Cutoff for the Ising model on the lattice

Introduced in 1963, Glauber dynamics is one of the most practiced and extensively studied methods for sampling the Ising model on lattices. It is well known that at high temperatures, the time it takes this chain to mix in L1 on a system of size n is O(logn). Whether in this regime there is cutoff, i.e. a sharp transition in the L1-convergence to equilibrium, is a fundamental open problem: If so, as conjectured by Peres, it would imply that mixing occurs abruptly at (c+o(1))logn for some fixed c>0, thus providing a rigorous stopping rule for this MCMC sampler. However, obtaining the precise asymptotics of the mixing and proving cutoff can be extremely challenging even for fairly simple Markov chains. Already for the one-dimensional Ising model, showing cutoff is a longstanding open problem.We settle the above by establishing cutoff and its location at the high temperature regime of the Ising model on the lattice with periodic boundary conditions. Our results hold for any dimension and at any temperature where there is strong spatial mixing: For ℤ2 this carries all the way to the critical temperature. Specifically, for fixed d≥1, the continuous-time Glauber dynamics for the Ising model on (ℤ/nℤ)d with periodic boundary conditions has cutoff at (d/2λ∞)logn, where λ∞ is the spectral gap of the dynamics on the infinite-volume lattice. To our knowledge, this is the first time where cutoff is shown for a Markov chain where even understanding its stationary distribution is limited.The proof hinges on a new technique for translating L1-mixing to L2-mixing of projections of the chain, which enables the application of logarithmic-Sobolev inequalities. The technique is general and carries to other monotone and anti-monotone spin-systems, e.g. gas hard-core, Potts, anti-ferromagentic Ising, arbitrary boundary conditions, etc.

[1]  . Markov Chains and Random Walks on Graphs , .

[2]  Daniel W. Stroock,et al.  Uniform andL2 convergence in one dimensional stochastic Ising models , 1989 .

[3]  F. Martinelli,et al.  For 2-D lattice spin systems weak mixing implies strong mixing , 1994 .

[4]  Jian Ding,et al.  Total variation cutoff in birth-and-death chains , 2008, 0801.2625.

[5]  Harry Kesten,et al.  Percolation Theory and Ergodic Theory of Infinite Particle Systems , 1987 .

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

[7]  V. Climenhaga Markov chains and mixing times , 2013 .

[8]  Stefan Grosskinsky Warwick,et al.  Interacting Particle Systems , 2016 .

[9]  B. Zegarliński,et al.  Dobrushin uniqueness theorem and logarithmic Sobolev inequalities , 1992 .

[10]  F. Cesi Quasi-factorization of the entropy and logarithmic Sobolev inequalities for Gibbs random fields , 2001 .

[11]  H. Kesten Probability on discrete structures , 2004 .

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

[13]  D. Aldous Random walks on finite groups and rapidly mixing markov chains , 1983 .

[14]  R. Holley,et al.  Rapid Convergence to Equilibrium of Stochastic Ising Models in the Dobrushin Shlosman Regime , 1987 .

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

[16]  P. Diaconis,et al.  Comparison Techniques for Random Walk on Finite Groups , 1993 .

[17]  Thomas P. Hayes,et al.  A general lower bound for mixing of single-site dynamics on graphs , 2005, 46th Annual IEEE Symposium on Foundations of Computer Science (FOCS'05).

[18]  R. Holley,et al.  On the Asymptotics of the Spin-Spin Autocorrelation Function In Stochastic Ising Models Near the Critical Temperature , 1991 .

[19]  L. Saloff-Coste,et al.  Lectures on finite Markov chains , 1997 .

[20]  P. Diaconis,et al.  Nash inequalities for finite Markov chains , 1996 .

[21]  D. Stroock,et al.  The logarithmic sobolev inequality for discrete spin systems on a lattice , 1992 .

[22]  Persi Diaconis,et al.  Separation cut-offs for birth and death chains , 2006, math/0702411.

[23]  D. Stroock,et al.  Logarithmic Sobolev inequalities and stochastic Ising models , 1987 .

[24]  鈴木 増雄 Time-Dependent Statistics of the Ising Model , 1965 .

[25]  Boguslaw Zegarlinski,et al.  The equivalence of the logarithmic Sobolev inequality and the Dobrushin-Shlosman mixing condition , 1992 .

[26]  B. Zegarliński,et al.  On log-Sobolev inequalities for infinite lattice systems , 1990 .

[27]  David J. Aldous,et al.  Lower bounds for covering times for reversible Markov chains and random walks on graphs , 1989 .

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

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

[30]  Daniel W. Stroock,et al.  The logarithmic Sobolev inequality for continuous spin systems on a lattice , 1992 .

[31]  P. Diaconis,et al.  The cutoff phenomenon in finite Markov chains. , 1996, Proceedings of the National Academy of Sciences of the United States of America.

[32]  Kenneth S. Alexander,et al.  Spatial Stochastic Processes , 1991 .

[33]  Decay to equilibrium in random spin systems on a lattice , 1996 .

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

[35]  P. Diaconis,et al.  LOGARITHMIC SOBOLEV INEQUALITIES FOR FINITE MARKOV CHAINS , 1996 .

[36]  Guan-Yu Chen,et al.  The cutoff phenomenon for ergodic Markov processes , 2008 .

[37]  Allan Sly,et al.  Cutoff phenomena for random walks on random regular graphs , 2008, 0812.0060.

[38]  Horng-Tzer Yau,et al.  Spectral gap and logarithmic Sobolev inequality for Kawasaki and Glauber dynamics , 1993 .

[39]  R. Dobrushin,et al.  Completely analytical interactions: Constructive description , 1987 .

[40]  P. Diaconis,et al.  Generating a random permutation with random transpositions , 1981 .

[41]  F. Martinelliz,et al.  Approach to Equilibrium of Glauber Dynamics in the One Phase Region. Ii: the General Case , 1994 .

[42]  P. Diaconis,et al.  COMPARISON THEOREMS FOR REVERSIBLE MARKOV CHAINS , 1993 .

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

[44]  Fabio Martinelli,et al.  Relaxation Times of Markov Chains in Statistical Mechanics and Combinatorial Structures , 2004 .

[45]  Laurent Saloff-Coste,et al.  Random Walks on Finite Groups , 2004 .

[46]  P. Diaconis,et al.  SHUFFLING CARDS AND STOPPING-TIMES , 1986 .

[47]  Thomas P. Hayes,et al.  A general lower bound for mixing of single-site dynamics on graphs , 2005 .