Comparison of Swendsen‐Wang and heat‐bath dynamics

We prove that the spectral gap of the Swendsen‐Wang process for the Potts model on graphs with bounded degree is bounded from below by some constant times the spectral gap of any single‐spin dynamics. This implies rapid mixing for the two‐dimensional Potts model at all temperatures above the critical one, as well as rapid mixing at the critical temperature for the Ising model. After this we introduce a modified version of the Swendsen‐Wang algorithm for planar graphs and prove rapid mixing for the two‐dimensional Potts models at all non‐critical temperatures. © 2012 Wiley Periodicals, Inc. Random Struct. Alg., 42, 520–535, 2013     

Swendsen‐Wang dynamics for general graphs in the tree uniqueness region

The Swendsen‐Wang (SW) dynamics is a popular Markov chain for sampling from the Gibbs distribution for the ferromagnetic Ising model on a graph G = (V,E). The dynamics is conjectured to converge to equilibrium in O(|V|^1/4) steps at any (inverse) temperature β, yet there are few results providing o(|V|) upper bounds. We prove fast convergence of the SW dynamics on general graphs in the tree uniqueness region. In particular, when β < β_c(d) where β_c(d) denotes the uniqueness/nonuniqueness threshold on infinite d‐regular trees, we prove that the relaxation time (i.e., the inverse spectral gap) of the SW dynamics is Θ(1) on any graph of maximum degree d ≥ 3. Our proof utilizes a monotone version of the SW dynamics which only updates isolated vertices. We establish that this variant of the SW dynamics has mixing time and relaxation time Θ(1) on any graph of maximum degree d for all β < β_c(d). Our proof technology can be applied to general monotone Markov chains, including for example the heat‐bath block dynamics, for which we obtain new tight mixing time bounds.     

On Gibbs measures of P-adic Potts model on the cayley tree

We consider a nearest-neighbor p-adic Potts (with q ≥ 2 spin values and coupling constant J ? _p) model on the Cayley tree of order k ≥ 1. It is proved that a phase transition occurs at k = 2, q ? p and p ≥ 3 (resp. q ? 2², p = 2). It is established that for p-adic Potts model at k ≥ 3 a phase transition may occur only at q ? p if p ≥ 3 and q ? 2² if p = 2.     

The phase transition in the cluster‐scaled model of a random graph

For 0 < p < 1 and q > 0 let G_q(n,p) denote the random graph with vertex set [n]={1,…,n} such that, for each graph G on [n] with e(G) edges and c(G) components, the probability that G_q(n,p)=G is proportional to . The first systematic study of G_q(n,p) was undertaken by 6 , who analyzed the phase transition phenomenon corresponding to the emergence of the giant component. In this paper we describe the structure of G_q(n,p) very close the critical threshold. © 2005 Wiley Periodicals, Inc. Random Struct. Alg., 2006     

Extremes of the internal energy of the Potts model on cubic graphs

We prove tight upper and lower bounds on the internal energy per particle (expected number of monochromatic edges per vertex) in the anti‐ferromagnetic Potts model on cubic graphs at every temperature and for all . This immediately implies corresponding tight bounds on the anti‐ferromagnetic Potts partition function. Taking the zero‐temperature limit gives new results in extremal combinatorics: the number of q‐colorings of a 3‐regular graph, for any , is maximized by a union of 's. This proves the d = 3 case of a conjecture of Galvin and Tetali.     

Phase‐field systems for multi‐dimensional Prandtl–Ishlinskii operators with non‐polyhedral characteristics

Hysteresis operators have recently proved to be a powerful tool in modelling phase transition phenomena which are accompanied by the occurrence of hysteresis effects. In a series of papers, the present authors have proposed phase‐field models in which hysteresis non‐linearities occur at several places. A very important class of hysteresis operators studied in this connection is formed by the so‐called Prandtl–Ishlinskii operators. For these operators, the corresponding phase‐field systems are in the multi‐dimensional case only known to admit unique solutions if the characteristic convex sets defining the operators are polyhedrons. In this paper, we use approximation techniques to extend the known results to multi‐dimensional Prandtl–Ishlinskii operators having non‐polyhedral convex characteristicsets. Copyright © 2002 John Wiley & Sons, Ltd.     

Solutions of the variational problem in the Curie—Weiss—Potts model

The variational problem for the Curie—Weiss—Potts model is solved completely. The results extend those of Ellis and Wang (1990, 1992), in which we study limit theorems and parameter estimations for the model and consider only the case of zero external field. In contrast to the Curie—Weiss model, this model has phase transitions in non-zero external field. All the solutions of the variational problem are non-degenerate points, so all the results in Ellis and Wang (1990, 1992) can be easily extended to the case considered here. We will also point out that simultaneous parameter estimation is impossible.     

Goal achieving probabilities of cone‐constrained mean‐variance portfolios

In this paper, we establish closed‐form formulas for key probabilistic properties of the cone‐constrained optimal mean‐variance strategy, in a continuous market model driven by a multidimensional Brownian motion and deterministic coefficients. In particular, we compute the probability to obtain to a point, during the investment horizon, where the accumulated wealth is large enough to be fully reinvested in the money market, and safely grow there to meet the investor's financial goal at terminal time. We conclude that the result of Li and Zhou [Ann. Appl. Prob., v.16, pp.1751–1763, (2006)] in the unconstrained case carries over when conic constraints are present: the former probability is lower bounded by 80% no matter the market coefficients, trading constraints, and investment goal. We also compute the expected terminal wealth given that the investor's goal is underachieved, for both the mean‐variance strategy and the aforementioned hybrid strategy where transfer to the money market occurs if it allows to safely achieve the goal. The former probabilities and expectations are also provided in the case where all risky assets held are liquidated if financial distress is encountered. These results provide investors with novel practical tools to support portfolio decision‐making and analysis. Copyright © 2013 John Wiley & Sons, Ltd.     

A nonisothermal phase‐field model for the ferromagnetic transition

We propose a model for nonisothermal ferromagnetic phase transition based on a phase field approach, in which the phase parameter is related but not identified with the magnetization. The magnetization is split in a paramagnetic and in a ferromagnetic contribution, dependent on a scalar phase parameter and identically null above the Curie temperature. The dynamics of the magnetization below the Curie temperature is governed by the order parameter evolution equation and by a Landau–Lifshitz type equation for the magnetization vector. In the simple situation of a uniaxial magnet, it is shown how the order parameter dynamics reproduces the hysteresis effect of the magnetization. Copyright © 2012 John Wiley & Sons, Ltd.     

Existence of solutions to an anisotropic phase‐field model

We consider an anisotropic phase‐field model for the isothermal solidification of a binary alloy due to Warren–Boettinger ( Acta. Metall. Mater. 1995; 43 (2):689). Existence of weak solutions is established under a certain convexity condition on the strongly non‐linear second‐order anisotropic operator and Lipschitz and boundedness assumptions for the non‐linearities. A maximum principle holds that guarantees the existence of a solution under physical assumptions on the non‐linearities. The qualitative properties of the solutions are illustrated by a numerical example. Copyright © 2003 John Wiley & Sons, Ltd.     

An identification problem for a conserved phase‐field model with memory

This paper is devoted to recovering a scalar memory kernel in a conserved phase‐field model. For such a problem local in time existence and uniqueness results are proved. The technique used allows to show also the continuous dependence on the kernel of the solution to the direct problem. Copyright © 2005 John Wiley & Sons, Ltd.     

Mixing times for the Swapping Algorithm on the Blume‐Emery‐Griffiths model

We analyze the so called Swapping Algorithm, a parallel version of the well‐known Metropolis‐Hastings algorithm, on the mean‐field version of the Blume‐Emery‐Griffiths model in statistical mechanics. This model has two parameters and depending on their choice, the model exhibits either a first, or a second order phase transition. In agreement with a conjecture by Bhatnagar and Randall we find that the Swapping Algorithm mixes rapidly in presence of a second order phase transition, while becoming slow when the phase transition is first order. © 2012 Wiley Periodicals, Inc. Random Struct. Alg., 45, 38–77, 2014     

非守恒相场模型解的blow-up

讨论了一类非守恒相场模型解的性态,证明当ａ２ｐ － １ ＜ ０ 及初值充分大时解在有限时刻 ｂｌｏｗ ｕｐ．     

An adaptive,multilevel scheme for the implicit solution of three‐dimensional phase‐field equations

Phase‐field models, consisting of a set of highly nonlinear coupled parabolic partial differential equations, are widely used for the simulation of a range of solidification phenomena. This article focuses on the numerical solution of one such model, representing anisotropic solidification in three space dimensions. The main contribution of the work is to propose a solution strategy that combines hierarchical mesh adaptivity with implicit time integration and the use of a nonlinear multigrid solver at each step. This strategy is implemented in a general software framework that permits parallel computation in a natural manner. Results are presented that provide both qualitative and quantitative justifications for these choices.© 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

On the purity of the free boundary condition Potts measure on random trees

We consider the free boundary condition Gibbs measure of the Potts model on a random tree. We provide an explicit temperature interval below the ferromagnetic transition temperature for which this measure is extremal, improving older bounds of Mossel and Peres. In information theoretic language extremality of the Gibbs measure corresponds to non-reconstructability for symmetric q-ary channels. The bounds for the corresponding threshold value of the inverse temperature are optimal for the Ising model and differ from the Kesten Stigum bound by only 1.50% in the case q=3 and 3.65% for q=4, independently of d. Our proof uses an iteration of random boundary entropies from the outside of the tree to the inside, along with a symmetrization argument.     

A new two‐phase structure‐preserving doubling algorithm for critically singular M‐matrix algebraic Riccati equations

Among numerous iterative methods for solving the minimal nonnegative solution of an M‐matrix algebraic Riccati equation, the structure‐preserving doubling algorithm (SDA) stands out owing to its overall efficiency as well as accuracy. SDA is globally convergent and its convergence is quadratic, except for the critical case for which it converges linearly with the linear rate 1/2. In this paper, we first undertake a delineatory convergence analysis that reveals that the approximations by SDA can be decomposed into two components: the stable component that converges quadratically and the rank‐one component that converges linearly with the linear rate 1/2. Our analysis also shows that as soon as the stable component is fully converged, the rank‐one component can be accurately recovered. We then propose an efficient hybrid method, called the two‐phase SDA, for which the SDA iteration is stopped as soon as it is determined that the stable component is fully converged. Therefore, this two‐phase SDA saves those SDA iterative steps that previously have to have for the rank‐one component to be computed accurately, and thus essentially, it can be regarded as a quadratically convergent method. Numerical results confirm our analysis and demonstrate the efficiency of the new two‐phase SDA. Copyright © 2015 John Wiley & Sons, Ltd.     

Local existence of solutions of a three phase‐field model for solidification

In this article we discuss the local existence and uniqueness of solutions of a system of parabolic differential partial equations modeling the process of solidification/melting of a certain kind of alloy. This model governs the evolution of the temperature field, as well as the evolution of three phase‐field functions; the first two describe two different possible solid crystallization states and the last one describes the liquid state. Copyright © 2008 John Wiley & Sons, Ltd.     

Attractor for a conserved phase‐field system with hyperbolic heat conduction

We consider a conserved phase‐field system of Caginalp type, characterized by the assumption that both the internal energy and the heat flux depend on the past history of the temperature and its gradient, respectively. The latter dependence is a law of Gurtin–Pipkin type, so that the equation ruling the temperature evolution is hyperbolic. Thus, the system consists of a hyperbolic integrodifferential equation coupled with a fourth‐order evolution equation for the phase‐field. This model, endowed with suitable boundary conditions, has already been analysed within the theory of dissipative dynamical systems, and the existence of an absorbing set has been obtained. Here we prove the existence of the universal attractor. Copyright © 2004 John Wiley & Sons, Ltd.