Sparse Hard-Disk Packings and Local Markov Chains

We propose locally stable sparse hard-disk packings, as introduced by Böröczky, as a model for the analysis and benchmarking of Markov-chain Monte Carlo (MCMC) algorithms. We first generate such Böröczky packings in a square box with periodic boundary conditions and analyze their properties. We then study how local MCMC algorithms, namely the Metropolis algorithm and several versions of event-chain Monte Carlo (ECMC), escape from configurations that are obtained from the packings by slightly reducing all disk radii by a relaxation parameter. We obtain two classes of ECMC, one in which the escape time varies algebraically with the relaxation parameter (as for the local Metropolis algorithm) and another in which the escape time scales as the logarithm of the relaxation parameter. A scaling analysis is confirmed by simulation results. We discuss the connectivity of the hard-disk sample space, the ergodicity of local MCMC algorithms, as well as the meaning of packings in the context of the NPT ensemble. Our work is accompanied by open-source, arbitrary-precision software for Böröczky packings (in Python) and for straight, reflective, forward, and Newtonian ECMC (in Go).

[1]  W. W. Wood Monte Carlo Calculations for Hard Disks in the Isothermal‐Isobaric Ensemble , 1968 .

[2]  장윤희,et al.  Y. , 2003, Industrial and Labor Relations Terms.

[3]  A. C. Maggs,et al.  Multithreaded event-chain Monte Carlo with local times , 2020 .

[4]  Lee,et al.  First-order melting transition of the hard-disk system. , 1992, Physical review. B, Condensed matter.

[5]  Matthew Kahle Sparse Locally-Jammed Disk Packings , 2012 .

[6]  M. Engel,et al.  Efficient equilibration of hard spheres with Newtonian event chains. , 2019, The Journal of chemical physics.

[7]  F. Stillinger,et al.  Jamming in hard sphere and disk packings , 2004 .

[8]  Elizabeth L. Wilmer,et al.  Markov Chains and Mixing Times , 2008 .

[9]  Fang Chen,et al.  Lifting Markov chains to speed up mixing , 1999, STOC '99.

[10]  E. M.,et al.  Statistical Mechanics , 2021, Manual for Theoretical Chemistry.

[11]  Werner Krauth,et al.  Cluster algorithm for hard spheres and related systems , 1995 .

[12]  Persi Diaconis,et al.  Geometric analysis for the metropolis algorithm on Lipschitz domains , 2011 .

[13]  D. Frenkel,et al.  Entropy difference between crystal phases , 1997, Nature.

[14]  Yuliy Baryshnikov,et al.  Min-type Morse theory for configuration spaces of hard spheres , 2011, ArXiv.

[15]  W. Fischer,et al.  Sphere Packings, Lattices and Groups , 1990 .

[16]  W. Krauth,et al.  Sampling from a polytope and hard-disk Monte Carlo , 2013, 1301.4901.

[17]  Will Perkins,et al.  Correlation decay for hard spheres via Markov chains , 2020, The Annals of Applied Probability.

[18]  Hard-disk dipoles and non-reversible Markov chains. , 2021, The Journal of chemical physics.

[19]  Werner Krauth,et al.  Generalized event-chain Monte Carlo: constructing rejection-free global-balance algorithms from infinitesimal steps. , 2013, The Journal of chemical physics.

[20]  Ute Dreher,et al.  Statistical Mechanics Rigorous Results , 2016 .

[21]  Micha Sharir,et al.  Combinatorial Geometry and Its Algorithmic Applications , 2008 .

[22]  W. W. Wood NpT‐Ensemble Monte Carlo Calculations for the Hard‐Disk Fluid , 1970 .

[23]  Radford M. Neal,et al.  ANALYSIS OF A NONREVERSIBLE MARKOV CHAIN SAMPLER , 2000 .

[24]  B. Alder,et al.  Phase Transition for a Hard Sphere System , 1957 .

[25]  O. Penrose,et al.  Convergence of virial expansions , 1964 .

[26]  Event-Chain Monte Carlo: Foundations, Applications, and Prospects , 2021, Frontiers in Physics.

[27]  N. Metropolis,et al.  Equation of State Calculations by Fast Computing Machines , 1953, Resonance.

[28]  Alain Durmus,et al.  Forward Event-Chain Monte Carlo: Fast Sampling by Randomness Control in Irreversible Markov Chains , 2017, Journal of Computational and Graphical Statistics.

[29]  A. Doucet,et al.  The Bouncy Particle Sampler: A Nonreversible Rejection-Free Markov Chain Monte Carlo Method , 2015, 1510.02451.

[30]  Damage spreading and coupling in Markov chains , 2010, 1010.1195.