Optimization is fundamental in many areas of science, from computer science and information theory to engineering and statistical physics, as well as to biology or social sciences. It typically involves a large number of variables and a cost function depending on these variables. Optimization problems in the NP-complete class are particularly difficult, it is believed that the number of operations required to minimize the cost function is in the most difficult cases exponential in the system size. However, even in an NP-complete problem the practically arising instances might, in fact, be easy to solve. The principal question we address in this thesis is: How to recognize if an NP-complete constraint satisfaction problem is typically hard and what are the main reasons for this? We adopt approaches from the statistical physics of disordered systems, in particular the cavity method developed originally to describe glassy systems. We describe new properties of the space of solutions in two of the most studied constraint satisfaction problems - random satisfiability and random graph coloring. We suggest a relation between the existence of the so-called frozen variables and the algorithmic hardness of a problem. Based on these insights, we introduce a new class of problems which we named "locked" constraint satisfaction, where the statistical description is easily solvable, but from the algorithmic point of view they are even more challenging than the canonical satisfiability.
A major problem in evaluating stochastic local search algorithms for NP-complete problems is the need for a systematic generation of hard test instances having previously known properties of the optimal solutions. On the basis of statistical mechanics results, we propose random generators of hard and satisfiable instances for the 3-satisfiability problem (3SAT). The design of the hardest problem instances is based on the existence of a first order ferromagnetic phase transition and the glassy nature of excited states. The analytical predictions are corroborated by numerical results obtained fr…
We continue discussion of hard-ball models of statistical mechanics, by example of random walk of hard ball immersed into equlibrium ideal gas. Our goal is to highlight decisive role of specific phase-space subsets, despite their vanishingly smaall Lebesgue measures under the Boltzmann-Grad limit. The "art of draining" such subsets in conventional mathematical constructions resulted in loss of so principal property of many-particle systems as 1/f-noise in diffusivities, mobilities and other transport and relaxation rates. We suggest new approaches to formulation and analysis of evolution equat…
We apply the statistical measure of complexity, introduced by López-Ruiz, Mancini and Calbet to a hard-sphere dilute Fermi gas whose particles interact via a repulsive hard-core potential. We employ the momentum distribution of this system to calculate the information entropy, the disequilibrium and the statistical complexity. We examine possible connections between the particle correlations and energy of the system with those information and complexity measures. The hard-sphere model serves as a test bed for concepts about complexity.
We review various combinatorial applications of field theoretical and matrix model approaches to equilibrium statistical physics involving the enumeration of fixed and random lattice model configurations. We show how the structures of the underlying lattices, in particular their colorability properties, become relevant when we consider hard-particles or fully-packed loop models on them. We show how a careful back-and-forth application of results of two-dimensional quantum gravity and matrix models allows to predict critical universality classes and consequently exact asymptotics for various nu…
Using tools of nonequilibirum mechanics, we study a model of self-propelled hard rods on a substrate in two dimensions to quantify the interplay of self-propulsion and excluded-volume effects. We derive of a Smoluchowski equation for the configurational probability density of self-propelled rods that contains several modifications as compared to the familiar Smoluchowski equation for thermal rods. As a side-product of our work, we also present a purely dynamical derivation of the Onsager form of the mean field excluded volume interaction among thermal hard rods.
Starting from a microscopic model of self-propelled hard spheres we use tools of non-equilibrium statistical mechanics and the kinetic theory of hard spheres to derive a Smoluchowski equation for interacting Active Brownian particles. We illustrate the utility of the statistical mechanics framework developed with two applications. First, we derive the steady state pressure of the hard sphere active fluid in terms of the microscopic parameters and second, we identify the critical density for the onset of motility-induced phase separation in this system. We show that both these quantities agree …
Taming of free volume in statistical mechanics of the hard disks model
Institute of Physics, National Academy of Sciences of Ukraine（乌克兰国家科学院物理研究所）；Center for Theoretical Physics, Polish Academy of Sciences（波兰国家科学院理论物理中心）；Yukhnovskii Institute for Condensed Matter Physics, National Academy of Sciences of Ukraine（乌克兰国家科学院尤赫诺夫斯基凝聚态物理研究所）；Institute of Applied Mathematics and Fundamental Sciences, Lviv National Polytechnic University（利沃夫国立理工大学应用数学与基础科学研究所）；Faculty of Chemistry and Chemical Technology, University of Ljubljana（卢布尔雅那大学化学与化学技术学院）
The quest for quantum computers is motivated by their potential for solving problems that defy existing, classical, computers. The theory of computational complexity, one of the crown jewels of computer science, provides a rigorous framework for classifying the hardness of problems according to the computational resources, most notably time, needed to solve them. Its extension to quantum computers allows the relative power of quantum computers to be analyzed. This framework identifies families of problems which are likely hard for classical computers (``NP-complete'') and those which are likel…
The problem of vertex coloring in random graphs is studied using methods of statistical physics and probability. Our analytical results are compared to those obtained by exact enumeration and Monte-Carlo simulations. We critically discuss the merits and shortcomings of the various methods, and interpret the results obtained. We present an exact analytical expression for the 2-coloring problem as well as general replica symmetric approximated solutions for the thermodynamics of the graph coloring problem with p colors and K-body edges.
In this paper, we review some features of quantum annealing and related topics from viewpoints of statistical physics, condensed matter physics, and computational physics. We can obtain a better solution of optimization problems in many cases by using the quantum annealing. Actually the efficiency of the quantum annealing has been demonstrated for problems based on statistical physics. Then the quantum annealing has been expected to be an efficient and generic solver of optimization problems. Since many implementation methods of the quantum annealing have been developed and will be proposed in…
An overview is given about the statistical physics of neural networks generating and analysing time series. Storage capacity, bit and sequence generation, prediction error, antipredictable sequences, interacting perceptrons and the application on the minority game are discussed. Finally, as a demonstration a perceptron predicts bit sequences produced by human beings.
Some elementary rigorous remark about the replica formalism in the Statistical Physics' approach to threshold phenomena in Computational Complexity Theory is presented.
Recent results and interpretations are presented for the thermal minority game, concentrating on deriving and justifying the fundamental stochastic differential equation for the microdynamics.
This paper explores the connection between dynamical system properties and statistical physics of ensembles of such systems. Simple models are used to give novel phase transitions; particularly for finite N particle systems with many physically interesting examples.
Contrary to the customary thought prevailing for long, the time reversibility associated with beam-to-beam collisions does not really exist. Related facts and consequences are presented. The discussion, though involving simple mathematics and physics only, is well-related to the foundation of statistical theory.
The Partition function of two Hard Spheres in a Hard Wall Pore is studied appealing to a graph representation. The exact evaluation of the canonical partition function, and the one-body distribution function, in three different shaped pores are achieved. The analyzed simple geometries are the cuboidal, cylindrical and ellipsoidal cavities. Results have been compared with two previously studied geometries, the spherical pore and the spherical pore with a hard core. The search of common features in the analytic structure of the partition functions in terms of their length parameters and their vo…
It is shown that early suggested derivation of the Boltzmann kinetic equation for dilute hard sphere gas from the time-reversible BBGKY equations is incorrect since in fact a priori substitutes for them definite irreversible equations. Alternative approach to analysis of the hard sphere gas is formulated which conserves the reversibility and makes it clear that at any gas density one can reduce the BBGKY equations to the Boltzmann equation only in case of spatially uniform gas.
This document consists of lecture notes for a graduate course, which focuses on the relations between Information Theory and Statistical Physics. The course is aimed at EE graduate students in the area of Communications and Information Theory, as well as to graduate students in Physics who have basic background in Information Theory. Strong emphasis is given to the analogy and parallelism between Information Theory and Statistical Physics, as well as to the insights, the analysis tools and techniques that can be borrowed from Statistical Physics and `imported' to certain problem areas in Infor…
Constitutive relations are fundamental and essential to characterize physical systems. By utilizing the $κ$-deformed functions, some constitutive relations are generalized. We here show some applications of the Kaniadakis distributions based on the inverse hyperbolic sine function to some topics belonging to the realm of statistical physics and natural science.
The notion of generalised exponential family is considered in the restricted context of nonextensive statistical physics. Examples are given of models belonging to this family. In particular, the q-Gaussians are discussed and it is shown that the configurational probability distributions of the microcanonical ensemble belong to the q-exponential family.
The intuition that a long history is required for the emergence of complexity in natural systems is formalized using the notion of depth. The depth of a system is defined in terms of the number of parallel computational steps needed to simulate it. Depth provides an objective, irreducible measure of history applicable to systems of the kind studied in statistical physics. It is argued that physical complexity cannot occur in the absence of substantial depth and that depth is a useful proxy for physical complexity. The ideas are illustrated for a variety of systems in statistical physics.
Combinatorial auctions are formulated as frustrated lattice gases on sparse random graphs, allowing the determination of the optimal revenue by methods of statistical physics. Transitions between computationally easy and hard regimes are found and interpreted in terms of the geometric structure of the space of solutions. We introduce an iterative algorithm to solve intermediate and large instances, and discuss competing states of optimal revenue and maximal number of satisfied bidders. The algorithm can be generalized to the hard phase and to more sophisticated auction protocols.
We review the present status of our research and understanding regarding the dynamics and the statistical properties of earthquakes, mainly from a statistical physical viewpoint. Emphasis is put both on the physics of friction and fracture, which provides a "microscopic" basis of our understanding of an earthquake instability, and on the statistical physical modelling of earthquakes, which provides "macroscopic" aspects of such phenomena. Recent numerical results on several representative models are reviewed, with attention to both their "critical" and "characteristic" properties. We highlight…
Network meta-analysis (NMA) is a technique used in medical statistics to combine evidence from multiple medical trials. NMA defines an inference and information processing problem on a network of treatment options and trials connecting the treatments. We believe that statistical physics can offer useful ideas and tools for this area, including from the theory of complex networks, stochastic modelling and simulation techniques. The lack of a unique source that would allow physicists to learn about NMA effectively is a barrier to this. In this article we aim to present the `NMA problem' and exis…
Considering a discrete and finite statistical model of a general position we introduce an exact expression for the partition function in terms of a finite series. The leading term in the series is the Bethe-Peierls (Belief Propagation)-BP contribution, the rest are expressed as loop-contributions on the factor graph and calculated directly using the BP solution. The series unveils a small parameter that often makes the BP approximation so successful. Applications of the loop calculus in statistical physics and information science are discussed.
This work is devoted to the exact statistical mechanics treatment of simple inhomogeneous few-body systems. The system of two Hard Spheres (HS) confined in a hard spherical pore is systematically analyzed in terms of its dimensionality >. The canonical partition function, and the one- and two-body distribution functions are analytically evaluated and a scheme of iterative construction of the system properties is presented. We analyse in detail both the effect of high confinement, when particles become caged, and the low density limit. Other confinement situations are also studied analytically …
A brief introduction to the technique of Monte Carlo simulations in statistical physics is presented. The topics covered include statistical ensembles random and pseudo random numbers, random sampling techniques, importance sampling, Markov chain, Metropolis algorithm, continuous phase transition, statistical errors from correlated and uncorrelated data, finite size scaling, n-fold way, critical slowing down, blocking technique,percolation, cluster algorithms, cluster counting, histogram techniques, entropic/multicanonical Monte Carlo, Wang-Landau algorith and Jarzynski's identity.
A unified viewpoint is presented in margin to the ``Work, dissipation and fluctuations in nonequilibrium physics'', Bruxelles 22-25 March, 2006, where the topics were discussed by various authors and it became clear the need that the very different viewpoints be consistently presented by their proponents.
The results received in works [Centsov N.N. [N.N. Chentsov], Statistical decision rules and optimal inference, 1982 Amer. Math. Soc. (Translated from Russian); Morozova, E. A., Chentsov, N. N. Natural geometry of families of probability laws. 1991 Probability theory, 8, 133--265, 270--274, 276 (in Russian)] for statistical distributions at studying algebra of decision rules and natural geometry generated by her, are applied to estimations of the nonequilibrium statistical operator and superstatistics. Expressions for the nonequilibrium statistical operator and superstatistics are received as s…
Problems in non equilibrium statistical physics are characterized by the absence of a fluctuation dissipation theorem. The usual analytic route for treating these vast class of problems is to use response fields in addition to the real fields that are pertinent to a given problem. This line of argument was introduced by Martin, Siggia and Rose. We show that instead of using the response field, one can, following the stochastic quantization of Parisi and Wu, introduce a fictitious time. In this extra dimension a fluctuation dissipation theorem is built in and provides a different outlook to pro…
We combine the shear-transformation-zone (STZ) theory of amorphous plasticity with Edwards' statistical theory of granular materials to describe shear flow in a disordered system of thermalized hard spheres. The equations of motion for this system are developed within a statistical thermodynamic framework analogous to that which has been used in the analysis of molecular glasses. For hard spheres, the system volume $V$ replaces the internal energy $U$ as a function of entropy $S$ in conventional statistical mechanics. In place of the effective temperature, the compactivity $X = \partial V / \p…
We survey applications of the theory of hyperbolic (and to a lesser extent non hyperbolic) billiards to some fundamental problems of statistical physics and their mathematically rigorous derivations in the framework of classical Hamiltonian systems.
A long-running difficulty with conventional game theory has been how to modify it to accommodate the bounded rationality of all real-world players. A recurring issue in statistical physics is how best to approximate joint probability distributions with decoupled (and therefore far more tractable) distributions. This paper shows that the same information theoretic mathematical structure, known as Product Distribution (PD) theory, addresses both issues. In this, PD theory not only provides a principled formulation of bounded rationality and a set of new types of mean field theory in statistical …
We find a general formula for the distribution of time averaged observables for weakly non-ergodic systems. Such type of ergodicity breaking is known to describe certain systems which exhibit anomalous fluctuations, e.g. blinking quantum dots and the sub-diffusive continuous time random walk model. When the fluctuations become normal we recover usual ergodic statistical mechanics. Examples of a particle undergoing fractional dynamics in a binding force field are worked out in detail. We briefly discuss possible physical applications in single particle experiments.
In this paper we aim to demonstrate how physical perspective enriches usual statistical analysis when dealing with a complex system of many interacting agents of non-physical origin. To this end, we discuss analysis of urban public transportation networks viewed as complex systems. In such studies, a multi-disciplinary approach is applied by integrating methods in both data processing and statistical physics to investigate the correlation between public transportation network topological features and their operational stability. The studies incorporate concepts of coarse graining and clusteriz…
The statistical mechanics of 1D and 2D Ginzburg-Landau systems is evaluated analytically, via the transfer matrix method, using an expression of the ground state energy of the quartic anharmonic oscillator in an external field. In the 2D case, the critical temperature of the order/disorder phase transition is expressed as a Lambert function of the inverse inter-chain coupling constant.
For a wide range of entropy measures, easy calculation of equilibria is possible using a principle of Game Theoretical Equilibrium related to Jaynes Maximum Entropy Principle. This follows previous work of the author and relates to works of Naudts and, partly, Abe and Bagci.
We discuss a Statistical Mechanics approach in the manner of Edwards to the ``inherent states'' (defined as the stable configurations in the potential energy landscape) of glassy systems and granular materials. We show that at stationarity the inherent states are distributed according a generalized Gibbs measure obtained assuming the validity of the principle of maximum entropy, under suitable constraints. In particular we consider three lattice models (a diluted Spin Glass, a monodisperse hard-sphere system under gravity and a hard-sphere binary mixture under gravity) undergoing a schematic `…
In statistical physics and information theory, although the exponent of the partition function is often of our primary interest, there are cases where one needs more detailed information. In this paper, we present a general framework to study more precise asymptotic behaviors of the partition function, using the central approximation in conjunction with the method of types.
Consistent statistical physical description is given for systems where the elementary excitations are composite objects. Explicit calculational scheme is constructed for the energy density and the total number of thermodynamical degrees of freedom, based on the spectral function of the system. One demonstrates through characteristic examples that single quasiparticle contributions combine non-linearly in these quantities. Relation to the Gibbs paradox is also discussed.
Mesoscopic systems -- small electric circuits working in quantum regime -- offer us a unique experimental stage to explorer quantum transport in a tunable and precise way. The purpose of this Review is to show how they can contribute to statistical physics. We introduce the significance of fluctuation, or equivalently noise, as noise measurement enables us to address the fundamental aspects of a physical system. The significance of the fluctuation theorem (FT) in statistical physics is noted. We explain what information can be deduced from the current noise measurement in mesoscopic systems. A…
These lecture notes present an overview of equilibrium statistical mechanics of classical fluids, with special applications to the structural and thermodynamic properties of systems made of particles interacting via the hard-sphere potential or closely related model potentials. The exact statistical-mechanical properties of one-dimensional systems, the issue of thermodynamic (in)consistency among different routes in the context of several approximate theories, and the construction of analytical or semi-analytical approximations for the structural properties are also addressed.
In the last 15 years, statistical physics has been a very successful framework to model complex networks. On the theoretical side, this approach has brought novel insights into a variety of physical phenomena, such as self-organisation, scale invariance, emergence of mixed distributions and ensemble non-equivalence, that display unconventional features on heterogeneous networks. At the same time, thanks to their deep connection with information theory, statistical physics and the principle of maximum entropy have led to the definition of null models for networks reproducing some features of re…
This chapter introduces the fracture nucleation process, their (extreme) statistics in disordered solids, in fiber bundle models, and in the two fractal overlap models of earthquake.
Statistical physics has proven to be a very fruitful framework to describe phenomena outside the realm of traditional physics. The last years have witnessed the attempt by physicists to study collective phenomena emerging from the interactions of individuals as elementary units in social structures. Here we review the state of the art by focusing on a wide list of topics ranging from opinion, cultural and language dynamics to crowd behavior, hierarchy formation, human dynamics, social spreading. We highlight the connections between these problems and other, more traditional, topics of statisti…
We give a new proof of local convergence of a multigrid method called iterative aggregation/disaggregation (IAD) for computing steady-states of Markov chains. Our proof leads naturally to a precise and interpretable estimate of the asymptotic rate of convergence. We study IAD as a model of more complex methods from statistical physics for computing nonequilibrium steady-states, such as the nonequilibrium umbrella sampling method of Warmflash, et al. We explain why it may be possible to use methods like IAD to efficiently calculate steady-states of models in statistical physics and how to choos…
Geometry of hypersurfaces defined by the relation which generalizes classical formula for free energy in terms of microstates is studied. Induced metric, Riemann curvature tensor, Gauss-Kronecker curvature and associated entropy are calculated. Special class of ideal statistical hypersurfaces is analyzed in details. Non-ideal hypersurfaces and their singularities similar to those of the phase transitions are considered. Tropical limit of statistical hypersurfaces and double scaling tropical limit are discussed too.
Monte Carlo techniques have been widely employed in statistical physics as well as in quantum theory in the Lagrangian formulation. However, in some areas of application to quantum theories computational progress has been slow. Here we present a recently developed approach: the Monte Carlo Hamiltonian method, designed to overcome the difficulties of the conventional approach.
Socio-economic inequalities are manifested in different aspects of our social life. We discuss various aspects, beginning with the evolutionary and historical origins, and discussing the major issues from the social and economic point of view. The subject has attracted scholars from across various disciplines, including physicists, who bring in a unique perspective to the field. The major attempts to analyze the results, address the causes, and understand the origins using statistical tools and statistical physics concepts are discussed.
We formulate both Markov chain Monte Carlo (MCMC) sampling algorithms and basic statistical physics in terms of elementary symmetries. This perspective on sampling yields derivations of well-known MCMC algorithms and a new parallel algorithm that appears to converge more quickly than current state of the art methods. The symmetry perspective also yields a parsimonious framework for statistical physics and a practical approach to constructing meaningful notions of effective temperature and energy directly from time series data. We apply these latter ideas to Anosov systems.
