the Farey “tree” F , where only the new fractions are kept at each succeeding level.

The partition function for the Farey spin chain (FC) may be written as K-O

$$Z_k^{FC}(\beta ):=\underset{n=1}{\overset{2^k}{}}\frac{1}{(d_k^{(n)}+n_k^{(n+1)})^\beta },\beta .$$
(1)
Note from (1) that there are $`2^k`$ states at level $`k`$ with energies $`E_k^{(n)}=\mathrm{ln}(d_k^{(n)}+n_k^{(n+1)})`$. The Farey fractions (and hence the energies) can also be defined using the spin variables A and B mentioned above K-O , but this is not needed here.

For present purposes, it is convenient to use the partition function for the Knauf model C-K , which is rigorously known to have the same free energy as the Farey spin chain K-O . The Knauf partition function may be defined via

$$Z_k^K(\beta ):=\underset{n=1}{\overset{2^k}{}}\frac{1}{(d_k^{(n)})^\beta },\beta ,$$
(2)
so that a chain of length $`k`$ has $`2^k`$ states of energy $`E_k^{(n)}=\mathrm{ln}(d_k^{(n)})`$. The partition function can be written as sum of even and odd terms

$$Z_k^K(\beta )=Z_{k,e}^K(\beta )+Z_{k,o}^K(\beta ),$$
(3)
where

$$Z_{k,e}^K(\beta ):=\underset{n=1}{\overset{2^{k1}}{}}\frac{1}{(d_k^{(2n)})^\beta },Z_{k,o}^K(\beta ):=\underset{n=1}{\overset{2^{k1}}{}}\frac{1}{(d_k^{(2n1)})^\beta }.$$

From the definition of the Farey fractions immediately follows

$$d_k^{(2n)}=d_k^{(2n1)}+d_k^{(2n+1)}$$
(4)
and

$$d_k^{(2n1)}=d_{k1}^{(n)}.$$
(5)
From (4) we have

$$d_k^{(2n)}>d_k^{(2n1)},d_k^{(2n)}>d_k^{(2n+1)},$$

while from (5) we obtain $`Z_{k,o}^K(\beta )=Z_{k1}^K(\beta )`$ so that

$$Z_{k,e}^K(\beta )=Z_k^K(\beta )Z_{k1}^K(\beta ).$$
(6)
The Farey tree model of Feigenbaum, Procaccia and Tél F  uses the “Farey tree” rather than the Farey fractions, which means retaining only the $`2^{k1}`$ even fractions at level $`k>1`$ so we obtain the set

$$\{r_k^{(2n)}|n=1,\mathrm{},2^{k1},k>1\}.$$

The Farey tree partition function is defined by

$$Z_k^F(\beta ):=\underset{n=1}{\overset{2^{k2}}{}}\left(r_k^{(4n)}r_k^{(4n2)}\right)^\beta .$$
(7)
The positive quantities $`\left(r_k^{(4n)}r_k^{(4n2)}\right)`$ are the radii of the “balls” in this model. Note that we can also express this partition function using Farey tree denominators only. One finds

$$Z_k^F(\beta )=\underset{n=1}{\overset{2^{k2}}{}}\left(\frac{3}{d_k^{(4n)}d_k^{(4n2)}}\right)^\beta .$$

## III  Equivalence of the Farey tree and Knauf free energies

In this section, we show the equivalence of the free energies of the Knauf and Farey tree models. We begin by finding bounds for the Farey tree partition function $`Z_k^F(\beta )`$ in terms of the Knauf partition function. We are interested in the case $`\beta >0`$, where there is a phase transition, but it will be easy to see that the free energies are equal for all $`\beta `$.

The Farey fractions satisfy $`r_k^{(n)}r_k^{(n1)}=1/(d_k^{(n)}d_k^{(n1)})`$. This may be shown for instance using the matrix chain representation in K-O . Thus

$`r_k^{(4n)}r_k^{(4n2)}`$ $`=`$ $`r_k^{(4n)}r_k^{(4n1)}+r_k^{(4n1)}r_k^{(4n2)}`$
$`=`$ $`{\displaystyle \frac{1}{d_k^{(4n)}d_k^{(4n1)}}}+{\displaystyle \frac{1}{d_k^{(4n1)}d_k^{(4n2)}}}`$
$`>`$ $`{\displaystyle \frac{1}{\left(d_k^{(4n)}\right)^2}},`$
and similarly $`r_k^{(4n)}r_k^{(4n2)}>1/\left(d_k^{(4n2)}\right)^2`$. From (III) we also find

$$r_k^{(4n)}r_k^{(4n2)}<\frac{2}{\left(d_k^{(4n1)}\right)^2}.$$
(9)
Using (7) and (III), for $`\beta >0`$, gives

$$Z_k^F(\beta )>\underset{n=1}{\overset{2^{k2}}{}}\frac{1}{\left(d_k^{(4n)}\right)^{2\beta }},$$
(10)
and also $`Z_k^F(\beta )>_{n=1}^{2^{k2}}1/\left(d_k^{(4n2)}\right)^{2\beta }`$. Adding these two inequalities we find a lower bound for the Feigenbaum partition function

$$Z_k^F(\beta )>\frac{1}{2}\underset{n=1}{\overset{2^{k1}}{}}\frac{1}{\left(d_k^{(2n)}\right)^{2\beta }}=\frac{1}{2}Z_{k,e}^K(2\beta ).$$
(11)
Using the inequality (9) and the relation (5) gives the upper bound

$$Z_k^F(\beta )<2^\beta \underset{n=1}{\overset{2^{k2}}{}}\frac{1}{\left(d_k^{(4n1)}\right)^{2\beta }}=2^\beta \underset{n=1}{\overset{2^{k2}}{}}\frac{1}{\left(d_{k1}^{(2n)}\right)^{2\beta }}=2^\beta Z_{k1,e}^K(2\beta ).$$
(12)
Thus the Farey tree partition function at $`\beta `$ is bounded both above and below by the even part of the Knauf partition function at $`2\beta `$.

$$\overline{)\frac{1}{2}Z_{k,e}^K(2\beta )<Z_k^F(\beta )<2^\beta Z_{k1,e}^K(2\beta ),\beta >0}$$
(13)
Similarly, we can find, that

$$2^\beta Z_{k1,e}^K(2\beta )<Z_k^F(\beta )<\frac{1}{2}Z_{k,e}^K(2\beta ),\beta <0.$$
(14)
Finally, for $`\beta =0`$ it is obvious that

$$Z_k^F(\beta )=\frac{1}{4}Z_k^K(2\beta ).$$

The free energy per site is defined by

$$f(\beta ):=\frac{1}{\beta }\underset{k\mathrm{}}{lim}\frac{\mathrm{ln}Z_k(\beta )}{k}.$$
(15)
(Recall that the level $`k`$ corresponds to the length of the spin chain.) We now use (13) to prove that

$$f_F(\beta )=f_K(2\beta ).$$

where $`f_F`$ refers to the free energy obtained from $`Z_k^F`$.

For $`\beta >1`$ one has K

$$Z_k^K(2\beta )\stackrel{k\mathrm{}}{}\frac{\zeta (2\beta 1)}{\zeta (2\beta )},$$

which implies that $`f_K(2\beta )=0`$. Also, by (6),

$$Z_{k,e}^K(2\beta )\stackrel{k\mathrm{}}{}0,$$

and using (13) gives

$$Z_k^F(\beta )\stackrel{k\mathrm{}}{}0.$$

Since $`Z_k^F(\beta )>0`$,

$$\frac{\mathrm{ln}Z_k^F(\beta )}{k}0f_F(\beta )0.$$

Note that for $`\beta =1`$ one has $`Z_k^F(1)1`$, since this partition function reduces to a simple sum of Farey tree fraction separations (ball lengths), which cannot exceed the length of the interval $`[0,1]`$. Therefore the inequality still holds (and in fact, as shown below, $`f_F(1)=0`$).

Now clearly

$$Z_{k,e}^K(2\beta )>\frac{1}{(k+1)^{2\beta }}$$

so by (13) we find

$$Z_k^F(\beta )>\frac{1}{2}\frac{1}{(k+1)^{2\beta }},$$

and

$$0\frac{\mathrm{ln}Z_k^F(\beta )}{k}<\frac{2\beta \mathrm{ln}(k+1)}{k}+\frac{\mathrm{ln}2}{k}.$$

Thus we have

$$\overline{)f_F(\beta )=f_K(2\beta )=0\mathrm{for}\beta 1.}$$
(16)
The validity of $`f_K(2)=0`$ is clear from the treatment in K-o  and the remark at the end of this section.

For $`\beta <1`$ we can write

$$Z_{k,e}^K=Z_k^KZ_{k1}^K=Z_k^K\left(1\frac{Z_{k1}^K}{Z_k^K}\right),$$

so

$$\frac{\mathrm{ln}Z_{k,e}^K}{k}=\frac{\mathrm{ln}Z_k^K}{k}\frac{\mathrm{ln}\left(1\frac{Z_{k1}^K}{Z_k^K}\right)}{k}.$$
(17)
It is shown in C-K  (by arguments using the transfer operator, see below) that for $`0<\beta <1`$ the free energies obtained from $`Z_k^K`$ and $`Z_{k,e}^K`$ are the same, thus for $`k\mathrm{}`$

$$\frac{\mathrm{ln}\left(1\frac{Z_{k1}^K}{Z_k^K}\right)}{k}0.$$
(18)
(This also can be shown directly by considering the equation $`Z_k^K(2\beta )=1+_{j=1}^kZ_{j,e^K}(2\beta )`$, which follows from (6). For $`0<\beta <1`$ the series is bounded by a geometric series because of the inequality $`Z_{k,e}^K>2^{1\beta }Z_{k1,e}^K.`$) For $`\beta 0`$ it is easy to check that $`Z_{k1,e}^K(2\beta )/Z_{k,e}^K(2\beta )1/2`$. Thus (18) holds for all $`\beta <1`$.

Using (13) (and, for $`\beta 0`$, (14) and the line below) then establishes

$$\overline{)f_F(\beta )=f_K(2\beta )\mathrm{for}\beta <1.}$$
(19)
Note that, as mentioned, the Knauf partition function $`Z_k^K(2\beta )`$ is finite as $`k\mathrm{}`$ for $`\beta >1`$ K . Using (6) and (13) one sees immediately that the Farey tree partition function $`Z_k^F(\beta )`$ vanishes in this limit for $`\beta >1`$. At $`\beta =1`$, it follows immediately from the definition (7) and simple properties of the Farey fractions that $`0<Z_k^F(1)<1`$. For $`\beta <1`$, since $`f_K(2\beta )<0`$ C-K  and using (19) and (15) it follows that $`Z_k^F(\beta )`$ is infinite. This establishes rigorously that the Hausdorff dimension of the set formed by the “balls” is $`\beta _H=1`$, as expected.

Finaly, consider (13) and the fact, mentioned above, that $`Z_k^F(1)<1`$. It follows that

$$Z_{k,e}^K(2)=\underset{n=1}{\overset{2^{k1}}{}}\frac{1}{(d_k^{(2n)})^2}<2,$$

so that this sum over the “new” Farey denominators is bounded by $`2`$ at all levels. Since the “new” denominators at level $`k1`$ become “old” denominators at level $`k`$, one also sees that $`Z_k^K(2)2k+1`$.

## IV Transfer operator approach

In this section we consider the transfer operator (Ruelle-Perron-Frobenius operator) of the Farey map. The previous section shows rigorously that the free energies of the Knauf and Farey fraction spin chain and Farey tree model are the same. Here we prove that they (as well as the free energy of the Farey tree model in a certain approximation specified below) are simply given by the largest eigenvalue of this operator. The next section considers the asymptotic behavior of this eigenvalue near the phase transition, known from the work of Prellberg P-s , which specifies the order of the phase transition.

The Ruelle-Perron-Frobenius operator $`𝒦`$ associated with a map $`f`$ (piecewise monotonic transformation of closed interval $`I`$) is given by

$$𝒦_\beta \phi (x)=\underset{f(y)=x}{}|f^{}(y)|^\beta \phi (y),\beta ,$$
(20)
where the sum is over each strictly monotonic and continuous piece of $`f`$ satisfying the summation condition. See P-S ; Diss  for a more complete discussion.

The Farey map is defined by F ; P-S

$$f(x)=\{\begin{array}{cc}f_0(x)=x/(1x),\hfill & 0x1/2,\hfill \\ f_1(x)=(1x)/x,\hfill & 1/2<x1.\hfill \end{array}$$
(21)
The operator then consists of two corresponding terms $`𝒦_0`$ and $`𝒦_1`$ which can be identified as “intermittent” and “chaotic” parts, respectively P-s . We may write $`𝒦_\beta =𝒦_0+𝒦_1`$ where $`𝒦_i\phi (x)=|F_i^{}(x)|^\beta \phi (F_i(x))`$ and the “presentation function” F  $`F_i`$ is the inverse map of $`f_i`$ (see (30) below). Thus

$$𝒦_\beta \phi (x)=(1+x)^{2\beta }\left[\phi \left(\frac{x}{1+x}\right)+\phi \left(\frac{1}{1+x}\right)\right],\beta .$$
(22)
Following the thermodynamic formalism approach R  it was shown in P-S ; Diss  that the largest eigenvalue of $`𝒦_\beta `$ in (22) (defined on the space of functions with bounded variation) is related to a free energy via $`f(\beta )=\beta ^1\mathrm{ln}\lambda (\beta )`$ for $`\beta `$. We call this the free energy of the Farey model.

In this section we consider $`𝒦_\beta `$ acting on $`L^2`$ and show that the free energy obtained from its largest eigenvalue is the same as the free energy of the Knauf and Farey tree model (in its original version or using the approximation below) for $`0<\beta <1`$. In the next section, we prove that the free energy of the Farey model in this $`\beta `$ range is also the same. For $`\beta >1`$, the free energy of any of these models is already known to be zero (see section III or P-s ).

The Knauf spin chain at level $`k1`$ may be described by a vector $`Y_{k1}(2\beta )l^2(_0)`$, the first component of which is the “even” Knauf partition function $`Z_{k,e}^K(2\beta )`$. The “transfer operator” of the Knauf spin chain then maps $`Y_{k1}(2\beta )`$ to the next level:

$$Y_k(2\beta )=\stackrel{~}{𝒞}(2\beta )Y_{k1}(2\beta ),$$
(23)
where $`\stackrel{~}{𝒞}(2\beta ):l^2(_0)l^2(_0)`$ and C-K

$$\stackrel{~}{C}(2\beta )_{i,j}=(1)^j\mathrm{\hspace{0.17em}2}^{2\beta ij}\left[\left(\begin{array}{c}2\beta i\\ j\end{array}\right)+\underset{s=0}{\overset{i}{}}2^s\left(\begin{array}{c}i\\ s\end{array}\right)\left(\begin{array}{c}2\beta i\\ js\end{array}\right)\right],$$
(24)
$`(i,j_0)`$, with the generalized binomial coefficients $`\left(\begin{array}{c}a\\ b\end{array}\right)=(\mathrm{\Pi }_{i=1}^{b1}(ai))/b!`$, $`a`$, $`b_0`$, and $`\left(\begin{array}{c}a\\ b\end{array}\right)=0`$ if $`b<0`$. Knauf K-o  has further shown that for $`0<\beta <1`$, $`\stackrel{~}{𝒞}(2\beta )`$ has the same largest eigenvalue $`\lambda (\beta )`$ as $`𝒦_\beta :L^2((0,1))L^2((0,1))`$. The argument involves expanding (22) about $`x=1`$ with $`\phi (x)=_{m=0}^{\mathrm{}}a_m(1x)^m`$. Doing this, one finds that the action of $`𝒦_\beta `$ on the quantities $`a_m`$ (note that $`a_m=(1)^m\phi ^{(m)}(1)/m!`$) is given by $`\stackrel{~}{𝒞}^T(2\beta )`$, where $`T`$ denotes transpose.

In addition, $`\stackrel{~}{𝒞}^T(2\beta )`$ is independent of $`k`$, so the components of the vector $`X_k(2\beta )`$ (defined using (23) with $`\stackrel{~}{𝒞}^T(2\beta )`$ replacing $`\stackrel{~}{𝒞}(2\beta )`$) are proportional to the Taylor series coefficients of an associated function $`\varphi _k^{(\beta )}(x)`$. This function therefore satisfies

$$\varphi _k^{(\beta )}(x)=(1+x)^{2\beta }\left[\varphi _{k1}^{(\beta )}\left(\frac{x}{1+x}\right)+\varphi _{k1}^{(\beta )}\left(\frac{1}{1+x}\right)\right].$$
(25)
It is shown in C-K  that $`\stackrel{~}{𝒞}(2\beta )`$ (and hence $`\stackrel{~}{𝒞}^T(2\beta )`$) is an operator of Perron-Frobenius type for $`0<\beta <1`$. Thus $`\lambda (\beta )`$ is a simple eigenvalue (the same for $`\stackrel{~}{𝒞}`$ or $`\stackrel{~}{𝒞}^T`$). The corresponding eigenvector is strictly positive and unique, and may be obtained (for $`\stackrel{~}{𝒞}^T`$) via $`V(2\beta )=lim_k\mathrm{}X_k(2\beta )/X_k(2\beta )`$. In addition, it follows that for $`0<\beta <1`$ the eigenvalue $`\lambda (\beta )>1`$ is an analytic function of $`\beta `$, and its positive normalized eigenvector $`V(2\beta )`$ is analytic in $`\beta `$. Hence

$$\varphi _k^{(\beta )}\lambda (\beta )^k\varphi ^{(\beta )},$$
(26)
where $`\varphi ^{(\beta )}(x)`$ is the normalized eigenvector of $`𝒦_\beta :L^2((0,1))L^2((0,1))`$ corresponding to $`V(2\beta )`$. Substituting this result in (25) we get, for $`0<\beta <1`$,

$$\lambda (\beta )\varphi ^{(\beta )}(x)=(1+x)^{2\beta }\left[\varphi ^{(\beta )}\left(\frac{x}{1+x}\right)+\varphi ^{(\beta )}\left(\frac{1}{1+x}\right)\right],$$
(27)
which is equivalent to (22) when $`\lambda (\beta )`$ is the maximal eigenvalue. Then

$$\underset{k\mathrm{}}{lim}\frac{Z_{k,e}^K(2\beta )}{Z_{k1,e}^K(2\beta )}=\lambda (\beta )$$
(28)
together with (15), (17) and (18) give us the Knauf free energy as expected

$$f_K(2\beta )=\frac{1}{\beta }\mathrm{ln}\lambda (\beta ),0<\beta <1.$$
(29)
Note that for $`\beta 1`$, $`f_K(2\beta )=0`$ (see section III) and also that $`f(\beta )=0`$ for $`\beta 1`$ follows from the spectrum of the operator $`𝒦_\beta `$ (P-s , see also the next section). Thus the free energy of the Farey spin chain, Farey tree and Knauf models are given by the largest eigenvalue of the Ruelle-Perron-Frobenius operator for $`\beta >0`$.

To further examine these connections we follow the treatment in F . We focus on (27) and make use of presentation functions. The Farey tree can be generated by two presentation functions

$$F_0=\frac{x}{1+x},F_1=1F_0=\frac{1}{1+x}.$$
(30)
Every fraction at each level $`k>1`$ of the Farey tree can be reached by composition of $`k`$ functions $`F_ϵ`$ ($`ϵ\{0,1\}`$) evaluated at $`x^{}=\frac{1}{2}`$. For example, at level $`k=3`$, $`F_0F_1(\frac{1}{2})=\frac{2}{5}=r_3^{(4)}`$. So the diameter of every “ball” in the Farey tree model (see (7)) can be written as

$$r_k^{(4n)}r_k^{(4n2)}=|F_{ϵ_1}F_{ϵ_2}\mathrm{}F_{ϵ_{k1}}(F_0(x^{}))F_{ϵ_1}F_{ϵ_2}\mathrm{}F_{ϵ_{k1}}(F_1(x^{}))|.$$
(31)
Note that the sequence of presentation functions in the two Farey fractions in (31) is identical except for the $`F_{ϵ_k}`$, i.e. only the presentation functions applied first to $`x^{}`$ differ. As $`k\mathrm{}`$, the diameter of the balls converges to zero (this follows easily from (III)). Therefore it is reasonable to suppose that for $`k`$ sufficiently large each diameter can be approximated by the derivative of the composed function with respect to $`x^{}`$. Then, using the chain rule, (31) behaves asymptotically as

$$r_k^{(4n)}r_k^{(4n2)}|F_{ϵ_1}^{}(F_{ϵ_2}F_{ϵ_3}\mathrm{})F_{ϵ_2}^{}(F_{ϵ_3}F_{ϵ_4}\mathrm{})\mathrm{}|.$$
(32)
Thus we can write for the partition function

$$Z_k^F\mathrm{}\underset{ϵ_k}{}|F_{ϵ_k}^{}(F_{ϵ_{k+1}}F_{ϵ_{k+2}}\mathrm{})|^\beta \underset{ϵ_{k1}}{}|F_{ϵ_{k1}}^{}(F_{ϵ_k}F_{ϵ_{k+1}}\mathrm{})|^\beta \mathrm{}$$
(33)
Notice that the sum over $`ϵ_k`$ and all lower indexed sums to its right depend only upon $`(F_{ϵ_{k+1}}F_{ϵ_{k+2}}\mathrm{})`$. This motivates the definition

$$\psi _k^{(\beta )}(x):=\underset{ϵ_k}{}|F_{ϵ_k}^{}(x)|^\beta \underset{ϵ_{k1}}{}|F_{ϵ_{k1}}^{}(F_{ϵ_k}(x))|^\beta \mathrm{},$$
(34)
where $`(F_{ϵ_k}F_{ϵ_{k+1}}\mathrm{})`$ is denoted by $`x`$. One then finds

$$\psi _k^{(\beta )}(x)=\underset{ϵ}{}|F_ϵ^{}(x)|^\beta \psi _{k1}^{(\beta )}(F_ϵ(x)).$$
(35)
Note that since each presentation function $`F_ϵ`$ is a ratio of polynomials, one can extend the definition of $`\psi _k^{(\beta )}(x)`$ to the whole interval $`[0,1]`$. Substituting for $`F`$ and $`F^{}`$ we obtain (25) (with $`\psi _k`$ replacing $`\varphi _k`$). Therefore choosing $`\psi _0^{(\beta )}(x)>0`$ we find $`\psi _k^{(\beta )}\psi ^{(\beta )}`$ as $`k\mathrm{}`$, with the function $`\psi ^{(\beta )}`$ proportional to $`\varphi ^{(\beta )}`$ (the eigenfunction with the maximum eigenvalue $`\lambda (\beta )`$). This establishes that the approximation (32) is exact in the limit $`k\mathrm{}`$, as expected.

Finally, it is interesting to note some connections with number theory. Specifically, for $`\lambda =1`$, (27) is known as the Lewis equation and has been studied (for complex $`\beta `$) because of its connection to the Selberg $`\zeta `$-function and period polynomials (cusp forms of the modular group) L-Z . An operator related to $`𝒦_\beta `$ (22) also appears in this context and is called the Mayer operator M .

## V  Order of the phase transition and discussion

In the preceding, we have shown that the Farey spin chain K-O , the Knauf spin chain C-K  and (either version of) the Farey tree model F  all have the same free energy. Further, for $`0<\beta <1`$ their free energy is given by the largest eigenvalue of the Farey model transfer operator acting on $`L^2`$ (22). Here we show that the transfer operator acting on the space of functions of bounded variation has the same leading eigenvalue in this $`\beta `$ range, which allows us to make use of the results of Prellberg. The corresponding equality of free energies for $`\beta >1`$ (where the free energy vanishes) follows from known results, as remarked in the previous section.

Prellberg has examined the spectrum of this operator acting on the space of functions with bounded variation P-S  (details are in Diss ). In order to make use of his results, we must show that the largest eigenvalue in this space is the same as that in $`L^2((0,1))`$. To prove this we examine the corresponding eigenvectors. Expanding $`\phi (x)`$, the eigenvector in the $`L^2`$ space, about $`x=1`$ as above, one has $`\phi (x)=_{m=0}^{\mathrm{}}a_m(1x)^m`$. Thus $`\phi (1)`$ is finite, since the coefficients $`a_m`$ in this expansion are proportional to the components of the eigenvector of $`\stackrel{~}{C}^T(2\beta )`$ of largest eigenvalue (see section IV). Furthermore, the $`a_m`$ are all positive, since the eigenvector of $`\stackrel{~}{C}^T`$ is positive. Therefore $`\phi (x)`$ is a (strictly) decreasing function on $`[0,1]`$. Finally, setting $`x=0`$ in (27) shows that $`\phi (0)`$ is finite whenever $`\lambda 1`$. Therefore, $`\phi (x)`$ is of bounded variation for $`0<\beta <1`$, and since both eigenvectors are unique (up to multiplicative constants) their eigenvalues must coincide in this range of $`\beta `$ values.

The result of Prellberg of interest here is

$$\beta f(\beta )=c\frac{1\beta }{\mathrm{ln}(1\beta )}\left[1+o(1)\right],0<\beta <1,$$

where $`c>0`$, and $`\beta f(\beta )=0`$ for $`\beta 1`$. This form for the free energy is equivalent to that given in F , as may be seen by use of the Lambert $`W`$-function.

The non-analyticity at $`\beta =1`$ results in a phase transition of second order, since the second derivative of $`f(\beta )`$ diverges as $`\left[(1\beta )(\mathrm{ln}(1\beta ))^2\right]^1`$ as $`\beta 1^{}`$. This result agrees with C-K , where it is proven rigorously that the phase transition is at most second order. Note that the largest eigenvalue is discrete for $`\beta <1`$. For $`\beta >1`$, the discrete spectrum disappears and the largest eigenvalue becomes $`\lambda =1`$, which is the upper boundary of the continuous spectrum for all $`\beta `$.

Our result for the free energy also has some implications for the number of states of the spin chain models. The Knauf model partition function may be expressed as a Dirichlet series K

$$Z_k^K(\beta )=\underset{n=1}{\overset{\mathrm{}}{}}\varphi _k(n)n^\beta ,$$
(36)
where $`\varphi _k(n)`$ is non-zero when $`n`$ is a Farey denominator at level $`k`$. This function converges from below to the Euler totient function $`\varphi (n)`$ as $`k\mathrm{}`$. Since the energy of an allowed state is $`E=\mathrm{ln}n`$, $`\varphi _k(n)`$ gives the number of states of energy $`E`$ at level $`k`$. The functions $`\varphi _k`$ and $`\varphi `$ are very irregular. Our result for the free energy then shows how the Dirichlet series in (36) diverges as $`k\mathrm{}`$ for small (but positive!) $`(2\beta )`$. (Recall that the phase transition in the spin chains appears at $`\beta _c=2`$, since a factor of $`2`$ appears in comparing with the Farey tree model, see (29).) For the Farey spin chain, an equation with the same form as (36) may also be written, with the same leading divergent behavior. Here the limit of the function corresponding to $`\varphi _k(n)`$ is not known, though some related information is available Pe .

One can also consider the implications of scaling theory for the two spin chain models. It is known that the magnetization (defined via the difference in the number of spins in state A vs. those in state B) is one for temperatures below the transition and zero above it C-Kn ; C-K . Thus the magnetization jumps from its fully saturated value to zero at the transition. This would lead one to suspect a first-order transition, but as we have seen, the behavior with temperature is second-order. However, both these results seem to be consistent with scaling theory, with renormalization group eigenvalues $`y_T=d`$ and $`y_h=d`$, where $`d`$ is the dimensionality, and using $`(2\beta )/\mathrm{ln}(2\beta )`$ as the temperature scaling variable. We plan to report more fully on this elsewhere.

###### Acknowledgements.

We thank T. Prellberg for providing a copy of Diss . Useful conversations with D. Bradley and Don Zagier are gratefully acknowledged. This research is based on work supported in part by the National Science Foundation under Grant No. DMR - 0203589.


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# Front propagation in random media: From extremal to activated dynamics

## 1 Introduction

Front propagation in a random environment has in recent years become a generic problem describing the motion of interfaces as different as magnetic domain walls, wetting or fracture fronts. In all cases the balance between a roughening effect due to the quenched random environment and the smoothing effect of the elastic interactions leads to a rich phenomenology. At zero temperature one observes a depinning transition: a threshold force is required for unlimited motion. When the front is driven at a force close to the threshold, one observes spatio-temporal organization, the front roughness exhibits self-affine correlations and the critical exponents characterising the propagation of the front can be shown to depend on the nature of the elastic interactions. At finite temperature the dynamics is controlled by thermal activation and a creep regime characterized by a stretched exponential dependence of the velocity on the driving force has been predicted by scaling or renormalisation  arguments. This creep regime has been experimentally observed in weak pinning conditions for the propagation of a magnetic domain wall .

In the following we consider the case of strong pinning, we first give results obtained in the framework of an extremal dynamics focusing on the depinning force distribution in the vicinity of the macroscopic depinning threshold. We then consider the thermally activated propagation of a front driven at a constant force and we show that at low temperature the knowledge of the depinning force distribution leads to a simple Arrhenius regime with a prefactor that depends on the temperature as a power law. To illustrate these results we present in the following numerical simulations performed with two different elastic interactions: Laplacian (corresponding to the motion of magnetics walls or fluid invasion in a Hele-Shaw cell) and long range elasticity (which corresponds to the propagation of a wetting or a fracture front).

## 2 Force distribution in the extremal model

We consider the propagation of an elastic 1D front through a 2D random environment. The position of the front at abscissa $`x_i`$ is given by $`h_i=h(x_i)`$. The random environment consists in traps of depth $`\gamma _i`$ which are randomly distributed in the direction of propagation. In the following we restrict ourselves to the case of an overdamped dynamics in a strong pinning situation. When submitted to an external driving force $`f_{ext}`$ the depinning criterion for the site $`i`$ can be written as:

$$f_{ext}+f_{el}[x_i,h_i]>\gamma _i$$
(1)
where the elastic component can be Laplacian or long range. In the particular case of an interfacial fracture front, the long range elastic kernel comes from a first order expansion of the stress intensity factor and with periodic boundary conditions it can be written:

$$f_{el}[x_i,h_i]=\underset{ji}{}\frac{h_jh_i}{\mathrm{sin}[\pi (x_ix_j)/L]^2},$$
(2)
where $`L`$ is the size of the system. In the Laplacian case, we use a discrete form of the Laplace operator:

$$f_{Lap}[x_i,h_i]=\frac{1}{2}\left(h_{i+1}2h_i+h_{i1}\right)$$
(3)
In the extremal dynamics the external force is adapted at every step to the value $`f_{ext}=f_c(t)`$ such that only one site can depin. This corresponds to selecting the weakest site $`i_0`$ of the front:

$$f_c=\gamma _{i_0}f_{el}[x_{i_0},h_{i_0}]=min_i\left(\gamma _if_{el}[x_i,h_i]\right).$$
(4)
The weakest site is then advanced up to the next trap, the elastic forces are updated and the process is iterated on the weakest site of the new configuration. The maximum of these depinning forces $`f_c`$ over time corresponds to the macroscopic depinning threshold $`f^{}`$.

The front then presents a multiscale roughness: it remains statistically invariant under the anisotropic scaling transformations $`x\lambda x`$, $`y\lambda ^\zeta y`$. The front is said to be self-affine and the exponent $`\zeta `$ is called the roughness exponent. This scaling invariance is responsible for long range correlations of the height differences on the front. In particular when measured over a size $`d`$, the height standard deviation grows as a power law: $`\sqrt{<\mathrm{\Delta }y^2>}(d)d^\zeta `$. A direct consequence of this self-affinity property is that the height power spectrum is a power law of exponent $`12\zeta `$ where $`\zeta 0.35`$ and $`\zeta 1.25`$ in the fracture front case and in the Laplacian case respectively.

It can be shown that the behavior of the ditribution $`𝒬(f_c)`$ in the vicinity of the threshold $`f^{}`$ exhibits universal features. In order to illustrate this point let us focus on a sequence of successive depinning events on the front. Such sequences are known to be time and space correlated and present an avalanche-like behavior. The distance $`d`$ between two successive events is distributed according to $`p(d)d^a`$ where $`a=3`$ in the Laplacian case and $`a=2`$, the exponent of the elastic kernel, in the case of long range elastic interactions. Large separations between two succesive events correspond to the jump from one avalanche to another one, the larger the jump, the closer the depinning force to the threshold $`f^{}`$. Let us consider the force distribution $`q_d(f)`$ conditionned to the size $`d`$ of the jump. From the knowledge of the elastic interactions and of the front roughness statistics we can give estimates of the moments of these distributions. The typical height fluctuations on a distance $`d`$ scaling as $`d^\zeta `$, the force fluctuations scale as $`d^b`$ where $`b=1\zeta 0.65`$ in the case of long range interactions or $`b=2\zeta 0.75`$ in the Laplacian case. As $`d`$ increases, $`q_d(f)`$ becomes narrower and closer to the threshold $`f^{}`$. In particular we get the linear relationship:

$$f_c_d=f^{}A\sigma _d(f_c),$$
(5)
where $`f_c_d`$ and $`\sigma _d(f_c)`$ are the mean and the standard deviation of the depinning forces conditionned to a jump of size $`d`$. This relationship allows a precise determination of the threshold $`f^{}`$. Moreover all distributions $`q_d`$ are identical up to a rescaling transformation:

$$q_d\left(f^{}f_c\right)=d^b\psi \left[(f^{}f_c)d^b\right].$$
(6)
The knowledge of the distribution $`p(d)d^a`$ of the distances between successive active sites allows to express the depinning force distribution close to the threshold:

$$𝒬(f^{}f_c)=x^{ba}\psi \left[(f^{}f_c)x^b\right]𝑑x\left(f^{}f_c\right)^\nu ,\nu =\frac{ab1}{b},$$
(7)
vith the numerical values $`\nu 0.5`$ in the fracture front case and $`\nu 1.7`$ in the Laplacian case.

In Fig. 1 we present numerical results obtained in the case of long range elastic interactions, we see that the low tail contribution corresponds to activity jumps of size 0 or 1. For contributions corresponding to larger jumps, the details of the random trap distribution are washed out and we can check that the force distributions obey the scaling proposed in Eq. (6). Note in addition that the universal behavior proposed in Eq. (7) only applies in a very close vicinity of the threshold $`f^{}`$. The size of the sytem is $`L=1024`$, the trap depth and the distance between two traps in the propagation direction are uniformly distributed in the range $`[01]`$. The results are averaged over 5 millions iteration steps. A linear fit using Eq. (5) gives $`f^{}=0.373\pm 0.001`$ and we get for the roughness exponent $`\zeta =0.34\pm 0.01`$.

## 3 From extremal to activated dynamics

Instead of adapting the driving force at every step so that only one site can depin at a time we consider now the front propagation under a constant external driving force $`f_{ext}`$. At zero temperature the front moves freely if $`f_{ext}>f^{}`$, while it will only advance a finite distance before being pinned if $`f_{ext}<f^{}`$. This travelling distance diverges when $`f_{ext}`$ approaches the threshold $`f^{}`$. At finite temperature we now allow a pinned site $`i`$ to depin at any time with an Arrhenius probability $`p_i`$:

$$p_i=e^{\frac{\mathrm{\Delta }_i}{T}},\mathrm{\Delta }_i=f_{ext}+f_i^{el}\gamma _i<0,$$
(8)
and (assuming all other sites to be frozen) the probability that the site has remained pinned during the time $`\tau `$ and advances in the interval $`[\tau ,\tau +d\tau ]`$ can be written

$`P_i(\tau )d\tau ={\displaystyle \frac{1}{\tau _i}}e^{\frac{\tau }{\tau _i}}d\tau ,\tau _i={\displaystyle \frac{1}{p_i}}=e^{\frac{\mathrm{\Delta }_i}{T}}.`$ (9)
If we consider now all sites of the front, the typical waiting time for the first depinning event on the front is $`\tau ^{}`$ such that:

$$\frac{1}{\tau ^{}}=\underset{i}{}\frac{1}{\tau _i}=\underset{i}{}e^{\frac{\mathrm{\Delta }_i}{T}},$$
(10)
the probability that the depinning takes place at site $`i`$ being $`p_i/p_i=\tau ^{}/\tau _i`$. At very low temperature the waiting time $`\tau ^{}`$ is dominated by the waiting time of the weakest site $`i_0`$

$$\frac{1}{\tau ^{}}=\frac{1}{\tau _{i_0}}\left(1+\underset{ii_0}{}e^{\frac{\mathrm{\Delta }_i\mathrm{\Delta }_{max}}{T}}\right).$$
(11)
In the following we focus on this situation of very low temperatures. We consider the case of an elastic front driven at a constant force $`f_{ext}`$. The (very low) temperature allows to introduce a physical time in the extremal model which is adapted as follows. When the driving force $`f_{ext}`$ exceeds the local threshold $`f_c`$, all sites which fulfill the depinning criterion are allowed to advance at the same time. Then the elastic forces are updated to take into account the change of front conformation. If however the site reaches a blocked configuration where no site is able to depin at zero temperature, the weakest site is allowed to advance by thermal activation. The waiting time $`t_0`$ is chosen according to the distribution $`(1/\tau _{i_0})\mathrm{exp}(t_0/\tau _{i_0})`$ corresponding to the extremal site and the elastic forces are updated before the next iteration.

The distribution of the depinning forces being known in the vicinity of the macroscopic threshold $`f^{}`$, we can estimate the creep velocity at very low temperature via the average waiting time of an activated step:

$`\tau `$ $``$ $`T^{1+\nu }\mathrm{exp}\left({\displaystyle \frac{f^{}f_{ext}}{T}}\right){\displaystyle _0^{\frac{f^{}f_{ext}}{T}}}u^\nu e^u𝑑u,`$ (12)
so that we expect at low temperatures:

$$v(f_{ext},T)=T^{(1+\nu )}\mathrm{exp}\left(\frac{f^{}f_{ext}}{T}\right).$$
(13)
and a simple Arrhenius behavior when $`Tf^{}f_{ext}`$.

In Fig. 2 we present the numerical results obtained for a front driven at different forces below the threshold. The symbols correspond to the velocity results after correction by the Arrhenius term and the lines to the expected behavior following Eq. 12. For the latter expressions we used the values $`\nu =0.25`$ in the long range case and $`\nu =1.66`$ and Laplacian case to compare with the expected values $`\nu =0.5`$ and $`\nu =1.7`$ respectively. These differences may be due to the fact that the universal behavior of the depinning force distribution is only valid in a region close to the threshold ($`\mathrm{\Delta }f<0.1`$ in our case, see Fig. 1) and for lower driving forces the system becomes more sensitive to the details of the distribution.

This behavior is different from the stretched exponential described in ; the main reason is probably that although we consider very low temperatures, our study is restricted to the very close vicinity of the threshold while the usual scaling obtained for creep motion corresponds to driving forces far below the threshold. Note in addition that at very low temperature, the time scales of depinning become very large and that it may be necessary to take other mechanisms into account. This is for example the case for crack propagation in glass for which the subcritical motion of the front competes with a stress assisted ion interdiffusion phenomenon which tends to locally reinforce the material. Within these restrictions, our knowledge of the depinning force distribution gives us the evolution of the front velocity with temperature by way of the front roughness, thus relating a dynamical behavior to a geometrical property.