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The Unreasonable Effectiveness of -1

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Page 1: The Unreasonable Effectiveness of -1

The Unreasonable Effectiveness of√−1

Geoffrey GrimmettCambridge University

18 March 2014

1/28

Page 2: The Unreasonable Effectiveness of -1

“The Unreasonable Effectiveness of Mathematicsin the Natural Sciences” [Eugene Wigner, 1960]

“It is difficult to avoid the impression that a miracle confronts us

here, quite comparable in its striking nature to the miracle that the

human mind can string a thousand arguments together without

getting itself into contradictions, or to the two miracles of laws of

nature and of the human mind’s capacity to divine them.”

2/28

Page 3: The Unreasonable Effectiveness of -1

Beauty in mathematics

What is the nature of beauty in maths?

e iπ = −1?

If that is beautiful, what is ugly?

π−12sΓ(12 s)ζ(s) = π−

12(1−s)Γ(12 (1− s))ζ(1− s)?

Γ(u) =

0xu−1e−x dx , ζ(s) =

n

1

ns

3/28

Page 4: The Unreasonable Effectiveness of -1

Beauty in mathematics

What is the nature of beauty in maths?

e iπ = −1?

If that is beautiful, what is ugly?

π−12sΓ(12 s)ζ(s) = π−

12(1−s)Γ(12 (1− s))ζ(1− s)?

Γ(u) =

0xu−1e−x dx , ζ(s) =

n

1

ns

3/28

Page 5: The Unreasonable Effectiveness of -1

Beauty in the action [not the typesetting]

x2 = 1 has two roots x = ±1,x2 = −1 has none!

So let’s imagine one!

Definition: i =√−1

The reals R containing all ‘real’ numbers x

The complex number C: all numbers of the form x + iy

4/28

Page 6: The Unreasonable Effectiveness of -1

Beauty in the action [not the typesetting]

x2 = 1 has two roots x = ±1,x2 = −1 has none!

So let’s imagine one!

Definition: i =√−1

The reals R containing all ‘real’ numbers x

The complex number C: all numbers of the form x + iy

4/28

Page 7: The Unreasonable Effectiveness of -1

beauty and truthin mathematics

“For those who have learned something of higher mathematics,

nothing could be more natural than to use the word “beautiful” in

connection with it.

Mathematical beauty . . . arises from a combination of strangeness

and inevitability. Simply defined abstractions disclose hidden quirks

and complexities. Seemingly unrelated structures turn out to have

mysterious correspondences. Uncanny patterns emerge, and they

remain uncanny even after being underwritten by the rigor of

logic.” [Jim Holt]

agreed sense of right and wrong!

5/28

Page 8: The Unreasonable Effectiveness of -1

beauty and truthin mathematics

“For those who have learned something of higher mathematics,

nothing could be more natural than to use the word “beautiful” in

connection with it.

Mathematical beauty . . . arises from a combination of strangeness

and inevitability. Simply defined abstractions disclose hidden quirks

and complexities. Seemingly unrelated structures turn out to have

mysterious correspondences. Uncanny patterns emerge, and they

remain uncanny even after being underwritten by the rigor of

logic.” [Jim Holt]

agreed sense of right and wrong!

5/28

Page 9: The Unreasonable Effectiveness of -1

Complex analysis

An “imaginary” area of maths that solves problems in

• integration

• differential equations

• number theory

• applied maths

• physics

• engineering, etc

How can this be?

6/28

Page 10: The Unreasonable Effectiveness of -1

Solution of the quadratic/cubic equation

Quadratic: ax2 + bx + c = 0,

Solution: x =−b ±

√b2 − 4ac

2a

Cubic: ax3 + bx2 + cx + d = 0,

Solution: ??

Conundrum: Can have three real roots given by square roots ofnegative numbers (without using sine, cosine etc)

7/28

Page 11: The Unreasonable Effectiveness of -1

Solution of the quadratic/cubic equation

Quadratic: ax2 + bx + c = 0,

Solution: x =−b ±

√b2 − 4ac

2a

Cubic: ax3 + bx2 + cx + d = 0,

Solution: ??

Conundrum: Can have three real roots given by square roots ofnegative numbers (without using sine, cosine etc)

7/28

Page 12: The Unreasonable Effectiveness of -1

Gerolamo Cardano (1501–1576)

+ Tartaglia8/28

Page 13: The Unreasonable Effectiveness of -1

The complex plane (“Argand diagram”)

x

y

x+ iy

1 2

i

−i

−1

1 + i

−2 +1

2i

|z| = 1

analysis ←→ geometry

9/28

Page 14: The Unreasonable Effectiveness of -1

The complex plane (“Argand diagram”)

x

y

x+ iy

1 2

i

−i

−1

1 + i

−2 +1

2i

|z| = 1

analysis ←→ geometry

9/28

Page 15: The Unreasonable Effectiveness of -1

Differentiation in reals (Newton, Leibniz)

y = f(x)

(x, f(x))

δy

δx

gradient/steepness: f ′(x) =δy

δx

f (x + δx) ≈ f (x) + δx f ′(x)

10/28

Page 16: The Unreasonable Effectiveness of -1

Complex differentiation

z

z + δz

there exists a complex number γ = γ(z) such that:

f (z + δz) ≈ f (z) + γ δz

Definition: γ is called the complex derivative of f , written f ′(z)

11/28

Page 17: The Unreasonable Effectiveness of -1

Smoothness

The property “being differentiable” or “having a derivative” is asmoothness property

Complex differentiability is a much more severe restriction thanreal differentiability

Therefore, “fewer” complex functions are differentiable

Therefore, they have more properties

They are called analytic or holomorphic

12/28

Page 18: The Unreasonable Effectiveness of -1

Smoothness

The property “being differentiable” or “having a derivative” is asmoothness property

Complex differentiability is a much more severe restriction thanreal differentiability

Therefore, “fewer” complex functions are differentiable

Therefore, they have more properties

They are called analytic or holomorphic

12/28

Page 19: The Unreasonable Effectiveness of -1

Smoothness

The property “being differentiable” or “having a derivative” is asmoothness property

Complex differentiability is a much more severe restriction thanreal differentiability

Therefore, “fewer” complex functions are differentiable

Therefore, they have more properties

They are called analytic or holomorphic

12/28

Page 20: The Unreasonable Effectiveness of -1

Conformality

Mercator projection is conformal

It maps the sphere to the cylinder and preserves angles

“Theorem” analytic = conformal

13/28

Page 21: The Unreasonable Effectiveness of -1

Conformal functions

Φ : R2 → R2 is conformal on the domain D if it preserves angles

Φ

D

Φ(x)x

α

α

1. Conformal maps are locally a dilation + rotation

2. Conformal = analytic on D ⊆ C with non-zero derivative

14/28

Page 22: The Unreasonable Effectiveness of -1

Conformal functions

Φ : R2 → R2 is conformal on the domain D if it preserves angles

Φ

D

Φ(x)x

α

α

1. Conformal maps are locally a dilation + rotation

2. Conformal = analytic on D ⊆ C with non-zero derivative

14/28

Page 23: The Unreasonable Effectiveness of -1

Universality

Physical observable ice melts

Model of statistical physics lattice model

Parameter temperature

Phase transition melting

What sort of singularity is it? universality

15/28

Page 24: The Unreasonable Effectiveness of -1

Recent progress with universality

Physics says: universality is connected to renormalizationLooking on bigger and bigger scales

Progress depends heavily on the number of dimensions

Exceptional case of two dimensions

universality ↔ invariance under local rotations/dilations

↔ conformal invariance

↔ complex analysis

↔ conformal field theory

16/28

Page 25: The Unreasonable Effectiveness of -1

Recent progress with universality

Physics says: universality is connected to renormalizationLooking on bigger and bigger scales

Progress depends heavily on the number of dimensions

Exceptional case of two dimensions

universality ↔ invariance under local rotations/dilations

↔ conformal invariance

↔ complex analysis

↔ conformal field theory

16/28

Page 26: The Unreasonable Effectiveness of -1

Ising model for ferromagnet

Hamiltonian: configuration σ has (large) energy

H(σ) = total length of interfaces

probability of configuration Ce−H(σ)/T

17/28

Page 27: The Unreasonable Effectiveness of -1

Ising model for ferromagnet

Hamiltonian: configuration σ has (large) energy

H(σ) = total length of interfaces

probability of configuration Ce−H(σ)/T

17/28

Page 28: The Unreasonable Effectiveness of -1

Ising model for ferromagnet

Hamiltonian: configuration σ has (large) energy

H(σ) = total length of interfaces

probability of configuration Ce−H(σ)/T

17/28

Page 29: The Unreasonable Effectiveness of -1

Phase transition in infinite volume

finite Λ ⊆ Z2

+ + +

+

+

+ 0

Λ

‘order parameter’: MΛ(β) = P+β (σ0 = +1)

‘thermodynamic limit’: MΛ(β) ↓ M(β) as Λ ↑ Z2

Theorem: M(β)

{

= 0 if β < βc,

> 0 if β > βc,

where 2βc = log(1 +√2).

Lenz/Ising, Onsager, . . . , Chelkak/Smirnov

critical exponents

18/28

Page 30: The Unreasonable Effectiveness of -1

Phase transition in infinite volume

finite Λ ⊆ Z2

+ + +

+

+

+ 0

Λ

‘order parameter’: MΛ(β) = P+β (σ0 = +1)

‘thermodynamic limit’: MΛ(β) ↓ M(β) as Λ ↑ Z2

Theorem: M(β)

{

= 0 if β < βc,

> 0 if β > βc,

where 2βc = log(1 +√2).

Lenz/Ising, Onsager, . . . , Chelkak/Smirnov

critical exponents

18/28

Page 31: The Unreasonable Effectiveness of -1

Phase transition in infinite volume

finite Λ ⊆ Z2

+ + +

+

+

+ 0

Λ

‘order parameter’: MΛ(β) = P+β (σ0 = +1)

‘thermodynamic limit’: MΛ(β) ↓ M(β) as Λ ↑ Z2

Theorem: M(β)

{

= 0 if β < βc,

> 0 if β > βc,

where 2βc = log(1 +√2).

Lenz/Ising, Onsager, . . . , Chelkak/Smirnov

critical exponents

18/28

Page 32: The Unreasonable Effectiveness of -1

Universality?

Question: is the ‘type of singularity’ the same for alltwo-dimensional systems?

Answer (Chelkak–Smirnov): Yes, for very large class of systems.

19/28

Page 33: The Unreasonable Effectiveness of -1

Universality?

Question: is the ‘type of singularity’ the same for alltwo-dimensional systems?

Answer (Chelkak–Smirnov): Yes, for very large class of systems.

19/28

Page 34: The Unreasonable Effectiveness of -1

Rhombic tiling

Penrose, de Bruijn

20/28

Page 35: The Unreasonable Effectiveness of -1

Rhombic tiling + isoradial graph

Duffin +

21/28

Page 36: The Unreasonable Effectiveness of -1

An isoradial graph

22/28

Page 37: The Unreasonable Effectiveness of -1

An isoradial graph

23/28

Page 38: The Unreasonable Effectiveness of -1

Penrose percolation

24/28

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Penrose: isoradial graph and track-system

25/28

Page 40: The Unreasonable Effectiveness of -1

What’s going on?

1. isoradial graphs are exactly those for which one can constructa discrete complex analysis [Duffin 1968].

2. discrete → continuum

3. limit object is invariant under conformal maps.

Hero of the piece: i =√−1

26/28

Page 41: The Unreasonable Effectiveness of -1

What’s going on?

1. isoradial graphs are exactly those for which one can constructa discrete complex analysis [Duffin 1968].

2. discrete → continuum

3. limit object is invariant under conformal maps.

Hero of the piece: i =√−1

26/28

Page 42: The Unreasonable Effectiveness of -1

What’s next?

27/28