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# 1. Introduction

## 1. Introduction

We study a lattice model with finite state space on $`^d`$, $`d2`$. Let $`_0`$ be a Hamiltonian with finite-range periodic interaction, having two periodic ground-states $`\psi _1`$ and $`\psi _2`$, and so that Peierls condition is verified. Let $`_1`$ be a Hamiltonian with periodic and finite range interaction, so that the perturbed Hamiltonian

$$^\mu =_0+\mu _1$$

splits the degeneracy of the ground-states of $`_0`$: if $`\mu <0`$, then $`^\mu `$ has a unique ground-state $`\psi _2`$, and if $`\mu >0`$, then $`^\mu `$ has a unique ground-state $`\psi _1`$. The free energy of the model with Hamiltonian $`^\mu `$, at inverse temperature $`\beta `$, is denoted by $`f(\mu ,\beta )`$. Our main result is

###### Theorem 1.1.

Under the above setting, there exist an open interval $`U_00`$, $`\beta ^{}^+`$ and, for all $`\beta \beta ^{}`$, $`\mu ^{}(\beta )U_0`$ with the following properties.

1. There is a first-order phase transition at $`\mu ^{}(\beta )`$.
2. The free energy $`f(\mu ,\beta )`$ is analytic in $`\mu `$ in $`\{\mu U_0:\mu <\mu ^{}(\beta )\}`$; it has a $`C^{\mathrm{}}`$ continuation in $`\{\mu U_0:\mu \mu ^{}(\beta )\}`$.
3. The free energy $`f(\mu ,\beta )`$ is analytic in $`\mu `$ in $`\{\mu U_0:\mu >\mu ^{}(\beta )\}`$; it has a $`C^{\mathrm{}}`$ continuation in $`\{\mu U_0:\mu \mu ^{}(\beta )\}`$.
4. There is no analytic continuation of $`f`$ from $`\mu <\mu ^{}(\beta )`$ to $`\mu >\mu ^{}(\beta )`$ across $`\mu ^{}(\beta )`$, or vice-versa.

This theorem answers a fundamental theoretical question: does the free energy, which is analytic in the region of a single phase, have an analytic continuation beyond a first-order phase transition point? The answer is yes for the theory of a simple fluid of van der Waals or for mean-field theories. The analytic continuation of the free energy beyond the transition point was interpreted as the free energy of a metastable phase. The answer is no for models with finite range interaction, under very general conditions, as Theorem 1.1 shows. This contrasted behavior has its origin in the fact that for models with finite range interaction there is spatial phase separation at first order phase transition, contrary to what happens in a mean-field model. Theorem 1.1 and its proof confirm the prediction of the droplet model .

Theorem 1.1 generalizes the works of Isakov  for the Ising model and , where a similar theorem is proven under additional assumptions, which are not easy to verify in a concrete model. Our version of Theorem 1.1, which relies uniquely on Peierls condition, is therefore a genuine improvement of . The first result of this kind was proven by Kunz and Souillard ; it concerns the non-analytic behavior of the generating function of the cluster size distribution in percolation, which plays the role of a free energy in that model. The first statement of Theorem 1.1 is a particular case of the theory of Pirogov and Sinai (see ). We give a proof of this result, as far as it concerns the free energy, since we need detailed informations about the phase diagram in the complex plane of the parameter $`\mu `$.

The obstruction to an analytic continuation of the free energy in the variable $`\mu `$ is due to the stability of the droplets of both phases in a neighborhood of $`\mu ^{}`$. Our proof follows for the essential that of Isakov in . We give a detailed proof of Theorem 1.1, and do not assume any familiarity with  or . On the other hand we assume that the reader is familiar with the cluster expansion technique.

The results presented here are true for a much larger class of systems, but for the sake of simplicity we restrict our discussion in that paper to the above setting, which is already quite general. For example, Theorem 1.1 is true for Potts model with high number $`q`$ of components at the first order phase transition point $`\beta _c`$, where the $`q`$ ordered phases coexist with the disordered phase. Here $`\mu =\beta `$, the inverse temperature, and the statement is that the free energy, which is analytic for $`\beta >\beta _c`$, or for $`\beta <\beta _c`$, does not have an analytic continuation across $`\beta _c`$. Theorem 1.1 is also true when the model has more than two ground-states. For example, for the Blume-Capel model, whose Hamiltonian is

$$\underset{i,j}{}(s_is_j)^2h\underset{i}{}s_i\lambda \underset{i}{}s_i^2\text{with}s_i\{1,0,1\},$$

the free energy is an analytic function of $`h`$ and $`\lambda `$ in the single phase regions. At low temperature, at the triple point occurring at $`h=0`$ and $`\lambda =\lambda ^{}(\beta )`$ there is no analytic continuation of the free energy in $`\lambda `$, along the path $`h=0`$, or in the variable $`h`$, along the path $`\lambda =\lambda ^{}`$. The case of coexistence of more than two phases will be treated in a separate paper.

In the rest of the section we fix the main notations following chapter two of Sinai’s book , so that the reader may easily find more information if necessary. We also state Lemma 1.1 which contains all estimates on partition functions or free energies. We omit the proof, which relies on the cluster expansion method.

The model is defined on the lattice $`^d`$, $`d2`$. The spin variables $`\phi (x)`$, $`x^d`$, take values in a finite state space. If $`\phi ,\psi `$ are two spin configurations, then $`\phi =\psi `$ (a.s.) means that $`\phi (x)\psi (x)`$ holds only on a finite subset of $`^d`$. The restriction of $`\phi `$ to a subset $`A^d`$ is denoted by $`\phi (A)`$. The cardinality of a subset $`S`$ is denoted by $`|S|`$. If $`x,y^d`$, then $`|xy|:=\mathrm{max}_{i=1}^d|x_iy_i|`$; if $`W^d`$ and $`x^d`$, then $`d(x,W):=\mathrm{min}_{yW}|xy|`$ and if $`W,W^{}`$ are subsets of $`^d`$, then $`d(W,W^{})=\mathrm{min}_{xW}d(x,W^{})`$. We define for $`W^d`$

$$W:=\{xW:d(x,^d\backslash W)=1\}.$$

A subset $`W^d`$ is connected if any two points $`x,yW`$ are connected by a path $`\{x_0,x_1,\mathrm{},x_n\}W`$, with $`x_0=x`$, $`x_n=y`$ and $`|x_ix_{i+1}|=1`$, $`i=0,1,\mathrm{},n1`$. A component is a maximally connected subset.

Let $``$ be a Hamiltonian with finite-range and periodic bounded interaction. By introducing an equivalent model on a sublattice, with a larger state space, we can assume that the model is translation invariant with interaction between neighboring spins $`\phi (x)`$ and $`\phi (y)`$, $`|xy|=1`$, only. Therefore, without restricting the generality, we assume that this is the case and that the interaction is $`^d`$-invariant. The Hamiltonian is written

$$^\mu =_0+\mu _1,\mu .$$

$`_0`$ has two $`^d`$-invariant ground-states $`\psi _1`$ and $`\psi _2`$, and the perturbation $`_1`$ splits the degeneracy of the ground-states of $`_0`$. We assume that the energy (per unit spin) of the ground-states of $`_0`$ is $`0`$. $`𝒰_x^\mu (\phi )𝒰_{0,x}+\mu 𝒰_{1,x}`$ is the interaction energy of the spin located at $`x`$ for the configuration $`\phi `$, so that by definition

$$^\mu (\phi )=\underset{x^d}{}𝒰_x^\mu (\phi )\text{(formal sum)}.$$

$`𝒰_{1,x}`$ is an order parameter for the phase transition. If $`\phi `$ and $`\psi `$ are two configurations and $`\phi =\psi `$ (a.s.), then

$$^\mu (\phi |\psi ):=\underset{x^d}{}\left(𝒰_x^\mu (\phi )𝒰_x^\mu (\psi )\right).$$

This last sum is finite since only finitely many terms are non-zero. The main condition, which we impose on $`_0`$, is Peierls condition for the ground-states $`\psi _1`$ and $`\psi _2`$. Let $`x^d`$ and

$$W_1(x):=\{y^d:|yx|1\}.$$

The boundary $`\phi `$ of the configuration $`\phi `$ is the subset of $`^d`$ defined by

$$\phi :=\underset{x^d}{}\{W_1(x):\phi (W_1(x))\psi _m(W_1(x)),m=1,2\}.$$

Peierls condition means that there exists a positive constant $`\rho `$ such that for $`m=1,2`$

$$_0(\phi |\psi _m)\rho |\phi |\text{ }\phi \text{ such that }\phi =\psi _m\text{ (a.s.)}.$$

We shall not write usually the $`\mu `$-dependence of some quantity; we write for example $``$ or $`𝒰_x`$ instead of $`^\mu `$ or $`𝒰_x^\mu `$.

###### Definition 1.1.

Let $`M`$ denote a finite connected subset of $`^d`$, and let $`\phi `$ be a configuration. Then a couple $`\mathrm{\Gamma }=(M,\phi (M))`$ is called a contour of $`\phi `$ if $`M`$ is a component of the boundary $`\phi `$ of $`\phi `$. A couple $`\mathrm{\Gamma }=(M,\phi (M))`$ of this type is called a contour if there exists at least one configuration $`\phi `$ such that $`\mathrm{\Gamma }`$ is a contour of $`\phi `$.

If $`\mathrm{\Gamma }=(M,\phi (M))`$ is a contour, then $`M`$ is the support of $`\mathrm{\Gamma }`$, which we also denote by $`\mathrm{supp}\mathrm{\Gamma }`$. Suppose that $`\mathrm{\Gamma }=(M,\phi (M))`$ is a contour and consider the components $`A_\alpha `$ of $`^d\backslash M`$. Then for each component $`A_\alpha `$ there exists a unique ground-state $`\psi _{q(\alpha )}`$, such that for each $`xA_\alpha `$ one has $`\phi (W_1(x))=\psi _{q(\alpha )}(W_1(x))`$. The index $`q(\alpha )`$ is the label of the component $`A_\alpha `$. For any contour $`\mathrm{\Gamma }`$ there exists a unique infinite component of $`^d\backslash \mathrm{supp}\mathrm{\Gamma }`$, $`\mathrm{Ext}\mathrm{\Gamma }`$, called the exterior of $`\mathrm{\Gamma }`$; all other components are called internal components of $`\mathrm{\Gamma }`$. The ground-state corresponding to the label of $`\mathrm{Ext}\mathrm{\Gamma }`$ is the boundary condition of $`\mathrm{\Gamma }`$; the superscript $`q`$ in $`\mathrm{\Gamma }^q`$ indicates that $`\mathrm{\Gamma }`$ is a contour with boundary condition $`\psi _q`$. $`\mathrm{Int}_m\mathrm{\Gamma }`$ is the union of all internal components of $`\mathrm{\Gamma }`$ with label $`m`$; $`\mathrm{Int}\mathrm{\Gamma }:=_{m=1,2}\mathrm{Int}_m\mathrm{\Gamma }`$ is the interior of $`\mathrm{\Gamma }`$. We use the abbreviations $`|\mathrm{\Gamma }|:=|\mathrm{supp}\mathrm{\Gamma }|`$ and $`V_m(\mathrm{\Gamma }):=|\mathrm{Int}_m\mathrm{\Gamma }|`$. We define111Here our convention differs from .

(1.1)
$$V(\mathrm{\Gamma }^q):=V_m(\mathrm{\Gamma }^q)mq.$$

For $`x^d`$, let

$$c(x):=\{y^d:\underset{i=1}{\overset{d}{\mathrm{max}}}|x_iy_i|1/2\}$$

be the unit cube of center $`x`$ in $`^d`$. If $`\mathrm{\Lambda }^d`$, then $`|\mathrm{\Lambda }|`$ is equal to the $`d`$-volume of

(1.2)
$$\underset{x\mathrm{\Lambda }}{}c(x)^d.$$

The $`(d1)`$-volume of the boundary of the set (1.2) is denoted by $`|\mathrm{\Lambda }|`$. We have

(1.3)
$$2d|\mathrm{\Lambda }|^{\frac{d1}{d}}|\mathrm{\Lambda }|.$$

The equality in (1.3) is true for cubes only. When $`\mathrm{\Lambda }=\mathrm{Int}_m\mathrm{\Gamma }^q`$, $`mq`$, $`V(\mathrm{\Gamma }^q)|\mathrm{\Lambda }|`$ and $`V(\mathrm{\Gamma }^q)|\mathrm{\Lambda }|`$; there exists a positive constant $`C_0`$ such that

(1.4)
$$V(\mathrm{\Gamma }^q)C_0|\mathrm{\Gamma }^q|q=1,2.$$

For each contour $`\mathrm{\Gamma }=(M,\phi (M))`$ there corresponds a unique configuration $`\phi _\mathrm{\Gamma }`$ with the properties: $`\phi _\mathrm{\Gamma }=\psi _q`$ on $`\mathrm{Ext}\mathrm{\Gamma }`$, where $`q`$ is the label of $`\mathrm{Ext}\mathrm{\Gamma }`$, $`\phi _\mathrm{\Gamma }(M)=\phi (M)`$, $`\phi _\mathrm{\Gamma }=\psi _m`$ on $`\mathrm{Int}_m\mathrm{\Gamma }`$, $`m=1,2`$. $`\mathrm{\Gamma }`$ is the only contour of $`\phi _\mathrm{\Gamma }`$. Let $`\mathrm{\Lambda }^d`$; the notation $`\mathrm{\Gamma }\mathrm{\Lambda }`$ means that $`\mathrm{supp}\mathrm{\Gamma }\mathrm{\Lambda }`$, $`\mathrm{Int}\mathrm{\Gamma }\mathrm{\Lambda }`$ and $`d(\mathrm{supp}\mathrm{\Gamma },\mathrm{\Lambda }^c)>1`$. A contour $`\mathrm{\Gamma }`$ of a configuration $`\phi `$ is an external contour of $`\phi `$ if and only if $`\mathrm{\Gamma }\mathrm{Ext}\mathrm{\Gamma }^{}`$ for any contour $`\mathrm{\Gamma }^{}`$ of $`\phi `$.

###### Definition 1.2.

Let $`\mathrm{\Omega }(\mathrm{\Gamma }^q)`$ be the set of configurations $`\phi =\psi _q`$ (a.s.) such that $`\mathrm{\Gamma }^q`$ is the only external contour of $`\phi `$. Then

$$\mathrm{\Theta }(\mathrm{\Gamma }^q):=\underset{\phi \mathrm{\Omega }(\mathrm{\Gamma }^q)}{}\mathrm{exp}\left[\beta (\phi |\psi _q)\right].$$

Let $`\mathrm{\Lambda }^d`$ be a finite subset; let $`\mathrm{\Omega }_q(\mathrm{\Lambda })`$ be the set of configurations $`\phi =\psi _q`$ (a.s.) such that $`\mathrm{\Gamma }\mathrm{\Lambda }`$ whenever $`\mathrm{\Gamma }`$ is a contour of $`\phi `$. Then

$$\mathrm{\Theta }_q(\mathrm{\Lambda }):=\underset{\phi \mathrm{\Omega }_q(\mathrm{\Lambda })}{}\mathrm{exp}\left[\beta (\phi |\psi _q)\right].$$

Two fundamental identities relate the partition functions $`\mathrm{\Theta }(\mathrm{\Gamma }^q)`$ and $`\mathrm{\Theta }_q(\mathrm{\Lambda })`$.

(1.5)
$$\mathrm{\Theta }_q(\mathrm{\Lambda })=\underset{i=1}{\overset{n}{}}\mathrm{\Theta }(\mathrm{\Gamma }_i^q),$$

where the sum is over the set of all families $`\{\mathrm{\Gamma }_1^q,\mathrm{},\mathrm{\Gamma }_n^q\}`$ of external contours in $`\mathrm{\Lambda }`$, and

(1.6)
$$\mathrm{\Theta }(\mathrm{\Gamma }^q)=\mathrm{exp}\left[\beta (\phi _{\mathrm{\Gamma }^q}|\psi _q)\right]\underset{m=1}{\overset{2}{}}\mathrm{\Theta }_m(\mathrm{Int}_m\mathrm{\Gamma }^q).$$

We define (limit in the sense of van Hove)

$$g_q:=\underset{\mathrm{\Lambda }^d}{lim}\frac{1}{\beta |\mathrm{\Lambda }|}\mathrm{log}\mathrm{\Theta }_q(\mathrm{\Lambda }).$$

The energy (per unit volume) of $`\psi _m`$ for the Hamiltonian $`_1`$ is

$$h(\psi _m):=𝒰_{1,x}(\psi _m).$$

By definition of $`_1`$, $`h(\psi _2)h(\psi _1)0`$, and we assume that

$$\mathrm{\Delta }:=h(\psi _2)h(\psi _1)>0.$$

The free energy in the thermodynamical limit is

(1.7)
$$f=\underset{\mathrm{\Lambda }^d}{lim}\frac{1}{\beta |\mathrm{\Lambda }|}\mathrm{log}\mathrm{\Theta }_q(\mathrm{\Lambda })+\underset{\mathrm{\Lambda }^d}{lim}\frac{1}{|\mathrm{\Lambda }|}\underset{x\mathrm{\Lambda }}{}𝒰_x(\psi _q)=g_q+\mu h(\psi _q).$$

It is independent of the boundary condition $`\psi _q`$.

###### Definition 1.3.

Let $`\mathrm{\Gamma }^q`$ be a contour with boundary condition $`\psi _q`$. The weight $`\omega (\mathrm{\Gamma }^q)`$ of $`\mathrm{\Gamma }^q`$ is

$$\omega (\mathrm{\Gamma }^q):=\mathrm{exp}\left[\beta (\phi _{\mathrm{\Gamma }^q}|\psi _q)\right]\underset{m:mq}{}\frac{\mathrm{\Theta }_m(\mathrm{Int}_m\mathrm{\Gamma }^q)}{\mathrm{\Theta }_q(\mathrm{Int}_m\mathrm{\Gamma }^q)}.$$

The (bare) surface energy of a contour $`\mathrm{\Gamma }^q`$ is

$$\mathrm{\Gamma }^q:=_0(\phi _{\mathrm{\Gamma }^q}|\psi _q).$$

For a contour $`\mathrm{\Gamma }^q`$ we set

$$a(\phi _{\mathrm{\Gamma }^q}):=\underset{x\mathrm{supp}\mathrm{\Gamma }^q}{}𝒰_{1,x}(\phi _{\mathrm{\Gamma }^q})𝒰_{1,x}(\psi _q).$$

Since the interaction is bounded, there exists a constant $`C_1`$ so that

(1.8)
$$|a(\phi _{\mathrm{\Gamma }^q})|C_1|\mathrm{\Gamma }^q|.$$

Using these notations we have

$`(\phi _{\mathrm{\Gamma }^q}|\psi _q)`$ $`={\displaystyle \underset{x\mathrm{supp}\mathrm{\Gamma }^q}{}}\left(𝒰_x(\phi _{\mathrm{\Gamma }^q})𝒰_x(\psi _q)\right)+{\displaystyle \underset{x\mathrm{Int}\mathrm{\Gamma }^q}{}}\left(𝒰_x(\phi _{\mathrm{\Gamma }^q})𝒰_x(\psi _q)\right)`$
$`=_0(\phi _{\mathrm{\Gamma }^q}|\psi _q)+\mu a(\phi _{\mathrm{\Gamma }^q})+\mu (h(\psi _m)h(\psi _q))V(\mathrm{\Gamma }^q)`$
(1.9) $`=\mathrm{\Gamma }^q+\mu a(\phi _{\mathrm{\Gamma }^q})+\mu (h(\psi _m)h(\psi _q))V(\mathrm{\Gamma }^q)(mq).`$
The surface energy $`\mathrm{\Gamma }^q`$ is always strictly positive since Peierls condition holds, and there exists a constant $`C_2`$, independent of $`q=1,2`$, such that

(1.10)
$$\rho |\mathrm{\Gamma }^q|\mathrm{\Gamma }^qC_2|\mathrm{\Gamma }^q|.$$

###### Definition 1.4.

The weight $`\omega (\mathrm{\Gamma }^q)`$ is $`\tau `$-stable for $`\mathrm{\Gamma }^q`$ if

$$|\omega (\mathrm{\Gamma }^q)|\mathrm{exp}(\tau |\mathrm{\Gamma }^q|).$$

For finite subset $`\mathrm{\Lambda }^d`$, using (1.5) and (1.6), one obtains easily the following identity for the partition function $`\mathrm{\Theta }_q(\mathrm{\Lambda })`$,

(1.11)
$$\mathrm{\Theta }_q(\mathrm{\Lambda })=1+\underset{i=1}{\overset{n}{}}\omega (\mathrm{\Gamma }_i^q),$$

where the sum is over all families of compatible contours $`\{\mathrm{\Gamma }_1^q,\mathrm{},\mathrm{\Gamma }_n^q\}`$ with boundary condition $`\psi _q`$, that is, $`\mathrm{\Gamma }_i^q\mathrm{\Lambda }`$ and $`d(\mathrm{supp}\mathrm{\Gamma }_i^q,\mathrm{supp}\mathrm{\Gamma }_j^q)>1`$ for all $`ij`$, $`i,j=1,\mathrm{},n`$, $`n1`$. If the weights of all contours with boundary condition $`\psi _q`$ are $`\tau `$-stable and if $`\tau `$ is large enough, then one can express the logarithm of $`\mathrm{\Theta }_q(\mathrm{\Lambda })`$ as an absolutely convergent sum,

(1.12)
$$\mathrm{log}\mathrm{\Theta }_q(\mathrm{\Lambda })=\underset{m1}{}\frac{1}{m!}\underset{\mathrm{\Gamma }_1^q\mathrm{\Lambda }}{}\mathrm{}\underset{\mathrm{\Gamma }_m^q\mathrm{\Lambda }}{}\phi _m^T(\mathrm{\Gamma }_1^q,\mathrm{},\mathrm{\Gamma }_m^q)\underset{i=1}{\overset{m}{}}\omega (\mathrm{\Gamma }_i^q).$$

In (1.12) $`\phi _m^T(\mathrm{\Gamma }_1^q,\mathrm{},\mathrm{\Gamma }_m^q)`$ is a purely combinatorial factor. This is the basic formula which is used for controlling $`\mathrm{\Theta }_q(\mathrm{\Lambda })`$. We also introduce restricted partition functions and free energies. For each $`n=0,1,\mathrm{},`$ we define new weights $`\omega _n(\mathrm{\Gamma }^q)`$

$$\omega _n(\mathrm{\Gamma }^q):=\{\begin{array}{cc}\omega (\mathrm{\Gamma }^q)\hfill & \text{if }V(\mathrm{\Gamma }^q)n\text{,}\hfill \\ 0\hfill & \text{otherwise.}\hfill \end{array}$$

For $`q=1,2`$, we define $`\mathrm{\Theta }_q^n`$ by equation (1.11), replacing $`\omega (\mathrm{\Gamma }^q)`$ by $`\omega _n(\mathrm{\Gamma }^q)`$, and we set (provided that $`\mathrm{\Theta }_q^n(\mathrm{\Lambda })0`$ for all $`\mathrm{\Lambda }`$)

(1.13)
$$g_q^n:=\underset{\mathrm{\Lambda }^d}{lim}\frac{1}{\beta |\mathrm{\Lambda }|}\mathrm{log}\mathrm{\Theta }_q^n(\mathrm{\Lambda })\text{and}f_q^n:=g_q^n+zh(\psi _q).$$

$`f_q^n`$ is the restricted free energy of order $`n`$ and boundary condition $`\psi _q`$. Let

(1.14)
$$l(n):=C_0^12dn^{\frac{d1}{d}}n1.$$

Notice that $`\mathrm{\Theta }_q^n(\mathrm{\Lambda })=\mathrm{\Theta }_q(\mathrm{\Lambda })`$ if $`|\mathrm{\Lambda }|n`$, and that $`V(\mathrm{\Gamma }^q)n`$ implies that $`|\mathrm{\Gamma }^q|l(n)`$ since (1.3) and (1.4) hold.

###### Lemma 1.1.

Suppose that the weights $`\omega (\mathrm{\Gamma }^q)`$ are $`\tau `$-stable for all $`\mathrm{\Gamma }^q`$. Then there exists $`K_0<\mathrm{}`$ and $`\tau _0^{}<\mathrm{}`$, so that for all $`\tau \tau _0^{}`$, (1.12) is absolutely convergent and

$$\beta |g_q|K_0\mathrm{e}^\tau .$$

For all subsets $`\mathrm{\Lambda }^d`$,

$$\left|\mathrm{log}\mathrm{\Theta }_q(\mathrm{\Lambda })+\beta g_q|\mathrm{\Lambda }|\right|K_0\mathrm{e}^\tau |\mathrm{\Lambda }|.$$

If $`\omega (\mathrm{\Gamma }^q)=0`$ for all $`\mathrm{\Gamma }^q`$ such that $`|\mathrm{\Gamma }^q|m`$, then

$$\beta |g_q|\left(K_0\mathrm{e}^\tau \right)^m.$$

For $`n1`$ and $`mn`$,

$$\beta |g_q^mg_q^{n1}|\left(K_0\mathrm{e}^\tau \right)^{l(n)}.$$

Furthermore, if $`\omega (\mathrm{\Gamma }^q)`$ depends on a parameter $`t`$ and

$$\left|\frac{d}{dt}\omega (\mathrm{\Gamma }^q)\right|D_1\mathrm{e}^{\tau |\mathrm{\Gamma }^q|}\text{and}\left|\frac{d^2}{dt^2}\omega (\mathrm{\Gamma }^q)\right|D_2\mathrm{e}^{\tau |\mathrm{\Gamma }^q|},$$

then there exists $`K_k<\mathrm{}`$ and $`\tau _k^{}<\mathrm{}`$, $`k=1,2`$, so that for all $`\tau \tau _k^{}`$, $`{\displaystyle \frac{d^k}{dt^k}}g_q`$ exists and

$$\beta \left|\frac{d}{dt}g_q\right|D_1K_1\mathrm{e}^\tau \text{and}\beta \left|\frac{d^2}{dt^2}g_q\right|\mathrm{max}\{D_2,D_1^2\}K_2\mathrm{e}^\tau .$$

For all subsets $`\mathrm{\Lambda }^d`$,

$$\left|\frac{d}{dt}\mathrm{log}\mathrm{\Theta }_q(\mathrm{\Lambda })+\beta \frac{d}{dt}g_q|\mathrm{\Lambda }|\right|D_1K_1\mathrm{e}^\tau |\mathrm{\Lambda }|$$

and

$$\left|\frac{d^2}{dt^2}\mathrm{log}\mathrm{\Theta }_q(\mathrm{\Lambda })+\beta \frac{d^2}{dt^2}g_q|\mathrm{\Lambda }|\right|\mathrm{max}\{D_2,D_1^2\}K_2\mathrm{e}^\tau |\mathrm{\Lambda }|.$$

Lemma 1.1 is proved by the cluster expansion method. It follows from (1.12) and arguments similar to those of the proof of Lemma 3.5. in section 3.3 in .

## 2. Proof of Theorem 1.1

The proof of Theorem 1.1 is given in the next five subsections. In subsection 2.1 we construct the phase diagram and in subsection 2.2 we study the analytic continuation of the weights of contours in a neighborhood of the point of phase coexistence $`\mu ^{}`$. The results about the analytic continuation are crucial for the rest of the analysis. Construction of the phase diagram in the complex plane has been done by Isakov . We follow partly this reference and Zahradnik . In subsection 2.3 we derive an expression of the derivatives of the free energy at finite volume. We prove a lower bound for a restricted class of terms of this expression. This is an improved version of a similar analysis of Isakov . From these results we obtain a lower bound for the derivatives of the free energy $`f_\mathrm{\Lambda }`$ in a finite box $`\mathrm{\Lambda }`$. We show in subsection 2.4 that for large $`\beta `$, there exists an increasing diverging sequence $`\{k_n\}`$, so that the $`k_n^{th}`$-derivative of $`f_\mathrm{\Lambda }`$ with respect to $`\mu `$, evaluated at $`\mu ^{}`$, behaves as $`k_n!^{\frac{d}{d1}}`$ (provided that $`\mathrm{\Lambda }`$ is large enough). In the last subsection we end the proof of the impossibility of an analytic continuation of the free energy across $`\mu ^{}`$, by showing that the results of subsection 2.4 remain true in the thermodynamical limit.

### 2.1. Construction of the phase diagram in the complex plane

We construct the phase diagram for complex values of the parameter $`\mu `$, by constructing iteratively the phase diagram for the restricted free energies $`f_q^n`$ (see (1.13)). We set $`z:=\mu +i\nu `$. The method consists in finding a sequence of intervals for each $`\nu `$,

$$U_n(\nu ;\beta ):=(\mu _n^{}(\nu ;\beta )b_n^1,\mu _n^{}(\nu ;\beta )+b_n^2),$$

with the properties

(2.1)
$$(\mu _n^{}(\nu ;\beta )b_n^1,\mu _n^{}(\nu ;\beta )+b_n^2)(\mu _{n1}^{}(\nu ;\beta )b_{n1}^1,\mu _{n1}^{}(\nu ;\beta )+b_{n1}^2)$$

and $`lim_nb_n^q=0`$, $`q=1,2`$. By construction of the intervals $`U_{n1}(\nu ;\beta )`$ the restricted free energies $`f_q^{n1}`$ of order $`n1`$, $`q=1,2`$, are well-defined and analytic on

$$𝕌_{n1}:=\{z:\mathrm{Re}zU_{n1}(\mathrm{Im}z;\beta )\}.$$

The point $`\mu _n^{}(\nu ;\beta )`$, $`n1`$, is solution of the equation

$$\mathrm{Re}\left(f_2^{n1}(\mu _n^{}(\nu ;\beta )+i\nu )f_1^{n1}(\mu _n^{}(\nu ;\beta )+i\nu )\right)=0.$$

$`\mu _n^{}(0;\beta )`$ is the point of phase coexistence for the restricted free energies of order $`n1`$, and the point of phase coexistence of the model is given by $`\mu ^{}(0;\beta )=lim_n\mu _n^{}(0;\beta )`$. This iterative procedure also gives the necessary results needed in subsection 2.1 about the analytic continuation of the weights $`\omega (\mathrm{\Gamma }^q)`$ around the point of phase coexistence $`\mu ^{}`$. Since we need sharp results about the analytic continuation of the weights $`\omega (\mathrm{\Gamma }^q)`$, we must choose carefully the two sequences $`\{b_n^q\}`$, $`q=1,2`$. In order to ease the exposition we first describe the iterative procedure with a specific choice of $`\{b_n^q\}`$, based on the isoperimetric inequality

(2.2)
$$V(\mathrm{\Gamma }^q)^{\frac{d1}{d}}\chi ^1\mathrm{\Gamma }^q\mathrm{\Gamma }^q,q=1,2.$$

Existence of $`\chi `$ in (2.2) follows from (1.3), (1.4) and (1.10). Then, in subsection 2.2, we make another choice for $`\{b_n^q\}`$. This iterative construction is given in details in the proof of the Proposition 2.1, which is the main result of subsection 2.1.

###### Proposition 2.1.

Let $`0<\epsilon <\rho `$ and $`0<\delta <1`$ so that $`\mathrm{\Delta }2\delta >0`$. Set

$$U_0:=(C_1^1\epsilon ,C_1^1\epsilon )\text{and}𝕌_0:=\{z:\mathrm{Re}zU_0\}$$

and

$$\tau (\beta ):=\beta (\rho \epsilon )3C_0\delta .$$

There exists $`\beta _0^+`$ such that for all $`\beta \beta _0`$ the following holds.
A) There exists a continuous real-valued function on $``$, $`\nu \mu ^{}(\nu ;\beta )`$, so that $`\mu ^{}(\nu ;\beta )+i\nu 𝕌_0`$.
B) If $`\mu +i\nu 𝕌_0`$ and $`\mu \mu ^{}(\nu ;\beta )`$, then the weight $`\omega (\mathrm{\Gamma }^2)`$ is $`\tau (\beta )`$-stable for all contours $`\mathrm{\Gamma }^2`$ with boundary condition $`\psi _2`$, and analytic in $`z=\mu +i\nu `$ if $`\mu <\mu ^{}(\nu ;\beta )`$.
C) If $`\mu +i\nu 𝕌_0`$ and $`\mu \mu ^{}(\nu ;\beta )`$, then the weight $`\omega (\mathrm{\Gamma }^1)`$ is $`\tau (\beta )`$-stable for all contours $`\mathrm{\Gamma }^1`$ with boundary condition $`\psi _1`$, and analytic in $`z=\mu +i\nu `$ if $`\mu >\mu ^{}(\nu ;\beta )`$.

###### Remark 2.1.

$`\rho `$ is the constant of the Peierls condition and $`\mathrm{\Delta }=h(\psi _2)h(\psi _1)>0`$. We may choose $`\delta `$ in such a way that $`\delta =\delta (\beta )`$ and $`lim_\beta \mathrm{}\delta (\beta )=0`$, without changing the theorem. Indeed, the only condition which we need to satisfy is (2.6). So, whenever we need it, we consider $`\delta `$ as function of $`\beta `$, so that by taking $`\beta `$ large enough, we have $`\delta `$ as small as we wish.

###### Proof.

The iterative method depends on a free parameter $`\theta ^{}`$, $`0<\theta ^{}<1`$. On the interval $`U_0(\nu ;\beta ):=(b_0,b_0)`$ with $`b_0=\epsilon C_1^1`$, $`f_q^0(\mu +i\nu )`$ is defined and we set $`\mu _0^{}(\nu ;\beta ):=0`$. The two decreasing sequences $`\{b_n^q\}`$, $`q=1,2`$ and $`n1`$, are defined in (2.8). The iterative construction is possible whenever the sequences $`\{b_n^q\}`$, $`q=1,2`$, verify (2.7), (2.13) and (2.14). We prove iteratively the following statements.

1. $`f_q^n(\mu +i\nu ;\beta )`$ is defined for all $`\mu U_{n1}(\nu ;\beta )`$, and $`\nu \mu _n^{}(\nu ;\beta )`$ is a continuous solution of the equation

$$\mathrm{Re}\left(f_2^{n1}(\mu _n^{}(\nu ;\beta )+i\nu )f_1^{n1}(\mu _n^{}(\nu ;\beta )+i\nu )\right)=0,$$

so that (2.1) holds.
2. On $`𝕌_n`$, $`\omega _n(\mathrm{\Gamma }^q)`$ is analytic for any contour $`\mathrm{\Gamma }^q`$, $`q=1,2`$, and $`\omega _n(\mathrm{\Gamma }^q)`$ is $`\tau _1(\beta )`$-stable (see (2.3)).
3. On $`𝕌_n`$, $`\left|{\displaystyle \frac{d}{dz}}\omega _n(\mathrm{\Gamma }^q)\right|\beta C_3\mathrm{e}^{\tau _2(\beta )|\mathrm{\Gamma }^q|}`$ (see (2.4) and (2.5)).
4. For each $`n1`$, if $`\mu \mu _n^{}(\nu ;\beta )b_n^1`$, then $`\omega (\mathrm{\Gamma }^2)`$ is $`\tau (\beta )`$-stable for any $`\mathrm{\Gamma }^2`$ with boundary condition $`\psi _2`$. Similarly, for each $`n1`$, if $`\mu \mu _n^{}(\nu ;\beta )+b_n^2`$, then $`\omega (\mathrm{\Gamma }^1)`$ is $`\tau (\beta )`$-stable for any $`\mathrm{\Gamma }^1`$ with boundary condition $`\psi _1`$.

From these results the proposition follows with

$$\mu ^{}(\nu ;\beta )=\underset{n\mathrm{}}{lim}\mu _n^{}(\nu ;\beta ).$$

The analyticity of the weights $`\omega (\mathrm{\Gamma }^q)`$ is an immediate consequence of their stability since $`\mathrm{\Theta }_m(\mathrm{Int}_m\mathrm{\Gamma }^q)`$ and $`\mathrm{\Theta }_q(\mathrm{Int}_m\mathrm{\Gamma }^q)0`$ are analytic.

Let $`0<\theta ^{}<1`$ be given, as well as $`\epsilon `$ and $`\delta `$ as in the proposition. We introduce all constants used in the proof below.

(2.3)
$$\tau _1(\beta ;\theta ^{}):=\beta \left(\rho (1\theta ^{})\epsilon \right)2\delta C_0,$$

(2.4)
$$\tau _2(\beta ;\theta ^{}):=\tau _1(\beta ;\theta ^{})\frac{d}{d1},$$

and

(2.5)
$$C_3:=C_1+2\delta C_0+(\mathrm{\Delta }+2\delta )(\chi ^1C_2)^{\frac{d}{d1}}.$$

We assume that $`\beta _0`$ is large enough so that222$`\tau _k^{}`$, $`k=0,1,2`$, are defined in Lemma 1.1. Condition $`\tau _2(\beta )>\tau _2^{}`$ is needed only in Lemma 2.2. We have stated Lemma 2.2 separately in order to simplify the proof of Proposition 2.1. $`\tau _2(\beta )>\mathrm{max}\{\tau _0^{},\tau _1^{},\tau _2^{}\}`$, (2.18) holds,

(2.6)
$$K\mathrm{e}^{\tau _1(\beta )}\delta \text{and}C_3K\mathrm{e}^{\tau _2(\beta )}\delta ,$$

where $`K=\mathrm{max}\{K_0,K_1\}`$, and $`K_0`$, $`K_1`$ are the constants of Lemma 1.1. We assume that for $`q=1,2`$,

(2.7)
$$b_n^qb_{n+1}^q>\frac{2\delta ^{l(n)}}{\beta (\mathrm{\Delta }2\delta )},n1.$$

If we define

(2.8)
$$b_n^1b_n^2:=\frac{\chi \theta ^{}}{(\mathrm{\Delta }+2\delta )n^{\frac{1}{d}}},n1,$$

then it is immediate to verify (2.7) when $`\beta `$ is large enough or $`\delta `$ small enough. On $`𝕌_0`$ all contours $`\mathrm{\Gamma }`$ with empty interior are $`\beta (\rho \epsilon )`$-stable (see (1.8)), and

$$\left|\frac{d}{dz}\omega (\mathrm{\Gamma })\right|\beta C_1|\mathrm{\Gamma }|\mathrm{e}^{\beta (\rho \epsilon )|\mathrm{\Gamma }|}\beta C_1\mathrm{e}^{[\beta (\rho \epsilon )1]|\mathrm{\Gamma }|}\beta C_3\mathrm{e}^{\tau _2(\beta )|\mathrm{\Gamma }|}.$$

Assume that the construction has been done for all $`mn1`$. By Lemma 1.1, if $`z𝕌_{n1}`$, then

(2.9)
$$\left|\frac{d}{dz}g_q^m\right|C_3K\mathrm{e}^{\tau _2(\beta )}\delta mn1.$$

A. We prove the existence of $`\mu _n^{}(\nu ;\beta )𝕌_{n1}`$. $`\mu _n^{}(\nu ;\beta )`$ is solution of the equation

$$\mathrm{Re}\left(f_2^{n1}(\mu _n^{}(\nu ;\beta )+i\nu )f_1^{n1}(\mu _n^{}(\nu ;\beta )+i\nu )\right)=0.$$

Let $`F^m(z):=f_2^m(z)f_1^m(z)`$. Then, for $`\mu ^{}+i\nu 𝕌_{n1}`$,

(2.10) $`F^{n1}(\mu ^{}+i\nu )`$ $`=F^{n1}(\mu ^{}+i\nu )F^{n2}(\mu _{n1}^{}+i\nu )`$
$`=F^{n1}(\mu ^{}+i\nu )F^{n1}(\mu _{n1}^{}+i\nu )+F^{n1}(\mu _{n1}^{}+i\nu )`$
$`F^{n2}(\mu _{n1}^{}+i\nu )`$
$`={\displaystyle _{\mu _{n1}^{}}^\mu ^{}}{\displaystyle \frac{d}{d\mu }}F^{n1}(\mu +i\nu )𝑑\mu +\left(g_2^{n1}g_2^{n2}\right)(\mu _{n1}^{}+i\nu )`$
$`\left(g_1^{n1}g_1^{n2}\right)(\mu _{n1}^{}+i\nu ).`$
If $`V(\mathrm{\Gamma })=n1`$, then $`|\mathrm{\Gamma }|l(n1)`$. Therefore, by Lemma 1.1,

(2.11)
$$|\left(g_q^{n1}g_q^{n2}\right)(\mu _{n1}^{}+i\nu )|\beta ^1\delta ^{l(n1)}.$$

If $`z^{}=\mu ^{}+i\nu 𝕌_{n1}`$, then (2.10), (2.9) and (2.11) imply

$`\mathrm{\Delta }(\mu ^{}\mu _{n1}^{})+2\delta |\mu ^{}\mu _{n1}^{}|`$ $`+2\beta ^1\delta ^{l(n1)}\mathrm{Re}F^{n1}(z^{})`$
$`\mathrm{\Delta }(\mu ^{}\mu _{n1}^{})2\delta |\mu ^{}\mu _{n1}^{}|2\beta ^1\delta ^{l(n1)}.`$
(2.7) implies

$$b_{n1}^q>b_{n1}^qb_n^q>\frac{2\delta ^{l(n1)}}{\beta (\mathrm{\Delta }2\delta )},$$

so that $`\mathrm{Re}F^{n1}(\mu _{n1}^{}b_{n1}^1+i\nu )<0`$ and $`\mathrm{Re}F^{n1}(\mu _{n1}^{}+b_{n1}^2+i\nu )>0`$. This proves the existence of $`\mu _n^{}`$ and its uniqueness, since $`\mu \mathrm{Re}F^{n1}(\mu +i\nu )`$ is strictly increasing. Moreover, by putting $`\mu ^{}=\mu _n^{}(\nu ;\beta )`$ in (2.10), we get

$$|\mu _n^{}(\nu ;\beta )\mu _{n1}^{}(\nu ;\beta )|\frac{2\delta ^{l(n1)}}{\beta (\mathrm{\Delta }2\delta )}.$$

Therefore $`𝕌_n𝕌_{n1}`$. The implicit function theorem implies that $`\nu \mu _n^{}(\nu ;\beta )`$ is continuous (even $`C^{\mathrm{}}`$).

B. We prove that $`\omega _n(\mathrm{\Gamma }^q)`$ is $`\tau _1`$-stable for all contours $`\mathrm{\Gamma }^q`$, $`q=1,2`$. Let $`\mathrm{\Gamma }^q`$ be a contour with $`V(\mathrm{\Gamma }^q)=n`$. All contours contributing to $`\mathrm{\Theta }_m(\mathrm{Int}_m\mathrm{\Gamma }^q)`$ and $`\mathrm{\Theta }_q(\mathrm{Int}_m\mathrm{\Gamma }^q)`$ have volumes smaller than $`n1`$, so that for these contours $`\omega (\mathrm{\Gamma })=\omega _{n1}(\mathrm{\Gamma })`$. If $`z𝕌_{n1}`$ (use (1.8), (1.4) and the definition of $`U_0`$), then

(2.12) $`|\omega (\mathrm{\Gamma }^q)|`$ $`=\mathrm{exp}\left[\beta \mathrm{Re}(\phi _{\mathrm{\Gamma }^q}|\psi _q)\right]\left|{\displaystyle \underset{m:mq}{}}{\displaystyle \frac{\mathrm{\Theta }_m(\mathrm{Int}_m\mathrm{\Gamma }^q)}{\mathrm{\Theta }_q(\mathrm{Int}_m\mathrm{\Gamma }^q)}}\right|`$
$`\mathrm{exp}\left[\beta \mathrm{\Gamma }^q+\left(\beta \epsilon +2C_0\delta \right)|\mathrm{\Gamma }^q|\beta \mathrm{Re}\left(f_m^{n1}f_q^{n1}\right)V(\mathrm{\Gamma }^q)\right]`$
$`=\mathrm{exp}\left[\beta \mathrm{\Gamma }^q+\left(\beta \epsilon +2C_0\delta \right)|\mathrm{\Gamma }^q|\beta \mathrm{Re}\left(f_m^{n1}f_q^{n1}\right){\displaystyle \frac{V(\mathrm{\Gamma }^q)}{\mathrm{\Gamma }^q}}\mathrm{\Gamma }^q\right].`$
Let $`\mu U_{n1}(\nu ;\beta )`$. We prove that $`b_n^q`$ verify the following conditions, which imply the $`\tau _1`$-stability.

(2.13) $`\mathrm{Re}\left(f_1^{n1}f_2^{n1}\right){\displaystyle \frac{V(\mathrm{\Gamma }^2)}{\mathrm{\Gamma }^2}}`$ $`\theta ^{}\text{if }\mu \mu _n^{}+b_n^2\text{ and }V(\mathrm{\Gamma }^2)=n\text{,}`$
(2.14) $`\mathrm{Re}\left(f_2^{n1}f_1^{n1}\right){\displaystyle \frac{V(\mathrm{\Gamma }^1)}{\mathrm{\Gamma }^1}}`$ $`\theta ^{}\text{if }\mu \mu _n^{}b_n^1\text{ and }V(\mathrm{\Gamma }^1)=n\text{.}`$
For the present choice of $`\{b_n^q\}`$, the isoperimetric inequality (2.2) implies

$$\frac{V(\mathrm{\Gamma }^q)}{\mathrm{\Gamma }^q}\frac{V(\mathrm{\Gamma }^q)^{\frac{1}{d}}}{\chi }q=1,2,$$

and therefore

$`\left|\mathrm{Re}\left(f_m^{n1}f_q^{n1}\right)\right|{\displaystyle \frac{V(\mathrm{\Gamma }^q)}{\mathrm{\Gamma }^q}}`$ $`=\left|\mathrm{Re}{\displaystyle _{\mu _n^{}}^\mu }{\displaystyle \frac{d}{d\mu }}\left(f_m^{n1}f_q^{n1}\right)𝑑\mu \right|{\displaystyle \frac{V(\mathrm{\Gamma }^q)}{\mathrm{\Gamma }^q}}`$
$`|\mu \mu _n^{}|(\mathrm{\Delta }+2\delta ){\displaystyle \frac{V(\mathrm{\Gamma }^q)}{\mathrm{\Gamma }^q}}\theta ^{}.`$
Conditions (2.13) and (2.14) ensure that on $`𝕌_n`$

$$|\omega (\mathrm{\Gamma }^q)|\mathrm{exp}\left[\beta \left(\rho (1\theta ^{})\epsilon 2\beta ^1C_0\delta \right)|\mathrm{\Gamma }^q|\right].$$

C. We prove that on $`𝕌_n`$

$$\left|\frac{d}{dz}\omega _n(\mathrm{\Gamma })\right|\beta C_3\mathrm{e}^{\tau _2(\beta )|\mathrm{\Gamma }|}.$$

Let $`V(\mathrm{\Gamma }^q)=n`$; from (1)

$`{\displaystyle \frac{d}{dz}}\omega _n(\mathrm{\Gamma }^q)`$ $`=\omega _n(\mathrm{\Gamma }^q)(\beta a(\phi _{\mathrm{\Gamma }^q})\beta (h(\psi _m)h(\psi _q))V(\mathrm{\Gamma }^q)`$
$`+{\displaystyle \frac{d}{dz}}(\mathrm{log}\mathrm{\Theta }_m(\mathrm{Int}_m\mathrm{\Gamma }^q)\mathrm{log}\mathrm{\Theta }_q(\mathrm{Int}_m\mathrm{\Gamma }^q))).`$
By Lemma 1.1 and the isoperimetric inequality (1.3) we get

(2.15) $`\left|{\displaystyle \frac{d}{dz}}\omega _n(\mathrm{\Gamma }^q)\right|`$ $`\beta |\omega _n(\mathrm{\Gamma }^q)|\left(|\mathrm{\Gamma }^q|(C_1+2\delta C_0)+V(\mathrm{\Gamma }^q)(\mathrm{\Delta }+2\delta )\right)`$
$`\beta C_3|\omega _n(\mathrm{\Gamma }^q)||\mathrm{\Gamma }^q|^{\frac{d}{d1}}`$
$`\beta C_3\mathrm{e}^{\tau _2(\beta )|\mathrm{\Gamma }^q|}.`$
D. We prove that $`\omega (\mathrm{\Gamma }^2)(z)`$ is $`\tau (\beta )`$-stable for any contour $`\mathrm{\Gamma }^2`$ with boundary condition $`\psi _2`$, if $`\mu \mu _n^{}(\nu ;\beta )b_n^1`$. Using the induction hypothesis it is sufficient to prove this statement for $`z=\mu +i\nu 𝕌_{n1}`$ and $`\mu \mu _n^{}(\nu ;\beta )b_n^1`$. If $`z=\mu +i\nu 𝕌_{n1}`$, then all contours with volume $`V(\mathrm{\Gamma })n1`$ are $`\tau _1(\beta )`$-stable, and for $`\mu \mu _n^{}`$, $`\mu \mathrm{Re}(f_1^{n1}f_2^{n1})(\mu +i\nu )`$ is strictly decreasing. If $`\mu \mu _n^{}(\nu ;\beta )b_n^1`$, then (see (2.8) and (2.7))

$`\beta \mathrm{Re}(f_1^{n1}f_2^{n1})(\mu +i\nu )`$ $`=\beta {\displaystyle _\mu ^{\mu _n^{}}}{\displaystyle \frac{d}{d\mu }}\mathrm{Re}(f_1^{n1}f_2^{n1})(\mu +i\nu )𝑑\mu `$
$`\beta {\displaystyle _{\mu _n^{}b_n^1}^{\mu _n^{}}}{\displaystyle \frac{d}{d\mu }}\mathrm{Re}(f_1^{n1}f_2^{n1})(\mu +i\nu )𝑑\mu `$
(2.16) $`\beta b_n^1(\mathrm{\Delta }2\delta )2\delta ^{l(n)}.`$
First suppose that $`V(\mathrm{\Gamma }^2)n`$. From (2.1) and (2.12) it follows that $`\omega (\mathrm{\Gamma }^2)`$ is $`\beta (\rho \epsilon 2\beta ^1C_0\delta )`$-stable, in particular $`\tau (\beta )`$-stable. Moreover, if $`|\mathrm{\Lambda }|n`$, then

(2.17)
$$\left|\mathrm{exp}\left[\beta z(h(\psi _1)h(\psi _2))|\mathrm{\Lambda }|\right]\frac{\mathrm{\Theta }_1(\mathrm{\Lambda })}{\mathrm{\Theta }_2(\mathrm{\Lambda })}\right|\mathrm{e}^{3\delta |\mathrm{\Lambda }|}.$$

Indeed, all contours inside $`\mathrm{\Lambda }`$ are $`\tau _1(\beta )`$-stable. By Lemma 1.1

$`\left|\mathrm{e}^{\beta z(h(\psi _1)h(\psi _2))|\mathrm{\Lambda }|}{\displaystyle \frac{\mathrm{\Theta }_1(\mathrm{\Lambda })}{\mathrm{\Theta }_2(\mathrm{\Lambda })}}\right|`$ $`\left|\mathrm{e}^{\beta (zh(\psi _1)zh(\psi _2)+g_1^{n1}g_2^{n1})|\mathrm{\Lambda }|}\right|\mathrm{e}^{2\delta |\mathrm{\Lambda }|}`$
$`=\mathrm{e}^{\beta \mathrm{Re}(f_1^{n1}(z)f_2^{n1}(z))|\mathrm{\Lambda }|}\mathrm{e}^{2\delta |\mathrm{\Lambda }|}`$
$`\mathrm{e}^{2\delta |\mathrm{\Lambda }|}.`$
To prove point D, we prove by induction on $`|\mathrm{\Lambda }|`$ that (2.17) holds for any $`\mathrm{\Lambda }`$. Indeed, if (2.17) is true and if we set $`\mathrm{\Lambda }:=\mathrm{Int}_1\mathrm{\Gamma }^2`$, then it follows easily from the definition of $`\omega (\mathrm{\Gamma }^2)`$ and from (1) that $`\omega (\mathrm{\Gamma }^2)`$ is $`\tau (\beta )`$-stable.

The argument to prove (2.17) is due to Zahradnik . The statement is true for $`|\mathrm{\Lambda }|n`$. Suppose that it is true for $`|\mathrm{\Lambda }|m`$, $`m>n`$, and let $`|\mathrm{\Lambda }|=m+1`$. The induction hypothesis implies that $`\omega (\mathrm{\Gamma }^2)(z)`$ is $`\tau (\beta )`$-stable if $`V(\mathrm{\Gamma }^2)m`$. Therefore

$`\left|\mathrm{e}^{\beta z(h(\psi _1)h(\psi _2))|\mathrm{\Lambda }|}{\displaystyle \frac{\mathrm{\Theta }_1(\mathrm{\Lambda })}{\mathrm{\Theta }_2(\mathrm{\Lambda })}}\right|`$ $`\left|\mathrm{e}^{\beta (zh(\psi _1)zh(\psi _2)g_2^m)|\mathrm{\Lambda }|}\mathrm{\Theta }_1(\mathrm{\Lambda })\right|\mathrm{e}^{\delta |\mathrm{\Lambda }|}.`$
From (1.5)

$$\mathrm{\Theta }_1(\mathrm{\Lambda })=\underset{j=1}{\overset{r}{}}\mathrm{\Theta }(\mathrm{\Gamma }_j^1),$$

where the sum is over all families $`\{\mathrm{\Gamma }_1^1,\mathrm{},\mathrm{\Gamma }_r^1\}`$ of compatible external contours in $`\mathrm{\Lambda }`$. We say that an external contour $`\mathrm{\Gamma }_j^1`$ is large if $`V(\mathrm{\Gamma }_j^1)n`$. Suppose that the contours $`\mathrm{\Gamma }_1^1,\mathrm{}\mathrm{\Gamma }_p^1`$ are large and all other contours $`\mathrm{\Gamma }_{p+1}^1,\mathrm{}\mathrm{\Gamma }_r^1`$ not large. We set

$$\mathrm{Ext}_1^p(\mathrm{\Lambda }):=\left(\underset{j=1}{\overset{p}{}}\mathrm{Ext}\mathrm{\Gamma }_j^1\right)\mathrm{\Lambda }.$$

Summing over all contours which are not large, and using (1.6), we get

$`\mathrm{\Theta }_1(\mathrm{\Lambda })`$ $`={\displaystyle \mathrm{\Theta }_1^{n1}\left(\mathrm{Ext}_1^p(\mathrm{\Lambda })\right)\underset{j=1}{\overset{p}{}}\mathrm{exp}\left[\beta (\phi _{\mathrm{\Gamma }_j^1}|\psi _1)\right]\mathrm{\Theta }_1(\mathrm{Int}_1\mathrm{\Gamma }_j^1)\mathrm{\Theta }_2(\mathrm{Int}_2\mathrm{\Gamma }_j^1)}`$
$`={\displaystyle \mathrm{\Theta }_1^{n1}\left(\mathrm{Ext}_1^p(\mathrm{\Lambda })\right)\underset{j=1}{\overset{p}{}}\mathrm{e}^{\beta \mathrm{\Gamma }_j^1\beta za(\phi _{\mathrm{\Gamma }_j^1})+\beta z(h(\psi _1)h(\psi _2))|\mathrm{Int}_2\mathrm{\Gamma }_j^1|}}`$
$`{\displaystyle \frac{\mathrm{\Theta }_1(\mathrm{Int}_1\mathrm{\Gamma }_j^1)}{\mathrm{\Theta }_2(\mathrm{Int}_1\mathrm{\Gamma }_j^1)}}\mathrm{\Theta }_2(\mathrm{Int}_1\mathrm{\Gamma }_j^1)\mathrm{\Theta }_2(\mathrm{Int}_2\mathrm{\Gamma }_j^1);`$
the sums are over all families $`\{\mathrm{\Gamma }_1^1,\mathrm{}\mathrm{\Gamma }_p^1\}`$ of compatible external large contours in $`\mathrm{\Lambda }`$. All contours which are not large are $`\tau _1(\beta )`$-stable, and we use the cluster expansion to control $`\mathrm{\Theta }_1^{n1}\left(\mathrm{Ext}_1^p(\mathrm{\Lambda })\right)`$, $`\mathrm{\Theta }_2(\mathrm{Int}_1\mathrm{\Gamma }_j^1)`$ and $`\mathrm{\Theta }_2(\mathrm{Int}_2\mathrm{\Gamma }_j^1)`$. Notice that $`|\mathrm{Ext}_1^p(\mathrm{\Lambda })||\mathrm{\Lambda }|+_{j=1}^pC_0|\mathrm{\Gamma }_j^1|`$. By Lemma 1.1 and the induction hypothesis,

$`|\mathrm{e}^{\beta z(h(\psi _1)h(\psi _2))|\mathrm{\Lambda }|}`$ $`{\displaystyle \frac{\mathrm{\Theta }_1(\mathrm{\Lambda })}{\mathrm{\Theta }_2(\mathrm{\Lambda })}}|\mathrm{e}^{2\delta |\mathrm{\Lambda }|}{\displaystyle }\mathrm{e}^{\beta \mathrm{Re}(f_1^{n1}f_2^{n1}g_2^m+g_2^{n1})|\mathrm{Ext}_1^p(\mathrm{\Lambda })|}`$
$`{\displaystyle \underset{j=1}{\overset{p}{}}}\mathrm{e}^{(\beta \rho \beta \epsilon +6C_0\delta )|\mathrm{\Gamma }_j^1|}\mathrm{e}^{\beta \mathrm{Re}(f_1^{n1}f_2^{n1}g_2^m+g_2^{n1})|\mathrm{\Gamma }_j^1|}.`$
We define

$$\widehat{\tau }(\beta ):=\beta (\rho \epsilon )6C_0\delta .$$

From (2.1) and Lemma 1.1 we have

$$\beta (f_1^{n1}f_2^{n1}g_2^m+g_2^{n1})\delta ^{l(n)}.$$

Hence,

$`\left|\mathrm{e}^{\beta z(h(\psi _1)h(\psi _2))|\mathrm{\Lambda }|}{\displaystyle \frac{\mathrm{\Theta }_1(\mathrm{\Lambda })}{\mathrm{\Theta }_2(\mathrm{\Lambda })}}\right|`$ $`\mathrm{e}^{2\delta |\mathrm{\Lambda }|}{\displaystyle \mathrm{e}^{\delta ^{l(n)}|\mathrm{Ext}_1^p(\mathrm{\Lambda })|}\underset{j=1}{\overset{p}{}}\mathrm{e}^{(\delta ^{l(n)}+\widehat{\tau }(\beta ))|\mathrm{\Gamma }_j^1|}}.`$
We define

$$\widehat{\omega }(\mathrm{\Gamma }):=\{\begin{array}{cc}\mathrm{e}^{(\widehat{\tau }(\beta )C_0\delta )|\mathrm{\Gamma }|}\hfill & \text{if }|\mathrm{\Gamma }|l(n)\text{;}\hfill \\ 0\hfill & \text{otherwise.}\hfill \end{array}$$

Let $`\widehat{\mathrm{\Theta }}(\mathrm{\Lambda })`$ be defined by (1.11), replacing $`\omega (\mathrm{\Gamma }^q)`$ by $`\widehat{\omega }(\mathrm{\Gamma })`$, and let

$$\widehat{g}:=\underset{\mathrm{\Lambda }^d}{lim}\frac{1}{\beta |\mathrm{\Lambda }|}\mathrm{log}\widehat{\mathrm{\Theta }}(\mathrm{\Lambda }).$$

We assume that $`\beta _0`$ is large enough so that for all $`\beta \beta _0`$,

(2.18)
$$K\mathrm{e}^{\widehat{\tau }(\beta )}\delta ,$$

where $`K`$ is the constant of Lemma 1.1. Since $`\beta |\widehat{g}|\delta ^{l(n)}`$, putting into evidence a factor $`\mathrm{e}^{\beta \widehat{g}|\mathrm{\Lambda }|}`$, we get

(2.19) $`\left|\mathrm{e}^{\beta z(h(\psi _1)h(\psi _2))|\mathrm{\Lambda }|}{\displaystyle \frac{\mathrm{\Theta }_1(\mathrm{\Lambda })}{\mathrm{\Theta }_2(\mathrm{\Lambda })}}\right|`$ $`\mathrm{e}^{2\delta |\mathrm{\Lambda }|+\beta \widehat{g}|\mathrm{\Lambda }|}{\displaystyle \underset{j=1}{\overset{p}{}}\mathrm{e}^{\widehat{\tau }(\beta )|\mathrm{\Gamma }_j^1|}\mathrm{e}^{\beta \widehat{g}|\mathrm{Int}\mathrm{\Gamma }_j^1|}}`$
$`\mathrm{e}^{2\delta |\mathrm{\Lambda }|+\beta \widehat{g}|\mathrm{\Lambda }|}{\displaystyle \underset{j=1}{\overset{p}{}}\mathrm{e}^{(\widehat{\tau }(\beta )C_0\delta )|\mathrm{\Gamma }_j^1|}\widehat{\mathrm{\Theta }}(\mathrm{Int}\mathrm{\Gamma }_j^1)}.`$
In the last line of (2.19) we interpret $`\mathrm{e}^{\beta \widehat{g}|\mathrm{Int}\mathrm{\Gamma }^1|}`$ as a partition function (up to a boundary term), since by Lemma 1.1,

$$\mathrm{e}^{\beta \widehat{g}|\mathrm{Int}\mathrm{\Gamma }^1|}\widehat{\mathrm{\Theta }}(\mathrm{Int}\mathrm{\Gamma }^1)\mathrm{e}^{C_0\delta |\mathrm{\Gamma }^1|}.$$

We sum over external contours in (2.19) and get

$$\left|\mathrm{e}^{\beta z(h(\psi _1)h(\psi _2))|\mathrm{\Lambda }|}\frac{\mathrm{\Theta }_1(\mathrm{\Lambda })}{\mathrm{\Theta }_2(\mathrm{\Lambda })}\right|\mathrm{e}^{2\delta |\mathrm{\Lambda }|+\beta \widehat{g}|\mathrm{\Lambda }|}\widehat{\mathrm{\Theta }}(\mathrm{\Lambda })\mathrm{e}^{3\delta |\mathrm{\Lambda }|}.$$

It is not difficult to prove more regularity for the curve $`\nu \mu ^{}(\nu ;\beta )`$. We need below only the following result.

###### Lemma 2.1.

Let $`0<\delta <1`$. If $`\beta `$ is sufficiently large, then for all $`n1`$ $`{\displaystyle \frac{d}{d\nu }}\mu _n^{}(0;\beta )=0`$, and

$$\left|\frac{d^2}{d\nu ^2}\mu _n^{}(\nu ;\beta )\right|\frac{2\delta }{\mathrm{\Delta }2\delta }\left(\left(\frac{2\delta }{\mathrm{\Delta }2\delta }\right)^2+\frac{2\delta }{\mathrm{\Delta }2\delta }+1\right).$$

###### Proof.

Let $`\delta `$ be as in the proof of Proposition 2.1. Because the free energies $`f_1^{n1}`$ and $`f_2^{n1}`$ are real on the real axis, it follows that $`\nu \mu _n^{}(\nu ;\beta )`$ is even, and therefore $`{\displaystyle \frac{d}{d\nu }}\mu _n^{}(0;\beta )=0`$. By definition $`\mu _n^{}(\nu ;\beta )`$ is solution of

$$\mathrm{Re}\left(f_2^{n1}(\mu _n^{}(\nu ;\beta )+i\nu )f_1^{n1}(\mu _n^{}(\nu ;\beta )+i\nu )\right)=0,$$

which implies that

$$\mathrm{\Delta }\frac{d\mu _n^{}}{d\nu }=\frac{d}{d\mu }\mathrm{Re}\left(g_1^{n1}g_2^{n1}\right)\frac{d\mu _n^{}}{d\nu }+\frac{d}{d\nu }\mathrm{Re}\left(g_1^{n1}g_2^{n1}\right)$$

and

$`\mathrm{\Delta }{\displaystyle \frac{d^2\mu _n^{}}{d\nu ^2}}`$ $`={\displaystyle \frac{d}{d\mu }}\mathrm{Re}\left(g_1^{n1}g_2^{n1}\right){\displaystyle \frac{d^2\mu _n^{}}{d\nu ^2}}+{\displaystyle \frac{d^2}{d\mu ^2}}\mathrm{Re}\left(g_1^{n1}g_2^{n1}\right)\left({\displaystyle \frac{d\mu _n^{}}{d\nu }}\right)^2`$
$`+{\displaystyle \frac{d^2}{d\mu d\nu }}\mathrm{Re}\left(g_1^{n1}g_2^{n1}\right){\displaystyle \frac{d\mu _n^{}}{d\nu }}+{\displaystyle \frac{d^2}{d\nu ^2}}\mathrm{Re}\left(g_1^{n1}g_2^{n1}\right).`$
From the proof of Proposition 2.1 we have on $`𝕌_m`$,

$$\left|\frac{d}{dz}\omega _m(\mathrm{\Gamma })\right|\beta C_3\mathrm{e}^{\tau _2(\beta )|\mathrm{\Gamma }|}.$$

Let $`\tau _3(\beta ):=\tau _1(\beta )2\frac{d}{d1}`$. A similar proof shows that for $`\beta `$ sufficiently large, there exists $`C_4`$ so that for any $`m`$

$$\left|\frac{d^2}{dz^2}\omega _m(\mathrm{\Gamma })\right|\beta ^2C_4\mathrm{e}^{\tau _3(\beta )|\mathrm{\Gamma }|}.$$

Assume that $`\beta `$ is large enough so that

$$\beta \mathrm{max}\{C_4,C_3^2\}K_2\mathrm{e}^{\tau _3(\beta )|\mathrm{\Gamma }|}\delta .$$

Then Lemma 1.1 gives for $`G^{n1}:=\mathrm{Re}\left(g_1^{n1}g_2^{n1}\right)`$

$$\left|\frac{d}{d\mu }G^{n1}\right|2\delta ,\left|\frac{d}{d\nu }G^{n1}\right|2\delta ,$$

$$\left|\frac{d^2}{d\mu ^2}G^{n1}\right|2\delta ,\left|\frac{d^2}{d\nu ^2}G^{n1}\right|2\delta ,\left|\frac{d^2}{d\mu d\nu }G^{n1}\right|2\delta .$$

Hence

$$\left|\frac{d\mu _n^{}}{d\nu }\right|\frac{2\delta }{\mathrm{\Delta }2\delta },\left|\frac{d^2\mu _n^{}}{d\nu ^2}\right|\frac{2\delta }{\mathrm{\Delta }2\delta }\left(\left(\frac{2\delta }{\mathrm{\Delta }2\delta }\right)^2+\frac{2\delta }{\mathrm{\Delta }2\delta }+1\right).$$

###### Proposition 2.2.

Under the conditions of Proposition 2.1, there exist $`\beta _0^+`$ and $`p`$ so that the following holds for all $`\beta \beta _0`$. Let

$$\tau ^{}(\beta ):=\tau (\beta )\mathrm{max}\{\frac{d}{d1},p\}.$$

A) If $`\mu +i\nu 𝕌_0`$ and $`\mu \mu ^{}(\nu ;\beta )`$, then

$$\left|\frac{d}{dz}\omega (\mathrm{\Gamma }^2)(z)\right|\beta C_3\mathrm{e}^{\tau ^{}(\beta )|\mathrm{\Gamma }^2|}.$$

B) If $`\mu +i\nu 𝕌_0`$ and $`\mu \mu ^{}(\nu ;\beta )`$, then

$$\left|\frac{d}{dz}\omega (\mathrm{\Gamma }^1)(z)\right|\beta C_3\mathrm{e}^{\tau ^{}(\beta )|\mathrm{\Gamma }^1|}.$$

###### Proof.

We consider the iterative construction of the proof of Proposition 2.1 with the same choice of the sequences $`\{b_n^q\}`$. Suppose that $`z=\mu +i\nu 𝕌_{n1}\backslash 𝕌_n`$ and $`\mu \mu ^{}(\nu ;\beta )`$. Suppose that $`V(\mathrm{\Gamma }^2)n`$. We get (see (2.15))

$$\left|\frac{d}{dz}\omega (\mathrm{\Gamma }^2)\right|\beta C_3|\mathrm{\Gamma }^2|^{\frac{d}{d1}}|\omega (\mathrm{\Gamma }^2)|.$$

Since by Proposition 2.1 $`\omega (\mathrm{\Gamma }^2)`$ is $`\tau (\beta )`$-stable, we get for all $`\mathrm{\Gamma }^2`$ such that $`V(\mathrm{\Gamma }^2)n`$,

$$\left|\frac{d}{dz}\omega (\mathrm{\Gamma }^2)\right|\beta C_3|\mathrm{\Gamma }^2|^{\frac{d}{d1}}\mathrm{e}^{\tau (\beta )|\mathrm{\Gamma }^2|}\beta C_3\mathrm{e}^{\tau ^{}(\beta )|\mathrm{\Gamma }^2|}.$$

Suppose that $`V(\mathrm{\Gamma }^2)n+1`$. We estimate the derivative at $`z`$ of $`\omega (\mathrm{\Gamma }^2)`$ using Cauchy’s formula with a circle of center $`z`$ contained in $`\{\mu +i\nu :\mu \mu ^{}(\nu ;\beta )\}`$. We estimate from below $`|\mathrm{Re}z\mu ^{}(\nu ;\beta )|`$ when $`z𝕌_{n1}\backslash 𝕌_n`$, uniformly in $`\nu `$.

$$|\mathrm{Re}z\mu ^{}||\mathrm{Re}z\mu _n^{}||\mu _n^{}\mu ^{}|b_n^2|\mu _n^{}\mu ^{}|.$$

We estimate $`|\mu _n^{}\mu ^{}|`$ by first estimating $`|\mu _m^{}\mu _n^{}|`$. Let $`m>n`$; then, since $`\mu _m^{}𝕌_n`$,

$`0`$ $`=\mathrm{Re}\left(f_2^{m1}(\mu _m^{})f_1^{m1}(\mu _m^{})\right)\mathrm{Re}\left(f_2^{n1}(\mu _n^{})f_1^{n1}(\mu _n^{})\right)`$
$`=\mathrm{Re}\left(f_2^{m1}(\mu _m^{})f_2^{n1}(\mu _m^{})\right)\mathrm{Re}\left(f_1^{m1}(\mu _m^{})f_1^{n1}(\mu _m^{})\right)`$
$`+\mathrm{Re}\left(f_2^{n1}(\mu _m^{})f_2^{n1}(\mu _n^{})\right)\mathrm{Re}\left(f_1^{n1}(\mu _m^{})f_1^{n1}(\mu _n^{})\right).`$
From (2.11) we get

$$|\mu _m^{}(\nu ;\beta )\mu _n^{}(\nu ;\beta )|\frac{2\delta ^{l(n)}}{\beta (\mathrm{\Delta }2\delta )}m>n,$$

so that

(2.20)
$$|\mu ^{}(\nu ;\beta )\mu _n^{}(\nu ;\beta )|\frac{2\delta ^{l(n)}}{\beta (\mathrm{\Delta }2\delta )}.$$

If $`V(\mathrm{\Gamma }^2)n+1`$, then $`|\mathrm{\Gamma }^2|l(n+1)`$. Choose $`p`$ so that for all $`n1`$

$$\frac{1}{|\mathrm{\Gamma }^2|^p}\left(\frac{1}{2dn^{\frac{d1}{d}}}\right)^p\frac{\chi \theta ^{}}{(\mathrm{\Delta }+2\delta )n^{\frac{1}{d}}}\frac{2\delta ^{l(n)}}{\beta (\mathrm{\Delta }2\delta )}b_n^2|\mu ^{}\mu _n^{}||\mathrm{Re}z\mu ^{}|.$$

We use Cauchy’s formula with a circle of center $`z`$ and radius $`|\mathrm{\Gamma }^2|^p`$ and get

$$\left|\frac{d}{dz}\omega (\mathrm{\Gamma }^2)\right||\mathrm{\Gamma }^2|^p\mathrm{e}^{\tau (\beta )|\mathrm{\Gamma }^2|}\mathrm{e}^{\tau ^{}(\beta )|\mathrm{\Gamma }^2|}.$$

### 2.2. Analytic continuation of the weights of contours at $`\mu ^{}`$

In this subsection we consider how the weight $`\omega (\mathrm{\Gamma }^2)`$ for a contour with boundary condition $`\psi _2`$ behaves as function of $`z=\mu +i\nu `$ in the vicinity of $`z^{}:=\mu ^{}(\nu ;\beta )+i\nu `$. We improve the domains of analyticity of the weights of contours, by making a new choice of the sequences $`\{b_n^q\}`$, $`q=1,2`$. The main result of this subsection is Proposition 2.3. At $`z^{}`$ the (complex) free energies $`f_q`$, $`q=1,2`$, are well-defined and can be computed by the cluster expansion method. Moreover,

$$\mathrm{Re}f_2(z^{})=\mathrm{Re}f_1(z^{}).$$

Therefore

$$\mathrm{Re}g_1(z^{})+\mu ^{}(\nu ;\beta )h(\psi _1)=\mathrm{Re}g_2(z^{})+\mu ^{}(\nu ;\beta )h(\psi _2).$$

With $`\delta `$ as in the proof of Proposition 2.1, we get

$$|\mu ^{}(\nu ;\beta )|\frac{2\delta }{\beta \mathrm{\Delta }},$$

and

$$|\omega (\mathrm{\Gamma }^q)(z^{})|\mathrm{exp}\left[\beta \mathrm{\Gamma }^q+\frac{2C_1\delta }{\mathrm{\Delta }}|\mathrm{\Gamma }^q|+\delta C_0|\mathrm{\Gamma }^q|\right],\mathrm{\Gamma }^q.$$

We set

$$\mu ^{}:=\mu ^{}(0;\beta ),$$

and adopt the following convention: if a quantity, say $``$ or $`f_q`$, is evaluated at the transition point $`\mu ^{}`$, we simply write $`^{}`$ or $`f_q^{}`$.

The analyticity properties of $`\omega (\mathrm{\Gamma }^2)`$ near $`\mu ^{}`$ are controlled by isoperimetric inequalities

(2.21)
$$V(\mathrm{\Gamma }^2)^{\frac{d1}{d}}\chi _2(n)^1\mathrm{\Gamma }^2\mathrm{\Gamma }^2,V(\mathrm{\Gamma }^2)n.$$

The difference with (2.2) is that only contours with boundary condition $`\psi _2`$ and $`V(\mathrm{\Gamma }^2)n`$ are considered for a given $`n`$. By definition the isoperimetric constants $`\chi _2(n)`$ verify

$$\chi _2(n)^1:=inf\{C:\frac{V(\mathrm{\Gamma }^2)^{\frac{d1}{d}}}{\mathrm{\Gamma }^2}C,\mathrm{\Gamma }^2\text{such that}V(\mathrm{\Gamma }^2)n\}.$$

$`\chi _2(n)`$ is a bounded increasing sequence; we set $`\chi _2(\mathrm{}):=lim_n\chi _2(n)`$, and define

$$R_2(n):=\underset{m:mn}{inf}\frac{\chi _2(m)}{m^{\frac{1}{d}}}.$$

There are similar definitions for $`\chi _1(n)`$ and $`R_1(n)`$. The corresponding isoperimetric inequalities control the analyticity properties of $`\omega (\mathrm{\Gamma }^1)`$ around $`\mu ^{}`$.

###### Lemma 2.2.

For any $`\chi _q^{}<\chi _q(\mathrm{})`$, there exists $`N(\chi _q^{})`$ such that for all $`nN(\chi _q^{})`$,

$$\frac{\chi _q^{}}{n^{\frac{1}{d}}}R_q(n)\frac{\chi _q(\mathrm{})}{n^{\frac{1}{d}}}.$$

For $`q=1,2`$, $`n^anR_q(n)`$ is increasing in $`n`$, provided that $`a\frac{1}{d}`$.

###### Proof.

Let $`q=2`$ and suppose that

$$R_2(n)=\frac{\chi _2(m)}{m^{\frac{1}{d}}}\text{for }m<n\text{.}$$

Then $`R_2(m^{})=R_2(n)`$ for all $`mm^{}n`$. Let $`n^{}`$ be the largest $`nm`$ such that

$$R_2(n)=\frac{\chi _2(m)}{m^{\frac{1}{d}}}.$$

We have $`n^{}<\mathrm{}`$, otherwise

$$0<R_2(m)=R_2(n)\frac{\chi _2(\mathrm{})}{n^{\frac{1}{d}}}nm,$$

which is impossible. Therefore, either

$$R_2(n^{})=\frac{\chi _2(n^{})}{n_{}^{}{}_{}{}^{\frac{1}{d}}}\text{or}R_2(n^{}+1)=\frac{\chi _2(n^{}+1)}{(n^{}+1)^{\frac{1}{d}}},$$

and for all $`kn^{}+1`$, since $`\chi _2(m)`$ is increasing,

(2.22)
$$R_2(k)=\underset{mk}{inf}\frac{\chi _2(m)}{m^{\frac{1}{d}}}=\underset{n^{}mk}{inf}\frac{\chi _2(m)}{m^{\frac{1}{d}}}\underset{n^{}mk}{inf}\frac{\chi _2(n^{})}{m^{\frac{1}{d}}}=\frac{\chi _2(n^{})}{k^{\frac{1}{d}}}.$$

Inequality (2.22) is true for infinitely many $`n^{}`$; since there exists $`m`$ such that $`\chi _2^{}\chi _2(m)`$, the first statement is proved.

On an interval of constancy of $`R_2(n)`$, $`nn^aR_2(n)`$ is increasing. On the other hand, if on $`[m_1,m_2]`$

$$R_2(n)=\frac{\chi _2(n)}{n^{\frac{1}{d}}},$$

then $`nn^aR_2(n)`$ is increasing on $`[m_1,m_2]`$ since $`n\chi _2(n)`$ and $`nn^{a\frac{1}{d}}`$ are increasing.

The next proposition gives the domains of analyticity and the stability properties of the weights $`\omega (\mathrm{\Gamma })`$ needed for estimating the derivatives of the free energy.

###### Proposition 2.3.

Let $`0<\theta <1`$ and $`0<\epsilon <1`$ so that $`\rho (1\theta )\epsilon >0`$.
There exist $`0<\delta <1`$, $`0<\theta ^{}<1`$ and $`\beta _0^+`$, such that for all $`\beta \beta _0`$ $`\omega (\mathrm{\Gamma }^2)`$ is analytic and $`\tau _1(\beta ;\theta ^{})`$-stable in a complex neighborhood of

$$\{z:\mathrm{Re}z\mu ^{}(\mathrm{Im}z;\beta )+\theta \mathrm{\Delta }^1R_2(V(\mathrm{\Gamma }^2))\}𝕌_0.$$

Moreover

$$\left|\frac{d}{dz}\omega (\mathrm{\Gamma }^2)\right|\beta C_3\mathrm{e}^{\tau _2(\beta ;\theta ^{})|\mathrm{\Gamma }^2|}.$$

Similar properties hold for $`\omega (\mathrm{\Gamma }^1)`$ in a complex neighborhood of

$$\{z:\mu ^{}(\mathrm{Im}z;\beta )\theta \mathrm{\Delta }^1R_1(V(\mathrm{\Gamma }^1))\mathrm{Re}z\}𝕌_0.$$

$`\tau _1(\beta ;\theta ^{})`$ and $`\tau _2(\beta ;\theta ^{})`$ are defined at (2.3) and (2.4).

###### Proof.

If in the iterative method of the proof of Proposition 2.1 we find $`0<\theta ^{}<1`$ and $`b_n^1`$, $`b_n^2`$, so that (2.13), (2.14) and

(2.23)
$$(\mu ^{}(\nu ;\beta )\theta \mathrm{\Delta }^1R_1(n),\mu ^{}(\nu ;\beta )+\theta \mathrm{\Delta }^1R_2(n))U_n(\nu ;\beta )$$

hold, then Proposition 2.3 is true. Formula (2.23) is satisfied if (see (2.20))

$$b_n^q\theta \mathrm{\Delta }^1R_q(n)+\frac{2\delta ^{l(n)}}{\beta (\mathrm{\Delta }2\delta )},$$

and this is the case if

$$b_n^q:=\theta \mathrm{\Delta }^1R_q(n)+\frac{C}{\beta }\delta ^{n^{\frac{1}{4}}},$$

with $`C`$ a suitable constant, which is chosen so that (2.7) is also satisfied. If $`\beta `$ is large enough and $`\delta `$ small enough, then there exists $`\theta ^{}<1`$ so that (2.13) and (2.14) hold. Indeed, let $`V(\mathrm{\Gamma }^2)=n`$, $`z=\mu +i\nu `$ and $`\mu \mu ^{}(\nu ;\beta )+b_n^2`$; then

$`\mathrm{Re}\left(f_1^{n1}(z)f_2^{n1}(z)\right){\displaystyle \frac{V(\mathrm{\Gamma }^2)}{\mathrm{\Gamma }^2}}`$ $`(\mathrm{\Delta }+2\delta )b_n^2{\displaystyle \frac{n^{\frac{1}{d}}}{\chi _2(n)}}`$
$`{\displaystyle \frac{\mathrm{\Delta }+2\delta }{\mathrm{\Delta }}}\theta +{\displaystyle \frac{C}{\beta }}\delta ^{n^{\frac{1}{4}}}{\displaystyle \frac{n^{\frac{1}{d}}}{\chi _2(n)}}\theta ^{}.`$
### 2.3. Derivatives of the free energy at finite volume

Although non-analytic behavior of the free energy occurs only in the thermodynamical limit, most of the analysis is done at finite volume. We write

$$[g]_t^{}^{(k)}:=\frac{\mathrm{d}^k}{\mathrm{d}t^k}g(t)|_{t=t^{}}$$

for the $`k^{\mathrm{th}}`$ order derivative at $`t^{}`$ of the function $`g`$. The method of Isakov  allows to get estimates of the derivatives of the free energy at $`\mu ^{}`$, which are *uniform in the volume*. We consider the case of the boundary condition $`\psi _2`$. The other case is similar. We tacitly assume that $`\beta `$ is large enough so that Lemma 1.1 and all results of subsections 2.1 and 2.2 are valid. The main tool for estimating the derivatives of the free energy is Cauchy’s formula. However, we need to establish several results before we can obtain the desired estimates on the derivatives of the free energy. The preparatory work is done in this subsection, which is divided into three subsections. In 2.3.1 we give an expression of the derivatives of the free energy in terms of the derivatives of a free energy of a contour $`u(\mathrm{\Gamma }^2)=\mathrm{log}(1+\varphi _\mathrm{\Lambda }(\mathrm{\Gamma }^2))\varphi _\mathrm{\Lambda }(\mathrm{\Gamma }^2)`$ (see (2.25)). The main work is to estimate

$$\frac{k!}{2\pi i}_{D_r}\frac{\varphi _\mathrm{\Lambda }(\mathrm{\Gamma }^2)^n(z)}{(z\mu ^{})^{k+1}}𝑑z.$$

The boundary of the disc $`D_r`$ is decomposed naturally into two parts, $`D_r^g`$ and $`D_r^d`$, and the integral into two integrals $`I_{k,n}^g(\mathrm{\Gamma }^2)`$ and $`I_{k,n}^d(\mathrm{\Gamma }^2)`$ (see (2.27) and (2.28)). In 2.3.2 we prove the upper bound (2.29) for $`I_{k,n}^g(\mathrm{\Gamma }^2)`$, and in 2.3.3 we evaluate $`I_{k,n}^d(\mathrm{\Gamma }^2)`$ by the stationary phase method, see (2.33) and (2.34). This is a key point in the proof of Theorem 1.1, since we obtain lower and upper bounds for $`I_{k,n}^d(\mathrm{\Gamma }^2)`$.

#### 2.3.1. An expression for the derivatives of the free energy

Let $`\mathrm{\Lambda }=\mathrm{\Lambda }(L)`$ be the cubic box

$$\mathrm{\Lambda }(L):=\{z^d:|x|L\}.$$

We introduce a linear order, denoted by $``$, among all contours $`\mathrm{\Gamma }^q\mathrm{\Lambda }`$ with boundary condition $`\psi _q`$. We assume that the linear order is such that $`V(\mathrm{\Gamma }^q)V(\mathrm{\Gamma }^q)`$ if $`\mathrm{\Gamma }^q\mathrm{\Gamma }^q`$. There exists a natural enumeration of the contours by the positive integers. The predecessor of $`\mathrm{\Gamma }^q`$ in that enumeration (if $`\mathrm{\Gamma }^q`$ is not the smallest contour) is denoted by $`i(\mathrm{\Gamma }^q)`$. We introduce the restricted partition function $`\mathrm{\Theta }_{\mathrm{\Gamma }^q}(\mathrm{\Lambda })`$, which is computed with the contours of

$$𝒞_\mathrm{\Lambda }(\mathrm{\Gamma }^q):=\{\mathrm{\Gamma }^q\mathrm{\Lambda }:\mathrm{\Gamma }^q\mathrm{\Gamma }^q\},$$

that is

(2.24)
$$\mathrm{\Theta }_{\mathrm{\Gamma }^q}(\mathrm{\Lambda }):=1+\underset{i=1}{\overset{n}{}}\omega (\mathrm{\Gamma }_i^q),$$

where the sum is over all families of compatible contours $`\{\mathrm{\Gamma }_1^q,\mathrm{},\mathrm{\Gamma }_n^q\}`$ which belong to $`𝒞_\mathrm{\Lambda }(\mathrm{\Gamma }^q)`$. The partition function $`\mathrm{\Theta }_q(\mathrm{\Lambda })`$ is written as a finite product

$$\mathrm{\Theta }_q(\mathrm{\Lambda })=\underset{\mathrm{\Gamma }^q\mathrm{\Lambda }}{}\frac{\mathrm{\Theta }_{\mathrm{\Gamma }^q}(\mathrm{\Lambda })}{\mathrm{\Theta }_{i(\mathrm{\Gamma }^q)}(\mathrm{\Lambda })}.$$

By convention $`\mathrm{\Theta }_{i(\mathrm{\Gamma }^q)}(\mathrm{\Lambda }):=1`$ when $`\mathrm{\Gamma }^q`$ is the smallest contour. We set

$$u_\mathrm{\Lambda }(\mathrm{\Gamma }^q):=\mathrm{log}\frac{\mathrm{\Theta }_{\mathrm{\Gamma }^q}(\mathrm{\Lambda })}{\mathrm{\Theta }_{i(\mathrm{\Gamma }^q)}(\mathrm{\Lambda })}.$$

$`u_\mathrm{\Lambda }(\mathrm{\Gamma }^q)`$ is the free energy cost for introducing the new contour $`\mathrm{\Gamma }^q`$ in the restricted model, where all contours verify $`\mathrm{\Gamma }_{}^{}{}_{}{}^{q}\mathrm{\Gamma }^q`$. We have the identity

$`\mathrm{\Theta }_{\mathrm{\Gamma }^q}(\mathrm{\Lambda })`$ $`=\mathrm{\Theta }_{i(\mathrm{\Gamma }^q)}(\mathrm{\Lambda })+\omega (\mathrm{\Gamma }^q)\mathrm{\Theta }_{i(\mathrm{\Gamma }^q)}(\mathrm{\Lambda }(\mathrm{\Gamma }^q))`$
$`=\mathrm{\Theta }_{i(\mathrm{\Gamma }^q)}(\mathrm{\Lambda })\left(1+\omega (\mathrm{\Gamma }^q){\displaystyle \frac{\mathrm{\Theta }_{i(\mathrm{\Gamma }^q)}(\mathrm{\Lambda }(\mathrm{\Gamma }^q))}{\mathrm{\Theta }_{i(\mathrm{\Gamma }^q)}(\mathrm{\Lambda })}}\right).`$
In this last expression $`\mathrm{\Theta }_{i(\mathrm{\Gamma }^q)}(\mathrm{\Lambda }(\mathrm{\Gamma }^q))`$ denotes the restricted partition function

$$\mathrm{\Theta }_{i(\mathrm{\Gamma }^q)}(\mathrm{\Lambda }(\mathrm{\Gamma }^q)):=1+\underset{i=1}{\overset{n}{}}\omega (\mathrm{\Gamma }_i^q),$$

where the sum is over all families of compatible contours $`\{\mathrm{\Gamma }_1^q,\mathrm{},\mathrm{\Gamma }_n^q\}`$ which belong to $`𝒞_\mathrm{\Lambda }(i(\mathrm{\Gamma }^q))`$, and such that $`\{\mathrm{\Gamma }^q,\mathrm{\Gamma }_1^q,\mathrm{},\mathrm{\Gamma }_n^q\}`$ is a compatible family. We also set

$$\varphi _\mathrm{\Lambda }(\mathrm{\Gamma }^q):=\omega (\mathrm{\Gamma }^q)\frac{\mathrm{\Theta }_{i(\mathrm{\Gamma }^q)}(\mathrm{\Lambda }(\mathrm{\Gamma }^q))}{\mathrm{\Theta }_{i(\mathrm{\Gamma }^q)}(\mathrm{\Lambda })}.$$

With these notations

(2.25)
$$u_\mathrm{\Lambda }(\mathrm{\Gamma }^q)=\mathrm{log}\left(1+\varphi _\mathrm{\Lambda }(\mathrm{\Gamma }^q)\right)=\underset{n1}{}\frac{(1)^n}{n}\varphi _\mathrm{\Lambda }(\mathrm{\Gamma }^q)^n,$$

and for $`k2`$

$$|\mathrm{\Lambda }|\beta [f_\mathrm{\Lambda }^q]_\mu ^{}^{(k)}=\underset{\mathrm{\Gamma }^q\mathrm{\Lambda }}{}[u_\mathrm{\Lambda }(\mathrm{\Gamma }^q)]_\mu ^{}^{(k)}.$$

We consider the case of the boundary condition $`\psi _2`$. $`[\varphi _\mathrm{\Lambda }(\mathrm{\Gamma }^2)^n]_\mu ^{}^{(k)}`$ is computed using Cauchy’s formula,

$$[\varphi _\mathrm{\Lambda }(\mathrm{\Gamma }^2)^n]_\mu ^{}^{(k)}=\frac{k!}{2\pi i}_{D_r}\frac{\varphi _\mathrm{\Lambda }(\mathrm{\Gamma }^2)^n(z)}{(z\mu ^{})^{k+1}}𝑑z,$$

where $`D_r`$ is the boundary of a disc $`D_r`$ of radius $`r`$ and center $`\mu ^{}`$ inside the analyticity region of Proposition 2.3,

$$𝕌_0\{z:\mathrm{Re}z\mu ^{}(\mathrm{Im}(z);\beta )+\theta \mathrm{\Delta }^1R_2(V(\mathrm{\Gamma }^2))\}.$$

The function $`z\frac{\varphi _\mathrm{\Lambda }(\mathrm{\Gamma }^2)^n(z)}{(z\mu ^{})^{k+1}}`$ is real on the real axis, so that

$$\overline{\frac{\varphi _\mathrm{\Lambda }(\mathrm{\Gamma }^2)^n(\overline{z})}{(\overline{z}\mu ^{})^{k+1}}}=\frac{\varphi _\mathrm{\Lambda }(\mathrm{\Gamma }^2)^n(z)}{(z\mu ^{})^{k+1}},$$

and consequently

(2.26) $`{\displaystyle \frac{k!}{2\pi i}}{\displaystyle _{D_r}}{\displaystyle \frac{\varphi _\mathrm{\Lambda }(\mathrm{\Gamma }^2)^n(z)}{(z\mu ^{})^{k+1}}}𝑑z`$ $`=\mathrm{Re}\left\{{\displaystyle \frac{k!}{2\pi i}}{\displaystyle _{D_r}}{\displaystyle \frac{\varphi _\mathrm{\Lambda }(\mathrm{\Gamma }^2)^n(z)}{(z\mu ^{})^{k+1}}}𝑑z\right\}.`$
###### Remark 2.2.

From Lemma 2.1, there exists $`C^{}`$ independent of $`\nu `$ and $`n`$, so that

$$\mu _n^{}(\nu ;\beta )\mu _n^{}(0;\beta )C^{}\nu ^2.$$

This implies that the region $`\{\mathrm{Re}z\mu ^{}C^{}(\mathrm{Im}z)^2+\theta \mathrm{\Delta }^1R_2(V(\mathrm{\Gamma }^2))\}`$ is always in the analyticity region of $`\omega (\mathrm{\Gamma }^2)`$, which is given in Proposition 2.3. Therefore, if

$$C^{}\frac{1}{2\left(\theta \mathrm{\Delta }^1R_2(V(\mathrm{\Gamma }^2))\right)^2},$$

then the disc $`D_r`$ of center $`\mu ^{}`$ and radius $`r=\theta \mathrm{\Delta }^1R_2(V(\mathrm{\Gamma }^2))`$ is inside the analyticity region of $`\omega (\mathrm{\Gamma }^2)`$. This happens as soon as $`V(\mathrm{\Gamma }^2)`$ is large enough.

Assuming that the disc $`D_r`$ is inside the analyticity region of $`\omega (\mathrm{\Gamma }^2)`$, we decompose $`D_r`$ into

$$D_r^g:=D_r\{z:\mathrm{Re}z\mu ^{}(\mathrm{Im}(z);\beta )\theta \mathrm{\Delta }^1R_1(V(\mathrm{\Gamma }^2))\},$$

and

$$D_r^d:=D_r\{z:\mathrm{Re}z\mu ^{}(\mathrm{Im}(z);\beta )\theta \mathrm{\Delta }^1R_1(V(\mathrm{\Gamma }^2))\},$$

and write (2.26) as a sum of two integrals $`I_{k,n}^g(\mathrm{\Gamma }^2)`$ and $`I_{k,n}^d(\mathrm{\Gamma }^2)`$ (see figure 1),

(2.27)
$$I_{k,n}^g(\mathrm{\Gamma }^2):=\mathrm{Re}\left\{\frac{k!}{2\pi i}_{D_r^g}\frac{\varphi _\mathrm{\Lambda }(\mathrm{\Gamma }^2)^n(z)}{(z\mu ^{})^{k+1}}𝑑z\right\}$$

and

(2.28)
$$I_{k,n}^d(\mathrm{\Gamma }^2):=\mathrm{Re}\left\{\frac{k!}{2\pi i}_{D_r^d}\frac{\varphi _\mathrm{\Lambda }(\mathrm{\Gamma }^2)^n(z)}{(z\mu ^{})^{k+1}}𝑑z\right\}.$$

#### 2.3.2. An upper bound for $`I_{k,n}^g(\mathrm{\Gamma }^2)`$

$`I_{k,n}^g(\mathrm{\Gamma }^2)`$ is not the main contribution to (2.26), so that it is sufficient to get an upper bound for this integral. Let $`z𝕌_0`$ and $`\mathrm{Re}z\mu ^{}(\mathrm{Im}(z);\beta )`$. We set

$$\overline{\mathrm{\Gamma }^2}:=\{x^d:d(x,\mathrm{supp}\mathrm{\Gamma }^2)1\}.$$

There exists a constant $`C_5`$ such that $`|\overline{\mathrm{\Gamma }^2}|C_5|\mathrm{\Gamma }^2|`$. ¿From (2.17) we get

$$|\omega (\mathrm{\Gamma }^2)|\mathrm{exp}\left[\beta \mathrm{\Gamma }^2+\beta |\mathrm{Re}z|C_1|\mathrm{\Gamma }^2|+3C_0\delta |\mathrm{\Gamma }^2|\right],$$

and by the cluster expansion method

$$\left|\frac{\mathrm{\Theta }_{i(\mathrm{\Gamma }^2)}(\mathrm{\Lambda }(\mathrm{\Gamma }^2))}{\mathrm{\Theta }_{i(\mathrm{\Gamma }^2)}(\mathrm{\Lambda })}\right|\mathrm{e}^{\delta |\overline{\mathrm{\Gamma }^2}|}\mathrm{e}^{\delta C_5|\mathrm{\Gamma }^2|}.$$

We set

$$\zeta :=z\mu ^{}.$$

Therefore, there exists a constant $`C_6`$ so that

$$|\varphi _\mathrm{\Lambda }(\mathrm{\Gamma }^2)|\mathrm{e}^{\beta \mathrm{\Gamma }^2(1C_6\delta |\mathrm{Re}\zeta |C_1\rho ^1)}\text{if}\mathrm{Re}\zeta \mu ^{}(\mathrm{Im}(\zeta );\beta )\mu ^{}.$$

This upper bound implies

(2.29)
$$I_{k,n}^g(\mathrm{\Gamma }^2)\frac{k!}{r^k}\mathrm{e}^{n\beta \mathrm{\Gamma }^2(1C_6\delta rC_1\rho ^1)}.$$

#### 2.3.3. Lower and upper bounds for $`I_{k,n}^d(\mathrm{\Gamma }^2)`$

In order to apply the stationary phase method to evaluate $`I_{k,n}^d(\mathrm{\Gamma }^2)`$, we first rewrite $`\varphi _\mathrm{\Lambda }(\mathrm{\Gamma }^2)`$ in the following form,

$$\varphi _\mathrm{\Lambda }(\mathrm{\Gamma }^2)(z)=\varphi _\mathrm{\Lambda }^{}(\mathrm{\Gamma }^2)\mathrm{e}^{\beta \mathrm{\Delta }V(\mathrm{\Gamma }^2)(\zeta +𝚐(\mathrm{\Gamma }^2)(\zeta ))},$$

where $`𝚐(\mathrm{\Gamma }^2)`$ is an analytic function of $`\zeta `$ in a neighborhood of $`\zeta =0`$ and $`𝚐(\mathrm{\Gamma }^2)(0)=0`$. Let

$$\mu ^{}(\mathrm{Im}(z);\beta )\theta \mathrm{\Delta }^1R_1(V(\mathrm{\Gamma }^2))\mathrm{Re}z\mu ^{}(\mathrm{Im}(z);\beta )+\theta \mathrm{\Delta }^1R_2(V(\mathrm{\Gamma }^2)).$$

In this region (see figure 1) we control the weights of contours with boundary conditions $`\psi _2`$ and $`\psi _1`$, whose volume is smaller than $`V(\mathrm{\Gamma }^2)`$. By the cluster expansion method there exists an analytic function $`𝚐(\mathrm{\Gamma }^2)`$, which is real on the real axis, so that

$`\varphi _\mathrm{\Lambda }(\mathrm{\Gamma }^2)`$ $`=\mathrm{exp}\left[\beta (\phi _{\mathrm{\Gamma }^2}|\psi _2)+\underset{:=𝙶(\mathrm{\Gamma }^2)(z)}{\underset{}{\mathrm{log}{\displaystyle \frac{\mathrm{\Theta }_1(\mathrm{Int}_1\mathrm{\Gamma }^2)}{\mathrm{\Theta }_2(\mathrm{Int}_1\mathrm{\Gamma }^2)}}+\mathrm{log}{\displaystyle \frac{\mathrm{\Theta }_{i(\mathrm{\Gamma }^2)}(\mathrm{\Lambda }(\mathrm{\Gamma }^2))}{\mathrm{\Theta }_{i(\mathrm{\Gamma }^2)}(\mathrm{\Lambda })}}}}\right]`$
$`=\varphi _\mathrm{\Lambda }^{}(\mathrm{\Gamma }^2)\mathrm{exp}\left[\beta \mathrm{\Delta }V(\mathrm{\Gamma }^2)\zeta +\underset{:=\beta \mathrm{\Delta }V(\mathrm{\Gamma }^2)𝚐(\mathrm{\Gamma }^2)(\zeta )}{\underset{}{{\displaystyle _\mu ^{}^{\mu ^{}+\zeta }}\left({\displaystyle \frac{d}{dz}}𝙶(\mathrm{\Gamma }^2)(z)\beta a(\phi _{\mathrm{\Gamma }^2})\right)𝑑z}}\right].`$
For large enough $`\beta `$, $`\tau ^{}(\beta )\tau _2(\beta ;\theta ^{})`$, so that we get from Lemma 1.1 and Propositions 2.1 to 2.3

$`\left|{\displaystyle \frac{d}{d\zeta }}𝚐(\mathrm{\Gamma }^2)(\zeta )\right|`$ $`2C_3K\mathrm{e}^{\tau _2(\beta ;\theta ^{})}\left({\displaystyle \frac{1}{\mathrm{\Delta }}}+{\displaystyle \frac{C_0|\mathrm{\Gamma }^2|}{\mathrm{\Delta }V(\mathrm{\Gamma }^2)}}+{\displaystyle \frac{|\overline{\mathrm{\Gamma }^2}|}{\mathrm{\Delta }V(\mathrm{\Gamma }^2)}}\right)+{\displaystyle \frac{C_1|\mathrm{\Gamma }^2|}{\mathrm{\Delta }V(\mathrm{\Gamma }^2)}}`$
(2.30) $`C_7\mathrm{e}^{\tau _2(\beta ;\theta ^{})}+C_8{\displaystyle \frac{|\mathrm{\Gamma }^2|}{V(\mathrm{\Gamma }^2)}},`$
for suitable constants $`C_7`$ and $`C_8`$. Moreover, there exists a constant $`C_9`$ so that

(2.31)
$$\mathrm{exp}[\beta \mathrm{\Gamma }^2(1+C_9\delta )]\varphi _\mathrm{\Lambda }^{}(\mathrm{\Gamma }^2)\mathrm{exp}[\beta \mathrm{\Gamma }^2(1C_9\delta )].$$

Let

$$c(n):=n\beta \mathrm{\Delta }V(\mathrm{\Gamma }^2).$$

We parametrize $`D_r^d`$ by $`z:=\mu ^{}+r\mathrm{e}^{i\alpha }`$, $`\alpha _1\alpha \alpha _2`$, $`0<\alpha _i\pi `$.

$`I_{k,n}^d(\mathrm{\Gamma }^2)`$ $`={\displaystyle \frac{\varphi _\mathrm{\Lambda }^{}(\mathrm{\Gamma }^2)^n}{2\pi r^k}}{\displaystyle _{\alpha _1}^{\alpha _2}}\mathrm{e}^{c(n)r\mathrm{cos}\alpha +c(n)\mathrm{Re}𝚐(\mathrm{\Gamma }^2)(\zeta )}\left[\mathrm{cos}(\stackrel{~}{\psi }(\alpha ))\right]𝑑\alpha ,`$
where

$$\stackrel{~}{\psi }(\alpha ):=c(n)r\mathrm{sin}\alpha +c(n)\mathrm{Im}𝚐(\mathrm{\Gamma }^2)(\zeta )k\alpha .$$

We search for a stationary phase point $`\zeta _{k,n}=r_{k,n}\mathrm{e}^{i\alpha _{k,n}}`$ defined by the equations

$$\frac{d}{d\alpha }\left(c(n)r\mathrm{cos}\alpha +c(n)\mathrm{Re}𝚐(\mathrm{\Gamma }^2)\left(r\mathrm{e}^{i\alpha }\right)\right)=0\text{and}\frac{d}{d\alpha }\stackrel{~}{\psi }(\alpha )=0.$$

These equations are equivalent to the equations ($`^{}`$ denotes the derivative with respect to $`\zeta `$)

$`c(n)\mathrm{sin}\alpha \left(1+\mathrm{Re}𝚐(\mathrm{\Gamma }^2)^{}(\zeta )\right)+\mathrm{cos}\alpha \mathrm{Im}𝚐(\mathrm{\Gamma }^2)^{}(\zeta )`$ $`=0;`$
$`c(n)r\mathrm{cos}\alpha \left(1+\mathrm{Re}𝚐(\mathrm{\Gamma }^2)^{}(\zeta )\right)r\mathrm{sin}\alpha \mathrm{Im}𝚐(\mathrm{\Gamma }^2)^{}(\zeta )`$ $`=k.`$
Since $`𝚐(\mathrm{\Gamma }^2)`$ is real on the real axis, $`\alpha _{k,n}=0`$ and $`r_{k,n}`$ is solution of

(2.32)
$$c(n)r\left(1+𝚐(\mathrm{\Gamma }^2)^{}(r)\right)=k.$$

###### Lemma 2.3.

Let $`\alpha _i\pi /4`$, $`i=1,2`$, $`A1/25`$ and $`c(n)1`$. If $`𝚐(\zeta )`$ is analytic in $`\zeta `$ in the disc $`\{\zeta :|\zeta |R\}`$, real on the real axis, and for all $`\zeta `$ in that disc

$$\left|\frac{d}{d\zeta }𝚐(\mathrm{\Gamma }^2)(\zeta )\right|A,$$

then there exists $`k_0(A)`$, such that for all integers $`k`$,

$$k[k_0(A),c(n)(12\sqrt{A})R],$$

there is a unique solution $`0<r_{k,n}<R`$ of (2.32). Moreover,

$`{\displaystyle \frac{\mathrm{e}^{cr_{k,n}+c(n)𝚐(\mathrm{\Gamma }^2)(r_{k,n})}}{10\sqrt{c(n)r_{k,n}}}}`$ $`{\displaystyle \frac{1}{2\pi }}{\displaystyle _{\alpha _1}^{\alpha _2}}\mathrm{e}^{c(n)r\mathrm{cos}\alpha +c(n)\mathrm{Re}𝚐(\mathrm{\Gamma }^2)}\left[\mathrm{cos}(\stackrel{~}{\psi }(\alpha ))\right]𝑑\alpha `$
$`{\displaystyle \frac{\mathrm{e}^{c(n)r_{k,n}+c(n)𝚐(\mathrm{\Gamma }^2)(r_{k,n})}}{\sqrt{c(n)r_{k,n}}}}.`$
###### Proof.

Existence and uniqueness of $`r_{k,n}`$ is a consequence of the monotonicity of $`rc(n)r\left(1+𝚐(\mathrm{\Gamma }^2)^{}(r)\right)`$. The last part of Lemma 2.3 is proven in appendix of . The computation is relatively long, but standard.

Setting $`c(n)=n\beta \mathrm{\Delta }V(\mathrm{\Gamma }^2)`$ and $`R=\theta \mathrm{\Delta }^1R_2(V(\mathrm{\Gamma }^2))`$ in Lemma 2.3 we get sufficient conditions for the existence of a stationary phase point and the following evaluation of the integral $`I_{k,n}^d(\mathrm{\Gamma }^2)`$ by that method. Since $`r_{k,n}`$ is solution of (2.32), we have

$$k\frac{kA}{(1+A)}=\frac{k}{(1+A)}c(n)r_{k,n}\frac{k}{(1A)}=k+\frac{kA}{(1A)},$$

and

$$c(n)|𝚐(\mathrm{\Gamma }^2)(r_{k,n})|=c(n)\left|_0^{r_{k,n}}𝚐(\mathrm{\Gamma }^2)^{}(\zeta )𝑑\zeta \right|Ac(n)r_{k,n}k\frac{A}{1A}.$$

Therefore Lemma 2.3 implies

(2.33) $`{\displaystyle \frac{\sqrt{1A}}{10\sqrt{k}}}c_{}^kc(n)^k{\displaystyle \frac{k!\mathrm{e}^k}{k^k}}\varphi _\mathrm{\Lambda }^{}(\mathrm{\Gamma }^2)^n`$ $`I_{k,n}^d(\mathrm{\Gamma }^2)`$
$`{\displaystyle \frac{\sqrt{1+A}}{\sqrt{k}}}c_+^kc(n)^k{\displaystyle \frac{k!\mathrm{e}^k}{k^k}}\varphi _\mathrm{\Lambda }^{}(\mathrm{\Gamma }^2)^n,`$
with

(2.34)
$$c_\pm (A):=(1\pm A)\mathrm{exp}\left[\pm \frac{2A}{1A^2}\right].$$

If $`A`$ converges to $`0`$, then $`c_\pm `$ converges to $`1`$. We assume that (see (2.3.3))

(2.35)
$$C_7\mathrm{e}^{\tau _2(\beta ;\theta ^{})}\frac{A}{2}\text{and}C_8\frac{|\mathrm{\Gamma }^2|}{V(\mathrm{\Gamma }^2)}\frac{A}{2}.$$

$`A`$ can be chosen as small as we wish, provided that $`\beta `$ is large enough and $`\frac{|\mathrm{\Gamma }^2|}{V(\mathrm{\Gamma }^2)}`$ small enough.

### 2.4. Lower bounds on the derivatives of the free energy at finite volume

We estimate the derivative of $`[f_\mathrm{\Lambda }^2]_\mu ^{}^{(k)}`$ for large enough $`k`$. The main result of this subsection is Proposition 2.4.

Let $`0<\theta <1`$, $`A1/25`$, and set

$$\widehat{\theta }:=\theta (12\sqrt{A}).$$

Let $`\epsilon ^{}>0`$ and $`\chi _2^{}`$ so that

(2.36)
$$(1+\epsilon ^{})\chi _2^{}>\chi _2(\mathrm{}).$$

The whole analysis depends on the parameters $`\theta `$ and $`\epsilon ^{}`$. We fix the values of $`\theta `$, and $`\epsilon ^{}`$ by the following conditions, which are needed for the proof of Proposition 2.4. We choose $`0<A_0<1/25`$, $`\theta `$ and $`\epsilon ^{}`$ so that

(2.37)
$$\mathrm{e}^{\frac{1}{d}}\frac{1}{\theta (12\sqrt{A_0})}<\frac{d}{d1}\frac{c_{}(A_0)^{\frac{d1}{d}}}{1+\epsilon ^{}}\text{and}\frac{12\sqrt{A_0}}{1+\epsilon ^{}}\frac{d}{d1}>1.$$

This is possible, since

$$\frac{d}{(d1)\mathrm{e}^{\frac{1}{d}}}>1.$$

Indeed,

$`d\left(\mathrm{e}^{\frac{1}{d}}1\right)`$ $`=d\left(\mathrm{e}^{\frac{1}{d}}1{\displaystyle \frac{1}{d}}+{\displaystyle \frac{1}{d}}\right)={\displaystyle \underset{n2}{}}{\displaystyle \frac{1}{n!}}\left({\displaystyle \frac{1}{d}}\right)^{n1}+1`$
$`=1+{\displaystyle \underset{n1}{}}{\displaystyle \frac{1}{(n+1)!}}\left({\displaystyle \frac{1}{d}}\right)^n`$
$`<1{\displaystyle \frac{1}{2d}}+{\displaystyle \underset{n1}{}}{\displaystyle \frac{1}{n!}}\left({\displaystyle \frac{1}{d}}\right)^n=\mathrm{e}^{\frac{1}{d}}{\displaystyle \frac{1}{2d}}.`$
Notice that conditions (2.37) are still verified with the same values of $`\theta `$ and $`\epsilon ^{}`$ if we replace $`A_0`$ by $`0<A<A_0`$. Given $`\theta `$, the value of $`\theta ^{}`$ is fixed in Proposition 2.3. ¿From now we assume that $`\beta `$ is so large that all results of subsections 2.1 and 2.2 are valid. The value of $`0<A<A_0`$ is fixed in the proof of Lemma 2.5.

Given $`k`$ large enough, there is a natural distinction between contours $`\mathrm{\Gamma }^2`$ such that $`\widehat{\theta }\beta V(\mathrm{\Gamma }^2)R_2(V(\mathrm{\Gamma }^2))k`$ and those such that $`\widehat{\theta }\beta V(\mathrm{\Gamma }^2)R_2(V(\mathrm{\Gamma }^2))>k`$. For the latter we can estimate $`I_{k,n}^d(\mathrm{\Gamma }^2)`$ by the stationary phase method. We need as a matter of fact a finer distinction between contours. We distinguish three classes of contours:

1. $`k`$-small contours: $`\widehat{\theta }\beta V(\mathrm{\Gamma }^2)R_2(V(\mathrm{\Gamma }^2))k`$;
2. fat contours: for $`\eta 0`$, fixed later by (2.40), $`V(\mathrm{\Gamma }^2)^{\frac{d1}{d}}\eta \mathrm{\Gamma }^2`$;
3. $`k`$-large and thin contours: $`\widehat{\theta }\beta V(\mathrm{\Gamma }^2)R_2(V(\mathrm{\Gamma }^2))>k`$, $`V(\mathrm{\Gamma }^2)^{\frac{d1}{d}}>\eta \mathrm{\Gamma }^2`$.

We make precise the meaning of *$`k`$ large enough*. By Lemma 2.2 $`VVR_2(V)`$ is increasing in $`V`$, and there exists $`N(\chi _2^{})`$ such that

$$R_2(V)\frac{\chi _2^{}}{V^{\frac{1}{d}}}\text{if}VN(\chi _2^{}).$$

We assume that there is a $`k`$-small contour $`\mathrm{\Gamma }^2`$ such that $`V(\mathrm{\Gamma }^2)N(\chi _2^{})`$, and that the maximal volume of the $`k`$-small contours is so large that remark 2.2 is valid. We also assume (see Lemma 2.3) that $`k>k_0(A)`$ and that for a $`k`$-large and thin contour (see (2.3.3) and (2.35))

$$C_8\frac{|\mathrm{\Gamma }^2|}{V(\mathrm{\Gamma }^2)}\frac{C_8}{\rho \eta V(\mathrm{\Gamma }^2)^{\frac{1}{d}}}\frac{A}{2},$$

so that $`|𝚐(\mathrm{\Gamma }^2)^{}|A`$, and

(2.38)
$$\frac{C_1k}{\rho \mathrm{\Delta }(1A_0)\eta V(\mathrm{\Gamma }^2)^{\frac{1}{d}}}\frac{k}{10}$$

are verified. There exists $`K(A,\eta ,\beta )`$ such that if $`kK(A,\eta ,\beta )`$, then $`k`$ is *large enough*. ¿From now on $`kK(A,\eta ,\beta )`$.

#### 2.4.1. Contribution to $`[f_\mathrm{\Lambda }^q]_\mu ^{}^{(k)}`$ from the $`k`$-small and fat contours

Let $`\mathrm{\Gamma }^2`$ be a $`k`$-small contour. Since $`VR_2(V)`$ is decreasing in $`V`$, $`u_\mathrm{\Lambda }(\mathrm{\Gamma }^2)`$ is analytic in the region

$$\{z:\mathrm{Re}z\mu ^{}(\mathrm{Im}z;\beta )+\theta \mathrm{\Delta }^1R_2(V^{})\}𝕌_0,$$

where $`V^{}`$ is the maximal volume of $`k`$-small contours. $`V^{}`$ satisfies

$$V_{}^{}{}_{}{}^{\frac{d1}{d}}\frac{k}{\widehat{\theta }\beta \chi _2^{}}.$$

Hence

$$\theta \mathrm{\Delta }^1R_2(V^{})\widehat{\theta }\mathrm{\Delta }^1\chi _2^{}V_{}^{}{}_{}{}^{\frac{1}{d}}\mathrm{\Delta }^1\left(\widehat{\theta }\chi _2^{}\right)^{\frac{d}{d1}}\beta ^{\frac{1}{d1}}k^{\frac{1}{d1}}.$$

Since remark 2.2 is valid, we estimate the derivative of $`u_\mathrm{\Lambda }(\mathrm{\Gamma }^2)`$ by Cauchy’s formula with a disc centered at $`\mu ^{}`$ with radius $`\mathrm{\Delta }^1\left(\widehat{\theta }\chi _2^{}\right)^{\frac{d}{d1}}\beta ^{\frac{1}{d1}}k^{\frac{1}{d1}}`$. There exists a constant $`C_{10}`$ such that

(2.39) $`\left|{\displaystyle \underset{\begin{array}{c}\mathrm{\Gamma }^2:\mathrm{Int}\mathrm{\Gamma }^20\\ V(\mathrm{\Gamma }^2)^{\frac{d1}{d}}\frac{k}{\widehat{\theta }\beta \chi _2^{}}\end{array}}{}}[u_\mathrm{\Lambda }(\mathrm{\Gamma }^2)]_\mu ^{}^{(k)}\right|`$ $`C_{10}\left({\displaystyle \frac{\mathrm{\Delta }}{\beta ^{\frac{1}{d1}}(\widehat{\theta }\chi _2^{})^{\frac{d}{d1}}}}\right)^kk!k^{\frac{k}{d1}}.`$
Let $`\mathrm{\Gamma }^2`$ be a fat contour, which is not $`k`$-small. We use in Cauchy’s formula a disc centered at $`\mu ^{}`$ with radius

$$\widehat{\theta }\mathrm{\Delta }^1\chi _2(1)V(\mathrm{\Gamma }^2)^{\frac{1}{d}}\theta \mathrm{\Delta }^1R_2(V(\mathrm{\Gamma }^2)).$$

We get (see (1.10))

$`\left|[\varphi _\mathrm{\Lambda }(\mathrm{\Gamma }^2)^n]_\mu ^{}^{(k)}\right|`$ $`k!\left({\displaystyle \frac{\mathrm{\Delta }V(\mathrm{\Gamma }^2)^{\frac{1}{d}}}{\chi _2(1)\widehat{\theta }}}\right)^k\mathrm{e}^{n[\tau _1(\beta ;\theta ^{})C_5\delta ]|\mathrm{\Gamma }^2|}`$
$`k!\left({\displaystyle \frac{\mathrm{\Delta }(C_2\eta )^{\frac{1}{d1}}}{\chi _2(1)\widehat{\theta }}}\right)^k|\mathrm{\Gamma }^2|^{\frac{k}{d1}}\mathrm{e}^{n[\tau _1(\beta ;\theta ^{})C_5\delta ]|\mathrm{\Gamma }^2|}.`$
We sum over $`n`$ and over $`\mathrm{\Gamma }^2`$ using the inequality

$$\underset{m1}{}m^p\mathrm{e}^{qm}\frac{1}{q^p}\mathrm{\Gamma }(p+1)(p2,q2).$$

There exist $`C_{11}`$ and $`C_{12}(\theta ^{})>0`$ so that

$`{\displaystyle \underset{\begin{array}{c}\mathrm{\Gamma }^2:\mathrm{Int}\mathrm{\Gamma }^d0\\ V(\mathrm{\Gamma }^2)^{\frac{d1}{d}}\eta \mathrm{\Gamma }^2\\ \mathrm{\Gamma }^2\text{not }k\text{-small}\end{array}}{}}\left|[u_\mathrm{\Lambda }(\mathrm{\Gamma }^2)]_\mu ^{}^{(k)}\right|`$ $`C_{11}\left({\displaystyle \frac{\mathrm{\Delta }(C_2\eta )^{\frac{1}{d1}}}{(C_{12}\beta )^{\frac{1}{d1}}\chi _2(1)\widehat{\theta }}}\right)^kk!\mathrm{\Gamma }\left({\displaystyle \frac{k}{d1}}+1\right)`$
$`C_{11}\left({\displaystyle \frac{\mathrm{\Delta }(C_2\eta )^{\frac{1}{d1}}}{(C_{12}\beta )^{\frac{1}{d1}}\chi _2(1)\widehat{\theta }}}\right)^kk!k^{\frac{k}{d1}}.`$
We choose $`\eta `$ so small that (see (2.39))

(2.40)
$$\frac{\mathrm{\Delta }(C_2\eta )^{\frac{1}{d1}}}{(C_{12}\beta )^{\frac{1}{d1}}\chi _2(1)\widehat{\theta }}<\frac{\mathrm{\Delta }}{\beta ^{\frac{1}{d1}}(\widehat{\theta }\chi _2(\mathrm{}))^{\frac{d}{d1}}}<\frac{\mathrm{\Delta }}{\beta ^{\frac{1}{d1}}(\widehat{\theta }\chi _2^{})^{\frac{d}{d1}}}.$$

#### 2.4.2. Contribution to $`[f_\mathrm{\Lambda }^q]_\mu ^{}^{(k)}`$ from the $`k`$-large and thin contours

For $`k`$-large and thin contours we get lower and upper bounds for $`[\varphi _\mathrm{\Lambda }(\mathrm{\Gamma }^2)^n]_\mu ^{}^{(k)}`$. There are two cases.

A. Assume that $`R_1(V(\mathrm{\Gamma }^2))R_2(V(\mathrm{\Gamma }^2))`$, or that $`V(\mathrm{\Gamma }^2)`$ is so large that

$$\widehat{\theta }\beta V(\mathrm{\Gamma }^2)R_1(V(\mathrm{\Gamma }^2))>k.$$

For each $`n1`$ let $`c(n)=n\beta \mathrm{\Delta }V(\mathrm{\Gamma }^2)`$. Under these conditions we can apply Lemma 2.3 with a disc $`D_{r_{k,n}}`$ so that $`D_{r_{k,n}}=D_{r_{k,n}}^d`$. Indeed, if $`R_1(V(\mathrm{\Gamma }^2))R_2(V(\mathrm{\Gamma }^2))`$, then we apply Lemma 2.3 with $`R=\theta \mathrm{\Delta }^1R_2(V(\mathrm{\Gamma }^2))`$, and in the other case we set $`R=\theta \mathrm{\Delta }^1R_1(V(\mathrm{\Gamma }^2))`$. In both cases $`r_{k,n}<R`$, which implies $`D_{r_{k,n}}=D_{r_{k,n}}^d`$. Therefore we get for $`I_{k,n}^d(\mathrm{\Gamma }^2)`$ the lower and upper bounds (2.33).

###### Lemma 2.4.

There exists a function $`D(k)`$, $`lim_k\mathrm{}D(k)=0`$, such that for $`\beta `$ sufficiently large and $`A`$ sufficiently small the following holds. If $`kK(A,\eta ,\beta )`$ and $`R_1(V(\mathrm{\Gamma }^2))R_2(V(\mathrm{\Gamma }^2))`$ or $`\widehat{\theta }\beta V(\mathrm{\Gamma }^2)R_1(V(\mathrm{\Gamma }^2))>k`$, then

$`(1D(k))[\varphi _\mathrm{\Lambda }(\mathrm{\Gamma }^2)]_\mu ^{}^{(k)}[u_\mathrm{\Lambda }(\mathrm{\Gamma }^2)]_\mu ^{}^{(k)}(1+D(k))[\varphi _\mathrm{\Lambda }(\mathrm{\Gamma }^2)]_\mu ^{}^{(k)}.`$
###### Proof.

We have

$$[u_\mathrm{\Lambda }(\mathrm{\Gamma }^2)]_\mu ^{}^{(k)}=[\varphi _\mathrm{\Lambda }(\mathrm{\Gamma }^2)]_\mu ^{}^{(k)}+[\varphi _\mathrm{\Lambda }(\mathrm{\Gamma }^2)]_\mu ^{}^{(k)}\underset{n2}{}\frac{(1)^{(n1)}}{n}\frac{[\varphi _\mathrm{\Lambda }(\mathrm{\Gamma }^2)^n]_\mu ^{}^{(k)}}{[\varphi _\mathrm{\Lambda }(\mathrm{\Gamma }^2)]_\mu ^{}^{(k)}}.$$

From (2.33) there exists a constant $`C_{13}`$,

$$\frac{[\varphi _\mathrm{\Lambda }(\mathrm{\Gamma }^2)^n]_\mu ^{}^{(k)}}{[\varphi _\mathrm{\Lambda }(\mathrm{\Gamma }^2)]_\mu ^{}^{(k)}}C_{13}\varphi _\mathrm{\Lambda }^{}(\mathrm{\Gamma }^2)^{(n1)}\left(\frac{c_+}{c_{}}\right)^kn^k.$$

The isoperimetric inequality (2.21), $`R_2(n)\chi _2(n)n^{\frac{1}{d}}`$ and the definition of $`k`$-large volume contour imply

$`\beta \mathrm{\Gamma }^2\beta \chi _2(V(\mathrm{\Gamma }^2))V(\mathrm{\Gamma }^2)^{\frac{d1}{d}}\widehat{\theta }\beta R_2(V(\mathrm{\Gamma }^2))V(\mathrm{\Gamma }^2)k.`$
Let $`b:=C_9\delta `$ (see (2.31)); we may assume $`\frac{9}{10}b\frac{4}{5}`$ by taking $`\beta `$ large enough. Then

$`{\displaystyle \frac{c_+^k}{c_{}^k}}{\displaystyle \underset{n2}{}}n^{k1}\mathrm{e}^{(n1)(1b)k}`$ $`{\displaystyle \frac{c_+^k}{c_{}^k}}{\displaystyle \underset{n2}{}}\mathrm{e}^{\frac{1}{10}(n1)k}\mathrm{e}^{k\left[(\frac{9}{10}b)(n1)\mathrm{ln}n\right]}`$
$`{\displaystyle \frac{c_+^k}{c_{}^k}}{\displaystyle \underset{n2}{}}\mathrm{e}^{\frac{1}{10}(n1)k}\mathrm{e}^{k\left[\frac{4}{5}(n1)\mathrm{ln}n\right]}`$
$`\left({\displaystyle \frac{c_+}{c_{}}}\mathrm{e}^{\frac{1}{10}}\right)^k{\displaystyle \underset{n1}{}}\mathrm{e}^{\frac{1}{10}nk}.`$
We choose $`A`$ so small that $`c_+(A)c_{}(A)^1\mathrm{e}^{\frac{1}{10}}1`$.

B. The second case is when

$$\widehat{\theta }\beta V(\mathrm{\Gamma }^2)R_1(V(\mathrm{\Gamma }^2))k\widehat{\theta }\beta V(\mathrm{\Gamma }^2)R_2(V(\mathrm{\Gamma }^2)).$$

Since the contours are also thin,

$`\beta \mathrm{\Gamma }^2`$ $`\eta ^1\widehat{\theta }^1\chi _1(1)^1\beta \widehat{\theta }\chi _1(1)V(\mathrm{\Gamma }^2)^{\frac{d1}{d}}`$
$`\eta ^1\widehat{\theta }^1\chi _1(1)^1\beta \widehat{\theta }V(\mathrm{\Gamma }^2)R_1(V(\mathrm{\Gamma }^2))`$
$`\eta ^1\widehat{\theta }^1\chi _1(1)^1k\lambda k.`$
We choose $`R=\beta \mathrm{\Delta }^1R_2(V(\mathrm{\Gamma }^2))`$ in Lemma 2.3. The integration in (2.26) is decomposed into two parts (see figure 1). We show that the contribution from the integration over $`D_{r_{k,n}}^g`$ is negligible for large enough $`\beta `$. Since $`kK(A,\eta ,\beta )`$ and the contours verify $`V(\mathrm{\Gamma }^2)^{\frac{d1}{d}}>\eta \mathrm{\Gamma }^2`$, we have

$$n\beta \mathrm{\Gamma }^2r_{k,n}\frac{k}{\mathrm{\Delta }(1A)\eta V(\mathrm{\Gamma }^2)^{\frac{1}{d}}}\frac{k}{\mathrm{\Delta }(1A_0)\eta V(\mathrm{\Gamma }^2)^{\frac{1}{d}}}.$$

By definition of $`K(A,\eta ,\beta )`$ (see (2.38))

$$n\beta \mathrm{\Gamma }^2\rho ^1C_1r_{k,n}\frac{k}{10}.$$

From (2.29) with $`r=r_{k,n}`$ we obtain that the contribution to $`|[u_\mathrm{\Lambda }(\mathrm{\Gamma }^q)]_\mu ^{}^{(k)}|`$ is at most

$$(1+A)^k\left(\beta \mathrm{\Delta }V(\mathrm{\Gamma }^2)\right)^k\mathrm{exp}\left(\frac{k}{10}\right)\frac{k!}{k^k}\underset{n1}{}n^k\mathrm{e}^{n\beta \mathrm{\Gamma }^2(1C_6\delta )}.$$

As in the proof of Lemma 2.4, we choose $`\beta `$ large enough so that we can assume that $`\frac{9}{10}C_6\delta \frac{4}{5}`$. Then

$`{\displaystyle \underset{n1}{}}n^k\mathrm{e}^{n\beta \mathrm{\Gamma }^2(1C_6\delta )}`$ $`\mathrm{e}^{\beta \mathrm{\Gamma }^2(1C_6\delta )}\left(1+{\displaystyle \underset{n2}{}}\mathrm{e}^{\frac{1}{10}(n1)k}\mathrm{e}^{k\left[\frac{4}{5}(n1)\mathrm{ln}n\right]}\right)`$
$`\mathrm{e}^{\beta \mathrm{\Gamma }^2(1C_6\delta )}\left(1+{\displaystyle \underset{n1}{}}\mathrm{e}^{\frac{1}{10}nk}\right)`$
$`=\mathrm{e}^{\beta \mathrm{\Gamma }^2(1C_6\delta )}\left(1+D(k)\right).`$
Since $`\beta \mathrm{\Gamma }^2\lambda k`$, by choosing $`A`$ small enough and $`\beta `$ large enough, so that $`\delta `$ is small enough, we have

$$(1D(k))c_{}^k\mathrm{e}^k\mathrm{e}^{\beta \mathrm{\Gamma }^2C_9\delta }(1D(k))c_{}^k\mathrm{e}^k\mathrm{e}^{k\lambda C_9\delta }>\mathrm{e}^{\frac{2k}{3}}$$

and

$$(1+D(k))(1+A)^k\mathrm{e}^{\frac{k}{10}}\mathrm{e}^{\beta \mathrm{\Gamma }^2C_6\delta }(1+D(k))(1+A)^k\mathrm{e}^{\frac{k}{10}}\mathrm{e}^{\lambda kC_6\delta }<\mathrm{e}^{\frac{k}{3}}.$$

If these inequalities are verified, then the contribution to $`[u_\mathrm{\Lambda }(\mathrm{\Gamma }^q)]_\mu ^{}^{(k)}`$ coming from the integrations over $`D_{r_{k,n}}^g`$ is negligible with respect to that coming from the integrations over $`D_{r_{k,n}}^d`$. Taking into account (2.33) we get Lemma 2.5.

###### Lemma 2.5.

There exists $`0<A^{}A_0`$ so that for all $`\beta `$ sufficiently large, the following holds. If $`kK(A^{},\eta ,\beta )`$ and $`\mathrm{\Gamma }^2`$ is a $`k`$-large and thin contour, then

$$[u_\mathrm{\Lambda }(\mathrm{\Gamma }^2)]_\mu ^{}^{(k)}\frac{1}{20}(1D(k))\left(\beta \mathrm{\Delta }V(\mathrm{\Gamma }^2)\right)^kc_{}^k\varphi _\mathrm{\Lambda }^{}(\mathrm{\Gamma }^2).$$

###### Proposition 2.4.

There exists $`\beta ^{}`$ so that for all $`\beta >\beta ^{}`$, the following holds. There exists an increasing diverging sequence $`\{k_n\}`$ such that for each $`k_n`$ there exists $`\mathrm{\Lambda }(L_n)`$ such that for all $`\mathrm{\Lambda }\mathrm{\Lambda }(L_n)`$

$$[f_\mathrm{\Lambda }^2]_\mu ^{}^{(k_n)}C_{14}^{k_n}k_n!^{\frac{d}{d1}}\mathrm{\Delta }^{k_n}\beta ^{\frac{k_n}{d1}}\chi _{2}^{}{}_{}{}^{\frac{dk_n}{d1}}.$$

$`C_{14}>0`$ is a constant independent of $`\beta `$, $`k_n`$ and $`\mathrm{\Lambda }`$.

###### Proof.

We compare the contribution of the small and fat contours with that of the large and thin contours for $`kK(A^{},\eta ,\beta )`$. The contribution of the small contours to $`|[f_\mathrm{\Lambda }^2]_\mu ^{}^{(k)}|`$ is at most

$$C_{10}\mathrm{\Delta }^k\beta ^{\frac{k}{d1}}(\widehat{\theta }\chi _2^{})^{\frac{kd}{d1}}k!k^{\frac{k}{d1}}C_{10}\mathrm{\Delta }^k\beta ^{\frac{k}{d1}}\left(\frac{\mathrm{e}^{\frac{1}{d}}}{\widehat{\theta }\chi _2^{}}\right)^{k\frac{d}{d1}}k!^{\frac{d}{d1}}.$$

The contribution of the fat contours is much smaller by our choice of $`\eta `$ (see (2.40)). The contribution to $`[f_\mathrm{\Lambda }^2]_\mu ^{}^{(k)}`$ of each large and thin contour is nonnegative. By assumption (2.36) and the definition of the isoperimetric constant $`\chi _2`$, there exists a sequence $`\mathrm{\Gamma }_n^2`$, $`n1`$, such that

$$\underset{n\mathrm{}}{lim}\mathrm{\Gamma }_n^2\mathrm{}\text{and}V(\mathrm{\Gamma }_n^2)^{\frac{d1}{d}}\frac{\mathrm{\Gamma }_n^2}{(1+\epsilon ^{})\chi _2^{}}.$$

Since $`x^{k\frac{d}{d1}}\mathrm{e}^x`$ has its maximum at $`x=k\frac{d}{d1}`$, we set

$$k_n:=\frac{d1}{d}\beta \mathrm{\Gamma }_n^2.$$

For any $`n`$, $`\mathrm{\Gamma }_n^2`$ is a thin and $`k_n`$-large volume contour, since by (2.37)

$`\beta (12\sqrt{A^{}})V(\mathrm{\Gamma }^2)R_2(V(\mathrm{\Gamma }^2))`$ $`\beta (12\sqrt{A^{}})V(\mathrm{\Gamma }^2)^{\frac{d1}{d}}\chi _2^{}`$
$`{\displaystyle \frac{(12\sqrt{A^{}})}{1+\epsilon ^{}}}\beta \mathrm{\Gamma }_n^2k_n.`$
If $`\mathrm{\Lambda }\mathrm{\Gamma }_n^2`$, then

$`[u_\mathrm{\Lambda }(\mathrm{\Gamma }_n^2)]_\mu ^{}^{(k_n)}`$ $`{\displaystyle \frac{1D(k)}{20}}\left[\beta \mathrm{\Delta }c_{}V(\mathrm{\Gamma }_n^2)\right]^{k_n}\varphi _\mathrm{\Lambda }^{}(\mathrm{\Gamma }_n^2)`$
$`{\displaystyle \frac{1D(k)}{20}}\mathrm{\Delta }^{k_n}\beta ^{\frac{k_n}{d1}}\left({\displaystyle \frac{dc_{}^{\frac{d1}{d}}}{(d1)(1+\epsilon ^{})\chi _2^{}}}\right)^{\frac{dk_n}{d1}}k_n^{\frac{k_nd}{d1}}\varphi _\mathrm{\Lambda }^{}(\mathrm{\Gamma }_n^2)`$
and (see (2.31))

$`k_n^{\frac{k_nd}{d1}}\varphi _\mathrm{\Lambda }^{}(\mathrm{\Gamma }_n^2)`$ $`k_n^{\frac{k_nd}{d1}}\mathrm{exp}\left[\left(k_n{\displaystyle \frac{d}{d1}}+1\right)(1+C_9\delta )\right]`$
$`k_n!^{\frac{d}{d1}}\mathrm{e}^{C_9\delta \frac{d}{d1}k_n}{\displaystyle \frac{\mathrm{e}^{1C_9\delta }}{(2\pi k_n)^{\frac{d}{2(d1)}}}}.`$
By the choice (2.37) of the parameters $`\theta `$ and $`\epsilon ^{}`$, if $`\delta `$ is small enough, i.e. $`\beta `$ large enough, then

$$\frac{\mathrm{e}^{\frac{1}{d}}}{\theta (12\sqrt{A^{}})}<\frac{d}{d1}\frac{c_{}^{\frac{d1}{d}}}{1+\epsilon ^{}}\mathrm{e}^{C_9\delta }.$$

Hence the contributions of the small and fat contours are negligible for large $`k_n`$ (see (2.39) and (2.40)). Let $`\mathrm{\Lambda }(L_n)`$ be a box which contains at least $`|\mathrm{\Lambda }(L_n)|/4`$ translates of $`\mathrm{\Gamma }_n^2`$. For any $`\mathrm{\Lambda }\mathrm{\Lambda }(L_n)`$, if $`k_n`$ and $`\beta `$ are large enough, then there exists a constant $`C_{14}>0`$, independent of $`\beta `$, $`k_n`$ and $`\mathrm{\Lambda }\mathrm{\Lambda }(L_n)`$, such that

$$[f_\mathrm{\Lambda }^2]_\mu ^{}^{(k_n)}C_{14}^{k_n}k_n!^{\frac{d}{d1}}\mathrm{\Delta }^{k_n}\beta ^{\frac{k_n}{d1}}\chi _{2}^{}{}_{}{}^{\frac{dk_n}{d1}}.$$

### 2.5. Lower bounds of the derivatives of the free energy at infinite volume

We show that we can interchange the thermodynamic limit and the operation of taking the derivatives, and that the Taylor series, which exists, has a radius of convergence equal to $`0`$. These statements are a consequence of Lemmas 2.6 and 2.7.

###### Lemma 2.6.

If $`\beta `$ is sufficiently large, then for any $`k`$ there exists $`M_k=M_k(\beta )<\mathrm{}`$, such that for all $`t(\mu ^{}\epsilon ,\mu ^{}]`$ and for all finite $`\mathrm{\Lambda }`$,

$$\left|[f_\mathrm{\Lambda }^2]_t^{(k)}\right|M_k.$$

###### Proof.

$`\omega (\mathrm{\Gamma }^2)`$ is analytic and $`\tau _1(\beta ,\theta ^{})`$-stable on a disc of radius $`\theta \mathrm{\Delta }^1R_2(V(\mathrm{\Gamma }^2))`$. From Cauchy formula

$$\left|[u_\mathrm{\Lambda }(\mathrm{\Gamma }^2)]_t^{(k)}\right|k!C_{15}^k|\mathrm{\Gamma }^2|^{\frac{k}{d1}}\mathrm{e}^{\beta \kappa |\mathrm{\Gamma }^2|},$$

for some constants $`C_{15}`$ and $`\kappa >0`$. Therefore

$`|\mathrm{\Lambda }|\beta \left|[f_\mathrm{\Lambda }^2]_t^{(k)}\right|`$ $`{\displaystyle \underset{\mathrm{\Gamma }^2\mathrm{\Lambda }}{}}\left|[u_\mathrm{\Lambda }(\mathrm{\Gamma }^2)]_t^{(k)}\right|k!C_{15}^k{\displaystyle \underset{\mathrm{\Gamma }^2\mathrm{\Lambda }}{}}|\mathrm{\Gamma }^2|^{\frac{k}{d1}}\mathrm{e}^{\beta \kappa |\mathrm{\Gamma }^2|}|\mathrm{\Lambda }|\beta M_k.`$
###### Lemma 2.7.

$$\underset{L\mathrm{}}{lim}[f_{\mathrm{\Lambda }(L)}^2]_\mu ^{}^{(k)}=\underset{t\mu ^{}}{lim}[f]_t^{(k)}.$$

###### Proof.

We compute the first derivative at the origin. Let $`\eta >0`$.

$`A(\eta ):`$ $`={\displaystyle \frac{f(\mu ^{})f(\mu ^{}\eta )}{\eta }}`$
$`=\underset{L\mathrm{}}{lim}{\displaystyle \frac{f_{\mathrm{\Lambda }(L)}^2(\mu ^{})f_{\mathrm{\Lambda }(L)}^2(\mu ^{}\eta )}{\eta }}`$
$`=\underset{L\mathrm{}}{lim}{\displaystyle \frac{[f_{\mathrm{\Lambda }(L)}^2]_\mu ^{}^{(1)}\eta +\frac{1}{2!}[f_{\mathrm{\Lambda }(L)}^2]_{\mu ^{}x_L(\eta )}^{(2)}\eta ^2}{\eta }}`$
$`=\underset{L\mathrm{}}{lim}\left([f_{\mathrm{\Lambda }(L)}^2]_\mu ^{}^{(1)}+{\displaystyle \frac{1}{2!}}[f_{\mathrm{\Lambda }(L)}^2]_{\mu ^{}x_L(\eta )}^{(2)}\eta \right).`$
By Lemma 2.6, $`|[f_{\mathrm{\Lambda }(L)}^2]_{\mu ^{}x_L(\eta )}^{(2)}|M_2`$. Therefore $`\{A(\eta )\}_\eta `$ is a Cauchy sequence. Hence the following limits exist,

$$[f]_\mu ^{}^{(1)}=\underset{\eta 0}{lim}\frac{f(\mu ^{})f(\mu ^{}\eta )}{\eta }=\underset{t\mu ^{}}{lim}[f]_t^{(1)}=\underset{L\mathrm{}}{lim}[f_{\mathrm{\Lambda }(L)}^2]_\mu ^{}^{(1)}.$$

Same proof for the derivatives of any order.