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Correlation between residual entropy and spanning tree entropy of ice-type models on graphs

Mikhail Isaev
School of Mathematics and Statistics
UNSW Sydney
Sydney NSW 2052, Australia
m.isaev@unsw.edu.au
Supported by Australian Research Council grant DP220103074
   Brendan D. McKay
School of Computing
Australian National University
Canberra ACT 2601, Australia
brendan.mckay@anu.edu.au
Supported by Australian Research Council grant DP190100977
   Rui-Ray Zhang
Simons Laufer Mathematical Sciences Institute
Berkeley CA 94720, USA
ruizhang@msri.org
Abstract

The logarithm of the number of Eulerian orientations, normalised by the number of vertices, is known as the residual entropy in studies of ice-type models on graphs. The spanning tree entropy depends similarly on the number of spanning trees. We demonstrate and investigate a remarkably strong, though non-deterministic, correlation between these two entropies. This leads us to propose a new heuristic estimate for the residual entropy of regular graphs that performs much better than previous heuristics. We also study the expansion properties and residual entropy of random graphs with given degrees.

1 Introduction

The graphs in this paper are free of loops but may have multiple edges. When it is not clear from the context, we will use “simple graph” or “multigraph” to emphasise that multiple edges are forbidden or allowed. An Eulerian orientation of a graph is an orientation of its edges such that every vertex has equal in-degree and out-degree.

Let GG be a graph with nn vertices and positive even degrees, and let EO(G)\operatorname{EO}(G) denote the number of Eulerian orientations of GG. We consider the logarithm of the number of Eulerian orientations of GG normalised by the number of vertices:

ρ(G):=1nlogEO(G).\rho(G):=\lower 0.51663pt\hbox{\large$\textstyle\frac{1}{n}$}\log\operatorname{EO}(G). (1.1)

If GG is an infinite repeating lattice of bounded degree and {Gi}\{G_{i}\} is an increasing sequence of Eulerian graphs which are locally like GG at most vertices, then under weak conditions ρ(Gi)\rho(G_{i}) converges to a limit ρ(G)\rho(G) that only depends on GG. See [2] for a precise definition and proof. The quantity ρ(G)\rho(G) is known as the residual entropy of ice-type models in statistical physics. Determining the asymptotic behaviour of ρ(G)\rho(G) as nn\to\infty is a key question in the area, see for example [1, Chapter 8] and [18]. In particular, the value is known for the square lattice [17], the triangular lattice [1], and the hexagonal ice monolayer [16]. In addition, approximate values for many other lattice structures have been proposed, some of which we will mention below.

We can safely ignore graphs with isolated vertices. Given a degree sequence 𝒅=(d1,,dn)\boldsymbol{d}=(d_{1},\ldots,d_{n}), define dmind_{\mathrm{min}}, d¯\bar{d} and dmaxd_{\mathrm{max}} to be the minimum, average and maximum degrees. We will also use the geometric mean d^=(d1dn)1/n\hat{d}=(d_{1}\cdots d_{n})^{1/n} and the harmonic mean dhm=n(d11++dn1)1d_{\mathrm{hm}}=n(d_{1}^{-1}+\cdots+d_{n}^{-1})^{-1}. Note that dmindhmd^d¯dmaxd_{\mathrm{min}}\leqslant d_{\mathrm{hm}}\leqslant\hat{d}\leqslant\bar{d}\leqslant d_{\mathrm{max}}.

Around 90 years ago, Pauling [27] proposed the best-known heuristic estimate for ρ(G)\rho(G). Orient each edge at random. The probability that any one vertex has in-degree equal to out-degree is 2d(dd/2)2^{-d}\binom{d}{d/2}, where dd is the degree of the vertex. Assuming heuristically that these events are independent gives an estimate of ρ(G)\rho(G) that we will call the Pauling estimate:

ρ^(G):=1ni=1n(log(didi/2)di2log2).\widehat{\rho}(G):=\raise 0.21529pt\hbox{\small$\displaystyle\frac{1}{n}$}\,\sum_{i=1}^{n}\,\biggl{(}\log\binom{d_{i}}{d_{i}/2}-\raise 0.21529pt\hbox{\small$\displaystyle\frac{d_{i}}{2}$}\log 2\biggr{)}. (1.2)

Lieb and Wu [18], and later Schrijver [29], showed that, for any multigraph GG with even degrees,

ρ^(G)ρ(G)12ni=1nlog(didi/2).\widehat{\rho}(G)\leqslant\rho(G)\leqslant\raise 0.21529pt\hbox{\small$\displaystyle\frac{1}{2n}$}\sum_{i=1}^{n}\,\log\binom{d_{i}}{d_{i}/2}. (1.3)

Comparing these upper and lower bounds, we find that

ρ(G)=ρ^(G)+O(logd^).\rho(G)=\widehat{\rho}(G)+O(\log\hat{d}).

In this paper we make a number of theoretical and empirical contributions to the study of residual entropy. In Section 2 we first survey other known and conjectured bounds on ρ(G)\rho(G). For simple graphs we conjecture that in fact ρ(G)=ρ^(G)+o(1)\rho(G)=\widehat{\rho}(G)+o(1) if the harmonic mean degree goes to infinity, which will be the case if the minimum degree goes to infinity. By Theorem 2.4, this is true for sufficiently dense graphs with good expansion. Theorem 2.6 shows that ρ(G)=ρ^(G)+O(1)\rho(G)=\widehat{\rho}(G)+O(1) uniformly for all simple graphs. In Section 2.3, we report that ρ(G)=ρ^(G)+o(1)\rho(G)=\widehat{\rho}(G)+o(1) for two very broad ranges of random simple graphs with given degrees. In Section 2.4, we describe an empirical observation, supported by Theorem 2.4 and experiment, that ρ(G)\rho(G) is highly correlated with the number of spanning trees. In combination with our knowledge of random graphs, this leads us to propose a new heuristic ρτ(G)\rho_{\tau}(G) which is a much better estimate of ρ(G)\rho(G) than is ρ^(G)\widehat{\rho}(G) for all the graphs we have tested.

Proofs of the theorems in Section 2 are given in Sections 3 and 4. In Section 5, we explain how we computed good estimates of ρ(G)\rho(G) even for graphs with thousands of vertices. In Section 6 we demonstrate how our new heuristic provides good estimates for products of cycles, and propose a value for the residual entropy of the simple cubic lattice.

In Section 7 we use the product of a cycle and a clique as a test case to explore the residual entropy when the degree grows as a function of the number of vertices. We find that ρ(G)=ρ^(G)+o(1)\rho(G)=\widehat{\rho}(G)+o(1) in that case, but that ρτ(G)\rho_{\tau}(G) is an even better match for ρ(G)\rho(G) with a significantly smaller error term.

In Section 8, we show that our heuristic compares very favourably with the correct values for the triangular lattice, two types of 3-dimensional ice, and high-dimensional hypercubes.

2 Statements of the main results and conjectures

For connected regular multigraphs of degree d4d\geqslant 4, Las Vergnas [15, Theorem 4] obtained a slightly better lower bound than (1.3) and, on condition of connectivity, a significantly better upper bound.

EO(G)K2/(d2)(2d/2gK1d/g(d2))n,\operatorname{EO}(G)\leqslant K^{2/(d-2)}\bigl{(}2^{d/2g}K^{1-d/g(d-2)}\bigr{)}^{\!n}, (2.1)

where K=2d/2(dd/2)K=2^{-d/2}\binom{d}{d/2} and gg is the girth. This bound implies that uniformly

ρ(G)ρ^(G)+logd2g+O(n1).\rho(G)\leqslant\widehat{\rho}(G)+\raise 0.21529pt\hbox{\small$\displaystyle\frac{\log d}{2g}$}+O(n^{-1}). (2.2)

Prior to Las Vergnas’ work, a much stronger upper bound for the case of simple graphs was conjectured by Schrijver.

Conjecture 2.1 ([29]).

If a simple graph has even degrees d1,,dnd_{1},\ldots,d_{n}, then

EO(G)i=1nRT(di+1)1/(di+1),\operatorname{EO}(G)\leqslant\prod_{i=1}^{n}\,\operatorname{RT}(d_{i}+1)^{1/(d_{i}+1)},

where RT(d+1)\operatorname{RT}(d+1) is the number of Eulerian orientations of the complete graph (i.e., regular tournaments) with d+1d+1 vertices.

If Conjecture 2.1 is correct, it is best possible for many degree sequences since it is exact for the disjoint union of complete graphs. We have computationally confirmed that no other graphs up to 12 vertices achieve the bound, and similarly for 13-vertex graphs with degrees 4 and 6, 4-regular graphs up to 19 vertices and 6-regular graphs up to 14 vertices. From [9, Theorem 5.1] we know that

RT(d+1)=d1/2(2d+2π(d+1))d/2e12+O(d1),\operatorname{RT}(d+1)=d^{1/2}\biggl{(}\raise 0.21529pt\hbox{\small$\displaystyle\frac{2^{d+2}}{\pi(d+1)}$}\biggr{)}^{\!d/2}e^{-\frac{1}{2}+O(d^{-1})}, (2.3)

which enables us to calculate (since we disallow isolated vertices) that Conjecture 2.1 would imply that

ρ(G)ρ^(G)+1ni=1nO(1)+logdidiρ^(G)+O(1)+logdhmdhm\rho(G)\leqslant\widehat{\rho}(G)+\raise 0.21529pt\hbox{\small$\displaystyle\frac{1}{n}$}\sum_{i=1}^{n}\,\raise 0.21529pt\hbox{\small$\displaystyle\frac{O(1)+\log d_{i}}{d_{i}}$}\leqslant\widehat{\rho}(G)+\raise 0.21529pt\hbox{\small$\displaystyle\frac{O(1)+\log d_{\mathrm{hm}}}{d_{\mathrm{hm}}}$}

for simple graphs, where the second inequality follows by the concavity of the function xlog(1/x)x\log(1/x) for x0x\geqslant 0.

Though we don’t know how to prove Conjecture 2.1, our evidence suggests that at least the following implication is true.

Conjecture 2.2.

If G=G(n)G=G(n) is a sequence of simple graphs with even degrees 𝐝=𝐝(n)\boldsymbol{d}=\boldsymbol{d}(n), such that the harmonic mean degree dhmd_{\mathrm{hm}}\to\infty as nn\to\infty, then

ρ(G)=ρ^(G)+o(1).\rho(G)=\widehat{\rho}(G)+o(1).

Recall that dmindhmd^d¯dmaxd_{\mathrm{min}}\leqslant d_{\mathrm{hm}}\leqslant\hat{d}\leqslant\bar{d}\leqslant d_{\mathrm{max}}. The condition dhmd_{\mathrm{hm}}\to\infty is implied by dmind_{\mathrm{min}}\to\infty, but the weaker condition d^\hat{d}\to\infty is not sufficient. For nn being an odd multiple of 6, define GnG_{n} to be the disjoint union of Kn/2K_{n/2} and n/6n/6 triangles. Then the geometric mean degree is d^n\hat{d}\sim\sqrt{n}, but EO(Gn)=2n/6RT(n/2)\operatorname{EO}(G_{n})=2^{n/6}\operatorname{RT}(n/2), which implies by (2.3) that ρ(Gn)ρ^(Gn)16log2\rho(G_{n})-\widehat{\rho}(G_{n})\to\frac{1}{6}\log 2. Note that the harmonic mean degree is 4+o(1)4+o(1).

The converse of Conjecture 2.2 is also not true. Even dmax=O(1)d_{\mathrm{max}}=O(1) is insufficient to imply ρ(G)=ρ^(G)+Ω(1)\rho(G)=\widehat{\rho}(G)+\Omega(1), as shown by the case of increasing girth in (2.2). Another observation is that if G1,G2,G_{1},G_{2},\ldots is any sequence of graphs such that ρ(Gi)=ρ^(Gi)+o(1)\rho(G_{i})=\widehat{\rho}(G_{i})+o(1), then the same is true for G1,G2,G^{\prime}_{1},G^{\prime}_{2},\ldots, where GiG^{\prime}_{i} is GiG_{i} with any number of edges subdivided, even though the average degree may approach 2.

It suffices to prove Conjecture 2.2 for connected simple graphs, on account of the following lemma whose proof will appear in Section 3.

Lemma 2.3.

Let 𝒞\mathcal{C} be a class of connected simple graphs for which Conjecture 2.2 holds. Then the conjecture also holds for graphs whose components all lie in 𝒞\mathcal{C}.

2.1 Sufficiently growing degrees and good expansion

A recent result of the present authors shows that Conjecture 2.2 holds for simple graphs with good expansion properties and sufficiently high degrees. Recall that the isoperimetric number (also known as the Cheeger constant) of a graph GG is defined by

h(G):=min{|GU||U|:UV(G),1|U|12|V(G)|},h(G):=\min\biggl{\{}\raise 0.21529pt\hbox{\small$\displaystyle\frac{|\partial_{G}\,U|}{|U|}$}\mathrel{:}U\subset V(G),1\leqslant|U|\leqslant\lower 0.51663pt\hbox{\large$\textstyle\frac{1}{2}$}|V(G)|\biggr{\}}, (2.4)

where GU\partial_{G}\,U is the set of edges of GG with one end in UU and the other end in V(G)UV(G)\setminus U. Note that h(G)dmin(G)h(G)\leqslant d_{\mathrm{min}}(G).

Theorem 2.4 (Isaev, McKay, Zhang [9]).

Let G=G(n)G=G(n) be a simple graph with nn vertices and even degrees. Assume that dmaxlog8nd_{\mathrm{max}}\gg\log^{8}n and h(G)γdmaxh(G)\geqslant\gamma d_{\mathrm{max}} for some constant γ>0\gamma>0. Then,

EO(G)=2|E(G)|t(G)(2π)(n1)/2exp(14jkG(1dj+1dk)2+O(ndmax2log2ndmax)),\operatorname{EO}(G)=\raise 0.21529pt\hbox{\small$\displaystyle\frac{2^{|E(G)|}}{\sqrt{t(G)}}$}\,\biggl{(}\raise 0.21529pt\hbox{\small$\displaystyle\frac{2}{\pi}$}\biggr{)}^{(n-1)/2}\!\!\exp\biggl{(}-\lower 0.51663pt\hbox{\large$\textstyle\frac{1}{4}$}\sum_{jk\in G}\biggl{(}\raise 0.21529pt\hbox{\small$\displaystyle\frac{1}{d_{j}}$}+\raise 0.21529pt\hbox{\small$\displaystyle\frac{1}{d_{k}}$}\biggr{)}^{\!2\,}+O\biggl{(}\raise 0.21529pt\hbox{\small$\displaystyle\frac{n}{d_{\mathrm{max}}^{2}}$}\log\raise 0.21529pt\hbox{\small$\displaystyle\frac{2n}{d_{\mathrm{max}}}$}\biggr{)}\biggr{)},

where t(G)t(G) is the number of spanning trees of GG.

In relation to Conjecture 2.2, the following consequence of Theorem 2.4 is proved in Section 3.

Corollary 2.5.

Under the assumptions of Theorem 2.4, we have that

ρ(G)=ρ^(G)+O(log2dmindmin).\rho(G)=\widehat{\rho}(G)+O\mathopen{}\mathclose{{}\left(\raise 0.21529pt\hbox{\small$\displaystyle\frac{\log^{2}d_{\mathrm{min}}}{d_{\mathrm{min}}}$}}\right).

2.2 A new upper bound on EO(G)\operatorname{EO}(G)

Our next contribution is a new upper bound on ρ(G)\rho(G), which implies that ρ(G)=ρ^(G)+O(1)\rho(G)=\widehat{\rho}(G)+O(1) for all simple graphs.

Theorem 2.6.

For any connected multigraph GG with even degrees and t(G)t(G) spanning trees,

EO(G)2|E(G)|+3(n1)/2π(n1)/2t(G)1/2.\operatorname{EO}(G)\leqslant\raise 0.21529pt\hbox{\small$\displaystyle\frac{2^{\lvert E(G)\rvert+3(n-1)/2}}{\pi^{(n-1)/2}\,t(G)^{1/2}}$}.
Corollary 2.7.

For simple graphs GG with even degrees,

ρ^(G)ρ(G)ρ^(G)+{2710, always;2122, if G is regular;56, if G is regular without 3-cycles.\widehat{\rho}(G)\leqslant\rho(G)\leqslant\widehat{\rho}(G)+\begin{cases}\,\lower 0.51663pt\hbox{\large$\textstyle\frac{27}{10}$},&\text{~{}always;}\\[2.15277pt] \,\lower 0.51663pt\hbox{\large$\textstyle\frac{21}{22}$},&\text{~{}if $G$ is regular;}\\[2.15277pt] \,\lower 0.51663pt\hbox{\large$\textstyle\frac{5}{6}$},&\text{~{}if $G$ is regular without 3-cycles.}\end{cases}

Moreover, if dmin=dmin(n)d_{\mathrm{min}}=d_{\mathrm{min}}(n)\to\infty,

ρ^(G)ρ(G)ρ^(G)+log2+O(log2dmindmin).\widehat{\rho}(G)\leqslant\rho(G)\leqslant\widehat{\rho}(G)+\log 2+O\Bigl{(}\raise 0.21529pt\hbox{\small$\displaystyle\frac{\log^{2}d_{\mathrm{min}}}{d_{\mathrm{min}}}$}\Bigr{)}.

The above theorem and its corollary are proved in Section 3. If Conjecture 2.1 is correct, the largest value of ρ(G)ρ^(G)\rho(G)-\widehat{\rho}(G) for simple graphs is actually 13log20.23105\frac{1}{3}\log 2\approx 0.23105, occurring for disjoint unions of triangles. Note that, although Theorem 2.6 holds for multigraphs, Corollary 2.7 does not. For multigraphs, the upper bound in (1.3) is achieved, so ρ(G)ρ^(G)\rho(G)-\widehat{\rho}(G) is not uniformly bounded.

2.3 Random graphs with given degrees

Let 𝒢(n,𝒅)\mathcal{G}(n,\boldsymbol{d}) denote the uniform probability space of simple graphs with nn vertices and degree sequence 𝒅\boldsymbol{d}. We will prove that Conjecture 2.2 holds in the following probabilistic sense. The proof will appear in Section 4.

Theorem 2.8.

Let 𝐝=(d1,,dn)\boldsymbol{d}=(d_{1},\ldots,d_{n}) be a graphical degree sequence such that each did_{i} is positive and even and either of the following two conditions holds:

  • (R1)

    dmax2=o(n)d_{\mathrm{max}}^{2}=o(n),

  • (R2)

    dmaxlog8nd_{\mathrm{max}}\gg\log^{8}n and dminγdmaxd_{\mathrm{min}}\geqslant\gamma d_{\mathrm{max}} for some fixed γ>0\gamma>0.

If G𝒢(n,𝐝)G\sim\mathcal{G}(n,\boldsymbol{d}) then, for any fixed ε>0\varepsilon>0,

(ρ(G)>ρ^(G)+ε)eΩ(dmax2+n).\operatorname{\mathbb{P}}\bigl{(}\rho(G)>\widehat{\rho}(G)+\varepsilon\bigr{)}\leqslant e^{-\Omega(d_{\mathrm{max}}^{2}+n)}.

Theorem 2.8 follows immediately from two more detailed results Theorem 4.2 and Theorem 4.4 that explore the dependence of the probability bounds with respect to ε\varepsilon. In particular, these results show that if G𝒢(n,𝒅)G\sim\mathcal{G}(n,\boldsymbol{d}) then, with probability tending to 11,

  • ρ(G)ρ^(G)+O(dmax2+lognn)\rho(G)\leqslant\widehat{\rho}(G)+O\mathopen{}\mathclose{{}\left(\lower 0.51663pt\hbox{\large$\textstyle\frac{d_{\mathrm{max}}^{2}+\log n}{n}$}}\right) for the range (R1) of Theorem 2.8;

  • ρ(G)ρ^(G)+O(log2dmaxdmax)\rho(G)\leqslant\widehat{\rho}(G)+O\mathopen{}\mathclose{{}\left(\lower 0.51663pt\hbox{\large$\textstyle\frac{\log^{2}d_{\mathrm{max}}}{d_{\mathrm{max}}}$}}\right) for the range (R2) of Theorem 2.8.

For the range (R1), we combine the result of [21] on the enumeration of bipartite graphs with the switching method to find an asymptotic formula for

𝔼[EO(G)]=𝔼[enρ(G)].\operatorname{\mathbb{E}}\,[\operatorname{EO}(G)]=\operatorname{\mathbb{E}}\,[e^{n\rho(G)}].

It turns out that

𝔼[enρ(G)]=enρ^(G)+O(dmax2).\operatorname{\mathbb{E}}\,[e^{n\rho(G)}]=e^{n\widehat{\rho}(G)+O(d_{\mathrm{max}}^{2})}.

Then we use standard arguments to show the concentration of ρ(G)\rho(G).

For the range (R2), we employ Theorem 2.4. Note that it requires GG to have a sufficiently large isoperimetric constant. Applying the switching method, we show that random graphs with given degrees are good expanders with high probability, which could be of independent interest; see Section 4.1.

2.4 A new heuristic estimate for regular graphs

The asymptotic formula in Theorem 2.4 suggests that ρ(G)+12τ(G)\rho(G)+\frac{1}{2}\tau(G) may exhibit much less dependency than ρ(G)\rho(G) on the structure of the graph. Here the spanning tree entropy τ(G)\tau(G) is the logarithm of the number of spanning trees of GG normalised by the number of vertices:

τ(G):=1nlogt(G).\tau(G):=\lower 0.51663pt\hbox{\large$\textstyle\frac{1}{n}$}\log t(G).

As a consequence of Theorem 2.8 we have established that Pauling’s estimate ρ^(G)=log(dd/2)d2log2\widehat{\rho}(G)=\log\binom{d}{d/2}-\lower 0.51663pt\hbox{\large$\textstyle\frac{d}{2}$}\log 2 is asymptotically correct for random simple dd-regular graphs provided d(n)d(n) grows quickly enough. McKay [20] showed that spanning tree entropy for this random graph model (for the case when 3d=O(1)3\leqslant d=O(1)) is concentrated around

τd:=log(d1)d1(d22d)d/21.\tau_{d}:=\log\raise 0.21529pt\hbox{\small$\displaystyle\frac{(d-1)^{d-1}}{(d^{2}-2d)^{d/2-1}}$}.

Thus, it is natural to consider the following estimate for the residual entropy of a simple dd-regular graph based on a correction of the number of spanning trees with respect to a random graph:

ρτ(G):=ρ^(G)+12τd12τ(G).\rho_{\tau}(G):=\widehat{\rho}(G)+\lower 0.51663pt\hbox{\large$\textstyle\frac{1}{2}$}\tau_{d}-\lower 0.51663pt\hbox{\large$\textstyle\frac{1}{2}$}\tau(G). (2.5)

It follows from [20, Thm. 5.2] that τ(G)<τd(G)\tau(G)<\tau_{d}(G) if GG is dd-regular for d4d\geqslant 4, except possibly for d=4,n18d=4,n\leqslant 18. Thus, our estimate is consistent with ρ(G)ρ^(G)\rho(G)\geqslant\widehat{\rho}(G).

Refer to captionRefer to captioncorrupted C40C40C_{40}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{40}corrupted C12C12C12C_{12}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{12}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{12}
Figure 1: ρ(G)\rho(G) (vertical) versus τ(G)\tau(G) (horizontal) for some randomised graphs. The solid line is ρτ(G)\rho_{\tau}(G).

In order to illustrate our case for this estimate, we tested several hundred large graphs of degree 4 or 6. The method by which ρ(G)\rho(G) was estimated will be described in Section 5. To show a continuum between a regular lattice structure and a random graph, we started with a 2-dimensional square lattice C40C40C_{40}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{40} (1600 vertices, degree 4), and a 3-dimensional simple cubic lattice C12C12C12C_{12}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{12}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{12} (1728 vertices, degree 6) and applied the switching {ab,cd}{ac,cd}\{ab,cd\}\to\{ac,cd\} in random places between 0 and 10,000 times (avoiding multiple edges and loops). The results shown in Figure 1 suggest that the correlation between ρ(G)\rho(G) and τ(G)\tau(G) is even stronger than between ρ(G)\rho(G) and ρτ(G)\rho_{\tau}(G). However, the relationship between the two entropies is not exact, as shown in Figure 2.

Refer to caption
Figure 2: Two 4-regular graphs with the same eigenvalues and number of spanning trees but different numbers of Eulerian orientations

The next theorem shows that even a weaker asymptotic relationship fails to hold in general. This is unfortunate as such a relationship would be sufficient to demonstrate that the residual entropies of hexagonal ice (Ih) and cubic ice (Ic) are identical; see Section 8.2.

Theorem 2.9.

There is no function ρ̊(d,τ)\mathring{\rho}(d,\tau) with the following property for every dd and τ\tau. If G1,G2,G_{1},G_{2},\ldots is an increasing sequence of connected dd-regular graphs such that τ(Gi)τ\tau(G_{i})\to\tau, then ρ(Gi)ρ̊(d,τ)\rho(G_{i})\to\mathring{\rho}(d,\tau).

Proof.

(See Section 6 for the definitions and elementary theory.) For m3m\geqslant 3, define the Cartesian products H1(m):=G1CmH_{1}(m):=G_{1}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{m} and H2(m):=G2CmH_{2}(m):=G_{2}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{m}, where G1G_{1} and G2G_{2} are the graphs in Figure 2 and CmC_{m} is the cycle of length mm. Since H1(m)H_{1}(m) and H2(m)H_{2}(m) have the same eigenvalues, they have the same spanning tree entropy and it converges to a limit as mm\to\infty. However, using the transfer matrix method (see Theorem 6.3 below), we have determined that

limmρ(H1(m))0.9525279,limmρ(H2(m))0.9524817.\lim_{m\to\infty}\rho(H_{1}(m))\approx 0.9525279,\qquad\lim_{m\to\infty}\rho(H_{2}(m))\approx 0.9524817.

Since the two limits are different, ρ̊(6,τ)\mathring{\rho}(6,\tau) doesn’t exist. ∎

3 Proof of Theorem 2.6, Corollary 2.5 and Lemma 2.3

The Laplacian matrix L(G)L(G) of a loop-free multigraph GG with nn vertices is the n×nn\times n matrix with entries given by

Lij={di, if i=j and di is the degree of vertex i;, if ij and  edges join vertices i and j.L_{ij}=\begin{cases}\,d_{i},&\text{ if $i=j$ and $d_{i}$ is the degree of vertex $i$};\\ \,-\ell,&\text{ if $i\neq j$ and $\ell$ edges join vertices $i$ and $j$}.\end{cases}

As is well known, the number of zero eigenvalues of L(G)L(G) equals the number of components of GG, and the other eigenvalues are strictly positive. In addition, the Matrix Tree Theorem says that the number of spanning trees of GG is the absolute value of every minor of L(G)L(G).

Proof of Theorem 2.6..

The number of Eulerian orientations of GG is the constant term in

jkG(xjxk+xkxj).\prod_{jk\in G}\,\Bigl{(}\raise 0.21529pt\hbox{\small$\displaystyle\frac{x_{j}}{x_{k}}$}+\raise 0.21529pt\hbox{\small$\displaystyle\frac{x_{k}}{x_{j}}$}\Bigr{)}.

As shown in [8], this implies that

EO(G)=2|E(G)|πnπ/2π/2π/2π/2F(𝜽)𝑑𝜽,\operatorname{EO}(G)=2^{\lvert E(G)\rvert}\pi^{-n}\int_{-\pi/2}^{\pi/2}\!\!\!\cdots\!\int_{-\pi/2}^{\pi/2}F(\boldsymbol{\theta})\,d\boldsymbol{\theta},

where 𝜽=(θ1,,θn)\boldsymbol{\theta}=(\theta_{1},\ldots,\theta_{n}) and

F(𝜽)=jkGcos(θjθk).F(\boldsymbol{\theta})=\prod_{jk\in G}\cos(\theta_{j}-\theta_{k}).

Since F(𝜽)F(\boldsymbol{\theta}) is invariant under uniform shift of the arguments, we can fix θn=0\theta_{n}=0 and write

EO(G)=2|E(G)|πn+1π/2π/2π/2π/2F(θ1,,θn1,0)𝑑θ1𝑑θn1.\operatorname{EO}(G)=2^{\lvert E(G)\rvert}\pi^{-n+1}\int_{-\pi/2}^{\pi/2}\!\!\!\cdots\!\int_{-\pi/2}^{\pi/2}F(\theta_{1},\ldots,\theta_{n-1},0)\,d\theta_{1}\cdots d\theta_{n-1}.

Define ϕ=(ϕ1,,ϕn1)\boldsymbol{\phi}=(\phi_{1},\ldots,\phi_{n-1}), where

ϕj={π2θj, if π4θjπ2;θj, if π4θjπ4;π2θj, if π2θjπ4,\phi_{j}=\begin{cases}\,\frac{\pi}{2}-\theta_{j},&~{}\text{ if $\frac{\pi}{4}\leqslant\theta_{j}\leqslant\frac{\pi}{2}$};\\ \;\theta_{j},&~{}\text{ if $-\frac{\pi}{4}\leqslant\theta_{j}\leqslant\frac{\pi}{4}$};\\ \,-\frac{\pi}{2}-\theta_{j},&~{}\text{ if $-\frac{\pi}{2}\leqslant\theta_{j}\leqslant-\frac{\pi}{4}$},\end{cases}

and also set ϕn=0\phi_{n}=0 for convenience. Note that 𝜽[π2,π2]n\boldsymbol{\theta}\in\bigl{[}-\frac{\pi}{2},\frac{\pi}{2}\bigr{]}^{n} implies ϕ[π4,π4]n\boldsymbol{\phi}\in\bigl{[}-\frac{\pi}{4},\frac{\pi}{4}\bigr{]}^{n}. By considering all the cases, we can check that, for θj,θk[π2,π2]\theta_{j},\theta_{k}\in\bigl{[}-\frac{\pi}{2},\frac{\pi}{2}\bigr{]},

|ϕjϕk|min{|θjθk|,π|θjθk|}.\lvert\phi_{j}-\phi_{k}\rvert\leqslant\min\bigl{\{}\lvert\theta_{j}-\theta_{k}\rvert,\pi-\lvert\theta_{j}-\theta_{k}\rvert\bigr{\}}.

We also have, for x[π,π]x\in[-\pi,\pi], that |cosx|exp(12min{|x|,π|x|}2)\lvert\cos x\rvert\leqslant\exp\bigl{(}-\frac{1}{2}\min\{\lvert x\rvert,\pi-\lvert x\rvert\}^{2}\bigr{)}. Therefore, for 𝜽[π2,π2]n\boldsymbol{\theta}\in\bigl{[}-\frac{\pi}{2},\frac{\pi}{2}\bigr{]}^{n}, we have

|F(𝜽)|exp(12jkG(ϕjϕk)2)=exp(12ϕTQϕ),\lvert F(\boldsymbol{\theta})\rvert\leqslant\exp\Bigl{(}-\lower 0.51663pt\hbox{\large$\textstyle\frac{1}{2}$}\sum_{jk\in G}(\phi_{j}-\phi_{k})^{2}\Bigr{)}=\exp\Bigl{(}-\lower 0.51663pt\hbox{\large$\textstyle\frac{1}{2}$}\boldsymbol{\phi}^{\mathrm{T}\!}Q\boldsymbol{\phi}\Bigr{)},

where Q=Q(G)Q=Q(G) is the Laplacian matrix of GG with the final row and column removed. In changing variables from 𝜽\boldsymbol{\theta} to ϕ\boldsymbol{\phi} in the integral, we need to take account of the fact that θjϕj\theta_{j}\mapsto\phi_{j} is a two-to-one map. To compensate for this, we multiply by 2n12^{n-1}:

EO(G)\displaystyle\operatorname{EO}(G) 2|E(G)|+n1πn+1π/4π/4π/4π/4exp(12ϕTQϕ)𝑑ϕ\displaystyle\leqslant 2^{\lvert E(G)\rvert+n-1}\pi^{-n+1}\int_{-\pi/4}^{\pi/4}\!\!\cdots\!\int_{-\pi/4}^{\pi/4}\exp\Bigl{(}-\lower 0.51663pt\hbox{\large$\textstyle\frac{1}{2}$}\boldsymbol{\phi}^{\mathrm{T}\!}Q\boldsymbol{\phi}\Bigr{)}\,d\boldsymbol{\phi}
2|E(G)|+n1πn+1exp(12ϕTQϕ)𝑑ϕ\displaystyle\leqslant 2^{\lvert E(G)\rvert+n-1}\pi^{-n+1}\int_{-\infty}^{\infty}\!\!\cdots\!\int_{-\infty}^{\infty}\exp\Bigl{(}-\lower 0.51663pt\hbox{\large$\textstyle\frac{1}{2}$}\boldsymbol{\phi}^{\mathrm{T}\!}Q\boldsymbol{\phi}\Bigr{)}\,d\boldsymbol{\phi}
=2|E(G)|+3(n1)/2π(n1)/2|Q|1/2\displaystyle=2^{\lvert E(G)\rvert+3(n-1)/2}\pi^{-(n-1)/2}\lvert Q\rvert^{-1/2}
=2|E(G)|+3(n1)/2π(n1)/2t(G)1/2,\displaystyle=2^{\lvert E(G)\rvert+3(n-1)/2}\pi^{-(n-1)/2}t(G)^{-1/2},

where the final step is to apply the Matrix Tree Theorem. ∎

Lemma 3.1 (Kostochka [12]).

A connected simple graph GG with nn vertices and minimum degree dmin2d_{\mathrm{min}}\geqslant 2 has

(d^dmin6logdmin/dminM(dmin)1)nt(G)1n1d^n,\bigl{(}\hat{d}\,d_{\mathrm{min}}^{-6\log d_{\mathrm{min}}/d_{\mathrm{min}}}M(d_{\mathrm{min}})^{-1}\bigr{)}^{n}\leqslant t(G)\leqslant\raise 0.21529pt\hbox{\small$\displaystyle\frac{1}{n-1}$}\hat{d}^{\,n},

where d^\hat{d} is the geometric mean degree and M(dmin)=min{2,dmin3logdmin/dmin}M(d_{\mathrm{min}})=\min\{2,d_{\mathrm{min}}^{3\log d_{\mathrm{min}}/d_{\mathrm{min}}}\}.

Proof.

This is not stated explicitly in [12] but follows from the proof given there plus the observation that

i=03nlogk/k(n1i)12min{2,k3logk/k}n\sum_{i=0}^{\lfloor 3n\log k/k\rfloor}\binom{n-1}{i}\leqslant\lower 0.51663pt\hbox{\large$\textstyle\frac{1}{2}$}\min\{2,k^{3\log k/k}\}^{n}

for 2kn12\leqslant k\leqslant n-1. Note that the constants in Kostochka’s proof are far from optimized. Improving them would also improve the constants in our Corollary 2.7, but we have not attempted to do that. ∎

Proof of Corollary 2.7.

Suppose GG is disconnected, with components G1,,GmG_{1},\ldots,G_{m}. Let nin_{i} be the number of vertices of GiG_{i}, and let n=n1++nmn=n_{1}+\cdots+n_{m}. From the definition of ρ^(G)\widehat{\rho}(G), and the fact that EO(G)=i=1mEO(Gi)\operatorname{EO}(G)=\prod_{i=1}^{m}\operatorname{EO}(G_{i}), we have

ρ(G)ρ^(G)=i=1mnin(ρ(Gi)ρ^(Gi))maxi=1m(ρ(Gi)ρ^(Gi)).\rho(G)-\widehat{\rho}(G)=\sum_{i=1}^{m}\,\raise 0.21529pt\hbox{\small$\displaystyle\frac{n_{i}}{n}$}\bigl{(}\rho(G_{i})-\widehat{\rho}(G_{i})\bigr{)}\leqslant\max\nolimits_{i=1}^{m}\bigl{(}\rho(G_{i})-\widehat{\rho}(G_{i})\bigr{)}. (3.1)

Therefore it suffices to prove Corollary 2.7 for connected graphs GG.

For d2d\geqslant 2, asymptotic expansion for large dd and computation for small dd gives

log(dd/2)dlog212logd12logπ214d.\log\binom{d}{d/2}\geqslant d\log 2-\lower 0.51663pt\hbox{\large$\textstyle\frac{1}{2}$}\log d-\lower 0.51663pt\hbox{\large$\textstyle\frac{1}{2}$}\log\raise 0.21529pt\hbox{\small$\displaystyle\frac{\pi}{2}$}-\raise 0.21529pt\hbox{\small$\displaystyle\frac{1}{4d}$}. (3.2)

Define ρnew(G)\rho_{\mathrm{new}}(G) to be the upper bound on ρ(G)\rho(G) given by Theorem 2.6 in conjunction with Lemma 3.1. Then

ρnew(G)ρ(G)\displaystyle\rho_{\mathrm{new}}(G)-\rho(G) 1ni=0nδ(di,dmin,n)maxi=1nδ(di,dmin,n),where\displaystyle\leqslant\raise 0.21529pt\hbox{\small$\displaystyle\frac{1}{n}$}\sum_{i=0}^{n}\delta(d_{i},d_{\mathrm{min}},n)\leqslant\max\nolimits_{i=1}^{n}\delta(d_{i},d_{\mathrm{min}},n),\quad\text{where}
δ(di,dmin,n)\displaystyle\delta(d_{i},d_{\mathrm{min}},n) =dilog2+2log212logπ12logdilog(didi/2)\displaystyle=d_{i}\log 2+2\log 2-\lower 0.51663pt\hbox{\large$\textstyle\frac{1}{2}$}\log\pi-\lower 0.51663pt\hbox{\large$\textstyle\frac{1}{2}$}\log d_{i}-\log\binom{d_{i}}{d_{i}/2}
+3dminlog2dmin+12nlogπ8\displaystyle{\qquad}+\raise 0.21529pt\hbox{\small$\displaystyle\frac{3}{d_{\mathrm{min}}}$}\log^{2}d_{\mathrm{min}}+\raise 0.21529pt\hbox{\small$\displaystyle\frac{1}{2n}$}\log\raise 0.21529pt\hbox{\small$\displaystyle\frac{\pi}{8}$} (3.3)
32log2+14dmin+3dminlog2dmin,\displaystyle\leqslant\lower 0.51663pt\hbox{\large$\textstyle\frac{3}{2}$}\log 2+\raise 0.21529pt\hbox{\small$\displaystyle\frac{1}{4d_{\mathrm{min}}}$}+\raise 0.21529pt\hbox{\small$\displaystyle\frac{3}{d_{\mathrm{min}}}$}\log^{2}d_{\mathrm{min}}, (3.4)

where we have applied M(dmin)2M(d_{\mathrm{min}})\leqslant 2, (3.2), logπ8<0\log\frac{\pi}{8}<0 and didmind_{i}\geqslant d_{\mathrm{min}}. The expression (3.4) is unimodal, with its largest value for even dmind_{\mathrm{min}} at dmin=8d_{\mathrm{min}}=8 and other values less than 2.69. The value of (3.3) for di=dmin=8d_{i}=d_{\mathrm{min}}=8 and nn\to\infty is less than 2.69242<27102.69242<\frac{27}{10}.

In the case of regular graphs, the second claim is trivial if the degree d=2d=2 so assume d4d\geqslant 4. For 4d7604\leqslant d\leqslant 760 in the second case, and 4d19004\leqslant d\leqslant 1900 in the third case, the bounds follow from (2.1), noting that the worst case for nn is n=d+1n=d+1. For larger degrees, apply Theorem 2.6 and Lemma 3.1 with M(dmin)dmin3logdmin/dminM(d_{\mathrm{min}})\leqslant d_{\mathrm{min}}^{3\log d_{\mathrm{min}}/d_{\mathrm{min}}}.

The last claim follows from (3.4). ∎

Proof of Lemma 2.3.

Suppose GG has components G1,,GmG_{1},\ldots,G_{m} with orders α1n,,αmn\alpha_{1}n,\ldots,\alpha_{m}n. Define

g(h)=sup{ρ(H)ρ^(H):dhm(H)h,H𝒞}.g(h)=\sup\bigl{\{}\rho(H)-\widehat{\rho}(H)\mathrel{:}d_{\mathrm{hm}}(H)\geqslant h,H\in\mathcal{C}\bigr{\}}.

Clearly g(h)g(h) is non-increasing, and by the assumptions of the lemma, g(h)0g(h)\to 0 as hh\to\infty. Suppose dhm(G)d_{\mathrm{hm}}(G)\to\infty. Without loss of generality, for some 0\ell\geqslant 0, dhm(Gi)dhm(G)1/2d_{\mathrm{hm}}(G_{i})\leqslant d_{\mathrm{hm}}(G)^{1/2} for 1i1\leqslant i\leqslant\ell and dhm(Gi)>dhm(G)1/2d_{\mathrm{hm}}(G_{i})>d_{\mathrm{hm}}(G)^{1/2} for +1im\ell+1\leqslant i\leqslant m. By the definition of harmonic mean, dhm(G)1=i=1mαidhm(Gi)1i=1αidhm(G)1/2d_{\mathrm{hm}}(G)^{-1}=\sum_{i=1}^{m}\alpha_{i}d_{\mathrm{hm}}(G_{i})^{-1}\geqslant\sum_{i=1}^{\ell}\alpha_{i}d_{\mathrm{hm}}(G)^{-1/2}, so i=1αidhm(G)1/2\sum_{i=1}^{\ell}\alpha_{i}\leqslant d_{\mathrm{hm}}(G)^{-1/2}. Now, by (3.1) and Corollary 2.7,

ρ(G)ρ^(G)=i=1mαi(ρ(Gi)ρ^(Gi))2710i=1αi+i=+1mαig(dhm(G)1/2)=o(1).\rho(G)-\widehat{\rho}(G)=\sum_{i=1}^{m}\alpha_{i}(\rho(G_{i})-\widehat{\rho}(G_{i}))\leqslant\lower 0.51663pt\hbox{\large$\textstyle\frac{27}{10}$}\sum_{i=1}^{\ell}\alpha_{i}+\sum_{i=\ell+1}^{m}\alpha_{i}g(d_{\mathrm{hm}}(G)^{1/2})=o(1).\qed
Proof of Corollary 2.5.

Observe that definition (2.4) and assumption h(G)γdmaxh(G)\geqslant\gamma d_{\mathrm{max}} imply that dminγdmaxd_{\mathrm{min}}\geqslant\gamma d_{\mathrm{max}}. Applying Theorem 2.4 and using Lemma 3.1 and the asymptotic formula (3.2) we obtain the claimed bound. ∎

4 Proof of Theorem 2.8

We first prove the case of dmax=o(n)d_{\mathrm{max}}=o(\sqrt{n}).

Lemma 4.1.

Let 𝐝=𝐝(n)=(d1,,dn)\boldsymbol{d}=\boldsymbol{d}(n)=(d_{1},\ldots,d_{n}) be a degree sequence with all degrees positive and even. Assume dmax2=o(d¯n)d_{\mathrm{max}}^{2}=o(\bar{d}n). Then the average number of Eulerian orientations of a random undirected simple graph with degree sequence 𝐝\boldsymbol{d} is

n1/2 2d¯n/2eO(dmax2)i=1n(didi/2).n^{1/2}\,2^{-\bar{d}n/2}e^{O(d_{\mathrm{max}}^{2})}\prod_{i=1}^{n}\binom{d_{i}}{d_{i}/2}.
Proof.

The average is equal to the number of Eulerian oriented graphs with in-degrees and out-degrees 12𝒅\frac{1}{2}\boldsymbol{d}, divided by the number of undirected graphs with degrees 𝒅\boldsymbol{d}.

A digraph with in-degrees and out-degrees 12𝒅\frac{1}{2}\boldsymbol{d} can be represented as an undirected bipartite graph with vertices v1,,vnv_{1},\ldots,v_{n} and w1,,wnw_{1},\ldots,w_{n}. For each ii, both viv_{i} and wiw_{i} have degree di/2d_{i}/2. Vertex viv_{i} is adjacent to wjw_{j} if the digraph has an edge from vertex ii to vertex jj. Since the digraph has no loops, viv_{i} is not adjacent to wiw_{i} for any ii. With such restrictions, the number of bipartite graphs given in [21, Theorem 4.6] is, to the precision we need here,

(d¯n/2)!(i=1n(di/2)!)2eO(dmax2).\raise 0.21529pt\hbox{\small$\displaystyle\frac{(\bar{d}n/2)!}{\bigl{(}\prod_{i=1}^{n}(d_{i}/2)!\bigr{)}^{2}}$}\,e^{O(d_{\mathrm{max}}^{2})}. (4.1)

However, such bipartite graphs may correspond to digraphs with 2-cycles, which is not permitted for simple Eulerian oriented graphs. This occurs if, for some iji\neq j, viv_{i} is adjacent to wjw_{j}, and vjv_{j} is adjacent to wiw_{i}. Arbitrarily order all such potential bad pairs and label the corresponding events by E1,,E(n2)E_{1},\ldots,E_{\binom{n}{2}}. The probability that none of these events occurs is the product of conditional probabilities:

P𝒅=i=1(n2)(1(Ei1j<iE¯j)),P_{\boldsymbol{d}}=\prod_{i=1}^{\binom{n}{2}}\,\bigl{(}1-\operatorname{\mathbb{P}}(E_{i}\mid\cap_{1\leqslant j<i}\bar{E}_{j})\bigr{)}, (4.2)

where E¯j\bar{E}_{j} is the complement of EjE_{j}. Consider the bad event ExE_{x} that {vi,wj}\{v_{i},w_{j}\} and {vj,wi}\{v_{j},w_{i}\} are both edges. Choose two additional edges {v,w}\{v^{\prime},w^{\prime}\} and {v′′,w′′}\{v^{\prime\prime},w^{\prime\prime}\}, and replace these four edges with {vi,w}\{v_{i},w^{\prime}\}, {vj,w′′}\{v_{j},w^{\prime\prime}\}, {v,wi}\{v^{\prime},w_{i}\} and {v′′,wj}\{v^{\prime\prime},w_{j}\}. Provided vv′′v^{\prime}\neq v^{\prime\prime}, ww′′w^{\prime}\neq w^{\prime\prime} and none of the additional edges are incident to any of vi,vj,wi,wjv_{i},v_{j},w_{i},w_{j} or their neighbours, this operation removes the bad pair of edges {vi,wj}\{v_{i},w_{j}\} and {vj,wi}\{v_{j},w_{i}\} without creating any additional bad pairs. Observe that it can be performed in 14n2d¯2O(ndmax2d¯)=Ω(n2d¯2)\frac{1}{4}n^{2}\bar{d}^{2}-O(nd_{\mathrm{max}}^{2}\bar{d})=\Omega(n^{2}\bar{d}^{2}) ways and doesn’t change the degree sequence.

In the reverse direction, if the event ExE_{x} does not occur and we wish to create it, the operation is determined by the choice of an edge incident with each of vi,vj,wi,wjv_{i},v_{j},w_{i},w_{j}, which can be made in O(dmax4)O(d_{\mathrm{max}}^{4}) ways. Note that both these bounds hold irrespective of any conditioning on other bad events not occurring. Therefore, the conditional probability of this bad event occurring is O(dmax4/(n2d¯2))O\bigl{(}d_{\mathrm{max}}^{4}/(n^{2}\bar{d}^{2})\bigr{)}. By (4.2),

P𝒅=(1O(dmax4/(n2d¯2)))(n2)=eO(dmax2).P_{\boldsymbol{d}}=\bigl{(}1-O(d_{\mathrm{max}}^{4}/(n^{2}\bar{d}^{2}))\bigr{)}^{\binom{n}{2}}=e^{-O(d_{\mathrm{max}}^{2})}.

Thus we find that the number of Eulerian oriented graphs with in-degrees and out-degrees 12𝒅\frac{1}{2}\boldsymbol{d} is also given by (4.1).

The number of undirected simple graphs with degrees 𝒅\boldsymbol{d} was determined in [22, Theorem 4.6] to be

(d¯n)!(d¯n/2)! 2d¯n/2i=1ndi!eO(dmax2).\raise 0.21529pt\hbox{\small$\displaystyle\frac{(\bar{d}n)!}{(\bar{d}n/2)!\,2^{\bar{d}n/2}\prod_{i=1}^{n}d_{i}!}$}\,e^{O(d_{\mathrm{max}}^{2})}. (4.3)

Dividing (4.1) by (4.3) completes the proof. ∎

Theorem 4.2.

Consider G𝒢(n,𝐝)G\sim\mathcal{G}(n,\boldsymbol{d}), where 𝐝\boldsymbol{d} satisfies the assumptions of Lemma 4.1. Then, for any μ=μ(n)>0\mu=\mu(n)>0,

(ρ(G)ρ^(G)+μ)1enμ1n1/2eO(dmax2).\operatorname{\mathbb{P}}\bigl{(}\rho(G)\geqslant\widehat{\rho}(G)+\mu\bigr{)}\leqslant\lower 0.51663pt\hbox{\large$\textstyle\frac{1}{{e^{n\mu}-1}}$}n^{1/2}e^{O(d_{\mathrm{max}}^{2})}.
Proof.

Let p=(ρ(G)ρ^(G)+μ)p=\operatorname{\mathbb{P}}\bigl{(}\rho(G)\geqslant\widehat{\rho}(G)+\mu\bigr{)}. By (1.3), we have ρ(G)ρ^(G)\rho(G)\geqslant\widehat{\rho}(G) always. Then

𝔼[EO(G)]=𝔼[enρ(G)](1p)enρ^(G)+pen(ρ^(G)+μ)=(1p+enμp)enρ^(G).\operatorname{\mathbb{E}}\,[\operatorname{EO}(G)]=\operatorname{\mathbb{E}}\,[e^{n\rho(G)}]\geqslant(1-p)e^{n\widehat{\rho}(G)}+pe^{n(\widehat{\rho}(G)+\mu)}=(1-p+e^{n\mu}p)\,e^{n\widehat{\rho}(G)}.

Comparing this to the estimate of the expectation in Lemma 4.1, we have

(1p+enμp)enρ^(G)n1/2 2d¯n/2eO(dmax2)i=1n(didi/2),(1-p+e^{n\mu}p)\,e^{n\widehat{\rho}(G)}\leqslant n^{1/2}\,2^{-\bar{d}n/2}e^{O(d_{\mathrm{max}}^{2})}\prod_{i=1}^{n}\binom{d_{i}}{d_{i}/2},

and by the definition of ρ^(G)\widehat{\rho}(G) in (1.2),

p1enμ1(n1/2 2d¯n/2eO(dmax2)i=1n(didi/2)2d¯n/2i=1n(didi/2)),p\leqslant\raise 0.21529pt\hbox{\small$\displaystyle\frac{1}{{e^{n\mu}-1}}$}\biggl{(}n^{1/2}\,2^{-\bar{d}n/2}e^{O(d_{\mathrm{max}}^{2})}\prod_{i=1}^{n}\binom{d_{i}}{d_{i}/2}-2^{-\bar{d}n/2}\prod_{i=1}^{n}\binom{d_{i}}{d_{i}/2}\biggr{)},

which completes the proof. ∎

4.1 Expansion properties of random graphs with given degrees

The next theorem establishes a lower bound on the isoperimetric constant of a random graph with given degrees. Previous results have been restricted to random regular graphs, see [4, 13, 11].

Theorem 4.3.

Let 𝐝=𝐝(n)\boldsymbol{d}=\boldsymbol{d}(n) be a degree sequence and C=C(n)>0C=C(n)>0 be such that we have dmin24+32Cd_{\mathrm{min}}\geqslant 24+32C and dmax2Cd¯nd_{\mathrm{max}}^{2}\leqslant C\bar{d}n, where d¯\bar{d} is the average degree. Define α:=16+8C\alpha:=\frac{1}{6+8C}. If G𝒢(n,𝐝)G\sim\mathcal{G}(n,\boldsymbol{d}), then

(h(G)αdmin)1(dmin25d¯n)526αdmin2.\operatorname{\mathbb{P}}\bigl{(}h(G)\geqslant\alpha d_{\mathrm{min}}\bigr{)}\geqslant 1-\Bigl{(}\raise 0.21529pt\hbox{\small$\displaystyle\frac{d_{\mathrm{min}}^{2}}{5\bar{d}n}$}\Bigr{)}^{\frac{5}{26}\alpha d_{\mathrm{min}}^{2}}.
Proof.

Let S{1,,n}S\subseteq\{1,\ldots,n\}, and let SkS_{k} be the set of all graphs with degree sequence 𝒅\boldsymbol{d} such that kk is the number of edges between SS and S¯:={1,,n}S\bar{S}:=\{1,\ldots,n\}-S. Assume that s:=|S|12ns:=|S|\leqslant\frac{1}{2}n and k2αdminsk\leqslant 2\alpha d_{\mathrm{min}}s. We can also assume that s(1α)dmins\geqslant(1-\alpha)d_{\mathrm{min}}, since otherwise at least αdmins\alpha d_{\mathrm{min}}s edges leave SS.

Consider GkSkG_{k}\in S_{k}. We can create a graph in Sk+2S_{k+2} by removing two edges v1v2Gk[S]v_{1}v_{2}\in G_{k}[S], an w1w2Gk[S¯]w_{1}w_{2}\in G_{k}[\bar{S}] and replacing them by either v1w1v_{1}w_{1} and v2w2v_{2}w_{2}, or v1w2v_{1}w_{2} and v2w1v_{2}w_{1}. One or both of these operations may be unavailable due to an existing edge. If dd^{\prime} is the average degree of a vertex in SS, the number of ways to perform the operation is at least

12(dsk)(d¯ndsk)kdmax2\displaystyle\lower 0.51663pt\hbox{\large$\textstyle\frac{1}{2}$}(d^{\prime}s-k)(\bar{d}n-d^{\prime}s-k)-kd_{\mathrm{max}}^{2} 12(dminsk)(d¯ndminsk)Ckd¯n\displaystyle\geqslant\lower 0.51663pt\hbox{\large$\textstyle\frac{1}{2}$}(d_{\mathrm{min}}s-k)(\bar{d}n-d_{\mathrm{min}}s-k)-Ck\bar{d}n
14(14α+4α28αC)dmind¯sn\displaystyle\geqslant\lower 0.51663pt\hbox{\large$\textstyle\frac{1}{4}$}(1-4\alpha+4\alpha^{2}-8\alpha C)d_{\mathrm{min}}\bar{d}sn
=1+C(3+4C)2dmind¯sn,\displaystyle=\raise 0.21529pt\hbox{\small$\displaystyle\frac{1+C}{(3+4C)^{2}}$}d_{\mathrm{min}}\bar{d}sn, (4.4)

where the first inequality holds since the first expression is increasing in dd^{\prime} for s12ns\leqslant\frac{1}{2}n and dmax2Cd¯nd_{\mathrm{max}}^{2}\leqslant C\bar{d}n, while the second line holds since k2αdminsk\leqslant 2\alpha d_{\mathrm{min}}s and s12ns\leqslant\frac{1}{2}n.

Given Gk+2Sk+2G_{k+2}\in S_{k+2} we can recover a graph in GkG_{k} by performing the same operation in reverse, which is determined by the choice of two edges between SS and S¯\bar{S}. This time we need an upper bound, namely

(k+22).\binom{k+2}{2}. (4.5)

Combining (4.4) and (4.5), we find that

|Sk||Sk+2|(3+4C)2(k+2)22(1+C)dmind¯sn.\raise 0.21529pt\hbox{\small$\displaystyle\frac{|S_{k}|}{|S_{k+2}|}$}\leqslant\raise 0.21529pt\hbox{\small$\displaystyle\frac{(3+4C)^{2}(k+2)^{2}}{2(1+C)d_{\mathrm{min}}\bar{d}sn}$}.

Define K=K(s):=12(αdmins1)K=K(s):=\lfloor\frac{1}{2}(\alpha d_{\mathrm{min}}s-1)\rfloor, which implies by AM/GM that

i=12K(αdmins+i)(32αdmins)K for αdmins2.\prod_{i=1}^{2K}\,(\lfloor\alpha d_{\mathrm{min}}s\rfloor+i)\leqslant\bigl{(}\lower 0.51663pt\hbox{\large$\textstyle\frac{3}{2}$}\alpha d_{\mathrm{min}}s\bigr{)}^{K}\quad\text{~{}for $\alpha d_{\mathrm{min}}s\geqslant 2$}.

This enables us to bound the probability that kαdminsk\leqslant\alpha d_{\mathrm{min}}s:

kαdmins|Sk|j0|Sj|maxkαdmins|Sk||Sk+2K|\displaystyle\raise 0.21529pt\hbox{\small$\displaystyle\frac{\sum_{k\leqslant\alpha d_{\mathrm{min}}s}|S_{k}|}{\sum_{j\geqslant 0}|S_{j}|}$}\leqslant\max_{k\leqslant\alpha d_{\mathrm{min}}s}\raise 0.21529pt\hbox{\small$\displaystyle\frac{|S_{k}|}{|S_{k+2K}|}$} ((3+4C)22(1+C)dmind¯sn)Ki=12K(αdmins+i)2\displaystyle\leqslant\biggl{(}\raise 0.21529pt\hbox{\small$\displaystyle\frac{(3+4C)^{2}}{2(1+C)d_{\mathrm{min}}\bar{d}sn}$}\biggr{)}^{\!K\,}\prod_{i=1}^{2K}\,(\lfloor\alpha d_{\mathrm{min}}s\rfloor+i)^{2}
(9dmins32(1+C)d¯n)K.\displaystyle\leqslant\biggl{(}\raise 0.21529pt\hbox{\small$\displaystyle\frac{9d_{\mathrm{min}}s}{32(1+C)\,\bar{d}n}$}\biggr{)}^{\!K}.

Therefore, the probability that there is any set SS with |S|=s|S|=s having fewer than αdmins\alpha d_{\mathrm{min}}s edges leaving is at most

P(s):=(ns)(9dmins32(1+C)d¯n)αdmins/23/2.P(s):=\binom{n}{s}\biggl{(}\raise 0.21529pt\hbox{\small$\displaystyle\frac{9d_{\mathrm{min}}s}{32(1+C)\bar{d}n}$}\biggr{)}^{\!\alpha d_{\mathrm{min}}s/2-3/2}.

Using (s+1)s+14ss+1(s+1)^{s+1}\leqslant 4s^{s+1} we find that P(s+1)/P(s)P(s+1)/P(s) is increasing with ss and is bounded by 81128\frac{81}{128} at s=12ns=\frac{1}{2}n. Recalling that we can assume s(1α)dmins\geqslant(1-\alpha)d_{\mathrm{min}}, we conclude that

(h(G)<αdmin)<3P((1α)dmin).\operatorname{\mathbb{P}}\bigl{(}h(G)<\alpha d_{\mathrm{min}}\bigr{)}<3\,P((1-\alpha)d_{\mathrm{min}}).

It remains to simplify this bound. First we apply (ns)(ens)s\binom{n}{s}\leqslant\bigl{(}\frac{en}{s}\bigr{)}^{s}. Then we note that α16\alpha\leqslant\frac{1}{6} and αdmin4\alpha d_{\mathrm{min}}\geqslant 4 together imply that 12α(1α)dmin2(1α)dmin32526αdmin2\frac{1}{2}\alpha(1-\alpha)d_{\mathrm{min}}^{2}-(1-\alpha)d_{\mathrm{min}}-\frac{3}{2}\geqslant\frac{5}{26}\alpha d_{\mathrm{min}}^{2}. Then, under the same conditions,

3(e1α)(1α)dmin(9(1α)32(1+C))α(1α)dmin2/23/25526αdmin2,3\,\biggl{(}\raise 0.21529pt\hbox{\small$\displaystyle\frac{e}{1-\alpha}$}\biggr{)}^{(1-\alpha)d_{\mathrm{min}}}\biggl{(}\raise 0.21529pt\hbox{\small$\displaystyle\frac{9(1-\alpha)}{32(1+C)}$}\biggr{)}^{\alpha(1-\alpha)d_{\mathrm{min}}^{2}/2-3/2}\leqslant 5_{\vphantom{x}}^{-\frac{5}{26}\alpha d_{\mathrm{min}}^{2}},

This completes the proof. ∎

4.2 Completing the proof of Theorem 2.8

Combining Corollary 2.5 and Theorem 4.3, we immediately get the following.

Theorem 4.4.

Let G𝒢(n,𝐝)G\sim\mathcal{G}(n,\boldsymbol{d}) such that dmaxlog8nd_{\mathrm{max}}\gg\log^{8}n and dminγdmaxd_{\mathrm{min}}\geqslant\gamma d_{\mathrm{max}} for some fixed constant γ>0\gamma>0. Then, with probability at least 1eΩ(dmax2)1-e^{-\Omega(d_{\mathrm{max}}^{2})},

ρ(G)=ρ^(G)+O(log2dmaxdmax).\rho(G)=\widehat{\rho}(G)+O\mathopen{}\mathclose{{}\left(\lower 0.51663pt\hbox{\large$\textstyle\frac{\log^{2}d_{\mathrm{max}}}{d_{\mathrm{max}}}$}}\right).

Finally we show how to derive Theorem 2.8 from Theorem 4.2 and Theorem 4.4. If the degree sequence 𝒅\boldsymbol{d} satisfies (R1), that is, dmax2=o(n)d_{\mathrm{max}}^{2}=o(n), then we have dmax2=o(d¯n)d_{\mathrm{max}}^{2}=o(\bar{d}n), since all the degrees are positive. Therefore, by Theorem 4.2, for fixed ε>0\varepsilon>0,

(ρ(G)ρ^(G)+ε)1enε1n1/2eO(dmax2)=eO(n).\operatorname{\mathbb{P}}\bigl{(}\rho(G)\geqslant\widehat{\rho}(G)+\varepsilon\bigr{)}\leqslant\lower 0.51663pt\hbox{\large$\textstyle\frac{1}{{e^{n\varepsilon}-1}}$}n^{1/2}e^{O(d_{\mathrm{max}}^{2})}=e^{-O(n)}.

Assume that dmax2=Ω(n)d_{\mathrm{max}}^{2}=\Omega(n) and the degree sequence 𝒅\boldsymbol{d} satisfies (R2). Theorem 2.8 then follows from Theorem 4.4 by noting that dmax2=Ω(dmax2+n)d_{\mathrm{max}}^{2}=\Omega(d_{\mathrm{max}}^{2}+n) and (logdmax)2/dmax=o(1)(\log d_{\mathrm{max}})^{2}/d_{\mathrm{max}}=o(1).

5 Numerical estimation via Eulerian partitions

The number of Eulerian orientations of a finite graph is a #P\#P-complete problem equivalent to finding the permanent of a 0–1 matrix [29, 25]. However, the order of the matrix equals the number of edges in the graph, and the notorious difficulty of estimating large sparse permanents means that above about 100 edges we found it difficult to obtain accurate values.

Instead, we employed a repeatedly discovered theorem [18, Eq. (11)][14], and also [5]. This result, stated below as Theorem 5.1, allowed us to obtain accurate estimates sometimes into thousand of vertices.

Let GG be a graph with even degrees d1,,dnd_{1},\ldots,d_{n}. An Eulerian partition is a partition of the edges into undirected closed trails, where a trail is a walk that doesn’t repeat edges. Let 𝒫(G)\mathcal{P}(G) denote the set of all Eulerian partitions, and note that

|𝒫(G)|=i=1ndi!(di/2)! 2di/2,\lvert\mathcal{P}(G)\rvert=\prod_{i=1}^{n}\,\frac{d_{i}!}{(d_{i}/2)!\,2^{d_{i}/2}},

since each partition is uniquely described by a pairing of the edges at each vertex. For an Eulerian partition P𝒫(G)P\in\mathcal{P}(G), let |P|\lvert P\rvert denote the number of closed trails it comprises.

Theorem 5.1.

For any graph GG with even degrees d1,,dnd_{1},\ldots,d_{n},

ρ(G)=ρ^(G)+1nlogT(G),whereT(G):=1|𝒫(G)|P𝒫(G)2|P|.\rho(G)=\widehat{\rho}(G)+\raise 0.21529pt\hbox{\small$\displaystyle\frac{1}{n}$}\log T(G),~{}~{}\text{where}~{}~{}T(G):=\frac{1}{\lvert\mathcal{P}(G)\rvert}\sum_{P\in\mathcal{P}(G)}2^{\lvert P\rvert}.
Proof.

Say that an Eulerian partition PP and an Eulerian orientation OO are associated if each trail in PP is a directed closed walk in OO. In Figure 3 we give an example of an Eulerian orientation and an associated edge pairing.

Refer to caption
Figure 3: An Eulerian orientation and one of its associated Eulerian partitions.

Let NN be the number of pairs (O,P)(O,P), where OO is an Eulerian orientation and PP is an associated Eulerian partition. Given OO, all the associated Eulerian partitions are obtained from a bijection at each vertex between the in-coming and out-going edges. That is,

N=EO(G)i=1n(di/2)!.N=\operatorname{EO}(G)\;\prod_{i=1}^{n}\,(d_{i}/2)!\,.

Conversely, given an Eulerian partition PP, the number of associated Eulerian orientations is clearly 2|P|2^{\lvert P\rvert}, so

N=P𝒫(G)2|P|.N=\sum_{P\in\mathcal{P}(G)}2^{\lvert P\rvert}.

In view of the definitions (1.1) and (1.2), combining these counts gives the theorem. ∎

In Figure 4 we show the distribution of |P|\lvert P\rvert for two graphs with 256 vertices. Q8Q_{8} is the 8-dimensional hypercube (degree 8), while C16C16C_{16}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{16} is the two-dimensional square lattice with periodic boundary conditions (degree 4).

Refer to captionRefer to captionQ8Q_{8}C16C16C_{16}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{16}
Figure 4: Distribution of |P|\lvert P\rvert for two 4-regular graphs on 256 vertices.

To apply Theorem 5.1, we can generate many edge partitions at random and calculate the average 2|P|2^{\lvert P\rvert}. With careful programming, each trial requires about 20|E(G)|20\,\lvert E(G)\rvert nanoseconds. Although 2|P|2^{\lvert P\rvert} is a highly skewed function, the average of a sequence of trials converges to a normal distribution as the number of trials increases. In most cases, we found 1000 averages based on at least one million trials each, then from those 1000 averages we found the 2-sigma confidence interval for the mean. The accuracy is better when |P|\lvert P\rvert is typically smaller, such as for higher degree or higher dimension.

6 Products of cycles

In this section we consider simple graphs which are Cartesian products of smaller graphs. After some general theory we will focus on products of cycles and their limits (infinite paths). The most famous example is “square ice” (the two-dimensional square lattice) which was the first periodic lattice whose residual entropy was determined exactly [17]. In Section 7 we will consider a different example that allows us to exemplify the accuracy of our estimates when the degree increases.

Suppose GG and HH are two graphs. The Cartesian product GHG\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}H has vertex set V(G)×V(H)V(G)\times V(H), with (u,v)(u,v) adjacent to (u,v)(u^{\prime},v^{\prime}) if either u=uu=u^{\prime} and vv is adjacent to vv^{\prime} in HH, or v=vv=v^{\prime} and uu is adjacent to uu^{\prime} in GG.

In order to compare the residual entropy with our estimate ρτ\rho_{\tau} defined in (2.5), we first consider the tree entropy. Let GG be a simple graph with nn vertices. Recall the definition of the Laplacian matrix L(G)L(G) from Section 3.

The next simple lemma gives the spanning tree count of graph products in terms of eigenvalues of the Laplacian matrices.

Lemma 6.1.

Let GG and HH be two connected graphs on \ell and mm vertices, respectively. Let 0=μ0,μ1,,μ10=\mu_{0},\mu_{1},\ldots,\mu_{\ell-1} and 0=μ0,μ1,,μm10=\mu^{\prime}_{0},\mu^{\prime}_{1},\ldots,\mu^{\prime}_{m-1} be the eigenvalues of the Laplacian matrices L(G)L(G) and L(H)L(H), respectively. Then the number of spanning trees in the Cartesian product GHG\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}H is

t(GH)=1m0j<, 0k<mj+k0(μj+μk).t(G\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}H)=\raise 0.21529pt\hbox{\small$\displaystyle\frac{1}{\ell m}$}\prod_{\begin{subarray}{c}0\leqslant j<\ell,\,0\leqslant k<m\\[0.90417pt] j+k\neq 0\end{subarray}}\!\!(\mu_{j}+\mu^{\prime}_{k}).
Proof.

By the Matrix Tree Theorem, mt(GH)\ell m\,t(G\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}H) is equal to the product of the non-zero eigenvalues of L(GH)L(G\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}H). In fact,

L(GH)=IL(H)+L(G)Im,L(G\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}H)=I_{\ell}\otimes L(H)+L(G)\otimes I_{m},

where \otimes is the matrix tensor product, from which it follows that the m\ell m eigenvalues of L(GH)L(G\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}H) are μj+μk\mu_{j}+\mu^{\prime}_{k} for 0j<0\leqslant j<\ell and 0k<m0\leqslant k<m; see for example [24]. ∎

6.1 Products of two cycles

Let CmC_{m} denote the cycle with mm vertices. It is well known that the eigenvalues of L(Cm)L(C_{m}) are 22cos2πjm2-2\cos\lower 0.51663pt\hbox{\large$\textstyle\frac{2\pi j}{m}$} for 0jm10\leqslant j\leqslant m-1.

Lemma 6.2.

For m3m\geqslant 3,

limτ(CmC)\displaystyle\lim_{\ell\to\infty}\tau(C_{m}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\ell}) =1mj=1m1logg(2πjm), where\displaystyle=\raise 0.21529pt\hbox{\small$\displaystyle\frac{1}{m}$}\sum_{j=1}^{m-1}\log\,g\Bigl{(}\raise 0.21529pt\hbox{\small$\displaystyle\frac{2\pi j}{m}$}\Bigr{)},\text{~{}where}
g(y)\displaystyle g(y) =2cosy+cos2y4cosy+3.\displaystyle=2-\cos y+\sqrt{\cos^{2}y-4\cos y+3}.

Also, lim,mτ(CmC)1.1662436\lim_{\ell,m\to\infty}\tau(C_{m}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\ell})\approx 1.1662436.

Proof.

By Lemma 6.1

logt(CmC)=log(m)+0j<, 0k<mj+k0log(42cos2πj2cos2πkm).\log t(C_{m}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\ell})=-\log(\ell m)+\sum_{\begin{subarray}{c}0\leqslant j<\ell,\,0\leqslant k<m\\[0.90417pt] j+k\neq 0\end{subarray}}\log\Bigl{(}4-2\cos\lower 0.51663pt\hbox{\large$\textstyle\frac{2\pi j}{\ell}$}-2\cos\lower 0.51663pt\hbox{\large$\textstyle\frac{2\pi k}{m}$}\Bigr{)}.

As \ell\to\infty, the sum over jj can be replaced by an integral, using

01log(1acos(2πx))𝑑x=log1+1a22(|a|1).\int_{0}^{1}\log(1-a\cos(2\pi x))\,dx=\log\raise 0.21529pt\hbox{\small$\displaystyle\frac{1+\sqrt{1-a^{2}}}{2}$}\quad(\lvert a\rvert\leqslant 1).

This gives the first claim after some elementary manipulation. The second claim comes from integrating logg(y)\log g(y) and is exactly 4π\textstyle\frac{4}{\pi} times Catalan’s constant [6]. ∎

The value of limmρ(CmCm)\lim_{m\to\infty}\rho(C_{m}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{m}) was famously determined by Lieb [17] in 1967 to be exactly log8390.43152\log\lower 0.51663pt\hbox{\large$\textstyle\frac{8\sqrt{3}}{9}$}\approx 0.43152. This compares poorly to Pauling’s estimate 0.405470.40547 but very well to our estimate limmρτ(CmCm)0.43054\lim_{m\to\infty}\rho_{\tau}(C_{m}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{m})\approx 0.43054.

GG τ(G)\tau(G) ρ(G)\rho(G) ρτ(G)\rho_{\tau}(G)
C3CC_{3}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 1.04453 0.46210 0.49140
C4CC_{4}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 1.09917 0.46299 0.46408
C5CC_{5}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 1.12373 0.44216 0.45180
C6CC_{6}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 1.13687 0.44577 0.44523
C7CC_{7}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 1.14472 0.43690 0.44130
C8CC_{8}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 1.14979 0.43960 0.43877
C9CC_{9}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 1.15326 0.43477 0.43703
C10CC_{10}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 1.15574 0.43672 0.43579
C11CC_{11}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 1.15757 0.43369 0.43488
C12CC_{12}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 1.15895 0.43514 0.43419
C13CC_{13}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 1.16003 0.43308 0.43365
C14CC_{14}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 1.16089 0.43418 0.43322
C15CC_{15}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 1.16158 0.43269 0.43287
C16CC_{16}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 1.16215 0.43356 0.43259
Table 1: Parameters for CmCC_{m}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\ell} as \ell\to\infty
Refer to captionexact ρ\rhoρτ\rho_{\tau}estimatemmexact limit (Lieb)limit of ρτ\rho_{\tau}Pauling
Figure 5: Exact and estimated residual entropies for tubes CmCC_{m}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty}

To further illustrate the usefulness of our estimate, we considered the case where the square lattice is finite in one direction; i.e., a square lattice on an infinitely long cylinder. For 3m143\leqslant m\leqslant 14, we obtained precise values of limρ(CmC)\lim_{\ell\to\infty}\rho(C_{m}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\ell}) using the transfer matrix method which we describe in the following theorem. These values and the corresponding estimates ρτ\rho_{\tau} are presented in Table 1 and Figure 5. It is seen that ρτ\rho_{\tau} tracks ρ\rho very well as mm increases, especially for large mm.

Theorem 6.3.

Let GG be an Eulerian graph with vertices {1,,n}\{1,\ldots,n\}. For 𝐳=(z1,,zn)n\boldsymbol{z}=(z_{1},\ldots,z_{n})\in\mathbb{Z}^{n}, define NG(𝐳)N_{G}(\boldsymbol{z}) to be the number of orientations of GG such that dout(v)din(v)=zvd_{\mathrm{out}}(v)-d_{\mathrm{in}}(v)=z_{v} for 1vn1\leqslant v\leqslant n, where din(v),dout(v)d_{\mathrm{in}}(v),d_{\mathrm{out}}(v) are the in-degree and out-degree of vertex vv. Define the 2n×2n2^{n}\times 2^{n} matrix T=(t𝐱,𝐲)T=(t_{\boldsymbol{x},\boldsymbol{y}}), whose rows and columns are indexed by 𝐱,𝐲{0,1}n\boldsymbol{x},\boldsymbol{y}\in\{0,1\}^{n}, by t𝐱,𝐲=NG(2(𝐲𝐱))t_{\boldsymbol{x},\boldsymbol{y}}=N_{G}(2(\boldsymbol{y}-\boldsymbol{x})). Then

limρ(GC)=1nlogλ,\lim_{\ell\to\infty}\rho(G\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\ell})=\lower 0.51663pt\hbox{\large$\textstyle\frac{1}{n}$}\log\lambda,

where λ\lambda is the largest eigenvalue of TT. Furthermore, let Γ\varGamma be the group action on {0,1}n\{0,1\}^{n} induced by the automorphism group of GG acting on the coordinate positions, together with the involution 𝐱(1,,1)𝐱\boldsymbol{x}\mapsto(1,\ldots,1)-\boldsymbol{x}. Suppose this action has orbits O1,,OmO_{1},\ldots,O_{m}. Define the m×mm\times m matrix S=(si,j)S=(s_{i,j}) where si,js_{i,j} is the common row sum of the submatrix of TT induced by rows OiO_{i} and columns OjO_{j}. Then SS has the same largest eigenvalue λ\lambda.

Proof.

The rationale for TT was described by Lieb [17] and we will be content with sketching a proof of the last part. Note that, by symmetry and converse, t𝒙γ,𝒚γ=t𝒙,𝒚t_{\boldsymbol{x}^{\gamma},\boldsymbol{y}^{\gamma}}=t_{\boldsymbol{x},\boldsymbol{y}} for 𝒙,𝒚{0,1}n\boldsymbol{x},\boldsymbol{y}\in\{0,1\}^{n} and γΓ\gamma\in\varGamma. This implies that if 𝒗\boldsymbol{v} is a positive eigenvector of TT with eigenvalue λ\lambda, then so is 𝒗γ\boldsymbol{v}^{\gamma}. By averaging over γΓ\gamma\in\varGamma, we find a non-zero eigenvector of TT corresponding to eigenvalue λ\lambda which takes a constant value rir_{i} on each orbit OiO_{i}. Then (r1,,rn)(r_{1},\ldots,r_{n}) is an eigenvector of SS with eigenvalue λ\lambda. Conversely, any eigenvector of SS becomes an eigenvector of TT with the same eigenvalue on replicating its value in each orbit. ∎

The advantage of the matrix SS is that it can be much smaller than TT. For example, the final row in Table 2 below has TT matrix of order 1,048,576 but its SS matrix has order 7,456.

6.2 Products of three cycles

Define Rm=CmCmCmR_{m}=C_{m}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{m}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{m} to be a finite simple cubic lattice with periodic boundary conditions. We did not find an estimate of the residual entropy of this lattice in the literature. From (1.3) and (2.1) we have

0.91623limmρ(Rm)1.0925.0.91623\leqslant\lim_{m\to\infty}\rho(R_{m})\leqslant 1.0925.

From [28] we have limmτ(Rm)1.67338\lim_{m\to\infty}\tau(R_{m})\approx 1.67338, so our estimate is limmρτ(Rm)=0.9251\lim_{m\to\infty}\rho_{\tau}(R_{m})=0.9251.

Refer to captionρ(Rm)\rho(R_{m})ρτ(Rm)\rho_{\tau}(R_{m})mmlimit of ρτ\rho_{\tau}
Figure 6: Exact and estimated residual entropies for the simple cubic lattice Rm=CmCmCmR_{m}=C_{m}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{m}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{m}.

To judge the accuracy of our estimate, we computed values of ρ(Rm)\rho(R_{m}) up to m=20m=20 using the method of Section 5. Precise values become difficult to obtain past n=16n=16 (4096 vertices). In Figure 6 we compare ρ(Rm)\rho(R_{m}) to ρτ(Rm)\rho_{\tau}(R_{m}) and again observe good correlation between ρτ\rho_{\tau} and ρ\rho. Using rational extrapolation of ρ(Rm)\rho(R_{m}), we believe that

limmρ(Rm)=0.9252±0.0002.\lim_{m\to\infty}\rho(R_{m})=0.9252\pm 0.0002.

In other words, we cannot distinguish between limmρ(Rm)\lim_{m\to\infty}\rho(R_{m}) and limmρτ(Rm)\lim_{m\to\infty}\rho_{\tau}(R_{m}).

GG τ(G)\tau(G) ρ(G)\rho(G) ρτ(G)\rho_{\tau}(G)
C3C3CC_{3}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{3}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 1.61344 0.95055 0.95511
C3C4CC_{3}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{4}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 1.63332 0.94486 0.94521
C3C5CC_{3}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{5}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 1.64164 0.93930 0.94101
C3C6CC_{3}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{6}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 1.64605 0.93857 0.93881
C4C4CC_{4}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{4}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 1.64941 0.93703 0.93713
C4C5CC_{4}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{5}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 1.65593 0.93382 0.93387
Table 2: Parameters for limnCmCCn\lim_{n\to\infty}C_{m}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\ell}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{n}

We also show in Table 2 results for the Cartesian product of three cycles where two of the cycles have small fixed length. We computed τ(G)\tau(G) using a simple extension of Lemma 6.2, and ρ(G)\rho(G) using the transfer matrix method. Note that ρ^(G)=0.91629\widehat{\rho}(G)=0.91629 in all cases.

7 Cycles of cliques

In this section, we find the residual entropy of cycles of cliques which are products KmCK_{m}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\ell}. Our reason for studying this family is that increasing mm allows us to test Conjecture 2.2 and to observe how ρτ\rho_{\tau} and ρ\rho are related as the degree increases. Throughout this section, we assume that mm is odd since the number of Eulerian orientations is zero otherwise.

Refer to caption
Figure 7: The Cartesian product K5C6K_{5}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{6}

7.1 Residual entropy

Recall that RT(m)=EO(Km)\operatorname{RT}(m)=\operatorname{EO}(K_{m}) is the number of regular tournaments.

Theorem 7.1.

If n=mn=m\ell\to\infty and mm is odd then

ρ(KmC)=1mlog(RT(m+2)/(m+1(m+1)/2))+O(logmm).\rho(K_{m}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\ell})=\raise 0.21529pt\hbox{\small$\displaystyle\frac{1}{m}$}\log\biggl{(}\operatorname{RT}(m+2)\Bigm{/}\binom{m+1}{(m{+}1)/2}\biggr{)}+O\Bigl{(}\raise 0.21529pt\hbox{\small$\displaystyle\frac{\log m}{m\ell}$}\Bigr{)}.

We start the proof with a sequence of auxiliary lemmas.

Lemma 7.2.

Let 𝐟{2,0,2}m\boldsymbol{f}\in\{-2,0,2\}^{m} be such that i[m]fi=0\sum_{i\in[m]}f_{i}=0. Let NT(m,𝐟)\operatorname{NT}(m,\boldsymbol{f}) denote the number of tournaments with mm vertices that 𝐟\boldsymbol{f} is the vector of differences of out-degrees and in-degrees. Then,

NT(m,𝒇)=2(m+1(m+1)/2)2ec(𝒇)RT(m+2),\operatorname{NT}(m,\boldsymbol{f})=\raise 0.21529pt\hbox{\small$\displaystyle\frac{2}{\binom{m+1}{(m+1)/2}^{2}}$}\,e^{c(\boldsymbol{f})}\operatorname{RT}(m+2),

where |c(𝐟)|2+O(m1)|c(\boldsymbol{f})|\leqslant 2+O(m^{-1}) uniformly over such 𝐟\boldsymbol{f} as mm\to\infty.

Proof.

From [23, Theorem 4.4], we find that

NT(m,𝒇)=RT(m)exp(i[m]fi22m+O(m1)).\operatorname{NT}(m,\boldsymbol{f})=\operatorname{RT}(m)\exp\biggl{(}-\raise 0.21529pt\hbox{\small$\displaystyle\frac{\sum_{i\in[m]}f_{i}^{2}}{2m}$}+O(m^{-1})\biggr{)}. (7.1)

Note that i[m]fi22m[0,2]\lower 0.51663pt\hbox{\large$\textstyle\frac{\sum_{i\in[m]}f_{i}^{2}}{2m}$}\in[0,2].

Next, consider a tournament TT with vertices V{u,v}V\cup\{u,v\}, where |V|=m\lvert V\rvert=m. Let TT^{\prime} be the subtournament of TT induced by VV. There are (m+1(m+1)/2)2/2\binom{m+1}{(m+1)/2}^{2}/2 ways to choose the neighbours of uu and vv so that their in-degrees and out-degrees are equal. For each of those cases, a particular 𝒇(T){2,0,2}m\boldsymbol{f}(T^{\prime})\in\{-2,0,2\}^{m} is necessary and sufficient for TT to be regular. That is, RT(m+2)\operatorname{RT}(m+2) is the sum of (m+1(m+1)/2)2/2\binom{m+1}{(m+1)/2}^{2}/2 terms, each having value given by (7.1). This completes the proof. ∎

Now we consider a cycle of cliques KmCK_{m}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\ell}. Take a clockwise cyclic ordering of the cliques Km1,,KmK_{m}^{1},\ldots,K_{m}^{\ell}. Given any orientation DD of the cycle of cliques, we define the net flow f(i1)i(D)f_{(i-1)\to i}(D) as the difference of the number of clockwise arcs and anticlockwise arcs between two consecutive cliques Kmi1K_{m}^{i-1} and KmiK_{m}^{i} in DD for all i1,ii-1,i modulo \ell.

Lemma 7.3.

If DD is an Eulerian orientation of KmCK_{m}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\ell} then, for all i,j[]i,j\in[\ell],

f(i1)i(D)=f(j1)j(D).f_{(i-1)\to i}(D)=f_{(j-1)\to j}(D).
Proof.

It suffices to show that f(i1)i(D)=fi(i+1)(D)f_{(i-1)\to i}(D)=f_{i\to(i+1)}(D) for all i[]i\in[\ell]. Using that DD is Eulerian, we observe that

fi(i+1)(D)f(i1)i(D)=vKmid+(v)vKmid(v)=0,f_{i\to(i+1)}(D)-f_{(i-1)\to i}(D)=\sum_{v\in K_{m}^{i}}d^{+}(v)-\sum_{v\in K_{m}^{i}}d^{-}(v)=0,

where d+d^{+} and dd^{-} denote the out-degree and in-degree of a vertex in DD, respectively. ∎

We introduce a class Am,fA_{m,f} of digraphs, for m,fm,f odd and |f|m|f|\leqslant m. These digraphs correspond to an Eulerian orientation of KmCK_{m}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\ell} induced on the clique KmiK_{m}^{i} and with previous and subsequent cliques replaced by two vertices ss and tt. Such graphs have m+2m+2 vertices including these two special vertices. There is no directed edge between ss and tt, but exactly one directed edge between each other pair. Vertices vs,tv\neq s,t have d(v)=d+(v)d^{-}(v)=d^{+}(v), while d+(s)=d(t)=m+f2d^{+}(s)=d^{-}(t)=\lower 0.51663pt\hbox{\large$\textstyle\frac{m+f}{2}$} and d(s)=d+(t)=mf2d^{-}(s)=d^{+}(t)=\lower 0.51663pt\hbox{\large$\textstyle\frac{m-f}{2}$}. Next, we study the rates of decrease of the quantity am,f:=|Am,f|a_{m,f}:=\lvert A_{m,f}\rvert decreases with respect to ff, using the following lemma.

Lemma 7.4.

Suppose a bipartite graph GG with two parts X,YX,Y has no isolated vertices. Suppose that there is a constant cc such that d(x)cd(y)d(x)\leqslant cd(y) for every edge xyxy with xX,yYx\in X,y\in Y. Then |Y|c|X||Y|\leqslant c\,|X|.

Proof.

We have

|Y|=xyG1d(y)cxyG1d(x)=c|X||Y|=\sum_{xy\in G}\raise 0.21529pt\hbox{\small$\displaystyle\frac{1}{d(y)}$}\leqslant c\sum_{xy\in G}\raise 0.21529pt\hbox{\small$\displaystyle\frac{1}{d(x)}$}=c\,|X|

as required. ∎

Lemma 7.5.

For odd m,fm,f with |f|m|f|\leqslant m,
(a) am,f=am,fa_{m,-f}=a_{m,f}.
(b) If f3f\geqslant 3 then

am,f(m(m+f)/2)am,f2(m(m+f2)/2)am,1(m(m+1)/2)=RT(m+2)(m+1(m+1)/2).\raise 0.21529pt\hbox{\small$\displaystyle\frac{a_{m,f}}{\binom{m}{(m+f)/2}}$}\leqslant\raise 0.21529pt\hbox{\small$\displaystyle\frac{a_{m,f-2}}{\binom{m}{(m+f-2)/2}}$}\leqslant\raise 0.21529pt\hbox{\small$\displaystyle\frac{a_{m,1}}{\binom{m}{(m+1)/2}}$}=\raise 0.21529pt\hbox{\small$\displaystyle\frac{\operatorname{RT}(m+2)}{\binom{m+1}{(m+1)/2}}$}.
Proof.

Part (a) is proved by interchanging the roles of ss and tt.

We next prove the first inequality of part (b). Define a bipartite graph GG with parts Am,fA_{m,f} and Am,f2A_{m,f-2}. For xAm,fx\in A_{m,f} and yAm,f2y\in A_{m,f-2}, xx is adjacent to yy if yy is obtained by reversing a directed path of length 2 from ss to tt. Consider such an edge xyxy. The vertex set V(x){s,t}V(x)\setminus\{s,t\} can be partitioned into four parts: V1V_{1} is adjacent from ss and to tt; V2V_{2}, with m+f2|V1|\lower 0.51663pt\hbox{\large$\textstyle\frac{m+f}{2}$}-\lvert V_{1}\rvert vertices, is adjacent from both ss and tt; V3V_{3}, with m+f2|V1|\lower 0.51663pt\hbox{\large$\textstyle\frac{m+f}{2}$}-\lvert V_{1}\rvert vertices, is adjacent to both ss and tt; and finally V4V_{4}, with |V1|f\lvert V_{1}\rvert-f vertices, is adjacent to ss and from tt. Note that |V1|=|V4|+f>0\lvert V_{1}\rvert=\lvert V_{4}\rvert+f>0 so GG has no isolated vertices in the first part, and the same argument with the parts interchanged shows that there are no isolated vertices in the second part either.

Directed paths of length 2 from ss to tt correspond to vertices in V1V_{1}. Reversing one path takes us to yy, where there are |V4|+1\lvert V_{4}\rvert+1 directed paths from tt to ss. Thus, d(x)=|V1|d(x)=\lvert V_{1}\rvert and d(y)=|V4|+1=|V1|f+1d(y)=\lvert V_{4}\rvert+1=\lvert V_{1}\rvert-f+1.

Lemma 7.4 now gives us

am,fam,f2maxAm,f|V1|f+1|V1|.\raise 0.21529pt\hbox{\small$\displaystyle\frac{a_{m,f}}{a_{m,f-2}}$}\leqslant\max_{A_{m,f}}\raise 0.21529pt\hbox{\small$\displaystyle\frac{\lvert V_{1}\rvert-f+1}{\lvert V_{1}\rvert}$}.

This expression is increasing with |V1|\lvert V_{1}\rvert, which is at most m+f2\textstyle\frac{m+f}{2}. Observe that the ratio of the corresponding binomials is also mf+2m+f\frac{m-f+2}{m+f}. This establishes the claimed monotonicity of am,f(m(m+f)/2)\frac{a_{m,f}}{\binom{m}{(m+f)/2}} with respect to ff.

To establish claim we observe that any digraph from Am,1A_{m,1} corresponds to a regular tournament on m+2m+2 vertices with a specified direction between ss and tt. Thus,

am,1(m(m+1)/2)=RT(m+2)2(m(m+1)/2)=RT(m+2)(m+1(m+1)/2),\raise 0.21529pt\hbox{\small$\displaystyle\frac{a_{m,1}}{\binom{m}{(m+1)/2}}$}=\raise 0.21529pt\hbox{\small$\displaystyle\frac{\operatorname{RT}(m+2)}{2\binom{m}{(m+1)/2}}$}=\raise 0.21529pt\hbox{\small$\displaystyle\frac{\operatorname{RT}(m+2)}{\binom{m+1}{(m+1)/2}}$},

as required. ∎

Now we are ready to establish the residual entropy of a cycle of cliques.

Proof of Theorem 7.1.

Let EOf(m,)\operatorname{EO}_{f}(m,\ell) denote the number of Eulerian orientations of KmCK_{m}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\ell} with net flow f[m,m]f\in[-m,m]. Note that from Lemma 7.3 we know that the flow between any two consecutive cliques is the same. Therefore,

EO(KmC)=|f|mf is oddEOf(m,).\operatorname{EO}(K_{m}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\ell})=\sum_{\begin{subarray}{c}|f|\leqslant m\\ \text{$f$ is odd}\end{subarray}}\operatorname{EO}_{f}(m,\ell). (7.2)

Any orientation with flow ff can be represented as a sequence of 1\ell-1 choices of DiAm,fD^{i}\in A_{m,f}, i=1,,1i=1,\ldots,\ell-1, and then a choice of orientations of the edges of the last clique KmK_{m}^{\ell} with specified differences of out and in degrees from {2,0,2}\{-2,0,2\}. Note that the orientations of edges of tt-vertices of DiAm,fD^{i}\in A_{m,f} should match the orientations of the ss-vertices of Di+1D^{i+1} so we need to adjust the count by a factor (m(mf)/2)\binom{m}{(m-f)/2} for the choices of Di+1D^{i+1} given DiD^{i}. Therefore,

EOf(m,)=(am,f1(m(mf)/2))1(m(mf)/2)Nf(m,),\operatorname{EO}_{f}(m,\ell)=\biggl{(}\raise 0.21529pt\hbox{\small$\displaystyle\frac{a_{m,f}^{\ell-1}}{\binom{m}{(m{-}f)/2}}$}\biggr{)}^{\ell-1}\binom{m}{(m{-}f)/2}N_{f}(m,\ell),

where Nf(m,)N_{f}(m,\ell) is an average number of choices for the orientations of the edges of the last clique KmK_{m}^{\ell} given the orientations of all other edges of KmCK_{m}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\ell}. Using Lemma 7.2 and Lemma 7.5, we obtain

EOf(m,)EO1(m,)e2+O(m1)=(RT(m+2)(m+1(m+1)/2))eO(1).\operatorname{EO}_{f}(m,\ell)\leqslant\operatorname{EO}_{1}(m,\ell)e^{2+O(m^{-1})}=\biggl{(}\raise 0.21529pt\hbox{\small$\displaystyle\frac{\operatorname{RT}(m+2)}{\binom{m+1}{(m+1)/2}}$}\biggr{)}^{\ell}e^{O(1)}.

Substitution this bound into (7.2), we find that

(RT(m+2)(m+1(m+1)/2))eO(1)EO(KmC)m(RT(m+2)(m+1(m+1)/2))eO(1).\biggl{(}\raise 0.21529pt\hbox{\small$\displaystyle\frac{\operatorname{RT}(m+2)}{\binom{m+1}{(m+1)/2}}$}\biggr{)}^{\ell}e^{O(1)}\leqslant\operatorname{EO}(K_{m}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\ell})\leqslant m\biggl{(}\raise 0.21529pt\hbox{\small$\displaystyle\frac{\operatorname{RT}(m+2)}{\binom{m+1}{(m+1)/2}}$}\biggr{)}^{\ell}e^{O(1)}.

Taking the logarithm and dividing by the number of vertices n=mn=m\ell completes the proof. ∎

7.2 Pauling’s estimate and the tree-entropy correction

A cycle of cliques KmCK_{m}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\ell} has degree m+1m+1. Therefore, Pauling’s estimate (1.2) is

ρ^(KmC)=log(m+1(m+1)/2)m+12log2.\widehat{\rho}(K_{m}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\ell})=\log\binom{m+1}{(m+1)/2}-\raise 0.21529pt\hbox{\small$\displaystyle\frac{m+1}{2}$}\log 2.

In Table 3 we compare the exact residual entropy given by Theorem 7.1 with Pauling’s estimate (1.2) and our estimate (2.5) for mm up to 3535. The exact values of RT(m+2)\operatorname{RT}(m+2) are taken from [9, Table 1]. Recall that our estimate ρτ\rho_{\tau} requires the spanning tree entropy, which is given by the next lemma.

GG degree τ(G)\tau(G) ρ(G)\rho(G) ρ^(G)\widehat{\rho}(G) ρτ(G)\rho_{\tau}(G)
K3CK_{3}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 4 1.04453 0.46210 0.40547 0.49140
K5CK_{5}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 6 1.53988 0.97656 0.91629 0.99189
K7CK_{7}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 8 1.87255 1.53422 1.47591 1.54351
K9CK_{9}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 10 2.12402 2.11892 2.06369 2.12514
K11CK_{11}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 12 2.32634 2.72190 2.66983 2.72635
K13CK_{13}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 14 2.49561 3.33800 3.28887 3.34134
K15CK_{15}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 16 2.64109 3.96395 3.91748 3.96655
K17CK_{17}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 18 2.76862 4.59755 4.55347 4.59963
K19CK_{19}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 20 2.88213 5.23725 5.19532 5.23896
K21CK_{21}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 22 2.98438 5.88195 5.84195 5.88337
K23CK_{23}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 24 3.07739 6.53079 6.49253 6.53199
K25CK_{25}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 26 3.16268 7.18313 7.14646 7.18416
K27CK_{27}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 28 3.24143 7.83847 7.80324 7.83936
K29CK_{29}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 30 3.31457 8.49640 8.46249 8.49718
K31CK_{31}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 32 3.38283 9.15658 9.12388 9.15727
K33CK_{33}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 34 3.44682 9.81876 9.78718 9.81937
K35CK_{35}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\infty} 36 3.50704 10.48270 10.45215 10.48325
Table 3: Residual entropy limρ(KmC)\lim_{\ell\to\infty}\rho(K_{m}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\ell}) compared to its estimates ρ^\widehat{\rho} and ρτ\rho_{\tau}.
Lemma 7.6.

For ,m3\ell,m\geqslant 3, the number of spanning trees in KmCK_{m}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\ell} is

t(KmC)=m((m+m+42)2+(m+m+42)2)m1.t(K_{m}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\ell})=\raise 0.21529pt\hbox{\small$\displaystyle\frac{\ell}{m}$}\Bigl{(}\Bigl{(}\raise 0.21529pt\hbox{\small$\displaystyle\frac{\sqrt{m}+\sqrt{m+4}}{2}$}\Bigl{)}^{\!2\ell}+\Bigl{(}\raise 0.21529pt\hbox{\small$\displaystyle\frac{\sqrt{m}+\sqrt{m+4}}{2}$}\Bigl{)}^{\!-2\ell\,}\Bigr{)}^{m-1}.

Moreover,

τ(KmC)={log(/m)m+2(m1)mlogm+m+42+O(1m2),as m;log(/m)m+logmlogm2m+O(m2),as m.\tau(K_{m}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\ell})=\begin{cases}\lower 0.51663pt\hbox{\large$\textstyle\frac{\log(\ell/m)}{\ell m}$}+\lower 0.51663pt\hbox{\large$\textstyle\frac{2(m-1)}{m}$}\log\lower 0.51663pt\hbox{\large$\textstyle\frac{\sqrt{m}+\sqrt{m+4}}{2}$}+O(\ell^{-1}m^{-2\ell}),&\text{as \,$\ell m\to\infty$;}\\[4.30554pt] \lower 0.51663pt\hbox{\large$\textstyle\frac{\log(\ell/m)}{\ell m}$}+\log m-\lower 0.51663pt\hbox{\large$\textstyle\frac{\log m-2}{m}$}+O(m^{-2}),&\text{as \,$m\to\infty$.}\end{cases}
Proof.

The non-zero eigenvalues of L(C)L(C_{\ell}) are 22cos(2πj)2-2\cos\bigl{(}\frac{2\pi j}{\ell}\bigr{)} for 1j11\leqslant j\leqslant\ell-1, while the non-zero eigenvalues of L(Km)L(K_{m}) are all equal to mm. Therefore, we have from Lemma 6.1 that

t(KmC)\displaystyle t(K_{m}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\ell}) =mm2j=11(m+22cos2πj)m1\displaystyle=\ell m^{m-2}\prod_{j=1}^{\ell-1}\,\Bigl{(}m+2-2\cos\lower 0.51663pt\hbox{\large$\textstyle\frac{2\pi j}{\ell}$}\Bigr{)}^{m-1}
=m1T(m,)m1,\displaystyle=\ell m^{-1}T(m,\ell)^{m-1},

where

T(m,)=j=01(m+22cos2πj).T(m,\ell)=\prod_{j=0}^{\ell-1}\,\Bigl{(}m+2-2\cos\lower 0.51663pt\hbox{\large$\textstyle\frac{2\pi j}{\ell}$}\Bigr{)}.

The latter product can be recognised as 2(1)T2(im1/2/2)22(-1)^{\ell}T_{2\ell}(im^{1/2}/2)-2, where T2(x)T_{2\ell}(x) is the Chebyshev polynomial in its standard normalization. The lemma now follows from the explicit form of T2T_{2\ell}. ∎

Finally, for large mm, we show that Pauling’s estimate (1.2) approximates the exact residual entropy up to an error O(logmm)O\bigl{(}\frac{\log m}{m}\bigr{)}, thus confirming Conjecture 2.2 for cycles of cliques. Our new heuristic ρτ\rho_{\tau} has a much smaller error, again demonstrating its remarkable precision.

Theorem 7.7.

If mm is odd and mm\to\infty then

ρ(KmC)\displaystyle\rho(K_{m}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\ell}) =m+22log2m12mlogmlogπ232m+O(1m2+logmm)\displaystyle=\lower 0.51663pt\hbox{\large$\textstyle\frac{m+2}{2}$}\log 2-\lower 0.51663pt\hbox{\large$\textstyle\frac{m-1}{2m}$}\log m-\lower 0.51663pt\hbox{\large$\textstyle\frac{\log\pi}{2}$}-\lower 0.51663pt\hbox{\large$\textstyle\frac{3}{2m}$}+O\mathopen{}\mathclose{{}\left(\lower 0.51663pt\hbox{\large$\textstyle\frac{1}{m^{2}}$}+\lower 0.51663pt\hbox{\large$\textstyle\frac{\log m}{m\ell}$}}\right)
=ρ^(KmC)+logm2m34m+O(1m2+logmm)\displaystyle=\widehat{\rho}(K_{m}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\ell})+\lower 0.51663pt\hbox{\large$\textstyle\frac{\log m}{2m}$}-\lower 0.51663pt\hbox{\large$\textstyle\frac{3}{4m}$}+O\mathopen{}\mathclose{{}\left(\lower 0.51663pt\hbox{\large$\textstyle\frac{1}{m^{2}}$}+\lower 0.51663pt\hbox{\large$\textstyle\frac{\log m}{m\ell}$}}\right)
=ρτ(KmC)+O(1m2+logmm),\displaystyle=\rho_{\tau}(K_{m}\mathbin{\raise 0.6458pt\hbox{$\scriptstyle\square$}}C_{\ell})+O\mathopen{}\mathclose{{}\left(\lower 0.51663pt\hbox{\large$\textstyle\frac{1}{m^{2}}$}+\lower 0.51663pt\hbox{\large$\textstyle\frac{\log m}{m\ell}$}}\right),

where ρ^\widehat{\rho} and ρτ\rho_{\tau} are defined in (1.2) and (2.5).

Proof.

The value of RT(m+2)\operatorname{RT}(m+2) follows from (2.3). We also have that

(m+1(m+1)/2)=(114m+O(m2))2m+1π(m+1)/2.\binom{m+1}{(m+1)/2}=\biggl{(}1-\raise 0.21529pt\hbox{\small$\displaystyle\frac{1}{4m}$}+O(m^{-2})\biggr{)}\raise 0.21529pt\hbox{\small$\displaystyle\frac{2^{m+1}}{\sqrt{\pi(m+1)/2}}$}.

Using Theorem 7.1 and routine asymptotic expansions, we obtain the first claim. The other two equalities follow from (1.2), (2.5) and the second part of Lemma 7.6. ∎

8 Other examples

8.1 Triangular lattice TnT_{n} and Baxter’s constant

For the triangular lattice TnT_{n} of degree 6 on nn vertices, with periodic boundary conditions, Baxter [1] proved in 1969 that

limnρ(Tn)=log3320.95477.\lim_{n\to\infty}\rho(T_{n})=\log\lower 0.51663pt\hbox{\large$\textstyle\frac{3\sqrt{3}}{2}$}\approx 0.95477.

This compares poorly with Pauling’s estimate ρ^(Tn)=log520.91629\widehat{\rho}(T_{n})=\log\frac{5}{2}\approx 0.91629. From [6], we know that the spanning tree entropy is

limnτ(Tn)=5πi1sin(iπ/3)i21.61530,\lim_{n\to\infty}\tau(T_{n})=\raise 0.21529pt\hbox{\small$\displaystyle\frac{5}{\pi}$}\sum_{i\geqslant 1}\raise 0.21529pt\hbox{\small$\displaystyle\frac{\sin(i\pi/3)}{i^{2}}$}\approx 1.61530,

so our estimate (2.5) gives

ρτ(Tn)=ρ^(Tn)+12τ612τ(Tn)0.95417,\rho_{\tau}(T_{n})=\widehat{\rho}(T_{n})+\lower 0.51663pt\hbox{\large$\textstyle\frac{1}{2}$}\tau_{6}-\lower 0.51663pt\hbox{\large$\textstyle\frac{1}{2}$}\tau(T_{n})\approx 0.95417,

which is very close to the correct value.

8.2 3-dimensional ice

Of the several regular structures of water ice, we consider hexagonal ice (Ih) and cubic ice (Ic). Using a heuristic series expansion, Nagle [26] judged both ρ(Ih)\rho(\mathrm{Ih}) and ρ(Ic)\rho(\mathrm{Ic}) to lie in the interval [0.40992,0.41012]. By extrapolating finite simulations to the limit, Kolafa [10] obtained the slightly higher value ρ0.41043\rho\approx 0.41043 for both types of ice. Neither Nagle’s nor Kolafa’s calculations are sufficient to positively distinguish ρ(Ih)\rho(\mathrm{Ih}) from ρ(Ic)\rho(\mathrm{Ic}).

Using the method of Lyons [19] we find that the spanning tree entropy of ice Ic is

τ(Ic)\displaystyle\tau(\mathrm{Ic}) =18010101log(164643136(cx+cy+cz)2016(cxcy+cxcz+cycz)\displaystyle=\raise 0.21529pt\hbox{\small$\displaystyle\frac{1}{8}$}\int_{0}^{1}\!\!\int_{0}^{1}\!\!\int_{0}^{1}\log\bigl{(}16464-3136(c_{x}+c_{y}+c_{z})-2016(c_{x}c_{y}+c_{x}c_{z}+c_{y}c_{z})
960cxcycz+16(cx2cy2+cx2cz2+cy2cz2)\displaystyle\kern 90.00014pt-960c_{x}c_{y}c_{z}+16(c_{x}^{2}c_{y}^{2}+c_{x}^{2}c_{z}^{2}+c_{y}^{2}c_{z}^{2})
32(cx2cycz+cxcy2cz+cxcycz2))dxdydz\displaystyle\kern 90.00014pt-32(c_{x}^{2}c_{y}c_{z}+c_{x}c_{y}^{2}c_{z}+c_{x}c_{y}c_{z}^{2})\bigr{)}\,dx\,dy\,dz
1.20645995,\displaystyle\approx 1.20645995,

where cuc_{u} means cos(2πu)\cos(2\pi u). Nagle [26] noticed that the generating function for walks returning to the origin is the same for both types of ice, implying that the eigenvalue distributions are the same and thus τ(Ih)=τ(Ic)\tau(\mathrm{Ih})=\tau(\mathrm{Ic}), which we verified to high precision. Consequently, we have

ρτ(Ih)=ρτ(Ic)0.410433,\rho_{\tau}(\mathrm{Ih})=\rho_{\tau}(\mathrm{Ic})\approx 0.410433,

in excellent agreement with Kolafa’s estimate.

8.3 Hypercubes QdQ_{d}

The number of Eulerian orientations of a dd-dimensional hypercube QdQ_{d} on n=2dn=2^{d} vertices is only known up to d=6d=6 [30, sequence A358177], and it appears that even the asymptotic value is unknown.

dd nn ρ^\widehat{\rho} ρτ\rho_{\tau} ρ\rho ρ^ρ\widehat{\rho}-\rho ρτρ\rho_{\tau}-\rho
4 16 0.405465 0.464780 0.499770 -0.0943 -0.035
6 64 0.916291 0.948381 0.955050 -0.0388 -0.0067
8 256 1.475907 1.489316 1.490759 -0.0149 -0.0014
10 1024 2.063693 2.069225 2.069554 -0.0059 -0.00033
12 4096 2.669829 2.672343 2.672420 -0.0026 -0.00008
14 16384 3.288868 3.290206 3.290224 -0.0014 -0.00002
Table 4: Parameters for hypercubes QdQ_{d}

Using the method described in Section 5, we have computed estimates of ρ(Qd)\rho(Q_{d}) up to d=14d=14. From [3], we know that

t(Qd)=1ni=1d(2i)(di).t(Q_{d})=\lower 0.51663pt\hbox{\large$\textstyle\frac{1}{n}$}\prod_{i=1}^{d}\,(2i)^{\binom{d}{i}}.

The values shown for ρ(Qd)\rho(Q_{d}) in Table 4 are believed correct to within one value of the final digit. It is seen that Pauling’s estimate ρ^(Qd)\widehat{\rho}(Q_{d}) is improving as the dimension increases, but our estimate ρτ(Qd)\rho_{\tau}(Q_{d}) is approaching the right answer more quickly. Experimentally, it seems likely that ρ(Qd)=ρτ(Qd)+O(2d)\rho(Q_{d})=\rho_{\tau}(Q_{d})+O(2^{-d}).

9 Concluding remarks

We conclude with a short summary of interesting problems on the residual entropy of graphs mentioned in this paper that remain open.

  1. (a)

    Prove Conjecture 2.2.

  2. (b)

    Give a combinatorial explanation for the strong correlation between residual entropy and spanning tree entropy. Theorem 2.4 gives an analytic explanation for denser graphs. A qualitative hint is that the presence of short cycles tends to reduce the spanning tree count [20] (at least for sparse graphs) but, by Theorem 5.1, tends to increase the number of Eulerian orientations.

  3. (c)

    Determine whether ρ(Ih)\rho(\mathrm{Ih}) and ρ(Ic)\rho(\mathrm{Ic}) coincide.

  4. (d)

    Find the asymptotics of ρ(Qd)\rho(Q_{d}) for hypercubes.

  5. (e)

    Investigate the analogue of ρτ(G)\rho_{\tau}(G) for irregular graphs. The average number of spanning trees for a wide range of degree sequences was determined in [7].

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