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 for high temperature Ising models.
In this note we extend the analysis of a previous paper by the author to the Random Cluster model. The main result being that the pressure of the finite range ferromagnetic Ising model is analytic as a function of the inverse temperature in the regime $h=0$, $β>β_c$.
We prove that the pressure (or free energy) of the finite range ferromagnetic Ising model on $\mathbb{Z}^d$ is analytic as a function of both the inverse temperature $β$ and the magnetic field $h$ whenever the model has the exponential weak mixing property. We also prove the exponential weak mixing property whenever $h\neq 0$. Together with known results on the regime $h=0,β<β_c$, this implies both analyticity and weak mixing in all the domain of $(β,h)$ outside of the transition line $[β_c,\infty)\times \{0\}$. The proof of analyticity uses a graphical representation of the Glauber dynamic du…
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 rapid mixing of the worm process for the zero-field ferromagnetic Ising model, on all finite connected graphs, and at all temperatures. As a corollary, we obtain a fully-polynomial randomized approximation scheme for the Ising susceptibility, and for a certain restriction of the two-point correlation function
We prove rapid mixing of the Prokofiev-Svistunov (or worm) algorithm for the zero-field ferromagnetic Ising model, on all finite graphs and at all temperatures. As a corollary, we show how to rigorously construct simple and efficient approximation schemes for the Ising susceptibility and two-point correlation function.
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 considerably improve upon the recent result of Martinelli and Toninelli on the mixing time of Glauber dynamics for the 2D Ising model in a box of side $L$ at low temperature and with random boundary conditions whose distribution $P$ stochastically dominates the extremal plus phase. An important special case is when $P$ is concentrated on the homogeneous all-plus configuration, where the mixing time $T_{mix}$ is conjectured to be polynomial in $L$. In [MT] it was shown that for a large enough inverse-temperature $β$ and any $ε>0$ there exists $c=c(β,ε)$ such that $\lim_{L\to\infty}P(T_{mix}\…
In the heat-bath Glauber dynamics for the Ising model on the lattice, physicists believe that the spectral gap of the continuous-time chain exhibits the following behavior. For some critical inverse-temperature $β_c$, the inverse-gap is bounded for $β< β_c$, polynomial in the surface area for $β= β_c$ and exponential in it for $β> β_c$. This has been proved for $\Z^2$ except at criticality. So far, the only underlying geometry where the critical behavior has been confirmed is the complete graph. Recently, the dynamics for the Ising model on a regular tree, also known as the Bethe lattice, has …
We introduce a new framework for analyzing Glauber dynamics for the Ising model. The traditional approach for obtaining sharp mixing results has been to appeal to estimates on spatial properties of the stationary measure from within a multi-scale analysis of the dynamics. Here we propose to study these simultaneously by examining "information percolation" clusters in the space-time slab. Using this framework, we obtain new results for the Ising model on $(\mathbb{Z}/n\mathbb{Z})^d$ throughout the high temperature regime: total-variation mixing exhibits cutoff with an $O(1)$-window around the t…
We study metastability and mixing time for a non-reversible probabilistic cellular automaton. With a suitable choice of the parameters, we first show that the stationary distribution is close in total variation to a low temperature Ising model. Then we prove that both the mixing time and the time to exit a metastable state grow polynomially in the size of the system, while this growth is exponential in reversible dynamics. In this model, non-reversibility, parallel updatings and a suitable choice of boundary conditions combine to produce an efficient dynamical stability.
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 $(1/4+o(1))n \log n$.
The truncated two-point function of the nearest-neighbor ferromagnetic Ising model on $\mathbb Z^d$ ($d\ge3$) in its pure phases is proven to decays exponentially fast throughout the ordered regime ($T<T_c$). Together with known results, this implies that the exponential clustering property holds throughout the model's phase diagram except for the critical point: $(T,h) = (T_c,0)$.
Introduced in 1963, Glauber dynamics is one of the most practiced and extensively studied methods for sampling the Ising model on lattices. It is well known that at high temperatures, the time it takes this chain to mix in $L^1$ on a system of size $n$ is $O(\log n)$. Whether in this regime there is cutoff, i.e. a sharp transition in the $L^1$-convergence to equilibrium, is a fundamental open problem: If so, as conjectured by Peres, it would imply that mixing occurs abruptly at $(c+o(1))\log n$ for some fixed $c>0$, thus providing a rigorous stopping rule for this MCMC sampler. However, obtain…
We study a kinetically constrained Ising process (KCIP) associated with a graph $G$ and density parameter $p$; this process is an interacting particle system with state space $\{ 0, 1 \}^{G}$, the location of the particles. The `constraint' in the name of the process refers to the rule that a vertex cannot change its state unless it has at least one neighbour in state `1'. The KCIP has been proposed by statistical physicists as a model for the glass transition. In this note, we study the mixing time of a KCIP on the 2-dimensional torus $G = \mathbb{Z}_{L}^{2}$ in the low-density regime $p = \f…
Information percolation is a new method for analyzing stochastic spin systems through classifying and controlling the clusters of information-flow in the space-time slab. It yielded sharp mixing estimates (cutoff with an $O(1)$-window) for the Ising model on $Z^d$ up to the critical temperature, as well as results on the effect of initial conditions on mixing. In this expository note we demonstrate the method on lattices (more generally, on any locally-finite transitive graph) at very high temperatures.
In this paper, we study the effect of dependence on detecting a class of signals in Ising models, where the signals are present in a structured way. Examples include Ising Models on lattices, and Mean-Field type Ising Models (Erdős-Rényi, Random regular, and dense graphs). Our results rely on correlation decay and mixing type behavior for Ising Models, and demonstrate the beneficial behavior of criticality in the detection of strictly lower signals. As a by-product of our proof technique, we develop sharp control on mixing and spin-spin correlation for several Mean-Field type Ising Models in a…
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 finall…
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…
We give a survey of the known results on mixing time of Glauber dynamics for the Ising model on the square lattice and present a technique that makes exact sampling of the Ising model at all temperatures possible in polynomial time. At high temperatures this is well-known and although this seems to be known also in the low temperature case since Kramer and Waniers paper from the 1950s, we did not found any reference that describes exact sampling for the Ising model at low temperatures.
We study a kinetically constrained Ising process (KCIP) associated with a graph G and density parameter p; this process is an interacting particle system with state space $\{0,1\}^{G}$. The stationary distribution of the KCIP Markov chain is the Binomial($|G|, p$) distribution on the number of particles, conditioned on having at least one particle. The `constraint' in the name of the process refers to the rule that a vertex cannot change its state unless it has at least one neighbour in state `1'. The KCIP has been proposed by statistical physicists as a model for the glass transition, and mor…
We establish tight results for rapid mixing of Gibbs samplers for the Ferromagnetic Ising model on general graphs. We show that if \[(d-1)\tanhβ<1,\] then there exists a constant C such that the discrete time mixing time of Gibbs samplers for the ferromagnetic Ising model on any graph of n vertices and maximal degree d, where all interactions are bounded by $β$, and arbitrary external fields are bounded by $Cn\log n$. Moreover, the spectral gap is uniformly bounded away from 0 for all such graphs, as well as for infinite graphs of maximal degree d. We further show that when $d\tanhβ<1$, with h…
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).
We consider the Glauber dynamics for the 2D Ising model in a box of side L, at inverse temperature $β$ and random boundary conditions $τ$ whose distribution P either stochastically dominates the extremal plus phase (hence the quotation marks in the title) or is stochastically dominated by the extremal minus phase. A particular case is when P is concentrated on the homogeneous configuration identically equal to + (equal to -). For $β$ large enough we show that for any $ε$ there exists $c=c(β,ε)$ such that the corresponding mixing time $T_{mix}$ satisfies $\lim_{L\to\infty}P(T_{mix}> \exp({cL^ε}…
We study ferromagnetic Ising models on finite graphs with an inhomogeneous external field, where a subset of vertices is designated as the boundary. We show that the influence of boundary conditions on any given spin is maximised when the external field is identically $0$. One corollary is that spin-spin correlations are maximised when the external field vanishes and the boundary condition is free, which proves a conjecture of Shlosman. In particular, the random field Ising model on ${\mathbb Z}^d$, $d\geq 3$, exhibits exponential decay of correlations in the entire high temperature regime of …
We study the sampling problem for the ferromagnetic Ising model with consistent external fields, and in particular, Swendsen-Wang dynamics on this model. We introduce a new grand model unifying two closely related models: the subgraph world and the random cluster model. Through this new viewpoint, we show: (1) polynomial mixing time bounds for Swendsen-Wang dynamics and (edge-flipping) Glauber dynamics of the random cluster model, generalising the bounds and simplifying the proofs for the no-field case by Guo and Jerrum (2018); (2) near linear mixing time for the two dynamics above if the maxi…
Consider a low temperature stochastic Ising model in the phase coexistence regime with Markov semigroup $P_t$. A fundamental and still largely open problem is the understanding of the long time behavior of $\d_\h P_t$ when the initial configuration $\h$ is sampled from a highly disordered state $ν$ (e.g. a product Bernoulli measure or a high temperature Gibbs measure). Exploiting recent progresses in the analysis of the mixing time of Monte Carlo Markov chains for discrete spin models on a regular $b$-ary tree $\Tree^b$, we tackle the above problem for the Ising and hard core gas (independent …
The random-cluster model with parameters $(p,q)$ is a random graph model that generalizes bond percolation ($q=1$) and the Ising and Potts models ($q\geq 2$). We study its Glauber dynamics on $n\times n$ boxes $Λ_{n}$ of the integer lattice graph $\mathbb Z^2$, where the model exhibits a sharp phase transition at $p=p_c(q)$. Unlike traditional spin systems like the Ising and Potts models, the random-cluster model has non-local interactions. Long-range interactions can be imposed as external connections in the boundary of $Λ_n$, known as boundary conditions. For select boundary conditions that …
We continue our study of exponential law for occurrences and returns of patterns in the context of Gibbsian random fields. For the low temperature plus phase of the Ising model, we prove exponential laws with error bounds for occurrence, return, waiting and matching times. Moreover we obtain a Poisson law for the number of occurrences of large cylindrical events and a Gumbel law for the maximal overlap between two independent copies. As a by-product, we derive precise fluctuation results for the logarithm of waiting and return times. The main technical tool we use, in order to control mixing, …
In this work we show that for every $d < \infty$ and the Ising model defined on $G(n,d/n)$, there exists a $β_d > 0$, such that for all $β< β_d$ with probability going to 1 as $n \to \infty$, the mixing time of the dynamics on $G(n,d/n)$ is polynomial in $n$. Our results are the first polynomial time mixing results proven for a natural model on $G(n,d/n)$ for $d > 1$ where the parameters of the model do not depend on $n$. They also provide a rare example where one can prove a polynomial time mixing of Gibbs sampler in a situation where the actual mixing time is slower than $n \polylog(n)$. Our…
This paper deals with the stochastic Ising model with a temperature shrinking to zero as time goes to infinity. A generalization of the Glauber dynamics is considered, on the basis of the existence of simultaneous flips of some spins. Such dynamics act on a wide class of graphs which are periodic and embedded in $\mathbb{R}^d$. The interactions between couples of spins are assumed to be quenched i.i.d. random variables following a Bernoulli distribution with support $\{-1,+1\}$. The specific problem here analyzed concerns the assessment of how often (finitely or infinitely many times, almost s…
We study the Glauber dynamics for the zero-temperature Ising model in dimension d=4 with "plus" boundary condition.Let T+ be the time needed for an hypercube of size L entirely filled with "minus" spins to become entirely "plus". We prove that T+ is O(L^2(log L)^c) for some constant c, not depending on the dimension. This brings further rigorous justification for the so-called "Lifshitz law" T+ = O(L^2) [5, 3] conjectured on heuristic grounds. The key point of our proof is to use the detail knowledge that we have on the three-dimensional problem: results for fluctuation of monotone interfaces …
The Swendsen-Wang algorithm is a sophisticated, widely-used Markov chain for sampling from the Gibbs distribution for the ferromagnetic Ising and Potts models. This chain has proved difficult to analyze, due in part to the global nature of its updates. We present optimal bounds on the convergence rate of the Swendsen-Wang algorithm for the complete $d$-ary tree. Our bounds extend to the non-uniqueness region and apply to all boundary conditions. We show that the spatial mixing conditions known as Variance Mixing and Entropy Mixing, introduced in the study of local Markov chains by Martinelli e…
We show that mixing for local, reversible dynamics of mean field spin glasses is exponentially slow in the low temperature regime. We introduce a notion of free energy barriers for the overlap, and prove that their existence imply that the spectral gap is exponentially small, and thus that mixing is exponentially slow. We then exhibit sufficient conditions on the equilibrium Gibbs measure which guarantee the existence of these barriers, using the notion of replicon eigenvalue and 2D Guerra Talagrand bounds. We show how these sufficient conditions cover large classes of Ising spin models for re…
This note introduces the double flip move for accelerating the Swendsen-Wang algorithm for Ising models with mixed boundary conditions below the critical temperature. The double flip move consists of a geometric flip of the spin lattice followed by a spin value flip. Both the symmetric and approximately symmetric models are considered. We prove the detailed balance of the double flip move and demonstrate its empirical efficiency in mixing.
We provide a new proof of the sharpness of the phase transition for Bernoulli percolation and the Ising model. The proof applies to infinite range models on arbitrary locally finite transitive infinite graphs. For Bernoulli percolation, we prove finiteness of the susceptibility in the subcritical regime $β<β_c$, and the mean-field lower bound $\mathbb{P}_β[0\longleftrightarrow\infty]\ge (β-β_c)/β$ for $β>β_c$. For finite-range models, we also prove that for any $β<β_c$, the probability of an open path from the origin to distance $n$ decays exponentially fast in $n$. For the Ising model, we pro…
We prove comparison results for the Swendsen-Wang (SW) dynamics, the heat-bath (HB) dynamics for the Potts model and the single-bond (SB) dynamics for the random-cluster model on arbitrary graphs. In particular, we prove that rapid mixing of HB implies rapid mixing of SW on graphs with bounded maximum degree and that rapid mixing of SW and rapid mixing of SB are equivalent. Additionally, the spectral gap of SW and SB on planar graphs is bounded from above and from below by the spectral gap of these dynamics on the corresponding dual graph with suitably changed temperature. As a consequence we …
We introduce a notion called entropic independence that is an entropic analog of spectral notions of high-dimensional expansion. Informally, entropic independence of a background distribution $μ$ on $k$-sized subsets of a ground set of elements says that for any (possibly randomly chosen) set $S$, the relative entropy of a single element of $S$ drawn uniformly at random carries at most $O(1/k)$ fraction of the relative entropy of $S$. Entropic independence is the analog of the notion of spectral independence, if one replaces variance by entropy. We use entropic independence to derive tight mix…
On any locally-finite geometry, the stochastic Ising model is known to be contractive when the inverse-temperature $β$ is small enough, via classical results of Dobrushin and of Holley in the 1970's. By a general principle proposed by Peres, the dynamics is then expected to exhibit cutoff. However, so far cutoff for the Ising model has been confirmed mainly for lattices, heavily relying on amenability and log Sobolev inequalities. Without these, cutoff was unknown at any fixed $β>0$, no matter how small, even in basic examples such as the Ising model on a binary tree or a random regular graph.…
We study dynamical aspects of the $q$-state Potts model on an $n\times n$ box at its critical $β_c(q)$. Heat-bath Glauber dynamics and cluster dynamics such as Swendsen--Wang (that circumvent low-temperature bottlenecks) are all expected to undergo "critical slowdowns" in the presence of periodic boundary conditions: the inverse spectral gap, which in the subcritical regime is $O(1)$, should at criticality be polynomial in $n$ for $1< q \leq 4$, and exponential in $n$ for $q>4$ in accordance with the predicted discontinuous phase transition. This was confirmed for $q=2$ (the Ising model) by th…
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 prove that the spectral gap of the Swendsen-Wang dynamics for the random-cluster model on arbitrary graphs with m edges is bounded above by 16 m log m times the spectral gap of the single-bond (or heat-bath) dynamics. This and the corresponding lower bound imply that rapid mixing of these two dynamics is equivalent. Using the known lower bound on the spectral gap of the Swendsen-Wang dynamics for the two dimensional square lattice $Z_L^2$ of side length L at high temperatures and a result for the single-bond dynamics on dual graphs, we obtain rapid mixing of both dynamics on $\Z_L^2$ at all…
An $\widetilde{O}\left(n^2 \right)$-Time Sampler for Zero-Field Ferromagnetic Ising Models
School of Computing and Data Science, The University of Hong Kong（香港大学计算与数据科学学院）；School of Informatics, University of Edinburgh（爱丁堡大学信息学院）；State Key Laboratory for Novel Software Technology, New Cornerstone Science Laboratory, Nanjing University（南京大学新型软件技术重点实验室、新基石科学实验室）
本文提出一个在任意图上近似采样零场铁磁伊辛模型的算法，运行时间为 $\widetilde O(m+n)+\widetilde O_\beta(n^3\log^3(1/\epsilon))$，利用割稀疏化器和传输流思想，主要证明由 GPT-5.6 Sol Pro 辅助完成。
