We consider Glauber dynamics for the Ising model on the complete graph on $n$ vertices, known as the Curie-Weiss model. It is well-known that the mixing-time in the high temperature regime ($β< 1$) has order $n\log n$, whereas the mixing-time in the case $β> 1$ is exponential in $n$. Recently, Levin, Luczak and Peres proved that for any fixed $β< 1$ there is cutoff at time $[2(1-β)]^{-1} n\log n$ with a window of order $n$, whereas the mixing-time at the critical temperature $β=1$ is $Θ(n^{3/2})$. It is natural to ask how the mixing-time transitions from $Θ(n\log n)$ to $Θ(n^{3/2})$ and finally to $\exp(Θ(n))$. That is, how does the mixing-time behave when $β=β(n)$ is allowed to tend to 1 as $n\to\infty$.
In this work, we obtain a complete characterization of the mixing-time of the dynamics as a function of the temperature, as it approaches its critical point $β_c=1$. In particular, we find a scaling window of order $1/\sqrt{n}$ around the critical temperature. In the high temperature regime, $β= 1 - δ$ for some $0 < δ< 1$ so that $δ^2 n \to\infty$ with $n$, the mixing-time has order $(n/δ)\log(δ^2 n)$, and exhibits cutoff with constant 1/2 and window size $n/δ$. In the critical window, $β= 1\pm δ$ where $δ^2 n$ is O(1), there is no cutoff, and the mixing-time has order $n^{3/2}$. At low temperature, $β= 1 + δ$ for $δ> 0$ with $δ^2 n \to\infty$ and $δ=o(1)$, there is no cutoff, and the mixing time has order $(n/δ)\exp(({3/4}+o(1))δ^2 n)$.
We study the Glauber dynamics for the Ising model on the complete graph, also known as the Curie-Weiss Model. For beta < 1, we prove that the dynamics exhibits a cut-off: the distance to stationarity drops from near 1 to near 0 in a window of order n centered at [2(1-beta)]^{-1} n log n. For beta = 1, we prove that the mixing time is of order n^{3/2}. For beta > 1, we study metastability. In particular, we show that the Glauber dynamics restricted to states of non-negative magnetization has mixing time O(n log n).
In this paper, the Glauber dynamics for the Ising model on the complete multipartite graph $K_{np_1,\dots,np_m}$ is investigated where $0<p_i<1$ is the proportion of the vertices in the $i$th component. We show that the dynamics exhibits the cutoff phenomena at $t_n = \frac{1}{2(1-β/β_{cr})} n\ln n $ with window size $O(n)$ in the high temperature regime $β< β_{cr}$ where $β_{cr}$ is a constant only depending on $p_1,\dots,p_m$. Exponentially slow mixing is shown in the low temperature regime $β>β_{cr}$.
We show that for any attractive Glauber-Exclusion process on the one-dimensional lattice of size $N$ with periodic boundary condition, if the corresponding hydrodynamic limit equation has a reaction term with a strictly convex potential, then the total-variation mixing time is of order $O(\log N)$. In particular, the result covers the full high-temperature regime in the original model introduced by De Masi, Ferrari and Lebowitz (1985).
We provide a general bound on the Wasserstein distance between two arbitrary distributions of sequences of Bernoulli random variables. The bound is in terms of a mixing quantity for the Glauber dynamics of one of the sequences, and a simple expectation of the other. The result is applied to estimate, with explicit error, expectations of functions of random vectors for some Ising models and exponential random graphs in "high temperature" regimes.
We study heat-bath Glauber dynamics for the ferromagnetic Ising model on a finite cycle (a graph where every vertex has degree two). We prove that the relaxation time $τ_2$ is an increasing function of any of the couplings $J_{xy}$. We also prove some further inequalities, and obtain exact asymptotics for $τ_2$ at low temperatures.
In this work we prove sufficient conditions for the Glauber dynamics corresponding to a sequence of (non-product) measures on finite product spaces to be rapidly mixing, i.e. that the mixing time with respect to the total variation distance satisfies $t_{mix} = O(N \log N)$, where $N$ is the system size. The proofs do not rely on coupling arguments, but instead use functional inequalities. As a byproduct, we obtain exponential decay of the relative entropy along the Glauber semigroup. These conditions can be checked in various examples, which include the exponential random graph models with su…
Motivated by a recent use of Glauber dynamics for Monte-Carlo simulations of path integral representation of quantum spin models [Krzakala, Rosso, Semerjian, and Zamponi, Phys. Rev. B (2008)], we analyse a natural Glauber dynamics for the quantum Ising model with a transverse field on a finite graph $G$. We establish strict monotonicity properties of the equilibrium distribution and we extend (and improve) the censoring inequality of Peres and Winkler to the quantum setting. Then we consider the case when $G$ is a regular $b$-ary tree and prove the same fast mixing results established in [Mart…
It has been recently shown by H.Weber and J.C. Mourrat, for the two-dimensional Ising-Kac model at critical temperature, that the fluctuation field of the magnetization, under the Glauber dynamic, converges in distribution to the solution of a non linear ill-posed SPDE: the dynamical $Φ^4_2$ equation. In this article we consider the case of the multivatiate stochastic quantization equation $Φ^{2n}_2$ on the two-dimensional torus, and we answer to a conjecture of H.Weber and H.Shen. We show that it is possible to find a state space for a spin system on the two-dimensional discrete torus undergo…
We study continuous time Glauber dynamics for random configurations with local constraints (e.g. proper coloring, Ising and Potts models) on finite graphs with $n$ vertices and of bounded degree. We show that the relaxation time (defined as the reciprocal of the spectral gap $|λ_1-λ_2|$) for the dynamics on trees and on planar hyperbolic graphs, is polynomial in $n$. For these hyperbolic graphs, this yields a general polynomial sampling algorithm for random configurations. We then show that if the relaxation time $τ_2$ satisfies $τ_2=O(1)$, then the correlation coefficient, and the mutual info…
Consider Glauber dynamics for the Ising model on a graph of $n$ vertices. Hayes and Sinclair showed that the mixing time for this dynamics is at least $n\log n/f(Δ)$, where $Δ$ is the maximum degree and $f(Δ) = Θ(Δ\log^2 Δ)$. Their result applies to more general spin systems, and in that generality, they showed that some dependence on $Δ$ is necessary. In this paper, we focus on the ferromagnetic Ising model and prove that the mixing time of Glauber dynamics on any $n$-vertex graph is at least $(1/4+o(1))n \log n$.
This work is devoted to an in-depth analysis of arbitrary temperature protocols applied to the ferromagnetic Glauber-Ising chain launched from a disordered initial state and evolving in the low-temperature scaling regime. We focus our study on the density of domain walls and the reduced susceptibility. Both the inverse of the former observable and the latter one provide two independent measures of the typical size of the growing ferromagnetic domains. Their product is thus a dimensionless form factor characterising the pattern of growing ordered domains and providing a measure of the distance …
We investigate the problem of constructing a dynamics on edge--spin configurations which realizes a coupling between a Glauber dynamics of the Ising model and a dynamical evolution of the percolation configurations. We dream of constructing a Markov process on edge--spin configurations which is reversible with respect to the Ising--FK coupling measure, and such that the marginal on the spins is a Glauber dynamics, while the marginal on the edges is a Markovian evolution. We present two local dynamics, one which fulfills only the first condition and one which fulfills the first two conditions. …
We analyse the metastable behaviour of the dilute Curie-Weiss model subject to a Glauber dynamics. The model is a random version of a mean-field Ising model, where the coupling coefficients are Bernoulli random variables with mean $p\in (0,1)$. This model can be also viewed as an Ising model on the Erdős-Rényi random graph with edge probability $p$. The system is a Markov chain where spins flip according to a Metropolis dynamics at inverse temperature $β$. We compute the average time the system takes to reach the stable phase when it starts from a certain probability distribution on the metast…
In this note we consider the Glauber dynamics for the mean-field Ising model, when all couplings are equal and the external field is uniform. It is proved that the relaxation time of the dynamics is monotonically decreasing in temperature.
The mixing time of the Glauber dynamics for spin systems on trees is closely related to reconstruction problem. Martinelli, Sinclair and Weitz established this correspondence for a class of spin systems with soft constraints bounding the log-Sobolev constant by a comparison with the block dynamics. However, when there are hard constraints, the block dynamics may be reducible. We introduce a variant of the block dynamics extending these results to a wide class of spin systems with hard constraints. This applies for essentially any spin system that has non-reconstruction provided that on average…
Glauber dynamics is a powerful tool to generate randomized, approximate solutions to combinatorially difficult problems. Applications include Markov Chain Monte Carlo (MCMC) simulation and distributed scheduling for wireless networks. In this paper, we derive bounds on the mixing time of a generalization of Glauber dynamics where multiple vertices are allowed to update their states in parallel and the fugacity of each vertex can be different. The results can be used to obtain various conditions on the system parameters such as fugacities, vertex degrees and update probabilities, under which th…
We consider Glauber dynamics for the low-temperature, ferromagnetic Ising Model set on the n-dimensional hypercube. We derive precise asymptotic results for the crossover time (the time it takes for the dynamics to go from the configuration with a "-1" at every vertex, to the configuration with a "+1" at each vertex) in the limit as the inverse temperature $β\rightarrow\infty$.
In this paper, we present a novel extension to the classical path coupling method to statistical mechanical models which we refer to as aggregate path coupling. In conjunction with large deviations estimates, we use this aggregate path coupling method to prove rapid mixing of Glauber dynamics for a large class of statistical mechanical models, including models that exhibit discontinuous phase transitions which have traditionally been more difficult to analyze rigorously. The parameter region for rapid mixing for the generalized Curie-Weiss-Potts model is derived as a new application of the agg…
A well-known conjecture in computer science and statistical physics is that Glauber dynamics on the set of $k$-colorings of a graph $G$ on $n$ vertices with maximum degree $Δ$ is rapidly mixing for $k \geq Δ+2$. In FOCS 1999, Vigoda showed rapid mixing of flip dynamics with certain flip parameters on the set of proper $k$-colorings for $k > \frac{11}{6}Δ$, implying rapid mixing for Glauber dynamics. In this paper, we obtain the first improvement beyond the $\frac{11}{6}Δ$ barrier for general graphs by showing rapid mixing for $k > (\frac{11}{6} - η)Δ$ for some positive constant $η$. The key to…
We study the single-site Glauber dynamics for the fugacity $λ$, Hard-core model on the random graph $G(n, d/n)$. We show that for the typical instances of the random graph $G(n,d/n)$ and for fugacity $λ< \frac{d^d}{(d-1)^{d+1}}$, the mixing time of Glauber dynamics is $n^{1 + O(1/\log \log n)}$. Our result improves on the recent elegant algorithm in [Bezakova, Galanis, Goldberg Stefankovic; ICALP'22]. The algorithm there is a MCMC based sampling algorithm, but it is not the Glauber dynamics. Our algorithm here is simpler, as we use the classic Glauber dynamics. Furthermore, the bounds on mixin…
We give the first comprehensive analysis of the effect of boundary conditions on the mixing time of the Glauber dynamics in the so-called Bethe approximation. Specifically, we show that spectral gap and the log-Sobolev constant of the Glauber dynamics for the Ising model on an n-vertex regular tree with plus-boundary are bounded below by a constant independent of n at all temperatures and all external fields. This implies that the mixing time is O(log n) (in contrast to the free boundary case, where it is not bounded by any fixed polynomial at low temperatures). In addition, our methods yield …
A variance inequality for spin-flip systems is obtained using comparatively weaker knowledge of relaxation to equilibrium based on coupling estimates for single site disturbances. We obtain variance inequalities interpolating between the Poincaré inequality and the uniform variance inequality, and a general weak Poincaré inequality. For monotone dynamics the variance inequality can be obtained from decay of the autocorrelation of the spin at the origin, i.e., from that decay we conclude decay for general functions. This method is then applied to the low temperature Ising model, where the time-…
Peres and Winkler proved a "censoring" inequality for Glauber dynamics on monotone spins systems such as the Ising model. Specifically, if, starting from a constant-spin configuration, the spins are updated at some sequence of sites, then inserting another site into this sequence brings the resulting configuration closer in total variation to the stationary distribution. We show by means of simple counterexamples that the analogous statements fail for Glauber dynamics on proper colorings of a graph, and for lazy transpositions on permutations, answering two questions of Peres. It is not known …
We prove that Ising models on the hypercube with general quadratic interactions satisfy a Poincaré inequality with respect to the natural Dirichlet form corresponding to Glauber dynamics, as soon as the operator norm of the interaction matrix is smaller than $1$. The inequality implies a control on the mixing time of the Glauber dynamics. Our techniques rely on a localization procedure which establishes a structural result, stating that Ising measures may be decomposed into a mixture of measures with quadratic potentials of rank one, and provides a framework for proving concentration bounds fo…
We prove an optimal $O(n \log n)$ mixing time of the Glauber dynamics for the Ising models with edge activity $β\in \left(\frac{Δ-2}Δ, \fracΔ{Δ-2}\right)$. This mixing time bound holds even if the maximum degree $Δ$ is unbounded. We refine the boosting technique developed in [CFYZ21], and prove a new boosting theorem by utilizing the entropic independence defined in [AJK+21]. The theorem relates the modified log-Sobolev (MLS) constant of the Glauber dynamics for a near-critical Ising model to that for an Ising model in a sub-critical regime.
We prove an optimal $Ω(n^{-1})$ lower bound on the spectral gap of Glauber dynamics for anti-ferromagnetic two-spin systems with $n$ vertices in the tree uniqueness regime. This spectral gap holds for all, including unbounded, maximum degree $Δ$. Consequently, we have the following mixing time bounds for the models satisfying the uniqueness condition with a slack $δ\in(0,1)$: $\bullet$ $C(δ) n^2\log n$ mixing time for the hardcore model with fugacity $λ\le (1-δ)λ_c(Δ)= (1-δ)\frac{(Δ- 1)^{Δ- 1}}{(Δ- 2)^Δ}$; $\bullet$ $C(δ) n^2$ mixing time for the Ising model with edge activity $β\in\left[\frac…
The six-vertex model in statistical physics is a weighted generalization of the ice model on $\mathbb{Z}^2$ (i.e., Eulerian orientations) and the zero-temperature three-state Potts model (i.e., proper three-colorings). The phase diagram of the model depicts its physical properties and suggests where local Markov chains will be efficient. In this paper, we analyze the mixing time of Glauber dynamics for the six-vertex model in the ordered phases. Specifically, we show that for all Boltzmann weights in the ferroelectric phase, there exist boundary conditions such that local Markov chains require…
We prove an optimal mixing time bound on the single-site update Markov chain known as the Glauber dynamics or Gibbs sampling in a variety of settings. Our work presents an improved version of the spectral independence approach of Anari et al. (2020) and shows $O(n\log{n})$ mixing time on any $n$-vertex graph of bounded degree when the maximum eigenvalue of an associated influence matrix is bounded. As an application of our results, for the hard-core model on independent sets weighted by a fugacity $λ$, we establish $O(n\log{n})$ mixing time for the Glauber dynamics on any $n$-vertex graph of c…
We prove that the mixing time of the Glauber dynamics for random k-colorings of the complete tree with branching factor b undergoes a phase transition at $k=b(1+o_b(1))/\ln{b}$. Our main result shows nearly sharp bounds on the mixing time of the dynamics on the complete tree with n vertices for $k=Cb/\ln{b}$ colors with constant C. For $C\geq1$ we prove the mixing time is $O(n^{1+o_b(1)}\ln{n})$. On the other side, for $C<1$ the mixing time experiences a slowing down; in particular, we prove it is $O(n^{1/C+o_b(1)}\ln{n})$ and $Ω(n^{1/C-o_b(1)})$. The critical point C=1 is interesting since it…
Consider random $d$-regular graphs, i.e., random graphs such that there are exactly $d$ edges from each vertex for some $d\ge 3$. We study both the configuration model version of this graph, which has occasional multi-edges and self-loops, as well as the simple version of it, which is a $d$-regular graph chosen uniformly at random from the collection of all $d$-regular graphs. In this paper, we discuss mixing times of Glauber dynamics for the Ising model with an external magnetic field on a random $d$-regular graph, both in the quenched as well as the annealed settings. Let $β$ be the inverse …
In this paper we consider the Glauber dynamics for the one-dimensional Ising model with dissipation, in a mesoscopic regime obtained by letting inverse temperature and volume go to infinity with a suitable scaling. In this limit the magnetization has a periodic behavior. Self-organized collective periodicity has been shown for many mean-field models but, to our knowledge, this is the first example with short-range interaction. This supports the view that self-organized periodicity is not linked with the mean-field assumption but it is a thermodynamic phenomenon compatible with short range inte…
In the study of Markov chain mixing times, analysis has centered on the performance from a worst-case starting state. Here, in the context of Glauber dynamics for the one-dimensional Ising model, we show how new ideas from information percolation can be used to establish mixing times from other starting states. At high temperatures we show that the alternating initial condition is asymptotically the fastest one, and, surprisingly, its mixing time is faster than at infinite temperature, accelerating as the inverse-temperature $β$ ranges from 0 to $β_0=\frac12\mathrm{arctanh}(\frac13)$. Moreover…
We study the stochastic Ising model on finite graphs with n vertices and bounded degree and analyze the effect of boundary conditions on the mixing time. We show that for all low enough temperatures, the spectral gap of the dynamics with (+)-boundary condition on a class of nonamenable graphs, is strictly positive uniformly in n. This implies that the mixing time grows at most linearly in n. The class of graphs we consider includes hyperbolic graphs with sufficiently high degree, where the best upper bound on the mixing time of the free boundary dynamics is polynomial in n, with exponent growi…
We show that the mixing time of Glauber (single edge update) dynamics for the random cluster model at $q=2$ is bounded by a polynomial in the size of the underlying graph. As a consequence, the Swendsen-Wang algorithm for the ferromagnetic Ising model at any temperature has the same polynomial mixing time bound.
We study Glauber dynamics for the Ising model on the complete graph on $n$ vertices, known as the Curie-Weiss Model. It is well known that at high temperature ($β< 1$) the mixing time is $Θ(n\log n)$, whereas at low temperature ($β> 1$) it is $\exp(Θ(n))$. Recently, Levin, Luczak and Peres considered a censored version of this dynamics, which is restricted to non-negative magnetization. They proved that for fixed $β> 1$, the mixing-time of this model is $Θ(n\log n)$, analogous to the high-temperature regime of the original dynamics. Furthermore, they showed \emph{cutoff} for the original dynam…
Consider Glauber dynamics for the Ising model on the hypercubic lattice with a positive magnetic field. Starting from the minus configuration, the system initially settles into a metastable state with negative magnetization. Slowly the system relaxes to a stable state with positive magnetization. Schonmann and Shlosman showed that in the two dimensional case the relaxation time is a simple function of the energy required to create a critical Wulff droplet. The dilute Ising model is obtained from the regular Ising model by deleting a fraction of the edges of the underlying graph. In this paper …
We consider Glauber dynamics (starting from an extremal configuration) in a monotone spin system, and show that interjecting extra updates cannot increase the expected Hamming distance or the total variation distance to the stationary distribution. We deduce that for monotone Markov random fields, when block dynamics contracts a Hamming metric, single-site dynamics mixes in O(n log n) steps on an n-vertex graph. In particular, our result completes work of Kenyon, Mossel and Peres concerning Glauber dynamics for the Ising model on trees. Our approach also shows that on bipartite graphs, alterna…
For general antiferromagnetic 2-spin systems, including the hardcore model and the antiferromagnetic Ising model, there is an $\mathsf{FPTAS}$ for the partition function on graphs of maximum degree $Δ$ when the infinite regular tree lies in the uniqueness region by Li et al. (2013). Moreover, in the tree non-uniqueness region, Sly (2010) showed that there is no $\mathsf{FPRAS}$ to estimate the partition function unless $\mathsf{NP}=\mathsf{RP}$. The algorithmic results follow from the correlation decay approach due to Weitz (2006) or the polynomial interpolation approach developed by Barvinok …
We study Glauber dynamics for the mean-field (Curie-Weiss) Potts model with $q\geq 3$ states and show that it undergoes a critical slowdown at an inverse-temperature $β_s(q)$ strictly lower than the critical $β_c(q)$ for uniqueness of the thermodynamic limit. The dynamical critical $β_s(q)$ is the spinodal point marking the onset of metastability. We prove that when $β<β_s(q)$ the mixing time is asymptotically $C(β, q) n \log n$ and the dynamics exhibits the cutoff phenomena, a sharp transition in mixing, with a window of order $n$. At $β=β_s(q)$ the dynamics no longer exhibits cutoff and its …
We give a systematic development of the application of matrix norms to rapid mixing in spin systems. We show that rapid mixing of both random update Glauber dynamics and systematic scan Glauber dynamics occurs if any matrix norm of the associated dependency matrix is less than 1. We give improved analysis for the case in which the diagonal of the dependency matrix is $\mathbf{0}$ (as in heat bath dynamics). We apply the matrix norm methods to random update and systematic scan Glauber dynamics for coloring various classes of graphs. We give a general method for estimating a norm of a symmetric …
The Gaussian Free Field (GFF) is a canonical random surface in probability theory generalizing Brownian motion to higher dimensions. In two dimensions, it is critical in several senses, and is expected to be the universal scaling limit of a host of random surface models in statistical physics. It also arises naturally as the stationary solution to the stochastic heat equation with additive noise. Focusing on the dynamical aspects of the corresponding universality class, we study the mixing time, i.e., the rate of convergence to stationarity, for the canonical prelimiting object, namely the dis…
We study the Glauber dynamics of a two dimensional Blume-Capel model (or dilute Ising model) with Kac potential parametrized by $(β,θ)$ - the "inverse temperature" and the "chemical potential". We prove that the locally averaged spin field rescales to the solution of the dynamical $Φ^4$ equation near a curve in the $(β,θ)$ plane and to the solution of the dynamical $Φ^6$ equation near one point on this curve. Our proof relies on a discrete implementation of Da Prato-Debussche method as in a result by Mourrat-Weber but an additional coupling argument is needed to show convergence of the lineari…
