Transfer Matrix Method for Hardcore Model

We apply the transfer matrix method1 to evaluate the exact partition function of the hardcore lattice gas on some simple graphs. Recall that the probability distribution of the hardcore model is a probability distribution over independent sets of a graph $G$ defined by $$ \pi(\sigma) = \frac{1}{\mathcal{Z}(z)}z^{\sum_{v\in G}\sigma_{v}} \mathbf{1}_{{\sigma\in I(G)}} $$ where $\mathcal{Z}(z) = \sum_{\sigma \in I(G)} z^{|\sigma |}$ is the normalizing constant known as as the partition function, and $z = e^{h}$ is the fugacity. In the special case when $z = 1$, the distribution is a uniform distribution of independent sets of $G$.

Chain Graphs

Consider a 1D hardcore model on a chain graph. Let $n_i \in \{0, 1\}$ denote the occupation at site $i = 1,\dots,N$, and couple a uniform external field $h$ to the particles, then

$$ \mathcal{Z}_{N}^{(\mathrm{P})} = \sum_{n_{1},\dots,n_{N}} \exp \left( h \sum_{i=1}^{N}n_{i} \right) \prod_{i=1}^N (1-n_{i}n_{i+1}) $$ where the superscript $(\mathrm{P})$ denotes a periodic boundary. The factor $\prod_{i=1}^N (1-n_{i}n_{i+1})$ kills any configurations with adjacent particles. It is useful to introduce a the following function. $$ T(n_{1}, n_{2}) = \exp \left(\frac{h(n_{1} + n_{2})}{2}\right) \mathbb{1}_{\{(n_{1}, n_{2}) \neq (1, 1)\}}. $$ Then the original partition function can be written as $$ \mathcal{Z}_{N}^{(\mathrm{P})} = \sum_{n_{1},\dots,n_{N}} T(n_{1}, n_{2})T(n_{2}, n_{3}),\dots,T(n_{N-1}, n_{N})T(n_{N}, n_{1}). $$ We note that for any $T(n_i, n_{i+1})$, it takes on four values depending on $n_i$ and $n_{i+1}$, and is thus $$ T = \begin{pmatrix} T(0,0) & T(0, 1) \\ T(1, 0) & T(1, 1) \end{pmatrix} = \begin{pmatrix} 1 & e^{h/2} \\ e^{h/2} & 0 \end{pmatrix} = \begin{pmatrix} 1 & \sqrt{ z } \\ \sqrt{ z } & 0 \end{pmatrix}. $$ The final sum over $n_1$ is equivalent to the trace of the matrix $T^N$, $\mathcal{Z}_N^{(\mathrm{P})} = \mathrm{Tr} T^N$. Consequently we have by writing the two eigenvalues of $\lambda_{\pm}$ for the two eigenvalues of $T$, $\mathcal{Z}_{N}^{(\mathrm{P})} = \lambda_{{+}}^N + \lambda_{{-}}^N$. The two eigenvalues of $T$ are $$ \lambda_{\pm} = \frac{1 \pm \sqrt{ 1 + 4z }}{2}. $$ At $z = 1$, the eigenvalues specialize to $$ \lambda_{\pm} = \frac{1\pm \sqrt{ 5 }}{2} = \varphi, -\varphi^{-1}. $$ Adding the eigenvalues gives $\mathcal{Z}_{N}^{(\mathrm{P})} = \varphi^N + (-\varphi ^{-1})^N = L_{N}$, which is then $N$-th Lucas number in the Binet form. A similar approach can be applied to the open boundary case, with boundary conditions $u = v = (1, \sqrt{z})^{\mathrm{T}}$. Then the open chain partition function for $N$ sites $$ \mathcal{Z}_{{N}}^{(\mathrm{O})} = v^{\mathrm{T}} T^{N-1} u $$ Spectral decomposition of $T^{N-1}$ gives $$ T^{N-1} = S \begin{pmatrix} \lambda_{+}^{N-1} & 0 \\ 0 & \lambda_{-}^{N-1} \end{pmatrix} S^{-1} = \lambda_{+}^{N-1} r_{+}\ell_{+}^{\mathrm{T}} + \lambda_{-}^{N-1} r_{-}\ell_{-}^{\mathrm{T}} $$ where $S = [r_+, r_{-}]$ and $S^{-1} = [\ell_+, \ell_{-}]$ are the right eigenvectors and left eigenvectors of $T$. Using the decomposition above, the open chain partition function has projection onto the eigenvectors defined as $$ \mathcal{Z}_{{N}}^{(\mathrm{O})} = (v^{\mathrm{T}}r_{+})(\ell_{+}^{\mathrm{T}}u) \lambda_{+}^{N-1} + (v^{\mathrm{T}}r_{-})(\ell_{-}^{\mathrm{T}}u) \lambda_{-}^{N-1} = c_{+}\lambda_{+}^{N-1} + c_{-} \lambda_{-}^{N-1} $$ where we have identified $c_{\pm} = (v^{\mathrm{T}}r_{\pm})(\ell_{\pm}^{\mathrm{T}}u)$. Using initial conditions to solve for $c_{\pm}$ gives $c_{\pm} = \pm\lambda_{\pm}^3/(\lambda_+ - \lambda_-)$. Plugging back into $\mathcal{Z}_{{N}}^{(\mathrm{O})}$ gives $$ \mathcal{Z}_{{N}}^{(\mathrm{O})} = \frac{\lambda_{+}^{N+2} - \lambda_{-}^{N+2}}{\lambda_{+} - \lambda_{-}} $$ At $z = 1$, $\lambda_{\pm} = (1 \pm \sqrt{5})/2$, so the partition function evaluates to $$ \mathcal{Z}_{{N}}^{(\mathrm{O})}(1) = \frac{\varphi^{N+2} - (-\varphi)^{N+2}}{\sqrt{ 5 }} = F_{N+2} $$ which is the $N+2$-th Fibonacci number, determined from the eigenvalues of the transfer matrix.

Ladder Graphs

For a ladder graph of $2 \times N$, we may use the transfer matrix

$$ T = \begin{pmatrix} 1 & z & z \\ 1 & 0 & z \\ 1 & z & 0 \end{pmatrix} $$ where $z$ as in the previous case is the fugacity, to model the constraints of the hardcore system. Then for a periodic boundary condition, we have $\mathcal{Z}_{N}^{(\mathrm{P})} = \mathrm{Tr}M^N$. The characteristic polynomial of $M$ is $$ \chi_{M}(z) = \lambda^3 - \lambda^2 - (z^2 + 2z) \lambda - z^2 $$ In the special case of $z = 1$, we have $\operatorname{spec}\{1 \pm \sqrt{2}, -1\}$, so $$ \mathcal{Z}_{N}^{(\mathrm{P})} = (1 + \sqrt{ 2 })^N + (1-\sqrt{ 2 })^N + (-1)^N. $$ A similar computation projecting onto the eigenvectors of $T$ resolves the partition function of the open boundary conditions as $$ \mathcal{Z}_{N}^{(\mathrm{O})} (z = 1) = \frac{3 + 4\sqrt{ 2 }}{2} (1 + \sqrt{ 2 })^{N-1} + \frac{3 - 4\sqrt{ 2 }}{2} (1-\sqrt{ 2 })^{N-1}. $$ A nice form would be to use the Pell numbers $P_n$ and Pell-Lucas numbers $Q_n$ so that equivalently $$ \mathcal{Z}_{N}^{(\mathrm{P})} = Q_{N} + (-1)^N, \quad \mathcal{Z}_{N}^{(\mathrm{O})} = \frac{3}{2} Q_{{N-1}} + 4P_{N-1} $$

in closed form.

Another interesting twist of the problem involves giving ladder graph a half twist before glueing the ends together. This graph is known as the Möbius ladder graph. Möbius closure flips the column left-right before glueing. Let $R$ be the permutation matrix that mirrors a column state $X$ to $X^r$, the modified partition function is now

$$ \mathcal{Z}_{N}^{(\mathrm{M})} = \sum_{X_{1},\dots,X_{N}} T_{{X_{1}X_{2}}},\dots,T_{{X_{N-1}X_{N}}} \braket{X_{1} | R |X_{N}} = \sum_{X_{1}} \braket{X_{1} | RM |X_{N}} = \mathrm{Tr}(RM^N). $$ Going back to the examples of the $2 \times N$ graph, the reflection matrix that flips the valid set of states $X$ is defined as $$ R = \begin{pmatrix} 1 & 0 & 0 \\ 0 & 0 & 1 \\ 0 & 1 & 0 \end{pmatrix}. $$ Again at $z = 1$, the partition function $$ \mathcal{Z}_{N}^{(\mathrm{M})} = (1 + \sqrt{ 2 })^N + (1 - \sqrt{ 2 })^N - (-1)^N = Q_{N} - (-1)^N $$ which gives a parity flip compared to $\mathcal{Z}_{N}^{(\mathrm{P})}$.

Dynamic Programming

This transfer matrix method has a curious connection with dynamic programming and Markov chains. Consider the case of the open boundary chain graph at fugacity $z = 1$, the initial states $f_1 = [1, 1]^{\mathrm{T}}$, the transition function $T$, is nothing more but the transition matrix applied as $$ f_N = (T^{\mathrm{T}})^{N-1} f_{1}, $$ so diagonalizing $T$ gives the closed form solution.

The transfer matrix $T$ is also related to Markov transition matrices. Here for simplicity, we only consider the case as the system goes to the thermodynamic limit $N \rightarrow \infty$. Let $T \geq 0$ be irreducible and aperiodic. Also let $r, \ell$ be the left and right eigenpair, then by a Doob $h$-transform2, we may generate a Markov transition kernel $$ M = \frac{1}{\lambda} D_{r}^{-1} T D_{r}, \quad M_{{ij}} = \frac{T_{ij}r_{j}}{\lambda r_{i}} $$ with stationary distribution $\pi_i \propto \ell_{i} r_{i}$, and $\pi \propto \ell \odot r$. We pick the $\lambda$ as the largest eigenvalue of $T$. Again going back to the OBC chain at fugacity $z = 1$, we have under the Doob $h$-transform $$ M(0\rightarrow 0) = \frac{1}{\varphi}, \quad M(0 \rightarrow 1) = \frac{1}{\varphi^2}, \quad M(1\rightarrow 0) = 1, \quad M(0\rightarrow 1) = 1 $$ with stationary distribution $$ \pi_{0} = \frac{\varphi^2}{1 + \varphi^2}, \quad \pi_{1} = \frac{1}{1+ \varphi^2}. $$ Let $\mu_N$ be the uniform measure over all valid length $N$ configurations, then the onsite marginals of $\mu_N$ converges to $\pi$ as $N \rightarrow \infty$.


  1. Nishimori, Hidetoshi, and Gerardo Ortiz. Elements of phase transitions and critical phenomena. Oup Oxford, 2010. ↩︎

  2. Levin, David A., and Yuval Peres. Markov chains and mixing times. Vol. 107. American Mathematical Soc., 2017. ↩︎