arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2106.09429cond-mat.stat-mechmath-phmath.MP
收藏

Curie-Weiss模型平衡分布抽样的斜细致平衡提升马尔可夫过程的大偏差

Large deviations for the Skew-Detailed-Balance Lifted-Markov processes to sample the equilibrium distribution of the Curie-Weiss model

Cecile Monthus

摘要:

在蒙特卡洛采样领域中为了加速相对于细致平衡动力学向稳态的收敛而提出的打破细致平衡的马尔可夫链中,“提升”的思想在于将配置空间复制成两个副本$σ=\pm$,并且在每个副本中施加有向流,以便更有效地探索配置空间。K. S. Turitsyn,M. Chertkov和M. Vucelja [Physica D Nonlinear Phenomena 240,410(2011)]重新访问Curie-Weiss平均场铁磁模型,其中磁化的动力学是封闭的。分析了经验时间平均观测量在不同水平上的大偏差,并与它们的细致平衡对应物进行了比较,无论是对于离散的广泛磁化$M$还是对于大系统尺寸$N$的连续的强磁化$m=\frac{M}{N}$。

英文摘要:

Among the Markov chains breaking detailed-balance that have been proposed in the field of Monte-Carlo sampling in order to accelerate the convergence towards the steady state with respect to the detailed-balance dynamics, the idea of 'Lifting' consists in duplicating the configuration space into two copies $σ=\pm$ and in imposing directed flows in each copy in order to explore the configuration space more efficiently. The skew-detailed-balance Lifted-Markov-chain introduced by K. S. Turitsyn, M. Chertkov and M. Vucelja [Physica D Nonlinear Phenomena 240 , 410 (2011)] is revisited for the Curie-Weiss mean-field ferromagnetic model, where the dynamics for the magnetization is closed. The large deviations at various levels for empirical time-averaged observables are analyzed and compared with their detailed-balance counterparts, both for the discrete extensive magnetization $M$ and for the continuous intensive magnetization $m=\frac{M}{N}$ for large system-size $N$.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑