Probability and analysis informal seminar
We start by reviewing the classical Sherrington-Kirkpatrick (SK) model. In this model, +1/-1-valued spins interact with each other subject to random coupling constants. The covariance of the random interaction is quadratic in terms of spin overlaps. Parisi proposed the celebrated variational formula for the limit of free energy of the SK model in the 80s, which was later rigorously verified in the works by Guerra and Talagrand. This formula has been generalized in various settings, for instance, to vector-valued spins, by Panchenko. However, in these cases, the convexity of the interaction is crucial. In general, the limit of free energy in non-convex models is not known and we do not have variational formulas as valid candidates. Here, we report recent progress through the lens of the Hamilton-Jacobi equation. Under the assumption that the limit of free energy exists, we show that the value of the limit is prescribed by a characteristic line; and the limit (as a function) satisfies an infinite-dimensional Hamilton-Jacobi equation "almost everywhere". This talk is based on a joint work with Jean-Christophe Mourrat.
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Thierry Bodineau, Pieter Lammers, Yilin Wang
