In this study, we investigate the energy landscape of the Ising and Potts models on fixed and finite but large three-dimensional (3D) lattices where no external field exists and quantitatively characterize the metastable behavior of the associated Glauber dynamics in the very low temperature regime. Such analyses for the models with non-zero external magnetic fields have been extensively performed over the past two decades; however, models without external fields remained uninvestigated. Recently, the corresponding investigation has been conducted for the two-dimensional (2D) model without an external field, and in this study, we further extend these successes to the 3D model, which has a far more complicated energy landscape than the 2D one. In particular, we provide a detailed description of the highly complex plateau structure of saddle configurations between ground states and then analyze the typical behavior of the Glauber dynamics thereon. Thus, we acheive a quantitatively precise analysis of metastability, including the Eyring-Kramers law, the Markov chain model reduction, and a full characterization of metastable transition paths.
We examine a non-reversible, mean-field Potts model with three spins on a set with $N\uparrow\infty$ points. Without an external field, there are three critical temperatures and five different metastable regimes. The analysis can be extended by a perturbative argument to the case of small external fields. We illustrate the case of large external fields with some phenomena which are not present in the absence of external field.
In this paper, we thoroughly analyze the energy landscape of the Curie-Weiss-Potts model, which is a ferromagnetic spin system consisting of q $\ge$ 3 spins defined on complete graphs. In particular, for the Curie-Weiss-Potts model with q $\ge$ 3 spins and zero external field, we completely characterize all critical temperatures and phase transitions in view of the global structure of the energy landscape. We observe that there are three critical temperatures and four different regimes for q < 5, whereas there are four critical temperatures and five different regimes for q $\ge$ 5. Our analysi…
The main contribution of the current study is two-fold. First, we investigate the energy landscape of the Ising and Potts models on finite two-dimensional lattices without external fields in the low temperature regime. The complete analysis of the energy landscape of these models was unknown because of its complicated plateau saddle structure between the ground states. We characterize this structure completely in terms of a random walk on the set of sub-trees of a ladder graph. Second, we provide a considerable simplification of the well-known potential-theoretic approach to metastability. In …
We study the performance of Markov chains for the $q$-state ferromagnetic Potts model on random regular graphs. It is conjectured that their performance is dictated by metastability phenomena, i.e., the presence of "phases" (clusters) in the sample space where Markov chains with local update rules, such as the Glauber dynamics, are bound to take exponential time to escape. The phases that are believed to drive these metastability phenomena in the case of the Potts model emerge as local, rather than global, maxima of the so-called Bethe functional, and previous approaches of analysing these pha…
We consider the ferromagnetic q-state Potts model on a finite grid graph with non-zero external field and periodic boundary conditions. The system evolves according to Glauber-type dynamics described by the Metropolis algorithm, and we focus on the low temperature asymptotic regime. We analyze the case of negative external magnetic field. In this scenario there are $q-1$ stable configurations and a unique metastable state. We describe the asymptotic behavior of the first hitting time from the metastable to the set of the stable states as $β\to\infty$ in probability, in expectation, and in dist…
In this article, we investigate the energy landscape and metastable behavior of the Ising and Potts models on two-dimensional square or hexagonal lattices in the low temperature regime, especially in the absence of an external magnetic field. The energy landscape of these models without an external field is known to have a huge and complex saddle structure between ground states. In the small volume regime where the lattice is finite and fixed, the aforementioned complicated saddle structure has been successfully analyzed in [20] for two or three dimensional square lattices when the inverse tem…
We consider non-reversible random walks evolving on a potential field in a bounded domain of $\mathbb{R}^d$. We describe the complete metastable behavior of the random walk among the landscape of valleys, and we derive the Eyring-Kramers formula for the mean transition time from a metastable set to a stable set.
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 …
In this paper, we investigate the energy landscape of the two-component spin systems, known as the Curie-Weiss-Potts model, which is a generalization of the Curie-Weiss model consisting of $q\ge3$ spins. In the energy landscape of a multi-component model, the most important element is the relative strength between the inter-component interaction strength and the component-wise interaction strength. If the inter-component interaction is stronger than the component-wise interaction, we can expect all the components to be synchronized in the course of metastable transition. However, if the inter-…
The study of systems with multiple (not necessarily degenerate) metastable states presents subtle difficulties from the mathematical point of view related to the variational problem that has to be solved in these cases. We introduce the notion of relaxation height in a general energy landscape and we prove sufficient conditions which are valid even in presence of multiple metastable states. We show how these results can be used to approach the problem of multiple metastable states via the use of the modern theories of metastability. We finally apply these general results to the Blume--Capel mo…
We consider the dynamics of a periodic chain of N coupled overdamped particles under the influence of noise. Each particle is subjected to a bistable local potential, to a linear coupling with its nearest neighbours, and to an independent source of white noise. We show that as the coupling strength increases, the number of equilibrium points of the system changes from 3^N to 3. While for weak coupling, the system behaves like an Ising model with spin-flip dynamics, for strong coupling (of the order N^2), it synchronises, in the sense that all oscillators assume almost the same position in thei…
In this study, we investigate the metastable behavior of Metropolis-type Glauber dynamics associated with the Blume-Capel model with zero chemical potential and zero external field at very low temperatures. The corresponding analyses for the same model with zero chemical potential and positive small external field were performed in [Cirillo and Nardi, Journal of Statistical Physics, 150: 1080-1114, 2013] and [Landim and Lemire, Journal of Statistical Physics, 164: 346-376, 2016]. We obtain both large deviation-type and potential-theoretic results on the metastable behavior in our setting. To t…
We consider the dynamics of a periodic chain of N coupled overdamped particles under the influence of noise, in the limit of large N. Each particle is subjected to a bistable local potential, to a linear coupling with its nearest neighbours, and to an independent source of white noise. For strong coupling (of the order N^2), the system synchronises, in the sense that all oscillators assume almost the same position in their respective local potential most of the time. In a previous paper, we showed that the transition from strong to weak coupling involves a sequence of symmetry-breaking bifurca…
We study a zero-range process with system-size dependent jump rates, which is known to exhibit a discontinuous condensation transition. Metastable homogeneous phases and condensed phases coexist in extended phase regions around the transition, which have been fully characterized in the context of the equivalence and non-equivalence of ensembles. In this communication we report rigorous results on the large deviation properties and the free energy landscape which determine the metastable dynamics of the system. Within the condensed phase region we identify a new dynamic transition line which se…
This is the first in a series of three papers in which we study a two-dimensional lattice gas consisting of two types of particles subject to Kawasaki dynamics at low temperature in a large finite box with an open boundary. Each pair of particles occupying neighboring sites has a negative binding energy provided their types are different, while each particle has a positive activation energy that depends on its type. There is no binding energy between neighboring particles of the same type. At the boundary of the box particles are created and annihilated in a way that represents the presence of…
We consider a stochastic model of population dynamics where each individual is characterised by a trait in {0,1,...,L} and has a natural reproduction rate, a logistic death rate due to age or competition and a probability of mutation towards neighbouring traits at each reproduction event. We choose parameters such that the induced fitness landscape exhibits a valley: mutant individuals with negative fitness have to be created in order for the population to reach a trait with positive fitness. We focus on the limit of large population and rare mutations at several speeds. In particular, when th…
