# Topological aspects of geometrical signatures of phase transitions

## Abstract

Certain geometric properties of submanifolds of configuration space are numerically investigated for classical lattice $`\phi ^4`$ models in one and two dimensions. Peculiar behaviors of the computed geometric quantities are found only in the two-dimensional case, when a phase transition is present. The observed phenomenology strongly supports, though in an indirect way, a recently proposed topological conjecture about a topology change of the configuration space submanifolds as counterpart of a phase transition.

In Statistical Mechanics phase transitions are associated with the appearence of the so-called Yang-Lee (real)zeros  of the grand-partition function entailing singular temperature-dependence of thermodynamic observables. However in the Yang-Lee theory the necessary conditions for the existence of real zeros remain unspecified. It has been recently suggested  that the thermodynamic singularities might have their deep origin in some major topological change in configuration space, i.e. in a non-trivial structure of the support of the equilibrium statistical measure.

This topological conjecture  has been put forward heuristically within the framework of a numerical investigation of the Hamiltonian dynamical counterpart of phase transitions. An interesting outcome of such investigations was the clear evidence of a peculiar temperature-behavior of the largest Lyapunov exponent at the phase transition point. This was observed in lattice scalar and vector $`\phi ^4`$ models , in two and three dimensional XY models , in the $`\mathrm{\Theta }`$-transition of homopolymeric chains , and - analytically - in the mean-field XY model . Moreover, in the light of a Riemannian geometrization of Hamiltonian dynamics – where Lyapunov exponents are related with average curvature properties of submanifolds of configuration space  – also the temperature dependence of abstract geometric observables has been investigated. Among them the averages of curvature fluctuations (that enter the analytic formula for the largest Lyapunov exponent ) exhibit a cusp-like pattern. The peak coincides with the phase transition point. Qualitatively similar peaks of curvature fluctuations have been reproduced in abstract geometric models (families of surfaces of $`^3`$ where the variation of a parameter leads to a change of the topological genus), whence the heuristic argument about the topological meaning of the peaks of configuration-space-curvature fluctuations at a phase transition. These fluctuations have been obtained as time averages, computed along the dynamical trajectories of the Hamiltonian systems under investigation. Now, time averages of geometric observables are usually found in excellent agreement with ensemble averages  therefore one could argue that the mentioned singular-like patterns of the averages of geometric observables are simply the precursors of truly singular patterns due to the tendency of the measures of all the statistical ensembles to become singular in the limit $`N\mathrm{}`$ when a phase transition is present. In other words, geometric observables, like any other “honest” observable, already at finite $`N`$ would feel the eventually singular character of the statistical measures, and if this was the true explanation we could not attribute the cusp-like patterns of curvature fluctuations to special geometric features of configuration space. Hence the motivation of the present paper. We aim at elucidating this important point by working out purely geometric informations about the submanifolds (to be specified below) of configuration space, independently of the statistical measures. In the present paper a new step forward is done in the direction of supporting the topological conjecture mentioned above.

Our geometrical framework is the configuration space $`M`$ of systems whose degrees of freedom are uncostrained and are real numbers, thus $`M=^N`$.

Our statistical framework is the canonical ensemble whose volume in $`M`$ is given by the configurational partition function $`Z_C=_{i=1}^Ndq_i\mathrm{exp}[V(q)]`$, where $`q=(q_1,\mathrm{},q_N)^N`$. Finally, our topological framework is elementary Morse theory . Let us here recall its basic idea with the help of Fig.1. The “U–shaped” cylinder of Fig.1 is the ambient manifold $`M`$ where a function $`V:M`$, smooth and bounded below, is defined to be the height of any point of $`M`$ with respect to the floor-plane. For any given value $`u`$ of the function $`V`$ two kinds of submanifolds are determined: the level sets $`\mathrm{\Sigma }_u`$ of all the points $`xM`$ for which $`V(x)=u`$, and $`M_u`$, the part of $`M`$ below the level $`u`$, i.e. the set of all points $`xM`$ such that $`V(x)u`$. The remarkable fact of Morse theory is that from the knowledge of all the critical points of $`V`$, i.e. those points where $`V=0`$, and of their Morse indexes, i.e. the number of negative eigenvalues of the Hessian of $`V`$, one can infer the topological structure of the manifolds $`M_u`$, provided that the critical points are nondegenerate, i.e. with nonvanishing eigenvalues of the Hessian of $`V`$. Two such points are marked in Fig.1, at the bottom of $`M`$ and at some intermediate level $`u_c`$ for which $`\mathrm{\Sigma }_{u_c}`$ is an eight-shaped curve. It is evident from Fig.1 that the manifolds $`M_{u<u_c}`$ are not diffeomorphic to the manifolds $`M_{u>u_c}`$: the formers are homeomorphic to a disk and the latters are homeomorphic to a cylinder. The same happens (in general) to the boundaries $`\mathrm{\Sigma }_u`$ that here are circles for $`u<u_c`$ and become the topological union of two circles for $`u>u_c`$. This simple example displays the general fact that passing a critical level of a Morse function is in one-to-one relation with a topology change. A critical level is a surface $`\mathrm{\Sigma }_u`$ that contains one or more critical points.

Let us now consider the configuration space $`M=^N`$ of a physical system and its potential $`V`$ as the Morse function. The interesting things are supposed to occur below some large value $`\overline{u}`$ so that the corresponding (large) subset $`\overline{M}M`$ is compact. Then $`\overline{M}`$ and all its submanifolds $`M_u`$ are given a Riemannian metric $`g`$. On all these manifolds $`(M_u,g)`$ there is a standard invariant volume element: $`d\eta =\sqrt{\mathrm{d}\mathrm{e}\mathrm{t}(g)}dq^1\mathrm{}dq^N`$.

In order to study the topology of the family $`\{(M_u,g)\}`$ we should find, analytically or numerically, all the critical points of $`V`$, but at large $`N`$ this is a formidable task, therefore we have approached this problem as follows. Generalizing a simple geometric example reported in , we have computed the total degree of second variation $`\sigma _K^2`$ of the Gaussian curvature, i.e. $`\sigma _K^2=K_G^2_{\mathrm{\Sigma }_u}K_G_{\mathrm{\Sigma }_u}^2`$ where $``$ stands for integration over the surface $`\mathrm{\Sigma }_u`$, as a function of $`u`$ in the neighborhood of a critical point. This is possible in general, independently of the potential $`V`$, because any Morse function can be parametrized in the neighborhood of a critical point, located at $`x_0M`$, by means of the so-called Morse chart, i.e. a system of local coordinates $`\{x_i\}`$ such that $`V(x)=V(x_0)_{i=1}^kx_i^2+_{i=k+1}^Nx_i^2`$ ($`k`$ is the Morse index). Then standard formulae for Gauss curvature of hypersurfaces of $`^N`$  can be used to explicitly work out $`K_G`$ and $`\sigma _K^2`$. The intersection of an hypersphere of unit radius - centered around $`u=0`$ (the critical point) - with each $`\mathrm{\Sigma }_u`$ is used to bound the domain of integration. The numerically tabulated results are reported in Fig.2 and show that $`\sigma _K^2`$ develops a sharp, singular peak as the critical surface is approached. It seems therefore reasonable to apply this geometric probing of the presence of critical points, and hence of topology changes, to the study of possible topology changes of the manifolds $`(M_u,g)`$. In fact the manifolds $`M_u`$ inheritate - by somewhat smoothing them - the peculiar geometric properties of the $`\{\mathrm{\Sigma }_u\}_{uu_c}`$ – due to the presence of critical points – because of the relation $`_{M_u}f𝑑\eta =_0^u𝑑v_{\mathrm{\Sigma }_v}f|_{\mathrm{\Sigma }_v}d\omega /V`$, where $`d\omega `$ is the induced measure on $`\mathrm{\Sigma }_v`$ and $`f`$ a generic function . The surface $`\mathrm{\Sigma }_{u_c}`$ defined by $`V(x)=u_c`$ is a degenerate quadric, therefore close to it some of the principal curvatures  of the surfaces $`\mathrm{\Sigma }_{uu_c}`$ tend to diverge. Such a divergence is generically detected by any function of the principal curvatures and thus, for practical computational reasons, instead of Gauss curvature (which is the product of all the principal curvatures) we shall consider the total second variation of the scalar curvature $``$ (i.e. the sum of all the possible products of two principal curvatures) of the manifolds $`(M_u,g)`$, according to the definition

$`\sigma _{}^2(u)`$ $`=`$ $`[Vol(M_u)]^1{\displaystyle _{M_u}}𝑑\eta \left(\varrho _u\right)^2`$ (1)   
$`\varrho _u`$ $`=`$ $`[Vol(M_u)]^1{\displaystyle _{M_u}}𝑑\eta `$ (2)   
with $`=g^{kj}R_{klj}^l`$, where $`R_{kij}^l`$ is the Riemann curvature tensor , and $`Vol(M_u)=_{M_u}𝑑\eta `$.

Let us now consider the family of submanifolds $`(M_u,g)`$ associated with the so-called $`\phi ^4`$ model, on a $`d`$-dimensional lattice $`^d`$, described by the potential function

$$V=\underset{\alpha ^d}{}\left(\frac{\mu ^2}{2}q_\alpha ^2+\frac{\lambda }{4!}q_\alpha ^4\right)+\underset{\alpha \beta ^d}{}\frac{1}{2}J(q_\alpha q_\beta )^2$$
(3)   
where $`\alpha \beta `$ stands for nearest-neighboring sites. We consider $`d=1,2`$; this system has a discrete $`_2`$-symmetry and short-range interactions, therefore in $`d=1`$ there is no phase transition whereas in $`d=2`$ there is a symmetry-breaking transition (this system has the same universality class of the $`2d`$ Ising model).

The potential in Eq.(3) defines the subsets $`M_u`$ of configuration space, these subsets are given the structure of Riemannian manifolds $`(M_u,g)`$ by endowing all of them with the same metric tensor $`g`$. However, as far as we want to learn something about the topology of these manifolds, the choice of the metric $`g`$ is arbitrary. We have therefore chosen three different types of metrics, one conformally flat and the others non-conformal, according to a compromise between simplicity and non-triviality. They are: i) $`g_{\mu \nu }^{(1)}=[AV(q)]\delta _{\mu \nu }`$, i.e. a conformal deformation of the euclidean flat metric $`\delta _{\mu \nu }`$, $`A>0`$ is an arbitrary constant larger than $`\overline{u}`$; ii) $`g_{\mu \nu }^{(2)}`$ and $`g_{\mu \nu }^{(3)}`$ are non-conformal metrics defined by

$$(g_{\mu \nu }^{(k)})=\left(\begin{array}{ccc}f^{(k)}& 0& 1\\ 0& 𝕀& 0\\ 1& 0& 1\end{array}\right),k=2,3$$
(4)   
where $`𝕀`$ is the $`N2`$ dimensional identity matrix, $`g^{(2)}`$ is obtained by setting $`f^{(2)}=\frac{1}{N}_{\alpha ^d}q_\alpha ^4+A`$, and $`g^{(3)}`$ by setting $`f^{(3)}=\frac{1}{N}_{\alpha ^d}q_\alpha ^6+A`$, with $`A>0`$, and $`\alpha `$ labels the $`N`$ lattice sites of a linear chain ($`d=1`$) or of a square lattice ($`d=2`$, $`N=n\times n`$). Simple algebra  yields the scalar curvature function for each metric:

$`^{(1)}`$ $`=`$ $`(N1)\left[{\displaystyle \frac{\mathrm{}V}{(AV)^2}}{\displaystyle \frac{V^2}{(AV)^3}}\left({\displaystyle \frac{N}{4}}{\displaystyle \frac{3}{2}}\right)\right]`$ (5)   
$`^{(k)}`$ $`=`$ $`{\displaystyle \frac{1}{(f^{(k)}1)}}\left[{\displaystyle \frac{\stackrel{~}{}f^{(k)}^2}{2(f^{(k)}1)}}\stackrel{~}{\mathrm{}}f^{(k)}\right],k=2,3`$ (6)   
where $``$ and $`\mathrm{}`$ are euclidean gradient and laplacian respectively; $`\stackrel{~}{}`$ and $`\stackrel{~}{\mathrm{}}`$ do not contain the derivatives $`/q_\alpha `$ with $`\alpha =1`$ ($`d=1`$) or $`\alpha =(1,1)`$ ($`d=2`$).

We constructed an ad-hoc MonteCarlo algorithm to sample the geometric measure $`d\eta `$ by means of the standard “importance sampling” method , then we applied it to the computation of $`\sigma _{}^2(u)`$, given by Eq.(2), for the one- and two- dimensional lattice $`\phi ^4`$ model defined in (3) with the following choice of the parameters: $`\lambda =0.6,\mu ^2=2,J=1`$. The values of $``$ are computed according to Eqs.(5) and (6). In order to locate the phase transition that occurs in the two-dimensional case, we have computed $`V`$ vs $`T`$ by means of both MonteCarlo averaging with the canonical configurational measure, and Hamiltonian dynamics (by adding to $`V`$ a standard kinetic energy term). In the latter case the temperature $`T`$ is given by the average kinetic energy per degree of freedom, and $`V`$ is obtained as time average. Fig.3 shows a perfect agreement between time and ensemble averages, thus we worked out Fig.3 by computing $`200`$ time averages because they converge much faster than ensemble ones. The phase transition point is well visible at $`u_c=V3.75`$.

In Figs.4 and 5 we synoptically report the patterns of $`\sigma _{}^2(u)`$ for the one and two dimensional cases obtained at different lattice size with $`g^{(1)}`$ (Fig.4), and obtained at given lattice size with $`g^{(2,3)}`$ (Fig.5). Peaks of $`\sigma _{}^2(u)`$ appear at $`u_c`$ \- the value of $`V`$ at the phase transition point - in the two-dimensional case, whereas only monotonic patterns are found in the one-dimensional case, where no phase transition is present.

“Singular”, cuspy patterns of $`\sigma _{}^2(u)`$ (with the meaning that such attributes can have for numerical results) are found independently of any possible statistical mechanical effect, and independently of the geometric structure given to the family $`\{M_u\}`$ by the metric tensors chosen. Though within the well evident limits of numerical simulations and of a limited choice of different metrics, our results suggest that the “singular” patterns are most likely to have their origin at a deeper level than the geometric one, i.e. at the topological level. Hence the observed phenomenology strongly hints at the occurrence of some major change in the topology of the configuration-space-submanifolds $`\{M_u\}`$ in correspondence with a second-order phase transition. Finally, the expression ”major topology change” is to suggest that a change of the cohomological type of the $`M_u`$ \- or $`\mathrm{\Sigma }_u`$ \- might well be a necessary but not sufficient condition for a phase transition, and that in any case some “big” change has to occur.

It is a pleasure to thank E.G.D. Cohen, M. Rasetti and G. Vezzosi for their continuous interest in our work and for useful comments and suggestions.