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# Dynamics and geometric properties of the k-Trigonometric model

## I Introduction

In the last few years there has been an intensive study deb\_nature ; land\_angell ; land\_sastry ; land\_buc ; land\_sastry2 ; land\_keyes ; sorin  concerning the connection between the slow dynamics of complex systems and the extrema of the potential energy surface (PES), defined through the potential energy function $`V(q)`$, following the seminal work of Stillinger and Weber stillinger .

Two ways of studying the dynamics of supercooled liquids and glasses that are based on the analysis of the PES have been of particular importance in the recent past. The first one concerns the analysis of the properties (energy location, number, curvature,..) of the minima of the PES that are visited by the system during its evolution at fixed temperature. Assigning to each minimum its zero-temperature basin of attraction, one obtains a partition of the phase space allowing to define a configurational entropy for the supercooled and the out-of-equilibrium glassy regime fs\_entropy . The properties of the minima of the PES have also been connected to several features of supercooled liquids and glasses. We can mention their relation to the fragility of the glass former land\_sastry2 , the diffusion processes in supercooled liquids land\_keyes ; fabr ; la\_98 ; donati , and the effective fluctuation-dissipation temperature FDTgen ; Cukupe ; cugliandolo2  in the out-of-equilibrium glassy phase fs\_aging . This method is closely related to Edwards’ proposal Edwards  to describe the main properties of granular matter with a flat measure over blocked configurations that correspond to the minima of the PES. Note that granular matter is an effectively zero-temperature system for which the study of the energy landscape if fully justified.

The second approach, which corresponds to the study of the instantaneous normal modes, is based on the study of the eigenvalues of the Hessian at the instantaneous configurations along the trajectory (in configurational space) that the system follows during its dynamical evolution keyes\_inm ; keyes\_vari . This approach allowed one to relate the diffusion process to the local curvature of the landscape.

More recently a third approach has been proposed noi\_sad ; cav\_sad  and applied sad\_1 ; doye ; sad\_3 ; grig ; sadBLJ ; parisi\_boson  to study the slow dynamics in supercooled liquids. Within this approach, the saddles of the potential energy surface play a central role. It has been found numerically that the order of the saddles (number of negative eigenvalues of the Hessian matrix) visited during the equilibrium dynamics at temperature $`T`$ extrapolates to zero when $`T`$ reaches the dynamic transition temperature $`T_{MCT}`$ (or mode-coupling temperature mct ).

The role of the stationary points of the PES (saddles and minima) has been also pointed out in a different context. Indeed, studies aiming to clarifying the microscopic origin of phase transitions suggest that the presence and order of such transitions is related to changes in the topology of the manifold of the PES sampled by the system when crossing the (thermodynamic) critical point pettini&co ; noieulero . This has been observed by counting the number and the order of the stationary points of $`V(q)`$ and building up the Euler characteristic of the manifold. The latter is a genuine topological property of the energy surface defined by $`V(q)=`$constant, and, in particular, it does not depend on the statistical measure defined on it (i.e., on temperature).

Disordered mean-field spin models have been proposed to mimic the behaviour of super-cooled liquids and glasses. Their statics and dynamics, as well as the properties of their free-energy and energy landscapes, are amenable to analytical studies cugliandolo2 . The main features mentioned in the previous paragraphs are realized by these models where, at finite temperature, the geometry of the free-energy landscape replaces the PES. In particular, the importance of saddles in the free-energy landscape for the evolution of these systems has been elucidated in the past and a comparison between the roles played by free-energy and energy landscapes has also been discussed in this and more general contexts Kula ; Bimo .

If one wishes to relate the equilibrium dynamics of a complex system to the properties of the saddles of its PES, an unambiguous definition of saddle visited during the equilibrium dynamics is mandatory. Until now, two different definitions have been used: 1) In the numerical simulations of simple models – but still too hard to study analytically – such as Lennard-Jones systems, a partitioning of the configuration space in basins of attraction of saddles is obtained via an appropriate function $`W`$ (usually $`W=|V|^2`$) that has a local minimum on each stationary point of $`V`$, and the saddles are then obtained via a minimization of $`W`$ starting from an equilibrium configuration obtained from a molecular dynamics simulation at temperature $`T`$. 2) In the analytic computations applied to disordered mean-field spin models one looks to the saddles that are closest, with respect to some distance in the configuration space, to a reference configuration extracted from the Gibbs distribution at temperature $`T`$ cav2 . Unfortunately, until now the two methods have been applied to different models so the comparison between them is still qualitative.

In this paper we study a very simple mean-field model without disorder, the $`k`$ Trigonometric Model ($`k`$TM), for which one can calculate analytically all the relevant quantities that have been previously studied numerically for more realistic models. In spite of its simplicity, the thermodynamic behavior of this model is quite rich, and its PES shows some of the features that have been observed in the PES of Lennard-Jones systems noi\_sad ; cav\_sad ; sad\_1 ; doye ; sad\_3 ; grig ; sadBLJ . Unfortunately, the model is too simple to show an interesting dynamics. The dynamical behaviour is closely related to the thermodynamics and, due to the absence of frustration or disorder, no dynamical arrest is observed. Still, on the one hand we have been able to check analytically the validity of some ideas that had been proposed in the literature and, on the other hand, to elaborate a method for the minimization of $`W=|V|^2`$ that will be of use for a larger class of mean-field models including the disordered ones. This method allowed us to compare analytically the two definitions of closest saddles to equilibrium configurations, and to show that they coincide in our model.

The paper is organized as follows: in section II we introduce the model and present its main features. Then we analyze its static properties: in section III we discuss its thermodynamical behavior, in section IV we study the topological properties of the PES and relate them to the results of section III. In sections V and VI we present a detailed study of the dynamical behavior of the model. Then, in section VII we discuss the definition of the closest saddles to equilibrium configurations, their properties and their relation with the dynamics of the system. Many of the calculations require the introduction of a formalism that may not be familiar to all the readers and is not really necessary to follow the relevant part of the presentation; they are then presented in detail in the appendices.

## II The model

The $`k`$-Trigonometric Model ($`k`$TM) has been introduced in noieulero  with the aim to study the relation between phase transitions and topological properties of the PES. The model is defined by the Hamiltonian

$$H=\frac{\mathrm{\Delta }}{N^{k1}}\underset{i_1,\mathrm{},i_k}{}[1\mathrm{cos}(\phi _{i_1}+\mathrm{}+\phi _{i_k})]=N\mathrm{\Delta }(1\mathrm{}z^k),$$
(1)
having introduced the “magnetization”

$$z=\frac{1}{N}\underset{i}{}e^{i\phi _i}=\xi e^{i\psi }.$$
(2)
Here $`\phi _i`$$``$$`[0,2\pi )`$, $`i`$$`=`$$`1,\mathrm{},N`$, are angular variables and $`\mathrm{\Delta }`$ is the energy scale. It is easy to see that the model is not invariant under continuous transformations of $`\phi _i`$ but only under the discrete group $`C_{kv}`$ generated by

$$\begin{array}{cc}& \phi _i\phi _i+\frac{2\pi }{k},\hfill \\ & \phi _i\phi _i.\hfill \end{array}$$
(3)
If one interprets the variable $`\phi _i`$ as the angle between a two-dimensional unitary vector and a fixed axis, the trasformations in Eq. (3) are rotations by an angle $`2\pi /k`$ of the vector and the reflection with respect to the fixed axis. In the low temperature phase this symmetry is broken, and a spontaneous magnetization is generated in a direction $`\psi _n=2\pi n/k`$. We will often choose $`\psi =0`$ without loss of generality, in order to keep unbroken the symmetry $`\phi _i\phi _i`$ nota1 .
The system is subject to a dynamics generated by a Langevin equation ZJ :

$$\gamma \dot{\phi _i}=\frac{H}{\phi _i}+\eta _i,$$
(4)
where $`\gamma /\mathrm{\Delta }`$ is the time scale and $`\eta _i`$ is a Gaussian noise with

$$\begin{array}{cc}& \eta _i(t)=0,\hfill \\ & \eta _i(t)\eta _j(t^{})=2T\gamma \delta _{ij}\delta (tt^{}).\hfill \end{array}$$
(5)
We will consider averages of a generic observable $`A(\{\phi \})`$ over the noise distribution, and we choose random initial data (that corresponds to a quench from infinite temperature). Eventually, we will consider the $`t`$$``$$`\mathrm{}`$ limit, in which the system equilibrates and is described by the Gibbs ensemble at temperature $`T`$.

## III Thermodynamics

The termodynamics of mean field models is exactly solved neglecting the correlations between different degrees of freedom and obtaining an effective Hamiltonian that contains a parameter to be determined self-consistently. For example, in the fully connected Ising model, with Hamiltonian $`H=(2N)^1_{ij}s_is_j`$, the substitution reads $`s_is_js_is_j+s_is_js_is_j`$. Defining $`m=s_i`$, one obtains the effective Hamiltonian $`(s)=ms+c(m)`$ for a single degree of freedom $`s`$ ($`c(m)`$ is an irrelevant constant that depends only on $`m`$). The self-consistency equation is finally obtained calculating $`m=s`$ on this effective Hamiltonian. In fact, one can show that this procedure is equivalent to the evaluation of the free energy at the saddle point in the $`N\mathrm{}`$ limit.

The generalization of this procedure to the $`k`$TM is obtained substituting in Eq. (1) the expression:

$$e^{i\phi _{i_1}}\mathrm{}e^{i\phi _{i_k}}ke^{i\phi _{i_1}}e^{i\phi _{i_2}}\mathrm{}e^{i\phi _{i_k}}(k1)e^{i\phi _{i_1}}\mathrm{}e^{i\phi _{i_k}}.$$
(6)
and introducing the mean (complex) “magnetization” $`\zeta =e^{i\phi }`$, that has to be determined self-consistently on the mean field effective Hamiltonian $``$. As we always chose $`\psi =0`$, $`\zeta `$ is real and the effective Hamiltonian reads:

$$=\mathrm{\Delta }[1+(k1)\zeta ^kk\zeta ^{k1}\mathrm{cos}\phi ].$$
(7)
The self consistency equation for $`\zeta `$ turns out to be:

$$\zeta =\mathrm{cos}\phi _{}=\frac{I_1(\beta \mathrm{\Delta }k\zeta ^{k1})}{I_0(\beta \mathrm{\Delta }k\zeta ^{k1})},$$
(8)
where $`\beta =1/T`$, $`I_0(\alpha )=(2\pi )^1_0^{2\pi }𝑑\phi e^{\alpha \mathrm{cos}\phi }`$ and $`I_1(\alpha )=I_0^{^{}}(\alpha )`$ are the modified Bessel functions of order 0 and 1 respectively. For each $`\beta `$ the Eq. (8) gives the thermodynamic value of the mean magnetization $`\zeta (T)`$. The value $`\zeta =0`$ always solves Eq. (8), but is a stable solution only at low $`\beta `$ (high temperature).

As $`\beta `$ is increased other solutions may appear, and one has to consider the one that minimizes the free energy as the stable one, while the other solutions can be either unstable or metastable. In Fig. 1 we report the function $`\zeta (T)`$ for $`k=1,2,3`$. For $`k=1`$ the curve is smooth, no phase transition occurs and the magnetization approaches zero at high temperature. For $`k=2`$ a second order phase transition takes place at $`T_c=\mathrm{\Delta }`$, separating a high temperature paramagnetic phase, where only the solution $`\zeta =0`$ exists, and a low temperature ordered phase, where $`\zeta =0`$ becomes a maximum of the free energy separating two minima with $`\zeta 0`$ corresponding to $`\psi =0`$ and $`\psi =\pi `$. From this symmetry structure one sees that for $`k=2`$ the model is in the universality class of the Ising model; the (scalar) order parameter is the real part of the magnetization, while the imaginary part is never different from zero. The critical exponents are then the classical mean-field exponents of the Ising model; in particular we have $`\zeta |TT_c|^{1/2}`$ close to $`T_c`$ and, if a perturbation $`\delta =h\mathrm{cos}\phi `$ is added, $`\zeta h^{1/3}`$ at $`T=T_c`$. For $`k=3`$ (and also for $`k>3`$, not reported in the figure) the system undergoes a first order phase transition. At high $`T`$ only the paramagnetic solution $`\zeta =0`$ exists, but on lowering $`T`$ two other solutions appear at $`T=T_c`$: the magnetic one with $`\zeta >0`$ and degeneration $`k`$ (i.e. $`k`$ different possible values of $`\psi `$) and the one corresponding to the maximum of the free energy separating the magnetic and paramagnetic solutions. The magnetic minimum becomes stable at $`T=T_0<T_c`$. In Fig. 1, for the $`k=3`$ case, we report the evolution of the two minima as a function of temperature. The second minimum appears at $`T_c=0.72`$ (white dot in the figure) and the transition temperature $`T_0=0.63`$ is indicated by a dotted vertical line. In Fig. 2 the temperature dependence of the potential energy $`e==\mathrm{\Delta }(1\zeta ^k)`$ (full lines in the figures) is shown for $`k=1,2,3`$. The first order phase transition also manifests itself in a discontinuity of the potential energy as a function of temperature.

## IV Topological properties of the energy surface

In this section we will study the properties of the stationary points (saddles) of the Potential Energy Surface (PES) of the system, defined by the Hamiltonian (1). We will now focus only on the topological properties of the saddles, while in section VII we will study the properties of the saddles sampled by the system equilibrated at temperature $`T`$. We will now follow the derivation in noieulero , while in appendix A we present a different derivation that will be useful in the following. The stationary points $`\overline{\phi }`$ are defined by the condition $`dH(\overline{\phi })`$$`=`$$`0`$, and their order $`\nu `$ is defined as the number of negative eigenvalues of the Hessian matrix $`\text{H}_{ij}(\overline{\phi })`$$`=`$$`(^2H/\phi _i\phi _j)|_{\overline{\phi }}`$. To determine the location of the stationary points we have to solve the system

$$\frac{H}{\phi _j}=\mathrm{\Delta }k\mathrm{}[iz^{k1}e^{i\phi _j}]=\mathrm{\Delta }k\xi ^{k1}\mathrm{sin}[(k1)\psi +\phi _j]=0,j,$$
(9)
where we have used the definition $`z`$$``$$`\xi e^{i\psi }`$ given in Eq. (2). A first group of solutions arises for $`\xi =0`$; from Eq. (1) we have $`H(\phi )`$$`=`$$`N\mathrm{\Delta }[1\xi ^k\mathrm{cos}(k\psi )]`$, and then the stationary points with $`\xi (\overline{\phi })`$=0 are all located at the energy $`e`$=$`H(\overline{\phi })/N`$=$`\mathrm{\Delta }`$. We will now restrict ourselves to the region $`e\mathrm{\Delta }`$ because, as we will see at the end, the quantities in which we are interested are singular when $`e=\mathrm{\Delta }`$. The presence of this singularity seems to be related, as we discussed elsewhere noieulero , to the presence (and the order) of a phase transition. For $`e\mathrm{\Delta }`$, Eq. (9) becomes

$$\mathrm{sin}[(k1)\psi +\phi _j]=0,j,$$
(10)
and its solutions are

$$\overline{\phi }_j^𝐦=[m_j\pi (k1)\psi ]_{\text{mod}2\pi },$$
(11)
where $`m_j`$$``$$`\{0,1\}`$ and $`𝐦\{m_j\}`$. Therefore, beside the different possible values of $`\psi `$, each stationary point $`\overline{\phi }^𝐦`$ is characterized by the set $`𝐦`$. To determine the unknown constant $`\psi `$ we have to substitute Eq. (11) in the self-consistency equation

$$z=\xi e^{i\psi }=N^1_je^{i\phi _j}=N^1e^{i\psi (k1)}_j(1)^{m_j}.$$
(12)
If we introduce the quantity $`n(\overline{\phi })`$ defined by

$$n=N^1_jm_j,12n=N^1_j(1)^{m_j},$$
(13)
and we have from Eq. (12)

$`\xi =|12n|,`$ (14)
$`\psi _l=\{\begin{array}{cc}2l\pi /k\text{ for }n<1/2,\hfill & \\ (2l+1)\pi /k\text{ for }n>1/2,\hfill & \end{array}`$ (15)
where $`l`$$``$. Then the choice of the set $`𝐦`$ is not sufficient to specify the set $`\{\phi _j\}`$ because the constant $`\psi `$ can assume some different values. This fact is connected with the symmetry structure of the potential energy surface (the different values of $`\psi _l`$ generate the multiplets of stationary points). We have then obtained that all the stationary points of energy $`e`$$``$$`\mathrm{\Delta }`$ have the form

$$\overline{\phi }_j^{𝐦,l}=[m_j\pi (k1)\psi _l]_{\text{mod}2\pi }.$$
(16)
The Hessian matrix is given by

$$\text{H}_{ij}=\mathrm{\Delta }k\mathrm{}[N^1(k1)z^{k2}e^{i(\phi _i+\phi _j)}+\delta _{ij}z^{k1}e^{i\phi _i)}].$$
(17)
In the thermodynamic limit it becomes diagonal

$$\text{H}_{ij}=\delta _{ij}\mathrm{\Delta }k\xi ^{k1}\mathrm{cos}\left(\psi (k1)+\phi _i\right).$$
(18)
One cannot a priori neglect the contribution of the off-diagonal terms to the eigenvalues of H, but we have numerically checked that their contribution changes the sign of at most one eigenvalue out of $`N`$. Neglecting the off-diagonal contributions, the eigenvalues $`\lambda _j`$ of the Hessian calculated at the stationary point $`\overline{\phi }`$ are obtained substituting Eq. (16) in Eq. (18):

$$\lambda _j=(1)^{m_j}\mathrm{\Delta }k\xi ^{k1},$$
(19)
so the stationary point order $`\nu (\overline{\phi })`$, defined as the number of negative eigenvalues of the Hessian matrix, is simply the number of $`m_j`$=1 in the set $`𝐦`$ associated with $`\overline{\phi }`$; we can identify the quantity $`n(\overline{\phi })`$ given by Eq. (13) with the fractional order $`\nu (\overline{\phi })/N`$ of $`\overline{\phi }`$. Then, from Eqs. (1), (14) and (15) we get a relation between the fractional order $`n(\overline{\phi })`$ and the potential energy $`e(\overline{\phi })`$$`=`$$`H(\overline{\phi })/N`$ at each stationary point $`\overline{\phi }`$. It reads:

$$n(e)=\frac{1}{2}\left[1\text{sgn}\left(1\frac{e}{\mathrm{\Delta }}\right)\left|1\frac{e}{\mathrm{\Delta }}\right|^{1/k}\right],$$
(20)
Moreover, the number of stationary points of given order $`\nu `$ is simply the number of ways in which one can choose $`\nu `$ times 1 among the $`\{m_j\}`$, see Eq. (16), multiplied by a constant $`C_k`$ that does not depend on $`N`$ and takes into account the degeneracy introduced by Eq. (15). Therefore: $`i)`$ the fractional order $`n`$$`=`$$`\nu /N`$ of the stationary points is a well defined monotonic function of their potential energy $`e`$, given by Eq. (20), and $`ii)`$ the number of stationary points of a given order $`\nu `$ is $`C_k\left(\genfrac{}{}{0pt}{}{N}{\nu }\right)`$. We can define the quantity

$$\sigma (e)=\underset{N\mathrm{}}{lim}\frac{1}{N}\mathrm{log}\left(\genfrac{}{}{0pt}{}{N}{Nn(e)}\right)=n(e)\mathrm{log}n(e)(1n(e))\mathrm{log}(1n(e)),$$
(21)
that represents the “configurational entropy” of the saddles. In noieulero  we have shown that this quantity is related to the Euler characteristic of the manifolds $`M_e=\{\phi |H(\phi )Ne\}`$ and that its singular behavior around the point $`e=\mathrm{\Delta }`$ is related to both the presence and the order of the phase transitions that occur for $`k2`$. In Fig. 3 the quantity $`\sigma (e)`$ and $`n(e)`$ are reported for $`k=1,2,3`$ for all values of $`e\mathrm{\Delta }`$: one can see that the presence of a phase transition for $`k`$$``$$`2`$ is signaled by a singularity in the first derivative of $`\sigma (e)`$. The order of the transition seems to be related to the sign of the second derivative of $`\sigma (e)`$ around the transition point, that is negative for second order phase transitions and positive for first order ones.

## V Single-particle dynamics

The single-particle dynamics can be studied by means of observables of the form

$$A(\{\phi \})=\frac{1}{N}\underset{i}{}𝒜(\phi _i).$$
(22)
Some interesting quantities are, for example, the diffusion constant $`D(T)`$, defined as

$$D(T)=\underset{t\mathrm{}}{lim}\frac{1}{2Nt}\underset{i}{}|\phi _i(t)\phi _i(0)|^2,$$
(23)
(where obviously the angular variables have to be considered as variables defined on the whole real axis without introducing the periodic condition $`\phi _i+2\pi =\phi _i`$) and the self correlation function, defined as

$$F(t,t^{})=\frac{1}{N}\underset{i}{}\left[e^{i[\phi _i(t)\phi _i(t^{})]}e^{i\phi _i(t)}e^{i\phi _i(t^{})}\right].$$
(24)
To study the single-particle dynamics, we introduce an effective dynamical system for a single degree of freedom $`\phi `$, defined by

$$\{\begin{array}{cc}(\phi ,t)=\mathrm{\Delta }\mathrm{}[k\zeta (t)^{k1}e^{i\phi }],\hfill & \\ \gamma \dot{\phi }(t)=\frac{}{\phi }(\phi (t),t)+\eta (t),\hfill & \\ \zeta (t)=e^{i\phi (t)},\hfill & \end{array}$$
(25)
where again $`\eta `$ is a $`\delta `$-correlated Gaussian noise with variance $`2\gamma T`$ and the averages are calculated on its distribution. Note that the derivative of the effective Hamiltonian $`(\phi ,t)`$ is performed with respect to $`\phi `$ at fixed time $`t`$ (the time-dependence of $``$ is encoded in $`\zeta (t)`$). The last equation is, as in the static case, a self-consistency equation. In appendix B we show that the averages of observables of the type (22) on the dynamics defined by Eq. (4) can be calculated using this effective single-variable dynamical system:

$$A(\{\phi \})=𝒜(\phi )_{}.$$
(26)
We will consider the limit $`t\mathrm{}`$ in which the system is in equilibrium, and $`\zeta `$ does not depend on $`t`$ and is equal to its equilibrium value $`\zeta (\beta )`$ given by Eq. (8). In this limit the correlation function (24) depends only on the time difference, $`F(t,t^{})=F(tt^{})`$, and the dynamical system (25) reduces to

$$\gamma \dot{\phi }(t)+k\mathrm{\Delta }\zeta (\beta )^{k1}\mathrm{sin}\phi (t)=\eta (t).$$
(27)
If $`\zeta 0`$, we can define the reduced variables $`\stackrel{~}{t}\frac{k\mathrm{\Delta }\zeta ^{k1}}{\gamma }t`$ and $`\stackrel{~}{\eta }(\stackrel{~}{t})\frac{1}{k\mathrm{\Delta }\zeta ^{k1}}\eta (t)`$, and Eq. (27) can be rewritten as

$$\frac{d\phi }{d\stackrel{~}{t}}+\mathrm{sin}\phi (\stackrel{~}{t})=\stackrel{~}{\eta }(\stackrel{~}{t}),$$
(28)
with $`\stackrel{~}{\eta }(\stackrel{~}{t})\stackrel{~}{\eta }(0)=\frac{2T}{k\mathrm{\Delta }\zeta ^{k1}}\delta (\stackrel{~}{t})2\stackrel{~}{T}\delta (\stackrel{~}{t})`$. The $`k`$ dependence is then encoded in $`\stackrel{~}{t}`$ and $`\stackrel{~}{T}.`$

### V.1 The diffusion constant

The analytical expression for the diffusion constant of Eq. (28) is found for example in Risken  and is given by:

$$\stackrel{~}{D}(\stackrel{~}{T})=\underset{\stackrel{~}{t}\mathrm{}}{lim}\frac{1}{2\stackrel{~}{t}}|\phi (\stackrel{~}{t})\phi (0)|^2=\frac{\stackrel{~}{T}}{I_0(\stackrel{~}{T}^1)^2}.$$
(29)
Then, from the definition of $`D`$ given by Eq. (23) and from Eq. (26) one gets

$$D(T)=\frac{k\mathrm{\Delta }\zeta ^{k1}}{\gamma }\stackrel{~}{D}(T)=\frac{T}{\gamma }I_0(k\beta \mathrm{\Delta }\zeta (T)^{k1})^2.$$
(30)
In Fig. 4 we report $`D`$ as a function of temperature $`T`$ in a semilogarithmic scale. At low temperature Eq. (30) predicts an Arrhenius behavior:

$$D(T\mathrm{\Delta })\frac{2\pi \mathrm{\Delta }ke^{k1}}{\gamma }e^{\beta 2\mathrm{\Delta }k}.$$
(31)
In the high temperature paramagnetic phase one has $`\zeta 0`$ so that Eq. (28) reduces to a free Brownian motion and the diffusion constant is simply given by $`D=T/\gamma `$ nota2 . It is worth to note that for $`k=1`$ the paramagnetic phase does not exist and $`D=T/\gamma `$ is only the asymptotic limit of Eq. (30) for $`T\mathrm{}`$.

### V.2 The self correlation function

As we already discussed, the model is not rotationally invariant, and when the $`C_{kv}`$ symmetry is broken a spontaneous magnetization appears, which phase can be an integer multiple of $`2\pi /k`$. We will choose the phase to be zero in order not to break the $`\phi _i\phi _i`$ symmetry. In this situation it is expected that even and odd functions of $`\phi `$ have different behavior. Therefore, it is convenient to separate the contributions in $`F(t)`$ given by the real and imaginary part of $`e^{i\phi _i}`$. Using the relations $`\mathrm{cos}(\phi _i(t))\mathrm{sin}(\phi _i(0)=0`$ and $`\mathrm{sin}(\phi _i(t))=0`$, due to the unbroken symmetry $`\phi _i\phi _i`$, we can define from Eq. (24) (setting $`t^{}=0`$ because of the time translation invariance):

$$\begin{array}{cc}& F(t)=F_c(t)+F_s(t),\hfill \\ & F_c(t)=\frac{1}{N}\underset{i}{}\left[\mathrm{cos}\phi _i(t)\mathrm{cos}\phi _i(0)\mathrm{cos}\phi _i(t)\mathrm{cos}\phi _i(0)\right],\hfill \\ & F_s(t)=\frac{1}{N}\underset{i}{}\mathrm{sin}\phi _i(t)\mathrm{sin}\phi _i(0).\hfill \end{array}$$
(32)
As previously discussed, see appendix B or Eq. (26), the above correlations are equal to the ones calculated using the effective dynamical system (25); at equilibrium they are given by

$$F(t)=(t)e^{i[\phi (t)\phi (0)]}_{}e^{i\phi (t)}_{}e^{i\phi (0)}_{}$$
(33)
We will use for $`(t)`$ the same notation used for $`F(t)`$, see Eqs. (32).

#### V.2.1 The reduced system

To compute the correlation functions, it is useful to use again the reduced variables and Eq. (28). Unfortunately, we have not been able to derive an analytic expression for the correlations in the whole $`\stackrel{~}{T}`$ range, but only in the high and low temperature limits. In these limits the correlation functions turns out to be exponentials:

$$\begin{array}{cc}\hfill _c(\stackrel{~}{t})& =\mathrm{cos}\phi (\stackrel{~}{t})\mathrm{cos}\phi (0)\mathrm{cos}\phi ^2=A_c\mathrm{exp}\left[\frac{\stackrel{~}{t}}{\stackrel{~}{\tau }_c}\right],\hfill \\ \hfill _s(\stackrel{~}{t})& =\mathrm{sin}\phi (\stackrel{~}{t})\mathrm{sin}\phi (0)=A_s\mathrm{exp}\left[\frac{\stackrel{~}{t}}{\stackrel{~}{\tau }_s}\right].\hfill \end{array}$$
(34)
It is important to note that the amplitudes of these correlations (which are equal to the ones of the original system as the variables $`\phi `$ are not rescaled) are analytically computable at each temperature and are given by

$$\begin{array}{cc}\hfill A_c& =\mathrm{cos}^2\phi \mathrm{cos}\phi ^2=1\stackrel{~}{T}\zeta (\stackrel{~}{T})\zeta (\stackrel{~}{T})^2,\hfill \\ \hfill A_s& =\mathrm{sin}^2\phi =\stackrel{~}{T}\zeta (\stackrel{~}{T}).\hfill \end{array}$$
(35)
where $`\zeta (\stackrel{~}{T})`$ is the magnetization expressed as a function of $`\stackrel{~}{T}`$ and determined self-consistently by Eq. (8). The relaxation times are related to the real ones by $`\tau _{c,s}=\frac{\gamma }{k\mathrm{\Delta }\zeta ^{k1}}\stackrel{~}{\tau }_{c,s}`$. The limits in which Eq. (34) are analytically obtained are:

* High $`\stackrel{~}{T}`$ limit: if $`\stackrel{~}{T}\mathrm{}`$ one can neglect in Eq. (27) the term proportional to $`\mathrm{sin}\phi `$. In this case the dynamics is close to a free Brownian motion and the correlation functions are exponentials with $`\stackrel{~}{\tau }_c\stackrel{~}{\tau }_s1/\stackrel{~}{T}`$ and $`A_sA_c1/2`$.
* Low $`\stackrel{~}{T}`$ limit: the low temperature limit is obtained by considering $`\phi (\stackrel{~}{t})\pi /2`$ and i) by expanding $`\mathrm{sin}\phi \phi `$ in Eq. (28) and ii) by approximating $`_s(\stackrel{~}{t})\phi (\stackrel{~}{t})\phi (0)`$ and $`_c(\stackrel{~}{t})\frac{1}{4}[\phi ^2(\stackrel{~}{t})\phi ^2(0)\phi ^2^2]`$. In the approximation i) the equation of motion (28) is easily solved, the correlation functions are exponentials and one obtains

$$\begin{array}{cc}\hfill A_c& =\frac{\stackrel{~}{T}^2}{2},\stackrel{~}{\tau }_c=\frac{1}{2},\hfill \\ \hfill A_s& =\stackrel{~}{T},\stackrel{~}{\tau }_s=1.\hfill \end{array}$$
(36)
The expressions for the amplitudes are consistent with Eq. (35) observing that in this limit $`\zeta 1\frac{\stackrel{~}{T}}{2}\frac{\stackrel{~}{T}^2}{8}`$.

The complete $`\stackrel{~}{T}`$ dependence is obtained by solving Eq. (28) numerically: the numerical solution has been performed using i) the true dynamical system (defined through Eq. (1) and (4)), and ii) the effective one defined by Eq. (28). In both cases the reduced variables ($`\stackrel{~}{t}`$ and $`\stackrel{~}{\eta }`$) have been used. The integration of the true dynamical system allowed to derive numerically the self and the collective correlation functions (in each case for both the $`\mathrm{sin}\phi `$ and $`\mathrm{cos}\phi `$ variables). The self correlation functions, that for check have been compared to those obtained trought the integration of the effective dynamical systems, were fitted to an exponential decay to derive the parameters $`A_c`$, $`A_s`$, $`\tau _c`$ and $`\tau _s`$. The simulated systems is composed of $`N=1000`$ degrees of freedom (in the case of the effective dynamical systems, the $`N`$ independent degrees of freedom have been used to collect statistical average over the initial conditions). The equation of motion have been integrated by a simple constant stepsize ($`d\stackrel{~}{t}=0.001`$) Runge-Kutta method, and the RAND nota\_sim  fortran routine has been used to generate the gaussian noise $`\stackrel{~}{\eta }`$. At each temperature we performed an equilibration of $`510^6`$ integration steps followed by $`510^6`$ steps of data collection. The time history of the variables $`\phi `$ have been stored and a multi-step circular buffer scheme has been employed to calculate the appropriate correlation functions. We found that for any $`\stackrel{~}{T}`$ the correlations are well (but not exactly) described by Eq. (34); in Fig. 5 we report some correlations calculated numerically for intermediate $`\stackrel{~}{T}`$ values, together with an exponential fit. The relaxation times obtained numerically are reported in Fig. 6.

They have been fitted for simplicity with a polinomial function:

$$\stackrel{~}{\tau }(\stackrel{~}{T})=\frac{\stackrel{~}{\tau }(0)(1+P_1\stackrel{~}{T})+P_3\stackrel{~}{T}^2}{1+P_1\stackrel{~}{T}+P_2\stackrel{~}{T}^2+P_3\stackrel{~}{T}^3},$$
(37)
where $`\stackrel{~}{\tau }(0)`$ is given by Eq. (36). The previous expression reproduces the correct high and low $`\stackrel{~}{T}`$ limits. The values of the parameters $`P_i`$ are:

$$\begin{array}{cc}& \stackrel{~}{\tau }_c:P_1=0P_2=0.90P_3=6.28\hfill \\ & \stackrel{~}{\tau }_s:P_1=1P_2=1.66P_3=6.28\hfill \end{array}$$
(38)
The relaxation times obtained by the numerical calculations are reported in Fig. 6 together with the corresponding fit and the high and low temperature expansions. Having an (exact) expression for the amplitudes (Eq. (35)) and another one for the relaxation times (Eq. (37), extrapolated from numerical data) we can discuss the behavior of the correlation functions for any value of $`k`$ by substituting in these expressions $`\stackrel{~}{T}=\frac{T}{k\mathrm{\Delta }\zeta ^{k1}}`$.

#### V.2.2 $`k=1`$

For $`k=1`$ we have $`T=\mathrm{\Delta }\stackrel{~}{T}`$ and $`\tau _{c,s}=\frac{\gamma }{\mathrm{\Delta }}\stackrel{~}{\tau }_{c,s}`$, so that the behavior of the relaxation times is obviously the same as in Fig. 6. The amplitudes, that we do not report, are analytic functions of the temperature.

#### V.2.3 $`k=2`$

As reported before, for $`k=2`$ a second order phase transition takes place at $`T_c=\mathrm{\Delta }`$. The parameters $`A`$ and $`\tau `$ for this case are reported in Fig. 7. We have that $`\stackrel{~}{T}\mathrm{}`$ by approaching the phase transition from the magnetic phase, so $`A_{c,s}\frac{1}{2}`$ and $`\tau _{c,s}\gamma /T_c=\gamma /\mathrm{\Delta }`$ at the transition. In the paramagnetic phase one has $`\zeta 0`$, so that Eq. (27) reduces to a free Browian motion; then $`A_c=A_s=1/2`$ and $`\tau _c=\tau _s=\gamma /T`$ exactly for all temperatures above $`T_c`$. We obtain then that $`A`$ and $`\tau `$ are continuous functions of temperature but their derivatives have a discontinuity at $`T_c`$.

#### V.2.4 $`k3`$

For $`k3`$ a first order phase transition takes place. The parameters $`A`$ and $`\tau `$ are reported in Fig. 8. In this case $`\stackrel{~}{T}`$ does not diverge approaching the transition temperature, while the behavior in the high temperature paramagnetic phase is the same as for $`k=2`$. Then, obviously, $`A`$ and $`\tau `$ are discontinuous at the transition.

## VI Collective dynamics

To study the collective behavior of the system we introduce the correlation function of the magnetization $`z`$. It is defined by

$$G(t,t^{})=\frac{1}{N}\underset{ij}{}\left[e^{i[\phi _i(t)\phi _j(t^{})]}e^{i\phi _i(t)}e^{i\phi _j(t^{})}\right]=N\left[z(t)z^{}(t^{})z(t)z^{}(t^{})\right].$$
(39)
Again, with the aim to obtain simple exponential behavior of the correlation functions, it is convenient to separate the contributions coming from the real and immaginary part of the magnetization, defining

$$\begin{array}{cc}& G_c(t,t^{})=\frac{1}{N}\underset{ij}{}\left[\mathrm{cos}\phi _i(t)\mathrm{cos}\phi _j(t^{})\mathrm{cos}\phi _i(t)\mathrm{cos}\phi _j(t^{})\right],\hfill \\ & G_s(t,t^{})=\frac{1}{N}\underset{ij}{}\mathrm{sin}\phi _i(t)\mathrm{sin}\phi _j(t^{}).\hfill \end{array}$$
(40)
These correlations are related to the Gaussian correction around the thermodynamic limit, i.e. the leading correction in $`1/N`$ for $`N\mathrm{}`$. In appendix C we derive a general expression (Eq. (120)) that relates $`G(t)`$ to the self correlation function $`F(t)`$ defined in the previous section. Using this expression and assuming that i) the magnetization is always real and ii) $`F_{c,s}(t)`$ are given by Eq. (34), $`G_{c,s}(t)`$ turn out to be also exponentials and are given by:

$$G_c(t)=Z_cA_c\mathrm{exp}\left[\frac{t}{Z_c\tau _c}\right],G_s(t)=Z_sA_s\mathrm{exp}\left[\frac{t}{Z_s\tau _s}\right],$$
(41)
where

$$Z_c=\frac{1}{1\beta \mathrm{\Delta }k(k1)\zeta (\beta )^{k2}A_c},Z_s=\frac{1}{1+\beta \mathrm{\Delta }k(k1)\zeta (\beta )^{k2}A_s}.$$
(42)
As expected in absence of interactions, for $`k=1`$ we have $`Z_c=Z_s=1`$, so that $`G(t)=F(t)`$ at all temperatures.
In order to treat the $`k2`$ case we define

$$G_{c,s}(t)=A_{c,s}^G\mathrm{exp}\left[\frac{t}{\tau _{c,s}^G}\right],$$
(43)
with

$$A_{c,s}^G=Z_{c,s}A_{c,s},\tau _{c,s}^G=Z_{c,s}\tau _{c,s}.$$
(44)
From the analytic expression for $`A_{c,s}`$, given by Eq. (35), we get an analytic expression for the constants $`Z_{c,s}`$. Exact expression for the parameters $`A_{c,s}^G`$, that are connected by the fluctuation-dissipation theorem to the susceptibilities of the magnetization, can then be derived. The relaxation times of $`G(t)`$ are obtained from the one of $`F(t)`$, that we studied in the previous section, using Eq. (37). Then, their expression is not exact but derives from the numerical data on the reduced system that we defined in the previous section. To emphasize this, in Fig. 9 and 10 we report as a full line the exact expressions and with a dashed line the expressions derived using the numerical solution of the reduced system and Eq. (44).

### VI.1 $`k=2`$

The parameters $`A^G`$ and $`\tau ^G`$ given by Eq. (44) for $`k=2`$ are reported in Fig. 9. From the symmetry structure of the model, we know that it can acquire a spontaneous magnetization in the directions $`\psi =0`$ and $`\psi =\pi `$, but not in the orthogonal direction. Then we expect a divergence in the amplitude and in the relaxation time of $`G_c(t)`$ but not in the same parameters of $`G_s(t)`$. In the high temperature paramagnetic phase we have $`A_c=A_s=1/2`$ and $`\tau _c=\tau _s=\gamma /T`$ (see the discussion of the $`k=2`$ case in the previous section); then $`Z_c=1/(1\beta \mathrm{\Delta })`$ and $`Z_s=1/(1+\beta \mathrm{\Delta })`$. From these expressions and Eq. (44) we get an expression for $`A^G`$ and $`\tau ^G`$ in the paramagnetic phase (full lines in Fig. 9). It is easy to see that close to $`T_c`$ one has $`A_c^G|TT_c|^1`$ and $`\tau _c^G|TT_c|^1`$. The same behavior is obtained approaching the transition temperature from below, as one can easily check remembering that for $`TT_c^{}`$ one has $`\stackrel{~}{T}\mathrm{}`$, $`A_{c,s}1/2`$, $`\tau _{c,s}\gamma /T`$. We obtain again the classical mean field critical exponents for the universality class of our model. In the low temperature phase, as previously discussed, the expression for the relaxation times in not exact, and is reported as a dashed line in Fig. 9.

### VI.2 $`k3`$

The parameters $`A^G`$ and $`\tau ^G`$ given by Eq. (44) for $`k=3`$ are reported in Fig. 10. As previously shown, for $`k3`$ the model undergoes a first order transition at $`T_0`$. The low temperature phase is metastable up to a certain temperature $`T_c`$ (see Fig. 1) where it disappears, while the high temperature phase is metastable down to $`T=0`$. In the high temperature phase we have, as in the $`k=2`$ case, $`A_c=A_s=1/2`$ and $`\tau _c=\tau _s=\gamma /T`$. But for $`k3`$ we have $`Z_c=Z_s=1`$, so that $`G(t)=F(t)`$. We note that $`A_{c,s}^G`$ does not diverge in this phase, and the same happens to $`\tau _{c,s}^G`$ that diverge only for $`T0`$. In the low temperature phase it is easy to see (substituting Eq. (35) in Eq. (42)) that $`Z_s=1/k`$; this happens for all $`k`$ if $`\zeta 0`$. Then, $`A_s^G`$ and $`\tau _s^G`$ are simply proportional to $`A_s`$ and $`\tau _s`$ respectively, and do not show any anomaly. The behavior of $`Z_c`$ is more interesting: using its definition given in Eq. (42), Eq. (8) and Eq. (35), one can show that $`Z_c\mathrm{}`$ when $`TT_c^{}`$. Thus, $`A_c^G`$ and $`\tau _c^G`$ diverge in the metastable region of the paramagnetic phase approaching the temperature at which the paramagnetic phase itself disappears. Again, the expression for $`\tau ^G`$ is obtained using Eq. (37), and is reported as a dashed line in Fig. 10.

## VII Closest saddles to equilibrium configurations

The important role that stationary points (saddles) of the Potential Energy Surface (PES) plays in the dynamics of various systems has been clarified recently noi\_sad ; cav\_sad ; sad\_1 ; doye ; sad\_3 ; grig ; sadBLJ ; parisi\_boson ; cav2 . From previous works it seems that, in order to describe the equilibrium dynamics at a given temperature $`T`$, it is sufficient to know the properties of some of them, that have often been called “closest saddles to the equilibrium configurations at temperature $`T`$parisi\_boson2 . To locate these particular stationary points, two main strategies have been adopted: 1) defining in a proper way a “distance” in phase space and, given an equilibrium configuration, looking at the stationary point that has minimum distance from this configuration; 2) partitioning the phase space in “basins of attraction” of stationary points via an appropriate function that has a local minimum on each stationary point. While the first approach has been exploited analytically on some disordered spin models cav2 , the second one has been extensively used in numerical simulations of simple model liquids noi\_sad ; cav\_sad ; sad\_1 ; doye ; sad\_3 ; grig ; sadBLJ .
The problem with definition 2) is that one has to define a function $`W`$ such that each stationary point of $`H`$ is a local minimum of $`W`$ and each local minimum of $`W`$ is a stationary point of $`H`$. Otherwise, while looking for the closest saddle starting from a reference configuration one can remain trapped in some local minimum of $`W`$ that is not a stationary point of $`H`$. It has been shown in doye  that this possibility effectively arises in the majority of the cases if one chooses, as usual in simple liquids, $`W=|H|^2`$.
To compare the two methods avoiding the difficulties of the numerical computations, we tried to find some models in which the minimization of a function $`W`$ with the desired property could be analytically performed. In the $`k`$-trigonometric model this function can correctly be chosen as $`W=|H|^2`$, as one can check directly: in fact, all the minima of $`W`$ correspond to stationary points of $`H`$. In this section we present a general method for the minimization of $`W=|H|^2`$, that can be probably extended to treat a large class of mean field systems without quenched disorder. We apply this technique to our model and we show that definitions 1) and 2) give in this case exactly the same result. Note that the idea on which the method is constructed can be used also with $`W`$ functions different from the one chosen here, even if the practical calculation might be difficult depending on the particular form chosen for $`W`$. Future work will be devoted to apply our method, if possible, to disordered systems like the $`p`$ spin disordered model studied in cav2 .

### VII.1 Definition of the relevant quantities

In section IV we studied the properties of the stationary points of the PES that are independent from the statistical measure that describes the system at temperature $`T`$ (i.e. they are independent of temperature). From this study we were able to find a relation between the energy of a saddle and its order and to compute the number of saddles, $`\mathrm{exp}N\sigma (e)`$, located at a given energy $`e`$. Now we want to calculate the energy of the “closest saddles to equilibrium configurations at temperature $`T`$”. The procedure used to calculate this quantity is the same used numerically in noi\_sad ; cav\_sad : we consider an initial configuration extracted from the Gibbs distribution at temperature $`T`$, and we perform a minimization of

$$W=|H|^2=\frac{N\mathrm{\Delta }^2k^2}{2}\left[(zz^{})^{k1}\mathrm{}(z^{2k2}z_2)\right],z_2=\frac{1}{N}\underset{i}{}e^{2i\phi _i}.$$
(45)
that leads to the “closest saddle to the initial configuration”. Finally, we average over the equilibrium distribution of initial data.
The minimization of $`W`$ is performed using the dynamical system

$$\gamma \dot{\phi }_i=\frac{W}{\phi _i},$$
(46)
that is completely analogous to (4) with $`H`$$``$$`W`$ and $`T`$$`=`$$`0`$. We want to calculate the energy of the configurations in the limit of infinite time starting from a Gibbs ensemble, i.e.

$$e_s(T)=\frac{1}{N}\underset{t\mathrm{}}{lim}H(t)_W.$$
(47)
From this quantity, we obtain the order of the saddles as a function of temperature using Eq. (20) and the “configurational entropy” of the saddles that is given by $`\sigma (T)=\sigma (e_s(T))`$.

### VII.2 Effective dynamical system

Using the same argument presented in appendix B for the real dynamics, it is possible to show that the dynamical system (46) is equivalent to the single-particle one given by

$$\{\begin{array}{cc}𝒲(\phi ,t)=\mathrm{\Delta }^2k^2(k1)\mathrm{}\{[\zeta ^{}(t)(\zeta (t)\zeta ^{}(t))^{k2}\zeta _2(t)\zeta (t)^{2k3}]e^{i\phi }\}\frac{1}{2}\mathrm{\Delta }^2k^2\mathrm{}\{\zeta (t)^{2k2}e^{2i\phi }\},\hfill & \\ \gamma \dot{\phi }(t)=\frac{𝒲}{\phi }(\phi (t),t),\hfill & \\ \zeta (t)=e^{i\phi (t)},\hfill & \\ \zeta _2(t)=e^{2i\phi (t)}.\hfill & \end{array}$$
(48)
The derivation is sketched in appendix D. In this case we will calculate the averages over the distribution of initial data setting the noise to zero. As the system is mean field, the correlations between different degrees of freedom vanish in the thermodynamic limit and the Gibbs distribution can be written in the form

$$P(\{\phi \})=\underset{i}{}𝒫(\phi _i)=\underset{i}{}\frac{e^{\beta (\phi _i)}}{𝒵_i}=\underset{i}{}\frac{e^{\beta \mathrm{\Delta }k\mathrm{}[\zeta (\beta )^{k1}e^{i\phi _i}]}}{𝒵_i},$$
(49)
where $`\zeta (\beta )=\zeta (t=0)`$ is as usual the equilibrium average magnetization. The problem is then reduced to the calculation of

$$e_s(T)=\underset{t\mathrm{}}{lim}(\phi )_𝒲,$$
(50)
using the dynamical system (48) and averaging over the distribution (49) of initial data.

### VII.3 Calculation of the energy of the closest saddles

Again we assume that the system is not magnetized or that the mean magnetization has zero phase. So, we assume that $`\zeta (t)`$ and $`\zeta _2(t)`$ are real functions of time. In this case the system (48) becomes

$$\{\begin{array}{cc}𝒲(\phi ,t)=\mathrm{\Delta }^2k^2\zeta (t)^{2k3}[(k1)(1\zeta _2(t))\mathrm{cos}\phi \frac{1}{2}\zeta (t)\mathrm{cos}2\phi ]\hfill & \\ \gamma \dot{\phi }(t)=\frac{𝒲}{\phi }(\phi (t),t)\hfill & \\ \zeta (t)=\mathrm{cos}\phi (t)\hfill & \\ \zeta _2(t)=\mathrm{cos}2\phi (t)\hfill & \end{array}$$
(51)
We want now to show that the first term in $`𝒲`$ can be neglected, at least in some limits. For $`k=1`$ the first term disappears and one simply has $`𝒲=\frac{\mathrm{\Delta }^2}{2}\mathrm{cos}2\phi `$. For $`k2`$, in the paramagnetic phase one has $`\zeta (0)=\zeta _2(0)=0`$, then $`𝒲=0`$ and the closest saddle is the starting configuration itself. In the low temperature phase we know that at the initial time $`1\zeta _2(0)=2\mathrm{sin}^2\phi =\frac{2T}{k\mathrm{\Delta }\zeta (0)^{k2}}`$. Then we can neglect the first term with respect to the second one (at $`t=0`$) if

$$(k1)\frac{2T}{k\mathrm{\Delta }\zeta (0)^{k2}}4\frac{1}{2}\zeta (0)\frac{T}{\mathrm{\Delta }}\frac{k1}{k}\zeta (0)^{k1},$$
(52)
where the $`4`$ in the right side comes from the fact that the derivative of the second term is proportional to $`2\mathrm{sin}2\phi 4\phi `$ while the derivative of the first term is proportional to $`\mathrm{sin}\phi \phi `$. This condition is clearly satisfied for low enough temperature because $`\zeta (T=0)=1`$. It is easy to check (see Fig. 1) that for $`k=3`$ the inequality is satisfied up to the transition temperature $`T_0`$. Obviously for $`k=2`$ it cannot be satisfied close to $`T_c`$ where $`\zeta 0`$.
If one can neglect the first term at $`t=0`$, it can be neglected at all subsequent times, because during the minimization of $`𝒲`$ both $`\zeta (t)`$ and $`\zeta _2(t)`$ increase, and $`\zeta _21`$ rapidly. To give an argument, let us neglect again the first term in $`𝒲`$; then the minima of the pseudopotential are such that $`\mathrm{cos}2\phi =1`$, so that increasing time $`\zeta _2(t)`$ will move toward 1 that is its infinite time limit. $`\zeta `$ will increase due to the fact that the final energy is lower than the initial one, as we will show below. Surprisingly, while we expect all these approximations to work only at low enough temperature, they give the correct result in the whole temperature range, as we checked numerically.
In the approximations discussed before, the system (51) becomes of the form:

$$\{\begin{array}{cc}\dot{\phi }=𝒲=\mathrm{\Delta }^2k^2\zeta (t)^{2k2}\mathrm{sin}2\phi ,\hfill & \\ \zeta (t)=\mathrm{cos}\phi (t),\hfill & \end{array}$$
(53)
We are interested in the infinite time solutions of Eq. (53), $`\phi (t\mathrm{}|\phi _0)`$, as a function of the initial conditions $`\phi _0\phi (t=0)`$. Without explicitly solving Eq. (53), we observe that the sign of $`𝒲`$ at fixed $`\phi `$ does not change during time, due to the fact that the time dependent factor in Eq. (53) is always positive. This implies that the specific time dependence of $`\zeta `$ does not affect the final point $`\phi (t\mathrm{}|\phi _0)`$ reached from a given initial condition, rather it controls the rapidity of approaching this final point. It it easy to see that the solutions are:

$$\phi (t\mathrm{}|\phi _0)=\{\begin{array}{cc}0\hfill & \text{ if }\phi _0(\frac{\pi }{2},\frac{3\pi }{2})\text{ },\hfill \\ & \\ \pi \hfill & \text{ if }\phi _0(\frac{\pi }{2},\frac{3\pi }{2})\text{ }.\hfill \end{array}$$
(54)
The solution $`\phi =0`$ is a minimum of $`𝒲`$ corresponding to a minimum of the effective potential energy (Eq. (7)), while the solution $`\phi =\pi `$ is a minimum of $`𝒲`$ that corresponds to a maximum of the effective potential. The energy $`e_s`$ of the saddle is then obtained as $`e_s(T)=\mathrm{\Delta }(1\zeta (\mathrm{})^k)`$, where $`\zeta (\mathrm{})`$ is the average of $`\mathrm{cos}\phi (t\mathrm{}|\phi _0)`$ over the distribution (49) of initial data:

$$\zeta (\mathrm{})=_0^{2\pi }𝑑\phi _0𝒫(\phi _0)\mathrm{cos}\phi (t\mathrm{}|\phi _0)=_0^{2\pi }𝑑\phi _0𝒫(\phi _0)\text{sgn}(\mathrm{cos}\phi _0)=\frac{L_0(\beta \mathrm{\Delta }k\zeta ^{k1})}{I_0(\beta \mathrm{\Delta }k\zeta ^{k1})},$$
(55)
where we have introduced the modified Struve function of order $`0`$: $`L_0(\alpha )=2\pi ^1_0^{\pi /2}𝑑\phi \mathrm{sinh}(\alpha \mathrm{cos}\phi )`$. In Fig. 2 the saddle energies $`e_s`$ (dashed lines) are reported as a function of temperature for $`k=1,2,3`$: qualitatively $`e_s`$ reproduces the shape of the potential energy $`e`$, and it is always below $`e`$, but coincides with $`e`$ in the paramagnetic region for $`k2`$, as previously discussed.

The map $`e_s`$ vs. $`e`$ is shown in Fig. 11, where one observes that, when the parameter $`k`$ increases, the energy difference between instantaneous configurations and saddles becomes more and more pronounced. From Eq. (20) we obtain the saddle order $`n`$ as a function of temperature:

$$n(T)=\frac{1}{2}\left[1\frac{L_0(\beta \mathrm{\Delta }k\zeta ^{k1})}{I_0(\beta \mathrm{\Delta }k\zeta ^{k1})}\right].$$
(56)
This function is reported in Fig. 12 for $`k=1,2,3`$. At low temperature (high $`\beta `$) Eq. (56) is approximated by

$$n(\beta 1)\sqrt{\frac{2e^{k1}}{\pi k\beta \mathrm{\Delta }}}e^{\beta \mathrm{\Delta }k},$$
(57)
which corresponds to an Arrhenius behavior. We have shown in noidinamica  that the behavior of $`n(T)`$ is related to that of the diffusion constant $`D(T)`$, as previously found numerically in simple model liquids noi\_sad , and that the energy barrier appearing in the Arrhenius low temperature expansion of $`D(T)`$ is exactly the energy difference between saddles of order $`1`$ and the underlying minima.

### VII.4 Distance of the closest saddle to the reference configuration

In this section we show that the two possible definitions of “closest saddles to equilibrium configurations” that we discussed above are coincide in our model. To this end, we apply the method introduced in cav2  to our model. We compute the quantity

$$\sigma (T;e_s,d)=\frac{1}{N}𝑑\phi _i\frac{e^{\beta H(\phi )}}{Z(T)}\mathrm{log}𝑑\psi _i\delta (H(\psi )Ne_s)\delta (_iH(\psi ))det\text{H}(\psi )\delta \left(dd(\phi ,\psi )\right),$$
(58)
where $`\text{H}_{ij}=_i_jH`$ is the Hessian matrix and $`d(\phi ,\psi )`$ is some distance function between the two configurations $`\phi _i`$ and $`\psi _i`$. The argument of the logarithm is the number of stationary points of energy $`e_s`$ and distance $`d`$ from the reference configuration $`\phi `$ (see appendix A or Ref. cav2  for a detailed discussion). Then the logarithm of this number (divided by $`N`$) is averaged over the equilibrium distribution at temperature $`T`$ of the reference configuration.
Using this quantity we can provide a definition of “closest saddles to equilibrium configurations” cav2 : in fact, let the temperature be fixed (and neglect the explicit dependence on it of all the quantities) and consider $`\sigma (e_s,d)`$ as a function of $`d`$ at fixed $`e_s`$. This is the number of saddles of energy $`e_s`$ and average distance $`d`$ from the typical configurations at temperature $`T`$. We expect that for too small distances this quantity will be zero, because there will be no saddles of energy $`e_s`$ at too small distance from the equilibrium configurations. So we can define $`\overline{d}(e_s)`$ as the value of $`d`$ at which $`\sigma (e_s,d)`$ goes to zero: $`\sigma (e_s,\overline{d}(e_s))0`$. Then $`\overline{d}(e_s)`$ is the minimum distance at which one can find saddles of energy $`e_s`$. Now we can minimize $`\overline{d}(e_s)`$ with respect to $`e_s`$: the value $`\overline{e}_s`$ of $`e_s`$ such that $`\overline{d}(e_s)`$ is minimum will be the energy of the closest saddles to the equilibrium configurations, while $`\overline{d}(\overline{e}_s)`$ will be the average distance from these saddles and the equilibrium configuration themselves.

In our model the distance function can be defined as

$$d^2(\phi ,\psi )=1q(\phi ,\psi )=1\frac{1}{N}\underset{i}{}\mathrm{cos}(\phi _i\psi _i).$$
(59)
In fact $`\mathrm{cos}(\phi _i\psi _i)`$ can be interpreted as the scalar product of the unitary spins represented by the angles $`\phi _i`$ and $`\psi _i`$, so that $`q(\phi ,\psi )`$ is the overlap between the two configurations. The calculations are reported in appendix E; the result is that the energy of the saddles is given by the same expression derived in the previous section:

$$\overline{e}_s=e_s(T)=\mathrm{\Delta }\left[1\left(\frac{L_0(\beta \mathrm{\Delta }k\zeta ^{k1})}{I_0(\beta \mathrm{\Delta }k\zeta ^{k1})}\right)^k\right],$$
(60)
where $`\zeta `$ is given by the thermodynamics, see Eq. (8), while the mean overlap is given by

$$\overline{q}=_0^{2\pi }𝑑\phi 𝒫(\phi )|\mathrm{cos}\phi |=|\mathrm{cos}\phi |_{}=\frac{L_1(\beta \mathrm{\Delta }k\zeta ^{k1})}{I_0(\beta \mathrm{\Delta }k\zeta ^{k1})}$$
(61)
where $`𝒫`$ has been defined in Eq. (49) and $`L_1(\alpha )=L_0^{}(\alpha )`$. Note that this result could also be derived using the method of the previous section: in fact, we would have, in analogy to Eq. (50):

$$q_s(T)=\underset{t\mathrm{}}{lim}\mathrm{cos}(\phi (t)\phi _0)_𝒲=\mathrm{cos}(\phi (t\mathrm{}|\phi _0)\phi _0)_{(\phi _0)}=|\mathrm{cos}(\phi )|_{}=\overline{q}(T).$$
(62)
Then, we can conclude that in our model the minimization of $`W`$ starting from an instantaneous configuration equilibrated at temperature $`T`$ leads, on average, to that stationary point of the PES which has maximum overlap with the starting configuration itself. Moreover, we can calculate the average overlap (or distance) between the equilibrium configurations and the associated stationary points, that is reported in Fig. 13 as a function of temperature for $`k=1,2,3`$.

## VIII Conclusions

In this paper we presented a study of the thermodynamics and the dynamics of a very simple mean field model of $`N`$ variables interacting trough a fully-connected $`k`$-body trigonometric term. In spite of its simplicity this model shows an interesting behavior undergoing second or first order phase transitions depending on the value of $`k`$. All the results that we present here have been obtained analytically (except for the computation of the relaxation times of the self correlation function that has been done numerically). In particular, the dynamics is analyzed in detail, and we find a relation between the single-particle dynamics and the collective one in terms of a Dyson-like equation that links the self and collective correlation functions. Using this relation we studied, among other dynamical properties, the critical slowing down around the second order phase transition or close to the stability limit in the case of the first order phase transition. A rather complete characterization of the geometry of the Potential Energy Surface (PES) has been achieved. This allowed us to relate some of the macroscopic properties of the model to the PES characteristics: the thermodynamic singularities (phase transitions) are located at the same energy of the geometrical ones, and, in the dynamics, the low-temperature behavior of the diffusion constant is similar to the behavior of the order of the saddles visited during the equilibrium dynamics. The concept of “saddles visited during the equilibrium dynamics” (or “generalized inherent structures”) has been widely used in the literature, even if an unambiguous definition of them has not yet been found. In this respect, we compared two definitions that have been used in the past, and we found that they give exaclty the same result when applied to the $`k`$TM. This result supports the use of PES to analyze the behavior of interacting systems and suggests that the present analysis could be applied to other interesting systems.

###### Acknowledgements.

It is a pleasure to thank Andrea Cavagna for some very illuminating discussions about the contents of sections VII. L. F. C. is research associate at ICTP Trieste and a fellow of the Guggenheim Foundation. This reasearch was supported in part by the National Science Foundation under Grant No. PHY99-07949 and the ACI Jeunes Chercheurs “Algorithmes d’optimisation et systèmes desordonnés quantiques”.

## Appendix A Topological properties of the saddles in mean field models

In this appendix we will calculate the number of stationary points of energy $`e=E/N`$ and their order using a general method that works well for all mean field models. Although this method is well known cav2 ; chi\_e\_SUSY  and in our model the same results can be obtained in a simpler way, it is useful to recall it here because it will be generalized in appendix E to calculate the number of saddles of energy $`e`$ located at a given distance from a reference configuration equilibrated at a given temperature $`T`$.
We introduce the quantity

$$\chi (E)𝑑\phi _i\delta (HE)\delta (_iH)det\text{H}=\underset{\nu =0}{\overset{N}{}}(1)^\nu 𝒩_\nu (E)$$
(63)
where H is the Hessian matrix ($`\text{H}_{ij}=_i_jH`$), $`𝒩_\nu (E)`$ is the number of stationary points of $`H`$ of order $`\nu `$ and energy $`E`$, and a product over the index $`i`$ is omitted. The last equality is easily checked by noting that the function $`det\text{H}_i\delta (_iH)`$ is equal to $`(1)^\nu `$ if integrated in a small volume around a stationary point of order $`\nu `$. Using the relations

$$\begin{array}{cc}& det\text{H}=𝑑\overline{\eta }_i𝑑\eta _ie^{_{ij}\eta _i\text{H}_{ij}\overline{\eta }_j}\hfill \\ & \delta (_iH)=𝑑\lambda _ie^{2\pi i\lambda _i_iH}\hfill \end{array}$$
(64)
where $`\{\eta ,\overline{\eta }\}`$ are Grassman variables ZJ  we have

$$\chi (E)=\frac{d\beta }{2\pi }e^{\beta E}𝑑\phi _i𝑑\overline{\eta }_i𝑑\eta _i𝑑\lambda _i\mathrm{exp}\left[\beta H+\eta _i_i_jH\overline{\eta }_j+2\pi i\lambda _i_iH\right]$$
(65)
Introducing the superfield

$$\varphi _i(\theta ,\overline{\theta })=\phi _i+\eta _i\overline{\theta }+\overline{\eta }_i\theta +2\pi i\lambda _i\theta \overline{\theta }$$
(66)
where $`\theta `$ and $`\overline{\theta }`$ are two other Grassman variables we have

$$\chi (E)=\frac{d\beta }{2\pi }e^{\beta E}𝒟\varphi _i\mathrm{exp}\left[𝑑\overline{\theta }𝑑\theta (1\beta \theta \overline{\theta })H(\varphi )\right]$$
(67)
The last equality is easily checked remembering that

$$H(\varphi )=H(\phi )+(\eta _i\overline{\theta }+\overline{\eta }_i\theta +i\lambda _i\theta \overline{\theta })_iH(\phi )+(\eta _i\overline{\eta }_j\theta \overline{\theta })_i_jH(\phi )$$
(68)
due to the fact that $`\theta ^2=\overline{\theta }^2=0`$. In mean field models we can evaluate the integral (67) at the saddle-point; form Eq. (63) we see that the integral will be dominated by a particular value of $`\nu `$:

$$\chi (E)_N\mathrm{}(1)^{\overline{\nu }(E)}𝒩_{\overline{\nu }(E)}(E)e^{N\sigma (e)}$$
(69)
so that

$$\underset{N\mathrm{}}{lim}\frac{1}{N}\mathrm{log}\chi (E)=\underset{N\mathrm{}}{lim}\frac{1}{N}\left(\mathrm{log}𝒩_{\overline{\nu }(E)}(E)+i\pi \overline{\nu }(E)\right)$$
(70)
Then we expect that at the saddle point the real part of $`\sigma (e)`$ will be the logarithm of the number of saddles located at energy $`e`$, while its imaginary part will be the order of these saddles cav2 . We will now calculate explicitly all this quantities in our model.
The hamiltonian of the $`k`$-trigonometric model is written in term of the the variable $`z=N^1_ie^{i\phi _i}`$ in Eq. (1). This variable has a real and an imaginary part. As we want to evaluate Eq. (67) at the saddle point in $`z`$, we will need to consider the real and imaginary part of $`z`$ as complex variables themselves. To avoid confusion, it is convenient to use another imaginary unit $`I`$ and $`z=N^1_ie^{I\phi _i}=\mathrm{}z+I\mathrm{}z`$. When we will consider $`\mathrm{}z`$ and $`\mathrm{}z`$ as complex numbers themselves, we will use the notation $`\mathrm{}z=\text{Re}\mathrm{}z+i\text{Im}\mathrm{}z`$. Setting $`\mathrm{\Delta }=1`$ we have (neglecting all the constant prefactors)

$$\begin{array}{cc}\hfill \chi (e)=& 𝑑\beta e^{\beta E}𝒟z\delta \left(Nz\underset{i}{}e^{I\varphi _i}\right)𝒟\varphi _i\mathrm{exp}\left[𝑑\overline{\theta }𝑑\theta (1\beta \theta \overline{\theta })N(1\mathrm{}z^k)\right]\hfill \\ \hfill =& 𝑑\beta e^{N\beta e}𝒟z𝒟\widehat{z}\mathrm{exp}N\left\{𝑑\overline{\theta }𝑑\theta \left[(1\beta \theta \overline{\theta })(1\mathrm{}z^k)+\mathrm{}(zi\widehat{z})\right]+\mathrm{log}𝒳(i\widehat{z})\right\}\hfill \\ \hfill 𝒳(i\widehat{z})=& 𝒟\varphi \mathrm{exp}\left[𝑑\overline{\theta }𝑑\theta \mathrm{}(e^{I\varphi }i\widehat{z})\right]\hfill \end{array}$$
(71)
where we introduced the supervariables $`z=z_0+z_1\theta +z_2\overline{\theta }+z_3\theta \overline{\theta }`$ and $`\widehat{z}`$ and the superdelta-function

$$\delta (z)=𝒟\widehat{z}\mathrm{exp}\left[𝑑\overline{\theta }𝑑\theta \mathrm{}(zi\widehat{z})\right]$$
(72)
In the definition of $`\delta (z)`$ and of $`𝒳(i\widehat{z})`$ we note that both imaginary units appear: $`I`$ serves to select only the component $`\mathrm{}\widehat{z}\mathrm{cos}\varphi \mathrm{}\widehat{z}\mathrm{sin}\varphi `$ in the product $`e^{I\varphi }\widehat{z}`$, but $`\mathrm{}\widehat{z}`$, $`\mathrm{}\widehat{z}`$ and $`\varphi `$ are themselves complex superfunctions with respect to $`i`$. We will also rotate the integration path on $`\mathrm{}\widehat{z}`$ and $`\mathrm{}\widehat{z}`$ in the complex ($`i`$) plane (that is equivalent to the substitution $`i\widehat{z}\widehat{z}`$); this is irrelevant because at the end we will look for the saddle point in the whole complex ($`i`$) plane. We obtain then

$$\begin{array}{cc}& \chi (e)=𝑑\beta 𝒟z𝒟\widehat{z}e^{N\sigma (z,\widehat{z},\beta |e)}\hfill \\ & \sigma (z,\widehat{z},\beta |e)=\beta e+𝑑\overline{\theta }𝑑\theta \left[(1\beta \theta \overline{\theta })(1\mathrm{}z^k)+\mathrm{}z\widehat{z}\right]+\mathrm{log}𝒳(\widehat{z})\hfill \end{array}$$
(73)
To solve the saddle-point equations we will assume that at the saddle-point: i) all the fermionic components vanish ($`z_1=z_2=\widehat{z}_1=\widehat{z}_2=0`$) and ii) the $`\mathrm{}`$ part of the bosonic components is always 0 ($`\mathrm{}z_0=\mathrm{}z_3=\mathrm{}\widehat{z}_0=\mathrm{}\widehat{z}_3=0`$). The first assumption is standard in this kind of computations. The second one is a consequence of the symmetry structure of the model: one can always choose the magnetization $`z=N^1_ie^{I\phi _i}`$ such that its imaginary (in the $`I`$ plane) component is zero. Firstly, we will evaluate $`𝒳(\widehat{z})`$ in the case in which $`\widehat{z}`$ has the form that we have assumed above. We get

$$\begin{array}{cc}\hfill 𝒳(\widehat{z})& =𝒟\varphi e^{{\scriptscriptstyle 𝑑\overline{\theta }𝑑\theta (\widehat{z}_0+\widehat{z}_3\theta \overline{\theta })\mathrm{cos}\varphi }}=𝑑\phi 𝑑\overline{\eta }𝑑\eta 𝑑\lambda e^{\widehat{z}_0(2\pi i\lambda \mathrm{sin}\phi +\eta \overline{\eta }\mathrm{cos}\phi )\widehat{z}_3\mathrm{cos}\phi }\hfill \\ & =_0^{2\pi }𝑑\phi e^{\widehat{z}_3\mathrm{cos}\phi }\delta (\widehat{z}_0\mathrm{sin}\phi )\widehat{z}_0\mathrm{cos}\phi \hfill \end{array}$$
(74)
If $`\widehat{z}_0`$ is real and different from 0 we get

$$_0(\widehat{z}_3)=2\text{sgn}\widehat{z}_0\mathrm{sinh}\widehat{z}_3$$
(75)
Then we obtain

$$\sigma (z,\widehat{z},\beta |e)=\beta e+z_0\widehat{z}_3+z_3\widehat{z}_0\beta (1z_0^k)kz_0^{k1}z_3+\mathrm{log}(2\text{sgn}\widehat{z}_0\mathrm{sinh}\widehat{z}_3)$$
(76)
The saddle-point equations are then

$$\{\begin{array}{cc}e=1z_0^k\hfill & \\ \widehat{z}_0=kz_0^{k1}\hfill & \\ \widehat{z}_3=\beta kz_0^{k1}\hfill & \\ z_0=\frac{1}{\mathrm{tanh}\widehat{z}_3}\hfill & \\ z_3=0\hfill & \end{array}$$
(77)
Substituting in $`\sigma `$ we obtain

$$\sigma (e)=z_0\widehat{z}_3+\mathrm{log}2\mathrm{sinh}\widehat{z}_3+\mathrm{log}\text{sgn}\widehat{z}_0$$
(78)
Now, if $`k`$ is odd or if $`k`$ is even and $`e<1`$, $`z_0`$ is real and given by $`z_0=(1e)^{1/k}`$. Then $`\widehat{z}_0`$ is real and Eq. (75) is correct. Note also that $`\widehat{z}_0`$ is positive (because $`k1`$ is even or $`e<1`$) so that the last term in $`\sigma `$ is 0. Recalling that $`\text{atanh}x=\frac{1}{2}\mathrm{log}\frac{1+x}{1x}`$ one has

$$\widehat{z}_3=\text{atanh}\left(\frac{1}{z_0}\right)=\frac{1}{2}\mathrm{log}\frac{1z_0}{1+z_0}+\frac{i\pi }{2}$$
(79)
It is interesting to note that as $`\widehat{z}_3`$ is complex while $`z_0`$ is real, form the third of the saddle point equations one obtains that $`\beta `$ is complex at the saddle point; this is a consequence of the srongly oscillating behavior of $`\chi (e)`$. Using the relation $`\mathrm{sinh}x=\frac{\mathrm{tanh}x}{\sqrt{1\mathrm{tanh}^2x}}`$ we get $`\mathrm{sinh}\widehat{z}_3=\frac{i}{\sqrt{1z_0^2}}`$ and introducing the variable

$$n(e)=\frac{1}{2}(1z_0(e))=\frac{1}{2}\left[1(1e)^{1/k}\right]$$
(80)
we finally obtain

$$\sigma (n)=n\mathrm{log}n(1n)\mathrm{log}(1n)i\pi n$$
(81)
and

$$\chi (n(e))(1)^{Nn(e)}e^{N\sigma (n(e))}$$
(82)
This result is consistent with the one obtained in section IV and with the discussion at the beginning of this appendix. The case in which $`k`$ is even and $`e>1`$ is a little more involved and we will not discuss it here.

## Appendix B Single-particle dynamics

In this appendix we will show that one can use the effective dynamical system (25) to compute one particle quantities (see Eq. (22)). We will restrict to the observable $`e^{i\phi (t)}`$ and its n-times correlations; the other observables are linear combinations of this one (via a Fourier expansion). We will use the formalism of the generating functional in its supersymmetric formulation as presented in ZJ ; cugliandolo1 ; cugliandolo2 , and a notation similar to the one of appendix A.

### B.1 The generating functional

The generating functional of the correlation functions can be written as ZJ ; cugliandolo2 ; cugliandolo1

$$Z[h(t)]=𝒟\varphi _i\mathrm{exp}\left[\frac{1}{2}\underset{i}{}𝑑a\varphi _i(a)\mathrm{\Delta }^{(2)}\varphi _i(a)𝑑aH(\varphi )+\mathrm{}𝑑ah(a)e^{I\varphi _1}\right]$$
(83)
where $`\theta `$, $`\overline{\theta }`$ are Grassman variables, $`\varphi _i(\theta ,\overline{\theta },t)`$ is a time-dependent superfield, see Eq. (66), $`da=d\overline{\theta }d\theta dt`$, $`h(a)=h(t)\theta \overline{\theta }`$, $`h(t)=\mathrm{}h(t)+I\mathrm{}h(t)`$ and

$$\mathrm{\Delta }^{(2)}=2T\frac{^2}{\overline{\theta }\theta }2\gamma \theta \frac{}{\theta }\frac{}{t}+4\gamma \theta \overline{\theta }\frac{^2}{\overline{\theta }\theta }\frac{}{t}$$
(84)
In fact it is easy to check that the self-correlation functions (32) can be written as

$$F(t,t^{})=\left[\frac{\delta ^2Z}{\delta \mathrm{}h(t)\delta \mathrm{}h(t^{})}+\frac{\delta ^2Z}{\delta \mathrm{}h(t)\delta \mathrm{}h(t^{})}\frac{\delta Z}{\delta \mathrm{}h(t)}\frac{\delta Z}{\delta \mathrm{}h(t^{})}\frac{\delta Z}{\delta \mathrm{}h(t)}\frac{\delta Z}{\delta \mathrm{}h(t^{})}\right]_{h=0}$$
(85)
using the symmetry under permutations of the $`\phi _i`$. Defining formally the operators

$$\frac{\delta }{\delta h(t)}=\frac{\delta }{\delta \mathrm{}h(t)}+I\frac{\delta }{\delta \mathrm{}h(t)}\frac{\delta }{\delta h^{}(t)}=\left(\frac{\delta }{\delta h(t)}\right)^{}$$
(86)
one can see that

$$F(t,t^{})=\left[\frac{\delta ^2Z}{\delta h(t)\delta h^{}(t^{})}\frac{\delta Z}{\delta h(t)}\frac{\delta Z}{\delta h^{}(t^{})}\right]_{h=0}$$
(87)
using $`\mathrm{sin}(\phi _i(t))\mathrm{cos}(\phi _i(t^{}))0`$ and $`\mathrm{sin}(\phi _i(t))0`$ because of the symmetry $`\phi \phi `$, as we have already discussed before Eq. (32). We can generalize this relation defining the supercorrelator

$$\begin{array}{cc}\hfill F(a,b)& =\frac{1}{N}\underset{i}{}\left[e^{I(\varphi _i(a)\varphi _i(b))}e^{I\varphi _i(a)}e^{I\varphi _i(b)}\right]\hfill \\ & =\left[\frac{\delta ^2Z}{\delta h(a)\delta h^{}(b)}\frac{\delta Z}{\delta h(a)}\frac{\delta Z}{\delta h^{}(b)}\right]_{h=0}\hfill \end{array}$$
(88)
### B.2 The saddle-point equations

Substituting Eq. (1) in Eq. (83) and introducing the supervariable

$$z(a)=\frac{1}{N}\underset{i}{}e^{I\varphi _i(a)}$$
(89)
we get

$$Z[0]=1=𝒟\varphi _i𝒟z\delta \left(Nz(a)\underset{i}{}e^{i\varphi _i(a)}\right)\mathrm{exp}\left[\underset{i}{}T(\varphi _i)N\mathrm{\Delta }𝑑a(1\mathrm{}z(a)^k)\right]$$
(90)
where $`T(\varphi )=\frac{1}{2}𝑑a\varphi \mathrm{\Delta }^{(2)}\varphi `$. Using the integral representation of the $`\delta `$-function

$$\delta (z)=𝒟\widehat{z}\mathrm{exp}\left[𝑑a\mathrm{}(z(a)i\widehat{z}(a))\right]$$
(91)
we get, rotating as usual the integration path in the $`\widehat{z}`$ plane,

$$\begin{array}{cc}\hfill Z[0]& =𝒟\varphi _i𝒟z𝒟\widehat{z}\mathrm{exp}\left[N\mathrm{}𝑑a\widehat{z}(a)z(a)\underset{i}{}\mathrm{}𝑑a\widehat{z}(a)e^{I\varphi _i(a)}+\underset{i}{}T(\varphi _i)N\mathrm{\Delta }\mathrm{}𝑑a(1z(a)^k)\right]\hfill \\ & =𝒟z𝒟\widehat{z}\mathrm{exp}N\left[\mathrm{}𝑑a\widehat{z}(a)z(a)\mathrm{\Delta }\mathrm{}𝑑a(1z(a)^k)+\mathrm{log}𝒵[\widehat{z}]\right]\hfill \\ & =𝒟z𝒟\widehat{z}\mathrm{exp}NL(z,\widehat{z})\hfill \end{array}$$
(92)
where we defined

$$𝒵[\widehat{z}]=𝒟\varphi \mathrm{exp}\left[T(\varphi )\mathrm{}𝑑a\widehat{z}(a)e^{I\varphi (a)}\right]$$
(93)
By comparison with Eq. (83) we see that $`Z[\widehat{z}]`$ is the generating functional for the dynamics of a single degree of freedom with energy

$$(\varphi ,\widehat{z})=\mathrm{}\widehat{z}(a)e^{I\varphi }$$
(94)
We can evaluate the integral in Eq. (92) by a saddle point, as usual in mean field models; we get, using again the formal operators (86)

$$\begin{array}{cc}\hfill \frac{\delta L}{\delta z^{}(a)}=\widehat{z}(a)+\mathrm{\Delta }kz(a)^{k1}=0& \widehat{\zeta }(a)=\mathrm{\Delta }k\zeta (a)^{k1}\hfill \\ \hfill \frac{\delta L}{\delta \widehat{z}^{}(a)}=z(a)+\frac{\delta }{\delta \widehat{z}^{}(a)}\mathrm{log}𝒵[\widehat{z}]=0& \zeta (a)=e^{I\varphi (a)}_{(\widehat{\zeta })}\hfill \end{array}$$
(95)
where we defined $`\zeta `$ and $`\widehat{\zeta }`$ as the saddle point values of $`z`$ and $`\widehat{z}`$ respectively. So, in the thermodynamic limit the dinamics of the system is equivalent to the one of a single degree of freedom with hamiltonian

$$\{\begin{array}{cc}(\varphi ,a)=\mathrm{\Delta }\mathrm{}[k\zeta (a)^{k1}e^{I\varphi }]\hfill & \\ \zeta (a)=e^{I\varphi (a)}\hfill & \end{array}$$
(96)
Setting $`\theta =\overline{\theta }=0`$, we get the effective dynamical system for the variable $`\phi `$:

$$\{\begin{array}{cc}(\phi ,t)=\mathrm{\Delta }\mathrm{}[k\zeta (t)^{k1}e^{I\phi }]\hfill & \\ \zeta (t)=e^{I\phi (t)}\hfill & \end{array}$$
(97)
### B.3 Self correlation functions

We want now to show that it is possible to use the effective hamiltonian, Eq. (97), to calculate the self correlation function given by Eq. (88). In fact we obtain in the same way as we obtained Eq. (92)

$$\begin{array}{cc}\hfill Z[h]& =𝒟z𝒟\widehat{z}\mathrm{exp}[N\mathrm{}da\widehat{z}(a)z(a)N\mathrm{\Delta }\mathrm{}da(1z(a)^k)\hfill \\ & +(N1)\mathrm{log}𝒵[\widehat{z}]+\mathrm{log}𝒵[\widehat{z}+h]]\hfill \\ & =𝒟z𝒟\widehat{z}\mathrm{exp}\left[NL(z,\widehat{z})+\mathrm{log}𝒵[\widehat{z}+h]\mathrm{log}𝒵[\widehat{z}]\right]\hfill \end{array}$$
(98)
so that

$$F(a,b)=𝒟z𝒟\widehat{z}\frac{\delta ^2\mathrm{log}𝒵[\widehat{z}]}{\delta \widehat{z}(a)\delta \widehat{z}^{}(b)}\mathrm{exp}\left[NL(z,\widehat{z})\right]$$
(99)
In the termodynamic limit we know from the saddle-point equations that the integral is dominated by $`z=\zeta `$, $`\widehat{z}=\widehat{\zeta }`$, and that

$$\mathrm{exp}NL(\zeta ,\widehat{\zeta })𝒵[0]1$$
(100)
so that

$$F(a,b)=\left[\frac{\delta ^2\mathrm{log}𝒵[\widehat{z}]}{\delta \widehat{z}(a)\delta \widehat{z}^{}(b)}\right]_{\widehat{z}=\widehat{\zeta }}=e^{I(\varphi (a)\varphi (b))}_{(\widehat{\zeta })}e^{I\varphi (a)}_{(\widehat{\zeta })}e^{I\varphi (b)}_{(\widehat{\zeta })}(a,b)$$
(101)
The self correlation function is then equal to the one calculated for a single degree of freedom using the effective hamiltonian (97). The same arguments is extended to n-times correlations by differentiating n-times.

## Appendix C Collective dynamics

In this appendix we will derive a general relation between the self correlation functions and the collective ones. The latter vanish in the thermodynamic limit, and are related to the Gaussian corrections around the mean-field saddle point that we studied in appendix B.

### C.1 Gaussian corrections to mean field

We want now to calculate the correlation function of the “magnetization” (multiplied by $`N`$ in order to have a well defined thermodynamic limit)

$$G(a,b)=N[z(a)z^{}(b)z(a)z^{}(b)]$$
(102)
by expanding $`L`$ at second order around the saddle point; to do this, it is not possible to use the operators (86). We have to separate the real and imaginary part of $`z`$ and $`\widehat{z}`$. We get, calling $`\mathrm{\Delta }z_\sigma =[\mathrm{}(z\zeta ),\mathrm{}(z\zeta ),\mathrm{}(\widehat{z}\widehat{\zeta }),\mathrm{}(\widehat{z}\widehat{\zeta })]`$ with $`\sigma =1,2,3,4`$:

$$L(z,\widehat{z})=L(\zeta ,\widehat{\zeta })+\frac{1}{2}\left[\underset{\sigma ,\sigma ^{}}{}𝑑a𝑑b\mathrm{\Delta }z_\sigma (a)\frac{\delta ^2L}{\delta z_\sigma (a)\delta z_\sigma ^{}(b)}\mathrm{\Delta }z_\sigma ^{}(b)\right]$$
(103)
Then, at second order around the saddle point,

$$P(\mathrm{\Delta }z)\mathrm{exp}\left[\frac{N}{2}\underset{\sigma ,\sigma ^{}}{}𝑑a𝑑b\mathrm{\Delta }z_\sigma (a)J_{\sigma \sigma ^{}}(a,b)\mathrm{\Delta }z_\sigma ^{}(b)\right]$$
(104)
where the matrix $`J(a,b)`$ is given by

$$J(a,b)=\left[\begin{array}{cccc}\mathrm{}w(a)\delta (ab)& \mathrm{}w(a)\delta (ab)& \delta (ab)& 0\\ \mathrm{}w(a)\delta (ab)& \mathrm{}w(a)\delta (ab)& 0& \delta (ab)\\ \delta (ab)& 0& _c(a,b)& 0\\ 0& \delta (ab)& 0& _s(a,b)\end{array}\right]$$
(105)
where

$$\begin{array}{cc}\hfill _c(a,b)=& \mathrm{cos}(\varphi (a))\mathrm{cos}(\varphi (b))_{(\widehat{\zeta })}\mathrm{cos}(\varphi (a))_{(\widehat{\zeta })}\mathrm{cos}(\varphi (b))_{(\widehat{\zeta })}\hfill \\ & \mathrm{cos}(\varphi (a))\mathrm{sin}(\varphi (b))_{(\widehat{\zeta })}=0\hfill \\ \hfill _s(a,b)=& \mathrm{sin}(\varphi (a))\mathrm{sin}(\varphi (b))_{(\widehat{\zeta })}\mathrm{sin}(\varphi (a))_{(\widehat{\zeta })}\mathrm{sin}(\varphi (b))_{(\widehat{\zeta })}\hfill \\ \hfill w(a)=& k(k1)\zeta (a)^{k2}\hfill \end{array}$$
(106)
are calculated on the effective hamiltonian (96). We have also

$$J_{\sigma \sigma ^{}}(a,b)=J_{\sigma ^{}\sigma }(b,a)$$
(107)
Then defining

$$G_{\sigma \sigma ^{}}=N\mathrm{\Delta }z_\sigma (a)\mathrm{\Delta }z_\sigma ^{}(b)$$
(108)
one has

$$\underset{\sigma ^{}}{}𝑑bJ_{\sigma \sigma ^{}}(a,b)G_{\sigma ^{}\sigma ^{\prime \prime }}(b,c)=\delta _{\sigma \sigma ^{\prime \prime }}\delta (ac)$$
(109)
We are interested in calculating

$$\begin{array}{cc}\hfill G(a,b)& =N[z(a)z^{}(b)z(a)z^{}(b)]=N\mathrm{\Delta }z_1(a)\mathrm{\Delta }z_1(b)+N\mathrm{\Delta }z_2(a)\mathrm{\Delta }z_2(b)\hfill \\ & =G_{11}(a,b)+G_{22}(a,b)\hfill \end{array}$$
(110)
By writing explicitly some of the Eq.s (109) and making some substitutions one gets

$$\begin{array}{cc}& G_{11}(a,c)=_c(a,c)+𝑑b_c(a,b)\left[\mathrm{}w(b)G_{11}(b,c)\mathrm{}w(b)G_{21}(b,c)\right]\hfill \\ & G_{12}(a,c)=𝑑b_c(a,b)\left[\mathrm{}w(b)G_{12}(b,c)\mathrm{}w(b)G_{22}(b,c)\right]\hfill \\ & G_{21}(a,c)=𝑑b_s(a,b)\left[\mathrm{}w(b)G_{11}(b,c)+\mathrm{}w(b)G_{21}(b,c)\right]\hfill \\ & G_{22}(a,c)=_s(a,c)𝑑b_s(a,b)\left[\mathrm{}w(b)G_{12}(b,c)+\mathrm{}w(b)G_{22}(b,c)\right]\hfill \end{array}$$
(111)
These equations give the collective correlation functions in term of the self correlations evaluated on the effective hamiltonian; but using Eq. (101) we can replace the effective self correlations with the original ones, and obtain a relation between self and collective correlations of the original system.

### C.2 Solution in the equilibrium case

Probability conservation and causality imply that cugliandolo2 ; cugliandolo1

$$\begin{array}{cc}\hfill G_{\sigma \sigma ^{}}(a,b)& =C_{\sigma \sigma ^{}}(t,t^{})+(\overline{\theta }^{}\overline{\theta })\left(\theta ^{}R_{\sigma \sigma ^{}}(t,t^{})+\theta \overline{R}_{\sigma \sigma ^{}}(t,t^{})\right)\hfill \\ \hfill _{c,s}(a,b)& =𝒞_{c,s}(t,t^{})+(\overline{\theta }^{}\overline{\theta })\left(\theta ^{}_{c,s}(t,t^{})+\theta \overline{}_{c,s}(t,t^{})\right)\hfill \end{array}$$
(112)
where

$$\overline{R}(t,t^{})=R(t^{},t)$$
(113)
In the $`t\mathrm{}`$ limit the system reaches equilibrium, so that the correlation function depend only on the time difference, the response function are related to the correlations by the fluctuation-dissipation theorem, and $`w`$ does not depend on time and is equal to the equilibrium magnetization. From the solution of the thermodynamics we know that the equilibrium magnetization does not depend on $`\theta `$ and $`\overline{\theta }`$, so that

$$\underset{t\mathrm{}}{lim}w(a)=w$$
(114)
and

$$\underset{\begin{array}{c}t,t^{}\mathrm{}\\ tt^{}=\tau \end{array}}{lim}G_{\sigma \sigma ^{}}(a,b)=C_{\sigma \sigma ^{}}(tt^{})+(\overline{\theta }^{}\overline{\theta })\left(\theta ^{}R_{\sigma \sigma ^{}}(tt^{})+\theta R_{\sigma \sigma ^{}}(t^{}t)\right)$$
(115)
If we suppose that the correlations decay fast (exponentially) for $`\tau \mathrm{}`$, the values of $`t_b`$ in the integrals in Eq. (LABEL:esplicite) must stay close to $`t_a`$, $`t_c`$. Then in the limit in which $`t_a`$, $`t_c`$ go to infinity also $`t_b`$ must go to infinity, and $`w`$ becomes a constant also with respect to the fermionic variables. Then we can rewrite Eq. (LABEL:esplicite)

$$\begin{array}{cc}& G_{11}=_c+\mathrm{}w_cG_{11}\mathrm{}w_cG_{21}\hfill \\ & G_{12}=\mathrm{}w_cG_{12}\mathrm{}w_cG_{22}\hfill \\ & G_{21}=\mathrm{}w_sG_{11}\mathrm{}w_sG_{21}\hfill \\ & G_{22}=_s\mathrm{}w_sG_{12}\mathrm{}w_sG_{22}\hfill \end{array}$$
(116)
where

$$(G_1G_2)(a,c)=𝑑bG_1(a,b)G_2(b,c)$$
(117)
If $`G_1`$ and $`G_2`$ are of the form (112), $`G_1G_2`$ has the same form cugliandolo2 ; cugliandolo1 :

$$(G_1G_2)(a,c)=(C_1\overline{R}_2+R_1C_2)(t,t^{})+(\overline{\theta }^{}\overline{\theta })(\theta ^{}(R_1R_2)(t,t^{})+\theta (\overline{R}_2\overline{R}_1)(t,t^{}))$$
(118)
where $``$ is the time convolution product. Equating (for example) the $`\theta ^{}\overline{\theta }^{}`$ component of Eq. (LABEL:espliciteinfinito) and moving to the frequency domain we finally get

$$\begin{array}{cc}& R_{11}(\omega )=_c(\omega )+\mathrm{}w_c(\omega )R_{11}(\omega )\mathrm{}w_c(\omega )R_{21}(\omega )\hfill \\ & R_{12}(\omega )=\mathrm{}w_c(\omega )R_{12}(\omega )\mathrm{}w_c(\omega )R_{22}(\omega )\hfill \\ & R_{21}(\omega )=\mathrm{}w_s(\omega )R_{11}(\omega )\mathrm{}w_s(\omega )R_{21}(\omega )\hfill \\ & R_{22}(\omega )=_s(\omega )\mathrm{}w_s(\omega )R_{12}(\omega )\mathrm{}w_s(\omega )R_{22}(\omega )\hfill \end{array}$$
(119)
and

$$\begin{array}{cc}& R_{11}(\omega )=\frac{_c(\omega )}{1\mathrm{}w_c(\omega )+\frac{(\mathrm{}w)^2_c(\omega )_s(\omega )}{1+\mathrm{}w_s(\omega )}}\hfill \\ & R_{22}(\omega )=\frac{_s(\omega )}{1+\mathrm{}w_s(\omega )\frac{(\mathrm{}w)^2_c(\omega )_s(\omega )}{1\mathrm{}w_c(\omega )}}\hfill \end{array}$$
(120)
Using the fluctuation-dissipation theorem, one can transform this relation in a relation between the correlation functions.

### C.3 Other simplifications

In our model one can always choose the magnetization such that $`\mathrm{}w=0`$. In this case one has

$$\begin{array}{cc}& R_{11}(\omega )=\frac{_c(\omega )}{1w_c(\omega )}\hfill \\ & R_{22}(\omega )=\frac{_s(\omega )}{1+w_s(\omega )}\hfill \end{array}$$
(121)
Moreover, we can assume that the self correlation functions are exponentials, so that

$$_{c,s}(\omega )=\frac{\beta A_{c,s}}{1i\omega \tau _{c,s}}$$
(122)
We get easily

$$R_{11}(\omega )=\frac{\beta Z_cA_c}{1i\omega Z_c\tau _c}Z_c=(1\beta wA_c)^1$$
(123)
The same relation holds for $`R_{22}`$ with the substitution $`ww`$. From this relations, using the fluctuation-dissipation theorem and moving back to the time domain, one gets Eq.s (41).

## Appendix D Effective dynamical system for the minimization of $`W`$

The calculation of the effective potential $`𝒲`$ used in Eq. (48) is carried on the same lines of the one presented in section 2 of appendix B. We start from the generating functional

$$Z[0]=𝒟\varphi _i\mathrm{exp}\left[\frac{1}{2}\underset{i}{}𝑑a\varphi _i(a)\mathrm{\Delta }^{(2)}\varphi _i(a)𝑑aW(\varphi )\right]$$
(124)
where $`W(\varphi )`$ is given by Eq. (45). Now we introduce $`\delta `$ functions for the variables $`z(a)`$ and $`z_2(a)`$, and we get

$$Z[0]=𝒟z𝒟\widehat{z}𝒟z_2𝒟\widehat{z}_2\mathrm{exp}N\left[\mathrm{}𝑑a(z(a)\widehat{z}(a)+z_2(a)\widehat{z}_2(a))𝑑a\frac{W(z,z_2)}{N}+\mathrm{log}𝒵(\widehat{z},\widehat{z}_2)\right]$$
(125)
where now

$$𝒵(\widehat{z},\widehat{z}_2)=𝒟\varphi \mathrm{exp}\left[T(\varphi )\mathrm{}𝑑a\left(\widehat{z}(a)e^{I\varphi (a)}+\widehat{z}_2(a)e^{2I\varphi (a)}\right)\right]$$
(126)
We find then that

$$𝒲(\varphi ,a)=\mathrm{}\left[\widehat{z}(a)e^{I\varphi }+\widehat{z}_2(a)e^{2I\varphi }\right]$$
(127)
The saddle point equation are

$$\begin{array}{cc}& \frac{\delta L}{\delta z^{}(a)}=\widehat{z}(a)\frac{1}{N}\frac{\delta W}{\delta z^{}(a)}=0\widehat{\zeta }(a)=\mathrm{\Delta }^2k^2(k1)[\zeta ^{}(a)(\zeta (a)\zeta ^{}(a))^{k2}\zeta _2(a)\zeta (a)^{2k3}]\hfill \\ & \frac{\delta L}{\delta \widehat{z}^{}(a)}=z(a)+\frac{\delta }{\delta \widehat{z}^{}(a)}\mathrm{log}𝒵[\widehat{z},\widehat{z}_2]=0\zeta (a)=e^{I\varphi (a)}_{𝒲(\widehat{\zeta },\widehat{\zeta }_2)}\hfill \\ & \frac{\delta L}{\delta z_2^{}(a)}=\widehat{z_2}(a)\frac{1}{N}\frac{\delta W}{\delta z_2^{}(a)}=0\widehat{\zeta }_2(a)=\frac{1}{2}\mathrm{\Delta }^2k^2\zeta (a)^{2k2}\hfill \\ & \frac{\delta L}{\delta \widehat{z}_2^{}(a)}=z_2(a)+\frac{\delta }{\delta \widehat{z}_2^{}(a)}\mathrm{log}𝒵[\widehat{z},\widehat{z}_2]=0\zeta _2(a)=e^{2I\varphi (a)}_{𝒲(\widehat{\zeta },\widehat{\zeta }_2)}\hfill \end{array}$$
(128)
and finally we obtain

$$\{\begin{array}{cc}𝒲(\varphi ,a)=\mathrm{\Delta }^2k^2(k1)\mathrm{}\{[\zeta ^{}(a)(\zeta (a)\zeta ^{}(a))^{k2}\zeta _2(a)\zeta (a)^{2k3}]e^{I\varphi }\}\frac{1}{2}\mathrm{\Delta }^2k^2\mathrm{}\{\zeta (a)^{2k2}e^{2I\varphi }\}\hfill & \\ \zeta (a)=e^{I\varphi (a)}\hfill & \\ \zeta _2(a)=e^{2I\varphi (a)}\hfill & \end{array}$$
(129)
that after setting $`\theta =\overline{\theta }=0`$ reduces to Eq. (48).

## Appendix E Closest saddles to equilibrium configurations

In this section we will derive the result presented in section VII.4. We have to compute the quantity

$$\sigma (T;e_s,q)=\frac{1}{N}𝑑\phi _i\frac{e^{\beta H(\phi )}}{Z(T)}\mathrm{log}𝑑\psi _i\delta (H(\psi )Ne_s)\delta (_iH(\psi ))det\text{H}(\psi )\delta \left(qq(\phi ,\psi )\right),$$
(130)
where $`q(\phi ,\psi )=N^1_i\mathrm{cos}(\phi _i\psi _i)`$. To do that, we need to prove a general relation. Suppose we want to calculate at the saddle point a quantity $`Q`$ of the form

$$Q=\frac{1}{N}𝑑\phi _i\frac{e^{\beta H(\phi )}}{Z(T)}\mathrm{log}A(\phi )=\underset{n0}{lim}\frac{1}{Nn}\left[𝑑\phi _i\frac{e^{\beta H(\phi )}}{Z(T)}A^n(\phi )1\right]=\underset{n0}{lim}\frac{1}{Nn}\mathrm{log}𝑑\phi _i\frac{e^{\beta H(\phi )}}{Z(T)}A^n(\phi ),$$
(131)
where we used the relations $`\mathrm{log}x=lim_{n0}\frac{x^n1}{n}`$ and $`lim_{n0}(f(n)1)=lim_{n0}\mathrm{log}f(n)`$ if $`f(n)_{n0}1`$. Suppose also that the energy depends only on some collective parameter as in mean field models: $`H(\phi )=Ne(z(\phi ))`$, where $`Nz(\phi )=_iz(\phi _i)`$ (in our model, $`z(\phi _i)=\mathrm{exp}(I\phi _i)`$). Then we have

$$\begin{array}{cc}\hfill Q=& \underset{n0}{lim}\frac{1}{Nn}\mathrm{log}𝑑z\frac{e^{\beta Ne(z)}}{Z(T)}𝑑\phi _i\delta (zz(\phi ))A^n(\phi )\hfill \\ \hfill =& \underset{n0}{lim}\frac{1}{Nn}\mathrm{log}𝑑z𝑑\widehat{z}\frac{e^{\beta Ne(z)}}{Z(T)}𝑑\phi _ie^{i\widehat{z}(Nz_iz(\phi _i))}A^n(\phi )\hfill \\ \hfill =& \underset{n0}{lim}\frac{1}{Nn}\mathrm{log}\frac{1}{Z(T)}𝑑z𝑑\widehat{z}e^{\beta N(e(z)Ts(n;z,i\widehat{z}))},\hfill \end{array}$$
(132)
where we defined

$$s(n;z,i\widehat{z})=zi\widehat{z}+\frac{1}{N}\mathrm{log}𝑑\phi _ie^{i\widehat{z}_iz(\phi _i)}A^n(\phi ).$$
(133)
Clearly $`s(0;z,i\widehat{z})`$ is the entropic contribution to the free energy as a function of $`z`$, $`\widehat{z}`$ that we obtain in the calculation of the partition function $`Z(T)`$, so that

$$f(T)=\frac{1}{\beta N}\mathrm{log}Z(T)=\underset{z,\widehat{z}}{\mathrm{min}}[e(z)Ts(0;z,i\widehat{z})]=e(\zeta )Ts(0;\zeta ,\widehat{\zeta })=f(0;\zeta ,\widehat{\zeta }),$$
(134)
where $`(\zeta (T),\widehat{\zeta }(T))`$ is the (T-dependent) thermodynamic minimum of the free energy (note that at the saddle point $`i\widehat{z}=\widehat{\zeta }`$). Then we have

$$Q=\underset{n0}{lim}\frac{1}{Nn}\mathrm{log}𝑑ze^{\beta N[f(n;z,i\widehat{z})f(0;\zeta ,\widehat{\zeta })]}.$$
(135)
We can now expand $`z=\zeta +n\zeta ^{(1)}+o(n^2)`$, $`i\widehat{z}=\widehat{\zeta }+n\widehat{\zeta }^{(1)}+o(n^2)`$ and

$$f(n;z,i\widehat{z})f(0;\zeta ,\widehat{\zeta })=\frac{f}{z}(0;\zeta ,\widehat{\zeta })n\zeta ^{(1)}+\frac{f}{i\widehat{z}}(0;\zeta ,\widehat{\zeta })n\widehat{\zeta }^{(1)}+\frac{f}{n}(0;\zeta ,\widehat{\zeta })n+o(n^2)=\frac{f}{n}(0;\zeta ,\widehat{\zeta })n+o(n^2),$$
(136)
because by definition of ($`\zeta `$,$`\widehat{\zeta }`$) we have $`\frac{f}{z}(0;\zeta ,\widehat{\zeta })=0`$, $`\frac{f}{i\widehat{z}}(0;\zeta ,\widehat{\zeta })=0`$. We get then the final result:

$$Q=\beta \frac{f}{n}(0;\zeta ,\widehat{\zeta })=\frac{s}{n}(0;\zeta ,\widehat{\zeta }).$$
(137)
We have then to calculate (neglecting the term $`\zeta \widehat{\zeta }`$ that vanish on taking the derivative with respect to $`n`$):

$$s(n;\widehat{\zeta },e_s,q)=\frac{1}{N}\mathrm{log}𝑑\phi _ie^{_i\widehat{\zeta }\mathrm{cos}\phi _i}\underset{a=1}{\overset{n}{}}𝑑\psi _i^a\delta (H(\psi ^a)Ne_s)\delta (_iH(\psi ^a))det\text{H}(\psi ^a)\delta \left(qq(\phi ,\psi ^a)\right).$$
(138)
where from the thermodynamic calculation $`\widehat{\zeta }(T)=\beta k\zeta ^{k1}`$ and $`\zeta `$ is given by given by Eq. (8). Using a representation analogous to Eq. (67) we get

$$\begin{array}{cc}\hfill s(n;\widehat{\zeta },e_s,q)=& \frac{1}{N}\mathrm{log}𝑑\phi _ie^{_i\widehat{\zeta }\mathrm{cos}\phi _i}\hfill \\ & \underset{a=1}{\overset{n}{}}\frac{d\beta _a}{2\pi }e^{N\beta _ae_s}𝒟\mathrm{\Psi }_i^a\mathrm{exp}\left[𝑑\overline{\theta }𝑑\theta (1\beta _a\theta \overline{\theta })H(\mathrm{\Psi }^a)\right]\delta \left(Nq\underset{i}{}\mathrm{cos}(\phi _i\psi _i^a)\right).\hfill \end{array}$$
(139)
We will now: i) substitute the expression $`H(\mathrm{\Psi }^a)=N(1\mathrm{}y_a^k)`$, using $`y`$ instead of $`z`$ to avoid confusion with the thermodynamic variable $`\zeta `$; ii) insert some $`\delta `$-functions for $`y_a`$ and the corresponding integral representation with a multiplier $`\widehat{y}_a`$; iii) neglect all the product and sum signs related to the index $`a`$; iv) use the integral representation for the $`\delta `$-function of $`q`$ with a multiplier $`\lambda _a`$. Then we get an expression that has to be maximized with respect to all the parameters to get the saddle point value of $`s(n;\widehat{\zeta },e_s,q)`$:

$$\begin{array}{cc}& s(n;\widehat{\zeta },e_s,q)=\underset{\text{all par}}{\mathrm{max}}\left[\underset{a}{}\beta _ae_s+\underset{a}{}𝑑\overline{\theta }𝑑\theta [(1\beta _a\theta \overline{\theta })(1\mathrm{}y_a^k)+\mathrm{}y_a\widehat{y}_a]+\underset{a}{}\lambda _aq+\mathrm{log}𝒮(\widehat{\zeta },\widehat{y}_a,\lambda _a)\right]\hfill \\ & 𝒮(\widehat{\zeta },\widehat{y}_a,\lambda _a)=𝑑\phi 𝒟\mathrm{\Psi }^a\mathrm{exp}\left[\widehat{\zeta }\mathrm{cos}\phi \underset{a}{}𝑑\overline{\theta }𝑑\theta \mathrm{}\widehat{y}_ae^{I\mathrm{\Psi }^a}\underset{a}{}\lambda _a\mathrm{cos}(\phi \psi ^a)\right]\hfill \end{array}$$
(140)
As usual, we will assume that: i) there is symmetry between the replicas ($`y_a=y`$, etc.); ii) $`y`$ and $`\widehat{y}`$ are real; iii) all the fermionic components are 0. Then we get

$$\begin{array}{cc}& s(n;\widehat{\zeta },e_s,q)=\underset{\text{all par}}{\mathrm{max}}\left[n\left(\beta (e_s1+y_0^k)ky_0^{k1}y_3+\widehat{y}_0y_3+\widehat{y}_3y_0+\lambda q\right)+\mathrm{log}𝒮(\widehat{\zeta },\widehat{y},\lambda )\right]\hfill \\ & 𝒮(\widehat{\zeta },\widehat{y},\lambda )=𝑑\phi e^{\widehat{\zeta }\mathrm{cos}\phi }\left[𝒟\mathrm{\Psi }\mathrm{exp}\left(𝑑\overline{\theta }𝑑\theta (\widehat{y}_0+\widehat{y}_3\theta \overline{\theta })\mathrm{cos}\mathrm{\Psi }\lambda \mathrm{cos}(\phi \psi )\right)\right]^n\hfill \end{array}$$
(141)
Now we have to take the derivative of $`s`$ with respect to $`n`$ at $`n=0`$. By direct computation

$$\begin{array}{cc}\hfill \sigma (\widehat{\zeta };e_s,q)=\underset{\text{all par}}{\mathrm{max}}\frac{s}{n}(0;\widehat{\zeta },e_s,q)& =\underset{\text{all par}}{\mathrm{max}}[\beta (e_s1+y_0^k)y_3(ky_0^{k1}\widehat{y}_0)+\widehat{y}_3y_0+\lambda q\hfill \\ & +d\phi \frac{e^{\widehat{\zeta }\mathrm{cos}\phi }}{2\pi I_0(\widehat{\zeta })}\mathrm{log}𝒟\mathrm{\Psi }\mathrm{exp}(d\overline{\theta }d\theta (\widehat{y}_0+\widehat{y}_3\theta \overline{\theta })\mathrm{cos}\mathrm{\Psi }\lambda \mathrm{cos}(\phi \psi ))]\hfill \end{array}$$
(142)
The interpretation of this expression is straightforward by comparison with Eq. (76): in fact if we put $`\lambda =0`$ we get exactly Eq. (76). This correspond to integrating $`\sigma `$ over $`q`$, so the dependence on the reference configuration (and hence on the temperature) disappears and we get the number of saddles of energy $`e_s`$. When $`\lambda `$ is different from 0 the last term of the previous expression represents the single-particle version of $`\sigma `$. Now we can proceed exactly in the same way as we proceeded after Eq. (76): we take the derivatives with respect to $`\beta `$ and $`y_3`$. This fixes $`y_0=(1e_s)^{1/k}`$ and $`\widehat{y}_0=ky_0^{k1}`$ and equals to zero the first two terms of $`\sigma `$. As we are looking for saddles of energy $`e_s<1`$, we have then $`\widehat{y}_0>0`$, and then the dependence on $`\widehat{y}_0`$ in the last term disappears. We get

$$\sigma (\widehat{\zeta };e_s,q)=\underset{\lambda ,\widehat{y}_3}{\mathrm{max}}\left[\widehat{y}_3y_0+\lambda q+𝑑\phi 𝒫(\phi )\mathrm{log}(2\mathrm{sinh}(\widehat{y}_3+\lambda \mathrm{cos}\phi ))\right]$$
(143)
where $`𝒫(\phi )`$ is given by Eq. (49). From the equation $`y_0=(1e_s)^{1/k}`$ we see that $`y_0`$ is the average of $`\mathrm{cos}\phi `$ on the saddles; then we will change the notation calling $`y_0=\zeta _s`$. Taking the derivatives of $`\sigma `$ with respect to $`\lambda `$ and $`\widehat{y}_3`$ we get

$$\begin{array}{cc}\hfill \zeta _s=& 𝑑\phi 𝒫(\phi )[\mathrm{tanh}u(\phi )]^1\hfill \\ \hfill q=& 𝑑\phi 𝒫(\phi )\mathrm{cos}\phi [\mathrm{tanh}u(\phi )]^1\hfill \end{array}$$
(144)
where $`u(\phi )=\widehat{y}_3+\lambda \mathrm{cos}\phi `$. Now if we want that $`\zeta _s[0,1]`$, $`u(\phi )`$ must have an imaginary part; but if we want $`\zeta _s`$ to be real, this imaginary part must be constant and equal to $`\pi /2`$. We will then assume that $`\widehat{y}_3=y+i\frac{\pi }{2}`$; note that this is the correct solution for $`\lambda =0`$ (see Eq. (79)). We obtain easily the parametric relation for $`\sigma (T;\zeta _s,q)`$:

$$\begin{array}{cc}\hfill \zeta _s(y,\lambda )=& 𝑑\phi 𝒫(\phi )f(t(\phi ))\hfill \\ \hfill q(y,\lambda )=& 𝑑\phi 𝒫(\phi )\mathrm{cos}\phi f(t(\phi ))\hfill \\ \hfill \sigma (y,\lambda )=& 𝑑\phi 𝒫(\phi )\left[\mathrm{log}2\mathrm{cosh}t(\phi )t(\phi )f(t(\phi ))\right]i\pi \frac{1\zeta _s(y,\lambda )}{2}\hfill \end{array}$$
(145)
where $`t(\phi )=y+\lambda \mathrm{cos}\phi `$ and $`f(t)=\frac{\mathrm{cosh}t1}{\mathrm{sinh}t}`$. We see that the imaginary part of $`\sigma `$ is, as expected, equal to $`i\pi n(e_s)`$, remembering the relation between energy and order of each stationary point. In the following we will neglect the imaginary part of $`\sigma `$. Now we have to maximize $`q`$ on the curve $`\sigma =0`$ (see section VII.4). To do that, we start with a simple argument: as $`\lambda `$ is the field conjugated to $`q`$ (the relation between $`\lambda `$ and $`q`$ is the same as the relation between magnetization and magnetic field in a ferromagnet) we expect that the maximum overlap will be obtained in the $`|\lambda |\mathrm{}`$ limit. In fact, for $`\lambda \pm \mathrm{}`$, we have $`t(\phi )\pm \text{sgn}(\mathrm{cos}\phi )\mathrm{}`$ and $`f(t(\phi ))\pm \text{sgn}(\mathrm{cos}\phi )`$, so that

$$\underset{\lambda \pm \mathrm{}}{lim}q(y,\lambda )=𝑑\phi 𝒫(\phi )|\mathrm{cos}\phi |.$$
(146)
As we want $`q`$ to be positive, we have to choose $`\lambda \mathrm{}`$. We have then

$$\begin{array}{cc}& \underset{\lambda \mathrm{}}{lim}q(y,\lambda )=𝑑\phi 𝒫(\phi )|\mathrm{cos}\phi |=\overline{q},\hfill \\ & \underset{\lambda \mathrm{}}{lim}\zeta (y,\lambda )=𝑑\phi 𝒫(\phi )\text{sgn}(\mathrm{cos}\phi )=\overline{\zeta }_s,\hfill \\ & \underset{\lambda \mathrm{}}{lim}\sigma (y,\lambda )=0.\hfill \end{array}$$
(147)
Then we have a consistency check of our assumption, that the point reached in the limit $`\lambda \mathrm{}`$ belongs to the curve $`\sigma =0`$.

A more accurate argument can be given in this way: one can look numerically at the curve $`q(\zeta _s)`$, parametrically in $`\lambda `$ at fixed $`y`$. The curve looks like the one reported in the figure above, and as $`\lambda `$ moves from $`\mathrm{}`$ to $`\mathrm{}`$ the point in the $`(\zeta _s,q)`$ plane moves from $`(\overline{\zeta }_s,\overline{q})`$ to $`(\overline{\zeta }_s,\overline{q})`$ (black dots in the figure) as predicted by Eq. (147). Now it is easy to show that

$$\begin{array}{cc}& \underset{y\pm \mathrm{}}{lim}q(y,\lambda )=\zeta \hfill \\ & \underset{y\pm \mathrm{}}{lim}\zeta _s(y,\lambda )=1\hfill \\ & \underset{y\pm \mathrm{}}{lim}\sigma (y,\lambda )=0\hfill \end{array}$$
(148)
Then for $`|y|\mathrm{}`$ and $`\lambda `$ fixed the whole curves collapse on the white dots in the figure above. But it is also easy to show that for $`y\mathrm{}`$ and $`\lambda =y(1+\delta )\mathrm{}`$ the point goes on the upper border of the domain reported in the figure above, and moves from the left white dot to the upper black dot as $`\delta `$ moves from 0 to $`\mathrm{}`$ (the other branch, form the left white dot to the lower black dot, is obtained for $`\delta `$ going from $`2`$ to $`\mathrm{}`$). On the whole border of the domain we have $`\sigma =0`$ from Eq. (LABEL:limit\_y); then $`(\overline{\zeta }_s,\overline{q})`$ is exactly the point in which $`q`$ is maximum on the curve $`\sigma =0`$.