We establish upper bounds for the spectral gap of the stochastic Ising model at low temperatures in an n-by-n box with boundary conditions which are not purely plus or minus; specifically, we assume the magnitude of the sum of the boundary spins over each interval of length n in the boundary is bounded by δn, where δ< 1. We show that for any such boundary condition, when the temperature is sufficiently low (depending on δ), the spectral gap decreases exponentially in n.
We establish upper bounds for the spectral gap of the stochastic Ising model at low temperature in an N-by-N box, with boundary conditions which are ``plus'' except for small regions at the corners which are either free or ``minus.'' The spectral gap decreases exponentially in the size of the corner regions, when these regions are of size at least of order \log N. This means that removing as few as O(\log N) plus spins from the corners produces a spectral gap far smaller than the order N^{-2} gap believed to hold under the all-plus boundary condition. Our results are valid at all subcritical t…
We analyse the lower non trivial part of the spectrum of the generator of the Glauber dynamics, which we consider a positive operator, for a d-dimensional nearest neighbour Ising model with a bounded random potential. We prove conjecture 1 in a paper by Albeverio et al.(referred as [AMSZ]) that is, for sufficently large values of the temperature, the first band of the spectrum of the generator of the process coincides with a closed non random segment of the real line.
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 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 …
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 investigate the interface dynamics of the two-dimensional stochastic Ising model in an external field under helicoidal boundary conditions. At sufficiently low temperatures and fields, the dynamics of the interface is described by an exactly solvable high-spin asymmetric quantum Hamiltonian that is the infinitesimal generator of the zero range process. Generally, the critical dynamics of the interface fluctuations is in the Kardar-Parisi-Zhang universality class of critical behavior. We remark that a whole family of RSOS interface models similar to the Ising interface model investigated her…
We study an alternative approach to model the dynamical behaviors of biological feedback loop, that is, a type-dependent spin system, this class of stochastic models was introduced by Fernández et. al (2009), and are useful since take account to inherent variability of gene expression. We analyze a non-symmetric feedback module being an extension for the repressilator, the first synthetic biological oscillator, invented by Elowitz and Leibler (2000). We consider a mean-field dynamics for a type-dependent Ising model, and then study the empirical-magnetization vector representing concentration …
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…
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 …
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 …
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}\…
We investigate zero-temperature dynamics on the hexagonal lattice H for the homogeneous ferromagnetic Ising model with zero external magnetic field and a disordered ferromagnetic Ising model with a positive external magnetic field h. We consider both continuous time (asynchronous) processes and, in the homogeneous case, also discrete time synchronous dynamics (i.e., a deterministic cellular automaton), alternating between two sublattices of H. The state space consists of assignments of -1 or +1 to each site of H, and the processes are zero-temperature limits of stochastic Ising ferromagnets wi…
Inspired by the idea of stochastic quantization proposed by Parisi and Wu, we construct the transition probability matrix which plays a central role in the renormalization group through a stochastic differential equation. By establishing the discrete time stochastic dynamics, the renormalization procedure can be characterized from the perspective of probability. Hence, we will focus on the investigation of the infinite dimensional stochastic dynamic. From the stochastic point of view, the discrete time stochastic dynamic can induce a Markov chain. Via calculating the square field operator and …
We discuss various aspects concerning stochastic domination for the Ising model and the fuzzy Potts model. We begin by considering the Ising model on the homogeneous tree of degree $d$, $\Td$. For given interaction parameters $J_1$, $J_2>0$ and external field $h_1\in\RR$, we compute the smallest external field $\tilde{h}$ such that the plus measure with parameters $J_2$ and $h$ dominates the plus measure with parameters $J_1$ and $h_1$ for all $h\geq\tilde{h}$. Moreover, we discuss continuity of $\tilde{h}$ with respect to the three parameters $J_1$, $J_2$, $h$ and also how the plus measures a…
We prove for the contact process on $Z^d$, and many other graphs, that the upper invariant measure dominates a homogeneous product measure with large density if the infection rate $λ$ is sufficiently large. As a consequence, this measure percolates if the corresponding product measure percolates. We raise the question of whether domination holds in the symmetric case for all infinite graphs of bounded degree. We study some asymmetric examples which we feel shed some light on this question. We next obtain necessary and sufficient conditions for domination of a product measure for ``downward'' F…
Stochastic dominations for FK percolation and sharp thinning thresholds for the Ising energy field
Université Claude Bernard Lyon 1（里昂第一大学）；CNRS UMR 5208, Institut Camille Jordan（法国国家科学研究中心联合研究实验室5208，卡米尔·若当研究所）；Universidad de Chile（智利大学）；Centro de Modelamiento Matemático (AFB170001)（数学建模中心）；UMI-CNRS 2807（中法科研联合单位2807）
We analyze clustering and (local) recurrence of a standard Markov process model of spatial domain coarsening. The continuous time process, whose state space consists of assignments of +1 or -1 to each site in ${\bf Z}^2$, is the zero-temperature limit of the stochastic homogeneous Ising ferromagnet (with Glauber dynamics): the initial state is chosen uniformly at random and then each site, at rate one, polls its 4 neighbors and makes sure it agrees with the majority, or tosses a fair coin in case of a tie. Among the main results (almost sure, with respect to both the process and initial state)…
For a mixed stochastic differential equation containing both Wiener process and a Hölder continuous process with exponent $γ>1/2$, we prove a stochastic viability theorem. As a consequence, we get a result about positivity of solution and a pathwise comparison theorem. An application to option price estimation is given.
The stochastic block model (SBM) is a random graph model in which the edges are generated according to the underlying cluster structure on the vertices. The (ferromagnetic) Ising model, on the other hand, assigns $\pm 1$ labels to vertices according to an underlying graph structure in a way that if two vertices are connected in the graph then they are more likely to be assigned the same label. In SBM, one aims to recover the underlying clusters from the graph structure while in Ising model, an extensively-studied problem is to recover the underlying graph structure based on i.i.d. samples (lab…
For a mixed stochastic differential driven by independent fractional Brownian motions and Wiener processes, the existence and integrability of the Malliavin derivative of its solution are established. It is also proved that the solution possesses exponential moments.
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 prove that the standard conditions that provide unique solvability of a mixed stochastic differential equations also guarantee that its solution possesses finite moments. We also present conditions supplying existence of exponential moments. For a special equation whose coefficients do not satisfy the linear growth condition, we find conditions for integrability of its solution.
In this paper, we consider a stochastic differential equation driven by a fractional Brownian motion (fBm) and a Wiener process and having jumps. We prove that this equation has a unique solution and show that all its moments are finite.
The paper is concerned with a mixed stochastic delay differential equation involving both a Wiener process and a $γ$-Hölder continuous process with $γ>1/2$ (e.g. a fractional Brownian motion with Hurst parameter greater than $1/2$). It is shown that its solution depends continuously on the coefficients and the initial data. Two applications of this result are given: the convergence of solutions to equations with vanishing delay to the solution of equation without delay and the convergence of Euler approximations for mixed stochastic differential equations. As a side result of independent inter…
We consider a mixed stochastic differential equation involving both standard Brownian motion and fractional Brownian motion with Hurst parameter $H>1/2$. The mean-square rate of convergence of Euler approximations of solution to this equation is obtained.
We consider a stochastic delay differential equation driven by a Holder continuous process and a Wiener process. Under fairly general assumptions on its coefficients, we prove that this equation is uniquely solvable. We also give sufficient conditions for finiteness of its moments and establish a limit theorem.
We discuss maximum likelihood estimation of parameters for models governed by a stochastic differential equation driven by a mixed fractional Brownian motion with random effects.
