Glauber Dynamics for the Mean-Field Potts Model

We study Glauber dynamics for the mean-field (Curie-Weiss) Potts model with q≥3 states and show that it undergoes a critical slowdown at an inverse-temperature βs(q) strictly lower than the critical βc(q) for uniqueness of the thermodynamic limit. The dynamical critical βs(q) is the spinodal point marking the onset of metastability.We prove that when β<βs(q) the mixing time is asymptotically C(β,q)nlogn and the dynamics exhibits the cutoff phenomena, a sharp transition in mixing, with a window of order n. At β=βs(q) the dynamics no longer exhibits cutoff and its mixing obeys a power-law of order n4/3. For β>βs(q) the mixing time is exponentially large in n. Furthermore, as β↑βs with n, the mixing time interpolates smoothly from subcritical to critical behavior, with the latter reached at a scaling window of O(n−2/3) around βs. These results form the first complete analysis of mixing around the critical dynamical temperature—including the critical power law—for a model with a first order phase transition.

[1]  Geoffrey Grimmett The Random-Cluster Model , 2002, math/0205237.

[2]  Christian Borgs,et al.  Tight bounds for mixing of the Swendsen–Wang algorithm at the Potts transition point , 2010, ArXiv.

[3]  M. Biskup Reflection Positivity and Phase Transitions in Lattice Spin Models , 2009 .

[4]  Allan Sly,et al.  Critical Ising on the Square Lattice Mixes in Polynomial Time , 2010, 1001.1613.

[5]  Alan M. Frieze,et al.  Torpid mixing of some Monte Carlo Markov chain algorithms in statistical physics , 1999, 40th Annual Symposium on Foundations of Computer Science (Cat. No.99CB37039).

[6]  Mark Jerrum,et al.  The Swendsen-Wang process does not always mix rapidly , 1997, STOC '97.

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

[8]  M. Biskup,et al.  Methods of Contemporary Mathematical Statistical Physics , 2009 .

[9]  Dana Randall,et al.  Torpid mixing of simulated tempering on the Potts model , 2004, SODA '04.

[10]  J. Langer,et al.  Relaxation Times for Metastable States in the Mean-Field Model of a Ferromagnet , 1966 .

[11]  T. R. Kirkpatrick,et al.  Stable and metastable states in mean-field Potts and structural glasses. , 1987, Physical review. B, Condensed matter.

[12]  F. Martinelli Lectures on Glauber dynamics for discrete spin models , 1999 .

[13]  F. Martinelli,et al.  Approach to equilibrium of Glauber dynamics in the one phase region , 1994 .

[14]  Mark Jerrum,et al.  Approximate Counting, Uniform Generation and Rapidly Mixing Markov Chains , 1987, International Workshop on Graph-Theoretic Concepts in Computer Science.

[15]  Y. Peres,et al.  Mixing Time of Critical Ising Model on Trees is Polynomial in the Height , 2009, 0901.4152.

[16]  Noga Alon,et al.  lambda1, Isoperimetric inequalities for graphs, and superconcentrators , 1985, J. Comb. Theory, Ser. B.

[17]  F. Martinelli,et al.  Approach to equilibrium of Glauber dynamics in the one phase region , 1994 .

[18]  S. Miracle-Sole,et al.  Mean-Field Theory of the Potts Gas , 2006 .

[19]  F. Martinelli,et al.  On the two-dimensional stochastic Ising model in the phase coexistence region near the critical point , 1996 .

[20]  Y. Peres,et al.  Glauber dynamics for the mean-field Ising model: cut-off, critical power law, and metastability , 2007, 0712.0790.

[21]  A. Sokal,et al.  Bounds on the ² spectrum for Markov chains and Markov processes: a generalization of Cheeger’s inequality , 1988 .

[22]  Allan Sly,et al.  Cutoff for the Ising model on the lattice , 2009, 0909.4320.

[23]  E.N.M. Cirillo,et al.  Metastability in the Two-Dimensional Ising Model with Free Boundary Conditions , 1998 .

[24]  M. .. Moore Exactly Solved Models in Statistical Mechanics , 1983 .

[25]  Metastable lifetimes in a kinetic Ising model: Dependence on field and system size. , 1994, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[26]  Roberto H. Schonmann,et al.  Wulff Droplets and the Metastable Relaxation of Kinetic Ising Models , 1998 .

[27]  M. Talagrand,et al.  Lectures on Probability Theory and Statistics , 2000 .

[28]  R. Richardson The International Congress of Mathematicians , 1932, Science.

[29]  Marek Biskup,et al.  Rigorous Analysis of Discontinuous Phase Transitions via Mean-Field Bounds , 2003 .

[30]  L. Thomas,et al.  Bound on the mass gap for finite volume stochastic ising models at low temperature , 1989 .

[31]  Yevgeniy Kovchegov,et al.  Mixing Times for the Mean-Field Blume-Capel Model via Aggregate Path Coupling , 2011, 1102.3406.

[32]  D. Freedman The General Case , 2022, Frameworks, Tensegrities, and Symmetry.

[33]  Kongming Wang,et al.  Limit theorems for the empirical vector of the Curie-Weiss-Potts model , 1990 .

[34]  Nicholas Crawford,et al.  Mean-Field Driven First-Order Phase Transitions in Systems with Long-Range Interactions , 2005, math-ph/0501067.

[35]  Kurt Binder,et al.  Theory of first-order phase transitions , 1987 .

[36]  Jian Ding,et al.  Censored Glauber Dynamics for the Mean Field Ising Model , 2008, 0812.0633.

[37]  J. Chayes,et al.  Exponential decay of connectivities in the two-dimensional ising model , 1987 .

[38]  Richard S. Ellis,et al.  Complete analysis of phase transitions and ensemble equivalence for the Curie-Weiss-Potts model , 2005 .

[39]  Jian Ding,et al.  The Mixing Time Evolution of Glauber Dynamics for the Mean-Field Ising Model , 2008, 0806.1906.

[40]  Allan Sly,et al.  Cutoff for General Spin Systems with Arbitrary Boundary Conditions , 2012, 1202.4246.

[41]  G. Grimmett,et al.  The random-cluster model on the complete graph , 1996 .

[42]  Elchanan Mossel,et al.  Glauber dynamics on trees and hyperbolic graphs , 2001, Proceedings 2001 IEEE International Conference on Cluster Computing.