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# On Crossing Event Formulas in Critical Two-Dimensional Percolation

## 1 Introduction

The critical behavior of percolation is not fully understood, either rigorously or formally. As the percolation threshold is approached, connected clusters occur with high probability on ever larger length scales. It has been conjectured that in any dimension, there is a universal scaling limit of isotropic short-range percolation models, defined over the continuum and independent of the details of the model, such as the lattice and percolation type (site or bond) . This continuum theory would capture the connectivity of typical configurations of the underlying discrete model, at or near criticality.

Conformal field theory makes predictions for the crossing probabilities of the continuum limit of critical two-dimensional percolation, and especially, predicts that they are conformally invariant . For example, if the continuum theory is confined to a spatial domain $`\mathrm{\Omega }`$ plus boundary $`\mathrm{\Omega }`$, and $`\gamma _1,\gamma _2`$ are disjoint pieces of $`\mathrm{\Omega }`$, the probability of the event that $`\gamma _1,\gamma _2`$ are connected by a percolation cluster is predicted to be invariant under transformations that are conformal on $`\mathrm{\Omega }`$ (though not necessarily on $`\mathrm{\Omega }`$). The probabilities of more complicated crossing events, involving more than two pieces of $`\mathrm{\Omega }`$, are also predicted to be invariant.

In the first applications of conformal field theory to percolation, $`\mathrm{\Omega }`$ was taken to be a rectangle, with aspect ratio $`r\stackrel{\mathrm{def}}{=}\mathrm{width}/\mathrm{height}`$. In this geometry, Cardy  derived a formula for the crossing function $`\mathrm{\Pi }_h(r)`$, the probability that the two vertical sides are horizontally connected. His formula takes on a simpler form if the rectangle is conformally mapped onto the upper half plane $``$, and its boundary to $`=\{\mathrm{}\}`$. The vertical sides are mapped to disjoint line segments on the real axis, one of which can be taken without loss of generality to be semi-infinite. They are usually taken to be $`[0,z]`$ and $`[1,\mathrm{}]`$, where $`z(0,1)`$, with $`z=0,1/2,1`$ corresponding to $`r=\mathrm{},1,0`$. We write $`𝔓_h(z)\stackrel{\mathrm{def}}{=}\mathrm{\Pi }_h\left(r(z)\right)`$. If the underlying discrete model is bond percolation on a square lattice, duality suggests $`\mathrm{\Pi }_h(1/r)=1\mathrm{\Pi }_h(r)`$, i.e., $`𝔓_h(1z)=1𝔓_h(z)`$, so that $`\mathrm{\Pi }_h(1)=𝔓_h(1/2)`$, the probability that two opposite sides of a large square are connected by a critical percolation cluster, should equal $`1/2`$.

On the numerical side, crossing events and their conformal invariance were extensively investigated by Langlands and collaborators , and it was verified that Cardy’s formula is valid for discrete percolation models on a rectangular square lattice of size $`L\times L^{}`$, with $`r=L/L^{}`$, in the limit $`L,L^{}\mathrm{}`$. They also investigated $`\mathrm{\Pi }_{hv}(r)`$, the probability that all four sides of the rectangle are connected. Watts  derived a formula for the equivalent function $`𝔓_{hv}(z)\stackrel{\mathrm{def}}{=}\mathrm{\Pi }_{hv}\left(r(z)\right)`$ from conformal field theory by making additional assumptions, and his formula agrees well with the data of Langlands et al. It should be noted that $`𝔓_{hv}𝔓_h`$, and that by symmetry, $`\mathrm{\Pi }_{hv}(1/r)=\mathrm{\Pi }_{hv}(r)`$, i.e., $`𝔓_{hv}(1z)=𝔓_{hv}(z)`$. Also, it is clear that $`\mathrm{\Pi }_{hv}(r)/\mathrm{\Pi }_h(r)1`$ as $`r\mathrm{}`$, i.e., $`𝔓_{hv}(z)/𝔓_h(z)1`$ as $`z0`$.

Cardy  later derived a formula for the expected number of percolation clusters that cross between $`\gamma _1,\gamma _2`$ (the left and right-hand sides of a rectangle, or the two corresponding line segments in $``$). This may be viewed as a function $`N_h(r)`$, or equivalently a function $`𝔑_h(z)\stackrel{\mathrm{def}}{=}N_h\left(r(z)\right)`$; necessarily, $`𝔑_h𝔓_h`$.

So in all, three crossing formulas for critical percolation have been derived from conformal field theory: formulas for $`𝔓_h(z)`$, $`𝔓_{hv}(z)`$, and $`𝔑_h(z)`$, which yield formulas for $`\mathrm{\Pi }_h(r)`$, $`\mathrm{\Pi }_{hv}(r)`$, and $`N_h(r)`$. Recently, Smirnov  provided the first rigorous proof of any of these, namely Cardy’s formula for $`𝔓_h(z)`$. He showed that critical site percolation on the triangular lattice has a conformally invariant scaling limit, and that discrete percolation cluster boundaries converge to a stochastic Loewner evolution process. These facts followed from his proof that in a general domain $`\mathrm{\Omega }`$, a conformally transformed Cardy’s formula is valid. This includes a version due to L. Carleson (unpublished, but see ref. 9, sec. 7.2, and ref. 24, prediction 7). Suppose $``$ is mapped conformally onto an equilateral triangle $`\mathrm{}ABC`$ in the complex plane, and that the map extends to the boundary, with $`[\mathrm{},0]`$, $`[0,1]`$, $`[1,\mathrm{}]`$ being mapped to the edges $`AB`$, $`BC`$$`CA`$. So $`wBC`$ and $`z(0,1)`$ will correspond. Carleson noticed that $`\stackrel{~}{𝔓}_h(w)\stackrel{\mathrm{def}}{=}𝔓_h\left(z(w)\right)`$ simply equals $`\overline{Bw}/\overline{BC}`$. That is, Cardy’s formula is formally equivalent to the statement that that the line segment $`Bw`$ is connected by a critical percolation cluster to the opposite side of the triangle, $`CA`$, with probability equal to the fraction of the side $`BC`$ occupied by $`Bw`$. Equivalently, the real-valued function $`\stackrel{~}{𝔓}_h(w)`$ is the restriction to one side of the triangle of a particularly simple analytic function of $`w`$: a linear function.

The triangular symmetry of Carleson’s restatement made possible Smirnov’s proof, which is specific to a triangular lattice. Smirnov notes, “It seems that $`2\pi /3`$ rotational symmetry enters in our paper not because of the specific lattice we consider, but rather \[because it\] manifests some symmetry laws characteristic to (continuum) percolation.” Whether his proof extends to other lattices is unclear.

In this paper we study whether the predicted formulas for the functions $`𝔓_{hv}(z)`$ and $`𝔑_h(z)`$, like Cardy’s formula for $`𝔓_h(z)`$, simplify when the spatial domain $`\mathrm{\Omega }`$ is taken to be an equilateral triangle, rather than a rectangle or the upper half plane $``$. We show that they do. In particular, we show that the four-way crossing function $`\stackrel{~}{𝔓}_{hv}(w)\stackrel{\mathrm{def}}{=}𝔓_{hv}\left(z(w)\right)`$ predicted for the equilateral triangle has its second derivative $`\stackrel{~}{𝔓}_{hv}^{\prime \prime }(w)`$ equal to a familiar elliptic function: an equianharmonic Weierstrass $`\mathrm{}`$-function, where ‘equianharmonic’ signifies that the period lattice of the $`\mathrm{}`$-function is triangular, with a $`\pi /3`$ rotational symmetry. (See ref. 1, sec. 18.13.) This contrasts with the linear function $`\stackrel{~}{𝔓}_h(w)`$, the second derivative of which is zero. Our new representation for $`\stackrel{~}{𝔓}_{hv}(w)`$, i.e., for $`𝔓_{hv}(z)`$ or $`\mathrm{\Pi }_{hv}(r)`$, immediately yields a simple closed-form expression for $`𝔓_{hv}(1/2)=\mathrm{\Pi }_{hv}(1)`$, the probability that all four sides of a large square are connected by a critical percolation cluster; namely, $`1/4+(\sqrt{3}/4\pi )(3\mathrm{log}34\mathrm{log}2)0.322`$. It would be difficult though not impossible to derive this expression directly from Watts’s formula.

We show that Cardy’s recent formula for $`𝔑_h(z)`$, like Watts’s formula for $`𝔓_{hv}(z)`$, simplifies in an equilateral triangle. $`\stackrel{~}{𝔑}_h^{\prime \prime }(w)`$, the second derivative of $`\stackrel{~}{𝔑}_h(w)\stackrel{\mathrm{def}}{=}𝔑\left(z(w)\right)`$, can also be expressed in terms of the equianharmonic $`\mathrm{}`$-function. In fact, we derive a curious identity relating the three crossing functions $`\stackrel{~}{𝔓}_h`$, $`\stackrel{~}{𝔓}_{hv}`$, and $`\stackrel{~}{𝔑}_h`$, or equivalently $`𝔓_h`$, $`𝔓_{hv}`$, and $`𝔑_h`$; namely, that $`2𝔑_h(z)𝔓_h(z)𝔓_{hv}(z)`$ must equal $`(\sqrt{3}/2\pi )\mathrm{log}\left(1/(1z)\right)`$. Setting $`z=1/2`$ yields that $`𝔑_h(1/2)`$, i.e., $`N_h(1)`$, the expected number of critical percolation clusters crossing between two opposite sides of a large square, should equal $`3/8+(\sqrt{3}/8\pi )(3\mathrm{log}32\mathrm{log}2)0.507`$. In a final study of a crossing formula, we treat a fourth Cardy-type formula proved rigorously by Schramm  for triangular-lattice site percolation, which is valid ‘in the bulk’ and does not follow from boundary conformal field theory. We show it has a simple restatement in a suitable triangular domain.

Our successful simplification of the crossing event formulas indicates that an equilateral triangular domain is a good ‘fit’ to the continuum limit of critical percolation. It also suggests that rigorous proofs of Watts’s formula and Cardy’s new formula will be easiest to construct if the underlying lattice is triangular. Our restatements contrast with those of Ziff  and Kleban and Zagier , which also involve higher transcendental functions. They focused on the continuum limit of percolation in a rectangle, and especially on the derivatives $`\mathrm{\Pi }_h^{}(r)`$ and $`\mathrm{\Pi }_{hv}^{}(r)`$ of the rectangular crossing functions. In our notation, Ziff showed that $`\mathrm{\Pi }_h^{}(r)`$ is proportional to $`[\theta _1^{}(0,q=e^{\pi r})]^{4/3}`$, where $`\theta _1(,q)`$ is the first Jacobi theta function. Also, Kleban and Zagier showed that $`\mathrm{\Pi }_h^{},\mathrm{\Pi }_{hv}^{}`$, considered jointly, have interesting modular transformation properties, and that these properties characterize $`\mathrm{\Pi }_{hv}^{}(r)`$. The relation between our results and theirs is not yet clear.

Section 2 presents each crossing event formula in a standard form. Section 3 covers conformal mapping concepts, including the equianharmonic $`\mathrm{}`$-function. The simplified versions of the crossing formulas that apply in triangular domains are derived in Section 4. An appendix reviews some basic mathematical facts.

## 2 Crossing Event Formulas

The four crossing formulas for continuum percolation on the closed upper half plane $`\overline{}`$ involve hypergeometric functions, both Gauss’s $`{}_{2}{}^{}F_{1}^{}`$ and Clausen’s $`{}_{3}{}^{}F_{2}^{}`$. They can be stated in a standardized, P-symbol form. (For hypergeometric functions and P-symbols, see the appendix.) For the first three formulas, $``$ is divided into $`[\mathrm{},0]`$, $`[0,z]`$, $`[z,1]`$, and $`[1,\mathrm{}]`$. A connection between $`[0,z]`$ and $`[1,\mathrm{}]`$ corresponds to a horizontal crossing on the original rectangle, and one between $`[\mathrm{},0]`$ and $`[z,1]`$ to a vertical crossing. The probability of a horizontal connection is $`𝔓_h(z)`$, with $`𝔑_h(z)`$ the expected number of such connections. All four segments are connected with probability $`𝔓_{hv}(z)`$. Let $`𝔓_{h\overline{v}}\stackrel{\mathrm{def}}{=}𝔓_h𝔓_{hv}`$, the probability of there being a horizontal connection that is not also a vertical one.

###### Formula 2.1 (Cardy )

The function $`𝔓_h(z)`$ equals

$$\frac{3\mathrm{\Gamma }(2/3)}{\mathrm{\Gamma }(1/3)^2}z^{1/3}{}_{2}{}^{}F_{1}^{}\left(\begin{array}{c}1/3,\mathrm{\hspace{0.17em}2}/3\\ 4/3\end{array}\right|z)P\left\{\begin{array}{cccc}0& 1& \mathrm{}& z\\ & & & \\ 0& 0& 0& \\ \text{1/3}& 1/3& 1/3& \end{array}\right\}.$$
(1)
###### Formula 2.2 (Watts )

The function $`𝔓_{h\overline{v}}(z)`$ equals

$$\frac{\sqrt{3}}{2\pi }z{}_{3}{}^{}F_{2}^{}\left(\begin{array}{c}1,\mathrm{\hspace{0.17em}1},\mathrm{\hspace{0.17em}4}/3\\ 2,\mathrm{\hspace{0.17em}5}/3\end{array}\right|z)P\left\{\begin{array}{cccc}0& 1& \mathrm{}& z\\ & & & \\ 0& 0& 0& \\ 1/3& 1/3& 1/3& \\ \text{1}& 1& 0& \end{array}\right\}.$$
(2)
###### Formula 2.3 (Cardy )

The function $`𝔑_h(z)`$ equals

$$\frac{1}{2}\frac{\sqrt{3}}{4\pi }[\mathrm{log}(1z)+(1z){}_{3}{}^{}F_{2}^{}\left(\begin{array}{c}1,\mathrm{\hspace{0.17em}1},\mathrm{\hspace{0.17em}4}/3\\ 2,\mathrm{\hspace{0.17em}5}/3\end{array}\right|1z)].$$
(3)
Proof. This version of the formula for $`𝔑_h(z)`$ is not well known. The version deduced by Cardy from boundary conformal field theory was

$$\frac{1}{2}\frac{\sqrt{3}}{4\pi }\left[\mathrm{log}(1z)+2\underset{m=1}{\overset{\mathrm{}}{}}\frac{(1/3)_m}{(2/3)_m}\frac{(1z)^m}{m}\right].$$
(4)
Formula 2.3 follows from the series representation (A1), if the $`1/m`$ factor in the summand is written as $`(1)_{m1}(1)_{m1}/(2)_{m1}(m1)!`$.  $`\mathrm{}`$

###### Corollary 2.3.1

$`2𝔑_h(z)𝔓_h(z)𝔓_{hv}(z)=(\sqrt{3}/2\pi )\mathrm{log}\left(1/(1z)\right)`$.

Proof. This follows by combining Formulas 2.12.3, with the aid of the symmetry relations $`𝔓_h(1z)=1𝔓_h(z)`$ and $`𝔓_{hv}(1z)=𝔓_{hv}(z)`$.  $`\mathrm{}`$

Corollary 2.3.1 ties $`𝔑_h`$ to $`𝔓_h`$ and $`𝔓_{hv}`$ in quite a strong way. To explain how, we must sketch the heuristic origins of Formula 2.2 in boundary conformal field theory. Watts was led to Formula 2.2 by considering ODEs satisfied by correlation functions of boundary operators. His candidate for an ODE satisfied by $`𝔓_{hv}`$ was the fifth-order Fuchsian equation

$$\left\{\frac{d^3}{dz^3}[z(z1)]^{4/3}\frac{d}{dz}[z(z1)]^{2/3}\frac{d}{dz}\right\}F=0,$$
(5)
which has P-symbol

$$P\left\{\begin{array}{cccc}0& 1& \mathrm{}& z\\ & & & \\ 0& 0& 0& \\ 1/3& 1/3& 1/3& \\ 0& 0& 0& \\ 1& 1& 1& \\ 2& 2& 2& \end{array}\right\},$$
(6)
but is not of hypergeometric type. Due to a factorization of the differential operator on the left-hand side of this equation , its solution space properly contains the solution space of the third-order equation

$$\left\{\frac{d}{dz}[z(z1)]^{1/3}\frac{d}{dz}[z(z1)]^{2/3}\frac{d}{dz}\right\}F=0,$$
(7)
which has P-symbol

$$P\left\{\begin{array}{cccc}0& 1& \mathrm{}& z\\ & & & \\ 0& 0& 0& \\ 1/3& 1/3& 1/3& \\ 1& 1& 0& \end{array}\right\},$$
(8)
and is of hypergeometric type. Furthermore, the solution space of (7) properly contains the solution space of the second-order equation with P-symbol

$$P\left\{\begin{array}{cccc}0& 1& \mathrm{}& z\\ & & & \\ 0& 0& 0& \\ 1/3& 1/3& 1/3& \end{array}\right\},$$
(9)
including the function $`𝔓_h`$ of Formula 2.1. Watts noticed that the solution space of (7) includes a one-dimensional subspace of functions equal to zero at $`z=0`$ and invariant under $`z1z`$, which are criteria for the function $`𝔓_{hv}`$. For this reason, he expected $`𝔓_{hv}`$, and $`𝔓_{h\overline{v}}=𝔓_h𝔓_{hv}`$ too, to be solutions of (7), as well as of (5). This insight led to Formula 2.2, which incorporates the P-symbol (8).

Kleban and Zagier  noticed that the five-dimensional solution space of (5) is spanned by the solution space of (7), to which $`𝔓_{hv}`$ and $`𝔓_h`$ belong, and the functions $`\mathrm{log}z`$ and $`\mathrm{log}(1z)`$. But by Corollary 2.3.1, the function $`𝔑_h`$ is a linear combination of $`𝔓_{hv}`$, $`𝔓_h`$, and $`\mathrm{log}(1z)`$, implying the following mysterious fact.

###### Corollary 2.3.2

The function $`𝔑_h(z)`$, like the functions $`𝔓_{hv}(z)`$ and $`𝔓_h(z)`$, is a solution of Watts’s fifth-order differential equation, Eq. (5).

For the fourth crossing formula, $``$ is divided into $`[\mathrm{},z]`$ and $`[z,\mathrm{}]`$, with $`z`$ unrestricted. A special boundary condition is imposed: on the underlying discrete lattice, percolation along the line segment $`[\mathrm{},z]`$ is allowed by fiat. Let a distinguished point in $``$ be chosen; without loss of generality, let it be $`i=\sqrt{1}`$. Then the function $`𝔓_{\mathrm{𝑠𝑢𝑟𝑟}}(z)`$ is defined to be the probability that $`i`$ is surrounded by the percolation hull of $`[\mathrm{},z]`$, i.e., the outermost boundary of the percolation cluster in $``$ containing (“growing from”) $`[\mathrm{},z]`$. One expects $`𝔓_{\mathrm{𝑠𝑢𝑟𝑟}}(z)=1𝔓_{\mathrm{𝑠𝑢𝑟𝑟}}(z)`$, i.e., that $`𝔓_{\mathrm{𝑠𝑢𝑟𝑟}}(z)1/2`$ is odd in $`z`$.

###### Formula 2.4 (Schramm )

The function $`𝔓_{\mathrm{𝑠𝑢𝑟𝑟}}(z)`$ equals $`1/2`$ plus

$$\frac{\mathrm{\Gamma }(2/3)}{\sqrt{\pi }\mathrm{\Gamma }(1/6)}z{}_{2}{}^{}F_{1}^{}\left(\begin{array}{c}1/2,\mathrm{\hspace{0.17em}2}/3\\ 3/2\end{array}\right|z^2)P\left\{\begin{array}{cccc}0& 1& \mathrm{}& z^2\\ & & & \\ 0& 0& 0& \\ \text{1/2}& 1/3& 1/6& \end{array}\right\}.$$

In the P-symbol expression on the right, $`z<0`$ and $`z>0`$ correspond to different branches, which are negatives of each other.

## 3 Conformal Maps and Fuchsian ODEs

The upper half plane $``$ and any triangle $`\mathrm{}ABC`$ without boundary are homeomorphic as complex manifolds. In fact, by the Poincaré–Koebe uniformization theorem, the complex plane $``$, the Riemann sphere $`^1\stackrel{\mathrm{def}}{=}\{\mathrm{}\}`$, and $``$ are the only simply connected one-dimensional complex manifolds, up to conformal equivalence . To transfer the Fuchsian ODEs satisfied by the crossing functions from $``$ to $`\mathrm{}ABC`$, an explicit expression for the conformal map $`w=s(z)`$, i.e., $`s:\mathrm{}ABC`$, is useful. $`s`$ is a Schwarz triangle function, defined by the Schwarz–Christoffel formula . It extends to a map from the closure of $``$ in $`^1`$, i.e., $`\{\mathrm{}\}`$, to the triangle with boundary. The conditions $`s(0)=B`$, $`s(1)=C`$, $`s(\mathrm{})=A`$ uniquely determine $`s`$.

The inverse Schwarz function $`S:\mathrm{}ABC`$ often has a deeper significance than $`s`$ does, as the equilateral triangle case illustrates. Equilateral triangles tile the plane, and the inverse function extends to a function $`S:^1`$ that maps alternating triangles in a checkerboard fashion to the upper and lower half planes. In modern treatments, this extended map is classed as one of a handful of ‘universal’ branched covers of $`^1`$ by $``$, $`^1`$, or $``$ (see ref. 20, sec. 6.4).

Since the triangular lattice is doubly periodic, one expects that $`S`$ is an elliptic function, and can equally well be viewed as a function on a complex elliptic curve $`/`$, where $`\stackrel{\mathrm{def}}{=}2\omega +2\omega ^{}`$ is an appropriate lattice of periods (the factors of $`2`$ are traditional). This is correct, as we briefly sketch; for details, see Abramowitz and Stegun, sec. 18.13, and Sansone and Gerretsen , secs. 14.2–14.3. The canonical elliptic function on $``$ is the Weierstrass function $`\mathrm{}(w;g_2,g_3)`$, defined as the solution of $`(\mathrm{}^{})^2=f(\mathrm{})\stackrel{\mathrm{def}}{=}4\mathrm{}^3g_2\mathrm{}g_3`$ with a unit-strength double pole at $`w=0`$. The parameters $`g_2,g_3`$, both of which cannot be zero, are related in a nontrivial way to the fundamental half-periods $`\omega ,\omega ^{}`$ of $`\mathrm{}`$. The equianharmonic case, which has special symmetries, is the case when $`g_2=0`$. Due to the homogeneity relation $`\mathrm{}(w;g_2,g_3)=t^2\mathrm{}(tw;t^4g_2,t^6g_3)`$, in the equianharmonic case all nonzero $`g_3`$ are equivalent, so henceforth $`g_3\{0\}`$, in particular $`g_3=1`$, will be taken. In this case the fundamental half-periods $`\omega ,\omega ^{}`$ can be chosen to be a complex conjugate pair with $`\mathrm{}\omega >0`$, $`\mathrm{}\omega <0`$. If the basic real half-period $`\omega +\omega ^{}>0`$ is denoted $`\omega _2`$, then $`\omega ,\omega ^{}`$ will equal $`(\frac{1}{2}\frac{\sqrt{3}}{2})\omega _2`$. So the period lattice $``$ will be a triangular lattice, with a $`\pi /3`$ rotational symmetry about the origin. Explicitly, $`\omega _2=\mathrm{\Gamma }(1/3)^3/4\pi 1.530`$.

The elliptic curve $`/`$ is homeomorphic to a torus and can be viewed as the parallelogram with vertices $`0`$$`2\omega `$, $`2\omega _2`$$`2\omega ^{}`$, equipped with periodic boundary conditions. The $`\mathrm{}`$-function maps this parallelogram doubly onto $`^1`$. Also, $`\mathrm{}^{}`$ maps it triply onto $`^1`$. It turns out that in the equianharmonic case, the torus, i.e., this period parallelogram, can be subdivided into six equilateral triangles, each mapped by $`\mathrm{}^{}`$ with unit multiplicity onto the left or right half plane. (See ref. 1, fig. 18.11, which is unfortunately not quite to scale.) Due to this, the equilateral inverse Schwarz function $`S`$ can be chosen to be essentially $`\mathrm{}^{}`$. The map

$$z=S(w)\stackrel{\mathrm{def}}{=}1/2+\mathrm{}^{}(w)/2i$$
(10)
will take the equilateral triangle $`\mathrm{}ABC\stackrel{\mathrm{def}}{=}\mathrm{}0\overline{W_0}W_0`$ in $`w`$-space to the upper half plane in $`z`$-space, where $`W_0\stackrel{\mathrm{def}}{=}(1+\frac{\sqrt{3}}{3})\omega _2`$. It will take the boundary of $`\mathrm{}ABC`$ to $`\{\mathrm{}\}`$, and the vertices $`w=A,B,C`$ respectively to $`z=\mathrm{},0,1`$. As a map from $``$ to $`^1`$, it will take alternating triangles to the upper and lower half planes. Each of these equilateral triangles, which tile the plane, has one vertex in each of the congruence classes $`A+,B+,C+`$, i.e., in each of the sets $`S^1(\mathrm{})=,S^1(0),S^1(1)`$. These classes will be denoted $`[A],[B],[C]`$.

The ODEs on $`^1`$ that are satisfied by the functions of Formulas 2.12.3 can be pulled back to ODEs on $``$ via the extended map $`S:^1`$. The important thing to note when performing the pullback is that $`S`$ is a branched cover of $`^1`$ by $``$, the critical points of which are the points in $`[A]`$, $`[B]`$, and $`[C]`$. At any $`w_0`$, necessarily $`S(w)S(w_0)+\mathrm{const}\times (ww_0)^p`$ to leading order, where $`p`$ is the multiplicity with which $`w_0`$ is mapped to $`S(w_0)`$. (If $`S(w_0)=\mathrm{}`$, the right-hand side must be replaced by $`\mathrm{const}\times (ww_0)^p`$.) Each critical point has $`p=3`$.

The pulled-back ODEs are tightly constrained by the following lemma, which specifies how P-symbols are pulled back. It is proved by considering the local (Frobenius) solutions at each point.

###### Lemma 3.1

Let $`R:M^1`$ be a holomorphic map of one-dimensional complex manifolds. Consider $`Lu=0`$, an $`n`$th-order Fuchsian ODE on $`^1`$. It can be pulled back via $`R`$ to a Fuchsian ODE $`\stackrel{~}{L}\stackrel{~}{u}=0`$ on $`M`$, in the sense that if $`u=u(z)`$ satisfies $`Lu=0`$ then $`\stackrel{~}{u}=\stackrel{~}{u}(w)\stackrel{\mathrm{def}}{=}u(R(w))`$ will satisfy $`\stackrel{~}{L}\stackrel{~}{u}=0`$. The $`n`$ characteristic exponents of $`\stackrel{~}{L}`$ at each $`w_0M`$ will equal those of $`L`$ at $`z_0=R(w_0)`$, multiplied by the multiplicity with which $`w_0`$ is mapped to $`z_0`$.

As an illustration of the use of this lemma in pulling back ODEs, we give a new proof of Whipple’s quadratic transformation formula for $`{}_{3}{}^{}F_{2}^{}`$. (The formula originally appeared in ref. 25, with a combinatorial proof; a simpler combinatorial proof is due to Bailey . For a useful discussion placing the formula in context, see Askey , but note the misprint in eq. 2.19.) This new proof resembles Riemann’s concise P-symbol proof of Kummer’s quadratic transformation formulas for $`{}_{2}{}^{}F_{1}^{}`$, which is summarized in ref. 3, sec. 3.9. It relies on the expression (A4) for the P-symbol associated to $`{}_{q+1}{}^{}F_{q}^{}`$, which is apparently not well known.

###### Proposition 3.2

Let $`a,b,c`$ with neither $`ab+1`$ nor $`ac+1`$ equal to a nonpositive integer. Then

$`{}_{3}{}^{}F_{2}^{}\left(\begin{array}{c}a,b,c\\ ab+1,ac+1\end{array}\right|w)`$
$`=(1w)^a{}_{3}{}^{}F_{2}^{}\left(\begin{array}{c}abc+1,a/2,(a+1)/2\\ ab+1,ac+1\end{array}\right|{\displaystyle \frac{4w}{(1w)^2}})`$
holds in a neighborhood of $`w=0`$.

Remark. The two sides are defined for all $`w`$ such that $`\left|w\right|<1`$, resp. for all $`w`$ such that $`\left|4w/(1w)^2\right|<1`$. So by analytic continuation, equality holds at all points within the loop of the curve $`\left|4w\right|=\left|1w\right|^2`$ surrounding the origin.

Proof. The functions of $`w`$ on the two sides satisfy third-order Fuchsian ODEs that follow from the $`q=2`$ case of (A2), the ODE satisfied by $`{}_{q+1}{}^{}F_{q}^{}`$. The left and right-hand functions are determined by the additional condition that they be analytic at $`w=0`$ and equal unity there. It will therefore suffice to prove that the Fuchsian ODEs corresponding to the two sides are the same up to normalization, i.e., have the same solution spaces. A necessary condition for this is that their P-symbols be the same, i.e., by the representation (A4), that

$`P\left\{\begin{array}{cccc}0& 1& \mathrm{}& w\\ & & \multicolumn{-1}{c}{}& \\ 0& 0& a& \\ ba& 1& b& \\ ca& a2b2c+2& c& \end{array}\right\}`$ (17)
$`=(1w)^aP\left\{\begin{array}{cccc}0& 1& \mathrm{}& R(w)\\ & & \multicolumn{-1}{c}{}& \\ 0& 0& abc+1& \\ ba& 1& a/2& \\ ca& 1/2& (a+1)/2& \end{array}\right\},`$ (22)
where $`R:^1^1`$ is defined by $`R(w)\stackrel{\mathrm{def}}{=}4w/(1w)^2`$, or equivalently

$`P\left\{\begin{array}{cccc}0& 1& \mathrm{}& w\\ & & \multicolumn{-1}{c}{}& \\ 0& a& 0& \\ ba& a+1& ba& \\ ca& 2(abc+1)& ca& \end{array}\right\}`$ (27)
$`=P\left\{\begin{array}{cccc}0& 1& \mathrm{}& R(w)\\ & & \multicolumn{-1}{c}{}& \\ 0& 0& abc+1& \\ ba& 1& a/2& \\ ca& 1/2& (a+1)/2& \end{array}\right\}.`$ (32)
That is, $`R`$ must pull back the right-hand P-symbol in (27) to the left-hand one.

The map $`wz\stackrel{\mathrm{def}}{=}R(w)`$ takes $`w=0,1,\mathrm{}`$ to $`z=0,\mathrm{},0`$ respectively, and also $`w=1`$ to $`z=1`$. Its critical points are $`w=\pm 1`$, each of which has double multiplicity. The exponents in the columns of (27) agree precisely with what Lemma 3.1 states: the exponents of $`w=0`$ and $`w=\mathrm{}`$ are the same as those of $`z=0`$, and those of $`w=1`$ are twice those of $`z=\mathrm{}`$. One might think the left-hand P-symbol would have a fourth critical point, at $`w=1`$, with exponents twice those of $`z=1`$, i.e., $`0,1,2`$. But as noted in the appendix, those exponents are the signature of an ordinary point; so no fourth column is present.

The preceding argument shows why the $`{}_{3}{}^{}F_{2}^{}`$ parameters of the proposition take the values they do, but it does not quite prove the proposition. As reviewed in the appendix, any Fuchsian ODE on $`^1`$ that has three singular points and is of third order (i.e., $`q=2`$) has $`3q+2=8`$ independent exponent parameters, which are displayed in its P-symbol, and $`\left(\genfrac{}{}{0pt}{}{q}{2}\right)=1`$ accessory parameter, which is not. For the two ODEs to be the same up to normalization, they must have the same P-symbol, and also the same accessory parameter. The latter is most readily verified by changing variables from $`z=R(w)`$ to $`w`$ in the right-hand ODE. An explicit computation, omitted here, shows that the resulting pulled-back ODE is indeed the $`q=2`$ case of the ODE (A2), with the parameters of the left-hand side.  $`\mathrm{}`$

What will be used in Section 4 is the following variant of Whipple’s quadratic transformation. It seems not to have appeared in the literature.

###### Proposition 3.3

Let $`a,b,c`$ with $`(a+b+c)/2`$ not equal to a nonpositive integer. Then

$`{}_{3}{}^{}F_{2}^{}\left(\begin{array}{c}a,b,c\\ 2,(a+b+c)/2\end{array}\right|w)`$
$`=(1w){}_{3}{}^{}F_{2}^{}\left(\begin{array}{c}(a+1)/2,(b+1)/2,(c+1)/2\\ 2,(a+b+c)/2\end{array}\right|4w(1w))`$
holds in a neighborhood of $`w=0`$, provided one of $`a,b,c`$ equals unity.

Remark. The two sides are defined for all $`w`$ such that $`\left|w\right|<1`$, resp. for all $`w`$ such that $`\left|4w(1w)\right|<1`$. So by analytic continuation, equality holds at all points that are both within the circle $`\left|w\right|=1`$ and within the loop of the curve $`\left|4w(1w)\right|=1`$ surrounding the origin.

Proof. This closely follows that of Proposition 3.2; the details are left to the reader. The only new feature is that equality between the accessory parameters of the ODEs satisfied by the two sides leads to an additional condition on the $`{}_{3}{}^{}F_{2}^{}`$ parameters, beside the exponent conditions of Lemma 3.1. Changing variables from $`z=R(w)\stackrel{\mathrm{def}}{=}4w(1w)`$ to $`w`$ in the right-hand ODE pulls it back to the left-hand ODE, plus an extraneous term proportional to $`(a1)(b1)(c1)`$. Provided one of $`a,b,c`$ equals unity, this undesired term is absent.  $`\mathrm{}`$

## 4 Transformed and Restated Formulas

In this section we show how the crossing event formulas, Formulas 2.12.4, simplify in appropriately chosen triangular domains. The restated formulas appear in Propositions 4.14.4. For all but Schramm’s formula, the appropriate triangle is equilateral. The restatements of Cardy’s formula and Schramm’s formula do not involve special functions. The restatements of Watts’s formula and Cardy’s new formula do involve elliptic functions, but elliptic functions are significantly more familiar than Clausen’s $`{}_{3}{}^{}F_{2}^{}`$. The restatement of Cardy’s formula is of course identical to Carleson’s, but the other three are new.

The Fuchsian ODEs on $`^1`$ of Formulas 2.12.3 are pulled back to ODEs on $`\mathrm{}ABC`$ via the inverse Schwarz function $`S:^1`$. In the normalization of the last section, $`z=S(w)`$ equals $`1/2+\mathrm{}^{}(w)/2i`$, with $`\mathrm{}`$ the equianharmonic $`\mathrm{}`$-function, satisfying $`(\mathrm{}^{})^2=4\mathrm{}^31`$. The equilateral triangle $`\mathrm{}ABC`$ is $`\mathrm{}0\overline{W_0}W_0`$, i.e., $`\mathrm{}0,\rho e^{i\pi /6},\rho e^{i\pi /6}`$, with side length $`\rho \stackrel{\mathrm{def}}{=}\left|W_0\right|=2\omega _2/\sqrt{3}`$. As noted, $`\omega _2\stackrel{\mathrm{def}}{=}\mathrm{\Gamma }(1/3)^3/4\pi 1.530`$ is the basic real half-period of $`\mathrm{}`$.

Since $`S`$ maps $`AB`$, $`BC`$, $`CA`$ to $`[\mathrm{},0]`$, $`[0,1]`$, $`[1,\mathrm{}]`$ respectively, the line segment $`BC=\overline{W_0}W_0`$ is of primary interest. Its midpoint is $`\omega _2=(\overline{W_0}+W_0)/2`$, which is mapped to $`1/2`$. As a necessary preliminary, the behavior of the first few antiderivatives of $`\mathrm{}^{}`$ along $`BC`$ will now be described. (See the tables in ref. 1, sec. 18.13, where $`W_0`$ is denoted ‘$`z_0`$’.) Relative to the midpoint, $`\mathrm{}^{}`$ is an odd function: it equals $`i`$ at $`\overline{W_0}`$ and $`i`$ at $`W_0`$. Its antiderivative $`\mathrm{}`$ is even: it equals zero at $`\overline{W_0}`$ and $`W_0`$, and $`4^{1/3}`$ at the midpoint. The negative antiderivative of $`\mathrm{}`$ is the so-called Weierstrass zeta function, plus an arbitrary constant. The shifted negative antiderivative $`\zeta \pi /2\sqrt{3}\omega _2`$ is odd: it equals $`i\pi /6\omega _2`$ at $`\overline{W_0}`$ and $`i\pi /6\omega _2`$ at $`W_0`$. The antiderivative of $`\zeta `$ equals $`\mathrm{log}\sigma `$ plus an arbitrary constant, where $`\sigma `$ is the Weierstrass sigma function, which equals $`e^{\pi /3\sqrt{3}}e^{i\pi /6}`$ at $`\overline{W_0}`$ and $`e^{\pi /3\sqrt{3}}e^{i\pi /6}`$ at $`W_0`$; and $`e^{\pi /4\sqrt{3}}2^{1/3}3^{1/4}`$ at the midpoint $`\omega _2`$. It is easily checked that

$$\mathrm{Log}\sigma (w)+\frac{\pi }{2\sqrt{3}\omega _2}w\frac{\pi }{6\sqrt{3}},$$
(35)
which is a double antiderivative of $`\mathrm{}`$, is an even function relative to the midpoint: it equals zero at $`\overline{W_0}`$ and $`W_0`$, and $`(1/12)(\pi /\sqrt{3}+3\mathrm{log}34\mathrm{log}2)`$ at the midpoint. $`\mathrm{Log}`$ signifies the principal branch of the logarithm function.

###### Proposition 4.1 (Cardy’s formula, transformed; cf. Carleson)

If conformal invariance holds, Formula 2.1 corresponds on the equilateral triangle $`\mathrm{}ABC`$ plus boundary to the following. $`\stackrel{~}{𝔓}_h(w)`$, the probability that the boundary segments $`Bw`$ and $`CA`$ are connected by a percolation cluster, is the restriction to $`BC`$ of an analytic function that is linear. Explicitly, $`\stackrel{~}{𝔓}_h(w)=(wB)/(CB)`$.

Proof. By Lemma 3.1, the P-symbol of Formula 2.1 is pulled back via $`z=S(w)`$ to

$$P\left\{\begin{array}{cccc}[A]& [B]& [C]& w\\ & & & \\ 0& 0& 0& \\ 1& \text{1}& 1& \end{array}\right\},$$
(36)
where $`[A],[B],[C]`$ are the classes of points on the $`w`$-plane that are mapped by $`S`$ to $`z=\mathrm{},0,1`$ respectively. This is because these points are the critical points of $`S`$, and each has triple multiplicity. But a singular point with exponents $`0,1`$ is effectively an ordinary point. So the pulled-back ODE on $``$ (in particular, on $`\mathrm{}ABC`$) has no singular points and should be effectively $`(d^2/dw^2)\stackrel{~}{𝔓}_h(w)=0`$, as can be verified by an explicit computation.  $`\mathrm{}`$

###### Proposition 4.2 (Watts’s formula, transformed)

If conformal invariance holds, Formula 2.2 corresponds on the equilateral triangle $`\mathrm{}ABC`$ plus boundary to the following. $`\stackrel{~}{𝔓}_{hv}(w)`$, the probability that all four boundary segments $`AB`$, $`Bw`$, $`wC`$, and $`CA`$ are connected by a percolation cluster, is the restriction to $`BC`$ of an analytic function with the property that the difference $`\stackrel{~}{𝔓}_{h\overline{v}}(w)\stackrel{\mathrm{def}}{=}\stackrel{~}{𝔓}_h(w)\stackrel{~}{𝔓}_{hv}(w)`$ is proportional to $`(wB)^3`$ as $`wB`$, to leading order. Explicitly,

$$\stackrel{~}{𝔓}_{hv}(w)=\frac{3\sqrt{3}}{\pi }\mathrm{Log}\sigma (w)+\frac{3}{2}\frac{w}{\omega _2}\frac{1}{2},$$
(37)
where $`\sigma `$ is the equianharmonic Weierstrass sigma function.

Proof. By Lemma 3.1, the P-symbol of Formula 2.1, which partially specifies the ODE satisfied by $`𝔓_{hv}(z)`$ and $`𝔓_h(z)`$, is pulled back via $`z=S(w)`$ to

$$P\left\{\begin{array}{cccc}[A]& [B]& [C]& w\\ & & & \\ 0& 0& 0& \\ 1& 1& 1& \\ 0& \text{3}& 3& \end{array}\right\}.$$
(38)
The condition $`\mathrm{\Pi }_{hv}(r)/\mathrm{\Pi }_h(r)1`$ as $`r\mathrm{}`$, i.e., $`𝔓_{hv}(z)/𝔓_h(z)1`$ as $`z0`$, implies $`\stackrel{~}{𝔓}_{hv}(w)/\stackrel{~}{𝔓}_h(w)1`$ as $`wB`$. So $`\stackrel{~}{𝔓}_{hv}(w)`$ is linear in $`w`$ as $`wB`$, to leading order. By the P-symbol (38), the first nonzero correction must be cubic.

By changing variables from $`z=S(w)`$ to $`w`$ in (7), the third-order ODE satisfied by $`𝔓_{hv}(z)`$ and $`𝔓_h(z)`$, one obtains the striking pulled-back ODE

$$\frac{d}{dw}\left\{[\mathrm{}(w)]^1\stackrel{~}{𝔓}_{hv}^{\prime \prime }(w)\right\}=0$$
(39)
on $``$. So $`\stackrel{~}{𝔓}_{hv}`$ must be proportional to a double antiderivative of $`\mathrm{}`$. The condition $`\mathrm{\Pi }_{hv}(1/r)=\mathrm{\Pi }_{hv}(r)`$, i.e., $`𝔓_{hv}(1z)=𝔓_{hv}(z)`$, implies that on the line segment $`BC`$, $`\stackrel{~}{𝔓}_{hv}`$ must be even around the midpoint $`w=\omega _2`$. Moreover, the condition $`\stackrel{~}{𝔓}_{hv}(w)/\stackrel{~}{𝔓}_h(w)1`$ as $`wB`$ implies $`\stackrel{~}{𝔓}_{hv}=0`$ at the endpoints $`w=\overline{W_0},W_0`$. Any even double antiderivative of $`\mathrm{}`$ equalling zero at $`w=\overline{W_0},W_0`$ must be a constant times the function (35). For $`\stackrel{~}{𝔓}_{hv}`$, the constant is set by

$$\stackrel{~}{𝔓}_{hv}^{}(B)=\stackrel{~}{𝔓}_h^{}(B)=1/(CB)=1/(W_0\overline{W_0})=\sqrt{3}/2i\omega _2,$$
(40)
together with the fact that $`[\mathrm{Log}\sigma ]^{}(B)=\zeta (\overline{W_0})`$, the value of which is given above. By examination, the constant should be $`3\sqrt{3}/\pi `$; which yields (37).  $`\mathrm{}`$

Numerical Remark. A power series expansion of $`\mathrm{}(w)`$ about $`w=W_0`$ that is accurate to $`O\left((wW_0)^{15}\right)`$ is given in ref. 1, eq. 18.13.41. The corresponding expansion about $`w=\overline{W_0}`$, i.e., about $`B`$, is obtained by complex conjugation. By twice anti-differentiating this, an expansion of $`\stackrel{~}{𝔓}_{hv}(w)`$ about $`w=B`$ accurate to $`O\left((wB)^{17}\right)`$ can be obtained.

###### Corollary 4.2.1

$`\mathrm{\Pi }_{hv}(1)`$, the probability that all four sides of a large square are connected by a critical percolation cluster, equals

$$1/4+(\sqrt{3}/4\pi )(3\mathrm{log}34\mathrm{log}2)0.322.$$
(41)
Proof. $`\mathrm{\Pi }_{hv}(r=1)=𝔓_{hv}(z=1/2)=\stackrel{~}{𝔓}_{hv}(w=\omega _2)`$ by conformal invariance. This quantity can be computed from (37), using the closed-form expression for $`\sigma (\omega _2)`$ given at the beginning of this section.  $`\mathrm{}`$

Alternative Proof. The expression (41) for $`\mathrm{\Pi }_{hv}(1)`$ can be derived directly from Watts’s formula, though the derivation is intricate; the following explains how. $`\mathrm{\Pi }_{hv}(1)`$ equals $`𝔓_{hv}(1/2)`$, i.e., $`𝔓_h(1/2)𝔓_{h\overline{v}}(1/2)`$. By Formula 2.2,

$$\mathrm{\Pi }_{hv}(1)=1/2\frac{\sqrt{3}}{4\pi }{}_{3}{}^{}F_{2}^{}\left(\begin{array}{c}1,\mathrm{\hspace{0.17em}1},\mathrm{\hspace{0.17em}4}/3\\ 2,\mathrm{\hspace{0.17em}5}/3\end{array}\right|1/2),$$
(42)
since $`𝔓_h(1/2)=1/2`$. Summing the $`{}_{3}{}^{}F_{2}^{}`$ series requires care, since in general, it is harder to evaluate $`{}_{3}{}^{}F_{2}^{}`$ than $`{}_{2}{}^{}F_{1}^{}`$. For example, though Gauss’s formula

$${}_{2}{}^{}F_{1}^{}\left(\begin{array}{c}a,b\\ c\end{array}\right|1)=\frac{\mathrm{\Gamma }(c)\mathrm{\Gamma }(cab)}{\mathrm{\Gamma }(ca)\mathrm{\Gamma }(cb)},\mathrm{}(cab)>0,$$
(43)
evaluates any $`{}_{2}{}^{}F_{1}^{}`$ at unit argument, no general formula for $`{}_{3}{}^{}F_{2}^{}(a,b,c;d,e;1)`$ in terms of gamma functions exists . However, certain special $`{}_{3}{}^{}F_{2}^{}`$’s can be evaluated at unit argument in closed form. At other argument values, the situation is unresolved. Many ‘strange’ evaluations of $`{}_{3}{}^{}F_{2}^{}`$ and $`{}_{2}{}^{}F_{1}^{}`$ at rational points other than unity are known , but most can apparently be reduced to evaluations at unity via appropriate transformations of the independent variable.

To move the $`{}_{3}{}^{}F_{2}^{}`$ evaluation point in (42) from $`1/2`$ to unity, the new quadratic transformation formula of Proposition 3.3 can be used. It yields

$$\mathrm{\Pi }_{hv}(1)=1/2\frac{\sqrt{3}}{8\pi }{}_{3}{}^{}F_{2}^{}\left(\begin{array}{c}1,\mathrm{\hspace{0.17em}1},\mathrm{\hspace{0.17em}7}/6\\ 2,\mathrm{\hspace{0.17em}5}/3\end{array}\right|1).$$
(44)
(The point $`1/2`$ is on the boundary of the region to which Proposition 3.3 applies; but by the $`\mathrm{}(\beta _i\alpha _i)>0`$ convergence criterion mentioned in the appendix, the equality of the proposition extends to the boundary.) Fortunately, the $`{}_{3}{}^{}F_{2}^{}(1)`$ in (44) can be evaluated in closed form. An ingenious application of L’Hôpital’s rule to Gauss’s formula shows that

$${}_{3}{}^{}F_{2}^{}\left(\begin{array}{c}1,\mathrm{\hspace{0.17em}1},a\\ 2,c\end{array}\right|1)=\frac{c1}{a1}[\psi (c1)\psi (ca)],a1,\mathrm{}(ca)>0$$
(45)
(see Luke , sec. 5.2.4). Here $`\psi \stackrel{\mathrm{def}}{=}\mathrm{\Gamma }^{}/\mathrm{\Gamma }`$ is the digamma function. So

$$\mathrm{\Pi }_{hv}(1)=1/2\frac{\sqrt{3}}{2\pi }\left[\psi (2/3)\psi (1/2)\right].$$
(46)
The values $`\psi (2/3)`$, $`\psi (1/2)`$ are $`\gamma +\pi /2\sqrt{3}(3/2)\mathrm{log}3`$ and $`\gamma 2\mathrm{log}2`$ respectively, where $`\gamma `$ is Euler’s constant. (See ref. 17, vol. 2, app. II.3.) Substitution yields the expression (41) for $`\mathrm{\Pi }_{hv}(1)`$.  $`\mathrm{}`$

###### Proposition 4.3 (Cardy’s new formula, transformed)

If conformal invariance holds, Formula 2.3 corresponds on the equilateral triangle $`\mathrm{}ABC`$ plus boundary to the following. $`\stackrel{~}{𝔑}_h(w)`$, the expected number of percolation clusters connecting the boundary segments $`Bw`$ and $`CA`$, is the restriction to $`BC`$ of an analytic function. Explicitly, $`\stackrel{~}{𝔑}_h(w)`$ equals

$$\frac{\sqrt{3}}{4\pi }\left\{6\mathrm{Log}\sigma (w)+\mathrm{Log}\left[\frac{1}{2}\frac{\mathrm{}^{}(w)}{2i}\right]\right\}+\frac{(3\sqrt{3}i)}{4}\frac{w}{\omega _2}+\frac{\sqrt{3}i}{4}.$$

Proof. This follows from Corollary 2.3.1 by replacing $`𝔑_h(z)`$, $`𝔓_h(z)`$, $`𝔓_{hv}(z)`$$`z`$ by $`\stackrel{~}{𝔑}_h(w)`$, $`\stackrel{~}{𝔓}_h(w)`$, $`\stackrel{~}{𝔓}_{hv}(w)`$$`S(w)`$, respectively, and substituting the expressions for $`\stackrel{~}{𝔓}_h(w)`$, $`\stackrel{~}{𝔓}_{hv}(w)`$ provided by Propositions 4.1 and 4.2.  $`\mathrm{}`$

###### Corollary 4.3.1

$`N_h(1)`$, the expected number of critical percolation clusters crossing between opposite sides of a large square, equals

$$3/8+(\sqrt{3}/8\pi )(3\mathrm{log}32\mathrm{log}2)0.507.$$
(47)
Proof. $`N_h(r=1)=𝔑_h(z=1/2)=\stackrel{~}{𝔑}_h(w=\omega _2)`$ by conformal invariance. This quantity can be computed from the formula for $`\stackrel{~}{𝔑}_h(w)`$, using the known value of $`\sigma (\omega _2)`$ and the fact that $`\mathrm{}^{}(\omega _2)=0`$. More simply, it follows from Corollary 2.3.1 by substituting the expression for $`\mathrm{\Pi }_{hv}(r=1)=𝔓_{hv}(z=1/2)`$ provided by Corollary 4.2.1.  $`\mathrm{}`$

Finally we come to Schramm’s formula, Formula 2.4. It differs from Formulas 2.12.3 in that its restatement employs a triangular domain that is not equilateral. Let $`\mathrm{}A^{}B^{}C^{}`$ be an isosceles triangle with interior angles $`2\pi /3,\pi /6,\pi /6`$ at $`A^{},B^{},C^{}`$, respectively. (For concreteness, take the vertices $`A^{},B^{},C^{}`$ equal to $`1+i\sqrt{3}/3,0,2`$, respectively.) Special boundary conditions are imposed: the edge $`B^{}C^{}`$ is divided into $`B^{}w`$ and $`wC^{}`$, and on the underlying discrete lattice, percolation along $`B^{}w`$ is allowed by fiat. Also, for percolation purposes the edges $`A^{}B^{}`$ and $`A^{}C^{}`$ are identified, so that in effect, the boundary of $`\mathrm{}A^{}B^{}C^{}`$ comprises only the edge $`B^{}C^{}`$, and the vertex $`A^{}`$ is in its interior.

###### Proposition 4.4 (Schramm’s formula, transformed)

If conformal invariance holds, Formula 2.4 corresponds on the triangle $`\mathrm{}A^{}B^{}C^{}`$ plus boundary, with edges $`A^{}B^{}`$, $`A^{}C^{}`$ identified, to the following. Let $`\stackrel{~}{𝔓}_{\mathrm{𝑠𝑢𝑟𝑟}}(w)`$ denote the probability that the vertex $`A^{}`$ is surrounded by the percolation hull of the boundary segment $`B^{}w`$, i.e., the outermost boundary of the percolation cluster growing from $`B^{}w`$. Then $`\stackrel{~}{𝔓}_{\mathrm{𝑠𝑢𝑟𝑟}}(w)`$ is the restriction to $`B^{}C^{}`$ of an analytic function that is linear. Explicitly, $`\stackrel{~}{𝔓}_{\mathrm{𝑠𝑢𝑟𝑟}}(w)=(wB^{})/(C^{}B^{})`$.

Proof. The first thing to observe is that up to trivial changes of the independent and dependent variables, the function $`𝔓_{\mathrm{𝑠𝑢𝑟𝑟}}(z)`$ of Formula 2.4 is identical to the function $`𝔓_h(z)`$ of Cardy’s Formula 2.1, or more accurately to its analytic continuation. This is the source of the linear behavior on $`\mathrm{}A^{}B^{}C^{}`$. To see the close relation between the two functions, use Lemma 3.1 to pull back the P-symbol of Formula 2.4 via the quadratic map $`zz^2`$ on $`^1`$. The result of this procedure is that $`𝔓_{\mathrm{𝑠𝑢𝑟𝑟}}(z)`$ equals $`1/2`$ plus a function in the solution space specified by

$$P\left\{\begin{array}{cccc}0& 1& \mathrm{}& z^2\\ & & & \\ 0& 0& 0& \\ 1/2& 1/3& 1/6& \end{array}\right\}=P\left\{\begin{array}{cccc}i& i& \mathrm{}& z\\ & & & \\ 0& 0& 0& \\ 1/3& 1/3& 1/3& \end{array}\right\},$$
(48)
since the quadratic map has $`0,\mathrm{}`$ as its critical points (of multiplicity $`2`$), and takes $`0,\pm i,\mathrm{}`$ to $`0,1,\mathrm{}`$. There is no fourth column associated to $`z=0`$ in the right-hand P-symbol, since in the pulled-back ODE, $`z=0`$ has exponents $`0,1`$ and is effectively an ordinary point. The close connection between this P-symbol and the P-symbol of Formula 2.1 is obvious. A careful computation, omitted here, yields

$$𝔓_{\mathrm{𝑠𝑢𝑟𝑟}}(z)=1/2+\mathrm{const}\times \left[𝔓_h(1/2+iz/2)1/2\right].$$
(49)
But for the purpose of proving the proposition, (48) will suffice.

Via a conformal map $`R`$ similar to the map $`S`$ used in the proofs of Propositions 4.14.3, the right-hand P-symbol in (48) can be pulled back to a trivial P-symbol. However, it will turn out that $`R`$ maps a triangle $`\mathrm{}A^{}B^{}C^{}`$ of the above form not onto $``$, but rather onto the slit half plane $`[i,+\mathrm{}i)`$. The edges $`A^{}B^{}`$, $`A^{}C^{}`$ will be mapped to opposite sides of the slit, and will therefore need to be identified for percolation purposes. $`A^{}`$ will be mapped to $`i`$, so the statements of the proposition and Formula 2.4 will correspond. The map $`R`$ and $`\mathrm{}A^{}B^{}C^{}`$ are chosen as follows.

The function $`S(w)=1/2+\mathrm{}^{}(w)/2i`$ maps $`\mathrm{}ABC=\mathrm{}0,\overline{W_0},W_0`$ onto $``$, and its vertices to $`\mathrm{},0,1=\{\mathrm{}\}`$. So $`R(w)\stackrel{\mathrm{def}}{=}\mathrm{}^{}(w)`$ maps $`\mathrm{}0,\overline{W_0},W_0`$ onto the right half plane, and its vertices to $`\mathrm{}i,i,ii\{\mathrm{}i\}`$. By reflecting through the line passing through $`\overline{W_0}`$ and $`W_0`$ (and their midpoint, the real half-period $`\omega _2`$), it follows that as well, $`R`$ maps the triangle $`\mathrm{}2\omega _2,W_0,\overline{W_0}`$ onto the left half plane. Therefore $`R`$ maps the parallelogram without boundary $`0,\overline{W_0},2\omega _2,W_0`$ comprising these two equilateral triangles and the line segment $`\overline{W_0}W_0`$ (their common boundary) onto the doubly slit plane $`[i,+\mathrm{}i)(\mathrm{}i,i]`$. In particular, it maps the upper half of this parallelogram, the isosceles triangle $`\mathrm{}W_0,0,2\omega _2`$, onto the slit upper half plane. This triangle has interior angles $`2\pi /3,\pi /6,\pi /6`$. Its vertices are mapped to $`i,+\mathrm{}i,+\mathrm{}i`$, respectively.

One accordingly chooses $`\mathrm{}A^{}B^{}C^{}=\mathrm{}W_0,0,2\omega _2\mathrm{}(1+i\sqrt{3}/3),0,2`$, where the constant of proportionality equals $`\omega _2`$. The pullback proceeds as in the proof of Proposition 4.1. The right-hand P-symbol of (48) is pulled back via $`z=R(w)`$ to

$$P\left\{\begin{array}{cccc}[A]& [B]& [C]& w\\ & & & \\ 0& 0& 0& \\ 1& 1& 1& \end{array}\right\}.$$
(50)
So the pulled-back ODE on $`\mathrm{}A^{}B^{}C^{}`$ (or more generally, on $``$) has no singular points and should be effectively $`(d^2/dw^2)\stackrel{~}{𝔓}_{\mathrm{𝑠𝑢𝑟𝑟}}(w)=0`$, as can be verified by an explicit computation. Therefore $`\stackrel{~}{𝔓}_{\mathrm{𝑠𝑢𝑟𝑟}}`$ must be linear. Since $`\stackrel{~}{𝔓}_{\mathrm{𝑠𝑢𝑟𝑟}}(B^{})=0`$ and $`\stackrel{~}{𝔓}_{\mathrm{𝑠𝑢𝑟𝑟}}(C^{})=1`$, the proposition follows.  $`\mathrm{}`$

## Appendix A Hypergeometric Functions, P-Symbols

The following are facts about the generalized hypergeometric function $`{}_{q+1}{}^{}F_{q}^{}`$ and its ODE . Let the rising factorial $`\alpha (\alpha +1)\mathrm{}(\alpha +k1)`$ be denoted $`(\alpha )_k`$; by convention, $`(\alpha )_0`$ is interpreted as unity. Then for any $`q1`$, the function $`{}_{q+1}{}^{}F_{q}^{}(\alpha _1,\mathrm{},\alpha _{q+1};\beta _1,\mathrm{},\beta _q;z)`$ is defined by

$${}_{q+1}{}^{}F_{q}^{}(.\begin{array}{c}\alpha _1,\mathrm{},\alpha _{q+1}\\ \beta _1,\mathrm{},\beta _q\end{array}|z)=_{k=0}^{\mathrm{}}\frac{(\alpha _1)_k\mathrm{}(\alpha _{q+1})_k}{(\beta _1)_k\mathrm{}(\beta _q)_k}\frac{z^k}{k!}.$$
(A1)
Provided no denominator parameter $`\beta _i`$ is a nonpositive integer, the series coefficients are finite and the series converges absolutely on the open unit disk $`\left|z\right|<1`$. Provided $`\mathrm{}(\beta _i\alpha _i)>0`$, it converges on $`|z|=1`$, as well. Let $`\vartheta \stackrel{\mathrm{def}}{=}zd/dz`$. Then on the disk, $`{}_{q+1}{}^{}F_{q}^{}`$ satisfies the order-$`(q+1)`$ ODE

$$\left[\vartheta (\vartheta +\beta _11)\mathrm{}(\vartheta +\beta _q1)z(\vartheta +\alpha _1)\mathrm{}(\vartheta +\alpha _{q+1})\right]F=0.$$
(A2)
It is the only solution analytic at $`z=0`$ and equalling unity there.

The natural domain of definition of (A2) is the Riemann sphere $`^1\stackrel{\mathrm{def}}{=}\mathrm{}`$. By examination, this ODE has $`z=0,1,\mathrm{}`$ as its only singular points, and is Fuchsian: each singular point is regular. $`{}_{q+1}{}^{}F_{q}^{}`$ can be continued to a meromorphic function on $`^1\{0,1,\mathrm{}\}`$, which is generally multivalued. In fact, the solution space of (A2) is a $`(q+1)`$-dimensional space of multivalued meromorphic functions. To avoid multivaluedness, $`^1`$ is cut along $`[1,\mathrm{}]`$. By definition, $`{}_{q+1}{}^{}F_{q}^{}`$ is the continuation of the series from the disk to $`^1[1,\mathrm{}]`$.

The solution space of any order-$`n`$ Fuchsian ODE on $`^1`$ with three singular points is determined to a large extent by their locations and the $`n`$ characteristic exponents associated to each . Let $`z_1,z_2,z_3^1`$ denote the singular points, and $`\rho _1^{(i)},\mathrm{}\rho _n^{(i)}`$ the exponents of $`z=z_i`$. If $`z_i\mathrm{}`$, this generally means that for each $`j\{1,\mathrm{},n\}`$, the equation has a solution asymptotic to $`(zz_i)^{\rho _j^{(i)}}`$ as $`zz_i`$. (If $`z_i=\mathrm{}`$, then $`(zz_j)^{\rho _j^{(i)}}`$ must be interpreted as $`z^{\rho _j^{(i)}}`$. Also, if the difference between any pair of exponents of a singular point is an integer, the solution corresponding to the smaller one may include a logarithmic factor.) This definition of characteristic exponents extends immediately to ordinary points. The $`n`$ exponents of any finite ordinary point $`zz_1,z_2,z_3`$ are $`0,1,\mathrm{},n1`$.

The Riemann P-symbol for such an ODE, or for its solution space, is

$$P\left\{\begin{array}{cccc}z_1& z_2& z_3& z\\ & & & \\ \rho _1^{(1)}& \rho _1^{(2)}& \rho _1^{(3)}& \\ \mathrm{}& \mathrm{}& \mathrm{}& \\ \rho _n^{(1)}& \rho _n^{(2)}& \rho _n^{(3)}& \end{array}\right\},$$
(A3)
where the order of exponents in each column is not significant. This tableau facilitates symbolic manipulation. For example, multiplying the general solution by $`(zz_0)^c`$ will add $`c`$ to the exponents of $`z=z_0`$ and $`c`$ to the exponents of $`z=\mathrm{}`$.

It is readily verified that the ODE (A2) has exponents $`0,1\beta _1,\mathrm{},1\beta _q`$ at $`z=0`$, exponents $`0,1,2,\mathrm{},q1,s`$ at $`z=1`$, and exponents $`\alpha _1,\mathrm{},\alpha _{q+1}`$ at $`z=\mathrm{}`$, where $`s\stackrel{\mathrm{def}}{=}\beta _i\alpha _i`$. (This seems not to be well known; it is only partially explained in ref. 21.) In an ad hoc notation, we write

$${}_{q+1}{}^{}F_{q}^{}\left(\begin{array}{c}\alpha _1,\mathrm{},\alpha _{q+1}\\ \beta _1,\mathrm{},\beta _q\end{array}\right|z)P\left\{\begin{array}{cccc}0\hfill & 1\hfill & \mathrm{}\hfill & z\hfill \\ & & & \\ \text{0}\hfill & 0\hfill & \alpha _1\hfill & \\ 1\beta _1\hfill & 1\hfill & \alpha _2\hfill & \\ \mathrm{}\hfill & \mathrm{}\hfill & \mathrm{}\hfill & \\ 1\beta _{q1}\hfill & q1\hfill & \alpha _q\hfill & \\ 1\beta _q\hfill & s\hfill & \alpha _{q+1}\hfill & \end{array}\right\},$$
(A4)
with the box indicating that $`{}_{q+1}{}^{}F_{q}^{}`$ belongs to the zero exponent at $`z=0`$. The sum of the $`3(q+1)`$ exponents equals $`\left(\genfrac{}{}{0pt}{}{q+1}{2}\right)`$, though this property is not specific to the hypergeometric ODE: it holds for any order-$`(q+1)`$ Fuchsian ODE on $`^1`$ with three singular points. So there are only $`3q+2`$ independent exponent parameters.

Any order-$`(q+1)`$ Fuchsian ODE on $`^1`$ with three singular points, or more accurately its solution space, is characterized by the $`3q+2`$ independent exponent parameters and $`\left(\genfrac{}{}{0pt}{}{q}{2}\right)`$ additional ‘accessory’ parameters, which together with the exponent parameters determine the global monodromy. (See Poole , sec. 20, for a normal form for the ODE from which the parameters may be extracted, with some effort.) The second-order (i.e., $`q=1`$) case is special in that there are no accessory parameters, and the solution space of the ODE is uniquely determined by its P-symbol. This is not the case when $`q2`$, i.e., when the ODE is of third or higher order.

If the $`q+1`$ exponents of one of the three singular points are $`0,1,\mathrm{},q1,s`$ for some $`s`$, up to an overall additive constant, we say the ODE is of hypergeometric type. Provided its $`\left(\genfrac{}{}{0pt}{}{q}{2}\right)`$ accessory parameters take suitable values, the solutions of any ODE of hypergeometric type can be expressed in terms of hypergeometric functions, since it can be transformed to the hypergeometric ODE by redefining its independent and dependent variables so as to move its singular points to $`0,1,\mathrm{}`$, and remove the additive constant.

## Acknowledgements

This work was partially supported by NSF grant PHY-0099484.


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# Stiffening of fluid membranes due to thermal undulations: density matrix renormalization group study

## I  Introduction

Amphiphilic molecules in water segregate spontaneously into flexible extended surfaces called fluid (lipid) membranes Lipowsky91 ; Peliti96 . The fluid membranes are free from both surface tension and shear modulus, and the elasticity is governed only by bending rigidity Canham70 ; Helfrich73 . The Hamiltonian is given by the following form,

$$H=𝑑A\left(\frac{\kappa }{2}J^2+\overline{\kappa }K\right).$$
(1)
The mean curvature $`J`$ is given by the summation of two principal curvatures $`J=c_1+c_2`$, whereas the Gaussian curvature $`K`$ is given by their product $`K=c_1c_2`$. The corresponding two moduli $`\kappa `$ and $`\overline{\kappa }`$ are called bending rigidity and Gaussian-curvature modulus, respectively. The integration $`𝑑A`$ extends over the whole membrane surface. Hereafter, we drop the Gaussian-modulus term ($`\overline{\kappa }=0`$), because this term is topologically invariant Lipowsky91 ; Peliti96 , and we restrict ourselves to a fixed topology (planar surface).

Contrary to its seemingly simple form, the Hamiltonian (1) brings about perplexing problems: As a matter of fact, under an actual representation with differential geometry (for instance, see Eq. (3) explained afterwards), it turns out that membrane’s undulations are subjected to complicated mutual scatterings. Therefore, it is expected that the effective bending rigidity for macroscopic length scales differs from the bare rigidity owing to the thermally activated undulations. Aiming to clarify this issue, a number of renormalization-group analyses have been reported so far Peliti85 ; Forster86 ; Kleinert86 . The results are summarized in the following renormalization-group equation,

$$\kappa ^{}=\kappa \alpha \frac{k_BT}{8\pi }\mathrm{log}M,$$
(2)
with renormalized bending rigidity $`\kappa ^{}`$, temperature $`T`$ and number of decimated molecules $`M`$. All literatures agree that the numerical prefactor in the above equation is $`\alpha =3`$. (More detailed account of historical overview would be found in Ref. Helfrich98 .) Because of $`\alpha >0`$, effective bending rigidity is reduced by thermally activated undulations. This conclusion might be convincing, because the membrane shape itself should be deformed by thermal undulations. As a matter of fact, it has been known that the orientational correlation is lost for long distances deGennes82 . It is quite natural to anticipate that membranes become floppy for those length scales exceeding this correlation length.

Recently, however, Pinnow and Helfrich Helfrich98 ; Pinnow00  obtained a remarkable conclusion $`\alpha =1(<0)`$. The key ingredient of their new argument is that they considered the role of measure factors for the partition sum. They insist that the local mean curvature $`J`$ should be the right statistical measure rather than other measures such as normal displacement $`h(x,y)`$ and local tilt angle $`\theta (x,y)`$. (The variable $`h(x,y)`$ denotes the normal displacement of membrane from a base (reference) plane. We will explain it in the next section.) After elaborated calculation of the variable replacement $`h(x,y)J(x,y)`$ and succeeding renormalization-group analysis, the authors reach the conclusion of $`\alpha =1`$.

In order to examine their remarkable scenario, we performed first-principle simulation for a fluid membrane. Our simulation method has an advantage in that we cover various integration measures in a unified way. In addition, our simulation does not rely on any perturbative treatments. Hence, it would be meaningful to complement the analytical perturbative treatment. We employed a scheme of transfer matrix, which is diagonalized by means of the density-matrix renormalization group White92 ; White93 ; Peschel99 ; Nishino95 . It is to be noted that recently, such elastic (bosonic) systems come under through investigation by means of diagonalization after the advent of density-matrix renormalization group Caron96 ; Zhang98 ; Nishiyama99 ; Nishiyama01a ; Nishiyama02 ; Nishiyama01b .

It has to be mentioned that the Monte-Carlo method has been utilized successfully in the studies of membranes and vesicles Lipowsky91 ; Peliti96 . For the Monte-Carlo method, however, tethered (polymerized) membrane rather than fluid membrane is more suited Kantor86 , because membrane is implemented in computer as an assembly of molecules and junctions bearing close resemblance to tethered membrane. However, Gompper and Kroll succeeded in simulating fluid membranes by Monte-Carlo method, allowing reconstructions of junctions during simulation (dynamical triangulation) Gompper00 . They succeeded in observing the variation of topological index with respect to the change of membrane concentration and temperature. In fairness, it has to be mentioned that their Monte-Carlo data indicate softening for lipid vesicles.

The rest of this paper is organized as follows. In the next section, we explain our transfer-matrix formalism for a fluid membrane. We also explicate the density-matrix renormalization group with which we diagonalized the transfer matrix. In Section III, we calculate the effective bending rigidity. For that purpose, we introduce a scheme of coarse-graining. Our data clearly support membrane stiffening under the choice of mean curvature $`J(x,y)`$ as a statistical measure. For other measures, on the contrary, we observed tendency toward softening. In the last section, we present summary and discussions.

## II  Transfer-matrix formalism and its diagonalization through density-matrix renormalization group

In this section, we present our numerical simulation technique. First, we explain our transfer-matrix formalism. Secondly, we introduce the density-matrix renormalization group with which we diagonalize the transfer matrix. Demonstration of the algorithm is also presented.

### II.1 Transfer-matrix formalism

In order to describe the shape of membranes, it is convenient to use the Monge gauge Chaikin95 . In this frame, membrane deformation is described by a normal displacement (deformation) $`h(x,y)`$ from a base (reference) plane parameterized by Cartesian coordinates $`(x,y)`$. In terms of this representation frame, the mean curvature $`J(x,y)`$ is given by,

$$J(x,y)=\frac{(_x^2h+_y^2h)(1+(_xh)^2+(_yh)^2)2_xh_yh_x_yh_x^2h(_xh)^2_y^2h(_yh)^2}{(1+(_xh)^2+(_yh)^2)^{3/2}},$$
(3)
explicitly. Similarly, the infinitesimal area $`dA`$ is given by,

$$dA=(1+(_xh)^2+(_yh)^2)^{1/2}dxdy.$$
(4)
Putting all together into the Hamiltonian (1), we obtain an explicit expression in term of the displacement field $`h(x,y)`$.

Now, we are led to a two-dimensional scalar-field theory $`h(x,y)`$. However, the theory is afflicted by very complicated interactions. The aim of this paper is to investigate the theory beyond perturbative level by means of an ab initio method: For that purpose, we put the theory on a square lattice with lattice constant $`a`$; see Fig. 1. Accordingly, the field variables $`\{h_{ij}\}`$ are now indexed by integer indices $`i`$ and $`j`$. Throughout this paper, we set the lattice constant as the unit of length $`a=1`$. In other words, we are considering a square-netted membrane which was brought into thorough discussion in Ref. Pinnow00 . Readers may find convincing arguments why $`J(x,y)`$ is a physically sensible statistical measure. In particular, the authors think of a polymer chain, whose natural statistical measure is the angles between adjacent links. Likewise, for a fluid membrane, they found that the curvatures are the right statistical measure, continuing the polymer into a new space dimension to build up a membrane.

Our theory has the translational invariance of $`h_{ij}h_{ij}+\mathrm{\Delta }h`$, and thus, the absolute value of $`h_{ij}`$ should be meaningless. Therefore, we introduce the link variable,

$$\stackrel{}{s}=a\stackrel{}{}h,$$
(5)
denoting the “step” at each link; see Fig. 1. Obviously, we are just performing the well-known duality transformation Villain75 , which is very successful in the study of random surfaces. Note that now, we arrive at a dual model with step variables $`\{\stackrel{}{s}_{ij}\}`$; see Fig. 1. For this dual model, the bending-energy cost exists at each plaquette, because it was originally a vertex possessing a curvature spanned by adjacent links. Hence, the statistical weight is associated at each plaquette;

$$\rho (s_1,s_2,s_3,s_4)=\mathrm{exp}\left(a^2\sqrt{1+\left(\frac{s_1+s_4}{2a}\right)^2+\left(\frac{s_2+s_4}{2a}\right)^2}\frac{\kappa }{2}J(s_1,s_2,s_3,s_4)^2\right),$$
(6)
with,

$$J(s_1,s_2,s_3,s_4)=\frac{(\frac{s_4s_1}{a^2}+\frac{s_2s_3}{a^2})\left(1+(\frac{s_1+s_4}{2a})^2+(\frac{s_2+s_4}{2a})^2\right)(\frac{s_1+s_4}{2a})^2\frac{s_4s_1}{a^2}(\frac{s_2+s_4}{2a})^2\frac{s_2s_3}{a^2}}{\left(1+(\frac{s_1+s_4}{2a})^2+(\frac{s_2+s_4}{2a})^2\right)^{1.5}}.$$
(7)
See also Fig. 1 for the notation of $`\{s_\alpha \}`$. We have set $`k_BT=1`$, because $`k_BT`$ can be absorbed into the bending rigidity $`\kappa `$. It is apparent from the construction of the dual theory that the step variables are not fully independent. In the notation of Fig. 1, there exists a restriction of $`s_1+s_2s_3s_4=0`$ for each open plaquette. Therefore, we introduce the following statistical weight for each of them;

$$\mathrm{\Delta }(s_1,s_2,s_3,s_4)=\delta _{s_1+s_2s_3s_4,0}.$$
(8)
As a consequence, we reach the lattice field theory with the statistical weights $`\rho `$ (7) and $`\mathrm{\Delta }`$ (8), which are arranged in the checker-board pattern. Likewise, the transfer matrix is constructed as a strip-like segment shown in Fig. 1. The transfer matrix is diagonalized by the density-matrix renormalization group. We will explain it in the next subsection.

In order to implement the above theory to computer simulation, we must carry out yet another simplification. Namely, we discretize the link variable as follows;

$$s_i=\delta _s(iN_s/20.5),$$
(9)
with $`i=1,\mathrm{},N_s`$. The unit of step $`\delta _s`$ is determined selfconsistently through the simulation;

$$\delta _s=R\sqrt{s_i^2},$$
(10)
where $`\mathrm{}`$ denotes the thermal average. We made several trials for the tuning parameters of $`N_s`$ and $`R`$; this discretization is the most influential factor concerning the reliability of our simulation. We will explore the reliability in the next subsection.

Our theory resembles the so-called solid-on-solid model, which exhibits Kosterlitz-Thouless critical phase. Note that in our model, there is no surface-tension term, and there exists the bending elasticity $`\kappa `$ instead. Therefore, our theory is not right at critical phase, but it is rather driven off from it. The renormalization-group flow is actually the central concern of the present paper, and it is explored in the next section.

In the above, we did not pay any attention to the measure factor for the partition sum. As is emphasized in Introduction, the measure factor should alter the underlying physics even qualitatively. As is apparent from the above formalism, particularly from Eq. (9), we accept uniform measure for the step variable; namely, we are accepting the normal displacement as the statistical measure. Following the idea advocated in Refs. Helfrich98 ; Pinnow00 , we will also consider the local mean curvature as for the statistical measure. The replacement of the integration variables is absorbed into the redefinition of the statistical weight. Namely, we made the replacement,

$$\rho (s_1,s_2,s_3,s_4)\rho (s_1,s_2,s_3,s_4)\sqrt{\underset{\alpha =1}{\overset{4}{}}\left|\frac{J(s_1,s_2,s_3,s_4)}{s_\alpha }\right|}.$$
(11)
The square root is intended to take geometrical mean, because each step variable $`s_\alpha `$ is sheared by an adjacent plaquette as well.

In addition, we consider the local tilt angle as for the measure; namely, we made the replacement,

$$\rho (s_1,s_2,s_3,s_4)\rho (s_1,s_2,s_3,s_4)\underset{\alpha =1}{\overset{4}{}}\left|\mathrm{cos}\mathrm{atan}\frac{s_\alpha }{a}\right|.$$
(12)
As a consequence, we have prepared three types of statistical weights, $`h`$ (7), $`J`$ (11) and $`\theta `$ (12), which are examined in the next section.

### II.2 Diagonalization of the transfer matrix with density-matrix renormalization group

In the previous section, we have set up the transfer matrix. In principle, one would extract various informations, if one could diagonalize the transfer matrix. However, in practice, the matrix size exceeds the limit of computer memory size. Such difficulty arises in common with such systems called soft matters, which exhibit, by nature, vast numbers of vibration modes. Therefore, the Monte-Carlo technique has been employed in order to simulate soft matters. However, after the advent of the density-matrix renormalization group White92 ; White93 ; Peschel99 , the difficulty was removed, and now, soft matters (elastic systems) have come under through investigations by means of the diagonalization method; the examples are lattice vibrations Caron96 ; Zhang98 , collection of oscillators as a heat bath Nishiyama99 , string meandering motions Nishiyama01a ; Nishiyama02 , and lattice scalar field theory Nishiyama01b . In essence, the technique allows us to discard “irrelevant states,” and hence, the number of states are truncated so as to save the computer-memory space.

Below, we will explain the density-matrix renormalization group. Our algorithm is standard, and pedagogical guide would be found in the proceeding Peschel99  as well. The transfer matrix is represented by a strip shown in Fig. 1. Our goal is to diagonalize the transfer matrix with sufficient length. We will show that this goal is achieved by the recursive application of the density-matrix renormalization group. The renormalization procedures are presented in Fig. 2, where two sets of renormalizations are shown. Through each renormalization, a “block” and the adjacent site are renormalized into a new “block;” and similarly, block$`{}_{}{}^{}`$ block<sup>′′</sup>. The crucial point is that the number of states for block is kept within $`m`$. Therefore, we can iterate the procedure until the strip becomes sufficiently long. Such truncation of block states within $`m`$ is managed in the following manner White92 ; White93 : One first constructs the density matrix $`\rho _{B+}`$ White92 ; White93 ; Peschel99 ; Nishino95  with respect to the part of system composed of the block and the adjacent site. Then, “relevant states” are extracted from the eigenstates $`\{u_\alpha \}`$ of the density matrix with relatively larger eigenvalues $`\{w_\alpha \}`$; the density-matrix eigenvalues $`\{w_\alpha \}`$ are called “weight.” Because the weight $`w_\alpha `$ becomes almost negligible for large $`\alpha `$, we just remain relevant $`m`$ states with dominant weight, and discard the other remaining states. In this manner, the block and the site are renormalized into a new block, whose states are represented by the truncated bases $`\{u_\alpha \}`$ with $`\alpha =1,\mathrm{},m`$.

Let us demonstrate the reliability. We will accept the local curvature as the statistical measure. In Fig. 3, we present the distribution of weight $`\{w_\alpha \}`$ after 40 renormalizations for bending rigidity $`\kappa =0.5`$. Simulation parameters are set to be $`m=13`$, $`N_s=9`$ and $`R=0.9`$; see Eq. (9) for details. We see that the weight vanishes very rapidly. In the simulation, we retain $`m=13`$ weighted states, and we attain the precision of $`10^5`$. In Fig. 4, we present the probability distribution of the step variable. Because we have bounded the range of step variable as in Eq. (9), we must check whether it covers the actual thermal fluctuation deviation. The range of step variables seems to cover the actual fluctuation deviation. hence, our treatment of Eq. (9) turns out to be justified. In all simulations presented hereafter, we had monitored such performance check carefully.

## III  Real-space decimation and effective bending rigidity: application of the density-matrix renormalization group

In this section, we study the effective bending rigidity of a fluid membrane. For that purpose, we introduce a scheme of real-space decimation Swendsen82 . Then, we apply the density-matrix renormalization group. All data are calculated after 40 renormalizations; namely, the length of the transfer matrix extends to $`L=80`$.

To avoid confusions, we will comment a few words: In this paper, the word “renormalization” is used in two different contexts. First, we employ the density-matrix renormalization group as a simulation technique. Secondly, we manage the real-space renormalization to get information of effective bending rigidity. The former terminology is named after the fact that we renormalize irrelevant states in order to save computer-memory size. The latter is aimed to gain the renormalization-group flow with length scale changed.

### III.1 Real-space decimation

Real-space decimation (coarse graining) was first introduced in the study of critical phenomena Kadanoff67 ; in particular, it was aimed to interpret the scaling hypothesis. Later on, the idea was extended to meet more practical purposes such as quantitative estimation of critical exponents and flow equations Ma76 . We follow Swendsen’s version of real-space decimation, which has been proven to be very successful Swendsen82 .

In Fig. 5, we have presented the real-space-decimation procedure. Note that two unit cells are renormalized into one enlarged unit cell. In other words, two molecules are renormalized into a new molecule, and hence, the parameter $`M`$ in Eq. (2) is $`M=2`$. Correspondingly, from microscopic step variables $`\{s_\alpha \}`$ and $`\{t_\alpha \}`$, we construct the coarse-grained step variables;

$`S_1`$ $`=`$ $`(s_1+t_1)/2`$
$`S_2`$ $`=`$ $`s_3/2+s_2`$
$`S_3`$ $`=`$ $`s_3/2+t_3`$
$`S_4`$ $`=`$ $`(s_4+t_4)/2.`$ (13)
For this coarse-grained length scale, the curvature is given by,

$$\stackrel{~}{J}=\frac{(\frac{S_4S_1}{(1.5a)^2}+\frac{S_2S_3}{(1.5a)^2})\left(1+(\frac{S_1+S_4}{3a})^2+(\frac{S_2+S_4}{3a})^2\right)(\frac{S_1+S_4}{3a})^2\frac{S_4S_1}{(1.5a)^2}(\frac{S_2+S_4}{3a})^2\frac{S_2S_3}{(1.5a)^2}}{\left(1+(\frac{S_1+S_4}{3a})^2+(\frac{S_2+S_4}{3a})^2\right)^{1.5}}.$$
(14)
After that coarse-graining, one must redefine the unit of length accordingly; namely,

$`a`$ $``$ $`a/\sqrt{2}`$
$`h_{ij}`$ $``$ $`h_{ij}/\sqrt{2}.`$ (15)
The coarse-grained membrane may be described by the Hamiltonian $`H=𝑑A\kappa ^{}\stackrel{~}{J}^2/2`$ with renormalized bending rigidity $`\kappa ^{}`$. As is well known, the transformation coefficient $`\kappa ^{}/\kappa `$ contains much information on the infrared behavior of effective coupling constant Swendsen82 . Anticipated behaviors of $`\kappa `$-$`\kappa ^{}`$ are drawn schematically in Fig. 6. From the figure, we see that for $`\kappa ^{}/\kappa >1`$, the membrane is stiffened in the infrared limit, whereas for $`\kappa ^{}/\kappa >1`$, the membrane is softened. The transformation coefficient $`\kappa ^{}/\kappa `$ is given by the chain relation Swendsen82 ,

$$\frac{\stackrel{~}{J}^2dA}{\kappa }=\frac{\kappa ^{}}{\kappa }\frac{\stackrel{~}{J}^2dA}{\kappa ^{}}.$$
(16)
Here, $`dA`$ denotes the area of the membrane segment shown in Fig. 5. Remaining task is to perform the above numerical derivatives. Numerical differentiations are possible, because our data are free from statistical errors. That is a great advantage of our algorithm over others such as Monte Carlo. We adopted the “Richardson’s deferred approach to the limit” algorithm in the text book NRF . In this algorithm, one takes an extrapolation after calculating various finite-difference differentiations. We monitored the relative error, and checked that the error is kept within $`10^3`$.

### III.2  Membrane stiffening in the case of local-curvature measure

Following the idea of Refs. Helfrich98 ; Pinnow00 , we will accept the local curvature $`J(x,y)`$ as for the statistical measure. This is achieved by adopting the statistical weight (11) in the construction of transfer matrix. In Fig. 7, we plotted the transformation coefficient $`\kappa ^{}/\kappa `$ (16) for the bare coupling $`0.17<\kappa <4`$. In obtaining the data, we have made a number of trials for the simulation parameters of $`m`$ (number of block states), $`N_s`$ and $`R`$ (range of step variables); see Eq. (9) for details. Such technical informations are also presented in the figure caption. Thereby, we confirm that good convergence is achieved with respect to the tuning parameters.

From Fig. 7, we see that the inequality $`\kappa ^{}/\kappa >1`$ holds. Referring to the anticipated behavior depicted in Fig. 6, we found that the membrane is stiffened effectively for macroscopic length scales. As a matter of fact, for other integration measures, the inequality $`\kappa ^{}/\kappa >1`$ is not satisfied as would be shown in the next subsection. Our simulation result is the first ab initio support of the analytical argument by Pinnow and Helfrich Helfrich98 ; Pinnow00 .

In the figure, for small rigidity $`\kappa <1`$, where thermal undulations should be enhanced, we observe notable enhancement of the transformation coefficient $`\kappa ^{}/\kappa `$. Hence, it is indicated that this stiffening is driven, quite contrary to our naive expectation, by thermal undulations. This rather counterintuitive result suggests that the “hat excitation” Helfrich98 , which is a sort of solitonic excitation, would be created over the membrane surface: The hat excitation is a solitonic object accompanying localized dimple-like deformation. In Ref. Helfrich98 , the author claimed that the hat excitations give rise to, unlike conventional sinusoidal undulations, the membrane stiffening. It would be astonishing that for such small rigidity $`\kappa <0.5`$, where the membrane should be crumpled considerably, the concept of hat excitation is still applicable. This fact may tell that the hat excitation is indeed solitonic in the sense that the hat excitations are stable under collisions, and the thermal undulations can be decomposed into individually propagating hat excitations.

It is to be noted that such pronounced enhancement of $`\kappa ^{}/\kappa `$ for small $`\kappa `$ is not captured by the analytical one-loop renormalization-group treatment (2), because it just yields $`\kappa ^{}/\kappa =1`$ for over all $`{}_{}{}^{}\kappa `$. (It might be convincing, because analytical perturbative treatment should be justified for sufficiently rigid membranes.) This is obviously the advantage of our first-principle simulation. For exceedingly small rigidity $`\kappa <0.17`$, however, the membrane becomes too much crumpled, and we cannot continue reliable simulation. (From a technical viewpoint, the density-matrix weight exhibits almost uniform distribution, and we cannot set any reasonable threshold for the truncation of states.)

On the other hand, for large-rigidity side $`\kappa >1`$, we see that the transformation coefficient approach the neutral value $`\kappa ^{}/\kappa 1`$. Note that the analytical one-loop renormalization-group analysis (2) yields $`\kappa ^{}/\kappa =1`$. Hence, we see that for sufficiently large $`\kappa `$, the analytical result (2) is recovered asymptotically.

### III.3  Membrane softening under the statistical measures of $`h(x,y)`$ and $`\theta (x,y)`$

For other integration measures such as normal displacement $`h(x,y)`$ (7) and tilt angle $`\theta (x,y)`$ (12), we found behaviors quite contrastive to that shown in the previous subsection. In Fig. 8, we plotted transformation coefficient $`\kappa ^{}/\kappa `$ for the normal-displacement integration measure (7). (Note that this integration measure has been widely used so far in the analytical calculations except Refs. Helfrich98 ; Pinnow00 .) From the figure, we see definitely that $`\kappa ^{}/\kappa <1`$ holds. Hence, in this case, the membrane is softened effectively for macroscopic length scales; see the schematic behavior shown in Fig. 6. In addition, it is to be noted that for small rigidity $`\kappa <1`$, the transformation coefficient $`\kappa ^{}/\kappa `$ is suppressed, and it approaches the neutral value $`\kappa ^{}/\kappa =1`$ as the membrane rigidity $`\kappa `$ increases. This fact tells that the softening is driven by the thermal undulations. Note that the effect of thermal undulations appears in a way quite opposite to the aforementioned $`J(x,y)`$ statistical measure.

In the case of tilt-angle statistical measure (12), the transformation coefficient exhibits similar behavior $`\kappa ^{}/\kappa <1`$; see Fig. 9. However, $`\kappa ^{}/\kappa `$ is much closer to the neutral value $`\kappa ^{}/\kappa 1`$, suggesting that the extent of softening is smaller than that of the normal-displacement integration measure. In other words, the membrane shape would stay almost scale-invariant under the choice of tilt angle as for the statistical measure.

In the calculations presented in this subsection (particularly, for the $`h(x,y)`$ measure), the simulations suffered from instabilities coming from unbounded undulations due to the membrane softening. More specifically, during the simulation, membrane becomes crumpled spontaneously, and the membrane shape is trapped to a certain metastable configuration. Such pathology may arise, because there are exceedingly numerous thermally activated configurations of almost equal statistical weight. Diagonalization of transfer matrix thus fails in searching true globally-stable thermal equilibrium. Moreover, the postulation of Eq. (9) would not be fully justified, where we had assumed that the range of step variable is bounded. As the simulation parameters of $`m`$ and $`N_s`$ are improved, those instabilities are avoided to some extent. In a sense, those instabilities reflect the fact that the membrane is softened indeed, and the shape fluctuations are enhanced for long distances. From the above experience, we are led to the speculation that the Monge gauge would not be very justified for the description of fluid membranes in the case of softening, at least, beyond perturbative level.

## IV  Summary and discussions

We have investigated the effective bending rigidity (2) of a fluid membrane (1) for macroscopic length scales. The effective rigidity has been arousing renewed interest, since Pinnow and Helfrich pointed out that the membranes would be stiffened by thermal undulations. The key ingredient of their argument is that the local curvature should be the right statistical measure for the partition sum. Motivated by this remarkable scenario, we had performed first-principle simulation with the transfer-matrix method and the density-matrix renormalization group; see Figs. 1 and 2. Our simulation scheme does not rely on any perturbative treatments, and it covers various statistical measures such as local curvature (11), normal displacement (7) and tilt angle (12). Because analytical variable replacements among those variables require rather tedious task even on perturbative level, it would be meaningful to survey various measure factors systematically by ab initio simulation. Performance of the simulation scheme is demonstrated in Figs. 3 and 4.

We introduced a scheme of real-space decimation as is shown in Fig. 5, and correspondingly, we defined coarse-grained curvature $`\stackrel{~}{J}`$ (14). Those preparations enable us to calculate the transformation coefficient $`\kappa ^{}/\kappa `$ (16), from which we read off the direction of renormalization group flow; its anticipated behaviors are drawn schematically in Fig. 6. As a consequence, in respect of statistical measures, we observed clear distinction between the mean curvature $`\kappa ^{}/\kappa >1`$ and the others $`\kappa ^{}/\kappa <1`$. Namely, when we accept mean curvature as a statistical measure, the effective rigidity is, in fact, renormalized toward strong coupling; see Fig. 7. That is, membrane stiffening takes place. On the contrary, both normal displacement and tilt angle appear to lead to membrane softening; see Figs. 8 and 9. Our simulation results are the first ab initio support of the aforementioned analytical argument Helfrich98 .

The membrane stiffening, apart from its mere curiousness, is quite favorable for the consistency of our numerical simulation: In our simulation, in the first place, we had restricted the range of step variables as in Eq. (16). Apparently, this postulation is in favor of membrane stiffening. In addition, we had discarded irrelevant states through the density-matrix renormalization group in order to keep the number of states tractable in computers. Again, this truncation of states is validated consequently after the onset of membrane stiffening. Furthermore, we believe that the very starting point of our theory, namely, the Monge gauge, is in favor of membrane stiffening, because it is assumed that there exists a reference plane from which all undulations are excited. Membrane stiffening may serve solid grounds for the Monge gauge.

For those reasons, we could perform well-controlled simulation in the case of membrane stiffening. On the contrary, as for the case of membrane softening, our simulation faces a number of conflicts coming from unbounded undulations as the strip length of transfer matrix is enlarged; see Section III.3 for details. Because such pronounced undulations deprive the grounds of the reference plane, it would be rather suspicious to adopt the Monge gauge at least beyond perturbative level. By the way, we are fairly confident of the efficiency of our simulation in the case of membrane stiffening, and we believe that the membrane stiffening may serve a new promising research field for the application of the density-matrix renormalization group.

The following problems remain open: First, In the article Helfrich98 , the author raised an intriguing picture of deformation mode called “hat excitation.” This is a sort of soliton which is in contrast to the naive sinusoidal undulation. With the hat-excitation picture, the author gave valuable physical insights. First-principle examination of the reality of this hat excitation would be desirable. Secondly, irrespective of the membrane stiffening, the correlation length is known to be finite, and the orientational correlation is lost for long distances deGennes82 . In Ref. Helfrich98 , it is speculated that those two modes, namely, orientation and curvature, would be decoupled. A deeper understanding of the above points would establish the justification that the local curvature is the right statistical measure.

###### Acknowledgements.

This work is supported by Grant-in-Aid for Young Scientists (No. 13740240) from Monbusho, Japan.