# Topology and phase transitions: a paradigmatic evidence

## Abstract

We report upon the numerical computation of the Euler characteristic $`\chi `$ (a topologic invariant) of the equipotential hypersurfaces $`\mathrm{\Sigma }_v`$ of the configuration space of the two-dimensional lattice $`\phi ^4`$ model. The pattern $`\chi (\mathrm{\Sigma }_v)`$ vs $`v`$ (potential energy) reveals that a major topology change in the family $`\{\mathrm{\Sigma }_v\}_v`$ is at the origin of the phase transition in the model considered. The direct evidence given here - of the relevance of topology for phase transitions - is obtained through a general method that can be applied to any other model.

Suitable topology changes of equipotential submanifolds of configuration space can entail thermodynamic phase transitions. This is the novel result of the present Letter. The method we use, though applied here to a particular model, is of general validity and it is of prospective interest to the study of phase transitions in those systems that challenge the conventional approaches, as it might be the case of finite systems (like atomic and molecular clusters), of off-lattice polymers and proteins, of glasses and in general of amorphous and disordered materials. Let us begin by giving a theoretical argument and then proceed by numerically proving its truth for the $`2d`$ lattice $`\phi ^4`$ model. Consider classical many particle systems described by standard Hamiltonians

$$H(p,q)=\underset{i=1}{\overset{N}{}}\frac{1}{2}p_i^2+V(q)$$
(1)   
where the $`(p,q)(p_1,\mathrm{},p_N,q_1,\mathrm{},q_N)`$ coordinates assume continuous  values and $`V(q)`$ is bounded below. The statistical behaviour of physical systems described by Hamiltonians as in Eq.(1) is encompassed, in the canonical ensemble, by the partition function in phase space

$`Z_N(\beta )`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{N}{}}dp_idq_ie^{\beta H(p,q)}}=\left({\displaystyle \frac{\pi }{\beta }}\right)^{\frac{N}{2}}{\displaystyle \underset{i=1}{\overset{N}{}}dq_ie^{\beta V(q)}}`$ (2)   
$`=`$ $`\left({\displaystyle \frac{\pi }{\beta }}\right)^{\frac{N}{2}}{\displaystyle _0^{\mathrm{}}}𝑑ve^{\beta v}{\displaystyle _{\mathrm{\Sigma }_v}}{\displaystyle \frac{d\sigma }{V}}`$ (3)   
where the last term is written using a co-area formula , and $`v`$ labels the equipotential hypersurfaces $`\mathrm{\Sigma }_v`$ of configuration space, $`\mathrm{\Sigma }_v=\{(q_1,\mathrm{},q_N)^N|V(q_1,\mathrm{},q_N)=v\}`$. Equation (3) shows that for Hamiltonians (1) the relevant statistical information is contained in the canonical configurational partition function $`Z_N^C=\mathrm{\Pi }𝑑q_i\mathrm{exp}[\beta V(q)]`$. Remarkably, $`Z_N^C`$ is decomposed – in the last term of Eq.(3) – into an infinite summation of geometric integrals, $`_{\mathrm{\Sigma }_v}𝑑\sigma /V`$, defined on the $`\{\mathrm{\Sigma }_v\}_v`$. Once the microscopic interaction potential $`V(q)`$ is given, the configuration space of the system is automatically foliated into the family $`\{\mathrm{\Sigma }_v\}_v`$ of these equipotential hypersurfaces. Now, from standard statistical mechanical arguments we know that, at any given value of the inverse temperature $`\beta `$, the larger the number $`N`$ of particles the closer to $`\mathrm{\Sigma }_v\mathrm{\Sigma }_{u_\beta }`$ are the microstates that significantly contribute to the averages – computed through $`Z_N(\beta )`$ – of thermodynamic observables. The hypersurface $`\mathrm{\Sigma }_{u_\beta }`$ is the one associated with $`u_\beta =(Z_N^C)^1dq_iV(q)e^{\beta V(q)}`$, the average potential energy computed at a given $`\beta `$. Thus, at any $`\beta `$, if $`N`$ is very large the effective support of the canonical measure shrinks very close to a single $`\mathrm{\Sigma }_v=\mathrm{\Sigma }_{u_\beta }`$. Hence, and on the basis of what we found in , let us make explicit the Topological Hypothesis: the basic origin of a phase transition lies in a suitable topology change of the $`\{\mathrm{\Sigma }_v\}`$, occurring at some $`v_c`$. This topology change induces the singular behavior of the thermodynamic observables at a phase transition. By change of topology we mean that $`\{\mathrm{\Sigma }_v\}_{v<v_c}`$ are not diffeomorphic to the $`\{\mathrm{\Sigma }_v\}_{v>v_c}`$ . In other words, the claim is that the canonical measure should “feel” a big and sudden change – if any – of the topology of the equipotential hypersurfaces of its underlying support, the consequence being the appearence of the typical signals of a phase transition, i.e. almost singular (at finite $`N`$) energy or temperature dependences of the averages of appropriate observables. The larger $`N`$, the narrower is the effective support of the measure and hence the sharper can be the mentioned signals, until true singularities appear in the $`N\mathrm{}`$ limit. This point of view has the interesting consequence that – also at finite $`N`$ – in principle different mathematical objects, i.e. manifolds of different cohomology type, could be associated to different thermodynamical phases, whereas from the point of view of measure theory  the only mathematical property available to signal the appearence of a phase transition is the loss of analyticity of the grand-canonical and canonical averages, a fact which is compatible with analytic statistical measures only in the mathematical $`N\mathrm{}`$ limit. In order to prove or disprove the conjectured role of topology, we have to explicitly work out adequate information about the topology of the members of the family $`\{\mathrm{\Sigma }_v\}_v`$ for some given physical system. Below it is shown how this goal is practically achieved by means of numerical computations. As it is conjectured that the counterpart of a phase transition is a breaking of diffeomorphicity among the surfaces $`\mathrm{\Sigma }_v`$, it is appropriate to choose a diffeomorphism invariant to probe if and how the topology of the $`\mathrm{\Sigma }_v`$ changes as a function of $`v`$. This is a very challenging task because we have to deal with high dimensional manifolds. Fortunately a topological invariant exists whose computation is feasible, yet demands a big effort. This is the Euler characteristic, a diffeomorphism invariant, expressing fundamental topological information . In order to make the reader acquainted with it, we remind that a way to analyze a geometrical object is to fragment it into other more familiar objects and then to examine how these pieces fit together. Take for example a surface $`\mathrm{\Sigma }`$ in the euclidean three dimensional space. Slice $`\mathrm{\Sigma }`$ into pieces that are curved triangles (this is called a triangulation of the surface). Then count the number $`F`$ of faces of the triangles, the number $`E`$ of edges, and the number $`V`$ of vertices on the tesselated surface. Now, no matter how we triangulate a compact surface $`\mathrm{\Sigma }`$, $`\chi (\mathrm{\Sigma })=FE+V`$ will always equal a constant which is characteristic of the surface and which is invariant under diffeomorphisms $`\varphi :\mathrm{\Sigma }\mathrm{\Sigma }^{}`$. This is the Euler characteristic of $`\mathrm{\Sigma }`$. At higher dimensions this can be again defined by using higher dimensional generalizations of triangles (simplexes) and by defining the Euler characteristic of the $`n`$-dimensional manifold $`\mathrm{\Sigma }`$ to be

$$\chi (\mathrm{\Sigma })=\underset{k=0}{\overset{n}{}}(1)^k(\mathrm{\#}\mathrm{of}{}_{}{}^{\prime \prime }\mathrm{faces}\mathrm{of}\mathrm{dimension}\mathrm{k}^{\prime \prime }).$$
(4)   
In differential topology a more standard definition of $`\chi (\mathrm{\Sigma })`$ is

$$\chi (\mathrm{\Sigma })=\underset{k=0}{\overset{n}{}}(1)^kb_k(\mathrm{\Sigma })$$
(5)   
where also the numbers $`b_k`$ – the Betti numbers of $`\mathrm{\Sigma }`$ – are diffeomorphism invariants . While it would be hopeless to try to practically compute $`\chi (\mathrm{\Sigma })`$ from Eq.(5) in the case of non-trivial physical models at large dimension, there is a possibility given by a powerful theorem, the Gauss-Bonnet-Hopf theorem, that relates $`\chi (\mathrm{\Sigma })`$ with the total Gauss-Kronecker curvature of the manifold, i.e. 

$$\chi (\mathrm{\Sigma })=\gamma _\mathrm{\Sigma }K_G𝑑\sigma $$
(6)   
which is valid for even dimensional hypersurfaces of euclidean spaces $`^N`$ \[here $`\mathrm{dim}(\mathrm{\Sigma })=nN1`$\], and where: $`\gamma =2/Vol(𝕊_1^n)`$ is twice the inverse of the volume of an $`n`$-dimensional sphere of unit radius; $`K_G`$ is the Gauss-Kronecker curvature of the manifold; $`d\sigma =\sqrt{det(g)}dx^1dx^2\mathrm{}dx^n`$ is the invariant volume measure of $`\mathrm{\Sigma }`$ and $`g`$ is the Riemannian metric induced from $`^N`$. Let us briefly sketch the meaning and definition of the Gauss-Kronecker curvature. The study of the way in which an $`n`$-surface $`\mathrm{\Sigma }`$ curves around in $`^N`$ is measured by the way the normal direction changes as we move from point to point on the surface. The rate of change of the normal direction $`𝝃`$ at a point $`x\mathrm{\Sigma }`$ in direction $`𝐯`$ is described by the shape operator $`L_x(𝐯)=_𝐯𝝃`$, where $`𝐯`$ is a tangent vector at $`x`$ and $`_𝐯`$ is the directional derivative, hence $`L_x(𝐯)=(\xi _1𝐯,\mathrm{},\xi _{n+1}𝐯)`$; gradients and vectors are represented in $`^N`$. As $`L_x`$ is an operator of the tangent space at $`x`$ into itself, there are $`n`$ independent eigenvalues  $`\kappa _1(x),\mathrm{},\kappa _n(x)`$ which are called the principal curvatures of $`\mathrm{\Sigma }`$ at $`x`$. Their product is the Gauss-Kronecker curvature: $`K_G(x)=_{i=1}^n\kappa _i(x)=\mathrm{det}(L_x)`$. The practical computation of $`K_G`$ for the equipotential hypersurfaces $`\mathrm{\Sigma }_v`$ proceeds as follows. Let $`𝝃`$$`=V/V`$ be the unit normal vector to $`\mathrm{\Sigma }_v`$ at a given point $`x`$, and let $`\{𝐯_1,\mathrm{},𝐯_n\}`$ be any basis for the tangent space of $`\mathrm{\Sigma }_v`$ at $`x`$. Then 

$$K_G(x)=\frac{(1)^n}{V^n}\left|\left(\begin{array}{c}_{𝐯_1}V\\ \mathrm{}\\ _{𝐯_n}V\\ V\end{array}\right)\right|\left|\left(\begin{array}{c}𝐯_1\\ \mathrm{}\\ 𝐯_n\\ V\end{array}\right)\right|^1.$$
(7)   
Let us now consider the family of $`\{\mathrm{\Sigma }_v\}_v`$ associated with a particular physical system and show how things work in practice. We consider the so-called $`\phi ^4`$ model on a $`d`$-dimensional lattice $`^d`$ with $`d=1,2`$, described by the potential function

$$V=\underset{i^d}{}\left(\frac{\mu ^2}{2}q_i^2+\frac{\lambda }{4}q_i^4\right)+\underset{ik^d}{}\frac{1}{2}J(q_iq_k)^2$$
(8)   
where $`ik`$ stands for nearest-neighbor sites. This system has a discrete $`_2`$-symmetry and short-range interactions; therefore, according to the Mermin-Wagner theorem, in $`d=1`$ there is no phase transition whereas in $`d=2`$ there is a symmetry-breaking transition of the same universality class of the $`2d`$ Ising model. Independently of any statistical measure, let us now probe, by computing $`\chi (\mathrm{\Sigma }_v)`$ vs $`v`$ according to Eq.(6), if and how the topology of the hypersurfaces $`\mathrm{\Sigma }_v`$ varies with $`v`$. To this aim we first devised an algorithm of MonteCarlo type by constructing a Markov chain on any desired surface $`\mathrm{\Sigma }_v`$. This is obtained by means of a “demon” algorithm corrected with a projection technique  which provides a simple and efficient method to constrain a random walk on a level-hypersurface, here, of the potential function. Each new step so obtained on $`\mathrm{\Sigma }_v`$ represents a trial step which is accepted or rejected according to a Metropolis-like “importance sampling” criterion  adapted to the weight $`\sqrt{\mathrm{det}(g)}`$. With any MonteCarlo scheme we can actually compute densities, that is we can only estimate $`_{\mathrm{\Sigma }_v}K_G𝑑\sigma /_{\mathrm{\Sigma }_v}𝑑\sigma `$, the average of $`K_G`$, rather than its total value (6) on $`\mathrm{\Sigma }_v`$. Hence the need for an estimate of $`Area(\mathrm{\Sigma }_v)=_{\mathrm{\Sigma }_v}𝑑\sigma `$ as a function of $`v`$. To this aim we worked out a geometric formula that links the relative variation of $`Area(\mathrm{\Sigma }_v)`$ with respect to an arbitrary initial value $`Area(\mathrm{\Sigma }_{v_0})`$, to another MonteCarlo average on $`\mathrm{\Sigma }_v`$: $`M_1/V_{MC}^{\mathrm{\Sigma }_v}`$ where $`M_1=\frac{1}{n}_{i=1}^n\kappa _i`$ is the mean curvature of $`\mathrm{\Sigma }_v`$ . Thus the final outcomes of our computations are the relative variations of the Euler characteristic. The computation of $`K_G`$ at any point $`x\mathrm{\Sigma }_v`$ proceeds by working out an orthogonal basis for the tangent space at $`x`$, orthogonal to $`𝝃=V/V`$, by means of a Gram-Schmidt orthogonalization procedure. Then Eq.(7) is used to compute $`K_G`$ at $`x`$. On each $`\mathrm{\Sigma }_v`$ we sampled $`110^6\mathrm{\hspace{0.17em}3.5}10^6`$ points where we computed $`K_G`$. This number of points was varied, and several initial conditions were also considered in order to check the stability of the results. The computations were performed for $`\mathrm{dim}(\mathrm{\Sigma }_v)=48,80`$ (i.e. $`N=7\times 7,\mathrm{\hspace{0.17em}9}\times 9`$) and with the choice $`\lambda =0.6,\mu ^2=2,J=1`$ for the parameters of the potential. In order to test the correctness of our numerical “protocol” to compute $`\chi (\mathrm{\Sigma }_v)`$, and to assess its degree of reliability, we checked the method against a simplified form of the potential $`V`$ in Eq. (8), i.e. with $`\lambda =J=0,\mu ^2=1`$. In this case the $`\mathrm{\Sigma }_v`$ are hyperspheres and therefore $`\chi (𝕊_v^n)=2`$ for any even $`n`$. $`Area(𝕊_v^n)`$ is analytically known as a function of the radius $`\sqrt{v}`$, therefore the starting value $`Area(\mathrm{\Sigma }_{v_0})`$ is known and in this case we can compute the actual values of $`\chi (\mathrm{\Sigma }_v)`$ instead of their relative variations only. In Fig.1 we report $`\chi (\mathrm{\Sigma }_v=𝕊_v^n)`$ vs $`v/N`$ for $`N=5\times 5`$, the results are in agreement with the theoretical value within an error of few percents, a very good precision in view of the large variations of $`\chi (\mathrm{\Sigma }_v)`$ that are found with the full expression (8) of $`V`$. In Fig.2 we report the results for the $`1d`$ lattice, which is known not to undergo any phase transition. Apart from some numerical noise - here enhanced by the more complicated topology of the $`\mathrm{\Sigma }_v`$ when $`\lambda ,J0`$ \- a monotonously (in the average) decreasing pattern of $`\chi (v/N)`$ is found. Since the variation of $`\chi (v/N)`$ signals a topology change of the $`\{\mathrm{\Sigma }_v\}`$, Fig. 2 tells that a “smoothly” varying topology is not sufficient for the appearence of a phase transition. In fact, when the $`2d`$ lattice is considered, the pattern of $`\chi (v/N)`$ is very different: it displays a rather abrupt change of the topology variation rate with $`v/N`$ at some $`v_c/N`$. This result is reported in Fig.3 for a lattice of $`N=7\times 7`$ sites, and in Fig. 4 for a larger lattice of $`N=9\times 9`$ sites . The question is now whether the value $`v_c/N`$, at which $`\chi (v/N)`$ displays a cusp, has anything to do with the thermodynamic phase transition, i.e. we wonder if the effective support of the canonical measure shrinks close to $`\mathrm{\Sigma }_{vv_c}`$ just at $`\beta 1/T_c`$, the (inverse) critical temperature of the phase transition. The answer is in the affirmative. In fact, the numerical analysis in Refs. shows that – with $`\lambda =0.6,\mu ^2=2,J=1`$ – the function $`\frac{1}{N}V(T)`$ and its derivative signal the phase transition at $`\frac{1}{N}V3.75`$, a value in very good agreement – within the numerical precision – with $`v_c/N`$ where the cusp of $`\chi (v/N)`$ shows up. Through the computation of the $`v`$-dependence of a topologic invariant, the hypothesis of a deep connection between topology changes of the $`\{\mathrm{\Sigma }_v\}`$ and phase transitions has been given a direct confirmation. Moreover, we found that a sudden “second order variation” of the topology of these hypersurfaces is the “suitable” topology change - mentioned at the beginning of the present Letter - that underlies the phase transition of second kind in the lattice $`\phi ^4`$ model. There is no reason why the results presented here should be peculiar only to the chosen model, and therefore they point to a general validity of the relationship between topology and phase transitions, opening a wide field of future investigations and applications.

We warmly thank A. Abbondandolo, L.Casetti, C. Chiuderi and G.Vezzosi for helpful discussions and comments. One of us (MP) wishes to thank E.G.D. Cohen and D. Ruelle for an encouraging and helpful discussion held at I.H.E.S. (Bures-sur-Yvette).