The Ising model and Special Geometries

We show that the globally nilpotent G-operators corresponding to the factors of the linear differential operators annihilating the multifold integrals $\chi^{(n)}$ of the magnetic susceptibility of the Ising model ($n \le 6$) are homomorphic to their adjoint. This property of being self-adjoint up to operator homomorphisms, is equivalent to the fact that their symmetric square, or their exterior square, have rational solutions. The differential Galois groups are in the special orthogonal, or symplectic, groups. This self-adjoint (up to operator equivalence) property means that the factor operators we already know to be Derived from Geometry, are special globally nilpotent operators: they correspond to "Special Geometries". Beyond the small order factor operators (occurring in the linear differential operators associated with $\chi^{(5)}$ and $\chi^{(6)}$), and, in particular, those associated with modular forms, we focus on the quite large order-twelve and order-23 operators. We show that the order-twelve operator has an exterior square which annihilates a rational solution. Then, its differential Galois group is in the symplectic group $Sp(12, \mathbb{C})$. The order-23 operator is shown to factorize in an order-two operator and an order-21 operator. The symmetric square of this order-21 operator has a rational solution. Its differential Galois group is, thus, in the orthogonal group $SO(21, \mathbb{C})$.Comment: 33 page

Experimental mathematics on the magnetic susceptibility of the square lattice Ising model

We calculate very long low- and high-temperature series for the susceptibility $\chi$ of the square lattice Ising model as well as very long series for the five-particle contribution $\chi^{(5)}$ and six-particle contribution $\chi^{(6)}$. These calculations have been made possible by the use of highly optimized polynomial time modular algorithms and a total of more than 150000 CPU hours on computer clusters. For $\chi^{(5)}$ 10000 terms of the series are calculated {\it modulo} a single prime, and have been used to find the linear ODE satisfied by $\chi^{(5)}$ {\it modulo} a prime. A diff-Pad\'e analysis of 2000 terms series for $\chi^{(5)}$ and $\chi^{(6)}$ confirms to a very high degree of confidence previous conjectures about the location and strength of the singularities of the $n$-particle components of the susceptibility, up to a small set of ``additional'' singularities. We find the presence of singularities at $w=1/2$ for the linear ODE of $\chi^{(5)}$, and $w^2= 1/8$ for the ODE of $\chi^{(6)}$, which are {\it not} singularities of the ``physical'' $\chi^{(5)}$ and $\chi^{(6)},$ that is to say the series-solutions of the ODE's which are analytic at $w =0$. Furthermore, analysis of the long series for $\chi^{(5)}$ (and $\chi^{(6)}$) combined with the corresponding long series for the full susceptibility $\chi$ yields previously conjectured singularities in some $\chi^{(n)}$, $n \ge 7$. We also present a mechanism of resummation of the logarithmic singularities of the $\chi^{(n)}$ leading to the known power-law critical behaviour occurring in the full $\chi$, and perform a power spectrum analysis giving strong arguments in favor of the existence of a natural boundary for the full susceptibility $\chi$.Comment: 54 pages, 2 figure

Singularities of nn-fold integrals of the Ising class and the theory of elliptic curves

We introduce some multiple integrals that are expected to have the same singularities as the singularities of the $n$-particle contributions $\chi^{(n)}$ to the susceptibility of the square lattice Ising model. We find the Fuchsian linear differential equation satisfied by these multiple integrals for $n=1, 2, 3, 4$ and only modulo some primes for $n=5$ and $6$, thus providing a large set of (possible) new singularities of the $\chi^{(n)}$. We discuss the singularity structure for these multiple integrals by solving the Landau conditions. We find that the singularities of the associated ODEs identify (up to $n= 6$) with the leading pinch Landau singularities. The second remarkable obtained feature is that the singularities of the ODEs associated with the multiple integrals reduce to the singularities of the ODEs associated with a {\em finite number of one dimensional integrals}. Among the singularities found, we underline the fact that the quadratic polynomial condition $1+3 w +4 w^2 = 0$, that occurs in the linear differential equation of $\chi^{(3)}$, actually corresponds to a remarkable property of selected elliptic curves, namely the occurrence of complex multiplication. The interpretation of complex multiplication for elliptic curves as complex fixed points of the selected generators of the renormalization group, namely isogenies of elliptic curves, is sketched. Most of the other singularities occurring in our multiple integrals are not related to complex multiplication situations, suggesting an interpretation in terms of (motivic) mathematical structures beyond the theory of elliptic curves.Comment: 39 pages, 7 figure

The diagonal Ising susceptibility

We use the recently derived form factor expansions of the diagonal two-point correlation function of the square Ising model to study the susceptibility for a magnetic field applied only to one diagonal of the lattice, for the isotropic Ising model. We exactly evaluate the one and two particle contributions $\chi_{d}^{(1)}$ and $\chi_{d}^{(2)}$ of the corresponding susceptibility, and obtain linear differential equations for the three and four particle contributions, as well as the five particle contribution ${\chi}^{(5)}_d(t)$, but only modulo a given prime. We use these exact linear differential equations to show that, not only the russian-doll structure, but also the direct sum structure on the linear differential operators for the $n$-particle contributions $\chi_{d}^{(n)}$ are quite directly inherited from the direct sum structure on the form factors $f^{(n)}$. We show that the $n^{th}$ particle contributions $\chi_{d}^{(n)}$ have their singularities at roots of unity. These singularities become dense on the unit circle $|\sinh2E_v/kT \sinh 2E_h/kT|=1$ as $n\to \infty$.Comment: 18 page

Square lattice Ising model susceptibility: Series expansion method and differential equation for χ(3)\chi^{(3)}

In a previous paper (J. Phys. A {\bf 37} (2004) 9651-9668) we have given the Fuchsian linear differential equation satisfied by $\chi^{(3)}$, the ``three-particle'' contribution to the susceptibility of the isotropic square lattice Ising model. This paper gives the details of the calculations (with some useful tricks and tools) allowing one to obtain long series in polynomial time. The method is based on series expansion in the variables that appear in the $(n-1)$-dimensional integrals representing the $n$-particle contribution to the isotropic square lattice Ising model susceptibility $\chi$. The integration rules are straightforward due to remarkable formulas we derived for these variables. We obtain without any numerical approximation $\chi^{(3)}$ as a fully integrated series in the variable $w=s/2/(1+s^{2})$, where $s =sh (2K)$, with $K=J/kT$ the conventional Ising model coupling constant. We also give some perspectives and comments on these results.Comment: 28 pages, no figur

Sheared Ising models in three dimensions

The nonequilibrium phase transition in sheared three-dimensional Ising models is investigated using Monte Carlo simulations in two different geometries corresponding to different shear normals. We demonstrate that in the high shear limit both systems undergo a strongly anisotropic phase transition at exactly known critical temperatures T_c which depend on the direction of the shear normal. Using dimensional analysis, we determine the anisotropy exponent theta=2 as well as the correlation length exponents nu_parallel=1 and nu_perp=1/2. These results are verified by simulations, though considerable corrections to scaling are found. The correlation functions perpendicular to the shear direction can be calculated exactly and show Ornstein-Zernike behavior.Comment: 6 pages, 3 figure

Holonomy of the Ising model form factors

We study the Ising model two-point diagonal correlation function $C(N,N)$ by presenting an exponential and form factor expansion in an integral representation which differs from the known expansion of Wu, McCoy, Tracy and Barouch. We extend this expansion, weighting, by powers of a variable $\lambda$, the $j$-particle contributions, $f^{(j)}_{N,N}$. The corresponding $\lambda$ extension of the two-point diagonal correlation function, $C(N,N; \lambda)$, is shown, for arbitrary $\lambda$, to be a solution of the sigma form of the Painlev{\'e} VI equation introduced by Jimbo and Miwa. Linear differential equations for the form factors $f^{(j)}_{N,N}$ are obtained and shown to have both a ``Russian doll'' nesting, and a decomposition of the differential operators as a direct sum of operators equivalent to symmetric powers of the differential operator of the elliptic integral $E$. Each $f^{(j)}_{N,N}$ is expressed polynomially in terms of the elliptic integrals $E$ and $K$. The scaling limit of these differential operators breaks the direct sum structure but not the ``Russian doll'' structure. The previous $\lambda$-extensions, $C(N,N; \lambda)$ are, for singled-out values $\lambda= \cos(\pi m/n)$ ($m, n$ integers), also solutions of linear differential equations. These solutions of Painlev\'e VI are actually algebraic functions, being associated with modular curves.Comment: 39 page

Holonomic functions of several complex variables and singularities of anisotropic Ising n-fold integrals

Lattice statistical mechanics, often provides a natural (holonomic) framework to perform singularity analysis with several complex variables that would, in a general mathematical framework, be too complex, or could not be defined. Considering several Picard-Fuchs systems of two-variables "above" Calabi-Yau ODEs, associated with double hypergeometric series, we show that holonomic functions are actually a good framework for actually finding the singular manifolds. We, then, analyse the singular algebraic varieties of the n-fold integrals $\chi^{(n)}$, corresponding to the decomposition of the magnetic susceptibility of the anisotropic square Ising model. We revisit a set of Nickelian singularities that turns out to be a two-parameter family of elliptic curves. We then find a first set of non-Nickelian singularities for $\chi^{(3)}$ and $\chi^{(4)}$, that also turns out to be rational or ellipic curves. We underline the fact that these singular curves depend on the anisotropy of the Ising model. We address, from a birational viewpoint, the emergence of families of elliptic curves, and of Calabi-Yau manifolds on such problems. We discuss the accumulation of these singular curves for the non-holonomic anisotropic full susceptibility.Comment: 36 page

Fuchs versus Painlev\'e

We briefly recall the Fuchs-Painlev\'e elliptic representation of Painlev\'e VI. We then show that the polynomiality of the expressions of the correlation functions (and form factors) in terms of the complete elliptic integral of the first and second kind, $K$ and $E$, is a straight consequence of the fact that the differential operators corresponding to the entries of Toeplitz-like determinants, are equivalent to the second order operator $L_E$ which has $E$ as solution (or, for off-diagonal correlations to the direct sum of $L_E$ and $d/dt$). We show that this can be generalized, mutatis mutandis, to the anisotropic Ising model. The singled-out second order linear differential operator $L_E$ being replaced by an isomonodromic system of two third-order linear partial differential operators associated with $\Pi_1$, the Jacobi's form of the complete elliptic integral of the third kind (or equivalently two second order linear partial differential operators associated with Appell functions, where one of these operators can be seen as a deformation of $L_E$). We finally explore the generalizations, to the anisotropic Ising models, of the links we made, in two previous papers, between Painlev\'e non-linear ODE's, Fuchsian linear ODE's and elliptic curves. In particular the elliptic representation of Painlev\'e VI has to be generalized to an ``Appellian'' representation of Garnier systems.Comment: Dedicated to the : Special issue on Symmetries and Integrability of Difference Equations, SIDE VII meeting held in Melbourne during July 200

Post-critical set and non existence of preserved meromorphic two-forms

We present a family of birational transformations in $CP_2$ depending on two, or three, parameters which does not, generically, preserve meromorphic two-forms. With the introduction of the orbit of the critical set (vanishing condition of the Jacobian), also called ``post-critical set'', we get some new structures, some "non-analytic" two-form which reduce to meromorphic two-forms for particular subvarieties in the parameter space. On these subvarieties, the iterates of the critical set have a polynomial growth in the \emph{degrees of the parameters}, while one has an exponential growth out of these subspaces. The analysis of our birational transformation in $CP_2$ is first carried out using Diller-Favre criterion in order to find the complexity reduction of the mapping. The integrable cases are found. The identification between the complexity growth and the topological entropy is, one more time, verified. We perform plots of the post-critical set, as well as calculations of Lyapunov exponents for many orbits, confirming that generically no meromorphic two-form can be preserved for this mapping. These birational transformations in $CP_2$, which, generically, do not preserve any meromorphic two-form, are extremely similar to other birational transformations we previously studied, which do preserve meromorphic two-forms. We note that these two sets of birational transformations exhibit totally similar results as far as topological complexity is concerned, but drastically different results as far as a more ``probabilistic'' approach of dynamical systems is concerned (Lyapunov exponents). With these examples we see that the existence of a preserved meromorphic two-form explains most of the (numerical) discrepancy between the topological and probabilistic approach of dynamical systems.Comment: 34 pages, 7 figure