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Eigenvalues of sums from sums of eigenvalues: how accurate is free probability in calculating the density of states in disordered systems?
 Jiahao Chen, Eric Hontz, Jeremy Moix, Matthew Welborn, and Troy Van Voorhis                                                                                                                    Alberto Suárez                                                                                    Ramis Movassagh and Alan Edelman
                            Department of Chemistry                                                                                                                                  Departamento de Ingeniería Informática                                                                           Department of Mathematics
                     Massachusetts Institute of Technology                                                                                                                             Universidad Autónoma de Madrid                                                                             Massachusetts Institute of Technology

Why are disordered systems interesting?                                                                                          Application to disordered one-dimensional tight binding systems                                                     Explaining the different behaviors of different partitionings
 1. Unique physics, e.g.        2. Many applications                    3. A challenge to model!                                     How well can we approximate the density of states in one-dimensional electronic systems? [4]                           Our new result is to provide a quantative error analysis of the approximations from free probability.
                                                                                                                                     Consider two possible partitionings of the Hamiltonian:                                                                This involves combining two known facts:
    state localization             bulk heterojunction materials          sampling in configuration space
    anomalous diffusion            disordered metals                      diagonalize lots of Hamiltonians                                                                                                                                                  1. The difference between two probability distributions can be quantified by asymptotic moment expansions
    ergodicity breaking            defects in nanostructures                                                                      random                                                                                                                       which generalize Edgeworth or Gram-Charlier series. [5, 6]

                                                                                                                                  constant

                                                                                                                                                                                                                                                                The moment expansion is completely parameterized by the cumulants of the two distributions.
                                                                                                                                                                                                                                                            Our new result is to provide a quantative error analysis of the approximations from free probability.
                                                                                                                                                                                                                                                            This involves combining two results:
                                             electronic structure
 crystal         atomic coordinates                                         observable
                                                  dynamics                                                                                                                                                                                                  2. Free probability implies a particular rule for calculating joint moments of the probability distribution:


disordered system                                                                                                                                                                                                                                           This gives us a way to calculate moments of the distribution produced from the free convolution by
                                                                                                                                                                                                                                                            calculating all the joint moments arising from the expansion of the moments of the sum:



                                                                                                                                                                                                                                                            The noncommutative expansion of the trace is equivalent to the combinatorics of necklaces. [7]
                                                                                                                                     For each piece, the eigenvalues can be calculated easily.                                                              We can then find an n such that the leading order discrepancy between the exact and free distributions is
                                                                                           ensemble-averaged
                                                                                           observable
                                                                                                                                     How well does the free convolution approximate the density of states?
                  ...




                                                                                                                                     Numerical convolution, Gaussian noise
sampling in configuration space
                                                                                                                                   Scheme I             low noise                                             high noise
   Random matrix theory can help us characterize the ensemble of random Hamiltonians and develop accurate                          Scheme II
   approximations to their eigenvalue spectra.                                                                                     exact                                                                                                                                                            Scheme 1                    Scheme II
   The basic idea: take a Hamiltonian matrix with some (or all) random entries, break it up into pieces whose
   eigenvalues can be easily calculated, then “add” then back together again.
                                                                                                                                                                                                                                                     It turns out that Scheme I in the infinite limit reduces to the coherent potential approximation, a self-consistent
 Eigenvalues of sums of matrices                                                                                                                                                   moderate noise                                                    mean-field theory. [8] Our result provides an explanation for why the CPA works so well.
   In general, eigenvalues of matrix sums are not sums of eigenvalues!
                                                                                                                                                                                                                                                  References
                                                                                                                                                                                                                                                     [1] D. Voiculescu, Invent. Math. 104, 201 (1991).
                                                                                                                                     Scheme I shows universally good agreement with the exact density of states, whereas Scheme II worsens           [2] A. Nica and R. Speicher, Lectures on the Combinatorics of Free Probability, London Math. Soc. Lecture Note Ser. (2006).
                                                                                                                                     in the high noise regime.                                                                                       [3] D. Voiculescu, in Operator algebras and their connections with topology and ergodic theory, Lecture Notes in Mathematics, Vol. 1132,
   However, we can neglect precise information about the bases of the matrices by approximating them with random                                                                                                                                         (Springer, 1985) pp. 556–588.
   permutations or random rotations. This seems very drastic, but it is sometimes exact!                                                                                                                                                             [4] D. J. Thouless, Phys. Rep. 13, 93 (1974).
                                                   random permutation                              random rotation                   How does Scheme I compare to perturbation theory?                                                               [5] A. Stuart and J. K. Ord, Kendall’s advanced theory of statistics. (Edward Arnold, London, 1994).
                                                                                                                                                                                                                                                     [6] D. Wallace, Ann. Math. Stat. 29, 635 (1958).
                                                                                                                                     Analytic convolution, semicircular noise                                                                        [7] J. Sawada, SIAM J. Comput. 31, 259 (2001).
                                                                                                                                                                                                                                                     [9] P. Neu and R. Speicher, Z. Phys. B 95, 101 (1994); J. Phys. A 79, L79 (1995); J. Stat. Phys. 80, 1279 (1995).
   Exact if A and B commute, i.e. if relative orientations       Exact if A and B are free, i.e .their eigenvectors are in
                                                                                                                                 Scheme I
   of the eigenvectors are perfectly parallel.                   generic position, i.e. relative orientations are so random
                                                                 that they are effectively uniformly distributed over all
                                                                                                                                 A perturbs B                                                                                                     With thanks to
                                                                                                                                 B perturbs A
                                                                 possible rotations (Q is uniform with Haar measure) [1,2].
                                                                                                                                 exact                                                                                                                                         E.H.        J.C.                T.V.
   In the limit of infinitely large matrices, the density of states of A + B can be found by:
                                                                                                                                                                                                                                                                                                                      M.W.    A.E.     R.M.     A.S.      J.M.
   Convolution of the eigenvalue densities of A and B            Free convolution of the eigenvalue densities of A and B [2,3]

                                                                                                                                                                                                                                                                                                                               useful discussions with

                                                                                                                                                                                                                                                                                                                                   Sebastiaan Vlaming (MIT, Chemistry)
                                                                                                                                                                                                                                                                                                                                   Jonathan Novak (MIT, Mathematics)
                                                                                                                                                                                                                                                                                                                                   N Raj Rao (Michigan, Mathematics)

                                                                                                                                     Unlike perturbation theory, where there is asymmetric treatment of A and B, Scheme I provides an excellent
                                                                                                                                     approximation universally regardless of the strength of noise. But why?


                                                                                                                                                                                                                                                  Funding
                                                                                                                                                                                                                                                     NSF SOLAR 1035400 ( J.C., E.H., M.W., T.V., R.M., A.E.), CHE1112825 ( J.M.), DMS 1016125 (A.E.)
   Gives us ways to calculate eigenvalue spectra without ever diagonalizing a matrix!                                                                                                                                                                DARPA Grant No. N99001-10-1-4063 ( J.M.)
                                                                                                                                                                                                                                                     Dirección General de Investigación, Project TIN2010-21575-C02-02 (A.S.)

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Eigenvalues of sums from sums of eigenvalues: how accurate is free probability in calculating the density of states in disordered systems?

  • 1. Eigenvalues of sums from sums of eigenvalues: how accurate is free probability in calculating the density of states in disordered systems? Jiahao Chen, Eric Hontz, Jeremy Moix, Matthew Welborn, and Troy Van Voorhis Alberto Suárez Ramis Movassagh and Alan Edelman Department of Chemistry Departamento de Ingeniería Informática Department of Mathematics Massachusetts Institute of Technology Universidad Autónoma de Madrid Massachusetts Institute of Technology Why are disordered systems interesting? Application to disordered one-dimensional tight binding systems Explaining the different behaviors of different partitionings 1. Unique physics, e.g. 2. Many applications 3. A challenge to model! How well can we approximate the density of states in one-dimensional electronic systems? [4] Our new result is to provide a quantative error analysis of the approximations from free probability. Consider two possible partitionings of the Hamiltonian: This involves combining two known facts: state localization bulk heterojunction materials sampling in configuration space anomalous diffusion disordered metals diagonalize lots of Hamiltonians 1. The difference between two probability distributions can be quantified by asymptotic moment expansions ergodicity breaking defects in nanostructures random which generalize Edgeworth or Gram-Charlier series. [5, 6] constant The moment expansion is completely parameterized by the cumulants of the two distributions. Our new result is to provide a quantative error analysis of the approximations from free probability. This involves combining two results: electronic structure crystal atomic coordinates observable dynamics 2. Free probability implies a particular rule for calculating joint moments of the probability distribution: disordered system This gives us a way to calculate moments of the distribution produced from the free convolution by calculating all the joint moments arising from the expansion of the moments of the sum: The noncommutative expansion of the trace is equivalent to the combinatorics of necklaces. [7] For each piece, the eigenvalues can be calculated easily. We can then find an n such that the leading order discrepancy between the exact and free distributions is ensemble-averaged observable How well does the free convolution approximate the density of states? ... Numerical convolution, Gaussian noise sampling in configuration space Scheme I low noise high noise Random matrix theory can help us characterize the ensemble of random Hamiltonians and develop accurate Scheme II approximations to their eigenvalue spectra. exact Scheme 1 Scheme II The basic idea: take a Hamiltonian matrix with some (or all) random entries, break it up into pieces whose eigenvalues can be easily calculated, then “add” then back together again. It turns out that Scheme I in the infinite limit reduces to the coherent potential approximation, a self-consistent Eigenvalues of sums of matrices moderate noise mean-field theory. [8] Our result provides an explanation for why the CPA works so well. In general, eigenvalues of matrix sums are not sums of eigenvalues! References [1] D. Voiculescu, Invent. Math. 104, 201 (1991). Scheme I shows universally good agreement with the exact density of states, whereas Scheme II worsens [2] A. Nica and R. Speicher, Lectures on the Combinatorics of Free Probability, London Math. Soc. Lecture Note Ser. (2006). in the high noise regime. [3] D. Voiculescu, in Operator algebras and their connections with topology and ergodic theory, Lecture Notes in Mathematics, Vol. 1132, However, we can neglect precise information about the bases of the matrices by approximating them with random (Springer, 1985) pp. 556–588. permutations or random rotations. This seems very drastic, but it is sometimes exact! [4] D. J. Thouless, Phys. Rep. 13, 93 (1974). random permutation random rotation How does Scheme I compare to perturbation theory? [5] A. Stuart and J. K. Ord, Kendall’s advanced theory of statistics. (Edward Arnold, London, 1994). [6] D. Wallace, Ann. Math. Stat. 29, 635 (1958). Analytic convolution, semicircular noise [7] J. Sawada, SIAM J. Comput. 31, 259 (2001). [9] P. Neu and R. Speicher, Z. Phys. B 95, 101 (1994); J. Phys. A 79, L79 (1995); J. Stat. Phys. 80, 1279 (1995). Exact if A and B commute, i.e. if relative orientations Exact if A and B are free, i.e .their eigenvectors are in Scheme I of the eigenvectors are perfectly parallel. generic position, i.e. relative orientations are so random that they are effectively uniformly distributed over all A perturbs B With thanks to B perturbs A possible rotations (Q is uniform with Haar measure) [1,2]. exact E.H. J.C. T.V. In the limit of infinitely large matrices, the density of states of A + B can be found by: M.W. A.E. R.M. A.S. J.M. Convolution of the eigenvalue densities of A and B Free convolution of the eigenvalue densities of A and B [2,3] useful discussions with Sebastiaan Vlaming (MIT, Chemistry) Jonathan Novak (MIT, Mathematics) N Raj Rao (Michigan, Mathematics) Unlike perturbation theory, where there is asymmetric treatment of A and B, Scheme I provides an excellent approximation universally regardless of the strength of noise. But why? Funding NSF SOLAR 1035400 ( J.C., E.H., M.W., T.V., R.M., A.E.), CHE1112825 ( J.M.), DMS 1016125 (A.E.) Gives us ways to calculate eigenvalue spectra without ever diagonalizing a matrix! DARPA Grant No. N99001-10-1-4063 ( J.M.) Dirección General de Investigación, Project TIN2010-21575-C02-02 (A.S.)