% % \providecommand{\bGM}{\beta_{\mathrm{GM}}} \providecommand{\mt}{\tilde m} \providecommand{\MY}{M_Y} \providecommand{\lPV}{\lambda_{\mathrm{PV}}} \providecommand{\Lo}{\Lambda^{\circ}} \providecommand{\Kc}{\mathfrak{K}} \providecommand{\Df}{\mathfrak{D}} \providecommand{\Ff}{\mathfrak{F}} \providecommand{\Xh}{\mathbb{X}} \providecommand{\EG}{E_{G'}} \providecommand{\AG}{A_{G'}} \providecommand{\Floc}{F_1^{\mathrm{loc}}} \providecommand{\UU}{\mathcal{U}} \providecommand{\sF}{\sigma_F} \providecommand{\sV}{\sigma_V} \providecommand{\Funit}{F_{\mathrm{unit}}} \providecommand{\Kcol}{K_{\mathrm{col}}} \providecommand{\Rf}{R_f} \providecommand{\good}{\operatorname{good}} \providecommand{\sat}{\operatorname{sat}} \providecommand{\supp}{\operatorname{supp}} \providecommand{\lk}{\operatorname{lk}} \providecommand{\dGp}{d_{G'}} \providecommand{\one}{\mathbf{1}} \providecommand{\Z}{\mathbb{Z}} \providecommand{\R}{\mathbb{R}} \providecommand{\Glong}{\Gamma_{\mathrm{long}}} \providecommand{\Nlong}{\mathcal N^{\mathrm{long}}} \section{Stage 2: the single-scale expansion and the deterministic area law} \label{sec:stage2}\label{sec:7} In this section we prove Theorem~\ref{thm:7.61}: for each output $G'=G'(D)$ of the construction and each rectangle $C$ with $\min(R,T)\ge R_1(\beta)$, $W_{G'}(C)\le\exp(-\sV[\AG(C)-\eta_SRT]+c_N(R+T))$. We carry out the single-scale analysis of \cite[Section~6, Appendices~C to E]{GM82}, with the lemmas of \cite[Section~9]{BF80} that it uses, on $G'$. The structural changes are the following. First, the outer partition functions are graded by the class of their walls (their periods around the handles of the insulating set), and the Kirkwood\textendash Salsburg system of \cite[Appendix~4]{BF80} is solved for all classes at once in a weighted $\ell^1$ algebra. Second, the handles enter the bounds in a single place: the area weight of a class comes from one bound at fixed class (Proposition~\ref{prop:7.57}). In Subsections~\ref{ssec:7.1} to \ref{ssec:7.5} we derive the class-graded polymer expansion (Corollary~\ref{cor:7.30}), and in Subsections~\ref{ssec:7.6} to \ref{ssec:7.9} we bound it. Sections~\ref{S4-S:S4.4} to~\ref{S4-S:S4.8} of Part~S4 write out the proofs of this section and of Appendices~\ref{app:A} to~\ref{app:C} in full, including the steps taken from \cite{GM82} and \cite{BF80}. Section~\ref{S4-S:S4.5} contains the proofs of Propositions~\ref{prop:7.3}, \ref{prop:7.4}, \ref{prop:7.8} and~\ref{prop:7.25}, and Section~\ref{S4-S:S4.4} those of Propositions~\ref{prop:7.5} (with explicit constants), \ref{prop:7.9} and~\ref{prop:7.22}, Lemmas~\ref{lem:7.6}, \ref{lem:7.12}, \ref{lem:7.13}, \ref{lem:7.18}, \ref{lem:7.24}, \ref{lem:7.26} and~\ref{lem:7.wall}, Theorems~\ref{thm:7.19} and~\ref{thm:7.29} and Corollary~\ref{cor:7.21}. \setcounter{subsection}{-1} \subsection{Standing conventions} \label{ssec:7.0}\label{sec:7.0} We use the following conventions in Section~\ref{sec:stage2} and Appendices~\ref{app:A} to \ref{app:C}. The \emph{cells} of Definition~\ref{def:3.12} may be disconnected. Interfaces, walls and tubes are defined on cells, and polymers, seeds and the Kirkwood\textendash Salsburg system on the $\UU$-cells of Theorem~\ref{thm:3.20}\,(R7). By $|X|$ we mean the number of $\UU$-cells of $X$, not a Debye volume, and the constants of Appendix~\ref{app:B} are per $\UU$-cell. We work in fine lattice units, $a=1$. Sums over sites and bonds are plain sums, each bond counted once. The collar scale $L'$ is fixed by $\mt L'=\Kcol\bGM$, $\Kcol=2$, where $\bGM=4\pi^2\tau$. The min-cut area $\AG(C)$ of Definition~\ref{def:2.11} (a support count) and the forced wall content $A(p)$ of Lemma~\ref{lem:7.46} (an $\ell^1$ quantity) are related by Theorem~\ref{thm:7.17} and Lemma~\ref{lem:7.59}. Constants $C$, $c$ are absolute or depend only on the constants fixed before $K$ (Section~\ref{sec:8}), and change from line to line. We write $\langle\cdot,\cdot\rangle$ and $\|\cdot\|$ for the $\ell^2$ inner product and norm on $V$ or $E$, and $\|\varphi\|_Y^2:=\sum_{x\in Y}\varphi(x)^2$. \subsection{Representation} \label{ssec:7.1}\label{sec:7.1} Throughout, $G'=(V,E)$ is the fine slit graph of Subsection~\ref{ssec:2.5} for the set \eqref{eq:2.FF}, with set of components $\mathrm{Comp}(G')\ni\Kc$. From Subsection~\ref{ssec:7.2} on, $G'$ will be an output of the construction. \begin{definition}[Operators and the loop on $G'$]\label{def:7.1} (a) For an oriented bond $b=(x,y)\in E$ and $\varphi:V\to\R$, $\nabla\varphi(b):=\varphi(y)-\varphi(x)$, and $\Delta:=-\nabla^*\nabla$ is the Neumann Laplacian of $G'$. (b) On $\R^V$, $u^{-1}:=\MY^{-2}(-\Delta)(-\Delta+\MY^2)$ and $C_0:=(u^{-1}+\mt^2)^{-1}=F(-\Delta)$, $F(t):=(\MY^{-2}t^2+t+\mt^2)^{-1}$. (c) For an integer $2$-chain $\Xi$ in $\Lo$ with $\partial\Xi=C$ and $b=(x,y)\in E$, $\xi_b$ is the coefficient in $\Xi$ of the plaquette $p_b$ dual to $b$, oriented as $\partial c_y$ ($c_y$ the cube of $y$), and $j(b):=2\pi\xi_b$ (the opposite orientation of Subsection~\ref{ssec:2.5} amounts to $\Xi\mapsto-\Xi$ and leaves \eqref{eq:2.ZG} unchanged, $m\mapsto-m$). With $n=2\pi m$, \eqref{eq:2.ZG} reads $Z(k,\Xi):=Z_{G'}(k,\Xi)=\sum_{[n]}\exp(-\frac1{2\bGM}\sum_{b\in E}(\nabla n(b)-kj(b))^2)$, $[n]$ running over $(2\pi\Z)^V$ modulo functions constant on each component; $W_{G'}(C)=Z(1,\Xi)/Z(0,\Xi)$ does not depend on $\Xi$ (Proposition~\ref{prop:2.10}). (d) The Neumann solid angle $f=f_{G'}$ solves $-\Delta f=\nabla^*j$; $\Rf:=\nabla f-j$ and $\EG:=\|\Rf\|^2$. \end{definition} The operator $C_0$ is positive definite, since $u^{-1}\ge0$. As $C_0$ and $u^{-1}$ are both functions of $-\Delta$ and $\Delta\one_\Kc=0$, we have \begin{equation}\label{eq:7.F2} C_0\one_\Kc=\mt^{-2}\one_\Kc\quad(\Kc\in\mathrm{Comp}(G')),\qquad \mt^2C_0-1=-C_0u^{-1}=-u^{-1}C_0 . \end{equation} Since both ends of each bond lie in one component, $\nabla^*j\perp\ker\Delta$. Hence $f$ exists, unique up to one constant per component, and $\Rf$, $\EG$ do not depend on the choice. \begin{lemma}\label{lem:7.2}\label{prop:7.15} Let $\Pi$ be the orthogonal projection of $\ell^2(E)$ onto $\operatorname{ran}\nabla$. Then $\nabla f=\Pi j$ and $\Rf=-(1-\Pi)j$; hence $\nabla^*\Rf=0$, $\langle\nabla\varphi,\Rf\rangle=0$ for every $\varphi:V\to\R$, $\langle j,\Rf\rangle=-\EG$, and $\EG=\min_\varphi\|\nabla\varphi-j\|^2$. For every $n:V\to\R$ and $k\in\Z$, $\sum_{E}(\nabla n-kj)^2=\sum_{E}(\nabla(n-kf))^2+k^2\EG$, so $Z(k,\Xi)=e^{-k^2\EG/2\bGM}\,\tilde Z(k,\Xi)$ with $\tilde Z(k,\Xi):=\sum_{[n]}\exp\bigl(-\frac1{2\bGM}\sum_E(\nabla(n-kf))^2\bigr)$. \end{lemma} \begin{proof} The solid angle is the gradient part of the loop current, since $f$ solves the Euler\textendash Lagrange equation $\nabla^*(\nabla\varphi-j)=0$ of $\|\nabla\varphi-j\|^2$. Hence $\nabla f=\Pi j$ and $\Rf\in\operatorname{ran}(1-\Pi)=\ker\nabla^*$, and the identities follow. For the last one we write $\nabla n-kj=\nabla(n-kf)+k\Rf$ and use $\Rf\perp\operatorname{ran}\nabla$. \end{proof} \paragraph{The input from Stage 1.} We use (S1) to (S5) of Theorem~\ref{thm:6.5}, with $\xi=(m,x)$ and $\int d\xi$ as there, $u$ and $d\mu_u$ of Proposition~\ref{prop:6.3} (on $\R^V_0$, where $u$ inverts $u^{-1}$), and $P:=2\pi\bGM^{-1/2}$. By \eqref{eq:6.S1} with $\theta_\Kc=\bGM^{1/2}c_\Kc$ there is $\mathcal N_0>0$, independent of $k$ and $\Xi$, such that \begin{equation}\label{eq:7.S1} \tilde Z(k,\Xi)=\mathcal N_0\int_{[0,P)^{\mathrm{Comp}(G')}}\prod_\Kc\frac{dc_\Kc}{P} \int d\mu_u(\varphi)\,e^{-V_{\mathrm{eff}}(\varphi+c\mid k\Xi)},\qquad c:=\sum_\Kc c_\Kc\one_\Kc, \end{equation} \begin{equation}\label{eq:7.Veff} -V_{\mathrm{eff}}(\varphi\mid k\Xi)=\rho_0+\sum_{s\ge1}\frac1{s!}\int d\xi_1\cdots d\xi_s\, \rho_s(\xi_1,\dots,\xi_s)\,\varepsilon_k(\xi_1)\cdots\varepsilon_k(\xi_s), \end{equation} with $\varepsilon_k(\xi):=e^{im(\bGM^{1/2}\varphi(x)+kf(x))}-1$ and the real coefficients $\rho_s=\rho_s^{G'}$ of (S1), and the series converges absolutely, uniformly in real $\varphi$. By (S3), $V_{\mathrm{eff}}(\varphi+PI\mid k\Xi)=V_{\mathrm{eff}}(\varphi\mid k\Xi)$ for $I\in\Z^V$. On outputs the dipole kernel $\nu$ of (S5) has $\|\nu\|_{r_{\mathrm{cov}}}\le\varepsilon_\nu\mt^2$, with $2K_3\varepsilon_\nu\le1$. The space $\R^V_0$, the norms $\|\cdot\|_r$, the image energy $\Phi=\Phi_{G'}\ge0$ and the depleted set $\Df$ are those of the conventions of Section~\ref{sec:stage1}. The quantities $\rho^{\mathrm{ref}}$, $\mt$ and $\MY=\mt/\lPV$ are as in \eqref{eq:6.mass}, and (S4$'$) denotes Proposition~\ref{prop:6.6} together with \eqref{eq:6.S4c} for $\rho^{\mathrm{ref}}$ in place of $\rho_1(\cdot,x)$ (proved in Section~\ref{S4-S:S4.3}). \begin{proposition}[{\cite[(6.1) to (6.4)]{GM82} on $G'$}]\label{prop:7.3} Assume (S1) to (S3). (a) $Z(k,\Xi)=e^{-k^2\EG/2\bGM}\tilde Z(k,\Xi)$, with $\tilde Z$ given by \eqref{eq:7.S1}: one zero-mode variable $c_\Kc\in[0,P)$ per component of $G'$. (b) The integrand of \eqref{eq:7.S1} is $P$-periodic in each $c_\Kc$; hence (a) does not change when $f$ is changed by a constant on each component. (c) $\rho_0$ cancels in $W_{G'}(C)$. \end{proposition} Lemma~\ref{lem:7.2} and \eqref{eq:7.S1} give part (a) as in \cite[(6.1) to (6.4)]{GM82}, except that there is one zero mode per component (GM's Gaussian measure is defined on $(a\Z)^3$ and has none), the loop entering only through the phases $\varepsilon_k$, and that $e^{-k^2\EG/2\bGM}$ replaces $e^{-k^2(J,v_{Cb}J)/2\beta}$. Part (b) is (S3) with $I=\one_\Kc$. Part (c) holds as in \cite[(6.5)]{GM82}, because $\rho_0$ gives the same factor in $Z(1,\Xi)$ and $Z(0,\Xi)$. By (c), we set $\rho_0=0$ from now on. \paragraph{Cells, cell averages and block spins.} We write $-V_{\mathrm{eff}}(\varphi\mid k\Xi)=\int d\xi\,\rho_1(\xi)\varepsilon_k(\xi)+E'(\varphi)$, where $E'$ collects the terms $s\ge2$ of \eqref{eq:7.Veff}. The cells $\Omega=\Omega_{Q,\hat\Kc}$ of Definition~\ref{def:3.12} partition $V$, each in one component. For a cell $\Omega$ and $x\in\Omega$ let $A(x)=A_\Omega$ and $\bar f(x)=\bar f_\Omega$ be the averages of $\varphi$ and $f$ over $\Omega$, $\delta:=\varphi-A$, $\delta f:=f-\bar f$ and $\tilde\delta:=\delta+k\bGM^{-1/2}\delta f$. Then $\sum_{x\in\Omega}\tilde\delta(x)=0$ for each cell, and $\bGM^{1/2}\varphi+kf=(\bGM^{1/2}A+k\bar f)+\bGM^{1/2}\tilde\delta$. The block spins are the elements of $\mathcal H:=\{h:V\to P\Z\text{ constant on every cell}\}$. \begin{proposition}\label{prop:7.4} Assume (S3) and $\sum_m m^2|\rho^{\mathrm{ref}}(m)|<\infty$. (a) For every real $\varphi$ on $V$, $e^{\int d\xi\,\rho_1(\xi)\varepsilon_k(\xi)}=\Theta(\varphi)\,e^{G(\varphi)}$ with $\Theta(\varphi):=\sum_{h\in\mathcal H}e^{-\frac12\mt^2\|\varphi+k\bGM^{-1/2}f-h\|^2}$, $G=G_1+G_2$, $e^{G_1}=\prod_\Omega r_\Omega(A_\Omega)$, $G_2=G_{2,1}+G_{2,2}+G_{2,3}$, \begin{equation}\label{eq:7.rOmega} r_\Omega(A):=\frac{\exp\bigl\{|\Omega|\sum_m\rho^{\mathrm{ref}}(m)\bigl[e^{im(\bGM^{1/2}A+k\bar f_\Omega)}-1\bigr]\bigr\}} {\sum_{n\in\Z}\exp\bigl\{-\frac12\mt^2|\Omega|\,(A+k\bGM^{-1/2}\bar f_\Omega-nP)^2\bigr\}}, \end{equation} \begin{align} G_{2,1}&:=\int d\xi\,\rho^{\mathrm{ref}}(m)\bigl[e^{im\bGM^{1/2}\tilde\delta(x)}-1-im\bGM^{1/2}\tilde\delta(x)+\tfrac12m^2\bGM\tilde\delta(x)^2\bigr],\notag\\ G_{2,2}&:=\int d\xi\,\rho^{\mathrm{ref}}(m)\bigl[e^{im(\bGM^{1/2}A(x)+k\bar f(x))}-1\bigr]\bigl[e^{im\bGM^{1/2}\tilde\delta(x)}-1-im\bGM^{1/2}\tilde\delta(x)\bigr],\label{eq:7.G2}\\ G_{2,3}&:=\int d\xi\,\bigl(\rho_1(m,x)-\rho^{\mathrm{ref}}(m)\bigr)\bigl[e^{im(\bGM^{1/2}\varphi(x)+kf(x))}-1\bigr].\notag \end{align} $\Theta$, $r_\Omega$, $G_1$ and the $G_{2,i}$ are real, $\Theta>0$, $r_\Omega>0$, and $e^G$ does not depend on $h$. The identity holds for every partition of $V$ in place of the cells. (b) Under (S1) to (S3), \begin{equation}\label{eq:7.GM612} \tilde Z(k,\Xi)=\mathcal N_0\sum_{h\in\mathcal H}\int\prod_\Kc\frac{dc_\Kc}{P}\int d\mu_u(\varphi)\,e^{-\frac12\mt^2\|\varphi+c+k\bGM^{-1/2}f-h\|^2}\,e^{G(\varphi+c)}\,e^{E'(\varphi+c)}. \end{equation} \end{proposition} We obtain part (a) as in \cite[(6.6), (6.8) to (6.11)]{GM82} and part (b) as in \cite[(6.12)]{GM82}, with cells in place of blocks, $|\Omega|$ in place of $L^3$ and $\rho^{\mathrm{ref}}(m)$ in place of $\rho_1(m,0)$ in \cite[(6.7), (6.9), (6.10)]{GM82}, since on $G'$ the one-body coefficient depends on the site. The difference is the term $G_{2,3}$. Also, (6.12) needs a sign correction. In (b) we move the sum over $h$ out of the integrals by Tonelli's theorem, as the moduli of the $h$-terms sum to $e^{\int\rho_1\varepsilon_k}|e^{E'}|$. \paragraph{The deficit term.} Since $e^{im\bGM^{1/2}h}=1$ for $h\in\mathcal H$, (S3) for $\rho_1$ and $\rho^{\mathrm{ref}}$ gives, for each $h\in\mathcal H$ and with $u_h:=\bGM^{1/2}(\varphi+k\bGM^{-1/2}f-h)$, $G_{2,3}=\sum_m\sum_{x\in V}(\rho_1(m,x)-\rho^{\mathrm{ref}}(m))(\cos(m\,u_h(x))-1)$, and $G_{2,3}(Y)$ is the same sum over $x\in Y$. For a union $Y$ of $\UU$-cells, $N_\Df(Y)$ denotes the number of its $\UU$-cells that meet the depleted set $\Df=\{\Phi>\theta_0\}$, $\theta_0=0.01$. \begin{proposition}\label{prop:7.5} Assume (S3) and (S4$'$), and put \begin{equation}\label{eq:7.thetaprime} \theta':=1-e^{-\theta_0}+C\bigl(e^{-\mu}+e^{-2\kappa_S}\bigr). \end{equation} Uniformly in real $\varphi$, in $h\in\mathcal H$ and in $G'$: (a) $|G_{2,3}(V\setminus\Df)|\le\theta'\cdot\frac12\mt^2\|\varphi+k\bGM^{-1/2}f-h\|^2_{V\setminus\Df}$; (b) for every $Y\subseteq V$, $-C(e^{-\mu}+e^{-2\kappa_S})\frac{\mt^2}{\bGM}\#(\Df\cap Y)\le G_{2,3}(\Df\cap Y)\le C\frac{\mt^2}{\bGM}\#(\Df\cap Y)$; (c) if $G'$ is an output of the construction, then $e^{-C\cdep N_\Df(Y)}\le e^{G_{2,3}(\Df\cap Y)}\le e^{C\cdep N_\Df(Y)}$ for every union $Y$ of $\UU$-cells, with $\cdep$ the constant of Proposition~\ref{prop:6.18}. \end{proposition} \begin{proof}[Sketch] Off $\Df$, $\Phi\le\theta_0$ and (S4$'$) give $\sum_m|\rho_1(m,x)-\rho^{\mathrm{ref}}(m)|m^2\le\theta'\mt^2/\bGM$ (Section~\ref{S:constF}), and $|\cos(mu)-1|\le\frac12m^2u^2$ gives (a). On $\Df$ the deviation is at most the density, and its negative part is at most $Ce^{-\mu}\rho^{\mathrm{ref}}(1)$ plus the tails, as $e^{-\Phi}\le1$. This proves (b). Part (c) follows from (b) and Proposition~\ref{prop:6.18}, which gives $(\mt^2/\bGM)\#(\Df\cap\Delta_\UU)\le\cdep$ for each $\UU$-cell $\Delta_\UU$. \end{proof} In Lemma~\ref{lem:7.31} we will move the quadratic part of $G_{2,3}(V\setminus\Df)$ into the covariance. Throughout Section~\ref{sec:stage2} we assume the \emph{standing hypothesis} \begin{equation}\label{eq:7.standing} \varepsilon_\nu+\theta'\le\tfrac17 , \end{equation} which, by Lemma~\ref{lem:6.19} and Section~\ref{sec:8}, holds for $\theta_0=0.01$, $\mu$ and $\kappa_S$ large, and $\bGM\ge\bGMo$. \paragraph{Walls.} For $h\in\mathcal H$ we put $n:=(\bGM^{1/2}/2\pi)h\in\Z^V$, define the \emph{wall field} $w:=\nabla h-k\bGM^{-1/2}j$ on $E$, and put $N:=(\bGM^{1/2}/2\pi)w$, that is, $N(b)=n(y)-n(x)-k\xi_b\in\Z$ for $b=(x,y)$. The wall bonds are $\Sigma_E:=\{b\in E:N(b)\ne0\}$, the wall sites $\Sigma_V$ are their endpoints, and we put $N^\vee:=\sum_{b\in E}N(b)p_b$, with $p_b$ oriented as in Definition~\ref{def:7.1}\,(c). A wall is where the cell-constant field fails to absorb the jump of the loop current, which is constant on interfaces because they are aligned with $\Xi$. \begin{lemma}[Walls]\label{lem:7.6}\label{lem:7.7} Let $h\in\mathcal H$ and $k\in\Z$. (a) $N(b)\ne0$ only on interface bonds, and $N$ is constant on each interface $I$; we write $N_I$. (b) Frozen bonds, bonds into $\Xh$ and bonds leaving $\Lo$ are not in $E$; they carry no wall. (c) $\partial N^\vee=-kC+\partial Y$ for an integer $2$-chain $Y$ supported in $\Ff=F(\Xh)\cup F_S\cup\partial_2\Lo$. (d) For every cycle $\gamma$ of $G'$, $\sum_{b\in\gamma}N(b)=-k\,\lk(\gamma,C)$. Moreover $N(h)=N(h')$ if and only if $h-h'$ is constant on every component of $G'$; so $N$ determines the class $[h]$ of $h$ modulo $\mathcal C_P:=\{\sum_\Kc Pn_\Kc\one_\Kc:n_\Kc\in\Z\}$. (e) \emph{(Relatively closed walls.)} For an integer field $M:E\to\Z$ with $M^\vee:=\sum_{b\in E}M(b)p_b$, the following are equivalent: (i) $M$ is relatively closed: $\partial M^\vee=\partial Y$ for an integer $2$-chain $Y$ supported in $\Ff$; (ii) $M$ has zero periods: $\sum_{b\in\gamma}M(b)=0$ for every cycle $\gamma$ of $G'$; (iii) $M=\nabla n'$ for some $n':V\to\Z$. \end{lemma} \begin{proof} (a) We have $\nabla h=0$ on bonds inside a cell, which do not cross $\Xi$ by Lemma~\ref{lem:3.5}\,(A1). Other bonds join two blocks, and by Theorem~\ref{thm:3.20}\,(R7) an interface lies in one block face, which lies in $\Xi$ or misses it. (b) is the definition of $E$. (c) Extend $n$ by $0$ to $\Xh$ and let $U:=\sum_{x\in V}n(x)c_x$. A plaquette of a cube of $V$ not dual to a bond of $E$ is a face of a hole cube, a frozen face or in $\partial_2\Lo$, so $\partial U=\sum_{b\in E}\nabla n(b)p_b+Y_1$ with $\supp Y_1\subseteq\Ff$. Likewise, $\sum_{b\in E}\xi_bp_b=\Xi-Y_2$, with $Y_2$ the part of $\Xi$ in $\Ff$, since $\Xi$ is interior to $\Lo$ by Lemma~\ref{lem:3.5} and $F(\Xh)$ contains all faces of hole cubes. So $N^\vee=\partial U-Y_1-k\Xi+kY_2$ and $\partial N^\vee=-kC+\partial(kY_2-Y_1)$. Thus the wall spans $C$ relative to the insulating set and may end on faces of hole cubes, on frozen faces and on $\partial\Lo$. (d) $\sum_{b\in\gamma}\nabla n(b)=0$, and $\sum_{b\in\gamma}\xi_b$ counts the crossings of $\gamma$ with $\Xi$, that is, $\lk(\gamma,C)$. If $N(h)=N(h')$, then $\nabla(n-n')=0$. (e) Since the box is acyclic, the relative cycle $M^\vee-Y$ is a boundary $\partial W$, which a cycle of $G'$ crosses as often inwards as outwards. As plaquettes dual to bonds of $E$ are not in $\Ff$, this proves (i)$\Rightarrow$(ii). Integrating along paths, we obtain (ii)$\Leftrightarrow$(iii), and the computation of (c) with $k=0$ gives (iii)$\Rightarrow$(i). \end{proof} \paragraph{Handles.} In $\Z^3$ the period condition of Lemma~\ref{lem:7.6}\,(d) is local, and by Lemma~\ref{lem:7.6}\,(e) walls with zero periods are removed by $h\mapsto h-Pn'$. In $G'$ a cycle $\gamma$ around a handle of the insulating set with $\lk(\gamma,C)=0$ may be crossed once each, with opposite signs, by two separated wall pieces. We therefore write the shift in the source form of Proposition~\ref{prop:7.9} and, in Definition~\ref{def:7.27}, grade the outer partition functions by the class of their walls. \begin{proposition}\label{prop:7.8} Assume (S1) to (S3) and (S5). For each $h\in\mathcal H$ let $g=g_h:V\to\R$ be \emph{equivariant}: $g_{h+c}=g_h+c$ for $c\in\mathcal C_P$. Put $H:=h-k\bGM^{-1/2}f$, $C^{-1}:=C_0^{-1}+\nu$, $E(\psi):=E'(\psi+g)+\tfrac12\langle\psi,\nu\psi\rangle$, $g_c:=\mt^2C_0H$, $F_1:=\tfrac12\mt^2\|g-H\|^2+\tfrac12\langle g,u^{-1}g\rangle$ and $F_2:=\langle\psi,C_0^{-1}(g-g_c)\rangle$. Then $C^{-1}\ge\frac12C_0^{-1}>0$, and with $d\mu_C$ the centred Gaussian measure on $\R^V$ with covariance $C$, \begin{equation}\label{eq:7.translated} \tilde Z(k,\Xi)=\sum_{[h]\in\mathcal H/\mathcal C_P}\mathcal N\int d\mu_C(\psi)\, e^{E(\psi)}\,e^{G(\psi+g)}\,e^{-F_1}\,e^{-F_2}, \end{equation} where $\mathcal N>0$ depends on $G'$, $\MY$, $\mt$ and $\nu$, and not on $k$, $\Xi$ or $h$. Each term of \eqref{eq:7.translated} does not depend on the representative of $[h]$. \end{proposition} The proof follows \cite[(6.13) to (6.20)]{GM82}, with $\chi_\Lambda\equiv1$ on $V$ and $E$ the $E$ of \cite[(6.14c)]{GM82}, except that the sum over $h$ is unfolded over $\mathcal H/\mathcal C_P$ and the mass acts at every site. The integrand of \eqref{eq:7.GM612} is invariant under $(\varphi+c,h)\mapsto(\varphi+c+c',h+c')$, $c'\in\mathcal C_P$, since each cell lies in one component, $r_\Omega$ is $P$-periodic, and the phases of $E'$ shift by multiples of $2\pi$. Hence the sum over $c'$ turns the zero-mode integrals into Lebesgue measure on $\R^{\mathrm{Comp}(G')}$. As $u^{-1}\one_\Kc=0$, the measure becomes $e^{-\frac12\langle\hat\varphi,u^{-1}\hat\varphi\rangle}d\hat\varphi$ on $\R^V$, and $C_0=(u^{-1}+\mt^2)^{-1}$ is one operator on $\R^V$, whereas in \cite[(6.15)]{GM82} the mass term is $\mt^2\chi_\Lambda$. By (S5), $C^{-1}\ge\frac12C_0^{-1}$, and equivariance with \eqref{eq:7.F2} gives the independence of the representative. \subsection{The shift and the localized $F_1$} \label{ssec:7.2}\label{sec:7.2} From now on $G'$ is an output of the construction and $\bGM\ge\bGMo$, so that $L'\ge16$ and $L/20$ and \begin{equation}\label{eq:7.partialfrac} r_\pm:=\tfrac12\MY^2\bigl(1\pm(1-4\lPV^2)^{1/2}\bigr),\qquad \mathcal G:=C_0\MY^{-2}(-\Delta+\MY^2). \end{equation} As $r_++r_-=\MY^2$ and $r_+r_-=\mt^2\MY^2$, partial fractions in $t=-\Delta$ give $C_0=\varpi(R_{r_-}-R_{r_+})$ and $\mathcal G=c_+R_{r_-}-c_-R_{r_+}$, with $\varpi:=\MY^2/(r_+-r_-)$ and $c_\pm:=r_\pm/(r_+-r_-)$. Bounds on these quantities, the derivation of the numerical constants of Lemma~\ref{lem:7.18} and the arithmetic in the proofs of Theorem~\ref{thm:7.19} and Corollary~\ref{cor:7.21} are given in Section~\ref{S:constF}. For $X$ a union of wall components and of $\UU$-cells outside $\hat\Sigma$ we put $F_2(X):=\langle\one_X\psi,F_2'\rangle=\sum_{\beta:S_\beta\subseteq X}\langle\psi,F'_{2,\beta}\rangle$, where the last equality holds by Proposition~\ref{prop:7.9}\,(e). \begin{lemma}\label{lem:7.18} (a) \emph{(Combes\textendash Thomas.)} Let $\rho:V\to\R$ satisfy $|\rho(x)-\rho(y)|\le\alpha$ on every bond of $G'$, and let $\kappa_{\mathrm{CT}}:=s-6(\cosh\alpha-1)>0$. Then $\|e^\rho R_se^{-\rho}\|\le\kappa_{\mathrm{CT}}^{-1}$. (b) Let $B\subseteq E$ have endpoint set $V_B$, and let $A\subseteq V$ with $d(A,V_B)\ge r\ge0$. Then $\|\one_A\mathcal G\nabla^*\one_B\|\le8.71\,\mt^{-2}e^{-\mt r/3}$. (c) If $\chi:V\to[0,1]$ is $\Lambda_\chi$-Lipschitz for $d$, then $\|[C_0^{-1},\chi]\|\le\Lambda_\chi(144\MY^{-2}+6)\le150\,\Lambda_\chi\MY^{-2}$. \end{lemma} \begin{proof} All three are operator norms from the Schur test and the degree bound $6$, so missing bonds enter only through the degree. (a) The bound follows by the method of \cite[Theorem~1, p.~257]{CT73}, in a lattice form not stated there. With $e^\rho(-\Delta+s)e^{-\rho}=-\Delta+s+\mathfrak B$, pairing the two orientations of each bond gives $\mathrm{Re}\langle f,\mathfrak Bf\rangle=-\sum_{\text{bonds}}2(\cosh t-1)\mathrm{Re}(\bar f(x)f(y))$, $t:=\rho(x)-\rho(y)$, which is at least $-6(\cosh\alpha-1)\|f\|^2$. As $-\Delta\ge0$, it follows that $\mathrm{Re}\langle f,(-\Delta+s+\mathfrak B)f\rangle\ge\kappa_{\mathrm{CT}}\|f\|^2$. The antisymmetric part of $\mathfrak B$ drops out, so $\rho$ may have kinks, such as those of $d$ at slit edges and hole corners, and the second-order form matters: in (b), at $s=r_-\le1.08\,\mt^2$ and $\alpha=\mt/3$, the first-order quantity $s-6(e^\alpha-1)$ is negative. (b) We apply (a) with $\rho:=\frac{\mt}3\min\{d(\cdot,V_B),r\}$ to the two resolvents of $\mathcal G$, and the Schur test to $e^\rho\nabla^*e^{-\rho}$. (c) We use $[C_0^{-1},\chi]=\MY^{-2}(\Delta[\Delta,\chi]+[\Delta,\chi]\Delta)-[\Delta,\chi]$. \end{proof} \begin{theorem}[{$F_2$ is controlled by $F_1$; \cite[Lemma~14]{GM82} on $G'$}]\label{thm:7.19} For every $h\in\mathcal H$, $k\in\{0,1\}$ and every union $X$ of wall components and of $\UU$-cells outside $\hat\Sigma$, $\sum_{x\in X}F_2'(x)^2=\sum_{\beta:S_\beta\subseteq X}\|F'_{2,\beta}\|^2\le\mt^2\,\varepsilon(L')\,\Floc(X)$, where \begin{equation}\label{eq:7.epsL} \varepsilon(L'):=C_\varepsilon\,c_g^{-1}\,\lPV^4\,\mt^{-9}\,(\mt L/2)^{-1}(\mt L')^{-2}e^{-\mt L'/3}, \end{equation} with the absolute constant $C_\varepsilon$ of Section~\ref{S:constF}. \end{theorem} \begin{proof} By Proposition~\ref{prop:7.9}\,(e), $F'_{2,\beta}=-[C_0^{-1},\chi_\beta]\one_{A'}\mathcal G\nabla^*\one_Bw_\beta$ with $A':=N_1(A_\beta)$, $B:=\supp w_\beta$, $d(A',V_B)\ge L'/2-2$ and $\Lambda_\chi=4/L'$. The idea is that the commutator is localized where $\chi_\beta$ changes, at distance at least $L'/2-1$ from the walls, and that at that distance the Combes\textendash Thomas decay outweighs the polynomial loss, because $\mt L'\propto\bGM$. We apply Lemma~\ref{lem:7.18}\,(b), (c), and bound $\sum_\beta\|w_\beta\|^2$ by Theorem~\ref{thm:7.14} with $\good(I)\ge c_g'|I|$. \end{proof} This proof follows \cite[Appendix~D, (D.3) to (D.16)]{GM82}, with the following changes. \begin{itemize} \item[(1)] The operator norms of Lemma~\ref{lem:7.18} replace GM's pointwise bounds \cite[(D.10)]{GM82}, which come from \cite[Lemma~B.3]{GM82} and fail within distance $2$ of a missing bond. This loses a factor $\MY^{-4}\mt^{-4}$. \item[(2)] The source form of Proposition~\ref{prop:7.9}\,(e) replaces \cite[(D.3) to (D.5)]{GM82}, since $h^e_\beta$ need not exist on $G'$. \item[(3)] Theorem~\ref{thm:7.14} replaces \cite[Lemma~12, (C.21)]{GM82}, so the bound has no perimeter term $P_F$ and is uniform in $\Lo$, $C$, $\Xi$, the hole set $\Xh$, $S$, $h$, $k$ and $X$. \end{itemize} \begin{corollary}[Gaussian $F_2$ factors]\label{cor:7.20} Let $C'$ be positive semidefinite on $\R^V$ with $\|C'\|\le t_C\mt^{-2}$, and let $d\mu_{C'}$ be the centred Gaussian measure with covariance $C'$. For every $p\in\R$ and every $X$ as in Theorem~\ref{thm:7.19}, \[ \int d\mu_{C'}(\psi)\,e^{-pF_2(X)}=\exp(\tfrac12p^2\langle\one_XF_2',C'\one_XF_2'\rangle)\le\exp(\tfrac12p^2t_C\,\varepsilon(L')\,\Floc(X)). \] \end{corollary} \begin{proof} Since $F_2(X)=\langle\psi,\one_XF_2'\rangle$ is linear in $\psi$, its Laplace transform is Gaussian. The bound then follows from $\langle F,C'F\rangle\le\|C'\|\|F\|^2$ and Theorem~\ref{thm:7.19}. We will apply the corollary with the $C'$ of Lemma~\ref{lem:7.31}, for which $C'\le\alpha_DC_0\le\frac76\mt^{-2}$, so that $t_C=\frac76<2$, and with block-diagonal restrictions $\sum_j\one_{Y_j}C_0\one_{Y_j}$, for which $t_C=1$. \end{proof} \begin{corollary}[Collar]\label{cor:7.21} Let $p_2$, $p_3$, $p'$, $q'$ and $c_\lambda$ be the Hölder exponents and the constant of Subsection~\ref{ssec:7.6}, and $\varepsilon_0:=\min\{(1-1/p_3-c_\lambda)/(2p_2),\,2(p'/q')^2\}$ (values in Section~\ref{S:constF}). There is $\bGMo$ such that $\varepsilon(L')\le\varepsilon_0$ for $\bGM\ge\bGMo$. \end{corollary} \begin{proof} We have $\mt L'=2\bGM$, while for $\varepsilon(L')\le\varepsilon_0$ we need only $\mt L'\ge27\log(1/\mt)+O(1)$ (Section~\ref{S:constF}), with $\log(1/\mt)\le2.4944\tau$ and $\Kcol=2>27\cdot2.4944/(4\pi^2)=1.706$. A collar with $\mt L'$ fixed, as in \cite[p.~47]{GM82}, does not suffice on $G'$. \end{proof} \begin{proposition}\label{prop:7.22} Let $D_E:=C_\UU\mt^{-1}$ bound the Euclidean diameter of $\UU$-cells (Theorem~\ref{thm:3.20}\,(R7)) and $\eta_{\mathrm{col}}:=(2\sqrt2L+D_E+3)/L'$. For every wall component $S_\beta$, with $n_I(\beta)$ the number of interfaces of $S_\beta$ carrying a wall: (a) $F_1(S_\beta)\ge\frac{\pi^2c_g'}9\frac{\mt^2L^3}{\bGM}n_I(\beta)=2\Funit\,n_I(\beta)$; (b) $S_\beta$ has at most $n_I(\beta)\frac{4\pi}{3c_u}(\mt L')^3(1+\eta_{\mathrm{col}})^3$ $\UU$-cells; (c) for $\bGM\ge\bGMo$, every $\UU$-cell of $\hat\Sigma$ receives a share at least $\Phi_\UU$ of $\Floc$, that is, $F_1(S_\beta)\ge\Phi_\UU\cdot\#\{\UU\text{-cells of }S_\beta\}$, where the constant $\Phi_\UU$ (Section~\ref{S:constF}) satisfies $\Phi_\UU\to\infty$ as $\bGM\to\infty$. \end{proposition} \begin{proof}[Sketch] (a) is Theorem~\ref{thm:7.14} with $Y=S_\beta$, $J_I^2\ge4\pi^2/\bGM$ and $\good(I)\ge c_g'L^2$. (b) Each $\UU$-cell of $S_\beta$ lies within $d$-distance $L'$ of a wall interface, and by (R7) this interface lies in one block face and $\UU$-cells are disjoint with at least $c_u\mt^{-3}$ sites. (c) We divide (a) by (b). Then $\Phi_\UU\to\infty$, because the energy is exponential in $\bGM$, whereas the collar is polynomial in $\mt L'\propto\bGM$. \end{proof} \subsection{The class-graded expansion} \label{ssec:7.5}\label{sec:7.5} By Corollary~\ref{cor:7.11}\,(d), $Z(k,\Xi)=\sum_{[h]}\mathcal N\int d\mu_C\,e^{E}Q_h$ with $Q_h:=e^{G(\psi+g)}e^{-\Floc(V)}e^{-F_2}$. We expand the Gaussian integral at fixed $h$ and then resum the walls, graded by their class. \begin{definition}[Closures, wall polymers, seeds]\label{def:7.23} Fix $h\in\mathcal H$. (a) The closure $\operatorname{cl}(S)$ of a union $S$ of $\UU$-cells is $S$ together with the $\UU$-cells joined to $S$ by a bond of $G'$. Closures of wall components are \emph{linked} if they share a $\UU$-cell; a \emph{wall polymer} $\mathcal S_\gamma(h)$ is the union of a maximal linked family of closures. (b) The wall polymers and the $\UU$-cells contained in no wall polymer form a partition $\tilde{\mathcal Y}(h)$ of $V$, whose members are the \emph{elements}. A set is \emph{admissible} (for $h$) if it is a union of elements; $\sat_h(S)$ is the union of the elements that meet $S$. (c) $X_1$ is the union of the $\UU$-cells that contain an endpoint of a bond of $G'$ crossing $\Xi$, and $\Delta_1$ is a fixed $\UU$-cell. The \emph{seeds} are $Y_1(h):=\sat_h(X_1)$ in the expansion of $Z(1,\Xi)$ and $Y_1(h):=\sat_h(\Delta_1)$ in that of $Z(0,\Xi)$. (d) $\mathfrak M(h):=\{X\supseteq Y_1(h):X\text{ admissible}\}$. (e) For admissible $Y$, $G(Y):=\sum_{\Omega\subseteq Y}\ln r_\Omega(A_\Omega)+\sum_iG_{2,i}(Y)$ (the site sums of \eqref{eq:7.G2} restricted to $Y$) and $Q_h(Y):=e^{G(Y)}e^{-\Floc(Y)}e^{-F_2(Y)}$ ($F_2(Y)$ as in Subsection~\ref{ssec:7.4}); $E(Y)$ and $E(Y,s)$ are defined in Appendix~\ref{app:C}. \end{definition} An admissible set is a union of wall components and of $\UU$-cells outside $\hat\Sigma$, as a $\UU$-cell of $\hat\Sigma$ joined by a bond to $S_\beta$ belongs to $S_\beta$. Hence $\Floc(Y)$ and $F_2(Y)$ are defined. An element that meets $X_1$ lies in each admissible $X\supseteq X_1$, since the elements partition $V$ and admissible sets are unions of elements. Therefore $\mathfrak M(h)=\{X\supseteq X_1:X\text{ admissible}\}$, as in the rule of \cite[p.~50]{GM82}, and with $\Delta_1$ for $k=0$, as on \cite[p.~51]{GM82}. \begin{lemma}\label{lem:7.24} Let $Y,Y'$ be disjoint admissible sets. Then $Q_h(Y\cup Y')=Q_h(Y)Q_h(Y')$; in particular $Q_h=Q_h(X)Q_h(V\setminus X)$ for admissible $X$. Moreover $Q_h(Y)$, and every term of $E(Y,s)$, depend on $(\psi,h)$ only through $\psi|_Y$ and $N|_{E(Y)}$. The same holds with $G^\natural$ of Lemma~\ref{lem:7.31} in place of $G$. \end{lemma} \begin{proof}[Sketch] We follow \cite[(E.4)]{GM82}, with admissible sets in place of unions of unit cubes. The action is a sum of cell terms ($\ln r_\Omega$), site terms ($G_{2,i}$, the terms of $G^\natural$ and of $E$) and wall-component terms ($F_1(S_\beta)$, $F'_{2,\beta}$), and an admissible set contains each cell and wall component entirely or not at all. As $g+k\bGM^{-1/2}f=h+D$ with $h$ cell-constant and $P\Z$-valued, each phase is $e^{im\bGM^{1/2}(\psi+D)}$, and $r_\Omega$ is $P$-periodic. By Proposition~\ref{prop:7.9}\,(f) and Corollary~\ref{cor:7.11}\,(b), $D|_Y$, $\Floc(Y)$ and $F_2(Y)$ depend on $h$ only through $N|_{E(Y)}$. \end{proof} Since $\Floc$ does not split inside a wall polymer, this factorization holds for admissible sets only, so we saturate the seed, as $X_1$ itself need not be admissible. \begin{proposition}[{Cluster expansion at fixed $h$; \cite[Lemma~E.1, Proposition~E.2]{GM82} on $G'$}]\label{prop:7.25}\label{prop:C.8}\label{lem:C.1}\label{lem:C.2}\label{lem:C.6}\label{lem:C.7} Assume (S1) to (S5) and the hypotheses of Lemma~\ref{lem:C.4}, and let $\mathbf C\in\{C,C'\}$ ($C'$ of Lemma~\ref{lem:7.31}). Let $U=V$, or $U=V\setminus X_0$ for a union $X_0$ of $\UU$-cells; let $N$ be a wall field on $E(U)$ (see the paragraph on wall fields before Lemma~\ref{lem:7.wall}, where $E(Y,s)$ and $Q_N$ are defined for wall fields) whose wall polymers have their closures in $U$ (for $U=V$, $N=N(h)$ with any $h\in\mathcal H$), with $D$, $S_\beta$, $F_1(S_\beta)$, $F'_{2,\beta}$ and the elements defined from $N$ (Proposition~\ref{prop:7.9}\,(f), Corollary~\ref{cor:7.11}\,(b)); and let $Y_1\subseteq U$ be nonempty and admissible for $N$ on $U$ (it may depend on $N$ and need not be connected). With $\mathbf C_U:=\one_U\mathbf C\one_U$ on $\R^U$, \begin{equation}\label{eq:7.clusterexp} \int d\mu_{\mathbf C_U}(\psi)\,e^{E(U)}Q_N(U)=\sum_{X}\mathcal K_N(X)\int d\mu_{\mathbf C_U}(\psi)\, e^{E(U\setminus X)}Q_N(U\setminus X), \end{equation} where $X$ runs over the admissible subsets of $U$ containing $Y_1$, $\mathcal K_N(X):=\sum_{\bar y:\,X(\bar y)=X}\mathcal K_{\bar y}$ over the sequences $\bar y=(Y_1,\dots,Y_n)$ of pairwise disjoint nonempty admissible sets with union $X(\bar y)=X$, and \begin{equation}\label{eq:7.activity} \mathcal K_{\bar y}:=\int_{[0,1]^{n-1}}ds\int d\mu^{\bar y}_s(\psi)\, e^{E^{\bar y}(X(\bar y),s)}\,\kappa(\bar y,s)\,Q_N(X(\bar y)), \end{equation} with $d\mu^{\bar y}_s$ (covariance \eqref{eq:C.E3} at $s_n=0$), $E^{\bar y}$ and the operator $\kappa(\bar y,s)$ of Appendix~\ref{app:C}, built from $\mathbf C_U$. Every sequence has length at most $e_N+1$, $e_N$ the number of elements of $U$ not contained in $Y_1$; all sums are finite, all integrals converge absolutely, and $\int d\mu_{\mathbf C_U}e^{E(Y)}Q_N(Y)\in(0,\infty)$ for every admissible $Y\subseteq U$. $\mathcal K_{\bar y}$ depends only on $\bar y$, the $X(\bar y)\times X(\bar y)$ block of $\mathbf C$ and $N|_{E(X(\bar y))}$, not on $U$. \end{proposition} We give the proof in Appendix~\ref{app:C}. \paragraph{Admissibility in terms of walls.} For a set $W$ of wall bonds with endpoint set $V(W)$, $\hat\Sigma(W)$ is the union of the $\UU$-cells $\Delta$ with $d(\Delta,V(W))0$ and use Lemma~\ref{lem:7.44}. Here $\mathcal Z_p(X)/Z$ is a ratio of two absolutely convergent sums in the finite box, which Theorem~\ref{thm:7.52} only bounds. \end{proof}